Top 25 Holdings    Get Price Quotes09-30-14 
Number of Bond Holdings (Long)3396 Annual Turnover %124
Number of Stock Holdings (Long)2 Yield %6.22
Number of Stock Holdings (Short)0 % Assets in Top 10 Holdings50.02
Number of Bond Holdings (Short)14
Top 25 HoldingsMaturity DateAmount 000Value $000% Net Assets
Irs Usd 3.000 06/18/14-10y Cme06/18/20244,000,0004,165,39310.79
Pimco Fds04/17/2015389,0563,887,05510.07
Irs Aud 4.000 03/15/13-10y Cme03/15/20233,175,4002,839,5897.36
Irs Usd 3.500 12/17/14-30y Cme12/17/20442,418,000-2,547,422-6.60
Nota Do Tesouro Nacional08/15/20501,4991,483,8613.84
Cdx Hy22 5y Ice06/20/20191,080,5851,146,4822.97
Energy Future/Efih Dip Tl06/19/20161,058,3761,055,0692.73
Irs Eur 2.000 09/17/14-10y Cme09/17/2024690,800-946,420-2.45
Nota Do Tesouro Nacional Unsec01/01/20231,708638,3551.65
Cdx Hy20 5y Ice06/20/2018559,548601,3701.56
Fin Fut 10yr Irs (Phy) Cme 12/15/1412/16/2014425,600-435,974-1.13
Amer Gen Mtg Ln Tr 2009-109/25/2048454,747427,5281.11
Irs Aud 4.250 12/11/13-10y Cme12/11/2023462,900422,2931.09
Irs Usd 2.500 12/17/14-7y Cme12/17/2021390,400-392,607-1.02
Irs Aud 4.250 03/15/13-10y Cme03/15/2023397,900362,2820.94
Cdx Em21 Ice06/20/2019323,136353,2680.92
Irs Cad 2.800 12/18/13-30y Cme12/18/2043415,500-348,957-0.90
Irs Cad 3.000 03/19/12-15y Cme03/19/2027376,200343,3310.89
Springleaf Fin 6.9%12/15/2017321,034341,9010.89
Fed Natl Mort Assc 4.5%10/15/2043310,000-334,509-0.87
10 Year US Treasury Note Future Dec1412/29/2014262,000-326,558-0.85
Rbssp Resec Tr 2012-4 FRN09/30/2047389,108298,1630.77
Fannie Mae Single Family TBA 4.5% 2044-11-0111/01/2044246,000-264,767-0.69
Cmbx.Na.Aaa.4 Sp Dub02/17/2051263,823261,6440.68
Cmbx.Na.Aaa.6 Sp Fbf05/11/2063238,500233,5380.61
Portfolio Holdings as of 09-30-14
Top 25 holdings account for the fund's short positions (if any), which appear shaded.
S&P 500 index data: S&P 500 Copyright © 2010
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