| 5 Year Treasury Note Future June 26
| - | 14.17% | - | - | 126,700,000 |
| United States Treasury Notes 4.625%
| - | 5.84% | - | - | 54,957,000 |
| United States Treasury Bonds 4.75%
| - | 4.22% | - | - | 41,751,000 |
| United States Treasury Bonds 4.625%
| - | 3.69% | - | - | 37,265,000 |
| Federal National Mortgage Association 4.5%
| - | 2.46% | - | - | 24,592,882 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 2.28% | - | - | 21,545,119 |
| Federal Home Loan Mortgage Corp. 5%
| - | 2.27% | - | - | 22,163,672 |
| Federal National Mortgage Association 5%
| - | 2.08% | - | - | 20,259,741 |
| Federal National Mortgage Association 4.5%
| - | 1.94% | - | - | 19,411,558 |
| Federal National Mortgage Association 5%
| - | 1.81% | - | - | 17,627,423 |