| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Bill | 4.24 mm | 4.24 mm principal | 70.58 | Debt | Long | USA |
| GS The Goldman Sachs Group, Inc. | 291.54 k | 901.00 shares | 4.85 | Common equity | Long | USA |
| WFC Wells Fargo & Company | 287.41 k | 7.03 k shares | 4.78 | Common equity | Long | USA |
| BAC Bank of America Corporation | 287.08 k | 10.49 k shares | 4.78 | Common equity | Long | USA |
| MS Morgan Stanley | 285.19 k | 3.49 k shares | 4.75 | Common equity | Long | USA |
| JPM JPMorgan Chase & Co. | 282.79 k | 1.95 k shares | 4.71 | Common equity | Long | USA |
| C Citigroup Inc. | 198.12 k | 4.82 k shares | 3.30 | Common equity | Long | USA |
|
JPMORGAN CHASE & CO SWAP
NOMURA SECURITIES INTERNATIONAL INC.
|
69.75 k | 1.00 contracts | 1.16 | Equity derivative | N/A | USA |
|
WELLS FARGO & CO SWAP
NOMURA SECURITIES INTERNATIONAL INC.
|
40.54 k | 1.00 contracts | 0.67 | Equity derivative | N/A | USA |
| First American Government Obligations Fund | 8.73 k | 8.73 k shares | 0.15 | Short-term investment vehicle | Long | USA |
|
GOLDMAN SACHS GROUP INC SWAP
NOMURA SECURITIES INTERNATIONAL INC.
|
6.89 k | 1.00 contracts | 0.11 | Equity derivative | N/A | USA |
|
BANK OF AMERICA CORP SWAP
NOMURA SECURITIES INTERNATIONAL INC.
|
-19.76 k | 1.00 contracts | -0.33 | Equity derivative | N/A | USA |
|
MORGAN STANLEY SWAP
NOMURA SECURITIES INTERNATIONAL INC.
|
-40.55 k | 1.00 contracts | -0.68 | Equity derivative | N/A | USA |
|
CITIGROUP INC SWAP
NOMURA SECURITIES INTERNATIONAL INC.
|
-58.92 k | 1.00 contracts | -0.98 | Equity derivative | N/A | USA |
