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Putnam Hartford Capital Manager
George Putnam Balanced Fund Subaccount
The subaccount seeks to provide a balanced investment composed of a well diversified portfolio of stocks and bonds which produce both capital growth and current income.
- Highlights
- Holdings
Fund description
The subaccount seeks its dual objectives of capital growth and current income by investing in a combination of value stocks and fixed-income securities. The equity portion targets stocks of large companies that are currently undervalued and undergoing positive changes. The fixed-income portion includes government, corporate, and mortgage-backed securities. The subaccount typically has a 60%-70% allocation to stocks and a 30%-40% position in bonds.
Sales story
A prudent balance of stocks and bonds A balanced approach: The fund seeks conservative growth plus income through a mix of roughly 60% stocks and 40% bonds.Seeking reduced volatility: The fund's focus on undervalued stocks and primarily high-quality bonds is designed to reduce volatility for conservative and income-oriented investors.A rigorous process: The fund's experienced portfolio managers use rigorous fundamental investment research to find opportunities and manage risk.
Lipper ranking ‡ as of 05/31/17
Category: BALANCED FUNDS
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 97% | 104/107 |
| 1 yr. | 8% | 12/151 |
| 3 yrs. | 13% | 18/144 |
| 5 yrs. | 11% | 14/136 |
Risk characteristics as of 05/31/17
| Avg. Eff. Maturity | 9.28 |
|---|---|
| Avg. Price | -- |
| Avg. Eff. Duration | 5.96 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | -0.15 |
|---|---|
| Beta | 0.68 |
| R squared | 0.95 |
| Standard deviation (3 yrs.) | 7.13 |
Maturity details
| 0 to 1 yr. | 3.28% |
|---|---|
| 1 to 5 yrs. | 32.65% |
| 5 to 10 yrs. | 41.81% |
| 10 to 15 yrs. | 3.62% |
| Over 15 yrs. | 18.64% |
Quality ratings
| AAA | 56.13% |
|---|---|
| AA | 1.77% |
| A | 11.95% |
| BBB | 25.64% |
| BB | 2.06% |
| CCC and Below | 0.04% |
| Not Rated | 2.41% |
Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.Although value investing targets stocks believed to be priced too low, there is no guarantee they will appreciate.
‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Top 10 holdings as of 05/31/17
| Fnma Fn30 Tba 04.5000 06/01/2047 | 3.21% |
|
|---|---|---|
| Us Treasury N/B 02.0000 11/30/2020 | 2.60% |
|
| Apple | 2.31% |
|
| Us Treasury N/B 01.1250 03/31/2020 | 2.00% |
|
| Alphabet | 1.90% |
|
| Microsoft | 1.80% |
|
| Fnma Fn30 Tba 04.0000 06/01/2047 | 1.57% |
|
| Gnma Gii30 Tba 03.5000 06/01/2047 | 1.55% |
|
| Fnma Fn30 Tba 03.5000 07/01/2047 | 1.53% |
|
| Amazon | 1.49% |
|
| Top 10 holdings, total: | 19.96% |
|
Equity Holdings as of 03/31/17
| APPLE INC | 2.18% |
|---|---|
| MICROSOFT CORP | 1.72% |
| ALPHABET INC-CL A | 1.66% |
| AMAZON.COM INC | 1.35% |
| JPMORGAN CHASE & CO | 1.35% |
| PEPSICO INC | 1.32% |
| FACEBOOK INC-A | 1.13% |
| BANK OF AMERICA CORP | 1.12% |
| JOHNSON & JOHNSON | 1.12% |
| HOME DEPOT INC | 0.83% |
| AT&T INC | 0.74% |
| MERCK & CO. INC. | 0.71% |
| WALT DISNEY CO/THE | 0.69% |
| COMCAST CORP-CLASS A | 0.67% |
| VISA INC-CLASS A SHARES | 0.67% |
| GOLDMAN SACHS GROUP INC | 0.62% |
| BROADCOM LTD | 0.61% |
| AMGEN INC | 0.60% |
| CONOCOPHILLIPS | 0.60% |
| QORVO INC | 0.57% |
| PHILIP MORRIS INTERNATIONAL | 0.56% |
| WALGREENS BOOTS ALLIANCE INC | 0.54% |
| SCHWAB (CHARLES) CORP | 0.53% |
| ASSURED GUARANTY LTD | 0.51% |
| KRAFT HEINZ CO/THE | 0.51% |
| TEXAS INSTRUMENTS INC | 0.51% |
| RAYTHEON COMPANY | 0.50% |
| CELGENE CORP | 0.48% |
| PRUDENTIAL PLC | 0.48% |
| REPUBLIC SERVICES INC | 0.48% |
| AMERICAN INTERNATIONAL GROUP | 0.47% |
| CAMPBELL SOUP CO | 0.46% |
| CHARTER COMMUNICATIONS INC-A | 0.45% |
| KOMATSU LTD | 0.45% |
| COSTCO WHOLESALE CORP | 0.44% |
| DR PEPPER SNAPPLE GROUP INC | 0.44% |
| FORTIVE CORP | 0.44% |
| PFIZER INC | 0.44% |
| ADOBE SYSTEMS INC | 0.43% |
| CHUBB LTD | 0.43% |
| NORFOLK SOUTHERN CORP | 0.43% |
| SYNCHRONY FINANCIAL | 0.43% |
| ANADARKO PETROLEUM CORP | 0.42% |
| JOHNSON CONTROLS INTERNATION | 0.42% |
| KKR & CO LP | 0.42% |
| PRICELINE GROUP INC/THE | 0.42% |
| SIEMENS AG | 0.42% |
| APPLIED MATERIALS INC | 0.41% |
| HALLIBURTON CO | 0.41% |
| METLIFE INC | 0.40% |
| NORTHROP GRUMMAN CORP | 0.40% |
| ALTRIA GROUP INC | 0.38% |
| BRISTOL-MYERS SQUIBB CO | 0.38% |
| DANAHER CORP | 0.38% |
| BIOGEN INC | 0.36% |
| DOVER CORP | 0.36% |
| TJX COMPANIES INC | 0.36% |
| MASTERCARD INC - A | 0.34% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.34% |
| BECTON DICKINSON AND CO | 0.33% |
| EXELON CORP | 0.33% |
| BOSTON SCIENTIFIC CORP | 0.32% |
| COMPUTER SCIENCES CORP | 0.32% |
| CONSTELLATION BRANDS INC-A | 0.32% |
| CHENIERE ENERGY INC | 0.31% |
| P G & E CORP | 0.30% |
| ROCKWELL AUTOMATION INC | 0.30% |
| UNITED TECHNOLOGIES CORP | 0.30% |
| EOG RESOURCES INC | 0.29% |
| ALEXION PHARMACEUTICALS INC | 0.28% |
| ALIBABA GROUP HOLDING-SP ADR | 0.28% |
| FIDELITY NATIONAL INFO SERV | 0.28% |
| KEYCORP | 0.28% |
| NRG ENERGY INC | 0.28% |
| SHERWIN-WILLIAMS CO/THE | 0.28% |
| UBI SOFT ENTERTA | 0.28% |
| CAVIUM INC | 0.27% |
| CIGNA CORP | 0.27% |
| CR BARD INC | 0.27% |
| T-MOBILE US INC | 0.27% |
| AMERICAN TOWER CORP | 0.26% |
| INTUITIVE SURGICAL INC | 0.26% |
| INVESCO LTD | 0.26% |
| O'REILLY AUTOMOTIVE INC | 0.26% |
| QUALCOMM INC | 0.25% |
| REALPAGE INC | 0.25% |
| CISCO SYSTEMS INC | 0.24% |
| CVS HEALTH CORP | 0.24% |
| SUNCOR ENERGY INC | 0.24% |
| AMERICAN AIRLINES GROUP INC | 0.23% |
| KION GROUP AG | 0.23% |
| KROGER CO | 0.23% |
| AGILENT TECHNOLOGIES INC | 0.22% |
| HANESBRANDS INC | 0.22% |
| LIVE NATION ENTERTAINMENT IN | 0.22% |
| NIKE INC -CL B | 0.22% |
| ALBEMARLE CORP | 0.21% |
| AMERICAN WATER WORKS CO INC | 0.21% |
| MOLSON COORS BREWING CO -B | 0.21% |
| NOBLE ENERGY INC | 0.21% |
| EDISON INTERNATIONAL | 0.20% |
| SCHLUMBERGER LTD | 0.20% |
| HILTON WORLDWIDE HOLDINGS IN | 0.19% |
| NEXTERA ENERGY INC | 0.19% |
| WAL-MART STORES INC | 0.19% |
| AIRBUS SE | 0.18% |
| DISH NETWORK CORP-A | 0.18% |
| FORTUNE BRANDS HOME & SECURI | 0.18% |
| HUMANA INC | 0.18% |
| ZAYO GROUP HOLDINGS INC | 0.18% |
| CENOVUS ENERGY INC | 0.17% |
| CF INDUSTRIES HOLDINGS INC | 0.17% |
| EQUINIX INC | 0.17% |
| EXPEDIA INC | 0.17% |
| FANUC LTD | 0.17% |
| PENN NATIONAL GAMING INC | 0.17% |
| PIONEER NAT RES CO | 0.17% |
| W.R. GRACE & CO | 0.17% |
| AVALONBAY COMMUNITIES INC | 0.16% |
| BOSTON PROPERTIES INC | 0.16% |
| COLGATE-PALMOLIVE CO | 0.16% |
| EXXON MOBIL CORP | 0.16% |
| MONDELEZ INTERNATIONAL INC-A | 0.16% |
| NXP SEMICONDUCTORS NV | 0.16% |
| SALESFORCE.COM INC | 0.16% |
| WYNN RESORTS LTD | 0.16% |
| CALPINE CORP | 0.15% |
| DOW CHEMICAL CO/THE | 0.15% |
| JAZZ PHARMACEUTICALS PLC | 0.15% |
| SIMON PROPERTY GROUP INC | 0.15% |
| STERICYCLE INC | 0.15% |
| VERIZON COMMUNICATIONS INC | 0.15% |
| E*TRADE FINANCIAL CORPORATION | 0.14% |
| HENRY SCHEIN INC | 0.14% |
| PUBLIC STORAGE | 0.14% |
| SEALED AIR CORP | 0.14% |
| TENCENT HOLDINGS LTD | 0.14% |
| AMERICAN ELECTRIC POWER | 0.13% |
| DU PONT (E.I.) DE NEMOURS | 0.13% |
| ELI LILLY & CO | 0.13% |
| RESTAURANT BRANDS INTERN | 0.13% |
| VENTAS INC | 0.13% |
| AMEREN CORPORATION | 0.12% |
| BWX TECHNOLOGIES INC | 0.12% |
| ENCANA CORP | 0.12% |
| HAMILTON LANE INC-CLASS A | 0.12% |
| HERC HOLDINGS INC | 0.12% |
| QEP RESOURCES INC | 0.12% |
| GAMING AND LEISURE PROPERTIE | 0.11% |
| GILEAD SCIENCES INC | 0.11% |
| HARTFORD FINANCIAL SVCS GRP | 0.11% |
| PLAINS ALL AMER PIPELINE LP | 0.11% |
| US BANCORP | 0.11% |
| CTRIP.COM INTERNATIONAL-ADR | 0.10% |
| EXPRESS SCRIPTS HOLDING CO | 0.10% |
| SEVEN GENERATIONS ENERGY - A | 0.10% |
| EQUITY LIFESTYLE PROPERTIES | 0.09% |
| GGP INC | 0.09% |
| KAPSTONE PAPER AND PACKAGING | 0.09% |
| NVIDIA CORP | 0.09% |
| AXALTA COATING SYSTEMS LTD | 0.08% |
| BALL CORP | 0.08% |
| CARDINAL HEALTH INC | 0.08% |
| HP INC | 0.08% |
| ILLUMINA INC | 0.08% |
| MARATHON OIL CORP | 0.08% |
| MCKESSON CORP | 0.08% |
| PINNACLE FOODS INC | 0.08% |
| PPG INDUSTRIES INC | 0.08% |
| QUIMICA Y MINERA CHIL-SP ADR | 0.08% |
| SEMPRA ENERGY | 0.08% |
| ANALOG DEVICES INC | 0.07% |
| FEDERAL REALTY INVS TRUST | 0.07% |
| KINDER MORGAN INC | 0.07% |
| MARTIN MARIETTA MATERIALS | 0.07% |
| MONSTER BEVERAGE CORP | 0.07% |
| UNITEDHEALTH GROUP INC | 0.07% |
| VULCAN MATERIALS CO | 0.07% |
| AETNA INC | 0.06% |
| AKZO NOBEL | 0.06% |
| CBRE GROUP INC - A | 0.06% |
| CHEVRON CORP | 0.06% |
| COGNIZANT TECH SOLUTIONS-A | 0.06% |
| CONYERS PARK ACQUISIT - UNIT | 0.06% |
| EDGEWELL PERSONAL CARE CO | 0.06% |
| ESSEX PROPERTY TRUST INC | 0.06% |
| LANXESS AG | 0.06% |
| OPORTUN FIN CORP P/P SERIES H PFD | 0.06% |
| WESTERN DIGITAL CORP | 0.06% |
| YUM CHINA HOLDINGS INC | 0.06% |
| DOUGLAS EMMETT INC | 0.05% |
| NUCOR CORP | 0.05% |
| EVERBRIDGE INC | 0.04% |
| FREEPORT-MCMORAN INC | 0.04% |
| GORES HOLDINGS II INC | 0.04% |
| PEBBLEBROOK HOTEL TRUST | 0.04% |
| ARCELORMITTAL | 0.03% |
| DELIVERY HERO HOLDIN P/P | 0.03% |
| KEANE GROUP INC | 0.03% |
| KIMCO REALTY CORP | 0.03% |
| OPORTUN FIN CORP P/P | 0.03% |
| OPORTUN FIN F-1 PFD CV P/P | 0.03% |
| OPORTUN FIN G-1 PFD CV P/P | 0.03% |
| RPC GROUP PLC | 0.03% |
| ILUKA RESOURCES LTD | 0.02% |
| UNITED STATES STEEL CORP | 0.02% |
| ARCH COAL INC - A | 0.01% |
| OPORTUN FIN D-1 PFD CV P/P | 0.01% |
| OPORTUN FIN F PFD CV P/P | 0.01% |
| STEEL DYNAMICS INC | 0.01% |
| YARA INTERNATIONAL ASA | 0.01% |
| OPORTUN FIN A-1 PFD CV P/P | 0.00% |
| OPORTUN FIN B-1 PFD CV P/P | 0.00% |
| OPORTUN FIN C-1 PFD CV P/P | 0.00% |
| OPORTUN FIN E-1 PFD CV P/P | 0.00% |
| PARK HOTELS & RESORTS INC | 0.00% |
Full Portfolio Holdings as of 03/31/17
| FNMA FN30 TBA 03.5000 05/01/2047 | 3.14% |
|---|---|
| US TREASURY N/B 02.0000 11/30/2020 | 2.70% |
| APPLE INC | 2.18% |
| US TREASURY N/B 01.1250 03/31/2020 | 2.06% |
| MICROSOFT CORP | 1.72% |
| ALPHABET INC-CL A | 1.66% |
| FNMA FN30 TBA 04.5000 04/01/2047 | 1.65% |
| FNMA FN30 TBA 04.0000 04/01/2047 | 1.61% |
| US TREASURY N/B 00.8750 06/15/2019 | 1.53% |
| US TREASURY N/B 01.8750 11/30/2021 | 1.37% |
| AMAZON.COM INC | 1.35% |
| JPMORGAN CHASE & CO | 1.35% |
| PEPSICO INC | 1.32% |
| FNMA FN30 AL7828 04.5000 11/01/2044 | 1.30% |
| US TREASURY N/B 02.7500 08/15/2042 | 1.25% |
| FACEBOOK INC-A | 1.13% |
| BANK OF AMERICA CORP | 1.12% |
| JOHNSON & JOHNSON | 1.12% |
| US TREASURY N/B 02.0000 02/15/2022 | 0.85% |
| HOME DEPOT INC | 0.83% |
| GNMA GII30 TBA 03.5000 04/01/2047 | 0.80% |
| GNMA GII30 TBA 03.0000 04/01/2047 | 0.78% |
| US TREASURY N/B 01.3750 09/30/2018 | 0.76% |
| AT&T INC | 0.74% |
| FNMA FN30 BC1155 03.0000 06/01/2046 | 0.74% |
| US TREASURY N/B 01.1250 12/31/2019 | 0.73% |
| MERCK & CO. INC. | 0.71% |
| WALT DISNEY CO/THE | 0.69% |
| COMCAST CORP-CLASS A | 0.67% |
| VISA INC-CLASS A SHARES | 0.67% |
| SPDR S&P REGIONAL BANKING | 0.65% |
| GOLDMAN SACHS GROUP INC | 0.62% |
| BROADCOM LTD | 0.61% |
| AMGEN INC | 0.60% |
| CONOCOPHILLIPS | 0.60% |
| QORVO INC | 0.57% |
| PHILIP MORRIS INTERNATIONAL | 0.56% |
| WALGREENS BOOTS ALLIANCE INC | 0.54% |
| SCHWAB (CHARLES) CORP | 0.53% |
| ASSURED GUARANTY LTD | 0.51% |
| KRAFT HEINZ CO/THE | 0.51% |
| TEXAS INSTRUMENTS INC | 0.51% |
| INTL BK RECON & DEVELOP 07.6250 01/19/2023 | 0.50% |
| RAYTHEON COMPANY | 0.50% |
| CELGENE CORP | 0.48% |
| PRUDENTIAL PLC | 0.48% |
| REPUBLIC SERVICES INC | 0.48% |
| AMERICAN INTERNATIONAL GROUP | 0.47% |
| CAMPBELL SOUP CO | 0.46% |
| CHARTER COMMUNICATIONS INC-A | 0.45% |
| KOMATSU LTD | 0.45% |
| COSTCO WHOLESALE CORP | 0.44% |
| DR PEPPER SNAPPLE GROUP INC | 0.44% |
| FORTIVE CORP | 0.44% |
| PFIZER INC | 0.44% |
| ADOBE SYSTEMS INC | 0.43% |
| CHUBB LTD | 0.43% |
| NORFOLK SOUTHERN CORP | 0.43% |
| SYNCHRONY FINANCIAL | 0.43% |
| ANADARKO PETROLEUM CORP | 0.42% |
| JOHNSON CONTROLS INTERNATION | 0.42% |
| KKR & CO LP | 0.42% |
| PRICELINE GROUP INC/THE | 0.42% |
| SIEMENS AG | 0.42% |
| APPLIED MATERIALS INC | 0.41% |
| HALLIBURTON CO | 0.41% |
| METLIFE INC | 0.40% |
| NORTHROP GRUMMAN CORP | 0.40% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.39% |
| ALTRIA GROUP INC | 0.38% |
| BRISTOL-MYERS SQUIBB CO | 0.38% |
| DANAHER CORP | 0.38% |
| BIOGEN INC | 0.36% |
| DOVER CORP | 0.36% |
| TJX COMPANIES INC | 0.36% |
| MASTERCARD INC - A | 0.34% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.34% |
| BECTON DICKINSON AND CO | 0.33% |
| EXELON CORP | 0.33% |
| BOSTON SCIENTIFIC CORP | 0.32% |
| COMPUTER SCIENCES CORP | 0.32% |
| CONSTELLATION BRANDS INC-A | 0.32% |
| CHENIERE ENERGY INC | 0.31% |
| P G & E CORP | 0.30% |
| ROCKWELL AUTOMATION INC | 0.30% |
| UBS AG REGS 05.1250 05/15/2024 | 0.30% |
| UNITED TECHNOLOGIES CORP | 0.30% |
| EOG RESOURCES INC | 0.29% |
| ALEXION PHARMACEUTICALS INC | 0.28% |
| ALIBABA GROUP HOLDING-SP ADR | 0.28% |
| FIDELITY NATIONAL INFO SERV | 0.28% |
| KEYCORP | 0.28% |
| NRG ENERGY INC | 0.28% |
| SHERWIN-WILLIAMS CO/THE | 0.28% |
| UBI SOFT ENTERTA | 0.28% |
| CAVIUM INC | 0.27% |
| CIGNA CORP | 0.27% |
| CR BARD INC | 0.27% |
| T-MOBILE US INC | 0.27% |
| AMERICAN TOWER CORP | 0.26% |
| INTUITIVE SURGICAL INC | 0.26% |
| INVESCO LTD | 0.26% |
| O'REILLY AUTOMOTIVE INC | 0.26% |
| US TREASURY N/B 01.6250 04/30/2019 | 0.26% |
| QUALCOMM INC | 0.25% |
| REALPAGE INC | 0.25% |
| CISCO SYSTEMS INC | 0.24% |
| CVS HEALTH CORP | 0.24% |
| SUNCOR ENERGY INC | 0.24% |
| AMERICAN AIRLINES GROUP INC | 0.23% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.23% |
| KION GROUP AG | 0.23% |
| KROGER CO | 0.23% |
| AGILENT TECHNOLOGIES INC | 0.22% |
| CREDIT SUISSE GRP AG P/P 144A 04.2820 01/09/2028 | 0.22% |
| HANESBRANDS INC | 0.22% |
| LIVE NATION ENTERTAINMENT IN | 0.22% |
| NIKE INC -CL B | 0.22% |
| WEC ENERGY GROUP INC 06.2500 05/15/2067 | 0.22% |
| ALBEMARLE CORP | 0.21% |
| AMERICAN WATER WORKS CO INC | 0.21% |
| FORD MOTOR COMPANY 07.7500 06/15/2043 | 0.21% |
| MOLSON COORS BREWING CO -B | 0.21% |
| NOBLE ENERGY INC | 0.21% |
| EDISON INTERNATIONAL | 0.20% |
| GENERAL ELECTRIC CO 05.0000 12/29/2049 | 0.20% |
| LLOYDS BANKING GROUP USD 05.3000 12/01/2045 | 0.20% |
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 | 0.20% |
| SCHLUMBERGER LTD | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.19% |
| HILTON WORLDWIDE HOLDINGS IN | 0.19% |
| HSBC HOLDINGS PLC USD 06.5000 05/02/2036 | 0.19% |
| NEXTERA ENERGY INC | 0.19% |
| WAL-MART STORES INC | 0.19% |
| AIRBUS SE | 0.18% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.18% |
| DISH NETWORK CORP-A | 0.18% |
| FORTUNE BRANDS HOME & SECURI | 0.18% |
| HUMANA INC | 0.18% |
| JAPANESE YEN CALL ACCOUNT | 0.18% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.18% |
| ZAYO GROUP HOLDINGS INC | 0.18% |
| CENOVUS ENERGY INC | 0.17% |
| CF INDUSTRIES HOLDINGS INC | 0.17% |
| EQUINIX INC | 0.17% |
| EXPEDIA INC | 0.17% |
| FANUC LTD | 0.17% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.17% |
| MSC 2012-C4 D P/P 144A 05.4495 03/15/2045 | 0.17% |
| PENN NATIONAL GAMING INC | 0.17% |
| PIONEER NAT RES CO | 0.17% |
| STATE STREET CORP 02.1312 06/15/2037 | 0.17% |
| W.R. GRACE & CO | 0.17% |
| AVALONBAY COMMUNITIES INC | 0.16% |
| BOSTON PROPERTIES INC | 0.16% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.16% |
| COLGATE-PALMOLIVE CO | 0.16% |
| EXXON MOBIL CORP | 0.16% |
| MONDELEZ INTERNATIONAL INC-A | 0.16% |
| NXP SEMICONDUCTORS NV | 0.16% |
| SALESFORCE.COM INC | 0.16% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.16% |
| WYNN RESORTS LTD | 0.16% |
| CALPINE CORP | 0.15% |
| DOW CHEMICAL CO/THE | 0.15% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.15% |
| GEORGIA-PACIFIC LLC 07.7500 11/15/2029 | 0.15% |
| JAZZ PHARMACEUTICALS PLC | 0.15% |
| ORACLE CORP 02.6500 07/15/2026 | 0.15% |
| ROCKWELL COLLINS INC 04.3500 04/15/2047 | 0.15% |
| SIMON PROPERTY GROUP INC | 0.15% |
| STERICYCLE INC | 0.15% |
| VERIZON COMMUNICATIONS INC | 0.15% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.15% |
| AON PLC USD 04.2500 12/12/2042 | 0.14% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.14% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.14% |
| E*TRADE FINANCIAL CORPORATION | 0.14% |
| HENRY SCHEIN INC | 0.14% |
| PUBLIC STORAGE | 0.14% |
| RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 | 0.14% |
| SEALED AIR CORP | 0.14% |
| TENCENT HOLDINGS LTD | 0.14% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.13% |
| AMERICAN ELECTRIC POWER | 0.13% |
| DU PONT (E.I.) DE NEMOURS | 0.13% |
| ELI LILLY & CO | 0.13% |
| RESTAURANT BRANDS INTERN | 0.13% |
| VENTAS INC | 0.13% |
| AMEREN CORPORATION | 0.12% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.12% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.12% |
| BRDCOM CRP / FIN P/P 144A 03.8750 01/15/2027 | 0.12% |
| BWX TECHNOLOGIES INC | 0.12% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.12% |
| ENCANA CORP | 0.12% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.12% |
| HAMILTON LANE INC-CLASS A | 0.12% |
| HERC HOLDINGS INC | 0.12% |
| QEP RESOURCES INC | 0.12% |
| TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 | 0.12% |
| WESTLAKE CHEM CORP P/P 144A 03.6000 08/15/2026 | 0.12% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.11% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.11% |
| GAMING AND LEISURE PROPERTIE | 0.11% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.11% |
| GILEAD SCIENCES INC | 0.11% |
| HARTFORD FINANCIAL SVCS GRP | 0.11% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.11% |
| PLAINS ALL AMER PIPELINE LP | 0.11% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.11% |
| SABINE PASS LIQUEF P/P 144A 05.0000 03/15/2027 | 0.11% |
| US BANCORP | 0.11% |
| WP CAREY INC 04.6000 04/01/2024 | 0.11% |
| CTRIP.COM INTERNATIONAL-ADR | 0.10% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.10% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.10% |
| EXPRESS SCRIPTS HOLDING CO | 0.10% |
| HILTON WORLDWIDE FIN P/P 144A 04.8750 04/01/2027 | 0.10% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.10% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.10% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.10% |
| SEVEN GENERATIONS ENERGY - A | 0.10% |
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.10% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.09% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.09% |
| EQUITY LIFESTYLE PROPERTIES | 0.09% |
| GGP INC | 0.09% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.09% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.09% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.09% |
| KAPSTONE PAPER AND PACKAGING | 0.09% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.09% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.09% |
| NVIDIA CORP | 0.09% |
| PRIDE INTERNATIONAL LLC 07.8750 08/15/2040 | 0.09% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.09% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.08% |
| AXALTA COATING SYSTEMS LTD | 0.08% |
| BALL CORP | 0.08% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.08% |
| CARDINAL HEALTH INC | 0.08% |
| COMM 2013-CR13 AM 04.4490 12/10/2023 | 0.08% |
| FNMA FN30 734836 05.0000 08/01/2033 | 0.08% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.08% |
| GSMS 2011-GC5 C P/P 144A 05.4000 08/10/2044 | 0.08% |
| HP INC | 0.08% |
| ILLUMINA INC | 0.08% |
| MARATHON OIL CORP | 0.08% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.08% |
| MCKESSON CORP | 0.08% |
| OWENS CORNING 09.0000 06/15/2019 | 0.08% |
| PINNACLE FOODS INC | 0.08% |
| PPG INDUSTRIES INC | 0.08% |
| QUIMICA Y MINERA CHIL-SP ADR | 0.08% |
| SEMPRA ENERGY | 0.08% |
| TOSCO CORP 08.1250 02/15/2030 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.08% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.08% |
| ANALOG DEVICES INC | 0.07% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.07% |
| CBS CORP 07.8750 07/30/2030 | 0.07% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.07% |
| CHARTER COMM OPT LLC P/P 144A 05.3750 05/01/2047 | 0.07% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.07% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.07% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.07% |
| FEDERAL REALTY INVS TRUST | 0.07% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.07% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.07% |
| GNMA GII30 AL4508 03.5000 02/20/2045 | 0.07% |
| GREAT PLAINS ENERGY INC 04.8500 04/01/2047 | 0.07% |
| KINDER MORGAN INC | 0.07% |
| MARTIN MARIETTA MATERIALS | 0.07% |
| MCDONALD'S CORP 06.3000 03/01/2038 | 0.07% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.07% |
| MONSTER BEVERAGE CORP | 0.07% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.07% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.07% |
| SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 | 0.07% |
| UNITEDHEALTH GROUP INC | 0.07% |
| VULCAN MATERIALS CO | 0.07% |
| AETNA INC | 0.06% |
| AKZO NOBEL | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.06% |
| AMERICAN TOWER CORP 03.4000 02/15/2019 | 0.06% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.06% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.06% |
| CBRE GROUP INC - A | 0.06% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.06% |
| CBS CORP 02.9000 01/15/2027 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| CHEVRON CORP | 0.06% |
| COGNIZANT TECH SOLUTIONS-A | 0.06% |
| CONYERS PARK ACQUISIT - UNIT | 0.06% |
| EDGEWELL PERSONAL CARE CO | 0.06% |
| ESSEX PROPERTY TRUST INC | 0.06% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.06% |
| LANXESS AG | 0.06% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.06% |
| NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 | 0.06% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.06% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.06% |
| OPORTUN FIN CORP P/P SERIES H PFD | 0.06% |
| PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 | 0.06% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.06% |
| WESTERN DIGITAL CORP | 0.06% |
| WFRBS 2011-C3 D P/P 144A 05.6409 03/15/2044 | 0.06% |
| YUM CHINA HOLDINGS INC | 0.06% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.05% |
| APPLE INC 04.3750 05/13/2045 | 0.05% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.05% |
| CANADIAN DOLLAR ACCOUNT | 0.05% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.05% |
| COMM 2014-UBS6 C 04.4638 12/10/2047 | 0.05% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% |
| DOUGLAS EMMETT INC | 0.05% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.05% |
| HCA INC 05.2500 06/15/2026 | 0.05% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.05% |
| HESS CORP 07.3000 08/15/2031 | 0.05% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.05% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.05% |
| MPLX LP 04.1250 03/01/2027 | 0.05% |
| MSBAM 2013-C11 C 04.3705 08/15/2046 | 0.05% |
| MSBAM 2014-C14 C 04.8301 02/15/2047 | 0.05% |
| NABORS INDUSTRIES INC 04.6250 09/15/2021 | 0.05% |
| NORFOLK SOUTHERN CORP 06.0000 05/23/2111 | 0.05% |
| NUCOR CORP | 0.05% |
| NVR INC 03.9500 09/15/2022 | 0.05% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.05% |
| ONCOR ELECTRIC DELIVERY CO 07.0000 09/01/2022 | 0.05% |
| PARKER-HANNIFIN CORP 06.2500 05/15/2038 | 0.05% |
| SABINE PASS LIQUEFACTION 05.6250 04/15/2023 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| TEXAS GAS TRANSMISN P/P 144A 04.5000 02/01/2021 | 0.05% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% |
| WYNDHAM WORLDWIDE CORP 04.5000 04/01/2027 | 0.05% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.04% |
| CONCHO RESOURCES INC 04.3750 01/15/2025 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.04% |
| EVERBRIDGE INC | 0.04% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.04% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.04% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.04% |
| FREEPORT-MCMORAN INC | 0.04% |
| GENERAL MOTORS FINL CO 03.4500 01/14/2022 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GORES HOLDINGS II INC | 0.04% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.04% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.04% |
| JPMBB 2014-C26 C 04.4259 01/15/2048 | 0.04% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.04% |
| MSC 2007-T27 AJ 05.7908 06/11/2042 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.04% |
| PEBBLEBROOK HOTEL TRUST | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| QVC INC 04.8500 04/01/2024 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| TEVA PHARMACEUTICALS NE USD 03.1500 10/01/2026 | 0.04% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.04% |
| 21ST CENTURY FOX AMERICA 07.8500 03/01/2039 | 0.03% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.03% |
| ARCELORMITTAL | 0.03% |
| ASSURANT INC 06.7500 02/15/2034 | 0.03% |
| AVIATION CAPITAL GRP P/P 144A 07.1250 10/15/2020 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CA TXB-VAR PURP 3 07.5000 04/01/2034 | 0.03% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.03% |
| COMCAST CORP 03.1500 03/01/2026 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.03% |
| DELIVERY HERO HOLDIN P/P | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.03% |
| EMERA US FINANCE LP 03.5500 06/15/2026 | 0.03% |
| ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.03% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.03% |
| EOG RESOURCES INC 05.6250 06/01/2019 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.03% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.03% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.03% |
| IBERDROLA INTL BV USD 06.7500 07/15/2036 | 0.03% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.03% |
| JPMORGAN CHASE & CO 02.2950 08/15/2021 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KEANE GROUP INC | 0.03% |
| KIMCO REALTY CORP | 0.03% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| LEAR CORP 05.3750 03/15/2024 | 0.03% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.03% |
| NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 | 0.03% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.03% |
| OPORTUN FIN CORP P/P | 0.03% |
| OPORTUN FIN F-1 PFD CV P/P | 0.03% |
| OPORTUN FIN G-1 PFD CV P/P | 0.03% |
| PACIFIC GAS & ELECTRIC 05.8000 03/01/2037 | 0.03% |
| PACIFIC LIFECORP P/P 144A 06.0000 02/10/2020 | 0.03% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.03% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.03% |
| RPC GROUP PLC | 0.03% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.03% |
| VERIZON COMM 04.5220 09/15/2048 | 0.03% |
| WILLIAMS PARTNERS L.P. 04.8750 03/15/2024 | 0.03% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.02% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.02% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.02% |
| ANTHEM INC 04.6250 05/15/2042 | 0.02% |
| AUSTRALIAN DOLLAR ACCOUNT | 0.02% |
| AUTONATION INC 04.5000 10/01/2025 | 0.02% |
| BOARDWALK PIPELINES LP 04.4500 07/15/2027 | 0.02% |
| CAS 2016-C05 2M1 02.3317 01/25/2029 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.02% |
| CONSTELLATION BRANDS INC 03.7000 12/06/2026 | 0.02% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.02% |
| DCP MIDSTREAM OPERATING 02.7000 04/01/2019 | 0.02% |
| DCP MIDSTREAM OPERATING 03.8750 03/15/2023 | 0.02% |
| DEVON ENERGY CORPORATION 03.2500 05/15/2022 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.02% |
| HILTON DOMESTIC OPER P/P 144A 04.2500 09/01/2024 | 0.02% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.02% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.02% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.02% |
| ILUKA RESOURCES LTD | 0.02% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.02% |
| KINDER MORGAN INC. 03.0500 12/01/2019 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.02% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.02% |
| SABINE PASS LIQUEFAC P/P 144A 04.2000 03/15/2028 | 0.02% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.02% |
| TYSON FOODS INC 05.1500 08/15/2044 | 0.02% |
| UNITED STATES STEEL CORP | 0.02% |
| VALERO ENERGY PARTNERS 04.3750 12/15/2026 | 0.02% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.02% |
| WESTROCK RKT CO 04.4500 03/01/2019 | 0.02% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.02% |
| WILLIAMS PARTNERS LP 03.6000 03/15/2022 | 0.02% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.02% |
| ABBVIE INC 03.6000 05/14/2025 | 0.01% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.01% |
| AFLAC INC 06.4500 08/15/2040 | 0.01% |
| ARCH COAL INC - A | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| EXPEDIA INC 05.0000 02/15/2026 | 0.01% |
| HCA INC 05.0000 03/15/2024 | 0.01% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.01% |
| INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KONINKLIJKE KPN N.V. USD 08.3750 10/01/2030 | 0.01% |
| L3 TECHNOLOGIES INC 03.8500 12/15/2026 | 0.01% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.01% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| OPORTUN FIN D-1 PFD CV P/P | 0.01% |
| OPORTUN FIN F PFD CV P/P | 0.01% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| STEEL DYNAMICS INC | 0.01% |
| TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 | 0.01% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.01% |
| TYSON FOODS INC 04.8750 08/15/2034 | 0.01% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.01% |
| UNITED TECHNOLOGIES CORP 05.7000 04/15/2040 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| YARA INTERNATIONAL ASA | 0.01% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00% |
| CAD/USD 04/19/2017 BANKAM | 0.00% |
| CAD/USD 04/19/2017 BCAP-FX | 0.00% |
| CAD/USD 04/19/2017 JPMCB | 0.00% |
| CAD/USD 04/19/2017 SSBT | 0.00% |
| CAD/USD 04/19/2017 WPAC | 0.00% |
| CHF/USD 06/21/2017 JPMCB | 0.00% |
| CONTL AIRLINES 1997-4 06.9000 01/02/2018 | 0.00% |
| CONTL AIRLINES 1998-1 06.6480 09/15/2017 | 0.00% |
| EUR/USD 06/21/2017 CITI | 0.00% |
| EUR/USD 06/21/2017 GSFX | 0.00% |
| EUR/USD 06/21/2017 SSBT | 0.00% |
| EUR/USD 06/21/2017 UBS | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| GBP/USD 06/21/2017 BANKAM | 0.00% |
| GBP/USD 06/21/2017 CSI-FX | 0.00% |
| GBP/USD 06/21/2017 JPMCB | 0.00% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% |
| JPY/USD 05/17/2017 GSFX | 0.00% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.00% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.00% |
| OPORTUN FIN A-1 PFD CV P/P | 0.00% |
| OPORTUN FIN B-1 PFD CV P/P | 0.00% |
| OPORTUN FIN C-1 PFD CV P/P | 0.00% |
| OPORTUN FIN E-1 PFD CV P/P | 0.00% |
| PARK HOTELS & RESORTS INC | 0.00% |
| S&P500 EMINI FUT JUN17 ESM7 | 0.00% |
| POUND STERLING CALL ACCOUNT | -0.03% |
| FNMA FN30 TBA 03.0000 05/01/2047 | -1.52% |
Prior top 10 holdings
| Top 10 holdings as of 05/31/17 | |
|---|---|
| 1: Fnma Fn30 Tba 04.5000 06/01/2047 | 3.21% |
| 2: Us Treasury N/B 02.0000 11/30/2020 | 2.60% |
| 3: Apple | 2.31% |
| 4: Us Treasury N/B 01.1250 03/31/2020 | 2.00% |
| 5: Alphabet | 1.90% |
| 6: Microsoft | 1.80% |
| 7: Fnma Fn30 Tba 04.0000 06/01/2047 | 1.57% |
| 8: Gnma Gii30 Tba 03.5000 06/01/2047 | 1.55% |
| 9: Fnma Fn30 Tba 03.5000 07/01/2047 | 1.53% |
| 10: Amazon | 1.49% |
| Holdings represent 19.96% of portfolio | |
| Top 10 holdings as of 04/30/17 | |
|---|---|
| 1: Fnma Fn30 Tba 03.5000 06/01/2047 | 3.09% |
| 2: Us Treasury N/B 02.0000 11/30/2020 | 2.66% |
| 3: Apple | 2.17% |
| 4: Us Treasury N/B 01.1250 03/31/2020 | 2.03% |
| 5: Alphabet | 1.80% |
| 6: Microsoft | 1.79% |
| 7: Fnma Fn30 Tba 04.5000 05/01/2047 | 1.62% |
| 8: Fnma Fn30 Tba 04.0000 05/01/2047 | 1.59% |
| 9: Us Treasury N/B 00.8750 06/15/2019 | 1.50% |
| 10: Amazon | 1.40% |
| Holdings represent 19.65% of portfolio | |
| Top 10 holdings as of 03/31/17 | |
|---|---|
| 1: Fnma Fn30 Tba 03.5000 05/01/2047 | 3.14% |
| 2: Us Treasury N/B 02.0000 11/30/2020 | 2.70% |
| 3: Apple | 2.18% |
| 4: Us Treasury N/B 01.1250 03/31/2020 | 2.06% |
| 5: Microsoft | 1.72% |
| 6: Alphabet | 1.66% |
| 7: Fnma Fn30 Tba 04.5000 04/01/2047 | 1.65% |
| 8: Fnma Fn30 Tba 04.0000 04/01/2047 | 1.61% |
| 9: Us Treasury N/B 00.8750 06/15/2019 | 1.53% |
| 10: Us Treasury N/B 01.8750 11/30/2021 | 1.37% |
| Holdings represent 19.62% of portfolio | |
| Top 10 holdings as of 02/28/17 | |
|---|---|
| 1: Us Treasury N/B 02.0000 11/30/2020 | 2.69% |
| 2: Fnma Fn30 Tba 03.5000 03/01/2047 | 2.35% |
| 3: Apple | 2.23% |
| 4: Us Treasury N/B 01.1250 03/31/2020 | 2.06% |
| 5: Microsoft | 1.78% |
| 6: Alphabet | 1.70% |
| 7: Fnma Fn30 Tba 04.5000 03/01/2047 | 1.65% |
| 8: Us Treasury N/B 00.8750 06/15/2019 | 1.52% |
| 9: JPMorgan Chase | 1.41% |
| 10: Us Treasury N/B 01.8750 11/30/2021 | 1.37% |
| Holdings represent 18.76% of portfolio | |
Portfolio Composition as of 05/31/17
| Common stock | 60.46% |
|
|---|---|---|
| Corporate bonds and notes | 14.68% |
|
| Treasury | 11.20% |
|
| Agency pass-through | 8.93% |
|
| Cash and net other assets | 3.14% |
|
| Commercial MBS | 0.84% |
|
| Agency | 0.49% |
|
| Municipal bonds | 0.13% |
|
| Emerging-market bonds | 0.11% |
|
| Agency CMO | 0.02% |
|
Portfolio allocations will vary over time. The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.
Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.The use of derivatives involves additional risks, such as the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations.Although value investing targets stocks believed to be priced too low, there is no guarantee they will appreciate.