| 1 | 2 Year Treasury Note Future Sept 24 | N/A | 15.70% | 2,754 |
| 2 | Morgan Stanley Instl Lqudty Trs Instl | N/A | 12.28% | 441,555,309 |
| 3 | Federal National Mortgage Association 3.5% | N/A | 4.30% | 172,402,000 |
| 4 | 5 Year Treasury Note Future Sept 24 | N/A | 4.19% | 1,404 |
| 5 | Federal National Mortgage Association 3% | N/A | 3.13% | 130,304,000 |
| 6 | United States Treasury Notes 4.625% | N/A | 2.26% | 81,000,000 |
|
| 7 | Fnma Pass-Thru I 4% | N/A | 2.19% | 82,397,338 |
| 8 | United States Treasury Notes 4.625% | N/A | 2.19% | 78,400,000 |
| 9 | Fnma Pass-Thru I 4% | N/A | 1.87% | 70,837,409 |
| 10 | Federal National Mortgage Association 4% | N/A | 1.81% | 69,982,000 |
| 11 | United States Treasury Notes 4.125% | N/A | 1.13% | 41,000,000 |
| 12 | Federal National Mortgage Association 3% | N/A | 1.11% | 42,434,445 |
| 13 | Fnma Pass-Thru I 4.5% | N/A | 1.10% | 40,235,559 |
| 14 | Federal Home Loan Mortgage Corp. 3% | N/A | 1.09% | 44,768,233 |
| 15 | Federal National Mortgage Association 3.5% | N/A | 0.99% | 38,959,059 |
| 16 | Federal National Mortgage Association 3% | N/A | 0.98% | 37,548,105 |
| 17 | Federal Home Loan Mortgage Corp. 5.79983% | N/A | 0.96% | 35,251,580 |
| 18 | Fnma Pass-Thru I 3.5% | N/A | 0.96% | 38,297,814 |
| 19 | Federal National Mortgage Association 4.5% | N/A | 0.90% | 33,795,000 |
| 20 | Federal Home Loan Mortgage Corp. 6% | N/A | 0.88% | 32,330,626 |
| 21 | Federal Home Loan Mortgage Corp. 2% | N/A | 0.86% | 33,585,831 |
| 22 | Fnma Pass-Thru I 3.5% | N/A | 0.86% | 33,451,317 |
| 23 | Federal Home Loan Mortgage Corp. 4% | N/A | 0.85% | 33,673,000 |
| 24 | Fnma Pass-Thru I 3.5% | N/A | 0.84% | 32,730,048 |
| 25 | Federal Home Loan Mortgage Corp. 2% | N/A | 0.83% | 32,910,637 |
| 26 | Freddie Mac Seasoned Credit Risk Transfer Trust 3.5% | N/A | 0.83% | 31,702,255 |
| 27 | Federal Home Loan Mortgage Corp. 3.5% | N/A | 0.82% | 32,889,846 |
| 28 | Federal National Mortgage Association 4.0511% | N/A | 0.74% | 27,950,710 |
| 29 | Government National Mortgage Association 3% | N/A | 0.73% | 34,017,434 |
| 30 | Federal Home Loan Mortgage Corp. 5.84983% | N/A | 0.72% | 26,750,569 |
| 31 | Federal National Mortgage Association 0% | N/A | 0.72% | 34,100,869 |
| 32 | Federal National Mortgage Association 3% | N/A | 0.69% | 28,424,296 |
| 33 | Fnma Pass-Thru I 3.5% | N/A | 0.63% | 24,819,744 |
| 34 | Federal Home Loan Mortgage Corp. 3.5% | N/A | 0.62% | 24,334,659 |
| 35 | Fnma Pass-Thru I 3.5% | N/A | 0.62% | 24,212,117 |
| 36 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0% | N/A | 0.60% | 26,357,616 |
| 37 | Federal National Mortgage Association 4% | N/A | 0.59% | 22,528,599 |
| 38 | Freddie Mac Seasoned Credit Risk Transfer Trust 2.5% | N/A | 0.56% | 22,389,362 |
| 39 | Federal National Mortgage Association 4% | N/A | 0.55% | 21,474,574 |
| 40 | Federal National Mortgage Association 4.0511% | N/A | 0.55% | 25,359,475 |
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| 41 | Freddie Mac Seasoned Credit Risk Transfer Trust 3.5% | N/A | 0.54% | 20,803,006 |
| 42 | Government National Mortgage Association 3.5% | N/A | 0.53% | 20,074,269 |
| 43 | Government National Mortgage Association 4% | N/A | 0.53% | 22,341,349 |
| 44 | Freddie Mac Seasoned Credit Risk Transfer Trust 3.5% | N/A | 0.52% | 20,199,238 |
| 45 | Government National Mortgage Association 2.5% | N/A | 0.52% | 25,843,071 |
| 46 | FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.63535% | N/A | 0.51% | 19,683,360 |
| 47 | Federal Home Loan Mortgage Corp. 2.25% | N/A | 0.51% | 20,788,964 |
| 48 | Federal Home Loan Mortgage Corp. 3.5% | N/A | 0.51% | 20,358,857 |
| 49 | Federal Home Loan Mortgage Corp. 3% | N/A | 0.50% | 20,285,748 |
| 50 | Federal National Mortgage Association 4.5% | N/A | 0.50% | 18,528,415 |
