| iShares MBS ETF
| - | 26.26% | - | - | 2,737,350 |
| United States Treasury Notes 4.625%
| - | 0.41% | - | - | 3,925,000 |
| United States Treasury Notes 4.375%
| - | 0.40% | - | - | 3,925,000 |
| United States Treasury Notes 4%
| - | 0.40% | - | - | 4,000,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 3,925,000 |
| United States Treasury Notes 3.875%
| - | 0.40% | - | - | 4,025,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 3,925,000 |
| United States Treasury Notes 4.25%
| - | 0.40% | - | - | 3,925,000 |
| United States Treasury Notes 4.5%
| - | 0.39% | - | - | 3,745,000 |
| United States Treasury Notes 3.875%
| - | 0.35% | - | - | 3,550,000 |