| Issue |
Coupon |
Maturity Date |
Amount Owned |
% of Fund |
| Federated Inflation-Protected Secs Core |
|
|
$5,336,990 |
89.22 |
| Series 15 Investment Grade Index, Credit Default Swap (Receive Periodic Fee |
|
2015-12-20 |
$22,000,000 |
33.81 |
| High Yield Bond Portfolio |
|
|
$793,546 |
8.04 |
| Series 14 Investment Grade Index, Credit Default Swap (Receive Periodic Fee |
|
2015-06-20 |
$3,000,000 |
4.63 |
| Series 13 Investment Grade Index, Credit Default Swap (Receive Periodic Fee |
|
2014-12-20 |
$2,000,000 |
3.09 |
| Federated Prime Value Obligations Instl |
|
|
$1,576,119 |
2.4 |
| Cash |
|
|
$1 |
0 |
| Series 13 Investment Grade Index, Credit Default Swap (Sell Protection On C |
|
2014-12-20 |
$2,000,000 |
-3.05 |
| Series 14 Investment Grade Index, Credit Default Swap (Sell Protection On C |
|
2015-06-20 |
$3,000,000 |
-4.58 |
| Series 15 Investment Grade Index, Credit Default Swap (Sell Protection On C |
|
2015-12-20 |
$22,000,000 |
-33.56 |
