| U.S. Treasury Security Stripped Interest Security 0%
| - | 10.39% | - | - | 5,670,000 |
| PRKCM 2023-AFC1 TRUST 7.304%
| - | 2.75% | - | - | 556,613 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 2.53% | - | - | 1,120,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.98% | - | - | 1,050,000 |
| Federal Home Loan Mortgage Corp. 3%
| - | 1.84% | - | - | 425,191 |
| Government National Mortgage Association 3%
| - | 1.48% | - | - | 335,042 |
| United States Treasury Bonds 0.125%
| - | 1.40% | - | - | 534,617 |
| Federal National Mortgage Association 4.5%
| - | 1.19% | - | - | 250,658 |
| Federal National Mortgage Association 4%
| - | 1.16% | - | - | 249,395 |
| 10 Year Treasury Note Future June 26
| - | 1.09% | - | - | 200,000 |