|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Note 0.25%
|
6.35
|
96,302,000
|
96,302,000
|
|
---
|
96.38
|
--
|
|
|
US Treasury Note 0.375%
|
5.61
|
84,920,000
|
-33,951,000
|
|
---
|
85.10
|
--
|
|
|
FNMA 5.5%
|
5.48
|
74,101,524
|
-1,936,119
|
|
---
|
83.07
|
--
|
|
|
FNMA 5%
|
4.05
|
54,344,835
|
-1,069,466
|
|
---
|
61.38
|
--
|
|
|
FNMA 5.5%
|
3.37
|
45,561,631
|
-1,333,579
|
|
---
|
51.15
|
--
|
|
|
FNMA 6%
|
2.16
|
29,180,697
|
-1,036,156
|
|
---
|
32.77
|
--
|
|
|
Wells Fargo Govt Mm Par 1751
|
1.93
|
29,326,143
|
-1,116,107
|
|
---
|
29.33
|
--
|
|
|
FNMA CMO 5.5%
|
1.87
|
24,760,143
|
-508,251
|
|
---
|
28.41
|
--
|
|
|
US Treasury Note 0.375%
|
1.83
|
27,667,000
|
2,761,000
|
|
---
|
27.73
|
--
|
|
|
FHLMC CMO 5.5%
|
1.35
|
17,887,771
|
-477,173
|
|
---
|
20.51
|
--
|
|
|
FNMA 5.5%
|
1.25
|
16,635,376
|
16,635,376
|
|
---
|
19.02
|
--
|
|
|
Amer Express Credit 2012-4 FRN
|
1.14
|
17,302,000
|
0
|
|
---
|
17.26
|
--
|
|
|
FNMA 6.5%
|
1.12
|
14,980,784
|
-402,214
|
|
---
|
16.94
|
--
|
|
|
Ubs Ag London Brh Covered Bd 144A 0.75%
|
1.06
|
16,070,000
|
0
|
|
---
|
16.07
|
--
|
|
|
GNMA 6%
|
1.03
|
13,805,905
|
-375,648
|
|
---
|
15.69
|
--
|
|
|
FNMA CMO 4%
|
1.02
|
14,685,500
|
-380,332
|
|
---
|
15.42
|
--
|
|
|
FNMA CMO 7%
|
0.88
|
11,959,887
|
-518,174
|
|
---
|
13.40
|
--
|
|
|
FNMA 6%
|
0.88
|
11,446,035
|
-231,731
|
|
---
|
13.34
|
--
|
|
|
FNMA FRN
|
0.83
|
11,822,185
|
-24,130
|
|
---
|
12.52
|
--
|
|
|
FNMA 6%
|
0.82
|
11,043,523
|
-1,001,360
|
|
---
|
12.40
|
--
|
|
|
FHLMC FRN
|
0.81
|
11,383,008
|
-408,081
|
|
---
|
12.31
|
--
|
|
|
FNMA 6%
|
0.81
|
10,543,743
|
10,543,743
|
|
---
|
12.26
|
--
|
|
|
FNMA 6.5%
|
0.78
|
10,469,598
|
-320,727
|
|
---
|
11.81
|
--
|
|
|
Hertz Vehicle Fin 2013-1 1.12%
|
0.77
|
11,592,000
|
0
|
|
---
|
11.64
|
--
|
|
|
FNMA FRN
|
0.68
|
9,710,002
|
-16,987
|
|
---
|
10.24
|
--
|
|
|
YTD Return through 06-18-13| Portfolio Holdings
as of 04-30-13