| United States Treasury Bonds 2.5%
| - | 3.67% | - | - | 33,359,300 |
| United States Treasury Bonds 1.375%
| - | 2.85% | - | - | 37,100,400 |
| 2 Year Treasury Note Future Mar 26
| - | 2.74% | - | - | 85 |
| United States Treasury Bonds 4.25%
| - | 2.52% | - | - | 17,932,100 |
| 5 Year Treasury Note Future Mar 26
| - | 1.60% | - | - | 95 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.41% | - | - | 9,634,625 |
| Federal National Mortgage Association 6%
| - | 1.39% | - | - | 8,700,268 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.34% | - | - | 8,644,519 |
| United States Treasury Notes 4%
| - | 1.34% | - | - | 8,615,300 |
| United States Treasury Notes 1.875%
| - | 1.33% | - | - | 8,476,000 |