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Holdings as of 12/31/2009

Complete Fund Holdings are updated approximately 30 days after the end of each calendar quarter.
Security Ticker % of Total Net Assets
0015411X9 IRS USD P F .00000, 11/15/2021 -0.17
0015411X9 IRS USD R F .44479, 0.44, 11/15/2021 0.19
0326244X3 IRS USD P F .00000, 11/15/2021 -1.36
0326244X3 IRS USD R F .00000, 11/15/2021 1.32
10YR US TREASURY NOTE FUTURES, 03/22/2010 0.00
1532134L4 IRS USD P V 03MLIBOR, 1.00, 12/23/2019 -6.23
1532134L4 IRS USD R F 5.08600, 5.09, 12/23/2019 6.20
2YR US TREASURY NOTE FUTURES, 03/31/2010 0.00
30YR US TREASURY BOND FUTURES, 03/22/2010 0.00
3563233L7 IRS USD P V 03MLIBOR, 1.00, 10/01/2016 -19.99
3563233L7 IRS USD R F 4.40000, 4.40, 10/01/2016 19.87
3623460X7 IRS USD P F 4.41000, 4.41, 10/03/2018 -10.63
3623460X7 IRS USD R V 03MLIBOR, 1.00, 10/03/2018 10.75
3662633L3 IRS USD P F .81637, 0.82, 11/15/2019 -2.25
3662633L3 IRS USD R F 3.04000, 3.04, 11/15/2019 2.07
4024063X8 IRS USD P F .00000, 11/15/2019 -2.07
4024063X8 IRS USD R F .00000, 11/15/2019 1.93
4536311X1 IRS USD P F .00000, 11/15/2020 -1.47
4536311X1 IRS USD R F .00000, 11/15/2020 1.37
5251310L3 IRS USD P F .00000, 08/15/2020 -0.74
5251310L3 IRS USD R F .00000, 08/15/2020 0.67
5YR US TREASURY NOTE FUTURES, 03/31/2010 0.00
6003560X8 IRS USD P F .00000, 08/15/2020 -0.67
6003560X8 IRS USD R F .00000, 08/15/2020 0.62
6012251X3 IRS USD P F 4.38600, 4.39, 12/23/2039 -1.46
6012251X3 IRS USD R V 03MLIBOR, 0.25, 12/23/2039 1.49
BANC OF AMER SECS (REPO), 01/04/2010 0.83
CITIBANK NA, 1.75, 12/28/2012 2.88
DISCOVER CARD EXECUTION NT TR, 1.53, 12/15/2014 0.91
EUROPEAN INVESTMENT BANK, 4.63, 05/15/2014 1.73
EUROPEAN INVESTMENT BANK, 5.13, 04/15/2014 0.27
EUROPEAN INVESTMENT BANK, 1.75, 09/14/2012 0.48
FANNIE MAE, 5.38, 06/12/2017 0.17
FED HM LN PC POOL 1G2524, 5.96, 10/01/2036 0.53
FED HM LN PC POOL 1J0840, 5.58, 01/01/2038 0.26
FED HM LN PC POOL 1Q0796, 5.67, 04/01/2037 0.24
FED HM LN PC POOL 1Q0808, 5.79, 10/01/2037 0.23
FED HM LN PC POOL A77205, 5.50, 05/01/2038 1.70
FED HM LN PC POOL A79003, 6.00, 07/01/2038 2.40
FED HM LN PC POOL A87712, 5.00, 08/01/2039 1.01
FED HM LN PC POOL A89879, 5.50, 11/01/2039 0.53
FED HM LN PC POOL C27643, 6.00, 06/01/2029 0.01
FED HM LN PC POOL C28195, 6.50, 06/01/2029 0.01
FED HM LN PC POOL C31355, 6.00, 09/01/2029 0.00
FED HM LN PC POOL G04176, 5.50, 05/01/2038 1.46
FED HM LN PC POOL G05087, 5.00, 01/01/2037 0.46
FED HM LN PC POOL G05631, 7.50, 05/01/2035 0.11
FED HM LN PC POOL G05639, 8.00, 08/01/2032 0.06
FED HM LN PC POOL G05640, 8.50, 08/01/2031 0.07
FEDERAL HOME LN MTG CORP, 5.50, 08/23/2017 1.68
FEDERAL HOME LN MTG CORP, 4.88, 06/13/2018 3.15
FEDERAL HOME LN MTG CORP, 6.75, 06/17/2027 0.02
FEDERAL NATL MTG ASSN, 5.00, 05/11/2017 1.75
FEDERAL NATL MTG ASSN, 6.02, 11/25/2010 0.25
FHLMC TBA JAN 30 GOLD SINGLE, 4.50, 12/31/2099 0.35
FHLMC TBA JAN 30 GOLD SINGLE, 6.00, 12/01/2099 2.10
FINANCING CORP, 9.80, 04/06/2018 0.31
FINANCING CORP, 9.65, 11/02/2018 0.87
FNMA TBA JAN 15 SINGLE FAM, 4.50, 12/01/2099 0.99
FNMA TBA JAN 30 SINGLE FAM, 4.50, 12/01/2099 0.69
FNMA TBA JAN 30 SINGLE FAM, 5.00, 12/01/2099 2.64
FNMA POOL 190363, 5.50, 11/01/2035 1.40
FNMA POOL 190367, 5.50, 01/01/2036 2.46
FNMA POOL 254550, 6.50, 12/01/2032 0.02
FNMA POOL 256553, 6.00, 01/01/2037 0.50
FNMA POOL 328613, 6.50, 11/01/2010 0.00
FNMA POOL 338732, 6.50, 03/01/2026 0.00
FNMA POOL 343442, 6.50, 04/01/2026 0.00
FNMA POOL 343468, 6.50, 04/01/2011 0.00
FNMA POOL 348376, 7.00, 06/01/2011 0.00
FNMA POOL 428601, 6.50, 03/01/2028 0.02
FNMA POOL 455129, 6.00, 01/01/2014 0.00
FNMA POOL 479801, 6.00, 02/01/2014 0.00
FNMA POOL 493786, 6.00, 06/01/2014 0.00
FNMA POOL 496995, 6.00, 05/01/2014 0.00
FNMA POOL 505067, 6.00, 06/01/2014 0.01
FNMA POOL 573955, 7.00, 03/01/2031 0.00
FNMA POOL 590704, 7.00, 06/01/2032 0.01
FNMA POOL 622814, 7.00, 12/01/2031 0.00
FNMA POOL 638304, 6.50, 04/01/2032 0.00
FNMA POOL 656875, 6.50, 08/01/2032 0.00
FNMA POOL 661662, 6.50, 09/01/2032 0.01
FNMA POOL 735484, 5.00, 05/01/2035 2.76
FNMA POOL 745336, 5.00, 03/01/2036 1.71
FNMA POOL 745885, 6.00, 10/01/2036 2.63
FNMA POOL 819567, 5.50, 04/01/2035 2.25
FNMA POOL 888129, 5.50, 02/01/2037 2.61
FNMA POOL 888472, 6.00, 07/01/2037 1.43
FNMA POOL 888475, 6.00, 07/01/2037 0.98
FNMA POOL 888596, 6.50, 07/01/2037 0.75
FNMA POOL 889983, 6.00, 10/01/2038 1.14
FNMA POOL 906216, 5.90, 01/01/2037 0.50
FNMA POOL 907572, 5.74, 12/01/2036 0.51
FNMA POOL 930940, 5.00, 04/01/2039 1.59
FNMA POOL 931380, 4.50, 06/01/2039 1.28
FNMA POOL 942750, 6.50, 08/01/2037 0.03
FNMA POOL 945681, 6.50, 09/01/2037 1.33
FNMA POOL 960621, 5.50, 01/01/2038 1.95
FNMA POOL 962304, 5.50, 03/01/2038 0.76
FNMA POOL 976127, 6.50, 04/01/2038 0.03
FNMA POOL 993737, 5.50, 08/01/2038 1.53
FNMA POOL 995364, 6.00, 10/01/2038 0.96
FNMA POOL 995914, 6.50, 01/01/2039 0.72
FNMA POOL AD0269, 7.50, 08/01/2037 0.20
FNMA POOL AD0270, 8.00, 04/01/2033 0.15
FNMA POOL AD0273, 8.50, 10/01/2032 0.14
FNMA POOL AD0300, 5.78, 03/01/2038 0.24
FNMA TBA JAN 30 SINGLE FAM, 6.00, 12/01/2099 1.41
FORDF 2009 2 A, 1.78, 09/15/2014 0.76
FORDO 2009 D A3, 2.17, 10/15/2013 0.49
FORDO 2009 E A3, 1.51, 01/15/2014 0.67
GENERAL ELEC CAP CORP, 2.63, 12/28/2012 1.90
GMAC LLC, 2.20, 12/19/2012 2.66
GNMA I TBA JAN 30 SINGLE FAM, 4.50, 12/15/2099 0.87
GNMA POOL 220968, 8.00, 05/15/2017 0.00
GNMA POOL 319597, 7.00, 10/15/2023 0.00
GNMA POOL 321968, 6.50, 05/15/2023 0.00
GNMA POOL 333505, 7.00, 12/15/2023 0.00
GNMA POOL 345281, 7.00, 04/15/2023 0.00
GNMA POOL 345875, 7.00, 09/15/2023 0.00
GNMA POOL 346390, 8.00, 01/15/2023 0.00
GNMA POOL 356200, 7.00, 01/15/2024 0.00
GNMA POOL 361807, 7.00, 09/15/2023 0.01
GNMA POOL 371124, 7.00, 05/15/2024 0.00
GNMA POOL 371403, 7.00, 02/15/2024 0.00
GNMA POOL 372047, 7.00, 02/15/2024 0.00
GNMA POOL 373656, 6.50, 04/15/2026 0.00
GNMA POOL 380757, 7.00, 04/15/2024 0.00
GNMA POOL 388583, 7.00, 01/15/2024 0.00
GNMA POOL 391409, 7.00, 04/15/2024 0.00
GNMA POOL 415053, 6.50, 02/15/2026 0.00
GNMA POOL 437431, 7.00, 11/15/2027 0.00
GNMA POOL 462384, 7.00, 11/15/2027 0.00
GNMA POOL 469946, 6.50, 01/15/2029 0.00
GNMA POOL 474790, 6.50, 06/15/2028 0.00
GNMA POOL 499214, 6.50, 02/15/2029 0.01
GNMA POOL 499558, 6.50, 02/15/2029 0.00
GNMA POOL 502134, 6.50, 03/15/2029 0.00
GNR 2002 33 SC, 7.17, 05/16/2032 0.01
GOVERNMENT NATL MTG ASSN, 5.50, 11/25/2043 0.01
GOVERNMENT NATL MTG ASSN REMIC, 7.77, 05/16/2032 0.01
HUNT 2009 1A A3, 3.94, 06/17/2013 0.80
INTL BK FOR RECON + DEV, 7.63, 01/19/2023 0.40
JAPAN FINANCE CORP, 2.13, 11/05/2012 0.51
JP MORGAN, 01/04/2010 1.35
KREDITANSTALT FUR WEIDERAUFBAU, 4.13, 10/15/2014 1.31
KREDITANSTALT FUR WIEDERAUFBAU, 5.00, 10/31/2014 0.45
LOS ANGELES CALIF UNI SCH DIST, 5.75, 07/01/2034 0.70
MASSACHUSETTS ST, 5.46, 12/01/2039 0.10
MISSOURI ST HWYS + TRANS COMMN, 5.45, 05/01/2033 0.78
NATIONAL AUSTRALIA BANK, 3.38, 07/08/2014 0.18
NATIONWIDE BLDG SOCIETY, 2.50, 08/17/2012 2.04
NETWORK RAIL INFRASTRUCTURE FI, 3.50, 06/17/2013 0.33
PRIVATE EXPT FDG CORP, 4.30, 12/15/2021 0.47
STATE STREET REPO, 01/04/2010 0.03
SWEDBANK AB, 2.90, 01/14/2013 0.90
TENNESSEE VALLEY AUTHORITY, 7.13, 05/01/2030 1.17
TENNESSEE VALLEY AUTHORITY, 4.88, 12/15/2016 0.81
TEXAS ST, 5.52, 04/01/2039 0.87
TREASURY BILL, 02/25/2010 1.93
UNITED STATES TREAS BDS, 7.50, 11/15/2016 0.53
UNITED STATES TREAS BDS, 5.38, 02/15/2031 1.35
UNITED STATES TREAS BDS, 4.38, 02/15/2038 0.98
UNITED STATES TREAS BDS, 3.50, 02/15/2039 0.98
UNITED STATES TREAS BILLS, 05/06/2010 1.16
UNITED STATES TREAS BILLS, 03/11/2010 2.58
UNITED STATES TREAS BILLS, 01/14/2010 2.58
UNITED STATES TREAS NTS, 1.75, 01/31/2014 1.64
UNITED STATES TRES SC STRP INT, 08/15/2020 0.66
UNITED STATES TRES SC STRP INT, 11/15/2020 1.45
UNITED STATES TRES SC STRP INT, 11/15/2021 1.51
US CENTRAL FEDERAL CRED, 1.90, 10/19/2012 0.73
US DOLLAR 0.00
US TREASURY N/B, 2.63, 06/30/2014 2.11
US TREASURY BDS, 6.25, 08/15/2023 0.39
US TREASURY N/B, 4.25, 05/15/2039 0.51
WASHINGTON ST, 5.48, 08/01/2039 0.11
WESTPAC BANKING CORP, 1.90, 12/14/2012 0.40
WESTPAC SECURITIES NZ LT, 2.50, 05/25/2012 0.43
WI TREASURY N/B, 2.38, 10/31/2014 1.59

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