| Amount | Holding |
|---|---|
| 9.26% | 10 Year Treasury Note Future June 20 |
| 3.84% | Ultra US Treasury Bond Future June 20 |
| 0.87% | PRIMA CAP LTD 4.25% |
| 0.66% | Federal Home Loan Mortgage Corporation 2.39% |
| 0.55% | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 5.22% |
| 0.55% | BBCMS MORTGAGE TRUST 1.75% |