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| | Style Box Details | 09-30-09
| | |
| Average Eff Duration | 2.25 Yrs
| | Average Eff Maturity | 2.70 Yrs
| | Average Credit Quality | AAA | | | |
| | Investment Style History (as of 12-31) |
| | | | |
 | | | | % Long | % Short | % Net Assets |
| Cash | 18.0 | 0.0
| 18.0 | | Stocks | 0.0 | 0.0
| 0.0 | | Bonds | 77.9 | 0.0
| 77.9 | | Other | 4.0 | 0.0 | 4.0 |  | | Foreign Stocks | 0.0 | 0.0 | 0.0 | | (as a % of assets) |
| |
| % of Bond | | | % of Bond | | AAA | 100.0 | | BB | 0.0 | | AA | 0.0 | | B | 0.0 | | A | 0.0 | | Below B | 0.0 | | BBB | 0.0 | | Not Rated | 0.0 | |
| Sector Weightings | 09-30-09 |
| | | | | % of Bonds | Rel to Cat Avg | | US Government | | | | US Treasuries | 0.00 | 0.00 | | TIPS | 0.00 | 0.00 | | US Agency | 18.37 | 1.47 | | | | | Mortgage | | | | Mortgage Pass-Thru | 62.17 | 1.66 | | Mortgage CMO | 0.54 | 0.03 | | Mortgage ARM | 0.00 |
0.00
| | | | | Credit | | | | US Corporate | 0.15 | 0.04 | | Asset-Backed | 0.00 | 0.00 | | Convertible | 0.00 |
0.00
| | Municipal | 0.00 | 0.00 | | Corporate Inflation-Protected | 0.00 |
0.00
| | | | | Foreign | | | | Foreign Corp | 0.00 | 0.00 | | Foreign Govt | 0.00 | 0.00 | | | | | Cash | 18.78 | 1.98 |
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