| Amount | Holding |
|---|---|
| 35.01% | 90 Day Eurodollar Future June21 |
| 27.02% | 2 Year Treasury Note Future June 20 |
| 13.61% | 3 Month Sterling Short Sterling Future June 21 |
| 9.90% | 5 Year Treasury Note Future June 20 |
| 9.20% | Euro Bobl Future June 20 |
| 7.00% | Long Gilt Future June 20 |
| 6.49% | 90 Day Eurodollar Future Mar21 |
| 6.12% | 90 Day Eurodollar Future Sept21 |
| 5.88% | 90 Day Eurodollar Future Dec21 |
| 5.67% | 90 Day Eurodollar Future Mar22 |