United States Treasury Bonds 2.25% | - | 6.01% | - | - | 1,170,000 |
United States Treasury Notes 3.5% | - | 5.50% | - | - | 675,000 |
United States Treasury Notes 3.375% | - | 3.02% | - | - | 375,000 |
SYMPHONY CLO LTD | - | 2.25% | - | - | 264,130 |
United States Treasury Notes 3.875% | - | 2.01% | - | - | 244,000 |
United States Treasury Notes 3.625% | - | 1.68% | - | - | 200,000 |
Government National Mortgage Association 6% | - | 1.51% | - | - | 175,000 |
United States Treasury Notes 4.375% | - | 1.42% | - | - | 164,000 |
Federal National Mortgage Association 2% | - | 1.34% | - | - | 200,000 |
Allegro CLO XV Ltd. 0.10526% | - | 1.28% | - | - | 150,000 |