S&P Merger Arbitrage Short Sub-Index SWAP Societe Generale | 24.83% | - | 1820 | | | | | |
S&P Merger Arbitrage Long Index SWAP Societe Generale | 13.14% | - | 866 | | | | | |
Net Other Assets (Liabilities) | 5.17% | - | 989 K | | | | | |
UNITED KINGDOM POUND CURRENCY CONTRACT - USD | 3.10% | - | 471 K | | | | | |
EUROPEAN EURO CURRENCY CONTRACT - USD | 2.47% | - | 453 K | | | | | |
| 1.87% | $3 B | 5727 | $61.60 | $352.78 K | Financial Services | Banks - Regional | United States |
| 1.71% | $44 B | 1892 | $174.15 | $329.49 K | Financial Services | Credit Services | United States |
| 1.71% | - | 48 K | | | | | |
CANADA DOLLAR CURRENCY CONTRACT - USD | 1.69% | - | 465 K | | | | | |
| 1.65% | - | 7738 | $78.17 | $604.88 K | | | |
| 1.57% | $2 B | 4994 | $60.28 | $301.04 K | Financial Services | Banks - Regional | United States |
| 1.48% | $10 B | 9094 | $30.83 | $280.37 K | Communication Services | Entertainment | United States |
| 1.40% | $2 B | 7875 | $34.00 | $267.75 K | Financial Services | Banks - Regional | United States |
| 1.38% | $9 B | 2415 | $109.00 | $263.24 K | Technology | Software Infrastructure | United States |
| 1.36% | $2 B | 39 K | $6.60 | $259.21 K | Technology | Communication Equipment | United States |
| 1.33% | $2 B | 5390 | $47.16 | $254.19 K | Industrials | Specialty Industrial Machinery | United States |
| 1.33% | $2 B | 23 K | $11.09 | $253.96 K | Consumer Defensive | Wineries & Distilleries | United States |
| 1.33% | $1 B | 19 K | $13.42 | $253.53 K | Consumer Cyclical | Gambling | United States |
| 1.32% | $2 B | 15 K | $17.25 | $250.57 K | Real Estate | Retail | United States |
| 1.32% | $8 B | 4510 | $56.10 | $253.01 K | Technology | Software Application | United States |
| 1.31% | $1 B | 11 K | $21.95 | $250.78 K | Industrials | Airlines | United States |
| 1.31% | $2 B | 25 K | $9.95 | $250.74 K | Technology | Software Infrastructure | United States |
| 1.30% | $785 M | 20 K | $12.27 | $248.77 K | Healthcare | Biotechnology | United States |
| 1.30% | $963 M | 2860 | $86.75 | $248.10 K | Technology | Software Application | United States |
| 1.29% | $590 M | 14 K | $17.91 | $246.26 K | Healthcare | Medical Care Facilities | United States |
| 1.29% | $28 B | 3068 | $80.52 | $247.04 K | Consumer Defensive | Packaged Foods | United States |
| 1.28% | $7 B | 7161 | $34.23 | $245.12 K | Technology | Software Infrastructure | United States |
| 1.28% | $3 B | 7925 | $30.86 | $244.57 K | Healthcare | Medical Distribution | United States |
| 1.27% | $30 B | 720 | $341.47 | $245.86 K | Technology | Software Application | United States |
| 1.26% | $7 B | 3750 | $64.20 | $240.75 K | Consumer Cyclical | Packaging & Containers | United States |
| 1.26% | $4 B | 3750 | $64.35 | $241.31 K | Utilities | Diversified | United States |
| 1.26% | - | 5839 | | | | | |
| 1.25% | $11 B | 8225 | $29.46 | $242.31 K | Communication Services | Advertising Agencies | United States |
| 1.25% | - | 17 K | | | | | |
| 1.22% | $12 B | 6278 | $37.27 | $233.98 K | Technology | Communication Equipment | United States |
| 1.22% | $4 B | 7028 | $33.59 | $236.07 K | Industrials | Aerospace & Defense | United States |
AUSTRALIA DOLLAR CURRENCY CONTRACT - USD | 1.21% | - | 371 K | | | | | |
| 1.21% | - | 3890 | | | | | |
| 1.18% | $6 B | 16 K | $14.09 | $225.44 K | Energy | Oil & Gas Midstream | United States |
| 1.14% | $5 B | 45 K | $4.87 | $219.64 K | Basic Materials | Specialty Chemicals | Ireland |
| 1.12% | - | 196 K | | | | | |
| 1.09% | $11 B | 2690 | $77.50 | $208.47 K | Communication Services | Telecom Services | United States |
| 0.82% | $5 B | 6109 | $25.79 | $157.55 K | Energy | Oil & Gas Equipment & Services | United States |
| 0.60% | $319 M | 37 K | $3.04 | $113.22 K | Healthcare | Biotechnology | United States |
S&P Merger Arbitrage Long Sub-Index SWAP Citibank NA | 0.05% | - | 3 | | | | | |
S&P Merger Arbitrage Short Sub-Index SWAP Citibank NA | 0.04% | - | 3 | | | | | |
