| Ultra 10 Year US Treasury Note Future Sept 25
| - | 8.25% | - | - | 65 |
| 5 Year Treasury Note Future Sept 25
| - | 2.79% | - | - | 23 |
| 10 Year Treasury Note Future Sept 25
| - | 2.49% | - | - | 20 |
| 2 Year Treasury Note Future Sept 25
| - | 2.32% | - | - | 10 |
| Federal Home Loan Mortgage Corp. 5.40517%
| - | 1.56% | - | - | 1,400,000 |
| Federal National Mortgage Association 4.5%
| - | 1.54% | - | - | 1,396,594 |
| Federal Home Loan Mortgage Corp. 4%
| - | 1.52% | - | - | 1,443,900 |
| Federal National Mortgage Association 3%
| - | 1.52% | - | - | 1,549,987 |
| Federal National Mortgage Association 5.45517%
| - | 1.51% | - | - | 1,359,513 |
| Federal National Mortgage Association 4.5%
| - | 1.48% | - | - | 1,364,854 |