| United States Treasury Bonds 4.625%
| - | 2.76% | - | - | 159,198,900 |
| Federal National Mortgage Association 6%
| - | 2.51% | - | - | 136,903,787 |
| Federal National Mortgage Association 5%
| - | 2.39% | - | - | 135,854,004 |
| United States Treasury Notes 3.75%
| - | 2.10% | - | - | 116,291,000 |
| Federal National Mortgage Association 6.5%
| - | 2.10% | - | - | 112,503,160 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.73% | - | - | 98,118,693 |
| United States Treasury Bonds 4.625%
| - | 1.63% | - | - | 93,495,000 |
| Federal National Mortgage Association 3.5%
| - | 1.31% | - | - | 81,256,115 |
| Federal National Mortgage Association 4.5%
| - | 1.28% | - | - | 74,707,264 |
| United States Treasury Notes 3.875%
| - | 1.04% | - | - | 57,483,800 |