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 59.68 7,752,000,000 0 --- 1,915.62 --
Irs Usd 3.000 09/21/16-1y (Grn) Cme 22.44 716,000,000 716,000,000 --- 720.37 --
Fin Fut Euro$ Cme 09/14/15 18.13 2,349,000,000 51,000,000 --- 582.05 --
Fin Fut Euro$ Cme 03/14/16 17.43 2,271,000,000 0 --- 559.52 --
Irs Usd 1.500 03/18/15-1y (Red) Cme 12.91 411,500,000 0 --- 414.40 --
Fin Fut Euro$ Cme 06/15/15 8.12 1,049,000,000 282,000,000 --- 260.56 --
5 Year US Treasury Note Future June14 7.96 214,900,000 214,900,000 --- 255.63 --
Pimco Fds 7.73 24,819,966 12,439,273 --- 247.98 --
Cdx Itraxx Main21 5y Bp Ice 5.63 129,600,000 129,600,000 --- 180.83 --
US Treasury TIP 5.07 157,942,506 217,646 --- 162.77 --
US Treasury Note 1% 5.01 160,400,000 0 --- 160.83 --
FNMA 3.95 122,000,000 122,000,000 --- 126.84 --
US Treasury Note 0.75% 3.85 126,600,000 0 --- 123.70 --
Irs Usd 2.750 06/19/13-30y Cme -3.57 133,800,000 0 --- -114,458,158.00 --
Irs Usd 1.500 12/16/15-1y (Grn) Cme 3.51 112,700,000 0 --- 112.57 --
Spanish Govt Bd (Bonos Y Oblig) 3.01 67,200,000 0 --- 96.72 --
US Treasury Note 0.625% 2.73 88,000,000 -32,800,000 --- 87.77 --
US Treasury Note 0.75% 2.53 81,400,000 81,400,000 --- 81.10 --
Irs Usd 3.500 12/18/13-30y Cme -2.22 71,200,000 0 --- -71,322,300.00 --
FNMA 4.5% 2.07 62,209,846 -2,043,349 --- 66.51 --
US Treasury TIP 2.5% 2.03 53,488,067 73,650 --- 65.04 --
US Treasury Note 0.75% 1.79 57,400,000 57,400,000 --- 57.32 --
US Treasury Note 0.625% 1.54 49,500,000 -99,100,000 --- 49.31 --
Italy(Rep Of) 4.5% 1.53 34,000,000 34,000,000 --- 49.16 --
Freddie Mac Gold Single Family TBA 4.5% 2044-05-01 1.52 46,000,000 46,000,000 --- 48.88 --
YTD Return through 08-29-14| Portfolio Holdings as of 03-31-14