| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| US Treasury Note 0.5% | 9.79 | 172,534,000 | -40,690,000 | --- | 173.29 | -- | ||
| Freddie Mac Gold Single Family TBA 3% 2043-04-01 | 5.78 | 99,560,000 | 99,560,000 | --- | 102.27 | -- | ||
| Fannie Mae Single Family TBA 5.5% 2043-04-01 | 5.50 | 89,200,000 | 89,200,000 | --- | 97.30 | -- | ||
| US Treasury Note 0.75% | 5.45 | 96,352,000 | 96,352,000 | --- | 96.34 | -- | ||
| FHLMC 3.5% | 4.67 | 78,420,000 | 78,420,000 | --- | 82.55 | -- | ||
| US Treasury Bond 2.75% | 3.16 | 60,293,000 | 60,293,000 | --- | 55.89 | -- | ||
| Freddie Mac Gold Single Family TBA 3% 2028-04-01 | 2.67 | 45,000,000 | 45,000,000 | --- | 47.17 | -- | ||
| US Treasury Note 0.375% | 1.54 | 27,130,000 | 27,130,000 | --- | 27.20 | -- | ||
| FNMA 6% | 0.87 | 14,016,100 | -1,784,673 | --- | 15.48 | -- | ||
| Freddie Mac Gold Single Family TBA 4% 2043-04-01 | 0.84 | 14,000,000 | 14,000,000 | --- | 14.88 | -- | ||
| FHLMC 5% | 0.72 | 11,885,573 | -1,654,563 | --- | 12.76 | -- | ||
| Goldman Sachs Grp Inc Mtn Be 7.5% | 0.66 | 9,357,000 | -2,531,000 | --- | 11.72 | -- | ||
| Fannie Mae Single Family TBA 4.5% 2028-04-01 | 0.55 | 9,000,000 | 9,000,000 | --- | 9.68 | -- | ||
| Viterra 144A 5.95% | 0.54 | 8,940,000 | 0 | --- | 9.63 | -- | ||
| Bk Amer Fdg 7.625% | 0.50 | 7,000,000 | 0 | --- | 8.90 | -- | ||
| Qvc 144A 7.375% | 0.50 | 8,000,000 | 0 | --- | 8.86 | -- | ||
| FNMA 5.5% | 0.50 | 8,037,195 | -1,111,777 | --- | 8.80 | -- | ||
| FNMA 5.5% | 0.49 | 7,853,311 | -1,131,814 | --- | 8.67 | -- | ||
| Gs Mtg Secs Tr 2012-Gc6 CMO | 0.47 | 7,300,000 | 0 | --- | 8.38 | -- | ||
| Comm Mtg Tr 2013-Wwp CMO 3.8979% | 0.46 | 8,156,600 | 8,156,600 | --- | 8.07 | -- | ||
| Eni S P A 144A 5.7% | 0.44 | 7,400,000 | -2,000,000 | --- | 7.72 | -- | ||
| FNMA 5.5% | 0.43 | 6,971,323 | -959,391 | --- | 7.69 | -- | ||
| Canadian Oil Sands 144A 7.75% | 0.43 | 6,000,000 | 666,000 | --- | 7.57 | -- | ||
| Mbna Cc Master Tr 2006-5a FRN | 0.42 | 7,500,000 | 0 | --- | 7.50 | -- | ||
| Americredit Auto Recv 2012-4 0.49% | 0.42 | 7,471,556 | -1,444 | --- | 7.47 | -- | ||