| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| FHLMC 4.5% | 1.59 | 98,085,770 | -694,296 | -- | 99.51 | -- | ||
| Wells Fargo Alt Ln 2007-Pa3 CMO 6.25% | 1.23 | 105,835,252 | -663,056 | -- | 76.68 | -- | ||
| FNMA CMO | 1.22 | 71,133,033 | -2,690,065 | -- | 76.17 | -- | ||
| FNMA 6% | 1.21 | 71,067,582 | -1,871,058 | -- | 75.71 | -- | ||
| Prime Mtg Tr 2006-Dr1 CMO 5.5% | 0.92 | 67,143,213 | -422,384 | -- | 57.52 | -- | ||
| FNMA 4.5% | 0.88 | 54,318,543 | -236,601 | -- | 55.05 | -- | ||
| FNMA 6% | 0.83 | 49,304,411 | -708,546 | -- | 52.17 | -- | ||
| FNMA 6% | 0.81 | 47,274,740 | -983,658 | -- | 50.31 | -- | ||
| Opteum Mtg Accep 2006-1 CMO | 0.80 | 66,732,396 | -1,628,156 | -- | 50.19 | -- | ||
| Cwmbs Chl Mtg Tr 2007-J1 CMO 6% | 0.76 | 69,433,452 | -1,093,667 | -- | 47.78 | -- | ||
| FNMA 6% | 0.76 | 44,887,538 | -611,846 | -- | 47.36 | -- | ||
| FNMA 5% | 0.74 | 44,790,213 | -1,497,015 | -- | 46.35 | -- | ||
| Citigroup Mtg Ln Tr 2006-Ar5 CMO | 0.73 | 61,394,391 | -284,367 | -- | 45.80 | -- | ||
| Adjustable Rate Mtg 2006-2 CMO | 0.68 | 71,164,000 | 0 | -- | 42.74 | -- | ||
| FHLMC 4% | 0.68 | 45,000,000 | 0 | -- | 42.60 | -- | ||
| FNMA CMO 4.5% | 0.68 | 48,185,327 | 180,020 | -- | 42.35 | -- | ||
| FNMA 5% | 0.67 | 40,954,035 | -398,178 | -- | 41.70 | -- | ||
| FHLMC CMO 5% | 0.65 | 41,655,256 | 0 | -- | 40.62 | -- | ||
| FHLMC 5% | 0.64 | 38,554,390 | -809,331 | -- | 39.86 | -- | ||
| Fnma Pool #0995425 | 0.64 | 37,255,435 | -927,987 | -- | 39.80 | -- | ||
| Fnma Pool #0957876 | 0.63 | 38,670,005 | -53,212 | -- | 39.60 | -- | ||
| Wamu Ptc Wmalt 2007-4 CMO 5.5% | 0.63 | 54,347,344 | -314,056 | -- | 39.16 | -- | ||
| Wells Fargo Mbs 2007-11 CMO 6% | 0.61 | 46,910,000 | 0 | -- | 38.33 | -- | ||
| FNMA CMO 5.5% | 0.61 | 39,313,592 | 179,365 | -- | 38.24 | -- | ||
| FNMA | 0.61 | 37,337,715 | 170,350 | -- | 38.11 | -- | ||