| 2 Year Treasury Note Future June 26
| - | 11.24% | - | - | 49,400,000 |
| United States Treasury Bonds 4.625%
| - | 6.51% | - | - | 30,745,000 |
| United States Treasury Notes 4.125%
| - | 4.91% | - | - | 22,195,000 |
| United States Treasury Notes 3.875%
| - | 3.19% | - | - | 14,580,000 |
| United States Treasury Bonds 4.625%
| - | 3.01% | - | - | 14,400,000 |
| United States Treasury Bonds 4.625%
| - | 1.16% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 1.12% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 1.11% | - | - | 5,409,000 |
| United States Treasury Bonds 4.25%
| - | 0.68% | - | - | 3,460,000 |
| New Residential Mortgage Loan Trust 5.53%
| - | 0.65% | - | - | 2,954,678 |