| Federal National Mortgage Association 5%
| - | 10.43% | - | - | 517,625,000 |
| United States Treasury Bonds 3%
| - | 6.97% | - | - | 447,260,000 |
| United States Treasury Notes 4.125%
| - | 6.44% | - | - | 313,389,000 |
| United States Treasury Notes 1.25%
| - | 4.33% | - | - | 244,288,000 |
| United States Treasury Notes 4.25%
| - | 3.43% | - | - | 167,805,000 |
| Federal National Mortgage Association 5.5%
| - | 3.39% | - | - | 165,391,908 |
| United States Treasury Notes 3.875%
| - | 3.09% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.50% | - | - | 122,387,000 |
| United States Treasury Bonds 1.125%
| - | 1.48% | - | - | 114,989,000 |
| Federal National Mortgage Association 5.5%
| - | 1.18% | - | - | 57,491,406 |