| 2 Year Treasury Note Future June 26
| - | 16.33% | - | - | 67,800,000 |
| United States Treasury Bonds 4.625%
| - | 3.60% | - | - | 16,028,000 |
| 5 Year Treasury Note Future June 26
| - | 2.41% | - | - | 9,600,000 |
| United States Treasury Notes 4%
| - | 2.10% | - | - | 9,227,000 |
| 10 Year Treasury Note Future June 26
| - | 1.78% | - | - | 6,900,000 |
| Federal National Mortgage Association 2.5%
| - | 1.35% | - | - | 6,861,720 |
| Federal National Mortgage Association 2%
| - | 1.31% | - | - | 6,989,688 |
| United States Treasury Notes 4.125%
| - | 1.24% | - | - | 5,397,000 |
| Government National Mortgage Association 5%
| - | 1.16% | - | - | 5,015,195 |
| Federal National Mortgage Association 5.5%
| - | 0.99% | - | - | 4,239,812 |