| United States Treasury Notes 4.5%
| - | 2.13% | - | - | 142,811,000 |
| United States Treasury Notes 3.625%
| - | 2.00% | - | - | 138,138,000 |
| United States Treasury Notes 3.875%
| - | 1.60% | - | - | 112,431,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.43% | - | - | 151,817,000 |
| United States Treasury Notes 4%
| - | 1.37% | - | - | 93,778,000 |
| United States Treasury Notes 4%
| - | 1.31% | - | - | 90,957,400 |
| United States Treasury Notes 4.125%
| - | 1.14% | - | - | 77,535,000 |
| Federal National Mortgage Association 5%
| - | 0.94% | - | - | 65,000,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.90% | - | - | 74,109,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.82% | - | - | 84,484,000 |