| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FNMA 4.5% TBA |
4.5 |
2040-01-01 |
$84,800,000 |
24.38 |
| FNMA 4% TBA |
4 |
2040-01-01 |
$87,400,000 |
24.35 |
| FNMA |
5.5 |
2039-01-01 |
$54,100,000 |
16.22 |
| FNMA 5% TBA |
5 |
2039-01-14 |
$50,000,000 |
14.72 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$50,418,000 |
13.73 |
| FNMA |
4 |
2039-12-01 |
$32,800,000 |
9.15 |
| "pay A Fixed Rate Of 0.62608% And Receive A Floating Rate Based On 3-Month |
0.28 |
2012-11-26 |
$31,100,000 |
8.71 |
| US Treasury Note 0.875% |
0.88 |
2012-02-29 |
$25,430,000 |
7.17 |
| US Treasury Bond 3.875% |
3.88 |
2040-08-15 |
$23,710,000 |
6.12 |
| "pay A Fixed Rate Of 0.57385% And Receive A Floating Rate Based On 3-Month |
0.29 |
2012-11-10 |
$21,800,000 |
6.11 |
| US Treasury Note 0.5% |
0.5 |
2012-11-30 |
$19,770,000 |
5.53 |
| FNMA |
5 |
2039-02-10 |
$17,900,000 |
-5.26 |
| Rev Repo |
0.02 |
2011-01-03 |
$19,745,288 |
-5.53 |
| FNMA |
4.5 |
2039-02-01 |
$20,300,000 |
-5.82 |
| "pay A Fixed Rate Of 0.57385% And Receive A Floating Rate Based On 3-Month |
0.57 |
2012-11-10 |
$21,800,000 |
-6.09 |
| US Treasury Bond |
|
2011-03-31 |
$171 |
-6.09 |
| FNMA 4% TBA |
4 |
2040-01-01 |
$28,000,000 |
-7.8 |
| "pay A Fixed Rate Of 0.62608% And Receive A Floating Rate Based On 3-Month |
0.63 |
2012-11-26 |
$31,100,000 |
-8.7 |
| FNMA |
4 |
2039-12-01 |
$32,800,000 |
-9.15 |
| Rev Repo |
0.18 |
2011-01-03 |
$38,750,000 |
-10.86 |
| Euro$ 90 Day Dec 11 |
|
2011-12-19 |
$166 |
-11.54 |
| FNMA 5% TBA |
5 |
2039-01-01 |
$50,000,000 |
-14.72 |
| US Treasury Note |
|
2011-03-22 |
$454 |
-15.32 |
| FNMA |
5.5 |
2040-01-01 |
$54,100,000 |
-16.22 |
| FNMA 4.5% TBA |
4.5 |
2039-01-12 |
$76,200,000 |
-21.91 |
