| United States Treasury Notes 4%
| - | 8.01% | - | - | 18,980,600 |
| United States Treasury Notes 4.125%
| - | 6.56% | - | - | 15,549,200 |
| 2 Year Treasury Note Future Sept 26
| - | 6.46% | - | - | 74 |
| United States Treasury Bonds 4.75%
| - | 5.31% | - | - | 12,844,200 |
| Federal National Mortgage Association 5%
| - | 4.26% | - | - | 10,242,290 |
| United States Treasury Notes 4.375%
| - | 4.11% | - | - | 9,775,700 |
| Federal National Mortgage Association 2.5%
| - | 3.39% | - | - | 9,581,458 |
| United States Treasury Notes 4.125%
| - | 2.63% | - | - | 6,221,000 |
| Federal National Mortgage Association 4.5%
| - | 2.62% | - | - | 6,459,027 |
| Federal National Mortgage Association 3%
| - | 2.43% | - | - | 6,586,070 |