| 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% |