Key Characteristics as of 3/31/12
| Top Ten Holdings1 | |||
|---|---|---|---|
| Coupon | Maturity Date | ||
| U.S. Treasury Notes | 1.000 | 3/31/2017 | 6.38% |
| FNMA - MBS | 4.000 | 12/1/2042 | 3.38% |
| FHLMC - MBS | 4.000 | 12/1/2040 | 2.41% |
| FNMA - MBS | 4.000 | 9/1/2040 | 2.39% |
| U.S. Treasury Bonds | 4.380 | 5/15/2041 | 2.34% |
| FNMA - MBS | 5.000 | 11/1/2039 | 2.16% |
| U.S. Treasury Bonds | 3.130 | 11/15/2041 | 1.66% |
| FNMA MBS | 5.500 | 1/1/2038 | 1.57% |
| FNMA MBS | 4.500 | 4/1/2042 | 1.43% |
| FHLMC - cmo | 5.500 | 9/15/2035 | 1.23% |
| Total | 24.95% | ||
| View Full Quarterly Holdings |  | ||
| Characteristics | |
|---|---|
| Number of Positions | 299 |
| Average Maturity (Years) | 6.69 |
| Average Duration (Years) | 4.97 |
| R-Squared3 | 0.83 |
| Sector Allocations2 | |
|---|---|
| Corporate Notes/Bonds | 29.9% |
| CMBS | 18.6% |
| Mortgage Backed Securities | 15.3% |
| Treasury Notes/Bonds | 13.0% |
| CMOs | 12.5% |
| Asset Backed Securities | 4.3% |
| Taxable Municipals | 1.0% |
| Tax Exempt Municipals | 0.7% |
| Government Agencies | 0.0% |
| Short-Term/ Other Assets and Liabilities | 4.7% |
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 3/31/12.
Portfolio holdings and sector weightings are subject to change and should not be considered a recommendation to buy or sell individual securities.