| 10 Year Treasury Note Future Mar 26
| - | 23.05% | - | - | 53,211 |
| Federal National Mortgage Association 5.5%
| - | 11.83% | - | - | 3,030,475,000 |
| Federal National Mortgage Association 6.5%
| - | 8.58% | - | - | 2,143,725,000 |
| Federal National Mortgage Association 6%
| - | 7.83% | - | - | 1,979,000,000 |
| Federal National Mortgage Association 5%
| - | 6.82% | - | - | 1,774,425,000 |
| United States Treasury Bonds 4.625%
| - | 5.91% | - | - | 1,585,300,000 |
| Federal National Mortgage Association 6%
| - | 5.49% | - | - | 1,388,925,000 |
| Federal National Mortgage Association 4%
| - | 4.23% | - | - | 1,157,800,000 |
| Federal National Mortgage Association 3.5%
| - | 3.17% | - | - | 892,694,000 |
| Federal National Mortgage Association 6.5%
| - | 2.76% | - | - | 689,600,000 |