| 2 Year Treasury Note Future Sept 26
| - | 13.30% | - | - | 67,400,000 |
| United States Treasury Bonds 4.625%
| - | 7.19% | - | - | 39,595,000 |
| United States Treasury Bonds 4.625%
| - | 3.41% | - | - | 19,000,000 |
| United States Treasury Notes 3.875%
| - | 2.82% | - | - | 14,930,000 |
| United States Treasury Notes 4.125%
| - | 2.60% | - | - | 13,645,000 |
| United States Treasury Bonds 4.625%
| - | 0.99% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 0.96% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 0.95% | - | - | 5,409,000 |
| United States Treasury Bonds 4.25%
| - | 0.58% | - | - | 3,460,000 |
| New Residential Mortgage Loan Trust 5.53%
| - | 0.53% | - | - | 2,749,724 |