| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FNMA CMO 5.5% |
5.5 |
2035-12-25 |
$21,990,000 |
1.44 |
| FHLMC CMO 5.5% |
5.5 |
2033-12-15 |
$21,000,000 |
1.38 |
| FNMA 4.5% |
4.5 |
2040-05-01 |
$21,414,119 |
1.33 |
| Wells Fargo Mbs 2007-4 CMO 6% |
6 |
2037-04-25 |
$21,000,000 |
1.18 |
| FHLMC 5% |
5 |
2040-01-01 |
$17,020,191 |
1.08 |
| FHLMC 4.5% |
4.5 |
2039-12-01 |
$17,308,546 |
1.07 |
| FHLMC 5% |
5 |
2039-09-01 |
$16,557,979 |
1.05 |
| FHLMC 4.5% |
4.5 |
2039-09-01 |
$16,931,803 |
1.05 |
| Investment In Joint Trading Account; Deutsche Bank Repurchase Agreement |
0.03 |
2011-05-10 |
$17,408,463 |
1.05 |
| GNMA 4.5% |
4.5 |
2040-03-20 |
$16,508,624 |
1.04 |
| US Treasury Note 1.875% |
1.88 |
2014-02-28 |
$16,478,000 |
1.02 |
| Chase Mortgage Fin Tr 2005-S1 CMO 6% |
6 |
2035-05-25 |
$16,802,414 |
1 |
| FHLMC 4.5% |
4.5 |
2041-02-01 |
$15,942,826 |
0.99 |
| US Treasury Note 4% |
4 |
2014-02-15 |
$15,000,000 |
0.98 |
| FHLMC CMO 4.5% |
4.5 |
2038-03-15 |
$15,302,347 |
0.97 |
| Investment In Joint Trading Account; Merrill Lynch Repurchase Agreement |
0.03 |
2011-05-10 |
$16,087,032 |
0.97 |
| FHLMC CMO 5.5% |
5.5 |
2033-04-15 |
$14,652,696 |
0.97 |
| FNMA 5% |
5 |
2040-05-01 |
$14,897,178 |
0.95 |
| GNMA 4.5% |
4.5 |
2039-09-20 |
$14,915,905 |
0.94 |
| FNMA 6% |
6 |
2038-05-01 |
$14,193,134 |
0.93 |
| FNMA 5% |
5 |
2039-04-01 |
$14,652,844 |
0.93 |
| Wachovia Cmbs 2005-C20 CMO |
5.12 |
2042-07-15 |
$13,920,000 |
0.91 |
| Wells Fargo Mbs 2007-16 CMO 6% |
6 |
2037-12-25 |
$14,475,101 |
0.91 |
| FNMA |
6.5 |
2041-05-01 |
$13,300,000 |
0.9 |
| Cash & Cash Equivalents |
|
|
$63,430,481 |
-3.82 |
