| 2 Year Treasury Note Future June 26
| - | 42.74% | - | - | 621,600,000 |
| United States Treasury Notes 3.375%
| - | 2.10% | - | - | 31,950,000 |
| United States Treasury Notes 3.5%
| - | 1.89% | - | - | 28,630,000 |
| United States Treasury Notes 3.875%
| - | 1.26% | - | - | 19,045,000 |
| JPMorgan Chase & Co. 4.915%
| - | 0.76% | - | - | 11,395,000 |
| United States Treasury Notes 3.5%
| - | 0.63% | - | - | 9,610,000 |
| Abbott Laboratories 4.14958%
| - | 0.63% | - | - | 9,460,000 |
| Federal National Mortgage Association 5.5%
| - | 0.58% | - | - | 8,733,332 |
| Goldman Sachs Group, Inc. 1.948%
| - | 0.52% | - | - | 7,890,000 |
| Citigroup Inc. 4.786%
| - | 0.51% | - | - | 7,715,000 |