 | | Style Box Details |
| | | Average Eff Duration | 2.89 Yrs
| | Average Eff Maturity | 3.10 Yrs
| | Average Credit Quality | Below B | | | |
 | | Investment Style History (as of 12-31) |
| | |
| | | | | | % of Net Assets |  | Cash | 2.4 |  | Stocks | 0.0 |  | Bonds | 97.4 |  | Other | 0.2 |  |  | | Foreign Stocks | 0.0 |
|  |  | |
| Bond Quality (% of Bonds) | |
| | | AAA | 1.5 | | BB | 0.0 | | AA | 12.1 | | B | 0.0 | | A | 51.1 | | Below B | 0.0 | | BBB | 35.4 | | Not Rated | 0.0 |
| | | Total Number of Bond Holdings | 1398 | | Annual Turnover % | 71 | | Total Number of Stock Holdings | 0 | | % Assets in Top 10 Holdings | 5.72 | |
 |  |  |  |  |  | | Top 25 Holdings | Maturity Date | Amount $000 | Value $000 | % Net Assets | |  | CMT Market Liquidity Rate | --- | 133,839 | 133,839 | 2.36 |  | US Treasury Note 0.75% | --- | 32,150 | 32,125 | 0.57 |  | Jpmorgan Chase 6% | 2018-01-15 | 21,532 | 25,604 | 0.45 |  | General Elec 5.25% | 2017-12-06 | 19,075 | 22,368 | 0.39 |  | Jpmorgan Chase 3.15% | 2016-07-05 | 20,450 | 21,687 | 0.38 | |  | | Bk Amer Fdg 7.375% | 2014-05-15 | 18,740 | 20,056 | 0.35 |  | Bear Stearns Cos 7.25% | 2018-02-01 | 14,450 | 17,841 | 0.31 |  | Jpmorgan Chase 3.7% | 2015-01-20 | 16,950 | 17,784 | 0.31 | | Intl Busn Machs 5.7% | 2017-09-14 | 14,300 | 17,099 | 0.30 |  | Goldman Sachs Grp 3.625% | 2016-02-07 | 16,050 | 17,048 | 0.30 | |  | | Citigroup 6.125% | 2017-11-21 | 14,220 | 16,824 | 0.30 |  | Abbvie 144A 1.2% | --- | 16,400 | 16,562 | 0.29 |  | Jpmorgan Chase 2% | 2017-08-15 | 15,900 | 16,221 | 0.29 | | General Elec Cap Corp Mtn Be 2.25% | 2015-11-09 | 15,675 | 16,213 | 0.29 | | Bk Amer 3.75% | 2016-07-12 | 15,200 | 16,154 | 0.28 | |  |  | Hm Depot 5.4% | 2016-03-01 | 14,018 | 15,891 | 0.28 |  | Goldman Sachs Grp 5.95% | 2018-01-18 | 13,334 | 15,510 | 0.27 |  | Abbvie 144A 1.75% | --- | 15,225 | 15,475 | 0.27 | | General Elec Cap Corp Mtn Be 1.625% | 2015-07-02 | 15,100 | 15,356 | 0.27 |  | Cooperatieve Centrale Raiffeisen 3.375% | 2017-01-19 | 13,900 | 14,916 | 0.26 | |  |  | Credit Suisse New York Branch 5.5% | 2014-05-01 | 14,075 | 14,808 | 0.26 |  | Deutsche Bk Ag London 6% | 2017-09-01 | 12,325 | 14,666 | 0.26 |  | Bk Amer 2% | --- | 14,675 | 14,595 | 0.26 |  | Morgan Stanley 4.75% | 2014-04-01 | 14,067 | 14,513 | 0.26 |  | General Elec Cap Corp Mtn Be 2.95% | 2016-05-09 | 13,375 | 14,140 | 0.25 |
 |  | | Data as of 03-31-13 |
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