| 2 Year Treasury Note Future June 26
| - | 9.63% | - | - | 23,600,000 |
| United States Treasury Bonds 4.625%
| - | 4.69% | - | - | 11,945,000 |
| United States Treasury Notes 3.875%
| - | 4.07% | - | - | 10,280,000 |
| United States Treasury Bonds 4.625%
| - | 2.14% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 2.07% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 2.06% | - | - | 5,409,000 |
| United States Treasury Bonds 4.625%
| - | 1.41% | - | - | 3,625,000 |
| United States Treasury Bonds 4.25%
| - | 1.26% | - | - | 3,460,000 |
| United States Treasury Notes 4.125%
| - | 1.14% | - | - | 2,845,000 |
| Federal National Mortgage Association 5%
| - | 0.86% | - | - | 2,189,793 |