| United States Treasury Notes 4.625%
| - | 13.46% | - | - | 2,140,000 |
| Federal National Mortgage Association 3.26923%
| - | 2.16% | - | - | 400,000 |
| Federal National Mortgage Association 2.5%
| - | 1.84% | - | - | 347,243 |
| Federal National Mortgage Association 5.26923%
| - | 1.82% | - | - | 300,000 |
| Federal Home Loan Mortgage Corp. 0.02439%
| - | 1.77% | - | - | 329,719 |
| Government National Mortgage Association 3.23077%
| - | 1.65% | - | - | 300,000 |
| Government National Mortgage Association 2.5%
| - | 1.59% | - | - | 300,000 |
| ALLY BANK AUTO CREDIT LINKED 24-A 0.08824%
| - | 1.54% | - | - | 250,000 |
| Antares Clo 2018-1 Ltd/ Llc 0.10526%
| - | 1.54% | - | - | 250,000 |
| United States Treasury Bonds 4.75%
| - | 1.48% | - | - | 240,000 |