| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Cash Offset -Fx |
|
|
$0 |
18.6 |
| US Treasury Note 1.375% |
1.38 |
2012-11-15 |
$10,500,000 |
7.1 |
| Cash Offset - Future |
|
|
$0 |
6.8 |
| United Kingdom (Government Of) 2.25% |
2.25 |
2014-03-07 |
$2,500,000 |
2.71 |
| Canada Govt 2.5% |
2.5 |
2013-09-01 |
$3,692,000 |
2.59 |
| Cisco Sys 1.625% |
1.62 |
2014-03-14 |
$2,500,000 |
1.67 |
| Kellogg 5.125% |
5.12 |
2012-12-03 |
$2,295,000 |
1.63 |
| Ing Bk Nv Neth St Cr Gtee Sc 144A 2.625% |
2.62 |
2012-02-09 |
$2,250,000 |
1.53 |
| US Treasury Note 1% |
1 |
2014-01-15 |
$2,250,000 |
1.49 |
| Sek Fx |
|
|
$14,146,000 |
1.49 |
| Canada Govt 3.5% |
3.5 |
2013-06-01 |
$2,050,000 |
1.47 |
| United Kingdom (Government Of) 5% |
5 |
2014-09-07 |
$1,250,000 |
1.47 |
| Ing Bk Nv Neth St Cr Gtee Sche 144A 3.9% |
3.9 |
2014-03-19 |
$2,000,000 |
1.42 |
| Glaxosmithkline Cap 4.85% |
4.85 |
2013-05-15 |
$1,895,000 |
1.36 |
| Societe De Financement De L Economi 144A |
2.38 |
2012-03-26 |
$2,000,000 |
1.36 |
| General Mls 6% |
6 |
2012-02-15 |
$1,890,000 |
1.32 |
| US Treasury Note 0.5% |
0.5 |
2013-10-15 |
$2,000,000 |
1.32 |
| At&T Wireless Svcs 8.125% |
8.12 |
2012-05-01 |
$1,565,000 |
1.12 |
| Kreditanst Fur Wie 3.25% |
3.25 |
2014-02-24 |
$1,000,000 |
1.1 |
| Cincinnati Gas & Elec 5.7% |
5.7 |
2012-09-15 |
$1,540,000 |
1.09 |
| US 2 YR NOTE FUTURE |
|
|
$13 |
-1.89 |
| US 5YR NOTE FUTURE |
|
|
$63 |
-4.91 |
| Cad Fx |
|
|
$7,365,000 |
-5.1 |
| Eur Fx |
|
|
$7,165,000 |
-6.77 |
| Gbp Fx |
|
|
$10,137,000 |
-10.85 |
