| Amount | Holding |
|---|---|
| 12.38% | 2 Year Treasury Note Future June 20 |
| 5.42% | 5 Year Treasury Note Future June 20 |
| 3.28% | United States Treasury Bonds 2% |
| 2.58% | Federal National Mortgage Association 3% |
| 2.05% | United States Treasury Bonds 4.25% |
| 1.77% | United States Treasury Bonds 3.75% |
| 1.66% | Government National Mortgage Association 2.5% |