| 13.17% | - | 8 K | | | | | |
| 10.11% | - | 3 K | | | | | |
| 4.97% | - | 3 K | | | | | |
| 3.00% | - | 2 K | | | | | |
| 2.35% | - | 162 M | | | | | |
| 1.93% | - | 1 K | | | | | |
U.S. Treasury Note, 4.375%, due 07/15/2027 | 1.18% | - | 80 M | | | | | |
Fannie Mae FN FM3003, 4%, due 05/01/2049 | 1.17% | - | 82 M | | | | | |
Fannie Mae FN FM2972, 4%, due 12/01/2044 | 1.00% | - | 70 M | | | | | |
Fannie Mae or Freddie Mac TBA, 4.50%, due 03/01/2053 | 0.99% | - | 69 M | | | | | |
U.S. Treasury Note, 4.625%, due 10/15/2026 | 0.89% | - | 60 M | | | | | |
Fannie Mae or Freddie Mac TBA, 5.50%, due 04/01/2054 | 0.84% | - | 57 M | | | | | |
U.S. Treasury Note, 3.75%, due 08/15/2027 | 0.67% | - | 46 M | | | | | |
Fannie Mae or Freddie Mac TBA, 3.50%, due 04/01/2037 | 0.65% | - | 46 M | | | | | |
U.S. Treasury Note, 4.125%, due 02/15/2027 | 0.60% | - | 41 M | | | | | |
Freddie Mac FR ZT0779, 3%, due 09/01/2047 | 0.59% | - | 44 M | | | | | |
Fannie Mae Series 2013-119, Class VZ, 3%, due 10/25/2033 | 0.59% | - | 42 M | | | | | |
Fannie Mae FN FS2044, 4.50%, due 07/01/2044 | 0.58% | - | 40 M | | | | | |
Fannie Mae FN AS7749, 3.50%, due 08/01/2046 | 0.53% | - | 39 M | | | | | |
Fannie Mae Series 2013-119, Class ZB, 3%, due 12/25/2033 | 0.52% | - | 37 M | | | | | |
Fannie Mae FN FS3541, 3.50%, due 08/01/2052 | 0.52% | - | 38 M | | | | | |
Freddie Mac Series 5004, Class F, Variable rate, due 07/25/2050 | 0.50% | - | 35 M | | | | | |
Fannie Mae or Freddie Mac TBA, 3.50%, due 05/01/2037 | 0.50% | - | 35 M | | | | | |
| 0.48% | - | 291 | | | | | |
Freddie Mac Series 5221, Class YC, 4%, due 05/25/2052 | 0.46% | - | 34 M | | | | | |
Fannie Mae FN FS1797 3.50%, due 07/01/2046 | 0.46% | - | 33 M | | | | | |
Freddie Mac Series 4991, Class DA, 2%, due 02/25/2044 | 0.45% | - | 33 M | | | | | |
Freddie Mac Series 5256, Class FC, Variable rate, due 09/25/2052 | 0.45% | - | 32 M | | | | | |
Fannie Mae FN FS0742, 3.50%, due 05/01/2044 | 0.45% | - | 32 M | | | | | |
Freddie Mac Series 5001, Class A, 2%, due 01/25/2045 | 0.44% | - | 32 M | | | | | |