| United States Treasury Bonds 4.625%
| - | 4.76% | - | - | 2,652,000 |
| United States Treasury Bonds 4.75%
| - | 4.43% | - | - | 2,451,000 |
| United States Treasury Notes 4.125%
| - | 1.98% | - | - | 1,097,000 |
| Federal National Mortgage Association 4%
| - | 1.88% | - | - | 1,084,925 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.23% | - | - | 682,853 |
| Federal Home Loan Mortgage Corp. 5.5%
| - | 1.23% | - | - | 677,968 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.18% | - | - | 668,303 |
| JPMorgan Chase & Co. 4.851%
| - | 1.16% | - | - | 645,000 |
| Federal Home Loan Mortgage Corp. 4.5%
| - | 1.11% | - | - | 628,625 |
| Bank of America Corp. 5.162%
| - | 1.09% | - | - | 590,000 |