| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 62.26 mm | 62.26 mm principal | 49.22 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 53.83 mm | 53.83 mm principal | 42.56 | Short-term investment vehicle | Long | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 35.14 mm | 35.14 mm principal | 27.78 | Short-term investment vehicle | Long | USA |
|
Financial Select Sector Index SWAP
J.P. MORGAN SECURITIES LLC.
|
1.07 mm | 1.00 contracts | 0.84 | Equity derivative | N/A | USA |
|
Financial Select Sector Index SWAP
Goldman Sachs & Co. LLC
|
-1.13 mm | 1.00 contracts | -0.89 | Equity derivative | N/A | USA |
|
FINANCIAL SELECT SECTOR INDEX SWAP
UBS AG
|
-2.84 mm | 1.00 contracts | -2.25 | Equity derivative | N/A | USA |
|
FINANCIAL SELECT SECTOR INDEX SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
-3.44 mm | 1.00 contracts | -2.72 | Equity derivative | N/A | USA |
|
FINANCIAL SELECT SECTOR INDEX SWAP
Societe Generale S.A.
|
-18.60 mm | 1.00 contracts | -14.71 | Equity derivative | N/A | USA |
