| United States Treasury Notes 3.625%
| - | 19.57% | - | - | 9,790,000 |
| United States Treasury Notes 4.125%
| - | 8.68% | - | - | 4,265,000 |
| United States Treasury Notes 3.75%
| - | 5.53% | - | - | 2,775,000 |
| 5 Year Treasury Note Future June 26
| - | 5.04% | - | - | 2,300,000 |
| United States Treasury Notes 3.5%
| - | 4.05% | - | - | 2,030,000 |
| United States Treasury Notes 3.625%
| - | 3.93% | - | - | 1,970,000 |
| 10 Year Treasury Note Future June 26
| - | 3.62% | - | - | 1,600,000 |
| United States Treasury Bills 0.01%
| - | 3.18% | - | - | 1,600,000 |
| United States Treasury Notes 3.875%
| - | 2.31% | - | - | 1,145,000 |
| United States Treasury Bonds 3.5%
| - | 2.15% | - | - | 1,160,000 |