| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 26.11 mm | 26.11 mm principal | 64.92 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 8.28 mm | 8.28 mm principal | 20.59 | Short-term investment vehicle | Long | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 5.24 mm | 5.24 mm principal | 13.02 | Short-term investment vehicle | Long | USA |
|
S&P OIL & GAS EXPLOR AND PROD SELECT INDEX SWAP
UBS AG
|
3.77 mm | 1.00 contracts | 9.36 | Equity derivative | N/A | USA |
|
S&P OIL & GAS EXPLOR AND PROD SELECT INDEX SWAP
Citibank National Association
|
2.79 mm | 1.00 contracts | 6.95 | Equity derivative | N/A | USA |
|
S&P O&G Exp Prod Sel Ind Index SWAP
Goldman Sachs & Co. LLC
|
1.88 mm | 1.00 contracts | 4.69 | Equity derivative | N/A | USA |
|
S&P OIL & GAS EXPLOR AND PROD SELECT INDEX SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
620.25 k | 1.00 contracts | 1.54 | Equity derivative | N/A | USA |
|
S&P OIL & GAS EXPLOR AND PROD SELECT INDEX SWAP
J.P. MORGAN SECURITIES LLC.
|
90.83 k | 1.00 contracts | 0.23 | Equity derivative | N/A | USA |
