| United States Treasury Notes 3.5%
| - | 3.11% | - | - | 5,910,000 |
| United States Treasury Bonds 4.625%
| - | 3.03% | - | - | 5,790,000 |
| United States Treasury Bonds 5%
| - | 2.56% | - | - | 4,645,000 |
| United States Treasury Bonds 4.625%
| - | 2.32% | - | - | 4,470,000 |
| United States Treasury Bonds 4.75%
| - | 1.70% | - | - | 3,220,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.27% | - | - | 2,335,228 |
| United States Treasury Bonds 4.75%
| - | 1.03% | - | - | 1,955,000 |
| Federal National Mortgage Association 5.5%
| - | 0.98% | - | - | 1,805,736 |
| Federal National Mortgage Association 3%
| - | 0.94% | - | - | 2,000,000 |
| Federal National Mortgage Association 3.5%
| - | 0.92% | - | - | 1,855,759 |