| United States Treasury Bonds 4.5%
| - | 7.54% | - | - | 2,176,000 |
| United States Treasury Bonds 4.25%
| - | 5.49% | - | - | 1,676,000 |
| United States Treasury Bonds 4.625%
| - | 1.43% | - | - | 406,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.28% | - | - | 367,404 |
| Federal Home Loan Mortgage Corp. 2.5%
| - | 1.12% | - | - | 370,995 |
| Federal Home Loan Mortgage Corp. 3%
| - | 1.10% | - | - | 349,068 |
| United States Treasury Notes 4%
| - | 1.02% | - | - | 281,000 |
| Federal National Mortgage Association 2.5%
| - | 0.98% | - | - | 324,427 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 0.97% | - | - | 264,915 |
| Government National Mortgage Association 2.5%
| - | 0.96% | - | - | 315,269 |