| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 2.375% |
2.38 |
2016-03-31 |
$10,600,000 |
5.19 |
| US Treasury Note 3.375% |
3.38 |
2019-11-15 |
$7,050,000 |
3.46 |
| FHLMC 0.75% |
0.75 |
2012-12-21 |
$6,600,000 |
3.17 |
| Fidelity Instl MM Fds Government I |
0.01 |
|
$5,268,145 |
2.53 |
| US Treasury Note 0.625% |
0.62 |
2013-02-28 |
$5,200,000 |
2.5 |
| US Treasury Bond 4.375% |
4.38 |
2039-11-15 |
$3,500,000 |
1.67 |
| FHLMC CMO 3.5% |
3.5 |
2031-03-15 |
$3,736,782 |
1.6 |
| FNMA 0.55% |
0.55 |
2012-11-01 |
$3,030,000 |
1.45 |
| Structured Asset Secs 2005-Rf1 CMO |
3.41 |
2035-03-25 |
$3,274,591 |
1.34 |
| US Treasury Bond 8% |
8 |
2021-11-15 |
$1,950,000 |
1.32 |
| Deutsche Mtg Secs 2006-Pr1 CMO |
4.68 |
2036-04-15 |
$2,397,930 |
1.2 |
| Wells Fargo Mbs 2006-2 CMO 5.75% |
5.75 |
2036-03-25 |
$2,304,142 |
1.09 |
| FHLMC CMO 4.5% |
4.5 |
2040-12-15 |
$2,504,142 |
1.09 |
| Gsaa Heq Tr 2007-10 CMO 6.5% |
6.5 |
2037-11-25 |
$3,033,571 |
1.04 |
| Rali Series Tr 2006-Qs6 CMO 6% |
6 |
2036-06-25 |
$2,858,367 |
0.92 |
| US Treasury Note 1.875% |
1.88 |
2017-08-31 |
$1,750,000 |
0.81 |
| FNMA CMO |
8.95 |
2041-03-25 |
$2,000,000 |
0.8 |
| FNMA CMO 4% |
4 |
2041-01-25 |
$2,026,800 |
0.79 |
| FNMA 0.8% |
0.8 |
2012-09-27 |
$1,500,000 |
0.72 |
| FNMA 5.25% |
5.25 |
2012-08-01 |
$1,400,000 |
0.71 |
| FHLMC 4% |
4 |
2040-11-01 |
$1,489,099 |
0.71 |
| FHLMC CMO 5.5% |
5.5 |
2035-10-15 |
$1,352,303 |
0.7 |
| Cwmbs Inc 2005-28 CMO 5.25% |
5.25 |
2019-01-25 |
$1,662,208 |
0.69 |
| FNMA CMO 4% |
4 |
2040-10-25 |
$1,535,352 |
0.64 |
| FHLMC CMO |
6.73 |
2038-06-15 |
$1,237,452 |
0.62 |
