| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| 00003230 Trs Usd R F .00000 |
0 |
2010-10-22 |
$30,547,200 |
14.52 |
| US Treasury Bond 3.625% |
3.62 |
2028-04-15 |
$15,500,850 |
9.91 |
| US Treasury Note 1.625% |
1.62 |
2018-01-15 |
$16,233,984 |
8.42 |
| US Treasury Bond 2.375% |
2.38 |
2025-01-15 |
$13,878,840 |
7.63 |
| US Treasury Note 2% |
2 |
2016-01-15 |
$14,279,330 |
7.48 |
| US Tr Bds 15 |
0.5 |
2015-04-15 |
$15,089,850 |
7.41 |
| US Treasury Bond 1.75% |
1.75 |
2028-01-15 |
$12,487,680 |
6.32 |
| US Tr Nts 14 K-2014 |
1.25 |
2014-04-15 |
$12,361,560 |
6.21 |
| US Treasury Note 3.625% |
3.62 |
2020-02-15 |
$10,000,000 |
5.24 |
| US Tr Bds 20 |
1.38 |
2020-01-15 |
$9,073,350 |
4.61 |
| US Treasury Bond 2.5% |
2.5 |
2029-01-15 |
$8,123,360 |
4.58 |
| US Treasury Note 0.625% |
0.62 |
2013-04-15 |
$8,251,440 |
4.05 |
| 00003226 Trs Usd R F .00000 |
0 |
2010-10-22 |
$8,256,000 |
4.03 |
| 00003227 Trs Usd R V 01mlibor |
1 |
2010-10-22 |
$8,256,000 |
3.87 |
| US Treasury Note 1.875% |
1.88 |
2015-07-15 |
$6,724,920 |
3.49 |
| FMae 11 SrFRN |
1.3 |
2011-08-08 |
$7,000,000 |
3.33 |
| Global Interest Rate Strategy Index |
1 |
2012-06-01 |
$6,800,000 |
3.25 |
| US Tr Bds 40 |
2.12 |
2040-02-15 |
$6,051,900 |
3.23 |
| US Treasury Note 1.375% |
1.38 |
2018-07-15 |
$6,065,940 |
3.1 |
| 00003236 Trs Usd R F .00000 |
0 |
2010-10-22 |
$6,192,000 |
3.02 |
| 00003228 Trs Usd R F .00000 |
0 |
2010-10-22 |
$6,192,000 |
3.02 |
| Global Interest Rate Strategy Index |
0.45 |
2012-06-01 |
$6,800,000 |
-3.25 |
| 00003226 Trs Usd P F .34000 |
0.34 |
2010-10-22 |
$8,256,000 |
-3.94 |
| 00003227 Trs Usd P F .15000 |
0.15 |
2010-10-22 |
$8,256,000 |
-3.94 |
| 00003230 Trs Usd P F .12110 |
0.12 |
2010-10-22 |
$30,547,200 |
-14.6 |
