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)  
FHLMC 5.125% 10.44 800,000 0 --- 927,508.00 --
FNMA 4.125% 7.03 600,000 -100,000 --- 624,368.00 --
General Elec Cap Corp Mtn Be 5.5% 5.03 378,000 0 --- 447,207.00 --
US Treasury Note 4.625% 4.69 360,000 0 --- 416,461.00 --
FNMA 5% 4.62 375,000 0 --- 410,739.00 --
US Treasury Note 2.25% 4.61 400,000 -100,000 --- 409,562.00 --
Bb&T 4.9% 4.09 325,000 0 --- 363,613.00 --
Health Care Reit 5.875% 3.99 325,000 0 --- 354,854.00 --
Bard C R 2.875% 3.84 325,000 0 --- 341,319.00 --
Dow Chem 4.125% 3.81 315,000 0 --- 338,846.00 --
Occidental Pete Corp Del 1.75% 3.76 325,000 0 --- 333,941.00 --
US Treasury Note 4.25% 3.69 300,000 0 --- 328,031.00 --
Partnerre Fin B 5.5% 3.51 275,000 0 --- 311,629.00 --
US Treasury Note 2% 3.47 300,000 0 --- 308,613.00 --
Weatherford Intl 9.625% 3.22 220,000 0 --- 286,366.00 --
Cooper Us 6.1% 3.19 240,000 0 --- 283,391.00 --
FHLMC 4.75% 3.13 250,000 0 --- 278,537.00 --
US Treasury Note 4.125% 2.43 200,000 0 --- 216,250.00 --
Province Of Ontario 2.45% 2.26 200,000 0 --- 201,245.00 --
Stryker 2% 2.04 175,000 0 --- 181,595.00 --
Berkshire Hathaway Inc Del 1.9% 1.74 150,000 0 --- 154,762.00 --
Diageo Cap 1.5% 1.33 117,000 0 --- 118,615.00 --
Amer Express Cr Corp Mtnbe 2.8% 1.19 100,000 0 --- 105,882.00 --
Cardinal Health 1.9% 1.14 100,000 0 --- 101,399.00 --
Prudential Finl Inc Mtns Book 6% 1.14 85,000 0 --- 101,060.00 --
YTD Return through 05-17-13| Portfolio Holdings as of 03-31-13