| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 2.625% |
2.62 |
2020-08-15 |
$8,890,000 |
5.99 |
| Gnma 30yr Tba Jan 4.0% |
4 |
2041-01-15 |
$8,260,000 |
5.91 |
| Fhlmc 30yr Tba Jan 4.00% |
4 |
2041-01-15 |
$6,290,000 |
4.44 |
| US Treasury Bill |
0 |
2011-01-20 |
$5,000,000 |
3.56 |
| US Treasury Bond 4.375% |
4.38 |
2040-05-15 |
$4,290,000 |
3.07 |
| CANADA 10YR BOND MAR2011 |
0 |
2011-03-21 |
$27 |
2.36 |
| FNMA 5.5% |
5.5 |
2035-10-01 |
$2,671,563 |
2.03 |
| FNMA 5.5% |
5.5 |
2038-07-01 |
$2,331,377 |
1.77 |
| FHLMC 5% |
5 |
2040-08-01 |
$2,230,605 |
1.66 |
| Ncua Guarn Nts Tr 2010-C1 CMO 2.65% |
2.65 |
2020-10-29 |
$2,353,339 |
1.63 |
| FGCI 3.5% |
3.5 |
2026-01-11 |
$2,245,000 |
1.61 |
| GNMA FRN |
3 |
2040-07-20 |
$2,115,167 |
1.53 |
| FNMA 6% |
6 |
2036-05-01 |
$1,788,817 |
1.38 |
| Extended Stay Amer Tr 2010-E CMO 2.9505% |
2.95 |
2027-11-05 |
$1,727,228 |
1.21 |
| FNMA 6% |
6 |
2037-09-01 |
$1,455,005 |
1.13 |
| GNMA CMO 5% |
5 |
2033-12-20 |
$1,473,000 |
1.11 |
| Royal Bk Scotland Gtd144a Mt 144A 2.625% |
2.62 |
2012-05-11 |
$1,525,000 |
1.11 |
| FHLMC 4.5% |
4.5 |
2024-10-01 |
$1,425,350 |
1.07 |
| Ncua Guarn Nts Tr 2010-R2 CMO |
0.62 |
2017-11-06 |
$1,483,029 |
1.05 |
| Bank of Nova Scotia |
0.59 |
2012-10-18 |
$1,405,000 |
1 |
| CIBC 144A 2% |
2 |
2013-02-04 |
$1,360,000 |
0.98 |
| Morgan Stanley Cap 2003-Top11 CMO 5.15% |
5.15 |
2041-06-13 |
$1,225,000 |
0.93 |
| Bank of Montreal 144A 2.85% |
2.85 |
2016-06-09 |
$1,255,000 |
0.91 |
| Berkshire Hathaway Inc Del FRN |
0.72 |
2013-02-11 |
$1,225,000 |
0.88 |
| GNMA CMO |
0.75 |
2037-07-20 |
$1,218,787 |
0.87 |
