| 5 Year Treasury Note Future June 26
| - | 13.77% | - | - | 481 |
| 2 Year Treasury Note Future June 26
| - | 8.84% | - | - | 161 |
| United States Treasury Bonds 4.875%
| - | 5.67% | - | - | 21,459,000 |
| United States Treasury Bonds 4.75%
| - | 2.25% | - | - | 8,742,000 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.73% | - | - | 7,981,645 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.66% | - | - | 7,652,722 |
| FHLMC Super 30Y Fixed 5%
| - | 1.54% | - | - | 5,781,237 |
| Federal National Mortgage Association 2.5%
| - | 1.24% | - | - | 5,430,772 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 1.19% | - | - | 5,213,827 |
| Federal National Mortgage Association 3%
| - | 1.16% | - | - | 4,881,989 |