Holding Performance

1%-0% 2%-1% 3%-2% 4%-3% 5%-4% 6%-5%
Top 25 Holdings Portfolio Weight % Shares Owned Shares Change   Sector Mkt Cap (Mil) Total Ret YTD (Daily)  
BlackRock Liquidity TempFund Instl 36.93 312,320,808 73,767,128 --- 312.47 --
US Treasury Note 1.625% -2.49 21,316,000 0 --- -21,082,918.00 --
Italy(Rep Of) 4.75% -2.28 14,540,000 0 --- -19,324,742.00 --
Italy(Rep Of) 5.5% 2.11 12,810,000 5,100,000 --- 17.86 --
US Treasury Note 1.625% -1.90 16,261,000 0 --- -16,071,319.00 --
Spain(Kingdom Of) 4.1% -1.20 7,620,000 7,620,000 --- -10,158,658.00 --
Italy(Rep Of) 3.5% 1.01 6,540,000 0 --- 8.53 --
Amer Air Pt Tr 2013-1 5.625% 0.96 8,000,000 8,000,000 --- 8.15 --
France(Govt Of) 3.75% -0.94 5,250,000 0 --- -7,932,447.00 --
Portugal(Rep Of) 3.5% 0.93 8,050,000 0 --- 7.90 --
Metlife FRN 0.93 7,000,000 0 --- 7.85 --
Allstate FRN 0.93 7,000,000 0 --- 7.83 --
Edf S A 144A FRN 0.92 7,800,000 0 --- 7.76 --
Germany (Federal Republic Of) 3.25% 0.91 5,050,000 0 --- 7.66 --
Maxim Integrated Prods 3.375% 0.90 7,500,000 7,500,000 --- 7.61 --
Ayt Cedulas Caja X 3.75% 0.79 6,400,000 0 --- 6.72 --
Gelf Bond Issuer I 3.125% 0.79 5,170,000 5,170,000 --- 6.67 --
US Treasury Note 0.75% -0.75 6,345,000 0 --- -6,365,578.00 --
Thyssenkrupp Ag 4% 0.71 4,590,000 0 --- 6.02 --
Gkn Hldgs 5.375% 0.69 3,660,000 990,000 --- 5.87 --
Cirsa Fdg Lux 8.75% 0.67 4,370,000 4,370,000 --- 5.65 --
Italy(Rep Of) 5.5% 0.67 4,120,000 4,120,000 --- 5.65 --
Spain Kingdom 144a 4% 0.67 5,675,000 0 --- 5.65 --
Ivs Grp Sa 7.125% 0.64 4,211,000 4,211,000 --- 5.41 --
Depfa Bk FRN 0.63 5,130,000 0 --- 5.31 --
YTD Return through 05-17-13| Portfolio Holdings as of 03-31-13