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)  
Japan(Govt Of) 1.5% 4.17 105,000,000 0 --- 1.20 --
Japan(Govt Of) 2.4% 3.85 88,300,000 0 --- 1.11 --
Us 10yr Note (Cbt)jun13 Xcbt 20130619 -3.21 700,000 700,000 --- -923,891.00 --
Japan(Govt Of) 1.2% 2.97 78,300,000 0 --- 852,901.00 --
Japan(Govt Of) 1% 2.71 70,000,000 0 --- 779,450.00 --
Bonos Y Oblig Del Estado Bonds 01/18 4.5 2.30 500,000 500,000 --- 660,542.00 --
Us Long Bond(Cbt) Jun13 Xcbt 20130619 2.01 400,000 400,000 --- 577,875.00 --
United Kingdom (Government Of) 4.5% 1.98 295,000 -130,000 --- 569,251.00 --
US Treasury Note 0.75% 1.57 450,000 -50,000 --- 451,512.00 --
Germany (Federal Republic Of) 2.25% 1.43 290,000 -115,000 --- 411,485.00 --
US Treasury Note 0.75% 1.39 400,000 -100,000 --- 400,781.00 --
Bundesrepub. Deutschland Bonds 02/23 1.5 1.39 305,000 305,000 --- 398,861.00 --
Norway(Kingdom Of) 3.75% 1.35 2,000,000 2,000,000 --- 388,735.00 --
German Euro Bund Futures Jun13 Xeur -1.30 200,000 200,000 --- -372,993.00 --
United Kingdom (Government Of) 4% 1.25 210,000 0 --- 358,901.00 --
Kingdom Of Sweden 3.5% 1.09 1,780,000 1,780,000 --- 314,555.00 --
United Kingdom (Government Of) 3.75% 1.06 170,000 0 --- 304,082.00 --
France(Govt Of) 3.25% 1.00 200,000 200,000 --- 286,803.00 --
FNMA 4.5% 0.97 253,243 -17,240 --- 280,169.00 --
Euro Inv Bk 2.25% 0.93 200,000 0 --- 266,286.00 --
Italy(Rep Of) 3.75% 0.85 185,000 0 --- 244,166.00 --
Netherlands (Kingdom of) 3.5% 0.78 150,000 60,000 --- 223,035.00 --
US Treasury Note 0.76 200,276 200,276 --- 218,598.00 --
US Treasury Note 0.75 199,530 199,530 --- 215,711.00 --
US Treasury Bond 3.125% 0.70 200,000 200,000 --- 200,844.00 --
YTD Return through 05-17-13| Portfolio Holdings as of 03-31-13