|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Note 1%
|
6.15
|
7,250,000
|
0
|
|
---
|
7.39
|
--
|
|
|
US Treasury Note 2.375%
|
5.37
|
6,000,000
|
0
|
|
---
|
6.45
|
--
|
|
|
US Treasury Note 1.75%
|
3.05
|
3,500,000
|
1,500,000
|
|
---
|
3.66
|
--
|
|
|
Tennessee Valley Auth 5.5%
|
3.00
|
3,000,000
|
0
|
|
---
|
3.60
|
--
|
|
|
FHLMC CMO 2%
|
2.95
|
3,483,439
|
-95,991
|
|
---
|
3.54
|
--
|
|
|
FHLMC CMO 2%
|
2.85
|
3,374,173
|
-59,990
|
|
---
|
3.42
|
--
|
|
|
US Treasury Note 2%
|
2.62
|
3,000,000
|
-3,250,000
|
|
---
|
3.15
|
--
|
|
|
FNMA CMO 2%
|
2.62
|
3,093,181
|
-71,753
|
|
---
|
3.15
|
--
|
|
|
Ford Credit Flrpln Tr A 2012-1 FRN
|
2.51
|
3,000,000
|
0
|
|
---
|
3.02
|
--
|
|
|
FNMA CMO 2%
|
2.49
|
2,907,695
|
-44,849
|
|
---
|
2.99
|
--
|
|
|
FNMA CMO 2%
|
2.47
|
2,935,235
|
-36,617
|
|
---
|
2.97
|
--
|
|
|
FHLMC CMO 2%
|
2.42
|
2,859,774
|
-64,526
|
|
---
|
2.91
|
--
|
|
|
FHLMC CMO 2%
|
2.33
|
2,761,350
|
-79,283
|
|
---
|
2.80
|
--
|
|
|
FHLMC CMO 2.25%
|
2.08
|
2,436,123
|
-35,137
|
|
---
|
2.50
|
--
|
|
|
FNMA 2.5%
|
2.04
|
2,339,076
|
-88,966
|
|
---
|
2.45
|
--
|
|
|
FHLMC CMO 2%
|
2.03
|
2,414,169
|
-41,715
|
|
---
|
2.43
|
--
|
|
|
Amer Intl Grp 8.25%
|
1.62
|
1,500,000
|
500,000
|
|
---
|
1.94
|
--
|
|
|
Private Expt Fdg 2.25%
|
1.55
|
1,750,000
|
0
|
|
---
|
1.86
|
--
|
|
|
Aon 3.5%
|
1.54
|
1,750,000
|
0
|
|
---
|
1.85
|
--
|
|
|
Ford Credit Auto Tr 2012-D 1.97%
|
1.50
|
1,800,000
|
0
|
|
---
|
1.80
|
--
|
|
|
Laboratory Corp Amer Hldgs 2.2%
|
1.47
|
1,750,000
|
0
|
|
---
|
1.77
|
--
|
|
|
Goldman Sachs Grp 6.25%
|
1.47
|
1,500,000
|
500,000
|
|
---
|
1.76
|
--
|
|
|
Autodesk 1.95%
|
1.24
|
1,500,000
|
1,500,000
|
|
---
|
1.49
|
--
|
|
|
Sempra Engy 9.8%
|
1.17
|
1,000,000
|
0
|
|
---
|
1.41
|
--
|
|
|
US Treasury Note 0.625%
|
1.04
|
1,250,000
|
0
|
|
---
|
1.25
|
--
|
|
|
YTD Return through 05-21-13| Portfolio Holdings
as of 03-31-13