| 2 Year Treasury Note Future Sept 25
| - | 32.26% | - | - | 20 |
| United States Treasury Notes 4%
| - | 3.22% | - | - | 413,700 |
| United States Treasury Notes 3.875%
| - | 3.00% | - | - | 386,400 |
| Morgan Stanley Bank, National Association (Utah) 5.882%
| - | 1.98% | - | - | 250,000 |
| NatWest Group PLC 7.472%
| - | 1.57% | - | - | 200,000 |
| Barclays PLC 7.325%
| - | 1.57% | - | - | 200,000 |
| Ford Motor Credit Company LLC 7.25298%
| - | 1.57% | - | - | 200,000 |
| UBS AG, London Branch 5.8%
| - | 1.56% | - | - | 200,000 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1%
| - | 1.19% | - | - | 150,000 |
| Protective Life Global Funding 5.366%
| - | 1.17% | - | - | 150,000 |