| Amount | Holding |
|---|---|
| 13.93% | 5 Year Treasury Note Future June 20 |
| 8.04% | 10 Year Treasury Note Future June 20 |
| 7.65% | Government National Mortgage Association 4% |
| 6.99% | Pimco Fds |
| 6.29% | Federal National Mortgage Association 3% |
| 5.78% | Fin Fut Eux Euro-Btp 06/08/20 |
| 3.95% | Ultra US Treasury Bond Future June 20 |