| United States Treasury Notes 4.625%
| - | 15.41% | - | - | 2,470,000 |
| Federal National Mortgage Association 2.5%
| - | 2.97% | - | - | 567,246 |
| Federal National Mortgage Association 3.11538%
| - | 2.68% | - | - | 500,000 |
| United States Treasury Bills 0.11538%
| - | 1.97% | - | - | 330,000 |
| Federal Home Loan Mortgage Corp. 0.02439%
| - | 1.81% | - | - | 340,576 |
| Government National Mortgage Association 2.5%
| - | 1.57% | - | - | 300,000 |
| Antares Clo 2018-1 Ltd/ Llc 0.10526%
| - | 1.50% | - | - | 250,000 |
| United States Treasury Bonds 4.75%
| - | 1.49% | - | - | 240,000 |
| Federal National Mortgage Association 5.5%
| - | 1.42% | - | - | 231,870 |
| Federal Home Loan Mortgage Corp. 0.01887%
| - | 1.36% | - | - | 219,961 |