| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 18.41 mm | 18.41 mm principal | 59.60 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 14.68 mm | 14.68 mm principal | 47.54 | Short-term investment vehicle | Long | USA |
|
S&P 500 HIGH BETA INDEX SWAP
J.P. MORGAN SECURITIES LLC.
|
833.96 k | 1.00 contracts | 2.70 | Equity derivative | N/A | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 211.04 k | 211.04 k principal | 0.68 | Short-term investment vehicle | Long | USA |
|
S&P 500 HIGH BETA INDEX SWAP
Barclays Bank PLC
|
46.75 k | 1.00 contracts | 0.15 | Equity derivative | N/A | USA |
|
S&P 500 HIGH BETA INDEX SWAP
UBS AG
|
-740.18 k | 1.00 contracts | -2.40 | Equity derivative | N/A | USA |
|
S&P 500 HIGH BETA INDEX SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
-2.43 mm | 1.00 contracts | -7.86 | Equity derivative | N/A | USA |
