| Amount | Holding |
|---|---|
| 43.45% | 2 Year Treasury Note Future June 20 |
| 1.81% | Goldman Sachs Group, Inc. 2.43% |
| 1.75% | Ultra 10 Year US Treasury Note Future June 20 |
| 1.57% | Morgan Stanley 0.71% |
| 1.53% | JPMorgan Chase & Co. 1.89% |
| 1.36% | AbbVie Inc. 2.35% |
| 1.35% | AT&T Inc 2.17% |
| 1.34% | Bank of America Corporation 2.02% |
| 1.31% | Credit Suisse AG New York Branch 1.25% |