| United States Treasury Bonds 4.625%
| - | 4.41% | - | - | 155,115,000 |
| United States Treasury Bonds 4.625%
| - | 3.36% | - | - | 117,157,000 |
| United States Treasury Notes 3.75%
| - | 3.29% | - | - | 114,972,000 |
| United States Treasury Bonds 4.875%
| - | 2.59% | - | - | 87,440,000 |
| United States Treasury Notes 4.125%
| - | 2.59% | - | - | 88,569,000 |
| United States Treasury Notes 4.125%
| - | 2.29% | - | - | 79,362,000 |
| United States Treasury Bonds 4.75%
| - | 2.16% | - | - | 74,680,000 |
| United States Treasury Notes 3.75%
| - | 2.14% | - | - | 74,233,000 |
| United States Treasury Notes 4%
| - | 1.85% | - | - | 63,422,000 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.46% | - | - | 50,850,094 |