Sector Allocation (as of December 31, 2009)
U.S Treasury Obligations	0.0%
U.S Agency Obligations	0.0%
Mortgage-Backed Securities	97.2%
Repurchase Agreements/Cash	2.9%
Total	100.0%

Quality Distribution (as of December 31, 2009)
U.S. Gov't/Agency	50.9%
A1/P1	2.8%
AAA	3.6%
AA+	0.0%
AA	4.0%
AA-	0.0%
A+	0.0%
A	0.8%
A-	0.0%
BBB+	0.0%
BBB	3.7%
BBB-	0.8%
BB+	2.5%
BB	0.8%
BB-	0.5%
B+	0.0%
B	4.5%
B-	0.0%
CCC+	0.0%
CCC	9.7%
CCC-	0.0%
CC	8.5%
C	6.4%
D	0.5%

Portfolio Characteristics (as of December 31, 2009)
30 Day Average Yield	7.21%
30 Day SEC Yield	6.43%
Average Quality	A-
Number of Issues	47