| Ultra 10 Year US Treasury Note Future June 26
| - | 11.62% | - | - | 1,305,400,000 |
| Federal National Mortgage Association 6%
| - | 8.47% | - | - | 1,056,003,062 |
| Federal National Mortgage Association 4.5%
| - | 6.62% | - | - | 869,000,000 |
| Federal National Mortgage Association 5%
| - | 6.46% | - | - | 829,975,000 |
| Federal National Mortgage Association 6.5%
| - | 6.24% | - | - | 766,750,000 |
| Federal National Mortgage Association 4%
| - | 5.16% | - | - | 695,575,000 |
| 5 Year Treasury Note Future June 26
| - | 4.40% | - | - | 518,500,000 |
| 10 Year Treasury Note Future June 26
| - | 4.10% | - | - | 470,100,000 |
| 2 Year Treasury Note Future June 26
| - | 2.85% | - | - | 350,200,000 |
| United States Treasury Bonds 4.625%
| - | 2.03% | - | - | 268,900,000 |