| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| HSBC SECURITIES USA INC | 105.00 k | 105.00 k principal | 19.06 | Repurchase agreement | Long | USA |
| SOCIETE GENERALE | 91.00 k | 91.00 k principal | 16.52 | Repurchase agreement | Long | USA |
| NATWEST MARKETS PLC | 81.00 k | 81.00 k principal | 14.71 | Repurchase agreement | Long | USA |
| UMB FINANCIAL CORP | 66.00 k | 66.00 k principal | 11.98 | Repurchase agreement | Long | USA |
| CREDIT AGRICOLE CIB NY | 51.00 k | 51.00 k principal | 9.26 | Repurchase agreement | Long | USA |
| ROYAL BANK OF CANADA | 40.00 k | 40.00 k principal | 7.26 | Repurchase agreement | Long | USA |
| USD NIKKEI 225 FUTURE DEC24 | 15.77 k | -3.00 contracts | 2.86 | Equity derivative | N/A | Japan |
|
TOTAL RETURN SWAP AGREEMENT BASED ON THE NIKKEI 225
GOLDMAN SACHS GROUP, INC
|
1.72 k | -8.94 other units | 0.31 | Equity derivative | N/A | USA |
