| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Morgan Stanley Repo 0.02% 05/02/2011 |
0.02 |
2011-05-02 |
$27,540,059 |
17.33 |
| US Treasury Note 1.875% |
1.88 |
2017-10-31 |
$9,000,000 |
5.44 |
| US Treasury Note 1.5% |
1.5 |
2013-12-31 |
$7,000,000 |
4.48 |
| FNMA |
4.5 |
2041-05-15 |
$5,000,000 |
3.24 |
| US Treasury Note 3.625% |
3.62 |
2021-02-15 |
$5,000,000 |
3.23 |
| US Treasury Note 2.25% |
2.25 |
2016-03-31 |
$5,000,000 |
3.19 |
| US Treasury Note 2.875% |
2.88 |
2018-03-31 |
$5,000,000 |
3.19 |
| US Treasury Note 1.125% |
1.12 |
2013-06-15 |
$5,000,000 |
3.18 |
| Lb Fl Cmbs Tr 2007-Llfc5 CMO |
5.8 |
2022-06-15 |
$5,187,421 |
3.17 |
| US Treasury Note 0.75% |
0.75 |
2013-09-15 |
$5,000,000 |
3.15 |
| FNMA |
4 |
2041-05-15 |
$5,000,000 |
3.13 |
| Hsb Grp FRN |
1.19 |
2027-07-15 |
$4,000,000 |
2.16 |
| Jp Morgan Chase Cmbs 2007-Fl1 CMO |
5.88 |
2019-07-15 |
$3,130,694 |
1.85 |
| Anglo Amer Cap 9.375% |
9.38 |
2019-04-08 |
$2,000,000 |
1.69 |
| Amer Honda Fin Corp Mtn Be144a 144A 6.7% |
6.7 |
2013-10-01 |
$2,000,000 |
1.41 |
| Comcast Corp New 4.95% |
4.95 |
2016-06-15 |
$2,000,000 |
1.37 |
| Arcelormittal Sa Luxembourg 5.375% |
5.38 |
2013-06-01 |
$2,000,000 |
1.35 |
| Boston Scientific 4.5% |
4.5 |
2015-01-15 |
$2,000,000 |
1.32 |
| Nbc Universal Inc. 144A 5.15% |
5.15 |
2020-04-30 |
$2,000,000 |
1.32 |
| Illinois St Go Bds 6.2% |
6.2 |
2021-07-01 |
$2,000,000 |
1.31 |
| Bb&T Corporation 3.85% |
3.85 |
2012-07-27 |
$2,000,000 |
1.3 |
| Credit Suisse New York Branch 3.45% |
3.45 |
2012-07-02 |
$2,000,000 |
1.3 |
| Anz Natl Intl Ltd Mtn Be 144 144A 2.375% |
2.38 |
2012-12-21 |
$2,000,000 |
1.28 |
| Westpac Bkg 3% |
3 |
2015-12-09 |
$2,000,000 |
1.27 |
| Cash & Cash Equivalents |
|
|
$9,503,906 |
-5.98 |
