| Federal National Mortgage Association 5.5%
| - | 10.78% | - | - | 59,181,964 |
| Federal National Mortgage Association 3.5%
| - | 4.06% | - | - | 24,466,180 |
| United States Treasury Notes 4%
| - | 2.08% | - | - | 11,367,000 |
| Federal National Mortgage Association 2.5%
| - | 1.94% | - | - | 12,703,271 |
| Federal National Mortgage Association 6%
| - | 1.44% | - | - | 7,793,471 |
| iShares iBoxx $ Invmt Grade Corp Bd ETF
| - | 1.31% | - | - | 66,000 |
| United States Treasury Notes 4%
| - | 1.29% | - | - | 6,987,000 |
| United States Treasury Bonds 4.75%
| - | 1.25% | - | - | 6,992,000 |
| United States Treasury Notes 1.625%
| - | 1.19% | - | - | 6,540,274 |
| Federal National Mortgage Association 2%
| - | 0.93% | - | - | 6,373,283 |