| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Bond 2.375% |
2.38 |
2027-01-15 |
$29,371,034 |
14.72 |
| US Treasury Note |
3.38 |
2012-01-15 |
$27,157,095 |
12.82 |
| US Treasury Bond (Fut) |
0 |
2011-06-30 |
$23,700,000 |
11.95 |
| US Treasury Note 2.5% |
2.5 |
2016-07-15 |
$17,226,898 |
8.8 |
| US Treasury Note 2.375% |
2.38 |
2017-01-15 |
$15,614,108 |
7.93 |
| US Treasury Bond 2.375% |
2.38 |
2025-01-15 |
$14,718,438 |
7.44 |
| US Treasury Note 1.125% |
1.12 |
2021-01-15 |
$14,846,908 |
6.78 |
| US Treasury Note 1.875% |
1.88 |
2019-07-15 |
$12,684,460 |
6.26 |
| US Treasury Bond 3.625% |
3.62 |
2028-04-15 |
$8,848,970 |
5.13 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$9,100,000 |
4.87 |
| US Treasury Note 2.625% |
2.62 |
2017-07-15 |
$7,649,280 |
3.95 |
| Ultra Long Us Treas Bond Ftrs Jun11 Xcbt |
0 |
2011-06-21 |
$7,100,000 |
3.95 |
| US Treasury Note 2% |
2 |
2014-07-15 |
$7,943,284 |
3.93 |
| US Treasury Bond 2% |
2 |
2026-01-15 |
$6,989,157 |
3.36 |
| US Treasury Note 0.5% |
0.5 |
2015-04-15 |
$7,112,280 |
3.33 |
| Gs + Co Joint Acct Ii Repo |
0.16 |
2011-04-01 |
$6,900,000 |
3.11 |
| US Treasury Bond |
2.12 |
2041-02-15 |
$5,680,906 |
2.7 |
| US Treasury Note 1.25% |
1.25 |
2014-04-15 |
$3,745,548 |
1.8 |
| Gr129233 Irs Usd R V 03mlibor |
1 |
2016-06-15 |
$3,800,000 |
1.78 |
| 90day Eurodollar Futures Cme Mar12 Xcme |
0 |
2012-03-19 |
$3,750,000 |
-1.67 |
| 90day Eurodollar Futures Cme Jun11 Xcme |
0 |
2011-06-13 |
$3,750,000 |
-1.68 |
| 90day Eurodollar Futures Cme Sep11 Xcme |
0 |
2011-09-19 |
$3,750,000 |
-1.68 |
| 90day Eurodollar Futures Cme Dec11 Xcme |
0 |
2011-12-19 |
$3,750,000 |
-1.68 |
| Gr129233 Irs Usd P F 1.75000 |
1.75 |
2016-06-15 |
$3,800,000 |
-1.71 |
| US Treasury Bond (Fut) |
0 |
2011-06-21 |
$20,600,000 |
-11.14 |
