| Company | Symbol | % Assets | YTD Return % |
| US Treasury Bond (Fut) | N/A | 9.31 | N/A |
| US Treasury Bond (Fut) | N/A | 7.40 | N/A |
| US Treasury Bond (Fut) | N/A | 4.53 | N/A |
| Ir100111 Goldman Irs Pay Fix 5.1080000 Usd | N/A | 4.45 | N/A |
| Gr012597 Irs Usd R F 3.50000 | N/A | 4.18 | N/A |
| Ir100111 Goldman Irs Rec Var 3mlibor Usd | N/A | 3.92 | N/A |
| Ir100140 Irs Usd R F 4.54700 | N/A | 3.86 | N/A |
| Ir100140 Irs Usd P V 3m Libor | N/A | 3.61 | N/A |
| Cx000782 Cds Usd R V 00mevent | N/A | 3.36 | N/A |
| Cx000782 Cds Usd P F 1.50000 | N/A | 3.33 | N/A |