| United States Treasury Notes
| - | 18.24% | - | - | 2,470,000 |
| United States Treasury Notes 0.14815%
| - | 18.23% | - | - | 2,470,000 |
| United States Treasury Notes 0.25926%
| - | 18.23% | - | - | 2,470,000 |
| United States Treasury Notes 3.875%
| - | 11.04% | - | - | 1,520,000 |
| United States Treasury Bonds 4.75%
| - | 7.30% | - | - | 1,000,000 |
| United States Treasury Notes 0.03704%
| - | 3.24% | - | - | 440,000 |
| Government National Mortgage Association
| - | 2.47% | - | - | 327,582 |
| Government National Mortgage Association
| - | 2.34% | - | - | 309,386 |
| Government National Mortgage Association
| - | 2.33% | - | - | 308,619 |
| Government National Mortgage Association
| - | 2.31% | - | - | 305,054 |