| Federal National Mortgage Association
| - | 5.06% | - | - | 1,911,625 |
| United States Treasury Notes
| - | 3.23% | - | - | 1,193,100 |
| United States Treasury Notes
| - | 3.03% | - | - | 1,119,600 |
| United States Treasury Notes
| - | 2.63% | - | - | 966,400 |
| Federal National Mortgage Association
| - | 2.55% | - | - | 959,040 |
| Government National Mortgage Association
| - | 2.39% | - | - | 922,811 |
| Federal National Mortgage Association
| - | 2.35% | - | - | 1,299,758 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
| - | 2.34% | - | - | 850,000 |
| Federal National Mortgage Association
| - | 2.28% | - | - | 864,852 |
| United States Treasury Notes
| - | 1.99% | - | - | 712,000 |