| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FNMA 4% |
4 |
2040-07-01 |
$100,763,238 |
4.5 |
| FNMA 5% |
5 |
2040-08-01 |
$87,642,656 |
4.16 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$60,100,000 |
3.26 |
| FNMA 4.5% |
4.5 |
2040-09-01 |
$67,432,152 |
3.11 |
| FNMA |
5.5 |
2099-12-01 |
$63,675,000 |
3.08 |
| US Treasury Note 3.875% |
3.88 |
2018-05-15 |
$59,500,000 |
2.87 |
| FNMA 1.25% |
1.25 |
2014-02-27 |
$59,250,000 |
2.68 |
| US Treasury Note 0.75% |
0.75 |
2013-03-31 |
$54,950,000 |
2.49 |
| Gnma Ii Tba April 30 Jumbos |
4.5 |
2099-12-01 |
$49,420,000 |
2.31 |
| Ifc Discount Note 04/11 Zcp |
0 |
2011-04-12 |
$50,000,000 |
2.26 |
| Wells Fargo Govt Mm Par 1751 |
1 |
2050-01-03 |
$47,988,488 |
2.17 |
| US Treasury Note 1.875% |
1.88 |
2017-10-31 |
$46,310,000 |
1.98 |
| GNMA CMO 4.281% |
4.28 |
2033-03-16 |
$39,500,000 |
1.88 |
| FNMA |
6 |
2099-12-01 |
$29,205,000 |
1.44 |
| US Treasury Note 1.375% |
1.38 |
2015-11-30 |
$31,635,000 |
1.39 |
| US Treasury Bond 4.625% |
4.62 |
2040-02-15 |
$29,820,000 |
1.38 |
| FNMA 2.375% |
2.38 |
2015-07-28 |
$29,170,000 |
1.34 |
| US Treasury Note 2% |
2 |
2016-01-31 |
$28,340,000 |
1.27 |
| FNMA |
6 |
2099-12-01 |
$24,625,000 |
1.21 |
| FNMA 5.5% |
5.5 |
2033-08-01 |
$24,311,896 |
1.19 |
| US Treasury Bond 5.375% |
5.38 |
2031-02-15 |
$22,065,000 |
1.14 |
| N V Bk Nederlandse Gementeen 144A 2.5% |
2.5 |
2016-01-11 |
$23,310,000 |
1.05 |
| FNMA 6% |
6 |
2038-08-01 |
$20,308,946 |
1 |
| GNMA 5% |
5 |
2040-07-20 |
$20,015,177 |
0.96 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$49,300,000 |
-2.61 |
