| Company | Symbol | % Assets |
|---|
| Spdr S&P 500 (Spy) Swap Goldman Sachs International | N/A | 74.97 |
| Spdr S&P 500 (Spy) Swap Deutsche Bank Ag | N/A | 33.77 |
| S&P 500 Index Swap Merrill Lynch International | N/A | 24.27 |
| S&P 500 Index Swap Credit Suisse International | N/A | 19.23 |
| S&P 500 Index Swap Goldman Sachs International | N/A | 18.65 |
| S&P 500 Index Swap Deutsche Bank Ag | N/A | 11.11 |
| S&P 500 Index Swap Societe Generale | N/A | 10.76 |
| S&P 500 E-Mini 06/21/13 | N/A | 5.05 |
| S&P 500 Index Swap Morgan Stanley & Co. International Plc | N/A | 1.70 |
| S&P 500 Index Swap Ubs Ag | N/A | 0.52 |