| United States Treasury Notes 3.5%
| - | 3.55% | - | - | 6,280,000 |
| United States Treasury Bonds 5%
| - | 2.70% | - | - | 4,645,000 |
| United States Treasury Bonds 4.625%
| - | 2.44% | - | - | 4,420,000 |
| United States Treasury Bonds 4.625%
| - | 2.43% | - | - | 4,470,000 |
| United States Treasury Bonds 4.75%
| - | 1.79% | - | - | 3,220,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.37% | - | - | 2,354,336 |
| United States Treasury Bonds 4.75%
| - | 1.09% | - | - | 1,955,000 |
| Federal National Mortgage Association 5.5%
| - | 1.06% | - | - | 1,822,790 |
| Federal National Mortgage Association 3%
| - | 1.00% | - | - | 2,000,000 |
| Federal National Mortgage Association 3.5%
| - | 0.98% | - | - | 1,866,202 |