| United States Treasury Notes 0.875%
| - | 5.24% | - | - | 6,500,000 |
| Federal National Mortgage Association
| - | 3.53% | - | - | 5,615,608 |
| Federal Home Loan Mortgage Corp.
| - | 2.77% | - | - | 4,146,809 |
| Federal National Mortgage Association 3%
| - | 2.50% | - | - | 2,965,719 |
| Federal Home Loan Mortgage Corp. 5%
| - | 2.40% | - | - | 2,590,284 |
| Government National Mortgage Association
| - | 2.36% | - | - | 4,349,436 |
| Federal National Mortgage Association
| - | 2.13% | - | - | 2,525,000 |
| Federal National Mortgage Association
| - | 2.04% | - | - | 2,370,871 |
| Federal National Mortgage Association
| - | 2.03% | - | - | 2,120,000 |
| First Franklin Mortgage Loan Trust
| - | 1.92% | - | - | 4,307,715 |