Key Characteristics as of 6/30/10
| Top Ten Holdings1 | |||
|---|---|---|---|
| Coupon | Maturity Date | ||
| U.S. Treasury Notes | 1.125 | 6/15/2013 | 2.51% |
| Chase Issuance Trust | 0.420 | 7/15/2014 | 1.59% |
| Merrill Lynch Mortgage Investors Trust | 7.065 | 12/15/2030 | 0.99% |
| Federal Farm Credit Bank | 1.875 | 12/7/2012 | 0.97% |
| First Union-Lehman Brothers-Bank of America | 6.778 | 11/18/2035 | 0.87% |
| TIAA Real Estate CDO Ltd. | 5.770 | 6/19/2033 | 0.86% |
| Wachovia Bank Commercial Mortgage Trust | 5.382 | 10/15/2044 | 0.85% |
| LB UBS Commercial Mortgage Trust | 4.931 | 9/15/2035 | 0.85% |
| Ford Credit Floorplan Master Owner Trust | 2.050 | 2/15/2017 | 0.84% |
| Navistar Financial Corp. Owner Trust | 1.990 | 1/21/2014 | 0.81% |
| Total | 11.13% | ||
| View Full Quarterly Holdings |  | ||
| Characteristics | |
|---|---|
| Number of Holdings | 266 |
| Average Maturity (Years) | 1.93 |
| Average Duration (Years) | 1.69 |
| R-Squared3 | 0.41 |
| Sector Allocations2 | |
|---|---|
| Corporate Notes/Bonds | 37.1% |
| CMBS | 22.3% |
| Asset Backed Securities | 14.4% |
| CMOs | 11.6% |
| Treasury Notes/Bonds | 3.7% |
| Government Agencies | 1.3% |
| Mortgage Backed Securities | 0.1% |
| Short-Term/Other Assets and Liabilities | 9.7% |
1 Portfolio holdings are subject to change and should not be considered a recommendation to buy or sell individual securities.
2 Sector Allocations are subject to change.
3 Risk characteristics are relative to The Barclays Capital U.S. Government 1-3 Year Bond Index, and for the three-year period as of 6/30/10.