Key Characteristics as of 6/30/10
| Top Ten Holdings1 | |||
|---|---|---|---|
| Coupon | Maturity Date | ||
| FNMA MBS | 5.000 | 11/1/2039 | 4.31% |
| FHLMC MBS | 6.000 | 8/1/2039 | 4.05% |
| FNMA MBS | 5.500 | 12/1/2040 | 3.64% |
| FNMA MBS | 4.500 | 12/1/2040 | 2.76% |
| U.S. Treasury Bonds | 4.375 | 11/15/2039 | 1.61% |
| FHLMC CMO | 5.500 | 9/15/2035 | 1.60% |
| Master Asset Securitization Trust | 5.250 | 9/25/2033 | 1.37% |
| U.S. Treasury Notes | 3.500 | 5/15/2020 | 1.31% |
| FHLMC MBS | 5.500 | 12/1/2040 | 1.16% |
| CNH Equipment Trust | 3.000 | 8/17/2015 | 1.12% |
| Total | 22.93% | ||
| View Full Quarterly Holdings |  | ||
| Characteristics | |
|---|---|
| Number of Holdings | 286 |
| Average Maturity (Years) | 5.99 |
| Average Duration (Years) | 4.26 |
| R-Squared3 | 0.75 |
| Sector Allocations2 | |
|---|---|
| Corporate Notes/Bonds | 35.5% |
| Mortgage Backed Securities | 19.0% |
| CMBS | 16.7% |
| CMOs | 15.0% |
| Asset Backed Securities | 6.4% |
| Treasury Notes/Bonds | 3.8% |
| Taxable Municipals | 1.4% |
| Tax Exempt Municipals | 0.9% |
| Government Agencies | 0.0% |
| Short-Term/ Other Assets and Liabilities | 1.3% |
1 Portfolio holdings are subject to change and should not be considered a recommendation to buy or sell individual securities.
2 Sector holdings are subject to change.
3 Risk characteristics are relative to Barclays Capital Aggregate Bond Index, and for the three-year period as of 6/30/10.
Portfolio holdings and sector weightings are subject to change and should not be considered a recommendation to buy or sell individual securities.