| Amount | Holding |
|---|---|
| 19.19% | 10 Year Treasury Note Future June 20 |
| 1.29% | Euro-Btp (Italy Govt) Jun 20 |
| 1.15% | Euro-Oat Jun 20 |
| 0.98% | PRPM LLC 2.98% |
| 0.83% | GE Capital International Funding Company Unlimited Company 4.42% |
| 0.79% | Eagle Re 2020-1 Limited 2.4% |
| 0.76% | Barings Clo Limited 3.41% |
| 0.73% | Government National Mortgage Association 3% |