| Amount | Holding |
|---|---|
| 17.47% | Federal National Mortgage Association 3% |
| 12.05% | Federal National Mortgage Association 2.5% |
| 11.32% | Federal National Mortgage Association 4% |
| 6.35% | Government National Mortgage Association 3% |
| 6.03% | Government National Mortgage Association 3.5% |
| 3.61% | 5 Year Treasury Note Future June 20 |
| 3.54% | Government National Mortgage Association 4% |
| 3.01% | Federal National Mortgage Association 3% |
| 2.85% | Federal National Mortgage Association 5% |