| Federal National Mortgage Association 2.5% |
1.20 |
143,942,000 |
143,942,000 |
| Federal National Mortgage Association 2% |
0.30 |
35,600,000 |
35,600,000 |
| United States Treasury Notes 1.5% |
0.48 |
57,474,000 |
-22,746,000 |
| United States Treasury Bonds 2% |
1.14 |
142,699,000 |
93,481,000 |
| United States Treasury Bonds 2.25% |
0.49 |
58,102,000 |
58,102,000 |
| United States Treasury Notes 1.875% |
0.55 |
65,132,900 |
65,132,900 |
| Federal National Mortgage Association 3% |
0.51 |
59,705,000 |
59,705,000 |
| United States Treasury Notes 1.75% |
0.65 |
76,403,000 |
76,403,000 |
| United States Treasury Bonds 1.75% |
0.61 |
81,020,000 |
70,320,000 |
| United States Treasury Bonds 1.875% |
0.56 |
73,145,400 |
-47,480,600 |
| Government National Mortgage Association 2.5% |
0.51 |
60,693,000 |
60,693,000 |
| United States Treasury Notes 2.375% |
0.50 |
57,340,000 |
57,340,000 |
| United States Treasury Bonds 2.375% |
0.46 |
54,904,500 |
54,904,500 |
| United States Treasury Notes 0.75% |
0.45 |
53,350,000 |
-22,033,400 |
| Federal National Mortgage Association 3.5% |
0.44 |
50,000,000 |
50,000,000 |
| United States Treasury Bonds 4.375% |
0.37 |
32,730,000 |
0 |
| Federal Home Loan Mortgage Corporation 2.5% |
0.33 |
38,956,000 |
38,956,000 |
| United States Treasury Notes 2.125% |
0.30 |
34,035,000 |
34,035,000 |
