| United States Treasury Bonds 4.625%
| - | 3.39% | - | - | 6,245,000 |
| United States Treasury Bonds 5%
| - | 2.65% | - | - | 4,645,000 |
| United States Treasury Notes 3.5%
| - | 1.97% | - | - | 3,525,000 |
| United States Treasury Bonds 4.75%
| - | 1.77% | - | - | 3,220,000 |
| United States Treasury Bonds 4.625%
| - | 1.60% | - | - | 2,970,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.33% | - | - | 2,315,542 |
| United States Treasury Bonds 4.625%
| - | 1.12% | - | - | 2,080,000 |
| United States Treasury Bonds 4.75%
| - | 1.07% | - | - | 1,955,000 |
| Federal National Mortgage Association 5.5%
| - | 1.03% | - | - | 1,792,000 |
| United States Treasury Notes 3.5%
| - | 1.00% | - | - | 1,800,000 |