| 2 Year Treasury Note Future June 26
| - | 13.53% | - | - | 1,873 |
| 5 Year Treasury Note Future June 26
| - | 4.40% | - | - | 1,169 |
| US Treasury Bond Future June 26
| - | 2.35% | - | - | 596 |
| 10 Year Treasury Note Future June 26
| - | 1.85% | - | - | 480 |
| United States Treasury Notes 3.5%
| - | 1.41% | - | - | 41,000,000 |
| Federal National Mortgage Association 4.5%
| - | 1.13% | - | - | 33,487,000 |
| Federal National Mortgage Association 5.5%
| - | 1.00% | - | - | 28,550,000 |
| United States Treasury Notes 3.5%
| - | 0.97% | - | - | 28,000,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.73% | - | - | 30,455,000 |
| Government National Mortgage Association 2%
| - | 0.65% | - | - | 22,725,868 |