| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Morgan Stanley Repo 0.02% 05/02/2011 |
0.02 |
2011-05-02 |
$46,170,971 |
11.86 |
| FNMA |
4.5 |
2041-05-15 |
$19,000,000 |
5.02 |
| US Treasury Note 3.625% |
3.62 |
2021-02-15 |
$15,000,000 |
3.96 |
| US Treasury Note 2.25% |
2.25 |
2016-03-31 |
$15,000,000 |
3.91 |
| US Treasury Note 1.125% |
1.12 |
2013-06-15 |
$15,000,000 |
3.89 |
| US Treasury Note 0.75% |
0.75 |
2013-09-15 |
$15,000,000 |
3.85 |
| FNMA |
4 |
2041-05-15 |
$15,000,000 |
3.83 |
| GNMA 4.5% |
4.5 |
2041-01-20 |
$9,942,366 |
2.67 |
| US Treasury Note 1.5% |
1.5 |
2013-12-31 |
$10,000,000 |
2.61 |
| US Treasury Bond 3.875% |
3.88 |
2040-08-15 |
$10,000,000 |
2.34 |
| FNMA 5.5% |
5.5 |
2037-05-01 |
$6,363,432 |
1.76 |
| FNMA 5% |
5 |
2036-02-01 |
$6,069,338 |
1.65 |
| FNMA 6% |
6 |
2038-03-01 |
$5,853,297 |
1.65 |
| US Treasury Note 1.875% |
1.88 |
2017-10-31 |
$6,000,000 |
1.48 |
| Fhlmc Gold Tba 30 Yr 4.5000% 05/15/41 |
4.5 |
2041-05-15 |
$5,000,000 |
1.32 |
| US Treasury Note 2.875% |
2.88 |
2018-03-31 |
$5,000,000 |
1.3 |
| FNMA 3.5% |
3.5 |
2026-02-01 |
$4,941,519 |
1.29 |
| Crh Amer 5.75% |
5.75 |
2021-01-15 |
$4,500,000 |
1.21 |
| FNMA CMO |
3.45 |
2035-07-25 |
$4,436,020 |
1.14 |
| FNMA |
5 |
2041-05-15 |
$4,000,000 |
1.08 |
| Nordea Bk Ab Mtn 144a 144A 1.75% |
1.75 |
2013-10-04 |
$4,000,000 |
1.04 |
| Westpac Bkg 3% |
3 |
2015-12-09 |
$4,000,000 |
1.03 |
| Volkswagen Intl Fin 144A 2.875% |
2.88 |
2016-04-01 |
$4,000,000 |
1.03 |
| Smart Us Tr 2011-1 FRN |
1 |
2013-04-14 |
$4,000,000 |
1.03 |
| Cash & Cash Equivalents |
|
|
$39,272,311 |
-10.09 |
