|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
UNITED STATES TREAS BDS
|
-62.50
|
330,550,000
|
227,050,000
|
|
--
|
-316,295,031.00
|
--
|
|
|
FNMA
|
49.34
|
250,000,000
|
250,000,000
|
|
--
|
249.73
|
--
|
|
|
FNMA
|
9.87
|
50,000,000
|
50,000,000
|
|
--
|
49.97
|
--
|
|
|
FNMA
|
9.86
|
50,000,000
|
0
|
|
--
|
49.92
|
--
|
|
|
FNMA
|
4.94
|
25,000,000
|
0
|
|
--
|
25.00
|
--
|
|
|
US LONG BOND(CBT) Mar10
|
-3.78
|
3,786
|
-1,848
|
|
--
|
-19,130,359.00
|
--
|
|
|
FNMA
|
2.96
|
15,000,000
|
0
|
|
--
|
15.00
|
--
|
|
|
FHLBA
|
--
|
0
|
-49,000,000
|
|
--
|
0.00
|
--
|
|
|
FNMA
|
--
|
0
|
-22,000,000
|
|
--
|
0.00
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 12-31-09