| 2 Year Treasury Note Future Sept 26
| - | 14.33% | - | - | 2,098 |
| 5 Year Treasury Note Future Sept 26
| - | 5.26% | - | - | 1,485 |
| Federal National Mortgage Association 5.5%
| - | 2.54% | - | - | 76,777,000 |
| US Treasury Bond Future Sept 26
| - | 2.11% | - | - | 569 |
| United States Treasury Notes 3.5%
| - | 0.91% | - | - | 28,000,000 |
| 10 Year Treasury Note Future Sept 26
| - | 0.87% | - | - | 240 |
| United States Treasury Notes 3.5%
| - | 0.81% | - | - | 25,000,000 |
| United States Treasury Notes 3.875%
| - | 0.73% | - | - | 22,300,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.69% | - | - | 30,455,000 |
| Federal National Mortgage Association 4.5%
| - | 0.64% | - | - | 20,171,000 |