| Amount | Holding |
|---|---|
| 10.14% | 10 Year Treasury Note Future June 20 |
| 2.45% | 5 Year Treasury Note Future June 20 |
| 1.62% | Ultra US Treasury Bond Future June 20 |
| 1.31% | United States Treasury Notes 0.5% |
| 1.16% | Federal National Mortgage Association 2.5% |
| 1.02% | United States Treasury Bonds 2% |
| 0.94% | Federal National Mortgage Association 3% |