| United States Treasury Notes 3.75%
| - | 3.50% | - | - | 37,015,000 |
| United States Treasury Bonds 4.125%
| - | 3.10% | - | - | 35,360,000 |
| United States Treasury Bonds 4.625%
| - | 3.01% | - | - | 32,200,000 |
| United States Treasury Notes 3.625%
| - | 2.18% | - | - | 22,845,000 |
| United States Treasury Notes 4%
| - | 1.96% | - | - | 20,410,000 |
| United States Treasury Notes 3.5%
| - | 1.48% | - | - | 15,300,000 |
| United States Treasury Notes 3.875%
| - | 1.07% | - | - | 11,290,000 |
| United States Treasury Bonds 4%
| - | 1.03% | - | - | 11,765,000 |
| CBAMR 2017-2 LTD
| - | 0.88% | - | - | 9,000,000 |
| United States Treasury Bonds 3%
| - | 0.86% | - | - | 12,145,000 |