| Amount | Holding |
|---|---|
| 17.47% | Federal National Mortgage Association 4% |
| 14.21% | Federal National Mortgage Association 3.5% |
| 8.39% | Fin Fut Eux Euro-Btp 06/08/20 |
| 8.11% | Japan (Government Of) 1.4% |
| 6.92% | 5 Year Treasury Note Future June 20 |
| 5.56% | 10 Year Japanese Government Bond Future June 20 |
| 4.63% | Federal National Mortgage Association 3% |
| 2.97% | 3 Year Australian Treasury Bond Future June 20 |