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 55.61 7,752,000,000 5,012,000,000 --- 1,916.20 --
Irs Usd 3.000 09/21/16-1y (Blu) Cme 20.88 716,000,000 701,700,000 --- 719.49 --
Fin Fut Euro$ Cme 09/14/15 16.53 2,298,000,000 1,166,000,000 --- 569.50 --
Fin Fut Euro$ Cme 03/14/16 16.24 2,271,000,000 1,899,000,000 --- 559.63 --
Irs Usd 1.500 03/18/15-1y (Red) Cme 12.02 411,500,000 0 --- 414.23 --
Fin Fut Us 5yr Cbt 03/31/14 7.31 211,000,000 211,000,000 --- 251.75 --
FNMA 4% TBA 6.84 229,000,000 229,000,000 --- 235.80 --
Fin Fut Euro$ Cme 06/15/15 5.53 767,000,000 -4,561,000,000 --- 190.46 --
US Treasury Note 1% 4.67 160,400,000 160,400,000 --- 160.78 --
US Treasury TIP 4.65 157,724,860 13,869,764 --- 160.26 --
US Treasury Note 0.625% 4.29 148,600,000 148,600,000 --- 148.00 --
Pimco Fds 3.59 12,380,693 -58,737,346 --- 123.67 --
US Treasury Note 0.75% 3.58 126,600,000 0 --- 123.28 --
US Treasury Note 0.625% 3.50 120,800,000 120,800,000 --- 120.44 --
FNMA 3.40 111,000,000 111,000,000 --- 117.28 --
Irs Usd 1.500 12/16/15-1y (Grn) Cme 3.27 112,700,000 112,700,000 --- 112.58 --
Irs Usd 2.750 06/19/13-30y Cme -3.04 133,800,000 0 --- -104,674,198.00 --
Spanish Govt Bd (Bonos Y Oblig) 2.79 67,200,000 67,200,000 --- 96.13 --
US Treasury Note 1.25% 2.24 78,900,000 78,900,000 --- 77.22 --
FNMA 4% TBA 2.14 72,000,000 72,000,000 --- 73.91 --
Fin Fut Us 10yr Cbt 03/20/14 2.12 59,300,000 59,300,000 --- 72.97 --
FNMA 4.5% 1.98 64,253,195 -3,254,118 --- 68.22 --
Irs Usd 3.500 12/18/13-30y Cme -1.90 71,200,000 800,000 --- -65,540,649.00 --
US Treasury TIP 2.5% 1.82 53,414,417 -6,383 --- 62.85 --
US Treasury Note 1.5% 1.66 57,700,000 57,700,000 --- 57.05 --
YTD Return through 04-15-14| Portfolio Holdings as of 12-31-13