| Total Number of Stock Holdings (short): |
0 |
| Total Number of Stock Holdings (long): |
0 |
| Total Number of Bond Holdings (short): |
0 |
| Total Number of Bond Holdings (long): |
109 |
| Total Number of Other Holdings (short): |
1 |
| Total Number of Other Holdings (long): |
31 |
| Assets in Top 10 Holdings: |
15.72% |
| Turnover: |
84.97% |
| 30 Day SEC Yield % |
— |
Summary data as of 08/31/2009
|
Holdings |
Maturity Date |
Total Holdings |
Value of Holdings |
Net Assets |
|
+
|
Jp Morgan Chase Var Repo
|
04/01/2042
|
11.36 M
|
11.36 M
|
5.90%
|
|
=
|
US Treasury Note 4%
|
09/30/2009
|
8 M
|
8.02 M
|
4.16%
|
|
=
|
US Treasury Note 3.25%
|
12/31/2009
|
6 M
|
6.06 M
|
3.15%
|
|
=
|
US Treasury Note 2.125%
|
01/31/2010
|
5 M
|
5.04 M
|
2.62%
|
|
=
|
US Treasury Note 2%
|
02/28/2010
|
4 M
|
4.03 M
|
2.09%
|
|
=
|
Honeywell Intl 7.5%
|
03/01/2010
|
2.5 M
|
2.59 M
|
1.35%
|
|
=
|
Johnson & Johnson 6.625%
|
09/01/2009
|
2.43 M
|
2.43 M
|
1.26%
|
|
=
|
Peco Engy Bonds 2001-A 6.52%
|
12/31/2010
|
2.3 M
|
2.4 M
|
1.24%
|
|
=
|
FNMA 4.625%
|
12/15/2009
|
2.3 M
|
2.33 M
|
1.21%
|
|
=
|
Bellsouth 4.2%
|
09/15/2009
|
2.3 M
|
2.3 M
|
1.20%
|
|
*
|
FHLMC 4%
|
12/01/2014
|
2.21 M
|
2.27 M
|
1.18%
|
|
=
|
HONDA AUTO RECV TALF 2009-2
|
08/15/2011
|
2.2 M
|
2.22 M
|
1.15%
|
|
=
|
Unilever Cap 7.125%
|
11/01/2010
|
2 M
|
2.14 M
|
1.11%
|
|
=
|
Verizon Global Fdg 7.25%
|
12/01/2010
|
2 M
|
2.13 M
|
1.11%
|
|
=
|
Cisco Sys 5.25%
|
02/22/2011
|
2 M
|
2.12 M
|
1.10%
|
|
=
|
Pse & G Trans Bonds 2001-1 6.45%
|
03/15/2013
|
2 M
|
2.09 M
|
1.08%
|
|
=
|
Citibank Ccit 2005-A7 4.75%
|
10/22/2012
|
2 M
|
2.08 M
|
1.08%
|
|
=
|
FNMA 4.375%
|
06/21/2010
|
2 M
|
2.06 M
|
1.07%
|
|
=
|
Pfizer FRN
|
03/15/2011
|
2 M
|
2.06 M
|
1.07%
|
|
=
|
FFCB 4.75%
|
05/07/2010
|
2 M
|
2.06 M
|
1.07%
|
|
=
|
Deere John Cap 5.4%
|
04/07/2010
|
2 M
|
2.06 M
|
1.07%
|
|
=
|
Genentech 4.4%
|
07/15/2010
|
2 M
|
2.06 M
|
1.07%
|
|
-
|
FHLMC CMO 3.5%
|
05/15/2016
|
2 M
|
2.05 M
|
1.07%
|
|
=
|
FNMA 4.125%
|
05/15/2010
|
2 M
|
2.05 M
|
1.06%
|
|
=
|
MORGAN STANLEY FDIC GTD TLGP
|
12/01/2010
|
2 M
|
2.05 M
|
1.06%
|
+ Increase - Decrease = No change * New since last portfolio
Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
Data as of 10/31/2009
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