|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
FHLMC 3.75%
|
9.96
|
9,500,000
|
4,580,000
|
|
--
|
9.52
|
--
|
|
|
FNMA 2.5%
|
5.06
|
4,840,000
|
3,000,000
|
|
--
|
4.83
|
--
|
|
|
FHLMC 1.5%
|
4.87
|
4,600,000
|
0
|
|
--
|
4.65
|
--
|
|
|
FNMA 5%
|
3.80
|
3,353,000
|
0
|
|
--
|
3.63
|
--
|
|
|
FHLMC 5.5%
|
3.44
|
3,017,000
|
0
|
|
--
|
3.28
|
--
|
|
|
FNMA 1.875%
|
2.65
|
2,500,000
|
0
|
|
--
|
2.54
|
--
|
|
|
GNMA 4.5%
|
1.67
|
1,573,457
|
-1,582,021
|
|
--
|
1.60
|
--
|
|
|
FNMA 4.36%
|
1.63
|
1,497,848
|
1,497,848
|
|
--
|
1.56
|
--
|
|
|
Crf Afford Hsg No 2 2004-2 FRN
|
1.46
|
1,313,433
|
-86,367
|
|
--
|
1.40
|
--
|
|
|
FNMA
|
1.41
|
1,255,947
|
-71,941
|
|
--
|
1.35
|
--
|
|
|
FNMA 7%
|
1.35
|
1,179,312
|
-79,130
|
|
--
|
1.29
|
--
|
|
|
FNMA 6.03%
|
1.33
|
1,134,580
|
-3,595
|
|
--
|
1.27
|
--
|
|
|
FAMC 6.68%
|
1.23
|
1,000,000
|
0
|
|
--
|
1.18
|
--
|
|
|
GNMA 6%
|
1.21
|
1,091,546
|
-135,957
|
|
--
|
1.15
|
--
|
|
|
FNMA 5.5%
|
1.18
|
1,067,025
|
-22,988
|
|
--
|
1.13
|
--
|
|
|
GNMA 5.5%
|
1.13
|
1,028,499
|
-3,651
|
|
--
|
1.08
|
--
|
|
|
FNMA 5.01%
|
1.13
|
1,006,843
|
-6,026
|
|
--
|
1.08
|
--
|
|
|
GNMA CMO
|
1.13
|
1,000,000
|
0
|
|
--
|
1.08
|
--
|
|
|
GNMA
|
1.12
|
1,000,000
|
0
|
|
--
|
1.07
|
--
|
|
|
GNMA
|
1.10
|
1,000,000
|
0
|
|
--
|
1.05
|
--
|
|
|
GNMA CMO 4.571%
|
1.10
|
1,000,000
|
0
|
|
--
|
1.05
|
--
|
|
|
GNMA CMO
|
1.09
|
1,000,000
|
0
|
|
--
|
1.04
|
--
|
|
|
FHLMC 5.5%
|
1.08
|
985,161
|
-3,395
|
|
--
|
1.03
|
--
|
|
|
FHLMC 5.5%
|
1.07
|
968,190
|
-5,616
|
|
--
|
1.02
|
--
|
|
|
FHLMC 6.5%
|
1.06
|
951,062
|
-128,122
|
|
--
|
1.02
|
--
|
|
|
YTD Return through 02-09-10| Portfolio Holdings
as of 09-30-09