| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 1.125% |
1.12 |
2012-12-15 |
$6,500,000 |
4.18 |
| FHLMC CMO |
0.66 |
2020-12-15 |
$4,851,666 |
3.03 |
| FHLBA 3.625% |
3.62 |
2011-07-01 |
$4,500,000 |
2.9 |
| FNMA CMO |
1.51 |
2032-04-25 |
$3,835,977 |
2.45 |
| US Treasury Note 1.375% |
1.38 |
2012-09-15 |
$3,500,000 |
2.26 |
| U S Treas Nt Stripped Prin Pmt |
0 |
2012-02-15 |
$3,500,000 |
2.23 |
| FNMA CMO 2.75% |
2.75 |
2020-06-25 |
$3,351,121 |
2.17 |
| US Treasury Note 1.125% |
1.12 |
2012-01-15 |
$3,300,000 |
2.12 |
| Small Busn Admin Gtd Ptnct 4.941% |
4.94 |
2015-09-10 |
$2,697,775 |
1.85 |
| Chase Issuance Tr 2008-4a 4.65% |
4.65 |
2015-03-15 |
$2,500,000 |
1.7 |
| Discover Crd Ex Tr Talf 2009-2 FRN |
1.55 |
2015-02-15 |
$2,500,000 |
1.62 |
| Citibank Ccit 2009-A5 2.25% |
2.25 |
2014-12-23 |
$2,300,000 |
1.5 |
| Cd 2007-Cd4 Mtg Tr CMO 5.205% |
5.2 |
2049-12-11 |
$2,250,000 |
1.47 |
| Fdic Guar Nts Tr 2010-S1 CMO 3.25% |
3.25 |
2038-04-30 |
$2,050,033 |
1.32 |
| FHLMC CMO 2.776% |
2.78 |
2017-06-25 |
$2,000,000 |
1.29 |
| Wf-Rbs Coml Mtg Tr 2011-C2 CMO 2.501% |
2.5 |
2044-02-18 |
$2,000,000 |
1.29 |
| Ubs Ag Brh Mtn Sr Dep Nt Be FRN |
|
2014-01-28 |
$2,000,000 |
1.29 |
| Morgan Stanley Cap 2011-C1 CMO 2.602% |
2.6 |
2047-09-17 |
$1,963,984 |
1.27 |
| Bmw Veh Own Tr 2010-A 2.1% |
2.1 |
2016-10-25 |
$1,935,000 |
1.25 |
| Extended Stay Amer Tr 2010-E CMO 2.9505% |
2.95 |
2027-11-05 |
$1,987,093 |
1.25 |
| Ge Cap Ccmt 2010-3 2.21% |
2.21 |
2016-06-15 |
$1,840,000 |
1.19 |
| Cash Equivalent (State Street Repo) |
|
|
$1,837,793 |
1.17 |
| US Treasury Note 1.375% |
1.38 |
2013-05-15 |
$1,800,000 |
1.16 |
| Gmac Mtg Ser Adv 2011-1 3.72% |
3.72 |
2023-03-15 |
$1,675,000 |
1.07 |
| US Treasury Bond (Fut) |
|
|
$248 |
-20.96 |
