| 10 Year Treasury Note Future June 26
| - | 9.33% | - | - | 144 |
| United States Treasury Notes 4%
| - | 2.74% | - | - | 4,730,000 |
| RCKT MORTGAGE TRUST 2021-5 2.5%
| - | 2.06% | - | - | 4,217,577 |
| Federal Home Loan Mortgage Corp. 2%
| - | 2.05% | - | - | 4,333,010 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.96% | - | - | 4,148,508 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.67% | - | - | 3,507,154 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.63% | - | - | 3,446,228 |
| Federal National Mortgage Association 2%
| - | 1.55% | - | - | 3,278,700 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 1.31% | - | - | 2,625,447 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.95% | - | - | 1,838,177 |