| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cash Offset - Future |
|
|
$0 |
3.33 |
| Citigroup 6.01% |
6.01 |
2015-01-15 |
$1,000,000 |
2.35 |
| Bk Amer Fdg 7.625% |
7.62 |
2019-06-01 |
$830,000 |
2.07 |
| Bear Stearns Cos 5.55% |
5.55 |
2017-01-22 |
$845,000 |
1.93 |
| Kraft Foods 5.375% |
5.38 |
2020-02-10 |
$630,000 |
1.44 |
| Goldman Sachs Grp 6.15% |
6.15 |
2018-04-01 |
$500,000 |
1.17 |
| Wachovia Corp New 5.625% |
5.62 |
2016-10-15 |
$500,000 |
1.16 |
| Barclays Bk 5.14% |
5.14 |
2020-10-14 |
$550,000 |
1.13 |
| Hsbc Usa Inc New 5% |
5 |
2020-09-27 |
$530,000 |
1.12 |
| Cliffs Nat Resources 5.9% |
5.9 |
2020-03-15 |
$481,000 |
1.11 |
| General Elec Cap Corp Mtn Be 5.875% |
5.88 |
2038-01-14 |
$500,000 |
1.07 |
| Amer Movil Sab De Cv 5.5% |
5.5 |
2014-03-01 |
$450,000 |
1.06 |
| Amer Express Cr Corp Mtnbe 5.125% |
5.12 |
2014-08-25 |
$450,000 |
1.04 |
| Intl Lease Fin 144A 6.5% |
6.5 |
2014-09-01 |
$440,000 |
1.02 |
| Comcast Corp New 5.15% |
5.15 |
2020-03-01 |
$450,000 |
1.01 |
| Aol Time Warner 7.625% |
7.62 |
2031-04-15 |
$400,000 |
1 |
| Jbs Fin Ii 144A 8.25% |
8.25 |
2018-01-29 |
$450,000 |
1 |
| Weyerhaeuser 7.375% |
7.38 |
2019-10-01 |
$400,000 |
0.97 |
| Goldman Sachs Grp 6.75% |
6.75 |
2037-10-01 |
$445,000 |
0.97 |
| Vale Overseas 6.25% |
6.25 |
2016-01-11 |
$405,000 |
0.97 |
| Goldman Sachs Grp Inc Mtn Be 3.7% |
3.7 |
2015-08-01 |
$445,000 |
0.96 |
| Hunt J B Trans Svcs 3.375% |
3.38 |
2015-09-15 |
$450,000 |
0.96 |
| North Fork Bancorp 5.875% |
5.88 |
2012-08-15 |
$425,000 |
0.96 |
| Nasdaq Omx Grp 5.55% |
5.55 |
2020-01-15 |
$450,000 |
0.93 |
| US 10YR NOTE FUTURE |
|
|
$13 |
-3.33 |
