| Amount | Holding |
|---|---|
| 22.11% | 10 Year Treasury Note Future June 20 |
| 8.31% | Federal National Mortgage Association 4% |
| 3.79% | Federal National Mortgage Association 4% |
| 3.60% | Federal National Mortgage Association 3.5% |
| 2.22% | Federal National Mortgage Association 3.5% |
| 2.07% | Government National Mortgage Association 4% |