| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Bills | 74.97 mm | 75.00 mm principal | 62.77 | Short-term investment vehicle | Long | USA |
| U.S. Treasury Bills | 24.87 mm | 25.00 mm principal | 20.82 | Short-term investment vehicle | Long | USA |
| U.S. Treasury Bills | 24.82 mm | 25.00 mm principal | 20.78 | Short-term investment vehicle | Long | USA |
| Repurchase Agreement | 11.79 mm | 11.79 mm principal | 9.87 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 8.90 mm | 8.90 mm principal | 7.45 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 8.42 mm | 8.42 mm principal | 7.05 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 3.37 mm | 3.37 mm principal | 2.82 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 1.68 mm | 1.68 mm principal | 1.41 | Repurchase agreement | Long | USA |
|
Total Return Swap
UBS AG
|
-124.35 k | -3.72 k contracts | -0.10 | Equity derivative | N/A | USA |
|
Total Return Swap
Goldman Sachs International
|
-217.97 k | -2.23 k contracts | -0.18 | Equity derivative | N/A | USA |
|
Total Return Swap
Societe Generale
|
-588.31 k | -5.95 k contracts | -0.49 | Equity derivative | N/A | USA |
| Russell 2000 E-Mini Index | -1.28 mm | -116.00 contracts | -1.07 | Equity derivative | N/A | USA |
|
Total Return Swap
Morgan Stanley & Co. International plc
|
-1.33 mm | -1.11 k contracts | -1.12 | Equity derivative | N/A | USA |
|
Total Return Swap
Bank of America NA
|
-4.03 mm | -5.53 k contracts | -3.38 | Equity derivative | N/A | USA |
|
Total Return Swap
Citibank NA
|
-9.50 mm | -9.31 k contracts | -7.96 | Equity derivative | N/A | USA |
|
Total Return Swap
Barclays Bank plc
|
-11.83 mm | -7.09 k contracts | -9.90 | Equity derivative | N/A | USA |
|
Total Return Swap
BNP Paribas SA
|
-12.42 mm | -8.62 k contracts | -10.40 | Equity derivative | N/A | USA |
