| United States Treasury Bonds 4.625%
| - | 4.64% | - | - | 2,652,000 |
| United States Treasury Bonds 4.75%
| - | 4.31% | - | - | 2,451,000 |
| United States Treasury Notes 4%
| - | 2.31% | - | - | 1,325,000 |
| Federal National Mortgage Association 4%
| - | 1.87% | - | - | 1,096,053 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.27% | - | - | 702,319 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.26% | - | - | 702,655 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.18% | - | - | 677,084 |
| JPMorgan Chase & Co. 4.851%
| - | 1.16% | - | - | 645,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.11% | - | - | 636,003 |
| Bank of America Corp. 5.162%
| - | 1.09% | - | - | 595,000 |