|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Note 3.375%
|
2.95
|
4,620,000
|
0
|
|
--
|
4.85
|
--
|
|
|
FNMA 5%
|
2.70
|
4,298,700
|
-63,933
|
|
--
|
4.43
|
--
|
|
|
FHLMC 4.5%
|
2.41
|
3,963,500
|
-22,955
|
|
--
|
3.96
|
--
|
|
|
United States Treas Nts 3.375%
|
2.17
|
3,400,000
|
0
|
|
--
|
3.57
|
--
|
|
|
United States Treas Nts 1%
|
2.13
|
3,500,000
|
0
|
|
--
|
3.50
|
--
|
|
|
FHLMC 5.5%
|
1.86
|
2,900,122
|
-37,515
|
|
--
|
3.05
|
--
|
|
|
FNMA 5.5%
|
1.80
|
2,815,176
|
-46,589
|
|
--
|
2.96
|
--
|
|
|
United States Treas Nts 1.75%
|
1.61
|
2,700,000
|
0
|
|
--
|
2.65
|
--
|
|
|
FNMA
|
1.35
|
2,179,921
|
-67,544
|
|
--
|
2.22
|
--
|
|
|
FHLMC
|
1.29
|
2,000,000
|
2,000,000
|
|
--
|
2.12
|
--
|
|
|
FNMA 5%
|
1.24
|
1,931,107
|
-38,735
|
|
--
|
2.03
|
--
|
|
|
FNMA 5.5%
|
1.18
|
1,848,870
|
-33,612
|
|
--
|
1.94
|
--
|
|
|
FNMA 4%
|
1.17
|
1,982,878
|
-4,123
|
|
--
|
1.92
|
--
|
|
|
FNMA 4.625%
|
1.16
|
1,750,000
|
0
|
|
--
|
1.90
|
--
|
|
|
US Treasury Note 4.5%
|
1.14
|
1,750,000
|
0
|
|
--
|
1.87
|
--
|
|
|
FNMA 5.5%
|
1.02
|
1,587,493
|
-28,782
|
|
--
|
1.67
|
--
|
|
|
US Treasury Note 1.125%
|
0.92
|
1,500,000
|
0
|
|
--
|
1.51
|
--
|
|
|
United States Treas Nts 2.375%
|
0.88
|
1,450,000
|
0
|
|
--
|
1.44
|
--
|
|
|
FNMA 6%
|
0.83
|
1,290,557
|
-1,506
|
|
--
|
1.37
|
--
|
|
|
FHLMC 5%
|
0.82
|
1,311,876
|
-12,746
|
|
--
|
1.35
|
--
|
|
|
FHLMC 5%
|
0.82
|
1,301,977
|
-13,636
|
|
--
|
1.34
|
--
|
|
|
FNMA 6%
|
0.80
|
1,239,058
|
-22,629
|
|
--
|
1.31
|
--
|
|
|
United States Treas Nts
|
0.76
|
1,250,000
|
0
|
|
--
|
1.24
|
--
|
|
|
US Treasury Bond 7.25%
|
0.75
|
1,000,000
|
0
|
|
--
|
1.24
|
--
|
|
|
US Treasury Note 4.25%
|
0.75
|
1,150,000
|
0
|
|
--
|
1.23
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 12-31-09