| United States Treasury Bonds 4.625%
| - | 5.78% | - | - | 2,357,000 |
| United States Treasury Bonds 4.5%
| - | 4.72% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 3.65% | - | - | 1,470,000 |
| United States Treasury Notes 4%
| - | 2.34% | - | - | 929,000 |
| United States Treasury Notes 4.125%
| - | 1.37% | - | - | 540,000 |
| Government National Mortgage Association 2.5%
| - | 1.07% | - | - | 479,130 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 0.99% | - | - | 373,317 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.85% | - | - | 334,756 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.77% | - | - | 345,176 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.75% | - | - | 321,204 |