| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bill |
0 |
2011-10-20 |
$87,000,000 |
6.32 |
| Putnam Fds Tr |
0 |
2049-12-31 |
$82,138,373 |
5.97 |
| US Treasury Bill |
0 |
2012-03-08 |
$60,000,000 |
4.35 |
| US Treasury Bill |
0 |
2011-12-15 |
$57,000,000 |
4.14 |
| US Treasury Bill |
0 |
2011-05-05 |
$50,000,000 |
3.64 |
| US Treasury Bill |
0 |
2011-11-17 |
$50,000,000 |
3.63 |
| FNMA |
4 |
2041-04-01 |
$39,000,000 |
2.79 |
| GNMA 4% |
4 |
2041-01-20 |
$25,918,328 |
1.89 |
| Gnr 2011-56 Sa 05.5000 03/31/2041 |
5.5 |
2041-03-31 |
$18,602,000 |
1.85 |
| US Treasury Bill |
0 |
2011-05-19 |
$25,000,000 |
1.82 |
| US Treasury Bill |
0 |
2012-02-09 |
$25,000,000 |
1.81 |
| Gnma Gii30 Tba 04.5000 04/01/2041 |
4.5 |
2041-04-01 |
$20,000,000 |
1.5 |
| US Treasury Bill |
0 |
2011-09-22 |
$20,000,000 |
1.45 |
| Argentine Republic 7% |
7 |
2015-10-03 |
$13,520,000 |
0.93 |
| Banc Amer Cmbs 2007-2 CMO |
5.63 |
2049-04-10 |
$11,540,352 |
0.85 |
| Ios.Fn30.500.09 R Usl1m P 01/12/40 Ba |
0 |
2040-01-12 |
$42,569,012 |
0.74 |
| Morgan Stanley Cap 2007-Iq15 CMO |
6.04 |
2049-06-11 |
$9,129,000 |
0.69 |
| FHLMC 3.5% |
3.5 |
2041-01-01 |
$9,951,978 |
0.68 |
| Lehman Xs Tr 2006-19 CMO |
5.49 |
2036-12-25 |
$14,778,145 |
0.67 |
| Bear Stearns Cmbs 2007-Pwr16 CMO |
5.66 |
2040-06-11 |
$8,655,446 |
0.65 |
| Ios.Fn30.550.08 P Usl1m R 01/12/39 Ba |
0 |
2039-01-12 |
$42,573,998 |
-0.63 |
| Swptn 5yx10y P 4.04 Usd 09/09/2015 Jp |
|
2015-09-09 |
$86,207,400 |
-0.66 |
| 2.94 R Iswp Usl3m P 07/27/2020 De |
0 |
2020-07-27 |
$278,565,000 |
-0.86 |
| GNMA |
4 |
2041-04-01 |
$18,000,000 |
-1.31 |
| Cash |
0 |
|
$90,010,839 |
-6.55 |
