| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bill |
0 |
2011-10-20 |
$64,700,000 |
17.59 |
| US Treasury Bill |
0 |
2011-12-15 |
$60,000,000 |
16.3 |
| US Treasury Bill |
0 |
2011-09-22 |
$15,000,000 |
4.08 |
| Putnam Fds Tr |
0 |
2049-12-31 |
$13,572,339 |
3.69 |
| US Treasury Bill |
0 |
2011-08-25 |
$13,000,000 |
3.54 |
| FNMA |
4 |
2041-04-01 |
$13,000,000 |
3.48 |
| US Treasury Bill |
0 |
2011-06-02 |
$9,000,000 |
2.45 |
| US Treasury Bill |
0 |
2011-05-05 |
$8,000,000 |
2.18 |
| US Treasury Bill |
0 |
2012-03-08 |
$5,000,000 |
1.36 |
| Gnr 2011-56 Sa 05.5000 03/31/2041 |
5.5 |
2041-03-31 |
$2,551,000 |
0.95 |
| Conseco Manu Hsg Pt 2001-1 6.99% |
6.99 |
2031-07-01 |
$3,141,494 |
0.87 |
| Jp Morgan Chase 2007-Ldp12 CMO |
6.19 |
2051-02-15 |
$2,867,000 |
0.83 |
| Bear Stearns Cmbs 2007-Pwr16 CMO |
5.66 |
2040-06-11 |
$2,936,801 |
0.82 |
| Banc Amer Cmbs 2007-2 CMO |
5.63 |
2049-04-10 |
$2,971,765 |
0.82 |
| FHLMC 3.5% |
3.5 |
2041-01-01 |
$2,985,594 |
0.76 |
| Conseco Manu Hsg Pt 2000-5 7.96% |
7.96 |
2031-05-01 |
$3,178,437 |
0.74 |
| Morgan Stanley Cap 2007-Iq15 CMO |
6.04 |
2049-06-11 |
$2,493,000 |
0.7 |
| Ios.Fn30.500.09 R Usl1m P 01/12/40 Ba |
0 |
2040-01-12 |
$10,214,409 |
0.66 |
| Gnma Gii30 Tba 04.5000 04/01/2041 |
4.5 |
2041-04-01 |
$2,000,000 |
0.56 |
| GNMA 4% |
4 |
2041-01-20 |
$1,993,924 |
0.54 |
| Csfb Coml Mtg Ptc 2007-C2 CMO |
5.45 |
2049-01-15 |
$1,723,710 |
0.48 |
| Lb-Ubs Cmbs 2007-C7 CMO 5.588% |
5.59 |
2045-09-15 |
$1,660,000 |
0.46 |
| 2.94 R Iswp Usl3m P 07/27/2020 De |
0 |
2020-07-27 |
$44,576,500 |
-0.51 |
| Ios.Fn30.550.08 P Usl1m R 01/12/39 Ba |
0 |
2039-01-12 |
$10,215,784 |
-0.56 |
| Cash |
0 |
|
$20,633,180 |
-5.62 |
