| Amount | Holding |
|---|---|
| 15.23% | 5 Year Treasury Note Future June 20 |
| 7.72% | 2 Year Treasury Note Future June 20 |
| 2.02% | United States Treasury Notes 1.75% |
| 1.08% | Federal National Mortgage Association 4.5% |
| 0.74% | Federal National Mortgage Association 4.5% |
| 0.73% | United States Treasury Notes 0.12% |
| 0.70% | United States Treasury Notes 1.12% |
| 0.63% | United States Treasury Bonds 1% |