| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Note/Bond | 1.57 mm | 1.65 mm principal | 20.99 | Debt | Long | USA |
| MSILF Government Portfolio | 1.42 mm | 1.42 mm shares | 19.04 | Short-term investment vehicle | Long | USA |
| JPMorgan US Government Money Market Fund | 1.42 mm | 1.42 mm shares | 19.04 | Short-term investment vehicle | Long | USA |
| First American Government Obligations Fund | 1.42 mm | 1.42 mm shares | 19.04 | Short-term investment vehicle | Long | USA |
| United States Treasury Bill | 889.61 k | 890.00 k principal | 11.91 | Debt | Long | USA |
| United States Treasury Note/Bond | 771.91 k | 800.00 k principal | 10.33 | Debt | Long | USA |
|
BXIICCRE INDEX SWAP 102623
BARCLAYS CAPITAL INC.
|
-194.59 k | 1.00 contracts | -2.61 | Equity derivative | N/A | USA |
