| United States Treasury Notes
| - | 19.93% | - | - | 2,690,000 |
| United States Treasury Notes 0.25926%
| - | 19.92% | - | - | 2,690,000 |
| United States Treasury Notes 4.25%
| - | 12.72% | - | - | 1,720,000 |
| United States Treasury Bonds 4.75%
| - | 7.21% | - | - | 1,000,000 |
| United States Treasury Notes 0.14815%
| - | 6.00% | - | - | 810,000 |
| United States Treasury Notes 3.875%
| - | 5.93% | - | - | 820,000 |
| Government National Mortgage Association
| - | 2.39% | - | - | 317,901 |
| Government National Mortgage Association
| - | 2.24% | - | - | 296,755 |
| Government National Mortgage Association
| - | 2.22% | - | - | 295,306 |
| Government National Mortgage Association
| - | 2.22% | - | - | 294,291 |