| United States Treasury Bonds 4.5%
| - | 5.03% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 4.71% | - | - | 1,767,000 |
| United States Treasury Bonds 4.75%
| - | 4.67% | - | - | 1,739,000 |
| United States Treasury Notes 4.25%
| - | 1.44% | - | - | 525,000 |
| United States Treasury Bonds 4.625%
| - | 1.20% | - | - | 458,000 |
| Government National Mortgage Association 2.5%
| - | 1.15% | - | - | 492,828 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.93% | - | - | 346,249 |
| United States Treasury Notes 4%
| - | 0.86% | - | - | 314,000 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.83% | - | - | 354,411 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.81% | - | - | 330,980 |