| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 3.75% |
3.75 |
2018-11-15 |
$1,660,000 |
5.76 |
| GNMA CMO 4% |
4 |
2037-10-20 |
$991,893 |
3.43 |
| FNMA 7% |
7 |
2037-04-01 |
$747,240 |
2.83 |
| FHLMC CMO 5% |
5 |
2023-06-15 |
$550,000 |
1.94 |
| Csfb Coml Mtg Ptc 2005-C1 CMO 4.813% |
4.81 |
2038-02-15 |
$525,561 |
1.78 |
| FNMA 4.5% |
4.5 |
2031-11-01 |
$497,708 |
1.69 |
| Jp Morgan Chase Cmbs 2004-C3 CMO 4.878% |
4.88 |
2042-01-15 |
$435,000 |
1.53 |
| U S Treas Bd Stripped Prin Pmt |
0 |
2039-08-15 |
$1,660,000 |
1.42 |
| GNMA 8% |
8 |
2031-08-20 |
$330,267 |
1.32 |
| FNMA 6.5% |
6.5 |
2036-01-01 |
$328,750 |
1.23 |
| FNMA 5% |
5 |
2035-12-01 |
$337,905 |
1.18 |
| Csfb Coml Mtg Ptc 2003-C3 CMO 3.936% |
3.94 |
2038-05-15 |
$330,000 |
1.13 |
| Ml-Cfc Coml Mtg Tr 2006-2 CMO |
5.91 |
2046-06-12 |
$310,000 |
1.12 |
| Ml Mtg Tr 2005-Lc1 CMO |
5.29 |
2044-01-12 |
$315,000 |
1.12 |
| FNMA 6.5% |
6.5 |
2035-09-01 |
$294,255 |
1.1 |
| U S Treas Sec Stripped Int Pmt |
0 |
2019-11-15 |
$430,000 |
1.06 |
| Lb-Ubs Cmbs 2006-C6 CMO 5.372% |
5.37 |
2039-09-15 |
$300,000 |
1.06 |
| Citibank Ccit Talf 2009-A1 FRN |
2.55 |
2014-03-15 |
$310,000 |
1.04 |
| Loews 5.25% |
5.25 |
2016-03-15 |
$275,000 |
0.98 |
| Westpac Bkg 4.2% |
4.2 |
2015-02-27 |
$280,000 |
0.97 |
| FHLMC 7% |
7 |
2032-09-01 |
$258,414 |
0.96 |
| Citigroup Coml Mtg 2004-C2 CMO 4.733% |
4.73 |
2041-10-15 |
$275,000 |
0.96 |
| Citigroup 6.5% |
6.5 |
2013-08-19 |
$260,000 |
0.94 |
| US Treasury Note 1.375% |
1.38 |
2012-03-15 |
$265,000 |
0.88 |
| Partnerre Fin B 5.5% |
5.5 |
2020-06-01 |
$255,000 |
0.84 |
