Principal
Value
U.S.
Treasury
Bills
–
99.8%
U.S.
Treasury
Bill,
4.72%,
5/23/2023(a)
............................................
$
1,676,600
$
1,665,894
U.S.
Treasury
Bill,
4.92%,
8/10/2023(a)
............................................
7,166,600
7,046,866
Total
U.S.
Treasury
Bills
(Cost
$8,709,072)
.......................................................
8,712,760
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
...............
11
4,972,000
55
S&P
500
Index,
April
Strike
Price
$4,600,
Expires
4/06/23
...............
8
3,680,000
40
95
Puts
–
Exchange-Traded
–
0.0%†
iShares
20+
Year
Treasury
Bond
ETF,
April
Strike
Price
$94,
Expires
4/03/23
585
5,499,000
585
iShares
20+
Year
Treasury
Bond
ETF,
April
Strike
Price
$95,
Expires
4/06/23
585
5,557,500
585
1,170
Total
Purchased
Options
(Cost
$8,638)
............................................................
1,265
Total
Investments
–
99.8%
(Cost
$8,717,710)
...........................................................................
$
8,714,025
Other
Assets
in
Excess
of
Liabilities
–
0.2%
.........................................................
18,547
Net
Assets
–
100.0%
..........................................................................
$
8,732,572
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
$18,065)
...................................
(585)
(5,908,500)
$
(2,048)
†
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
................................................................................
99.8%
Purchased
Options
...............................................................................
0.0%†
Total
Investments
................................................................................
99.8%
Other
Assets
in
Excess
of
Liabilities
..................................................................
0.2%
Net
Assets
.....................................................................................
100.0%
