| Amount | Holding |
|---|---|
| 26.80% | 5 Year Treasury Note Future June 20 |
| 15.68% | Federal National Mortgage Association 4% |
| 9.51% | Fin Fut Euro-Bobl 5y Eux 06/08/20 |
| 9.27% | 3 Year Australian Treasury Bond Future June 20 |
| 9.02% | Federal National Mortgage Association 3% |
| 7.98% | Federal National Mortgage Association 3.5% |
| 7.27% | Fin Fut Eux Euro-Btp 06/08/20 |