| Federal National Mortgage Association 5%
| - | 3.64% | - | - | 47,166,000 |
| United States Treasury Notes 2.75%
| - | 2.33% | - | - | 32,379,000 |
| United States Treasury Notes 3.625%
| - | 2.23% | - | - | 29,000,000 |
| United States Treasury Notes 3.75%
| - | 1.97% | - | - | 25,456,000 |
| Eaton Vance Floating-Rate ETF
| - | 1.74% | - | - | 452,488 |
| United States Treasury Notes 1.125%
| - | 1.64% | - | - | 22,327,000 |
| United States Treasury Notes 4.625%
| - | 1.32% | - | - | 16,729,700 |
| Nykredit Realkredit A/S 3.5%
| - | 1.30% | - | - | 111,362,080 |
| Bank of America Corp. 4.695%
| - | 1.23% | - | - | 15,754,000 |
| United States Treasury Notes 3.5%
| - | 0.76% | - | - | 9,756,000 |