Holding Performance

1%-0% 2%-1% 3%-2% 4%-3% 5%-4% 6%-5%
Top 25 Holdings Portfolio Weight % Shares Owned Shares Change   Sector Mkt Cap (Mil) Total Ret YTD (Daily)  
Federal National Mortgage Association, 2.500%, 7/1/2027 - 10/1/2027 3.85 36,537,162 -7,080,097 --- 37.94 --
Federal National Mortgage Association Arm, 3.100%, 8/1/2035 2.93 27,016,066 27,016,066 --- 28.91 --
Federal National Mortgage Association Arm, 2.340%, 5/1/2018 - 5/1/2035 2.66 24,789,874 24,789,874 --- 26.24 --
Federal National Mortgage Association, 4.000%, 1/1/2026 - 3/1/2026 2.05 18,942,419 -2,235,005 --- 20.26 --
FHLMC CMO 2.00 19,668,978 19,668,978 --- 19.72 --
FNMA CMO 1.93 18,835,534 18,835,534 --- 19.07 --
Federal National Mortgage Association Arm, 2.650%, 8/1/2039 1.83 16,915,657 16,915,657 --- 18.01 --
FHLMC CMO 1.71 16,771,895 16,771,895 --- 16.82 --
FNMA 3% 1.60 14,951,006 -242,356 --- 15.75 --
Federal National Mortgage Association Arm, 2.830%, 5/1/2035 - 3/1/2039 1.59 14,800,646 14,800,646 --- 15.67 --
FHLMC FRN 1.56 14,606,098 -643,676 --- 15.38 --
FHLMC FRN 1.54 14,316,018 -505,873 --- 15.22 --
Federal National Mortgage Association Remic 2006-104 Fc, .454%, 11/25/2036 1.43 14,063,205 14,063,205 --- 14.07 --
FNMA CMO 1.37 13,493,809 -163,345 --- 13.50 --
FHLMC CMO 1.35 13,286,518 -406,020 --- 13.34 --
FHLMC CMO 1.32 12,928,410 -346,957 --- 13.04 --
Federal National Mortgage Association Remic 2007-71 Wf, .654%, 7/25/2037 1.22 11,969,854 11,969,854 --- 12.02 --
FNMA CMO 1.20 11,939,732 -661,586 --- 11.82 --
GNMA CMO 1.19 11,726,638 -30,679 --- 11.78 --
FNMA 3.5% 1.15 10,656,734 -563,782 --- 11.35 --
FNMA FRN 1.10 10,211,450 -339,730 --- 10.81 --
FNMA CMO 1.10 10,771,018 -1,381,039 --- 10.81 --
FNMA CMO 1.09 10,741,183 -1,328,510 --- 10.75 --
FNMA CMO 1.08 10,632,182 -1,245,296 --- 10.64 --
FHLMC CMO 1.07 10,492,912 -68,110 --- 10.54 --
YTD Return through 06-18-13| Portfolio Holdings as of 03-31-13