| United States Treasury Notes 4%
| - | 5.26% | - | - | 182,077,000 |
| United States Treasury Notes 3.75%
| - | 4.73% | - | - | 163,083,000 |
| Federal Home Loan Mortgage Corp. 5%
| - | 3.60% | - | - | 123,244,370 |
| United States Treasury Notes 4%
| - | 3.41% | - | - | 114,984,000 |
| United States Treasury Bonds 4.625%
| - | 3.40% | - | - | 120,778,000 |
| United States Treasury Bonds 4.75%
| - | 3.08% | - | - | 105,845,000 |
| United States Treasury Notes 4.125%
| - | 2.37% | - | - | 79,350,000 |
| United States Treasury Bonds 4.625%
| - | 1.53% | - | - | 53,678,000 |
| United States Treasury Notes 3.5%
| - | 1.29% | - | - | 43,907,000 |
| United States Treasury Bonds 4.75%
| - | 1.28% | - | - | 44,421,000 |