| 1 | Usd Forward Cash/Ccy Contract Purchased | N/A | 4.05% | 952,481 |
| 2 | Mexico (United Mexican States) | N/A | 3.82% | 21,530,000 |
| 3 | Federal National Mortgage Association | N/A | 1.79% | 500,000 |
| 4 | United States Treasury Bonds | N/A | 1.74% | 380,000 |
| 5 | Mexico (United Mexican States) | N/A | 1.57% | 450,000 |
| 6 | Federal National Mortgage Association | N/A | 1.49% | 400,000 |
|
| 7 | Federal Home Loan Mortgage Corp. | N/A | 1.44% | 392,692 |
| 8 | Government National Mortgage Association | N/A | 1.38% | 366,903 |
| 9 | Federal National Mortgage Association | N/A | 1.37% | 400,000 |
| 10 | United States Treasury Notes | N/A | 1.34% | 300,000 |
| 11 | HALSEYPOINT CLO I LTD | N/A | 1.31% | 300,000 |
| 12 | Federal National Mortgage Association | N/A | 1.28% | 300,000 |
| 13 | Brl Forward Cash/Ccy Contract | N/A | 1.21% | 1,612,636 |
| 14 | United States Treasury Notes | N/A | 1.21% | 280,000 |
| 15 | ALLEGANY PARK CLO LTD | N/A | 1.08% | 250,000 |
| 16 | South Africa (Republic of) | N/A | 1.08% | 6,310,000 |
| 17 | UBS Group AG | N/A | 1.05% | 250,000 |
| 18 | Colombia (Republic Of) | N/A | 1.04% | 330,000 |
| 19 | Cooperatieve Rabobank U.A. | N/A | 1.04% | 250,000 |
| 20 | Secretaria Tesouro Nacional | N/A | 1.02% | 1,384,000 |
| 21 | UBS MARGIN USD | N/A | 1.00% | 235,190 |
| 22 | United States Treasury Notes | N/A | 1.00% | 240,000 |
| 23 | Nissan Motor Co Ltd. | N/A | 0.99% | 240,000 |
| 24 | Bank of America Corp. | N/A | 0.91% | 240,000 |
| 25 | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1 | N/A | 0.84% | 240,000 |
| 26 | Federal National Mortgage Association | N/A | 0.84% | 200,000 |
| 27 | Government National Mortgage Association | N/A | 0.83% | 223,711 |
| 28 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | N/A | 0.82% | 200,000 |
| 29 | Federal National Mortgage Association | N/A | 0.82% | 200,000 |
| 30 | UBS MARGIN USD | N/A | 0.82% | 194,019 |
| 31 | Sands China Ltd. | N/A | 0.80% | 200,000 |
| 32 | Ford Motor Credit Company LLC | N/A | 0.79% | 200,000 |
| 33 | Fnma Pass-Thru I | N/A | 0.78% | 178,003 |
| 34 | Federal National Mortgage Association | N/A | 0.77% | 200,000 |
| 35 | Inr Forward Cash/Ccy Contract Purchased | N/A | 0.69% | 13,702,535 |
| 36 | Strctrd Asset Invt | N/A | 0.69% | 167,667 |
| 37 | Teva Pharmaceutical Finance Netherlands III B.V. | N/A | 0.69% | 170,000 |
| 38 | United States Treasury Notes | N/A | 0.69% | 160,000 |
| 39 | Government National Mortgage Association | N/A | 0.68% | 184,302 |
| 40 | Fnma Pass-Thru I | N/A | 0.67% | 184,637 |
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| 41 | Loanpal Solar Ln 2021-2 Ltd / LLC. | N/A | 0.67% | 203,630 |
| 42 | Federal Home Loan Mortgage Corp. | N/A | 0.63% | 165,631 |
| 43 | Federal Home Loan Mortgage Corp. | N/A | 0.60% | 164,658 |
| 44 | NADG NNN NAPERVILLE LP | N/A | 0.60% | 144,034 |
| 45 | Prosus NV | N/A | 0.60% | 200,000 |
| 46 | Future on 10 Year Treasury Note | N/A | 0.59% | 71 |
| 47 | CSMC TRUST | N/A | 0.58% | 156,966 |
| 48 | Government National Mortgage Association | N/A | 0.56% | 139,979 |
| 49 | Jpy Forward Cash/Ccy Contract Purchased | N/A | 0.56% | 19,686,944 |
| 50 | Fnma Pass-Thru I | N/A | 0.54% | 147,647 |
