| 2 Year Treasury Note Future Mar 26
| - | 41.65% | - | - | 449,000,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 0.84% | - | - | 9,322,216 |
| JPMorgan Chase & Co. 4.915%
| - | 0.81% | - | - | 8,995,000 |
| Goldman Sachs Group, Inc. 1.948%
| - | 0.59% | - | - | 6,685,000 |
| Novartis Capital Corporation 4.37802%
| - | 0.57% | - | - | 6,410,000 |
| American Express Company 4.74761%
| - | 0.55% | - | - | 6,163,000 |
| Constellation Energy Generation LLC 3.9%
| - | 0.48% | - | - | 5,400,000 |
| MIZUHO FLOATER / RESIDUAL TR VAR STS 4.08%
| - | 0.46% | - | - | 5,165,069 |
| Citigroup Inc. 4.786%
| - | 0.46% | - | - | 5,050,000 |
| Wells Fargo & Co. 5.28985%
| - | 0.45% | - | - | 5,000,000 |