| Amount | Holding |
|---|---|
| 16.88% | 5 Year Treasury Note Future June 20 |
| 4.92% | 2 Year Treasury Note Future June 20 |
| 1.65% | Sl3a3wik3 Trs Usd R V 03mevent Jpm Ibxxlltr 20200622 L |
| 0.76% | Hudson's Bay Simon JV Trust 3.5% |
| 0.69% | Societe Generale S.A. 2.62% |
| 0.63% | Sl3a3wez Trs Usd R V 03mevent Jpm Ibxxlltr 20200622 L |
| 0.57% | Citigroup Inc. 4.4% |