|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
United States Treas Nts
|
13.29
|
826,000,000
|
134,000,000
|
|
--
|
817.35
|
--
|
|
|
US Treasury Bond 8.125%
|
8.50
|
375,000,000
|
35,000,000
|
|
--
|
522.66
|
--
|
|
|
US Treasury Note 4%
|
7.02
|
401,000,000
|
0
|
|
--
|
432.14
|
--
|
|
|
US Treasury Note 4.25%
|
6.64
|
375,000,000
|
0
|
|
--
|
408.46
|
--
|
|
|
US Treasury Note 2.375%
|
6.49
|
410,000,000
|
35,000,000
|
|
--
|
399.11
|
--
|
|
|
US TREASURY NOTE
|
4.96
|
300,000,000
|
-100,000,000
|
|
--
|
305.39
|
--
|
|
|
US Treasury Note 2.625%
|
4.36
|
272,000,000
|
0
|
|
--
|
268.52
|
--
|
|
|
US Treasury Note
|
4.30
|
267,000,000
|
0
|
|
--
|
264.71
|
--
|
|
|
US Treasury Note 1.875%
|
4.18
|
260,000,000
|
0
|
|
--
|
256.95
|
--
|
|
|
US Treasury Note 2.25%
|
4.08
|
250,000,000
|
0
|
|
--
|
250.78
|
--
|
|
|
United States Treas Nts 2.75%
|
3.27
|
195,000,000
|
0
|
|
--
|
201.28
|
--
|
|
|
US Treasury Bond 7.875%
|
2.95
|
130,000,000
|
130,000,000
|
|
--
|
181.29
|
--
|
|
|
US TREASURY NOTE
|
2.78
|
163,000,000
|
0
|
|
--
|
170.85
|
--
|
|
|
US Treasury Note
|
2.44
|
133,300,000
|
0
|
|
--
|
150.06
|
--
|
|
|
US Treasury Bond 7.5%
|
2.40
|
114,500,000
|
0
|
|
--
|
147.65
|
--
|
|
|
US Treasury Note 1.75%
|
2.32
|
145,000,000
|
0
|
|
--
|
142.71
|
--
|
|
|
US Treasury Note 3.5%
|
2.28
|
137,000,000
|
137,000,000
|
|
--
|
139.98
|
--
|
|
|
US Treasury Note 4.125%
|
2.20
|
125,000,000
|
0
|
|
--
|
135.35
|
--
|
|
|
US Treasury Note 3.125%
|
2.13
|
125,000,000
|
0
|
|
--
|
131.25
|
--
|
|
|
US Treasury Bond 8.125%
|
2.13
|
92,000,000
|
92,000,000
|
|
--
|
131.04
|
--
|
|
|
US Treasury Note 1.625%
|
1.23
|
66,000,000
|
0
|
|
--
|
75.81
|
--
|
|
|
US Treasury Note 2%
|
0.96
|
50,000,000
|
0
|
|
--
|
59.35
|
--
|
|
|
Private Expt Fdg 6.07%
|
0.90
|
51,000,000
|
0
|
|
--
|
55.11
|
--
|
|
|
US Treasury Bond 8.125%
|
0.81
|
35,000,000
|
35,000,000
|
|
--
|
49.72
|
--
|
|
|
ARAB REP EGYPT
|
0.68
|
40,000,000
|
0
|
|
--
|
42.05
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09