| 2 Year Treasury Note Future Mar 26
| - | 3.27% | - | - | 85 |
| United States Treasury Bonds 2.5%
| - | 2.68% | - | - | 20,086,500 |
| United States Treasury Bonds 1.375%
| - | 2.44% | - | - | 26,100,400 |
| United States Treasury Bonds 4.25%
| - | 2.12% | - | - | 12,432,100 |
| 5 Year Treasury Note Future Mar 26
| - | 1.92% | - | - | 95 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.69% | - | - | 9,612,048 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.60% | - | - | 8,570,767 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.56% | - | - | 8,663,212 |
| Federal National Mortgage Association 2.5%
| - | 1.49% | - | - | 9,148,491 |
| Federal National Mortgage Association 5.5%
| - | 1.39% | - | - | 7,370,840 |