| Amount | Holding |
|---|---|
| 33.55% | 2 Year Treasury Note Future June 20 |
| 1.19% | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.16% |
| 0.78% | WFRBS Commercial Mtg Tst 2011-C2 3.67% |
| 0.73% | DBRR CMBS RE-REMIC Trust 4.54% |
| 0.72% | Federal National Mortgage Association 3% |
| 0.68% | Csmc 2019-Ice4 2.04% |
| 0.68% | Impac CMB Trust 5.6% |
| 0.63% | GS MORTGAGE SECURITIES CORPORATION TRUST 2.31% |