| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| IWM iShares Russell Small/Mid-Cap Index Fund - Class A | 1.57 bn | 7.21 mm shares | 73.26 | Common equity | Long | USA |
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 353.49 mm | 353.49 mm principal | 16.48 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 287.13 mm | 287.13 mm principal | 13.39 | Short-term investment vehicle | Long | USA |
|
RUSS 2000 INDX SMALL SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
93.48 mm | 1.00 contracts | 4.36 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
BNP Paribas
|
76.68 mm | 1.00 contracts | 3.58 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
UBS AG
|
26.40 mm | 1.00 contracts | 1.23 | Equity derivative | N/A | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 16.25 mm | 16.25 mm principal | 0.76 | Short-term investment vehicle | Long | USA |
|
RUSS 2000 INDX SMALL SWAP
Barclays Bank PLC
|
11.55 mm | 1.00 contracts | 0.54 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
J.P. MORGAN SECURITIES LLC.
|
10.73 mm | 1.00 contracts | 0.50 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
Citibank National Association
|
9.05 mm | 1.00 contracts | 0.42 | Equity derivative | N/A | USA |
|
Russell 2000 Index
Societe Generale S.A.
|
8.08 mm | 1.00 contracts | 0.38 | Equity derivative | N/A | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 0 | 0.00 principal | 0.00 | Short-term investment vehicle | Long | USA |
