| 2 Year Treasury Note Future June 26
| - | 16.97% | - | - | 89,400,000 |
| United States Treasury Bonds 4.625%
| - | 4.31% | - | - | 24,459,000 |
| United States Treasury Notes 4.125%
| - | 2.34% | - | - | 12,992,000 |
| United States Treasury Bills 0.01%
| - | 2.20% | - | - | 12,000,000 |
| 10 Year Treasury Note Future June 26
| - | 2.13% | - | - | 10,500,000 |
| 5 Year Treasury Note Future June 26
| - | 1.34% | - | - | 6,800,000 |
| Federal National Mortgage Association 2.5%
| - | 1.06% | - | - | 6,829,964 |
| Federal National Mortgage Association 2%
| - | 1.02% | - | - | 6,902,256 |
| United States Treasury Notes 3.875%
| - | 0.98% | - | - | 5,355,000 |
| Government National Mortgage Association 5%
| - | 0.89% | - | - | 4,894,558 |