| United States Treasury Notes 4.125%
| - | 4.55% | - | - | 8,500,000 |
| United States Treasury Notes 3.75%
| - | 3.99% | - | - | 7,500,000 |
| United States Treasury Notes 4%
| - | 3.69% | - | - | 6,962,000 |
| Thornburg Capital Management
| - | 3.22% | - | - | 589,343 |
| United States Treasury Notes 4.625%
| - | 1.64% | - | - | 2,939,000 |
| Federal National Mortgage Association 5.5%
| - | 1.42% | - | - | 2,581,972 |
| Federal National Mortgage Association 2.5%
| - | 1.37% | - | - | 2,955,305 |
| United States Treasury Bonds 3%
| - | 1.03% | - | - | 2,500,000 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 0.98% | - | - | 2,131,139 |
| United States Treasury Bonds 0.125%
| - | 0.86% | - | - | 2,968,004 |