| Amount | Holding |
|---|---|
| 33.24% | Dj Industrial Average Swap Bank Of America, Na |
| 26.76% | Dj Industrial Average Swap Morgan Stanley & Co. International Plc |
| 24.52% | Dj Industrial Average Swap Societe Generale |
| 23.99% | Dj Industrial Average Swap Citibank, N.A. |
| 9.12% | Dj Industrial Average Swap Credit Suisse International |
| 5.29% | United States Treasury Bills |