| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
ISHARES RUSSELL 2000 ETFINDEX FUND
|
2.14 bn | 9.55 mm shares | 68.12 | Common equity | Long | USA |
| DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | 542.34 mm | 542.34 mm principal | 17.27 | Short-term investment vehicle | Long | USA |
| GOLDMAN FINL SQ TRSRY INST 506 | 347.83 mm | 347.83 mm principal | 11.08 | Short-term investment vehicle | Long | USA |
|
RUSS 2000 INDX SMALL SWAP
Bank of America N.A. (formerly Merrill Lynch)
|
145.65 mm | 1.00 contracts | 4.64 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
BNP Paribas
|
132.67 mm | 1.00 contracts | 4.23 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
UBS AG
|
41.22 mm | 1.00 contracts | 1.31 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
Citibank National Association
|
23.67 mm | 1.00 contracts | 0.75 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
J.P. MORGAN SECURITIES LLC.
|
23.54 mm | 1.00 contracts | 0.75 | Equity derivative | N/A | USA |
| DREYFUS TRSRY SECURITIES CASH MGMT | 16.25 mm | 16.25 mm principal | 0.52 | Short-term investment vehicle | Long | USA |
|
Russell 2000 Index
Societe Generale S.A.
|
12.41 mm | 1.00 contracts | 0.40 | Equity derivative | N/A | USA |
|
RUSS 2000 INDX SMALL SWAP
Barclays Bank PLC
|
8.87 mm | 1.00 contracts | 0.28 | Equity derivative | N/A | USA |
| GOLDMAN SACHS FIN GOV 465 INSTITUT | 0 | 0.00 principal | 0.00 | Short-term investment vehicle | Long | USA |
