| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| US Treasury Note 2% | 6.09 | 89,810,000 | 89,810,000 | --- | 90.96 | -- | ||
| US Treasury Note 1.625% | 2.70 | 41,100,000 | -15,870,000 | --- | 40.38 | -- | ||
| Us 5yr Note (Cbt) Jun13 | -2.69 | 324 | 324 | --- | -40,193,719.00 | -- | ||
| US Treasury Note 2% | 1.86 | 27,100,000 | 0 | --- | 27.86 | -- | ||
| Us 10yr Note (Cbt) Jun13 | 1.56 | 177 | 177 | --- | 23.36 | -- | ||
| FNMA CMO 5% | 1.45 | 19,250,380 | 238,638 | --- | 21.62 | -- | ||
| Fannie Mae Single Family TBA 3% 2028-04-01 | 1.29 | 18,295,000 | 18,295,000 | --- | 19.23 | -- | ||
| United Kingdom (Government Of) 4% | 1.16 | 9,484,757 | 0 | --- | 17.29 | -- | ||
| Fannie Mae Single Family TBA 2.5% 2028-04-01 | 1.08 | 15,545,000 | 15,545,000 | --- | 16.13 | -- | ||
| FHLMC CMO 5.5% | 0.98 | 12,918,564 | 176,014 | --- | 14.64 | -- | ||
| Fannie Mae Single Family TBA 3.5% 2043-05-01 | 0.95 | 13,539,000 | 13,539,000 | --- | 14.26 | -- | ||
| Fannie Mae Single Family TBA 4.5% 2043-04-01 | 0.94 | 13,000,000 | 13,000,000 | --- | 14.01 | -- | ||
| Fannie Mae Single Family TBA 3.5% 2043-04-01 | 0.91 | 12,934,000 | 12,934,000 | --- | 13.66 | -- | ||
| US Treasury Bond 1.75% | 0.90 | 10,574,400 | -47,619 | --- | 13.46 | -- | ||
| Fannie Mae Single Family TBA 5% 2043-04-01 | 0.87 | 12,000,000 | 12,000,000 | --- | 13.00 | -- | ||
| Fannie Mae Single Family TBA 3% 2043-04-01 | 0.68 | 9,794,000 | 9,794,000 | --- | 10.10 | -- | ||
| Brazil(Fed Rep Of) 10% | 0.67 | 19,681,000 | 612,000 | --- | 9.96 | -- | ||
| FHLMC CMO 5.5% | 0.60 | 8,000,000 | 0 | --- | 8.92 | -- | ||
| Euro-Bund Future Jun13 | 0.59 | 47 | 47 | --- | 8.77 | -- | ||
| FNMA 4.5% | 0.55 | 7,575,524 | 7,575,524 | --- | 8.16 | -- | ||
| Amer Express 7% | 0.51 | 6,100,000 | 0 | --- | 7.63 | -- | ||
| Cnooc Fin (2012) Limited 144A 3.875% | 0.47 | 6,675,000 | 0 | --- | 7.05 | -- | ||
| FNMA CMO | 0.47 | 6,995,906 | -645,256 | --- | 7.03 | -- | ||
| FNMA CMO | 0.46 | 7,236,893 | -280,401 | --- | 6.87 | -- | ||
| Qatar St 4% | 0.41 | 5,800,000 | 0 | --- | 6.13 | -- | ||