| Amount | Holding |
|---|---|
| 24.13% | 2 Year Treasury Note Future June 20 |
| 4.71% | Federal National Mortgage Association 3.5% |
| 1.67% | Federal National Mortgage Association 2.5% |
| 1.33% | Wells Fargo Commercial Mortgage Trust 1.46% |
| 1.12% | PROGRESS RESIDENTIAL TRUST 3.88% |
| 1.12% | TOORAK MORTGAGE TRUST 2.73% |
| 1.10% | BHMS Mortgage Trust 1.95% |
| 1.02% | Federal National Mortgage Association 3% |
| 0.97% | OCTAGON INVESTMENT PARTNERS 39 LTD 3.67% |