| United States Treasury Notes 3.5%
| - | 3.78% | - | - | 48,260,000 |
| United States Treasury Notes 3.875%
| - | 3.30% | - | - | 41,730,000 |
| United States Treasury Notes 3.5%
| - | 2.95% | - | - | 37,715,000 |
| United States Treasury Notes 3.625%
| - | 2.72% | - | - | 34,595,000 |
| United States Treasury Notes 3.375%
| - | 2.21% | - | - | 28,320,000 |
| United States Treasury Notes 3.5%
| - | 2.08% | - | - | 26,505,000 |
| United States Treasury Notes 3.625%
| - | 1.55% | - | - | 19,687,000 |
| Federal National Mortgage Association 5%
| - | 1.50% | - | - | 19,002,606 |
| Federal National Mortgage Association 6%
| - | 1.16% | - | - | 14,288,592 |
| United States Treasury Notes 4.25%
| - | 1.08% | - | - | 13,555,000 |