| Amount | Holding |
|---|---|
| 7.08% | 5 Year Treasury Note Future June 20 |
| 3.76% | 10 Year Treasury Note Future June 20 |
| 2.51% | United States Treasury Notes 1.5% |
| 2.31% | United States Treasury Notes 1.12% |
| 2.18% | United States Treasury Notes 1.38% |
| 1.94% | Federal National Mortgage Association 3% |
| 1.66% | United States Treasury Notes 2.88% |
| 1.57% | Federal National Mortgage Association 2.5% |
| 1.36% | United States Treasury Bonds 2.75% |