| NAME |
SYMBOL |
WEIGHTING |
|
FREDDIE MAC DISCOUNT NOTE
|
|
5.10 %
|
|
FREDDIE MAC 4% 12/15/09
|
|
4.55 %
|
|
FGLMC 6.0% TBA 12/01/39
|
|
2.55 %
|
|
FNCL 5.5 12/38 TBA
|
|
2.16 %
|
|
GNSF 5.5 12/39 TBA
|
|
1.92 %
|
|
FNCL 6.50% TBA 12/01/39
|
|
1.83 %
|
|
FGLMC 5.5 TBA 12/01/39
|
|
1.80 %
|
|
US T-BILLS DSC NT 1/21/10
|
|
1.70 %
|
|
US TREASURY DISCOUNT NT
|
|
1.70 %
|
|
FNCI 4.5% 12/01/24 TBA
|
|
1.66 %
|
|
EXXON MOBIL CORPORATION
|
XOM
|
1.26 %
|
|
FANNIE MAE 4.625 12/15/09
|
|
1.14 %
|
|
US T-BILL DISN NT 1/14/10
|
|
1.13 %
|
|
TREASURY BILL 01/28/10
|
|
1.13 %
|
|
FREDDIE MAC DISCOUNT NOTE
|
|
1.13 %
|
|
GRAMPIAN FUND CP 12/15/09
|
|
1.13 %
|
|
ERASUMS CP 01/04/2010
|
|
1.13 %
|
|
US TREAS NT 2.75 7/31/10
|
|
1.04 %
|
|
FLEET FINAN 7.375 12/1/09
|
|
1.02 %
|
|
US TREASURY 09/30/2012
|
|
0.86 %
|
|
MICROSOFT CORP
|
MSFT
|
0.82 %
|
|
DOMINION RES INC 5.125
|
|
0.74 %
|
|
WAL-MART STORES INC
|
WMT
|
0.71 %
|
|
FNCL 5.0% TBA 12/01/39
|
|
0.71 %
|
|
APPLE COMPUTER INC
|
AAPL
|
0.64 %
|
|
GOOGLE INC
|
GOOG
|
0.63 %
|
|
PROCTER & GAMBLE CO.
|
PG
|
0.61 %
|
|
US TREASURY 2/15/2019
|
|
0.57 %
|
|
CITIGROUP I 2/22/2010
|
|
0.57 %
|
|
J.P. MORGAN CHASE & CO.
|
JPM
|
0.57 %
|
|
COX COMMUNICATIONS
|
|
0.57 %
|
|
CHEVRON CORP
|
CVX
|
0.57 %
|
|
US TREASURY 4/15/2010
|
|
0.56 %
|
|
JOHNSON & JOHNSON
|
JNJ
|
0.56 %
|
|
IBM CORP
|
IBM
|
0.55 %
|
|
FANNIE MAE 7/15/16 5.375%
|
|
0.53 %
|
|
PFIZER INC
|
PFE
|
0.51 %
|
|
GENERAL ELECTRIC CO
|
GE
|
0.50 %
|
|
US T-BOND 7.25% 5/15/16
|
|
0.50 %
|
|
AT&T INC.
|
T
|
0.50 %
|
|
FREDDIE MAC 7/15/2012
|
|
0.50 %
|
|
US T-NOTE 4.125 5/15/15
|
|
0.49 %
|
|
CISCO SYSTEMS, INC.
|
CSCO
|
0.48 %
|
|
FREDDIE MAC 1/15/2014
|
|
0.45 %
|
|
FANNIE MAE 5/15/2011
|
|
0.44 %
|
|
US T-NOTE 8.00% 11/15/21
|
|
0.43 %
|
|
US T-NOTE 6.25% 8/15/2023
|
|
0.42 %
|
|
US TREASURY 2/15/2027
|
|
0.41 %
|
|
HEWLETT-PACKARD COMPANY
|
HPQ
|
0.41 %
|
|
COCA-COLA COMPANY
|
KO
|
0.40 %
|
|
MERCK & CO. INC.
|
MRK
|
0.39 %
|
|
ORACLE CORP
|
ORCL
|
0.38 %
|
|
WELLS FARGO & CO (NEW)
|
WFC
|
0.37 %
|
|
PHILIP MORRIS INTERNATIONAL
|
PM
|
0.36 %
|
|
US TREASURY 2/15/2036
|
|
0.35 %
|
|
INTEL CORP
|
INTC
|
0.35 %
|
|
US TREASURY 4.0% 02/15/14
|
|
0.33 %
|
|
ABBOTT LABS
|
ABT
|
0.33 %
|
|
U.S.T-NOTE 2% 01/31/10
|
|
0.31 %
|
|
VERIZON COMMUNICATIONS
|
VZ
|
0.30 %
|
|
US TREASURY 8/15/2017
|
|
0.30 %
|
|
US TREASURY 11/15/2016
|
|
0.30 %
|
|
QUALCOMM INC.
|
QCOM
|
0.30 %
|
|
US TREAS 2.875 6/30/10
|
|
0.30 %
|
|
US TREASURY NOTE 1/13/13
|
|
0.30 %
|
|
BANK OF AMERICA CORP
|
BAC
|
0.29 %
|
|
PEPSICO INC
|
PEP
|
0.29 %
|
|
US T-NOTE 2.0 09/30/10
|
|
0.29 %
|
|
FHLB 4.375 3/17/2010
|
|
0.29 %
|
|
NATIONAL RU 3/1/2012
|
|
0.27 %
|
|
IBM CORP 4.75% 11/29/12
|
|
0.26 %
|
|
U.S.T-NOTE 6.125% 8/15/29
|
|
0.26 %
|
|
CONOCOPHILLIPS
|
COP
|
0.25 %
|
|
FHLB 5.75% 5/15/12
|
|
0.25 %
|
|
US TREASURY 5/15/2018
|
|
0.25 %
|
|
GOLDMAN SACHS GROUP INC
|
GS
|
0.24 %
|
|
FEDERAL HOME LN 2/18/2011
|
|
0.24 %
|
|
SHLUMBERGER LTD
|
SLB
|
0.24 %
|
|
US TREASURY 8/15/2020
|
|
0.23 %
|
|
AMGEN INC
|
AMGN
|
0.22 %
|
|
MCDONALDS CORPORATION
|
MCD
|
0.22 %
|
|
AMAZON.COM INC
|
AMZN
|
0.22 %
|
|
OCCIDENTAL PETROLEUM CORP
|
OXY
|
0.21 %
|
|
UNITED TECHNOLOGIES CORP
|
UTX
|
0.21 %
|
|
US T-BOND 6.375% 8/15/27
|
|
0.20 %
|
|
BRISTOL-MYERS SQUIBB CO
|
BMY
|
0.20 %
|
|
US TREASURY 4.25 11/15/13
|
|
0.20 %
|
|
US 4.250 08/15/14
|
|
0.19 %
|
|
WALT DISNEY COMPANY
|
DIS
|
0.18 %
|
|
AT&T INC 9/15/2014
|
|
0.18 %
|
|
MERCK & CO 3/1/2015
|
|
0.18 %
|
|
FEDERAL HOME 11/18/2011
|
|
0.18 %
|
|
GENERAL ELE 10/19/2012
|
|
0.18 %
|
|
U.S. T-NOTE 05/15/13
|
|
0.18 %
|
|
US TREASURY 5/15/2016
|
|
0.18 %
|
|
VISA INC
|
V
|
0.18 %
|
|
ABBOTT LAB 5/15/2011
|
|
0.18 %
|
|
JPMORGAN CHASE 10/1/2015
|
|
0.18 %
|
|
WACHOVIA CO 8/1/2014
|
|
0.18 %
|
|
UNITEDHEALT 3/15/2011
|
|
0.18 %
|
|
3 M CO
|
MMM
|
0.18 %
|
|
US T-NOTE 3.75 11/15/18
|
|
0.18 %
|
|
GOLDMAN SACHS 2/15/2033
|
|
0.17 %
|
|
BANK OF AMERICA 10/14/2016
|
|
0.17 %
|
|
CVS CORPORATION
|
CVS
|
0.16 %
|
|
COMCAST CORPORATION CLASS A
|
CMCSA
|
0.16 %
|
|
GILEAD SCIENCES, INC.
|
GILD
|
0.16 %
|
|
JOHN DEERE 7% 3/15/12
|
|
0.15 %
|
|
WALT DISNEY 6.375% 3/1/12
|
|
0.15 %
|
|
EMC CORP
|
EMC
|
0.15 %
|
|
FREDDIE MAC 7/15/2032
|
|
0.15 %
|
|
AT&T WIRELESS 3/01/11
|
|
0.15 %
|
|
WALGREEN CO
|
WAG
|
0.15 %
|
|
KELLOGG CO 4/1/2011
|
|
0.15 %
|
|
FEDERAL FARM CR 2/18/2011
|
|
0.14 %
|
|
HOME DEPOT, INC.
|
HD
|
0.14 %
|
|
MONSANTO COMPANY
|
MON
|
0.14 %
|
|
VERIZON GLOBAL 9/1/2012
|
|
0.14 %
|
|
KRAFT FOODS
|
KFT
|
0.14 %
|
|
LILLY (ELI) & CO
|
LLY
|
0.14 %
|
|
COLGATE-PALMOLIVE CO
|
CL
|
0.14 %
|
|
BAXTER INTERNATIONAL INC
|
BAX
|
0.13 %
|
|
UNITED PARCEL SERVICE
|
UPS
|
0.13 %
|
|
BOEING COMPANY
|
BA
|
0.13 %
|
|
MEDTRONIC INC.
|
MDT
|
0.13 %
|
|
TIME WARNER INC
|
TWX
|
0.13 %
|
|
GENERAL MILLS INC
|
GIS
|
0.13 %
|
|
MORGAN STANLEY
|
MS
|
0.13 %
|
|
CSFB USA 6.125% 11/15/11
|
|
0.12 %
|
|
FEDERAL HOME LN 12/16/2016
|
|
0.12 %
|
|
FREEPORT-MCMORAN COPPER & GOLD
|
FCX
|
0.12 %
|
|
DIRECTV-CLASS A
|
DTV
|
0.12 %
|
|
TIME WARNER CABLE - W/I
|
TWC
|
0.12 %
|
|
FEDERAL HOME LN 6/14/2013
|
|
0.12 %
|
|
HSBC FINANCIAL 10/15/2011
|
|
0.12 %
|
|
BURLINGTON NORTH SANTA FE
|
BNI
|
0.12 %
|
|
MASTERCARD INC
|
MA
|
0.12 %
|
|
GEN ELEC CAP 6.75%3/15/32
|
|
0.12 %
|
|
UNION PACIFIC CORP
|
UNP
|
0.12 %
|
|
ALTRIA GROUP INC
|
MO
|
0.12 %
|
|
WELLS FARGO 1/12/2011
|
|
0.12 %
|
|
BEAR STEARNS CO 10/28/10
|
|
0.12 %
|
|
US T-NOTE 4.5 05/15/38
|
|
0.12 %
|
|
APACHE CORPORATION
|
APA
|
0.12 %
|
|
CATERPILLAR INC
|
CAT
|
0.12 %
|
|
MEDCO HEALTH SOLUTIONS INC
|
MHS
|
0.12 %
|
|
AMERICAN EXPRESS COMPANY
|
AXP
|
0.12 %
|
|
MORGAN STANLEY 4.750 04/01/14
|
|
0.12 %
|
|
UNITEDHEALTH GROUP INC
|
UNH
|
0.11 %
|
|
BERKSHIRE 1/15/2010
|
|
0.11 %
|
|
US TREASURY 11/15/2012
|
|
0.11 %
|
|
EMERSON ELECTRIC CO
|
EMR
|
0.11 %
|
|
ANADARKO PETROLEUM CORP.
|
APC
|
0.11 %
|
|
US TREASURY 11/30/2011
|
|
0.11 %
|
|
NEWS CORP INC - CL A
|
NWSA
|
0.11 %
|
|
US BANCORP
|
USB
|
0.11 %
|
|
MERRILL LYN 8/28/2017
|
|
0.11 %
|
|
GENERAL ELECTRIC 10/20/2016
|
|
0.11 %
|
|
SOUTHERN COPPER CORP
|
PCU
|
0.11 %
|
|
LOWES CORPORATION
|
LOW
|
0.11 %
|
|
TARGET CORPORATION
|
TGT
|
0.11 %
|
|
SOUTHERN CO
|
SO
|
0.11 %
|
|
TRAVELERS COS INC
|
TRV
|
0.11 %
|
|
CITIGROUP 11/21/2017
|
|
0.10 %
|
|
BLACKROCK INC
|
BLK
|
0.10 %
|
|
ILLINOIS TOOL WORKS
|
ITW
|
0.10 %
|
|
BANK OF NY MELLON CORP
|
BK
|
0.10 %
|
|
COSTCO WHOLESALE CORP
|
COST
|
0.10 %
|
|
DELL INC.
|
DELL
|
0.10 %
|
|
LOCKHEED MARTIN CORP
|
LMT
|
0.10 %
|
|
ARIZONA PUB 10/15/2011
|
|
0.10 %
|
|
CELGENE CORP
|
CELG
|
0.10 %
|
|
HONEYWELL INTERNATIONAL INC
|
HON
|
0.10 %
|
|
PROGESS 7.1% 3/1/2011
|
|
0.10 %
|
|
PROCTER & GAMBLE 3/5/2037
|
|
0.10 %
|
|
TEXAS INSTRUMENTS INC
|
TXN
|
0.10 %
|
|
DEVON ENERGY CORPORATION
|
DVN
|
0.09 %
|
|
US TREASURY BOND 7.875
|
|
0.09 %
|
|
US TREASURY 8/15/2010
|
|
0.09 %
|
|
HALLIBURTON CO
|
HAL
|
0.09 %
|
|
WELLPOINT INC
|
WLP
|
0.09 %
|
|
NSTAR
|
NST
|
0.09 %
|
|
AT&T BROADBAND CORP 3/13
|
|
0.09 %
|
|
EXPRESS SCRIPTS INC
|
ESRX
|
0.09 %
|