| Federal National Mortgage Association 2.5%
| - | 7.25% | - | - | 2,269,000 |
| Federal National Mortgage Association 2%
| - | 5.44% | - | - | 1,779,000 |
| Federal National Mortgage Association 3%
| - | 4.46% | - | - | 1,337,000 |
| Government National Mortgage Association 2%
| - | 2.93% | - | - | 938,000 |
| Federal National Mortgage Association 3.5%
| - | 2.73% | - | - | 786,000 |
| Government National Mortgage Association 2.5%
| - | 2.51% | - | - | 772,000 |
| Government National Mortgage Association 5%
| - | 2.39% | - | - | 645,000 |
| 5 Year Treasury Note Future June 26
| - | 2.03% | - | - | 5 |
| Government National Mortgage Association 5.5%
| - | 1.93% | - | - | 517,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.88% | - | - | 499,613 |