| 5 Year Treasury Note Future June 26
| - | 13.73% | - | - | 126,700,000 |
| United States Treasury Notes 4.625%
| - | 5.79% | - | - | 56,476,000 |
| United States Treasury Bonds 4.75%
| - | 4.14% | - | - | 42,905,000 |
| United States Treasury Bonds 4.625%
| - | 3.62% | - | - | 38,295,000 |
| Federal National Mortgage Association 4.5%
| - | 2.37% | - | - | 24,508,490 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 2.18% | - | - | 21,281,024 |
| Federal Home Loan Mortgage Corp. 5%
| - | 2.18% | - | - | 21,988,984 |
| Federal National Mortgage Association 5%
| - | 1.98% | - | - | 19,923,703 |
| Federal National Mortgage Association 4.5%
| - | 1.87% | - | - | 19,328,337 |
| Federal National Mortgage Association 5%
| - | 1.73% | - | - | 17,456,743 |