| 2 Year Treasury Note Future June 26
| - | 15.27% | - | - | 62,600,000 |
| United States Treasury Bonds 4.625%
| - | 3.72% | - | - | 16,028,000 |
| 5 Year Treasury Note Future June 26
| - | 2.66% | - | - | 10,400,000 |
| United States Treasury Notes 4%
| - | 2.30% | - | - | 9,886,000 |
| 10 Year Treasury Note Future June 26
| - | 1.82% | - | - | 6,900,000 |
| United States Treasury Notes 4.125%
| - | 1.44% | - | - | 6,117,000 |
| Federal National Mortgage Association 2.5%
| - | 1.38% | - | - | 6,877,737 |
| Federal National Mortgage Association 2%
| - | 1.35% | - | - | 7,021,653 |
| Government National Mortgage Association 5%
| - | 1.19% | - | - | 5,065,145 |
| Federal National Mortgage Association 5.5%
| - | 1.04% | - | - | 4,364,651 |