| 2 Year Treasury Note Future Sept 26
| - | 14.81% | - | - | 2,225 |
| 5 Year Treasury Note Future Sept 26
| - | 5.09% | - | - | 1,473 |
| US Treasury Bond Future Sept 26
| - | 2.24% | - | - | 611 |
| Federal National Mortgage Association 5.5%
| - | 2.18% | - | - | 67,180,000 |
| United States Treasury Notes 4.125%
| - | 1.13% | - | - | 34,900,000 |
| United States Treasury Notes 3.5%
| - | 0.89% | - | - | 28,000,000 |
| 10 Year Treasury Note Future Sept 26
| - | 0.75% | - | - | 212 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.68% | - | - | 30,455,000 |
| Federal National Mortgage Association 4.5%
| - | 0.62% | - | - | 20,171,000 |
| Government National Mortgage Association 2%
| - | 0.59% | - | - | 22,370,226 |