Sector Allocation (as of December 31, 2009)
U.S Treasury Obligations	0.0%
U.S Agency Obligations	0.0%
Mortgage-Backed Securities	95.9%
Repurchase Agreements/Cash	4.2%
Total	100.0%

Quality Distribution (as of December 31, 2009)
U.S. Gov't/Agency	91.9%
A1/P1	4.1%
AAA	0.0%
AA+	0.0%
AA	0.0%
AA-	0.0%
A+	0.0%
A	0.0%
A-	0.0%
BBB+	0.0%
BBB	0.2%
BBB-	0.0%
BB+	0.0%
BB	0.0%
BB-	0.0%
B+	0.0%
B	0.0%
B-	0.0%
CCC+	0.0%
CCC	0.0%
CCC-	0.0%
CC	3.5%
C	0.3%
D	0.0%

Portfolio Characteristics (as of December 31, 2009)
30 Day Average Yield	4.65%
30 Day SEC Yield	4.52%
Average Quality	AA+
Number of Issues	22