| United States Treasury Notes 4.125%
| - | 1.96% | - | - | 46,795,000 |
| United States Treasury Notes 2.625%
| - | 1.91% | - | - | 47,800,000 |
| United States Treasury Notes 4.375%
| - | 1.41% | - | - | 33,150,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.20% | - | - | 35,000,000 |
| United States Treasury Notes 4%
| - | 1.16% | - | - | 27,870,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.14% | - | - | 33,575,000 |
| United States Treasury Notes 4.25%
| - | 0.99% | - | - | 23,590,000 |
| United States Treasury Notes 3.875%
| - | 0.94% | - | - | 23,187,000 |
| Federal National Mortgage Association 5%
| - | 0.88% | - | - | 21,530,000 |
| United States Treasury Bonds 2.375%
| - | 0.76% | - | - | 28,405,000 |