| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Bnp Paribas N Y Brh |
0.31 |
2011-04-27 |
$45,100,000 |
2.75 |
| Standard Chartered Bk Ny |
0.28 |
2011-05-03 |
$44,000,000 |
2.68 |
| Svenska Handelsbanken Ab |
0.31 |
2011-06-03 |
$44,000,000 |
2.68 |
| Deutsche Bk Fi Disc 06/03/11 |
|
2011-06-03 |
$44,000,000 |
2.68 |
| Nissan Mstr Own Tr Talf 2010-A FRN |
1.38 |
2015-01-15 |
$40,000,000 |
2.47 |
| Intuit 5.4% |
5.4 |
2012-03-15 |
$35,834,000 |
2.27 |
| Ally Mstr Ownr Tr 2010-2 4.25% |
4.25 |
2017-04-15 |
$35,000,000 |
2.25 |
| Ubs Ag Stamford Brh |
6.65 |
2011-10-20 |
$36,550,000 |
2.23 |
| Bank of Nova Scotia |
0.27 |
2011-05-11 |
$35,000,000 |
2.13 |
| Ing Us Funding Disc 8/12/11 |
|
2011-08-12 |
$35,000,000 |
2.13 |
| Banco Santander S A N Y Brh |
0.81 |
2011-11-02 |
$34,500,000 |
2.11 |
| Banco Bilbao Vizcaya Ny Brh |
0.78 |
2011-11-04 |
$34,500,000 |
2.11 |
| Barclays Bk |
0.75 |
2011-11-04 |
$34,500,000 |
2.11 |
| Societe Generale Ny |
0.53 |
2011-11-04 |
$34,500,000 |
2.1 |
| Goldman Sachs Grp Inc Mtn Be 6% |
6 |
2014-05-01 |
$31,190,000 |
2.09 |
| Ge Cap Ccmt Talf 2009-2 3.69% |
3.69 |
2015-07-15 |
$33,000,000 |
2.08 |
| Ford Credit Flp Tr Talf 2010-3 4.2% |
4.2 |
2017-02-15 |
$30,250,000 |
1.95 |
| Arcelormittal Sa Luxembourg 5.375% |
5.38 |
2013-06-01 |
$26,500,000 |
1.72 |
| Time Warner Cable 5.4% |
5.4 |
2012-07-02 |
$26,785,000 |
1.72 |
| At&T 7.3% |
7.3 |
2011-11-15 |
$26,954,000 |
1.71 |
| Wachovia Corp Global Mtn 5.5% |
5.5 |
2013-05-01 |
$25,340,000 |
1.67 |
| Verizon Pa 5.65% |
5.65 |
2011-11-15 |
$26,478,000 |
1.67 |
| Cabelas Cc Mstr Talf 2010-I FRN |
1.67 |
2018-01-15 |
$26,300,000 |
1.66 |
| Future Contract On Us 5yr Note (Cbt) Jun11 |
|
2011-06-30 |
$765 |
-5.45 |
| Future Contract On Us 2yr Note (Cbt) Jun11 |
|
2011-06-30 |
$2,250 |
-29.93 |
