| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| HSBC SECURITIES USA INC | 3.40 mm | 3.40 mm principal | 27.86 | Repurchase agreement | Long | USA |
| SOCIETE GENERALE | 2.55 mm | 2.55 mm principal | 20.89 | Repurchase agreement | Long | USA |
| Natwest Markets PLC | 1.53 mm | 1.53 mm principal | 12.53 | Repurchase agreement | Long | USA |
| CREDIT AGRICOLE CIB NY | 1.53 mm | 1.53 mm principal | 12.53 | Repurchase agreement | Long | USA |
| ROYAL BANK OF CANADA | 1.13 mm | 1.13 mm principal | 9.29 | Repurchase agreement | Long | USA |
| UMB FINANCIAL CORP | 1.01 mm | 1.01 mm principal | 8.27 | Repurchase agreement | Long | USA |
| USD NIKKEI 225 FUTURE DEC24 | 616.29 k | 62.00 contracts | 5.06 | Equity derivative | N/A | Japan |
|
TOTAL RETURN SWAP AGREEMENT BASED ON THE NIKKEI 225
GOLDMAN SACHS GROUP, INC
|
2.11 k | 2.92 other units | 0.02 | Equity derivative | N/A | USA |
