| United States Treasury Notes 0.875%
| - | 7.01% | - | - | 8,900,000 |
| Federal National Mortgage Association
| - | 3.51% | - | - | 5,643,721 |
| Federal Home Loan Banks
| - | 2.75% | - | - | 4,167,569 |
| Federal National Mortgage Association 3%
| - | 2.40% | - | - | 2,921,937 |
| Government National Mortgage Association
| - | 2.36% | - | - | 4,371,210 |
| Federal Home Loan Mortgage Corp. 5%
| - | 2.31% | - | - | 2,559,763 |
| Federal National Mortgage Association
| - | 2.08% | - | - | 2,525,000 |
| Federal National Mortgage Association
| - | 1.96% | - | - | 2,337,005 |
| Federal National Mortgage Association
| - | 1.94% | - | - | 2,120,000 |
| First Franklin Mortgage Loan Trust
| - | 1.85% | - | - | 4,275,790 |