| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Usd/Eur Fwd 20110106 Star Usd |
|
2011-01-06 |
$103,563,915 |
35.32 |
| Future Contract On Jpn 10y Bond(Tse) Mar11 /Jpy/ |
|
2011-03-10 |
$21 |
12.41 |
| Future Contract On 90day Euro$ Futr Mar12 |
|
2012-03-19 |
$121 |
10.22 |
| Usd/Jpy Fwd 20110114 Star Usd |
|
2011-01-14 |
$17,791,202 |
6.07 |
| Dj Cdx Ig8 10y Bp Gst |
0.6 |
2017-06-20 |
$15,391,200 |
5.43 |
| Italy(Rep Of) 3% |
3 |
2015-04-15 |
$8,800,000 |
3.91 |
| Germany (Federal Republic Of) 2.25% |
2.25 |
2015-04-10 |
$8,300,000 |
3.88 |
| Irs Jpy R 6ml/1.5 12/20/05 Glm |
0.48 |
2015-12-20 |
$870,000,000 |
3.83 |
| Usd/Cad Fwd 20110217 Star Usd |
|
2011-02-17 |
$11,217,459 |
3.83 |
| France(Govt Of) 3.5% |
3.5 |
2015-04-25 |
$7,800,000 |
3.77 |
| Eur/Usd Fwd 20110125 Star Usd |
|
2011-01-25 |
$6,564,493 |
3 |
| Us Dollars |
|
|
$7,830,267 |
2.67 |
| Canada Govt 1.5% |
1.5 |
2012-12-01 |
$7,400,000 |
2.53 |
| Japan(Govt Of) 1.5% |
1.5 |
2017-12-20 |
$520,000,000 |
2.31 |
| Future Contract On Long Gilt Future Mar11 /Gbp/ |
|
2011-03-29 |
$35 |
2.22 |
| Future Contract On 90day Euro Futr Mar11 |
|
2011-03-14 |
$25 |
2.12 |
| Japan(Govt Of) 2.5% |
2.5 |
2036-06-20 |
$437,000,000 |
2.03 |
| Rc R/P Deutsc 0.200% 01/03/11 |
0.2 |
2011-01-03 |
$5,400,000 |
1.84 |
| Irs R00.00p00.00 01/02/13 Brc Long |
|
2013-01-02 |
$8,900,000 |
1.84 |
| Usd/Eur Fwd 20110125 Star Usd |
|
2011-01-25 |
$8,870,624 |
-3.03 |
| Irs Jpy R 6ml/1.5 12/20/05 Glm |
0.48 |
2015-12-20 |
$870,000,000 |
-3.66 |
| Cad/Usd Fwd 20110217 Star Usd |
|
2011-02-17 |
$11,298,000 |
-3.87 |
| Dj Cdx Ig8 10y Bp Gst |
0.6 |
2017-06-20 |
$15,391,200 |
-5.25 |
| Jpy/Usd Fwd 20110114 Star Usd |
|
2011-01-14 |
$1,496,569,000 |
-6.29 |
| Eur/Usd Fwd 20110106 Star Usd |
|
2011-01-06 |
$76,037,000 |
-34.73 |
