| United States Treasury Bonds 4.625%
| - | 3.40% | - | - | 117,157,000 |
| United States Treasury Bonds 4.625%
| - | 3.24% | - | - | 112,744,000 |
| United States Treasury Notes 4.375%
| - | 2.76% | - | - | 91,858,000 |
| United States Treasury Bonds 4.75%
| - | 2.72% | - | - | 92,677,000 |
| United States Treasury Bonds 4.875%
| - | 2.42% | - | - | 80,657,000 |
| United States Treasury Notes 4.125%
| - | 2.12% | - | - | 70,069,000 |
| United States Treasury Bonds 4.75%
| - | 1.48% | - | - | 50,660,000 |
| United States Treasury Notes 4%
| - | 1.12% | - | - | 37,142,000 |
| Boeing Co. 7.008%
| - | 1.07% | - | - | 30,930,000 |
| Gildan Activewear Inc. 5.4%
| - | 0.81% | - | - | 27,350,000 |