| United States Treasury Notes 4.06667%
| - | 9.30% | - | - | 1,398,000 |
| Federal National Mortgage Association 5.5%
| - | 6.21% | - | - | 930,000 |
| Government National Mortgage Association 5.5%
| - | 2.00% | - | - | 300,000 |
| CIFC FUNDING 2022-IV LTD 0.2%
| - | 1.98% | - | - | 300,000 |
| Trinitas Clo Xvii Ltd / Trinitas Clo FRN
| - | 1.98% | - | - | 300,000 |
| Rockford Tower Clo 2021-2 Ltd / Rockford Tower Clo 2021-2 Llc 0.20588%
| - | 1.98% | - | - | 300,000 |
| NORTHWOOD CAPITAL 25 LIMITED 0.20588%
| - | 1.98% | - | - | 300,000 |
| Solstice Advanced Materials Inc. 5.625%
| - | 1.76% | - | - | 265,000 |
| Brazil (Federative Republic) 8.25%
| - | 1.14% | - | - | 150,000 |
| Turkey (Republic of) 11.875%
| - | 1.14% | - | - | 140,000 |