| 2 Year Treasury Note Future June 26
| - | 11.65% | - | - | 49,400,000 |
| United States Treasury Bonds 4.625%
| - | 6.53% | - | - | 29,745,000 |
| United States Treasury Notes 4.125%
| - | 5.03% | - | - | 21,945,000 |
| United States Treasury Notes 3.875%
| - | 3.31% | - | - | 14,580,000 |
| United States Treasury Bonds 4.625%
| - | 3.02% | - | - | 13,900,000 |
| United States Treasury Bonds 4.625%
| - | 1.20% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 1.16% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 1.15% | - | - | 5,409,000 |
| United States Treasury Bonds 4.25%
| - | 0.70% | - | - | 3,460,000 |
| New Residential Mortgage Loan Trust 5.53%
| - | 0.68% | - | - | 2,954,678 |