| 10 Year Treasury Note Future June 26
| - | 12.87% | - | - | 148 |
| 5 Year Treasury Note Future June 26
| - | 11.03% | - | - | 130 |
| Fnma Pass-Thru I 4.5%
| - | 2.52% | - | - | 3,286,372 |
| Federal National Mortgage Association 6%
| - | 2.50% | - | - | 3,101,163 |
| Federal National Mortgage Association 5%
| - | 2.49% | - | - | 3,167,275 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.83% | - | - | 2,297,747 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.61% | - | - | 2,510,766 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.6%
| - | 1.59% | - | - | 2,000,000 |
| Federal National Mortgage Association 4%
| - | 1.58% | - | - | 2,113,241 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4.58%
| - | 1.58% | - | - | 2,000,000 |