| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Fnma 30yr Tba |
5.5 |
|
$1,049,500,000 |
24.43 |
| US Treasury Note |
|
2011-03-31 |
$2,386 |
11.36 |
| Fnma 30yr Tba(Reg A) |
4 |
|
$414,300,000 |
8.97 |
| Cash & Cash Equivalents |
0 |
|
$227,119,482 |
4.94 |
| FNMA 4.5% |
4.5 |
2040-12-01 |
$122,400,000 |
2.74 |
| FNMA 6% |
6 |
2040-04-01 |
$106,542,099 |
2.53 |
| FHLMC 4.5% |
4.5 |
2040-12-01 |
$109,800,000 |
2.45 |
| FNMA 5.5% |
5.5 |
2038-06-01 |
$103,905,734 |
2.42 |
| US Treasury Note 0.375% |
0.38 |
2012-09-30 |
$96,975,000 |
2.11 |
| Gnma 30yr Tba(Reg C) |
4.5 |
2011-01-20 |
$83,100,000 |
1.88 |
| Gnma 30yr Tba(Reg C) |
5 |
|
$75,600,000 |
1.75 |
| US Treasury Note 0.75% |
0.75 |
2013-09-15 |
$76,415,000 |
1.66 |
| US Treasury Note 1.25% |
1.25 |
2015-09-30 |
$76,505,000 |
1.62 |
| US Treasury Bond 8.75% |
8.75 |
2020-08-15 |
$47,793,000 |
1.52 |
| Forward Fx Contract - Buy Usd |
|
2011-03-03 |
$51,845,000 |
1.51 |
| Forward Fx Contract - Sell Eur |
|
2011-03-07 |
$50,055,980 |
-1.46 |
| Forward Fx Contract - Sell Eur |
|
2011-01-28 |
$53,070,000 |
-1.54 |
| European Invt Bk 2.875% |
2.88 |
2015-01-15 |
$75,000,000 |
-1.69 |
| Euro 90 Day Mar 11 |
|
2011-03-14 |
$315 |
-1.71 |
| FGOLD 4.5% |
4.5 |
|
$109,800,000 |
-2.44 |
| Fnma 30yr Tba(Reg A) |
5 |
|
$133,900,000 |
-3.06 |
| Fnma 30yr Tba(Reg A) |
4.5 |
|
$165,100,000 |
-3.68 |
| US Treasury Note |
|
2011-03-22 |
$2,879 |
-7.54 |
| US Treasury Note |
|
2011-03-31 |
$3,107 |
-7.96 |
| Fnma 30yr Tba(Reg A) |
5.5 |
|
$1,194,200,000 |
-27.79 |
