| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| Us 10yr Note (Cbt) Jun13 | 2.82 | 1,918 | -775 | --- | 253.15 | -- | ||
| Fannie Mae Single Family TBA 2.5% 2028-04-01 | 2.20 | 190,351,000 | 123,876,000 | --- | 197.46 | -- | ||
| Fannie Mae Single Family TBA 3% 2028-04-01 | 2.08 | 177,598,000 | 162,418,000 | --- | 186.72 | -- | ||
| Fannie Mae Single Family TBA 3.5% 2043-05-01 | 1.83 | 155,968,000 | 155,968,000 | --- | 164.30 | -- | ||
| Fannie Mae Single Family TBA 3.5% 2043-04-01 | 1.63 | 139,099,000 | 56,071,000 | --- | 146.88 | -- | ||
| Euro-Oat Future Jun13 | -1.47 | 760 | 624 | --- | -132,511,500.00 | -- | ||
| Fannie Mae Single Family TBA 3% 2043-04-01 | 1.33 | 116,243,000 | 28,085,000 | --- | 119.89 | -- | ||
| Euro-Bund Future Jun13 | 1.23 | 592 | 592 | --- | 110.41 | -- | ||
| US Treasury Bond 2.75% | 1.14 | 110,702,000 | -32,315,000 | --- | 102.73 | -- | ||
| Long Gilt Future Jun13 | 0.71 | 354 | -86 | --- | 63.89 | -- | ||
| Crown Castle Towers 144A 4.883% | 0.66 | 51,600,000 | 0 | --- | 59.49 | -- | ||
| US Treasury Note 0.75% | 0.63 | 56,275,000 | 54,605,000 | --- | 56.27 | -- | ||
| Poland(Rep Of) 5.75% | 0.61 | 155,266,000 | 36,114,000 | --- | 54.49 | -- | ||
| Fannie Mae Single Family TBA 3% 2043-05-01 | 0.60 | 52,760,000 | 52,760,000 | --- | 54.27 | -- | ||
| Pride Intl Inc Del 6.875% | 0.53 | 38,285,000 | 0 | --- | 48.07 | -- | ||
| Dow Chem 8.55% | 0.53 | 35,451,000 | 0 | --- | 47.71 | -- | ||
| FHLMC 5.5% | 0.52 | 43,314,418 | -2,385,121 | --- | 47.03 | -- | ||
| United Kingdom (Government Of) 4% | 0.52 | 25,464,984 | 0 | --- | 46.43 | -- | ||
| Fannie Mae Single Family TBA 4.5% 2043-05-01 | 0.51 | 42,215,000 | 42,215,000 | --- | 45.53 | -- | ||
| New Sth Wales Tsy 6% | 0.50 | 37,815,000 | 0 | --- | 44.71 | -- | ||
| Petroleos De Ven | 0.49 | 46,183,000 | 18,317,000 | --- | 43.99 | -- | ||
| Tsy Corp Victoria 6% | 0.48 | 36,593,000 | 0 | --- | 43.55 | -- | ||
| Carefusion 6.375% | 0.48 | 35,940,000 | 0 | --- | 43.50 | -- | ||
| FNMA 4% | 0.43 | 36,624,265 | -781,911 | --- | 39.07 | -- | ||
| General Elec Cap Corp Mtn Be 6% | 0.43 | 31,670,000 | 0 | --- | 38.50 | -- | ||