| Federal National Mortgage Association 5%
| - | 10.70% | - | - | 570,046,000 |
| United States Treasury Notes 1.375%
| - | 5.72% | - | - | 346,806,000 |
| United States Treasury Bonds 2.875%
| - | 5.58% | - | - | 398,894,000 |
| United States Treasury Notes 1.875%
| - | 4.79% | - | - | 284,301,000 |
| Federal National Mortgage Association 5.5%
| - | 3.61% | - | - | 188,405,908 |
| Federal National Mortgage Association 4.5%
| - | 3.46% | - | - | 188,715,175 |
| United States Treasury Notes 4.25%
| - | 3.17% | - | - | 167,805,000 |
| United States Treasury Notes 3.875%
| - | 2.87% | - | - | 151,523,000 |
| Federal National Mortgage Association 5%
| - | 2.65% | - | - | 141,034,000 |
| United States Treasury Notes 3.875%
| - | 2.33% | - | - | 122,387,000 |