| Amount | Holding | 
|---|---|
| 5.47% | 2 Year Treasury Note Future June 20 | 
| 1.38% | United States Treasury Notes 1.25% | 
| 1.05% | United States Treasury Notes 1.75% | 
| 0.88% | JPMorgan Chase & Co. 4.5% | 
| 0.73% | Federal Farm Credit Banks 0.53% | 
| 0.66% | Quebec (Province Of) 2.38% | 
| 0.64% | CNH EQUIPMENT TRUST 1.99% | 
| 0.57% | Credit Suisse AG New York Branch 2.05% | 
| 0.55% | Consolidated Edison Company of New York, Inc. 1.62% |