| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Euro BOBL (Fut) |
0 |
2011-03-08 |
$9,500,000 |
17.33 |
| Euro Bund (Fut) |
0 |
2011-03-08 |
$7,400,000 |
14.24 |
| Poland(Rep Of) 5.75% |
5.75 |
2022-09-23 |
$24,700,000 |
9.32 |
| United Kingdom (Government Of) 4.5% |
4.5 |
2019-03-07 |
$4,550,000 |
8.91 |
| US Treasury Bond (Fut) |
0 |
2011-03-22 |
$6,000,000 |
8.36 |
| Goldman Sachs Ng Tri Party Repo |
0.15 |
2011-01-03 |
$7,132,000 |
8.2 |
| Japan 310 (10 Yr Issue) 09/20 Fixed 1 |
1 |
2020-09-20 |
$430,000,000 |
6.03 |
| Japan(Govt Of) 1.5% |
1.5 |
2018-09-20 |
$312,400,000 |
4.65 |
| Norway(Kingdom Of) 4.25% |
4.25 |
2017-05-19 |
$22,200,000 |
4.6 |
| 0wp176936 Cds Eur R V 00mevent |
1 |
2015-12-20 |
$2,934,000 |
4.51 |
| DEXIA MUNI AGENCY 1.55% |
1.55 |
2013-10-31 |
$282,000,000 |
4.05 |
| Canada Govt 4% |
4 |
2016-06-01 |
$2,300,000 |
2.85 |
| Dev Bk Japan 2.3% |
2.3 |
2026-03-19 |
$180,000,000 |
2.76 |
| Germany (Federal Republic Of) 3.75% |
3.75 |
2019-01-04 |
$1,270,000 |
2.09 |
| Morgan Stanley Repo Lend |
0.09 |
2011-01-03 |
$1,465,000 |
1.68 |
| Euro Inv Bk 1.9% |
1.9 |
2026-01-26 |
$106,500,000 |
1.55 |
| Dev Bk Of Japan 1.75% |
1.75 |
2017-03-17 |
$100,000,000 |
1.51 |
| France(Govt Of) 4% |
4 |
2055-04-25 |
$930,000 |
1.45 |
| Netherlands (Kingdom of) 4% |
4 |
2019-07-15 |
$800,000 |
1.32 |
| EUR |
|
|
$1,019,785 |
1.17 |
| Germany (Federal Republic Of) 4.25% |
4.25 |
2039-07-04 |
$600,000 |
1.05 |
| Lloyds Tsb Bank Plc 03/20 Fixed 6.5 |
6.5 |
2020-03-24 |
$719,000 |
1.01 |
| Brazil(Fed Rep Of) 10% |
10 |
2012-01-01 |
$1,428,000 |
0.97 |
| 0wp176936 Cds Eur P F 1.00000 |
1 |
2015-12-20 |
$2,934,000 |
-4.5 |
| US Treasury Bond (Fut) |
0 |
2011-03-31 |
$18,400,000 |
-24.89 |
