|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Bond 7.875%
|
11.44
|
235,581,000
|
0
|
|
--
|
328.52
|
--
|
|
|
US Treasury Bond 6.25%
|
10.41
|
238,500,000
|
-71,000,000
|
|
--
|
299.06
|
--
|
|
|
US Treasury Bond 5.375%
|
9.40
|
227,095,000
|
-2,500,000
|
|
--
|
270.00
|
--
|
|
|
US Treasury Bond 4.375%
|
8.75
|
238,500,000
|
0
|
|
--
|
251.32
|
--
|
|
|
US Treasury Bond 5%
|
7.72
|
191,250,000
|
0
|
|
--
|
221.70
|
--
|
|
|
United States Treas Bds 3.5%
|
7.51
|
238,000,000
|
138,000,000
|
|
--
|
215.65
|
--
|
|
|
US Treasury Bond 7.25%
|
6.53
|
139,000,000
|
-30,000,000
|
|
--
|
187.58
|
--
|
|
|
US Treasury Bond 7.125%
|
4.72
|
101,000,000
|
-60,000,000
|
|
--
|
135.47
|
--
|
|
|
US Treasury Bond 4.25%
|
4.45
|
123,500,000
|
0
|
|
--
|
127.80
|
--
|
|
|
US Treasury Bond 8.125%
|
4.20
|
84,875,000
|
0
|
|
--
|
120.56
|
--
|
|
|
US Treasury Bond 6.375%
|
4.19
|
92,650,000
|
-5,000,000
|
|
--
|
120.49
|
--
|
|
|
US Treasury Bond 6.125%
|
4.16
|
94,000,000
|
0
|
|
--
|
119.45
|
--
|
|
|
US Treasury Bond 6.125%
|
3.48
|
77,800,000
|
0
|
|
--
|
99.96
|
--
|
|
|
US Treasury Bond
|
3.19
|
85,000,000
|
85,000,000
|
|
--
|
91.67
|
--
|
|
|
US Treasury Bond 4.75%
|
2.60
|
67,000,000
|
0
|
|
--
|
74.78
|
--
|
|
|
US Treasury Bond 7.625%
|
2.13
|
43,000,000
|
43,000,000
|
|
--
|
61.30
|
--
|
|
|
US Treasury Bond 2.375%
|
1.37
|
33,000,000
|
33,000,000
|
|
--
|
39.47
|
--
|
|
|
US Treasury Bond 5.25%
|
1.05
|
26,000,000
|
0
|
|
--
|
30.20
|
--
|
|
|
US Treasury Bond 8.125%
|
0.94
|
19,000,000
|
0
|
|
--
|
27.06
|
--
|
|
|
Private Expt Fdg 4.95%
|
0.92
|
23,900,000
|
-36,100,000
|
|
--
|
26.29
|
--
|
|
|
United States Treas Nts 3%
|
0.02
|
500,000
|
500,000
|
|
--
|
502,014.00
|
--
|
|
|
US Treasury Bond 5.5%
|
0.00
|
0
|
-23,000,000
|
|
--
|
0.00
|
--
|
|
|
US Treasury Bond 3.625%
|
0.00
|
0
|
-22,000,000
|
|
--
|
0.00
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09