| United States Treasury Notes 3.75%
| - | 4.08% | - | - | 35,910,000 |
| United States Treasury Bonds 4.625%
| - | 3.34% | - | - | 29,640,000 |
| United States Treasury Notes 3.625%
| - | 2.61% | - | - | 22,845,000 |
| United States Treasury Notes 3.5%
| - | 1.76% | - | - | 15,300,000 |
| United States Treasury Notes 2.75%
| - | 1.74% | - | - | 15,260,000 |
| United States Treasury Bonds 4.125%
| - | 1.71% | - | - | 16,180,000 |
| United States Treasury Notes 3.875%
| - | 1.29% | - | - | 11,290,000 |
| United States Treasury Bonds 4%
| - | 1.24% | - | - | 11,765,000 |
| United States Treasury Bonds 3%
| - | 1.03% | - | - | 12,145,000 |
| Federal National Mortgage Association 5.5%
| - | 0.99% | - | - | 8,500,000 |