| 10 Year Treasury Note Future Mar 26
| - | 13.87% | - | - | 152 |
| 5 Year Treasury Note Future Mar 26
| - | 10.20% | - | - | 115 |
| Federal National Mortgage Association 6%
| - | 2.85% | - | - | 3,409,186 |
| Fnma Pass-Thru I 4.5%
| - | 2.69% | - | - | 3,329,737 |
| Federal National Mortgage Association 5%
| - | 2.64% | - | - | 3,216,573 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.99% | - | - | 2,401,639 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.70% | - | - | 2,535,469 |
| Federal National Mortgage Association 4%
| - | 1.69% | - | - | 2,155,343 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.6%
| - | 1.66% | - | - | 2,000,000 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.58%
| - | 1.65% | - | - | 2,000,000 |