| United States Treasury Bonds 4.625%
| - | 4.40% | - | - | 2,652,000 |
| United States Treasury Bonds 4.75%
| - | 4.07% | - | - | 2,451,000 |
| United States Treasury Notes 4.125%
| - | 2.57% | - | - | 1,513,000 |
| Federal National Mortgage Association 4%
| - | 1.74% | - | - | 1,064,510 |
| United States Treasury Notes 3.5%
| - | 1.35% | - | - | 791,000 |
| United States Treasury Notes 4.375%
| - | 1.31% | - | - | 756,000 |
| JPMorgan Chase & Co. 4.851%
| - | 1.14% | - | - | 645,000 |
| Federal National Mortgage Association 5.5%
| - | 1.14% | - | - | 643,455 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.11% | - | - | 658,116 |
| Bank of America Corp. 5.162%
| - | 1.05% | - | - | 590,000 |