| United States Treasury Notes 3.625%
| - | 22.21% | - | - | 3,030,000 |
| United States Treasury Notes
| - | 13.94% | - | - | 1,890,000 |
| United States Treasury Notes 0.25926%
| - | 13.93% | - | - | 1,890,000 |
| United States Treasury Notes 3.875%
| - | 11.03% | - | - | 1,520,000 |
| United States Treasury Bonds 4.75%
| - | 10.78% | - | - | 1,480,000 |
| United States Treasury Notes 0.03704%
| - | 3.24% | - | - | 440,000 |
| Government National Mortgage Association
| - | 2.53% | - | - | 336,188 |
| Government National Mortgage Association
| - | 2.42% | - | - | 322,131 |
| Government National Mortgage Association
| - | 2.42% | - | - | 321,676 |
| Government National Mortgage Association
| - | 2.37% | - | - | 314,040 |