| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note (Fut) |
|
2011-03-31 |
$276 |
16.54 |
| "irs: Pay A Fixed Rate Of 0.67875% And Receive A Floating Rate Based On 3-M |
0.3 |
2012-09-17 |
$39,500,000 |
10.82 |
| US Treasury Note 2.625% |
2.62 |
2020-08-15 |
$11,775,000 |
3.06 |
| "irs: Pay A Fixed Rate Of 0.60% And Receive A Floating Rate Based On 3-Mont |
0.29 |
2012-10-01 |
$6,900,000 |
1.89 |
| US Treasury Bond |
|
2011-03-22 |
$56 |
1.87 |
| Hsbc Bk Usa Na 4.625% |
4.62 |
2014-04-01 |
$5,500,000 |
1.57 |
| Morgan Stanley 5.625% |
5.62 |
2012-01-09 |
$5,175,000 |
1.48 |
| Cox Comms Inc New 4.625% |
4.62 |
2013-06-01 |
$5,000,000 |
1.47 |
| Wells Fargo & Co New 4.375% |
4.38 |
2013-01-31 |
$5,015,000 |
1.45 |
| Metlife 5.375% |
5.38 |
2012-12-15 |
$4,400,000 |
1.29 |
| Citigroup 5.5% |
5.5 |
2014-10-15 |
$4,050,000 |
1.19 |
| Goldman Sachs Grp 5.25% |
5.25 |
2013-10-15 |
$3,525,000 |
1.04 |
| Bk Amer Fdg 6.5% |
6.5 |
2016-08-01 |
$3,330,000 |
0.99 |
| At&T Broadband 8.375% |
8.38 |
2013-03-15 |
$3,000,000 |
0.93 |
| Virginia Elec & Pwr 5.4% |
5.4 |
2016-01-15 |
$3,000,000 |
0.92 |
| Royal Bk Scotland Grp 5% |
5 |
2013-11-12 |
$3,000,000 |
0.81 |
| Bp Cap Mkts 3.125% |
3.12 |
2015-10-01 |
$2,875,000 |
0.79 |
| Metropolitan Life Global Fdg 144A 5.125% |
5.12 |
2013-04-10 |
$2,550,000 |
0.75 |
| Teva Pharma Fin 5.55% |
5.55 |
2016-02-01 |
$2,400,000 |
0.74 |
| Covidien Intl Fin S A 6% |
6 |
2017-10-15 |
$2,300,000 |
0.72 |
| US Treasury Bond (Fut) |
|
2011-03-22 |
$25 |
-0.87 |
| US Treasury Note (Fut) |
|
2011-03-31 |
$43 |
-1.39 |
| "irs: Pay A Fixed Rate Of 0.60% And Receive A Floating Rate Based On 3-Mont |
0.6 |
2012-10-01 |
$6,900,000 |
-1.89 |
| US Treasury Note (Fut) |
|
2011-03-22 |
$83 |
-2.74 |
| "irs: Pay A Fixed Rate Of 0.67875% And Receive A Floating Rate Based On 3-M |
0.68 |
2012-09-17 |
$39,500,000 |
-10.82 |
