| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bill 0.14% |
0.14 |
2011-04-14 |
$28,045,000 |
9.27 |
| US Treasury Note 1.375% |
1.38 |
2012-09-15 |
$14,330,000 |
4.79 |
| FNMA |
5.5 |
2032-05-01 |
$12,085,000 |
4.26 |
| FNMA |
5 |
2034-04-01 |
$12,275,000 |
4.24 |
| US Treasury Note 2.125% |
2.12 |
2015-05-31 |
$10,095,000 |
3.37 |
| US Treasury Note 3.625% |
3.62 |
2013-05-15 |
$9,595,000 |
3.36 |
| FNMA |
5.5 |
2029-04-01 |
$8,775,000 |
3.14 |
| US Treasury Note 4.875% |
4.88 |
2011-05-31 |
$8,000,000 |
2.66 |
| Forward Exchange Contract Usd |
0 |
|
$707,170,000 |
2.65 |
| U.S. Treasury 5 Year Notes |
0 |
|
$67 |
2.59 |
| FNMA |
6 |
2017-04-01 |
$5,325,000 |
1.92 |
| FNMA 5.5% |
5.5 |
2040-07-01 |
$4,834,594 |
1.72 |
| FNMA |
4.5 |
2039-04-13 |
$4,950,000 |
1.67 |
| FNMA |
4 |
2039-04-13 |
$4,830,000 |
1.57 |
| US Treasury Bond 3.875% |
3.88 |
2040-08-15 |
$4,185,000 |
1.24 |
| Gs Mtg Coml 2007-Eop CMO |
5.57 |
2020-03-06 |
$2,965,000 |
0.98 |
| Wells Fargo Cap Xiii FRN |
7.7 |
2049-12-29 |
$2,405,000 |
0.82 |
| Forward Exchange Contract Cad |
0 |
|
$2,360,000 |
0.8 |
| Citi Omni Mstr Talf 2009-A14 FRN |
3.01 |
2018-08-15 |
$2,250,000 |
0.79 |
| Forward Exchange Contract Sek |
0 |
|
$14,990,000 |
0.78 |
| Gnsf 961 Tba |
4 |
2040-04-01 |
$2,360,000 |
0.78 |
| US Treasury Bond 4.625% |
4.62 |
2040-02-15 |
$2,245,000 |
0.76 |
| Forward Exchange Contract Aud |
0 |
|
$2,380,000 |
-0.81 |
| Forward Exchange Contract Eur |
0 |
|
$2,130,000 |
-1 |
| Forward Exchange Contract Usd |
0 |
|
$17,350,000 |
-1.59 |
