| United States Treasury Bonds 3%
| - | 7.40% | - | - | 1,850,000 |
| United States Treasury Bonds 4.625%
| - | 5.09% | - | - | 1,000,000 |
| United States Treasury Bonds 3.125%
| - | 4.22% | - | - | 1,025,000 |
| United States Treasury Notes 4.25%
| - | 3.41% | - | - | 650,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 2.70% | - | - | 1,120,000 |
| Federal Home Loan Mortgage Corp. 3%
| - | 2.54% | - | - | 547,818 |
| United States Treasury Notes 4%
| - | 2.09% | - | - | 410,000 |
| Thornburg Capital Management
| - | 1.70% | - | - | 32,650 |
| Government National Mortgage Association 3%
| - | 1.62% | - | - | 342,953 |
| Federal National Mortgage Association 4.5%
| - | 1.30% | - | - | 255,022 |