| 10 Year Treasury Note Future June 26
| - | 22.40% | - | - | 54,610 |
| Federal National Mortgage Association 5%
| - | 9.71% | - | - | 2,666,425,000 |
| Federal National Mortgage Association 5.5%
| - | 9.21% | - | - | 2,484,275,000 |
| Federal National Mortgage Association 6.5%
| - | 7.14% | - | - | 1,869,372,004 |
| Federal National Mortgage Association 6%
| - | 5.81% | - | - | 1,543,625,000 |
| United States Treasury Bonds 4.625%
| - | 5.59% | - | - | 1,585,300,000 |
| United States Treasury Bonds 4.75%
| - | 4.08% | - | - | 1,131,017,000 |
| Federal National Mortgage Association 6%
| - | 3.20% | - | - | 852,000,000 |
| Federal National Mortgage Association 3.5%
| - | 2.98% | - | - | 881,000,000 |
| Federal National Mortgage Association 4%
| - | 2.69% | - | - | 772,575,791 |