| Federal National Mortgage Association 5.5%
| - | 10.40% | - | - | 53,560,964 |
| Federal National Mortgage Association 3.5%
| - | 6.97% | - | - | 39,395,285 |
| United States Treasury Notes 4%
| - | 5.85% | - | - | 30,100,000 |
| United States Treasury Notes 4%
| - | 4.84% | - | - | 25,027,000 |
| iShares iBoxx $ High Yield Corp Bd ETF
| - | 2.24% | - | - | 144,795 |
| United States Treasury Bonds 4.75%
| - | 1.20% | - | - | 6,171,000 |
| United States Treasury Notes 1.625%
| - | 1.18% | - | - | 6,075,504 |
| United States Treasury Bonds 4.75%
| - | 1.18% | - | - | 6,150,000 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.01% | - | - | 6,473,941 |
| Federal National Mortgage Association 2.5%
| - | 0.96% | - | - | 5,897,315 |