| Amount | Holding |
|---|---|
| 22.92% | 2 Year Treasury Note Future June 20 |
| 7.34% | United States Treasury Notes 0.12% |
| 7.15% | United States Treasury Notes 0.25% |
| 6.40% | United States Treasury Notes 2.75% |
| 4.55% | United States Treasury Notes 2.12% |
| 0.75% | Bristol Pk Clo Ltd 2016-1 2.21% |
| 0.73% | PALMER SQUARE LOAN FUNDING LTD 2.48% |
| 0.72% | VERIZON OWNER TRUST 2.93% |