| Federal National Mortgage Association 5%
| - | 13.42% | - | - | 133,415,000 |
| 5 Year Treasury Note Future June 26
| - | 10.65% | - | - | 964 |
| 10 Year Treasury Note Future June 26
| - | 9.90% | - | - | 874 |
| Federal National Mortgage Association 6.5%
| - | 9.13% | - | - | 86,550,000 |
| Federal National Mortgage Association 6%
| - | 7.84% | - | - | 75,410,000 |
| Federal National Mortgage Association 6%
| - | 4.88% | - | - | 47,000,000 |
| Federal National Mortgage Association 4%
| - | 4.56% | - | - | 47,308,770 |
| Federal National Mortgage Association 5.5%
| - | 3.16% | - | - | 30,825,000 |
| Government National Mortgage Association 6.5%
| - | 2.94% | - | - | 27,800,000 |
| Federal National Mortgage Association 4%
| - | 2.69% | - | - | 28,000,000 |