|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Note 1.75%
|
10.46
|
48,900,000
|
4,500,000
|
|
---
|
50.57
|
--
|
|
|
US Treasury Note 1.375%
|
4.51
|
21,200,000
|
16,700,000
|
|
---
|
21.79
|
--
|
|
|
US Treasury Note 1.875%
|
3.99
|
18,600,000
|
0
|
|
---
|
19.27
|
--
|
|
|
US Treasury Note 0.375%
|
3.21
|
15,500,000
|
7,500,000
|
|
---
|
15.53
|
--
|
|
|
US Treasury Note 0.625%
|
2.91
|
14,000,000
|
-4,500,000
|
|
---
|
14.08
|
--
|
|
|
US Treasury Note 1.5%
|
2.29
|
10,700,000
|
3,000,000
|
|
---
|
11.08
|
--
|
|
|
US Treasury Note 1.875%
|
2.23
|
9,826,370
|
-42,745
|
|
---
|
10.78
|
--
|
|
|
US Treasury Note 0.5%
|
1.93
|
9,300,000
|
-700,000
|
|
---
|
9.34
|
--
|
|
|
US Treasury Note 1.5%
|
1.86
|
8,700,000
|
-4,000,000
|
|
---
|
9.01
|
--
|
|
|
US Treasury Note 1.625%
|
1.25
|
5,166,287
|
5,166,287
|
|
---
|
6.03
|
--
|
|
|
General Elec Cap Corp Mtn Be 2.15%
|
0.74
|
3,500,000
|
0
|
|
---
|
3.59
|
--
|
|
|
FNMA CMO 4%
|
0.74
|
3,373,140
|
-429,163
|
|
---
|
3.59
|
--
|
|
|
Bk Amer Fdg 4.5%
|
0.72
|
3,260,000
|
360,000
|
|
---
|
3.46
|
--
|
|
|
Citigroup 6.01%
|
0.67
|
3,000,000
|
0
|
|
---
|
3.25
|
--
|
|
|
US Treasury Note 2.25%
|
0.64
|
3,000,000
|
-18,500,000
|
|
---
|
3.11
|
--
|
|
|
US Treasury Note 2.375%
|
0.62
|
2,900,000
|
-400,000
|
|
---
|
3.02
|
--
|
|
|
Goldman Sachs Grp 3.625%
|
0.59
|
2,700,000
|
2,500,000
|
|
---
|
2.87
|
--
|
|
|
Abbvie 144A 1.2%
|
0.56
|
2,700,000
|
0
|
|
---
|
2.72
|
--
|
|
|
FNMA CMO
|
0.53
|
2,544,143
|
-244,064
|
|
---
|
2.56
|
--
|
|
|
Wells Fargo Co Mtn Be 1.5%
|
0.53
|
2,500,000
|
0
|
|
---
|
2.54
|
--
|
|
|
US Treasury Note
|
0.50
|
2,230,514
|
2,230,514
|
|
---
|
2.41
|
--
|
|
|
Morgan Stanley 6%
|
0.45
|
2,000,000
|
2,000,000
|
|
---
|
2.18
|
--
|
|
|
FNMA CMO 4%
|
0.45
|
1,994,403
|
-322,698
|
|
---
|
2.17
|
--
|
|
|
US Treasury Note 2.125%
|
0.43
|
2,000,000
|
0
|
|
---
|
2.10
|
--
|
|
|
Ford Motor Credit Co 3.875%
|
0.43
|
2,000,000
|
0
|
|
---
|
2.08
|
--
|
|
|
YTD Return through 05-23-13| Portfolio Holdings
as of 03-31-13