| Amount | Holding |
|---|---|
| 21.56% | US 2YR NOTE FUT JUN20 |
| 6.35% | United States Treasury Notes 0.12% |
| 3.94% | United States Treasury Notes 0.5% |
| 1.49% | United States Treasury Notes 1.5% |
| 1.43% | Bristol-Myers Squibb Company 2.88% |
| 1.35% | Chrysler Capital Auto Receivables Trust 2.22% |
| 1.30% | AmeriCredit Automobile Receivables Trust 2.24% |
| 1.18% | GS Mortgage Securities Trust 2012-GC6 5.65% |
| 1.16% | Federal Home Loan Mortgage Corporation 2.5% |
| 1.15% | CubeSmart L.P. 4.8% |