| 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 |
$75,537,862 |
19.47 |
| Federal Home Loan Mortgage Corp., 5.000%, 2/1/2019 - 4/1/2041 |
5 |
2041-04-01 |
$45,593,539 |
12.01 |
| Federal Home Loan Mortgage Corp., 5.500%, 4/1/2021 - 10/1/2039 |
5.5 |
2039-10-01 |
$29,484,455 |
7.92 |
| Federal National Mortgage Association, 5.000%, 7/1/2019 - 7/1/2039 |
5 |
2039-07-01 |
$24,531,683 |
6.48 |
| Federal National Mortgage Association, 5.500%, 9/1/2034 - 11/1/2039 |
5.5 |
2039-11-01 |
$24,042,403 |
6.48 |
| Federal National Mortgage Association, 4.500%, 12/1/2019 - 4/1/2041 |
4.5 |
2041-04-01 |
$21,228,455 |
5.43 |
| Deutsche Bank Securities, Inc., .170%, Dated 3/10/2011, Due 4/13/2011 |
0.17 |
2011-04-13 |
$20,200,000 |
5.08 |
| Federal National Mortgage Association, 6.000%, 11/1/2034 - 4/1/2038 |
6 |
2038-04-01 |
$13,005,665 |
3.56 |
| Federal Home Loan Mortgage Corp., 4.000%, 4/1/2026 |
4 |
2026-04-01 |
$13,500,000 |
3.48 |
| Deutsche Bank Securities, Inc., .160%, Dated 3/16/2011, Due 4/18/2011 |
0.16 |
2011-04-18 |
$13,622,000 |
3.43 |
| Bank Of America N.A., .170%, Dated 3/31/2011, Due 4/1/2011 |
0.17 |
2011-04-01 |
$12,187,000 |
3.06 |
| Federal Home Loan Mortgage Corp., 6.000%, 4/1/2036 - 2/1/2038 |
6 |
2038-02-01 |
$10,840,990 |
2.97 |
| FHLMC CMO |
5.67 |
2036-07-15 |
$5,713,800 |
1.43 |
| Government National Mortgage Association, 5.000%, 6/20/2039 - 9/20/2039 |
5 |
2039-09-20 |
$4,704,538 |
1.25 |
| GNMA 4.5% |
4.5 |
2039-10-15 |
$3,832,294 |
0.99 |
| FHLMC CMO |
5.1 |
2036-04-15 |
$3,524,634 |
0.88 |
| Gs Mtg Coml 2010-C2 CMO 3.849% |
3.85 |
2043-12-11 |
$2,981,159 |
0.76 |
| FNMA CMO |
5.64 |
2036-11-25 |
$2,918,331 |
0.73 |
| Federal National Mortgage Association Remic 2006-81 Fb, .600%, 9/25/2036 |
0.6 |
2036-09-25 |
$2,685,675 |
0.67 |
| FNMA CMO |
5.71 |
2036-09-25 |
$2,684,168 |
0.67 |
| Jp Morgan Chase Cmbs 2010-C2 CMO 2.7493% |
2.75 |
2043-11-18 |
$2,695,104 |
0.66 |
| FNMA CMO |
5.68 |
2036-12-25 |
$2,543,716 |
0.64 |
| Jp Morg Cmbs 2010-C1 CMO 3.853% |
3.85 |
2043-06-17 |
$2,459,648 |
0.63 |
| FHLMC CMO |
5.62 |
2037-01-15 |
$2,475,585 |
0.62 |
| Gs Mtg Coml 2010-C1 CMO 3.679% |
3.68 |
2043-08-12 |
$2,421,718 |
0.61 |
