| 5 Year Treasury Note Future Mar 26
| - | 12.57% | - | - | 950 |
| 10 Year Treasury Note Future Mar 26
| - | 11.68% | - | - | 858 |
| Federal National Mortgage Association 5%
| - | 10.74% | - | - | 88,965,000 |
| Federal National Mortgage Association 6%
| - | 10.57% | - | - | 85,000,000 |
| Federal National Mortgage Association 6.5%
| - | 8.32% | - | - | 66,077,053 |
| Federal National Mortgage Association 6%
| - | 7.05% | - | - | 56,710,000 |
| Federal National Mortgage Association 5.5%
| - | 3.78% | - | - | 30,825,000 |
| Federal National Mortgage Association 6.5%
| - | 3.57% | - | - | 28,372,947 |
| Government National Mortgage Association 6.5%
| - | 3.45% | - | - | 27,600,000 |
| Federal National Mortgage Association 4%
| - | 2.80% | - | - | 24,400,000 |