| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 0.625% |
0.62 |
2012-06-30 |
$162,568,000 |
5.72 |
| US Treasury Note 1.375% |
1.38 |
2013-05-15 |
$127,166,000 |
4.51 |
| US Treasury Note 1.375% |
1.38 |
2013-02-15 |
$126,115,000 |
4.48 |
| US Treasury Note 0.625% |
0.62 |
2013-02-28 |
$85,808,000 |
3 |
| US Treasury Note 1.25% |
1.25 |
2014-02-15 |
$82,261,000 |
2.89 |
| US Treasury Note 1.75% |
1.75 |
2013-04-15 |
$64,413,000 |
2.3 |
| Janus Cash Liquidity Llc |
0 |
|
$60,553,974 |
2.13 |
| L-3 Comms 6.375% |
6.38 |
2015-10-15 |
$34,479,000 |
1.25 |
| Prudential Finl Inc Mtns Book 3.625% |
3.62 |
2012-09-17 |
$34,162,000 |
1.23 |
| Kraft Foods 2.625% |
2.62 |
2013-05-08 |
$31,614,000 |
1.14 |
| Citigroup FRN |
1.16 |
2013-02-15 |
$27,993,000 |
0.99 |
| Ubs Ag Brh Mtn Sr Dep Nt Be 2.25% |
2.25 |
2013-08-12 |
$27,765,000 |
0.98 |
| Rouse Co Lp / Trc Co-Issuer 144A 6.75% |
6.75 |
2013-05-01 |
$26,889,000 |
0.98 |
| Cit Grp 7% |
7 |
2014-05-01 |
$27,183,000 |
0.97 |
| General Elec Cap Corp Mtn Be 1.875% |
1.88 |
2013-09-16 |
$27,192,000 |
0.95 |
| Hsbc Bk 144A 1.625% |
1.62 |
2013-08-12 |
$26,437,000 |
0.93 |
| Health Care Ppty Invs 6.45% |
6.45 |
2012-06-25 |
$24,329,000 |
0.9 |
| Asciano Fin 144A 3.125% |
3.12 |
2015-09-23 |
$26,392,000 |
0.89 |
| Kar Hldgs 8.75% |
8.75 |
2014-05-01 |
$22,899,000 |
0.83 |
| Shell Intl Fin Bv 1.875% |
1.88 |
2013-03-25 |
$23,138,000 |
0.83 |
| US Treasury Note 0.625% |
0.62 |
2012-12-31 |
$23,235,000 |
0.81 |
| Hca Inc Term Loan A1 Lpar 1.75% 11/17/2012 |
1.55 |
2012-11-19 |
$23,262,000 |
0.81 |
| Daimler Fin North Amer 144A 1.95% |
1.95 |
2014-03-28 |
$22,155,000 |
0.78 |
| Anheuser Busch Inbev Worldwide 2.5% |
2.5 |
2013-03-26 |
$20,931,000 |
0.75 |
| Morgan Stanley 2.875% |
2.88 |
2014-01-24 |
$21,000,000 |
0.74 |
