| 5 Year Treasury Note Future Mar 26
| - | 8.44% | - | - | 185 |
| 10 Year Treasury Note Future Mar 26
| - | 4.61% | - | - | 98 |
| 2 Year Treasury Note Future June 26
| - | 3.39% | - | - | 39 |
| 2 Year Treasury Note Future Mar 26
| - | 3.30% | - | - | 38 |
| 5 Year Treasury Note Future June 26
| - | 2.51% | - | - | 55 |
| 10 Year Treasury Note Future June 26
| - | 2.26% | - | - | 48 |
| KINETIC ABS ISSUER LLC 7.653%
| - | 1.50% | - | - | 3,500,000 |
| New Residential Mortgage Loan Trust 7.48772%
| - | 1.47% | - | - | 3,545,000 |
| BBCMS Mortgage Trust 2020-C6 4.57901%
| - | 1.35% | - | - | 3,368,000 |
| GOLUB CAPITAL PARTNERS CLO 60(B) LT 9.66802%
| - | 1.26% | - | - | 3,000,000 |