| 2 Year Treasury Note Future June 26
| - | 13.45% | - | - | 1,715 |
| 5 Year Treasury Note Future June 26
| - | 4.24% | - | - | 1,035 |
| United States Treasury Notes 3.5%
| - | 1.54% | - | - | 41,000,000 |
| US Treasury Bond Future June 26
| - | 1.46% | - | - | 341 |
| 10 Year Treasury Note Future June 26
| - | 1.14% | - | - | 272 |
| Ultra US Treasury Bond Future June 26
| - | 1.12% | - | - | 256 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.80% | - | - | 30,455,000 |
| Federal National Mortgage Association 5.5%
| - | 0.73% | - | - | 19,357,000 |
| Government National Mortgage Association 2%
| - | 0.72% | - | - | 22,901,321 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.67% | - | - | 24,500,000 |