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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 08/31/16
Category: BALANCED FUNDS
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 98% | 103/105 |
| 1 yr. | 38% | 55/144 |
| 3 yrs. | 30% | 42/141 |
| 5 yrs. | 20% | 26/132 |
Risk Characteristics as of 08/31/16
| Alpha (%) | -0.38 |
|---|---|
| Beta | 0.67 |
| R Squared | 0.97 |
| Standard Deviation (3 yrs.) | 7.30 |
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.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.
‡ 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 08/31/16
| Us Treasury N/B 02.0000 11/30/2020 | 2.83% |
|
|---|---|---|
| Us Treasury N/B 00.7500 03/31/2018 | 2.63% |
|
| Apple | 1.99% |
|
| Us Treasury N/B 01.3750 09/30/2018 | 1.83% |
|
| Alphabet | 1.74% |
|
| Fnma Fn30 Tba 04.5000 09/01/2046 | 1.72% |
|
| Fnma Fn30 Tba 03.5000 09/01/2046 | 1.66% |
|
| Fnma Fn30 Al7828 04.5000 11/01/2044 | 1.59% |
|
| Microsoft | 1.51% |
|
| Amazon.Com | 1.29% |
|
| Top 10 holdings, total: | 18.79% |
|
Equity Holdings as of 06/30/16
| APPLE INC | 1.84% |
|---|---|
| ALPHABET INC-CL A | 1.56% |
| MICROSOFT CORP | 1.37% |
| PEPSICO INC | 1.27% |
| AMAZON.COM INC | 1.19% |
| AT&T INC | 1.17% |
| FACEBOOK INC-A | 1.04% |
| NORTHROP GRUMMAN CORP | 0.98% |
| JPMORGAN CHASE & CO | 0.94% |
| WELLS FARGO & CO | 0.89% |
| BANK OF AMERICA CORP | 0.77% |
| GENERAL DYNAMICS CORP | 0.75% |
| GILEAD SCIENCES INC | 0.73% |
| ANADARKO PETROLEUM CORP | 0.69% |
| CISCO SYSTEMS INC | 0.68% |
| ALLERGAN PLC | 0.65% |
| UNION PACIFIC CORP | 0.64% |
| TYCO INTERNATIONAL PLC | 0.63% |
| VISA INC-CLASS A SHARES | 0.63% |
| COMCAST CORP-CLASS A | 0.59% |
| CHEVRON CORP | 0.57% |
| HOME DEPOT INC | 0.57% |
| PHILIP MORRIS INTERNATIONAL | 0.54% |
| SHERWIN-WILLIAMS CO/THE | 0.52% |
| WALGREENS BOOTS ALLIANCE INC | 0.51% |
| AMERICAN INTERNATIONAL GROUP | 0.50% |
| AMERICAN TOWER CORP | 0.49% |
| MONSTER BEVERAGE CORP | 0.49% |
| MERCK & CO. INC. | 0.48% |
| CHARTER COMMUNICATIONS INC-A | 0.46% |
| SCHWAB (CHARLES) CORP | 0.45% |
| KRAFT HEINZ CO/THE | 0.44% |
| PFIZER INC | 0.44% |
| HONEYWELL INTERNATIONAL INC | 0.43% |
| BRISTOL-MYERS SQUIBB CO | 0.42% |
| CELGENE CORP | 0.42% |
| COSTCO WHOLESALE CORP | 0.42% |
| CVS HEALTH CORP | 0.42% |
| SYNCHRONY FINANCIAL | 0.41% |
| LEVEL 3 COMMUNICATIONS INC | 0.40% |
| PRICELINE GROUP INC/THE | 0.40% |
| AMGEN INC | 0.39% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.39% |
| ELI LILLY & CO | 0.38% |
| EXELON CORP | 0.37% |
| CHUBB LTD | 0.36% |
| SALESFORCE.COM INC | 0.36% |
| ADOBE SYSTEMS INC | 0.35% |
| DANAHER CORP | 0.35% |
| NEXTERA ENERGY INC | 0.35% |
| PROCTER & GAMBLE CO/THE | 0.35% |
| TEXAS INSTRUMENTS INC | 0.34% |
| TJX COMPANIES INC | 0.34% |
| BIOGEN INC | 0.33% |
| DR PEPPER SNAPPLE GROUP INC | 0.33% |
| EMC CORP/MA | 0.33% |
| EOG RESOURCES INC | 0.33% |
| HARTFORD FINANCIAL SVCS GRP | 0.33% |
| CITIGROUP INC | 0.32% |
| JM SMUCKER CO/THE | 0.32% |
| BANK OF NEW YORK MELLON CORP | 0.31% |
| KKR & CO LP | 0.31% |
| NIKE INC -CL B | 0.31% |
| UNITED PARCEL SERVICE-CL B | 0.31% |
| BECTON DICKINSON AND CO | 0.30% |
| JOHNSON & JOHNSON | 0.30% |
| MASTERCARD INC-CLASS A | 0.30% |
| P G & E CORP | 0.30% |
| CONOCOPHILLIPS | 0.29% |
| LIVE NATION ENTERTAINMENT IN | 0.29% |
| NRG ENERGY INC | 0.29% |
| L-3 COMMUNICATIONS HLDGS INC | 0.28% |
| YUM BRANDS INC | 0.28% |
| DOLLAR GENERAL CORP | 0.27% |
| ENI SPA | 0.27% |
| PRUDENTIAL PLC | 0.27% |
| EDGEWELL PERSONAL CARE CO | 0.26% |
| FIDELITY NATIONAL INFO SERV | 0.26% |
| KROGER CO | 0.26% |
| TIME WARNER INC | 0.26% |
| AGILENT TECHNOLOGIES INC | 0.25% |
| HANESBRANDS INC | 0.25% |
| NVIDIA CORP | 0.25% |
| CALPINE CORP | 0.24% |
| CR BARD INC | 0.24% |
| HILTON WORLDWIDE HOLDINGS IN | 0.24% |
| INTUITIVE SURGICAL INC | 0.24% |
| LAM RESEARCH CORP | 0.24% |
| MANITOWOC FOODSERVICE IN | 0.24% |
| MOLSON COORS BREWING CO -B | 0.24% |
| RANGE RESOURCES CORP | 0.24% |
| WALT DISNEY CO/THE | 0.24% |
| CAPITAL ONE FINANCIAL CORP | 0.23% |
| RE/MAX HOLDINGS INC-CL A | 0.23% |
| AMERICAN WATER WORKS CO INC | 0.22% |
| ASSURED GUARANTY LTD | 0.22% |
| CIGNA CORP | 0.22% |
| HP INC | 0.22% |
| OCCIDENTAL PETROLEUM CORP | 0.22% |
| QUALCOMM INC | 0.22% |
| MEDTRONIC PLC | 0.21% |
| MYLAN NV | 0.21% |
| PIONEER NAT RES CO | 0.21% |
| RAYTHEON COMPANY | 0.21% |
| SIMON PROPERTY GROUP INC | 0.21% |
| ALLIANCEBERNSTEIN HOLDING LP | 0.20% |
| KEYCORP | 0.20% |
| MEDIVATION INC | 0.20% |
| MICRON TECHNOLOGY INC | 0.20% |
| TESARO INC | 0.20% |
| CBS CORP-CLASS B NON VOTING | 0.19% |
| COMPUTER SCIENCES CORP | 0.19% |
| JOHNSON CONTROLS INC | 0.19% |
| SEMPRA ENERGY | 0.19% |
| UNITED TECHNOLOGIES CORP | 0.19% |
| AMERICAN AIRLINES GROUP INC | 0.18% |
| AMERIPRISE FINANCIAL INC | 0.18% |
| AVALONBAY COMMUNITIES INC | 0.18% |
| BOSTON PROPERTIES INC | 0.18% |
| MARATHON OIL CORP | 0.18% |
| SUNCOR ENERGY INC | 0.18% |
| YAHOO! INC | 0.18% |
| ALIBABA GROUP HOLDING-SP ADR | 0.17% |
| DOW CHEMICAL CO/THE | 0.17% |
| DU PONT (E.I.) DE NEMOURS | 0.17% |
| ENTERPRISE PRODUCTS PARTNERS | 0.17% |
| GAMING AND LEISURE PROPERTIE | 0.17% |
| HALLIBURTON CO | 0.17% |
| PPG INDUSTRIES INC | 0.17% |
| PUBLIC STORAGE | 0.17% |
| TE CONNECTIVITY LTD | 0.17% |
| COOPER COS INC/THE | 0.16% |
| EQUINIX INC | 0.16% |
| GENERAL GROWTH PROPERTIES | 0.16% |
| ORACLE CORP | 0.16% |
| VENTAS INC | 0.16% |
| WYNN RESORTS LTD | 0.16% |
| AMERICAN ELECTRIC POWER | 0.15% |
| BROADCOM LTD | 0.15% |
| CARDINAL HEALTH INC | 0.15% |
| COTY INC-CL A | 0.15% |
| CTRIP.COM INTERNATIONAL-ADR | 0.15% |
| GENERAL MILLS INC | 0.15% |
| MONSANTO CO | 0.15% |
| PENN NATIONAL GAMING INC | 0.15% |
| REYNOLDS AMERICAN INC | 0.15% |
| WAL-MART STORES INC | 0.15% |
| MEAD JOHNSON NUTRITION CO | 0.14% |
| RESTAURANT BRANDS INTERN | 0.14% |
| ROLLINS INC | 0.14% |
| APACHE CORP | 0.13% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.13% |
| EDISON INTERNATIONAL | 0.13% |
| EXPRESS SCRIPTS HOLDING CO | 0.13% |
| PENTAIR PLC | 0.13% |
| SIEMENS AG | 0.13% |
| ADVANCE AUTO PARTS | 0.12% |
| FIVE BELOW | 0.12% |
| HEWLETT PACKARD ENTERPRIS | 0.12% |
| INVESCO LTD | 0.12% |
| SEALED AIR CORP | 0.12% |
| AETNA INC | 0.11% |
| AIR PRODUCTS & CHEMICALS INC | 0.11% |
| AXALTA COATING SYSTEMS LTD | 0.11% |
| CAESARSTONE LTD | 0.11% |
| CENOVUS ENERGY INC | 0.11% |
| ALBEMARLE CORP | 0.10% |
| EQUITY LIFESTYLE PROPERTIES | 0.10% |
| HENRY SCHEIN INC | 0.10% |
| BOSTON SCIENTIFIC CORP | 0.09% |
| EDWARDS LIFESCIENCES CORP | 0.09% |
| FEDERAL REALTY INVS TRUST | 0.09% |
| NEWMONT MINING CORP | 0.09% |
| NEXTERA ENERGY PARTNERS LP | 0.09% |
| NRG YIELD INC-CLASS C | 0.09% |
| SERVICE CORP INTERNATIONAL | 0.09% |
| STERICYCLE INC | 0.09% |
| ANALOG DEVICES INC | 0.08% |
| AUTOZONE INC | 0.08% |
| BALL CORP | 0.08% |
| BRUNSWICK CORP | 0.08% |
| CASTLIGHT HEALTH INC-B | 0.08% |
| JAZZ PHARMACEUTICALS PLC | 0.08% |
| PRAXAIR INC | 0.08% |
| WIX.COM LTD | 0.08% |
| BAKER HUGHES INC | 0.07% |
| CONCHO RESOURCES INC | 0.07% |
| CONTINENTAL RESOURCES INC/OK | 0.07% |
| DISH NETWORK CORP-A | 0.07% |
| GNC HOLDINGS INC-CL A | 0.07% |
| GODADDY INC - CLASS A | 0.07% |
| KELLOGG CO | 0.07% |
| LKQ CORP | 0.07% |
| TENCENT HOLDINGS LTD | 0.07% |
| CHEMTURA CORP | 0.06% |
| CIMAREX ENERGY CO | 0.06% |
| CRITEO SA-SPON ADR | 0.06% |
| DEVON ENERGY CORP | 0.06% |
| GENWORTH FINANCIAL INC-CL A | 0.06% |
| MARTIN MARIETTA MATERIALS | 0.06% |
| SUNCOR ENERGY INC | 0.06% |
| TRIUMPH GROUP INC | 0.06% |
| VORNADO REALTY TRUST | 0.06% |
| ABBOTT LABORATORIES | 0.05% |
| ANTHEM INC | 0.05% |
| CBRE GROUP INC - A | 0.05% |
| CHENIERE ENERGY INC | 0.05% |
| DEXCOM INC | 0.05% |
| HAIN CELESTIAL GROUP INC | 0.05% |
| HESS CORP | 0.05% |
| NUCOR CORP | 0.05% |
| OPORTUN FIN CORP P/P SERIES H PFD | 0.05% |
| PRESS GANEY HOLDINGS INC | 0.05% |
| SYMRISE AG | 0.05% |
| VULCAN MATERIALS CO | 0.05% |
| ALLEGION PLC | 0.04% |
| CAMPBELL SOUP CO | 0.04% |
| ESSEX PROPERTY TRUST INC | 0.04% |
| KIMCO REALTY CORP | 0.04% |
| KION GROUP AG | 0.04% |
| NOMAD FOODS LTD | 0.04% |
| ON SEMICONDUCTOR CORP | 0.04% |
| PEBBLEBROOK HOTEL TRUST | 0.04% |
| SCHLUMBERGER LTD | 0.04% |
| SMURFIT KAPPA GROUP PLC | 0.04% |
| SPECTRUM BRANDS HOLDINGS INC | 0.04% |
| ALCOA INC | 0.03% |
| AVON PRODUCTS INC | 0.03% |
| BERKSHIRE HATHAWAY INC-CL B | 0.03% |
| DELIVERY HERO HOLDIN P/P | 0.03% |
| INDEPENDENCE CONTRACT DRILLI | 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% |
| RICE ENERGY INC | 0.03% |
| TUBEMOGUL INC | 0.03% |
| W.R. GRACE & CO | 0.03% |
| ARCELORMITTAL | 0.02% |
| BARRICK GOLD CORP | 0.02% |
| CHIPOTLE MEXICAN GRILL INC | 0.02% |
| INGEVITY CORP | 0.02% |
| SOUTHWESTERN ENERGY CO | 0.02% |
| TARGA RESOURCES CORP | 0.02% |
| ANTERO RESOURCES CORP | 0.01% |
| EXXON MOBIL CORP | 0.01% |
| MULTI PACKAGING SOLUTIONS IN | 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% |
| BAXTER INTERNATIONAL INC | 0.00% |
| CALIFORNIA RESOURCES CORP | 0.00% |
| HTG MOLECULAR DIAGNOSTICS | 0.00% |
| INTEL CORP | 0.00% |
| LIBERTY GLOBAL PLC LILAC - A | 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% |
| RESTAURANT BRANDS-EXCH UNITS | 0.00% |
Full Portfolio Holdings as of 06/30/16
| US TREASURY N/B 02.0000 11/30/2020 | 2.88% |
|---|---|
| US TREASURY N/B 00.7500 03/31/2018 | 2.66% |
| US TREASURY N/B 01.3750 09/30/2018 | 1.85% |
| APPLE INC | 1.84% |
| FNMA FN30 TBA 04.5000 07/01/2046 | 1.74% |
| FNMA FN30 TBA 03.5000 07/01/2046 | 1.68% |
| FNMA FN30 AL7828 04.5000 11/01/2044 | 1.66% |
| ALPHABET INC-CL A | 1.56% |
| MICROSOFT CORP | 1.37% |
| PEPSICO INC | 1.27% |
| AMAZON.COM INC | 1.19% |
| AT&T INC | 1.17% |
| FACEBOOK INC-A | 1.04% |
| NORTHROP GRUMMAN CORP | 0.98% |
| JPMORGAN CHASE & CO | 0.94% |
| WELLS FARGO & CO | 0.89% |
| US TREASURY N/B 02.7500 08/15/2042 | 0.87% |
| FNMA FN30 TBA 04.0000 08/01/2046 | 0.85% |
| GNMA GII30 TBA 03.5000 08/01/2046 | 0.84% |
| FNMA FN30 BC1155 03.0000 06/01/2046 | 0.83% |
| GNMA GII30 TBA 03.0000 08/01/2046 | 0.83% |
| US TREASURY N/B 00.7500 12/31/2017 | 0.82% |
| BANK OF AMERICA CORP | 0.77% |
| US TREASURY N/B 01.1250 12/31/2019 | 0.77% |
| GENERAL DYNAMICS CORP | 0.75% |
| GILEAD SCIENCES INC | 0.73% |
| ANADARKO PETROLEUM CORP | 0.69% |
| CISCO SYSTEMS INC | 0.68% |
| ALLERGAN PLC | 0.65% |
| UNION PACIFIC CORP | 0.64% |
| TYCO INTERNATIONAL PLC | 0.63% |
| VISA INC-CLASS A SHARES | 0.63% |
| COMCAST CORP-CLASS A | 0.59% |
| CHEVRON CORP | 0.57% |
| HOME DEPOT INC | 0.57% |
| INTL BK RECON & DEVELOP 07.6250 01/19/2023 | 0.56% |
| PHILIP MORRIS INTERNATIONAL | 0.54% |
| SHERWIN-WILLIAMS CO/THE | 0.52% |
| WALGREENS BOOTS ALLIANCE INC | 0.51% |
| AMERICAN INTERNATIONAL GROUP | 0.50% |
| AMERICAN TOWER CORP | 0.49% |
| MONSTER BEVERAGE CORP | 0.49% |
| MERCK & CO. INC. | 0.48% |
| CHARTER COMMUNICATIONS INC-A | 0.46% |
| SCHWAB (CHARLES) CORP | 0.45% |
| KRAFT HEINZ CO/THE | 0.44% |
| PFIZER INC | 0.44% |
| HONEYWELL INTERNATIONAL INC | 0.43% |
| BRISTOL-MYERS SQUIBB CO | 0.42% |
| CELGENE CORP | 0.42% |
| COSTCO WHOLESALE CORP | 0.42% |
| CVS HEALTH CORP | 0.42% |
| SYNCHRONY FINANCIAL | 0.41% |
| LEVEL 3 COMMUNICATIONS INC | 0.40% |
| PRICELINE GROUP INC/THE | 0.40% |
| AMGEN INC | 0.39% |
| ROYAL DUTCH SHELL PLC-A SHS | 0.39% |
| ELI LILLY & CO | 0.38% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.38% |
| EXELON CORP | 0.37% |
| CHUBB LTD | 0.36% |
| SALESFORCE.COM INC | 0.36% |
| ADOBE SYSTEMS INC | 0.35% |
| DANAHER CORP | 0.35% |
| NEXTERA ENERGY INC | 0.35% |
| PROCTER & GAMBLE CO/THE | 0.35% |
| TEXAS INSTRUMENTS INC | 0.34% |
| TJX COMPANIES INC | 0.34% |
| BIOGEN INC | 0.33% |
| DR PEPPER SNAPPLE GROUP INC | 0.33% |
| EMC CORP/MA | 0.33% |
| EOG RESOURCES INC | 0.33% |
| HARTFORD FINANCIAL SVCS GRP | 0.33% |
| CITIGROUP INC | 0.32% |
| JM SMUCKER CO/THE | 0.32% |
| BANK OF NEW YORK MELLON CORP | 0.31% |
| KKR & CO LP | 0.31% |
| NIKE INC -CL B | 0.31% |
| UNITED PARCEL SERVICE-CL B | 0.31% |
| BECTON DICKINSON AND CO | 0.30% |
| JOHNSON & JOHNSON | 0.30% |
| MASTERCARD INC-CLASS A | 0.30% |
| P G & E CORP | 0.30% |
| UBS AG REGS 05.1250 05/15/2024 | 0.30% |
| CONOCOPHILLIPS | 0.29% |
| LIVE NATION ENTERTAINMENT IN | 0.29% |
| NRG ENERGY INC | 0.29% |
| L-3 COMMUNICATIONS HLDGS INC | 0.28% |
| YUM BRANDS INC | 0.28% |
| DOLLAR GENERAL CORP | 0.27% |
| ENI SPA | 0.27% |
| PRUDENTIAL PLC | 0.27% |
| EDGEWELL PERSONAL CARE CO | 0.26% |
| FIDELITY NATIONAL INFO SERV | 0.26% |
| KROGER CO | 0.26% |
| TIME WARNER INC | 0.26% |
| AGILENT TECHNOLOGIES INC | 0.25% |
| HANESBRANDS INC | 0.25% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.25% |
| NVIDIA CORP | 0.25% |
| US TREASURY N/B 02.1250 05/15/2025 | 0.25% |
| CALPINE CORP | 0.24% |
| CGCMT 2007-C6 A4 05.9007 12/10/2049 | 0.24% |
| CR BARD INC | 0.24% |
| HILTON WORLDWIDE HOLDINGS IN | 0.24% |
| INTUITIVE SURGICAL INC | 0.24% |
| LAM RESEARCH CORP | 0.24% |
| MANITOWOC FOODSERVICE IN | 0.24% |
| MOLSON COORS BREWING CO -B | 0.24% |
| RANGE RESOURCES CORP | 0.24% |
| WALT DISNEY CO/THE | 0.24% |
| CAPITAL ONE FINANCIAL CORP | 0.23% |
| RE/MAX HOLDINGS INC-CL A | 0.23% |
| AMERICAN WATER WORKS CO INC | 0.22% |
| ASSURED GUARANTY LTD | 0.22% |
| CIGNA CORP | 0.22% |
| HP INC | 0.22% |
| OCCIDENTAL PETROLEUM CORP | 0.22% |
| QUALCOMM INC | 0.22% |
| FORD MOTOR COMPANY 07.7500 06/15/2043 | 0.21% |
| MEDTRONIC PLC | 0.21% |
| MYLAN NV | 0.21% |
| PIONEER NAT RES CO | 0.21% |
| RAYTHEON COMPANY | 0.21% |
| SIMON PROPERTY GROUP INC | 0.21% |
| ALLIANCEBERNSTEIN HOLDING LP | 0.20% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.20% |
| GENERAL ELECTRIC CO 05.0000 12/29/2049 | 0.20% |
| KEYCORP | 0.20% |
| LLOYDS BANKING GROUP P/P 144A 05.3000 12/01/2045 | 0.20% |
| MEDIVATION INC | 0.20% |
| MICRON TECHNOLOGY INC | 0.20% |
| STATE STREET CAP TR IV 01.6525 06/15/2037 | 0.20% |
| TESARO INC | 0.20% |
| CBS CORP-CLASS B NON VOTING | 0.19% |
| COMPUTER SCIENCES CORP | 0.19% |
| HSBC HOLDINGS PLC USD 06.5000 05/02/2036 | 0.19% |
| JOHNSON CONTROLS INC | 0.19% |
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 | 0.19% |
| SEMPRA ENERGY | 0.19% |
| UNITED TECHNOLOGIES CORP | 0.19% |
| WEC ENERGY GROUP INC 06.2500 05/15/2067 | 0.19% |
| AMERICAN AIRLINES GROUP INC | 0.18% |
| AMERIPRISE FINANCIAL INC | 0.18% |
| AVALONBAY COMMUNITIES INC | 0.18% |
| BOSTON PROPERTIES INC | 0.18% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.18% |
| MARATHON OIL CORP | 0.18% |
| MSC 2012-C4 D P/P 144A 05.7045 03/15/2045 | 0.18% |
| NORDEA BANK AB P/P 144A 04.8750 05/13/2021 | 0.18% |
| SUNCOR ENERGY INC | 0.18% |
| YAHOO! INC | 0.18% |
| ALIBABA GROUP HOLDING-SP ADR | 0.17% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.17% |
| DOW CHEMICAL CO/THE | 0.17% |
| DU PONT (E.I.) DE NEMOURS | 0.17% |
| ENTERPRISE PRODUCTS PARTNERS | 0.17% |
| GAMING AND LEISURE PROPERTIE | 0.17% |
| HALLIBURTON CO | 0.17% |
| PPG INDUSTRIES INC | 0.17% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.17% |
| PUBLIC STORAGE | 0.17% |
| STANDARD CHARTERED P/P 144A 07.0140 07/29/2049 | 0.17% |
| TE CONNECTIVITY LTD | 0.17% |
| AON PLC USD 04.2500 12/12/2042 | 0.16% |
| COOPER COS INC/THE | 0.16% |
| EQUINIX INC | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.16% |
| GENERAL GROWTH PROPERTIES | 0.16% |
| GEORGIA-PACIFIC LLC 07.7500 11/15/2029 | 0.16% |
| ORACLE CORP | 0.16% |
| ORACLE CORP 02.6500 07/15/2026 | 0.16% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.16% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.16% |
| VENTAS INC | 0.16% |
| WYNN RESORTS LTD | 0.16% |
| AMERICAN ELECTRIC POWER | 0.15% |
| BROADCOM LTD | 0.15% |
| CARDINAL HEALTH INC | 0.15% |
| CBS CORP 07.8750 07/30/2030 | 0.15% |
| COTY INC-CL A | 0.15% |
| CTRIP.COM INTERNATIONAL-ADR | 0.15% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.15% |
| GENERAL MILLS INC | 0.15% |
| MONSANTO CO | 0.15% |
| PENN NATIONAL GAMING INC | 0.15% |
| REYNOLDS AMERICAN INC | 0.15% |
| WAL-MART STORES INC | 0.15% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.15% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.14% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.14% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.14% |
| MEAD JOHNSON NUTRITION CO | 0.14% |
| PARKER-HANNIFIN CORP 06.2500 05/15/2038 | 0.14% |
| RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 | 0.14% |
| RESTAURANT BRANDS INTERN | 0.14% |
| ROLLINS INC | 0.14% |
| SBA TOWER TRUST P/P 144A 05.1010 04/17/2017 | 0.14% |
| AFLAC INC 06.9000 12/17/2039 | 0.13% |
| APACHE CORP | 0.13% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.13% |
| COMM 2014-CR18 C 04.8956 07/15/2047 | 0.13% |
| EDISON INTERNATIONAL | 0.13% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.13% |
| EXPRESS SCRIPTS HOLDING CO | 0.13% |
| PENTAIR PLC | 0.13% |
| SIEMENS AG | 0.13% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.13% |
| TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 | 0.13% |
| VERIZON COMM 04.5220 09/15/2048 | 0.13% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.13% |
| ADVANCE AUTO PARTS | 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% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.12% |
| FIVE BELOW | 0.12% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.12% |
| HEWLETT PACKARD ENTERPRIS | 0.12% |
| INVESCO LTD | 0.12% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.12% |
| SEALED AIR CORP | 0.12% |
| AETNA INC | 0.11% |
| AIR PRODUCTS & CHEMICALS INC | 0.11% |
| AXALTA COATING SYSTEMS LTD | 0.11% |
| CAESARSTONE LTD | 0.11% |
| CAMPBELL SOUP CO 08.8750 05/01/2021 | 0.11% |
| CENOVUS ENERGY INC | 0.11% |
| CHARTER COMM OPT LLC P/P 144A 06.4840 10/23/2045 | 0.11% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.11% |
| HIGHWOODS REALTY LP 05.8500 03/15/2017 | 0.11% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.11% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.11% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.11% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.11% |
| WP CAREY INC 04.6000 04/01/2024 | 0.11% |
| ALBEMARLE CORP | 0.10% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.10% |
| EQUITY LIFESTYLE PROPERTIES | 0.10% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.10% |
| FNMA FN30 734836 05.0000 08/01/2033 | 0.10% |
| HENRY SCHEIN INC | 0.10% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.10% |
| KRAFT HEINZ FOODS CO P/P 144A 04.3750 06/01/2046 | 0.10% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.10% |
| PETROBRAS GLOBAL FINANCE USD 05.3750 01/27/2021 | 0.10% |
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 | 0.10% |
| TRANSCANADA PIPELINES USD 06.3500 05/15/2067 | 0.10% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.10% |
| BOSTON SCIENTIFIC CORP | 0.09% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.09% |
| COMM 2013-CR13 AM 04.4490 12/10/2023 | 0.09% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.09% |
| EDP FINANCE BV P/P 144A 06.0000 02/02/2018 | 0.09% |
| EDWARDS LIFESCIENCES CORP | 0.09% |
| ELEC DE FRANCE P/P 144A 06.0000 01/22/2114 | 0.09% |
| FEDERAL REALTY INVS TRUST | 0.09% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.09% |
| JPMCC 2013-C10 C 04.2933 12/15/2047 | 0.09% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.09% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.09% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.09% |
| NEWMONT MINING CORP | 0.09% |
| NEXTERA ENERGY PARTNERS LP | 0.09% |
| NRG YIELD INC-CLASS C | 0.09% |
| OWENS CORNING 09.0000 06/15/2019 | 0.09% |
| SERVICE CORP INTERNATIONAL | 0.09% |
| STERICYCLE INC | 0.09% |
| TELEFONICA EMISIONES SAU USD 05.4620 02/16/2021 | 0.09% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.09% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.09% |
| ANALOG DEVICES INC | 0.08% |
| ASSURANT INC 06.7500 02/15/2034 | 0.08% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.08% |
| AUTOZONE INC | 0.08% |
| BALL CORP | 0.08% |
| BRUNSWICK CORP | 0.08% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.08% |
| CASTLIGHT HEALTH INC-B | 0.08% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.08% |
| COMM 2012-LC4 AM 04.0630 12/10/2044 | 0.08% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.08% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.08% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.08% |
| GNMA GII30 AL4508 03.5000 02/20/2045 | 0.08% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.08% |
| JAZZ PHARMACEUTICALS PLC | 0.08% |
| MCDONALD'S CORP 06.3000 03/01/2038 | 0.08% |
| PRAXAIR INC | 0.08% |
| SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 | 0.08% |
| TOSCO CORP 08.1250 02/15/2030 | 0.08% |
| WIX.COM LTD | 0.08% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.07% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.07% |
| BAKER HUGHES INC | 0.07% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.07% |
| CONCHO RESOURCES INC | 0.07% |
| CONTINENTAL RESOURCES INC/OK | 0.07% |
| DISH NETWORK CORP-A | 0.07% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.07% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.07% |
| GNC HOLDINGS INC-CL A | 0.07% |
| GODADDY INC - CLASS A | 0.07% |
| KELLOGG CO | 0.07% |
| LKQ CORP | 0.07% |
| MSBAM 2013-C11 C 04.5598 08/15/2046 | 0.07% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.07% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.07% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.07% |
| PRIDE INTERNATIONAL INC 07.8750 08/15/2040 | 0.07% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.07% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.07% |
| TENCENT HOLDINGS LTD | 0.07% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.07% |
| WFRBS 2011-C3 D P/P 144A 05.8071 03/15/2044 | 0.07% |
| AFLAC INC 06.4500 08/15/2040 | 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% |
| APPLE INC 04.3750 05/13/2045 | 0.06% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.06% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.06% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.06% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.06% |
| CHEMTURA CORP | 0.06% |
| CIMAREX ENERGY CO | 0.06% |
| CRITEO SA-SPON ADR | 0.06% |
| DEVON ENERGY CORP | 0.06% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.06% |
| GENWORTH FINANCIAL INC-CL A | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.06% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.06% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.06% |
| MARTIN MARIETTA MATERIALS | 0.06% |
| NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 | 0.06% |
| NORFOLK SOUTHERN CORP 06.0000 05/23/2111 | 0.06% |
| NVR INC 03.9500 09/15/2022 | 0.06% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.06% |
| ONCOR ELECTRIC DELIVERY CO 07.0000 09/01/2022 | 0.06% |
| PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 | 0.06% |
| SUNCOR ENERGY INC | 0.06% |
| TRIUMPH GROUP INC | 0.06% |
| VORNADO REALTY TRUST | 0.06% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.06% |
| ABBOTT LABORATORIES | 0.05% |
| AETNA INC 06.7500 12/15/2037 | 0.05% |
| ANTHEM INC | 0.05% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.05% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.05% |
| CBRE GROUP INC - A | 0.05% |
| CHENIERE ENERGY INC | 0.05% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.05% |
| COMM 2014-UBS6 C 04.6143 12/10/2047 | 0.05% |
| DDR CORP. 07.8750 09/01/2020 | 0.05% |
| DEXCOM INC | 0.05% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.05% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.05% |
| HAIN CELESTIAL GROUP INC | 0.05% |
| HCA INC 05.2500 06/15/2026 | 0.05% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.05% |
| HESS CORP | 0.05% |
| HESS CORP 07.3000 08/15/2031 | 0.05% |
| NUCOR CORP | 0.05% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.05% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.05% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.05% |
| OPORTUN FIN CORP P/P SERIES H PFD | 0.05% |
| PETROLEOS MEXICANOS USD 04.5000 01/23/2026 | 0.05% |
| PRESS GANEY HOLDINGS INC | 0.05% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.05% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.05% |
| SYMRISE AG | 0.05% |
| TCI COMMUNICATIONS INC 07.8750 02/15/2026 | 0.05% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.05% |
| TIME WARNER INC. 07.7000 05/01/2032 | 0.05% |
| VULCAN MATERIALS CO | 0.05% |
| WFCM 2012-LC5 AS 03.5390 10/15/2045 | 0.05% |
| ALLEGION PLC | 0.04% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.04% |
| CA TXB-VAR PURP 3 07.5000 04/01/2034 | 0.04% |
| CAMPBELL SOUP CO | 0.04% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| ELEC DE FRANCE P/P 144A 05.6000 01/27/2040 | 0.04% |
| EMERA US FINANCE LP P/P 144A 03.5500 06/15/2026 | 0.04% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.04% |
| ESSEX PROPERTY TRUST INC | 0.04% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.04% |
| GENERAL MOTORS CO 06.7500 04/01/2046 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.04% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.04% |
| KIMCO REALTY CORP | 0.04% |
| KION GROUP AG | 0.04% |
| L BRANDS INC 06.6250 04/01/2021 | 0.04% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.04% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.04% |
| MSC 2007-T27 AJ 05.8201 06/11/2042 | 0.04% |
| NOMAD FOODS LTD | 0.04% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.04% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.04% |
| ON SEMICONDUCTOR CORP | 0.04% |
| PEBBLEBROOK HOTEL TRUST | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.04% |
| QVC INC 04.8500 04/01/2024 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SCHLUMBERGER LTD | 0.04% |
| SMURFIT KAPPA GROUP PLC | 0.04% |
| SPECTRUM BRANDS HOLDINGS INC | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| TIFFANY & CO 04.9000 10/01/2044 | 0.04% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.04% |
| UNION CARBIDE CORP 07.7500 10/01/2096 | 0.04% |
| VIACOM INC 05.8500 09/01/2043 | 0.04% |
| 21ST CENTURY FOX AMERICA 07.8500 03/01/2039 | 0.03% |
| ALCOA INC | 0.03% |
| AMERICAN EXPRESS CO 04.9000 12/29/2049 | 0.03% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.03% |
| ANTHEM INC 04.6250 05/15/2042 | 0.03% |
| AUTONATION INC 04.5000 10/01/2025 | 0.03% |
| AVIATION CAPITAL GRP P/P 144A 07.1250 10/15/2020 | 0.03% |
| AVON PRODUCTS INC | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BERKSHIRE HATHAWAY INC-CL B | 0.03% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.03% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.03% |
| CHARTER COMM OPT LLC P/P 144A 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 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% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 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% |
| GLENCORE FUNDING LLC P/P 144A 02.8750 04/16/2020 | 0.03% |
| IBERDROLA INTL BV USD 06.7500 07/15/2036 | 0.03% |
| INDEPENDENCE CONTRACT DRILLI | 0.03% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.03% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.03% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| LEAR CORP 05.3750 03/15/2024 | 0.03% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.03% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.03% |
| NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 | 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% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.03% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.03% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.03% |
| RICE ENERGY INC | 0.03% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.03% |
| TUBEMOGUL INC | 0.03% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.03% |
| W.R. GRACE & CO | 0.03% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.03% |
| AGRIUM INC USD 07.1250 05/23/2036 | 0.02% |
| 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% |
| ARCELORMITTAL | 0.02% |
| BARRICK GOLD CORP | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CHIPOTLE MEXICAN GRILL INC | 0.02% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.02% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.02% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 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% |
| INGEVITY CORP | 0.02% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.02% |
| KINDER MORGAN INC. 03.0500 12/01/2019 | 0.02% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.02% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 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% |
| PETROBRAS GLOBAL FINANCE USD 06.8500 06/05/2115 | 0.02% |
| PETROBRAS INTL USD 06.7500 01/27/2041 | 0.02% |
| SOUTHWESTERN ENERGY CO | 0.02% |
| TARGA RESOURCES CORP | 0.02% |
| TYSON FOODS INC 04.8750 08/15/2034 | 0.02% |
| TYSON FOODS INC 05.1500 08/15/2044 | 0.02% |
| UNITED AIR 2014-2 A PTT 03.7500 09/03/2026 | 0.02% |
| UNITED TECHNOLOGIES CORP 05.7000 04/15/2040 | 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% |
| 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% |
| ANTERO RESOURCES CORP | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| BGC PARTNERS INC P/P 144A 05.1250 05/27/2021 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.01% |
| CONTL AIRLINES 1998-1 06.6480 09/15/2017 | 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% |
| EASTMAN CHEMICAL CO 06.3000 11/15/2018 | 0.01% |
| EXPEDIA INC P/P 144A 05.0000 02/15/2026 | 0.01% |
| EXXON MOBIL CORP | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.7500 02/01/2022 | 0.01% |
| FSPC T-56 AIO IO 00.5240 05/25/2043 | 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% |
| JPMCC 2006-LDP8 A4 05.3990 05/15/2045 | 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% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.01% |
| MACYS RETAIL HLDGS INC 06.6500 07/15/2024 | 0.01% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MOTIVA ENTERPRISES L P/P 144A 06.8500 01/15/2040 | 0.01% |
| MULTI PACKAGING SOLUTIONS IN | 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% |
| QUEST DIAGNOSTICS INC 04.7500 01/30/2020 | 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% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.00% |
| BAXTER INTERNATIONAL INC | 0.00% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00% |
| CAD/USD 07/21/2016 BANKAM | 0.00% |
| CAD/USD 07/21/2016 BCAP-FX | 0.00% |
| CAD/USD 07/21/2016 JPMCB | 0.00% |
| CAD/USD 07/21/2016 SSBT | 0.00% |
| CAD/USD 07/21/2016 WPAC | 0.00% |
| CALIFORNIA RESOURCES CORP | 0.00% |
| CANADIAN DOLLAR ACCOUNT | 0.00% |
| CONTL AIRLINES 1997-4 06.9000 01/02/2018 | 0.00% |
| DELPHI CORP 05.0000 02/15/2023 | 0.00% |
| EUR/USD 09/21/2016 CITI | 0.00% |
| EUR/USD 09/21/2016 SSBT | 0.00% |
| EUR/USD 09/21/2016 UBS | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| FSPC T-56 2IO IO 00.0000 05/25/2043 | 0.00% |
| GBP/USD 09/21/2016 CSI-FX | 0.00% |
| GBP/USD 09/21/2016 JPMCB | 0.00% |
| GBP/USD 09/21/2016 SSBT | 0.00% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% |
| HTG MOLECULAR DIAGNOSTICS | 0.00% |
| ILS/USD 07/21/2016 SSBT | 0.00% |
| INTEL CORP | 0.00% |
| LIBERTY GLOBAL PLC LILAC - A | 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% |
| POUND STERLING CALL ACCOUNT | 0.00% |
| RESTAURANT BRANDS-EXCH UNITS | 0.00% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.00% |
| THE EURO EUR CALL ACCOUNT | -0.01% |
Prior top 10 holdings
| Top 10 holdings as of 08/31/16 | |
|---|---|
| 1: Us Treasury N/B 02.0000 11/30/2020 | 2.83% |
| 2: Us Treasury N/B 00.7500 03/31/2018 | 2.63% |
| 3: Apple | 1.99% |
| 4: Us Treasury N/B 01.3750 09/30/2018 | 1.83% |
| 5: Alphabet | 1.74% |
| 6: Fnma Fn30 Tba 04.5000 09/01/2046 | 1.72% |
| 7: Fnma Fn30 Tba 03.5000 09/01/2046 | 1.66% |
| 8: Fnma Fn30 Al7828 04.5000 11/01/2044 | 1.59% |
| 9: Microsoft | 1.51% |
| 10: Amazon.Com | 1.29% |
| Holdings represent 18.79% of portfolio | |
| Top 10 holdings as of 07/31/16 | |
|---|---|
| 1: Us Treasury N/B 02.0000 11/30/2020 | 2.83% |
| 2: Us Treasury N/B 00.7500 03/31/2018 | 2.61% |
| 3: Apple | 1.97% |
| 4: Us Treasury N/B 01.3750 09/30/2018 | 1.82% |
| 5: Alphabet | 1.73% |
| 6: Fnma Fn30 Tba 04.5000 08/01/2046 | 1.71% |
| 7: Fnma Fn30 Tba 03.5000 09/01/2046 | 1.65% |
| 8: Fnma Fn30 Al7828 04.5000 11/01/2044 | 1.59% |
| 9: Microsoft | 1.48% |
| 10: Pepsico | 1.29% |
| Holdings represent 18.68% of portfolio | |
| Top 10 holdings as of 06/30/16 | |
|---|---|
| 1: Us Treasury N/B 02.0000 11/30/2020 | 2.88% |
| 2: Us Treasury N/B 00.7500 03/31/2018 | 2.66% |
| 3: Us Treasury N/B 01.3750 09/30/2018 | 1.85% |
| 4: Apple | 1.84% |
| 5: Fnma Fn30 Tba 04.5000 07/01/2046 | 1.74% |
| 6: Fnma Fn30 Tba 03.5000 07/01/2046 | 1.68% |
| 7: Fnma Fn30 Al7828 04.5000 11/01/2044 | 1.66% |
| 8: Alphabet | 1.56% |
| 9: Microsoft | 1.37% |
| 10: Pepsico | 1.27% |
| Holdings represent 18.51% of portfolio | |
| Top 10 holdings as of 05/31/16 | |
|---|---|
| 1: Us Treasury N/B 00.7500 03/31/2018 | 2.61% |
| 2: Us Treasury N/B 02.0000 11/30/2020 | 2.61% |
| 3: Apple | 1.90% |
| 4: Us Treasury N/B 01.3750 09/30/2018 | 1.82% |
| 5: Fnma Fn30 Tba 04.5000 06/01/2046 | 1.72% |
| 6: Fnma Fn30 Al7828 04.5000 11/01/2044 | 1.66% |
| 7: Alphabet | 1.64% |
| 8: Microsoft | 1.56% |
| 9: Us Treasury N/B 00.7500 12/31/2017 | 1.28% |
| 10: Amazon.Com | 1.24% |
| Holdings represent 18.04% of portfolio | |
Portfolio Composition as of 08/31/16
| Common stock | 59.55% |
|
|---|---|---|
| Corporate bonds and notes | 14.75% |
|
| Treasury | 10.25% |
|
| Agency pass-through | 8.73% |
|
| Cash and net other assets | 4.33% |
|
| Commercial MBS | 1.53% |
|
| Agency | 0.54% |
|
| Municipal bonds | 0.15% |
|
| Emerging-market bonds | 0.14% |
|
| Agency CMO | 0.03% |
|
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.
You can lose money by investing in a fund. Any given fund may not achieve its goal, and is not intended as a complete investment program. All funds have risk. The value and/or returns of a portfolio will fluctuate with market conditions. You may have more or less than the original amount invested when you redeem your shares.