| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Credit Suisse Sec (Usa) Llc Tri Party Repurchase Agreement |
0.05 |
2011-01-03 |
$9,000,000 |
2.06 |
| FNMA 3.5% |
3.5 |
2025-12-01 |
$5,725,969 |
1.32 |
| US Treasury Note 4.875% |
4.88 |
2012-06-30 |
$5,100,000 |
1.24 |
| GNMA 5% |
5 |
2039-06-15 |
$5,084,716 |
1.24 |
| FHLBA |
0 |
2011-01-03 |
$4,624,000 |
1.06 |
| US Treasury Note 3.5% |
3.5 |
2020-05-15 |
$4,375,000 |
1.03 |
| US Treasury Note 3.875% |
3.88 |
2012-10-31 |
$4,200,000 |
1.02 |
| FNMA 4.5% |
4.5 |
2024-05-01 |
$4,185,104 |
1 |
| US Treasury Note 4.25% |
4.25 |
2015-08-15 |
$3,950,000 |
1 |
| FHLMC 4% |
4 |
2039-12-01 |
$3,909,831 |
0.89 |
| US Treasury Note 1.375% |
1.38 |
2013-02-15 |
$3,500,000 |
0.81 |
| FHLMC 4.5% |
4.5 |
2039-11-01 |
$3,401,105 |
0.8 |
| US Treasury Note 4% |
4 |
2014-02-15 |
$3,200,000 |
0.8 |
| FNMA 4.5% |
4.5 |
2040-08-01 |
$3,383,934 |
0.8 |
| FNMA 4.625% |
4.62 |
2013-10-15 |
$3,000,000 |
0.75 |
| Morgan Stanley Cap 2007-Top27 CMO |
5.8 |
2042-06-11 |
$3,000,000 |
0.75 |
| Morgan Stanley Cap 2005-Iq10 CMO |
5.23 |
2042-09-15 |
$3,000,000 |
0.74 |
| FHLMC 3% |
3 |
2014-07-28 |
$3,000,000 |
0.72 |
| US Treasury Note 2.625% |
2.62 |
2014-12-31 |
$3,000,000 |
0.72 |
| US Treasury Note 0.75% |
0.75 |
2013-09-15 |
$3,125,000 |
0.71 |
| FNMA 5% |
5 |
2017-05-11 |
$2,700,000 |
0.69 |
| FHLMC 4.5% |
4.5 |
2040-05-01 |
$2,906,542 |
0.68 |
| FNMA 4% |
4 |
2030-09-01 |
$2,919,503 |
0.68 |
| US Treasury Note 3.625% |
3.62 |
2020-02-15 |
$2,750,000 |
0.65 |
| US Treasury Note 1.375% |
1.38 |
2012-02-15 |
$2,750,000 |
0.64 |
