| Amount | Holding |
|---|---|
| 30.24% | Nasdaq 100 Index Swap Bank Of America, Na |
| 23.15% | Nasdaq 100 Index Swap Goldman Sachs International |
| 22.27% | Nasdaq 100 Index Swap Citibank, N.A. |
| 15.74% | Nasdaq 100 Index Swap Bnp Paribas |
| 10.23% | Nasdaq 100 Index Swap Credit Suisse International |
| 9.20% | Nasdaq 100 Index Swap Ubs Ag |
| 7.30% | Nasdaq 100 Index Swap Societe Generale |
| 4.59% | United States Treasury Bills |