| United States Treasury Bonds 4.625%
| - | 4.44% | - | - | 2,652,000 |
| United States Treasury Bonds 4.75%
| - | 4.12% | - | - | 2,451,000 |
| United States Treasury Notes 4.125%
| - | 2.57% | - | - | 1,513,000 |
| Federal National Mortgage Association 4%
| - | 1.73% | - | - | 1,056,311 |
| United States Treasury Notes 3.5%
| - | 1.35% | - | - | 791,000 |
| Federal Home Loan Mortgage Corp. 4%
| - | 1.32% | - | - | 806,109 |
| United States Treasury Notes 4.375%
| - | 1.15% | - | - | 661,000 |
| JPMorgan Chase & Co. 4.851%
| - | 1.14% | - | - | 645,000 |
| Federal National Mortgage Association 5.5%
| - | 1.11% | - | - | 630,811 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.10% | - | - | 651,416 |