| -- | US TREASURY N/B 1.25 4/28 | -- | -- | 82.18M | 7.42% | $77.68M |
| -- | US TREASURY N 4.125 10/27 | -- | -- | 66.19M | 6.28% | $65.80M |
| -- | US TREASURY N/ 3.875 4/29 | -- | -- | 67.41M | 6.27% | $65.65M |
| -- | US TREASURY N/ 3.75 12/30 | -- | -- | 57.40M | 5.21% | $54.57M |
| -- | US TREASURY N/ 3.125 2/42 | -- | -- | 69.81M | 5.06% | $53.01M |
| -- | US TREASURY N/ 4.125 4/33 | -- | -- | 50.31M | 4.54% | $47.55M |
| -- | STRIPS 0 2/31 | -- | -- | 57.20M | 4.37% | $45.78M |
| -- | US TREASURY N/ 3.125 5/48 | -- | -- | 58.80M | 3.89% | $40.77M |
| -- | US TREASURY N/ 4.125 6/29 | -- | -- | 37.39M | 3.49% | $36.58M |
| -- | US TREASURY N 4.125 11/32 | -- | -- | 31.67M | 2.87% | $30.06M |
| -- | STRIPS 0 2/29 | -- | -- | 32.10M | 2.72% | $28.52M |
| -- | US TREASURY N/ 1.125 2/28 | -- | -- | 28.30M | 2.57% | $26.88M |
| -- | US TREASURY N 1.375 11/31 | -- | -- | 31.63M | 2.52% | $26.39M |
| -- | US TREASURY N/B 3.5 1/30 | -- | -- | 26.40M | 2.40% | $25.18M |
| -- | US TREASURY N/ 3.875 9/29 | -- | -- | 25.00M | 2.31% | $24.22M |
| -- | US TREASURY N/B 4 11/52 | -- | -- | 30.40M | 2.29% | $23.96M |
| -- | US TREASURY N/B 4 11/35 | -- | -- | 26.13M | 2.28% | $23.89M |
| -- | US TREASURY N/B 4.25 5/35 | -- | -- | 22.94M | 2.05% | $21.48M |
| -- | US TREASURY N/ 4.125 7/29 | -- | -- | 20.77M | 1.94% | $20.30M |
| -- | US TREASURY N/B 4 3/30 | -- | -- | 18.00M | 1.66% | $17.42M |
| -- | US TREASURY N/ 3.875 8/33 | -- | -- | 17.00M | 1.51% | $15.78M |
| -- | US TREASURY N/ 4.125 8/53 | -- | -- | 19.13M | 1.47% | $15.39M |
| -- | TSY INFL IX N/ 1.625 4/30 | -- | -- | 15.00M | 1.45% | $15.17M |
| -- | US TREASURY N/ 1.875 2/32 | -- | -- | 17.28M | 1.40% | $14.70M |
| -- | US TREASURY N/ 4.625 2/46 | -- | -- | 15.46M | 1.31% | $13.77M |
| -- | US TREASURY N/ 4.625 2/55 | -- | -- | 15.50M | 1.29% | $13.55M |
| -- | US TREASURY N/B 4.75 8/55 | -- | -- | 15.00M | 1.28% | $13.39M |
| -- | US TREASURY N/ 3.875 5/43 | -- | -- | 14.85M | 1.17% | $12.23M |
| -- | IFT - MONEY MARKET PORT | -- | -- | 11.53M | 1.10% | $11.53M |
| -- | US TREASURY N/B 1.25 8/31 | -- | -- | 13.00M | 1.04% | $10.88M |
| -- | Net Current Assets | -- | -- | -- | 1.00% | $10.43M |
| -- | US TREASURY N/ 4.125 8/30 | -- | -- | 10.60M | 0.98% | $10.26M |
| -- | TSY INFL IX N/B 1.75 1/34 | -- | -- | 10.00M | 0.97% | $10.15M |
| -- | US TREASURY N/B 4.25 7/28 | -- | -- | 9.71M | 0.92% | $9.60M |
| -- | US TREASURY N/B 5 5/56 | -- | -- | 9.64M | 0.86% | $8.96M |
| -- | US TREASURY N/ 4.375 7/33 | -- | -- | 8.96M | 0.82% | $8.58M |
| -- | US TREASURY N/B 4 1/31 | -- | -- | 8.94M | 0.82% | $8.58M |
| -- | US TREASURY N/B 1.25 9/28 | -- | -- | 8.00M | 0.71% | $7.44M |
| -- | US TREASURY N/B 4.5 8/33 | -- | -- | 7.62M | 0.70% | $7.35M |
| -- | US TREASURY N/B 4.25 3/33 | -- | -- | 7.39M | 0.67% | $7.04M |
| -- | US TREASURY N/B 3.5 1/29 | -- | -- | 7.00M | 0.65% | $6.78M |
| -- | US TREASURY N/ 3.875 4/31 | -- | -- | 7.00M | 0.64% | $6.67M |
| T | US TREASURY N/ 4.375 2/38 | -- | -- | 6.50M | 0.58% | $6.07M |
| -- | TSY INFL IX N/ 2.125 4/29 | -- | -- | 5.00M | 0.51% | $5.32M |
| -- | US TREASURY N/ 4.125 6/28 | -- | -- | 5.26M | 0.50% | $5.19M |
| -- | US TREASURY N/ 5.125 8/56 | -- | -- | 5.47M | 0.49% | $5.19M |
| -- | TSY INFL IX N 2.375 10/28 | -- | -- | 4.50M | 0.47% | $4.89M |
| -- | US TREASURY N/ 4.375 5/40 | -- | -- | 4.75M | 0.41% | $4.31M |
| -- | US TREASURY N/B 4.75 2/45 | -- | -- | 3.93M | 0.34% | $3.57M |
| -- | US TREASURY N/ 4.125 6/31 | -- | -- | 3.11M | 0.28% | $2.99M |
| -- | US TREASURY N/ 5.125 8/46 | -- | -- | 2.65M | 0.24% | $2.52M |
| -- | TSY INFL IX N/ 1.875 7/35 | -- | -- | 2.55M | 0.23% | $2.46M |
| -- | US TREASURY N/B 4.25 5/39 | -- | -- | 2.50M | 0.22% | $2.27M |
| T | US TREASURY N/B 5 5/37 | -- | -- | 2.20M | 0.21% | $2.18M |
| -- | US TREASURY N/B 1.75 8/41 | -- | -- | 3.00M | 0.18% | $1.88M |
| -- | US TREASURY N/ 4.375 9/29 | -- | -- | 1.03M | 0.10% | $1.01M |
| -- | US TREASURY N/ 4.375 7/31 | -- | -- | 850.00K | 0.08% | $825.46K |
| -- | US TREASURY N/B 5 5/46 | -- | -- | 820.00K | 0.07% | $766.57K |
| -- | US TREASURY N/B 4.25 8/29 | -- | -- | 660.00K | 0.06% | $646.93K |
| -- | US TREASURY N/B 2.25 2/52 | -- | -- | 1.00M | 0.05% | $552.13K |
| -- | CASH | -- | -- | 284.46K | 0.03% | $284.46K |
| -- | US TREASURY N/B 3.75 4/27 | -- | -- | 200.00K | 0.02% | $199.27K |
| -- | US TREASURY N/ 3.875 5/29 | -- | -- | 140.00K | 0.01% | $136.23K |
| -- | US TREASURY N/ 4.125 2/36 | -- | -- | 120.00K | 0.01% | $110.61K |