| United States Treasury Notes 4.625%
| - | 3.96% | - | - | 2,939,000 |
| United States Treasury Notes 4%
| - | 3.49% | - | - | 2,724,000 |
| United States Treasury Bonds 3%
| - | 2.50% | - | - | 2,500,000 |
| Federal National Mortgage Association 3%
| - | 1.61% | - | - | 1,389,470 |
| Thornburg Capital Management
| - | 1.59% | - | - | 121,350 |
| Federal National Mortgage Association 5.5%
| - | 1.49% | - | - | 1,119,089 |
| Government National Mortgage Association 3%
| - | 1.37% | - | - | 1,159,371 |
| United States Treasury Bonds 4.75%
| - | 1.37% | - | - | 1,055,000 |
| United States Treasury Notes 1.625%
| - | 0.96% | - | - | 722,251 |
| Federal National Mortgage Association 2.5%
| - | 0.81% | - | - | 724,618 |