| United States Treasury Bonds 4.625%
| - | 3.81% | - | - | 6,845,000 |
| United States Treasury Bonds 5%
| - | 2.72% | - | - | 4,645,000 |
| United States Treasury Notes 3.5%
| - | 1.99% | - | - | 3,525,000 |
| United States Treasury Bonds 4.75%
| - | 1.82% | - | - | 3,220,000 |
| United States Treasury Bonds 4.625%
| - | 1.64% | - | - | 2,970,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.35% | - | - | 2,315,542 |
| United States Treasury Bonds 4.75%
| - | 1.10% | - | - | 1,955,000 |
| Federal National Mortgage Association 5.5%
| - | 1.05% | - | - | 1,792,000 |
| United States Treasury Notes 3.5%
| - | 1.02% | - | - | 1,800,000 |
| Federal National Mortgage Association 3%
| - | 1.01% | - | - | 2,000,000 |