| Amount | Holding |
|---|---|
| 19.37% | S&P 500 Index Swap Goldman Sachs International |
| 13.65% | S&P 500 Index Swap Bank Of America Na |
| 13.00% | S&P 500 Index Swap Bnp Paribas |
| 12.21% | S&P 500 Index Swap Credit Suisse International |
| 10.98% | S&P 500 Index Swap Ubs Ag |
| 9.37% | S&P 500 Index Swap Citibank Na |
| 8.95% | S&P 500 Index Swap Societe Generale |
| 5.40% | E-mini S&P 500 Future June 20 |
| 4.76% | United States Treasury Bills |