Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 87266M107 | 87266M107 | TPG RE Finance Trust Inc. | 10300.0 | 74778.0 | CORP | Long | |
| 00123Q104 | 00123Q104 | Agnc Investment Corp | 8010.0 | 80740.8 | CORP | Long | |
| 92206C771 | 92206C771 | Vanguard Scottsdal | 14510.0 | 675440.5 | RF | Long | |
| 48251K100 | 48251K100 | KKR Real Estate Finance Trust Inc. | 6040.0 | 68795.6 | CORP | Long | |
| 62827P436 | 62827P436 | Mutual Fund Series Trust | 32962.644 | 309848.85 | RF | Long | |
| 92206C870 | 92206C870 | Vanguard Scottsdal | 1700.0 | 136374.0 | RF | Long | |
| N/A | N/A | CME GLOBEX | -2.0 | 5210.59 | CORP | Short | |
| 035710839 | 035710839 | Annaly Capital Management, Inc. | 4235.0 | 80930.85 | CORP | Long | |
| 464288588 | 464288588 | Ishares Trust | 9525.0 | 902303.25 | RF | Long | |
| 31846V211 | 31846V211 | First American Funds Inc. | 1374014.17 | 1374014.17 | RF | Long | |
| 55272X607 | 55272X607 | MFA Financial Inc. | 8109.0 | 80441.28 | CORP | Long | |
| 758075402 | 758075402 | Redwood Trust Inc | 11420.0 | 76970.8 | CORP | Long | |
| N/A | N/A | CBOE FUTURES EXCHANGE | -16.0 | 26482.8 | CORP | Short | |
| N/A | N/A | ICE FUTURES U.S. | 13.0 | 10483.2 | CORP | Long | |
| N/A | N/A | OSAKA EXCHANGE | 1.0 | -3931.41 | CORP | Long | |
| 628255432 | 628255432 | Mutual Fd & Var Ins Tr | 17150.892 | 314890.38 | RF | Long | |
| 505743104 | 505743104 | Ladder Capital Corporation | 7670.0 | 72481.5 | CORP | Long | |
| 70931T103 | 70931T103 | PennyMac Mortgage Investment Trust | 6570.0 | 81008.1 | CORP | Long | |
| 038923108 | 038923108 | Arbor Realty Trust, Inc. | 5710.0 | 65607.9 | CORP | Long | |
| 38741L107 | 38741L107 | Granite Point Mortgage Trust Inc | 14730.0 | 73060.8 | CORP | Long | |
| 92206C409 | 92206C409 | Vanguard Scottsdal | 1760.0 | 134164.8 | RF | Long | |
| 90187B804 | 90187B804 | Two Harbors Investment Corp. | 5280.0 | 77668.8 | CORP | Long | |
| 85571B105 | 85571B105 | Starwood Property Trust, Inc. | 4430.0 | 78366.7 | CORP | Long | |
| N/A | N/A | COMMODITIES EXCHANGE CENTER | 2.0 | -5040.0 | CORP | Long | |
| 41068X100 | 41068X100 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 2730.0 | 78078.0 | CORP | Long | |
| N/A | N/A | NEW YORK MERCANTILE EXCHANGE | -4.0 | 8411.34 | CORP | Short | |
| 649604840 | 649604840 | New York Mortgage Trust, Inc. | 8290.0 | 82568.4 | CORP | Long | |
| 64828T201 | 64828T201 | Rithm Capital Corp. | 9460.0 | 75680.0 | CORP | Long | |
| N/A | N/A | CME GLOBEX | -3.0 | -5265.0 | CORP | Short | |
| 35243J101 | 35243J101 | Franklin Bsp Realty Trust Inc | 6360.0 | 75874.8 | CORP | Long | |
| 464288646 | 464288646 | Ishares Trust | 2650.0 | 133931.0 | RF | Long | |
| N/A | N/A | CBOE FUTURES EXCHANGE | 6.0 | -5409.0 | CORP | Long | |
| 46435G102 | 46435G102 | Ishares Trust | 3610.0 | 262158.2 | RF | Long | |
| 65341D102 | 65341D102 | Nexpoint Residential Trust Inc | 1810.0 | 79042.7 | CORP | Long | |
| 09257W100 | 09257W100 | Blackstone Mortgage Trust, Inc | 4130.0 | 73720.5 | CORP | Long |