| Amount | Holding |
|---|---|
| 15.85% | 10 Year Treasury Note Future June 20 |
| 5.83% | 5 Year Treasury Note Future June 20 |
| 4.27% | Federal National Mortgage Association 3% |
| 3.34% | Ultra US Treasury Bond Future June 20 |
| 3.28% | Federal National Mortgage Association 2.5% |
| 2.45% | Government National Mortgage Association 3.5% |
| 1.90% | Federal National Mortgage Association 4% |
| 1.02% | Federal National Mortgage Association 4.5% |
| 1.00% | Federal National Mortgage Association 3.14% |
| 0.92% | WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.74% |