| United States Treasury Notes 3.625%
| - | 4.70% | - | - | 55,000,000 |
| United States Treasury Notes 3.625%
| - | 3.41% | - | - | 40,000,000 |
| United States Treasury Notes 3.625%
| - | 3.15% | - | - | 36,950,000 |
| United States Treasury Bonds 4.625%
| - | 2.46% | - | - | 29,000,000 |
| United States Treasury Bonds 4.625%
| - | 2.10% | - | - | 25,000,000 |
| United States Treasury Notes 3.5%
| - | 1.78% | - | - | 20,875,000 |
| United States Treasury Notes 3.625%
| - | 1.31% | - | - | 15,425,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.06% | - | - | 12,561,981 |
| United States Treasury Bonds 2.375%
| - | 1.06% | - | - | 19,150,000 |
| AMERICAN AIRLINES PASS THROUGH TRUS 2.875%
| - | 0.98% | - | - | 12,583,631 |