| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| US Treasury Note 2% |
2 |
2014-07-15 |
$12,307,180 |
5.51 |
| US Treasury Bond 3.875% |
3.88 |
2029-04-15 |
$10,045,511 |
5.44 |
| US Treasury Note 2% |
2 |
2014-01-15 |
$12,086,665 |
5.36 |
| US Treasury Note 3% |
3 |
2012-07-15 |
$12,232,063 |
5.34 |
| US Treasury Bond 2.375% |
2.38 |
2025-01-15 |
$11,714,202 |
5.33 |
| US Treasury Bond 3.625% |
3.62 |
2028-04-15 |
$9,485,350 |
4.95 |
| US Treasury Note 1.875% |
1.88 |
2015-07-15 |
$10,056,333 |
4.52 |
| US Treasury Note 1.375% |
1.38 |
2020-01-15 |
$9,531,968 |
4.07 |
| US Treasury Note 1.625% |
1.62 |
2015-01-15 |
$9,182,320 |
4.06 |
| US Treasury Note 2.625% |
2.62 |
2017-07-15 |
$8,052,558 |
3.77 |
| US Treasury Note 2.5% |
2.5 |
2016-07-15 |
$8,139,300 |
3.77 |
| US Treasury Note 1.25% |
1.25 |
2020-07-15 |
$8,903,857 |
3.74 |
| US Treasury Note 2.125% |
2.12 |
2019-01-15 |
$7,645,792 |
3.48 |
| US Treasury Bond 2% |
2 |
2026-01-15 |
$7,928,371 |
3.42 |
| US Treasury Bond 2.5% |
2.5 |
2029-01-15 |
$7,451,840 |
3.41 |
| US Treasury Note 2% |
2 |
2012-04-15 |
$7,657,554 |
3.27 |
| US Treasury Note 1.625% |
1.62 |
2018-01-15 |
$7,296,896 |
3.22 |
| Reverse Repo Hsbc |
0.2 |
2011-05-11 |
$10,580,312 |
-4.32 |
| Reverse Repo Morgan Stanley |
0.28 |
2011-04-21 |
$12,521,678 |
-5.11 |
| Reverse Repo Hsbc |
0.24 |
2011-03-10 |
$19,900,000 |
-8.12 |
| Reverse Repo Morgan Stanley |
0.25 |
2011-05-26 |
$22,403,493 |
-9.15 |
| Reverse Repo Daiwa Securities 12/00 |
0.26 |
2011-04-26 |
$23,458,750 |
-9.58 |
| Reverse Repo Morgan Stanley |
0.25 |
2011-05-12 |
$24,555,883 |
-10.03 |
| Reverse Repo Deutsche Reverse Repo |
0.26 |
2011-04-06 |
$24,963,000 |
-10.19 |
| Reverse Repo Goldman |
0.27 |
2011-03-16 |
$50,699,000 |
-20.7 |
