Face Amount
|
Description
|
Coupon Rate
|
Maturity Date
|
Value
|
FIXED INCOME INVESTMENTS - 96.6%
|
AGENCY MORTGAGE-BACKED SECURITIES - 93.8%
|
|||||||||||||
$
|
138,686
|
FHLMC Gold Pool #A85905
|
5.000
|
%
|
05/01/39
|
$
|
153,626
|
||||||
514,102
|
FHLMC Gold Pool #A88945
|
4.000
|
%
|
08/01/39
|
|
554,255
|
|||||||
10,690
|
FHLMC Gold Pool #C00548
|
7.000
|
%
|
08/01/27
|
|
12,789
|
|||||||
28,756
|
FHLMC Gold Pool #C00778
|
7.000
|
%
|
06/01/29
|
|
34,044
|
|||||||
109,290
|
FHLMC Gold Pool #C91034
|
6.000
|
%
|
06/01/27
|
|
125,803
|
|||||||
38,896
|
FHLMC Gold Pool #D82572
|
7.000
|
%
|
09/01/27
|
|
44,458
|
|||||||
194
|
FHLMC Gold Pool #E81704
|
8.500
|
%
|
05/01/15
|
|
194
|
|||||||
52,138
|
FHLMC Gold Pool #G04710
|
6.000
|
%
|
09/01/38
|
|
59,470
|
|||||||
903,493
|
FHLMC Gold Pool #G05408
|
5.000
|
%
|
12/01/36
|
|
1,003,816
|
|||||||
703,722
|
FHLMC Gold Pool #G05500
|
5.000
|
%
|
05/01/39
|
|
781,730
|
|||||||
81,848
|
FHLMC Gold Pool #G08012
|
6.500
|
%
|
09/01/34
|
|
100,110
|
|||||||
159,141
|
FHLMC Gold Pool #G08022
|
6.000
|
%
|
11/01/34
|
|
182,923
|
|||||||
140,232
|
FHLMC Gold Pool #G08047
|
6.000
|
%
|
03/01/35
|
|
161,329
|
|||||||
675,250
|
FHLMC Gold Pool #G08378
|
6.000
|
%
|
10/01/39
|
|
767,716
|
|||||||
114,466
|
FHLMC Gold Pool #G80111
|
7.300
|
%
|
12/17/22
|
|
130,165
|
|||||||
23,447
|
FHLMC Gold Pool #H09098
|
6.500
|
%
|
10/01/37
|
|
27,306
|
|||||||
141,451
|
FHLMC Gold Pool #P00024
|
7.000
|
%
|
09/01/32
|
|
160,909
|
|||||||
103,698
|
FHLMC Gold Pool #P50019
|
7.000
|
%
|
07/01/24
|
|
119,917
|
|||||||
662,066
|
FHLMC Gold Pool #P50079
|
5.000
|
%
|
07/01/33
|
|
716,902
|
|||||||
1,629,240
|
FHLMC Gold Pool #Q11280
|
4.000
|
%
|
09/01/42
|
|
1,747,576
|
|||||||
260,000
|
FHLMC Gold Pool #T30126
|
5.550
|
%
|
07/01/37
|
|
292,134
|
|||||||
238,560
|
FHLMC Gold Pool #T30133
|
5.550
|
%
|
07/01/37
|
|
267,754
|
|||||||
543,427
|
FHLMC Gold Pool #T60798
|
3.500
|
%
|
07/01/42
|
|
561,869
|
|||||||
228,008
|
FHLMC Gold Pool #U30400
|
5.550
|
%
|
06/01/37
|
|
255,961
|
|||||||
304,288
|
FHLMC, Series 2097, Class PZ
|
6.000
|
%
|
11/15/28
|
|
347,730
|
|||||||
48,527
|
FHLMC, Series 2176, Class OJ
|
7.000
|
%
|
08/15/29
|
|
56,054
|
|||||||
34,250
|
FHLMC, Series 2201, Class C
|
8.000
|
%
|
11/15/29
|
|
39,825
|
|||||||
144,256
|
FHLMC, Series 2218, Class ZB
|
6.000
|
%
|
03/15/30
|
|
164,161
|
|||||||
68,629
|
FHLMC, Series 2259, Class ZM
|
7.000
|
%
|
10/15/30
|
|
79,487
|
|||||||
37,682
|
FHLMC, Series 2576, Class HC
|
5.500
|
%
|
03/15/33
|
|
41,472
|
|||||||
118,141
|
FHLMC, Series 2802, Class OH
|
6.000
|
%
|
05/15/34
|
|
130,577
|
|||||||
345,918
|
FHLMC, Series 3033, Class WY
|
5.500
|
%
|
09/15/35
|
|
388,939
|
|||||||
134,585
|
FHLMC, Series 3072, Class DL
|
6.000
|
%
|
02/15/35
|
|
146,965
|
|||||||
72,529
|
FHLMC, Series 3255, Class QE
|
5.500
|
%
|
12/15/36
|
|
81,453
|
|||||||
109,361
|
FHLMC, Series 3641, Class TB
|
4.500
|
%
|
03/15/40
|
|
120,480
|
|||||||
450,000
|
FHLMC, Series 3677, Class PB
|
4.500
|
%
|
05/15/40
|
|
500,720
|
|||||||
108,025
|
FHLMC, Series 3814, Class B
|
3.000
|
%
|
02/15/26
|
|
112,642
|
|||||||
458,790
|
FHLMC, Series 3926, Class OP
|
6.000
|
%
|
08/15/25
|
|
522,819
|
|||||||
858,475
|
FHLMC, Series 3969, Class JY
|
4.500
|
%
|
12/15/41
|
|
999,082
|
|||||||
159,468
|
FHLMC, Series 4011, Class DA
|
4.000
|
%
|
09/15/41
|
|
167,929
|
|||||||
1,538,857
|
FHLMC, Series 4011, Class DB
|
4.000
|
%
|
09/15/41
|
|
1,710,040
|
|||||||
267,303
|
FHLMC, Series 4050, Class NK
|
4.500
|
%
|
09/15/41
|
|
295,146
|
|||||||
325,924
|
FHLMC, Series 4097, Class VT
|
3.500
|
%
|
08/15/25
|
|
349,877
|
|||||||
88,028
|
FHLMC, Series 4103, Class DV
|
3.000
|
%
|
11/15/25
|
|
91,550
|
|||||||
1,889,168
|
FHLMC, Series 4142, Class PN
|
2.500
|
%
|
12/15/32
|
|
1,812,517
|
|||||||
1,000,000
|
FHLMC, Series 4299, Class JY
|
4.000
|
%
|
01/15/44
|
|
1,123,658
|
|||||||
102,322
|
FHLMC-GNMA, Series 15, Class L
|
7.000
|
%
|
07/25/23
|
|
116,970
|
|||||||
37,402
|
FHLMC-GNMA, Series 23, Class KZ
|
6.500
|
%
|
11/25/23
|
|
42,290
|
|||||||
61,100
|
FHLMC-GNMA, Series 4, Class D
|
8.000
|
%
|
12/25/22
|
|
69,155
|
|||||||
586,382
|
FNMA Pool # 883281
|
7.000
|
%
|
07/01/36
|
|
737,144
|
|||||||
302,381
|
FNMA Pool #252034
|
7.000
|
%
|
09/01/28
|
|
360,932
|
|||||||
45,643
|
FNMA Pool #252215
|
6.000
|
%
|
11/01/28
|
|
52,515
|
|||||||
356,520
|
FNMA Pool #256182
|
6.000
|
%
|
03/01/36
|
|
404,322
|
|||||||
49,518
|
FNMA Pool #256972
|
6.000
|
%
|
11/01/37
|
|
54,662
|
|
317,961
|
FNMA Pool #257138
|
5.000
|
%
|
03/01/38
|
|
346,344
|
||||||
634,866
|
FNMA Pool #465714
|
4.680
|
%
|
08/01/28
|
|
747,589
|
|||||||
239,464
|
FNMA Pool #469130
|
4.870
|
%
|
10/01/41
|
|
286,060
|
|||||||
13,323
|
FNMA Pool #535131
|
6.000
|
%
|
03/01/29
|
|
15,343
|
|||||||
65,664
|
FNMA Pool #594207
|
6.500
|
%
|
02/01/31
|
|
73,385
|
|||||||
38,790
|
FNMA Pool #673315
|
5.500
|
%
|
11/01/32
|
|
43,865
|
|||||||
210,882
|
FNMA Pool #687887
|
5.500
|
%
|
03/01/33
|
|
242,317
|
|||||||
424,860
|
FNMA Pool #694795
|
5.500
|
%
|
04/01/33
|
|
488,225
|
|||||||
174,996
|
FNMA Pool #724888
|
5.500
|
%
|
06/01/33
|
|
193,669
|
|||||||
54,377
|
FNMA Pool #733750
|
6.310
|
%
|
10/01/32
|
|
62,311
|
|||||||
174,864
|
FNMA Pool #735861
|
6.500
|
%
|
09/01/33
|
|
206,062
|
|||||||
363,160
|
FNMA Pool #745318
|
5.000
|
%
|
12/01/34
|
|
406,116
|
|||||||
31,382
|
FNMA Pool #745630
|
5.500
|
%
|
01/01/29
|
|
35,319
|
|||||||
73,960
|
FNMA Pool #801357
|
5.500
|
%
|
08/01/34
|
|
84,026
|
|||||||
320,215
|
FNMA Pool #801506
|
4.750
|
%
|
09/01/34
|
|
353,445
|
|||||||
104,555
|
FNMA Pool #813839
|
6.000
|
%
|
11/01/34
|
|
116,587
|
|||||||
390,637
|
FNMA Pool #819457
|
4.750
|
%
|
02/01/35
|
|
431,298
|
|||||||
1,859,926
|
FNMA Pool #821082
|
6.000
|
%
|
03/01/35
|
|
2,130,926
|
|||||||
271,688
|
FNMA Pool #831927
|
6.000
|
%
|
12/01/36
|
|
311,825
|
|||||||
817,900
|
FNMA Pool #846323
|
4.250
|
%
|
11/01/35
|
|
888,857
|
|||||||
597,235
|
FNMA Pool #851762
|
4.250
|
%
|
01/01/36
|
|
647,076
|
|||||||
84,826
|
FNMA Pool #871394
|
7.000
|
%
|
04/01/21
|
|
91,384
|
|||||||
142,753
|
FNMA Pool #888211
|
7.000
|
%
|
08/01/36
|
|
175,455
|
|||||||
38,735
|
FNMA Pool #888367
|
7.000
|
%
|
03/01/37
|
|
45,669
|
|||||||
81,759
|
FNMA Pool #888534
|
5.000
|
%
|
08/01/37
|
|
89,136
|
|||||||
1,054,254
|
FNMA Pool #891367
|
4.750
|
%
|
04/01/36
|
|
1,175,041
|
|||||||
165,899
|
FNMA Pool #908160
|
5.500
|
%
|
12/01/36
|
|
181,488
|
|||||||
224,083
|
FNMA Pool #930504
|
5.000
|
%
|
02/01/39
|
|
247,517
|
|||||||
82,653
|
FNMA Pool #930664
|
6.500
|
%
|
03/01/39
|
|
98,319
|
|||||||
275,206
|
FNMA Pool #931801
|
5.000
|
%
|
08/01/39
|
|
311,076
|
|||||||
572,918
|
FNMA Pool #940441
|
5.780
|
%
|
03/01/37
|
|
655,027
|
|||||||
224,058
|
FNMA Pool #954633
|
5.500
|
%
|
02/01/37
|
|
242,406
|
|||||||
33,410
|
FNMA Pool #954957
|
6.000
|
%
|
10/01/37
|
|
36,931
|
|||||||
218,231
|
FNMA Pool #995656
|
7.000
|
%
|
06/01/33
|
|
263,893
|
|||||||
93,183
|
FNMA Pool #AD0756
|
6.500
|
%
|
11/01/28
|
|
107,053
|
|||||||
552,214
|
FNMA Pool #AM3191
|
3.380
|
%
|
05/01/28
|
|
587,325
|
|||||||
222,206
|
FNMA Pool #AM4671
|
5.320
|
%
|
10/01/43
|
|
272,714
|
|||||||
831,163
|
FNMA Pool #AM5015
|
4.940
|
%
|
12/01/43
|
|
1,028,934
|
|||||||
189,000
|
FNMA Whole Loan, Series 2003-W17, Class 1A7
|
5.750
|
%
|
08/25/33
|
|
206,514
|
|||||||
14,555
|
FNMA Whole Loan, Series 2003-W18, Class 1A6
|
5.370
|
%
|
08/25/43
|
|
14,624
|
|||||||
285,420
|
FNMA Whole Loan, Series 2004-W11, Class 1A1
|
6.000
|
%
|
05/25/44
|
|
338,231
|
|||||||
186,361
|
FNMA, Series 2001-52, Class XZ
|
6.500
|
%
|
10/25/31
|
|
219,221
|
|||||||
87,542
|
FNMA, Series 2001-52, Class YZ
|
6.500
|
%
|
10/25/31
|
|
98,926
|
|||||||
77,278
|
FNMA, Series 2002-15, Class QH
|
6.000
|
%
|
04/25/32
|
|
86,217
|
|||||||
72,005
|
FNMA, Series 2003-30, Class JQ
|
5.500
|
%
|
04/25/33
|
|
79,085
|
|||||||
361,930
|
FNMA, Series 2003-32, Class BZ
|
6.000
|
%
|
11/25/32
|
|
416,519
|
|||||||
209,872
|
FNMA, Series 2004-17, Class H
|
5.500
|
%
|
04/25/34
|
|
234,851
|
|||||||
285,000
|
FNMA, Series 2004-25, Class LC
|
5.500
|
%
|
04/25/34
|
|
318,985
|
|||||||
256,000
|
FNMA, Series 2004-25, Class UC
|
5.500
|
%
|
04/25/34
|
|
283,219
|
|||||||
122,569
|
FNMA, Series 2005-106, Class UK
|
5.500
|
%
|
12/25/35
|
|
129,336
|
|||||||
172,000
|
FNMA, Series 2005-120, Class PB
|
6.000
|
%
|
01/25/36
|
|
208,090
|
|||||||
182,937
|
FNMA, Series 2005-58, Class BC
|
5.500
|
%
|
07/25/25
|
|
203,657
|
|||||||
788,000
|
FNMA, Series 2006-74, Class PD
|
6.500
|
%
|
08/25/36
|
|
911,562
|
|||||||
305,799
|
FNMA, Series 2007-76, Class PE
|
6.000
|
%
|
08/25/37
|
|
340,283
|
|||||||
800,000
|
FNMA, Series 2007-81, Class GE
|
6.000
|
%
|
08/25/37
|
|
917,588
|
|||||||
762,190
|
FNMA, Series 2008-60, Class JC
|
5.000
|
%
|
07/25/38
|
|
843,100
|
|||||||
|
88,282
|
FNMA, Series 2008-86, Class GD
|
6.000
|
%
|
03/25/36
|
|
96,000
|
||||||
150,000
|
FNMA, Series 2009-50, Class AX
|
5.000
|
%
|
07/25/39
|
|
182,429
|
|||||||
318,000
|
FNMA, Series 2010-68, Class GE
|
4.500
|
%
|
07/25/40
|
|
336,777
|
|||||||
210,000
|
FNMA, Series 2011-37, Class LH
|
4.000
|
%
|
11/25/40
|
|
221,654
|
|||||||
198,618
|
FNMA, Series 2012-51, Class B
|
7.000
|
%
|
05/25/42
|
|
227,046
|
|||||||
379,485
|
FNMA, Series 2013-17, Class YM
|
4.000
|
%
|
03/25/33
|
|
415,584
|
|||||||
127,077
|
FNMA, Series G93-5, Class Z
|
6.500
|
%
|
02/25/23
|
|
142,609
|
|||||||
22,374
|
GNMA I Pool #471369
|
5.500
|
%
|
05/15/33
|
|
25,288
|
|||||||
94,466
|
GNMA I Pool #487108
|
6.000
|
%
|
04/15/29
|
|
110,069
|
|||||||
88,557
|
GNMA I Pool #489377
|
6.375
|
%
|
03/15/29
|
|
101,387
|
|||||||
71,608
|
GNMA I Pool #509930
|
5.500
|
%
|
06/15/29
|
|
80,839
|
|||||||
82,083
|
GNMA I Pool #509965
|
5.500
|
%
|
06/15/29
|
|
92,664
|
|||||||
28,089
|
GNMA I Pool #595606
|
6.000
|
%
|
11/15/32
|
|
32,026
|
|||||||
2,346
|
GNMA I Pool #602377
|
4.500
|
%
|
06/15/18
|
|
2,455
|
|||||||
1,894
|
GNMA I Pool #603377
|
4.500
|
%
|
01/15/18
|
|
1,967
|
|||||||
226,668
|
GNMA I Pool #615272
|
4.500
|
%
|
07/15/33
|
|
255,188
|
|||||||
72,161
|
GNMA I Pool #615403
|
4.500
|
%
|
08/15/33
|
|
81,108
|
|||||||
55,305
|
GNMA I Pool #616829
|
5.500
|
%
|
01/15/25
|
|
62,434
|
|||||||
52,897
|
GNMA I Pool #623190
|
6.000
|
%
|
12/15/23
|
|
60,209
|
|||||||
232,822
|
GNMA I Pool #624600
|
6.150
|
%
|
01/15/34
|
|
265,863
|
|||||||
49,202
|
GNMA I Pool #640940
|
5.500
|
%
|
05/15/35
|
|
57,094
|
|||||||
29,941
|
GNMA I Pool #677162
|
5.500
|
%
|
08/15/23
|
|
32,856
|
|||||||
217,114
|
GNMA I Pool #697999
|
4.500
|
%
|
02/15/24
|
|
233,417
|
|||||||
197,615
|
GNMA I Pool #701818
|
5.000
|
%
|
04/15/39
|
|
224,679
|
|||||||
473,681
|
GNMA I Pool #711286
|
6.500
|
%
|
10/15/32
|
|
544,579
|
|||||||
379,727
|
GNMA I Pool #733602
|
5.000
|
%
|
04/15/40
|
|
430,571
|
|||||||
148,242
|
GNMA I Pool #782771
|
4.500
|
%
|
09/15/24
|
|
159,574
|
|||||||
191,162
|
GNMA I Pool #AB1821
|
3.250
|
%
|
10/15/42
|
|
199,371
|
|||||||
44,582
|
GNMA II Pool #003284
|
5.500
|
%
|
09/20/32
|
|
50,390
|
|||||||
84,550
|
GNMA II Pool #003346
|
5.500
|
%
|
02/20/33
|
|
95,850
|
|||||||
27,779
|
GNMA II Pool #003401
|
4.500
|
%
|
06/20/33
|
|
30,437
|
|||||||
199,020
|
GNMA II Pool #003403
|
5.500
|
%
|
06/20/33
|
|
225,605
|
|||||||
48,334
|
GNMA II Pool #003554
|
4.500
|
%
|
05/20/34
|
|
53,009
|
|||||||
115,306
|
GNMA II Pool #003689
|
4.500
|
%
|
03/20/35
|
|
126,237
|
|||||||
232,485
|
GNMA II Pool #003931
|
6.000
|
%
|
12/20/36
|
|
263,979
|
|||||||
16,780
|
GNMA II Pool #004284
|
5.500
|
%
|
11/20/38
|
|
17,933
|
|||||||
190,843
|
GNMA II Pool #004291
|
6.000
|
%
|
11/20/38
|
|
219,128
|
|||||||
118,856
|
GNMA II Pool #004412
|
5.000
|
%
|
04/20/39
|
|
126,746
|
|||||||
252,170
|
GNMA II Pool #004561
|
6.000
|
%
|
10/20/39
|
|
289,947
|
|||||||
159,345
|
GNMA II Pool #004702
|
3.500
|
%
|
06/20/25
|
|
168,433
|
|||||||
229,920
|
GNMA II Pool #004753
|
8.000
|
%
|
08/20/30
|
|
256,529
|
|||||||
807,347
|
GNMA II Pool #004838
|
6.500
|
%
|
10/20/40
|
|
975,360
|
|||||||
86,815
|
GNMA II Pool #575787
|
5.760
|
%
|
03/20/33
|
|
97,626
|
|||||||
143,188
|
GNMA II Pool #610116
|
5.760
|
%
|
04/20/33
|
|
160,964
|
|||||||
62,768
|
GNMA II Pool #610143
|
5.760
|
%
|
06/20/33
|
|
70,558
|
|||||||
66,254
|
GNMA II Pool #612121
|
5.760
|
%
|
07/20/33
|
|
74,475
|
|||||||
205,151
|
GNMA II Pool #648541
|
6.000
|
%
|
10/20/35
|
|
231,330
|
|||||||
101,323
|
GNMA II Pool #748939
|
4.000
|
%
|
09/20/40
|
|
110,347
|
|||||||
466,125
|
GNMA II Pool #MA2295
|
4.500
|
%
|
10/20/44
|
|
487,394
|
|||||||
413,835
|
GNMA, Series 1998-21, Class ZB
|
6.500
|
%
|
09/20/28
|
|
489,025
|
|||||||
100,891
|
GNMA, Series 1999-25, Class TB
|
7.500
|
%
|
07/16/29
|
|
115,968
|
|||||||
340,484
|
GNMA, Series 1999-4, Class ZB
|
6.000
|
%
|
02/20/29
|
|
384,119
|
|||||||
144,937
|
GNMA, Series 2000-14, Class PD
|
7.000
|
%
|
02/16/30
|
|
171,556
|
|||||||
650,000
|
GNMA, Series 2001-53, Class PB
|
6.500
|
%
|
11/20/31
|
|
758,424
|
|||||||
242,893
|
GNMA, Series 2002-22, Class GF
|
6.500
|
%
|
03/20/32
|
|
290,759
|
|||||||
222,218
|
GNMA, Series 2002-33, Class ZD
|
6.000
|
%
|
05/16/32
|
|
254,365
|
|||||||
90,580
|
GNMA, Series 2002-40, Class UK
|
6.500
|
%
|
06/20/32
|
|
106,947
|
|||||||
|
71,477
|
GNMA, Series 2002-45, Class QE
|
6.500
|
%
|
06/20/32
|
|
85,462
|
||||||
125,914
|
GNMA, Series 2002-6, Class GE
|
6.500
|
%
|
01/20/32
|
|
149,573
|
|||||||
61,625
|
GNMA, Series 2002-7, Class PG
|
6.500
|
%
|
01/20/32
|
|
73,125
|
|||||||
161,851
|
GNMA, Series 2003-103, Class PC
|
5.500
|
%
|
11/20/33
|
|
184,200
|
|||||||
124,922
|
GNMA, Series 2003-26, Class MA
|
5.500
|
%
|
03/20/33
|
|
134,940
|
|||||||
154,000
|
GNMA, Series 2003-46, Class HA
|
4.500
|
%
|
06/20/33
|
|
170,528
|
|||||||
179,000
|
GNMA, Series 2003-46, Class MA
|
5.000
|
%
|
05/20/33
|
|
193,769
|
|||||||
501,319
|
GNMA, Series 2003-46, Class ND
|
5.000
|
%
|
06/20/33
|
|
558,007
|
|||||||
460,195
|
GNMA, Series 2003-57, Class C
|
4.500
|
%
|
04/20/33
|
|
510,452
|
|||||||
111,000
|
GNMA, Series 2003-84, Class PC
|
5.500
|
%
|
10/20/33
|
|
125,385
|
|||||||
65,444
|
GNMA, Series 2004-16, Class GB
|
5.500
|
%
|
06/20/33
|
|
68,326
|
|||||||
93,549
|
GNMA, Series 2004-63, Class AG
|
6.000
|
%
|
07/20/32
|
|
107,543
|
|||||||
211,000
|
GNMA, Series 2005-13, Class BE
|
5.000
|
%
|
09/20/34
|
|
230,582
|
|||||||
783,906
|
GNMA, Series 2005-17, Class GE
|
5.000
|
%
|
02/20/35
|
|
883,457
|
|||||||
298,606
|
GNMA, Series 2005-49, Class B
|
5.500
|
%
|
06/20/35
|
|
335,749
|
|||||||
227,000
|
GNMA, Series 2005-51, Class DC
|
5.000
|
%
|
07/20/35
|
|
248,609
|
|||||||
86,490
|
GNMA, Series 2005-93, Class BH
|
5.500
|
%
|
06/20/35
|
|
97,985
|
|||||||
43,501
|
GNMA, Series 2007-18, Class B
|
5.500
|
%
|
05/20/35
|
|
50,240
|
|||||||
1,172,000
|
GNMA, Series 2007-6, Class LE
|
5.500
|
%
|
02/20/37
|
|
1,327,657
|
|||||||
130,061
|
GNMA, Series 2007-68, Class NA
|
5.000
|
%
|
11/20/37
|
|
143,285
|
|||||||
77,126
|
GNMA, Series 2007-70, Class PE
|
5.500
|
%
|
11/20/37
|
|
85,564
|
|||||||
240,000
|
GNMA, Series 2008-26, Class JP
|
5.250
|
%
|
03/20/38
|
|
273,077
|
|||||||
300,000
|
GNMA, Series 2008-35, Class EH
|
5.500
|
%
|
03/20/38
|
|
340,798
|
|||||||
314,000
|
GNMA, Series 2008-65, Class CM
|
5.000
|
%
|
08/20/38
|
|
351,104
|
|||||||
1,341,000
|
GNMA, Series 2008-65, Class PG
|
6.000
|
%
|
08/20/38
|
|
1,554,671
|
|||||||
157,000
|
GNMA, Series 2009-47, Class LT
|
5.000
|
%
|
06/20/39
|
|
179,983
|
|||||||
592,655
|
GNMA, Series 2009-57, Class VB
|
5.000
|
%
|
06/16/39
|
|
695,081
|
|||||||
706,000
|
GNMA, Series 2009-93, Class AY
|
5.000
|
%
|
10/20/39
|
|
791,301
|
|||||||
2,000,000
|
GNMA, Series 2010-116, Class PB
|
5.000
|
%
|
06/16/40
|
|
2,428,996
|
|||||||
350,000
|
GNMA, Series 2010-89, Class BG
|
4.000
|
%
|
07/20/40
|
|
388,700
|
Total Agency Mortgage-Backed Securities (identified cost, $60,907,546)
|
$
|
63,101,216
|
OTHER U.S. GOVERNMENT GUARANTEED - 2.8%
|
INDUSTRIALS - 2.8%
|
|||||||||||||
$
|
1,575,000
|
Vessel Management Services, Inc.
|
5.125
|
%
|
04/16/35
|
$
|
1,859,034
|
Total Other U.S. Government Guaranteed (identified cost, $1,813,281)
|
$
|
1,859,034
|
TOTAL FIXED INCOME INVESTMENTS (identified cost, $62,720,827) — 96.6%
|
$
|
64,960,250
|
SHORT-TERM INVESTMENTS - 3.3%
|
$
|
2,202,474
|
Fidelity Government Money Market Fund, 0.01% (1)
|
$
|
2,202,474
|
TOTAL SHORT-TERM INVESTMENTS (identified cost, $2,202,474) — 3.3%
|
$
|
2,202,474
|
TOTAL INVESTMENTS (identified cost, $64,923,301) — 99.9%
|
$
|
67,162,724
|
OTHER ASSETS, IN EXCESS OF LIABILITIES — 0.1%
|
99,865
|
NET ASSETS — 100.0%
|
$
|
67,262,589
|
(1)
|
Variable rate security. Rate presented is as of March 31, 2015.
|
|
* Cost for federal income tax purposes is substantially the same as for financial statement purposes and net unrealized appreciation consists of:
|
Gross Unrealized Appreciation
|
$
|
2,507,000
|
||
Gross Unrealized Depreciation
|
(267,577
|
)
|
||
Net Unrealized Appreciation
|
$
|
2,239,423
|
Quoted Prices in
Active Markets
for Identical
Assets (Level 1)
|
Significant Other
Observable Inputs
(Level 2)
|
Significant
Unobservable
Inputs (Level 3)
|
Total
|
Agency Mortgage-Backed Securities
|
$
|
-
|
$
|
63,101,216
|
$
|
-
|
$
|
63,101,216
|
||||||||
Other U.S. Government Guaranteed
|
-
|
1,859,034
|
1,859,034
|
|||||||||||||
Short-Term Investments
|
-
|
2,202,474
|
-
|
2,202,474
|
||||||||||||
Total Investments
|
$
|
-
|
$
|
67,162,724
|
$
|
-
|
$
|
67,162,724
|
1.
|
I have reviewed this report on Form N-Q of The Wright Managed Income Trust (on behalf of Wright Current Income Fund);
|
2.
|
Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
|
3.
|
Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
|
4.
|
The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
|
(a)
|
Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
|
(b)
|
Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
|
(c)
|
Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
|
(d)
|
Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and
|
5.
|
The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):
|
(a)
|
All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and
|
(b)
|
Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.
|
Date: May 8, 2015 | /s/ Peter M. Donovan | ||
Peter M. Donovan | |||
President; Principal Executive Officer |
1.
|
I have reviewed this report on Form N-Q of The Wright Managed Income Trust (on behalf of Wright Current Income Fund);
|
2.
|
Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
|
3.
|
Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
|
4.
|
The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
|
(a)
|
Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
|
(b)
|
Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
|
(c)
|
Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
|
(d)
|
Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and
|
5.
|
The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):
|
(a)
|
All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and
|
(b)
|
Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.
|
Date: May 8, 2015 | /s/ Michael J. McKeen | ||
Michael J. McKeen | |||
Treasurer; Principal Financial Officer |