| United States Treasury Bonds 3%
| - | 7.52% | - | - | 1,850,000 |
| United States Treasury Bonds 4.625%
| - | 5.17% | - | - | 1,000,000 |
| United States Treasury Bonds 3.375%
| - | 4.34% | - | - | 998,000 |
| United States Treasury Notes 4.25%
| - | 3.43% | - | - | 650,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 2.72% | - | - | 1,120,000 |
| Federal Home Loan Mortgage Corp. 3%
| - | 2.55% | - | - | 554,412 |
| Thornburg Capital Management
| - | 1.99% | - | - | 38,483 |
| Government National Mortgage Association 3%
| - | 1.62% | - | - | 347,969 |
| Federal National Mortgage Association 4.5%
| - | 1.30% | - | - | 257,441 |
| Federal National Mortgage Association 4%
| - | 1.25% | - | - | 254,959 |