|
Gold
|
GOLD BULL
|
Bullion
|
179,557
|
$286,657,426.00
|
9.00 %
|
|
Sands China Ltd.
|
B5B23W2
|
Common Stocks
|
34,477,678
|
$178,771,994.00
|
5.62 %
|
|
Wynn Resorts, Limited
|
983134107
|
Common Stocks
|
1,310,500
|
$164,022,180.00
|
5.15 %
|
|
Galaxy Entertainment Group Limited, ADR
|
6465874
|
Common Stocks
|
29,728,000
|
$124,081,288.00
|
3.89 %
|
|
AIA Group Limited
|
B4TX8S1
|
Common Stocks
|
27,169,700
|
$119,003,395.00
|
3.73 %
|
|
Hyundai Motor Company
|
6451055
|
Common Stocks
|
493,500
|
$99,134,685.00
|
3.12 %
|
|
ConocoPhillips
|
20825C104
|
Common Stocks
|
1,628,900
|
$97,896,890.00
|
3.07 %
|
|
Delta Topco Limited
|
DELTA5678
|
Common Stocks
|
104,001,329
|
$87,744,985.00
|
2.75 %
|
|
Delta Topco Limited 10.00 %, 11/24/2060
|
DELTA2345
|
Corporate Debt Securities
|
85,989,229
|
$85,989,229.00
|
2.69 %
|
|
CBS Corporation, Class B
|
124857202
|
Common Stocks
|
1,816,800
|
$84,826,392.00
|
2.66 %
|
|
United States Treasury Bills 0.05 %, 4/18/2013
|
912796AA7 04/18/2013
|
Short-Term Securities
|
75,000,000
|
$74,998,033.00
|
2.36 %
|
|
Bayerische Motoren Werke AG
|
5756029
|
Common Stocks
|
849,900
|
$73,330,730.00
|
2.30 %
|
|
Philip Morris International Inc.
|
718172109
|
Common Stocks
|
725,600
|
$67,270,376.00
|
2.11 %
|
|
Baidu.com, Inc., ADR
|
056752108
|
Common Stocks
|
721,051
|
$63,236,173.00
|
1.98 %
|
|
Apple Inc.
|
037833100
|
Common Stocks
|
129,300
|
$57,232,059.00
|
1.80 %
|
|
Tencent Holdings Limited
|
B01CT30
|
Common Stocks
|
1,767,200
|
$56,185,784.00
|
1.76 %
|
|
Starwood Hotels & Resorts Worldwide, Inc.
|
85590A401
|
Common Stocks
|
851,600
|
$54,272,468.00
|
1.70 %
|
|
Prada S.p.A.
|
B4PFFW4
|
Common Stocks
|
5,233,600
|
$53,262,704.00
|
1.67 %
|
|
Phillips 66
|
718546104
|
Common Stocks
|
736,150
|
$51,508,416.00
|
1.62 %
|
|
Cognizant Technology Solutions Corporation, Class A
|
192446102
|
Common Stocks
|
619,230
|
$47,439,210.00
|
1.49 %
|
|
China Minsheng Banking Corp., Ltd., H Shares
|
B57JY24
|
Common Stocks
|
37,309,500
|
$47,534,760.00
|
1.48 %
|
|
ASML Holding N.V., Ordinary Shares
|
B929F46
|
Common Stocks
|
697,208
|
$46,893,431.00
|
1.47 %
|
|
Cummins Inc.
|
231021106
|
Common Stocks
|
389,300
|
$45,084,833.00
|
1.42 %
|
|
Legend Pictures LLC, Ltd.
|
LGND084
|
Common Stocks
|
22,468
|
$41,636,729.00
|
1.31 %
|
|
Legendary Pictures Funding, LLC and Legendary Finance, Inc. 8.00 %, 3/15/2018
|
52469UAB4
|
Corporate Debt Securities
|
41,100,000
|
$41,100,000.00
|
1.29 %
|
|
Blackstone Group L.P. (The)
|
09253U108
|
Common Stocks
|
1,997,700
|
$39,514,506.00
|
1.24 %
|
|
American International Group, Inc.
|
026874784
|
Common Stocks
|
1,004,200
|
$38,983,044.00
|
1.22 %
|
|
Pfizer Inc.
|
717081103
|
Common Stocks
|
1,295,700
|
$37,393,902.00
|
1.17 %
|
|
Intuit Inc.
|
461202103
|
Common Stocks
|
565,900
|
$37,151,335.00
|
1.17 %
|
|
Ping An Insurance (Group) Company of China, Ltd., H Shares
|
B01FLR7
|
Common Stocks
|
4,747,000
|
$36,813,856.00
|
1.16 %
|
|
Formula One Holdings Ltd. and Alpha Topco Limited 6.00 %, 4/27/2019
|
BL0807448 00001
|
Senior Loans
|
34,543,293
|
$35,061,442.00
|
1.10 %
|
|
Wells Fargo & Company
|
949746101
|
Common Stocks
|
934,700
|
$34,574,553.00
|
1.09 %
|
|
News Corporation Limited, Class A
|
65248E104
|
Common Stocks
|
1,057,400
|
$32,271,848.00
|
1.01 %
|
|
Occidental Petroleum Corporation
|
674599105
|
Common Stocks
|
376,400
|
$29,498,468.00
|
0.93 %
|
|
KKR & Co. L.P.
|
48248M102
|
Common Stocks
|
1,414,800
|
$27,333,936.00
|
0.86 %
|
|
Corporacion Andina de Fomento 0.09 %, 4/24/2013
|
2198X2RQ4 04/24/2013
|
Short-Term Securities
|
25,000,000
|
$24,998,500.00
|
0.79 %
|
|
Caterpillar Inc.
|
149123101
|
Common Stocks
|
274,900
|
$23,908,053.00
|
0.75 %
|
|
Formula One Holdings Ltd. and Alpha Topco Limited 9.25 %, 10/16/2019
|
BL0534XXX 00001
|
Senior Loans
|
20,800,000
|
$22,022,000.00
|
0.69 %
|
|
Apollo Global Management, LLC
|
037612306
|
Common Stocks
|
968,500
|
$20,958,340.00
|
0.66 %
|
|
Pfizer Inc. 0.06 %, 4/4/2013
|
71708ER49 04/04/2013
|
Short-Term Securities
|
20,000,000
|
$19,999,867.00
|
0.64 %
|
|
Federal Home Loan Bank 0.08 %, 5/22/2013
|
313385FX9 05/22/2013
|
Short-Term Securities
|
20,000,000
|
$19,997,833.00
|
0.63 %
|
|
Carlyle Group L.P. (The)
|
14309L102
|
Common Stocks
|
568,600
|
$17,200,150.00
|
0.54 %
|
|
Caterpillar Financial Services Corporation (GTD byCaterpillar Inc.) 0.12 %, 5/24/2013
|
14912DSQ3 05/24/2013
|
Short-Term Securities
|
17,000,000
|
$16,996,940.00
|
0.53 %
|
|
Diageo Capital plc (GTD by Diageo plc) 0.26 %, 4/4/2013
|
2524H4R44 04/04/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,567.00
|
0.47 %
|
|
General Electric Capital Corporation 0.08 %, 5/2/2013
|
36959HS24 05/02/2013
|
Short-Term Securities
|
15,000,000
|
$14,998,933.00
|
0.47 %
|
|
MS Business Fin Corp, Gulf Opp Zone Indl Dev Var Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2007D (GTD by Chevron Corporation) 0.14 %, 4/1/2013
|
60528ABL7 12/01/2030
|
Short-Term Securities
|
15,000,000
|
$15,000,000.00
|
0.47 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.15 %, 4/23/2013
|
0554M2RP4 04/23/2013
|
Short-Term Securities
|
15,000,000
|
$14,998,591.00
|
0.47 %
|
|
Freddie Mac Discount Notes 0.10 %, 4/8/2013
|
313397EB3 04/08/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,684.00
|
0.47 %
|
|
Wal-Mart Stores, Inc. 0.11 %, 5/22/2013
|
93114ESN8 05/22/2013
|
Short-Term Securities
|
15,000,000
|
$14,997,617.00
|
0.47 %
|
|
Total Capital Canada Ltd. (GTD by Total S.A.) 0.10 %, 4/2/2013
|
89153PR20 04/02/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,917.00
|
0.47 %
|
|
Johnson & Johnson 0.07 %, 4/22/2013
|
47816FRN3 04/22/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,358.00
|
0.47 %
|
|
Illinois Tool Works Inc. 0.11 %, 4/10/2013
|
4523ELRA5 04/10/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,542.00
|
0.47 %
|
|
Amazon.com, Inc.
|
023135106
|
Common Stocks
|
53,200
|
$14,177,268.00
|
0.44 %
|
|
PACCAR Financial Corp. (GTD by PACCAR Inc.) 0.13 %, 4/15/2013
|
69372ARF1 04/15/2013
|
Short-Term Securities
|
12,500,000
|
$12,499,323.00
|
0.39 %
|
|
State Bank of India
|
6100799
|
Common Stocks
|
305,700
|
$11,658,504.00
|
0.37 %
|
|
ICICI Bank Limited
|
6100368
|
Common Stocks
|
539,900
|
$10,382,769.00
|
0.33 %
|
|
Anheuser-Busch InBev S.A., ADR
|
03524A108
|
Common Stocks
|
101,500
|
$10,104,325.00
|
0.32 %
|
|
Kellogg Co. 0.18 %, 4/10/2013
|
48783CRA5 04/10/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,500.00
|
0.31 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.15 %, 6/10/2013
|
86257FQF5 06/10/2013
|
Short-Term Securities
|
10,000,000
|
$9,997,136.00
|
0.31 %
|
|
McDonald's Corporation 0.09 %, 4/24/2013
|
58013LRQ1 04/24/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,400.00
|
0.31 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.12 %, 4/2/2013
|
64105RR28 04/02/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,920.00
|
0.31 %
|
|
Roche Holdings, Inc. 0.14 %, 4/2/2013
|
77119LR27 04/02/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,925.00
|
0.31 %
|
|
PepsiCo, Inc. 0.07 %, 5/1/2013
|
71344TS11 05/01/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,397.00
|
0.31 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.12 %, 4/25/2013
|
0554M2RR0 04/25/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,167.00
|
0.31 %
|
|
U.S. Foodservice, Inc. 8.50 %, 6/30/2019
|
91728CAE3
|
Corporate Debt Securities
|
9,313,000
|
$9,883,421.00
|
0.31 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.12 %, 5/9/2013
|
02665JS92 05/09/2013
|
Short-Term Securities
|
10,000,000
|
$9,998,700.00
|
0.31 %
|
|
Honeywell International Inc. 0.16 %, 6/24/2013
|
43851TTQ9 06/24/2013
|
Short-Term Securities
|
10,000,000
|
$9,996,333.00
|
0.31 %
|
|
CVS Caremark Corporation 0.23 %, 4/1/2013
|
12665JR19 04/01/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,936.00
|
0.31 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.19 %, 5/28/2013
|
02665JSU5 05/28/2013
|
Short-Term Securities
|
9,000,000
|
$8,997,240.00
|
0.28 %
|
|
UnitedHealth Group Incorporated
|
91324P102
|
Common Stocks
|
137,700
|
$7,877,817.00
|
0.25 %
|
|
MS Business Fin Corp, Gulf Opp Zone Indl Dev Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2007B (GTD byChevron Corporation) 0.14 %, 4/1/2013
|
60528AAT1 12/01/2030
|
Short-Term Securities
|
7,000,000
|
$7,000,000.00
|
0.22 %
|
|
John Deere Financial Limited (GTD by John Deere Capital Corporation) 0.14 %, 4/15/2013
|
24422CRF2 04/15/2013
|
Short-Term Securities
|
7,000,000
|
$6,999,592.00
|
0.22 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.11 %, 4/22/2013
|
64105RRN2 04/22/2013
|
Short-Term Securities
|
6,500,000
|
$6,499,563.00
|
0.20 %
|
|
Kroger Co. (The) 0.37 %, 4/9/2013
|
50104LR96 04/09/2013
|
Short-Term Securities
|
6,000,000
|
$5,999,461.00
|
0.19 %
|
|
Ping An Insurance (Group) Company of China, Ltd.,A Shares
|
B1SVWB6
|
Common Stocks
|
879,300
|
$5,808,420.00
|
0.18 %
|
|
Bank of Nova Scotia 0.08 %, 4/1/2013
|
06416JR13 04/01/2013
|
Short-Term Securities
|
5,641,000
|
$5,640,987.00
|
0.18 %
|
|
CESP - Companhia Energetica de Sao Paulo 9.75 %, 1/15/2015
|
12517GAG0
|
Corporate Debt Securities
|
7,150,000
|
$5,440,229.00
|
0.17 %
|
|
Toyota Motor Credit Corporation 0.17 %, 4/9/2013
|
89233GR99 04/09/2013
|
Short-Term Securities
|
5,500,000
|
$5,499,773.00
|
0.17 %
|
|
Circuit of the Americas LLC, Series B 16.00 %, 7/31/2018
|
172742AB4
|
Corporate Debt Securities
|
5,278,578
|
$5,278,578.00
|
0.17 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.12 %, 5/21/2013
|
64105RSM3 05/21/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,150.00
|
0.16 %
|
|
Circuit of the Americas LLC, Series A 16.00 %, 7/31/2018
|
172742AA6
|
Corporate Debt Securities
|
5,000,000
|
$5,000,000.00
|
0.16 %
|
|
Roche Holdings, Inc. 0.10 %, 5/14/2013
|
77119LSE0 05/14/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,389.00
|
0.16 %
|
|
Virginia Electric and Power Company 0.33 %, 5/7/2013
|
92780JS77 05/07/2013
|
Short-Term Securities
|
5,000,000
|
$4,998,304.00
|
0.16 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.19 %, 4/17/2013
|
86257YLT9 04/17/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,562.00
|
0.16 %
|
|
Ecolab Inc. 0.24 %, 4/3/2013
|
27886LR31 04/03/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,900.00
|
0.16 %
|
|
Roche Holdings, Inc. 0.10 %, 5/15/2013
|
77119LSF7 05/15/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,375.00
|
0.16 %
|
|
Citibank, N.A. 0.13 %, 5/28/2013
|
17304UCY4 05/28/2013
|
Short-Term Securities
|
5,000,000
|
$5,000,967.00
|
0.16 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.12 %, 4/4/2013
|
02665JR44 04/04/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,936.00
|
0.16 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.22 %, 5/21/2013
|
0554M2SM0 05/21/2013
|
Short-Term Securities
|
5,000,000
|
$4,998,435.00
|
0.16 %
|
|
Corporacion Andina de Fomento 0.23 %, 5/17/2013
|
2198X2SH3 05/17/2013
|
Short-Term Securities
|
5,000,000
|
$4,998,497.00
|
0.16 %
|
|
Mosaic Company
|
61945C103
|
Common Stocks
|
83,200
|
$4,959,552.00
|
0.15 %
|
|
Roche Holdings, Inc. 0.10 %, 5/21/2013
|
77119LSM2 05/21/2013
|
Short-Term Securities
|
4,500,000
|
$4,499,363.00
|
0.14 %
|
|
Abbott Laboratories 0.13 %, 4/23/2013
|
00282CRP9 04/23/2013
|
Short-Term Securities
|
4,000,000
|
$3,999,675.00
|
0.13 %
|
|
McCormick & Co. Inc. 0.31 %, 5/31/2013
|
57978CSX0 05/31/2013
|
Short-Term Securities
|
4,000,000
|
$3,997,909.00
|
0.13 %
|
|
Nikkei 225 Index, JPY11,500.00, 4/12/2013
|
NKY4OC115
|
Call Options
|
367
|
$3,598,460.00
|
0.11 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.19 %, 4/17/2013
|
86257J3F2 04/17/2013
|
Corporate Obligations
|
3,500,000
|
$3,499,693.00
|
0.11 %
|
|
S&P 500 Index, USD1,560.00, 6/21/2013
|
SPX6C1560
|
Call Options
|
846
|
$3,329,010.00
|
0.10 %
|
|
John Deere Financial Limited (GTD by John Deere Capital Corporation) 0.17 %, 5/6/2013
|
24423MS68 05/06/2013
|
Short-Term Securities
|
3,000,000
|
$2,999,490.00
|
0.09 %
|
|
Wal-Mart Stores, Inc. 0.08 %, 4/8/2013
|
93114ER82 04/08/2013
|
Short-Term Securities
|
3,000,000
|
$2,999,947.00
|
0.09 %
|
|
Toyota Motor Credit Corporation 3.09 %, 1/18/2015
|
89233PSS6
|
Corporate Debt Securities
|
2,400,000
|
$2,410,728.00
|
0.08 %
|
|
Toyota Motor Credit Corporation 0.13 %, 6/28/2013
|
892332MN4
|
Short-Term Securities
|
2,317,000
|
$2,317,000.00
|
0.07 %
|
|
Circuit of the Americas LLC 6.00 %, 6/30/2017
|
BL1234555 00001
|
Senior Loans
|
1,500,000
|
$1,499,070.00
|
0.05 %
|
|
U.S. Foodservice, Inc. 5.75 %, 5/11/2017
|
90343NAB2 00001
|
Senior Loans
|
1,193,909
|
$1,207,555.00
|
0.04 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 11/25/2036
|
31396LVQ0
|
United States Government Agency Obligations
|
2,298,742
|
$294,653.00
|
0.02 %
|
|
Desarrolladora Homex, S.A. de C.V. 7.50 %, 9/28/2015
|
25030WAB6
|
Corporate Debt Securities
|
830,000
|
$709,650.00
|
0.02 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 4/25/2034
|
31393XJD0
|
United States Government Agency Obligations
|
1,897,466
|
$234,761.00
|
0.02 %
|
|
Dow Chemical Company (The)
|
260543103
|
Common Stocks
|
19,300
|
$614,512.00
|
0.02 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 10/15/2025
|
31396CP53
|
United States Government Agency Obligations
|
2,109,573
|
$302,456.00
|
0.02 %
|
|
iShares MSCI EAFE Index Fund, USD61.00, 6/24/2013
|
EFAOC61
|
Call Options
|
7,151
|
$509,866.00
|
0.02 %
|
|
EURO STOXX 50 Index, EUR2,700.00, 6/21/2013
|
SX6OC2700
|
Call Options
|
1,382
|
$591,688.00
|
0.02 %
|
|
Sumitomo Mitsui Financial Group, Inc.
|
6563024
|
Common Stocks
|
7,500
|
$305,944.00
|
0.01 %
|
|
Toyota Motor Corporation
|
6900643
|
Common Stocks
|
6,000
|
$307,537.00
|
0.01 %
|
|
Goldman Sachs Group, Inc. (The)
|
38141G104
|
Common Stocks
|
2,200
|
$323,730.00
|
0.01 %
|
|
Kabushiki Kaisha Mitsubishi Tokyo Financial Group
|
6335171
|
Common Stocks
|
52,200
|
$312,751.00
|
0.01 %
|
|
Halliburton Company, USD44.00, 7/22/2013
|
HAL7OC44
|
Call Options
|
1,960
|
$177,380.00
|
0.01 %
|
|
EURO STOXX 50 Index, EUR2,725.00, 6/21/2013
|
SX5OC2725
|
Call Options
|
688
|
$233,267.00
|
0.01 %
|
|
EURO STOXX 50 Index, EUR2,750.00, 6/21/2013
|
SX5OC2750
|
Call Options
|
688
|
$181,234.00
|
0.01 %
|
|
Mitsui & Co., Ltd.
|
6597302
|
Common Stocks
|
21,600
|
$302,425.00
|
0.01 %
|
|
Citigroup Inc.
|
172967424
|
Common Stocks
|
7,000
|
$309,680.00
|
0.01 %
|
|
Mizuho Financial Group, Inc.
|
6591014
|
Common Stocks
|
142,200
|
$303,630.00
|
0.01 %
|
|
British Sky Broadcasting Group plc
|
0141192
|
Common Stocks
|
23,600
|
$316,637.00
|
0.01 %
|
|
Comcast Corporation, Class A
|
20030N101
|
Common Stocks
|
7,900
|
$331,879.00
|
0.01 %
|
|
LyondellBasell Industries N.V., Class A
|
N53745100
|
Common Stocks
|
4,900
|
$310,121.00
|
0.01 %
|
|
Canon Inc.
|
6172323
|
Common Stocks
|
8,500
|
$311,521.00
|
0.01 %
|
|
General Dynamics Corporation
|
369550108
|
Common Stocks
|
4,600
|
$324,346.00
|
0.01 %
|
|
Credit Suisse Group AG, Registered Shares
|
7171589
|
Common Stocks
|
11,900
|
$312,261.00
|
0.01 %
|
|
BNP Paribas
|
7309681
|
Common Stocks
|
5,900
|
$302,820.00
|
0.01 %
|
|
QUALCOMM Incorporated
|
747525103
|
Common Stocks
|
4,900
|
$328,055.00
|
0.01 %
|
|
ING Groep N.V., Certicaaten Van Aandelen
|
7154182
|
Common Stocks
|
40,500
|
$287,454.00
|
0.01 %
|
|
Oracle Corporation
|
68389X105
|
Common Stocks
|
9,800
|
$316,932.00
|
0.01 %
|
|
Monsanto Company
|
61166W101
|
Common Stocks
|
3,100
|
$327,453.00
|
0.01 %
|
|
Boeing Company (The)
|
097023105
|
Common Stocks
|
3,800
|
$326,230.00
|
0.01 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 8/25/2033
|
31393EJP5
|
United States Government Agency Obligations
|
1,409,746
|
$203,212.00
|
0.01 %
|
|
JPMorgan Chase & Co.
|
46625H100
|
Common Stocks
|
6,600
|
$313,236.00
|
0.01 %
|
|
Google Inc., Class A
|
38259P508
|
Common Stocks
|
400
|
$317,612.00
|
0.01 %
|
|
ACE Limited
|
H0023R105
|
Common Stocks
|
3,600
|
$320,292.00
|
0.01 %
|
|
Texas Instruments Incorporated
|
882508104
|
Common Stocks
|
9,300
|
$329,964.00
|
0.01 %
|
|
Accenture plc, Class A
|
G1151C101
|
Common Stocks
|
4,300
|
$326,671.00
|
0.01 %
|
|
Cisco Systems, Inc.
|
17275R102
|
Common Stocks
|
15,200
|
$317,832.00
|
0.01 %
|
|
Amgen Inc.
|
031162100
|
Common Stocks
|
3,400
|
$348,534.00
|
0.01 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 8/15/2023
|
31395MC72
|
United States Government Agency Obligations
|
49,608
|
$387.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 11/15/2017
|
31393PK37
|
United States Government Agency Obligations
|
105,021
|
$1,568.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 6/25/2023
|
31393CZK2
|
United States Government Agency Obligations
|
601,082
|
$80,505.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 3/20/2032
|
38374L7J4
|
United States Government Agency Obligations
|
663,266
|
$43,907.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.00 %, 8/25/2023
|
31394CRH7
|
United States Government Agency Obligations
|
88,133
|
$465.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 9/15/2017
|
31392WNY2
|
United States Government Agency Obligations
|
440,305
|
$21,313.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 10/15/2032
|
31394Y5M2
|
United States Government Agency Obligations
|
304,745
|
$3,748.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 11/20/2033
|
38374KVN0
|
United States Government Agency Obligations
|
986,921
|
$57,271.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 5/15/2033
|
31393QZF2
|
United States Government Agency Obligations
|
1,255,495
|
$159,329.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 10/16/2035
|
38374MCG2
|
United States Government Agency Obligations
|
954,964
|
$143,477.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 4/15/2019
|
31395KGL1
|
United States Government Agency Obligations
|
191,992
|
$4,564.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.00 %, 11/25/2023
|
31394BM27
|
United States Government Agency Obligations
|
269,087
|
$7,420.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 7/20/2035
|
38374LUZ2
|
United States Government Agency Obligations
|
648,302
|
$98,756.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 4/15/2019
|
31395TV27
|
United States Government Agency Obligations
|
34,732
|
$230.00
|
0.00 %
|
|
National Oilwell Varco, Inc., USD75.00, 5/20/2013
|
NOV5OC75
|
Call Options
|
1,121
|
$128,355.00
|
0.00 %
|
|
Schlumberger Limited, USD85.00, 5/20/2013
|
SLB5OC85
|
Call Options
|
1,028
|
$13,878.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 12/25/2033
|
31394ENA2
|
United States Government Agency Obligations
|
1,622,452
|
$130,195.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 7/20/2035
|
38374LWP2
|
United States Government Agency Obligations
|
91,532
|
$538.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 6.00 %, 11/15/2035
|
31396FJ20
|
United States Government Agency Obligations
|
836,702
|
$140,183.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.00 %, 7/20/2033
|
38374KUS0
|
United States Government Agency Obligations
|
200,348
|
$7,986.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 3/15/2023
|
31393PEQ3
|
United States Government Agency Obligations
|
417,306
|
$40,417.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 6/20/2035
|
38374LEU1
|
United States Government Agency Obligations
|
863,954
|
$126,633.00
|
0.00 %
|
|
JPMorgan Chase & Co., USD49.00, 4/22/2013
|
JPM4OC49
|
Call Options
|
3,955
|
$122,605.00
|
0.00 %
|
|
Goldman Sachs Group, Inc. (The), USD165.00, 4/22/2013
|
GS4OC165
|
Call Options
|
992
|
$13,392.00
|
0.00 %
|
|
Volkswagen AG, EUR170.00, 6/21/2013
|
VO36OC170
|
Call Options
|
179
|
$42,104.00
|
0.00 %
|