| Amount | Holding |
|---|---|
| 36.55% | 2 Year Treasury Note Future June 20 |
| 12.72% | 5 Year Treasury Note Future June 20 |
| 7.86% | Fin Fut Eux Short Euro-Btp 06/08/20 |
| 7.53% | Pimco Fds |
| 5.71% | United States Treasury Notes 0.62% |
| 4.15% | United States Treasury Notes 0.12% |
| 2.98% | United States Treasury Notes 0.38% |
| 2.96% | Fin Fut Eur-Bund 10yr Eux 06/08/20 |