| Federal National Mortgage Association 5.5%
| - | 0.50% | - | - | 3,655,000 |
| Federal National Mortgage Association 2%
| - | 0.44% | - | - | 4,125,000 |
| Federal National Mortgage Association 2.5%
| - | 0.44% | - | - | 3,900,000 |
| United States Treasury Notes 4.625%
| - | 0.44% | - | - | 3,074,000 |
| Federal National Mortgage Association 6%
| - | 0.43% | - | - | 3,100,000 |
| United States Treasury Notes 4.25%
| - | 0.43% | - | - | 3,110,000 |
| United States Treasury Notes 3.875%
| - | 0.41% | - | - | 3,027,500 |
| United States Treasury Notes 3.875%
| - | 0.41% | - | - | 2,997,000 |
| Government National Mortgage Association 2%
| - | 0.40% | - | - | 3,638,444 |
| United States Treasury Notes 3.875%
| - | 0.40% | - | - | 2,969,000 |