| United States Treasury Notes 2.875%
| - | 6.42% | - | - | 3,840,000 |
| United States Treasury Notes 3.625%
| - | 5.50% | - | - | 3,205,000 |
| United States Treasury Notes 4.125%
| - | 4.53% | - | - | 2,725,000 |
| United States Treasury Notes 4.125%
| - | 4.53% | - | - | 2,620,000 |
| United States Treasury Notes 4.25%
| - | 4.48% | - | - | 2,615,000 |
| United States Treasury Notes 3.75%
| - | 4.47% | - | - | 2,690,000 |
| United States Treasury Notes 4%
| - | 3.75% | - | - | 2,180,000 |
| 2 Year Treasury Note Future June 26
| - | 3.58% | - | - | 2,000,000 |
| United States Treasury Notes 3.875%
| - | 2.58% | - | - | 1,515,000 |
| United States Treasury Notes 3.875%
| - | 2.27% | - | - | 1,325,000 |