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) | ||
|---|---|---|---|---|---|---|---|---|
| Vanguard FTSE Emerging Markets ETF | 6.29 | 3,241,701 | 0 | --- | 140.95 | -- | ||
| SPDR S&P 500 | 4.77 | 704,763 | -35,319 | --- | 106.79 | -- | ||
| iShares MSCI EAFE Index | 4.42 | 1,701,564 | -3,500 | --- | 99.00 | -- | ||
| iShares Core S&P Mid-Cap ETF | 3.66 | 745,118 | -54,637 | --- | 81.99 | -- | ||
| US Treasury Note 1.75% | 3.48 | 78,000,000 | 0 | --- | 77.94 | -- | ||
| US Treasury Bond 3% | 3.23 | 73,600,000 | -1,900,000 | --- | 72.42 | -- | ||
| iShares Russell 2000 Index | 1.82 | 450,000 | 0 | --- | 40.71 | -- | ||
| SPDR Gold Shares | 1.24 | 181,842 | 0 | --- | 27.81 | -- | ||
| WisdomTree Japan Hedged Equity | 1.22 | 666,188 | 666,188 | --- | 27.27 | -- | ||
| Oil Ins 144A FRN | 0.72 | 17,315,000 | 900,000 | --- | 16.09 | -- | ||
| Glen Meadow Pass-Through Tr 144A FRN | 0.67 | 15,755,000 | -700,000 | --- | 14.97 | -- | ||
| Chesapeake Engy Cv | 0.64 | 13,800 | 0 | --- | 14.29 | -- | ||
| Stancorp Finl Grp FRN | 0.59 | 12,930,000 | 3,000,000 | --- | 13.16 | -- | ||
| Dairy Fmrs Amer Pfd 144A | 0.58 | 120,000 | 40,000 | --- | 13.01 | -- | ||
| Nationwide Mut Ins 144A FRN | 0.58 | 12,810,000 | -1,300,000 | --- | 12.94 | -- | ||
| Pfizer Inc | 0.58 | 471,300 | 17,000 |
|
12.90 | 17.99 | ||
| Textron Finl 144A FRN | 0.56 | 13,560,000 | 0 | --- | 12.48 | -- | ||
| Vanguard FTSE Europe ETF | 0.55 | 250,000 | 0 | --- | 12.30 | -- | ||
| Microsoft Corporation | 0.54 | 434,860 | -35,000 |
|
12.09 | 29.58 | ||
| Genworth Finl FRN | 0.54 | 13,627,000 | -7,625,000 | --- | 12.01 | -- | ||
| Txu Us Hldgs Co Extended Term Loans | 0.53 | 17,325,566 | 1,000,000 | --- | 11.88 | -- | ||
| Royal Bk Of Scot 9.5% | 0.52 | 9,889,000 | 9,889,000 | --- | 11.70 | -- | ||
| Jp Morgan Com Mtg 2005-Ldp4 CMO | 0.52 | 11,225,000 | 0 | --- | 11.66 | -- | ||
| Ml Mtg Tr 2006-C1 CMO | 0.50 | 11,500,000 | 0 | --- | 11.21 | -- | ||
| Johnson & Johnson | 0.49 | 145,590 | 6,500 |
|
11.08 | 26.22 | ||
YTD Return through 05-23-13| Portfolio Holdings
as of 02-28-13