| 2 Year Treasury Note Future Sept 26
| - | 15.12% | - | - | 2,333 |
| 5 Year Treasury Note Future Sept 26
| - | 5.90% | - | - | 1,751 |
| Federal National Mortgage Association 5.5%
| - | 2.12% | - | - | 67,180,000 |
| US Treasury Bond Future Sept 26
| - | 1.90% | - | - | 530 |
| United States Treasury Notes 4.125%
| - | 1.10% | - | - | 34,900,000 |
| Federal Home Loan Mortgage Corporation 4.65%
| - | 0.79% | - | - | 25,150,000 |
| 10 Year Treasury Note Future Sept 26
| - | 0.73% | - | - | 212 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.66% | - | - | 30,455,000 |
| Government National Mortgage Association 2%
| - | 0.58% | - | - | 22,370,226 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.56% | - | - | 24,500,000 |