| Amount | Holding |
|---|---|
| 11.14% | 2 Year Treasury Note Future June 20 |
| 5.02% | United States Treasury Notes 1.5% |
| 2.72% | Principal Life Global Funding II 2.25% |
| 2.42% | United States Treasury Notes 1.62% |
| 2.31% | Duke Energy Corp 2.65% |
| 2.25% | NiSource Inc. 3.49% |
| 2.23% | Peachtree Corners Funding Trust 3.98% |
| 2.03% | Plains All American Pipeline L.P./PAA Finance Corp. 4.5% |
| 1.98% | Conagra Brands Inc 3.8% |