| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bill 0.14% |
0.14 |
2011-04-14 |
$145,340,000 |
10.25 |
| US Treasury Note 1.375% |
1.38 |
2012-09-15 |
$72,045,000 |
5.15 |
| FNMA |
5 |
2034-04-01 |
$68,640,000 |
5.07 |
| FNMA |
5.5 |
2032-05-01 |
$57,510,000 |
4.33 |
| US Treasury Note 4.875% |
4.88 |
2011-05-31 |
$50,305,000 |
3.58 |
| Forward Exchange Contract Usd |
0 |
|
$0 |
2.73 |
| FNMA |
5.5 |
2029-04-01 |
$33,325,000 |
2.54 |
| US Treasury Note 2.125% |
2.12 |
2015-05-31 |
$31,455,000 |
2.24 |
| FNMA |
6 |
2017-04-01 |
$23,265,000 |
1.79 |
| FNMA |
4.5 |
2039-04-13 |
$24,375,000 |
1.75 |
| FNMA |
4 |
2039-04-13 |
$24,490,000 |
1.7 |
| US Treasury Bond 3.875% |
3.88 |
2040-08-15 |
$20,735,000 |
1.31 |
| US Treasury Note 2.375% |
2.38 |
2017-07-31 |
$17,225,000 |
1.19 |
| Cash & Cash Equivalents |
0.17 |
2011-04-01 |
$13,646,000 |
0.96 |
| US Treasury Bond 4.625% |
4.62 |
2040-02-15 |
$13,060,000 |
0.94 |
| Wells Fargo Cap Xiii FRN |
7.7 |
2049-12-29 |
$11,615,000 |
0.85 |
| U.S. Treasury 10 Year Notes |
0 |
|
$100 |
0.84 |
| Forward Exchange Contract Cad |
0 |
|
$11,410,000 |
0.83 |
| Citi Omni Mstr Talf 2009-A14 FRN |
3.01 |
2018-08-15 |
$11,075,000 |
0.83 |
| Forward Exchange Contract Sek |
0 |
|
$72,750,000 |
0.81 |
| Gnsf 961 Tba |
4 |
2040-04-01 |
$11,505,000 |
0.81 |
| Cap One Bk Usa Natl Assn 8.8% |
8.8 |
2019-07-15 |
$7,540,000 |
0.67 |
| Forward Exchange Contract Aud |
0 |
|
$11,510,000 |
-0.84 |
| Forward Exchange Contract Eur |
0 |
|
$10,280,000 |
-1.03 |
| Forward Exchange Contract Usd |
0 |
|
$84,160,000 |
-1.64 |
