The rate shown was the current yield as of February 28, 2021. See "Repurchase Agreements" in the Notes to Schedules of Portfolio of Investments to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.Īll or a portion of these securities are segregated in connection with obligations for swaps with a total value of $1,352,693. The Fund invests in Repurchase Agreements jointly with other funds in the Trust. Repurchase Agreements with various counterparties, rates 0.00% - 0.01%, dated, due, total to be received $181,628,779 (Cost $181,628,631) This amount is included as part of the unrealized appreciation/(depreciation). Reflects the floating financing rate, as of February 28, 2021, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. ![]() ![]() Short 7-10 Year Treasury had the following open non-exchange traded total return swap agreements as of February 28, 2021:Īgreements may be terminated at will by either party without penalty. Short 7-10 Year Treasury had the following open short futures contracts as of February 28, 2021:
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