| 1 | 61747C70761747C707Morgan Stanley & Co. LLC | Morgan Stanley & Co. LLC | 6.58% | 185.33M | $185.33M |
| 2 | 91282CJK891282CJK8United States Treasury | United States Treasury | 3.87% | 108.55M | $109.11M |
| 3 | 01F05264901F052649UMBS, TBA | UMBS, TBA | 3.66% | 102.73M | $103.17M |
| 4 | 01F05264901F052649UMBS, TBA | UMBS, TBA | −3.66% | −102.73M | −$103.17M |
| 5 | 01F05265601F052656UMBS, TBA | UMBS, TBA | −3.66% | −102.73M | −$103.03M |
| 6 | 9128283F59128283F5United States Treasury | United States Treasury | 3.02% | 87.21M | $85.06M |
| 7 | S000005150-6S000005150-6Eurex Deutschland | Eurex Deutschland | −1.75% | −340.00 | −$56.96M |
| 8 | 46647PDX146647PDX1JPMORGAN CHASE & CO | JPMORGAN CHASE & CO | 1.28% | 34.67M | $36.03M |
| 9 | 060505GQ1060505GQ1BANK OF AMERICA CORP | BANK OF AMERICA CORP | 1.16% | 33.03M | $32.62M |
| 10 | DK0009548372DK0009548372NYKREDIT REALKREDIT A/S | NYKREDIT REALKREDIT A/S | 1.11% | 213.57M | $4.83M |
| 11 | 01F05064301F050643UMBS, TBA | UMBS, TBA | 0.95% | 27.15M | $26.76M |
| 12 | 91282CKT791282CKT7United States Treasury | United States Treasury | 0.90% | 25.00M | $25.49M |
| 13 | 06051GKP306051GKP3BANK OF AMERICA CORP | BANK OF AMERICA CORP | 0.80% | 22.58M | $22.56M |
| 14 | 3132DWN823132DWN82Freddie Mac | Freddie Mac | 0.73% | 20.57M | $20.69M |
| 15 | 3132DWNJ83132DWNJ8Freddie Mac | Freddie Mac | 0.72% | 20.27M | $20.41M |
| 16 | 31418FED531418FED5Fannie Mae | Fannie Mae | 0.72% | 20.11M | $20.24M |
| 17 | 31418FGY731418FGY7Fannie Mae | Fannie Mae | 0.71% | 19.97M | $20.08M |
| 18 | 3142J6BT93142J6BT9Freddie Mac | Freddie Mac | 0.69% | 19.25M | $19.34M |
| 19 | 78017DAM078017DAM0ROYAL BANK OF CANADA | ROYAL BANK OF CANADA | 0.62% | 17.51M | $17.48M |
| 20 | 14856VAA514856VAA5Castlelake Aircraft Securitization Trust | Castlelake Aircraft Securitization Trust | 0.62% | 17.27M | $17.42M |