| 2 Year Treasury Note Future Sept 25
| - | 27.76% | - | - | 352 |
| United States Treasury Notes 4%
| - | 6.13% | - | - | 16,075,000 |
| United States Treasury Notes 4.25%
| - | 3.50% | - | - | 9,245,000 |
| United States Treasury Bonds 4.625%
| - | 2.56% | - | - | 6,995,000 |
| United States Treasury Bonds 4.75%
| - | 2.44% | - | - | 6,515,000 |
| United States Treasury Bonds 4.75%
| - | 2.31% | - | - | 6,135,000 |
| United States Treasury Notes 4.625%
| - | 2.05% | - | - | 5,275,000 |
| United States Treasury Bonds 4.25%
| - | 1.29% | - | - | 3,750,000 |
| BX TRUST 4.07546%
| - | 0.66% | - | - | 1,905,000 |
| General Motors Financial Company Inc 3.1%
| - | 0.61% | - | - | 1,821,000 |