| United States Treasury Bonds 4.625%
| - | 4.61% | - | - | 2,652,000 |
| United States Treasury Bonds 4.75%
| - | 4.28% | - | - | 2,451,000 |
| United States Treasury Notes 4.125%
| - | 2.90% | - | - | 1,643,000 |
| Federal National Mortgage Association 4%
| - | 1.81% | - | - | 1,064,510 |
| United States Treasury Notes 3.5%
| - | 1.39% | - | - | 791,000 |
| Federal National Mortgage Association 5.5%
| - | 1.17% | - | - | 643,455 |
| JPMorgan Chase & Co. 4.851%
| - | 1.16% | - | - | 645,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.15% | - | - | 658,116 |
| Bank of America Corp. 5.162%
| - | 1.08% | - | - | 590,000 |
| Federal National Mortgage Association 4.5%
| - | 1.08% | - | - | 615,714 |