| 2 Year Treasury Note Future Sept 26
| - | 14.18% | - | - | 2,076 |
| 5 Year Treasury Note Future Sept 26
| - | 5.32% | - | - | 1,506 |
| Federal National Mortgage Association 5.5%
| - | 2.54% | - | - | 76,777,000 |
| US Treasury Bond Future Sept 26
| - | 1.99% | - | - | 539 |
| 10 Year Treasury Note Future Sept 26
| - | 0.98% | - | - | 272 |
| United States Treasury Notes 3.5%
| - | 0.91% | - | - | 28,000,000 |
| United States Treasury Notes 3.875%
| - | 0.73% | - | - | 22,300,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.69% | - | - | 30,455,000 |
| Federal National Mortgage Association 4.5%
| - | 0.64% | - | - | 20,171,000 |
| Government National Mortgage Association 2%
| - | 0.61% | - | - | 22,548,322 |