| United States Treasury Bonds 4.625%
| - | 5.75% | - | - | 2,357,000 |
| United States Treasury Bonds 4.5%
| - | 4.70% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 3.64% | - | - | 1,470,000 |
| United States Treasury Notes 4%
| - | 2.08% | - | - | 828,000 |
| United States Treasury Notes 4.125%
| - | 1.37% | - | - | 540,000 |
| Government National Mortgage Association 2.5%
| - | 1.06% | - | - | 474,845 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 0.98% | - | - | 368,457 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.84% | - | - | 331,542 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.76% | - | - | 342,503 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.74% | - | - | 318,676 |