| 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 |