| 10 Year Treasury Note Future June 26
| - | 13.60% | - | - | 148 |
| 5 Year Treasury Note Future June 26
| - | 11.51% | - | - | 130 |
| Federal National Mortgage Association 6%
| - | 2.69% | - | - | 3,280,591 |
| Fnma Pass-Thru I 4.5%
| - | 2.63% | - | - | 3,310,026 |
| Federal National Mortgage Association 5%
| - | 2.58% | - | - | 3,190,168 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.92% | - | - | 2,361,186 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.68% | - | - | 2,522,784 |
| Federal National Mortgage Association 4%
| - | 1.68% | - | - | 2,151,653 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.6%
| - | 1.64% | - | - | 2,000,000 |
| US Treasury Bond Future June 26
| - | 1.63% | - | - | 17 |