| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 3.875% |
3.88 |
2018-05-15 |
$5,459,000 |
4.13 |
| US Treasury Note 2.375% |
2.38 |
2014-08-31 |
$4,960,000 |
3.63 |
| FNMA 5% |
5 |
2039-07-01 |
$4,830,722 |
3.61 |
| FNMA 4.5% |
4.5 |
2040-05-01 |
$4,168,203 |
3.03 |
| FHLMC 5.25% |
5.25 |
2011-07-18 |
$4,000,000 |
2.89 |
| Ms Re-Remic Tr 2009-Gg10 CMO |
5.8 |
2045-08-14 |
$3,500,000 |
2.55 |
| FNMA 5% |
5 |
2039-05-01 |
$2,599,938 |
1.94 |
| State Street Euro Dlr Time Dep Cdn Incorp |
0.01 |
2011-04-01 |
$2,541,000 |
1.81 |
| Morgan Stanley Cap 2007-Top27 CMO |
5.8 |
2042-06-11 |
$2,500,000 |
1.73 |
| FHLMC 4.5% |
4.5 |
2040-06-01 |
$2,340,918 |
1.7 |
| FNMA 4.375% |
4.38 |
2013-07-17 |
$2,000,000 |
1.52 |
| GNMA 5% |
5 |
2040-04-15 |
$1,875,775 |
1.42 |
| FNMA 4.5% |
4.5 |
2040-08-01 |
$1,859,285 |
1.35 |
| FHLMC 5% |
5 |
2039-06-01 |
$1,515,208 |
1.13 |
| US Treasury Note 4% |
4 |
2018-08-15 |
$1,403,000 |
1.07 |
| Bear Stearns Asset Bk 2004-He6 FRN |
2.04 |
2034-08-25 |
$1,628,607 |
1.02 |
| US Treasury Note 3.75% |
3.75 |
2018-11-15 |
$1,355,000 |
1.01 |
| FHLMC 5% |
5 |
2036-05-01 |
$1,249,229 |
0.93 |
| FNMA 5% |
5 |
2016-03-15 |
$1,140,000 |
0.91 |
| FNMA 4.5% |
4.5 |
2040-04-01 |
$1,215,554 |
0.88 |
| Banc Amer Cmbs 2006-2 CMO |
5.78 |
2045-05-10 |
$1,250,000 |
0.88 |
| US Treasury Note 3.625% |
3.62 |
2020-02-15 |
$1,186,000 |
0.87 |
| FNMA 4.5% |
4.5 |
2022-11-01 |
$1,109,538 |
0.83 |
| FNMA 4% |
4 |
2040-10-01 |
$1,187,787 |
0.83 |
| FNMA 6% |
6 |
2038-05-01 |
$1,033,050 |
0.8 |
