| Company | CUSIP | Number of Shares | Market Value | % of Net Assets ↓ |
| FIFTH THIRD INSTL MMKT INST | 31678R700 | 9,127,689.280 | $9,127,689.28 | 4.12% |
| FNMA TBA SINGLE FAMILY MAY | 01F040651 | 7,500,000.000 | $7,932,421.50 | 3.58% |
| US TREASURY N/B | 912828SE1 | 7,500,000.000 | $7,474,807.50 | 3.38% |
| TSY INFL IX N/B | 912828SA9 | 6,094,663.200 | $6,373,682.98 | 2.88% |
| RESTRUCTURED ASSETS CTFS | 76129PAA8 | 5,250,000.000 | $4,972,275.00 | 2.25% |
| STRIP PRINC | 912803BM4 | 7,400,000.000 | $4,792,780.20 | 2.16% |
| US TREASURY N/B | 912810QT8 | 3,950,000.000 | $3,962,343.75 | 1.79% |
| FNMA POOL 745931 | 31403DVY2 | 3,081,242.630 | $3,351,031.89 | 1.51% |
| US TREASURY N/B | 912810QQ4 | 2,350,000.000 | $2,947,414.65 | 1.33% |
| NEW ZEALAND GOVERNMENT | B087SCII1 | 3,150,000.000 | $2,925,978.11 | 1.32% |
| FED HM LN PC POOL 1J1540 | 3128NHV91 | 2,535,186.130 | $2,740,544.40 | 1.24% |
| FED HM LN PC POOL 1G2580 | 3128QS2M7 | 2,446,524.450 | $2,660,801.46 | 1.20% |
| FED HM LN PC POOL 1G2601 | 3128QS3J3 | 2,139,028.270 | $2,327,610.56 | 1.05% |
| MID STATE TRUST | 595481AC6 | 2,253,889.920 | $2,240,211.51 | 1.01% |
| FNMA TBA MAY 30 SINGLE FAM | 01F042657 | 2,000,000.000 | $2,141,250.00 | 0.97% |
| HEINZ (H.J.) FINANCE CO | 42307T306 | 20.000 | $2,138,750.00 | 0.97% |
| FNMA POOL AA4584 | 31416NCW0 | 1,960,393.430 | $2,138,168.94 | 0.97% |
| BEAR STEARNS COMMERCIAL MORTGA | 07383FA73 | 2,000,000.000 | $2,114,592.00 | 0.96% |
| FNMA POOL AJ1413 | 3138ASSB9 | 1,910,510.440 | $2,070,030.59 | 0.94% |
| FNMA POOL AL0150 | 3138EGEY6 | 1,899,867.720 | $2,029,630.07 | 0.92% |
| FNMA POOL AH7572 | 3138A9MW1 | 1,882,621.120 | $2,025,913.49 | 0.92% |
| FED HM LN PC POOL A97897 | 312946X27 | 1,847,819.760 | $2,020,006.24 | 0.91% |
| VANDERBILT ACQUISITION LOAN TR | 92178PAD9 | 1,912,524.260 | $2,008,601.06 | 0.91% |
| FNMA POOL 916933 | 31411WV20 | 1,789,273.820 | $1,977,497.03 | 0.89% |
| FNMA POOL AE2497 | 31419CX32 | 1,771,845.330 | $1,943,596.66 | 0.88% |
| DUKE ENERGY INDIANA INC | 263901AC4 | 1,775,000.000 | $1,922,772.30 | 0.87% |
| FNMA POOL 928553 | 31412LTJ9 | 1,626,925.500 | $1,821,457.49 | 0.82% |
| FED HM LN PC POOL G05733 | 3128M7V29 | 1,597,363.040 | $1,761,935.11 | 0.80% |
| FNMA POOL 995659 | 31416CB47 | 1,611,766.620 | $1,738,827.55 | 0.79% |
| FNMA POOL AB2452 | 31416XWN6 | 1,617,778.300 | $1,737,224.26 | 0.78% |
| FNMA POOL 908944 | 31411HZH6 | 1,512,328.470 | $1,684,651.21 | 0.76% |
| FNMA POOL 745257 | 31403C5S6 | 1,508,602.470 | $1,684,507.95 | 0.76% |
| FNMA POOL AL0789 | 3138EG2X1 | 1,567,506.410 | $1,674,568.24 | 0.76% |
| FED HM LN PC POOL A39800 | 31297V3H9 | 1,541,506.900 | $1,668,771.54 | 0.75% |
| FNMA POOL AH3483 | 3138A42R5 | 1,551,218.470 | $1,665,055.29 | 0.75% |
| BB+T CORPORATION | 054937AF4 | 1,500,000.000 | $1,664,946.00 | 0.75% |
| FNMA POOL 909284 | 31411JFZ4 | 1,478,188.540 | $1,638,999.36 | 0.74% |
| MORGAN STANLEY CAPITAL I | 61745MUK7 | 1,675,000.000 | $1,635,315.90 | 0.74% |
| BOEING CO | 097023BC8 | 1,450,000.000 | $1,606,966.85 | 0.73% |
| BERKSHIRE HATHAWAY INC | 084670AV0 | 1,500,000.000 | $1,597,300.50 | 0.72% |
| IBM CORP | 459200BB6 | 1,250,000.000 | $1,574,643.75 | 0.71% |
| GOVERNMENT NATIONAL MORTGAGE A | 38378BQY8 | 9,999,999.999 | $1,553,897.29 | 0.70% |
| 1ST FINANCIAL BANK USA | 32022NCA2 | 1,500,000.000 | $1,535,239.20 | 0.69% |
| JP MORGAN MORTGAGE TRUST | 466247NQ2 | 1,665,231.590 | $1,524,532.84 | 0.69% |
| GENERAL MILLS INC | 370334BH6 | 1,250,000.000 | $1,510,256.25 | 0.68% |
| GREEN TREE FINANCIAL CORPORATI | 393505F98 | 1,395,201.390 | $1,465,106.84 | 0.66% |
| TIME WARNER CABLE INC | 88732JAH1 | 1,250,000.000 | $1,463,971.25 | 0.66% |
| JPMORGAN CHASE + CO | 46625HGY0 | 1,265,000.000 | $1,461,618.95 | 0.66% |
| GOVERNMENT NATIONAL MORTGAGE A | 38376G4P2 | 9,999,999.999 | $1,444,046.50 | 0.65% |
| RESIDENTIAL ASSET MORTGAGE PRO | 760985H79 | 1,413,845.570 | $1,441,504.63 | 0.65% |
| COUNTRYWIDE ALTERNATIVE LOAN T | 12667FJ63 | 1,405,804.970 | $1,433,878.90 | 0.65% |
| GOVERNMENT NATIONAL MORTGAGE A | 38376GV64 | 9,999,999.999 | $1,420,398.18 | 0.64% |
| SALOMON BROTHERS MORTGAGE SECU | 79548CCS3 | 1,417,000.000 | $1,413,668.63 | 0.64% |
| EXPORT IMPORT BK KOREA | 302154BD0 | 1,300,000.000 | $1,364,499.50 | 0.62% |
| GOVERNMENT NATIONAL MORTGAGE A | 38376GT59 | 9,999,999.999 | $1,361,727.12 | 0.62% |
| GOVERNMENT NATIONAL MORTGAGE A | 38378BSX8 | 9,999,999.999 | $1,348,421.31 | 0.61% |
| BANK OF AMERICA CORP | 060505CS1 | 1,250,000.000 | $1,328,261.25 | 0.60% |
| PRUDENTIAL FINANCIAL INC | 74432QBL8 | 1,250,000.000 | $1,318,708.75 | 0.60% |
| KINDER MORGAN ENER PART | 494550BL9 | 1,300,000.000 | $1,309,161.10 | 0.59% |
| CLOROX COMPANY | 189054AR0 | 1,215,000.000 | $1,294,012.67 | 0.58% |
| PUBLIC STORAGE | 74460W206 | 50,000.000 | $1,293,500.00 | 0.58% |
| GAZPROM(GAZPROM INTL SA) | 36828TAA8 | 1,169,384.490 | $1,286,077.37 | 0.58% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MH86 | 9,999,999.999 | $1,264,852.15 | 0.57% |
| FNMA POOL 933952 | 31412TBV4 | 1,163,716.810 | $1,261,117.49 | 0.57% |
| FNMA POOL AH6622 | 3138A8LC8 | 1,163,364.320 | $1,251,911.74 | 0.57% |
| FNMA POOL MA0548 | 31417YTE7 | 1,182,412.460 | $1,244,427.53 | 0.56% |
| FED HM LN PC POOL B14157 | 312966TN4 | 1,157,782.510 | $1,237,271.52 | 0.56% |
| ACS PASS THROUGH TRUST | 00505HAA0 | 1,411,698.780 | $1,221,119.44 | 0.55% |
| FED HM LN PC POOL 1Q0339 | 3128S4LU9 | 1,129,148.890 | $1,207,490.54 | 0.55% |
| AT+T INC | 00206RAG7 | 1,000,000.000 | $1,198,478.00 | 0.54% |
| FNMA POOL 254193 | 31371KKE0 | 1,081,472.830 | $1,196,421.61 | 0.54% |
| SIMON PROPERTY GROUP LP | 828807CF2 | 1,100,000.000 | $1,193,826.70 | 0.54% |
| CIGNA CORP | 125509BS7 | 1,155,000.000 | $1,192,460.12 | 0.54% |
| COMCAST CORP | 20030NAZ4 | 1,000,000.000 | $1,190,885.00 | 0.54% |
| METLIFE INC | 59156RAU2 | 1,000,000.000 | $1,186,781.00 | 0.54% |
| CVS CAREMARK CORP | 126650BH2 | 1,000,000.000 | $1,181,731.00 | 0.53% |
| BURLINGTN NORTH SANTA FE | 12189TAY0 | 1,000,000.000 | $1,177,300.00 | 0.53% |
| SHELL INTERNATIONAL FIN | 822582AM4 | 1,000,000.000 | $1,155,636.00 | 0.52% |
| FLORIDA POWER + LIGHT | 341081FB8 | 870,000.000 | $1,139,240.64 | 0.51% |
| VERIZON COMMUNICATIONS | 92344GAW6 | 1,000,000.000 | $1,127,793.00 | 0.51% |
| CREDIT SUISSE NEW YORK | 22546QAC1 | 1,000,000.000 | $1,115,731.00 | 0.50% |
| CA INC | 12673PAC9 | 1,000,000.000 | $1,115,021.00 | 0.50% |
| CITIGROUP INC | 172967EM9 | 1,000,000.000 | $1,109,474.00 | 0.50% |
| INTERPUBLIC GROUP COS | 460690AV2 | 1,000,000.000 | $1,090,000.00 | 0.49% |
| OMNICOM GROUP INC | 682134AC5 | 1,000,000.000 | $1,084,598.00 | 0.49% |
| FANNIE MAE | 31394D6V7 | 1,027,479.960 | $1,083,450.18 | 0.49% |
| JP MORGAN MORTGAGE TRUST | 466247NZ2 | 1,118,583.300 | $1,079,343.40 | 0.49% |
| MANUF + TRADERS TRUST CO | 564759NH7 | 1,075,000.000 | $1,075,997.60 | 0.49% |
| REALTY INCOME CORP | 756109807 | 40,000.000 | $1,058,000.00 | 0.48% |
| RYDER SYSTEM INC | 78355HJR1 | 1,000,000.000 | $1,057,630.00 | 0.48% |
| DARDEN RESTAURANTS INC | 237194AJ4 | 1,000,000.000 | $1,045,015.00 | 0.47% |
| FORD MOTOR CREDIT CO LLC | 345397VX8 | 1,000,000.000 | $1,043,152.00 | 0.47% |
| NOMURA ASSET SECURITIES CORPOR | 655356JK0 | 1,000,000.000 | $1,031,715.00 | 0.47% |
| FNMA POOL 905049 | 31411DQA0 | 900,267.430 | $1,007,912.69 | 0.46% |
| FNMA POOL AE0996 | 31419BDA0 | 941,511.210 | $1,005,817.11 | 0.45% |
| VIRGINIA ELEC + POWER CO | 927804FE9 | 750,000.000 | $1,004,304.75 | 0.45% |
| US TREASURY N/B | 912828RQ5 | 1,000,000.000 | $1,000,938.00 | 0.45% |
| SOUTHERN CAL ED | 842400756 | 10,000.000 | $993,500.00 | 0.45% |
| FNMA POOL AE1568 | 31419BW68 | 917,425.610 | $971,342.24 | 0.44% |
| FNMA POOL 819297 | 31406TGE5 | 863,131.950 | $960,828.80 | 0.43% |
| FNMA POOL AA9393 | 31416TNK1 | 869,173.280 | $947,993.03 | 0.43% |
| VISTEON CORP | 92839UAF4 | 920,000.000 | $947,600.00 | 0.43% |
| CHESAPEAKE ENERGY CORP | 165167CG0 | 1,000,000.000 | $945,000.00 | 0.43% |
| CINTAS CORPORATION NO. 2 | 17252MAK6 | 870,000.000 | $941,651.46 | 0.43% |
| GOVERNMENT NATIONAL MORTGAGE A | 38374NKA4 | 9,999,999.999 | $939,155.44 | 0.42% |
| FED HM LN PC POOL J13584 | 3128PS6V4 | 875,595.260 | $930,821.61 | 0.42% |
| FNMA POOL AI7782 | 3138AMUG8 | 850,416.320 | $927,535.12 | 0.42% |
| FNMA POOL AH3671 | 3138A5CH3 | 852,223.380 | $926,064.98 | 0.42% |
| BOSTON PROPERTIES LP | 10112RAS3 | 850,000.000 | $889,824.20 | 0.40% |
| JP MORGAN MORTGAGE TRUST | 466247QP1 | 1,123,198.490 | $880,052.97 | 0.40% |
| ALABAMA POWER CAP TR V | 01039XAA8 | 874,000.000 | $873,947.56 | 0.39% |
| UNIV OF TEXAS TX | 9151375R0 | 745,000.000 | $866,688.30 | 0.39% |
| ASCIANO FINANCE | 04363UAA4 | 850,000.000 | $849,087.10 | 0.38% |
| AMERICAN TOWER CORP | 029912BD3 | 800,000.000 | $844,748.00 | 0.38% |
| MORGAN STANLEY | 61746BDB9 | 780,000.000 | $807,476.28 | 0.36% |
| YUM BRANDS INC | 988498AG6 | 750,000.000 | $797,439.00 | 0.36% |
| BIOMED REALTY LP | 09064AAF8 | 750,000.000 | $778,362.75 | 0.35% |
| FMG RESOURCES AUG 2006 | 30251GAA5 | 750,000.000 | $776,250.00 | 0.35% |
| DELTA AIR LINES 2002 1G2 | 247367AY1 | 750,000.000 | $756,562.50 | 0.34% |
| FED HM LN PC POOL G02274 | 3128LXQ37 | 693,445.520 | $750,262.00 | 0.34% |
| FNMA POOL AD6193 | 31418T3B1 | 678,803.200 | $744,206.86 | 0.34% |
| JPM CHASE CAPITAL XXI | 48123KAA4 | 1,000,000.000 | $740,518.00 | 0.33% |
| FNMA POOL 911017 | 31411LDW8 | 656,996.350 | $731,858.00 | 0.33% |
| FNMA POOL AD3775 | 31418RFR7 | 647,569.500 | $703,071.60 | 0.32% |
| FED HM LN PC POOL 1H1348 | 3128NGEV3 | 652,637.490 | $697,290.35 | 0.31% |
| FNMA POOL MA0517 | 31417YSF5 | 638,059.990 | $679,626.94 | 0.31% |
| FNMA POOL 255702 | 31371MAB3 | 611,318.450 | $671,913.00 | 0.30% |
| FNMA POOL 840177 | 31407TM23 | 579,178.360 | $644,032.76 | 0.29% |
| GREENWICH CAPITAL COMMERCIAL F | 396789BF5 | 637,125.040 | $643,661.31 | 0.29% |
| WELLS FARGO MORTGAGE BACKED SE | 94983QAA4 | 644,865.290 | $639,948.84 | 0.29% |
| KROGER CO/THE | 501044CK5 | 500,000.000 | $630,467.50 | 0.28% |
| TRANS CANADA PIPELINES | 89352HAB5 | 500,000.000 | $611,583.50 | 0.28% |
| KIOWA POWER PARTNERS LLC | 49725VAA0 | 605,893.910 | $610,886.48 | 0.28% |
| FED HM LN PC POOL C00701 | 31292GX68 | 519,315.760 | $596,989.98 | 0.27% |
| CISCO SYSTEMS INC | 17275RAE2 | 500,000.000 | $586,705.50 | 0.27% |
| FNMA POOL 810049 | 31406G5J4 | 522,167.860 | $576,444.76 | 0.26% |
| STRUCTURED ASSET SECURITIES CO | 86359BP96 | 583,949.880 | $567,582.35 | 0.26% |
| JP MORGAN CHASE COMMERCIAL MOR | 46625YXP3 | 500,000.000 | $559,663.00 | 0.25% |
| HOMEBANC MORTGAGE TRUST | 43739EAK3 | 943,167.930 | $559,023.18 | 0.25% |
| FANNIE MAE BENCHMARK REMIC | 31396V2P2 | 530,541.070 | $550,073.63 | 0.25% |
| FED HM LN PC POOL G12419 | 3128M1SG5 | 493,458.170 | $533,659.59 | 0.24% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MVS6 | 9,999,999.999 | $527,071.70 | 0.24% |
| FED HM LN PC POOL G04356 | 3128M6E53 | 465,917.450 | $519,297.76 | 0.23% |
| RIO TINTO FIN USA LTD | 767201AK2 | 500,000.000 | $518,819.00 | 0.23% |
| RESIDENTIAL FUNDING MORTGAGE S | 43718NAC6 | 542,004.310 | $517,105.17 | 0.23% |
| FNMA POOL 904632 | 31411DA90 | 446,732.750 | $498,822.51 | 0.23% |
| FNMA POOL 697220 | 31400TSH1 | 458,363.500 | $498,497.16 | 0.23% |
| FED HM LN PC POOL A24611 | 31297CDQ0 | 431,942.370 | $461,528.73 | 0.21% |
| FNMA POOL 255628 | 31371L4M8 | 417,837.460 | $461,139.13 | 0.21% |
| FED HM LN PC POOL A46590 | 3128K7KB3 | 409,525.890 | $451,718.25 | 0.20% |
| FEDERAL NATL MTG ASSN | 31394B2B9 | 442,053.400 | $439,624.32 | 0.20% |
| FED HM LN PC POOL G13538 | 3128MCEK7 | 389,738.340 | $421,733.42 | 0.19% |
| GOLDMAN SACHS GROUP INC | 38141GCU6 | 415,000.000 | $419,638.87 | 0.19% |
| CS FIRST BOSTON MORTGAGE SECUR | 2254W0KD6 | 396,442.710 | $401,056.11 | 0.18% |
| FNMA POOL 893003 | 31410PDG5 | 302,611.280 | $351,249.27 | 0.16% |
| FREDDIE MAC | 31396TZ89 | 344,499.940 | $344,714.08 | 0.16% |
| FED HM LN PC POOL A39695 | 31297VXY9 | 289,918.640 | $321,283.08 | 0.15% |
| FED HM LN PC POOL C90986 | 3128P7CX9 | 266,569.670 | $308,852.21 | 0.14% |
| JP MORGAN MORTGAGE TRUST | 466247LK7 | 302,739.710 | $296,769.38 | 0.13% |
| FNMA POOL 824747 | 31407AHY0 | 262,004.770 | $289,238.94 | 0.13% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MWM8 | 7,622,421.000 | $263,118.35 | 0.12% |
| FNMA POOL 653502 | 31390RAB9 | 206,523.600 | $237,643.32 | 0.11% |
| FED HM LN PC POOL A26659 | 31297EMG8 | 220,578.800 | $235,687.59 | 0.11% |
| HOMEBANC MORTGAGE TRUST | 43739ECL9 | 351,056.680 | $227,081.01 | 0.10% |
| FNMA POOL 670402 | 31391LX75 | 196,822.570 | $225,496.39 | 0.10% |
| FED HM LN PC POOL 1B3366 | 3128JNTY1 | 199,278.580 | $214,705.56 | 0.10% |
| FED HM LN PC POOL G02184 | 3128LXM98 | 174,111.710 | $188,486.13 | 0.09% |
| FNMA POOL 968520 | 31414KPD6 | 169,273.570 | $187,688.69 | 0.08% |
| FNMA POOL 636749 | 31389VL62 | 160,641.350 | $184,044.16 | 0.08% |
| FNMA POOL 596500 | 31387WUZ8 | 164,737.080 | $182,788.23 | 0.08% |
| FED HM LN PC POOL A35682 | 31297RJ32 | 163,670.770 | $177,183.20 | 0.08% |
| FNMA POOL 704460 | 31401CTR4 | 162,430.210 | $173,265.09 | 0.08% |
| FREDDIE MAC REFERENCE REMIC | 31397HNV6 | 171,448.590 | $173,039.03 | 0.08% |
| COUNTRYWIDE ALTERNATIVE LOAN T | 12667GEC3 | 156,494.070 | $153,094.71 | 0.07% |
| FNMA POOL 640291 | 31390AKC3 | 129,191.620 | $152,260.55 | 0.07% |
| FIRST FRANKLIN MTG LOAN ASSET | 362341HF9 | 600,000.000 | $150,739.80 | 0.07% |
| FED HM LN PC POOL A12886 | 31296MF38 | 132,501.820 | $146,153.13 | 0.07% |
| J.P. MORGAN ALTERNATIVE LOAN T | 466278AD0 | 150,390.410 | $145,506.48 | 0.07% |
| US DOLLAR | USD | 143,118.870 | $143,118.87 | 0.06% |
| JP MORGAN MORTGAGE TRUST | 46628LAG3 | 159,725.790 | $141,941.60 | 0.06% |
| FNMA POOL 684200 | 31400DDD1 | 125,459.580 | $140,637.25 | 0.06% |
| FED HM LN PC POOL A13842 | 31296NHT7 | 125,453.340 | $140,414.63 | 0.06% |
| FNMA POOL 653301 | 31390QX67 | 114,976.670 | $131,726.88 | 0.06% |
| FNMA POOL 895657 | 31410SB22 | 115,064.690 | $129,023.03 | 0.06% |
| FED HM LN PC POOL A36523 | 31297SG82 | 100,129.030 | $108,395.54 | 0.05% |
| HOMEBANC MORTGAGE TRUST | 43739EAF4 | 284,761.190 | $107,561.71 | 0.05% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MPG9 | 5,177,659.760 | $101,368.22 | 0.05% |
| FNMA POOL 644869 | 31390FMS5 | 83,770.890 | $99,319.68 | 0.04% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MRJ1 | 8,074,410.150 | $98,733.89 | 0.04% |
| FNMA POOL 432269 | 31379XFJ9 | 80,045.590 | $92,107.15 | 0.04% |
| FED HM LN PC POOL C72254 | 31288AQF5 | 71,819.320 | $82,561.36 | 0.04% |
| NEW ZEALAND DOLLAR | NZD | 94,500.000 | $77,277.35 | 0.03% |
| US TREASURY N/B | 912810FP8 | 55,000.000 | $76,810.91 | 0.03% |
| FED HM LN PC POOL A21415 | 31296XSC0 | 66,261.540 | $71,773.41 | 0.03% |
| FNMA POOL 540040 | 31385B4Z5 | 55,889.230 | $64,587.61 | 0.03% |
| MASTR ALTERNATIVE LOANS TRUST | 576434TN4 | 56,932.670 | $60,235.22 | 0.03% |
| FNMA POOL 575501 | 31386WKN7 | 49,784.620 | $54,524.14 | 0.02% |
| FED HM LN PC POOL C62740 | 31287NBH0 | 46,168.670 | $53,847.23 | 0.02% |
| FNMA POOL 626811 | 31389JKY9 | 46,975.390 | $51,287.63 | 0.02% |
| FIRST FRANKLIN MTG LOAN ASSET | 32027NMT5 | 51,824.420 | $49,023.21 | 0.02% |
| FNMA POOL 690208 | 31400KYD2 | 41,610.410 | $47,672.36 | 0.02% |
| FED HM LN PC POOL C71972 | 31288AFM2 | 27,184.380 | $31,114.43 | 0.01% |
| FNMA POOL 725906 | 31402DNX4 | 21,370.400 | $22,725.85 | 0.01% |
| FNMA POOL 496848 | 31382Y5H7 | 16,354.050 | $18,818.34 | 0.01% |
| FREDDIE MAC | 31394RYM5 | 595,081.250 | $7,609.72 | 0.00% |
| 5YR US TREASURY NOTE FUTURES | 99Z528046 | 9,999,999.999 | $0.00 | 0.00% |
| 30YR US TREASURY BOND FUTURES | 99Z536072 | 1,500,000.000 | $0.00 | 0.00% |
