| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 250.97 mm | 250.97 mm principal | 49.38 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 215.47 mm | 215.47 mm principal | 42.39 | Short-term investment vehicle | Long | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 46.31 mm | 46.31 mm principal | 9.11 | Short-term investment vehicle | Long | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 32.49 mm | 32.49 mm principal | 6.39 | Short-term investment vehicle | Long | USA |
|
S&P 500 INDEX SWAP
Barclays Bank PLC
|
2.46 mm | 1.00 contracts | 0.48 | Equity derivative | N/A | USA |
|
S&P 500 INDEX SWAP
BNP Paribas
|
16.77 k | 1.00 contracts | 0.00 | Equity derivative | N/A | USA |
|
S&P 500 INDEX SWAP
UBS AG
|
-1.98 mm | 1.00 contracts | -0.39 | Equity derivative | N/A | USA |
|
S&P 500 INDEX SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
-6.61 mm | 1.00 contracts | -1.30 | Equity derivative | N/A | USA |
|
S&P 500 INDEX SWAP
Citibank National Association
|
-8.14 mm | 1.00 contracts | -1.60 | Equity derivative | N/A | USA |
|
S&P 500 INDEX SWAP
J.P. MORGAN SECURITIES LLC.
|
-11.55 mm | 1.00 contracts | -2.27 | Equity derivative | N/A | USA |
|
S&P 500 INDEX SWAP
Goldman Sachs & Co. LLC
|
-12.79 mm | 1.00 contracts | -2.52 | Equity derivative | N/A | USA |
