| Amount | Holding |
|---|---|
| 21.62% | Nasdaq 100 Index Swap Credit Suisse International |
| 18.77% | Nasdaq 100 Index Swap Bnp Paribas |
| 17.85% | Nasdaq 100 Index Swap Citibank, N.A. |
| 12.68% | Nasdaq 100 Index Swap Goldman Sachs International |
| 11.44% | Nasdaq 100 Index Swap Societe Generale |
| 10.72% | Nasdaq 100 Index Swap Bank Of America, Na |
| 5.16% | United States Treasury Bills |