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<br /> .- ., <br /> Portfolio Maturities I <br /> el <br /> Maturities should be varied, with not more than twenty percent (20%) of the portfolio <br /> invested out five years (maximum term). <br /> Maturities ($ in ODD's) I <br /> Annual Maturities Ag-gregate l\'1aturities <br /> Investment Bv CategorY Annual Entire <br /> Year Categorv Amount Pct Amount Pct Portfolio I <br /> 1997 Cash $3,239 100% <br /> FRI $ 940 19% <br /> Zero $ 243 18% $4,422 46% 46% I <br /> [998 FRI $1,100 22% <br /> Zero $ 289 21% $1,389 15% 61% I <br /> 1999 FRI $1,195 23% <br /> Zero $ 282 20% $1,477 15% 76% I <br /> 2000 FRI $ 895 18% <br /> Zero $ 271 20% $1,166 12% 88% I <br /> 2001 FRI $ 900 18% el <br /> Zero $ 297 21% $1 197 12% 100% <br /> $9.651 $9.651 I <br /> Risk Characteristics I <br /> The risk to principal due to credit quality is slight as almost a[J investments are either I <br /> insured by, or are an obligation of, the United States Government. Fixed rate investments, <br /> and zero coupon investments are a[J subject to market risk if required to liquidate on short <br /> notice. In the case of fixed rate instruments and zero instruments, this market risk is I <br /> mitigated by a philosophy to hold for the duration of a maturity. Accordingly, internal <br /> reports reflect original costs. I <br /> I <br /> I <br /> 2 .. <br /> I <br /> , <br />