| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bond 8% |
8 |
2021-11-15 |
$55,700,000 |
8.86 |
| US Treasury Note 3% |
3 |
2016-08-31 |
$67,100,000 |
7.74 |
| FNMA |
4 |
2099-12-01 |
$69,000,000 |
7.69 |
| US Treasury Note 3.625% |
3.62 |
2019-08-15 |
$57,300,000 |
6.69 |
| US Treasury Note 3.375% |
3.38 |
2019-11-15 |
$54,840,000 |
6.26 |
| Deutsche Bank Repo Repo |
0.22 |
2010-11-01 |
$20,000,000 |
2.13 |
| Swu0394p6 Irs Cad R F 2.50000 |
2.5 |
2016-03-14 |
$19,800,000 |
2.1 |
| GNMA CMO 6% |
6 |
2033-11-20 |
$15,128,056 |
1.83 |
| Brazil(Fed Rep Of) 10% |
10 |
2017-01-01 |
$28,400,000 |
1.64 |
| FNMA FRN |
5.4 |
2034-11-01 |
$11,598,384 |
1.33 |
| FNMA CMO 6% |
6 |
2033-07-25 |
$10,857,041 |
1.28 |
| US Treasury Note 3.625% |
3.62 |
2020-02-15 |
$10,400,000 |
1.21 |
| Canada Govt 4.5% |
4.5 |
2015-06-01 |
$10,000,000 |
1.16 |
| US Treasury Note 1.25% |
1.25 |
2015-09-30 |
$9,700,000 |
1.04 |
| Cameron Intl 6.375% |
6.38 |
2018-07-15 |
$8,400,000 |
1.03 |
| FHLMC CMO 6% |
6 |
2036-05-15 |
$8,281,370 |
1.01 |
| US Treasury Note 3.125% |
3.12 |
2016-10-31 |
$8,500,000 |
0.99 |
| Merrill Lynch Co Inc Mtn Be 6.875% |
6.88 |
2018-04-25 |
$8,200,000 |
0.98 |
| Swu0448l1 Irs Usd R F 4.00000 Myc Irs Usd R F 4.00000 |
4 |
2016-12-16 |
$8,000,000 |
0.96 |
| FNMA CMO 5.5% |
5.5 |
2036-01-25 |
$7,822,353 |
0.93 |
| Swpc01t87 Cds Usd R V 03mevent |
1 |
2018-09-20 |
$8,400,000 |
0.91 |
| Slc Stud Ln Tr 2008-2 FRN |
3.21 |
2017-06-15 |
$8,300,000 |
0.88 |
| FNMA CMO 5.5% |
5.5 |
2036-01-25 |
$7,170,491 |
0.86 |
| Swpc01t87 Cds Usd P F .82000 |
0.82 |
2018-09-20 |
$8,400,000 |
-0.89 |
| Swu0394p6 Irs Cad P V 03mcdor |
1 |
2016-03-14 |
$19,800,000 |
-2.07 |
