 | | Style Box Details |
| | | Average Eff Duration | 2.70 Yrs
| | Average Eff Maturity | 2.80 Yrs
| | Average Credit Quality | A | | | |
 | | Investment Style History (as of 12-31) |
| | |
| | | | | | % of Net Assets |  | Cash | 2.9 |  | Stocks | 0.0 |  | Bonds | 97.1 |  | Other | 0.0 |  |  | | Foreign Stocks | 0.0 |
|  |  | |
| Bond Quality (% of Bonds) | |
| | | AAA | 74.0 | | BB | 0.0 | | AA | 6.0 | | B | 0.0 | | A | 11.5 | | Below B | 0.0 | | BBB | 8.4 | | Not Rated | 0.0 |
| | | Total Number of Bond Holdings | 1561 | | Annual Turnover % | 51 | | Total Number of Stock Holdings | 0 | | % Assets in Top 10 Holdings | 16.80 | |
 |  |  |  |  |  | | Top 25 Holdings | Maturity Date | Amount $000 | Value $000 | % Net Assets | |  | US Treasury Note 0.25% | --- | 719,873 | 719,988 | 2.49 |  | CMT Market Liquidity Rate | --- | 523,114 | 523,114 | 1.81 |  | US Treasury Note 2.25% | 2015-01-31 | 418,930 | 434,380 | 1.50 |  | US Treasury Note 2.625% | 2014-07-31 | 397,175 | 410,020 | 1.42 | | US Treasury Note 2.5% | 2015-03-31 | 392,198 | 409,725 | 1.42 | |  |  | US Treasury Note 0.75% | --- | 391,975 | 391,669 | 1.36 |  | US Treasury Note 0.625% | 2017-09-30 | 381,950 | 381,354 | 1.32 |  | US Treasury Note 1.75% | 2016-05-31 | 363,300 | 378,798 | 1.31 | | US Treasury Note 2.375% | 2014-10-31 | 354,545 | 366,511 | 1.27 |  | US Treasury Note 0.625% | 2017-08-31 | 366,101 | 365,874 | 1.27 | |  |  | US Treasury Note 2.25% | 2014-05-31 | 349,445 | 357,800 | 1.24 | | US Treasury Note 0.25% | 2014-08-31 | 354,015 | 354,181 | 1.23 |  | US Treasury Note 0.125% | --- | 340,595 | 340,009 | 1.18 |  | US Treasury Note 1% | 2017-03-31 | 331,015 | 336,861 | 1.17 |  | US Treasury Note 1% | 2016-09-30 | 325,105 | 331,201 | 1.15 | |  |  | US Treasury Note 0.75% | --- | 306,115 | 306,259 | 1.06 |  | US Treasury Note 1.875% | 2014-04-30 | 298,455 | 303,911 | 1.05 | | US Treasury Note 0.75% | 2017-06-30 | 299,565 | 301,344 | 1.04 |  | US Treasury Note 0.25% | --- | 300,135 | 300,276 | 1.04 | | US Treasury Note 0.875% | 2017-04-30 | 294,949 | 298,544 | 1.03 | |  |  | US Treasury Note 2.125% | 2014-11-30 | 280,475 | 289,285 | 1.00 | | US Treasury Note 1.25% | 2015-10-31 | 274,925 | 281,498 | 0.97 | | US Treasury Note 2.375% | 2016-03-31 | 251,547 | 266,600 | 0.92 |  | US Treasury Note 0.875% | 2016-12-31 | 256,791 | 260,322 | 0.90 | | US Treasury Note 2.375% | 2015-02-28 | 248,322 | 258,372 | 0.89 |
 |  | | Data as of 03-31-13 |
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