| United States Treasury Notes 3.875%
| - | 2.50% | - | - | 4,900,000 |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.2452%
| - | 1.49% | - | - | 2,925,738 |
| Federal National Mortgage Association 5.2052%
| - | 1.44% | - | - | 2,839,839 |
| Burberry Group PLC 1.125%
| - | 1.09% | - | - | 1,600,000 |
| JPMorgan Chase & Co. 1.578%
| - | 1.05% | - | - | 2,100,000 |
| AES Corp. 1.375%
| - | 0.94% | - | - | 1,867,000 |
| Cooperatieve Rabobank U.A. 1.106%
| - | 0.90% | - | - | 1,800,000 |
| CHANEL CERES PLC SR UNSEC
| - | 0.87% | - | - | 1,500,000 |
| Intesa Sanpaolo S.p.A. 7%
| - | 0.82% | - | - | 1,600,000 |
| Great-West Lifeco U S Finance 2020 LP 0.904%
| - | 0.81% | - | - | 1,600,000 |