| 2 Year Treasury Note Future Sept 26
| - | 18.08% | - | - | 107,200,000 |
| United States Treasury Bonds 5%
| - | 4.16% | - | - | 25,000,000 |
| United States Treasury Bonds 4.625%
| - | 3.96% | - | - | 25,000,000 |
| Us 5yr Note (Cbt) Sep26 Xcbt 20260930
| - | 3.19% | - | - | 18,200,000 |
| Us 10yr Note (Cbt)sep26 Xcbt 20260921
| - | 2.90% | - | - | 16,100,000 |
| Government National Mortgage Association 5%
| - | 1.96% | - | - | 12,145,000 |
| United States Treasury Bills 0%
| - | 1.63% | - | - | 10,000,000 |
| United States Treasury Notes 4.375%
| - | 1.56% | - | - | 9,519,000 |
| Federal National Mortgage Association 5.5%
| - | 1.40% | - | - | 8,490,000 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.08% | - | - | 8,202,159 |