| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| Federal Farm Credit Bank | 3.99 mm | 4.00 mm principal | 29.28 | Debt | Long | USA |
| J.P. Morgan Securities LLC | 3.12 mm | 3.12 mm principal | 22.90 | Repurchase agreement | Long | USA |
| Federal Home Loan Bank | 2.98 mm | 3.00 mm principal | 21.89 | Debt | Long | USA |
| BofA Securities, Inc. | 2.58 mm | 2.58 mm principal | 18.91 | Repurchase agreement | Long | USA |
| U.S. Treasury Bills | 713.56 k | 720.00 k principal | 5.24 | Debt | Long | USA |
| U.S. Treasury Bills | 96.89 k | 97.00 k principal | 0.71 | Debt | Long | USA |
|
S&P 500 Index
BARCLAYS BANK PLC
|
-25.45 k | -861.40 contracts | -0.19 | Equity derivative | N/A | USA |
|
S&P 500 Index
Goldman Sachs International
|
-26.67 k | -1.29 k contracts | -0.20 | Equity derivative | N/A | USA |
| S&P 500 Index Mini Futures Contracts | -44.09 k | -16.00 contracts | -0.32 | Equity derivative | N/A | USA |
|
S&P 500 Index
BNP Paribas
|
-56.25 k | -1.74 k contracts | -0.41 | Equity derivative | N/A | USA |
