| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note (Fut) |
0 |
|
$210 |
12.21 |
| US Treasury Note 1.75% |
1.75 |
2012-08-15 |
$22,100,000 |
5.99 |
| US Treasury Note 0.75% |
0.75 |
2012-05-31 |
$20,625,000 |
5.52 |
| US Treasury Note 1.375% |
1.38 |
2012-03-15 |
$7,500,000 |
2.02 |
| FHLMC 1.625% |
1.62 |
2013-04-15 |
$5,000,000 |
1.35 |
| US Treasury Note 1.375% |
1.38 |
2012-09-15 |
$5,000,000 |
1.35 |
| Directv Hldgs Llc / Directv 7.625% |
7.62 |
2016-05-15 |
$4,500,000 |
1.33 |
| Amer Air 2001-2 7.858% |
7.86 |
2013-04-01 |
$4,000,000 |
1.1 |
| US Treasury Note 1.125% |
1.12 |
2011-06-30 |
$3,600,000 |
0.96 |
| Petrobras Intl Fin 3.875% |
3.88 |
2016-01-27 |
$3,445,000 |
0.92 |
| Royal Bk Scotland Plc Mtn 14 144A 4.875% |
4.88 |
2014-08-25 |
$3,250,000 |
0.9 |
| FNMA 2.625% |
2.62 |
2014-11-20 |
$3,270,000 |
0.9 |
| Citigroup 4.75% |
4.75 |
2015-05-19 |
$3,000,000 |
0.84 |
| Ge Cap Ccmt Talf 2009-2 3.69% |
3.69 |
2015-07-15 |
$3,000,000 |
0.83 |
| Federated Retail Hldgs 5.35% |
5.35 |
2012-03-15 |
$3,000,000 |
0.82 |
| Transocean 4.95% |
4.95 |
2015-11-15 |
$2,900,000 |
0.82 |
| Steelcase 6.375% |
6.38 |
2021-02-15 |
$2,960,000 |
0.8 |
| General Elec Cap Corp Mtn Be 1.875% |
1.88 |
2013-09-16 |
$3,000,000 |
0.8 |
| Corn Prods Intl 3.2% |
3.2 |
2015-11-01 |
$3,000,000 |
0.8 |
| Banc Amer Cmbs 2005-6 CMO |
5.18 |
2047-09-10 |
$2,900,000 |
0.8 |
| Nbc Universal Inc. 144A 2.1% |
2.1 |
2014-04-01 |
$3,000,000 |
0.8 |
| Liberty Mut Grp 144A 5.75% |
5.75 |
2014-03-15 |
$2,784,000 |
0.78 |
| Delta Air Pt 2001-1 7.111% |
7.11 |
2011-09-18 |
$2,850,000 |
0.78 |
| US Treasury Bond (Fut) |
0 |
|
$229 |
-7.27 |
| US Treasury Note (Fut) |
0 |
|
$318 |
-9.9 |
