| United States Treasury Notes 4.5%
| - | 2.27% | - | - | 142,811,000 |
| United States Treasury Notes 3.625%
| - | 2.12% | - | - | 138,138,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.48% | - | - | 148,049,000 |
| United States Treasury Notes 4%
| - | 1.45% | - | - | 93,778,000 |
| United States Treasury Notes 4%
| - | 1.40% | - | - | 90,957,400 |
| United States Treasury Notes 4.125%
| - | 1.21% | - | - | 77,535,000 |
| United States Treasury Notes 3.875%
| - | 1.06% | - | - | 70,197,000 |
| Federal National Mortgage Association 5%
| - | 1.00% | - | - | 65,000,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.87% | - | - | 84,484,000 |
| United States Treasury Notes 3.625%
| - | 0.85% | - | - | 55,862,000 |