1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000270771 | GABRX | NOT_LISTED | not exchange-listed | — |
| C000096036 | GIARX | NOT_LISTED | not exchange-listed | — |
| C000096035 | GPARX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
25 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Mount Vernon Liquid Assets Portfolio, LLC | — | — — | STIV PF | 48,138,025 NS |
| $48.14M |
| 15.644% |
| US |
| First Trust Long/Short Equity First Trust Long/Short Equity ETF/US | FTLS | 33739P103 US33739P1030 | EC RF | 431,816 NS | $30.38M | 9.874% | US |
| AQR Equity Market Neutral Fund | — | 00191K799 US00191K7990 | EC RF | 2,418,420.51 NS | $29.17M | 9.479% | US |
| BlackRock Global Equity Market BlackRock Global Equity Market Neutral Fund | — | 091936526 US0919365264 | EC RF | 1,914,451.25 NS | $28.91M | 9.395% | US |
| AQR Managed Futures Strategy F AQR Managed Futures Strategy Fund | — | 00203H859 US00203H8593 | EC RF | 2,384,723.66 NS | $25.04M | 8.138% | US |
| Harbor Commodity All Weather S Harbor Commodity All Weather Strategy ETF | HGER | 41151J505 US41151J5056 | EC RF | 732,249 NS | $22.71M | 7.380% | US |
| Simplify Managed Futures Strat Simplify Managed Futures Strategy ETF | CTA | 82889N699 US82889N6994 | EC RF | 534,887 NS | $16.16M | 5.253% | US |
| First Trust Low Duration Oppor First Trust Low Duration Opportunities ETF | LMBS | 33739Q200 US33739Q2003 | EC RF | 317,430 NS | $15.81M | 5.138% | US |
| BlackRock Systematic Multi-Str BlackRock Systematic Multi-Strategy Fund | — | 09260C307 US09260C3079 | EC RF | 1,466,926.74 NS | $15.36M | 4.991% | US |
| BlackRock Tactical Opportuniti BlackRock Tactical Opportunities Fund | — | 091927848 US0919278483 | EC PF | 928,448.86 NS | $15.19M | 4.936% | US |
| iShares 7-10 Year Treasury Bon iShares 7-10 Year Treasury Bond ETF | IEF | 464287440 US4642874402 | EC RF | 118,761 NS | $11.33M | 3.684% | US |
| Wisdomtree Artificial Intellig Wisdomtree Artificial Intelligence And Innova… | WTAI | 97717Y543 US97717Y5437 | EC RF | 388,236 NS | $10.96M | 3.562% | US |
| Franklin Systematic Style Prem Franklin Systematic Style Premia ETF | FLSP | 35473P546 US35473P5465 | EC RF | 386,216 NS | $10.51M | 3.414% | US |
| First Trust Alternative Absolu First Trust Alternative Absolute Return Strat… | FAAR | 33740Y101 US33740Y1010 | EC RF | 287,914 NS | $9.72M | 3.158% | US |
| Catalyst/Millburn Hedge Strate Catalyst/Millburn Hedge Strategy Fund | — | 62827P816 US62827P8169 | EC RF | 173,759.81 NS | $7.74M | 2.515% | US |
| Campbell Systematic Macro Fund | — | 74933W833 US74933W8331 | EC RF | 757,453.27 NS | $7.59M | 2.467% | US |
| VanEck Gold Miners ETF/USA | GDX | 92189F106 US92189F1066 | EC RF | 71,269 NS | $6.54M | 2.126% | US |
| iShares Defense Industrials Ac iShares Defense Industrials Active ETF | IDEF | 09290C699 US09290C6993 | EC RF | 190,117 NS | $6.22M | 2.022% | US |
| SPDR Gold MiniShares Trust | GLDM | 98149E303 US98149E3036 | EC RF | 66,726 NS | $6.18M | 2.010% | US |
| AQR Risk-Balanced Commodities AQR Risk-Balanced Commodities Fund | — | 00203H677 US00203H6779 | EC RF | 554,570.06 NS | $6.05M | 1.966% | US |
| Parametric Commodity Strategy | — | 277923223 US2779232238 | EC RF | 779,208.78 NS | $6.02M | 1.955% | US |
| Grayscale Bitcoin Mini Trust E Grayscale Bitcoin Mini Trust ETF | BTC | 389930207 US3899302075 | EC RF | 157,095 NS | $4.71M | 1.531% | US |
| abrdn Bloomberg All Commodity abrdn Bloomberg All Commodity Longer Dated St… | BCD | 003261203 US0032612030 | EC RF | 127,201 NS | $4.55M | 1.479% | US |
| JPMorgan US Government Money M JPMorgan US Government Money Market Fund | — | 4812C2270 US4812C22704 | STIV RF | 4,246,537.89 NS | $4.25M | 1.380% | US |
| Sprott Critical Materials ETF | SETM | 85208P402 US85208P4028 | EC RF | 71,875 NS | $2.38M | 0.773% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 3.2% of reported value reaches a classification.
Percentages are of the reported value of positions above ($351.61M), not of the fund’s net assets ($307.70M). The two differ by cash, derivatives filed with no market value, and rounding.