| United States Treasury Notes 3.5%
| - | 3.99% | - | - | 297,909,700 |
| United States Treasury Bonds 4.625%
| - | 2.77% | - | - | 213,100,000 |
| United States Treasury Notes 3.75%
| - | 2.12% | - | - | 158,248,700 |
| United States Treasury Bonds 4.75%
| - | 2.05% | - | - | 156,152,000 |
| United States Treasury Bonds 4.375%
| - | 1.95% | - | - | 150,000,000 |
| United States Treasury Notes 3.5%
| - | 1.89% | - | - | 141,747,600 |
| Federal National Mortgage Association 5%
| - | 1.68% | - | - | 126,424,963 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.21% | - | - | 90,236,150 |
| United States Treasury Notes 4%
| - | 1.11% | - | - | 81,744,000 |
| United States Treasury Notes 3.625%
| - | 0.91% | - | - | 67,339,300 |