| 2 Year Treasury Note Future Sept 26
| - | 4.30% | - | - | 125 |
| United States Treasury Bonds 4.25%
| - | 3.07% | - | - | 20,809,900 |
| United States Treasury Bonds 1.375%
| - | 2.59% | - | - | 31,972,000 |
| United States Treasury Notes 1.875%
| - | 2.09% | - | - | 12,316,600 |
| US Treasury Bond Future Sept 26
| - | 1.50% | - | - | 80 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.45% | - | - | 9,413,288 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.36% | - | - | 8,221,655 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.34% | - | - | 8,378,609 |
| Federal National Mortgage Association 4%
| - | 1.29% | - | - | 8,224,861 |
| Federal National Mortgage Association 2.5%
| - | 1.28% | - | - | 8,955,214 |