| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Ir201379 Irs Eur R F 1.34200 |
1.34 |
2011-09-15 |
$284,150,000 |
48.57 |
| Ir201375 Irs Eur R F 1.75500 |
1.76 |
2012-03-21 |
$155,150,000 |
26.51 |
| 90day Eurodollar Futures Cme Sep11 Xcme |
0 |
2011-09-19 |
$173,750,000 |
20.87 |
| Gr135313 Irs Eur R F 3.85000 |
3.85 |
2020-04-23 |
$78,300,000 |
13.22 |
| Ir201488 Irs Eur R V 06meurib |
1 |
2014-03-18 |
$53,600,000 |
9.18 |
| Ir201492 Irs Eur R V 06meurib |
1 |
2014-03-18 |
$41,000,000 |
7.02 |
| Ir201394 Irs Jpy R F .46625 |
0.47 |
2013-02-06 |
$2,147,483,647 |
6.52 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$46,200,000 |
6.3 |
| Ir201489 Irs Eur R F 3.44500 |
3.44 |
2016-03-18 |
$36,800,000 |
6.26 |
| Ir201490 Irs Eur R F 3.45500 |
3.46 |
2016-03-18 |
$28,400,000 |
4.84 |
| Ir201199 Irs Usd R V 03mlibor |
1 |
2014-11-05 |
$36,160,000 |
4.46 |
| Gr103179 Irs Eur R V 06meurib |
1 |
2016-06-15 |
$24,710,000 |
4.41 |
| Ir201218 Irs Usd R V 03mlibor |
1 |
2014-11-05 |
$35,100,000 |
4.32 |
| Ir201395 Irs Jpy R V 06mlibor |
1 |
2015-02-06 |
$2,147,483,647 |
4.31 |
| Ir201395 Irs Jpy P F .62750 |
0.63 |
2015-02-06 |
$2,147,483,647 |
-4.32 |
| Ir201199 Irs Usd P F 1.61000 |
1.61 |
2014-11-05 |
$36,160,000 |
-4.36 |
| Ir201490 Irs Eur P V 06meurib |
1 |
2016-03-18 |
$28,400,000 |
-4.86 |
| Ir201489 Irs Eur P V 06meurib |
1 |
2016-03-18 |
$36,800,000 |
-6.29 |
| Ir201394 Irs Jpy P V 06mlibor |
1 |
2013-02-06 |
$2,147,483,647 |
-6.51 |
| Ir201492 Irs Eur P F 3.12000 |
3.12 |
2014-03-18 |
$41,000,000 |
-7.01 |
| Ir201488 Irs Eur P F 3.12000 |
3.12 |
2014-03-18 |
$53,600,000 |
-9.17 |
| Gr135313 Irs Eur P V 06meurib |
1 |
2020-04-23 |
$78,300,000 |
-13.39 |
| 90day Eurodollar Futures Cme Sep12 Xcme |
0 |
2012-09-17 |
$200,250,000 |
-23.78 |
| Ir201375 Irs Eur P V 03meurib |
1 |
2012-03-21 |
$155,150,000 |
-26.53 |
| Ir201379 Irs Eur P V 03meurib |
1 |
2011-09-15 |
$284,150,000 |
-48.6 |
