| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| FNMA 4% TBA |
4 |
2099-12-01 |
$144,000,000 |
12.93 |
| Salomon Repo Repo 5807 |
0.27 |
2011-01-03 |
$54,000,000 |
4.87 |
| United Kingdom (Government Of) 2.75% |
2.75 |
2015-01-22 |
$24,600,000 |
3.55 |
| Euro Bund (Fut) |
0 |
2011-03-08 |
$21,900,000 |
3.31 |
| Germany (Federal Republic Of) 4.25% |
4.25 |
2018-07-04 |
$19,100,000 |
2.55 |
| United Kingdom (Government Of) 4.75% |
4.75 |
2015-09-07 |
$16,200,000 |
2.54 |
| Swu095775 Irs Brl R F 11.31500 |
11.32 |
2012-01-02 |
$42,400,000 |
2.29 |
| Swu098225 Irs Brl R F 11.53000 Swu098225 Irs 11.53 L |
11.53 |
2012-01-02 |
$42,300,000 |
2.29 |
| Japan Treasury Disc Bill 1/11 Zcp |
0.01 |
2011-01-31 |
$2,010,000,000 |
2.23 |
| Ncua Guarn Nts Tr 2010-R2 CMO |
0.72 |
2020-11-05 |
$21,798,730 |
1.95 |
| United Kingdom (Government Of) 4% |
4 |
2016-09-07 |
$12,800,000 |
1.94 |
| Swu0257q0 Irs Jpy R F 1.50000 |
1.5 |
2021-06-15 |
$1,610,000,000 |
1.83 |
| Germany (Federal Republic Of) 1.25% |
1.25 |
2011-03-11 |
$14,500,000 |
1.75 |
| United Kingdom (Government Of) 4.5% |
4.5 |
2019-03-07 |
$10,600,000 |
1.63 |
| Germany (Federal Republic Of) 3.75% |
3.75 |
2019-01-04 |
$12,400,000 |
1.6 |
| France(Govt Of) 3% |
3 |
2011-01-12 |
$13,100,000 |
1.58 |
| 3mo Sterling Interest Rate Fut Sep11 Xlif |
0 |
2011-09-21 |
$10,125,000 |
1.41 |
| 3mo Sterling Interest Rate Fut Dec11 Xlif |
0 |
2011-12-21 |
$10,125,000 |
1.41 |
| Germany (Federal Republic Of) 6.25% |
6.25 |
2030-01-04 |
$8,400,000 |
1.39 |
| Germany (Federal Republic Of) 4% |
4 |
2018-01-04 |
$10,200,000 |
1.34 |
| Swu0054q5 Irs Usd R F 4.00000 |
4 |
2020-12-16 |
$15,000,000 |
1.31 |
| Swu0054q5 Irs Usd P V 03mlibor |
1 |
2020-12-16 |
$15,000,000 |
-1.35 |
| Swu0257q0 Irs Jpy P V 06mlibor |
1 |
2021-06-15 |
$1,610,000,000 |
-1.79 |
| Swu095775 Irs Brl P V 00mbrcdi |
1 |
2012-01-02 |
$42,400,000 |
-2.3 |
| Swu098225 Irs Brl P V 12mbrdci Swu098225 Irs 11.53 S |
1 |
2012-01-02 |
$42,300,000 |
-2.3 |
