| United States Treasury Notes 3.5%
| - | 3.50% | - | - | 48,260,000 |
| United States Treasury Notes 3.875%
| - | 2.98% | - | - | 40,730,000 |
| United States Treasury Notes 3.375%
| - | 2.05% | - | - | 28,320,000 |
| United States Treasury Notes 3.5%
| - | 1.92% | - | - | 26,505,000 |
| United States Treasury Notes 3.625%
| - | 1.79% | - | - | 24,595,000 |
| United States Treasury Notes 3.5%
| - | 1.57% | - | - | 21,724,000 |
| United States Treasury Notes 3.625%
| - | 1.43% | - | - | 19,687,000 |
| Federal National Mortgage Association 6%
| - | 1.04% | - | - | 13,944,754 |
| United States Treasury Notes 4.25%
| - | 1.00% | - | - | 13,555,000 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 0.76% | - | - | 10,245,648 |