Intermediate U.S. Government Fixed Income

Portfolio Characteristics & Allocation¹ as of 9/30/2017

Characteristics

  Intermediate U.S. Government Fixed Income Barclays Capital U.S. Intermediate Govt. Index
Weighted Average Life (Years) 4.09 4.09
Effective Duration (Years) 3.84 3.85
Average Quality Aaa Aaa
Yield to Maturity 1.80% 1.78%
Turnover (12-month trailing) NA 0.0%
Number of Holdings 22 461

Sector Allocation

  Intermediate U.S. Government Fixed Income Barclays Capital U.S. Intermediate Govt. Index
Mortgage-Backed 0.0% 0.0%
Treasury 76.0% 95.2%
Agency 22.0% 4.8%
Asset-Backed 0.0% 0.0%
Commercial Paper 0.0% 0.0%
Credit 0.0% 0.0%
Other 2.0% 0.0%
CMBS 0.0% 0.0%

Duration Distribution

  Intermediate U.S. Government Fixed Income Barclays Capital U.S. Intermediate Govt. Index
Over 8 Years 5.8% 4.6%
6-8 Years 11.6% 12.9%
4-6 Years 17.7% 23.8%
3-4 Years 34.0% 15.8%
1-3 Years 14.0% 42.9%
Under 1 Year 16.8% 0.1%

Quality Allocation

  Intermediate U.S. Government Fixed Income Barclays Capital U.S. Intermediate Govt. Index
AAA 100.0% 100.0%
AA 0.0% 0.0%
A 0.0% 0.0%
BBB 0.0% 0.0%
BB or Lower 0.0% 0.0%