| United States Treasury Bonds 4.125%
| - | 3.39% | - | - | 39,505,000 |
| United States Treasury Notes 3.75%
| - | 3.39% | - | - | 37,015,000 |
| United States Treasury Bonds 4.625%
| - | 2.95% | - | - | 32,200,000 |
| United States Treasury Notes 4%
| - | 2.42% | - | - | 26,085,000 |
| United States Treasury Notes 3.625%
| - | 2.11% | - | - | 22,845,000 |
| United States Treasury Notes 3.5%
| - | 1.42% | - | - | 15,300,000 |
| United States Treasury Notes 3.875%
| - | 1.04% | - | - | 11,290,000 |
| United States Treasury Bonds 4%
| - | 1.01% | - | - | 11,765,000 |
| Cbam 2017-2. Ltd. 5.00836%
| - | 0.85% | - | - | 9,000,000 |
| United States Treasury Bonds 3%
| - | 0.84% | - | - | 12,145,000 |