| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| iShares Barclays MBS Bond |
0 |
|
$45,970 |
6.29 |
| Fhlmc Gold Tba 30 Yr Tba 4% Apr |
4 |
|
$3,485,000 |
4.44 |
| US Treasury Bill |
0 |
2011-11-17 |
$3,000,000 |
3.89 |
| SPDR Barclays Capital High Yield Bond |
0 |
|
$73,895 |
3.88 |
| iShares iBoxx $ Invest Grade Corp Bond |
0 |
|
$24,701 |
3.47 |
| US Treasury Bill |
0 |
2011-05-26 |
$2,500,000 |
3.24 |
| iShares Barclays Intermediate Credit Bd |
0 |
|
$21,594 |
2.95 |
| Gnma Tba 30 Yr 4.0 Apr |
4 |
|
$2,255,000 |
2.93 |
| US Treasury Bill |
0 |
2011-08-11 |
$2,000,000 |
2.59 |
| FNMA |
5.5 |
|
$1,795,000 |
2.49 |
| US Treasury Note 2.375% |
2.38 |
2017-01-15 |
$1,594,524 |
2.33 |
| Fidelity Instl MM Fds Government I |
0.01 |
|
$1,739,306 |
2.26 |
| Invesco Short Term Inv Treasury Instl |
0.02 |
2020-01-01 |
$1,349,000 |
1.75 |
| FNMA 5.5% |
5.5 |
2035-10-01 |
$972,774 |
1.36 |
| US Treasury Note 3.25% |
3.25 |
2016-07-31 |
$975,000 |
1.32 |
| FNMA |
4.5 |
|
$970,000 |
1.28 |
| FNMA 4% |
4 |
2025-03-01 |
$955,344 |
1.28 |
| US Treasury Bill |
0 |
2011-08-18 |
$800,000 |
1.04 |
| US Treasury Note 2.625% |
2.62 |
2020-11-15 |
$755,000 |
0.91 |
| FNMA 5% |
5 |
2038-06-01 |
$634,762 |
0.86 |
| Extended Stay Amer Tr 2010-E CMO 2.9505% |
2.95 |
2027-11-05 |
$591,160 |
0.76 |
| Arcelormittal Sa Luxembourg 6.125% |
6.12 |
2018-06-01 |
$535,000 |
0.74 |
| FNMA |
6 |
|
$520,000 |
0.73 |
| Bank of Montreal 144A 2.85% |
2.85 |
2016-06-09 |
$550,000 |
0.72 |
| FNMA 6% |
6 |
2036-05-01 |
$473,623 |
0.67 |
