| Federal National Mortgage Association
| - | 4.57% | - | - | 2,078,231 |
| United States Treasury Notes
| - | 3.34% | - | - | 1,503,000 |
| United States Treasury Notes
| - | 2.66% | - | - | 1,193,100 |
| United States Treasury Notes
| - | 2.50% | - | - | 1,119,600 |
| Federal National Mortgage Association
| - | 2.24% | - | - | 1,022,300 |
| United States Treasury Notes
| - | 2.12% | - | - | 940,000 |
| Federal National Mortgage Association
| - | 2.08% | - | - | 937,414 |
| United States Treasury Notes
| - | 1.96% | - | - | 870,000 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
| - | 1.93% | - | - | 850,000 |
| United States Treasury Notes
| - | 1.66% | - | - | 760,000 |