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)  
US Treasury Note 1.875% 9.24 27,122,874 10,068,800 -- 28.61 --
US Treasury Bond 3.875% 5.40 12,952,356 45,402 -- 16.71 --
US Treasury Bond 2.375% 4.53 13,268,592 2,186,051 -- 14.03 --
United States Treas Nts 1.875% 3.98 11,845,314 6,701,250 -- 12.31 --
United States Treas Nts 1.25% 3.38 10,112,256 7,059,396 -- 10.46 --
US Treasury Note 3% 3.26 9,377,784 -803,431 -- 10.09 --
US Treasury Bond 2.5% 2.65 7,641,992 3,930,559 -- 8.22 --
US Treasury Bond 2% 2.48 7,623,980 2,198,630 -- 7.68 --
United States Treas Bds 2.375% 2.48 7,268,843 753,378 -- 7.67 --
Germany (Federal Republic Of) 3.75% 2.45 5,000,000 5,000,000 -- 7.58 --
US Treasury Note 1.82 5,336,786 19,943 -- 5.64 --
Macquarie Bk Ltd Sr Mtn 144a 144A 3.3% 1.78 5,500,000 0 -- 5.52 --
United States Treas Nts 0.625% 1.72 5,215,923 732,719 -- 5.31 --
US Treasury Note 1.875% 1.64 4,825,618 17,999 -- 5.09 --
United States Treas Nts 1.375% 1.55 4,530,825 16,920 -- 4.81 --
US Treasury Bond 3.625% 1.34 3,341,325 12,500 -- 4.14 --
US Treasury Bond 3.375% 0.98 2,435,720 2,435,720 -- 3.02 --
Commonwealth Bk Australia 144A FRN 0.97 3,000,000 0 -- 2.99 --
Royal Bk Scotland Gtd144a Mtn 144A 1.5% 0.96 3,000,000 3,000,000 -- 2.97 --
Merrill Lynch FRN 0.92 2,900,000 2,900,000 -- 2.86 --
US Treasury Note 2.375% 0.91 2,722,725 10,175 -- 2.81 --
US Treasury Note 2.625% 0.82 2,294,622 8,580 -- 2.53 --
US Treasury Note 2.375% 0.56 1,607,895 6,015 -- 1.74 --
Citigroup Fdg FRN 0.50 1,500,000 1,500,000 -- 1.56 --
Merrill Lynch 144A FRN 0.47 1,500,000 0 -- 1.46 --
YTD Return through 02-09-10| Portfolio Holdings as of 12-31-09