| United States Treasury Notes
| - | 15.53% | - | - | 1,520,000 |
| United States Treasury Notes 0.03571%
| - | 15.51% | - | - | 1,520,000 |
| United States Treasury Notes 4.25%
| - | 6.04% | - | - | 600,000 |
| United States Treasury Notes 3.875%
| - | 5.81% | - | - | 590,000 |
| United States Treasury Bonds 2.375%
| - | 4.84% | - | - | 500,000 |
| United States Treasury Bonds 4.75%
| - | 4.14% | - | - | 420,000 |
| Government National Mortgage Association
| - | 3.47% | - | - | 332,072 |
| Government National Mortgage Association
| - | 3.36% | - | - | 323,355 |
| Government National Mortgage Association 5.5%
| - | 2.85% | - | - | 277,807 |
| Government National Mortgage Association 5.5%
| - | 2.78% | - | - | 270,324 |