| United States Treasury Bonds 4.5%
| - | 5.08% | - | - | 1,913,000 |
| United States Treasury Bonds 4.75%
| - | 5.02% | - | - | 1,860,000 |
| United States Treasury Bonds 4.625%
| - | 4.75% | - | - | 1,767,000 |
| United States Treasury Bonds 4.625%
| - | 1.21% | - | - | 458,000 |
| Government National Mortgage Association 2.5%
| - | 1.16% | - | - | 489,322 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.93% | - | - | 343,120 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.83% | - | - | 351,799 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.81% | - | - | 328,332 |
| Federal National Mortgage Association 2.5%
| - | 0.72% | - | - | 302,756 |
| Atlas Warehouse Lending Co. LP 6.05%
| - | 0.70% | - | - | 250,000 |