| Amount | Holding |
|---|---|
| 72.19% | S&P Midcap 400 Index Swap Bank Of America Na |
| 66.01% | S&P Midcap 400 Index Swap Societe Generale |
| 55.03% | S&P Midcap 400 Index Swap Morgan Stanley & Co. International Plc |
| 50.14% | S&P Midcap 400 Index Swap Citibank Na |
| 42.86% | S&P Midcap 400 Index Swap Bnp Paribas |
| 7.83% | S&P Midcap 400 Index Swap Credit Suisse International |
| 6.00% | E-mini S&P MidCap 400 Future June 20 |