| 5 Year Treasury Note Future June 26
| - | 14.00% | - | - | 126,700,000 |
| United States Treasury Notes 4.625%
| - | 5.75% | - | - | 54,957,000 |
| United States Treasury Bonds 4.75%
| - | 4.13% | - | - | 41,751,000 |
| United States Treasury Bonds 4.625%
| - | 3.61% | - | - | 37,265,000 |
| Federal National Mortgage Association 4.5%
| - | 2.43% | - | - | 24,592,882 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 2.26% | - | - | 21,545,119 |
| Federal Home Loan Mortgage Corp. 5%
| - | 2.24% | - | - | 22,163,672 |
| Federal National Mortgage Association 5%
| - | 2.06% | - | - | 20,259,741 |
| Federal National Mortgage Association 4.5%
| - | 1.92% | - | - | 19,411,558 |
| Federal National Mortgage Association 5%
| - | 1.78% | - | - | 17,627,423 |