| Amount | Holding |
|---|---|
| 21.23% | Option on NOMURA Co Ltd |
| 1.34% | United States Treasury Notes 2.25% |
| 1.20% | United States Treasury Notes 0.5% |
| 1.14% | United States Treasury Notes 1.62% |
| 1.07% | United States Treasury Notes 1.5% |
| 0.94% | United States Treasury Notes 2.75% |
| 0.73% | AJAX MORTGAGE LOAN TRUST 3.95% |
| 0.73% | Volt Lxxxvi Llc 2020-Npl2 2.98% |
| 0.71% | Legacy Mortgage Asset Trust 4% |
| 0.69% | United States Treasury Notes 1.12% |