|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Note 0.875%
|
6.88
|
20,000,000
|
20,000,000
|
|
---
|
20.27
|
--
|
|
|
DWS Government Cash Instl
|
5.81
|
17,128,784
|
-13,609,882
|
|
---
|
17.13
|
--
|
|
|
FNMA 2.5%
|
3.39
|
9,623,714
|
-384,666
|
|
---
|
10.00
|
--
|
|
|
FNMA 2.5%
|
3.09
|
8,745,056
|
8,745,056
|
|
---
|
9.10
|
--
|
|
|
FHLMC 2%
|
3.08
|
9,000,000
|
0
|
|
---
|
9.07
|
--
|
|
|
FNMA 3.5%
|
3.05
|
8,504,585
|
8,504,585
|
|
---
|
8.99
|
--
|
|
|
FNMA 4.875%
|
2.75
|
7,000,000
|
0
|
|
---
|
8.11
|
--
|
|
|
FNMA 3%
|
2.27
|
6,478,859
|
6,478,859
|
|
---
|
6.69
|
--
|
|
|
US Treasury Note 1.25%
|
2.26
|
6,500,000
|
6,500,000
|
|
---
|
6.66
|
--
|
|
|
FHLMC CMO 3.5%
|
2.19
|
6,000,000
|
0
|
|
---
|
6.45
|
--
|
|
|
Illinois Hsg Dev Auth 2.75%
|
2.08
|
6,100,000
|
6,100,000
|
|
---
|
6.13
|
--
|
|
|
Virginia St Hsg Dev Auth 3.25%
|
2.08
|
6,100,000
|
6,100,000
|
|
---
|
6.12
|
--
|
|
|
FNMA 4.5%
|
2.06
|
5,486,645
|
-476,865
|
|
---
|
6.07
|
--
|
|
|
FNMA 3%
|
1.99
|
5,566,367
|
-492,045
|
|
---
|
5.86
|
--
|
|
|
FHLMC CMO 4%
|
1.97
|
5,300,000
|
0
|
|
---
|
5.80
|
--
|
|
|
FNMA 3%
|
1.86
|
5,211,863
|
5,211,863
|
|
---
|
5.49
|
--
|
|
|
Ally Mstr Owner Tr 2012-4 1.72%
|
1.84
|
5,350,000
|
5,350,000
|
|
---
|
5.43
|
--
|
|
|
FNMA 2.5%
|
1.83
|
5,187,397
|
5,187,397
|
|
---
|
5.40
|
--
|
|
|
FNMA CMO
|
1.48
|
4,317,973
|
-192,805
|
|
---
|
4.36
|
--
|
|
|
Fedex 8%
|
1.34
|
3,010,000
|
0
|
|
---
|
3.96
|
--
|
|
|
Amer Express 7%
|
1.27
|
3,000,000
|
0
|
|
---
|
3.75
|
--
|
|
|
Jpmorgan Chase 6.3%
|
1.25
|
3,000,000
|
0
|
|
---
|
3.67
|
--
|
|
|
FNMA FRN
|
1.24
|
3,434,009
|
-225,744
|
|
---
|
3.66
|
--
|
|
|
Provident Bk Md Baltimore 9.5%
|
1.22
|
3,500,000
|
0
|
|
---
|
3.61
|
--
|
|
|
Chicago Ill Go Bds 7.781%
|
1.21
|
2,740,000
|
0
|
|
---
|
3.56
|
--
|
|
|
YTD Return through 06-17-13| Portfolio Holdings
as of 03-31-13