| Company | Symbol | % Assets | YTD Return % |
| United States Treas Nts 1% | N/A | 6.27 | N/A |
| United States Treas Nts 1% | N/A | 6.22 | N/A |
| Irs: Na Broker, Deutsche Bank Ag Expires, Sep 2011 | N/A | 5.16 | N/A |
| Irs: Na Broker, Deutsche Bank Ag Expires, Sep 2011 | N/A | 4.94 | N/A |
| Irs: Receive Fix 3.45 Pay Float - 3-Month Usd Libo | N/A | 3.72 | N/A |
| Irs: Receive Fix 3.45 Pay Float - 3-Month Usd Libo | N/A | 3.57 | N/A |
| FHLMC | N/A | 2.97 | N/A |
| Irs: Receive Fix 4.5 Pay Float - 6-Month Euribor B | N/A | 2.39 | N/A |
| Irs: Receive Fix 4.5 Pay Float - 6-Month Euribor B | N/A | 2.30 | N/A |
| FNMA | N/A | 2.07 | N/A |