| United States Treasury Bonds 4.625%
| - | 5.83% | - | - | 2,357,000 |
| United States Treasury Bonds 4.5%
| - | 4.75% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 3.68% | - | - | 1,470,000 |
| United States Treasury Notes 4.125%
| - | 1.10% | - | - | 434,000 |
| Government National Mortgage Association 2.5%
| - | 1.05% | - | - | 470,597 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 0.97% | - | - | 364,233 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.83% | - | - | 327,542 |
| United States Treasury Bonds 4.75%
| - | 0.83% | - | - | 327,000 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.76% | - | - | 340,075 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.74% | - | - | 316,240 |