Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
US 2YR NOTE (CBT) JUN11 |
0 |
2011-06-30 |
$9 |
18.21 |
US Treasury Note 0.75% |
0.75 |
2013-12-15 |
$1,050,000 |
9.64 |
US Treasury Note 1.125% |
1.12 |
2013-06-15 |
$745,000 |
6.94 |
FHLMC 4.125% |
4.12 |
2012-12-21 |
$700,000 |
6.87 |
US Treasury Note 1.875% |
1.88 |
2012-06-15 |
$700,000 |
6.61 |
US Treasury Note 1% |
1 |
2014-01-15 |
$650,000 |
6 |
US Treasury Note 1.375% |
1.38 |
2012-09-15 |
$600,000 |
5.63 |
US Treasury Note 2.125% |
2.12 |
2015-05-31 |
$500,000 |
4.69 |
FNMA 0.5% |
0.5 |
2012-10-30 |
$400,000 |
3.7 |
US Treasury Note 1.375% |
1.38 |
2012-05-15 |
$385,000 |
3.61 |
US Treasury Note 1.375% |
1.38 |
2012-03-15 |
$340,000 |
3.19 |
FNMA 1.125% |
1.12 |
2012-07-30 |
$300,000 |
2.8 |
US Treasury Note 0.625% |
0.62 |
2013-02-28 |
$300,000 |
2.78 |
US Treasury Note 1.375% |
1.38 |
2013-03-15 |
$285,000 |
2.67 |
US Treasury Note 1.375% |
1.38 |
2013-05-15 |
$250,000 |
2.34 |
FHLMC 1.125% |
1.12 |
2012-07-27 |
$200,000 |
1.87 |
FHLMC 0.625% |
0.62 |
2012-12-28 |
$200,000 |
1.85 |
US Treasury Note 1.5% |
1.5 |
2012-07-15 |
$195,000 |
1.83 |
US Treasury Note 1.375% |
1.38 |
2012-10-15 |
$145,000 |
1.36 |
US Treasury Note 1.375% |
1.38 |
2013-01-15 |
$130,000 |
1.22 |
Citigroup Fdg Inc Gtd Tlgp 1.875% |
1.88 |
2012-10-22 |
$100,000 |
0.95 |
Citibank N A Fdic Gtd Tlgp 1.5% |
1.5 |
2011-07-12 |
$100,000 |
0.93 |
US Treasury Note 4.875% |
4.88 |
2011-05-31 |
$96,000 |
0.9 |
Citigroup Fdg Inc Gtd Tlgp 2.25% |
2.25 |
2012-12-10 |
$80,000 |
0.76 |
US 10YR NOTE (CBT) JUN11 |
0 |
2011-06-21 |
$6 |
-6.62 |