| 2 Year Treasury Note Future June 26
| - | 10.84% | - | - | 49,400,000 |
| United States Treasury Bonds 4.625%
| - | 6.55% | - | - | 32,345,000 |
| United States Treasury Notes 4.125%
| - | 5.01% | - | - | 23,495,000 |
| United States Treasury Notes 3.875%
| - | 3.08% | - | - | 14,580,000 |
| United States Treasury Bonds 4.625%
| - | 3.00% | - | - | 15,000,000 |
| United States Treasury Bonds 4.625%
| - | 1.11% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 1.07% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 1.06% | - | - | 5,409,000 |
| New Residential Mortgage Loan Trust 5.53%
| - | 0.73% | - | - | 3,427,607 |
| United States Treasury Bonds 4.25%
| - | 0.65% | - | - | 3,460,000 |