| Amount | Holding |
|---|---|
| 12.17% | 2 Year Treasury Note Future June 20 |
| 9.34% | Ultra US Treasury Bond Future June 20 |
| 6.35% | Federal National Mortgage Association 3% |
| 5.27% | Federal National Mortgage Association 3.5% |
| 3.73% | Government National Mortgage Association 3.5% |
| 2.47% | US Treasury Bond Future June 20 |
| 1.36% | United States Treasury Notes 0.5% |
| 1.32% | United States Treasury Notes 0.5% |
| 1.27% | Federal National Mortgage Association 2.5% |