| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Bills | 8.50 mm | 8.50 mm principal | 40.59 | Short-term investment vehicle | Long | USA |
| Repurchase Agreement | 6.30 mm | 6.30 mm principal | 30.09 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 4.76 mm | 4.76 mm principal | 22.73 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 4.50 mm | 4.50 mm principal | 21.49 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 1.80 mm | 1.80 mm principal | 8.60 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 899.75 k | 899.75 k principal | 4.30 | Repurchase agreement | Long | USA |
|
Total Return Swap
BNP Paribas SA
|
-519.83 k | -17.15 k contracts | -2.48 | Equity derivative | N/A | USA |
|
Total Return Swap
Goldman Sachs International
|
-839.85 k | -4.81 k contracts | -4.01 | Equity derivative | N/A | USA |
|
Total Return Swap
UBS AG
|
-1.24 mm | -11.76 k contracts | -5.91 | Equity derivative | N/A | USA |
|
Total Return Swap
Bank of America NA
|
-1.59 mm | -4.00 k contracts | -7.58 | Equity derivative | N/A | USA |
|
Total Return Swap
Societe Generale
|
-1.60 mm | -4.63 k contracts | -7.67 | Equity derivative | N/A | USA |
