|
10YR US TREASURY NOTE FUTURES SEP1, 09/21/2010
|
3TY
|
-2.84
|
|
2YR US TREASURY NOTE FUTURES SEPT, 09/30/2010
|
3TU
|
-2.50
|
|
30YR US TREASURY BOND FUTURES SEP1, 09/21/2010
|
3US
|
0.08
|
|
5YR US TREASURY NOTE FUTURES SEP1, 09/30/2010
|
3FV
|
9.18
|
|
CITIBANK NA 12/1, 12/28/2012
|
|
2.92
|
|
FED HM LN PC POOL 1G2524, 10/01/2036
|
|
0.35
|
|
FED HM LN PC POOL 1J0840, 01/01/2038
|
|
0.19
|
|
FED HM LN PC POOL A77205, 05/01/2038
|
|
1.44
|
|
FED HM LN PC POOL A79003, 07/01/2038
|
|
2.04
|
|
FED HM LN PC POOL A89879, 11/01/2039
|
|
0.50
|
|
FED HM LN PC POOL A90763, 01/01/2040
|
|
1.76
|
|
FED HM LN PC POOL C27643, 06/01/2029
|
|
0.01
|
|
FED HM LN PC POOL C28195, 06/01/2029
|
|
0.01
|
|
FED HM LN PC POOL C31355, 09/01/2029
|
|
0.00
|
|
FED HM LN PC POOL G04176, 05/01/2038
|
|
1.27
|
|
FED HM LN PC POOL G05087, 01/01/2037
|
|
0.41
|
|
FED HM LN PC POOL G05631, 05/01/2035
|
|
0.10
|
|
FED HM LN PC POOL G05639 09/3, 08/01/2032
|
|
0.05
|
|
FED HM LN PC POOL G05640, 08/01/2031
|
|
0.06
|
|
FED HM LN PC POOL G05774, 01/01/2040
|
|
1.83
|
|
FEDERAL HOME LN MTG SER, 01/15/2019
|
|
0.73
|
|
FEDERAL HOME LN MTG CORP 2603, 07/15/2014
|
|
0.33
|
|
FEDERAL HOME LN MTG CORP SER, 06/15/2019
|
|
0.11
|
|
FEDERAL HOME LN MTG CORP SER, 03/15/2036
|
|
1.11
|
|
FEDERAL HOME LN MTG CORP SER, 06/15/2022
|
|
0.35
|
|
FEDERAL NATL MTG ASSN PREA, 11/25/2010
|
|
0.24
|
|
FEDERAL NATL MTG ASSN PRES, 07/25/2022
|
|
0.26
|
|
FHLMC TBA JUL 30 GOLD SINGLE, 12/01/2099
|
|
0.10
|
|
FHR 03/3, 03/15/2036
|
|
1.27
|
|
FHR 2545 LA 05/1, 05/15/2017
|
|
0.75
|
|
FHR 2575 DW 07/1, 07/15/2017
|
|
0.85
|
|
FHR 2579 MW 09/1, 09/15/2017
|
|
0.94
|
|
FHR 2587 KE 09/1, 09/15/2017
|
|
0.71
|
|
FHR 3331 AF 06/3, 06/15/2037
|
|
1.42
|
|
FHR 3605 BF 11/3, 11/15/2039
|
|
0.67
|
|
FINANCING CORP 04/1, 04/06/2018
|
|
0.32
|
|
FNMA POOL 190363, 11/01/2035
|
|
1.20
|
|
FNMA POOL 190367, 01/01/2036
|
|
2.10
|
|
FNMA POOL 254550, 12/01/2032
|
|
0.02
|
|
FNMA POOL 256553 GTD, 01/01/2037
|
|
0.40
|
|
FNMA POOL 328613, 11/01/2010
|
|
0.00
|
|
FNMA POOL 338732, 03/01/2026
|
|
0.00
|
|
FNMA POOL 343442, 04/01/2026
|
|
0.00
|
|
FNMA POOL 343468, 04/01/2011
|
|
0.00
|
|
FNMA POOL 348376, 06/01/2011
|
|
0.00
|
|
FNMA POOL 428601, 03/01/2028
|
|
0.01
|
|
FNMA POOL 455129, 01/01/2014
|
|
0.00
|
|
FNMA POOL 479801, 02/01/2014
|
|
0.00
|
|
FNMA POOL 493786, 06/01/2014
|
|
0.00
|
|
FNMA POOL 496995, 05/01/2014
|
|
0.00
|
|
FNMA POOL 505067, 06/01/2014
|
|
0.01
|
|
FNMA POOL 573955, 03/01/2031
|
|
0.00
|
|
FNMA POOL 590704, 06/01/2032
|
|
0.01
|
|
FNMA POOL 622814, 12/01/2031
|
|
0.00
|
|
FNMA POOL 638304, 04/01/2032
|
|
0.00
|
|
FNMA POOL 656875, 08/01/2032
|
|
0.00
|
|
FNMA POOL 661662, 09/01/2032
|
|
0.01
|
|
FNMA POOL 735484, 05/01/2035
|
|
2.51
|
|
FNMA POOL 745336, 03/01/2036
|
|
1.52
|
|
FNMA POOL 745885, 10/01/2036
|
|
2.06
|
|
FNMA POOL 819567, 04/01/2035
|
|
2.01
|
|
FNMA POOL 888129, 02/01/2037
|
|
2.10
|
|
FNMA POOL 889946, 05/01/2035
|
|
0.49
|
|
FNMA POOL 930940, 04/01/2039
|
|
1.56
|
|
FNMA POOL 931380, 06/01/2039
|
|
1.30
|
|
FNMA POOL 931792, 08/01/2039
|
|
0.64
|
|
FNMA POOL 976127, 04/01/2038
|
|
0.02
|
|
FNMA POOL 993737, 08/01/2038
|
|
1.44
|
|
FNMA POOL 995364, 10/01/2038
|
|
0.82
|
|
FNMA POOL AA9346, 08/01/2039
|
|
1.04
|
|
FNMA POOL AC5478, 11/01/2024
|
|
0.82
|
|
FNMA POOL AD0269, 08/01/2037
|
|
0.17
|
|
FNMA POOL AD0270, 04/01/2033
|
|
0.13
|
|
FNMA POOL AD0273, 10/01/2032
|
|
0.12
|
|
FNMA POOL AD0300, 03/01/2038
|
|
0.13
|
|
FNMA POOL AD1021, 02/01/2025
|
|
0.71
|
|
FNMA POOL AD1663, 03/01/2040
|
|
1.03
|
|
FNMA POOL AD2342, 03/01/2040
|
|
1.03
|
|
FNMA POOL AD2398, 03/01/2040
|
|
1.04
|
|
FNR 2005 47 HA 07/1, 07/25/2019
|
|
0.82
|
|
FNR 2006 73 HK 01/3, 01/25/2030
|
|
0.21
|
|
GENERAL ELEC CAP CORP 12/1, 12/28/2012
|
|
0.93
|
|
GMAC LLC 12/1, 12/19/2012
|
|
2.68
|
|
GNMA POOL 220968, 05/15/2017
|
|
0.00
|
|
GNMA POOL 319597, 10/15/2023
|
|
0.00
|
|
GNMA POOL 321968, 05/15/2023
|
|
0.00
|
|
GNMA POOL 333505, 12/15/2023
|
|
0.00
|
|
GNMA POOL 345281, 04/15/2023
|
|
0.00
|
|
GNMA POOL 345875, 09/15/2023
|
|
0.00
|
|
GNMA POOL 346390, 01/15/2023
|
|
0.00
|
|
GNMA POOL 356200, 01/15/2024
|
|
0.00
|
|
GNMA POOL 361807, 09/15/2023
|
|
0.00
|
|
GNMA POOL 371124, 05/15/2024
|
|
0.00
|
|
GNMA POOL 371403, 02/15/2024
|
|
0.00
|
|
GNMA POOL 372047, 02/15/2024
|
|
0.00
|
|
GNMA POOL 373656, 04/15/2026
|
|
0.00
|
|
GNMA POOL 380757, 04/15/2024
|
|
0.00
|
|
GNMA POOL 388583, 01/15/2024
|
|
0.00
|
|
GNMA POOL 391409, 04/15/2024
|
|
0.00
|
|
GNMA POOL 415053, 02/15/2026
|
|
0.00
|
|
GNMA POOL 437431, 11/15/2027
|
|
0.00
|
|
GNMA POOL 462384, 11/15/2027
|
|
0.00
|
|
GNMA POOL 469946, 01/15/2029
|
|
0.00
|
|
GNMA POOL 474790, 06/15/2028
|
|
0.00
|
|
GNMA POOL 499214, 02/15/2029
|
|
0.01
|
|
GNMA POOL 499558, 02/15/2029
|
|
0.00
|
|
GNMA POOL 502134, 03/15/2029
|
|
0.00
|
|
GOVERNMENT NATL MTG ASSN GTD 2005, 08/20/2035
|
|
0.62
|
|
PRIVATE EXPT FDG CORP 12/2, 12/15/2021
|
|
0.52
|
|
SHORT TERM INVTS TR GOVT
|
|
7.36
|
|
SSGN 2010 S1 1A 02/4, 02/25/2048
|
|
0.59
|
|
ULTRA LONG US TREAS BOND FTRS SEP1, 09/21/2010
|
3AUL
|
-0.09
|
|
US CENTRAL FEDERAL CRED 10/1, 10/19/2012
|
|
0.73
|
|
US DOLLAR
|
|
-0.03
|
