| Federal National Mortgage Association 5.5%
| - | 10.69% | - | - | 53,647,964 |
| Federal National Mortgage Association 3.5%
| - | 7.08% | - | - | 39,159,285 |
| United States Treasury Notes 4%
| - | 6.00% | - | - | 30,100,000 |
| United States Treasury Notes 4%
| - | 4.97% | - | - | 25,027,000 |
| iShares iBoxx $ High Yield Corp Bd ETF
| - | 2.30% | - | - | 144,795 |
| United States Treasury Bonds 4.75%
| - | 1.22% | - | - | 6,171,000 |
| United States Treasury Bonds 4.75%
| - | 1.19% | - | - | 6,150,000 |
| Federal National Mortgage Association 4.5%
| - | 1.09% | - | - | 5,702,000 |
| United States Treasury Notes 1.625%
| - | 1.08% | - | - | 5,450,637 |
| Federal Home Loan Mortgage Corp. 2%
| - | 1.04% | - | - | 6,511,128 |