| United States Treasury Bonds 4.625%
| - | 3.81% | - | - | 6,845,000 |
| United States Treasury Bonds 5%
| - | 2.72% | - | - | 4,645,000 |
| United States Treasury Notes 3.5%
| - | 1.95% | - | - | 3,525,000 |
| United States Treasury Bonds 4.75%
| - | 1.81% | - | - | 3,220,000 |
| United States Treasury Bonds 4.625%
| - | 1.64% | - | - | 2,970,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.34% | - | - | 2,335,228 |
| United States Treasury Bonds 4.75%
| - | 1.10% | - | - | 1,955,000 |
| Federal National Mortgage Association 5.5%
| - | 1.03% | - | - | 1,805,736 |
| Federal National Mortgage Association 3%
| - | 1.00% | - | - | 2,000,000 |
| United States Treasury Notes 3.5%
| - | 1.00% | - | - | 1,800,000 |