| Amount | Holding |
|---|---|
| 18.87% | 2 Year Treasury Note Future June 20 |
| 5.83% | United States Treasury Notes 1.38% |
| 4.63% | Federal National Mortgage Association 2.88% |
| 4.47% | Federal Home Loan Mortgage Corporation 1.5% |
| 4.04% | United States Treasury Notes 2.88% |
| 3.90% | Federal National Mortgage Association 1.62% |
| 3.58% | 5 Year Treasury Note Future June 20 |
| 3.12% | United States Treasury Notes 2.88% |
| 3.11% | United States Treasury Notes 2.88% |
| 3.09% | United States Treasury Notes 2.75% |