| Amount | Holding |
|---|---|
| 28.46% | 5 Year Treasury Note Future Mar 20 |
| 10.94% | Fin Fut Eur-Bund 10yr Eux 03/06/20 |
| 8.54% | Federal National Mortgage Association 3% |
| 7.70% | Pimco Fds |
| 7.42% | Fin Fut Eux Euro-Btp 03/06/20 |
| 7.20% | Government National Mortgage Association 4% |
| 6.28% | 10 Year Treasury Note Future Mar 20 |
| 3.39% | Government National Mortgage Association 3.5% |