| Federal National Mortgage Association 5%
| - | 10.73% | - | - | 560,241,000 |
| United States Treasury Notes 1.375%
| - | 5.83% | - | - | 346,806,000 |
| United States Treasury Bonds 2.875%
| - | 5.70% | - | - | 398,894,000 |
| United States Treasury Notes 1.875%
| - | 4.66% | - | - | 270,989,000 |
| Federal National Mortgage Association 4.5%
| - | 3.53% | - | - | 188,715,175 |
| United States Treasury Notes 4.25%
| - | 3.23% | - | - | 167,805,000 |
| United States Treasury Notes 3.875%
| - | 2.93% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.37% | - | - | 122,387,000 |
| Federal National Mortgage Association 5.5%
| - | 2.26% | - | - | 115,827,908 |
| United States Treasury Bonds 3%
| - | 1.57% | - | - | 107,260,000 |