U.S. Treasury Bills

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Portfolio 857509301 199004490.00000000 NS USD 199004490.00000000 17.03841492068 Long STIV RF US N 1 N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 WTI CRUDE FUTURE SEP25 000000000 621.00000000 NC USD -5009238.04000000 -0.42888216322 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLU5 Comdty 2025-08-20 44660088.04000000 USD -5009238.04000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QM2 11900000.00000000 PA USD 11811382.72000000 1.011269844064 Long STIV UST US N 2 2025-09-02 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) SEP25 000000000 -815.00000000 NC USD -2416928.86000000 -0.20693320412 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USU5 Comdty 2025-09-19 -91690102.39000000 USD -2416928.86000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797NA1 11890000.00000000 PA USD 11723002.10000000 1.003702850603 Long STIV UST US N 2 2025-10-30 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 EURO FX CURR FUT SEP25 000000000 1773.00000000 NC USD 5155499.09000000 0.441404777443 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Euro Foreign Exchange Currency Futures ECU5 Curncy 2025-09-15 257159850.91000000 USD 5155499.09000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT SEP25 000000000 448.00000000 NC USD 3729741.55000000 0.319333920937 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESU5 Index 2025-09-19 136354258.45000000 USD 3729741.55000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QK6 14150000.00000000 PA USD 14066986.43000000 1.204390672180 Long STIV UST US N 2 2025-08-19 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) SEP25 000000000 4950.00000000 NC USD 4444786.85000000 0.380554843683 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 1025271231.25000000 USD 4444786.85000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QR1 15440000.00000000 PA USD 15188626.15000000 1.300423495062 Long STIV UST US N 2 2025-11-20 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QL4 37240000.00000000 PA USD 36993233.36000000 3.167295668783 Long STIV UST US N 2 2025-08-26 None 0.00000000 N N N N N N Commodities Exchange Center N/A GOLD 100 OZ FUTR AUG25 000000000 189.00000000 NC USD -298625.09000000 -0.02556775572 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Futures GCQ5 Comdty 2025-08-27 62814155.09000000 USD -298625.09000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797PP6 11890000.00000000 PA USD 11817662.67000000 1.011807522353 Long STIV UST US N 2 2025-08-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797MH7 16280000.00000000 PA USD 16155946.91000000 1.383243799620 Long STIV UST US N 2 2025-09-04 None 0.00000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EMGMKT SEP25 000000000 1094.00000000 NC USD 1629005.97000000 0.139472630115 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESU5 Index 2025-09-19 65843444.03000000 USD 1629005.97000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EAFE SEP25 000000000 819.00000000 NC USD 1241630.30000000 0.106306205601 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. mini MSCI EAFE Index Futures MFSU5 Index 2025-09-19 108573984.70000000 USD 1241630.30000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797PQ4 1890000.00000000 PA USD 1876845.60000000 0.160692223953 Long STIV UST US N 2 2025-08-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QT7 248000000.00000000 PA USD 245959301.67000000 21.05860342877 Long STIV UST US N 2 2025-09-09 None 0.00000000 N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)SEP25 000000000 1927.00000000 NC USD 3603436.58000000 0.308519911236 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU5 Comdty 2025-09-19 212461438.42000000 USD 3603436.58000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797MH7 11900000.00000000 PA USD 11808737.71000000 1.011043382953 Long STIV UST US N 2 2025-09-04 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QU4 214010000.00000000 PA USD 212080610.67000000 18.15796940676 Long STIV UST US N 2 2025-09-16 None 0.00000000 N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 JPN YEN CURR FUT SEP25 000000000 -731.00000000 NC USD -215180.04000000 -0.01842333710 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Japanese Yen Currency Futures JYU5 Curncy 2025-09-15 -63697063.71000000 USD -215180.04000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QM2 2310000.00000000 PA USD 2292926.50000000 0.196316339845 Long STIV UST US N 2 2025-09-02 None 0.00000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 17552000.00000000 PA USD 17552000.00000000 1.502771413287 Long RA CORP US N 2 Repurchase N 1.36000000 2025-07-01 17864600.00000000 USD 17903040.00000000 USD UST N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797QR1 147850000.00000000 PA USD 145429194.43000000 12.45139220868 Long STIV UST US N 2 2025-11-20 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797PN1 1890000.00000000 PA USD 1880071.62000000 0.160968430120 Long STIV UST US N 2 2025-08-14 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797PX9 161490000.00000000 PA USD 160003372.39000000 13.69920772888 Long STIV UST US N 2 2025-09-18 None 0.00000000 N N N N N N 2025-07-15 LITMAN GREGORY FUNDS TRUST John Coughlan John Coughlan COO