| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Mizuho Securities Usa, Inc., .120%, Dated 3/31/2011, Due 4/1/2011 |
0.12 |
2011-04-01 |
$200,000,000 |
21.68 |
| FNMA FRN |
0.17 |
2011-08-11 |
$25,000,000 |
2.71 |
| Bank Of America N.A., .170%, Dated 3/31/2011, Due 4/1/2011 |
0.17 |
2011-04-01 |
$22,409,000 |
2.43 |
| FNMA CMO |
0.89 |
2037-02-25 |
$21,876,746 |
2.4 |
| FNMA |
0 |
2011-05-16 |
$21,000,000 |
2.28 |
| FFCB FRN |
0.23 |
2012-02-21 |
$20,000,000 |
2.17 |
| FHLBA FRN |
0.2 |
2011-09-23 |
$20,000,000 |
2.17 |
| FHLBA FRN |
0.24 |
2012-04-09 |
$20,000,000 |
2.17 |
| FHLBA FRN |
0.19 |
2011-08-05 |
$20,000,000 |
2.17 |
| FNMA CMO |
5.04 |
2046-02-25 |
$17,349,037 |
1.86 |
| FHLBA 0.35% |
0.35 |
2011-11-07 |
$15,000,000 |
1.63 |
| FHLMC FRN |
0.21 |
2011-09-19 |
$15,000,000 |
1.63 |
| Barclays Capital, Inc., .190%, Dated 2/8/2011, Due 5/9/2011 |
0.19 |
2011-05-09 |
$15,000,000 |
1.63 |
| FHLMC CMO |
1.07 |
2036-07-15 |
$14,106,954 |
1.54 |
| FNMA FRN |
2.04 |
2034-10-01 |
$13,343,226 |
1.5 |
| FNMA CMO |
0.83 |
2038-09-25 |
$12,552,215 |
1.37 |
| FNMA 1% |
1 |
2012-04-04 |
$12,479,000 |
1.36 |
| US Treasury Note 2% |
2 |
2012-04-15 |
$10,851,000 |
1.23 |
| FNMA CMO |
5.78 |
2036-09-25 |
$10,747,713 |
1.17 |
| FNMA CMO |
1.55 |
2034-07-25 |
$10,732,730 |
1.17 |
| FNMA FRN |
2.4 |
2035-01-01 |
$10,235,931 |
1.16 |
| FHLBA 0.8% |
0.8 |
2011-05-06 |
$10,000,000 |
1.08 |
| FHLMC FRN |
0.2 |
2012-11-02 |
$10,000,000 |
1.08 |
| Deutsche Bank Securities, Inc., .200%, Dated 3/31/2011, Due 4/1/2011 |
0.2 |
2011-04-01 |
$10,000,000 |
1.08 |
| FHLMC FRN |
|
2013-02-04 |
$10,000,000 |
1.08 |
