| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bill |
0.17 |
2011-08-11 |
$5,250,000 |
8.15 |
| Cash Offset - Future |
|
|
$0 |
5.11 |
| Long Gilt Future (Lif) |
|
|
$10 |
2.91 |
| Cad Fx |
|
|
$1,210,000 |
1.94 |
| Payden Cash Reserves Money Market |
0.02 |
2011-04-04 |
$979,423 |
1.52 |
| Ncua Guarn Nts Tr 2010-C1 CMO 2.65% |
2.65 |
2020-10-29 |
$988,803 |
1.51 |
| Structured Asset Adj 2004-10 CMO |
2.63 |
2034-08-25 |
$762,974 |
1.04 |
| Bear Stearns Asset Bk 2004-2 FRN |
2.44 |
2034-08-25 |
$676,502 |
0.98 |
| Myr Fx |
|
|
$1,876,000 |
0.96 |
| Ncua Guarn Nts Tr 2010-R3 CMO |
0.82 |
2020-12-08 |
$582,711 |
0.91 |
| Lloyds Tsb Bk FRN |
2.65 |
2014-01-24 |
$560,000 |
0.89 |
| Mxn Fx |
|
|
$6,760,000 |
0.88 |
| Sgd Fx |
|
|
$715,000 |
0.88 |
| Mortgage It Tr 2004-2 CMO |
2.53 |
2034-12-25 |
$619,716 |
0.87 |
| Ba Mtg Secs Inc 2002-K CMO |
5.82 |
2032-09-20 |
$535,126 |
0.82 |
| Broadcom 144A 2.375% |
2.38 |
2015-11-01 |
$535,000 |
0.81 |
| Ing Bk Nv 144A FRN |
1.36 |
2013-03-15 |
$505,000 |
0.79 |
| Wamu Mtg Cert 2006-Ar12 CMO |
6.1 |
2036-10-25 |
$532,146 |
0.78 |
| Devon Fing Corp U L C 6.875% |
6.88 |
2011-09-30 |
$465,000 |
0.74 |
| Brl Fx |
|
|
$771,000 |
0.74 |
| Nok Fx |
|
|
$2,600,000 |
0.73 |
| Gbp Fx |
|
|
$746,000 |
-1.86 |
| Eur Fx |
|
|
$871,000 |
-1.91 |
| US 2 YR NOTE FUTURE |
|
|
$6 |
-2.03 |
| US 5YR NOTE FUTURE |
|
|
$35 |
-6.34 |
