| 2 Year Treasury Note Future Mar 26
| - | 41.24% | - | - | 355,800,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.10% | - | - | 9,746,886 |
| NOVARTIS CAPITAL CORP COMPANY GUAR 11/28 VAR
| - | 0.71% | - | - | 6,410,000 |
| JPMorgan Chase & Co. 4.915%
| - | 0.69% | - | - | 6,120,000 |
| Oracle Corp. 4.45%
| - | 0.67% | - | - | 6,125,000 |
| American Express Company 4.89497%
| - | 0.61% | - | - | 5,453,000 |
| MIZUHO FLOATER / RESIDUAL TR VAR STS 4.36%
| - | 0.57% | - | - | 5,165,069 |
| Wells Fargo & Co. 5.43558%
| - | 0.56% | - | - | 5,000,000 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 178 FM
| - | 0.55% | - | - | 4,982,504 |
| Goldman Sachs Group, Inc. 1.948%
| - | 0.55% | - | - | 5,020,000 |