|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
CMT Market Liquidity Rate
|
5.06
|
3,365,999,868
|
1,178,207,737
|
|
--
|
3,366.00
|
--
|
|
|
US Treasury Note 0.875%
|
1.03
|
684,000,000
|
0
|
|
--
|
686.57
|
--
|
|
|
US Treasury Note 5.125%
|
0.88
|
542,785,000
|
176,925,000
|
|
--
|
583.58
|
--
|
|
|
United States Treas Nts 3.125%
|
0.81
|
511,510,000
|
49,175,000
|
|
--
|
536.05
|
--
|
|
|
United States Treas Nts 1.25%
|
0.78
|
513,550,000
|
-50,450,000
|
|
--
|
517.88
|
--
|
|
|
United States Treas Nts 2.75%
|
0.76
|
491,107,500
|
0
|
|
--
|
506.92
|
--
|
|
|
US Treasury Note 4.375%
|
0.75
|
478,445,000
|
27,470,000
|
|
--
|
500.72
|
--
|
|
|
US Treasury Bond 8.75%
|
0.66
|
315,790,000
|
0
|
|
--
|
437.62
|
--
|
|
|
GNMA
|
0.65
|
421,000,000
|
421,000,000
|
|
--
|
435.60
|
--
|
|
|
US Treasury Note 1.75%
|
0.60
|
402,775,000
|
0
|
|
--
|
396.42
|
--
|
|
|
US Treasury Bond 9.875%
|
0.54
|
256,225,000
|
0
|
|
--
|
359.88
|
--
|
|
|
US Treasury Note 4.75%
|
0.54
|
322,525,000
|
-5,000,000
|
|
--
|
359.52
|
--
|
|
|
US Treasury Note 4.75%
|
0.51
|
310,585,000
|
0
|
|
--
|
338.98
|
--
|
|
|
US Treasury Bond 8.75%
|
0.51
|
230,025,000
|
0
|
|
--
|
337.24
|
--
|
|
|
FHLMC
|
0.51
|
321,750,000
|
321,750,000
|
|
--
|
336.73
|
--
|
|
|
US Treasury Bond 4.75%
|
0.50
|
295,625,000
|
56,475,000
|
|
--
|
329.94
|
--
|
|
|
US Treasury Bond 6.25%
|
0.47
|
251,360,000
|
32,905,000
|
|
--
|
315.18
|
--
|
|
|
US Treasury Note
|
0.47
|
312,714,000
|
-28,075,000
|
|
--
|
314.18
|
--
|
|
|
US TREASURY NOTE
|
0.46
|
303,950,000
|
-46,500,000
|
|
--
|
305.71
|
--
|
|
|
US Treasury Bond 6.75%
|
0.45
|
223,405,000
|
-15,000,000
|
|
--
|
298.91
|
--
|
|
|
US Treasury Bond 7.875%
|
0.44
|
210,782,000
|
0
|
|
--
|
293.94
|
--
|
|
|
United States Treas Nts 2.375%
|
0.44
|
290,200,000
|
290,200,000
|
|
--
|
290.97
|
--
|
|
|
US Treasury Note 1.5%
|
0.43
|
289,075,000
|
-12,200,000
|
|
--
|
283.16
|
--
|
|
|
US Treasury Note 5.125%
|
0.41
|
241,385,000
|
-32,235,000
|
|
--
|
275.37
|
--
|
|
|
FHLMC
|
0.41
|
261,625,000
|
261,625,000
|
|
--
|
270.21
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09