| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Gs + Co Joint Acct Ii Repo |
0.16 |
2011-04-01 |
$92,800,000 |
12.27 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$75,500,000 |
11.36 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$56,100,000 |
8.88 |
| Russian Federation 7.5% |
7.5 |
2030-03-31 |
$24,929,300 |
3.85 |
| Peru Rep 8.75% |
8.75 |
2033-11-21 |
$12,854,000 |
2.27 |
| Gaz Cap Sa 9.25% |
9.25 |
2019-04-23 |
$11,640,000 |
1.91 |
| Republic Of Turkey 5.625% |
5.62 |
2021-03-30 |
$11,635,000 |
1.57 |
| Colombia Rep 7.375% |
7.38 |
2037-09-18 |
$9,970,000 |
1.56 |
| Argentina(Rep Of) 2.83972% |
2.84 |
2035-12-15 |
$56,800,000 |
1.51 |
| Hsbc Bk Usa Glbl Medium Tm Sr FRN |
6 |
2040-08-15 |
$18,190,947 |
1.49 |
| Colombia Rep 7.375% |
7.38 |
2019-03-18 |
$9,020,000 |
1.43 |
| Indonesia Rep 7.75% |
7.75 |
2038-01-17 |
$9,044,000 |
1.42 |
| Brazil Federative Rep 4.875% |
4.88 |
2021-01-22 |
$9,377,000 |
1.26 |
| Indonesia Rep 5.875% |
5.88 |
2020-03-13 |
$8,929,000 |
1.26 |
| Philippines Rep 6.375% |
6.38 |
2034-10-23 |
$8,436,000 |
1.17 |
| Hungary Rep 6.375% |
6.38 |
2021-03-29 |
$8,810,000 |
1.17 |
| Colombia Rep 6.125% |
6.12 |
2041-01-18 |
$8,020,000 |
1.09 |
| Republic Of Turkey 7.25% |
7.25 |
2038-03-05 |
$7,350,000 |
1.08 |
| Republica Oriental Del Uruguay 7.625% |
7.62 |
2036-03-21 |
$6,266,000 |
0.99 |
| Lithuania Rep 6.125% |
6.12 |
2021-03-09 |
$7,130,000 |
0.96 |
| Ir200993 Irs Clp R F 4.00000 |
4 |
2012-07-30 |
$2,147,483,647 |
0.92 |
| Jsc Kazmunayg 11.75% |
11.75 |
2015-01-23 |
$5,360,000 |
0.89 |
| Ir200990 Irs Clp P V 06mclicp |
1.99 |
2012-07-27 |
$2,147,483,647 |
-0.89 |
| Ir200993 Irs Clp P V 06mclicp |
1.99 |
2012-07-30 |
$2,147,483,647 |
-0.94 |
| Ultra Long Us Treas Bond Ftrs Jun11 Xcbt |
0 |
2011-06-21 |
$14,600,000 |
-2.39 |
