| Federal National Mortgage Association 5%
| - | 10.44% | - | - | 513,811,000 |
| United States Treasury Bonds 3%
| - | 7.12% | - | - | 447,260,000 |
| United States Treasury Notes 4.125%
| - | 6.49% | - | - | 313,389,000 |
| United States Treasury Notes 1.25%
| - | 4.28% | - | - | 239,534,000 |
| United States Treasury Notes 4.25%
| - | 3.46% | - | - | 167,805,000 |
| Federal National Mortgage Association 5.5%
| - | 3.34% | - | - | 161,816,908 |
| United States Treasury Notes 3.875%
| - | 3.11% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.51% | - | - | 122,387,000 |
| United States Treasury Bonds 1.125%
| - | 1.40% | - | - | 106,878,000 |
| Federal National Mortgage Association 5.5%
| - | 1.22% | - | - | 58,813,033 |