The
percentage
shown
for
each
investment
category
is
the
total
value
of
investments
in
that
category
as
a
percentage
of
the
net
assets
of
the
Fund.
The
table
depicts
the
Fund's
investments
but
may
not
represent
the
Fund's
market
exposure
to
certain
derivatives,
if
any,
which
are
included
in
Other
Assets
in
Excess
of
Liabilities.
Principal
Value
U.S.
Treasury
Bills
–
98.7%
U.S.
Treasury
Bill,
5.40%,
4/2/2024(a)
.........................................
$
9,000,000
$
8,998,696
U.S.
Treasury
Bill,
5.35%,
4/11/2024(a)
........................................
36,000,000
35,947,660
U.S.
Treasury
Bill,
5.40%,
4/16/2024(a)
........................................
12,800,000
12,771,923
U.S.
Treasury
Bill,
5.39%,
5/21/2024(a)
........................................
58,000,000
57,576,277
U.S.
Treasury
Bill,
5.39%,
6/18/2024(a)
........................................
3,500,000
3,460,711
Total
U.S.
Treasury
Bills
(Cost
$118,754,970)
.......................................
118,755,267
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.1%
Calls
–
Exchange-Traded
–
0.1%
U.S.
2
Year
Treasury
Note
Future,
April
Strike
Price
$105.75,
Expires
4/26/24
1,500
317,250,000
0
U.S.
2
Year
Treasury
Note
Future,
May
Strike
Price
$106,
Expires
5/24/24
..
7,500
1,590,000,000
117,195
117,195
Total
Purchased
Options
(Cost
$234,250)
............................................
117,195
Total
Investments
–
98.8%
(Cost
$118,989,220)
...........................................................
$
118,872,462
Other
Assets
in
Excess
of
Liabilities
–
1.2%
...........................................
1,431,666
Net
Assets
–
100.0%
............................................................
$
120,304,128
Number
of
Contracts
Notional
Amount
Written
Options
–
(0.9)%
Calls
–
Exchange-Traded
–
(0.5)%
U.S.
Treasury
Bond
Future,
May
Strike
Price
$127,
Expires
5/24/24
.......
(2,100)
$
(266,700,000)
$
(557,813)
Puts
–
Exchange-Traded
–
(0.4)%
U.S.
Treasury
Bond
Future,
May
Strike
Price
$114,
Expires
5/24/24
........
(2,100)
(239,400,000)
(525,000)
Total
Written
Options
(Premiums
Received
$1,371,428)
.................................
$
(1,082,813)
(a)
Represents
a
zero
coupon
bond.
Rate
shown
reflects
the
effective
yield.
Summary
of
Investment
Type††
Industry
%
of
Net
Assets
U.S.
Treasury
Bills
................................................................................
98.7%
Purchased
Options
...............................................................................
0.1%
Total
Investments
................................................................................
98.8%
Other
Assets
in
Excess
of
Liabilities
..................................................................
1.2%
Net
Assets
.....................................................................................
100.0%