| US T-BOND 4.125% 08/15/44 | 7.26 | 3,625,000.00 |
| US T-BOND 4.625% 05/15/54 | 4.60 | 2,097,000.00 |
| FN MA4804 4% 11/1/52 | 2.40 | 1,231,984.58 |
| US T-NOTE 4.125% 07/31/31 | 2.09 | 1,000,000.00 |
| US T-NOTE 3.875% 08/15/34 | 2.05 | 1,000,000.00 |
| FN MA4978# 5.00% 4/1/53 | 1.71 | 839,297.70 |
| FR SD8231# 4.50% 7/1/52 | 1.53 | 762,770.25 |
| FN MA4805# 4.50% 11/1/52 | 1.50 | 751,418.80 |
| FN MA4684# 4.50% 6/1/52 | 1.46 | 730,823.99 |
| FN MA4700# 4.00% 8/1/52 | 1.46 | 749,430.81 |
