S&P 500 Index SWAP Barclays Capital | 8.32% | - | 171 K | | | | | |
S&P 500 Index SWAP UBS AG | 7.81% | - | 160 K | | | | | |
S&P 500 Index SWAP Bank of America NA | 7.72% | - | 159 K | | | | | |
S&P 500 Index SWAP Goldman Sachs International | 7.71% | - | 159 K | | | | | |
S&P 500 Index SWAP BNP Paribas | 7.71% | - | 158 K | | | | | |
S&P 500 Index SWAP Citibank NA | 7.27% | - | 149 K | | | | | |
S&P 500 Index SWAP Morgan Stanley & Co. International PLC | 7.25% | - | 149 K | | | | | |
S&P 500 Index SWAP JPMorgan Chase Bank NA | 6.63% | - | 136 K | | | | | |
S&P 500 Index SWAP Societe Generale | 6.07% | - | 125 K | | | | | |
Net Other Assets (Liabilities) | 4.26% | - | 505 M | | | | | |
S&P500 EMINI FUT EQUITY INDEX 21/MAR/2025 ESH5 INDEX | 3.88% | - | 1592 | | | | | |
| 1.37% | $3267 B | 679 K | $217.48 | $147.72 M | Technology | Consumer Electronics | United States |
| 1.11% | $2855 B | 334 K | $384.01 | $128.32 M | Technology | Software Infrastructure | United States |
| 1.05% | $2854 B | 1 M | $116.96 | $128.89 M | Technology | Semiconductors | United States |
| 0.71% | $2118 B | 420 K | $199.84 | $84.03 M | Consumer Cyclical | Internet Retail | United States |
| 0.52% | $1576 B | 98 K | $622.04 | $61.00 M | Communication Services | Internet Content & Information | United States |
| 0.38% | $2045 B | 263 K | $167.73 | $44.07 M | Communication Services | Internet Content & Information | United States |
| 0.34% | $919 B | 210 K | $195.51 | $41.03 M | Technology | Semiconductors | United States |
| 0.34% | $1075 B | 82 K | $498.10 | $41.08 M | Financial Services | Insurance Diversified | United States |
| 0.32% | $2069 B | 214 K | $169.75 | $36.32 M | Communication Services | Internet Content & Information | United States |
| 0.28% | $814 B | 125 K | $253.01 | $31.72 M | Consumer Cyclical | Auto Manufacturers | United States |
| 0.26% | $640 B | 127 K | $229.00 | $28.97 M | Financial Services | Banks - Diversified | United States |
| 0.26% | $739 B | 35 K | $822.24 | $29.18 M | Healthcare | Drug Manufacturers - General | United States |
| 0.25% | - | 30 M | | | | | |
| 0.23% | $642 B | 78 K | $332.86 | $25.86 M | Financial Services | Credit Services | United States |
| 0.18% | $475 B | 197 K | $109.49 | $21.61 M | Energy | Oil & Gas Integrated | United States |
| 0.17% | $441 B | 41 K | $481.75 | $19.92 M | Healthcare | Healthcare Plans | United States |
| 0.17% | $482 B | 37 K | $528.50 | $19.50 M | Financial Services | Credit Services | United States |
| 0.16% | $412 B | 20 K | $928.25 | $18.44 M | Consumer Defensive | Discount Stores | United States |
| 0.16% | $395 B | 106 K | $168.37 | $17.82 M | Consumer Defensive | Household & Personal Products | United States |
| 0.15% | $685 B | 195 K | $85.21 | $16.63 M | Consumer Defensive | Discount Stores | United States |
| 0.15% | $392 B | 108 K | $162.72 | $17.62 M | Healthcare | Drug Manufacturers - General | United States |
| 0.14% | $393 B | 19 K | $919.70 | $17.70 M | Communication Services | Entertainment | United States |
| 0.14% | $363 B | 45 K | $365.37 | $16.31 M | Consumer Cyclical | Home Improvement Retail | United States |
| 0.14% | $373 B | 80 K | $211.21 | $16.80 M | Healthcare | Drug Manufacturers - General | United States |
| 0.10% | $270 B | 75 K | $153.57 | $11.52 M | Energy | Oil & Gas Integrated | United States |
| 0.10% | $241 B | 179 K | $60.68 | $10.87 M | Technology | Communication Equipment | United States |
| 0.10% | $301 B | 174 K | $70.06 | $12.20 M | Consumer Defensive | Non-Alcoholic Beverages | United States |
| 0.10% | $304 B | 300 K | $40.03 | $12.01 M | Financial Services | Banks - Diversified | United States |
| 0.10% | $273 B | 43 K | $284.58 | $12.21 M | Technology | Software Application | United States |
| 0.09% | $232 B | 42 K | $250.50 | $10.40 M | Technology | Information Technology Services | United States |
| 0.09% | $228 B | 150 K | $69.37 | $10.37 M | Financial Services | Banks - Diversified | United States |
| 0.09% | $235 B | 70 K | $151.20 | $10.57 M | Consumer Defensive | Tobacco | United States |
| 0.09% | $424 B | 72 K | $151.69 | $10.95 M | Technology | Software Infrastructure | United States |
| 0.09% | $236 B | 114 K | $93.42 | $10.63 M | Healthcare | Drug Manufacturers - General | United States |
| 0.09% | $215 B | 32 K | $300.50 | $9.69 M | Consumer Cyclical | Restaurants | United States |
| 0.09% | $226 B | 78 K | $130.15 | $10.15 M | Healthcare | Medical Devices | United States |
| 0.08% | $210 B | 49 K | $195.75 | $9.52 M | Industrials | Aerospace & Defense | United States |
| 0.08% | $212 B | 21 K | $449.00 | $9.58 M | Basic Materials | Specialty Chemicals | United Kingdom |
| 0.08% | $203 B | 62 K | $148.20 | $9.14 M | Consumer Defensive | Non-Alcoholic Beverages | United States |
| 0.08% | $183 B | 20 K | $421.00 | $8.36 M | Technology | Software Application | United States |
| 0.08% | $194 B | 17 K | $515.10 | $8.87 M | Healthcare | Diagnostics & Research | United States |
| 0.08% | $203 B | 28 K | $325.31 | $9.17 M | Technology | Information Technology Services | Ireland |
| 0.07% | $169 B | 50 K | $153.00 | $7.65 M | Technology | Semiconductors | United States |
| 0.07% | $178 B | 16 K | $498.00 | $7.99 M | Healthcare | Medical Instruments & Supplies | United States |
| 0.07% | $198 B | 92 K | $84.62 | $7.80 M | Technology | Software Infrastructure | United States |
| 0.07% | $179 B | 81 K | $98.80 | $8.05 M | Communication Services | Entertainment | United States |
| 0.07% | $168 B | 14 K | $538.00 | $7.60 M | Financial Services | Capital Markets | United States |
| 0.07% | $160 B | 41 K | $175.71 | $7.20 M | Technology | Semiconductors | United States |
| 0.07% | $175 B | 9235 | $846.77 | $7.82 M | Technology | Software Application | United States |
| 0.07% | $185 B | 322 K | $25.71 | $8.29 M | Communication Services | Telecom Services | United States |
| 0.07% | $179 B | 189 K | $42.57 | $8.05 M | Communication Services | Telecom Services | United States |
| 0.07% | $167 B | 24 K | $311.77 | $7.56 M | Healthcare | Drug Manufacturers - General | United States |
| 0.06% | $150 B | 92 K | $73.10 | $6.76 M | Utilities | Electric | United States |
| 0.06% | $164 B | 73 K | $101.05 | $7.37 M | Technology | Semiconductors | United States |
| 0.06% | $143 B | 1492 | $4355.23 | $6.50 M | Consumer Cyclical | Travel Services | United States |
| 0.06% | $149 B | 95 K | $71.41 | $6.76 M | Technology | Software Application | United States |
| 0.06% | $162 B | 26 K | $277.18 | $7.29 M | Financial Services | Insurance - Property & Casualty | United States |
| 0.06% | $142 B | 56 K | $113.85 | $6.38 M | Healthcare | Drug Manufacturers - General | United States |
| 0.06% | $146 B | 255 K | $25.76 | $6.56 M | Healthcare | Drug Manufacturers - General | United States |
| 0.06% | $185 B | 56 K | $114.85 | $6.40 M | Financial Services | Capital Markets | United States |
| 0.06% | $170 B | 60 K | $127.50 | $7.63 M | Industrials | Aerospace & Defense | United States |
| 0.06% | $185 B | 25 K | $262.75 | $6.57 M | Financial Services | Credit Services | United States |
| 0.06% | $142 B | 27 K | $235.19 | $6.41 M | Industrials | Railroads | United States |
| 0.06% | $162 B | 22 K | $338.27 | $7.35 M | Industrials | Farm & Heavy Construction Machinery | United States |
| 0.06% | $165 B | 13 K | $590.80 | $7.45 M | Technology | Software Application | United States |
| 0.06% | $148 B | 14 K | $479.99 | $6.86 M | Financial Services | Financial Data & Stock Exchanges | United States |
| 0.06% | $141 B | 66 K | $95.58 | $6.34 M | Healthcare | Medical Devices | United States |
| 0.05% | $143 B | 6546 | $917.99 | $6.01 M | Financial Services | Asset Management | United States |
| 0.05% | $121 B | 91 K | $59.85 | $5.46 M | Healthcare | Drug Manufacturers - General | United States |
| 0.05% | $146 B | 29 K | $204.97 | $5.92 M | Healthcare | Diagnostics & Research | United States |
| 0.05% | $122 B | 37 K | $149.65 | $5.54 M | Technology | Semiconductor Equipment & Materials | United States |
| 0.05% | $126 B | 12 K | $490.00 | $5.68 M | Healthcare | Biotechnology | United States |
| 0.05% | $129 B | 85 K | $68.28 | $5.80 M | Financial Services | Banks - Diversified | United States |
| 0.05% | $117 B | 58 K | $91.61 | $5.28 M | Healthcare | Medical Devices | Ireland |
| 0.05% | $291 B | 22 K | $254.71 | $5.56 M | Communication Services | Telecom Services | United States |
| 0.05% | $120 B | 18 K | $295.58 | $5.43 M | Technology | Software Application | United States |
| 0.05% | $139 B | 15 K | $363.90 | $5.56 M | Healthcare | Medical Devices | United States |
| 0.05% | $128 B | 11 K | $472.02 | $5.43 M | Industrials | Farm & Heavy Construction Machinery | United States |
| 0.05% | $134 B | 29 K | $206.55 | $6.04 M | Industrials | Conglomerates | United States |
| 0.05% | $135 B | 77 K | $74.37 | $5.69 M | Financial Services | Capital Markets | United States |
| 0.05% | $134 B | 171 K | $35.38 | $6.07 M | Communication Services | Telecom Services | United States |
| 0.05% | $129 B | 25 K | $230.00 | $5.86 M | Consumer Cyclical | Home Improvement Retail | United States |
| 0.05% | $112 B | 51 K | $98.69 | $5.04 M | Consumer Cyclical | Restaurants | United States |
| 0.05% | $118 B | 26 K | $210.01 | $5.39 M | Technology | Information Technology Services | United States |
| 0.05% | $130 B | 51 K | $115.98 | $5.86 M | Consumer Cyclical | Apparel Retail | United States |
| 0.04% | $107 B | 50 K | $96.12 | $4.80 M | Technology | Semiconductors | United States |
| 0.04% | $102 B | 22 K | $206.66 | $4.61 M | Technology | Semiconductors | United States |
| 0.04% | $113 B | 22 K | $229.32 | $5.08 M | Financial Services | Insurance Brokers | United States |
| 0.04% | $90 B | 6000 | $680.07 | $4.08 M | Technology | Semiconductor Equipment & Materials | United States |
