| Amount | Holding |
|---|---|
| 50.05% | S&P Midcap 400 Index Swap Citibank Na |
| 44.82% | S&P Midcap 400 Index Swap Bank Of America Na |
| 34.30% | S&P Midcap 400 Index Swap Societe Generale |
| 30.98% | S&P Midcap 400 Index Swap Bnp Paribas |
| 19.30% | S&P Midcap 400 Index Swap Credit Suisse International |
| 12.31% | S&P Midcap 400 Index Swap Morgan Stanley & Co. International Plc |
| 8.26% | E-mini S&P MidCap 400 Future June 20 |