| United States Treasury Bonds 4.625%
| - | 5.75% | - | - | 3,150,000 |
| United States Treasury Bonds 4.625%
| - | 4.06% | - | - | 2,242,000 |
| United States Treasury Notes 4%
| - | 2.71% | - | - | 1,429,000 |
| United States Treasury Notes 4.25%
| - | 2.65% | - | - | 1,415,000 |
| Federal National Mortgage Association 4%
| - | 2.01% | - | - | 1,150,002 |
| Federal National Mortgage Association 5.5%
| - | 1.57% | - | - | 832,636 |
| United States Treasury Notes 4.125%
| - | 1.53% | - | - | 810,000 |
| Federal National Mortgage Association 5%
| - | 1.45% | - | - | 782,511 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.28% | - | - | 710,840 |
| JPMorgan Chase & Co. 4.851%
| - | 1.24% | - | - | 650,000 |