| 5 Year Treasury Note Future June 26
| - | 14.25% | - | - | 126,700,000 |
| United States Treasury Notes 4.625%
| - | 5.84% | - | - | 54,957,000 |
| United States Treasury Bonds 4.75%
| - | 4.21% | - | - | 41,751,000 |
| United States Treasury Bonds 4.625%
| - | 3.68% | - | - | 37,265,000 |
| Federal National Mortgage Association 4.5%
| - | 2.47% | - | - | 24,713,918 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 2.31% | - | - | 21,781,671 |
| Federal Home Loan Mortgage Corp. 5%
| - | 2.30% | - | - | 22,453,620 |
| Federal National Mortgage Association 5%
| - | 2.08% | - | - | 20,292,177 |
| Federal National Mortgage Association 4.5%
| - | 1.94% | - | - | 19,455,321 |
| Federal National Mortgage Association 5%
| - | 1.83% | - | - | 17,877,937 |