| 5 Year Treasury Note Future Sept 25
| - | 11.96% | - | - | 694,700,000 |
| Federal National Mortgage Association 6%
| - | 8.10% | - | - | 503,200,000 |
| 2 Year Treasury Note Future Sept 25
| - | 7.08% | - | - | 429,000,000 |
| Federal National Mortgage Association 6.5%
| - | 6.73% | - | - | 410,400,000 |
| Federal National Mortgage Association 4.5%
| - | 5.21% | - | - | 346,500,000 |
| Federal National Mortgage Association 6.5%
| - | 4.78% | - | - | 291,250,000 |
| Federal National Mortgage Association 5%
| - | 4.39% | - | - | 284,825,000 |
| Federal National Mortgage Association 6%
| - | 3.66% | - | - | 227,245,000 |
| 10 Year Treasury Note Future Sept 25
| - | 2.42% | - | - | 137,400,000 |
| Ultra 10 Year US Treasury Note Future Sept 25
| - | 2.21% | - | - | 123,400,000 |