| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| US Treasury Note 2.5% | 7.28 | 14,420,000 | 0 | --- | 15.09 | -- | ||
| Govt Natl Mtg Asso 3.5% | 6.31 | 12,150,000 | 12,150,000 | --- | 13.07 | -- | ||
| US Treasury Note 3.25% | 5.94 | 11,130,000 | 0 | --- | 12.31 | -- | ||
| Fannie Mae Single Family TBA 5.5% 2043-04-01 | -3.63 | 6,900,000 | 6,900,000 | --- | -7,525,312.00 | -- | ||
| Ginnie Mae Single Family TBA 3% 2043-04-01 | 3.33 | 6,600,000 | 6,600,000 | --- | 6.90 | -- | ||
| Freddie Mac Gold Single Family TBA 4% 2043-04-01 | 3.23 | 6,300,000 | 6,300,000 | --- | 6.70 | -- | ||
| US Treasury Note 2% | 2.99 | 6,005,000 | 0 | --- | 6.19 | -- | ||
| Ginnie Mae Jumbos TBA 3% 2043-04-01 | -2.92 | 5,800,000 | 5,800,000 | --- | -6,058,281.00 | -- | ||
| US Treasury Bond 5.375% | 2.45 | 3,655,000 | 0 | --- | 5.08 | -- | ||
| FHLMC 3.5% | 2.39 | 4,700,000 | 4,700,000 | --- | 4.95 | -- | ||
| Freddie Mac Gold Single Family TBA 5% 2043-04-01 | 2.02 | 3,900,000 | 3,900,000 | --- | 4.19 | -- | ||
| Fannie Mae Single Family TBA 5% 2043-04-01 | 1.83 | 3,500,000 | 3,500,000 | --- | 3.79 | -- | ||
| FHLMC 5.5% | 1.80 | 3,449,345 | -192,170 | --- | 3.74 | -- | ||
| GNMA 4% | 1.75 | 3,316,567 | -59,334 | --- | 3.63 | -- | ||
| Ginnie Mae Jumbos TBA 4.5% 2043-04-01 | 1.64 | 3,100,000 | 3,100,000 | --- | 3.39 | -- | ||
| Fannie Mae Single Family TBA 4% 2043-04-01 | -1.59 | 3,100,000 | 3,100,000 | --- | -3,304,891.00 | -- | ||
| Fannie Mae Single Family TBA 3% 2043-04-01 | -1.59 | 3,200,000 | 3,200,000 | --- | -3,300,500.00 | -- | ||
| Ginnie Mae Single Family TBA 4% 2043-04-01 | 1.53 | 2,900,000 | 2,900,000 | --- | 3.16 | -- | ||
| Ginnie Mae Jumbos TBA 3.5% 2043-04-01 | 1.44 | 2,800,000 | 2,800,000 | --- | 2.99 | -- | ||
| FHLMC 4.5% | 1.24 | 2,400,000 | 2,400,000 | --- | 2.57 | -- | ||
| Fannie Mae Single Family TBA 4% 2028-04-01 | 1.08 | 2,100,000 | 2,100,000 | --- | 2.25 | -- | ||
| US Treasury Note 0.875% | 1.08 | 2,225,000 | 0 | --- | 2.24 | -- | ||
| FHLMC 5.5% | 0.96 | 1,846,437 | -105,763 | --- | 2.00 | -- | ||
| Govt Natl Mtg Asso 4.5% | 0.95 | 1,800,000 | 1,800,000 | --- | 1.97 | -- | ||
| US Treasury Bond 3.125% | 0.87 | 1,800,000 | 0 | --- | 1.81 | -- | ||