|COMPANY NAME||% NET ASSETS|
|Future Contract On Ice Ng Id1 Fut Jun13||44.55%|
|Future Contract On Natural Gas Futr Jun13||19.25%|
|Future Contract On Natural Gas Swap Jun13||11.61%|
|US Treasury Bill||10.74%|
|US Treasury Bill||10.26%|
|Jpm Trs 6 Long Trsjpm6||6.96%|
|Jpm Trs 7 Long Trsjpm7||6.92%|
|Jpm Trs 6 Short Trsjpm6||6.86%|
|Jpm Trs 7 Short Trsjpm7||6.82%|
|Usng Comm Swap 5/28/10 Long||2.68%|
|SECTOR NAME||% NET ASSETS|
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