| Amount | Holding |
|---|---|
| 16.90% | 5 Year Treasury Note Future Sept 20 |
| 9.28% | Federal National Mortgage Association 2.5% |
| 6.95% | 10 Year Treasury Note Future Sept 20 |
| 4.98% | Federal National Mortgage Association 2% |
| 4.73% | US Treasury Bond Future Sept 20 |
| 3.66% | Ultra 10 Year US Treasury Note Future Sept 20 |
| 3.59% | Federal National Mortgage Association 3% |
| 3.04% | Fnma Pass-Thru I 2.5% |
| 3.03% | Federal National Mortgage Association 4% |
| 2.77% | Fnma Pass-Thru I 4.5% |