| SPDR S&P 500 (SPY) SWAP GOLDMAN SACHS INTERNATIONAL | 35.11 | 367,226.00 |
| S&P 500 INDEX SWAP BNP PARIBAS | 14.30 | 128,602.00 |
| S&P 500 INDEX SWAP BANK OF AMERICA NA | 11.92 | 107,231.00 |
| S&P 500 INDEX SWAP CITIBANK NA | 11.86 | 106,654.00 |
| S&P 500 INDEX SWAP UBS AG | 11.59 | 104,245.00 |
| S&P500 EMINI FUT EQUITY INDEX 20/SEP/2024 ESU4 INDEX | 11.52 | 2,067.00 |
| S&P 500 INDEX SWAP BARCLAYS CAPITAL UBS AG | 9.91 | 89,129.00 |
| S&P 500 INDEX SWAP GOLDMAN SACHS INTERNATIONAL | 8.80 | 79,115.00 |
| S&P 500 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC | 6.58 | 59,178.00 |
| S&P 500 INDEX SWAP SOCIETE GENERALE | 6.45 | 58,026.00 |
