Holding Performance

1%-0% 2%-1% 3%-2% 4%-3% 5%-4% 6%-5%
Top 25 Holdings Portfolio Weight % Shares Owned Shares Change   Sector Mkt Cap (Mil) Total Ret YTD (Daily)  
Oppenheimer Institutional Money Market E 11.81 171,730,176 171,730,176 -- 171.73 --
FNMA 6.65 91,632,000 91,632,000 -- 96.69 --
FNMA 6.32 87,785,000 87,785,000 -- 91.83 --
FNMA 3.96 55,966,000 55,966,000 -- 57.60 --
Gnsf 4.5% 30yr Oct Tba 2.57 36,870,000 36,870,000 -- 37.42 --
FNMA 2.41 34,625,000 34,625,000 -- 35.08 --
FNMA 2.37 32,182,000 32,182,000 -- 34.40 --
FNMA 2.30 31,386,000 31,386,000 -- 33.43 --
Banc Amer Coml Mtg 5.421% 1.18 20,850,000 0 -- 17.19 --
US Treasury Note 5.125% 1.16 14,830,000 0 -- 16.92 --
FNMA 1.11 15,620,000 15,620,000 -- 16.18 --
FHLMC 7% 0.93 12,309,618 -518,697 -- 13.54 --
Wells Fargo Mbs 2006-Ar2 CMO 0.79 13,427,451 -683,301 -- 11.54 --
Chase Issuance Tr 2007-15a 4.96% 0.78 10,930,000 0 -- 11.37 --
FHLMC CMO 6% 0.78 10,880,000 0 -- 11.35 --
Mbna Master Cc Tr 2005-6a 4.5% 0.78 11,020,000 0 -- 11.34 --
Bk Amer Auto Tr Talf 2009-2 3.03% 0.76 11,000,000 11,000,000 -- 11.05 --
Banc Amer Cmbs 2006-5 CMO 5.317% 0.76 10,952,000 0 -- 11.00 --
FHLMC 5.5% 0.75 10,430,000 10,430,000 -- 10.93 --
Jpmorgan Chase FRN 0.75 11,260,000 6,800,000 -- 10.84 --
Merrill Lynch & Co 7.75% 0.73 9,345,000 560,000 -- 10.56 --
FNMA 5.5% 0.72 10,000,000 0 -- 10.50 --
FHLMC 2.5% 0.72 10,375,000 0 -- 10.41 --
US Treasury Bond 7.5% 0.68 7,700,000 0 -- 9.93 --
FNMA 6.5% 0.67 8,987,049 -767,667 -- 9.70 --
YTD Return through 02-09-10| Portfolio Holdings as of 09-30-09