Fund Holdings
“The main goal of the portfolio is to be a very broadly diversified portfolio of high quality with a short duration,” says Nassour. “Our portfolio neighborhood is in the one- to five-year maturity range overall.”
Asset Allocation
| % Long | % Net | |
|---|---|---|
| Cash | 11.96 | 11.96 |
| Stocks | 0.0 | 0.0 |
| Bonds | 67.74 | 67.74 |
| Other | 0.23 | 0.23 |
| Foreign Bonds | 19.92 | 19.92 |
| Foreign Stocks | 0.0 | 0.0 |
| Convertible | 0.0 | 0.0 |
| Preferred | 0.16 | 0.16 |
Updated 12.31.2011
Top 10 Holdings
Performance as of 03.31.2012
Portfolio as of 12.31.2011
| % Net Assets | |
|---|---|
| CMT Market Liquidity Rate | 1.26 |
| US Treasury Note 1.375% | 1.08 |
| US Treasury Note 0.5% | 0.96 |
| General Elec 5% | 0.72 |
| Cap One Cc Tr 2007-2a 5.4% | 0.7 |
| Cs First Boston Ny Brh Sr Mtn 5% | 0.56 |
| US Treasury Note 1.375% | 0.56 |
| US Treasury Note 1.375% | 0.54 |
| US Treasury Note 1.375% | 0.54 |
| Credit Suisse New York Branch 5.5% | 0.53 |
Bond Ratings (%)
Updated 12.31.2011
| Sector | VFSTX |
|---|---|
| AAA | 27.45 |
| AA | 21.64 |
| A | 31.45 |
| BBB | 15.97 |
| BB | 0.96 |
| B | 0.01 |
| Below B | 0.56 |
| Other | 1.96 |
