| Amount | Holding | 
|---|---|
| 12.46% | 5 Year Treasury Note Future June 20 | 
| 5.20% | United States Treasury Notes 0.12% | 
| 3.71% | United States Treasury Bonds 4.5% | 
| 1.35% | U.S. Treasury Bond Stripped Principal Payment 0% | 
| 1.33% | Federal National Mortgage Association 3.5% | 
| 1.23% | Federal Home Loan Mortgage Corporation 3% | 
| 0.93% | Federal National Mortgage Association 3.5% | 
| 0.86% | Federal National Mortgage Association 4% | 
| 0.79% | Fnma Pass-Thru I 4% |