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)  
PIMCO Short-Term Floating NAV Fund 11.62 5,967,012 5,390,263 --- 59.71 --
Ginnie Mae Jumbos TBA 5% 2042-01-01 -7.45 35,000,000 35,000,000 --- -38,286,717.00 --
Freddie Mac Gold Single Family TBA 4% 2042-01-01 6.86 33,000,000 33,000,000 --- 35.24 --
Fannie Mae Single Family TBA 3.5% 2042-01-01 5.44 26,200,000 26,200,000 --- 27.94 --
GNMA 5% 5.11 23,777,361 -3,918,650 --- 26.27 --
Mortgage Equ Conv Tr 2007-Ff3 FRN 4.01 25,341,493 -423,465 --- 20.61 --
FNMA 4.5% 3.92 18,526,412 -3,451,782 --- 20.14 --
Pimco Fds 3.71 1,906,248 1,906,248 --- 19.05 --
Ginnie Mae Jumbos TBA 3.5% 2042-01-01 -3.38 16,000,000 16,000,000 --- -17,388,750.00 --
Fannie Mae Single Family TBA 4% 2027-02-01 3.33 16,000,000 16,000,000 --- 17.12 --
GNMA 3.5% 3.15 14,864,825 -135,175 --- 16.18 --
Fannie Mae Single Family TBA 4% 2042-01-01 2.92 14,000,000 14,000,000 --- 15.01 --
Fannie Mae Single Family TBA 5% 2042-01-01 2.74 13,000,000 13,000,000 --- 14.08 --
FHLMC 4.5% 2.61 12,406,340 -1,716,881 --- 13.39 --
GNMA 3.5% 2.57 12,135,694 12,135,694 --- 13.21 --
Ginnie Mae Single Family TBA 4% 2042-01-01 2.56 12,000,000 12,000,000 --- 13.16 --
Freddie Mac Gold Single Family TBA 5% 2042-01-01 2.30 11,000,000 11,000,000 --- 11.84 --
GNMA 4.5% 2.30 10,799,437 -808,188 --- 11.83 --
GNMA 5% 2.17 10,175,943 -2,124,057 --- 11.13 --
FHLMC 4.5% 2.17 10,311,754 -1,617,509 --- 11.13 --
Ginnie Mae Single Family TBA 3% 2042-02-01 2.06 10,000,000 10,000,000 --- 10.61 --
GNMA 5% 1.93 9,017,827 -657,609 --- 9.92 --
GNMA 4.5% 1.92 8,942,228 -666,684 --- 9.89 --
Ginnie Mae Single Family TBA 5.5% 2042-01-01 1.92 9,000,000 9,000,000 --- 9.88 --
Fannie Mae Single Family TBA 4.5% 2027-02-01 1.88 9,000,000 9,000,000 --- 9.68 --
YTD Return through 05-20-13| Portfolio Holdings as of 12-31-12