Ask your advisor about buying individual bonds in your IRA account.   Most people use bond funds, however look at this approach too.

CNBC provides info on building your bond ladder:

But there is a fixed income strategy that can provide you with higher yields: laddering. 

Here's how it works: You buy a portfolio of bonds or certificates of deposit at staggering maturities, whether it's over several months or years. As the bonds or CDs mature, you reinvest the proceeds into debt instruments that best fit your income needs. 

For example, if you had $100,000 to invest in a bond ladder, you may put $25,000 in a one-year bond, a two-year bond, a three-year bond and a four-year bond (with each bond being one rung of the ladder). When the one-year bond matures, you'd reinvest in another four-year bond if you wanted to maintain the duration of the ladder, and take advantage of higher yields.