| United States Treasury Notes 4.5%
| - | 2.02% | - | - | 142,811,000 |
| United States Treasury Notes 3.625%
| - | 1.90% | - | - | 138,138,000 |
| United States Treasury Notes 3.875%
| - | 1.52% | - | - | 112,431,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.36% | - | - | 151,817,000 |
| United States Treasury Notes 4%
| - | 1.29% | - | - | 93,778,000 |
| United States Treasury Notes 4%
| - | 1.25% | - | - | 90,957,400 |
| United States Treasury Notes 4.125%
| - | 1.08% | - | - | 77,535,000 |
| Federal National Mortgage Association 5%
| - | 0.89% | - | - | 65,000,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.86% | - | - | 74,109,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.78% | - | - | 84,484,000 |