| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 1.25% |
1.25 |
2015-08-31 |
$1,350,000 |
7.41 |
| US Treasury Note 4.75% |
4.75 |
2017-08-15 |
$1,000,000 |
6.35 |
| Fdic Guar Nts Tr 2010-S1 CMO |
0.78 |
2048-03-02 |
$735,620 |
4.17 |
| Wells Fargo Mbs 2004-S CMO |
3.54 |
2034-09-25 |
$687,629 |
3.99 |
| Directv Hldgs Llc / Directv 7.625% |
7.62 |
2016-05-15 |
$625,000 |
3.92 |
| Bear Stearns Cmbs 2006-Top24 CMO 5.537% |
5.54 |
2041-10-12 |
$500,000 |
3.04 |
| Entrtnmt Pptys Tr 144A 7.75% |
7.75 |
2020-07-15 |
$500,000 |
3.03 |
| Rbscf Tr 2010-Rr3 CMO 4.97% |
4.97 |
2040-04-16 |
$500,000 |
2.97 |
| Royal Bk Scotland Plc Mtn 14 144A 4.875% |
4.88 |
2014-08-25 |
$500,000 |
2.94 |
| Federated Retail Hldgs 5.35% |
5.35 |
2012-03-15 |
$500,000 |
2.91 |
| Natl Rural Utils Coop Fin 2.625% |
2.62 |
2012-09-16 |
$500,000 |
2.9 |
| Ge Cap Ccmt 2010-3 2.21% |
2.21 |
2016-06-15 |
$500,000 |
2.88 |
| Virginia Elec & Pwr 5.1% |
5.1 |
2012-11-30 |
$475,000 |
2.86 |
| Corn Prods Intl 3.2% |
3.2 |
2015-11-01 |
$500,000 |
2.83 |
| Ing Bk Nv 144A 2% |
2 |
2013-10-18 |
$500,000 |
2.82 |
| Nbc Universal Inc. 144A 2.1% |
2.1 |
2014-04-01 |
$500,000 |
2.82 |
| Santander Us Debt S A 144A 2.991% |
2.99 |
2013-10-07 |
$500,000 |
2.81 |
| Hcp 2.7% |
2.7 |
2014-02-01 |
$480,000 |
2.73 |
| J P Morgan Chase & Co Mtn Be FRN |
0.96 |
2013-02-26 |
$460,000 |
2.62 |
| Anheuser Busch Inbev Worldwide 3% |
3 |
2012-10-15 |
$450,000 |
2.62 |
| Xerox 6.875% |
6.88 |
2011-08-15 |
$450,000 |
2.61 |
| Southern 5.3% |
5.3 |
2012-01-15 |
$440,000 |
2.58 |
| US Treasury Bond |
0 |
|
$13 |
-9.1 |
| US Treasury Bond (Fut) |
0 |
|
$87 |
-58.74 |
| US Treasury Note (Fut) |
0 |
|
$103 |
-96.81 |
