| Amount | Holding |
|---|---|
| 4.09% | United States Treasury Bonds 3.62% |
| 3.99% | US Treasury Bond Future Sept 20 |
| 3.91% | Ultra 10 Year US Treasury Note Future Sept 20 |
| 3.40% | 5 Year Treasury Note Future Sept 20 |
| 2.42% | Government National Mortgage Association 2.5% |
| 2.10% | Federal National Mortgage Association 2.5% |
| 1.99% | 2 Year Treasury Note Future Sept 20 |
| 1.98% | Federal National Mortgage Association 3% |
| 1.93% | Federal National Mortgage Association 3.5% |