| Company | Symbol | % Assets |
|---|
| Spdr S&P Midcap 400 (Mdy) Swap Deutsche Bank Ag | N/A | 71.83 |
| Spdr S&P Midcap 400 (Mdy) Swap Goldman Sachs International | N/A | 57.84 |
| S&P Midcap 400 Index Swap Merrill Lynch International | N/A | 28.24 |
| S&P Midcap 400 Index Swap Deutsche Bank Ag | N/A | 18.54 |
| S&P Midcap 400 Index Swap Ubs Ag | N/A | 15.90 |
| S&P Midcap 400 E-Mini Future 09/20/13 | N/A | 14.79 |
| S&P Midcap 400 Index Swap Credit Suisse International | N/A | 6.62 |
| S&P Midcap 400 Index Swap Morgan Stanley & Co. International Plc | N/A | 5.56 |
| S&P Midcap 400 Index Swap Societe Generale | N/A | 2.51 |
| Vertex Pharmaceuticals Incorpor | VRTX | 1.04 |