| 1 | 857492706857492706State Street Global Advisors | State Street Global Advisors | 21.05% | 2.10M | $2.10M |
| 2 | 01F05064301F050643UMBS, TBA | UMBS, TBA | 9.54% | 963.40K | $950.03K |
| 3 | 01F03264101F032641UMBS, TBA | UMBS, TBA | 4.14% | 450.00K | $412.49K |
| 4 | 361728AA6361728AA6GITSIT Mortgage Loan Trust | GITSIT Mortgage Loan Trust | 4.02% | 402.55K | $400.11K |
| 5 | 79582CAA179582CAA1Saluda Grade Alternative Mortgage Trust | Saluda Grade Alternative Mortgage Trust | 3.79% | 379.38K | $377.07K |
| 6 | 40446AAA340446AAA3HTAP Trust | HTAP Trust | 3.62% | 359.44K | $360.79K |
| 7 | 281916AE6281916AE6Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | 3.43% | 343.82K | $341.92K |
| 8 | 01F04064401F040644UMBS, TBA | UMBS, TBA | 3.08% | 325.00K | $306.65K |
| 9 | 55820FAL255820FAL2Madison Park Funding Ltd | Madison Park Funding Ltd | 3.00% | 300.00K | $298.71K |
| 10 | 034952AC5034952AC5Angel Oak Mortgage Trust | Angel Oak Mortgage Trust | 2.91% | 291.45K | $289.44K |
| 11 | 01F03064501F030645UMBS, TBA | UMBS, TBA | 2.65% | 300.00K | $263.45K |
| 12 | 38140AAC238140AAC2GoldenTree Loan Management US CLO1, LTD | GoldenTree Loan Management US CLO1, LTD | 2.51% | 250.00K | $249.38K |
| 13 | 31427SF3731427SF37Freddie Mac | Freddie Mac | 2.49% | 250.00K | $247.55K |
| 14 | 00287YEE500287YEE5ABBVIE INC | ABBVIE INC | 2.48% | 250.00K | $246.40K |
| 15 | 38381USC738381USC7Government National Mortgage Association | Government National Mortgage Association | 2.47% | 244.60K | $245.44K |
| 16 | 3140W4NV53140W4NV5Fannie Mae | Fannie Mae | 2.43% | 244.28K | $241.92K |
| 17 | 31427SBG231427SBG2Freddie Mac | Freddie Mac | 2.43% | 250.00K | $241.79K |
| 18 | 31427SF5231427SF52Freddie Mac | Freddie Mac | 2.43% | 250.00K | $241.69K |
| 19 | 3140AXYA93140AXYA9Fannie Mae | Fannie Mae | 1.99% | 193.19K | $198.25K |
| 20 | 31418EJ5031418EJ50Fannie Mae | Fannie Mae | 1.88% | 197.95K | $187.55K |