| 2 Year Treasury Note Future Sept 26
| - | 12.95% | - | - | 67,400,000 |
| United States Treasury Bonds 4.625%
| - | 7.12% | - | - | 39,595,000 |
| United States Treasury Notes 3.875%
| - | 3.42% | - | - | 18,580,000 |
| United States Treasury Bonds 4.625%
| - | 3.39% | - | - | 19,000,000 |
| United States Treasury Notes 4.125%
| - | 2.54% | - | - | 13,645,000 |
| United States Treasury Bonds 4.625%
| - | 0.98% | - | - | 5,450,000 |
| United States Treasury Bonds 4.875%
| - | 0.95% | - | - | 5,100,000 |
| United States Treasury Bonds 4.5%
| - | 0.94% | - | - | 5,409,000 |
| United States Treasury Bonds 4.25%
| - | 0.58% | - | - | 3,460,000 |
| CIFC FUNDING 2024-I LTD 1%
| - | 0.56% | - | - | 3,000,000 |