| United States Treasury Notes 3.375%
| - | 6.43% | - | - | 11,070,000 |
| United States Treasury Notes 4.125%
| - | 5.25% | - | - | 8,960,000 |
| United States Treasury Notes 3.625%
| - | 5.15% | - | - | 8,825,000 |
| United States Treasury Notes 1.25%
| - | 4.47% | - | - | 7,810,000 |
| United States Treasury Notes 3.125%
| - | 4.08% | - | - | 7,050,000 |
| United States Treasury Notes 3.375%
| - | 3.96% | - | - | 6,810,000 |
| United States Treasury Notes 3.5%
| - | 3.17% | - | - | 5,445,000 |
| United States Treasury Notes 1.25%
| - | 2.98% | - | - | 5,200,000 |
| Federal National Mortgage Association 5%
| - | 2.61% | - | - | 4,500,000 |
| United States Treasury Notes 2.375%
| - | 2.48% | - | - | 4,410,000 |