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% | $3586 B | 679 K | $238.70 | $162.13 M | Technology | Consumer Electronics | United States |
| 1.11% | $2918 B | 334 K | $392.56 | $131.18 M | Technology | Software Infrastructure | United States |
| 1.05% | $2734 B | 1 M | $112.06 | $123.49 M | Technology | Semiconductors | United States |
| 0.71% | $2110 B | 420 K | $199.07 | $83.71 M | Consumer Cyclical | Internet Retail | United States |
| 0.52% | $1582 B | 98 K | $624.20 | $61.21 M | Communication Services | Internet Content & Information | United States |
| 0.38% | $2118 B | 263 K | $173.72 | $45.64 M | Communication Services | Internet Content & Information | United States |
| 0.34% | $917 B | 210 K | $194.97 | $40.92 M | Technology | Semiconductors | United States |
| 0.34% | $1069 B | 82 K | $495.39 | $40.85 M | Financial Services | Insurance Diversified | United States |
| 0.32% | $2141 B | 214 K | $175.60 | $37.57 M | Communication Services | Internet Content & Information | United States |
| 0.28% | $844 B | 125 K | $262.38 | $32.89 M | Consumer Cyclical | Auto Manufacturers | United States |
| 0.26% | $677 B | 127 K | $242.19 | $30.64 M | Financial Services | Banks - Diversified | United States |
| 0.26% | $780 B | 35 K | $867.90 | $30.80 M | Healthcare | Drug Manufacturers - General | United States |
| 0.25% | - | 30 M | | | | | |
| 0.23% | $665 B | 78 K | $344.55 | $26.76 M | Financial Services | Credit Services | United States |
| 0.18% | $473 B | 197 K | $109.09 | $21.54 M | Energy | Oil & Gas Integrated | United States |
| 0.17% | $450 B | 41 K | $492.50 | $20.36 M | Healthcare | Healthcare Plans | United States |
| 0.17% | $498 B | 37 K | $546.00 | $20.15 M | Financial Services | Credit Services | United States |
| 0.16% | $428 B | 20 K | $964.99 | $19.17 M | Consumer Defensive | Discount Stores | United States |
| 0.16% | $413 B | 106 K | $175.95 | $18.62 M | Consumer Defensive | Household & Personal Products | United States |
| 0.15% | $737 B | 195 K | $91.68 | $17.89 M | Consumer Defensive | Discount Stores | United States |
| 0.15% | $401 B | 108 K | $166.65 | $18.05 M | Healthcare | Drug Manufacturers - General | United States |
| 0.14% | $380 B | 19 K | $888.01 | $17.09 M | Communication Services | Entertainment | United States |
| 0.14% | $374 B | 45 K | $376.05 | $16.79 M | Consumer Cyclical | Home Improvement Retail | United States |
| 0.14% | $379 B | 80 K | $214.49 | $17.06 M | Healthcare | Drug Manufacturers - General | United States |
| 0.10% | $275 B | 75 K | $156.35 | $11.73 M | Energy | Oil & Gas Integrated | United States |
| 0.10% | $254 B | 179 K | $63.73 | $11.42 M | Technology | Communication Equipment | United States |
| 0.10% | $307 B | 174 K | $71.49 | $12.45 M | Consumer Defensive | Non-Alcoholic Beverages | United States |
| 0.10% | $315 B | 300 K | $41.38 | $12.41 M | Financial Services | Banks - Diversified | United States |
| 0.10% | $272 B | 43 K | $282.69 | $12.13 M | Technology | Software Application | United States |
| 0.09% | $242 B | 42 K | $261.25 | $10.84 M | Technology | Information Technology Services | United States |
| 0.09% | $234 B | 150 K | $71.03 | $10.62 M | Financial Services | Banks - Diversified | United States |
| 0.09% | $234 B | 70 K | $150.68 | $10.53 M | Consumer Defensive | Tobacco | United States |
| 0.09% | $435 B | 72 K | $155.40 | $11.22 M | Technology | Software Infrastructure | United States |
| 0.09% | $239 B | 114 K | $94.72 | $10.77 M | Healthcare | Drug Manufacturers - General | United States |
| 0.09% | $229 B | 32 K | $320.50 | $10.33 M | Consumer Cyclical | Restaurants | United States |
| 0.09% | $237 B | 78 K | $136.50 | $10.64 M | Healthcare | Medical Devices | United States |
| 0.08% | $208 B | 49 K | $193.64 | $9.42 M | Industrials | Aerospace & Defense | United States |
| 0.08% | $222 B | 21 K | $470.00 | $10.03 M | Basic Materials | Specialty Chemicals | United Kingdom |
| 0.08% | $212 B | 62 K | $154.47 | $9.53 M | Consumer Defensive | Non-Alcoholic Beverages | United States |
| 0.08% | $195 B | 20 K | $447.50 | $8.89 M | Technology | Software Application | United States |
| 0.08% | $196 B | 17 K | $520.00 | $8.95 M | Healthcare | Diagnostics & Research | United States |
| 0.08% | $217 B | 28 K | $347.16 | $9.78 M | Technology | Information Technology Services | Ireland |
| 0.07% | $178 B | 50 K | $161.22 | $8.06 M | Technology | Semiconductors | United States |
| 0.07% | $185 B | 16 K | $518.26 | $8.31 M | Healthcare | Medical Instruments & Supplies | United States |
| 0.07% | $199 B | 92 K | $84.82 | $7.82 M | Technology | Software Infrastructure | United States |
| 0.07% | $190 B | 81 K | $105.06 | $8.56 M | Communication Services | Entertainment | United States |
| 0.07% | $175 B | 14 K | $559.42 | $7.91 M | Financial Services | Capital Markets | United States |
| 0.07% | $173 B | 41 K | $190.52 | $7.81 M | Technology | Semiconductors | United States |
| 0.07% | $175 B | 9235 | $848.00 | $7.83 M | Technology | Software Application | United States |
| 0.07% | $195 B | 322 K | $27.13 | $8.75 M | Communication Services | Telecom Services | United States |
| 0.07% | $194 B | 189 K | $45.97 | $8.69 M | Communication Services | Telecom Services | United States |
| 0.07% | $173 B | 24 K | $322.00 | $7.80 M | Healthcare | Drug Manufacturers - General | United States |
| 0.06% | $150 B | 92 K | $72.80 | $6.73 M | Utilities | Electric | United States |
| 0.06% | $162 B | 73 K | $100.11 | $7.30 M | Technology | Semiconductors | United States |
| 0.06% | $153 B | 1492 | $4661.99 | $6.96 M | Consumer Cyclical | Travel Services | United States |
| 0.06% | $159 B | 95 K | $76.20 | $7.21 M | Technology | Software Application | United States |
| 0.06% | $164 B | 26 K | $279.80 | $7.36 M | Financial Services | Insurance - Property & Casualty | United States |
| 0.06% | $146 B | 56 K | $117.49 | $6.59 M | Healthcare | Drug Manufacturers - General | United States |
| 0.06% | $151 B | 255 K | $26.66 | $6.79 M | Healthcare | Drug Manufacturers - General | United States |
| 0.06% | $192 B | 56 K | $119.15 | $6.64 M | Financial Services | Capital Markets | United States |
| 0.06% | $169 B | 60 K | $127.24 | $7.61 M | Industrials | Aerospace & Defense | United States |
| 0.06% | $192 B | 25 K | $273.00 | $6.82 M | Financial Services | Credit Services | United States |
| 0.06% | $150 B | 27 K | $248.75 | $6.78 M | Industrials | Railroads | United States |
| 0.06% | $167 B | 22 K | $350.25 | $7.61 M | Industrials | Farm & Heavy Construction Machinery | United States |
| 0.06% | $162 B | 13 K | $580.00 | $7.32 M | Technology | Software Application | United States |
| 0.06% | $153 B | 14 K | $496.98 | $7.11 M | Financial Services | Financial Data & Stock Exchanges | United States |
| 0.06% | $144 B | 66 K | $97.34 | $6.45 M | Healthcare | Medical Devices | United States |
| 0.05% | $147 B | 6546 | $944.00 | $6.18 M | Financial Services | Asset Management | United States |
| 0.05% | $124 B | 91 K | $61.05 | $5.57 M | Healthcare | Drug Manufacturers - General | United States |
| 0.05% | $151 B | 29 K | $211.50 | $6.10 M | Healthcare | Diagnostics & Research | United States |
| 0.05% | $126 B | 37 K | $155.64 | $5.76 M | Technology | Semiconductor Equipment & Materials | United States |
| 0.05% | $125 B | 12 K | $486.66 | $5.64 M | Healthcare | Biotechnology | United States |
| 0.05% | $133 B | 85 K | $70.46 | $5.98 M | Financial Services | Banks - Diversified | United States |
| 0.05% | $121 B | 58 K | $94.51 | $5.45 M | Healthcare | Medical Devices | Ireland |
| 0.05% | $303 B | 22 K | $264.99 | $5.79 M | Communication Services | Telecom Services | United States |
| 0.05% | $124 B | 18 K | $305.12 | $5.61 M | Technology | Software Application | United States |
| 0.05% | $145 B | 15 K | $379.30 | $5.79 M | Healthcare | Medical Devices | United States |
| 0.05% | $135 B | 11 K | $498.45 | $5.73 M | Industrials | Farm & Heavy Construction Machinery | United States |
| 0.05% | $139 B | 29 K | $214.25 | $6.27 M | Industrials | Conglomerates | United States |
| 0.05% | $135 B | 77 K | $74.60 | $5.71 M | Financial Services | Capital Markets | United States |
| 0.05% | $141 B | 171 K | $37.40 | $6.41 M | Communication Services | Telecom Services | United States |
| 0.05% | $136 B | 25 K | $242.00 | $6.16 M | Consumer Cyclical | Home Improvement Retail | United States |
| 0.05% | $121 B | 51 K | $106.46 | $5.44 M | Consumer Cyclical | Restaurants | United States |
| 0.05% | $123 B | 26 K | $219.80 | $5.64 M | Technology | Information Technology Services | United States |
| 0.05% | $135 B | 51 K | $119.91 | $6.06 M | Consumer Cyclical | Apparel Retail | United States |
| 0.04% | $103 B | 50 K | $92.75 | $4.63 M | Technology | Semiconductors | United States |
| 0.04% | $112 B | 22 K | $225.60 | $5.03 M | Technology | Semiconductors | United States |
| 0.04% | $116 B | 22 K | $235.49 | $5.21 M | Financial Services | Insurance Brokers | United States |
| 0.04% | $94 B | 6000 | $710.98 | $4.27 M | Technology | Semiconductor Equipment & Materials | United States |
