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)  
FNMA 10.62 25,000,000 0 -- 25.00 --
FNMA 10.61 25,000,000 25,000,000 -- 24.97 --
Credit Suisse Swap -1.16 0 0 -- -2,735,878.00 --
S&P 500 MAR 10 MINI -0.46 1,949 706 -- -1,074,682.00 --
Goldman Swap -0.08 0 0 -- -184,903.00 --
YTD Return through 02-09-10| Portfolio Holdings as of 12-31-09