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)  
US Treasury Note 2.125% 7.99 161,986,000 0 --- 169.79 --
US Treasury Note 0.875% 5.02 104,653,000 0 --- 106.65 --
US Treasury Bond 4.5% 4.05 64,440,300 6,859,000 --- 86.15 --
Govt Natl Mtg Asso 3.5% 3.62 70,890,000 0 --- 76.99 --
Fnma 30yr Tba 3.5% May Tba 2.81 55,920,000 36,060,000 --- 59.65 --
Fhlmc Gold 15yr Tba 2.5% May Tba 2.75 55,890,000 0 --- 58.40 --
US Treasury Note 1.75% 2.31 47,821,000 7,915,000 --- 49.06 --
Fhlmc Gold 30yr Tba 3.5% Jun Tba 2.14 42,900,000 42,900,000 --- 45.54 --
Fhlmc Gold 30yr Tba 3.5% May Tba 2.05 40,890,000 0 --- 43.51 --
Fnma 30yr Tba 4.5% Jun Tba 1.99 39,264,000 39,264,000 --- 42.36 --
US Treasury Note 3.125% 1.67 30,808,000 0 --- 35.52 --
Fnma 30yr Tba 3% May Tba 1.62 32,847,000 2,837,000 --- 34.39 --
US Treasury Note 2.625% 1.61 31,113,000 0 --- 34.12 --
FNMA 4% 1.40 27,705,620 -877,927 --- 29.76 --
Financing Corporation 10.35% 1.07 15,165,000 0 --- 22.78 --
Fnma 30yr Tba 3.5% Jun Tba 1.01 20,092,000 20,092,000 --- 21.38 --
Financing Corporation 9.8% 1.01 14,975,000 0 --- 21.36 --
Financing Corporation 10.7% 0.97 14,360,000 0 --- 20.64 --
FNMA 5.5% 0.85 16,325,653 -744,756 --- 17.99 --
Financing Corp Prin Fico Strip 0.85 18,780,000 0 --- 17.96 --
US Treasury Note 2.625% 0.82 16,750,000 0 --- 17.38 --
Financing Corporation 9.4% 0.78 11,750,000 0 --- 16.58 --
US Treasury Note 1.875% 0.78 16,258,000 0 --- 16.54 --
Gnma Ii 30yr Tba 3% May Tba 0.71 14,187,000 14,187,000 --- 15.04 --
US Treasury Note 4% 0.70 13,740,000 0 --- 14.78 --
YTD Return through 06-17-13| Portfolio Holdings as of 04-30-13