| United States Treasury Notes 3.5%
| - | 3.82% | - | - | 297,909,700 |
| United States Treasury Bonds 4.625%
| - | 3.42% | - | - | 277,090,000 |
| United States Treasury Notes 3.5%
| - | 2.04% | - | - | 159,797,600 |
| United States Treasury Notes 3.75%
| - | 2.02% | - | - | 158,248,700 |
| United States Treasury Bonds 4.75%
| - | 1.94% | - | - | 156,152,000 |
| United States Treasury Bonds 4.375%
| - | 1.85% | - | - | 150,000,000 |
| Federal National Mortgage Association 5%
| - | 1.59% | - | - | 124,696,566 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.14% | - | - | 89,156,818 |
| United States Treasury Notes 3.875%
| - | 1.09% | - | - | 84,269,500 |
| United States Treasury Notes 4%
| - | 1.06% | - | - | 81,744,000 |