Principal
Value
U.S.
Treasury
Bills
–
100.0%
U.S.
Treasury
Bill,
4.61%,
4/6/2023(a)
.............................................
$
9,138,300
$
9,134,763
U.S.
Treasury
Bill,
4.69%,
6/8/2023(a)
.............................................
2,772,700
2,749,550
Total
U.S.
Treasury
Bills
(Cost
$11,880,548)
......................................................
11,884,313
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.0%†
Calls
–
Exchange-Traded
–
0.0%†
S&P
500
Index,
April
Strike
Price
$4,520,
Expires
4/03/23
...............
4
1,808,000
20
S&P
500
Index,
April
Strike
Price
$4,600,
Expires
4/06/23
...............
3
1,380,000
15
35
Puts
–
Exchange-Traded
–
0.0%†
iShares
20+
Year
Treasury
Bond
ETF,
April
Strike
Price
$94,
Expires
4/03/23
200
1,880,000
200
iShares
20+
Year
Treasury
Bond
ETF,
April
Strike
Price
$95,
Expires
4/06/23
300
2,850,000
300
500
Total
Purchased
Options
(Cost
$4,349)
............................................................
535
Total
Investments
–
100.0%
(Cost
$11,884,897)
..........................................................................
$
11,884,848
Liabilities
in
Excess
of
Other
Assets
–
(0.0)%†
......................................................
(383)
Net
Assets
–
100.0%
..........................................................................
$
11,884,465
Number
of
Contracts
Notional
Amount
Written
Option
–
(0.0)%†
Puts
–
Exchange-Traded
–
(0.0)%†
iShares
20+
Year
Treasury
Bond
ETF,
April
Strike
Price
$101,
Expires
4/06/23
(Premiums
Received
$10,385)
...................................
(300)
(3,030,000)
$
(1,050)
†
Less
than
0.05%
(a)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
Summary
of
Investment
Type
Industry
%
of
Net
Assets
U.S.
Treasury
Bills
................................................................................
100.0%
Purchased
Options
...............................................................................
0.0%†
Total
Investments
................................................................................
100.0%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(0.0)%†
Net
Assets
.....................................................................................
100.0%
