| United States Treasury Notes 4.625%
| - | 14.81% | - | - | 2,340,000 |
| Federal National Mortgage Association 2.5%
| - | 2.98% | - | - | 565,911 |
| Federal National Mortgage Association 3.15385%
| - | 2.70% | - | - | 500,000 |
| Federal National Mortgage Association 6.15385%
| - | 1.88% | - | - | 300,000 |
| Federal Home Loan Mortgage Corp. 0.02439%
| - | 1.82% | - | - | 338,680 |
| Government National Mortgage Association 2.5%
| - | 1.58% | - | - | 300,000 |
| Antares Clo 2018-1 Ltd/ Llc 0.10526%
| - | 1.53% | - | - | 250,000 |
| United States Treasury Bonds 4.75%
| - | 1.48% | - | - | 240,000 |
| Federal National Mortgage Association 5.5%
| - | 1.44% | - | - | 231,485 |
| Federal Home Loan Mortgage Corp. 0.01887%
| - | 1.38% | - | - | 219,634 |