| Federal National Mortgage Association 2%
| - | 1.15% | - | - | 1,947,084 |
| Euro Schatz Future Mar 26
| - | 1.11% | - | - | 12 |
| Federal National Mortgage Association 5.5%
| - | 0.83% | - | - | 1,147,167 |
| Federal National Mortgage Association 6%
| - | 0.81% | - | - | 1,109,962 |
| Federal National Mortgage Association 2.5%
| - | 0.78% | - | - | 1,264,985 |
| Federal National Mortgage Association 5%
| - | 0.62% | - | - | 875,568 |
| Federal National Mortgage Association 4%
| - | 0.58% | - | - | 840,223 |
| Federal National Mortgage Association 3%
| - | 0.56% | - | - | 868,127 |
| United Kingdom of Great Britain and Northern Ireland 4.125%
| - | 0.48% | - | - | 490,490 |
| Government National Mortgage Association 5.5%
| - | 0.46% | - | - | 638,693 |