| 5 Year Treasury Note Future Sept 26
| - | 3.95% | - | - | 55 |
| SEQUOIA MORTGAGE TRUST 2023-4 5.64%
| - | 2.62% | - | - | 4,067,167 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 2.26% | - | - | 3,770,388 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 2.17% | - | - | 3,799,824 |
| RCKT MORTGAGE TRUST 2021-5 2.5%
| - | 2.09% | - | - | 3,766,596 |
| Federal National Mortgage Association 2%
| - | 1.92% | - | - | 3,300,802 |
| GS Mortgage-Backed Securities Trust 2020-Pj2 4.11%
| - | 1.92% | - | - | 3,000,000 |
| Federal National Mortgage Association 2%
| - | 1.72% | - | - | 3,177,692 |
| Federal Home Loan Mortgage Corp. 6%
| - | 1.68% | - | - | 2,431,782 |
| Federal National Mortgage Association 2%
| - | 1.64% | - | - | 2,820,992 |