| United States Treasury Bonds 3%
| - | 7.44% | - | - | 1,850,000 |
| United States Treasury Bonds 4.625%
| - | 5.12% | - | - | 1,000,000 |
| United States Treasury Bonds 3.125%
| - | 4.24% | - | - | 1,025,000 |
| United States Treasury Notes 4.25%
| - | 3.43% | - | - | 650,000 |
| U.S. Treasury Security Stripped Interest Security 0%
| - | 2.69% | - | - | 1,120,000 |
| Federal Home Loan Mortgage Corp. 3%
| - | 2.56% | - | - | 551,426 |
| Thornburg Capital Management
| - | 2.18% | - | - | 41,824 |
| Government National Mortgage Association 3%
| - | 1.62% | - | - | 345,678 |
| Federal National Mortgage Association 4.5%
| - | 1.31% | - | - | 256,371 |
| Federal National Mortgage Association 4%
| - | 1.26% | - | - | 253,970 |