| Amount | Holding |
|---|---|
| 8.12% | 2 Year Treasury Note Future June 20 |
| 5.84% | Federal National Mortgage Association 3% |
| 5.83% | 10 Year Treasury Note Future June 20 |
| 5.67% | 5 Year Treasury Note Future June 20 |
| 3.27% | Federal National Mortgage Association 2.5% |
| 2.86% | Government National Mortgage Association 3.5% |
| 2.56% | Ultra US Treasury Bond Future June 20 |
| 1.87% | Federal National Mortgage Association 3.5% |
| 1.61% | Federal National Mortgage Association 4.5% |
| 1.41% | Federal National Mortgage Association 3% |