| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Fnma 5.000% 01/01/19 To |
5 |
2025-03-01 |
$20,426,000 |
5.06 |
| FHLB 0.76% |
0.76 |
2011-07-19 |
$21,645,000 |
5.03 |
| Fhlmc U.S. Treasury Note 1.000% |
1 |
2011-09-30 |
$15,000,000 |
3.49 |
| Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-Ar6, Cl 2a1 Fhlb 3.1 |
3.12 |
2011-06-10 |
$8,900,000 |
2.09 |
| Groupe Bpce Hsbc 3.125% |
3.12 |
2011-12-16 |
$8,585,000 |
2.05 |
| Fnma 4.500% 06/01/18 To |
4.5 |
2025-04-01 |
$8,250,000 |
2.03 |
| General Electric Capital Mtn 0.292% |
0.29 |
2012-12-21 |
$5,750,000 |
1.33 |
| Fhlmc |
1.62 |
2013-04-15 |
$4,500,000 |
1.07 |
| Ally Auto Receivables Trust, Ser 2009-A, Cla3 2.330% |
2.33 |
2013-06-17 |
$4,315,000 |
1.02 |
| Ford Credit Floorplan Master Owner Trust, Ser 2010-1, Cl A 1.906% |
1.91 |
2014-12-15 |
$3,795,000 |
0.9 |
| Fhlb, Ser 1768 Fhlmc 5.250% |
5.25 |
2011-07-18 |
$3,500,000 |
0.84 |
| FHLB 1.62% |
1.62 |
2011-07-27 |
$3,295,000 |
0.77 |
| FHLB 0.75% |
0.75 |
2011-07-08 |
$3,000,000 |
0.7 |
| Fhlmc Remic, Ser 2005-2921, Cl Nv Fnma 6.000% 02/01/23 To |
6 |
2027-01-01 |
$2,753,000 |
0.69 |
| Fnma Fnma Tba 5.500% |
5.5 |
2020-11-01 |
$2,650,000 |
0.66 |
| Pepsico Amerisourcebergen 5.625% |
5.62 |
2012-09-15 |
$2,500,000 |
0.62 |
| Ally Auto Receivables Trust, Ser 2010-1, Cla3 1.450% |
1.45 |
2014-05-15 |
$2,665,000 |
0.62 |
| Bank Of America Auto Trust, Ser 2010-1a, Cla3 1.390% |
1.39 |
2014-03-15 |
$2,665,000 |
0.62 |
| World Omni Automobile Lease Securitization Trust, Ser 2009-A, Cl A3 1.650% |
1.65 |
2013-02-15 |
$2,631,000 |
0.61 |
| Goldman Sachs Group 3.250% |
3.25 |
2012-06-15 |
$2,500,000 |
0.61 |
| Ally Master Owner Trust, Ser 2010-3, Cl A 2.880% |
2.88 |
2015-04-15 |
$2,460,000 |
0.59 |
| Americredit Automobile Receivables Trust, Ser 2010-2, Cla2 1.220% |
1.22 |
2013-10-08 |
$2,500,000 |
0.58 |
| Navistar Financial Owner Trust, Ser 2010-B, Cl A2 0.810% |
0.81 |
2013-01-18 |
$2,500,000 |
0.58 |
| Capital Auto Receivables Asset Trust, Ser 2007-4a, Cla4 5.300% |
5.3 |
2014-05-15 |
$2,325,000 |
0.55 |
| Cash & Cash Equivalents |
|
|
$0 |
-2.96 |
