| United States Treasury Bonds 4.625%
| - | 6.08% | - | - | 2,357,000 |
| United States Treasury Bonds 4.5%
| - | 4.93% | - | - | 1,913,000 |
| United States Treasury Bonds 4.625%
| - | 4.61% | - | - | 1,767,000 |
| United States Treasury Notes 4%
| - | 2.82% | - | - | 1,080,000 |
| Government National Mortgage Association 2.5%
| - | 1.11% | - | - | 482,844 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 0.89% | - | - | 338,006 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.80% | - | - | 347,602 |
| Federal Home Loan Mortgage Corp. 3%
| - | 0.78% | - | - | 323,782 |
| Federal National Mortgage Association 2.5%
| - | 0.69% | - | - | 298,844 |
| Atlas Warehouse Lending Co. LP 6.05%
| - | 0.68% | - | - | 250,000 |