| Federal National Mortgage Association 5.5%
| - | 4.53% | - | - | 3,430,000 |
| 2 Year Treasury Note Future Sept 25
| - | 3.85% | - | - | 14 |
| Federal National Mortgage Association
| - | 3.54% | - | - | 2,726,832 |
| 5 Year Treasury Note Future Sept 25
| - | 3.45% | - | - | 24 |
| Government National Mortgage Association
| - | 2.39% | - | - | 2,223,396 |
| Federal National Mortgage Association
| - | 2.38% | - | - | 1,830,795 |
| Government National Mortgage Association 6.32%
| - | 2.28% | - | - | 1,700,000 |
| Government National Mortgage Association 5.5%
| - | 2.25% | - | - | 1,700,000 |
| Federal National Mortgage Association
| - | 2.03% | - | - | 1,766,713 |
| Us Long Bond(Cbt) Sep25
| - | 1.97% | - | - | 13 |