| Us 5yr Note (Cbt) Jun26 Xcbt 20260630
| - | 13.77% | - | - | 698,100,000 |
| 10 Year Treasury Note Future June 26
| - | 8.29% | - | - | 409,800,000 |
| Ultra 10 Year US Treasury Note Future June 26
| - | 5.40% | - | - | 261,600,000 |
| US Treasury Bond Future June 26
| - | 2.42% | - | - | 117,400,000 |
| United States Treasury Bonds 4.75%
| - | 1.57% | - | - | 88,940,000 |
| United States Treasury Bonds 1.125%
| - | 1.25% | - | - | 109,422,000 |
| Federal National Mortgage Association 2.5%
| - | 1.15% | - | - | 74,776,884 |
| United States Treasury Bonds 4.875%
| - | 1.11% | - | - | 61,630,000 |
| Bank of America Corp. 3.974%
| - | 1.03% | - | - | 57,147,000 |
| Federal National Mortgage Association 5.5%
| - | 0.97% | - | - | 52,615,449 |