| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| CMT Market Liquidity Rate | 7.32 | 2,193,486,677 | 278,495,081 | -- | 2,193.49 | -- | ||
| US Treasury Note 0.875% | 1.75 | 523,115,000 | 0 | -- | 525.08 | -- | ||
| US Treasury Note 3.5% | 1.50 | 350,000,000 | 350,000,000 | -- | 450.93 | -- | ||
| US Treasury Note 2.375% | 1.03 | 275,000,000 | 275,000,000 | -- | 307.36 | -- | ||
| United States Treas Nts 1.25% | 0.86 | 256,360,000 | 0 | -- | 258.52 | -- | ||
| US Treasury Note | 0.79 | 234,500,000 | 0 | -- | 235.78 | -- | ||
| CITIBANK CCIT 2008-A5 | 0.78 | 216,700,000 | 0 | -- | 232.65 | -- | ||
| US Treasury Note 3.375% | 0.65 | 150,000,000 | 150,000,000 | -- | 193.38 | -- | ||
| Verizon Wireless Cap 144A 3.75% | 0.60 | 174,998,000 | 35,755,000 | -- | 180.70 | -- | ||
| CHASE ISSUANCE TR 2008-4A | 0.58 | 164,000,000 | 0 | -- | 175.06 | -- | ||
| Ba Cedit Card Tr 2008-5a FRN | 0.56 | 168,200,000 | 0 | -- | 169.28 | -- | ||
| Cap One Cc Tr 2009-2a 3.2% | 0.54 | 159,000,000 | 0 | -- | 163.13 | -- | ||
| Cap One Cc Tr 2006-7a FRN | 0.43 | 129,375,000 | 0 | -- | 127.89 | -- | ||
| Bear Stearns Cos 6.95% | 0.41 | 109,140,000 | -12,260,000 | -- | 122.09 | -- | ||
| FRANCE TELECOM SA | 0.41 | 112,587,000 | 0 | -- | 121.92 | -- | ||
| General Elec Cap 5.25% | 0.40 | 114,658,000 | 0 | -- | 121.32 | -- | ||
| Telefonica Emisiones S A U 5.984% | 0.40 | 112,390,000 | 0 | -- | 119.75 | -- | ||
| Cap One Cc Tr 2007-2a FRN | 0.40 | 130,000,000 | 0 | -- | 119.01 | -- | ||
| ROYAL BK SCOTLAND PLC MEDIUM TERM NTS BOOK ENTRY 144A | 0.38 | 113,117,000 | 113,117,000 | -- | 114.75 | -- | ||
| Massmutual Glbl Fdg Ii Mtn144a 144A FRN | 0.38 | 117,100,000 | 0 | -- | 113.64 | -- | ||
| Bmw Veh Lease Tr Talf 2009-1 2.91% | 0.38 | 110,500,000 | 0 | -- | 112.68 | -- | ||
| Bk Of Amer Fdic Gtd Tlgp 2.1% | 0.36 | 106,000,000 | 0 | -- | 107.45 | -- | ||
| Household Fin 6.375% | 0.36 | 101,295,000 | 0 | -- | 107.23 | -- | ||
| Ford Cr Auto Tr Talf 2009-B 2.79% | 0.36 | 104,500,000 | 0 | -- | 106.57 | -- | ||
| Credit Suisse New York Branch 3.45% | 0.35 | 103,000,000 | 0 | -- | 105.78 | -- | ||