| 2 Year Treasury Note Future June 26
| - | 4.60% | - | - | 125 |
| United States Treasury Bonds 2.5%
| - | 3.19% | - | - | 25,600,600 |
| United States Treasury Bonds 1.375%
| - | 2.32% | - | - | 26,660,700 |
| United States Treasury Notes 1.875%
| - | 2.21% | - | - | 12,197,400 |
| United States Treasury Bonds 4.25%
| - | 2.10% | - | - | 13,223,600 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.58% | - | - | 9,492,460 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.48% | - | - | 8,339,610 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.45% | - | - | 8,455,154 |
| Federal National Mortgage Association 4%
| - | 1.41% | - | - | 8,311,906 |
| Federal National Mortgage Association 2.5%
| - | 1.38% | - | - | 9,020,554 |