| Amount | Holding |
|---|---|
| 30.73% | 2 Year Treasury Note Future June 20 |
| 5.56% | Federal Home Loan Mortgage Corporation 2.5% |
| 4.52% | United States Treasury Notes 0.38% |
| 2.84% | Federal Home Loan Mortgage Corporation 4.5% |
| 2.57% | Federal National Mortgage Association 3.5% |
| 2.54% | Federal Home Loan Mortgage Corporation 3% |
| 2.15% | United States Treasury Notes 0.25% |
| 1.96% | Fnma Pass-Thru I 4.5% |