| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| HSBC SECURITIES USA INC | 1.07 mm | 1.07 mm principal | 25.08 | Repurchase agreement | Long | USA |
| SOCIETE GENERALE | 929.00 k | 929.00 k principal | 21.72 | Repurchase agreement | Long | USA |
| NATWEST MARKETS PLC | 825.00 k | 825.00 k principal | 19.28 | Repurchase agreement | Long | USA |
| UMB FINANCIAL CORP | 637.00 k | 637.00 k principal | 14.89 | Repurchase agreement | Long | USA |
| CREDIT AGRICOLE CIB NY | 515.00 k | 515.00 k principal | 12.04 | Repurchase agreement | Long | USA |
| ROYAL BANK OF CANADA | 412.00 k | 412.00 k principal | 9.63 | Repurchase agreement | Long | USA |
|
TOTAL RETURN SWAP AGREEMENT BASED ON THE MSCI EAFE INDEX
GOLDMAN SACHS GROUP, INC
|
-59.12 k | 1.77 k other units | -1.38 | Equity derivative | N/A | USA |
|
TOTAL RETURN SWAP AGREEMENT BASED ON THE MSCI EAFE INDEX
UBS SECURITIES LLC
|
-62.59 k | 1.42 k other units | -1.46 | Equity derivative | N/A | USA |
