| United States Treasury Notes 0.13%
| - | 5.67% | - | - | 1,001,147 |
| Government National Mortgage Association 1%
| - | 3.68% | - | - | 833,229 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2.5%
| - | 3.46% | - | - | 696,319 |
| Government National Mortgage Association 1.25%
| - | 2.89% | - | - | 639,450 |
| Government National Mortgage Association 1.75%
| - | 2.88% | - | - | 633,192 |
| Federal National Mortgage Association 2.5%
| - | 2.85% | - | - | 536,692 |
| Federal National Mortgage Association 2%
| - | 2.74% | - | - | 576,725 |
| Federal Home Loan Mortgage Corp. 2%
| - | 2.74% | - | - | 607,456 |
| Federal National Mortgage Association 3.5%
| - | 2.65% | - | - | 505,022 |
| Federal Home Loan Mortgage Corp. 1.5%
| - | 2.61% | - | - | 524,578 |