| Federal National Mortgage Association 5%
| - | 12.08% | - | - | 522,503,000 |
| United States Treasury Bonds 3%
| - | 8.03% | - | - | 448,020,000 |
| United States Treasury Notes 4.125%
| - | 7.33% | - | - | 313,389,000 |
| United States Treasury Notes 4.25%
| - | 3.91% | - | - | 167,805,000 |
| United States Treasury Notes 3.875%
| - | 3.52% | - | - | 151,523,000 |
| Federal National Mortgage Association 5.5%
| - | 2.88% | - | - | 122,960,908 |
| United States Treasury Notes 3.875%
| - | 2.84% | - | - | 122,387,000 |
| Federal National Mortgage Association 5.5%
| - | 1.40% | - | - | 59,783,438 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.20% | - | - | 51,104,632 |
| Federal National Mortgage Association 6%
| - | 1.00% | - | - | 42,275,311 |