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)  
FNMA 11.23 113,000,000 113,000,000 --- 115.65 --
FNMA 4% TBA 6.78 66,500,000 66,500,000 --- 69.82 --
US Treasury Bond 3.375% 6.04 58,600,000 0 --- 62.16 --
FNMA 4.63 48,000,000 48,000,000 --- 47.69 --
FNMA 4.48 45,000,000 45,000,000 --- 46.13 --
FNMA 4.34 45,000,000 45,000,000 --- 44.64 --
Freddie Mac Gold Single Family TBA 4% 2046-02-01 4.08 40,000,000 40,000,000 --- 41.97 --
US Treasury TIP 1.75% 3.68 33,922,014 148,764 --- 37.91 --
Pimco Fds 3.05 3,178,317 3,159,109 --- 31.42 --
FNMA 3.03 29,000,000 29,000,000 --- 31.16 --
US Treasury Note 2.25% 2.88 29,800,000 -20,000,000 --- 29.62 --
US Treasury Bond 3.125% 2.79 28,400,000 0 --- 28.75 --
US Treasury Bond 2.22 19,876,425 -6,041,194 --- 22.84 --
US Treasury Bond 2.09 19,120,559 -4,887,535 --- 21.56 --
Intl Bk Recon Dev Mtns Be 1.75% 2.03 21,400,000 21,400,000 --- 20.94 --
US Treasury Bond 2.875% 1.86 19,900,000 -8,300,000 --- 19.15 --
Fed Natl Mort Assc 3% 1.79 18,000,000 18,000,000 --- 18.47 --
US Treasury Bond 3% 1.74 18,100,000 0 --- 17.88 --
US Treasury Bond 1.60 14,023,854 61,425 --- 16.44 --
US Treasury Bond 4.375% 1.57 13,100,000 0 --- 16.18 --
Iro Usd 10y P 2.37500 M 02/08/17 Cbk 1.52 31,800,000 31,800,000 --- 15.60 --
Verizon Comms FRN 1.44 14,500,000 0 --- 14.83 --
Freddie Mac Gold Single Family TBA 3.5% 2046-02-01 1.29 13,000,000 13,000,000 --- 13.29 --
US Treasury Note 1.25 12,823,664 56,120 --- 12.87 --
FNMA 4% TBA 1.02 10,000,000 10,000,000 --- 10.51 --
YTD Return through 03-28-17| Portfolio Holdings as of 12-31-16