Holdings: S&P Midcap 400 Index Swap Deutsche Bank Ag , E-mini S&P MidCap 400 Index Future Mar15 , Spdr S&P Midcap 400 (Mdy) Swap Deutsche Bank Ag , S&P Midcap 400 Index Swap Citibank, N.A. , S&P Midcap 400 Index Swap Morgan Stanley & Co. International Plc ,
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