| United States Treasury Notes 4%
| - | 5.55% | - | - | 10,112,000 |
| United States Treasury Notes 3.875%
| - | 4.77% | - | - | 8,500,000 |
| United States Treasury Notes 3.75%
| - | 4.12% | - | - | 7,500,000 |
| United States Treasury Notes 4.125%
| - | 2.77% | - | - | 5,000,000 |
| Thornburg Capital Management
| - | 2.28% | - | - | 405,424 |
| United States Treasury Notes 4.625%
| - | 1.70% | - | - | 2,939,000 |
| Federal National Mortgage Association 5.5%
| - | 1.52% | - | - | 2,685,335 |
| Federal National Mortgage Association 2.5%
| - | 1.42% | - | - | 2,976,340 |
| United States Treasury Bonds 3%
| - | 1.07% | - | - | 2,500,000 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 1.02% | - | - | 2,146,213 |