| 2 Year Treasury Note Future June 26
| - | 17.51% | - | - | 73,000,000 |
| United States Treasury Bonds 4.625%
| - | 3.57% | - | - | 16,028,000 |
| 5 Year Treasury Note Future June 26
| - | 2.40% | - | - | 9,600,000 |
| United States Treasury Notes 4%
| - | 2.08% | - | - | 9,227,000 |
| 10 Year Treasury Note Future June 26
| - | 1.78% | - | - | 6,900,000 |
| Federal National Mortgage Association 2.5%
| - | 1.34% | - | - | 6,861,720 |
| Federal National Mortgage Association 2%
| - | 1.30% | - | - | 6,989,688 |
| United States Treasury Notes 4.125%
| - | 1.23% | - | - | 5,397,000 |
| Government National Mortgage Association 5%
| - | 1.15% | - | - | 5,015,195 |
| Federal National Mortgage Association 5.5%
| - | 0.99% | - | - | 4,239,812 |