| United States Treasury Notes 4%
| - | 4.79% | - | - | 167,926,000 |
| United States Treasury Notes 3.75%
| - | 4.66% | - | - | 163,083,000 |
| United States Treasury Bonds 4.625%
| - | 3.64% | - | - | 129,543,000 |
| Federal Home Loan Mortgage Corp. 5%
| - | 3.56% | - | - | 122,365,754 |
| United States Treasury Notes 4%
| - | 3.37% | - | - | 114,984,000 |
| United States Treasury Bonds 4.75%
| - | 2.80% | - | - | 96,747,000 |
| United States Treasury Notes 4.125%
| - | 2.34% | - | - | 79,350,000 |
| United States Treasury Bonds 4.625%
| - | 2.03% | - | - | 71,585,000 |
| United States Treasury Bonds 4.75%
| - | 1.48% | - | - | 51,738,000 |
| United States Treasury Notes 3.5%
| - | 1.27% | - | - | 43,907,000 |