| Amount | Holding |
|---|---|
| 15.62% | Nasdaq 100 Index Swap Credit Suisse International |
| 11.52% | Nasdaq 100 Index Swap Goldman Sachs International |
| 7.56% | Nasdaq 100 Index Swap Citibank Na |
| 6.59% | Nasdaq 100 Index Swap Bnp Paribas |
| 4.63% | Nasdaq 100 Index Swap Societe Generale |
| 4.32% | Nasdaq 100 Index Swap Bank Of America Na |
| 2.82% | United States Treasury Bills |