| Federal National Mortgage Association 5%
| - | 10.11% | - | - | 483,149,000 |
| United States Treasury Bonds 3%
| - | 7.36% | - | - | 448,020,000 |
| United States Treasury Notes 4.125%
| - | 6.67% | - | - | 313,389,000 |
| United States Treasury Notes 1.25%
| - | 3.75% | - | - | 204,766,000 |
| United States Treasury Notes 4.25%
| - | 3.56% | - | - | 167,805,000 |
| Federal National Mortgage Association 5.5%
| - | 3.31% | - | - | 156,185,908 |
| United States Treasury Notes 3.875%
| - | 3.19% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.58% | - | - | 122,387,000 |
| Federal National Mortgage Association 5.5%
| - | 1.25% | - | - | 58,813,033 |
| United States Treasury Bonds 1.125%
| - | 1.16% | - | - | 85,639,000 |