| 5 Year Treasury Note Future June 26
| - | 18.36% | - | - | 226,600,000 |
| United States Treasury Bills 0%
| - | 8.61% | - | - | 114,752,600 |
| United States Treasury Notes 3.625%
| - | 1.81% | - | - | 24,420,900 |
| Federal National Mortgage Association 2%
| - | 1.71% | - | - | 28,309,167 |
| Ultra US Treasury Bond Future June 26
| - | 1.34% | - | - | 15,400,000 |
| United States Treasury Notes 4.25%
| - | 1.29% | - | - | 16,977,200 |
| Government National Mortgage Association 2.5%
| - | 1.24% | - | - | 19,151,421 |
| United States Treasury Notes 4.5%
| - | 1.14% | - | - | 14,895,600 |
| United States Treasury Notes 4.875%
| - | 0.97% | - | - | 12,566,800 |
| Government National Mortgage Association 5%
| - | 0.94% | - | - | 12,560,719 |