|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
CMT Market Liquidity Rate
|
5.94
|
237,352,165
|
71,122,603
|
|
--
|
237.35
|
--
|
|
|
United States Treas Nts 2.375%
|
1.15
|
45,650,000
|
45,650,000
|
|
--
|
45.77
|
--
|
|
|
United States Treas Nts
|
1.06
|
41,925,000
|
41,925,000
|
|
--
|
42.36
|
--
|
|
|
United States Treas Nts 2.75%
|
1.00
|
38,695,000
|
-2,400,000
|
|
--
|
39.94
|
--
|
|
|
US TREASURY NOTE
|
0.95
|
36,025,000
|
19,075,000
|
|
--
|
37.78
|
--
|
|
|
US Treasury Bond 6.25%
|
0.95
|
30,095,000
|
5,025,000
|
|
--
|
37.74
|
--
|
|
|
US Treasury Note 1.375%
|
0.89
|
35,225,000
|
-1,075,000
|
|
--
|
35.35
|
--
|
|
|
US Treasury Note 3.5%
|
0.81
|
31,775,000
|
-4,950,000
|
|
--
|
32.47
|
--
|
|
|
US Treasury Note 5.125%
|
0.81
|
28,425,000
|
3,150,000
|
|
--
|
32.43
|
--
|
|
|
US Treasury Note 0.875%
|
0.80
|
31,805,000
|
0
|
|
--
|
31.92
|
--
|
|
|
FNMA 5%
|
0.79
|
30,210,445
|
-943,579
|
|
--
|
31.36
|
--
|
|
|
US Treasury Note 4.5%
|
0.77
|
28,450,000
|
0
|
|
--
|
30.77
|
--
|
|
|
US Treasury Note
|
0.73
|
29,150,000
|
0
|
|
--
|
29.25
|
--
|
|
|
United States Treas Nts 2.625%
|
0.63
|
24,765,000
|
23,215,000
|
|
--
|
25.18
|
--
|
|
|
US TREASURY NOTE
|
0.62
|
24,425,000
|
-2,700,000
|
|
--
|
24.57
|
--
|
|
|
US Treasury Bond 8.875%
|
0.62
|
17,530,000
|
0
|
|
--
|
24.56
|
--
|
|
|
US TREASURY NOTE
|
0.60
|
23,770,000
|
0
|
|
--
|
23.87
|
--
|
|
|
US Treasury Note 0.875%
|
0.58
|
22,900,000
|
0
|
|
--
|
22.96
|
--
|
|
|
Gnma I 30yr 4.5 Tba Oct
|
0.57
|
22,625,000
|
22,625,000
|
|
--
|
22.96
|
--
|
|
|
FHLMC
|
0.55
|
21,400,000
|
21,400,000
|
|
--
|
22.10
|
--
|
|
|
United States Treas Nts 1%
|
0.55
|
21,925,000
|
-7,050,000
|
|
--
|
21.99
|
--
|
|
|
FHLMC
|
0.53
|
20,200,000
|
20,200,000
|
|
--
|
21.14
|
--
|
|
|
GNMA
|
0.52
|
19,976,000
|
19,976,000
|
|
--
|
20.67
|
--
|
|
|
US Treasury Bond 8.75%
|
0.51
|
14,015,000
|
1,015,000
|
|
--
|
20.55
|
--
|
|
|
US Treasury Note
|
0.51
|
20,475,000
|
4,450,000
|
|
--
|
20.30
|
--
|
|
|
YTD Return through 02-05-10| Portfolio Holdings
as of 09-30-09