| United States Treasury Notes 4.625%
| - | 15.56% | - | - | 2,470,000 |
| Federal National Mortgage Association 2.5%
| - | 3.06% | - | - | 582,262 |
| Federal National Mortgage Association 3.07692%
| - | 2.70% | - | - | 500,000 |
| Federal National Mortgage Association 5.07692%
| - | 1.83% | - | - | 300,000 |
| Federal Home Loan Mortgage Corp. 0.02439%
| - | 1.82% | - | - | 346,518 |
| Government National Mortgage Association 4.5%
| - | 1.79% | - | - | 300,000 |
| Antares Clo 2018-1 Ltd/ Llc 0.10526%
| - | 1.52% | - | - | 250,000 |
| United States Treasury Bonds 4.75%
| - | 1.49% | - | - | 240,000 |
| Federal National Mortgage Association 5.5%
| - | 1.44% | - | - | 232,194 |
| Federal Home Loan Mortgage Corp. 0.01887%
| - | 1.43% | - | - | 229,315 |