| United States Treasury Bonds 2.25%
| - | 6.01% | - | - | 1,170,000 |
| United States Treasury Notes 3.5%
| - | 5.50% | - | - | 675,000 |
| United States Treasury Notes 3.375%
| - | 3.02% | - | - | 375,000 |
| SYMPHONY CLO LTD
| - | 2.25% | - | - | 264,130 |
| United States Treasury Notes 3.875%
| - | 2.01% | - | - | 244,000 |
| United States Treasury Notes 3.625%
| - | 1.68% | - | - | 200,000 |
| Government National Mortgage Association 6%
| - | 1.51% | - | - | 175,000 |
| United States Treasury Notes 4.375%
| - | 1.42% | - | - | 164,000 |
| Federal National Mortgage Association 2%
| - | 1.34% | - | - | 200,000 |
| Allegro CLO XV Ltd. 0.10526%
| - | 1.28% | - | - | 150,000 |