| United States Treasury Notes 4.25%
| - | 4.09% | - | - | 11,190,000 |
| Federal National Mortgage Association 5%
| - | 3.75% | - | - | 10,450,000 |
| United States Treasury Bonds 4.5%
| - | 3.11% | - | - | 8,900,000 |
| United States Treasury Bonds 1.875%
| - | 2.44% | - | - | 9,525,000 |
| Federal Home Loan Mortgage Corp. 2.58%
| - | 2.32% | - | - | 7,050,000 |
| Federal National Mortgage Association 3.5%
| - | 2.19% | - | - | 6,521,682 |
| Federal National Mortgage Association 2%
| - | 2.14% | - | - | 7,142,412 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 2.06% | - | - | 5,589,810 |
| United States Treasury Notes 4.25%
| - | 1.92% | - | - | 5,200,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.91% | - | - | 5,369,808 |