| United States Treasury Bonds 4.625%
| - | 5.87% | - | - | 2,357,000 |
| United States Treasury Bonds 4.5%
| - | 4.77% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 4.46% | - | - | 1,767,000 |
| United States Treasury Notes 4%
| - | 2.58% | - | - | 1,020,000 |
| United States Treasury Notes 3.5%
| - | 2.02% | - | - | 796,000 |
| Government National Mortgage Association 2.5%
| - | 1.08% | - | - | 482,844 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.00% | - | - | 378,325 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.86% | - | - | 338,006 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.78% | - | - | 347,602 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.75% | - | - | 323,782 |