| 10 Year Treasury Note Future Sept 25
| - | 22.90% | - | - | 46,070 |
| Federal National Mortgage Association 6%
| - | 12.25% | - | - | 2,722,778,000 |
| Federal National Mortgage Association 6.5%
| - | 11.79% | - | - | 2,578,825,000 |
| Federal National Mortgage Association 5.5%
| - | 11.36% | - | - | 2,565,725,000 |
| United States Treasury Bonds 4.625%
| - | 6.84% | - | - | 1,585,300,000 |
| Federal National Mortgage Association 5%
| - | 5.11% | - | - | 1,178,135,000 |
| Federal National Mortgage Association 4%
| - | 3.80% | - | - | 921,450,000 |
| Federal National Mortgage Association 3.5%
| - | 3.56% | - | - | 892,694,000 |
| Low Sulphur Gas Oil Futures Sept25
| - | 3.51% | - | - | 6,214 |
| Jamestown Residential 2024-1 DAC 3.261%
| - | 2.24% | - | - | 429,465,192 |