| United States Treasury Bonds 4.875%
| - | 5.63% | - | - | 22,567,000 |
| 5 Year Treasury Note Future Mar 26
| - | 4.78% | - | - | 180 |
| Ultra US Treasury Bond Future Mar 26
| - | 3.61% | - | - | 124 |
| United States Treasury Notes 4.375%
| - | 2.55% | - | - | 10,300,000 |
| Federal Home Loan Banks 3%
| - | 1.64% | - | - | 6,800,000 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.63% | - | - | 8,060,299 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.57% | - | - | 7,744,438 |
| FHLMC Super 30Y Fixed 5%
| - | 1.47% | - | - | 5,938,380 |
| Federal National Mortgage Association 3%
| - | 1.36% | - | - | 6,143,245 |
| United States Treasury Notes 4.375%
| - | 1.29% | - | - | 5,168,000 |