Tools:

  • Print
  • E-mail this

Holdings as of 12/31/2009

Complete Fund Holdings are updated approximately 30 days after the end of each calendar quarter.
Security Ticker % of Total Net Assets
0326244X3 IRS USD P F .00000, 11/15/2021 -0.73
0326244X3 IRS USD R F .00000, 11/15/2021 0.71
10YR US TREASURY NOTE FUTURES, 03/22/2010 0.00
1532134L4 IRS USD P V 03MLIBOR, 1.00, 12/23/2019 -3.10
1532134L4 IRS USD R F 5.08600, 5.09, 12/23/2019 3.09
2YR US TREASURY NOTE FUTURES, 03/31/2010 0.00
30YR US TREASURY BOND FUTURES, 03/22/2010 0.00
3436300X8 IRS USD P F .00000, 11/15/2019 -0.52
3436300X8 IRS USD R F .00000, 11/15/2019 0.49
3563233L7 IRS USD P V 03MLIBOR, 1.00, 10/01/2016 -10.84
3563233L7 IRS USD R F 4.40000, 4.40, 10/01/2016 10.78
3623460X7 IRS USD P F 4.41000, 4.41, 10/03/2018 -5.76
3623460X7 IRS USD R V 03MLIBOR, 1.00, 10/03/2018 5.83
4024063X8 IRS USD P F .00000, 11/15/2019 -1.17
4024063X8 IRS USD R F .00000, 11/15/2019 1.09
4536311X1 IRS USD P F .00000, 11/15/2020 -0.83
4536311X1 IRS USD R F .00000, 11/15/2020 0.77
5YR US TREASURY NOTE FUTURES, 03/31/2010 0.00
6012251X3 IRS USD P F 4.38600, 4.39, 12/23/2039 -0.73
6012251X3 IRS USD R V 03MLIBOR, 0.25, 12/23/2039 0.74
AGILENT TECHNOLOGIES INC, 4.45, 09/14/2012 0.54
AMERICAN EXPRESS CO, 7.25, 05/20/2014 0.69
AMERICAN HONDA FIN CORP MTN, 2.76, 06/02/2011 0.52
AMERITRADE HOLDING CO, 2.95, 12/01/2012 0.46
AMPHENOL CORP, 4.75, 11/15/2014 0.18
AMXCA 2009 2 A, 1.48, 03/15/2017 0.91
ANHEUSER BUSCH INBEV SA, 5.38, 11/15/2014 0.27
AT+T INC, 4.95, 01/15/2013 0.42
BAAT 2009 2A A3, 2.13, 09/15/2013 1.09
BANC OF AMER SECS (REPO), 01/04/2010 1.47
BANK OF AMERICA CORP, 7.38, 05/15/2014 0.34
BANK ONE CORP, 5.25, 01/30/2013 0.56
BARCLAYS BANK PLC, 5.20, 07/10/2014 0.53
BB+T CORPORATION, 3.10, 07/28/2011 0.50
BELLSOUTH CORP, 6.00, 10/15/2011 0.59
BHP FIN USA LTD, 8.50, 12/01/2012 0.36
BMW FLOORPLAN MASTER OWNER TR, 1.38, 09/15/2014 1.06
BMWLT 2009 1 A2, 2.04, 04/15/2011 0.96
BOTTLING GROUP LLC, 6.95, 03/15/2014 0.50
BP CAPITAL MARKETS PLC, 3.63, 05/08/2014 0.51
BRITISH TELECOMMUNICATIONS PLC, 9.13, 12/15/2010 0.19
BURLINGTON RES FIN CO, 6.68, 02/15/2011 0.62
CAPITAL AUTO RECEIVABLES ASSET, 1.15, 03/15/2011 0.15
CAPITAL AUTO RECEIVABLES TR, 5.02, 09/15/2011 0.18
CAPITAL ONE FINL CORP, 5.70, 09/15/2011 0.54
CATERPILLAR FINANCIAL SE, 6.13, 02/17/2014 0.31
CCCIT 2009 A5 A5, 2.25, 12/23/2014 0.77
CFAST 2009 A A2, 1.85, 06/15/2011 0.42
CHAIT 2009 A2 A2, 1.78, 04/15/2014 1.04
CITIGROUP FUNDING INC, 1.88, 10/22/2012 3.97
CITIGROUP INC, 4.63, 08/03/2010 0.29
CITIGROUP INC, 5.30, 10/17/2012 0.32
COMMONWEALTH BANK AUST, 2.50, 12/10/2012 1.17
COMPUTER SCIENCES CORP, 7.38, 06/15/2011 0.50
CONAGRA INC, 5.88, 04/15/2014 0.30
CREDIT SUISSE FIRST BOSTON USA, 6.13, 11/15/2011 0.20
CREDIT SUISSE NEW YORK, 5.50, 05/01/2014 0.60
CVS CAREMARK CORP, 0.56, 06/01/2010 0.15
CVS CORP, 5.75, 08/15/2011 0.36
DAIMLER CHRYSLER NA HLDG CORP, 7.30, 01/15/2012 0.51
DAIMLERCHRYSLER AUTO TR, 5.00, 02/08/2012 0.94
DEERE JOHN CAP CORP, 7.00, 03/15/2012 0.30
DETROIT EDISON CO, 6.13, 10/01/2010 0.39
DEVON FING CORP U L C, 6.88, 09/30/2011 0.45
DIAGEO FIN BV, 3.88, 04/01/2011 0.32
DISCOVER CARD EXECUTION NT TR, 1.53, 12/15/2014 1.02
DOMINION RES INC DEL, 5.70, 09/17/2012 0.52
ENTERPRISE PRODS OPER LLC, 9.75, 01/31/2014 0.42
ENTERPRISE PRODS PART LP, 7.50, 02/01/2011 0.19
EOG CO CDA, 7.00, 12/01/2011 0.48
EXPORT DEVELOPMENT CANDA, 3.13, 04/24/2014 0.37
FED HM LN PC POOL 1G1555, 6.03, 02/01/2037 0.30
FED HM LN PC POOL 1J0840, 5.58, 01/01/2038 0.26
FED HM LN PC POOL 1Q0796, 5.67, 04/01/2037 0.26
FED HM LN PC POOL C76649, 6.50, 01/01/2033 0.00
FEDERAL HOME LN MTG CORP, 7.50, 09/15/2029 0.60
FIRSTENERGY SOLUTIONS CO, 4.80, 02/15/2015 0.49
FISERV INC, 6.13, 11/20/2012 0.52
FNMA POOL 050929, 6.50, 11/01/2023 0.07
FNMA POOL 099787, 2.82, 09/01/2019 0.09
FNMA POOL 346292, 7.00, 07/01/2026 0.00
FNMA POOL 347467, 7.00, 08/01/2026 0.01
FNMA POOL 352627, 6.50, 02/01/2027 0.02
FNMA POOL 428989, 6.50, 05/01/2028 0.03
FNMA POOL 456826, 7.00, 01/01/2029 0.01
FNMA POOL 488704, 6.50, 03/01/2029 0.01
FNMA POOL 498546, 7.00, 05/01/2029 0.01
FNMA POOL 512069, 7.00, 11/01/2029 0.00
FNMA POOL 514729, 7.00, 09/01/2029 0.01
FNMA POOL 535423, 6.50, 07/01/2030 0.04
FNMA POOL 556831, 7.00, 10/01/2030 0.00
FNMA POOL 571041, 6.50, 02/01/2031 0.06
FNMA POOL 615070, 6.50, 01/01/2032 0.02
FNMA POOL 639036, 6.50, 04/01/2032 0.03
FNMA POOL 642224, 6.50, 05/01/2032 0.15
FNMA POOL 662476, 6.50, 09/01/2032 0.01
FNMA POOL 679835, 6.50, 11/01/2032 0.20
FNMA POOL 730757, 6.50, 08/01/2033 0.05
FNMA POOL 750691, 6.50, 11/01/2033 0.03
FNMA POOL 907572, 5.74, 12/01/2036 0.41
FNMA POOL AD0300, 5.78, 03/01/2038 0.22
FORDF 2009 2 A, 1.78, 09/15/2014 1.06
FORDO 2009 D A3, 2.17, 10/15/2013 1.07
FORDO 2009 E A3, 1.51, 01/15/2014 0.88
GEDFT 2009 1 A, 1.91, 07/21/2014 0.89
GEMNT 2009 2 A, 3.69, 07/15/2015 1.81
GENERAL ELEC CAP CORP, 5.90, 05/13/2014 0.36
GENERAL ELEC CAP CORP, 5.45, 01/15/2013 0.98
GENERAL ELEC CAP CORP FDIC GTD, 2.20, 06/08/2012 1.79
GNMA POOL 217373, 9.50, 06/15/2018 0.00
GNMA POOL 232392, 9.50, 09/15/2017 0.00
GOLDMAN SACHS GROUP INC, 5.25, 10/15/2013 0.73
GOLDMAN SACHS GROUP INC, 6.88, 01/15/2011 0.27
GOVERNMENT NATL MTG ASSN, 0.63, 09/16/2019 0.19
HARLEY DAVIDSON FDG CORP, 5.25, 12/15/2012 0.33
HDMOT 2009 3 A3, 1.74, 09/15/2013 0.49
HDMOT 2009 4 A3, 1.87, 02/15/2014 0.55
HEWLETT PACKARD CO, 0.37, 03/01/2012 0.37
HSBC FIN CORP, 6.75, 05/15/2011 0.74
HUNT 2009 1A A3, 3.94, 06/17/2013 1.09
HYUNDAI AUTO RECEIVABLES TR, 5.04, 01/17/2012 0.20
JDOT 2009 A A1, 1.13, 07/02/2010 0.12
JP MORGAN, 01/04/2010 2.37
JPMORGAN CHASE + CO, 4.75, 05/01/2013 0.86
KFW, 2.25, 04/16/2012 1.98
KINGDOM OF DENMARK, 2.75, 11/15/2011 2.00
KRAFT FOODS INC, 6.75, 02/19/2014 0.50
KROGER CO, 7.50, 01/15/2014 0.53
LAFARGE SA, 6.15, 07/15/2011 0.31
LLOYDS TSB BANK PLC, 2.80, 04/02/2012 0.67
MBNA CORP SR MTN, 6.13, 03/01/2013 1.08
MELLON FDG CORP, 6.40, 05/14/2011 0.31
MERRILL LYNCH + CO INC, 5.45, 02/05/2013 0.33
METROPOLITAN LIFE GLOBAL FDG, 5.75, 07/25/2011 0.70
MMAF 2009 AA A3, 2.37, 11/15/2013 0.53
NALT 2009 A A2, 2.01, 04/15/2011 1.00
NATIONAL AUSTRALIA BK, 5.35, 06/12/2013 0.53
NATL 2009 B A3, 2.07, 01/15/2015 1.05
NISSAN AUTO RECEIVABLES TR, 3.89, 08/15/2011 0.41
OHIO PWR CO, 0.43, 04/05/2010 0.66
PACCAR INC, 6.38, 02/15/2012 0.12
PLAINS ALL AMER PIPELINE, 4.25, 09/01/2012 0.42
PRAXAIR INC, 6.38, 04/01/2012 0.35
PRINCIPAL LIFE INCOME FUNDINGS, 5.15, 06/17/2011 0.40
PRUDENTIAL FINANCIAL INC, 3.63, 09/17/2012 0.44
REGIONS BANK FDIC GTD TLGP, 3.25, 12/09/2011 2.60
RIO TINTO FIN USA LTD, 5.88, 07/15/2013 0.27
ROYAL BK OF SCOTLAND PLC, 4.88, 08/25/2014 0.42
ROYAL BK SCOTLND GRP PLC 144A, 2.63, 05/11/2012 2.98
SFEF, 3.38, 05/05/2014 0.99
SIMON PROPERTY GROUP LP, 6.75, 05/15/2014 0.16
SOUTHERN CO, 5.30, 01/15/2012 0.05
SOUTHERN CO, 4.15, 05/15/2014 0.38
SOVEREIGN BANCORP INC, 0.48, 03/23/2010 0.35
STATE STREET REPO, 01/04/2010 0.05
STATE STREET REPO, 08/03/2009 0.00
STATOILHYDRO ASA, 3.88, 04/15/2014 0.22
SVENSKA HANDELSBANKEN AB, 2.88, 09/14/2012 0.42
SWEDBANK AB, 2.90, 01/14/2013 2.04
TELE COMMUNICATIONS INC, 9.80, 02/01/2012 0.49
TELECOM ITALIA CAP, 4.88, 10/01/2010 0.43
TELEFONICA EUROPE BV, 7.75, 09/15/2010 0.29
TIME WARNER CABLE INC, 8.25, 02/14/2014 0.52
TIME WARNER INC, 6.88, 05/01/2012 0.36
TRICON GLOBAL RESTAURANTS INC, 8.88, 04/15/2011 0.22
UNION PAC CORP, 6.50, 04/15/2012 0.68
UNITED HEALTH GROUP INC, 5.25, 03/15/2011 0.51
UNITED STATES TREAS BILLS, 05/06/2010 0.73
UNITED STATES TRES SC STRP INT, 11/15/2019 1.67
UNITED STATES TRES SC STRP INT, 11/15/2021 0.71
UNITED STATES TRES SC STRP INT, 11/15/2020 0.82
US BANCORP, 4.20, 05/15/2014 0.26
US DOLLAR 0.00
USAA AUTO OWNER TR, 4.16, 04/16/2012 0.35
USAA AUTO OWNER TR, 4.90, 02/15/2012 0.16
VERIZON GLOBAL FDG CORP, 7.38, 09/01/2012 0.90
VWALT 2009 A A2, 2.87, 07/15/2011 0.39
WAL MART STORES INC, 7.25, 06/01/2013 0.36
WELLS FARGO + CO NEW, 5.25, 10/23/2012 1.02
WESTPAC SECURITIES NZ LT, 2.50, 05/25/2012 0.82
WHLS 2009 1 A, 1.78, 03/15/2018 0.78
WI TREASURY N/B, 2.38, 10/31/2014 5.15
WI TREASURY NB, 0.75, 11/30/2011 3.81
WI TREASURY SEC, 1.38, 11/15/2012 1.76

The product was added to your watch list.

The product could not be added to your watch list.

For Watch Add success modal For Watch Add failure modal