| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Commit To Pur Fnma Sf Mtg |
3.5 |
2026-05-01 |
$283,850,000 |
5.5 |
| Commit To Pur Fhlmc Gold Sfm |
3.5 |
2026-05-01 |
$131,320,000 |
2.55 |
| US Treasury Note 2.625% |
2.62 |
2020-08-15 |
$131,765,000 |
2.4 |
| FHLMC FRN |
0.23 |
2012-10-12 |
$108,000,000 |
2.07 |
| FNMA 4% |
4 |
2040-10-01 |
$99,545,170 |
1.9 |
| FHLMC 5% |
5 |
2040-02-01 |
$76,816,960 |
1.56 |
| Commit To Pur Fnma Sf Mtg |
6 |
2041-05-01 |
$69,145,000 |
1.45 |
| GNMA CMO 3.5% |
3.5 |
2040-09-16 |
$73,268,950 |
1.43 |
| FHLMC 4% |
4 |
2040-11-01 |
$70,881,130 |
1.35 |
| FNMA CMO 5.5% |
5.5 |
2035-11-25 |
$55,000,000 |
1.14 |
| FFCB FRN |
0.19 |
2012-08-20 |
$54,445,000 |
1.04 |
| FNMA FRN |
0.25 |
2012-10-18 |
$53,455,000 |
1.02 |
| FFCB FRN |
0.19 |
2012-08-08 |
$52,765,000 |
1.01 |
| FHLMC 3.5% |
3.5 |
2025-12-01 |
$51,540,600 |
1 |
| FNMA CMO 4.5% |
4.5 |
2039-11-25 |
$51,159,200 |
0.97 |
| Opteum Mtg Accep 2006-1 CMO |
5.75 |
2036-04-25 |
$54,939,850 |
0.94 |
| FNMA 4.5% |
4.5 |
2029-09-01 |
$45,211,810 |
0.9 |
| GNMA 4.5% |
4.5 |
2040-02-15 |
$44,742,430 |
0.9 |
| FHLMC CMO 4% |
4 |
2024-08-15 |
$45,000,000 |
0.86 |
| FNMA 6% |
6 |
2028-11-01 |
$40,814,930 |
0.85 |
| Greenwich Cap Cmbs 2006-Gg7 CMO |
6.11 |
2038-07-10 |
$38,963,000 |
0.83 |
| Cwmbs Chl Mtg Tr 2007-J1 CMO 6% |
6 |
2037-02-25 |
$58,350,340 |
0.78 |
| Ncua Gtd Nts Tr 2011-R6 FRN |
0.59 |
2020-05-07 |
$39,270,000 |
0.75 |
| FNMA CMO 5.5% |
5.5 |
2034-08-25 |
$35,500,000 |
0.74 |
| FNMA 5.5% |
5.5 |
2033-05-01 |
$35,637,700 |
0.74 |
