| Federal National Mortgage Association 5.5%
| - | 7.66% | - | - | 54,189,964 |
| United States Treasury Bonds 4.75%
| - | 4.34% | - | - | 31,440,000 |
| United States Treasury Bonds 4%
| - | 2.81% | - | - | 23,460,300 |
| Federal National Mortgage Association 2.5%
| - | 1.94% | - | - | 16,559,271 |
| United States Treasury Notes 3.625%
| - | 1.76% | - | - | 12,620,000 |
| United States Treasury Notes 4%
| - | 1.63% | - | - | 11,367,000 |
| United States Treasury Notes 3.75%
| - | 1.42% | - | - | 10,060,000 |
| United States Treasury Notes 3.875%
| - | 1.42% | - | - | 10,000,000 |
| Federal National Mortgage Association 5%
| - | 1.38% | - | - | 9,940,973 |
| iShares iBoxx $ Invmt Grade Corp Bd ETF
| - | 1.26% | - | - | 82,570 |