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)  
Pimco Cayman Cmdty Fd Ltd Instl 13.41 225,305,167 -119,028,708 -- 1,437.45 --
US Treasury Note 3% 10.07 1,018,296,315 481,537,159 -- 1,080.03 --
US Treasury Note 2% 10.04 1,050,184,942 386,046,113 -- 1,076.11 --
US Treasury Note 1.875% 9.84 1,027,643,906 500,869,879 -- 1,055.26 --
FNMA -9.70 1,007,000,000 1,007,000,000 -- -1,039,570,408.00 --
US Treasury Note 2.5% 8.68 885,778,257 373,583,807 -- 930.90 --
US Treasury Note 2.625% 8.29 832,944,960 252,885,290 -- 888.65 --
US TREASURY NOTE 7.82 828,475,074 79,380,863 -- 838.57 --
US Treasury Note 2% 6.79 710,493,172 146,068,294 -- 727.59 --
PIMCO FDS PRIVATE ACCOUNT PORTFOLIO SER 5.63 60,313,175 60,029,264 -- 603.67 --
US Treasury Note 3.5% 5.47 561,206,059 241,474,961 -- 586.29 --
US Treasury Note 1.625% 4.95 532,874,924 193,098,412 -- 531.04 --
US Treasury Note 2.375% 4.81 500,544,594 331,109,158 -- 516.03 --
US Treasury Note 1.625% 3.89 420,139,584 15,338,306 -- 416.59 --
US Treasury Note 2.375% 2.86 293,477,537 82,373,787 -- 306.59 --
US Treasury Note 2% 2.57 267,733,648 71,377,429 -- 275.68 --
US Treasury Note 2.33 245,765,323 112,753,617 -- 249.76 --
US Treasury Note 2.625% -2.05 205,774,000 205,774,000 -- -219,535,136.00 --
FNMA -1.98 202,800,000 202,800,000 -- -211,957,637.00 --
United States Treas Nts 1.25% 1.97 209,864,333 209,864,333 -- 210.98 --
Cdx Ig9 10y Bp Brc -1.70 193,345,600 0 -- -182,400,250.00 --
FNMA 1.60 163,778,037 -12,950,461 -- 171.43 --
United States Treas Nts 1.59 164,386,752 130,504,152 -- 169.99 --
US Treasury Note 0.625% 1.26 136,185,300 136,185,300 -- 134.74 --
FHLMC 0.93 96,392,926 -9,090,483 -- 99.65 --
YTD Return through 02-09-10| Portfolio Holdings as of 09-30-09