DoubleLine's Jeff Gundlach, who has managed to double the AUM of his new firm in a few short months following an admirable return in 2011, and at last check had over $22 billion, as usual has put together a rather impressive slidedeck of raw data for his just completed investor call, which the chart porn addicts will salivate over for hours courtesy of the plethora of items covered: from Europe, to the US economy, to all financial products. Of particular note is slide 26 which shows the complete breakdown of the US bond market - it is curious that recently Treasurys became the biggest asset class on a relative basis, greater than both MBS and Corporate. The implication here is that the Fed, courtesy of being the largest single holder of Treasurys, now in effect is the marginal price setter of the largest US security.
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Full presentation.