| United States Treasury Bonds 5%
| - | 3.70% | - | - | 313,860,000 |
| United States Treasury Notes 3.5%
| - | 3.47% | - | - | 297,909,700 |
| United States Treasury Bonds 4.375%
| - | 1.68% | - | - | 150,000,000 |
| United States Treasury Notes 3.5%
| - | 1.62% | - | - | 139,997,600 |
| United States Treasury Notes 3.75%
| - | 1.59% | - | - | 137,848,700 |
| United States Treasury Notes 3.75%
| - | 1.55% | - | - | 132,411,000 |
| United States Treasury Bonds 5%
| - | 1.54% | - | - | 130,850,000 |
| Federal National Mortgage Association 2.5%
| - | 1.48% | - | - | 150,313,191 |
| Federal National Mortgage Association 5%
| - | 1.43% | - | - | 123,833,514 |
| Federal National Mortgage Association 5.5%
| - | 1.18% | - | - | 100,414,650 |