| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| First American Treasury Obligations Fund | 5.90 mm | 5.90 mm shares | 66.09 | Short-term investment vehicle | Long | USA |
| Payer Swaption 3.1325% 09/30/24 | 1.01 mm | 23.00 mm contracts | 11.36 | Credit derivative | N/A | USA |
| Payer Swaption 4.5425% 09/30/24 | -7.77 k | -23.00 mm contracts | -0.09 | Credit derivative | N/A | USA |
