| Amount | Holding |
|---|---|
| 11.36% | 5 Year Treasury Note Future June 20 |
| 10.82% | Federal Home Loan Banks 2.5% |
| 10.28% | Federal National Mortgage Association 3% |
| 8.74% | Federal Home Loan Banks 2.5% |
| 7.55% | US Treasury Bond Future June 20 |
| 7.15% | Federal Home Loan Mortgage Corporation 3.5% |
| 5.85% | Federal Home Loan Mortgage Corporation 1.1% |
| 5.85% | 10 Year Treasury Note Future June 20 |
| 4.60% | United States Treasury Bonds 2.38% |
| 4.23% | United States Treasury Notes 0.38% |