| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| 0wp194434 Trs Usd R F .00000 |
0 |
2011-06-01 |
$80,000,000 |
10.22 |
| FHLMC |
0 |
2011-11-01 |
$55,500,000 |
7.03 |
| Morgan Stanley Tri Party Pimco |
0.11 |
2011-04-01 |
$47,663,000 |
6.05 |
| Gnma Ii Tba May 30 Jumbos |
4.5 |
|
$44,300,000 |
5.77 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$28,300,000 |
4.27 |
| FNMA 5.5% |
5.5 |
2036-05-01 |
$27,480,203 |
3.75 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$25,100,000 |
3.72 |
| FNMA |
0 |
2011-05-09 |
$23,144,000 |
2.94 |
| FNMA |
5 |
2099-12-01 |
$20,800,000 |
2.75 |
| FNMA |
0 |
2011-08-08 |
$21,000,000 |
2.66 |
| FNMA |
6 |
2099-12-01 |
$19,000,000 |
2.62 |
| FHLMC |
0 |
2011-04-05 |
$20,000,000 |
2.54 |
| FHLMC |
0 |
2011-04-19 |
$20,000,000 |
2.54 |
| FNMA 7% |
7 |
2034-09-01 |
$17,271,056 |
2.52 |
| FNMA |
5 |
2099-12-01 |
$18,700,000 |
2.48 |
| FHLBA |
0 |
2011-07-15 |
$19,500,000 |
2.47 |
| GNMA |
5 |
2099-12-01 |
$15,000,000 |
2.02 |
| GNMA |
6.5 |
2099-12-31 |
$13,500,000 |
1.92 |
| FNMA |
6 |
2099-12-01 |
$13,500,000 |
1.86 |
| FNMA |
6.5 |
2099-12-01 |
$12,600,000 |
1.79 |
| FNMA |
5.5 |
2099-12-01 |
$12,200,000 |
1.65 |
| GNMA 7% |
7 |
2036-03-15 |
$10,061,285 |
1.48 |
| GNMA |
5.5 |
2099-12-20 |
$10,400,000 |
1.43 |
| 0wp194434 Trs Usd P V 01mlibor |
1 |
2011-06-01 |
$80,000,000 |
-10.15 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$93,200,000 |
-12.89 |
