U.S. Treasury Bills

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MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 JPMorgan Chase & Co. N/A 571291.80000000 PA USD 571291.80000000 3.904729122636 Long RA CORP US N 2 Repurchase Y 2.35000000 2019-10-01 554043.38000000 USD 582718.04000000 USD UST N N N 3M Co LUZQVYP4VS22CLWDAR65 3M Co. 88579Y101 666.00000000 NS USD 109490.40000000 0.748357237980 Long EC CORP US N 1 N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 Dow Jones Industrial Average Index N/A 441.16070000 NC USD 11338.14000000 0.077495188018 N/A DE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Dow Jones Industrial Average US2605661048 Y Dow Jones Industrial Average Index-Tenor Monthly 2019-10-31 0.00000000 USD 0.00000000 USD 11874647.56000000 USD 11338.14000000 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 Walgreens Boots Alliance, Inc. 931427108 666.00000000 NS USD 36836.46000000 0.251773958836 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625H100 666.00000000 NS USD 78381.54000000 0.535730920547 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918104 666.00000000 NS USD 92593.98000000 0.632871695842 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart, Inc. 931142103 666.00000000 NS USD 79040.88000000 0.540237451359 Long EC CORP US N 1 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 Boeing Co. 097023105 666.00000000 NS USD 253393.02000000 1.731918967971 Long EC CORP US N 1 N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 United Technologies Corp. 913017109 666.00000000 NS USD 90922.32000000 0.621446047014 Long EC CORP US N 1 N N N Chicago Board of Trade N/A Dow Jones Industrial Average Index Mini Futures Contracts N/A 2.00000000 NC USD -126.25000000 -0.00086290762 N/A DE US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Long Dow Jones Industrial Average US2605661048 2019-12-20 269036.25000000 USD -126.25000000 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141G104 666.00000000 NS USD 138015.18000000 0.943321596269 Long EC CORP US N 1 N N N 2019-10-30 Rydex Variable Trust John Sullivan John Sullivan CFO XXXX