| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| Fannie Mae Single Family TBA 3.5% 2043-04-01 | 6.34 | 92,540,000 | 92,540,000 | --- | 97.75 | -- | ||
| US Treasury Note 0.125% | 4.12 | 63,545,000 | 25,510,000 | --- | 63.49 | -- | ||
| US Treasury Note 2.375% | 3.56 | 51,125,000 | 31,120,000 | --- | 54.95 | -- | ||
| Fannie Mae Single Family TBA 3% 2043-04-01 | 3.52 | 52,590,000 | 52,590,000 | --- | 54.26 | -- | ||
| US Treasury Note 2.125% | 3.24 | 48,015,000 | 12,215,000 | --- | 49.93 | -- | ||
| Freddie Mac Gold Single Family TBA 4% 2043-04-01 | 2.20 | 31,915,000 | 31,915,000 | --- | 33.93 | -- | ||
| US Treasury Bond 3.875% | 2.20 | 29,255,000 | -11,740,000 | --- | 33.84 | -- | ||
| Fannie Mae Single Family TBA 5% 2043-04-01 | 2.06 | 29,325,000 | 29,325,000 | --- | 31.77 | -- | ||
| Fannie Mae Single Family TBA 4% 2043-04-01 | 1.84 | 26,615,000 | 26,615,000 | --- | 28.38 | -- | ||
| US Treasury Note 1.75% | 1.31 | 19,440,000 | 11,880,000 | --- | 20.27 | -- | ||
| Italy(Rep Of) 4.75% | 0.97 | 11,120,000 | -8,390,000 | --- | 15.00 | -- | ||
| Spain Kingdom 144a 4% | 0.90 | 13,975,000 | 0 | --- | 13.86 | -- | ||
| Fannie Mae Single Family TBA 3% 2028-04-01 | 0.85 | 12,445,000 | 12,445,000 | --- | 13.09 | -- | ||
| Fannie Mae Single Family TBA 2.5% 2028-04-01 | 0.78 | 11,620,000 | 11,620,000 | --- | 12.06 | -- | ||
| Cvs Caremark 144A 8.353% | 0.67 | 7,617,493 | -14,783 | --- | 10.38 | -- | ||
| Bbva U S Sr S A Unipersonal 4.664% | 0.64 | 9,635,000 | 0 | --- | 9.89 | -- | ||
| Bk Amer 5% | 0.53 | 7,225,000 | 0 | --- | 8.11 | -- | ||
| Americredit Auto Rec 2011-5 5.05% | 0.49 | 6,895,000 | 0 | --- | 7.50 | -- | ||
| Jp Morgan Chase Cmbs 2011-C3 CMO 4.7171% | 0.48 | 6,410,000 | 0 | --- | 7.44 | -- | ||
| Ford Motor Credit Co 5% | 0.47 | 6,595,000 | 0 | --- | 7.28 | -- | ||
| Discover Finl Svcs 5.2% | 0.47 | 6,400,000 | 0 | --- | 7.19 | -- | ||
| Ally Finl 5.5% | 0.47 | 6,615,000 | 0 | --- | 7.19 | -- | ||
| Standard Chartered 144A 3.95% | 0.46 | 7,155,000 | 0 | --- | 7.14 | -- | ||
| Santander Drive Auto 2011-1 3.11% | 0.46 | 6,860,000 | 0 | --- | 7.06 | -- | ||
| General Elec Cap FRN | 0.46 | 64,000 | 0 | --- | 7.04 | -- | ||