| United States Treasury Bonds 4.625%
| - | 4.65% | - | - | 2,652,000 |
| United States Treasury Bonds 4.75%
| - | 4.33% | - | - | 2,451,000 |
| Federal National Mortgage Association 4%
| - | 1.87% | - | - | 1,099,730 |
| United States Treasury Notes 4%
| - | 1.32% | - | - | 750,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.30% | - | - | 717,781 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.19% | - | - | 682,113 |
| JPMorgan Chase & Co. 4.851%
| - | 1.16% | - | - | 645,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.12% | - | - | 640,913 |
| Bank of America Corp. 5.162%
| - | 1.10% | - | - | 595,000 |
| Federal Home Loan Mortgage Corp. 4%
| - | 1.06% | - | - | 624,017 |