| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| GNMA |
4.5 |
|
$220,000,000 |
10.2 |
| 00003861 Irs Usd R V 03mliborirs Us0003m |
0 |
2022-01-11 |
$200,000,000 |
9.02 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$1,207 |
6.46 |
| FNMA |
5 |
2099-12-01 |
$99,000,000 |
4.66 |
| 00002301 Trs Usd R V 03mlibor |
0 |
2012-06-01 |
$75,100,000 |
3.38 |
| GNMA |
4.5 |
2099-12-01 |
$45,000,000 |
2.08 |
| Central Cash Management Fd Central Cash Management Fd |
0.19 |
2030-01-01 |
$35,887,659 |
1.61 |
| GNMA 5% |
5 |
2039-03-15 |
$31,556,892 |
1.51 |
| GNMA CMO 5% |
5 |
2040-04-20 |
$30,000,000 |
1.44 |
| Ultra Long Us Treas Bond Ftrs Jun11 Xcbt |
0 |
2011-06-21 |
$201 |
1.12 |
| GNMA 5.5% |
5.5 |
2037-02-20 |
$17,480,987 |
0.85 |
| US Treasury Note 0.875% |
0.88 |
2012-02-29 |
$18,000,000 |
0.81 |
| GNMA 5% |
5 |
2040-06-15 |
$16,958,432 |
0.81 |
| GNMA 5% |
5 |
2040-06-15 |
$15,933,077 |
0.76 |
| GNMA 5.5% |
5.5 |
2034-10-15 |
$15,303,304 |
0.75 |
| GNMA CMO 5% |
5 |
2039-07-20 |
$15,008,043 |
0.7 |
| GNMA 5.5% |
5.5 |
2034-08-20 |
$14,296,876 |
0.7 |
| GNMA 6% |
6 |
2038-08-15 |
$13,862,566 |
0.69 |
| US Treasury Note 1.375% |
1.38 |
2013-05-15 |
$15,000,000 |
0.68 |
| FNMA CMO 5% |
5 |
2038-04-25 |
$14,518,403 |
0.67 |
| GNMA 5.5% |
5.5 |
2035-07-15 |
$13,451,034 |
0.66 |
| GNMA |
5.5 |
2099-12-01 |
$45,000,000 |
-2.19 |
| 00002301 Trs Usd P F .45000 |
0 |
2012-06-01 |
$75,100,000 |
-3.35 |
| GNMA |
5 |
2099-12-01 |
$90,000,000 |
-4.29 |
| 00003861 Irs Usd P F 3.90625irs Us0003m |
0 |
2022-01-11 |
$200,000,000 |
-8.99 |
