| Amount | Holding |
|---|---|
| 21.65% | United States Treasury Bonds 2.25% |
| 9.05% | Federal National Mortgage Association 2% |
| 6.70% | 5 Year Treasury Note Future June 20 |
| 6.65% | Federal Home Loan Mortgage Corporation 4% |
| 5.78% | Federal Home Loan Mortgage Corporation 0% |
| 4.95% | Federal National Mortgage Association 6% |
| 4.83% | US Treasury Bond Future June 20 |
| 4.11% | Federal National Mortgage Association 2.5% |
| 4.01% | Federal National Mortgage Association 3.5% |
| 3.91% | Government National Mortgage Association 3.5% |