| 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 |
$147,437,026 |
23.04 |
| Federal Home Loan Mortgage Corp., 5.000%, 2/1/2019 - 3/1/2040 |
5 |
2040-03-01 |
$85,075,123 |
13.58 |
| Federal National Mortgage Association, 5.000%, 6/1/2023 - 1/1/2040 |
5 |
2040-01-01 |
$58,936,938 |
9.47 |
| Federal National Mortgage Association, 5.500%, 9/1/2034 - 4/1/2039 |
5.5 |
2039-04-01 |
$50,526,493 |
8.27 |
| Federal Home Loan Mortgage Corp., 5.500%, 12/1/2021 - 1/1/2039 |
5.5 |
2039-01-01 |
$50,271,063 |
8.2 |
| Federal National Mortgage Association, 4.500%, 4/1/2041 |
4.5 |
2041-04-01 |
$35,500,000 |
5.51 |
| Federal National Mortgage Association, 6.000%, 6/1/2016 - 10/1/2038 |
6 |
2038-10-01 |
$25,923,729 |
4.31 |
| Federal Home Loan Mortgage Corp., 4.000%, 4/1/2026 - 12/1/2040 |
4 |
2040-12-01 |
$26,330,874 |
4.09 |
| Deutsche Bank Securities, Inc., .160%, Dated 3/16/2011, Due 4/18/2011 |
0.16 |
2011-04-18 |
$21,646,000 |
3.3 |
| Federal Home Loan Mortgage Corp., 6.000%, 4/1/2036 - 9/1/2038 |
6 |
2038-09-01 |
$17,229,971 |
2.86 |
| Federal National Mortgage Association, 6.500%, 12/1/2027 - 9/1/2037 |
6.5 |
2037-09-01 |
$12,665,069 |
2.16 |
| Bank Of America N.A., .170%, Dated 3/31/2011, Due 4/1/2011 |
0.17 |
2011-04-01 |
$12,609,000 |
1.93 |
| Deutsche Bank Securities, Inc., .170%, Dated 3/10/2011, Due 4/13/2011 |
0.17 |
2011-04-13 |
$12,541,000 |
1.91 |
| Government National Mortgage Association, 5.000%, 2/20/2038 - 7/20/2039 |
5 |
2039-07-20 |
$10,280,200 |
1.67 |
| FNMA 3.5% |
3.5 |
2026-01-01 |
$5,965,615 |
0.91 |
| FHLMC CMO |
5.1 |
2036-04-15 |
$5,874,391 |
0.89 |
| FHLMC CMO |
5.67 |
2036-07-15 |
$5,713,800 |
0.87 |
| FNMA CMO |
5.68 |
2036-12-25 |
$5,087,432 |
0.77 |
| FNMA CMO |
5.64 |
2036-11-25 |
$4,863,885 |
0.74 |
| FHLMC CMO |
5.41 |
2036-05-15 |
$4,526,591 |
0.69 |
| FNMA CMO |
5.71 |
2036-09-25 |
$4,473,613 |
0.68 |
| Federal National Mortgage Association Remic 2006-81 Fb, .600%, 9/25/2036 |
0.6 |
2036-09-25 |
$4,240,540 |
0.65 |
| GNMA 5.5% |
5.5 |
2038-11-20 |
$2,997,140 |
0.49 |
| FNMA CMO |
5.39 |
2036-07-25 |
$2,763,011 |
0.42 |
| Government National Mortgage Association, 7.000%, 6/15/2026 - 1/15/2032 |
7 |
2032-01-15 |
$2,064,177 |
0.36 |
