| Federal National Mortgage Association 5.5%
| - | 7.83% | - | - | 41,214,964 |
| Federal National Mortgage Association 3.5%
| - | 7.68% | - | - | 44,395,285 |
| United States Treasury Notes 4%
| - | 4.31% | - | - | 22,677,000 |
| United States Treasury Notes 4%
| - | 3.10% | - | - | 16,367,000 |
| iShares iBoxx $ High Yield Corp Bd ETF
| - | 2.20% | - | - | 144,795 |
| Federal National Mortgage Association 3%
| - | 1.76% | - | - | 10,575,000 |
| Federal National Mortgage Association 6%
| - | 1.34% | - | - | 6,962,471 |
| United States Treasury Bonds 4.75%
| - | 1.17% | - | - | 6,171,000 |
| United States Treasury Notes 1.625%
| - | 1.15% | - | - | 6,064,790 |
| United States Treasury Bonds 4.75%
| - | 1.14% | - | - | 6,150,000 |