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 |