| Top 25 Holdings | Portfolio Weight % | Shares Owned | Shares Change | Sector | Mkt Cap (Mil) | Total Ret YTD (Daily) | ||
|---|---|---|---|---|---|---|---|---|
| Fin Fut Emini S&P500 Cme 03/15/13 | -91.02 | 3,221,050 | 3,221,050 | --- | -4,574,213,105.00 | -- | ||
| Irs Usd 3mls/1.50000s 03/18/15-16 Cme | 50.24 | -- | -- | --- | 2,524.94 | -- | ||
| Pimco Fds | 13.60 | 68,401,399 | 68,401,399 | --- | 683.67 | -- | ||
| US Treasury Note 0.375% | 11.13 | 558,900,000 | 558,900,000 | --- | 559.51 | -- | ||
| Fin Fut S&P 500 Cme 03/14/13 | -10.54 | 373,000 | 373,000 | --- | -529,697,300.00 | -- | ||
| Fin Fut Euro$ Cme 12/14/15 | 9.87 | 2,002,000,000 | 2,002,000,000 | --- | 496.07 | -- | ||
| Fin Fut Euro$ Cme 06/15/15 | 7.38 | 1,493,000,000 | 1,000,000 | --- | 370.67 | -- | ||
| Fin Fut Euro$ Cme 03/14/16 | 3.39 | 688,000,000 | 688,000,000 | --- | 170.26 | -- | ||
| FHLMC 0.75% | 3.12 | 157,600,000 | 157,600,000 | --- | 156.73 | -- | ||
| FNMA 3.5% | 3.02 | 141,403,729 | -2,414,108 | --- | 151.89 | -- | ||
| US Treasury Note 1.625% | 2.20 | 112,000,000 | 112,000,000 | --- | 110.79 | -- | ||
| Fannie Mae Single Family TBA 2.5% 2027-01-01 | 2.00 | 96,000,000 | 96,000,000 | --- | 100.41 | -- | ||
| US Treasury Bond 2.375% | 1.78 | 66,022,284 | 44,991,885 | --- | 89.21 | -- | ||
| Irs Usd 3mls/2.75000s 06/20/12-42 Cme | -1.59 | 80,400,000 | 80,400,000 | --- | -79,957,560.00 | -- | ||
| Cdx Bp Ig19 5y Cme | -1.58 | 79,300,000 | 79,300,000 | --- | -79,500,801.00 | -- | ||
| Fin Fut Euro$ Cme 09/14/15 | 1.50 | 303,000,000 | 255,000,000 | --- | 75.16 | -- | ||
| Fannie Mae Single Family TBA 3% 2027-01-01 | 1.37 | 65,000,000 | 65,000,000 | --- | 68.63 | -- | ||
| Cdx Bp Hy19 5y Cme | -1.15 | 57,500,000 | 57,500,000 | --- | -57,812,206.00 | -- | ||
| Spanish Govt Bd (Bonos Y Oblig) | 1.13 | 42,600,000 | 3,100,000 | --- | 56.60 | -- | ||
| US Treasury Note 0.875% | 1.12 | 57,000,000 | 0 | --- | 56.31 | -- | ||
| US Treasury Note 1% | 1.12 | 56,300,000 | 0 | --- | 56.14 | -- | ||
| US Treasury Bond 2.375% | 1.07 | 38,884,995 | 366,120 | --- | 53.70 | -- | ||
| Spanish Govt Bd (Bonos Y Oblig) | 1.04 | 38,900,000 | 38,900,000 | --- | 52.42 | -- | ||
| FNMA 2.5% | 1.01 | 48,657,453 | 48,657,453 | --- | 50.93 | -- | ||
| Morgan Stanley FRN | 0.92 | 47,820,000 | 47,820,000 | --- | 46.37 | -- | ||