| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
Repurchase Agreement
BNP Paribas Securities Corp.
|
1.13 mm | 1.13 mm principal | 58.64 | Repurchase agreement | Long | USA |
|
Repurchase Agreement
ING Financial Markets LLC
|
143.85 k | 143.85 k principal | 7.47 | Repurchase agreement | Long | USA |
|
Repurchase Agreement
Barclays Capital, Inc.
|
110.65 k | 110.65 k principal | 5.75 | Repurchase agreement | Long | USA |
|
Repurchase Agreement
Barclays Capital, Inc.
|
88.52 k | 88.52 k principal | 4.60 | Repurchase agreement | Long | USA |
|
Total Return Swap
Societe Generale
|
29.11 k | -1.74 k contracts | 1.51 | Equity derivative | N/A | USA |
|
Total Return Swap
Bank of America NA
|
9.01 k | -350.00 contracts | 0.47 | Equity derivative | N/A | USA |
|
Total Return Swap
UBS AG
|
-2.28 k | -1.28 k contracts | -0.12 | Equity derivative | N/A | USA |
|
Total Return Swap
Morgan Stanley & Co. International plc
|
-3.71 k | -97.00 contracts | -0.19 | Equity derivative | N/A | USA |
