| United States Treasury Notes 1.25%
| - | 5.54% | - | - | 176,185,000 |
| United States Treasury Notes 3.25%
| - | 3.94% | - | - | 123,565,000 |
| 2 Year Treasury Note Future June 26
| - | 3.04% | - | - | 456 |
| 5 Year Treasury Note Future June 26
| - | 2.15% | - | - | 618 |
| United States Treasury Notes 1.375%
| - | 2.01% | - | - | 66,890,000 |
| United States Treasury Notes 4.125%
| - | 1.91% | - | - | 59,100,000 |
| Ultra 10 Year US Treasury Note Future June 26
| - | 1.63% | - | - | 448 |
| United States Treasury Notes 0.875%
| - | 1.38% | - | - | 43,300,000 |
| United States Treasury Bonds 1.375%
| - | 1.28% | - | - | 81,615,000 |
| United States Treasury Notes 4%
| - | 1.19% | - | - | 36,853,000 |