| Amount | Holding |
|---|---|
| 5.86% | United States Treasury Notes 1.12% |
| 5.84% | SGX 10 Year Mini Japanese Government Bond Future June 20 |
| 4.28% | Germany (Federal Republic Of) 0 |
| 3.88% | Canada (Government of) 2% |
| 3.55% | Japan(Govt Of) 0.1% |
| 3.48% | Long Gilt Future June 20 |
| 3.27% | Government National Mortgage Association 3% |
| 2.55% | United States Treasury Notes 1.38% |