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)  
Irs Usd 0.665 04/17/15-1y (Wht) Cme -24.93 376,400,000 376,400,000 --- -376,462,559.00 --
30 Year US Treasury Bond Future Mar15 16.78 175,200,000 175,200,000 --- 253.27 --
10 Year US Treasury Note Future Mar15 10.23 121,800,000 121,800,000 --- 154.44 --
Irs Usd 1.000 04/17/15-2y Cme -10.21 154,500,000 154,500,000 --- -154,093,108.00 --
US Treasury TIP 9.73 144,922,651 -15,967,969 --- 146.93 --
Fin Fut Euro$ Cme (Wht) 06/15/15 -9.23 560,000,000 560,000,000 --- -139,391,000.00 --
Fin Fut Euro$ Cme (Wht) 09/14/15 -9.18 558,000,000 558,000,000 --- -138,593,250.00 --
US Treasury Bond 3.375% 8.29 111,200,000 11,200,000 --- 125.20 --
Irs Usd 2.750 06/19/13-30y Cme -7.84 117,000,000 7,800,000 --- -118,396,621.00 --
Ois Usd Fedl01/0.08875 10/29/14 Cme 7.33 110,700,000 110,700,000 --- 110.69 --
Fin Fut Uk 90day Ice (Wht) 09/16/15 -7.06 275,500,000 275,500,000 --- -106,620,107.00 --
Irs Gbp 1.500 03/18/15-2y* Cme -6.98 67,000,000 67,000,000 --- -105,411,918.00 --
Irs Usd 1.750 03/19/15-5y Cme -5.17 78,600,000 78,600,000 --- -78,105,578.00 --
Fin Fut Euro$ Cme (Wht) 12/14/15 -4.89 298,000,000 298,000,000 --- -73,818,325.00 --
Irs Mxn P 3.370 12/23/14-0y* Myc -4.88 1,086,000,000 1,086,000,000 --- -73,685,701.00 --
Irs Gbp 1.590 10/05/15-1y (Red) Cme -4.79 46,100,000 46,100,000 --- -72,294,313.00 --
Irs Usd 1.800 12/03/14-5y Cme -4.31 64,900,000 64,900,000 --- -65,099,733.00 --
FNMA 4.5% TBA 4.10 57,000,000 57,000,000 --- 61.88 --
Ois Usd Fedl01/1.0 10/15/15 Cme 3.07 46,700,000 0 --- 46.39 --
FHLMC 4% 2.82 40,000,000 40,000,000 --- 42.64 --
Irs Usd 3.250 12/18/13-30y Cme -2.63 35,500,000 0 --- -39,656,533.00 --
US Treasury TIP 2.55 39,444,174 -2,723,061 --- 38.48 --
Long Term Euro BTP Future Mar15 2.54 23,400,000 23,400,000 --- 38.40 --
US Treasury TIP 1.25% 2.49 35,712,640 -120,704 --- 37.53 --
Irs Mxn 5.840 09/23/14-7y* Cme 2.40 530,500,000 -188,300,000 --- 36.24 --
YTD Return through 04-17-15| Portfolio Holdings as of 12-31-14