| United States Treasury Bonds 4.625%
| - | 4.69% | - | - | 2,652,000 |
| United States Treasury Bonds 4.75%
| - | 4.37% | - | - | 2,451,000 |
| United States Treasury Notes 4%
| - | 1.98% | - | - | 1,125,000 |
| Federal National Mortgage Association 4%
| - | 1.87% | - | - | 1,090,449 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.25% | - | - | 692,938 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.24% | - | - | 689,515 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.18% | - | - | 671,947 |
| JPMorgan Chase & Co. 4.851%
| - | 1.16% | - | - | 645,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.11% | - | - | 631,995 |
| Bank of America Corp. 5.162%
| - | 1.08% | - | - | 590,000 |