| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| GNMA |
4.5 |
|
$234,000,000 |
10.03 |
| FNMA |
5 |
2099-12-01 |
$106,000,000 |
4.61 |
| 00003861 Irs Usd R V 03mliborirs Us0003m |
0 |
2022-01-11 |
$100,000,000 |
4.17 |
| 00002301 Trs Usd R V 03mlibor |
0 |
2012-06-01 |
$84,400,000 |
3.51 |
| Central Cash Management Fd Central Cash Management Fd |
0.19 |
2030-01-01 |
$55,243,272 |
2.3 |
| GNMA |
4.5 |
2099-12-01 |
$50,000,000 |
2.14 |
| GNMA CMO 5% |
5 |
2040-04-20 |
$45,000,000 |
2 |
| GNMA 5% |
5 |
2039-03-15 |
$41,812,882 |
1.85 |
| Ultra Long Us Treas Bond Ftrs Jun11 Xcbt |
0 |
2011-06-21 |
$236 |
1.21 |
| US Treasury Note 3.625% |
3.62 |
2020-02-15 |
$25,000,000 |
1.07 |
| US Treasury Note 0.875% |
0.88 |
2012-02-29 |
$25,000,000 |
1.04 |
| US Treasury Note 0.375% |
0.38 |
2012-08-31 |
$25,000,000 |
1.04 |
| GNMA 5.5% |
5.5 |
2037-02-20 |
$22,605,591 |
1.02 |
| GNMA 5.5% |
5.5 |
2035-07-15 |
$21,794,017 |
0.99 |
| GNMA CMO 5% |
5 |
2039-07-20 |
$21,644,134 |
0.93 |
| FNMA 0.5% |
0.5 |
2012-10-30 |
$19,735,000 |
0.82 |
| GNMA 5.5% |
5.5 |
2034-06-20 |
$17,164,080 |
0.77 |
| GNMA 5% |
5 |
2034-05-15 |
$17,289,064 |
0.77 |
| FNMA CMO 5% |
5 |
2038-04-25 |
$17,422,083 |
0.75 |
| GNMA 6% |
6 |
2038-08-15 |
$16,035,529 |
0.74 |
| GNMA 5% |
5 |
2040-07-15 |
$16,463,969 |
0.73 |
| GNMA |
5.5 |
2099-12-01 |
$50,000,000 |
-2.25 |
| 00002301 Trs Usd P F .45000 |
0 |
2012-06-01 |
$84,400,000 |
-3.48 |
| 00003861 Irs Usd P F 3.90625irs Us0003m |
0 |
2022-01-11 |
$100,000,000 |
-4.16 |
| GNMA |
5 |
2099-12-01 |
$100,000,000 |
-4.41 |
