| United States Treasury Notes 3.5%
| - | 3.57% | - | - | 6,280,000 |
| United States Treasury Bonds 5%
| - | 2.70% | - | - | 4,645,000 |
| United States Treasury Bonds 4.625%
| - | 2.44% | - | - | 4,470,000 |
| United States Treasury Bonds 4.625%
| - | 2.25% | - | - | 4,065,000 |
| United States Treasury Bonds 4.75%
| - | 1.79% | - | - | 3,220,000 |
| United States Treasury Bonds 4.875%
| - | 1.54% | - | - | 2,690,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.39% | - | - | 2,381,793 |
| United States Treasury Bonds 4.75%
| - | 1.09% | - | - | 1,955,000 |
| Federal National Mortgage Association 5.5%
| - | 1.07% | - | - | 1,841,311 |
| United States Treasury Notes 3.375%
| - | 1.01% | - | - | 1,790,000 |