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)  
90day Eurodollar Futures Cme Dec13 Xcme 324.25 314,000,000 314,000,000 --- 313.03 --
3mo Euribor Interest Rate Ftrs Dec13 Xlif 128.30 94,250,000 94,250,000 --- 123.86 --
Us 2yr Note (Cbt) Jun13 Xcbt 20130628 119.52 104,600,000 36,400,000 --- 115.39 --
10yr Japan Govt Bond Ftrs Tse Jun13 Xtks 96.75 6,300,000,000 5,500,000,000 --- 93.40 --
German Euro Schatz Futures Jun13 Xeur 74.18 49,100,000 -700,000 --- 71.61 --
3mo Sterling Interest Rate Fut Dec13 Xlif 55.45 34,625,000 34,625,000 --- 53.53 --
German Euro Bobl Futures Jun13 Xeur 49.96 28,900,000 6,000,000 --- 48.23 --
3yr Australian Tbond Futures Jun13 Xsfe 45.08 38,200,000 6,800,000 --- 43.52 --
Us 10yr Note (Cbt)jun13 Xcbt 20130619 37.02 26,800,000 -21,500,000 --- 35.74 --
Us 5yr Note (Cbt) Jun13 Xcbt 20130628 30.47 23,600,000 0 --- 29.42 --
10yr Govt Of Canada Bond Ftrs Jun13 Xmon 29.81 21,200,000 9,900,000 --- 28.77 --
Uk Long Gilt Bond Futures Jun13 Xlif 27.42 14,200,000 14,200,000 --- 26.47 --
Dax Index Future Jun13 Xeur 20130621 19.72 1,825 525 --- 19.04 --
Cac40 10 Euro Fut May13 Xpar 20130517 -17.10 3,300 3,300 --- -16,512,386.00 --
S+p/Tsx 60 Ix Fut Jun13 Xmod 20130620 16.33 22,400 12,800 --- 15.77 --
Hang Seng Idx Fut May13 Xhkf 20130530 -14.48 4,800 4,800 --- -13,981,585.00 --
Nikkei 225 (Ose) Jun13 Xose 20130613 -13.86 94,000 94,000 --- -13,383,803.00 --
Ibex 35 Indx Futr May13 Xmrv 20130517 13.43 1,170 1,170 --- 12.97 --
Us Long Bond(Cbt) Jun13 Xcbt 20130619 13.37 8,700,000 1,200,000 --- 12.91 --
Djia Mini E-Cbot Jun13 Xcbt 20130621 12.62 825 825 --- 12.19 --
Msci Taiwan Index May13 Xsim 20130530 12.57 41,500 41,500 --- 12.14 --
Nasdaq 100 E-Mini Jun13 Xcme 20130621 -12.05 4,040 4,040 --- -11,635,200.00 --
10yr Australian Tbond Futures Jun13 Xsfe -11.54 8,600,000 8,600,000 --- -11,137,284.00 --
Euro Stoxx 50 Jun13 Xeur 20130621 -11.07 3,040 3,040 --- -10,685,420.00 --
Asg Diversifying Strategies Ca Capstock Shares 9.69 5,225,286 0 --- 9.36 --
YTD Return through 06-18-13| Portfolio Holdings as of 04-30-13