| FANNIE MAE POOL 3.5 25SEP42 TBA | 16.38 | 11,900,000.00 |
| UNITED STS TREAS BILLS 0.0 19SEP24 | 11.15 | 7,500,000.00 |
| UNITED STS TREAS BILLS 0.0 29OCT24 | 5.03 | 3,400,000.00 |
| FANNIE MAE POOL 6.0 25SEP41 TBA | 4.58 | 3,000,000.00 |
| MEXICO(UTD 10 GTD SNR 05/12/2024 M | 3.91 | 50,600,000.00 |
| ANNALY CAP COM USD0.01(POST REV SPL | 2.80 | 93,200.00 |
| AGNC INV C COM USD0.01 | 2.74 | 180,000.00 |
| AZUL INVESTMENTS LLP 5.875 26OCT24 | 2.49 | 1,800,000.00 |
| OCTANE RECEIVABLES 0.0 20DEC29 144A | 2.33 | 12,121.00 |
| NEW ECONOMY ASSET 2.41 20OCT61 144A | 2.33 | 1,750,000.00 |
