| 2 Year Treasury Note Future Mar 26
| - | 42.93% | - | - | 392,400,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.01% | - | - | 9,500,276 |
| Novartis Capital Corporation 4.51253%
| - | 0.68% | - | - | 6,410,000 |
| JPMorgan Chase & Co. 4.915%
| - | 0.65% | - | - | 6,120,000 |
| Oracle Corp. 4.45%
| - | 0.63% | - | - | 6,125,000 |
| American Express Company 4.89438%
| - | 0.57% | - | - | 5,453,000 |
| MIZUHO FLOATER / RESIDUAL TR VAR STS 4.23%
| - | 0.54% | - | - | 5,165,069 |
| Wells Fargo & Co. 5.43848%
| - | 0.53% | - | - | 5,000,000 |
| Government National Mortgage Association 5.35888%
| - | 0.52% | - | - | 4,982,504 |
| Goldman Sachs Group, Inc. 1.948%
| - | 0.52% | - | - | 5,020,000 |