| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 0.625% |
0.62 |
2012-12-31 |
$4,750,000 |
4.62 |
| FFCB 1.375% |
1.38 |
2013-06-25 |
$4,000,000 |
3.93 |
| FNMA 2.99% |
2.99 |
2015-01-01 |
$3,930,388 |
3.9 |
| US Treasury Bill |
0.26 |
2012-03-08 |
$3,650,000 |
3.54 |
| Cash Offset - Future |
|
|
$0 |
3.29 |
| US Treasury Note 0.5% |
0.5 |
2015-04-15 |
$3,151,243 |
3.19 |
| FHLBA 3.625% |
3.62 |
2013-10-18 |
$3,000,000 |
3.09 |
| FNMA 2.625% |
2.62 |
2014-11-20 |
$3,000,000 |
3.01 |
| Ncua Guarn Nts Tr 2010-R3 CMO |
0.82 |
2020-12-08 |
$3,010,674 |
2.94 |
| FNMA 2.75% |
2.75 |
2014-03-13 |
$2,702,000 |
2.73 |
| FFCB 3.7% |
3.7 |
2013-05-15 |
$2,500,000 |
2.57 |
| US Treasury Note 1.875% |
1.88 |
2015-06-30 |
$2,500,000 |
2.43 |
| Fdic Guar Nts Tr 2010-S1 CMO 3.25% |
3.25 |
2038-04-30 |
$2,460,039 |
2.43 |
| FNMA 2.375% |
2.38 |
2016-04-11 |
$2,480,000 |
2.41 |
| FNMA 4.5% |
4.5 |
2039-12-01 |
$2,152,899 |
2.13 |
| GNMA CMO 2.25% |
2.25 |
2039-08-16 |
$2,142,363 |
2.1 |
| Ncua Guarn Nts Tr 2010-R2 CMO |
0.62 |
2017-11-06 |
$2,058,548 |
2 |
| FNMA 2% |
2 |
2015-08-24 |
$2,000,000 |
1.92 |
| FNMA CMO 3.75% |
3.75 |
2018-08-25 |
$1,810,128 |
1.84 |
| FHLMC CMO 3% |
3 |
2020-09-15 |
$1,858,148 |
1.83 |
| FHLBA 1.625% |
1.62 |
2012-11-21 |
$1,800,000 |
1.78 |
| Fdic Guar Nts Tr 2010-S4 FRN |
0.98 |
2020-12-04 |
$1,797,739 |
1.75 |
| FNMA CMO 2.75% |
2.75 |
2020-06-25 |
$1,762,268 |
1.74 |
| US Treasury Note 2.375% |
2.38 |
2014-08-31 |
$1,700,000 |
1.7 |
| US 5YR NOTE FUTURE |
|
|
$29 |
-3.29 |
