| Federal National Mortgage Association 5.07692%
| - | 2.34% | - | - | 141,550,000 |
| Federal National Mortgage Association 6.07692%
| - | 1.95% | - | - | 115,500,000 |
| Federal National Mortgage Association 5.5%
| - | 1.27% | - | - | 75,600,000 |
| United States Treasury Notes
| - | 1.03% | - | - | 62,329,000 |
| United States Treasury Notes
| - | 0.78% | - | - | 50,000,000 |
| Federal National Mortgage Association 6.5%
| - | 0.77% | - | - | 45,250,000 |
| United States Treasury Notes
| - | 0.65% | - | - | 41,442,000 |
| United States Treasury Notes
| - | 0.56% | - | - | 35,527,000 |
| Mexico (United Mexican States)
| - | 0.50% | - | - | 29,454,000 |
| Federal National Mortgage Association 2.07692%
| - | 0.49% | - | - | 36,500,000 |