| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| 90day Eurodollar Futures Cme Mar12 Xcme |
0 |
2012-03-19 |
$2,147,483,647 |
17.89 |
| 90day Eurodollar Futures Cme Dec11 Xcme |
0 |
2011-12-19 |
$2,081,750,000 |
12 |
| 90day Eurodollar Futures Cme Jun12 Xcme |
0 |
2012-06-18 |
$1,867,250,000 |
10.7 |
| 90day Eurodollar Futures Cme Sep11 Xcme |
0 |
2011-09-19 |
$1,511,250,000 |
8.73 |
| FNMA |
4.5 |
2099-12-01 |
$719,500,000 |
4.25 |
| 90day Eurodollar Futures Cme Sep12 Xcme |
0 |
2012-09-17 |
$492,000,000 |
2.81 |
| US Treasury Bill |
0.17 |
2011-08-04 |
$388,800,000 |
2.25 |
| US Treasury Bill |
0.16 |
2011-08-25 |
$281,187,000 |
1.63 |
| US Treasury Bill |
0.18 |
2011-08-18 |
$269,400,000 |
1.56 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$200,000,000 |
1.27 |
| FHLMC 5% |
5 |
2035-07-01 |
$203,981,616 |
1.24 |
| Swu0338q3 Irs Usd R V 03mlibor |
1 |
2041-06-15 |
$192,600,000 |
1.13 |
| US Treasury Bill |
0.18 |
2011-07-21 |
$179,619,000 |
1.04 |
| US Treasury Bill |
0.3 |
2011-07-28 |
$161,300,000 |
0.94 |
| Bank Of America Na Repo |
0.14 |
2011-04-01 |
$158,500,000 |
0.92 |
| 90day Eurodollar Futures Cme Dec12 Xcme |
0 |
2012-12-17 |
$153,500,000 |
0.87 |
| Wells Fargo & Co New FRN |
7.98 |
2049-03-29 |
$135,800,000 |
0.87 |
| Swu093838 Irs Brl R F 11.36000 Hus Irs Brl R F 11.36000 |
|
2012-01-02 |
$206,100,000 |
0.75 |
| FNMA 1% |
1 |
2012-12-27 |
$119,600,000 |
0.7 |
| Swu0a0196 Irs Brl R F 11.89000 Hus Irs Brl R F 11.89000 |
11.89 |
2013-01-02 |
$190,000,000 |
0.68 |
| US Treasury Bill |
0.18 |
2011-08-11 |
$115,700,000 |
0.67 |
| Swu0a0196 Irs Brl P V 00mbrcdi Hus Irs Brl P V 00mbrcdi |
1 |
2013-01-02 |
$190,000,000 |
-0.68 |
| Swu093838 Irs Brl P V 00mbrcdi Hus Irs Brl P V 00mbrcdi |
|
2012-01-02 |
$206,100,000 |
-0.73 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$160,600,000 |
-1.11 |
| Swu0338q3 Irs Usd P F 4.25000 |
4.25 |
2041-06-15 |
$192,600,000 |
-1.12 |
