ADTRAN Express 4110 Manual de usuario descargar pdf (Pagina 41)

Russell 2000

1.5x Strategy Fund

SCHEDULE OF INVESTMENTS (Unaudited)

December 31, 2013

Units

Unrealized

Gain

EQUITY INDEX SWAP AGREEMENTS

††

Credit Suisse Capital, LLC

January 2014 Russell 2000 Index Swap,

Terminating 01/28/14

(Notional Value $8,242,115) 7,083

$ 13,922

(Total Notional Value $23,118,510) $ 46,683

Non-income producing security.

†

Value determined based on Level 1 inputs, unless otherwise noted.

††

Value determined based on Level 2 inputs.

All or portion of this security is on loan at December 31, 2013.

Repurchase Agreements.

All or a portion of this security is pledged as equity index swap collateral at December 31, 2013.

Securities lending collateral.

Total Return based on Russell 2000 Index +/- financing at a variable rate.

plc — Public Limited Company

REIT — Real Estate Investment Trust

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ADTRAN Express 4110 Manual de usuario Pagina 41