| Amount | Holding |
|---|---|
| 55.30% | S&P Midcap 400 Index Swap Goldman Sachs International |
| 42.24% | S&P Midcap 400 Index Swap Ubs Ag |
| 36.52% | S&P Midcap 400 Index Swap Credit Suisse International |
| 28.79% | S&P Midcap 400 Index Swap Societe Generale |
| 25.72% | S&P Midcap 400 Index Swap Bnp Paribas |
| 23.85% | S&P Midcap 400 Index Swap Bank Of America Na |
| 18.16% | S&P Midcap 400 Index Swap Morgan Stanley & Co. International Plc |
| 5.88% | E-mini S&P MidCap 400 Future June 20 |
| 2.42% | S&P Midcap 400 Index Swap Citibank Na |
| 0.58% | Tyler Technologies Inc |