class TreeNodeExtra extends DefaultMutableTreeNode implements Comparable {
        public TreeNodeExtra(String name) {
            super(name);
        }

        @Override
        public void insert(final MutableTreeNode newChild, final int childIndex) {
            super.insert(newChild, childIndex);
            Collections.sort(this.children);
        }

        public int compareTo(final Object o) {
            return this.toString().compareToIgnoreCase(o.toString());
        }
    }

            for (int levelBondsTree = 0; levelBondsTree < root.getChildCount(); levelBondsTree++) {
                DefaultMutableTreeNode leafBonds = (DefaultMutableTreeNode) root.getChildAt(levelBondsTree);

                Integer assetClassIndex = levelBondsTree + 4;
                List<String> securitiesData = // запоняется строками из БД

                if ((null != securitiesData) && (securitiesData.size() > 0)) {
                    for (String fundData : securitiesData) {                        
                        TreeNodeExtra dmtn = new TreeNodeExtra(fundData );
                        leafBonds.add(dmtn);
                    }
                }

 Tree.setModel(new DefaultTreeModel(root));