| 2 Year Treasury Note Future Mar 26
| - | 12.71% | - | - | 26,800,000 |
| United States Treasury Notes 3.875%
| - | 4.20% | - | - | 9,180,000 |
| United States Treasury Bonds 4.625%
| - | 3.67% | - | - | 8,195,000 |
| United States Treasury Bonds 4.625%
| - | 2.45% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 2.36% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 2.35% | - | - | 5,409,000 |
| United States Treasury Bonds 4.75%
| - | 1.49% | - | - | 3,300,000 |
| United States Treasury Notes 4.125%
| - | 1.31% | - | - | 2,845,000 |
| United States Treasury Bonds 4.625%
| - | 1.12% | - | - | 2,525,000 |
| Federal National Mortgage Association 5%
| - | 1.01% | - | - | 2,206,681 |