| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Bills | 4.99 mm | 5.00 mm principal | 47.22 | Short-term investment vehicle | Long | USA |
| Repurchase Agreement | 3.41 mm | 3.41 mm principal | 32.21 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 2.57 mm | 2.57 mm principal | 24.33 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 2.43 mm | 2.43 mm principal | 23.01 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 973.38 k | 973.38 k principal | 9.20 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 486.69 k | 486.69 k principal | 4.60 | Repurchase agreement | Long | USA |
|
Total Return Swap
BNP Paribas SA
|
-238.35 k | -8.26 k contracts | -2.25 | Equity derivative | N/A | USA |
|
Total Return Swap
Citibank NA
|
-413.59 k | -7.73 k contracts | -3.91 | Equity derivative | N/A | USA |
|
Total Return Swap
Bank of America NA
|
-497.36 k | -4.83 k contracts | -4.70 | Equity derivative | N/A | USA |
|
Total Return Swap
UBS AG
|
-660.99 k | -9.68 k contracts | -6.25 | Equity derivative | N/A | USA |
|
Total Return Swap
Goldman Sachs International
|
-827.59 k | -7.16 k contracts | -7.82 | Equity derivative | N/A | USA |
|
Total Return Swap
Societe Generale
|
-1.62 mm | -9.80 k contracts | -15.32 | Equity derivative | N/A | USA |
