| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note |
|
2011-04-05 |
$1,724 |
19.51 |
| US Treasury Note 0.375% |
0.38 |
2012-10-31 |
$140,605,000 |
11.14 |
| FNMA 4.5% TBA |
4.5 |
2040-01-01 |
$120,500,000 |
9.82 |
| FNMA 4% TBA |
4 |
2031-01-01 |
$123,200,000 |
9.73 |
| FNMA |
5.5 |
2038-01-01 |
$78,600,000 |
6.68 |
| "pay A Fixed Rate Of .626080% And Receive A Floating Rate Based On 3-Month |
0.28 |
2012-11-26 |
$81,900,000 |
6.51 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$74,927,000 |
5.78 |
| FNMA |
5.5 |
2038-12-01 |
$68,000,000 |
5.76 |
| US Treasury Note 2.625% |
2.62 |
2020-08-15 |
$75,970,000 |
5.72 |
| FNMA |
4.5 |
2039-12-01 |
$66,000,000 |
5.37 |
| "pay A Fixed Rate Of .57385% And Receive A Floating Rate Based On 3-Month U |
0.29 |
2012-11-10 |
$55,900,000 |
4.44 |
| "irs: Pay A Fixed Rate Of 2.0925 And Receive A Floating Rate Based On 3-Mon |
0.3 |
2015-12-22 |
$38,700,000 |
3.07 |
| US Treasury Note 1.875% |
1.88 |
2017-10-31 |
$40,000,000 |
3.02 |
| FNMA 5% TBA |
5 |
2038-01-01 |
$35,200,000 |
2.94 |
| "irs: Pay A Fixed Rate Of 2.0925 And Receive A Floating Rate Based On 3-Mon |
2.09 |
2015-12-22 |
$38,700,000 |
-3.06 |
| Euro$ 90 Day Dec 11 |
|
2011-12-19 |
$171 |
-3.37 |
| "pay A Fixed Rate Of .57385% And Receive A Floating Rate Based On 3-Month U |
0.57 |
2012-11-10 |
$55,900,000 |
-4.43 |
| FNMA |
4.5 |
2039-12-01 |
$66,000,000 |
-5.37 |
| FNMA |
5.5 |
2038-12-01 |
$68,000,000 |
-5.76 |
| US Treasury Bond |
|
2011-03-22 |
$623 |
-6.22 |
| "pay A Fixed Rate Of .626080% And Receive A Floating Rate Based On 3-Month |
0.63 |
2012-11-26 |
$81,900,000 |
-6.49 |
| FNMA |
5.5 |
2038-01-01 |
$78,600,000 |
-6.68 |
| FNMA 4% TBA |
4 |
2031-01-01 |
$90,000,000 |
-7.11 |
| FNMA 4.5% TBA |
4.5 |
2040-01-01 |
$120,500,000 |
-9.82 |
| US Treasury Note |
|
2011-03-31 |
$1,563 |
-14.95 |
