Amount | Holding |
---|---|
25.83% | S&P 500 Index Swap Bank Of America Na |
19.84% | S&P 500 Index Swap Ubs Ag |
19.10% | S&P 500 Index Swap Bnp Paribas |
17.60% | S&P 500 Index Swap Goldman Sachs International |
15.66% | S&P 500 Index Swap Credit Suisse International |
13.37% | S&P 500 Index Swap Citibank Na |
11.35% | S&P 500 Index Swap Societe Generale |
5.54% | United States Treasury Bills |
4.68% | E-mini S&P 500 Future June 20 |