| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 195.89 mm | 195.89 mm principal | 55.87 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 125.37 mm | 125.37 mm principal | 35.76 | Short-term investment vehicle | Long | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 24.87 mm | 24.87 mm principal | 7.09 | Short-term investment vehicle | Long | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 21.32 mm | 21.32 mm principal | 6.08 | Short-term investment vehicle | Long | USA |
|
RUSS 2000 INDX SMALL SWAP
Citibank National Association
|
3.50 mm | 1.00 contracts | 1.00 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
Barclays Bank PLC
|
3.01 mm | 1.00 contracts | 0.86 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
UBS AG
|
1.15 mm | 1.00 contracts | 0.33 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
BNP Paribas
|
171.59 k | 1.00 contracts | 0.05 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
-3.07 mm | 1.00 contracts | -0.88 | Equity derivative | N/A | USA |
|
Russell 2000 Index
Societe Generale S.A.
|
-7.95 mm | 1.00 contracts | -2.27 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
J.P. MORGAN SECURITIES LLC.
|
-11.97 mm | 1.00 contracts | -3.41 | Equity derivative | N/A | USA |
