| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 1.125% |
1.12 |
2012-12-15 |
$350,000,000 |
29.37 |
| US Treasury Note 1.25% |
1.25 |
2014-03-15 |
$300,000,000 |
24.97 |
| US Treasury Note 1.375% |
1.38 |
2012-09-15 |
$160,000,000 |
13.48 |
| FHLMC 2.875% |
2.88 |
2015-02-09 |
$65,000,000 |
5.6 |
| GNMA 4.5% |
4.5 |
2040-10-20 |
$62,218,256 |
5.34 |
| FNMA 1.25% |
1.25 |
2014-02-27 |
$50,000,000 |
4.15 |
| FNMA 6% |
6 |
2037-02-01 |
$23,609,825 |
2.15 |
| FHLMC CMO 5.5% |
5.5 |
2033-05-15 |
$15,370,254 |
1.36 |
| Ubs Warburg Securities, Inc. |
0.13 |
2011-04-01 |
$15,370,140 |
1.28 |
| Bnp Paribas |
0.08 |
2011-04-01 |
$13,418,150 |
1.12 |
| FHLMC CMO 5.5% |
5.5 |
2016-09-15 |
$7,049,389 |
0.62 |
| Rbs Greenwich |
0.1 |
2011-04-01 |
$7,355,960 |
0.61 |
| FNMA FRN |
5.3 |
2037-03-01 |
$6,864,224 |
0.6 |
| FNMA 5.5% |
5.5 |
2019-08-01 |
$5,993,387 |
0.54 |
| FNMA 6.5% |
6.5 |
2032-08-01 |
$5,705,703 |
0.54 |
| FHLMC CMO 3.5% |
3.5 |
2025-11-15 |
$6,000,000 |
0.46 |
| GNMA 5% |
5 |
2034-01-20 |
$4,643,119 |
0.41 |
| FHLMC FRN |
5.51 |
2036-03-01 |
$4,463,463 |
0.4 |
| FHLMC CMO 6.5% |
6.5 |
2032-05-15 |
$4,123,189 |
0.38 |
| Arbor Rlty Mtg Secs 2006-1 FRN |
5.75 |
2042-01-26 |
$13,000,000 |
0.38 |
| US Treasury Bill |
0 |
2011-04-28 |
$4,500,000 |
0.37 |
| FNMA FRN |
5.4 |
2036-05-01 |
$3,949,403 |
0.35 |
| FNMA 6% |
6 |
2033-05-01 |
$3,671,987 |
0.34 |
| Sa Als Aurora 2003-Bc2 FRN |
2.34 |
2033-02-25 |
$3,047,651 |
0.24 |
| Ansonia Cdo 2006-1 FRN |
5.62 |
2046-07-28 |
$8,570,777 |
0.21 |
