| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| GOLDMAN FINL SQ TRSRY INST 506 | 47.90 mm | 47.90 mm principal | 72.19 | Short-term investment vehicle | Long | USA |
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 28.60 mm | 28.60 mm principal | 43.10 | Short-term investment vehicle | Long | USA |
|
REAL ESTATE SELECT SECTOR INDEX SWAP
UBS AG
|
797.52 k | 1.00 contracts | 1.20 | Equity derivative | N/A | USA |
|
REAL ESTATE SELECT SECTOR INDEX SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
-1.43 mm | 1.00 contracts | -2.15 | Equity derivative | N/A | USA |
|
REAL ESTATE SELECT SECTOR INDEX SWAP
J.P. MORGAN SECURITIES LLC.
|
-9.44 mm | 1.00 contracts | -14.23 | Equity derivative | N/A | USA |
