| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note |
|
2011-03-31 |
$777 |
23.2 |
| GNMA |
5.5 |
2040-01-01 |
$50,725,000 |
11.14 |
| Dreyfus Treasury Prime #76 |
|
|
$35,728,185 |
7.26 |
| US Treasury Note 1.25% |
1.25 |
2015-08-31 |
$30,350,000 |
6 |
| US Treasury Bond |
|
2011-03-22 |
$241 |
5.98 |
| US Treasury Note 2.625% |
2.62 |
2020-08-15 |
$23,316,000 |
4.49 |
| Gs Mtg Coml 2007-Gg10 CMO |
5.99 |
2045-08-10 |
$11,705,000 |
2.49 |
| US Treasury Bond 4.375% |
4.38 |
2039-11-15 |
$12,000,000 |
2.45 |
| Slm Stud Ln Tr 2008-5 FRN |
4.2 |
2018-01-25 |
$10,000,000 |
2.09 |
| US Treasury Bond 4.25% |
4.25 |
2039-05-15 |
$10,000,000 |
2 |
| Lb-Ubs Cmbs 2007-C2 CMO 5.303% |
5.3 |
2040-02-15 |
$9,050,938 |
1.89 |
| US Treasury Bond 3.5% |
3.5 |
2039-02-15 |
$10,000,000 |
1.75 |
| Bear Stearns Cmbs 2004-Top16 CMO |
4.75 |
2046-02-13 |
$7,355,000 |
1.57 |
| Slm Stud Ln Tr 2008-4 FRN |
4.37 |
2022-07-25 |
$7,350,000 |
1.56 |
| FHLMC 3% |
3 |
2014-07-28 |
$7,045,000 |
1.51 |
| FNMA 3% |
3 |
2014-09-16 |
$7,030,000 |
1.5 |
| US Treasury Note 3.625% |
3.62 |
2020-02-15 |
$5,900,000 |
1.24 |
| Csfb Coml Mtg Ptc 2006-C4 CMO 5.467% |
5.47 |
2039-09-15 |
$5,770,000 |
1.23 |
| Wachovia Cmbs 2006-C28 CMO 5.5% |
5.5 |
2048-10-15 |
$5,400,000 |
1.12 |
| Citigroup Fdg Inc Gtd Tlgp 2.25% |
2.25 |
2012-12-10 |
$5,320,000 |
1.11 |
| Citibank N A Fdic Gtd Tlgp 1.375% |
1.38 |
2011-08-10 |
$5,325,000 |
1.09 |
| Comm 2006-C8 CMO 5.308% |
5.31 |
2046-12-10 |
$5,000,000 |
1.05 |
| Csfb Coml Mtg Ptc 2006-C1 CMO |
5.71 |
2039-02-15 |
$4,820,000 |
1.03 |
| Jp Morgan Com Mtg 2006-Ldp9 CMO 5.298% |
5.3 |
2047-05-15 |
$4,820,000 |
1 |
| US Treasury Note |
|
2011-03-22 |
$199 |
-4.87 |
