| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 1.375% |
1.38 |
2013-03-15 |
$125,000,000 |
6.14 |
| State Street/Ficc Repo |
0.16 |
2011-01-03 |
$49,440,000 |
2.4 |
| US Treasury Note 1.875% |
1.88 |
2017-10-31 |
$45,000,000 |
2.07 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$43,500,000 |
2.05 |
| General Elec Cap Corp Mtn Be FRN |
0.56 |
2014-09-15 |
$32,325,000 |
1.52 |
| US Treasury Note |
3 |
2012-07-15 |
$21,578,226 |
1.11 |
| Volkswagen Auto Tr Talf 2009-A 3.41% |
3.41 |
2012-04-15 |
$21,170,494 |
1.04 |
| Americredit Auto Rec 2006-R-M 5.53% |
5.53 |
2014-01-06 |
$20,997,896 |
1.03 |
| FNMA CMO 4.5% |
4.5 |
2024-09-25 |
$20,241,316 |
1.02 |
| GNMA CMO 4% |
4 |
2039-05-16 |
$19,344,068 |
0.99 |
| FHLMC 4.5% |
4.5 |
2024-08-01 |
$19,250,873 |
0.97 |
| FNMA CMO 4.5% |
4.5 |
2039-10-25 |
$18,891,227 |
0.94 |
| J P Morgan Chase & Co Mtn Be FRN |
1.05 |
2013-09-30 |
$19,000,000 |
0.92 |
| Bear Stearns Cmbs 2005-Top20 CMO |
5.29 |
2042-10-12 |
$17,153,900 |
0.87 |
| Merrill Lynch Co Inc Mtn Be 5% |
5 |
2015-01-15 |
$17,200,000 |
0.87 |
| FHLMC CMO 4.75% |
4.75 |
2019-08-15 |
$15,806,374 |
0.8 |
| FHLMC CMO 5% |
5 |
2036-10-15 |
$15,370,837 |
0.78 |
| FNMA CMO 4% |
4 |
2023-11-25 |
$15,254,303 |
0.77 |
| At&T 6.7% |
6.7 |
2013-11-15 |
$14,000,000 |
0.77 |
| FHLMC CMO 4% |
4 |
2017-12-15 |
$15,093,440 |
0.77 |
| FNMA CMO 3% |
3 |
2024-11-25 |
$15,574,302 |
0.77 |
| Citifin Auto Recs Talf 2009-1 2.59% |
2.59 |
2013-10-15 |
$15,000,000 |
0.74 |
| Bmw Floorplan Talf Tr 2009-1 FRN |
1.4 |
2014-09-15 |
$15,000,000 |
0.73 |
| Citigroup 5.5% |
5.5 |
2014-10-15 |
$14,000,000 |
0.73 |
| US Treasury Bond (Fut) |
0 |
2011-03-31 |
$299,300,000 |
-16.05 |
