| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bill |
0.09 |
2011-01-27 |
$43,000,000 |
6.29 |
| FNMA |
5.5 |
2099-12-01 |
$27,250,000 |
4.27 |
| FNMA 5% |
5 |
2040-07-01 |
$23,518,202 |
3.65 |
| U S Treas Sec Stripped Int Pmt |
0 |
2020-08-15 |
$28,500,000 |
2.97 |
| FNMA 6% |
6 |
2038-07-01 |
$16,056,144 |
2.56 |
| State Street/Ficc Repo |
0.16 |
2011-01-03 |
$15,753,000 |
2.31 |
| FHLMC 4% |
4 |
2040-12-01 |
$15,000,000 |
2.18 |
| US Treasury Note 2.625% |
2.62 |
2020-08-15 |
$12,605,000 |
1.75 |
| FNMA 6% |
6 |
2038-08-01 |
$10,777,661 |
1.72 |
| FNMA 4% TBA |
4 |
2099-12-01 |
$9,950,000 |
1.45 |
| Nbc Universal Inc. 144A 2.875% |
2.88 |
2016-04-01 |
$9,705,000 |
1.39 |
| FNMA 5.5% |
5.5 |
2037-08-01 |
$8,296,070 |
1.31 |
| FNMA 4% |
4 |
2040-12-01 |
$8,445,000 |
1.23 |
| GNMA 4.5% |
4.5 |
2039-06-15 |
$7,919,494 |
1.21 |
| US Treasury Note 1.625% |
1.62 |
2018-01-15 |
$7,605,103 |
1.19 |
| U S Treas Sec Stripped Int Pmt |
0 |
2022-02-15 |
$11,000,000 |
1.05 |
| FHLMC 5.5% |
5.5 |
2040-06-01 |
$6,463,031 |
1.01 |
| FNMA 6% |
6 |
2038-05-01 |
$5,983,148 |
0.95 |
| US Treasury Bond 3.875% |
3.88 |
2040-08-15 |
$6,752,000 |
0.91 |
| US Treasury Note 2.5% |
2.5 |
2017-06-30 |
$6,205,000 |
0.9 |
| FNMA 4.5% |
4.5 |
2040-07-01 |
$5,915,360 |
0.89 |
| Citigroup 8.5% |
8.5 |
2019-05-22 |
$4,705,000 |
0.85 |
| Ultra Long Us Treas Bond Ftrs Mar11 Xcbt |
0 |
2011-03-22 |
$7,000,000 |
-1.3 |
| US Treasury Bond (Fut) |
0 |
2011-03-31 |
$25,000,000 |
-4.31 |
| US Treasury Bond (Fut) |
0 |
2011-03-22 |
$35,300,000 |
-6.22 |
