| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 3.25% |
3.25 |
2016-12-31 |
$2,100,000 |
3.39 |
| Ge Cap Ccmt Talf 2009-2 3.69% |
3.69 |
2015-07-15 |
$2,000,000 |
3.22 |
| US Treasury Note 2.375% |
2.38 |
2014-10-31 |
$1,500,000 |
2.4 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$1,200,000 |
2.03 |
| Ford Credit Flp Tr Talf 2009-2 FRN |
1.8 |
2014-09-15 |
$1,200,000 |
1.89 |
| Toyota Auto Receivables 2010-A 1.27% |
1.27 |
2013-12-15 |
$1,175,000 |
1.84 |
| Kreditanstalt Fur Wiederaufbau 2.25% |
2.25 |
2012-04-16 |
$1,035,000 |
1.64 |
| Ge Dealer Flrpln Talf 2009-1 FRN |
1.98 |
2014-07-20 |
$1,000,000 |
1.58 |
| Volvo Finl Equip Llc 2010-1 1.06% |
1.06 |
2012-06-15 |
$975,532 |
1.52 |
| Bk Amer Auto Tr Talf 2009-2 2.13% |
2.13 |
2013-09-15 |
$935,218 |
1.46 |
| Citibank Ccit 2009-A5 2.25% |
2.25 |
2014-12-23 |
$875,000 |
1.39 |
| Bk Amer Fdg 3.7% |
3.7 |
2015-09-01 |
$870,000 |
1.36 |
| Cnh Equip Tr 2010-A 1.54% |
1.54 |
2014-07-15 |
$843,563 |
1.32 |
| Mmca Auto Owner Tr 2010-A 1.39% |
1.39 |
2014-01-15 |
$800,000 |
1.25 |
| Nbc Universal Inc. 144A 2.1% |
2.1 |
2014-04-01 |
$800,000 |
1.24 |
| Amer Air 2001-2 7.858% |
7.86 |
2013-04-01 |
$750,000 |
1.2 |
| Metropolitan Life Gbl Fdg 144 144A 5.75% |
5.75 |
2011-07-25 |
$755,000 |
1.19 |
| Lloyds Tsb Bk 144A 2.8% |
2.8 |
2012-04-02 |
$740,000 |
1.17 |
| Fdic Guar Nts Tr 2010-S1 CMO |
0.78 |
2048-03-02 |
$749,852 |
1.17 |
| Comm 2001-J2 CMO |
3.03 |
2034-07-16 |
$743,104 |
1.15 |
| Marriott Intl Inc New 4.625% |
4.62 |
2012-06-15 |
$640,000 |
1.03 |
| Petrobras Intl Fin 3.875% |
3.88 |
2016-01-27 |
$660,000 |
1.03 |
| Currency United States |
0 |
|
$1,903,853 |
-2.96 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$2,800,000 |
-5.18 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$2,900,000 |
-5.27 |
