| United States Treasury Notes 3.375%
| - | 8.40% | - | - | 34,532,000 |
| 5 Year Treasury Note Future Mar 26
| - | 7.78% | - | - | 293 |
| United States Treasury Notes 3.625%
| - | 6.89% | - | - | 28,432,000 |
| United States Treasury Bonds 4.875%
| - | 5.29% | - | - | 21,459,000 |
| 2 Year Treasury Note Future Mar 26
| - | 4.88% | - | - | 96 |
| United States Treasury Bonds 4.75%
| - | 2.48% | - | - | 10,294,000 |
| United States Treasury Bonds 5%
| - | 2.17% | - | - | 8,668,000 |
| United States Treasury Bonds 2.375%
| - | 1.76% | - | - | 7,280,000 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.62% | - | - | 8,090,930 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.57% | - | - | 7,797,964 |