| Federal National Mortgage Association 5%
| - | 10.69% | - | - | 570,798,000 |
| United States Treasury Notes 1.375%
| - | 5.71% | - | - | 346,806,000 |
| United States Treasury Bonds 2.875%
| - | 5.57% | - | - | 398,894,000 |
| United States Treasury Notes 1.875%
| - | 4.80% | - | - | 285,440,000 |
| Federal National Mortgage Association 5.5%
| - | 3.62% | - | - | 189,141,908 |
| Federal National Mortgage Association 4.5%
| - | 3.45% | - | - | 188,715,175 |
| United States Treasury Notes 4.25%
| - | 3.16% | - | - | 167,805,000 |
| United States Treasury Notes 3.875%
| - | 2.87% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.32% | - | - | 122,387,000 |
| United States Treasury Bonds 3%
| - | 1.54% | - | - | 107,260,000 |