| Federal National Mortgage Association 5%
| - | 10.24% | - | - | 497,731,000 |
| United States Treasury Bonds 3%
| - | 7.31% | - | - | 448,020,000 |
| United States Treasury Notes 4.125%
| - | 6.59% | - | - | 313,389,000 |
| United States Treasury Notes 1.25%
| - | 4.21% | - | - | 232,377,000 |
| United States Treasury Notes 4.25%
| - | 3.52% | - | - | 167,805,000 |
| Federal National Mortgage Association 5.5%
| - | 3.37% | - | - | 161,816,908 |
| United States Treasury Notes 3.875%
| - | 3.15% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.54% | - | - | 122,387,000 |
| United States Treasury Bonds 1.125%
| - | 1.30% | - | - | 96,599,000 |
| Federal National Mortgage Association 5.5%
| - | 1.23% | - | - | 58,813,033 |