| Federal National Mortgage Association 5%
| - | 10.11% | - | - | 476,615,000 |
| United States Treasury Bonds 3%
| - | 7.44% | - | - | 448,020,000 |
| United States Treasury Notes 4.125%
| - | 6.75% | - | - | 313,389,000 |
| United States Treasury Notes 4.25%
| - | 3.60% | - | - | 167,805,000 |
| United States Treasury Notes 1.25%
| - | 3.43% | - | - | 185,044,000 |
| United States Treasury Notes 3.875%
| - | 3.24% | - | - | 151,523,000 |
| Federal National Mortgage Association 5.5%
| - | 3.21% | - | - | 149,733,908 |
| United States Treasury Notes 3.875%
| - | 2.61% | - | - | 122,387,000 |
| Federal National Mortgage Association 5.5%
| - | 2.48% | - | - | 115,549,908 |
| Federal National Mortgage Association 5.5%
| - | 1.27% | - | - | 58,813,033 |