| United States Treasury Notes 3.375%
| - | 3.64% | - | - | 260,561,200 |
| United States Treasury Bonds 4.625%
| - | 3.29% | - | - | 241,412,000 |
| United States Treasury Bonds 4.75%
| - | 2.35% | - | - | 171,312,000 |
| United States Treasury Notes 3.625%
| - | 2.24% | - | - | 161,224,500 |
| Federal National Mortgage Association 5%
| - | 1.81% | - | - | 128,756,181 |
| United States Treasury Notes 3.5%
| - | 1.31% | - | - | 94,037,000 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.29% | - | - | 91,819,142 |
| United States Treasury Notes 4%
| - | 1.16% | - | - | 81,744,000 |
| United States Treasury Notes 3.625%
| - | 0.94% | - | - | 67,339,300 |
| Federal National Mortgage Association 5.5%
| - | 0.91% | - | - | 64,210,000 |