| United States Treasury Notes 4.25%
| - | 12.70% | - | - | 1,720,000 |
| United States Treasury Notes
| - | 12.06% | - | - | 1,630,000 |
| United States Treasury Notes 3.875%
| - | 5.92% | - | - | 820,000 |
| United States Treasury Bonds 2.375%
| - | 4.81% | - | - | 690,000 |
| United States Treasury Bonds 4.75%
| - | 4.18% | - | - | 580,000 |
| United States Treasury Notes 0.25926%
| - | 3.99% | - | - | 540,000 |
| United States Treasury Notes 0.03571%
| - | 3.25% | - | - | 440,000 |
| Government National Mortgage Association 5.5%
| - | 2.53% | - | - | 339,364 |
| Government National Mortgage Association 5.5%
| - | 2.51% | - | - | 336,211 |
| Government National Mortgage Association 5.5%
| - | 2.49% | - | - | 333,832 |