| United States Treasury Bonds 4.875%
| - | 6.14% | - | - | 24,835,000 |
| Ultra US Treasury Bond Future Mar 26
| - | 4.74% | - | - | 164 |
| United States Treasury Notes 4.375%
| - | 4.36% | - | - | 17,500,000 |
| 5 Year Treasury Note Future Mar 26
| - | 3.25% | - | - | 122 |
| United States Treasury Notes 4.375%
| - | 3.24% | - | - | 13,019,000 |
| United States Treasury Notes 3.625%
| - | 2.38% | - | - | 9,750,000 |
| United States Treasury Notes 4.125%
| - | 1.85% | - | - | 7,450,000 |
| Federal Home Loan Banks 3%
| - | 1.65% | - | - | 6,800,000 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.63% | - | - | 8,105,997 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.58% | - | - | 7,809,183 |