| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FNMA 4.5% TBA |
4.5 |
2041-01-01 |
$360,800,000 |
22.57 |
| FNMA 4% TBA |
4 |
2041-01-01 |
$347,000,000 |
21.04 |
| FNMA 5% TBA |
5 |
2037-01-01 |
$227,000,000 |
14.55 |
| FNMA |
5.5 |
2039-01-01 |
$204,300,000 |
13.33 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$187,709,000 |
11.12 |
| "irs: Pay A Fixed Rate Of .622% And Receive A Floating Rate Based On 3-Mont |
0.28 |
2012-11-26 |
$137,600,000 |
8.39 |
| US Treasury Note 0.5% |
0.5 |
2012-11-30 |
$109,015,000 |
6.64 |
| "irs: Pay A Fixed Rate Of 0.57385% And Receive A Floating Rate Based On 3-M |
0.29 |
2012-11-10 |
$104,300,000 |
6.36 |
| US Treasury Note |
|
2011-04-05 |
$364 |
4.86 |
| US Treasury Note 0.875% |
0.88 |
2012-02-29 |
$76,110,000 |
4.67 |
| FNMA |
5.5 |
2040-02-01 |
$71,300,000 |
-4.64 |
| FNMA 4% TBA |
4 |
2041-01-01 |
$79,000,000 |
-4.79 |
| US Treasury Bond |
|
2011-03-31 |
$618 |
-4.79 |
| Rev Repo |
0.18 |
2011-01-03 |
$80,182,469 |
-4.89 |
| FNMA |
5 |
2040-02-01 |
$78,700,000 |
-5.03 |
| FNMA |
4.5 |
2040-02-01 |
$91,000,000 |
-5.68 |
| Rev Repo |
0.2 |
2011-01-14 |
$102,185,325 |
-6.23 |
| "irs: Pay A Fixed Rate Of 0.57385% And Receive A Floating Rate Based On 3-M |
0.57 |
2012-11-10 |
$104,300,000 |
-6.34 |
| Rev Repo |
|
2011-01-14 |
$108,742,462 |
-6.63 |
| "irs: Pay A Fixed Rate Of .622% And Receive A Floating Rate Based On 3-Mont |
0.62 |
2012-11-26 |
$137,600,000 |
-8.37 |
| Euro$ 90 Day Dec 11 |
|
2011-12-19 |
$604 |
-9.14 |
| FNMA |
5.5 |
2039-01-01 |
$204,300,000 |
-13.33 |
| FNMA 5% TBA |
5 |
2041-01-01 |
$227,000,000 |
-14.55 |
| US Treasury Note |
|
2011-03-31 |
$2,089 |
-15.34 |
| FNMA 4.5% TBA |
4.5 |
2040-01-01 |
$326,100,000 |
-20.4 |
