| Amount | Holding |
|---|---|
| 8.00% | 10 Year Treasury Note Future June 20 |
| 6.27% | 5 Year Treasury Note Future June 20 |
| 5.61% | Ultra US Treasury Bond Future June 20 |
| 3.33% | US Treasury Bond Future June 20 |
| 2.81% | 2 Year Treasury Note Future June 20 |
| 2.29% | United States Treasury Notes 0.12% |
| 0.94% | United States Treasury Bonds 2.38% |
| 0.87% | United States Treasury Notes 0.25% |
| 0.75% | Federal Home Loan Mortgage Corporation 3.5% |