| 2 Year Treasury Note Future Mar 26
| - | 12.54% | - | - | 26,800,000 |
| United States Treasury Notes 3.875%
| - | 4.14% | - | - | 9,180,000 |
| United States Treasury Bonds 4.625%
| - | 3.60% | - | - | 8,195,000 |
| United States Treasury Bonds 4.625%
| - | 2.40% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 2.32% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 2.30% | - | - | 5,409,000 |
| United States Treasury Bonds 4.75%
| - | 1.46% | - | - | 3,300,000 |
| United States Treasury Notes 4.125%
| - | 1.30% | - | - | 2,845,000 |
| United States Treasury Bonds 4.625%
| - | 1.10% | - | - | 2,525,000 |
| Federal National Mortgage Association 5%
| - | 0.99% | - | - | 2,206,681 |