| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FHLBA |
0 |
2011-01-03 |
$3,104,000 |
5.37 |
| US Treasury Note 2.375% |
2.38 |
2014-10-31 |
$1,750,000 |
3.14 |
| Us Dept Veteran Affairs 96-3 CMO 6.75% |
6.75 |
2026-09-15 |
$1,371,371 |
2.73 |
| Credit Suisse Sec (Usa) Llc Tri Party Repurchase Agreement |
0.05 |
2011-01-03 |
$1,500,000 |
2.6 |
| Avis Bud Rental Fdg 2010-2 3.63% |
3.63 |
2014-08-20 |
$1,000,000 |
1.79 |
| Ubs Ag Brh Mtn Sr Dep Nt Be 2.25% |
2.25 |
2013-08-12 |
$1,000,000 |
1.75 |
| Salomon Bros Mtg 7 2001-C1 CMO 6.428% |
6.43 |
2035-12-18 |
$930,425 |
1.62 |
| Bear Stearns Cmbs 2004-Pwr5 CMO 4.565% |
4.57 |
2042-07-11 |
$855,000 |
1.5 |
| Bear Stearns Cmbs 2003-Top10 CMO 4.74% |
4.74 |
2040-03-13 |
$765,000 |
1.39 |
| FNMA 4.5% |
4.5 |
2024-05-01 |
$747,340 |
1.36 |
| Ace Secs Heq 2007-D1 FRN |
6.34 |
2038-02-25 |
$1,000,000 |
1.28 |
| FHLMC 4.5% |
4.5 |
2024-05-01 |
$701,729 |
1.27 |
| FHLMC CMO |
1.65 |
2018-06-15 |
$688,076 |
1.19 |
| Gmac Mortgage Corp Loan Trust Abs Ser.2007-He2 Cl.A3 |
|
|
$1,162,578 |
1.16 |
| FHLMC 6% |
6 |
2037-08-01 |
$617,144 |
1.16 |
| Jp Morgan Chase Cmbs 2002-C3 CMO 4.994% |
4.99 |
2035-07-12 |
$590,000 |
1.08 |
| Residential Funding Mtg Sec Ii Abs Gtd Ser.2006-Hi5 Cl.A3 |
5.5 |
2025-08-25 |
$730,000 |
1.07 |
| Duke Engy Carolinas 5.75% |
5.75 |
2013-11-15 |
$500,000 |
0.97 |
| FNMA 6% |
6 |
2035-10-01 |
$499,007 |
0.94 |
| Morgan Stanley Cap 2004-Iq7 CMO |
5.57 |
2038-06-15 |
$500,000 |
0.92 |
| Morgan Stanley Cap 2006-Top21 CMO |
5.16 |
2052-10-12 |
$500,000 |
0.92 |
| Jp Morgan Chase Cmbs 2004-C2 CMO |
5.39 |
2041-05-15 |
$500,000 |
0.92 |
| Greenwich Cap Cmbs 2003-C2 CMO 4.915% |
4.91 |
2036-01-05 |
$500,000 |
0.92 |
| Morgan Stanley Cap 2003-Hq2 CMO 4.92% |
4.92 |
2035-03-12 |
$500,000 |
0.91 |
| Harley Dav Mtr Tr Talf 2009-1 4.55% |
4.55 |
2017-01-15 |
$500,000 |
0.91 |
