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 (Wht) 12/14/15 -22.43 1,162,000,000 864,000,000 --- -288,597,225.00 --
Fin Fut Euro$ Cme (Wht) 09/14/15 -17.50 905,000,000 347,000,000 --- -225,164,000.00 --
Irs Usd 0.750 06/17/15-1y (Wht) Cme -15.91 204,300,000 204,300,000 --- -204,638,922.00 --
Irs Usd 1.000 04/17/15-2y Cme -15.90 203,900,000 49,400,000 --- -204,584,172.00 --
Irs Usd 0.665 04/17/15-1y (Wht) Cme -14.27 183,300,000 -193,100,000 --- -183,628,488.00 --
US Treasury TIP 9.94 121,858,075 -23,064,576 --- 127.87 --
Fin Fut Euro$ Cme (Wht) 06/15/15 -9.05 467,000,000 -93,000,000 --- -116,364,725.00 --
Fin Fut Euro$ Cme (Wht) 03/14/16 -8.31 431,000,000 431,000,000 --- -106,844,900.00 --
Fin Fut Uk 90day Ice (Red) 06/15/16 -7.88 275,500,000 275,500,000 --- -101,345,255.00 --
Fin Fut Euro$ Cme (Red) 09/19/16 -7.58 395,000,000 395,000,000 --- -97,540,312.00 --
Irs Usd 1.050 10/19/15-1y (Wht) Cme -7.46 95,800,000 95,800,000 --- -96,013,631.00 --
Irs Usd 1.750 03/19/15-5y Cme -6.18 78,600,000 0 --- -79,482,433.00 --
Irs Gbp 1.500 09/16/15-2y Cme -5.76 49,400,000 49,400,000 --- -74,036,920.00 --
Irs Gbp 1.590 10/05/15-1y (Wht) Cme -5.36 46,100,000 46,100,000 --- -68,949,081.00 --
US Treasury Bond 3.375% 5.34 58,600,000 -52,600,000 --- 68.66 --
US Treasury Bond 6.25% 5.29 44,800,000 44,800,000 --- 68.11 --
Irs Usd 2.750 06/19/13-30y Cme -5.24 62,100,000 -54,900,000 --- -67,405,911.00 --
10 Year US Treasury Note Future June15 4.85 48,400,000 48,400,000 --- 62.39 --
US Treasury Note 2.25% 4.81 60,200,000 59,100,000 --- 61.89 --
Euro BUND Future June15 4.55 34,300,000 34,300,000 --- 58.48 --
FNMA 3.98 47,000,000 47,000,000 --- 51.15 --
Irs Usd 3.250 12/18/13-30y Cme -3.30 35,500,000 0 --- -42,455,788.00 --
Irs Usd 1.500 09/16/15-2y Cme -3.29 42,000,000 42,000,000 --- -42,331,014.00 --
FNMA 3.09 39,000,000 39,000,000 --- 39.78 --
Irs Mxn 5.840 09/23/14-7y* Cme 2.95 571,200,000 40,700,000 --- 38.00 --
YTD Return through 08-04-15| Portfolio Holdings as of 03-31-15