| Name | Asset Class | Weight |
|---|---|---|
| Currency Contracts | ||
| Name | Asset Class | Weight |
|---|---|---|
| 1. US Treasury Frn 1/31/2021 | US | 27.76 % |
| 2. US Treasury Frn 1/31/2021 | US | 27.76 % |
| 3. US Treasury FRN 10/31/2020 | US | 27.25 % |
| 4. US Treasury FRN 10/31/2020 | US | 27.25 % |
| 5. US Treasury Frn 7/31/2020 | US | 25.78 % |
| 6. US Treasury Frn 7/31/2020 | US | 25.78 % |
| 7. US Treasury Frn 4/30/2021 | US | 18.84 % |
| 8. US Treasury Frn 4/30/2021 | US | 18.84 % |