| United States Treasury Notes 0.125%
| - | 4.14% | - | - | 7,876,000 |
| Federal Home Loan Mortgage Corp. 4.10749%
| - | 2.49% | - | - | 5,543,039 |
| Federal National Mortgage Association 4.22658%
| - | 2.38% | - | - | 5,301,862 |
| Federal Home Loan Mortgage Corp. 4.17658%
| - | 2.05% | - | - | 4,547,160 |
| Federal National Mortgage Association 4.22658%
| - | 1.91% | - | - | 4,227,017 |
| Federal Home Loan Mortgage Corp. 4.10749%
| - | 1.90% | - | - | 4,226,869 |
| Government National Mortgage Association 4.16712%
| - | 1.74% | - | - | 3,860,554 |
| Federal Home Loan Mortgage Corp. 4.22658%
| - | 1.61% | - | - | 3,541,473 |
| Federal Home Loan Mortgage Corp. 4.15749%
| - | 1.58% | - | - | 3,520,410 |
| Government National Mortgage Association 4.16712%
| - | 1.46% | - | - | 3,240,280 |