| United States Treasury Bonds 4.625%
| - | 6.05% | - | - | 2,357,000 |
| United States Treasury Bonds 4.5%
| - | 4.91% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 4.59% | - | - | 1,767,000 |
| United States Treasury Notes 4%
| - | 1.75% | - | - | 677,000 |
| Government National Mortgage Association 2.5%
| - | 1.11% | - | - | 486,137 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.89% | - | - | 340,814 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.80% | - | - | 349,708 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.78% | - | - | 326,126 |
| Federal National Mortgage Association 2.5%
| - | 0.69% | - | - | 300,813 |
| Atlas Warehouse Lending Co. LP 6.05%
| - | 0.67% | - | - | 250,000 |