| Company | Symbol | % Assets | YTD Return % |
|---|
| US Treasury Note 0.375% | N/A | 7.98 | N/A |
| Swu0566v5 Irs Usd R F 1.50000 Cme Vanilla | N/A | 6.14 | N/A |
| Swu0566v5 Irs Usd P V 03mlibor Cme Vanilla | N/A | 6.10 | N/A |
| 90day Eurodollar Futures Cme Dec15 Xcme | N/A | 5.83 | N/A |
| Fannie Mae Single Family TBA 4.5% 2043-02-01 | N/A | 4.73 | N/A |
| Fannie Mae Single Family TBA 4% 2043-02-01 | N/A | 3.72 | N/A |
| Bwu002sf0 Irs Usd R V 03mlibor Swuv02sf2 Ccpvanilla Cme | N/A | 2.45 | N/A |
| Bwu002sf0 Irs Usd P F 2.75000 Swu002sf0 Ccpvanilla Cme | N/A | 2.30 | N/A |
| Fannie Mae Single Family TBA 4.5% 2043-03-01 | N/A | 2.16 | N/A |
| US Treasury Note 0.875% | N/A | 1.65 | N/A |
0.04(0.28%) May 17