| United States Treasury Notes 2.375%
| - | 11.66% | - | - | 83,365,000 |
| United States Treasury Notes 0.125%
| - | 8.70% | - | - | 60,190,000 |
| United States Treasury Notes 1.625%
| - | 8.28% | - | - | 62,975,000 |
| United States Treasury Notes 1.875%
| - | 7.02% | - | - | 54,375,000 |
| United States Treasury Notes 1.25%
| - | 4.95% | - | - | 35,840,000 |
| United States Treasury Notes 4%
| - | 1.85% | - | - | 14,825,000 |
| United States Treasury Notes 0.375%
| - | 1.30% | - | - | 7,713,000 |
| Federal Home Loan Mortgage Corp. 1.53138%
| - | 0.56% | - | - | 5,000,000 |
| Morgan Stanley 5.173%
| - | 0.49% | - | - | 3,740,000 |
| Federal National Mortgage Association 4.1%
| - | 0.48% | - | - | 3,775,000 |