| Security | CUSIP | Shares | Traded Market Value | % of Holding ↓ |
| INST CASH MANAGEMENT MMKT | 76628T264 | 15,746,918 | $15,746,918.30 | 42.70% |
| CARAT 07 VRN 02/15/11 | 13973YAE1 | 2,000,000 | $1,880,208.00 | 5.09% |
| SLCLT 06-1 VRN 09/15/17 | 784427AC0 | 2,000,000 | $1,876,551.00 | 5.08% |
| NSLT 05-3 A3 VRN 06/22/17 | 64031QCB5 | 1,857,092 | $1,804,827.74 | 4.89% |
| FHLMC 4.50 08/15/14 | 31395J4D5 | 1,776,200 | $1,780,151.47 | 4.82% |
| AEIT 07-2 A VRN 07/15/13 | 02586GAK8 | 2,000,000 | $1,664,864.40 | 4.51% |
| HAROT 07-3 VRN 12/16/13 | 43812JAD8 | 1,500,000 | $1,367,211.75 | 3.70% |
| COELT 05-A VRN 12/28/21 | 19458LBA7 | 1,441,915 | $1,343,817.96 | 3.64% |
| COMET 05-A10 VRN 09/15/15 | 14041NCL3 | 1,500,000 | $1,094,182.80 | 2.96% |
| PHEAA 05-1 VRN 07/25/16 | 71722TAJ3 | 995,809 | $995,797.58 | 2.70% |
| CC 200-2 A1 7.54 07/15/32 | 161505EX6 | 878,501 | $875,516.52 | 2.37% |
| HDMOT 07-3 VRN 06/15/12 | 41283WAD3 | 800,000 | $775,026.72 | 2.10% |
| COLLE 03-2 VRN 07/25/13 | 194262CA7 | 741,726 | $735,931.42 | 1.99% |
| CCCIT 2003-A9VRN 11/22/10 | 17305EBX2 | 725,000 | $723,144.87 | 1.96% |
| FHR 2630 FJ VRN 06/15/18 | 31393RPS3 | 649,661 | $643,860.20 | 1.74% |
| FNMA TRUST VR 06/25/32 | 31392DUM2 | 664,575 | $611,279.09 | 1.65% |
| IMM 04-7 1A1 VRN 11/25/34 | 45254NKF3 | 641,152 | $468,605.58 | 1.27% |
| FORDO 07-B VRN 11/15/11 | 34528WAF8 | 500,000 | $462,738.55 | 1.25% |
| HYUNDAI AUT 5.11 01/15/10 | 44920NAB0 | 392,718 | $392,817.89 | 1.06% |
| SMHLG 4A A VRN 10/09/29 | 78453XAA3 | 385,110 | $380,336.06 | 1.03% |
| FNR 03-121 VRN 02/25/28 | 31393UCW1 | 324,077 | $318,676.18 | 0.86% |
| CTRRB 01-1 VRN 12/30/10 | 207678AD5 | 318,176 | $316,623.20 | 0.85% |
| COMET 04 VRN 08/15/14 | 14041NBW0 | 275,000 | $237,076.48 | 0.64% |
| FORDO 06-C VRN 12/15/09 | 34528CAC9 | 156,198 | $155,910.60 | 0.42% |
| RASC 05-AHL3 VER 11/25/35 | 76110W6L5 | 117,244 | $106,173.18 | 0.28% |
| FORDO 06-C VRN 02/15/12 | 34528CAF2 | 100,000 | $90,869.17 | 0.24% |
| ACCR 05-4 VRN 12/25/35 | 004375EG2 | 18,807 | $18,733.48 | 0.05% |
| FHR 1635 F VRN 12/15/08 | 3133T23S7 | 9,278 | $9,282.91 | 0.02% |
| Total Fund Assets | | | $36,877,133.10 | 100.00% |
