| United States Treasury Bonds 4.5%
| - | 3.40% | - | - | 15,655,000 |
| United States Treasury Notes 4%
| - | 2.48% | - | - | 10,520,000 |
| United States Treasury Notes 4.25%
| - | 2.20% | - | - | 9,255,000 |
| United States Treasury Bonds 4.625%
| - | 2.07% | - | - | 9,190,000 |
| United States Treasury Bonds 1.875%
| - | 2.02% | - | - | 12,470,000 |
| United States Treasury Bonds 3%
| - | 2.02% | - | - | 11,820,000 |
| United States Treasury Notes 4.25%
| - | 1.85% | - | - | 7,915,000 |
| United States Treasury Notes 3.75%
| - | 1.70% | - | - | 7,380,000 |
| Federal National Mortgage Association 3.5%
| - | 1.37% | - | - | 6,338,679 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.36% | - | - | 5,825,695 |