| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SOCIETE GENERALE | 4.42 mm | 4.42 mm principal | 18.77 | Repurchase agreement | Long | USA |
| HSBC SECURITIES USA INC | 4.23 mm | 4.23 mm principal | 17.94 | Repurchase agreement | Long | USA |
| Natwest Markets PLC | 3.93 mm | 3.93 mm principal | 16.69 | Repurchase agreement | Long | USA |
| CREDIT AGRICOLE CIB NY | 3.93 mm | 3.93 mm principal | 16.69 | Repurchase agreement | Long | USA |
| ROYAL BANK OF CANADA | 1.97 mm | 1.97 mm principal | 8.34 | Repurchase agreement | Long | USA |
| UMB FINANCIAL CORP | 957.00 k | 957.00 k principal | 4.06 | Repurchase agreement | Long | USA |
|
TOTAL RETURN SWAP AGREEMENT BASED ON THE NIKKEI 225
GOLDMAN SACHS GROUP, INC
|
3.34 k | 7.47 other units | 0.01 | Equity derivative | N/A | USA |
| USD NIKKEI 225 FUTURE SEP24 | -38.53 k | 250.00 contracts | -0.16 | Equity derivative | N/A | Japan |
