Holdings as of 3/31/2013
| Security Name | CUSIP | Shares | Value | Coupon | Maturity | Weight |
| FREDDIE MAC | '3137EADF3 | 23,410,000 | 23,946,721.07 | 1.250 | 5/12/2017 | 16.60% |
| FREDDIE MAC | '3137EACM9 | 19,946,000 | 20,622,129.51 | 1.750 | 9/10/2015 | 14.29% |
| FREDDIE MAC | '3137EACH0 | 7,735,000 | 8,107,796.06 | 2.875 | 2/9/2015 | 5.62% |
| FREDDIE MAC | '3137EADB2 | 6,980,000 | 7,279,183.74 | 2.375 | 1/13/2022 | 5.04% |
| FHLMC TBA APR GOLD | '02R022449 | 3,356,000 | 3,475,557.50 | 2.500 | 12/1/2099 | 2.41% |
| FREDDIE MAC | '3137EADP1 | 2,980,000 | 2,977,693.48 | 0.875 | 3/7/2018 | 2.06% |
| FNMA POOL AR6681 | '3138W4M73 | 2,550,670 | 2,653,198.60 | 2.500 | 2/1/2028 | 1.84% |
| FNMA POOL AE0115 | '31419ADV6 | 2,040,138 | 2,252,813.35 | 5.500 | 12/1/2035 | 1.56% |
| FED HM LN PC POOL J19132 | '3128Q0ED5 | 1,754,021 | 1,848,805.97 | 3.000 | 5/1/2027 | 1.28% |
| FED HM LN PC POOL G02162 | '3128LXMK3 | 1,500,814 | 1,629,903.46 | 5.500 | 5/1/2036 | 1.13% |
| ENSCO PLC | '29358QAA7 | 1,364,000 | 1,525,475.78 | 4.700 | 3/15/2021 | 1.06% |
| FANNIE MAE | '31397SC51 | 1,385,000 | 1,466,451.16 | 3.000 | 5/25/2026 | 1.02% |
| FNMA POOL 745327 | '31403DA41 | 1,305,014 | 1,441,170.60 | 6.000 | 3/1/2036 | 1.00% |
| WEST WINDS 2ND | 'ACI05HQ04 | 1,350,000 | 1,407,375.00 | 1.000 | 10/1/2019 | 0.98% |
| FNMA POOL 471235 | '31381UPU5 | 1,275,925 | 1,364,252.07 | 3.120 | 5/1/2022 | 0.95% |
| FNMA POOL 874332 | '31409LLM5 | 1,077,413 | 1,245,852.20 | 6.030 | 2/1/2022 | 0.86% |
| DIGITAL REALTY TRUST LP | '25389JAH9 | 1,000,000 | 1,140,860.00 | 5.875 | 2/1/2020 | 0.79% |
| FISERV INC | '337738AL2 | 1,000,000 | 1,085,862.00 | 4.750 | 6/15/2021 | 0.75% |
| AMERICAN EXPRESS CREDIT | '0258M0DD8 | 1,000,000 | 1,046,667.00 | 2.375 | 3/24/2017 | 0.73% |
| FED HM LN PC POOL J18446 | '3128PYL36 | 986,622 | 1,039,938.03 | 3.000 | 3/1/2027 | 0.72% |
| GNMA POOL 799738 | '36177UZC1 | 974,699 | 1,037,988.61 | 3.000 | 10/15/2027 | 0.72% |
| INTEL CORP | '458140AH3 | 1,000,000 | 1,036,777.00 | 1.950 | 10/1/2016 | 0.72% |
| THERMO FISHER SCIENTIFIC | '883556BA9 | 1,000,000 | 1,036,251.00 | 2.250 | 8/15/2016 | 0.72% |
| FNMA POOL AM0061 | '3138L0B75 | 989,550 | 1,030,923.35 | 3.100 | 7/1/2024 | 0.71% |
| 3M COMPANY | '88579YAD3 | 1,000,000 | 1,025,004.00 | 1.375 | 9/29/2016 | 0.71% |
| FNMA POOL AI9142 | '3138APEQ7 | 981,284 | 1,019,424.70 | 2.500 | 12/1/2027 | 0.71% |
| PACCAR FINANCIAL CORP | '69371RK39 | 1,000,000 | 1,017,189.00 | 1.550 | 9/29/2014 | 0.70% |
| JOHN DEERE CAPITAL CORP | '24422ERK7 | 1,000,000 | 1,014,052.00 | 1.250 | 12/2/2014 | 0.70% |
| DEERE + COMPANY | '244199BE4 | 1,000,000 | 1,009,237.00 | 2.600 | 6/8/2022 | 0.70% |
| FNMA POOL 888344 | '31410F5D3 | 927,652 | 1,007,478.45 | 5.000 | 10/1/2035 | 0.70% |
| FED HM LN PC POOL G01837 | '3128LXBE9 | 930,768 | 1,004,754.43 | 5.000 | 7/1/2035 | 0.70% |
| MACYS RETAIL HLDGS INC | '55616XAH0 | 1,000,000 | 969,858.00 | 2.875 | 2/15/2023 | 0.67% |
| FED HM LN PC POOL G02424 | '3128M4AZ6 | 878,306 | 953,852.28 | 5.500 | 12/1/2036 | 0.66% |
| FED HM LN PC POOL J20738 | '31306XZB2 | 893,604 | 927,437.75 | 2.500 | 10/1/2027 | 0.64% |
| FREDDIE MAC | '3137A6YW6 | 847,000 | 912,555.68 | 3.500 | 2/15/2026 | 0.63% |
| FNMA POOL AP9774 | '3138MD2G6 | 868,110 | 903,005.06 | 2.500 | 10/1/2027 | 0.63% |
| ILLINOIS TOOL WORKS INC | '452308AJ8 | 700,000 | 875,802.90 | 6.250 | 4/1/2019 | 0.61% |
| FANNIE MAE | '31397SYG3 | 825,000 | 874,671.60 | 3.000 | 5/25/2026 | 0.61% |
| TD AMERITRADE HOLDING CO | '87236YAA6 | 700,000 | 839,493.90 | 5.600 | 12/1/2019 | 0.58% |
| IBM CORP | '459200GJ4 | 700,000 | 838,364.80 | 5.700 | 9/14/2017 | 0.58% |
| FED HM LN PC POOL G30614 | '3128CUVF0 | 749,159 | 798,839.57 | 3.500 | 12/1/2032 | 0.55% |
| VERIZON COMMUNICATIONS | '92343VAC8 | 700,000 | 790,223.00 | 5.550 | 2/15/2016 | 0.55% |
| FNMA POOL AB4168 | '31417AT25 | 730,150 | 779,937.03 | 3.500 | 1/1/2032 | 0.54% |
| AUTOZONE INC | '053332AM4 | 750,000 | 775,390.50 | 3.700 | 4/15/2022 | 0.54% |
| GOVERNMENT NATIONAL MORTGAGE A | '38373MHK9 | 738,722 | 754,213.56 | 5.134 | 2/16/2031 | 0.52% |
| KROGER CO/THE | '501044CL3 | 700,000 | 737,559.90 | 7.500 | 1/15/2014 | 0.51% |
| FED HM LN PC POOL G06079 | '3128M8CQ5 | 648,382 | 709,824.93 | 6.000 | 7/1/2039 | 0.49% |
| PRAXAIR INC | '74005PAR5 | 647,000 | 699,273.72 | 4.625 | 3/30/2015 | 0.48% |
| FNMA POOL AP4725 | '3138M8HB2 | 655,309 | 692,948.41 | 3.000 | 8/1/2027 | 0.48% |
| FNMA POOL 735500 | '31402RDD8 | 626,703 | 687,584.64 | 5.500 | 5/1/2035 | 0.48% |
| FED HM LN PC POOL G04997 | '3128M63E6 | 629,107 | 679,114.89 | 5.000 | 1/1/2037 | 0.47% |
| COMCAST CORP | '20030NAG6 | 600,000 | 676,087.80 | 4.950 | 6/15/2016 | 0.47% |
| FNMA POOL AL1627 | '3138EHYZ9 | 612,168 | 672,090.02 | 4.500 | 9/1/2041 | 0.47% |
| AT+T INC | '00206RBR2 | 671,000 | 671,017.45 | 0.900 | 2/12/2016 | 0.47% |
| FNMA POOL AP7520 | '3138MBLA2 | 614,841 | 651,692.52 | 3.000 | 9/1/2027 | 0.45% |
| FED HM LN PC POOL J20257 | '31306XJA2 | 598,256 | 630,211.14 | 3.000 | 8/1/2027 | 0.44% |
| FREDDIE MAC | '3137AHT81 | 592,000 | 626,206.94 | 3.000 | 11/15/2026 | 0.43% |
| FED HM LN PC POOL J22831 | '31307BEC0 | 588,000 | 611,687.04 | 2.500 | 3/1/2028 | 0.42% |
| FED HM LN PC POOL G03551 | '3128M5H45 | 555,417 | 607,355.45 | 6.000 | 11/1/2037 | 0.42% |
| CRF AFFORDABLE HOUSING | '12625RAA8 | 580,545 | 585,299.38 | 5.500 | 4/25/2035 | 0.41% |
| FNMA POOL MA0949 | '31418ABT4 | 536,147 | 572,706.04 | 3.500 | 1/1/2032 | 0.40% |
| FREDDIE MAC | '3137A8FT0 | 526,000 | 569,833.42 | 3.500 | 3/15/2026 | 0.39% |
| FNMA POOL 190370 | '31368HMT7 | 516,408 | 567,059.38 | 6.000 | 6/1/2036 | 0.39% |
| GOVERNMENT NATIONAL MORTGAGE A | '38373MTE0 | 526,457 | 560,925.16 | 5.245 | 3/16/2037 | 0.39% |
| UNITED PARCEL SERVICE | '911312AM8 | 500,000 | 534,609.00 | 3.125 | 1/15/2021 | 0.37% |
| BECTON DICKINSON | '075887AW9 | 500,000 | 531,750.50 | 3.250 | 11/12/2020 | 0.37% |
| FNMA POOL AB8428 | '31417FLJ5 | 497,201 | 531,725.28 | 3.500 | 2/1/2033 | 0.37% |
| FANNIE MAE | '3136A0Y35 | 500,000 | 529,874.25 | 3.500 | 9/25/2026 | 0.37% |
| FNMA POOL AM0463 | '3138L0QR5 | 496,047 | 513,972.99 | 2.720 | 9/1/2022 | 0.36% |
| FNMA POOL AP9592 | '3138MDUS9 | 479,523 | 512,220.66 | 3.500 | 10/1/2032 | 0.36% |
| CC HOLDINGS GS V LLC | '14987BAC7 | 485,000 | 489,630.78 | 3.849 | 4/15/2023 | 0.34% |
| FNMA POOL 889529 | '31410KHE7 | 433,244 | 484,159.27 | 6.000 | 3/1/2038 | 0.34% |
| PNC BANK NA | '69349LAH1 | 447,000 | 447,260.60 | 0.800 | 1/28/2016 | 0.31% |
| CISCO SYSTEMS INC | '17275RAC6 | 388,000 | 441,247.96 | 5.500 | 2/22/2016 | 0.31% |
| FNMA POOL 995082 | '31416BM70 | 397,479 | 438,576.45 | 5.500 | 8/1/2037 | 0.30% |
| AT+T INC | '00206RAZ5 | 400,000 | 433,294.00 | 3.875 | 8/15/2021 | 0.30% |
| FNMA POOL AB1343 | '31416WP55 | 383,891 | 419,147.41 | 4.500 | 8/1/2040 | 0.29% |
| FREDDIE MAC | '3137A7GE4 | 383,000 | 414,688.85 | 3.500 | 2/15/2026 | 0.29% |
| FNMA POOL AP1220 | '3138M4LA8 | 386,612 | 401,880.22 | 2.500 | 9/1/2027 | 0.28% |
| FANNIE MAE | '3136A4A82 | 368,000 | 398,596.26 | 3.500 | 3/25/2027 | 0.28% |
| FED HM LN PC POOL Q00291 | '3132GDKC5 | 350,402 | 380,664.43 | 5.000 | 4/1/2041 | 0.26% |
| FIFTH THIRD BANK | '31677QAV1 | 374,000 | 374,351.56 | 1.450 | 2/28/2018 | 0.26% |
| FREDDIE MAC | '3137A4BE6 | 343,000 | 370,621.79 | 3.500 | 12/15/2025 | 0.26% |
| FNMA POOL AL3274 | '3138EKT88 | 335,000 | 352,671.18 | 3.000 | 5/1/2027 | 0.24% |
| ANALOG DEVICES | '032654AG0 | 333,000 | 352,551.43 | 3.000 | 4/15/2016 | 0.24% |
| SBA TOWER TRUST | '78403DAC4 | 320,000 | 336,587.84 | 2.933 | 12/15/2042 | 0.23% |
| FED HM LN PC POOL J20729 | '31306XY23 | 309,320 | 321,877.47 | 2.500 | 10/1/2027 | 0.22% |
| FED HM LN PC POOL J21113 | '31306YGW5 | 304,293 | 316,170.89 | 2.500 | 11/1/2027 | 0.22% |
| FNMA POOL 357829 | '31376KPN0 | 285,638 | 309,808.75 | 6.000 | 6/1/2035 | 0.21% |
| NASDAQ OMX GROUP | '631103AD0 | 276,000 | 298,046.88 | 5.550 | 1/15/2020 | 0.21% |
| AMERICAN TOWER CORP | '03027XAB6 | 281,000 | 279,272.97 | 3.500 | 1/31/2023 | 0.19% |
| INTEL CORP | '458140AM2 | 280,000 | 278,005.84 | 2.700 | 12/15/2022 | 0.19% |
| FNMA POOL AB7691 | '31417ERM5 | 249,711 | 266,738.56 | 3.500 | 1/1/2033 | 0.18% |
| TSMC GLOBAL LTD | '872882AC9 | 266,000 | 265,611.64 | 1.625 | 4/3/2018 | 0.18% |
| KEY BANK NA | '49327M2A1 | 250,000 | 252,555.25 | 1.650 | 2/1/2018 | 0.18% |
| LATINO COMM CREDIT UNION MM | '977ZZH007 | 251,780 | 251,780.34 | 0.500 | 4/15/2013 | 0.17% |
| OPPORTUNITIES CREDIT UNION | '972LJZ001 | 250,581 | 250,580.87 | 0.300 | 4/15/2013 | 0.17% |
| FNMA POOL AP1221 | '3138M4LB6 | 241,020 | 250,538.41 | 2.500 | 10/1/2027 | 0.17% |
| SELF HELP FEDERAL CREDIT UNION | '921BRZ006 | 250,000 | 250,000.00 | 0.800 | 12/27/2013 | 0.17% |
| COMM CAP BANK OF VIRGINIA CD | '921QUZ009 | 250,000 | 250,000.00 | 0.400 | 2/4/2014 | 0.17% |
| HOPE FEDERAL CREDIT UNION CD | '921RUA002 | 250,000 | 250,000.00 | 0.850 | 2/4/2014 | 0.17% |
| CITY FIRST BANK OF DC | '921SAA002 | 250,000 | 250,000.00 | 0.600 | 2/5/2014 | 0.17% |
| COMMUNITY COMMERCE BANK | '972NKX000 | 250,000 | 250,000.00 | 0.300 | 6/1/2013 | 0.17% |
| SOUTHERN BANCORP | '972TWX004 | 250,000 | 250,000.00 | 0.250 | 6/20/2013 | 0.17% |
| CENTRAL BANK OF KANSA CITY | '986EYM003 | 250,000 | 250,000.00 | 0.400 | 5/30/2013 | 0.17% |
| EASTERN BANK CD | '986QLU002 | 250,000 | 250,000.00 | 0.100 | 12/20/2013 | 0.17% |
| SELF HELP CREDIT UNION CD | '986QLV000 | 250,000 | 250,000.00 | 0.800 | 12/12/2013 | 0.17% |
| BANK2 CERIFICATE OF DEPOSIT | '988UCN007 | 250,000 | 250,000.00 | 0.850 | 11/3/2013 | 0.17% |
| FED HM LN PC POOL J22137 | '31307ALS9 | 223,072 | 231,517.66 | 2.500 | 2/1/2028 | 0.16% |
| FNMA POOL AK4136 | '3138E8S29 | 207,326 | 215,643.81 | 2.500 | 8/1/2027 | 0.15% |
| LIFE TECHNOLOGIES CORP | '53217VAC3 | 190,000 | 213,474.31 | 6.000 | 3/1/2020 | 0.15% |
| FED HM LN PC POOL J21295 | '31306YNL1 | 204,754 | 212,746.14 | 2.500 | 12/1/2027 | 0.15% |
| FNMA POOL AL0005 | '3138EGAF1 | 195,974 | 211,482.10 | 4.500 | 1/1/2041 | 0.15% |
| FNMA POOL AD0439 | '31418MPZ9 | 185,471 | 204,450.73 | 6.000 | 7/1/2039 | 0.14% |
| FNMA POOL AI7951 | '3138AMZR9 | 188,690 | 203,445.20 | 4.500 | 8/1/2036 | 0.14% |
| FED HM LN PC POOL A93996 | '312942NM3 | 187,721 | 200,999.78 | 4.500 | 9/1/2040 | 0.14% |
| PROMERICA BANK CD | '921TBH004 | 200,000 | 200,000.00 | 0.500 | 2/8/2014 | 0.14% |
| LIBERTY BANK TRUST CD | '986QLT005 | 200,000 | 200,000.00 | 0.540 | 12/4/2013 | 0.14% |
| FED HM LN PC POOL J20922 | '31306YAX9 | 188,371 | 195,724.15 | 2.500 | 10/1/2027 | 0.14% |
| FNMA POOL MA0976 | '31418ACN6 | 180,021 | 191,930.57 | 3.500 | 2/1/2032 | 0.13% |
| FED HM LN PC POOL J22873 | '31307BFN5 | 184,000 | 191,354.77 | 2.500 | 3/1/2028 | 0.13% |
| FNMA POOL AB2694 | '31416X7G9 | 174,380 | 190,740.46 | 4.500 | 4/1/2041 | 0.13% |
| ORACLE CORP | '68389XAC9 | 134,000 | 161,870.93 | 5.750 | 4/15/2018 | 0.11% |
| FNMA POOL AQ2197 | '3138MHNP4 | 146,106 | 159,312.38 | 4.500 | 11/1/2042 | 0.11% |
| FNMA POOL AR1215 | '3138NXK55 | 145,897 | 153,684.30 | 3.000 | 1/1/2028 | 0.11% |
| FED HM LN PC POOL Z40004 | '3132FCAD7 | 133,930 | 146,244.95 | 6.000 | 8/1/2036 | 0.10% |
| FNMA POOL 827943 | '31407DZG3 | 133,048 | 144,836.88 | 5.000 | 5/1/2035 | 0.10% |
| GNMA POOL AB1392 | '36178LRM7 | 135,169 | 144,072.68 | 3.000 | 8/15/2027 | 0.10% |
| FED HM LN PC POOL G01779 | '31283H6Q3 | 133,106 | 143,852.54 | 5.000 | 4/1/2035 | 0.10% |
| FED HM LN PC POOL J22255 | '31307AQG0 | 137,798 | 143,392.05 | 2.500 | 2/1/2028 | 0.10% |
| FNMA POOL AM1589 | '3138L1XT1 | 141,188 | 142,392.70 | 2.420 | 12/1/2027 | 0.10% |
| JUNIPER NETWORKS INC | '48203RAE4 | 128,000 | 134,232.19 | 3.100 | 3/15/2016 | 0.09% |
| FED HM LN PC POOL A12413 | '31296LVE8 | 113,897 | 123,662.90 | 5.000 | 8/1/2033 | 0.09% |
| FED HM LN PC POOL D99439 | '3128E6PY7 | 112,744 | 120,807.87 | 3.500 | 6/1/2032 | 0.08% |
| FED HM LN PC POOL J22728 | '31307BA59 | 111,000 | 115,402.16 | 2.500 | 3/1/2028 | 0.08% |
| FED HM LN PC POOL J19776 | '3128Q02H9 | 107,268 | 114,036.32 | 3.000 | 7/1/2027 | 0.08% |
| SELF HELP MONEY MARKET DEMAND | '8169939F8 | 102,056 | 102,056.02 | 0.650 | 4/15/2013 | 0.07% |
| SOUTHERN BANCORP MONEY MARKET | '977ZZG009 | 100,870 | 100,869.52 | 0.495 | 4/15/2013 | 0.07% |
| FED HM LN PC POOL J21368 | '31306YQV6 | 95,150 | 100,529.67 | 3.000 | 11/1/2027 | 0.07% |
| SELF HELP FEDERAL CREDIT UNION | '921ESS005 | 100,107 | 100,106.71 | 0.660 | 4/15/2013 | 0.07% |
| BANK2 MONEY MARKET ACCOUNT | '921KGU009 | 100,000 | 100,000.00 | 0.550 | 1/15/2014 | 0.07% |
| FED HM LN PC POOL G02252 | '3128LXQD5 | 88,003 | 95,572.40 | 5.500 | 7/1/2036 | 0.07% |
| FNMA POOL AI9132 | '3138APEE4 | 88,425 | 93,227.18 | 3.000 | 9/1/2027 | 0.06% |
| FNMA POOL AQ1273 | '3138MGMX0 | 82,732 | 87,147.58 | 3.000 | 1/1/2028 | 0.06% |
| GNMA POOL AA6933 | '36178EV22 | 77,562 | 82,550.12 | 3.000 | 11/15/2027 | 0.06% |
| FED HM LN PC POOL G05052 | '3128M65M6 | 66,708 | 72,427.13 | 5.000 | 10/1/2033 | 0.05% |
| SMALL BUSINESS ADMINISTRATION | '83162CMY6 | 10,725 | 10,754.57 | 3.530 | 5/1/2013 | 0.01% |
| Total Market Value: $144,286,531.99 | ||||||