| 5 Year Treasury Note Future June 26
| - | 18.85% | - | - | 226,600,000 |
| United States Treasury Bills 0%
| - | 8.86% | - | - | 114,752,600 |
| Federal National Mortgage Association 2%
| - | 1.74% | - | - | 28,309,167 |
| United States Treasury Notes 3.625%
| - | 1.70% | - | - | 22,425,900 |
| United States Treasury Notes 4.25%
| - | 1.32% | - | - | 16,977,200 |
| Government National Mortgage Association 2.5%
| - | 1.26% | - | - | 19,151,421 |
| United States Treasury Notes 4.5%
| - | 1.17% | - | - | 14,895,600 |
| Ultra US Treasury Bond Future June 26
| - | 1.06% | - | - | 11,900,000 |
| United States Treasury Notes 4.875%
| - | 0.99% | - | - | 12,566,800 |
| Government National Mortgage Association 5%
| - | 0.96% | - | - | 12,560,719 |