Moody's Quality Bond Rating¹
as of (03/31/2013)
| Name |
Value |
| A |
24.87% |
| Aa |
10.15% |
| Aaa |
23.42% |
| B |
3.35% |
| Ba |
4.62% |
| Baa |
33.25% |
| Caa |
0.34% |
|
Effective Maturity
as of (03/31/2013)
| Name |
Value |
| 0-1 Year |
12.01% |
| 1-2 Years |
26.78% |
| 2-3 Years |
36.96% |
| 3-4 Years |
15.54% |
| 4-5 Years |
5.45% |
| 5+ Years |
3.26% |
| Average Life |
2.51 Years |
| Effective Duration |
1.95 Years |
|
Portfolio Composition
as of (03/31/2013)
| Composition |
Fund |
Index |
| Corporate |
60.58% |
21.76% |
| Financial |
25.97% |
10.15% |
| Industrial |
33.09% |
10.69% |
| Utility |
1.52% |
0.92% |
| Government Related |
5.82% |
16.89% |
| Agency |
0% |
12.18% |
| Local Authority |
5.82% |
0.67% |
| Sovereign |
0% |
1.6% |
| Supranational |
0% |
2.44% |
| Securitized |
30.21% |
0% |
| ABS |
4.71% |
0% |
| CMO |
4.95% |
0% |
| CMBS |
20.4% |
0% |
| MBS Passthrough |
0.15% |
0% |
| Treasury |
0% |
61.35% |
| Cash |
3.39% |
0% |
| TOTAL |
100% |
100% |
|
Top 10 Holdings
as of (03/31/2013)
| Name |
Value |
Coupon |
Maturity Date |
| JPMorgan Chase & Co. |
1.84% |
5.13% |
09/15/2014 |
| Goldman Sachs Group, Inc. |
1.58% |
3.30% |
05/03/2015 |
| General Electric Capital Corp., Series MTN |
1.56% |
5.63% |
09/15/2017 |
| N Calif Trans Agenc Rev,Calif-Oregon Proj, Ser B |
1.50% |
5.37% |
05/01/2015 |
| Bank Of America Corp., Series MTN |
1.49% |
3.63% |
03/17/2016 |
| Citigroup, Inc. |
1.47% |
5.00% |
09/15/2014 |
| NY State Urb Dev, Corp Rev, State Pers Inc Tax, Ser B |
1.46% |
2.63% |
12/15/2014 |
| Illinois State, Build America Bonds |
1.45% |
4.20% |
07/01/2014 |
| Morgan Stanley |
1.36% |
4.75% |
03/22/2017 |
| Citibank Omni Master Trust, Series 2009-A17, Class A17 |
1.35% |
4.90% |
11/15/2018 |
|
¹ Quality ratings reflect the credit quality of the underlying bonds in the fund portfolio and not of the Fund itself. The percentages are based on a weighted average calculation. Not rated securities may be rated by S&P, Fitch or by Sterling Capital Management LLC. The Fund invests primarily in investment grade quality bonds at the time of purchase. Please see the prospectus for more details. Bond quality ratings are subject to change.
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