| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| U S Treas Bd Stripped Prin Pmt |
0 |
2021-11-15 |
$147,545,000 |
6.71 |
| US Treasury Bill |
0.09 |
2011-01-27 |
$71,000,000 |
4.86 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$58,809,000 |
3.91 |
| US Treasury Note 2.625% |
2.62 |
2020-11-15 |
$59,102,000 |
3.82 |
| US Treasury Bond 3.875% |
3.88 |
2040-08-15 |
$45,088,500 |
2.84 |
| FNMA 5% |
5 |
2040-08-01 |
$38,216,619 |
2.75 |
| FNMA 4% TBA |
4 |
2099-12-01 |
$35,000,000 |
2.38 |
| FNMA 6% |
6 |
2038-03-01 |
$25,274,074 |
1.88 |
| Morgan Stanley Cap 2004-Top13 CMO 4.66% |
4.66 |
2045-09-13 |
$20,860,000 |
1.51 |
| FNMA 6% |
6 |
2037-02-01 |
$20,149,459 |
1.5 |
| Wachovia Cmbs 2004-C12 CMO |
5.41 |
2041-07-15 |
$20,000,000 |
1.47 |
| FNMA 5.5% |
5.5 |
2039-07-01 |
$19,954,134 |
1.47 |
| FNMA 5.5% |
5.5 |
2035-07-01 |
$18,940,241 |
1.4 |
| FNMA 4% |
4 |
2040-12-01 |
$19,785,000 |
1.35 |
| Cap One Cap Iv FRN |
6.74 |
2082-02-05 |
$19,870,000 |
1.34 |
| Bear Stearns Cmbs 2005-Pwr9 CMO 4.871% |
4.87 |
2042-09-11 |
$18,515,000 |
1.33 |
| Cd1to215x Cds Usd R V 03mevent |
1 |
2015-12-20 |
$19,095,000 |
1.31 |
| Csfb Coml Mtg Ptc 2006-C3 CMO |
5.83 |
2038-06-15 |
$16,755,000 |
1.24 |
| Jp Morgan Chase 2007-Cibc18 CMO 5.44% |
5.44 |
2047-06-12 |
$16,800,000 |
1.2 |
| US Treasury Note 3.125% |
3.12 |
2017-04-30 |
$16,965,000 |
1.2 |
| Gnma I Tba Jan 30 Single Fam |
4.5 |
2099-12-15 |
$16,500,000 |
1.17 |
| Cd1to215x Cds Usd P F 1.00000 |
1 |
2015-12-20 |
$19,095,000 |
-1.27 |
| Ultra Long Us Treas Bond Ftrs Mar11 Xcbt |
0 |
2011-03-22 |
$27,300,000 |
-2.37 |
| US Treasury Bond (Fut) |
0 |
2011-03-22 |
$135,700,000 |
-11.29 |
| US Treasury Bond (Fut) |
0 |
2011-03-31 |
$503,500,000 |
-39.29 |
