| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| CMT Market Liquidity Rate | 2.71 | 363,611,297 | 152,798,456 | -- | 363.61 | -- | ||
| US TREASURY NOTE | 0.86 | 113,010,000 | 0 | -- | 115.04 | -- | ||
| METROPOLITAN LIFE GLOBAL FDG I | 0.84 | 108,720,000 | 0 | -- | 113.31 | -- | ||
| General Elec Cap Corp Mtn Be 5.625% | 0.74 | 100,000,000 | 0 | -- | 99.78 | -- | ||
| Pfizer 6.2% | 0.57 | 68,000,000 | 25,000,000 | -- | 76.66 | -- | ||
| Hsbc Fin 5.5% | 0.54 | 71,058,000 | 0 | -- | 72.73 | -- | ||
| ROYAL BK SCOTLAND PLC MEDIUM TERM NTS BOOK ENTRY 144A | 0.48 | 63,290,000 | 63,290,000 | -- | 64.21 | -- | ||
| Citigroup 6.125% | 0.47 | 63,925,000 | 15,000,000 | -- | 63.07 | -- | ||
| Chase Issuance Tr FRN | 0.45 | 61,939,000 | 0 | -- | 60.78 | -- | ||
| Deutsche Bk Ag London 6% | 0.43 | 53,000,000 | 0 | -- | 57.15 | -- | ||
| Morgan Stanley Cap 2006-Iq11 CMO | 0.43 | 60,000,000 | 0 | -- | 57.14 | -- | ||
| Credit Suisse Ny Brh 6% | 0.41 | 52,692,000 | -5,000,000 | -- | 55.42 | -- | ||
| Morgan Stanley 6.625% | 0.41 | 52,150,000 | 0 | -- | 55.08 | -- | ||
| Cap One Cc Tr 2007-2a FRN | 0.40 | 59,200,000 | 0 | -- | 54.20 | -- | ||
| Jpmorgan Chase 6.3% | 0.40 | 49,150,000 | 0 | -- | 54.00 | -- | ||
| CITIBANK CCIT 2008-A5 | 0.40 | 50,000,000 | 0 | -- | 53.68 | -- | ||
| General Elec 5.25% | 0.40 | 51,800,000 | 5,000,000 | -- | 53.33 | -- | ||
| Credit Suisse New York Branch 5.5% | 0.40 | 49,320,000 | -20,000,000 | -- | 53.26 | -- | ||
| Cisco Sys 5.5% | 0.39 | 48,011,000 | 0 | -- | 52.72 | -- | ||
| Credit Suisse New York Branch 5.3% | 0.39 | 51,000,000 | 51,000,000 | -- | 52.15 | -- | ||
| Ubs Ag Brh Mtn Sr Dep Nt Be 5.875% | 0.38 | 50,000,000 | 0 | -- | 51.13 | -- | ||
| Manufacturer And Traders 6.625% | 0.37 | 48,555,000 | 35,000,000 | -- | 50.12 | -- | ||
| Amer Express Centurion Mtn 6% | 0.37 | 48,060,000 | 15,000,000 | -- | 50.00 | -- | ||
| Lb-Ubs Coml Mtg Tr 2006-C7 5.347% | 0.36 | 53,011,000 | 0 | -- | 47.88 | -- | ||
| Simon Ppty Grp 10.35% | 0.35 | 37,815,000 | 0 | -- | 47.07 | -- | ||