| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Federal Home Loan Mortgage Corp., 4.500%, 6/1/2019 - 4/1/2041 |
4.5 |
2041-04-01 |
$127,114,010 |
17.07 |
| Federal National Mortgage Association, 5.000%, 6/1/2023 - 1/1/2040 |
5 |
2040-01-01 |
$90,747,414 |
12.51 |
| Federal Home Loan Mortgage Corp., 5.000%, 2/1/2019 - 10/1/2039 |
5 |
2039-10-01 |
$79,018,463 |
10.89 |
| Federal Home Loan Mortgage Corp., 5.500%, 3/1/2021 - 10/1/2037 |
5.5 |
2037-10-01 |
$63,716,065 |
8.94 |
| Federal National Mortgage Association, 6.000%, 10/1/2028 - 4/1/2038 |
6 |
2038-04-01 |
$52,702,165 |
7.56 |
| Federal Home Loan Mortgage Corp., 4.000%, 4/1/2026 - 12/1/2040 |
4 |
2040-12-01 |
$41,761,747 |
5.56 |
| Federal National Mortgage Association, 4.500%, 12/1/2019 - 4/1/2041 |
4.5 |
2041-04-01 |
$37,041,621 |
4.95 |
| Federal National Mortgage Association, 5.500%, 12/1/2013 - 9/1/2037 |
5.5 |
2037-09-01 |
$33,061,251 |
4.65 |
| Deutsche Bank Securities, Inc., .160%, Dated 3/16/2011, Due 4/18/2011 |
0.16 |
2011-04-18 |
$33,230,000 |
4.36 |
| Deutsche Bank Securities, Inc., .170%, Dated 3/10/2011, Due 4/13/2011 |
0.17 |
2011-04-13 |
$20,304,000 |
2.66 |
| Government National Mortgage Association, 5.000%, 11/20/2038 - 9/20/2039 |
5 |
2039-09-20 |
$14,476,395 |
2.01 |
| Federal National Mortgage Association, 6.500%, 6/1/2029 - 8/1/2037 |
6.5 |
2037-08-01 |
$13,275,490 |
1.95 |
| Bank Of America N.A., .170%, Dated 3/31/2011, Due 4/1/2011 |
0.17 |
2011-04-01 |
$12,773,000 |
1.67 |
| FHLMC CMO |
5.41 |
2036-05-15 |
$6,789,886 |
0.89 |
| Gs Mtg Coml 2010-C2 CMO 3.849% |
3.85 |
2043-12-11 |
$5,962,318 |
0.79 |
| Jp Morg Cmbs 2010-C1 CMO 3.853% |
3.85 |
2043-06-17 |
$5,411,226 |
0.73 |
| Morgan Stanley Cap 2006-Iq12 CMO 5.332% |
5.33 |
2043-12-15 |
$5,090,000 |
0.71 |
| Gs Mtg Coml 2010-C1 CMO 3.679% |
3.68 |
2043-08-12 |
$5,327,779 |
0.7 |
| Jp Morgan Chase Cmbs 2010-C2 CMO 2.7493% |
2.75 |
2043-11-18 |
$5,468,327 |
0.7 |
| FNMA CMO |
5.39 |
2036-07-25 |
$4,789,219 |
0.63 |
| Federal Home Loan Mortgage Corp., 6.500%, 10/1/2037 - 10/1/2038 |
6.5 |
2038-10-01 |
$4,206,460 |
0.62 |
| Bank Of America Commercial Mortgage Inc., Class A3, 5.449%, 1/15/2049 |
5.45 |
2049-01-15 |
$4,396,000 |
0.6 |
| FHLMC CMO |
5.67 |
2036-07-15 |
$4,571,040 |
0.6 |
| Sequoia Mtg Tr 2011-1 CMO |
4.12 |
2041-02-25 |
$4,500,000 |
0.59 |
| Structured Asset Secs 2005-17 CMO 5.5% |
5.5 |
2035-10-25 |
$4,867,513 |
0.59 |
