| Amount | Holding |
|---|---|
| 4.31% | 2 Year Treasury Note Future June 20 |
| 3.43% | United States Treasury Notes 1.5% |
| 2.73% | Federal National Mortgage Association 3% |
| 2.59% | Federal National Mortgage Association 6.62% |
| 1.97% | United States Treasury Notes 1.75% |
| 1.78% | FHLMC Pc Prepay Prm 30 3.17% |
| 1.69% | United States Treasury Notes 1.62% |
| 1.60% | Federal National Mortgage Association 3.5% |
| 1.49% | United States Treasury Notes 1.5% |
| 1.49% | United States Treasury Notes 1.38% |