| 2 Year Treasury Note Future Sept 25
| - | 23.40% | - | - | 283 |
| United States Treasury Bonds 4.625%
| - | 4.80% | - | - | 12,590,000 |
| United States Treasury Bonds 4.75%
| - | 4.52% | - | - | 11,515,000 |
| United States Treasury Notes 4.25%
| - | 2.89% | - | - | 7,245,000 |
| United States Treasury Bonds 4.75%
| - | 2.42% | - | - | 6,135,000 |
| United States Treasury Notes 4.625%
| - | 2.16% | - | - | 5,275,000 |
| United States Treasury Bonds 2.375%
| - | 1.96% | - | - | 5,075,000 |
| United States Treasury Bonds 4.25%
| - | 1.34% | - | - | 3,750,000 |
| BX TRUST 4.07546%
| - | 0.69% | - | - | 1,905,000 |
| JP Morgan Mortgage Trust 3.89733%
| - | 0.69% | - | - | 1,891,540 |