| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bond (Fut) |
0 |
2011-03-31 |
$111,400,000 |
24.45 |
| US Treasury Note 2.125% |
2.12 |
2015-12-31 |
$98,425,000 |
19.9 |
| Repurchase Agreement |
0 |
|
$58,323,000 |
11.68 |
| US Treasury Note 2.625% |
2.62 |
2018-01-31 |
$39,945,000 |
7.95 |
| US Treasury Note 1% |
1 |
2014-01-15 |
$36,465,000 |
7.31 |
| US Treasury Bond 4.25% |
4.25 |
2040-11-15 |
$12,175,000 |
2.31 |
| US Treasury Note 0.75% |
0.75 |
2013-12-15 |
$10,270,000 |
2.05 |
| 10yr Australian Tbond Futures Mar11 Xsfe |
0 |
2011-03-15 |
$6,500,000 |
1.34 |
| US Treasury Bond 7.25% |
7.25 |
2022-08-15 |
$4,690,000 |
1.26 |
| FFCB 2.625% |
2.62 |
2014-04-17 |
$6,000,000 |
1.25 |
| US Treasury Bond 8.125% |
8.12 |
2021-05-15 |
$4,265,000 |
1.21 |
| Edp Fin B V Amsterdam 144A 5.375% |
5.38 |
2012-11-02 |
$5,300,000 |
1.09 |
| Citigroup 4.587% |
4.59 |
2015-12-15 |
$5,150,000 |
1.08 |
| US Treasury Bond (Fut) |
0 |
2011-03-22 |
$4,400,000 |
1.06 |
| US Treasury Bond 3.875% |
3.88 |
2040-08-15 |
$5,890,000 |
1.05 |
| US Treasury Note 3.625% |
3.62 |
2019-08-15 |
$4,955,000 |
1.03 |
| US Treasury Bond 8% |
8 |
2021-11-15 |
$3,610,000 |
1.02 |
| Dexia Cr Loc New York Brh 144A 2.75% |
2.75 |
2014-04-29 |
$4,295,000 |
0.86 |
| Slm Stud Ln Tr 2008-5 FRN |
4 |
2016-10-25 |
$3,779,484 |
0.77 |
| Bank of Nova Scotia 144A 1.65% |
1.65 |
2015-10-29 |
$3,805,000 |
0.73 |
| US Treasury Bond (Fut) |
0 |
2011-03-22 |
$8,000,000 |
-1.93 |
| Ultra Long Us Treas Bond Ftrs Mar11 Xcbt |
0 |
2011-03-22 |
$13,700,000 |
-3.38 |
| 90day Eurodollar Futures Cme Sep12 Xcme |
0 |
2012-09-17 |
$23,750,000 |
-4.69 |
| 90day Eurodollar Futures Cme Mar12 Xcme |
0 |
2012-03-19 |
$49,500,000 |
-9.83 |
| US Treasury Bond (Fut) |
0 |
2011-03-31 |
$68,000,000 |
-16.13 |
