| Federal National Mortgage Association 5%
| - | 10.42% | - | - | 517,625,000 |
| United States Treasury Bonds 2.875%
| - | 6.07% | - | - | 398,894,000 |
| United States Treasury Notes 1.375%
| - | 5.50% | - | - | 310,427,000 |
| United States Treasury Notes 1.875%
| - | 4.67% | - | - | 257,657,000 |
| United States Treasury Notes 4.25%
| - | 3.42% | - | - | 167,805,000 |
| Federal National Mortgage Association 5.5%
| - | 3.38% | - | - | 165,391,908 |
| United States Treasury Notes 3.875%
| - | 3.09% | - | - | 151,523,000 |
| United States Treasury Notes 3.875%
| - | 2.49% | - | - | 122,387,000 |
| United States Treasury Bonds 3%
| - | 1.67% | - | - | 107,260,000 |
| Federal National Mortgage Association 5.5%
| - | 1.18% | - | - | 57,491,406 |