| Federal National Mortgage Association 6%
| - | 4.09% | - | - | 15,300,000 |
| United States Treasury Bonds 6.125%
| - | 3.60% | - | - | 12,850,000 |
| Federal National Mortgage Association 5.5%
| - | 3.09% | - | - | 11,705,000 |
| United States Treasury Notes 3.5%
| - | 2.58% | - | - | 9,873,000 |
| United States Treasury Notes 0.375%
| - | 2.03% | - | - | 8,143,000 |
| United States Treasury Notes 4.25%
| - | 1.96% | - | - | 7,490,000 |
| United States Treasury Notes 4.375%
| - | 1.77% | - | - | 6,650,000 |
| United States Treasury Notes 4.625%
| - | 1.75% | - | - | 6,510,000 |
| Ultra US Treasury Bond Future June 26
| - | 1.71% | - | - | 5,600,000 |
| United States Treasury Notes 4.375%
| - | 1.36% | - | - | 5,136,000 |