| Amount | Holding |
|---|---|
| 21.56% | Pimco Cayman Commodity Fund Vii Ltd |
| 14.48% | Federal National Mortgage Association 4% |
| 12.64% | Ultra 10 Year US Treasury Note Future June 20 |
| 8.54% | PIMCO Em Mkts Ccy and S/T Invsmt Instl |
| 8.52% | United States Treasury Notes 0.12% |
| 7.18% | United States Treasury Notes 0.25% |
| 6.95% | Federal National Mortgage Association 3.5% |