| Amount | Holding |
|---|---|
| 1.95% | 10 Year Treasury Note Future June 20 |
| 1.55% | United States Treasury Notes 1.75% |
| 1.52% | United States Treasury Notes 1.5% |
| 1.41% | United States Treasury Notes 2.38% |
| 1.21% | United States Treasury Notes 3.13% |
| 1.11% | United States Treasury Notes 2.88% |
| 0.96% | Federal Home Loan Mortgage Corporation 3% |
| 0.73% | United States Treasury Notes 2.63% |
| 0.71% | United States Treasury Notes 2.88% |
| 0.68% | Ultra US Treasury Bond Future June 20 |