| United States Treasury Notes 3.625%
| - | 4.64% | - | - | 55,000,000 |
| United States Treasury Notes 3.625%
| - | 3.37% | - | - | 40,000,000 |
| United States Treasury Notes 3.625%
| - | 3.11% | - | - | 36,950,000 |
| United States Treasury Bonds 4.625%
| - | 2.43% | - | - | 29,000,000 |
| United States Treasury Bonds 4.625%
| - | 2.07% | - | - | 25,000,000 |
| United States Treasury Notes 3.5%
| - | 1.76% | - | - | 20,875,000 |
| United States Treasury Notes 3.625%
| - | 1.69% | - | - | 20,125,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.05% | - | - | 12,561,981 |
| United States Treasury Bonds 2.375%
| - | 1.04% | - | - | 19,150,000 |
| AMERICAN AIRLINES PASS THROUGH TRUS 2.875%
| - | 0.97% | - | - | 12,583,631 |