| Amount | Holding | 
|---|---|
| 6.22% | Federal National Mortgage Association 3.5% | 
| 5.44% | Federal National Mortgage Association 4% | 
| 4.77% | Federal National Mortgage Association 3% | 
| 4.24% | 5 Year Treasury Note Future June 20 | 
| 2.64% | Federal National Mortgage Association 2.5% | 
| 2.11% | Government National Mortgage Association 3% | 
| 2.06% | Fnma Pass-Thru I 3.5% | 
| 1.88% | Federal National Mortgage Association 3% | 
| 1.64% | Government National Mortgage Association 4.5% |