| 1 | 2 Year Treasury Note Future June 24 | N/A | 37.29% | 87 |
| 2 | United States Treasury Notes 4.625% | N/A | 6.32% | 3,010,000 |
| 3 | U.S. Dollar | N/A | 3.93% | 1,862,447 |
| 4 | United States Treasury Notes 0.375% | N/A | 3.74% | 1,860,000 |
| 5 | United States Treasury Notes 0.75% | N/A | 3.38% | 1,740,000 |
| 6 | United States Treasury Notes 0.25% | N/A | 3.15% | 1,600,000 |
|
| 7 | United States Treasury Notes 1.25% | N/A | 1.38% | 720,000 |
| 8 | Prudential Govt Money Mkt Fd | N/A | 1.37% | 647,654 |
| 9 | United States Treasury Notes 4.25% | N/A | 1.15% | 550,000 |
| 10 | JPMorgan Chase & Co. 5.299% | N/A | 1.05% | 500,000 |
| 11 | 3 Month SOFR Future June 24 | N/A | 1.00% | 2 |
| 12 | 3 Month SOFR Future Mar 24 | N/A | 1.00% | 2 |
| 13 | Federal Home Loan Mortgage Corp. 3.5% | N/A | 0.90% | 474,010 |
| 14 | BOC Aviation (USA) Corp. 1.625% | N/A | 0.84% | 400,000 |
| 15 | Pmt Cr Risk Transfer Tr 2024-1 144A FRN 8.82039% | N/A | 0.84% | 395,576 |
| 16 | BENCHMARK 2022-B33 MORTGAGE TRUST 2.3058% | N/A | 0.68% | 336,740 |
| 17 | Bank of America Corp. 5.202% | N/A | 0.65% | 315,000 |
| 18 | Morgan Stanley 5.449% | N/A | 0.63% | 300,000 |
| 19 | Morgan Stanley Baml Tr 2015-C20 3.249% | N/A | 0.62% | 300,000 |
| 20 | MADISON PARK FUNDING XXXVIII LTD 6.69868% | N/A | 0.61% | 290,000 |
| 21 | Trnte 6a A Frn 4/15/2037 | N/A | 0.57% | 250,000 |
| 22 | Albac 2a A1 Frn 6/15/2034 | N/A | 0.56% | 250,000 |
| 23 | Babse 2019-1a Ar Frn 4/15/2036 | N/A | 0.56% | 250,000 |
| 24 | Blume 5a B Frn 1/15/2033 | N/A | 0.56% | 250,000 |
| 25 | Agl Clo 14 Ltd / Llc 6.73617% | N/A | 0.53% | 250,000 |
| 26 | Allegro CLO X Ltd / LLC 6.73617% | N/A | 0.53% | 250,000 |
| 27 | ANCHORAGE CAPITAL CLO 16 LTD 6.78817% | N/A | 0.53% | 250,000 |
| 28 | BAIN CAPITAL CREDIT CLO 2019-2 LTD 6.67868% | N/A | 0.53% | 250,000 |
| 29 | BARROW HANLEY CLO II LTD 7.37456% | N/A | 0.53% | 250,000 |
| 30 | BENCHMARK MORTGAGE TRUST 2.673% | N/A | 0.53% | 300,000 |
| 31 | BENEFIT STREET PARTNERS CLO VI-B LTD 6.77617% | N/A | 0.53% | 250,000 |
| 32 | BROAD RIVER BSL FUNDING CLO LTD 6.75617% | N/A | 0.53% | 250,000 |
| 33 | Crown City Clo Iv / Crown City Clo I FRN 6.93431% | N/A | 0.53% | 250,000 |
| 34 | Hps Loan Management 6.72801% | N/A | 0.53% | 250,000 |
| 35 | Lcm 34 Ltd / Lcm 34 Llc 6.75617% | N/A | 0.53% | 250,000 |
| 36 | Mariner Clo 8 Ltd / Llc 6.85617% | N/A | 0.53% | 250,000 |
| 37 | Mountain View Clo Xvii Ltd / M FRN 8.32856% | N/A | 0.53% | 250,000 |
| 38 | Neuberger Berman CLO XVI-S LTD/LLC 6.63017% | N/A | 0.53% | 250,000 |
| 39 | NORTHWOODS CAPITAL 22 LTD 7.03297% | N/A | 0.53% | 250,000 |
| 40 | OAKTREE CLO LTD 6.74017% | N/A | 0.53% | 250,000 |
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| 41 | Park Avenue Institutional Advisers Clo Ltd/Llc 2017-1 6.80814% | N/A | 0.53% | 250,000 |
| 42 | Ppm Clo 5 Ltd/Llc 6.78854% | N/A | 0.53% | 250,000 |
| 43 | Sound Point CLO XXII Ltd/LLC 6.66617% | N/A | 0.53% | 250,000 |
| 44 | TRINITAS CLO XX LTD 6.85456% | N/A | 0.53% | 250,000 |
| 45 | Ubs Coml Mtg Tr 2017 3.301% | N/A | 0.53% | 273,308 |
| 46 | Wells Fargo & Co. 5.574% | N/A | 0.53% | 250,000 |
| 47 | Commercial Mortgage Trust 2015-Dc1 3.35% | N/A | 0.52% | 250,000 |
| 48 | Morgan Stanley Capital I Trust 2011-C2 3.809% | N/A | 0.51% | 250,000 |
| 49 | Federal Home Loan Mortgage Corp. 5.5% | N/A | 0.50% | 244,516 |
| 50 | Federal National Mortgage Association 4.5% | N/A | 0.50% | 253,844 |
