| Amount | Holding |
|---|---|
| 8.10% | 2 Year Treasury Note Future June 20 |
| 7.27% | 5 Year Treasury Note Future June 20 |
| 3.12% | US Treasury Bond Future June 20 |
| 2.15% | Ultra US Treasury Bond Future June 20 |
| 2.14% | United States Treasury Notes 1.12% |
| 2.02% | Federal Home Loan Banks 3.5% |
| 2.00% | Federal National Mortgage Association 3% |
| 1.67% | United States Treasury Notes 0.75% |
| 1.49% | Madison Park Funding XVIII Limited 3.01% |
| 1.34% | Barclays Bank plc 10.18% |