| Amount | Holding |
|---|---|
| 12.61% | S&P 500 Index Swap Bank Of America Na |
| 9.65% | S&P 500 Index Swap Goldman Sachs International |
| 7.85% | S&P 500 Index Swap Ubs Ag |
| 5.54% | E-mini S&P 500 Future June 20 |
| 5.51% | S&P 500 Index Swap Bnp Paribas |
| 5.19% | S&P 500 Index Swap Credit Suisse International |
| 3.65% | United States Treasury Bills |
| 2.97% | S&P 500 Index Swap Societe Generale |