|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Bond 2.375%
|
7.92
|
1,665,270,000
|
40,000,000
|
|
--
|
1,992.00
|
--
|
|
|
US Treasury Note 2%
|
7.51
|
1,564,100,000
|
0
|
|
--
|
1,887.59
|
--
|
|
|
US Treasury Note 1.875%
|
6.27
|
1,301,875,000
|
357,000,000
|
|
--
|
1,577.05
|
--
|
|
|
US Treasury Note 1.625%
|
6.03
|
1,320,015,000
|
40,000,000
|
|
--
|
1,516.19
|
--
|
|
|
US Treasury Bond 2%
|
5.96
|
1,383,925,000
|
85,000,000
|
|
--
|
1,497.59
|
--
|
|
|
US Treasury Note 3%
|
5.95
|
1,175,775,000
|
0
|
|
--
|
1,496.94
|
--
|
|
|
US Treasury Bond 2.375%
|
5.72
|
1,280,625,000
|
98,000,000
|
|
--
|
1,437.85
|
--
|
|
|
US Treasury Note 2.625%
|
5.38
|
1,199,650,000
|
0
|
|
--
|
1,352.85
|
--
|
|
|
US TREASURY NOTE
|
5.22
|
1,147,225,000
|
0
|
|
--
|
1,312.23
|
--
|
|
|
US Treasury Note
|
4.09
|
913,050,000
|
115,000,000
|
|
--
|
1,027.83
|
--
|
|
|
US Treasury Note 2.375%
|
3.77
|
834,025,000
|
0
|
|
--
|
947.13
|
--
|
|
|
US Treasury Note 2%
|
3.53
|
747,845,000
|
0
|
|
--
|
887.63
|
--
|
|
|
US Treasury Bond 3.625%
|
3.43
|
523,125,000
|
86,500,000
|
|
--
|
861.18
|
--
|
|
|
US Treasury Note 2.375%
|
3.05
|
685,050,000
|
0
|
|
--
|
765.67
|
--
|
|
|
US Treasury Note 2.5%
|
2.98
|
656,525,000
|
0
|
|
--
|
750.18
|
--
|
|
|
United States Treas Nts 1.375%
|
2.91
|
696,100,000
|
294,300,000
|
|
--
|
732.36
|
--
|
|
|
US Treasury Note 1.625%
|
2.83
|
685,600,000
|
0
|
|
--
|
711.26
|
--
|
|
|
US Treasury Bond 2.5%
|
2.80
|
654,700,000
|
32,200,000
|
|
--
|
705.01
|
--
|
|
|
US TREASURY NOTE
|
2.66
|
677,200,000
|
31,500,000
|
|
--
|
669.11
|
--
|
|
|
US Treasury Bond 1.75%
|
2.59
|
660,125,000
|
23,000,000
|
|
--
|
651.01
|
--
|
|
|
United States Treas Nts 1.25%
|
2.57
|
625,000,000
|
0
|
|
--
|
645.62
|
--
|
|
|
US Treasury Bond 3.875%
|
2.03
|
302,150,000
|
18,000,000
|
|
--
|
509.48
|
--
|
|
|
US Treasury Note 3.375%
|
1.67
|
325,640,000
|
0
|
|
--
|
419.81
|
--
|
|
|
US Treasury Note 3.5%
|
1.46
|
284,500,000
|
50,000,000
|
|
--
|
366.54
|
--
|
|
|
CMT Market Liquidity Rate
|
0.86
|
216,045,066
|
52,295,746
|
|
--
|
216.05
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09