Amount | Holding |
---|---|
51.35% | Russell 2000 Index Swap Societe Generale |
48.15% | Russell 2000 Index Swap Morgan Stanley & Co. International Plc |
32.08% | Russell 2000 Index Swap Bank Of America Na |
28.31% | Russell 2000 Index Swap Ubs Ag |
20.57% | Russell 2000 Index Swap Bnp Paribas |
9.15% | United States Treasury Bills |
4.89% | E-mini Russell 2000 Index Future June 20 |
1.09% | Russell 2000 Index Swap Credit Suisse International |