| Amount | Holding |
|---|---|
| 17.61% | 10 Year Treasury Note Future June 20 |
| 11.81% | Federal National Mortgage Association 3% |
| 6.68% | Fin Fut Eux Euro-Btp 06/08/20 |
| 5.20% | 5 Year Treasury Note Future June 20 |
| 5.05% | Federal National Mortgage Association 3.5% |
| 4.07% | Government National Mortgage Association 4% |
| 3.65% | Federal National Mortgage Association 3.5% |
| 3.36% | United States Treasury Bonds 3.38% |
| 3.02% | Federal National Mortgage Association 2.5% |
| 2.83% | United States Treasury Bonds 2.88% |