| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Forward Exchange Contract Usd |
0 |
|
$99,471,227 |
11.12 |
| US Treasury Note 2.375% |
2.38 |
2014-10-31 |
$5,500,000 |
8.17 |
| Forward Exchange Contract Eur |
0 |
|
$2,909,350 |
5.95 |
| Japenese 10 Yr Mini Bond |
0 |
|
$24 |
5.84 |
| Long Gilt |
0 |
|
$19 |
5.16 |
| Cash & Cash Equivalents |
0.17 |
2011-04-01 |
$3,248,000 |
4.7 |
| Forward Exchange Contract Aud |
0 |
|
$2,275,312 |
3.37 |
| Euro-Schatz |
0 |
|
$15 |
3.3 |
| U.S. Treasury 5 Year Notes |
0 |
|
$18 |
3.04 |
| FHLMC 2.875% |
2.88 |
2015-02-09 |
$2,000,000 |
3 |
| FNCI 3.5% |
3.5 |
2026-04-01 |
$1,850,000 |
2.68 |
| Forward Exchange Contract Sek |
0 |
|
$11,418,816 |
2.6 |
| FNMA |
4.5 |
2039-04-13 |
$1,540,000 |
2.27 |
| FNMA |
4.5 |
2020-04-01 |
$1,470,000 |
2.23 |
| FNMA |
4 |
2039-04-13 |
$1,500,000 |
2.13 |
| FNCI 3% |
3 |
2026-04-01 |
$1,510,000 |
2.13 |
| US Treasury Bond 4.75% |
4.75 |
2037-02-15 |
$1,400,000 |
2.12 |
| Gn-I 4.5% 30yr |
4.5 |
2033-04-15 |
$1,230,000 |
1.83 |
| Australian 10 Yr 6% |
0 |
|
$14 |
-2.17 |
| Forward Exchange Contract Nzd |
0 |
|
$2,769,416 |
-3.04 |
| Forward Exchange Contract Nok |
0 |
|
$14,345,444 |
-3.73 |
| U.S. Treasury 2 Year Notes |
0 |
|
$12 |
-3.78 |
| U.S. Treasury 10 Year Notes |
0 |
|
$22 |
-3.79 |
| Euro-Bond 10yr 6% |
0 |
|
$17 |
-4.23 |
| Forward Exchange Contract Usd |
0 |
|
$18,230,643 |
-14.68 |
