| United States Treasury Notes 3.75%
| - | 4.12% | - | - | 144,583,000 |
| United States Treasury Notes 4%
| - | 3.94% | - | - | 138,946,000 |
| United States Treasury Bonds 4.625%
| - | 3.86% | - | - | 138,386,000 |
| Federal Home Loan Mortgage Corp. 5%
| - | 3.54% | - | - | 122,365,754 |
| United States Treasury Bonds 4.625%
| - | 3.33% | - | - | 118,089,000 |
| United States Treasury Notes 4%
| - | 2.45% | - | - | 83,984,000 |
| United States Treasury Notes 4.125%
| - | 2.33% | - | - | 79,350,000 |
| United States Treasury Bonds 4.875%
| - | 2.21% | - | - | 75,861,000 |
| United States Treasury Bonds 4.75%
| - | 1.92% | - | - | 67,392,000 |
| United States Treasury Notes 3.5%
| - | 1.19% | - | - | 41,700,000 |