| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| Repurchase Agreement | 6.62 mm | 6.62 mm principal | 27.02 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 5.00 mm | 5.00 mm principal | 20.42 | Repurchase agreement | Long | USA |
| U.S. Treasury Bills | 4.99 mm | 5.00 mm principal | 20.38 | Short-term investment vehicle | Long | USA |
| Repurchase Agreement | 4.73 mm | 4.73 mm principal | 19.30 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 1.89 mm | 1.89 mm principal | 7.72 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 946.36 k | 946.36 k principal | 3.86 | Repurchase agreement | Long | USA |
|
Total Return Swap
Goldman Sachs International
|
368.76 k | 194.21 k contracts | 1.50 | Equity derivative | N/A | USA |
|
Total Return Swap
Citibank NA
|
61.56 k | 92.85 k contracts | 0.25 | Equity derivative | N/A | USA |
| U.S. Treasury 10 Year Note | 2.33 k | 5.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
|
Total Return Swap
Bank of America NA
|
-404.93 k | 159.50 k contracts | -1.65 | Equity derivative | N/A | USA |
