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 0.875% 1.83 251,350,000 0 -- 252.29 --
US Treasury Note 2.25% 1.77 244,135,000 31,430,000 -- 244.90 --
United States Treas Nts 1.71 233,545,000 233,545,000 -- 235.99 --
United States Treas Nts 3.125% 1.64 216,375,000 26,375,000 -- 226.75 --
United States Treas Nts 1.63 226,050,300 226,050,300 -- 225.66 --
CMT Market Liquidity Rate 1.57 216,205,889 95,568,667 -- 216.21 --
United States Treas Nts 1.25% 1.51 207,175,000 8,375,000 -- 208.92 --
US Treasury Note 4.5% 1.32 170,175,000 106,520,000 -- 182.11 --
US Treasury Note 5.125% 1.30 167,480,000 40,500,000 -- 180.07 --
US Treasury Note 4.375% 1.26 166,550,000 23,845,000 -- 174.30 --
US TREASURY NOTE 1.23 167,135,000 80,055,000 -- 170.14 --
US Treasury Note 1.23 171,335,000 109,175,000 -- 169.86 --
US TREASURY NOTE 1.21 166,860,000 0 -- 167.54 --
United States Treas Nts 3.5% 1.09 141,435,000 0 -- 150.36 --
US Treasury Note 4.5% 1.04 132,385,000 30,075,000 -- 143.16 --
US Treasury Note 4.875% 1.03 133,885,000 15,000,000 -- 142.67 --
US TREASURY NOTE 1.01 138,750,000 0 -- 139.55 --
US Treasury Note 4.5% 0.98 128,300,000 0 -- 135.30 --
United States Treas Nts 87.5% 0.95 130,870,000 0 -- 131.42 --
United States Treas Nts 2.625% 0.95 128,735,000 -19,265,000 -- 130.89 --
US Treasury Note 1.375% 0.94 129,175,000 0 -- 129.62 --
US Treasury Note 4.75% 0.92 116,840,000 1,235,000 -- 127.52 --
US Treasury Note 4.625% 0.92 116,340,000 915,000 -- 127.05 --
United States Treas Nts 2.375% 0.92 126,075,000 126,075,000 -- 126.41 --
US Treasury Note 1.75% 0.91 127,915,000 0 -- 125.90 --
YTD Return through 02-09-10| Portfolio Holdings as of 09-30-09