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Fund profile

Tickers
SAAAX, SMOYX
Total assets
$2.75B
Liabilities
$9M
Net assets
$2.75B
Number of holdings
1.99K

Top 200 of 1994 Holdings

As of Jun 2021
Security $Holding Balance % of Fund Category Position Country
US 10YR NOTE (CBT)SEP21 FINANCIAL COMMODITY FUTURE. 1.27B 9.56K contracts 46.13 Interest rate derivative N/A USA
S&P500 EMINI FUT SEP21 PHYSICAL INDEX FUTURE. 348.02M 1.62K contracts 12.68 Equity derivative N/A USA
10YR MINI JGB FUT SEP21 FINANCIAL COMMODITY FUTURE. 254.32M 1.86K contracts 9.26 Interest rate derivative N/A Singapore
TREASURY BILL 0.000000% 10/07/2021 199.97M 200M principal 7.28 Debt Long USA
AUST 10YR BND FUTR SEP 21 147.34M 1.39K contracts 5.37 Interest rate derivative N/A Australia
JPN 10Y BOND(OSE) SEP21 FINANCIAL COMMODITY FUTURE. 140.77M 103 contracts 5.13 Interest rate derivative N/A Japan
LONG GILT FUTURE SEP21 FINANCIAL COMMODITY FUTURE. 136.97M 774 contracts 4.99 Interest rate derivative N/A UK
CAN 10YR BOND FUT SEP21 FINANCIAL COMMODITY FUTURE. 136.91M 1.17K contracts 4.99 Interest rate derivative N/A Canada
E-MINI RUSS 2000 SEP21 PHYSICAL INDEX FUTURE. 136.04M 1.18K contracts 4.96 Equity derivative N/A USA
S&P500 EMINI FUT SEP21 PHYSICAL INDEX FUTURE. 124.37M 580 contracts 4.53 Equity derivative N/A USA
BRK: JP MORGAN REF: HSCEI IDX FUT JUL21
J.P. MORGAN SECURITIES
122.51M 1.8K contracts 4.46 Equity derivative N/A Hong Kong
MSCI EMGMKT SEP21 PHYSICAL INDEX FUTURE. 122.39M 1.79K contracts 4.46 Equity derivative N/A USA
EURO-BOBL FUTURE SEP21 FINANCIAL COMMODITY FUTURE. 122.02M 767 contracts 4.44 Interest rate derivative N/A Germany
US LONG BOND(CBT) SEP21 FINANCIAL COMMODITY FUTURE. 119.92M 746 contracts 4.37 Interest rate derivative N/A USA
USD IRS 10YR PRIM SEP21 FINANCIAL COMMODITY FUTURE. 116.66M 1.22K contracts 4.25 DO N/A USA
BRK: JP MORGAN REF: KOSPI 200 INDEX FUTURE SEP21
J.P. MORGAN SECURITIES
102.88M 1.06K contracts 3.75 Equity derivative N/A Korea, Republic of
BRK: BANK OF AMERICA REF: HANG SENG IDX FUT JUL21
MERRILL LYNCH, PIERCE, FENNER & SMITH
99.54M 540 contracts 3.63 Equity derivative N/A Hong Kong
TREASURY BILL 0.000000% 09/09/2021 87.48M 87.49M principal 3.19 Debt Long USA
BRK: BANK OF AMERICA REF: HSCEI IDX FUT JUL21
MERRILL LYNCH, PIERCE, FENNER & SMITH
87.39M 1.28K contracts 3.18 Equity derivative N/A Hong Kong
BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE
MERRILL LYNCH, PIERCE, FENNER & SMITH
80.5M 624 contracts 2.93 Equity derivative N/A Switzerland
EURO-BUND FUTURE SEP21 FINANCIAL COMMODITY FUTURE. 73.28M 358 contracts 2.67 Interest rate derivative N/A Germany
US 5YR NOTE (CBT) SEP21 FINANCIAL COMMODITY FUTURE. 65.42M 530 contracts 2.38 Interest rate derivative N/A USA
TREASURY BILL 0.000000% 07/08/2021 64.94M 64.94M principal 2.37 Debt Long USA
EURO-BUND FUTURE SEP21 FINANCIAL COMMODITY FUTURE. 63.05M 308 contracts 2.30 Interest rate derivative N/A Germany
SOYBEAN FUTURE SWAP - NOV 2021 PHYSICAL COMMODITY FUTURE. 61.28M 876 contracts 2.23 Commodity derivative N/A USA
US 10YR NOTE (CBT)SEP21 FINANCIAL COMMODITY FUTURE. 60.16M 454 contracts 2.19 Interest rate derivative N/A USA
TOPIX INDX FUTR SEP21 PHYSICAL INDEX FUTURE. 57.24M 327 contracts 2.08 Equity derivative N/A Japan
BRK: BANK OF AMERICA REF: LIVE CATTLE FUTURES AUG21 56.55M 1.15K contracts 2.06 Commodity derivative N/A USA
AUST 10YR BND FUTR SEP 21 56.39M 532 contracts 2.05 Interest rate derivative N/A Australia
BRK: BANK OF AMERICA REF: BOVESPA INDEX FUTURE AUG21
MERRILL LYNCH, PIERCE, FENNER & SMITH
56.25M 2.22K contracts 2.05 Equity derivative N/A Brazil
GOLDMAN SACHS IDX JUL21 PHYSICAL INDEX FUTURE. 55.97M 417 contracts 2.04 Equity derivative N/A USA
CAN 10YR BOND FUT SEP21 FINANCIAL COMMODITY FUTURE. 54.41M 463 contracts 1.98 Interest rate derivative N/A Canada
REF: TAIEX FUTURES JUL21 BRK: JP MORGAN CHASE
J.P. MORGAN SECURITIES
53.4M 420 contracts 1.94 Equity derivative N/A Taiwan
REF: TAIEX FUTURES JUL21 BRK: BANK OF AMERICA
MERRILL LYNCH, PIERCE, FENNER & SMITH
52.64M 414 contracts 1.92 Equity derivative N/A Taiwan
BRK: BANK OF AMERICA REF: CORN FUTURES SWAP SEP21 49.62M 1.66K contracts 1.81 Commodity derivative N/A USA
EURO-BTP FUTURE SEP21 FINANCIAL COMMODITY FUTURE. 48.66M 271 contracts 1.77 Interest rate derivative N/A Germany
TREASURY BILL 0.000000% 10/21/2021 47.49M 47.5M principal 1.73 Debt Long USA
SOYBEAN OIL FUTR DEC21 PHYSICAL COMMODITY FUTURE. 44.74M 1.19K contracts 1.63 Commodity derivative N/A USA
DEUTSCHLAND I/L BOND 0.5% 04/15/2030 43.6M 28.3M principal 1.59 Debt Long Germany
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 42.33M 37.5M principal 1.54 Debt Long USA
TREASURY BILL 0.000000% 10/21/2021 41.47M 41.48M principal 1.51 Debt Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 40.56M 35.3M principal 1.48 Debt Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 36.46M 32M principal 1.33 Debt Long USA
TREASURY BILL 0.000000% 10/28/2021 34.63M 34.64M principal 1.26 Debt Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 33.8M 29.1M principal 1.23 Debt Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 29.79M 24.35M principal 1.09 Debt Long USA
EURO-BUXL 30Y BND SEP21 FINANCIAL COMMODITY FUTURE. 29.65M 123 contracts 1.08 Interest rate derivative N/A Germany
BRK: JP MORGAN CHASE REF: HANG SENG IDX FUT JUL21
J.P. MORGAN SECURITIES
28.76M 156 contracts 1.05 Equity derivative N/A Hong Kong
SOY MEAL FUTURE SWAP - DEC 2021 PHYSICAL COMMODITY FUTURE. 28.4M 744 contracts 1.03 Commodity derivative N/A USA
GOLD 100 OZ FUTR AUG21 PHYSICAL COMMODITY FUTURE. 28.35M 160 contracts 1.03 Commodity derivative N/A USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 28.33M 23.21M principal 1.03 Debt Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 28.12M 23.17M principal 1.02 Debt Long USA
E-MINI RUSS 2000 SEP21 PHYSICAL INDEX FUTURE. 27.81M 241 contracts 1.01 Equity derivative N/A USA
REF: TAIEX FUTURES JUL21 BRK: CITIGROUP
CITIGROUP GLOBAL MARKETS
27.46M 216 contracts 1.00 Equity derivative N/A Taiwan
TREASURY BILL 0.000000% 07/29/2021 27.37M 27.37M principal 1.00 Debt Long USA
BRENT CRUDE FUTR OCT21 PHYSICAL COMMODITY FUTURE. 26.71M 362 contracts 0.97 Commodity derivative N/A UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 24.93M 20.48M principal 0.91 Debt Long USA
TREASURY BILL 0.000000% 09/16/2021 24.16M 24.16M principal 0.88 Debt Long USA
S&P MID 400 EMINI SEP21 PHYSICAL INDEX FUTURE. 23.96M 89 contracts 0.87 Equity derivative N/A USA
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030 22.19M 14.6M principal 0.81 Debt Long France
FRENCH TREASURY NOTE 1.85% 07/25/2027 21.88M 13.2M principal 0.80 Debt Long France
GOLD 100 OZ FUTR AUG21 PHYSICAL COMMODITY FUTURE. 20.9M 118 contracts 0.76 Commodity derivative N/A USA
S&P/TSX 60 IX FUT SEP21 PHYSICAL INDEX FUTURE. 20.21M 104 contracts 0.74 Equity derivative N/A Canada
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032 19.39M 6.7M principal 0.71 Debt Long UK
JPN 10Y BOND(OSE) SEP21 FINANCIAL COMMODITY FUTURE. 19.13M 14 contracts 0.70 Interest rate derivative N/A Japan
iSHARES INC 17.51M 130.33K shares 0.64 Common equity Long USA
LME COPPER FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 17.35M 74 contracts 0.63 Commodity derivative N/A UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025 17.31M 14M principal 0.63 Debt Long USA
HSCEI FUTURES JUL21 PHYSICAL INDEX FUTURE. 17.22M 253 contracts 0.63 Equity derivative N/A Hong Kong
LME PRI ALUM FUTR SEP21 PHYSICAL COMMODITY FUTURE. 17.17M 272 contracts 0.63 Commodity derivative N/A UK
US ULTRA BOND CBT SEP21 FINANCIAL COMMODITY FUTURE. 17.15M 89 contracts 0.62 Interest rate derivative N/A USA
CAC40 10 EURO FUT JUL21 PHYSICAL INDEX FUTURE. 17.13M 222 contracts 0.62 Equity derivative N/A France
BRK: MERRILL LYNCH REF: SGX NIFTY 50 INDEX FUT JUL21
MERRILL LYNCH, PIERCE, FENNER & SMITH
17.01M 540 contracts 0.62 Equity derivative N/A Singapore
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 16.84M 14.5M principal 0.61 Debt Long USA
AMSTERDAM IDX FUT JUL21 PHYSICAL INDEX FUTURE. 16.09M 93 contracts 0.59 Equity derivative N/A Netherlands
TREASURY BILL 0.000000% 10/21/2021 16M 16M principal 0.58 Debt Long USA
DEUTSCHLAND I/L BOND 0.10% 04/15/2026 15.71M 11.33M principal 0.57 Debt Long Germany
DAX INDEX FUTURE SEP21 PHYSICAL INDEX FUTURE. 15.65M 34 contracts 0.57 Equity derivative N/A Germany
SOY MEAL FUTURE SWAP - DEC 2021 PHYSICAL COMMODITY FUTURE. 15.57M 408 contracts 0.57 Commodity derivative N/A USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025 15.01M 13.4M principal 0.55 Debt Long USA
NATURAL GAS FUTR OCT21 PHYSICAL COMMODITY FUTURE. 14.98M 414 contracts 0.55 Commodity derivative N/A USA
FTSE/MIB IDX FUT SEP21 PHYSICAL INDEX FUTURE. 14.53M 98 contracts 0.53 Equity derivative N/A Italy
DEUTSCHLAND I/L BOND 0.5% 04/15/2030 14.44M 9.38M principal 0.53 Debt Long Germany
SUGAR #11 (WORLD) OCT21 PHYSICAL COMMODITY FUTURE. 14.05M 701 contracts 0.51 Commodity derivative N/A USA
SOYBEAN OIL FUTR DEC21 PHYSICAL COMMODITY FUTURE. 13.1M 348 contracts 0.48 Commodity derivative N/A USA
BRK: CITIGROUP REF: HSCEI IDX FUT JUL21
CITIGROUP GLOBAL MARKETS
13.07M 192 contracts 0.48 Equity derivative N/A Hong Kong
EURO STOXX 50 SEP21 PHYSICAL INDEX FUTURE. 12.7M 264 contracts 0.46 Equity derivative N/A Germany
KOSPI2 INX FUT SEP21 PHYSICAL INDEX FUTURE. 12.47M 128 contracts 0.45 Equity derivative N/A Korea, Republic of
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 12.2M 10M principal 0.44 Debt Long USA
SILVER FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 11.66M 89 contracts 0.42 Commodity derivative N/A USA
SGX NIFTY 50 JUL21 PHYSICAL INDEX FUTURE. 11.62M 369 contracts 0.42 Equity derivative N/A Singapore
U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2068 11.55M 2.5M principal 0.42 Debt Long UK
BRENT CRUDE FUTR DEC21 PHYSICAL COMMODITY FUTURE. 11.43M 158 contracts 0.42 Commodity derivative N/A UK
UKTI 0 1/8 I/L GILT - SOVEREIGN (GB) 0.125% 08/10/2048 11.03M 4M principal 0.40 Debt Long UK
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2032 11M 3.8M principal 0.40 Debt Long UK
LME PRI ALUM FUTR SEP21 PHYSICAL COMMODITY FUTURE. 10.86M 172 contracts 0.40 Commodity derivative N/A UK
U.K. GILT STOCK - INFLATION LINKED 0.125% 03/22/2029 10.48M 4.8M principal 0.38 Debt Long UK
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029 10.36M 7.6M principal 0.38 Debt Long France
S&P/TSX 60 IX FUT SEP21 PHYSICAL INDEX FUTURE. 10.1M 52 contracts 0.37 Equity derivative N/A Canada
BCOM COMDTY IND SEP21 PHYSICAL INDEX FUTURE. 9.76M 1.03K contracts 0.36 Equity derivative N/A USA
SILVER FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 9.56M 73 contracts 0.35 Commodity derivative N/A USA
CORN FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 9.26M 309 contracts 0.34 Commodity derivative N/A USA
UK TSY I/L GILT 0.125% 08/10/2028 9.19M 5M principal 0.33 Debt Long UK
WTI CRUDE FUTURE AUG21 PHYSICAL COMMODITY FUTURE. 9.18M 125 contracts 0.33 Commodity derivative N/A USA
DEUTSCHLAND I/L BOND 0.10% 04/15/2046 9.01M 4.93M principal 0.33 Debt Long Germany
SPI 200 FUTURES SEP21 PHYSICAL INDEX FUTURE. 8.95M 66 contracts 0.33 Equity derivative N/A Australia
SPI 200 FUTURES SEP21 PHYSICAL INDEX FUTURE. 8.95M 66 contracts 0.33 Equity derivative N/A Australia
FTSE 100 IDX FUT SEP21 PHYSICAL INDEX FUTURE. 8.68M 90 contracts 0.32 Equity derivative N/A UK
COFFEE 'C' FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 8.51M 142 contracts 0.31 Commodity derivative N/A USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 8.5M 7M principal 0.31 Debt Long USA
LME ZINC FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 8.48M 114 contracts 0.31 Commodity derivative N/A UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024 8.47M 7M principal 0.31 Debt Long USA
U.K. GILT STOCK - INFLATION LINKED 0 5/8% 11/22/2042 8.36M 2.4M principal 0.30 Debt Long UK
HANG SENG IDX FUT JUL21 PHYSICAL INDEX FUTURE. 8.11M 44 contracts 0.30 Equity derivative N/A Hong Kong
TREASURY BILL 0.000000% 08/26/2021 7.97M 7.97M principal 0.29 Debt Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 7.9M 7M principal 0.29 Debt Long USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/22 7.88M 7M principal 0.29 Debt Long USA
DEUTSCHLAND I/L BOND 0.10% 04/15/2023 7.83M 5.82M principal 0.29 Debt Long Germany
COPPER FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 7.83M 73 contracts 0.29 Commodity derivative N/A USA
FRENCH TREASURY NOTE 1.85% 07/25/2027 7.79M 4.7M principal 0.28 Debt Long France
WTI CRUDE FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 7.79M 107 contracts 0.28 Commodity derivative N/A USA
TOPIX INDX FUTR SEP21 PHYSICAL INDEX FUTURE. 7.7M 44 contracts 0.28 Equity derivative N/A Japan
FTSE 100 IDX FUT SEP21 PHYSICAL INDEX FUTURE. 7.62M 79 contracts 0.28 Equity derivative N/A UK
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2027 7.48M 2.7M principal 0.27 Debt Long UK
NY HARB ULSD FUT SEP21 PHYSICAL COMMODITY FUTURE. 7.25M 81 contracts 0.26 Commodity derivative N/A USA
BUONI PELIENNALI DEL TES 0.40% 05/15/2030 SERIES CPI 7.17M 5.5M principal 0.26 Debt Long Italy
U.K. GILT STOCK - INFLATION LINKED 0 1/8% 03/22/2044 7.17M 2.5M principal 0.26 Debt Long UK
GASOLINE RBOB FUT SEP21 PHYSICAL COMMODITY FUTURE. 6.72M 72 contracts 0.24 Commodity derivative N/A USA
U.K. GILT STOCK - INFLATION LINKED 1 1/8% 11/22/2037 6.68M 1.9M principal 0.24 Debt Long UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32 6.66M 3M principal 0.24 Debt Long USA
TREASURY BILL 0.000000% 10/21/2021 6.59M 6.59M principal 0.24 Debt Long USA
WHEAT FUTURE(CBT) SEP21 PHYSICAL COMMODITY FUTURE. 6.49M 191 contracts 0.24 Commodity derivative N/A USA
LME NICKEL FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 6.45M 59 contracts 0.23 Commodity derivative N/A UK
NY HARB ULSD FUT AUG21 PHYSICAL COMMODITY FUTURE. 6.44M 72 contracts 0.23 Commodity derivative N/A USA
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049 6.43M 4.5M principal 0.23 Debt Long USA
LOW SU GASOIL G SEP21 PHYSICAL COMMODITY FUTURE. 6.42M 107 contracts 0.23 Commodity derivative N/A UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26 6.24M 5M principal 0.23 Debt Long USA
LME NICKEL FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 6.23M 57 contracts 0.23 Commodity derivative N/A UK
LOW SU GASOIL G DEC21 PHYSICAL COMMODITY FUTURE. 6.2M 104 contracts 0.23 Commodity derivative N/A UK
LIVE CATTLE FUTR AUG21 PHYSICAL COMMODITY FUTURE. 6.14M 125 contracts 0.22 Commodity derivative N/A USA
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2023 6.04M 5M principal 0.22 Debt Long USA
CORN FUTURE DEC21 PHYSICAL COMMODITY FUTURE. 6M 204 contracts 0.22 Commodity derivative N/A USA
NY HARB ULSD FUT SEP21 PHYSICAL COMMODITY FUTURE. 6M 67 contracts 0.22 Commodity derivative N/A USA
UK TSY I/L GILT 0.125% 08/10/2028 5.97M 3.25M principal 0.22 Debt Long UK
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2029 5.86M 4.3M principal 0.21 Debt Long France
NATURAL GAS FUTR SEP21 PHYSICAL COMMODITY FUTURE. 5.83M 161 contracts 0.21 Commodity derivative N/A USA
GASOLINE RBOB FUT SEP21 PHYSICAL COMMODITY FUTURE. 5.79M 62 contracts 0.21 Commodity derivative N/A USA
SUGAR #11 (WORLD) OCT21 PHYSICAL COMMODITY FUTURE. 5.75M 287 contracts 0.21 Commodity derivative N/A USA
COCOA FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 5.71M 239 contracts 0.21 Commodity derivative N/A USA
AMSTERDAM IDX FUT JUL21 PHYSICAL INDEX FUTURE. 5.71M 33 contracts 0.21 Equity derivative N/A Netherlands
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 5.7M 5M principal 0.21 Debt Long USA
BUONI PELIENNALI DEL TES 1.30% 05/15/2028 SERIES CPI 5.68M 4M principal 0.21 Debt Long Italy
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2024 5.61M 5M principal 0.20 Debt Long USA
BRK: BANK OF AMERICA REF: COTTON NO.2 FUT SWAP DEC 21 5.6M 132 contracts 0.20 Commodity derivative N/A USA
UK TSY I/L GILT 0.125% 03/22/2026 SERIES 3MO 5.59M 3M principal 0.20 Debt Long UK
FTSE/JSE TOP 40 SEP21 PHYSICAL INDEX FUTURE. 5.54M 132 contracts 0.20 Equity derivative N/A South Africa
BRK: CITIGROUP REF: WHEAT FUTURE SWAP - SEP21 5.5M 162 contracts 0.20 Commodity derivative N/A USA
FRENCH REPUBLIC GOVERNMENT BOND OAT .700000% 07/25/2030 5.47M 3.6M principal 0.20 Debt Long France
FRTR 0.10 07/25/2036 0.10% 07/25/2036 5.42M 3.7M principal 0.20 Debt Long France
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 1.25% 09/15/2032 SERIES CPI 5.38M 3.6M principal 0.20 Debt Long Italy
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2028 5.29M 3.8M principal 0.19 Debt Long France
FRENCH REPUBLIC GOVERNMENT BOND OAT .100000% 03/01/2026 5.19M 4M principal 0.19 Debt Long France
HANG SENG IDX FUT JUL21 PHYSICAL INDEX FUTURE. 5.16M 28 contracts 0.19 Equity derivative N/A Hong Kong
FRENCH TREASURY NOTE BUONI PELIENNALI DEL TES 2.35% 09/15/2035 SERIES CPI 5.11M 2.5M principal 0.19 Debt Long Italy
DAX INDEX FUTURE SEP21 PHYSICAL INDEX FUTURE. 5.06M 11 contracts 0.18 Equity derivative N/A Germany
U.K. GILT STOCK - INFLATION LINKED 0 5/8% 03/22/2040 4.84M 1.5M principal 0.18 Debt Long UK
FRANCE OATI/L 3.15% 07/25/2032 4.8M 2M principal 0.17 Debt Long France
SOYBEAN FUTURE NOV21 PHYSICAL COMMODITY FUTURE. 4.76M 68 contracts 0.17 Commodity derivative N/A USA
FRANCE (GOVT OF) 0.10% 03/01/2025 SERIES OATI 4.68M 3.5M principal 0.17 Debt Long France
U.K. TSY GILT STOCK - INFLATION LINKED 1.25% 11/22/2055 4.58M 800K principal 0.17 Debt Long UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 4.57M 2M principal 0.17 Debt Long USA
FRANCE .250 07/25/2024 4.53M 3.3M principal 0.16 Debt Long France
TREASURY BILL 0.000000% 10/28/2021 4.48M 4.48M principal 0.16 Debt Long USA
LIVE CATTLE FUTR OCT21 PHYSICAL COMMODITY FUTURE. 4.46M 87 contracts 0.16 Commodity derivative N/A USA
DEUTSCHLAND I/L BOND 0.10% 04/15/2033 4.4M 3M principal 0.16 Debt Long Germany
SOYBEAN FUTURE NOV21 PHYSICAL COMMODITY FUTURE. 4.34M 62 contracts 0.16 Commodity derivative N/A USA
OMXS30 IND FUTURE JUL21 PHYSICAL INDEX FUTURE. 4.32M 163 contracts 0.16 Equity derivative N/A Sweden
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 4.32M 3M principal 0.16 Debt Long USA
TREASURY BILL 0.000000% 10/07/2021 4.29M 4.29M principal 0.16 Debt Long USA
COFFEE 'C' FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 4.25M 71 contracts 0.15 Commodity derivative N/A USA
IBEX 35 INDX FUTR JUL21 PHYSICAL INDEX FUTURE. 4.17M 40 contracts 0.15 Equity derivative N/A Spain
U.K. GILT STOCK - INFLATION LINKED 1 1/4% 11/22/2027 4.15M 1.5M principal 0.15 Debt Long UK
WHEAT FUTURE(CBT) SEP21 PHYSICAL COMMODITY FUTURE. 4.14M 122 contracts 0.15 Commodity derivative N/A USA
UK TREASURY GILT INFLATION LINKED 0.125% 11/22/2065 4.1M 1M principal 0.15 Debt Long UK
BUONI POLIENNALI DEL TES 3.1% 09/15/2026 4.1M 2.5M principal 0.15 Debt Long Italy
COTTON NO.2 FUTR DEC21 PHYSICAL COMMODITY FUTURE. 4.08M 96 contracts 0.15 Commodity derivative N/A USA
U.K. GILT STOCK - INFLATION LINKED 0 3/8% 03/22/2062 3.99M 900K principal 0.15 Debt Long UK
U.K. GILT STOCK - INFLATION LINKED 0.75% 03/22/2034 3.98M 1.5M principal 0.15 Debt Long UK
US 2YR NOTE (CBT) SEP21 FINANCIAL COMMODITY FUTURE. 3.97M 18 contracts 0.14 Interest rate derivative N/A USA
LOW SU GASOIL G AUG21 PHYSICAL COMMODITY FUTURE. 3.95M 66 contracts 0.14 Commodity derivative N/A UK
CATTLE FEEDER FUT AUG21 PHYSICAL COMMODITY FUTURE. 3.79M 49 contracts 0.14 Commodity derivative N/A USA
UK TREASURY 2% 01/26/2035 3.77M 932K principal 0.14 Debt Long UK
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 3.68M 2M principal 0.13 Debt Long USA
U.K. GILT STOCK - INFLATION LINKED 0 3/4% 11/22/2047 3.64M 900K principal 0.13 Debt Long UK
U.K. TSY GILT STOCK - INFLATION LINKED .125% 03/22/2058 3.55M 1M principal 0.13 Debt Long UK
CATTLE FEEDER FUT SEP21 PHYSICAL COMMODITY FUTURE. 3.54M 45 contracts 0.13 Commodity derivative N/A USA
SOYBEAN OIL FUTR DEC21 PHYSICAL COMMODITY FUTURE. 3.54M 94 contracts 0.13 Commodity derivative N/A USA
LEAN HOGS FUTURE AUG21 PHYSICAL COMMODITY FUTURE. 3.51M 85 contracts 0.13 Commodity derivative N/A USA
LME ZINC FUTURE SEP21 PHYSICAL COMMODITY FUTURE. 3.5M 47 contracts 0.13 Commodity derivative N/A UK
FRANCE (GOVT OF) 1.80% 07/25/2040 SERIES OATE 3.45M 1.5M principal 0.13 Debt Long France