| Amount | Holding |
|---|---|
| 5.10% | 5 Year Treasury Note Future June 20 |
| 3.52% | United States Treasury Notes 1.5% |
| 1.41% | Ultra US Treasury Bond Future June 20 |
| 1.29% | United States Treasury Notes 0.12% |
| 1.21% | LOS ANGELES CALIF MUN IMPT CORP LEASE REV 3.43% |
| 1.17% | Federal National Mortgage Association 3% |
| 1.15% | Government National Mortgage Association 3% |
| 1.04% | Federal National Mortgage Association 4% |
| 1.03% | Federal National Mortgage Association 3% |
| 0.81% | SunTrust Bank 3.52% |