| United States Treasury Notes 4%
| - | 5.40% | - | - | 187,503,000 |
| United States Treasury Notes 3.75%
| - | 4.71% | - | - | 163,083,000 |
| United States Treasury Bonds 4.625%
| - | 3.67% | - | - | 129,543,000 |
| Federal Home Loan Mortgage Corp. 5%
| - | 3.59% | - | - | 122,365,754 |
| United States Treasury Notes 4%
| - | 3.40% | - | - | 114,984,000 |
| United States Treasury Bonds 4.75%
| - | 3.09% | - | - | 105,845,000 |
| United States Treasury Notes 4.125%
| - | 2.35% | - | - | 79,350,000 |
| United States Treasury Bonds 4.625%
| - | 1.79% | - | - | 62,317,000 |
| United States Treasury Bonds 4.75%
| - | 1.33% | - | - | 45,894,000 |
| United States Treasury Notes 3.5%
| - | 1.28% | - | - | 43,907,000 |