| United States Treasury Notes 3.875%
| - | 1.88% | - | - | 155,290,000 |
| United States Treasury Notes 4.5%
| - | 1.81% | - | - | 142,811,000 |
| United States Treasury Notes 3.625%
| - | 1.71% | - | - | 138,138,000 |
| United States Treasury Notes 4%
| - | 1.51% | - | - | 123,148,400 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.22% | - | - | 151,817,000 |
| United States Treasury Notes 4%
| - | 1.16% | - | - | 93,778,000 |
| United States Treasury Notes 1.875%
| - | 1.09% | - | - | 99,042,000 |
| United States Treasury Notes 4.125%
| - | 0.97% | - | - | 77,535,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.90% | - | - | 122,248,000 |
| Federal National Mortgage Association 5%
| - | 0.80% | - | - | 65,000,000 |