Holding Performance

1%-0% 2%-1% 3%-2% 4%-3% 5%-4% 6%-5%
Top 25 Holdings Portfolio Weight % Shares Owned Shares Change   Sector Mkt Cap (Mil) Total Ret YTD (Daily)  
US Treasury Note 0.25% 11.62 10,185,000 0 --- 10.19 --
US Treasury Note 0.375% 6.91 6,050,000 0 --- 6.06 --
US Treasury Note 2.25% 3.16 2,710,000 0 --- 2.77 --
US Treasury Note 0.375% 2.38 2,085,000 0 --- 2.09 --
FNMA 0.75% 1.54 1,350,000 0 --- 1.35 --
Jpmorgan Chase 3.45% 1.50 1,235,000 0 --- 1.31 --
Total Cap 3.125% 1.49 1,235,000 0 --- 1.31 --
Pnc Fdg 3.625% 1.49 1,240,000 0 --- 1.31 --
Hutchison Whampoa Intl 9/16 144A 4.625% 1.47 1,195,000 0 --- 1.29 --
General Elec Cap Corp Mtn Be 3.75% 1.46 1,220,000 0 --- 1.28 --
Private Expt Fdg 1.375% 1.19 1,020,000 0 --- 1.05 --
Goldman Sachs Grp 3.625% 1.18 975,000 0 --- 1.04 --
Morgan Stanley 4% 1.08 895,000 0 --- 944,600.00 --
Costco Whsl Corp New 0.65% 1.07 940,000 0 --- 941,345.00 --
Bb&T Corporation 1.6% 1.05 915,000 0 --- 923,909.00 --
Intel 1.35% 1.04 910,000 0 --- 913,099.00 --
Petrohawk Engy 7.25% 1.03 805,000 0 --- 900,751.00 --
U S Bancorp Mtns Bk Ent 3.15% 1.02 850,000 0 --- 892,705.00 --
Nbcuniversal Media 2.1% 1.01 875,000 0 --- 887,119.00 --
Citigroup 2.65% 0.98 835,000 0 --- 858,060.00 --
FHLMC 1% 0.95 825,000 0 --- 833,503.00 --
Wells Fargo & Co New 5% 0.95 780,000 0 --- 830,214.00 --
Telefonica Emisiones S A U 4.949% 0.94 785,000 0 --- 824,119.00 --
Pfizer 5.35% 0.93 750,000 750,000 --- 819,020.00 --
Anglo Amer Cap 144A 9.375% 0.92 750,000 0 --- 809,684.00 --
YTD Return through 05-17-13| Portfolio Holdings as of 03-31-13