| 2 Year Treasury Note Future Mar 26
| - | 8.03% | - | - | 156 |
| 5 Year Treasury Note Future Mar 26
| - | 7.43% | - | - | 275 |
| United States Treasury Notes 3.625%
| - | 5.62% | - | - | 22,750,000 |
| United States Treasury Bonds 4.875%
| - | 5.45% | - | - | 21,459,000 |
| United States Treasury Bonds 4.75%
| - | 2.55% | - | - | 10,294,000 |
| United States Treasury Notes 3.375%
| - | 2.42% | - | - | 9,817,000 |
| United States Treasury Bonds 2.375%
| - | 1.80% | - | - | 7,280,000 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.65% | - | - | 8,045,317 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.59% | - | - | 7,733,312 |
| FHLMC Super 30Y Fixed 5%
| - | 1.47% | - | - | 5,819,062 |