| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cash Equivalent (State Street Repo) |
|
|
$15,248,002 |
17.54 |
| FNMA |
|
|
$3,760,000 |
4.52 |
| GNMA |
|
|
$2,145,000 |
2.62 |
| FNMA |
5.5 |
2023-02-24 |
$1,715,000 |
2.13 |
| US Treasury Note 1.25% |
1.25 |
2020-07-15 |
$1,625,000 |
1.93 |
| FNMA 4.5% |
4.5 |
2040-08-01 |
$1,644,553 |
1.93 |
| Colombia Republic |
|
|
$2,147,483,647 |
1.6 |
| Bk Amer Fdg 5.875% |
5.88 |
2021-01-05 |
$1,240,000 |
1.49 |
| FNMA |
|
|
$1,250,000 |
1.46 |
| FNMA 4.5% |
4.5 |
2039-09-01 |
$1,071,179 |
1.26 |
| Ge Cap Ccmt 2010-3 2.21% |
2.21 |
2016-06-15 |
$850,000 |
0.99 |
| Wf-Rbs Coml Mtg Tr 2011-C2 CMO |
4.87 |
2044-02-18 |
$800,000 |
0.94 |
| Bmw Veh Own Tr 2010-A 2.1% |
2.1 |
2016-10-25 |
$800,000 |
0.94 |
| Ml Mtg Tr 2008-C1 CMO 5.69% |
5.69 |
2051-02-12 |
$750,000 |
0.91 |
| Republic Of Peru 6.95% |
6.95 |
2031-08-12 |
$2,050,000 |
0.82 |
| Greenwich Cap Cmbs 2007-Gg11 CMO 5.736% |
5.74 |
2049-12-10 |
$650,000 |
0.79 |
| GNMA CMO 4.5% |
4.5 |
2038-05-16 |
$609,250 |
0.74 |
| Goldman Sachs Grp Inc Mtn Be 6% |
6 |
2020-06-15 |
$610,000 |
0.74 |
| Volkswagen Auto Enh 2008-2 5.47% |
5.47 |
2013-03-20 |
$618,011 |
0.72 |
| Jpmorgan Chase Cap Xx FRN |
6.55 |
2066-09-15 |
$610,000 |
0.71 |
| Corus Const Venture 144A |
0 |
2013-10-25 |
$650,000 |
0.71 |
| Hartford Finl Svcs Grp 6% |
6 |
2019-01-15 |
$585,000 |
0.71 |
| Morgan Stanley Cap 2006-Iq12 CMO 5.332% |
5.33 |
2043-12-15 |
$545,000 |
0.66 |
| Altria Grp 9.95% |
9.95 |
2038-11-10 |
$405,000 |
0.65 |
| US Treasury Bond (Fut) |
|
|
$69 |
-9.45 |
