|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Note
|
2.62
|
257,970,000
|
31,960,000
|
|
--
|
246.24
|
--
|
|
|
United States Treas Nts 3.75%
|
2.44
|
221,210,000
|
0
|
|
--
|
228.95
|
--
|
|
|
US Treasury Note 3.5%
|
2.43
|
223,200,000
|
21,775,000
|
|
--
|
228.05
|
--
|
|
|
US TREASURY NOTE
|
2.31
|
207,025,000
|
117,975,000
|
|
--
|
217.08
|
--
|
|
|
US Treasury Note 3.125%
|
2.29
|
218,365,000
|
-30,615,000
|
|
--
|
214.88
|
--
|
|
|
US Treasury Note 4%
|
2.26
|
196,575,000
|
65,725,000
|
|
--
|
211.84
|
--
|
|
|
US Treasury Note 3.63%
|
2.19
|
200,460,000
|
200,460,000
|
|
--
|
205.78
|
--
|
|
|
United States Treas Nts 4%
|
1.90
|
168,650,000
|
56,100,000
|
|
--
|
178.06
|
--
|
|
|
US Treasury Note
|
1.59
|
135,545,000
|
-30,000,000
|
|
--
|
148.85
|
--
|
|
|
US Treasury Bond 7.5%
|
1.47
|
107,345,000
|
0
|
|
--
|
138.42
|
--
|
|
|
US Treasury Bond 8.75%
|
1.45
|
98,070,000
|
0
|
|
--
|
135.90
|
--
|
|
|
US Treasury Note 4.625%
|
1.40
|
118,290,000
|
-42,000,000
|
|
--
|
130.99
|
--
|
|
|
US Treasury Note 4.75%
|
1.39
|
117,075,000
|
0
|
|
--
|
130.50
|
--
|
|
|
US Treasury Note 5.125%
|
1.30
|
107,370,000
|
0
|
|
--
|
122.49
|
--
|
|
|
US Treasury Note 3.25%
|
1.26
|
115,725,000
|
-3,375,000
|
|
--
|
118.58
|
--
|
|
|
CMT Market Liquidity Rate
|
1.20
|
112,566,361
|
1,446,809
|
|
--
|
112.57
|
--
|
|
|
US Treasury Bond 8.875%
|
1.06
|
71,285,000
|
0
|
|
--
|
99.88
|
--
|
|
|
US Treasury Note 4.125%
|
0.91
|
78,670,000
|
17,575,000
|
|
--
|
85.18
|
--
|
|
|
US Treasury Note 4.875%
|
0.91
|
75,595,000
|
-14,805,000
|
|
--
|
85.07
|
--
|
|
|
US Treasury Bond 9.875%
|
0.90
|
60,200,000
|
0
|
|
--
|
84.55
|
--
|
|
|
US Treasury Note 4.25%
|
0.87
|
74,745,000
|
15,645,000
|
|
--
|
81.65
|
--
|
|
|
US Treasury Bond 10.625%
|
0.81
|
52,910,000
|
0
|
|
--
|
75.90
|
--
|
|
|
US Treasury Bond 8.875%
|
0.80
|
51,850,000
|
0
|
|
--
|
74.98
|
--
|
|
|
US Treasury Bond 11.25%
|
0.78
|
50,615,000
|
0
|
|
--
|
72.90
|
--
|
|
|
United States Treas Nts
|
0.77
|
73,200,000
|
17,425,000
|
|
--
|
72.43
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09