| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| U.S. Treasury 10 Year Notes |
0 |
|
$267 |
13.05 |
| US Treasury Note 1.375% |
1.38 |
2012-09-15 |
$23,095,000 |
9.6 |
| US Treasury Note 4.875% |
4.88 |
2011-05-31 |
$18,110,000 |
7.5 |
| US Treasury Note 1.75% |
1.75 |
2012-08-15 |
$14,455,000 |
6.04 |
| FNMA 1.5% |
1.5 |
2013-06-26 |
$12,780,000 |
5.31 |
| FHLMC 4.875% |
4.88 |
2013-11-15 |
$11,625,000 |
5.23 |
| US Treasury Note 0.875% |
0.88 |
2011-04-30 |
$8,030,000 |
3.3 |
| US Treasury Note 1.75% |
1.75 |
2013-04-15 |
$5,915,000 |
2.48 |
| FHLMC 3.5% |
3.5 |
2013-05-29 |
$4,185,000 |
1.81 |
| FHLMC 5.5% |
5.5 |
2040-04-01 |
$2,998,693 |
1.32 |
| Wells Fargo Cap Xiii FRN |
7.7 |
2049-12-29 |
$2,530,000 |
1.08 |
| Citi Omni Mstr Talf 2009-A14 FRN |
3.01 |
2018-08-15 |
$2,400,000 |
1.04 |
| Citigroup 5.5% |
5.5 |
2013-04-11 |
$2,250,000 |
0.99 |
| Pacificorp 6.9% |
6.9 |
2011-11-15 |
$2,265,000 |
0.97 |
| Genl Elec Cap Corp Fdic Tlgp 3% |
3 |
2011-12-09 |
$2,250,000 |
0.94 |
| Bk Amer Fdg 7.375% |
7.38 |
2014-05-15 |
$1,880,000 |
0.87 |
| FHLMC 5.5% |
5.5 |
2040-07-01 |
$1,979,134 |
0.87 |
| Jp Morgan Chase Cmbs 2010-Cn CMO 3.2998% |
3.3 |
2032-08-05 |
$2,013,875 |
0.81 |
| Lb-Ubs Cmbs 2005-C7 CMO |
5.2 |
2030-11-15 |
$1,750,000 |
0.77 |
| Altria Grp 8.5% |
8.5 |
2013-11-10 |
$1,585,000 |
0.76 |
| Santander Drive Auto 2011-S1 1.89% |
1.89 |
2017-05-15 |
$1,676,729 |
0.68 |
| Gs Mtg Coml 2007-Eop CMO |
5.57 |
2020-03-06 |
$1,630,000 |
0.67 |
| Morgan Stanley 4.1% |
4.1 |
2015-01-26 |
$1,540,000 |
0.65 |
| U.S. Treasury 5 Year Notes |
0 |
|
$39 |
-1.87 |
| U.S. Treasury 2 Year Notes |
0 |
|
$153 |
-13.71 |
