|
Top 25 Holdings
|
Portfolio Weight %
|
Shares Owned
|
Shares Change
|
|
Sector
|
Mkt Cap (Mil)
|
Total Ret YTD (Daily)
|
|
|
US Treasury Note 1.75%
|
6.16
|
27,590,000
|
-4,800,000
|
|
---
|
28.59
|
--
|
|
|
Sp500 Emini Ft 06/13 Sht
|
5.70
|
325
|
-155
|
|
---
|
26.47
|
--
|
|
|
Japan(Govt Of) 0.5%
|
5.43
|
2,524,050,000
|
-361,350,000
|
|
---
|
25.22
|
--
|
|
|
United Kingdom (Government Of) 4%
|
5.36
|
14,765,000
|
-2,285,000
|
|
---
|
24.88
|
--
|
|
|
Canada Govt 2%
|
5.33
|
25,040,000
|
-4,050,000
|
|
---
|
24.76
|
--
|
|
|
Mini Msci Eafe Jun 13
|
4.66
|
256
|
-111
|
|
---
|
21.62
|
--
|
|
|
Us 5yr Note (Cbt) Sep13
|
3.69
|
140
|
-237
|
|
---
|
17.14
|
--
|
|
|
Germany (Federal Republic Of) 4%
|
3.55
|
11,375,000
|
-1,815,000
|
|
---
|
16.46
|
--
|
|
|
Fannie Mae Single Family TBA 3.5% 2043-06-01
|
2.89
|
12,954,800
|
12,954,800
|
|
---
|
13.41
|
--
|
|
|
Euro-Bobl Future Jun 13
|
2.08
|
59
|
-102
|
|
---
|
9.64
|
--
|
|
|
FHLMC 2.5%
|
1.73
|
7,629,000
|
-7,995,000
|
|
---
|
8.05
|
--
|
|
|
FNMA 5.25%
|
1.72
|
6,943,000
|
-7,440,000
|
|
---
|
7.98
|
--
|
|
|
Fannie Mae Single Family TBA 3% 2043-06-01
|
1.39
|
6,441,600
|
6,441,600
|
|
---
|
6.47
|
--
|
|
|
Dj Euro Stoxx 50 Jun13
|
0.98
|
127
|
-98
|
|
---
|
4.57
|
--
|
|
|
Topix Index Futr Jun13
|
0.75
|
31
|
0
|
|
---
|
3.48
|
--
|
|
|
US Treasury Note
|
0.57
|
2,550,200
|
-2,765,000
|
|
---
|
2.66
|
--
|
|
|
US Treasury Note
|
0.56
|
2,419,000
|
-3,360,000
|
|
---
|
2.58
|
--
|
|
|
US Treasury Note 0.125%
|
0.56
|
2,431,900
|
-2,605,000
|
|
---
|
2.58
|
--
|
|
|
US Treasury Note
|
0.53
|
2,194,600
|
-1,620,000
|
|
---
|
2.46
|
--
|
|
|
US Treasury Note 1.125%
|
0.51
|
2,005,800
|
-2,135,000
|
|
---
|
2.39
|
--
|
|
|
S&P/Tse 60 Ix Fut Jun13
|
0.51
|
17
|
-8
|
|
---
|
2.39
|
--
|
|
|
US Treasury Note
|
0.48
|
2,026,000
|
-2,260,000
|
|
---
|
2.21
|
--
|
|
|
iShares FTSE A50 China Index ETF
|
0.46
|
1,572,200
|
0
|
|
---
|
2.13
|
--
|
|
|
US Treasury Note 1.25%
|
0.46
|
1,747,300
|
-1,545,000
|
|
---
|
2.11
|
--
|
|
|
US Treasury Bond 2.375%
|
0.45
|
1,340,700
|
-1,205,000
|
|
---
|
2.08
|
--
|
|
|
YTD Return through 06-18-13| Portfolio Holdings
as of 05-31-13