| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Bills | 19.99 mm | 20.00 mm principal | 84.26 | Short-term investment vehicle | Long | USA |
| Repurchase Agreement | 5.98 mm | 5.98 mm principal | 25.20 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 4.52 mm | 4.52 mm principal | 19.04 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 4.27 mm | 4.27 mm principal | 18.00 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 1.71 mm | 1.71 mm principal | 7.20 | Repurchase agreement | Long | USA |
| Repurchase Agreement | 854.23 k | 854.23 k principal | 3.60 | Repurchase agreement | Long | USA |
|
Total Return Swap
Citibank NA
|
-1.02 mm | -19.41 k contracts | -4.31 | Equity derivative | N/A | USA |
|
Total Return Swap
BNP Paribas SA
|
-1.41 mm | -29.53 k contracts | -5.93 | Equity derivative | N/A | USA |
|
Total Return Swap
Societe Generale
|
-1.58 mm | -22.23 k contracts | -6.65 | Equity derivative | N/A | USA |
|
Total Return Swap
Goldman Sachs International
|
-2.27 mm | -18.56 k contracts | -9.55 | Equity derivative | N/A | USA |
|
Total Return Swap
UBS AG
|
-2.83 mm | -56.44 k contracts | -11.93 | Equity derivative | N/A | USA |
|
Total Return Swap
Bank of America NA
|
-4.44 mm | -64.96 k contracts | -18.73 | Equity derivative | N/A | USA |
