| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| Irs Usd R 3ml/3.45 08/05/09 Myc | 4.94 | 8,771,300,000 | 8,771,300,000 | -- | 9,172.39 | -- | ||
| FNMA | -4.91 | 8,745,364,000 | 8,745,364,000 | -- | -9,118,406,247.00 | -- | ||
| Irs Usd R 3ml/3.0 02/04/09 Ryl | 4.60 | 8,279,900,000 | 2,029,100,000 | -- | 8,548.89 | -- | ||
| Irs Usd R 3ml/3.0 02/04/09 Brc | 4.13 | 7,419,300,000 | 0 | -- | 7,660.33 | -- | ||
| Irs Usd R 3ml/3.0 12/16/09 Myc | 3.96 | 7,194,400,000 | 7,194,400,000 | -- | 7,348.01 | -- | ||
| Irs Usd R 3ml/3.45 08/05/09 Ryl | 3.91 | 6,935,100,000 | 6,935,100,000 | -- | 7,252.22 | -- | ||
| FNMA 5.5% | 3.81 | 6,737,366,054 | -530,361,293 | -- | 7,067.21 | -- | ||
| Irs Usd R 3ml/3.15 12/17/08 Ryl | 3.00 | 5,369,500,000 | 0 | -- | 5,564.50 | -- | ||
| US Treasury (Fut) | 2.99 | 4,692,800,000 | 4,692,800,000 | -- | 5,552.90 | -- | ||
| Irs Usd R 3ml/3.45 08/05/09 Brc | 2.62 | 4,654,700,000 | 4,654,700,000 | -- | 4,867.55 | -- | ||
| IRS USD R 3ML/4.0 12/17/08 BOA | 2.48 | 4,393,900,000 | 0 | -- | 4,609.36 | -- | ||
| United States Treas Nts 1% | 2.39 | 4,427,696,000 | 4,427,696,000 | -- | 4,441.71 | -- | ||
| Irs Usd R 3ml/3.45 08/05/09 Jpm | 2.00 | 3,549,800,000 | 3,549,800,000 | -- | 3,712.12 | -- | ||
| United States Treas Bds 4.5% | 1.94 | 3,340,900,000 | 3,340,900,000 | -- | 3,602.95 | -- | ||
| BRAZIL NTN-F | 1.66 | 5,534,006 | 5,534,006 | -- | 3,091.45 | -- | ||
| Irs Usd R 3ml/3.0 12/16/09 Boa | 1.51 | 2,749,300,000 | 2,749,300,000 | -- | 2,808.00 | -- | ||
| United States Treas Nts 1% | 1.43 | 2,645,027,000 | 2,645,027,000 | -- | 2,650.50 | -- | ||
| FNMA 5.5% | 1.38 | 2,442,640,803 | -160,416,546 | -- | 2,560.32 | -- | ||
| FNMA | -1.31 | 2,320,400,000 | 2,320,400,000 | -- | -2,441,135,053.00 | -- | ||
| FHLMC | 1.24 | 2,203,200,000 | 2,203,200,000 | -- | 2,298.30 | -- | ||
| FNMA | 1.22 | 2,202,700,000 | 2,202,700,000 | -- | 2,267.06 | -- | ||
| Irs Usd R 3ml/4.0 06/17/09 Boa | 1.18 | 2,066,300,000 | 0 | -- | 2,188.38 | -- | ||
| United States Treas Nts 2.375% | 1.07 | 1,979,000,000 | 1,979,000,000 | -- | 1,984.73 | -- | ||
| United States Treas Bds 4.25% | 1.04 | 1,858,830,000 | 1,858,830,000 | -- | 1,923.60 | -- | ||
| FNMA | 1.03 | 1,847,050,000 | 1,847,050,000 | -- | 1,907.95 | -- | ||