| 5 Year Treasury Note Future June 26
| - | 15.81% | - | - | 495,000,000 |
| 2 Year Treasury Note Future June 26
| - | 3.52% | - | - | 115,200,000 |
| Federal National Mortgage Association 3.5%
| - | 1.93% | - | - | 71,400,000 |
| United States Treasury Notes 3.5%
| - | 1.79% | - | - | 61,964,000 |
| TCW Private Asset Income I
| - | 1.76% | - | - | 6,005,604 |
| Government National Mortgage Association 4%
| - | 1.36% | - | - | 49,100,000 |
| Federal National Mortgage Association 4.5%
| - | 1.19% | - | - | 41,825,000 |
| Federal Home Loan Mortgage Corp. 4%
| - | 1.16% | - | - | 41,611,134 |
| Federal National Mortgage Association 5.5%
| - | 1.16% | - | - | 39,100,000 |
| Federal National Mortgage Association 4%
| - | 1.04% | - | - | 37,425,000 |