| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cash & Cash Equivalents |
0.19 |
2034-09-19 |
$134,003,770 |
13.84 |
| Sp7901le4 Cds Eur R V 00mevent |
1 |
2015-12-20 |
$52,600,000 |
7.34 |
| Sp7901mc7 Cds Usd R F 5.00000 Cds Sp7901mc7 Long |
5 |
2015-12-20 |
$45,700,000 |
4.89 |
| FNMA |
4.5 |
2099-12-01 |
$12,000,000 |
1.26 |
| FNMA |
5.5 |
2099-12-01 |
$10,000,000 |
1.1 |
| Sl97000k7 Irs Usd R V 03mlibor |
0.54 |
2019-12-09 |
$10,160,000 |
1.03 |
| FNMA |
6 |
2099-12-01 |
$8,550,000 |
0.96 |
| FNMA |
5 |
2099-12-01 |
$7,000,000 |
0.76 |
| Malaysia 3.835% |
3.84 |
2015-08-12 |
$19,950,000 |
0.69 |
| Txu Texas Competitive Elec Hol First Lien |
0 |
2014-10-10 |
$7,757,416 |
0.67 |
| Morgan Stanley Re-Remic Tr 2011-Ke 4.25% |
4.25 |
2040-12-17 |
$6,450,000 |
0.66 |
| Barclays Bank Plc 09/19 Fixed 11.5 |
11.5 |
2019-09-18 |
$2,147,483,647 |
0.63 |
| Fremf Mtg Tr 2011-K701 CMO |
4.44 |
2048-07-25 |
$6,125,000 |
0.58 |
| GNMA |
5.5 |
2099-12-01 |
$5,000,000 |
0.56 |
| Structured Asset Secs 2007-Bc4 FRN |
4.62 |
2037-11-25 |
$5,490,670 |
0.55 |
| FNMA |
5 |
2099-12-01 |
$5,000,000 |
0.55 |
| GNMA |
5 |
2099-12-01 |
$5,000,000 |
0.55 |
| Sth Africa(Rep Of) 8% |
8 |
2018-12-21 |
$37,100,943 |
0.55 |
| Fhlmc Tba Apr 15 Gold Single |
4.5 |
|
$5,000,000 |
0.54 |
| GNMA |
4.5 |
|
$5,000,000 |
0.53 |
| Sl97000k7 Irs Usd P F 3.58250 |
3.58 |
2019-12-09 |
$10,160,000 |
-1.05 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$25,700,000 |
-3.1 |
| Sp7901mc7 Cds Usd P V 03mevent Cds Sp7901mc7 Short |
1 |
2015-12-20 |
$45,700,000 |
-4.72 |
| Sp7901le4 Cds Eur P F 5.00000 |
5 |
2015-12-20 |
$52,600,000 |
-7.7 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$92,400,000 |
-11.39 |
