| Federal National Mortgage Association 5.5%
| - | 12.18% | - | - | 240,546,908 |
| Federal National Mortgage Association 5%
| - | 9.71% | - | - | 195,899,000 |
| United States Treasury Notes 3.875%
| - | 9.11% | - | - | 179,201,000 |
| United States Treasury Notes 4.25%
| - | 3.78% | - | - | 74,827,000 |
| United States Treasury Bonds 5%
| - | 3.77% | - | - | 72,546,000 |
| United States Treasury Notes 4.875%
| - | 3.61% | - | - | 70,370,000 |
| Federal National Mortgage Association 6%
| - | 3.24% | - | - | 62,859,000 |
| United States Treasury Bonds 4.75%
| - | 2.76% | - | - | 54,952,000 |
| United States Treasury Notes 3.875%
| - | 2.58% | - | - | 50,728,000 |
| United States Treasury Notes 2.75%
| - | 2.57% | - | - | 50,390,000 |