| United States Treasury Notes 3.625%
| - | 4.70% | - | - | 58,000,000 |
| Federal National Mortgage Association 5%
| - | 3.70% | - | - | 45,576,000 |
| United States Treasury Notes 1.125%
| - | 1.73% | - | - | 22,327,000 |
| Eaton Vance Floating-Rate ETF
| - | 1.71% | - | - | 427,488 |
| United States Treasury Notes 4.625%
| - | 1.38% | - | - | 16,729,700 |
| Bank of America Corp. 4.695%
| - | 1.24% | - | - | 15,070,000 |
| Nykredit Realkredit A/S 3.5%
| - | 1.22% | - | - | 99,519,975 |
| United States Treasury Notes 3.5%
| - | 0.80% | - | - | 9,756,000 |
| United States Treasury Notes 1%
| - | 0.70% | - | - | 9,124,000 |
| Smithfield Foods Inc 4.25%
| - | 0.66% | - | - | 8,069,000 |