| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Repurchase Agreement |
0 |
|
$41,023,000 |
5.85 |
| US Treasury Note 1.25% |
1.25 |
2014-03-15 |
$15,485,000 |
2.21 |
| US Treasury Note 0.75% |
0.75 |
2013-03-31 |
$15,000,000 |
2.14 |
| US Treasury Note 0.625% |
0.62 |
2013-02-28 |
$14,171,000 |
2.02 |
| Harley Davidson Tr Talf 2009-2 3.32% |
3.32 |
2017-02-15 |
$8,000,000 |
1.17 |
| Morgan Stanley Cap 2004-Iq7 CMO |
5.57 |
2038-06-15 |
$6,000,000 |
0.92 |
| Bmw Veh Lease Tr Talf 2009-1 3.66% |
3.66 |
2013-08-15 |
$6,320,000 |
0.91 |
| Ford Credit Flp Tr Talf 2010-3 FRN |
1.96 |
2017-02-15 |
$6,015,000 |
0.89 |
| Wachovia Cmbs 2005-C21 CMO |
5.27 |
2044-10-15 |
$5,800,000 |
0.89 |
| Honda Auto Recv 2010-3 0.94% |
0.94 |
2016-12-21 |
$6,310,000 |
0.88 |
| Greenwich Cap Cmbs 2004-Gg1 CMO |
5.32 |
2036-06-10 |
$5,715,000 |
0.87 |
| Lb-Ubs Cmbs 2003-C7 CMO |
4.93 |
2035-09-15 |
$5,775,000 |
0.87 |
| Hertz Vehicle Fin 2009-2 4.26% |
4.26 |
2014-03-25 |
$5,770,000 |
0.86 |
| Discover Crd Ex Tr Talf 2009-1 FRN |
1.59 |
2014-12-15 |
$5,914,000 |
0.85 |
| Nissan Auto Ls Tr Talf 2009-B 2.07% |
2.07 |
2015-01-15 |
$5,777,201 |
0.83 |
| Csfb Coml Mtg Ptc 2004-C2 CMO |
5.42 |
2036-05-15 |
$5,358,000 |
0.82 |
| Navistar Fin Owner Tr 2010-A 1.99% |
1.99 |
2014-01-18 |
$5,600,000 |
0.81 |
| Ge Cap Cmbs 2003-C2 CMO 5.145% |
5.14 |
2037-07-10 |
$5,300,000 |
0.8 |
| Ally Auto Rec Tr 2010-3 1.11% |
1.11 |
2014-10-15 |
$5,500,000 |
0.78 |
| Ml Mtg Tr 2003-Key1 CMO |
5.24 |
2035-11-12 |
$5,135,000 |
0.78 |
| Cwmbs Inc 2003-11 CMO 5.5% |
5.5 |
2033-05-25 |
$5,234,671 |
0.78 |
| Banc Amer Cmbs 2005-6 CMO |
5.18 |
2047-09-10 |
$4,900,000 |
0.75 |
| Istar Financial, Inc. Term Loan A1 |
1 |
2013-06-28 |
$5,150,000 |
0.73 |
| Wells Fargo Mbs 2003-N CMO |
4.76 |
2033-12-25 |
$4,802,809 |
0.71 |
| Wachovia Cmbs 2003-C8 CMO 4.445% |
4.45 |
2035-11-15 |
$4,900,000 |
0.71 |
