|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Bond 8%
|
4.87
|
97,295,000
|
1,650,000
|
|
--
|
137.76
|
--
|
|
|
US Treasury Bond 4.25%
|
3.18
|
86,970,000
|
76,970,000
|
|
--
|
90.00
|
--
|
|
|
US Treasury Bond 6.25%
|
3.03
|
68,300,000
|
2,890,000
|
|
--
|
85.64
|
--
|
|
|
United States Treas Bds 4.5%
|
2.59
|
68,110,000
|
900,000
|
|
--
|
73.31
|
--
|
|
|
US Treasury Bond 5%
|
2.14
|
52,325,000
|
10,725,000
|
|
--
|
60.66
|
--
|
|
|
US Treasury Bond 7.125%
|
2.13
|
44,935,000
|
0
|
|
--
|
60.27
|
--
|
|
|
United States Treas Bds 3.5%
|
2.11
|
65,782,500
|
-28,467,500
|
|
--
|
59.60
|
--
|
|
|
US Treasury Bond 6.375%
|
1.96
|
42,720,000
|
-385,000
|
|
--
|
55.56
|
--
|
|
|
US Treasury Bond 5.375%
|
1.92
|
45,690,000
|
2,055,000
|
|
--
|
54.32
|
--
|
|
|
US Treasury Bond 8.125%
|
1.83
|
36,360,000
|
0
|
|
--
|
51.79
|
--
|
|
|
US Treasury Bond 7.625%
|
1.81
|
36,745,000
|
0
|
|
--
|
51.14
|
--
|
|
|
US Treasury Bond 6.125%
|
1.72
|
37,805,000
|
0
|
|
--
|
48.57
|
--
|
|
|
US Treasury Bond 4.375%
|
1.70
|
45,757,500
|
2,400,000
|
|
--
|
48.22
|
--
|
|
|
US Treasury Bond 4.75%
|
1.43
|
36,250,000
|
-24,600,000
|
|
--
|
40.46
|
--
|
|
|
US Treasury Bond 7.5%
|
1.26
|
25,350,000
|
25,300,000
|
|
--
|
35.70
|
--
|
|
|
US Treasury Bond 5.5%
|
1.11
|
26,280,000
|
-19,350,000
|
|
--
|
31.37
|
--
|
|
|
CMT Market Liquidity Rate
|
0.90
|
25,585,620
|
-425,752
|
|
--
|
25.59
|
--
|
|
|
US Treasury Bond 6.625%
|
0.73
|
15,480,000
|
-6,825,000
|
|
--
|
20.54
|
--
|
|
|
General Elec Cap 6.75%
|
0.65
|
17,950,000
|
425,000
|
|
--
|
18.48
|
--
|
|
|
US Treasury Bond 6.125%
|
0.62
|
13,850,000
|
0
|
|
--
|
17.60
|
--
|
|
|
Illinois St Go Bds 5.1%
|
0.60
|
18,125,000
|
-2,000,000
|
|
--
|
16.98
|
--
|
|
|
FNMA 7.125%
|
0.58
|
12,075,000
|
0
|
|
--
|
16.27
|
--
|
|
|
US Treasury Bond 7.25%
|
0.56
|
11,695,000
|
0
|
|
--
|
15.78
|
--
|
|
|
Brazil Federative Rep 11%
|
0.56
|
11,725,000
|
-650,000
|
|
--
|
15.73
|
--
|
|
|
FNMA 6.625%
|
0.45
|
9,800,000
|
0
|
|
--
|
12.64
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09