| United States Treasury Notes 3.75%
| - | 3.92% | - | - | 136,583,000 |
| Federal Home Loan Mortgage Corp. 5%
| - | 3.55% | - | - | 122,365,754 |
| United States Treasury Bonds 4.625%
| - | 3.36% | - | - | 120,241,000 |
| United States Treasury Bonds 4.625%
| - | 3.35% | - | - | 118,089,000 |
| United States Treasury Notes 4%
| - | 3.01% | - | - | 105,354,000 |
| United States Treasury Notes 4%
| - | 2.96% | - | - | 100,922,000 |
| United States Treasury Bonds 4.875%
| - | 2.57% | - | - | 87,440,000 |
| United States Treasury Notes 4.125%
| - | 2.34% | - | - | 79,350,000 |
| United States Treasury Bonds 4.75%
| - | 2.05% | - | - | 71,949,000 |
| United States Treasury Notes 3.75%
| - | 1.20% | - | - | 41,208,000 |