| United States Treasury Bonds 4.625%
| - | 5.97% | - | - | 2,357,000 |
| United States Treasury Bonds 4.5%
| - | 4.87% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 4.56% | - | - | 1,767,000 |
| United States Treasury Notes 4%
| - | 1.65% | - | - | 639,000 |
| Government National Mortgage Association 2.5%
| - | 1.12% | - | - | 489,322 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.89% | - | - | 343,120 |
| United States Treasury Notes 3.5%
| - | 0.87% | - | - | 333,000 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.80% | - | - | 351,799 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.78% | - | - | 328,332 |
| Federal National Mortgage Association 2.5%
| - | 0.69% | - | - | 302,756 |