| 5 Year Treasury Note Future June 26
| - | 17.01% | - | - | 553,600,000 |
| Federal National Mortgage Association 4.5%
| - | 2.52% | - | - | 91,425,000 |
| Federal National Mortgage Association 4%
| - | 2.37% | - | - | 88,400,000 |
| TCW Central Cash Cash Management
| - | 2.26% | - | - | 79,700,997 |
| Federal National Mortgage Association 3.5%
| - | 1.94% | - | - | 74,475,000 |
| TCW Private Asset Income I
| - | 1.70% | - | - | 5,995,430 |
| Government National Mortgage Association 4%
| - | 1.39% | - | - | 52,200,000 |
| Federal National Mortgage Association 5.5%
| - | 1.12% | - | - | 39,100,000 |
| Federal Home Loan Mortgage Corp. 4%
| - | 1.11% | - | - | 41,284,114 |
| Federal National Mortgage Association 5%
| - | 0.98% | - | - | 34,800,000 |