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 0.25% 4.68 2,048,000,000 2,048,000,000 --- 2,048.33 --
CMT Market Liquidity Rate 1.84 804,513,011 -419,949,520 --- 804.51 --
US Treasury Note 0.375% 1.50 657,500,000 657,500,000 --- 658.01 --
US Treasury Note 0.75% 1.19 520,000,000 520,000,000 --- 519.59 --
US Treasury Note 0.375% 1.07 467,750,000 317,750,000 --- 468.84 --
US Treasury Note 0.25% 0.83 364,885,000 0 --- 364.66 --
US Treasury Note 0.375% 0.82 357,021,000 0 --- 357.75 --
US Treasury Note 0.75% 0.69 300,000,000 0 --- 301.78 --
US Treasury Note 2.5% 0.67 280,000,000 0 --- 292.51 --
US Treasury Note 2.625% 0.63 265,000,000 0 --- 276.01 --
US Treasury Note 2.25% 0.59 250,000,000 0 --- 259.22 --
Cap One Cc Tr 2007-2a FRN 0.59 258,350,000 0 --- 256.81 --
US Treasury Note 0.25% 0.47 204,500,000 204,500,000 --- 204.60 --
US Treasury Note 0.375% 0.43 187,712,000 0 --- 188.12 --
US Treasury Note 2.375% 0.43 180,000,000 0 --- 187.28 --
US Treasury Note 1% 0.43 188,000,000 0 --- 186.83 --
Bnp Paribas / Bnp Paribas Us 2.375% 0.40 174,575,000 14,650,000 --- 177.05 --
Discover Card Exe Tr 2010-2 FRN 0.36 156,400,000 0 --- 157.97 --
Citi Omni Mstr Talf 2009-A17 4.9% 0.34 139,312,000 0 --- 148.72 --
Cap One Cc Tr 2007-5a FRN 0.33 144,145,000 0 --- 142.65 --
Citi Omni Mstr Talf 2009-A14 FRN 0.32 134,245,000 0 --- 138.80 --
Amex Issuance Tr 2013-1 FRN 0.30 131,000,000 131,000,000 --- 131.04 --
Cooperatieve Centrale Raiffeisen 3.375% 0.30 121,317,000 20,732,000 --- 130.19 --
Bbva U S Sr S A Unipersonal 4.664% 0.29 122,761,000 39,761,000 --- 125.63 --
Ontario Prov Cda 2.3% 0.28 116,525,000 0 --- 122.47 --
YTD Return through 05-20-13| Portfolio Holdings as of 03-31-13