| United States Treasury Notes 4.125%
| - | 5.50% | - | - | 8,960,000 |
| United States Treasury Notes 3.625%
| - | 5.40% | - | - | 8,825,000 |
| United States Treasury Notes 1.25%
| - | 4.68% | - | - | 7,810,000 |
| United States Treasury Notes 3.125%
| - | 4.28% | - | - | 7,050,000 |
| United States Treasury Notes 3.375%
| - | 3.86% | - | - | 6,325,000 |
| United States Treasury Notes 3.5%
| - | 3.33% | - | - | 5,445,000 |
| United States Treasury Notes 1.25%
| - | 3.12% | - | - | 5,200,000 |
| United States Treasury Notes 2.375%
| - | 2.61% | - | - | 4,410,000 |
| Federal National Mortgage Association 5.5%
| - | 2.17% | - | - | 3,500,000 |
| United States Treasury Notes 0.5%
| - | 1.87% | - | - | 3,175,000 |