| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Csfb Mtg Ptc 2005-5 CMO 5.5% |
5.5 |
2035-07-25 |
$9,000,000 |
1.39 |
| Swiss Bk Corp Dep Mtns B E 7.375% |
7.38 |
2017-06-15 |
$7,335,000 |
1.3 |
| Metropolitan Life Ins 144A 7.7% |
7.7 |
2015-11-01 |
$6,770,000 |
1.25 |
| FHLBA 3.625% |
3.62 |
2013-10-18 |
$7,000,000 |
1.18 |
| Equitable Life Assurn Soc U S 144A 7.7% |
7.7 |
2015-12-01 |
$6,220,000 |
1.08 |
| FFCB 4.5% |
4.5 |
2014-05-06 |
$6,135,000 |
1.06 |
| Lb-Ubs Cmbs 2002-C1 CMO |
6.46 |
2031-03-15 |
$6,308,518 |
1.03 |
| FFCB 3% |
3 |
2016-06-17 |
$6,460,000 |
1.03 |
| Gte 6.84% |
6.84 |
2018-04-15 |
$5,310,000 |
0.97 |
| Repurchase Agreement |
0 |
|
$6,087,000 |
0.97 |
| FHLBA 4.5% |
4.5 |
2013-09-16 |
$5,000,000 |
0.86 |
| Impac Cmb Tr 2004-4 CMO 5.249% |
5.25 |
2034-09-25 |
$5,346,367 |
0.85 |
| Metropolitan Wash D C Arpts Au Rev 5.25% |
5.25 |
2025-10-01 |
$5,000,000 |
0.84 |
| GNMA CMO |
5.24 |
2028-03-16 |
$5,000,000 |
0.83 |
| FHLMC CMO 6% |
6 |
2031-12-15 |
$4,761,875 |
0.82 |
| FFCB 2.625% |
2.62 |
2014-04-17 |
$5,000,000 |
0.82 |
| FNMA 1.75% |
1.75 |
2013-02-22 |
$5,000,000 |
0.81 |
| FHLBA 1.75% |
1.75 |
2012-08-22 |
$5,000,000 |
0.81 |
| FHLMC 1.625% |
1.62 |
2013-04-15 |
$5,000,000 |
0.81 |
| US Treasury Note 2.75% |
2.75 |
2016-11-30 |
$5,000,000 |
0.8 |
| US Treasury Bond 4.5% |
4.5 |
2036-02-15 |
$5,000,000 |
0.8 |
| FNMA 5% |
5 |
2017-02-13 |
$4,500,000 |
0.8 |
| Jp Morgan Mtg Tr 2005-S3 CMO 5.5% |
5.5 |
2036-01-25 |
$5,000,000 |
0.78 |
| Vanguard Long-Term Investment-Grade Adm |
0 |
|
$506,527 |
0.74 |
| Residential Accredit 2004-Qs2 CMO 5.75% |
5.75 |
2034-02-25 |
$4,592,902 |
0.73 |
