Description | Number of Contracts | Position | Expiration Date | Notional Amount | Value/ Unrealized Appreciation (Depreciation) |
Equity Futures | |||||
E-mini S&P MidCap 400 Index | 70 | Long | 12/16/22 | $15,457,400 | $(1,486,950) |
$(1,486,950) |
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Units/Shares, end of period |
Short-Term Investments | ||||||||
Cash Reserves Fund | $17,905,958 | $18,680,433 | $(36,586,972) | $616 | $(35) | $ — | $ 3,011 | — |
Liquidity Fund | — | 59,214,237 | (46,561,905) | — | — | 12,652,332 | 83,572 | 12,652,332 |
Total | $616 | $(35) | $12,652,332 | $86,583 |
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Common Stocks | $485,738,391(1) | $ — | $ — | $485,738,391 |
Exchange-Traded Funds | 4,418,260 | — | — | 4,418,260 |
Short-Term Investments: | ||||
Affiliated Fund | 12,652,332 | — | — | 12,652,332 |
Securities Lending Collateral | 2,460,661 | — | — | 2,460,661 |
U.S. Treasury Obligations | — | 1,978,362 | — | 1,978,362 |
Total Investments | $505,269,644 | $1,978,362 | $ — | $507,248,006 |
Liability Description | Level 1 | Level 2 | Level 3 | Total |
Futures Contracts | $(1,486,950) | $ — | $ — | $(1,486,950) |
Total | $(1,486,950) | $ — | $ — | $(1,486,950) |
(1) | The level classification by major category of investments is the same as the category presentation in the Schedule of Investments. |