| United States Treasury Notes 4.5%
| - | 2.50% | - | - | 142,811,000 |
| United States Treasury Notes 3.625%
| - | 2.33% | - | - | 138,138,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.62% | - | - | 148,049,000 |
| United States Treasury Notes 4%
| - | 1.59% | - | - | 93,778,000 |
| United States Treasury Notes 4%
| - | 1.54% | - | - | 90,957,400 |
| United States Treasury Notes 4.125%
| - | 1.33% | - | - | 77,535,000 |
| United States Treasury Notes 3.875%
| - | 1.17% | - | - | 70,197,000 |
| United States Treasury Notes 3.625%
| - | 0.94% | - | - | 55,862,000 |
| United States Treasury Notes 3.625%
| - | 0.93% | - | - | 54,991,000 |
| Federal National Mortgage Association 5.5%
| - | 0.89% | - | - | 52,000,000 |