| United States Treasury Notes 4.5%
| - | 2.22% | - | - | 142,811,000 |
| United States Treasury Notes 3.625%
| - | 2.06% | - | - | 138,138,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 1.48% | - | - | 149,954,000 |
| United States Treasury Notes 4%
| - | 1.42% | - | - | 93,778,000 |
| United States Treasury Notes 4%
| - | 1.37% | - | - | 90,957,400 |
| United States Treasury Notes 4.125%
| - | 1.18% | - | - | 77,535,000 |
| United States Treasury Notes 3.875%
| - | 1.04% | - | - | 70,197,000 |
| Federal National Mortgage Association 5%
| - | 0.97% | - | - | 65,000,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.93% | - | - | 74,109,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 0.86% | - | - | 84,484,000 |