Form NPORT-P GPS Funds II For: Mar 31

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May 23, 2022 3:50 PM EDT
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    NPORT-P
    false
    
      
      
        
          0001504079
          XXXXXXXX
        
      
      
      
      
        S000052240
        C000164319
        C000164318
      
      
      
    
  
  
    
      GPS Funds II
      811-22486
      0001504079
      549300EMT7QA1K47T038
      1655 Grant Street
      10th Floor
      Concord
      
      94520
      800-664-5345
      GuidePath Managed Futures Strategy Fund
      S000052240
      549300OKORB6EFCRC477
      2022-03-31
      2022-03-31
      N
    
    
      258247859.610000000000
      5961431.860000000000
      252286427.750000000000
      0.000000000000
      11632286.400000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      12121481.160000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        BACNA CD 0.33 07/13/22
        N/A
        BACNA CD 0.33 07/13/22
        N/A
        
          
        
        5000000.000000000000
        PA
        USD
        5000000.000000000000
        1.9818743500
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-07-13
          Fixed
          .330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMOCHG 0.2 06/23/22
        N/A
        BMOCHG 0.2 06/23/22
        N/A
        
          
        
        5000000.000000000000
        PA
        USD
        5000000.000000000000
        1.9818743500
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-06-23
          Fixed
          .200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA HOUS
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/Houston
        PPE929EW8
        
          
        
        5000000.000000000000
        PA
        USD
        5000000.000000000000
        1.9818743500
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-04-14
          Fixed
          .220000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIBCNY YCD 0.69 06/24/22
        N/A
        CIBCNY YCD 0.69 06/24/22
        N/A
        
          
        
        8000000.000000000000
        PA
        USD
        8000000.000000000000
        3.1709989599
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-06-24
          Fixed
          .690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RABOND YCD 0.95 07/11/22
        N/A
        RABOND YCD 0.95 07/11/22
        N/A
        
          
        
        6000000.000000000000
        PA
        USD
        6000000.000000000000
        2.3782492199
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-07-11
          Fixed
          .950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNBNNY YCD 0.43 05/24/22
        N/A
        DNBNNY YCD 0.43 05/24/22
        N/A
        
          
        
        8000000.000000000000
        PA
        USD
        8000000.000000000000
        3.1709989599
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-05-24
          Fixed
          .430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DWS Government Money Market Se
        N/A
        Deutsche Government Money Market Series
        25160K207
        
          
          
        
        13039890.160000000000
        NS
        USD
        13039890.160000000000
        5.1686847669
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MITTNY YCD 0.32 06/06/22
        N/A
        MITTNY YCD 0.32 06/06/22
        N/A
        
          
        
        5000000.000000000000
        PA
        USD
        5000045.760000000000
        1.9818924881
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-06-06
          Fixed
          .320000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITTNY YCD 0.71 05/26/22
        N/A
        MITTNY YCD 0.71 05/26/22
        N/A
        
          
        
        3000000.000000000000
        PA
        USD
        3000045.780000000000
        1.1891427560
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-05-26
          Fixed
          .710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZBNK YCD 0.26 05/16/22
        N/A
        MIZBNK YCD 0.26 05/16/22
        N/A
        
          
        
        8000000.000000000000
        PA
        USD
        8000000.000000000000
        3.1709989599
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-05-16
          Fixed
          .260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCBCNY YCD 0.47 05/13/22
        N/A
        OCBCNY YCD 0.47 05/13/22
        N/A
        
          
        
        3000000.000000000000
        PA
        USD
        3000035.370000000000
        1.1891386298
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-05-13
          Fixed
          .470000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RY YCD 0.65 08/08/22
        N/A
        RY YCD 0.65 08/08/22
        N/A
        
          
        
        7000000.000000000000
        PA
        USD
        7000000.000000000000
        2.7746240899
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-08-08
          Fixed
          .650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMTNY YCD 0 ?? 05/16/22
        N/A
        SUMTNY YCD 0 ?? 05/16/22
        N/A
        
          
        
        7000000.000000000000
        PA
        USD
        7000000.000000000000
        2.7746240899
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-05-16
          Fixed
          .250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMIBK YCD 0.31 06/16/22
        N/A
        SUMIBK YCD 0.31 06/16/22
        N/A
        
          
        
        5000000.000000000000
        PA
        USD
        5000000.000000000000
        1.9818743500
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          .310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMIBK YCD 1.1 07/22/22
        N/A
        SUMIBK YCD 1.1 07/22/22
        N/A
        
          
        
        3000000.000000000000
        PA
        USD
        3000000.000000000000
        1.1891246100
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-07-22
          Fixed
          1.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVSNY YCD 1.2 09/22/22
        N/A
        SVSNY YCD 1.2 09/22/22
        N/A
        
          
        
        8000000.000000000000
        PA
        USD
        8000192.060000000000
        3.1710750877
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-09-22
          Fixed
          1.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TDNY YCD 0.45 05/18/22
        N/A
        TDNY YCD 0.45 05/18/22
        N/A
        
          
        
        6000000.000000000000
        PA
        USD
        6000078.250000000000
        2.3782802363
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-05-18
          Fixed
          .450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796H44
        
          
        
        8000000.000000000000
        PA
        USD
        7999413.330000000000
        3.1707664187
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-19
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796J42
        
          
        
        10000000.000000000000
        PA
        USD
        9991370.800000000000
        3.9603283019
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-16
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796N47
        
          
        
        8000000.000000000000
        PA
        USD
        7999909.040000000000
        3.1709629057
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-07
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796P29
        
          
        
        5000000.000000000000
        PA
        USD
        4999783.340000000000
        1.9817884714
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-14
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796P37
        
          
        
        6000000.000000000000
        PA
        USD
        5999752.500000000000
        2.3781511172
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-28
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796P45
        
          
        
        15000000.000000000000
        PA
        USD
        14998365.170000000000
        5.9449750443
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-05
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796Q28
        
          
        
        5000000.000000000000
        PA
        USD
        4998291.670000000000
        1.9811972109
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-12
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796Q36
        
          
        
        4000000.000000000000
        PA
        USD
        3999480.550000000000
        1.5852935830
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-26
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R43
        
          
        
        6000000.000000000000
        PA
        USD
        5993579.040000000000
        2.3757041128
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-23
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R68
        
          
        
        5000000.000000000000
        PA
        USD
        4992335.650000000000
        1.9788363942
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-07
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796T74
        
          
        
        7000000.000000000000
        PA
        USD
        6999891.110000000000
        2.7745809287
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-05
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796T82
        
          
        
        7000000.000000000000
        PA
        USD
        6999679.180000000000
        2.7744969250
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-12
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796T90
        
          
        
        3000000.000000000000
        PA
        USD
        2999767.500000000000
        1.1890324528
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-19
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796U72
        
          
        
        4000000.000000000000
        PA
        USD
        3999360.000000000000
        1.5852458000
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-03
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796U80
        
          
        
        4000000.000000000000
        PA
        USD
        3999003.330000000000
        1.5851044250
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-10
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U98
        
          
        
        10000000.000000000000
        PA
        USD
        9996550.020000000000
        3.9623812145
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-17
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796V22
        
          
        
        15000000.000000000000
        PA
        USD
        14993890.300000000000
        5.9432013183
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-24
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASH MGMT BILL
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796V97
        
          
        
        4000000.000000000000
        PA
        USD
        3996752.240000000000
        1.5842121495
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-14
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASH MGMT BILL
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796W39
        
          
        
        6000000.000000000000
        PA
        USD
        5992080.000000000000
        2.3751099310
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-28
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WSTNY YCD 0.94 07/08/22
        N/A
        WSTNY YCD 0.94 07/08/22
        N/A
        
          
        
        5000000.000000000000
        PA
        USD
        5000000.000000000000
        1.9818743500
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-07-08
          Fixed
          .940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUDUSD Crncy Fut  Jun22
        N/A
        
          
        
        86.000000000000
        NC
        USD
        -14058.970000000000
        -0.0055726224
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                AUD/USD Cross Currency Rate
                AUD/USD Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            6461048.963200000000
            USD
            -14058.970000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/JSE TOP 40   Jun22
        N/A
        
          
          
        
        29.000000000000
        NC
        
        58956.700000000000
        0.0233689543
        N/A
        DE
        
        ZA
        N
        
        1
        
          
            
              South African Futures Exchange
              N/A
            
            Long
            
              
                FTSE/JSE Top 40 Index
                AI_Index
              
            
            2022-06-15
            19113985.260000000002
            ZAR
            58956.700000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOYBEAN OIL FUTR  Jul22
        N/A
        
          
        
        89.000000000000
        NC
        USD
        57028.450000000000
        0.0226046445
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Crude Soybean Oil
                Crude Soybean Oil
                
                  
                  
                
              
            
            2022-07-14
            3608347.555642000000
            USD
            57028.450000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BP CURRENCY FUT   Jun22
        N/A
        
          
        
        -349.000000000000
        NC
        USD
        -143456.170000000000
        -0.0568624207
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                British Pound/US Dollar Cross Currency Rate
                British Pound/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            -28498537.590000000000
            USD
            -143456.170000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BRAZIL REAL FUT   May22
        N/A
        
          
        
        67.000000000000
        NC
        USD
        16125.560000000000
        0.0063917667
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                Brazilian Real/US Dollar Cross Currency Rate
                Brazilian Real/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-04-29
            1381159.440000000000
            USD
            16125.560000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Short Euro-BTP Fu Jun22
        N/A
        
          
          
        
        -257.000000000000
        NC
        
        278423.780000000000
        0.1103601896
        N/A
        DIR
        
        DE
        
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                Short-term Euro-BTP
                Short-term Euro-BTP
                
                  
                  
                
              
            
            2022-06-08
            -28770971.180800000000
            EUR
            278423.780000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CORN FUTURE       Jul22
        N/A
        
          
        
        132.000000000000
        NC
        USD
        567650.620000000000
        0.2250024407
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Corn No. 2 Yellow
                Corn No. 2 Yellow
                
                  
                  
                
              
            
            2022-07-14
            4270149.379165000000
            USD
            567650.620000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COCOA FUTURE      Jul22
        N/A
        
          
        
        -7.000000000000
        NC
        USD
        -8601.450000000000
        -0.0034093986
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures US Softs
              5493004R83R1LVX2IL36
            
            Short
            
              
                US Cocoa
                US Cocoa
                
                  
                  
                
              
            
            2022-07-14
            -179488.550000000000
            USD
            -8601.450000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        C$ CURRENCY FUT   Jun22
        N/A
        
          
        
        -23.000000000000
        NC
        USD
        -50524.050000000000
        -0.0200264638
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Canadian Dollar/US Dollar Cross Currency Rate
                Canadian Dollar/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-14
            -1791545.950600000000
            USD
            -50524.050000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        WTI CRUDE FUTURE  May22
        N/A
        
          
        
        60.000000000000
        NC
        USD
        -116008.540000000000
        -0.0459828700
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                Crude Oil
                Crude Oil
                
                  
                  
                
              
            
            2022-04-20
            6132808.537300000000
            USD
            -116008.540000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CNH/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -60494.330000000000
        -0.0239784322
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            -16353185.420000000000
            USD
            104000000.000000000000
            CNY
            2022-06-15
            -60494.330000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CAN 10YR BOND FUT Jun22
        N/A
        
          
        
        -293.000000000000
        NC
        
        550624.970000000000
        0.2182539009
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Montreal Exchange
              N/A
            
            Short
            
              
                Canadian 10 Year Government Bonds
                Canadian 10 Year Government Bonds
                
                  
                  
                
              
            
            2022-06-21
            -38942443.859999999999
            CAD
            550624.970000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BRENT CRUDE FUTR  Jun22
        N/A
        
          
          
        
        63.000000000000
        NC
        USD
        -200923.010000000000
        -0.0796408320
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe Commodities
              549300UF4R84F48NCH34
            
            Long
            
              
                Brent Crude Oil
                Brent Crude Oil
                
                  
                  
                
              
            
            2022-04-29
            6797653.010000000000
            USD
            -200923.010000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COTTON NO.2 FUTR  Jul22
        N/A
        
          
        
        52.000000000000
        NC
        USD
        -31391.600000000000
        -0.0124428414
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures US Softs
              5493004R83R1LVX2IL36
            
            Long
            
              
                Cotton No.2
                Cotton No.2
                
                  
                  
                
              
            
            2022-07-07
            3465211.600000000000
            USD
            -31391.600000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        DJIA MINI e-CBOT  Jun22
        N/A
        
          
        
        3.000000000000
        NC
        USD
        -7975.910000000000
        -0.0031614503
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Dow Jones Industrial Average Index
                DM_Index
              
            
            2022-06-17
            527245.909950000000
            USD
            -7975.910000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-SCHATZ FUT   Jun22
        N/A
        
          
          
        
        -866.000000000000
        NC
        
        549842.410000000000
        0.2179437138
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                Euro-Schatz
                Euro-Schatz
                
                  
                  
                
              
            
            2022-06-08
            -96393540.084899999999
            EUR
            549842.410000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO FX CURR FUT  Jun22
        N/A
        
          
        
        -274.000000000000
        NC
        USD
        -666403.650000000000
        -0.2641456601
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Euro/US Dollar Cross Currency Rate
                Euro/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            -37347671.352500000000
            USD
            -666403.650000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        90DAY EURO$ FUTR  Sep22
        N/A
        
          
        
        -975.000000000000
        NC
        USD
        -105977.380000000000
        -0.0420067702
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                3 Month Eurodollar Time Deposits
                3 Month Eurodollar Time Deposits
                
                  
                  
                
              
            
            2022-09-19
            -238330272.617875000000
            USD
            -105977.380000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AMSTERDAM IDX FUT Apr22
        N/A
        
          
          
        
        -4.000000000000
        NC
        
        -40925.400000000000
        -0.0162218001
        N/A
        DE
        
        NL
        N
        
        1
        
          
            
              Euronext Derivatives Amsterdam
              724500V6UOK62XEZ2L78
            
            Short
            
              
                Amsterdam Exchanges Index
                EO_Index
              
            
            2022-04-14
            -542213.479999999999
            EUR
            -40925.400000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3MO EURO EURIBOR  Jun22
        N/A
        
          
          
        
        -494.000000000000
        NC
        
        67297.230000000000
        0.0266749308
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe Financials
              549300UF4R84F48NCH34
            
            Short
            
              
                3 Month Euribor
                3 Month Euribor
                
                  
                  
                
              
            
            2022-06-13
            -123974558.319999999999
            EUR
            67297.230000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P500 EMINI FUT  Jun22
        N/A
        
          
        
        14.000000000000
        NC
        USD
        49592.860000000000
        0.0196573634
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                S&P 500 Index
                ES_Index
              
            
            2022-06-17
            3121932.133500000000
            USD
            49592.860000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P MID 400 EMINI Jun22
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -6956.870000000000
        -0.0027575284
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                S&P Mid Cap 400 Index
                FA_Index
              
            
            2022-06-17
            275876.874800000000
            USD
            -6956.870000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 5YR NOTE (CBT) Jun22
        N/A
        
          
        
        -602.000000000000
        NC
        USD
        1338662.320000000000
        0.5306121031
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                U.S. Treasury 5 Year Note
                U.S. Treasury 5 Year Note
                
                  
                  
                
              
            
            2022-06-30
            -70380537.312700000000
            USD
            1338662.320000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LONG GILT FUTURE  Jun22
        N/A
        
          
          
        
        -175.000000000000
        NC
        
        178593.170000000000
        0.0707898445
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe Financials
              549300UF4R84F48NCH34
            
            Short
            
              
                Long Gilt
                Long Gilt
                
                  
                  
                
              
            
            2022-06-28
            -21351202.280499999999
            GBP
            178593.170000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GOLD 100 OZ FUTR  Jun22
        N/A
        
          
        
        69.000000000000
        NC
        USD
        17152.550000000000
        0.0067988398
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodity Exchange, Inc.
              N/A
            
            Long
            
              
                Gold
                Gold
                
                  
                  
                
              
            
            2022-06-28
            13465447.448700000000
            USD
            17152.550000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        DAX INDEX FUTURE  Jun22
        N/A
        
          
          
        
        -3.000000000000
        NC
        
        -63352.690000000000
        -0.0251114143
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                German Stock Index
                GX_Index
              
            
            2022-06-17
            -1025207.340000000000
            EUR
            -63352.690000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        HSCEI Futures     Apr22
        N/A
        
          
        
        -52.000000000000
        NC
        
        -95913.860000000000
        -0.0380178438
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange
              N/A
            
            Short
            
              
                Hang Seng China Enterprises Index
                HC_Index
              
            
            2022-04-28
            -18803278.000000000003
            HKD
            -95913.860000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COPPER FUTURE     May22
        N/A
        
          
        
        47.000000000000
        NC
        USD
        33288.160000000000
        0.0131945901
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodity Exchange, Inc.
              N/A
            
            Long
            
              
                Copper
                Copper
                
                  
                  
                
              
            
            2022-05-26
            5549136.851475000000
            USD
            33288.160000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        HANG SENG IDX FUT Apr22
        N/A
        
          
        
        -19.000000000000
        NC
        
        -78781.610000000000
        -0.0312270504
        N/A
        DE
        
        HK
        N
        
        1
        
          
            
              Hong Kong Futures Exchange
              N/A
            
            Short
            
              
                Hang Seng Index
                HI_Index
              
            
            2022-04-28
            -20273380.000000000001
            HKD
            -78781.610000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NY Harb ULSD Fut  May22
        N/A
        
          
        
        29.000000000000
        NC
        USD
        77669.360000000000
        0.0307861825
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NY Harbor ULSD
                NY Harbor ULSD
                
                  
                  
                
              
            
            2022-04-29
            4015906.840062000000
            USD
            77669.360000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IBEX 35 INDX FUTR Apr22
        N/A
        
          
          
        
        -6.000000000000
        NC
        
        -21560.280000000000
        -0.0085459532
        N/A
        DE
        
        ES
        N
        
        1
        
          
            
              Meff Renta Variable (Madrid)
              N/A
            
            Short
            
              
                IBEX 35 Index
                IB_Index
              
            
            2022-04-14
            -485464.579999999999
            EUR
            -21560.280000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-BTP Future   Jun22
        N/A
        
          
          
        
        -81.000000000000
        NC
        
        498744.710000000000
        0.1976898696
        N/A
        DIR
        
        DE
        
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                Euro-BTP Italian Government Bonds
                Euro-BTP Italian Government Bonds
                
                  
                  
                
              
            
            2022-06-08
            -11653950.283200000000
            EUR
            498744.710000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPN YEN CURR FUT  Jun22
        N/A
        
          
        
        -526.000000000000
        NC
        USD
        2524207.870000000000
        1.0005325663
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Japanese Yen/US Dollar Cross Currency Rate
                Japanese Yen/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            -56685770.368875000000
            USD
            2524207.870000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        COFFEE 'C' FUTURE May22
        N/A
        
          
        
        23.000000000000
        NC
        USD
        -105515.850000000000
        -0.0418238313
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures US Softs
              5493004R83R1LVX2IL36
            
            Long
            
              
                Arabica Coffee
                Arabica Coffee
                
                  
                  
                
              
            
            2022-05-18
            2058215.850000000000
            USD
            -105515.850000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME PRI ALUM FUTR Jun22
        N/A
        
          
          
        
        -34.000000000000
        NC
        USD
        -135276.440000000000
        -0.0536201813
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                London Metals - Aluminum
                London Metals - Aluminum
                
                  
                  
                
              
            
            2022-06-13
            -2832498.560000000000
            USD
            -135276.440000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME PRI ALUM FUTR Jun22
        N/A
        
          
          
        
        81.000000000000
        NC
        USD
        801256.290000000000
        0.3175978578
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                London Metals - Aluminum
                London Metals - Aluminum
                
                  
                  
                
              
            
            2022-06-13
            6269031.210000000000
            USD
            801256.290000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LIVE CATTLE FUTR  Jun22
        N/A
        
          
        
        -32.000000000000
        NC
        USD
        -46248.870000000000
        -0.0183318898
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Live Cattle
                Live Cattle
                
                  
                  
                
              
            
            2022-06-30
            -1708951.122920000000
            USD
            -46248.870000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LEAN HOGS FUTURE  Jun22
        N/A
        
          
        
        53.000000000000
        NC
        USD
        78836.030000000000
        0.0312486211
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                Lean Hogs
                Lean Hogs
                
                  
                  
                
              
            
            2022-06-14
            2478413.968520000000
            USD
            78836.030000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME NICKEL FUTURE Jun22
        N/A
        
          
          
        
        -14.000000000000
        NC
        USD
        56420.960000000000
        0.0223638507
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                London Metals - Nickel
                London Metals - Nickel
                
                  
                  
                
              
            
            2022-06-13
            -2752820.960000000000
            USD
            56420.960000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME NICKEL FUTURE Jun22
        N/A
        
          
          
        
        31.000000000000
        NC
        USD
        1755026.290000000000
        0.6956483175
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                London Metals - Nickel
                London Metals - Nickel
                
                  
                  
                
              
            
            2022-06-13
            4215573.710000000000
            USD
            1755026.290000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME COPPER FUTURE Jun22
        N/A
        
          
          
        
        -2.000000000000
        NC
        USD
        -20453.070000000000
        -0.0081070830
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                London Metals - Copper
                London Metals - Copper
                
                  
                  
                
              
            
            2022-06-13
            -498421.930000000000
            USD
            -20453.070000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME COPPER FUTURE Jun22
        N/A
        
          
          
        
        13.000000000000
        NC
        USD
        174390.670000000000
        0.0691240791
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                London Metals - Copper
                London Metals - Copper
                
                  
                  
                
              
            
            2022-06-13
            3198296.830000000000
            USD
            174390.670000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME ZINC FUTURE   Jun22
        N/A
        
          
          
        
        -17.000000000000
        NC
        USD
        -136547.970000000000
        -0.0541241839
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                London Metals - Zinc
                London Metals - Zinc
                
                  
                  
                
              
            
            2022-06-13
            -1643564.530000000000
            USD
            -136547.970000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LME ZINC FUTURE   Jun22
        N/A
        
          
          
        
        47.000000000000
        NC
        USD
        690919.730000000000
        0.2738632182
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                London Metals - Zinc
                London Metals - Zinc
                
                  
                  
                
              
            
            2022-06-13
            4230567.770000000000
            USD
            690919.730000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE/MIB IDX FUT  Jun22
        N/A
        
          
          
        
        -2.000000000000
        NC
        
        -21699.590000000000
        -0.0086011722
        N/A
        DE
        
        IT
        N
        
        1
        
          
            
              Borsa Italiana (IDEM)
              8156005391EE905D3124
            
            Short
            
              
                FTSE/MIB Index
                ST_Index
              
            
            2022-06-17
            -224444.660000000000
            EUR
            -21699.590000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TOPIX INDX FUTR   Jun22
        N/A
        
          
        
        -4.000000000000
        NC
        
        -51810.410000000000
        -0.0205363445
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                TOPIX Index
                TP_Index
              
            
            2022-06-09
            -71552600.000000000001
            JPY
            -51810.410000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        TRY/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -15007.310000000000
        -0.0059485206
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            -5400000.000000000000
            TRY
            331944.290000000000
            USD
            2022-06-15
            -15007.310000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 2YR NOTE (CBT) Jun22
        N/A
        
          
        
        -814.000000000000
        NC
        USD
        2238627.600000000000
        0.8873357239
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                U.S. Treasury 2 Year Notes
                U.S. Treasury 2 Year Notes
                
                  
                  
                
              
            
            2022-06-30
            -174743034.660800000000
            USD
            2238627.600000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE Taiwan Index Apr22
        N/A
        
          
          
        
        31.000000000000
        NC
        USD
        1175.750000000000
        0.0004660378
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange (was SIMEX)
              549300IQ650PPXM76X03
            
            Long
            
              
                SGX FTSE Taiwan Index
                TWT_Index
              
            
            2022-04-28
            1913384.250000000000
            USD
            1175.750000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10YR NOTE (CBT)Jun22
        N/A
        
          
        
        -352.000000000000
        NC
        USD
        705884.720000000000
        0.2797949641
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                U.S. Treasury 10 Year Notes
                U.S. Treasury 10 Year Notes
                
                  
                  
                
              
            
            2022-06-21
            -43957884.729100000000
            USD
            705884.720000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUXL 30Y BND Jun22
        N/A
        
          
          
        
        -37.000000000000
        NC
        
        279322.620000000000
        0.1107164672
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                Euro BUXL 30 Year Bonds
                Euro BUXL 30 Year Bonds
                
                  
                  
                
              
            
            2022-06-08
            -7141893.699500000000
            EUR
            279322.620000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US LONG BOND(CBT) Jun22
        N/A
        
          
        
        -77.000000000000
        NC
        USD
        47062.110000000000
        0.0186542377
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                U.S. Treasury Long Bonds
                U.S. Treasury Long Bonds
                
                  
                  
                
              
            
            2022-06-21
            -11601874.607500000000
            USD
            47062.110000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10yr Ultra Fut Jun22
        N/A
        
          
        
        -142.000000000000
        NC
        USD
        307282.320000000000
        0.1217989896
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year U.S. Ultra Treasury Notes
                10 Year U.S. Ultra Treasury Notes
                
                  
                  
                
              
            
            2022-06-21
            -19543844.819800000000
            USD
            307282.320000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO STOXX 50     Jun22
        N/A
        
          
          
        
        -8.000000000000
        NC
        
        -21226.130000000000
        -0.0084135045
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                Euro STOXX 50 Quanto Index
                VG_Index
              
            
            2022-06-17
            -286652.640000000000
            EUR
            -21226.130000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        WHEAT FUTURE(CBT) Jul22
        N/A
        
          
        
        47.000000000000
        NC
        USD
        309067.890000000000
        0.1225067447
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Wheat
                Wheat
                
                  
                  
                
              
            
            2022-07-14
            2045632.108460000000
            USD
            309067.890000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US ULTRA BOND CBT Jun22
        N/A
        
          
        
        -43.000000000000
        NC
        USD
        28999.290000000000
        0.0114945898
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                U.S. Treasury Ultra Bonds
                U.S. Treasury Ultra Bonds
                
                  
                  
                
              
            
            2022-06-21
            -7645374.293900000000
            USD
            28999.290000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        GASOLINE RBOB FUT May22
        N/A
        
          
        
        36.000000000000
        NC
        USD
        -94063.790000000000
        -0.0372845225
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                Reformulated Gasoline Blendstock
                Reformulated Gasoline Blendstock
                
                  
                  
                
              
            
            2022-04-29
            4858224.586056000000
            USD
            -94063.790000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        INR/USD           Apr22
        N/A
        
          
          
        
        -54.000000000000
        NC
        USD
        -16466.220000000000
        -0.0065267958
        N/A
        DFE
        
        IN
        N
        
        1
        
          
            
              Singapore Exchange (was SIMEX)
              549300IQ650PPXM76X03
            
            Short
            
              
                Indian Rupee/US Dollar Cross Currency Rate
                Indian Rupee/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-04-27
            -1406325.780000000000
            USD
            -16466.220000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUST 10Y BOND FUT Jun22
        N/A
        
          
        
        -333.000000000000
        NC
        
        1034737.820000000000
        0.4101440689
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Trade24
              N/A
            
            Short
            
              
                Austrailian Government 10 Year Bonds
                Austrailian Government 10 Year Bonds
                
                  
                  
                
              
            
            2022-06-15
            -43588211.917388800000
            AUD
            1034737.820000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SPI 200 FUTURES   Jun22
        N/A
        
          
        
        21.000000000000
        NC
        
        78370.840000000000
        0.0310642315
        N/A
        DE
        
        AU
        N
        
        1
        
          
            
              ASX Trade24
              N/A
            
            Long
            
              
                ASX SPI 200 Index
                XP_Index
              
            
            2022-06-16
            3821743.329999999999
            AUD
            78370.840000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE CHINA A50    Apr22
        N/A
        
          
          
        
        -292.000000000000
        NC
        USD
        -118202.840000000000
        -0.0468526353
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange (was SIMEX)
              549300IQ650PPXM76X03
            
            Short
            
              
                FTSE China A50 Index
                XU_Index
              
            
            2022-04-28
            -3896505.160000000000
            USD
            -118202.840000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        AUST 3YR BOND FUT Jun22
        N/A
        
          
        
        -906.000000000000
        NC
        
        1126735.650000000000
        0.4466096968
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Trade24
              N/A
            
            Short
            
              
                Austrailian Government 3 Year Bonds
                Austrailian Government 3 Year Bonds
                
                  
                  
                
              
            
            2022-06-15
            -101064448.395677200000
            AUD
            1126735.650000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FTSE 100 IDX FUT  Jun22
        N/A
        
          
          
        
        34.000000000000
        NC
        
        165391.140000000000
        0.0655568916
        N/A
        DE
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe Financials
              549300UF4R84F48NCH34
            
            Long
            
              
                FTSE 100 Index
                Z_Index
              
            
            2022-06-17
            2419337.653290000000
            GBP
            165391.140000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MSCI EmgMkt       Jun22
        N/A
        
          
        
        -113.000000000000
        NC
        USD
        -314285.170000000000
        -0.1245747434
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              ICE Futures US Indices
              5493004R83R1LVX2IL36
            
            Short
            
              
                MSCI Emerging Markets Index
                MES_Index
              
            
            2022-06-17
            -6044789.830000000000
            USD
            -314285.170000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MSCI EAFE         Jun22
        N/A
        
          
        
        -43.000000000000
        NC
        USD
        -256608.670000000000
        -0.1017132282
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              ICE Futures US Indices
              5493004R83R1LVX2IL36
            
            Short
            
              
                MSCI EAFE Index
                MFS_Index
              
            
            2022-06-17
            -4353851.330000000000
            USD
            -256608.670000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ICE ECX EMISSION  Dec22
        N/A
        
          
          
        
        13.000000000000
        NC
        
        11194.890000000000
        0.0044373731
        N/A
        DO
        
        NL
        N
        
        1
        
          
            
              ICE Endex
              N/A
            
            Long
            
              
                ICE European Climate Exchange Emissions
                ICE European Climate Exchange Emissions
                
                  
                  
                
              
            
            2022-12-19
            984120.369999999999
            EUR
            11194.890000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NATURAL GAS FUTR  May22
        N/A
        
          
        
        32.000000000000
        NC
        USD
        248892.430000000000
        0.0986547046
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                Natural Gas
                Natural Gas
                
                  
                  
                
              
            
            2022-04-27
            1556547.567700000000
            USD
            248892.430000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NIKKEI 225  (OSE) Jun22
        N/A
        
          
        
        -8.000000000000
        NC
        
        -188927.910000000000
        -0.0748862758
        N/A
        DE
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                Nikkei 225 Index
                NK_Index
              
            
            2022-06-09
            -199639916.000000000058
            JPY
            -188927.910000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NOK/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -106201.810000000000
        -0.0420957286
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            -48000000.000000000000
            NOK
            5343362.830000000000
            USD
            2022-06-15
            -106201.810000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NOK/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -40143.660000000000
        -0.0159119380
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2764925.990000000000
            USD
            24000000.000000000000
            NOK
            2022-06-15
            -40143.660000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        NEW ZEALAND $ FUT Jun22
        N/A
        
          
        
        25.000000000000
        NC
        USD
        -323.930000000000
        -0.0001283977
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                New Zealand Dollar/US Dollar Cross Currency Rate
                New Zealand Dollar/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            1731323.934800000000
            USD
            -323.930000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-OAT Future   Jun22
        N/A
        
          
          
        
        -208.000000000000
        NC
        
        1438591.110000000000
        0.5702213642
        N/A
        DIR
        
        DE
        
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                French Government Bonds
                French Government Bonds
                
                  
                  
                
              
            
            2022-06-08
            -32814494.452599999999
            EUR
            1438591.110000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BOBL FUTURE  Jun22
        N/A
        
          
          
        
        -289.000000000000
        NC
        
        1056477.600000000000
        0.4187611713
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                Euro-BOBL
                Euro-BOBL
                
                  
                  
                
              
            
            2022-06-08
            -38195542.917599999999
            EUR
            1056477.600000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PALLADIUM FUTURE  Jun22
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -27992.140000000000
        -0.0110953809
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                Palladium
                Palladium
                
                  
                  
                
              
            
            2022-06-28
            253552.140000000000
            USD
            -27992.140000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MEXICAN PESO FUT  Jun22
        N/A
        
          
        
        250.000000000000
        NC
        USD
        303255.050000000000
        0.1202026810
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                Mexican Peso/US Dollar Cross Currency Rate
                Mexican Peso/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            5912994.939450000000
            USD
            303255.050000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PLATINUM FUTURE   Jul22
        N/A
        
          
        
        4.000000000000
        NC
        USD
        -11323.460000000000
        -0.0044883350
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                Platinum
                Platinum
                
                  
                  
                
              
            
            2022-07-27
            210483.461960000000
            USD
            -11323.460000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        PLN/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -554453.520000000000
        -0.2197714419
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            -33000000.000000000000
            PLN
            7239083.680000000000
            USD
            2022-06-15
            -554453.520000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        S&P/TSX 60 IX FUT Jun22
        N/A
        
          
        
        42.000000000000
        NC
        
        128099.250000000000
        0.0507753236
        N/A
        DE
        
        CA
        N
        
        1
        
          
            
              Montreal Exchange
              N/A
            
            Long
            
              
                S&P/Toronto Stock Exchange 60 Index
                PT_Index
              
            
            2022-06-16
            10903496.719999999999
            CAD
            128099.250000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OMXS30 IND FUTURE Apr22
        N/A
        
          
          
        
        -62.000000000000
        NC
        
        -39660.110000000000
        -0.0157202709
        N/A
        DE
        
        SE
        N
        
        1
        
          
            
              OMX Nordic Exchange Stockholm
              549300KBQIVNEJEZVL96
            
            Short
            
              
                OMXS30 Index
                QC_Index
              
            
            2022-04-13
            -12554099.759999999995
            SEK
            -39660.110000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Low Su Gasoil G   May22
        N/A
        
          
          
        
        44.000000000000
        NC
        USD
        878.280000000000
        0.0003481281
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe Commodities
              549300UF4R84F48NCH34
            
            Long
            
              
                Low Sulphur Gas Oil
                Low Sulphur Gas Oil
                
                  
                  
                
              
            
            2022-05-12
            4434321.720000000000
            USD
            878.280000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        MSCI SING IX ETS  Apr22
        N/A
        
          
          
        
        -73.000000000000
        NC
        
        -2246.100000000000
        -0.0008902976
        N/A
        DE
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange (was SIMEX)
              549300IQ650PPXM76X03
            
            Short
            
              
                MSCI Singapore Index
                QZ_Index
              
            
            2022-04-28
            -2441360.749999999999
            SGD
            -2246.100000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SA RAND CURR(CME) Jun22
        N/A
        
          
        
        75.000000000000
        NC
        USD
        30789.970000000000
        0.0122043704
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                South African Rand/US Dollar Cross Currency Rate
                South African Rand/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            2513585.027550000000
            USD
            30789.970000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        E-Mini Russ 2000  Jun22
        N/A
        
          
        
        -25.000000000000
        NC
        USD
        -74331.690000000000
        -0.0294632140
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Russell 2000 Index
                RTY_Index
              
            
            2022-06-17
            -2508668.311250000000
            USD
            -74331.690000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        EURO-BUND FUTURE  Jun22
        N/A
        
          
          
        
        -133.000000000000
        NC
        
        889437.610000000000
        0.3525507170
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex
              529900UT4DG0LG5R9O07
            
            Short
            
              
                Euro-Bund
                Euro-Bund
                
                  
                  
                
              
            
            2022-06-08
            -21905787.123400000000
            EUR
            889437.610000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOYBEAN FUTURE    Jul22
        N/A
        
          
        
        80.000000000000
        NC
        USD
        18186.200000000000
        0.0072085527
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Soybeans
                Soybeans
                
                  
                  
                
              
            
            2022-07-14
            6373813.802559500000
            USD
            18186.200000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SUGAR #11 (WORLD) May22
        N/A
        
          
        
        85.000000000000
        NC
        USD
        23620.110000000000
        0.0093624180
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures US Softs
              5493004R83R1LVX2IL36
            
            Long
            
              
                Sugar #11
                Sugar #11
                
                  
                  
                
              
            
            2022-04-29
            1831827.886547200000
            USD
            23620.110000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SGX Iron Ore 62%  May22
        N/A
        
          
          
        
        45.000000000000
        NC
        USD
        -12562.200000000000
        -0.0049793404
        N/A
        DCO
        
        SG
        N
        
        1
        
          
            
              Singapore Exchange (was SIMEX)
              549300IQ650PPXM76X03
            
            Long
            
              
                SGX TSI Iron Ore
                SGX TSI Iron Ore
                
                  
                  
                
              
            
            2022-05-31
            730942.200000000000
            USD
            -12562.200000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SEK/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -1037599.910000000000
        -0.4112785294
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            -174000000.000000000000
            SEK
            17505468.700000000000
            USD
            2022-06-15
            -1037599.910000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SEK/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        90175.270000000000
        0.0357432109
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            
              CITIGROUP GLOBAL MARKETS INC.
              MBNUM2BPBDO7JBLYG310
            
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            -5451431.450000000000
            USD
            52000000.000000000000
            SEK
            2022-06-15
            90175.270000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        ICE 3MTH SONIA FU Jun22
        N/A
        
          
          
        
        -160.000000000000
        NC
        
        126950.240000000000
        0.0503198849
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe Financials
              549300UF4R84F48NCH34
            
            Short
            
              
                ICE 3 Month SONIA Rate
                ICE 3 Month SONIA Rate
                
                  
                  
                
              
            
            2022-09-20
            -39532639.600000000000
            GBP
            126950.240000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CHF CURRENCY FUT  Jun22
        N/A
        
          
        
        -94.000000000000
        NC
        USD
        -130489.740000000000
        -0.0517228537
        N/A
        DFE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                Swiss Franc/US Dollar Cross Currency Rate
                Swiss Franc/US Dollar Cross Currency Rate
                
                  
                  
                
              
            
            2022-06-13
            -12642935.256375000000
            USD
            -130489.740000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        3 MONTH SOFR FUT  Sep22
        N/A
        
          
        
        -171.000000000000
        NC
        USD
        24161.920000000000
        0.0095771779
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                3-Month Secured Overnight Financing Rate
                3-Month Secured Overnight Financing Rate
                
                  
                  
                
              
            
            2022-12-20
            -41925574.415250000000
            USD
            24161.920000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SGD/USD FWD 20220615
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -57717.720000000000
        -0.0228778538
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            
              UBS FINANCIAL SERVICES INC.
              ETYRV6ORNFJB5NONI676
            
            -10375000.000000000000
            SGD
            7597184.290000000000
            USD
            2022-06-15
            -57717.720000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SILVER FUTURE     May22
        N/A
        
          
        
        13.000000000000
        NC
        USD
        -34392.100000000000
        -0.0136321642
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodity Exchange, Inc.
              N/A
            
            Long
            
              
                Silver
                Silver
                
                  
                  
                
              
            
            2022-05-26
            1668037.107700000000
            USD
            -34392.100000000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOYBEAN MEAL FUTR Jul22
        N/A
        
          
        
        83.000000000000
        NC
        USD
        78721.150000000000
        0.0312030856
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Soybean Meal
                Soybean Meal
                
                  
                  
                
              
            
            2022-07-14
            3734298.849020000000
            USD
            78721.150000000000
          
        
        
          N
          N
          N
        
      
    
    
      2022-05-22
      GPS Funds II
      /s/ Patrick Young
      Patrick Young
      Principal Financial Officer/Treasurer
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Form NPORT-P GPS Funds II For: Mar 31

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