| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| State Street Euro Dlr Time Dep Cdn Incorp |
0.01 |
2011-04-01 |
$9,538,000 |
2.68 |
| US Treasury Note 1.125% |
1.12 |
2013-06-15 |
$9,000,000 |
2.54 |
| US Treasury Note 2.375% |
2.38 |
2014-08-31 |
$7,160,000 |
2.07 |
| US Treasury Note 2.625% |
2.62 |
2020-11-15 |
$6,481,000 |
1.7 |
| US Treasury Note 1% |
1 |
2011-07-31 |
$5,600,000 |
1.58 |
| US Treasury Note 3.5% |
3.5 |
2020-05-15 |
$5,472,000 |
1.56 |
| US Treasury Note 3.875% |
3.88 |
2018-05-15 |
$5,000,000 |
1.49 |
| FNMA 4.5% |
4.5 |
2025-07-01 |
$4,939,908 |
1.46 |
| Gsaa Heq Tr 2006-11 CMO |
5.51 |
2036-07-25 |
$8,986,422 |
1.33 |
| FHLMC 5% |
5 |
2039-09-01 |
$4,432,391 |
1.3 |
| FNMA 4.5% |
4.5 |
2025-03-01 |
$3,944,639 |
1.17 |
| FNMA 4.5% |
4.5 |
2025-05-01 |
$3,835,710 |
1.13 |
| FHLMC 5.5% |
5.5 |
2037-10-01 |
$3,585,616 |
1.08 |
| US Treasury Note 1.25% |
1.25 |
2015-09-30 |
$3,876,000 |
1.05 |
| FNMA 4.5% |
4.5 |
2024-10-01 |
$3,357,930 |
0.99 |
| Harborview Mtg Ln Tr 2006-14 CMO |
5.5 |
2037-02-19 |
$4,746,763 |
0.84 |
| FNMA 5% |
5 |
2040-05-01 |
$2,848,986 |
0.84 |
| FNMA 5% |
5 |
2040-04-01 |
$2,842,702 |
0.84 |
| Greenwich Cap Cmbs 2007-Gg11 CMO |
5.87 |
2049-12-10 |
$3,000,000 |
0.83 |
| FHLMC 4.5% |
4.5 |
2039-12-01 |
$2,791,298 |
0.8 |
| GNMA 5.5% |
5.5 |
2039-12-15 |
$2,597,302 |
0.79 |
| FNMA 4.5% |
4.5 |
2040-02-01 |
$2,741,627 |
0.79 |
| US Treasury Note 2.625% |
2.62 |
2016-02-29 |
$2,750,000 |
0.79 |
| FHLMC 5.5% |
5.5 |
2040-05-01 |
$2,473,870 |
0.74 |
| Greenwich Cap Cmbs 2007-Gg11 CMO |
6.21 |
2049-12-10 |
$3,000,000 |
0.73 |
