
| 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% |
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.