| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| US Treasury Note 0.875% | 4.26 | 158,131,000 | 158,131,000 | --- | 161.15 | -- | ||
| Fnma 30yr Tba 3.5% May Tba | 3.09 | 109,770,000 | 11,130,000 | --- | 117.08 | -- | ||
| US Treasury Bond 4.5% | 2.58 | 73,065,100 | 0 | --- | 97.68 | -- | ||
| CD 2007-CD4 MTG TRUST | 0.85 | 28,251,642 | 0 | --- | 32.30 | -- | ||
| Ml-Cfc Coml Mtg Tr 2007-7 CMO | 0.67 | 22,016,127 | 0 | --- | 25.36 | -- | ||
| FNMA 4% | 0.65 | 22,908,980 | -725,932 | --- | 24.60 | -- | ||
| WACHOVIA CMBS 2007-C32 | 0.65 | 21,096,007 | 1,907,506 | --- | 24.55 | -- | ||
| Morgan Stanley 5.5% | 0.64 | 20,255,000 | 0 | --- | 24.06 | -- | ||
| Life Tech 5% | 0.62 | 20,509,000 | 10,380,000 | --- | 23.35 | -- | ||
| Bk Amer Fdg 5.65% | 0.61 | 19,525,000 | 0 | --- | 23.22 | -- | ||
| JP MORGAN CHASE 2007-LDP12 | 0.60 | 21,360,633 | 0 | --- | 22.53 | -- | ||
| Ms Re-Remic Tr 2010-Gg10 CMO | 0.52 | 17,036,082 | 0 | --- | 19.54 | -- | ||
| Jpmorgan Chase 3.2% | 0.50 | 18,195,000 | 0 | --- | 18.80 | -- | ||
| Race Pt Iv Clo 2007-4 FRN | 0.49 | 18,919,000 | 18,919,000 | --- | 18.65 | -- | ||
| FNMA 3% | 0.49 | 17,430,000 | 0 | --- | 18.43 | -- | ||
| GS MTG COML 2007-GG10 | 0.48 | 15,788,108 | 0 | --- | 18.25 | -- | ||
| Fhlmc Gold 30yr Tba 3.5% May Tba | 0.48 | 16,920,000 | 0 | --- | 18.01 | -- | ||
| Smart Us Tr 2012-4us FRN | 0.47 | 17,816,000 | 0 | --- | 17.83 | -- | ||
| Goldman Sachs Grp 3.625% | 0.47 | 16,972,000 | 0 | --- | 17.78 | -- | ||
| Jp Morgan Chase 2007-Ldp11 CMO | 0.44 | 15,661,513 | 0 | --- | 16.71 | -- | ||
| GNMA 4% | 0.44 | 15,152,954 | -338,552 | --- | 16.67 | -- | ||
| California St Go Bds 7.6% | 0.43 | 10,440,000 | 0 | --- | 16.24 | -- | ||
| FNMA 5.5% | 0.43 | 14,734,509 | -674,657 | --- | 16.18 | -- | ||
| Lorillard Tob 8.125% | 0.41 | 11,989,000 | 0 | --- | 15.70 | -- | ||
| Gap Inc Del 5.95% | 0.41 | 13,252,000 | 2,902,000 | --- | 15.65 | -- | ||