| Company | Symbol | % Assets | YTD Return % |
| United States Treas Nts 3% | N/A | 12.48 | N/A |
| Swu0515j4 Irs Gbp R F 3.50000 | N/A | 4.14 | N/A |
| Swu0515j4 Irs Gbp P V 06mlibor | N/A | 4.09 | N/A |
| Swu0484l6 Irs Usd R F 4.00000irs Usd R 3ml-4.0 12- | N/A | 3.73 | N/A |
| Swu0484l6 Irs Usd P V 03mliborirs Usd R 3ml-4.0 12 | N/A | 3.59 | N/A |
| Natl Australia Bk Ltd Glbl 144A FRN | N/A | 2.41 | N/A |
| US Treasury Bond 7.25% | N/A | 2.19 | N/A |
| Swu0075m9 Irs Usd R F 4.00000 | N/A | 2.18 | N/A |
| Swu0075m9 Irs Usd P V 03mlibor | N/A | 2.08 | N/A |
| Swu0448l1 Irs Usd R F 4.00000myc Irs Usd R F 4.000 | N/A | 2.02 | N/A |