| Ultra 10 Year US Treasury Note Future June 26
| - | 10.38% | - | - | 1,188,400,000 |
| Federal National Mortgage Association 6%
| - | 8.65% | - | - | 1,097,103,062 |
| Federal National Mortgage Association 6.5%
| - | 6.66% | - | - | 832,150,000 |
| Federal National Mortgage Association 4.5%
| - | 6.62% | - | - | 887,000,000 |
| Federal National Mortgage Association 5%
| - | 6.50% | - | - | 851,275,000 |
| Federal National Mortgage Association 4%
| - | 5.07% | - | - | 695,575,000 |
| 5 Year Treasury Note Future June 26
| - | 4.32% | - | - | 518,500,000 |
| 10 Year Treasury Note Future June 26
| - | 4.02% | - | - | 470,100,000 |
| 2 Year Treasury Note Future June 26
| - | 2.80% | - | - | 350,200,000 |
| United States Treasury Bonds 4.625%
| - | 2.00% | - | - | 268,900,000 |