| Amount | Holding |
|---|---|
| 10.87% | United States Treasury Notes 1.12% |
| 9.30% | United States Treasury Notes 1.5% |
| 9.02% | United States Treasury Notes 1.38% |
| 8.67% | Federal National Mortgage Association 2.5% |
| 5.73% | United States Treasury Notes 1.5% |
| 5.71% | Government National Mortgage Association 3% |
| 4.55% | Ultra US Treasury Bond Future June 20 |