| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| 0wp191471 Irs Usd R V 03mlibor Bb Sl3a18xw |
0.31 |
2013-02-11 |
$225,000,000 |
36.43 |
| 0wp191455 Irs Usd R F 2.55450 |
2.55 |
2016-02-11 |
$93,000,000 |
15.19 |
| Euro Bund (Fut) |
0 |
2011-06-08 |
$31,300,000 |
8.71 |
| Morgan Stanley Tri Party Pimco |
0.11 |
2011-04-01 |
$46,195,000 |
7.48 |
| 3mo Euribor Interest Rate Ftrs Sep11 Xlif |
|
2011-09-19 |
$28,500,000 |
6.42 |
| Ultra Long Us Treas Bond Ftrs Jun11 Xcbt |
0 |
2011-06-21 |
$24,400,000 |
4.88 |
| FNMA |
5 |
2099-12-01 |
$16,900,000 |
2.85 |
| FNMA |
5.5 |
2099-12-01 |
$14,000,000 |
2.42 |
| US Treasury Note 1.25% |
1.25 |
2020-07-15 |
$10,540,746 |
1.76 |
| Gnma Ii Tba April 30 Jumbos |
4.5 |
2099-12-01 |
$10,500,000 |
1.75 |
| 0wp198211 Cds Usd R F 1.00000 |
1 |
2016-06-20 |
$10,000,000 |
1.62 |
| FNMA |
5 |
2099-12-01 |
$9,400,000 |
1.59 |
| Brazil(Fed Rep Of) 10% |
10 |
2017-01-01 |
$17,649,000 |
1.55 |
| FHLMC |
0 |
2011-05-11 |
$9,505,000 |
1.54 |
| U S Treas Bd Stripped Prin Pmt |
0 |
2025-02-15 |
$15,620,000 |
1.4 |
| FHLMC |
0 |
2011-11-01 |
$7,300,000 |
1.18 |
| Gnma Ii Tba May 30 Jumbos |
4.5 |
|
$6,700,000 |
1.11 |
| Wachovia Corp New 5.25% |
5.25 |
2014-08-01 |
$5,280,000 |
0.92 |
| Jpmorgan Chase 5.125% |
5.12 |
2014-09-15 |
$5,160,000 |
0.9 |
| FNMA |
4.5 |
2099-12-01 |
$5,000,000 |
0.82 |
| 0wp198211 Cds Usd P V 00mevent Jp1200551248 |
1 |
2016-06-20 |
$10,000,000 |
-1.62 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$16,800,000 |
-2.97 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$27,200,000 |
-5.27 |
| 0wp191455 Irs Usd P V 03mlibor Bb Sl3a18y3 |
0.31 |
2016-02-11 |
$93,000,000 |
-15.06 |
| 0wp191471 Irs Usd P F .99700 |
1 |
2013-02-11 |
$225,000,000 |
-36.52 |
