| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 19.73 mm | 19.73 mm principal | 81.14 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 3.79 mm | 3.79 mm principal | 15.59 | Short-term investment vehicle | Long | USA |
|
ENERGY SELECT SECTOR INDEX SWAP
J.P. MORGAN SECURITIES LLC.
|
1.35 mm | 1.00 contracts | 5.56 | Equity derivative | N/A | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 1.10 mm | 1.10 mm principal | 4.53 | Short-term investment vehicle | Long | USA |
|
ENERGY SELECT SECTOR INDEX SWAP
BNP Paribas
|
499.46 k | 1.00 contracts | 2.05 | Equity derivative | N/A | USA |
|
ENERGY SELECT SECTOR INDEX SWAP
UBS AG
|
447.42 k | 1.00 contracts | 1.84 | Equity derivative | N/A | USA |
|
ENERGY SELECT SECTOR INDEX SWAP
Barclays Bank PLC
|
-76.21 k | 1.00 contracts | -0.31 | Equity derivative | N/A | USA |
