| United States Treasury Notes 0.875%
| - | 7.04% | - | - | 8,900,000 |
| Federal National Mortgage Association
| - | 3.48% | - | - | 5,657,830 |
| Federal Home Loan Banks
| - | 2.73% | - | - | 4,177,987 |
| Federal National Mortgage Association 3%
| - | 2.38% | - | - | 2,894,094 |
| Government National Mortgage Association
| - | 2.33% | - | - | 4,382,138 |
| Federal Home Loan Mortgage Corp. 5%
| - | 2.32% | - | - | 2,556,647 |
| Federal National Mortgage Association
| - | 2.09% | - | - | 2,525,000 |
| Federal National Mortgage Association
| - | 1.97% | - | - | 2,322,808 |
| Federal National Mortgage Association
| - | 1.95% | - | - | 2,120,000 |
| First Franklin Mortgage Loan Trust
| - | 1.85% | - | - | 4,263,646 |