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 (Red) 12/14/15 48.50 5,429,000,000 5,429,000,000 --- 1,342.25 --
Pimco Fds 20.97 58,079,478 -25,252,747 --- 580.27 --
Fin Fut Euro$ Cme (Red) 03/14/16 17.06 1,915,000,000 1,915,000,000 --- 472.12 --
10 Year US Treasury Note Future Dec14 16.70 370,900,000 370,900,000 --- 462.29 --
Fin Fut Euro$ Cme (Red) 09/19/16 9.08 1,025,000,000 1,025,000,000 --- 251.28 --
Irs Usd 3.000 09/21/16-1y (Grn) Cme 8.95 245,900,000 -470,100,000 --- 247.66 --
US Treasury TIP 5.93 160,890,620 815,792 --- 164.25 --
Irs Usd 1.750 06/15/16-1y (Grn) Cme 5.63 156,200,000 -93,200,000 --- 155.77 --
30 Year US Treasury Bond Future Dec14 5.40 108,300,000 108,300,000 --- 149.35 --
US Treasury Bond 3.375% 3.73 100,000,000 100,000,000 --- 103.27 --
Irs Usd 2.750 06/19/13-30y Cme -3.63 109,200,000 -24,600,000 --- -100,449,100.00 --
Fin Fut Euro$ Cme (Red) 06/13/16 3.41 384,000,000 384,000,000 --- 94.40 --
Cdx Ig22 5y Ice 3.00 81,600,000 81,600,000 --- 82.93 --
Fannie Mae Single Family TBA 4.5% 2044-11-01 2.49 64,000,000 64,000,000 --- 68.88 --
Italy(Rep Of) 4.75% 2.31 45,500,000 0 --- 63.83 --
Irs Mxn 5.840 09/23/14-7y* Cme 1.92 718,800,000 718,800,000 --- 53.21 --
Ois Usd Fedl01/1.0 10/15/15 Cme 1.67 46,700,000 0 --- 46.14 --
Freddie Mac Gold Single Family TBA 4.5% 2044-11-01 1.59 41,000,000 41,000,000 --- 44.12 --
US Treasury TIP 1.49 42,167,235 213,675 --- 41.19 --
US Treasury TIP 1.25% 1.38 35,833,344 181,712 --- 38.07 --
Letra Tesouro Nacional 1.33 101,000 101,000 --- 36.83 --
Irs Usd 3.250 12/18/13-30y Cme -1.31 35,500,000 35,500,000 --- -36,195,754.00 --
Freddie Mac Gold Single Family TBA 4% 2044-11-01 1.10 29,000,000 29,000,000 --- 30.44 --
US Treasury Bond 3.125% 1.04 29,200,000 29,200,000 --- 28.74 --
Irs Mxn 5.600 09/13/11-5y* Cme 0.93 335,300,000 335,300,000 --- 25.74 --
YTD Return through 12-24-14| Portfolio Holdings as of 09-30-14