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 |