| United States Treasury Notes 4.625%
| - | 5.27% | - | - | 3,794,000 |
| United States Treasury Bonds 3%
| - | 2.58% | - | - | 2,500,000 |
| Federal National Mortgage Association 5.5%
| - | 1.59% | - | - | 1,170,685 |
| Government National Mortgage Association 3%
| - | 1.41% | - | - | 1,168,180 |
| United States Treasury Bonds 4.75%
| - | 1.41% | - | - | 1,055,000 |
| United States Treasury Notes 4%
| - | 1.25% | - | - | 950,000 |
| Federal Home Loan Mortgage Corp. 3%
| - | 1.08% | - | - | 906,861 |
| United States Treasury Notes 1.625%
| - | 0.98% | - | - | 725,393 |
| Federal National Mortgage Association 3%
| - | 0.87% | - | - | 734,574 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.84% | - | - | 711,114 |