| Amount | Holding |
|---|---|
| 4.59% | 2 Year Treasury Note Future June 20 |
| 4.03% | 5 Year Treasury Note Future June 20 |
| 2.34% | United States Treasury Notes 0.88% |
| 2.17% | United States Treasury Bonds 3.38% |
| 1.86% | United States Treasury Notes 0.5% |
| 1.60% | United States Treasury Notes 1.88% |
| 1.59% | 10 Year Treasury Note Future June 20 |
| 1.05% | United States Treasury Bonds 3.12% |
| 1.04% | United States Treasury Notes 1.12% |
| 0.99% | Federal National Mortgage Association 4% |