| Amount | Holding |
|---|---|
| 19.19% | United States Treasury Notes 0.62% |
| 9.49% | United States Treasury Notes 0.12% |
| 9.26% | 10 Year Treasury Note Future June 20 |
| 8.54% | United States Treasury Notes 0.5% |
| 5.59% | United States Treasury Notes 0.75% |
| 4.44% | Federal National Mortgage Association 2.5% |
| 3.47% | 2 Year Treasury Note Future June 20 |
| 2.76% | United States Treasury Notes 0.38% |
| 2.65% | Government National Mortgage Association 2.5% |