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)  
Fin Fut Euro$ Cme 12/14/15 68.09 8,697,000,000 945,000,000 --- 2,153.92 --
Pimco Fds 26.32 83,332,225 58,512,259 --- 832.66 --
Fin Fut Euro$ Cme 03/14/16 25.98 3,327,000,000 1,056,000,000 --- 821.98 --
Irs Usd 3.000 09/21/16-1y (Grn) Cme 22.85 716,000,000 0 --- 722.77 --
NYSE/Liffe 10 Year US Treasury Note Future Sept14 22.26 562,500,000 562,500,000 --- 704.09 --
5 Year US Treasury Note Future Sept14 16.24 430,000,000 430,000,000 --- 513.68 --
Irs Usd 1.750 06/15/16-1y (Grn) Cme 7.88 249,400,000 249,400,000 --- 249.29 --
Cdx Itraxx Main21 5y Bp Ice 5.71 129,600,000 0 --- 180.76 --
US Treasury TIP 5.33 160,074,828 2,132,322 --- 168.75 --
Irs Usd 1.500 03/18/15-1y (Red) Cme 5.17 162,100,000 -249,400,000 --- 163.50 --
NYSE/Liffe 30 Year US Treasury Bond Future Sept14 4.94 113,900,000 113,900,000 --- 156.26 --
Irs Usd 2.750 06/19/13-30y Cme -3.77 133,800,000 0 --- -119,392,613.00 --
Irs Usd 1.500 12/16/15-1y (Red) Cme 3.57 112,700,000 112,700,000 --- 112.91 --
Spanish Govt Bd (Bonos Y Oblig) 3.20 71,200,000 4,000,000 --- 101.37 --
Italy(Rep Of) 4.75% 2.19 45,500,000 45,500,000 --- 69.23 --
FNMA 4.5% 2.07 60,272,566 -1,937,280 --- 65.34 --
FHLMC 4.5% 1.92 56,000,000 56,000,000 --- 60.63 --
Italy(Rep Of) 4.5% 1.53 34,000,000 0 --- 48.52 --
Ois Usd Fedl01/1.0 10/15/15 Cme 1.46 46,700,000 0 --- 46.30 --
US Treasury TIP 1.34 41,953,560 558,811 --- 42.27 --
Italy(Rep Of) 3.75% 1.29 28,700,000 28,700,000 --- 40.69 --
US Treasury TIP 1.25% 1.24 35,651,632 474,944 --- 39.10 --
Fin Fut Euribor Lif 06/13/16 1.09 101,000,000 101,000,000 --- 34.47 --
Fin Fut Euribor Lif 09/19/16 1.09 101,000,000 101,000,000 --- 34.44 --
Fin Fut Euribor Lif 12/19/16 1.09 101,000,000 101,000,000 --- 34.42 --
YTD Return through 11-26-14| Portfolio Holdings as of 06-30-14