| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$10,100,000 |
12.45 |
| FHLMC |
5 |
2099-12-01 |
$5,300,000 |
5.84 |
| US Treasury Note 2.625% |
2.62 |
2014-07-31 |
$4,300,000 |
4.72 |
| FHLMC 5.5% |
5.5 |
2037-04-01 |
$3,520,822 |
3.99 |
| FNMA 5.5% |
5.5 |
2038-08-01 |
$3,198,290 |
3.62 |
| FNMA |
6 |
2099-12-01 |
$3,000,000 |
3.44 |
| FHLMC 5.5% |
5.5 |
2017-08-23 |
$2,740,000 |
3.33 |
| GNMA |
4.5 |
|
$2,925,000 |
3.19 |
| US Treasury Bond 7.875% |
7.88 |
2021-02-15 |
$1,950,000 |
2.84 |
| FNMA |
4 |
2099-12-01 |
$2,430,000 |
2.52 |
| FHLMC |
4.5 |
|
$2,110,000 |
2.26 |
| FHLMC |
6 |
2099-12-01 |
$1,850,000 |
2.12 |
| US Treasury Note 2.375% |
2.38 |
2014-10-31 |
$1,875,000 |
2.03 |
| Cwmbs Chl Mtg Tr 2007-13 CMO 6% |
6 |
2037-08-25 |
$1,820,000 |
1.66 |
| FNMA |
4 |
2099-12-01 |
$1,385,000 |
1.5 |
| FHLMC 6.5% |
6.5 |
2036-09-01 |
$1,221,267 |
1.45 |
| FHLMC 6.25% |
6.25 |
2032-07-15 |
$1,080,000 |
1.39 |
| FNMA FRN |
2.54 |
2035-05-01 |
$1,193,206 |
1.33 |
| Ba Mtg Secs Inc 2005-12 CMO |
5.19 |
2036-01-25 |
$1,487,339 |
1.32 |
| Jp Morgan Com Mtg 2006-Ldp9 CMO 5.336% |
5.34 |
2047-05-15 |
$900,000 |
1 |
| FHLMC FRN |
5.5 |
2037-05-01 |
$860,608 |
0.97 |
| Lb-Ubs Cmbs 2006-C1 CMO 5.156% |
5.16 |
2031-02-15 |
$845,000 |
0.95 |
| Lehman Mtg Tr 2006-1 CMO 5.5% |
5.5 |
2036-02-25 |
$918,915 |
0.94 |
| Petrobras Intl Fin 3.875% |
3.88 |
2016-01-27 |
$870,000 |
0.92 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$24,500,000 |
-30.8 |
