| Amount | Holding |
|---|---|
| 41.30% | 2 Year Treasury Note Future Sept 20 |
| 36.78% | 5 Year Treasury Note Future Sept 20 |
| 11.10% | Ultra 10 Year US Treasury Note Future Sept 20 |
| 9.79% | Us Ultra Bond Cbt Sep20 Xcbt 20200921 |
| 1.77% | Federal National Mortgage Association 3% |
| 1.13% | Federal National Mortgage Association 3.5% |
| 0.82% | United States Treasury Bonds 2.5% |
| 0.71% | Government National Mortgage Association 3% |
| 0.70% | United States Treasury Notes 1.63% |
| 0.70% | United States Treasury Notes 2.13% |