| Federal National Mortgage Association 6%
| - | 17.57% | - | - | 2,140,603,062 |
| Federal National Mortgage Association 6.5%
| - | 15.52% | - | - | 1,866,150,000 |
| Ultra 10 Year US Treasury Note Future June 26
| - | 11.98% | - | - | 1,298,700,000 |
| Federal National Mortgage Association 5%
| - | 7.78% | - | - | 972,675,000 |
| Federal National Mortgage Association 4.5%
| - | 7.76% | - | - | 989,700,000 |
| 10 Year Treasury Note Future June 26
| - | 3.80% | - | - | 422,200,000 |
| United States Treasury Bonds 4.625%
| - | 2.12% | - | - | 268,900,000 |
| 5 Year Treasury Note Future June 26
| - | 2.06% | - | - | 235,300,000 |
| Ultra US Treasury Bond Future June 26
| - | 1.83% | - | - | 192,300,000 |
| Fin Fut Uk Gilt Ice 06/26/26
| - | 1.68% | - | - | 170,900,000 |