| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| 90day Eurodollar Futures Cme Mar12 Xcme |
0 |
2012-03-19 |
$115,000,000 |
8.64 |
| US Treasury Bond 3.875% |
3.88 |
2029-04-15 |
$50,583,488 |
5.12 |
| US Treasury Note 3% |
3 |
2012-07-15 |
$60,115,555 |
4.88 |
| US Treasury Note 1.875% |
1.88 |
2013-07-15 |
$57,111,772 |
4.68 |
| US Treasury Note 2.5% |
2.5 |
2016-07-15 |
$53,966,974 |
4.64 |
| US Treasury Note 2.375% |
2.38 |
2017-01-15 |
$44,926,410 |
3.83 |
| US Treasury Note 2% |
2 |
2014-01-15 |
$38,030,338 |
3.14 |
| US Treasury Bond 3.625% |
3.62 |
2028-04-15 |
$29,423,811 |
2.87 |
| 90day Eurodollar Futures Cme Sep11 Xcme |
0 |
2011-09-19 |
$36,500,000 |
2.75 |
| US Treasury Bond 2% |
2 |
2026-01-15 |
$29,398,835 |
2.37 |
| US Treasury Note 1.375% |
1.38 |
2020-01-15 |
$29,223,201 |
2.32 |
| US Treasury Note 0.625% |
0.62 |
2013-04-15 |
$29,168,720 |
2.31 |
| US Treasury Note |
3.38 |
2012-01-15 |
$25,173,015 |
2 |
| US Treasury Bond 2.5% |
2.5 |
2029-01-15 |
$21,024,185 |
1.8 |
| 90day Eurodollar Futures Cme Dec11 Xcme |
0 |
2011-12-19 |
$23,750,000 |
1.79 |
| US Treasury Bond 2.375% |
2.38 |
2027-01-15 |
$20,854,526 |
1.76 |
| US Treasury Note 2.625% |
2.62 |
2017-07-15 |
$19,229,440 |
1.67 |
| US Treasury Note 1.375% |
1.38 |
2018-07-15 |
$20,013,560 |
1.61 |
| US Treasury Note 1.875% |
1.88 |
2015-07-15 |
$19,131,138 |
1.59 |
| US Treasury Note 1.625% |
1.62 |
2015-01-15 |
$19,142,290 |
1.57 |
| Swu0a0188 Irs Brl R F 11.89000 Glm Irs Brl R F 11.89000 |
|
2013-01-02 |
$33,600,000 |
1.57 |
| US Treasury Bond 2.375% |
2.38 |
2025-01-15 |
$17,638,763 |
1.5 |
| US Treasury Note 2.375% |
2.38 |
2011-04-15 |
$18,636,912 |
1.42 |
| Morgan Stanley FRN |
1.42 |
2013-03-01 |
$12,900,000 |
1.37 |
| Swu0a0188 Irs Brl P V 00mbrcdi Glm Irs Brl P V 00mbrcdi |
|
2013-01-02 |
$33,600,000 |
-1.56 |
