| Amount | Holding |
|---|---|
| 20.81% | 5 Year Treasury Note Future June 20 |
| 13.90% | Federal National Mortgage Association 4% |
| 12.51% | Federal National Mortgage Association 2.5% |
| 11.42% | Federal National Mortgage Association 3% |
| 10.67% | 3 Year Australian Treasury Bond Future June 20 |
| 10.45% | Fin Fut Euro-Bobl 5y Eux 06/08/20 |