| Federal National Mortgage Association 5%
| - | 10.76% | - | - | 596,577,000 |
| United States Treasury Notes 1.375%
| - | 5.81% | - | - | 366,235,000 |
| United States Treasury Notes 1.875%
| - | 4.67% | - | - | 288,338,000 |
| United States Treasury Bonds 4.625%
| - | 3.62% | - | - | 205,180,000 |
| Federal National Mortgage Association 5.5%
| - | 3.49% | - | - | 188,984,908 |
| United States Treasury Bonds 3.875%
| - | 3.47% | - | - | 215,000,000 |
| Federal National Mortgage Association 4.5%
| - | 3.32% | - | - | 188,715,175 |
| United States Treasury Notes 3.875%
| - | 2.76% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.24% | - | - | 122,387,000 |
| United States Treasury Notes 4.25%
| - | 2.23% | - | - | 123,097,000 |