| United States Treasury Notes 4.625%
| - | 14.70% | - | - | 2,340,000 |
| Federal National Mortgage Association 2.5%
| - | 1.84% | - | - | 348,969 |
| Federal National Mortgage Association 5.19231%
| - | 1.82% | - | - | 300,000 |
| Federal Home Loan Mortgage Corp. 0.02439%
| - | 1.80% | - | - | 336,553 |
| Government National Mortgage Association 3.19231%
| - | 1.64% | - | - | 300,000 |
| Federal National Mortgage Association 3.19231%
| - | 1.62% | - | - | 300,000 |
| Government National Mortgage Association 2.5%
| - | 1.58% | - | - | 300,000 |
| Antares Clo 2018-1 Ltd/ Llc 0.10526%
| - | 1.52% | - | - | 250,000 |
| United States Treasury Bonds 4.75%
| - | 1.48% | - | - | 240,000 |
| Federal National Mortgage Association 5.5%
| - | 1.39% | - | - | 224,642 |