| United States Treasury Notes 3.875%
| - | 2.01% | - | - | 155,290,000 |
| United States Treasury Notes 4.5%
| - | 1.94% | - | - | 142,811,000 |
| United States Treasury Notes 3.625%
| - | 1.82% | - | - | 138,138,000 |
| United States Treasury Notes 4%
| - | 1.62% | - | - | 123,148,400 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.31% | - | - | 151,817,000 |
| United States Treasury Notes 4%
| - | 1.24% | - | - | 93,778,000 |
| United States Treasury Notes 4.125%
| - | 1.03% | - | - | 77,535,000 |
| Federal National Mortgage Association 5%
| - | 0.86% | - | - | 65,000,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.82% | - | - | 74,109,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.75% | - | - | 84,484,000 |