| 5 Year Treasury Note Future June 26
| - | 3.92% | - | - | 62 |
| COLT 2022-3 MORTGAGE LOAN TRUST 3.9%
| - | 3.04% | - | - | 5,315,854 |
| Federal Home Loan Mortgage Corp. 2%
| - | 2.42% | - | - | 5,051,699 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 2.20% | - | - | 4,409,282 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 1.96% | - | - | 3,911,408 |
| Federal Home Loan Mortgage Corp. 3%
| - | 1.93% | - | - | 3,722,096 |
| RCKT MORTGAGE TRUST 2021-5 2.5%
| - | 1.90% | - | - | 3,844,961 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.74% | - | - | 3,626,600 |
| Federal National Mortgage Association 6%
| - | 1.72% | - | - | 2,911,299 |
| Figre Trust 2023-HE1 6.36%
| - | 1.70% | - | - | 2,900,000 |