| Amount | Holding |
|---|---|
| 7.00% | 2 Year Treasury Note Future June 20 |
| 4.47% | Federal National Mortgage Association 2.5% |
| 3.72% | Federal National Mortgage Association 3% |
| 2.36% | Government National Mortgage Association 2.5% |
| 2.36% | United States Treasury Bonds 3.38% |
| 2.34% | United States Treasury Bonds 3.12% |
| 2.08% | 5 Year Treasury Note Future June 20 |
| 2.04% | 10 Year Treasury Note Future June 20 |
| 1.82% | Federal National Mortgage Association 3.5% |