| 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 |