| Us 5yr Note (Cbt) Mar26 Xcbt 20260331
| - | 86.82% | - | - | 20,800,000 |
| Ultra 10 Year US Treasury Note Future Mar 26
| - | 23.22% | - | - | 5,300,000 |
| Us Long Bond(Cbt) Mar26 Xcbt 20260320
| - | 13.69% | - | - | 3,100,000 |
| Omnis Funding Trust 6.722%
| - | 0.56% | - | - | 138,000 |
| State Street Corp. 3.031%
| - | 0.52% | - | - | 143,000 |
| Health Care Service Corp A Mutual Legal Reserve Co. 2.2%
| - | 0.52% | - | - | 149,000 |
| Honeywell International Inc. 1.1%
| - | 0.52% | - | - | 139,000 |
| Lowes Companies, Inc. 1.3%
| - | 0.52% | - | - | 143,000 |
| State Street Corp. 2.203%
| - | 0.52% | - | - | 137,000 |
| Santos Finance Ltd. 5.75%
| - | 0.52% | - | - | 134,000 |