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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 01/31/15
Category: Balanced
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 96% | 71/73 |
| 1 yr. | 11% | 14/138 |
| 3 yrs. | 15% | 19/131 |
| 5 yrs. | 23% | 28/124 |
Risk Characteristics as of 01/31/15
| Alpha (%) | 1.29 |
|---|---|
| Beta | 0.62 |
| R Squared | 0.95 |
| Standard Deviation (3 yrs.) | 5.85 |
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 01/31/15
| Us Treasury N/B 00.7500 03/31/2018 | 2.44% |
|
|---|---|---|
| Apple | 2.41% |
|
| Fnma Fn30 Tba 04.5000 03/01/2045 | 2.15% |
|
| Us Treasury N/B 01.7500 05/31/2016 | 2.03% |
|
| Us Treasury N/B 03.5000 02/15/2018 | 1.90% |
|
| Us Treasury N/B 01.0000 08/31/2016 | 1.54% |
|
| Exxon Mobil Corp | 1.41% |
|
| 1.28% |
|
|
| Us Treasury N/B 00.7500 12/31/2017 | 1.08% |
|
| Wells Fargo | 1.07% |
|
| Top 10 holdings, total: | 17.31% |
|
Equity Holdings as of 12/31/14
| APPLE INC | 2.28% |
|---|---|
| L-3 COMMUNICATIONS HLDGS INC | 1.55% |
| GOOGLE INC-CL C | 1.28% |
| MICROSOFT CORP | 1.17% |
| WELLS FARGO & CO | 1.13% |
| GILEAD SCIENCES INC | 0.99% |
| JPMORGAN CHASE & CO | 0.86% |
| EOG RESOURCES INC | 0.79% |
| CITIGROUP INC | 0.77% |
| FACEBOOK INC-A | 0.77% |
| EXXON MOBIL CORP | 0.74% |
| MICRON TECHNOLOGY INC | 0.74% |
| UNION PACIFIC CORP | 0.70% |
| COMCAST CORP-CLASS A | 0.69% |
| CELGENE CORP | 0.67% |
| UNITED TECHNOLOGIES CORP | 0.66% |
| ORACLE CORP | 0.63% |
| WALT DISNEY CO/THE | 0.61% |
| AMAZON.COM INC | 0.60% |
| BRISTOL-MYERS SQUIBB CO | 0.60% |
| AMERICAN EXPRESS CO | 0.59% |
| ACTAVIS PLC | 0.58% |
| ABBVIE INC | 0.57% |
| PHILIP MORRIS INTERNATIONAL | 0.54% |
| VISA INC-CLASS A SHARES | 0.54% |
| ALIBABA GROUP HOLDING-SP ADR | 0.53% |
| HOME DEPOT INC | 0.52% |
| AMERICAN INTERNATIONAL GROUP | 0.51% |
| PEPSICO INC | 0.51% |
| GENERAL DYNAMICS CORP | 0.50% |
| MERCK & CO. INC. | 0.50% |
| SCHWAB (CHARLES) CORP | 0.50% |
| BIOGEN IDEC INC | 0.49% |
| VERIZON COMMUNICATIONS INC | 0.49% |
| ESTEE LAUDER COMPANIES-CL A | 0.46% |
| BANK OF AMERICA CORP | 0.45% |
| CVS HEALTH CORP | 0.45% |
| COTY INC-CL A | 0.43% |
| TIME WARNER INC | 0.43% |
| CME GROUP INC | 0.42% |
| LIBERTY GLOBAL PLC-SERIES C | 0.42% |
| ELI LILLY & CO | 0.41% |
| HEWLETT-PACKARD CO | 0.41% |
| PFIZER INC | 0.41% |
| PRICELINE GROUP INC/THE | 0.41% |
| AMERICAN TOWER CORP | 0.40% |
| MEDTRONIC INC | 0.40% |
| HONEYWELL INTERNATIONAL INC | 0.39% |
| KEYCORP | 0.39% |
| NIKE INC -CL B | 0.39% |
| SUNCOR ENERGY INC | 0.39% |
| FORTUNE BRANDS HOME & SECURI | 0.38% |
| INTEL CORP | 0.38% |
| MASTERCARD INC-CLASS A | 0.38% |
| APPLIED MATERIALS INC | 0.37% |
| JOHNSON & JOHNSON | 0.37% |
| SCHLUMBERGER LTD | 0.37% |
| SYMRISE AG | 0.37% |
| HARTFORD FINANCIAL SVCS GRP | 0.36% |
| REGIONS FINANCIAL CORP | 0.36% |
| SHERWIN-WILLIAMS CO/THE | 0.36% |
| COSTCO WHOLESALE CORP | 0.35% |
| EMC CORP/MA | 0.35% |
| TJX COMPANIES INC | 0.35% |
| ALLERGAN INC | 0.34% |
| DISH NETWORK CORP-A | 0.34% |
| MONSANTO CO | 0.34% |
| BROADCOM CORP-CL A | 0.33% |
| CAPITAL ONE FINANCIAL CORP | 0.33% |
| KKR & CO LP | 0.33% |
| EXELON CORP | 0.32% |
| FIFTH THIRD BANCORP | 0.32% |
| LAM RESEARCH CORP | 0.31% |
| KEURIG GREEN MOUNTAIN INC | 0.30% |
| NORTHROP GRUMMAN CORP | 0.30% |
| BAKER HUGHES INC | 0.29% |
| LIVE NATION ENTERTAINMENT IN | 0.29% |
| QEP RESOURCES INC | 0.29% |
| CHARTER COMMUNICATION-A | 0.28% |
| MCKESSON CORP | 0.28% |
| MYLAN INC | 0.28% |
| AMERIPRISE FINANCIAL INC | 0.27% |
| CIGNA CORP | 0.27% |
| P G & E CORP | 0.27% |
| SANDISK CORP | 0.27% |
| SPIRIT AIRLINES INC | 0.27% |
| ASSURED GUARANTY LTD | 0.26% |
| DOW CHEMICAL CO/THE | 0.26% |
| EDISON INTERNATIONAL | 0.26% |
| COCA-COLA ENTERPRISES | 0.25% |
| DR PEPPER SNAPPLE GROUP INC | 0.25% |
| MONDELEZ INTERNATIONAL INC-A | 0.25% |
| NRG ENERGY INC | 0.25% |
| WAL-MART STORES INC | 0.25% |
| AIRBUS GROUP NV | 0.24% |
| BERKSHIRE HATHAWAY INC-CL B | 0.24% |
| ENERGEN CORP | 0.24% |
| MICHAEL KORS HOLDINGS LTD | 0.24% |
| TYCO INTERNATIONAL PLC | 0.24% |
| BECTON DICKINSON AND CO | 0.23% |
| BED BATH & BEYOND INC | 0.23% |
| PRUDENTIAL PLC | 0.23% |
| TUMI HOLDINGS INC | 0.23% |
| YAHOO! INC | 0.23% |
| CALPINE CORP | 0.22% |
| CARLYLE GROUP/THE | 0.22% |
| EP ENERGY CORP-CL A | 0.22% |
| RED HAT INC | 0.22% |
| ASTRAZENECA PLC-SPONS ADR | 0.21% |
| AVAGO TECHNOLOGIES LTD | 0.21% |
| AXALTA COATING SYSTEMS LTD | 0.21% |
| FIVE BELOW | 0.21% |
| MACY'S INC | 0.21% |
| STARBUCKS CORP | 0.21% |
| TIME WARNER CABLE | 0.21% |
| WESTERN DIGITAL CORP | 0.21% |
| ZIMMER HOLDINGS INC | 0.21% |
| AMERICAN ELECTRIC POWER | 0.20% |
| CARDINAL HEALTH INC | 0.20% |
| DOLLAR GENERAL CORP | 0.19% |
| ENCANA CORP | 0.19% |
| GAZTRANSPORT ET TECHNIGA | 0.19% |
| QUALCOMM INC | 0.19% |
| BOSTON SCIENTIFIC CORP | 0.18% |
| ENERGIZER HOLDINGS INC | 0.18% |
| FIDELITY NATIONAL INFORMATIO | 0.18% |
| HILTON WORLDWIDE HOLDINGS IN | 0.18% |
| PALL CORP | 0.18% |
| SEMPRA ENERGY | 0.18% |
| WALGREENS BOOTS ALLIANCE INC | 0.18% |
| COMPUTER SCIENCES CORP | 0.17% |
| GAP INC/THE | 0.17% |
| GENWORTH FINANCIAL INC-CL A | 0.17% |
| MARKWEST ENERGY PARTNERS LP | 0.17% |
| TOTAL SA-SPON ADR | 0.17% |
| WYNDHAM WORLDWIDE CORP | 0.17% |
| AMERICAN AIRLINES GROUP INC | 0.16% |
| AVALONBAY COMMUNITIES INC | 0.16% |
| KRAFT FOODS GROUP INC | 0.16% |
| RE/MAX HOLDINGS INC-CL A | 0.16% |
| ROYAL DUTCH SHELL-SPON ADR-A | 0.16% |
| SIMON PROPERTY GROUP INC | 0.16% |
| SKYWORKS SOLUTIONS INC | 0.16% |
| WHIRLPOOL CORP | 0.16% |
| YUM BRANDS INC | 0.16% |
| CHENIERE ENERGY INC | 0.15% |
| MEAD JOHNSON NUTRITION CO | 0.15% |
| MEADWESTVACO CORP | 0.15% |
| NEXTERA ENERGY INC | 0.15% |
| PRAXAIR INC | 0.15% |
| VENTAS INC | 0.15% |
| AGILENT TECHNOLOGIES INC | 0.14% |
| CAESARSTONE SDOT-YAM LTD | 0.14% |
| CF INDUSTRIES HOLDINGS INC | 0.14% |
| CTRIP.COM INTERNATIONAL-ADR | 0.14% |
| EXPRESS SCRIPTS HOLDING CO | 0.14% |
| SEALED AIR CORP | 0.14% |
| UNIVERSAL HEALTH SERVICES-B | 0.14% |
| VAIL RESORTS INC | 0.14% |
| ADOBE SYSTEMS INC | 0.13% |
| AIR PRODUCTS & CHEMICALS INC | 0.13% |
| AKER SOLUTIONS ASA | 0.13% |
| ANTERO RESOURCES CORP | 0.13% |
| BOSTON PROPERTIES INC | 0.13% |
| PULTEGROUP INC | 0.13% |
| CASTLIGHT HEALTH INC-B | 0.12% |
| GAMING AND LEISURE PROPERTIE | 0.12% |
| HERSHEY CO/THE | 0.12% |
| KELLOGG CO | 0.12% |
| PENN NATIONAL GAMING INC | 0.12% |
| SIEMENS AG | 0.12% |
| ABBOTT LABORATORIES | 0.11% |
| AMERISOURCEBERGEN CORP | 0.11% |
| ANTHEM INC | 0.11% |
| AVON PRODUCTS INC | 0.11% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.11% |
| EATON CORP PLC | 0.11% |
| GENERAL GROWTH PROPERTIES | 0.11% |
| GENESEE & WYOMING INC-CL A | 0.11% |
| HANESBRANDS INC | 0.11% |
| HUBBELL INC -CL B | 0.11% |
| PACKAGING CORP OF AMERICA | 0.11% |
| PREMIER INC-CLASS A | 0.11% |
| ROLLINS INC | 0.11% |
| AMERICAN WATER WORKS CO INC | 0.10% |
| BRUNSWICK CORP | 0.10% |
| FREEPORT-MCMORAN INC | 0.10% |
| HD SUPPLY HOLDINGS INC | 0.10% |
| RESTAURANT BRANDS INTERN | 0.10% |
| THERMO FISHER SCIENTIFIC INC | 0.10% |
| VORNADO REALTY TRUST | 0.10% |
| WISDOMTREE INVESTMENTS INC | 0.10% |
| WYNN RESORTS LTD | 0.10% |
| COVIDIEN PLC | 0.09% |
| GROUPON INC | 0.09% |
| TENCENT HOLDINGS LTD | 0.09% |
| ANIXTER INTERNATIONAL INC | 0.08% |
| EQUITY LIFESTYLE PROPERTIES | 0.08% |
| GENEL ENERGY PLC | 0.08% |
| HUNTSMAN CORP | 0.08% |
| OSHKOSH CORP | 0.08% |
| PUBLIC STORAGE | 0.08% |
| AETNA INC | 0.07% |
| CANADIAN PACIFIC RAILWAY LTD | 0.07% |
| CERNER CORP | 0.07% |
| COOPER COS INC/THE | 0.07% |
| CRODA INTERNATIONAL PLC | 0.07% |
| ESSEX PROPERTY TRUST INC | 0.07% |
| JM SMUCKER CO/THE | 0.07% |
| NEXTERA ENERGY PARTNERS LP | 0.07% |
| RAYTHEON COMPANY | 0.07% |
| ZALANDO SE | 0.07% |
| ALLEGION PLC | 0.06% |
| AMEREN CORPORATION | 0.06% |
| AUTOZONE INC | 0.06% |
| AXIALL CORP | 0.06% |
| ELECTRONIC ARTS INC | 0.06% |
| HCA HOLDINGS INC | 0.06% |
| INVESCO LTD | 0.06% |
| LORILLARD INC | 0.06% |
| O'REILLY AUTOMOTIVE INC | 0.06% |
| PINNACLE FOODS INC | 0.06% |
| RETROPHIN INC | 0.06% |
| STATE STREET CORP | 0.06% |
| UNITED TECHNOLOGIES CORP 07.5000 CUM CV PFD | 0.06% |
| WEIGHT WATCHERS INTL INC | 0.06% |
| CADENCE DESIGN SYS INC | 0.05% |
| CONSOL ENERGY INC | 0.05% |
| H&R BLOCK INC | 0.05% |
| KEYSIGHT TECHNOLOGIES IN | 0.05% |
| MONSTER BEVERAGE CORP | 0.05% |
| MORGAN STANLEY | 0.05% |
| PROLOGIS INC | 0.05% |
| ALCOA INC | 0.04% |
| CACI INTERNATIONAL INC -CL A | 0.04% |
| JOHNSON CONTROLS INC | 0.04% |
| LULULEMON ATHLETICA INC | 0.04% |
| OFFICE DEPOT INC | 0.04% |
| PANDORA MEDIA INC | 0.04% |
| PLUM CREEK TIMBER CO | 0.04% |
| SMURFIT KAPPA GROUP PLC | 0.04% |
| TIVO INC | 0.04% |
| ALLEGHENY TECHNOLOGIES INC | 0.03% |
| ALTISOURCE RESIDENTIAL CORP | 0.03% |
| BAXTER INTERNATIONAL INC | 0.03% |
| CHICO S FAS INC | 0.03% |
| DIPLOMAT PHARMACY INC | 0.03% |
| EXPRESS INC | 0.03% |
| FEDERAL REALTY INVS TRUST | 0.03% |
| GENERAL ELECTRIC CO | 0.03% |
| GNC HOLDINGS INC-CL A | 0.03% |
| HALLIBURTON CO | 0.03% |
| NUCOR CORP | 0.03% |
| PEBBLEBROOK HOTEL TRUST | 0.03% |
| ROCKWELL COLLINS INC | 0.03% |
| STEEL DYNAMICS INC | 0.03% |
| TORNIER NV | 0.03% |
| TRONOX LTD-CL A | 0.03% |
| YANDEX NV-A | 0.03% |
| ACTIVISION BLIZZARD INC | 0.02% |
| ADVANCE AUTO PARTS | 0.02% |
| CONSTELLIUM NV- CLASS A | 0.02% |
| EMERGE ENERGY SERVICES LP | 0.02% |
| FRESHPET INC | 0.02% |
| HI-CRUSH PARTNERS LP | 0.02% |
| MARTIN MARIETTA MATERIALS | 0.02% |
| MICHAELS COS INC/THE | 0.02% |
| PTC INC | 0.02% |
| STAPLES INC | 0.02% |
| VULCAN MATERIALS CO | 0.02% |
| AUTONATION INC | 0.01% |
| BEST BUY CO INC | 0.01% |
| GOOGLE INC-CL A | 0.01% |
| PARAMOUNT GROUP INC | 0.01% |
| S&W SEED CO | 0.01% |
| DOMINION RESOURCES INC/VA | 0.00% |
| EMBRAER SA-SPON ADR | 0.00% |
| GAMESTOP CORP-CLASS A | 0.00% |
| RESTAURANT BRANDS-EXCH UNITS | 0.00% |
Full Portfolio Holdings as of 12/31/14
| US TREASURY N/B 00.7500 03/31/2018 | 2.36% |
|---|---|
| APPLE INC | 2.28% |
| US TREASURY N/B 01.0000 08/31/2016 | 2.19% |
| FNMA FN30 TBA 04.5000 01/01/2045 | 2.11% |
| US TREASURY N/B 01.7500 05/31/2016 | 1.99% |
| US TREASURY N/B 03.5000 02/15/2018 | 1.84% |
| L-3 COMMUNICATIONS HLDGS INC | 1.55% |
| US TREASURY N/B 01.1250 12/31/2019 | 1.51% |
| FNMA FN30 TBA 03.0000 01/01/2045 | 1.31% |
| GOOGLE INC-CL C | 1.28% |
| MICROSOFT CORP | 1.17% |
| WELLS FARGO & CO | 1.13% |
| US TREASURY N/B 00.7500 12/31/2017 | 1.04% |
| GILEAD SCIENCES INC | 0.99% |
| JPMORGAN CHASE & CO | 0.86% |
| EOG RESOURCES INC | 0.79% |
| CITIGROUP INC | 0.77% |
| FACEBOOK INC-A | 0.77% |
| FHLMC FH30G U99096 04.5000 05/01/2044 | 0.76% |
| EXXON MOBIL CORP | 0.74% |
| MICRON TECHNOLOGY INC | 0.74% |
| UNION PACIFIC CORP | 0.70% |
| COMCAST CORP-CLASS A | 0.69% |
| FNMA FN30 TBA 04.0000 01/01/2045 | 0.69% |
| FNMA FN30 TBA 03.5000 01/01/2045 | 0.68% |
| CELGENE CORP | 0.67% |
| UNITED TECHNOLOGIES CORP | 0.66% |
| ORACLE CORP | 0.63% |
| WALT DISNEY CO/THE | 0.61% |
| AMAZON.COM INC | 0.60% |
| BRISTOL-MYERS SQUIBB CO | 0.60% |
| AMERICAN EXPRESS CO | 0.59% |
| ACTAVIS PLC | 0.58% |
| ABBVIE INC | 0.57% |
| PHILIP MORRIS INTERNATIONAL | 0.54% |
| VISA INC-CLASS A SHARES | 0.54% |
| ALIBABA GROUP HOLDING-SP ADR | 0.53% |
| HOME DEPOT INC | 0.52% |
| AMERICAN INTERNATIONAL GROUP | 0.51% |
| PEPSICO INC | 0.51% |
| GENERAL DYNAMICS CORP | 0.50% |
| MERCK & CO. INC. | 0.50% |
| SCHWAB (CHARLES) CORP | 0.50% |
| BIOGEN IDEC INC | 0.49% |
| VERIZON COMMUNICATIONS INC | 0.49% |
| ESTEE LAUDER COMPANIES-CL A | 0.46% |
| INTL BK RECON & DEVELOP 07.6250 01/19/2023 | 0.46% |
| BANK OF AMERICA CORP | 0.45% |
| CVS HEALTH CORP | 0.45% |
| COTY INC-CL A | 0.43% |
| FNMA FN30 AB3423 04.5000 08/01/2041 | 0.43% |
| TIME WARNER INC | 0.43% |
| CME GROUP INC | 0.42% |
| LIBERTY GLOBAL PLC-SERIES C | 0.42% |
| ELI LILLY & CO | 0.41% |
| HEWLETT-PACKARD CO | 0.41% |
| PFIZER INC | 0.41% |
| PRICELINE GROUP INC/THE | 0.41% |
| AMERICAN TOWER CORP | 0.40% |
| MEDTRONIC INC | 0.40% |
| HONEYWELL INTERNATIONAL INC | 0.39% |
| KEYCORP | 0.39% |
| NIKE INC -CL B | 0.39% |
| SUNCOR ENERGY INC | 0.39% |
| FORTUNE BRANDS HOME & SECURI | 0.38% |
| INTEL CORP | 0.38% |
| MASTERCARD INC-CLASS A | 0.38% |
| APPLIED MATERIALS INC | 0.37% |
| JOHNSON & JOHNSON | 0.37% |
| SCHLUMBERGER LTD | 0.37% |
| SYMRISE AG | 0.37% |
| HARTFORD FINANCIAL SVCS GRP | 0.36% |
| REGIONS FINANCIAL CORP | 0.36% |
| SHERWIN-WILLIAMS CO/THE | 0.36% |
| COSTCO WHOLESALE CORP | 0.35% |
| EMC CORP/MA | 0.35% |
| TJX COMPANIES INC | 0.35% |
| ALLERGAN INC | 0.34% |
| DISH NETWORK CORP-A | 0.34% |
| MONSANTO CO | 0.34% |
| BROADCOM CORP-CL A | 0.33% |
| CAPITAL ONE FINANCIAL CORP | 0.33% |
| KKR & CO LP | 0.33% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.33% |
| EXELON CORP | 0.32% |
| FIFTH THIRD BANCORP | 0.32% |
| LAM RESEARCH CORP | 0.31% |
| KEURIG GREEN MOUNTAIN INC | 0.30% |
| NORTHROP GRUMMAN CORP | 0.30% |
| BAKER HUGHES INC | 0.29% |
| LIVE NATION ENTERTAINMENT IN | 0.29% |
| QEP RESOURCES INC | 0.29% |
| US TREASURY N/B 02.0000 11/30/2020 | 0.29% |
| CHARTER COMMUNICATION-A | 0.28% |
| MCKESSON CORP | 0.28% |
| MYLAN INC | 0.28% |
| UBS AG STAMFORD CT 07.6250 08/17/2022 | 0.28% |
| AMERIPRISE FINANCIAL INC | 0.27% |
| CIGNA CORP | 0.27% |
| P G & E CORP | 0.27% |
| SANDISK CORP | 0.27% |
| SPIRIT AIRLINES INC | 0.27% |
| ASSURED GUARANTY LTD | 0.26% |
| DOW CHEMICAL CO/THE | 0.26% |
| EDISON INTERNATIONAL | 0.26% |
| HSBC FIN CAP TRUST IX 05.9110 11/30/2035 | 0.26% |
| JPM CHASE CAPITAL XXIII 01.2321 05/15/2047 | 0.26% |
| COCA-COLA ENTERPRISES | 0.25% |
| DR PEPPER SNAPPLE GROUP INC | 0.25% |
| MONDELEZ INTERNATIONAL INC-A | 0.25% |
| NRG ENERGY INC | 0.25% |
| WAL-MART STORES INC | 0.25% |
| AIRBUS GROUP NV | 0.24% |
| BERKSHIRE HATHAWAY INC-CL B | 0.24% |
| ENERGEN CORP | 0.24% |
| MICHAEL KORS HOLDINGS LTD | 0.24% |
| TYCO INTERNATIONAL PLC | 0.24% |
| BECTON DICKINSON AND CO | 0.23% |
| BED BATH & BEYOND INC | 0.23% |
| PRUDENTIAL PLC | 0.23% |
| TUMI HOLDINGS INC | 0.23% |
| YAHOO! INC | 0.23% |
| CALPINE CORP | 0.22% |
| CARLYLE GROUP/THE | 0.22% |
| EP ENERGY CORP-CL A | 0.22% |
| RED HAT INC | 0.22% |
| ASTRAZENECA PLC-SPONS ADR | 0.21% |
| AVAGO TECHNOLOGIES LTD | 0.21% |
| AXALTA COATING SYSTEMS LTD | 0.21% |
| FIVE BELOW | 0.21% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.21% |
| MACY'S INC | 0.21% |
| STARBUCKS CORP | 0.21% |
| TIME WARNER CABLE | 0.21% |
| WESTERN DIGITAL CORP | 0.21% |
| ZIMMER HOLDINGS INC | 0.21% |
| AMERICAN ELECTRIC POWER | 0.20% |
| CARDINAL HEALTH INC | 0.20% |
| CGCMT 2007-C6 A4 05.7102 12/10/2049 | 0.20% |
| WISCONSIN ENERGY CORP 06.2500 05/15/2067 | 0.20% |
| DOLLAR GENERAL CORP | 0.19% |
| ENCANA CORP | 0.19% |
| FORD MOTOR COMPANY 07.7500 06/15/2043 | 0.19% |
| GAZTRANSPORT ET TECHNIGA | 0.19% |
| JPCMPTMD R USL3M P 07/16/15 JP | 0.19% |
| QUALCOMM INC | 0.19% |
| BOSTON SCIENTIFIC CORP | 0.18% |
| ENERGIZER HOLDINGS INC | 0.18% |
| FIDELITY NATIONAL INFORMATIO | 0.18% |
| HILTON WORLDWIDE HOLDINGS IN | 0.18% |
| PALL CORP | 0.18% |
| SEMPRA ENERGY | 0.18% |
| WALGREENS BOOTS ALLIANCE INC | 0.18% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.17% |
| COMPUTER SCIENCES CORP | 0.17% |
| GAP INC/THE | 0.17% |
| GENWORTH FINANCIAL INC-CL A | 0.17% |
| MARKWEST ENERGY PARTNERS LP | 0.17% |
| STATE STREET CAP TR IV 01.2406 06/15/2037 | 0.17% |
| TOTAL SA-SPON ADR | 0.17% |
| WYNDHAM WORLDWIDE CORP | 0.17% |
| AMERICAN AIRLINES GROUP INC | 0.16% |
| AVALONBAY COMMUNITIES INC | 0.16% |
| HBOS PLC P/P 144A 06.0000 11/01/2033 | 0.16% |
| KRAFT FOODS GROUP INC | 0.16% |
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 | 0.16% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.16% |
| RE/MAX HOLDINGS INC-CL A | 0.16% |
| ROYAL DUTCH SHELL-SPON ADR-A | 0.16% |
| SIMON PROPERTY GROUP INC | 0.16% |
| SKYWORKS SOLUTIONS INC | 0.16% |
| WHIRLPOOL CORP | 0.16% |
| YUM BRANDS INC | 0.16% |
| CHENIERE ENERGY INC | 0.15% |
| GE CAPITAL TRUST I 06.3750 11/15/2067 | 0.15% |
| HSBC HOLDINGS PLC USD 05.2500 03/14/2044 | 0.15% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.15% |
| MEAD JOHNSON NUTRITION CO | 0.15% |
| MEADWESTVACO CORP | 0.15% |
| MSC 2012-C4 D P/P 144A 05.5250 03/15/2045 | 0.15% |
| NEXTERA ENERGY INC | 0.15% |
| PPL WEM HOLDINGS LTD P/P 144A 05.3750 05/01/2021 | 0.15% |
| PRAXAIR INC | 0.15% |
| VENTAS INC | 0.15% |
| AGILENT TECHNOLOGIES INC | 0.14% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.14% |
| CAESARSTONE SDOT-YAM LTD | 0.14% |
| CF INDUSTRIES HOLDINGS INC | 0.14% |
| CREDIT SUISSE P/P 144A 06.5000 08/08/2023 | 0.14% |
| CTRIP.COM INTERNATIONAL-ADR | 0.14% |
| EXPRESS SCRIPTS HOLDING CO | 0.14% |
| NORDEA BANK AB P/P 144A 04.8750 05/13/2021 | 0.14% |
| ROYAL BK OF SCOTLAND PLC REGS 09.5000 03/16/2022 | 0.14% |
| SEALED AIR CORP | 0.14% |
| STANDARD CHARTERED PLC REGS 05.7000 01/25/2022 | 0.14% |
| UNIVERSAL HEALTH SERVICES-B | 0.14% |
| VAIL RESORTS INC | 0.14% |
| ADOBE SYSTEMS INC | 0.13% |
| AIR PRODUCTS & CHEMICALS INC | 0.13% |
| AKER SOLUTIONS ASA | 0.13% |
| ANTERO RESOURCES CORP | 0.13% |
| AON PLC USD 04.2500 12/12/2042 | 0.13% |
| BOSTON PROPERTIES INC | 0.13% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.13% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.13% |
| PULTEGROUP INC | 0.13% |
| RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 | 0.13% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.13% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.12% |
| CASTLIGHT HEALTH INC-B | 0.12% |
| CBS CORP 07.8750 07/30/2030 | 0.12% |
| FNMA FN30 734836 05.0000 08/01/2033 | 0.12% |
| GAMING AND LEISURE PROPERTIE | 0.12% |
| GEORGIA-PACIFIC LLC 07.7500 11/15/2029 | 0.12% |
| HERSHEY CO/THE | 0.12% |
| KELLOGG CO | 0.12% |
| PENN NATIONAL GAMING INC | 0.12% |
| SANTANDER HOLDINGS USA 04.6250 04/19/2016 | 0.12% |
| SBA TOWER TRUST P/P 144A 05.1010 04/17/2017 | 0.12% |
| SIEMENS AG | 0.12% |
| VERIZON COMMUNICATIONS 06.4000 02/15/2038 | 0.12% |
| VERIZON PENNSYLVANIA LLC 08.3500 12/15/2030 | 0.12% |
| ABBOTT LABORATORIES | 0.11% |
| AFLAC INC 06.9000 12/17/2039 | 0.11% |
| AMERISOURCEBERGEN CORP | 0.11% |
| ANTHEM INC | 0.11% |
| AVON PRODUCTS INC | 0.11% |
| BRIGHT HORIZONS FAMILY SOLUT | 0.11% |
| COMM 2014-CR18 C 04.7398 07/15/2047 | 0.11% |
| EATON CORP PLC | 0.11% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.11% |
| GENERAL GROWTH PROPERTIES | 0.11% |
| GENESEE & WYOMING INC-CL A | 0.11% |
| HANESBRANDS INC | 0.11% |
| HUBBELL INC -CL B | 0.11% |
| PACKAGING CORP OF AMERICA | 0.11% |
| PARKER-HANNIFIN CORP 06.2500 05/15/2038 | 0.11% |
| PREMIER INC-CLASS A | 0.11% |
| ROLLINS INC | 0.11% |
| TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 | 0.11% |
| TRANS-CANADA PIPELINES USD 06.3500 05/15/2067 | 0.11% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.10% |
| AMERICAN WATER WORKS CO INC | 0.10% |
| BRUNSWICK CORP | 0.10% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.10% |
| FREEPORT-MCMORAN INC | 0.10% |
| GENERAL ELEC CAP CORP 06.7500 03/15/2032 | 0.10% |
| HD SUPPLY HOLDINGS INC | 0.10% |
| HIGHWOODS REALTY LP 05.8500 03/15/2017 | 0.10% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.10% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.10% |
| PRIDE INTERNATIONAL INC 07.8750 08/15/2040 | 0.10% |
| RESTAURANT BRANDS INTERN | 0.10% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.10% |
| THERMO FISHER SCIENTIFIC INC | 0.10% |
| VORNADO REALTY TRUST | 0.10% |
| WASTE MANAGEMENT INC 07.7500 05/15/2032 | 0.10% |
| WISDOMTREE INVESTMENTS INC | 0.10% |
| WYNN RESORTS LTD | 0.10% |
| CAMPBELL SOUP CO 08.8750 05/01/2021 | 0.09% |
| COVIDIEN PLC | 0.09% |
| DIAGEO INVESTMENT CORP 08.0000 09/15/2022 | 0.09% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.09% |
| ENI SPA P/P 144A 04.1500 10/01/2020 | 0.09% |
| GROUPON INC | 0.09% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.09% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.09% |
| MONDELEZ INTERNATIONAL 06.5000 02/09/2040 | 0.09% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.09% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.09% |
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 | 0.09% |
| TELEFONICA EMISIONES SAU USD 05.4620 02/16/2021 | 0.09% |
| TENCENT HOLDINGS LTD | 0.09% |
| WP CAREY INC 04.6000 04/01/2024 | 0.09% |
| ANHEUSER-BUSCH COMPANIES LLC 05.5000 01/15/2018 | 0.08% |
| ANIXTER INTERNATIONAL INC | 0.08% |
| DDR CORP. 07.8750 09/01/2020 | 0.08% |
| DUKE REALTY LP 04.3750 06/15/2022 | 0.08% |
| ELEC DE FRANCE P/P 144A 06.0000 01/22/2114 | 0.08% |
| EQUITY LIFESTYLE PROPERTIES | 0.08% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.08% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.08% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.08% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.08% |
| GENEL ENERGY PLC | 0.08% |
| GENWORTH HOLDINGS INC 07.6250 09/24/2021 | 0.08% |
| HUNTSMAN CORP | 0.08% |
| JPMORGAN CHASE & CO 07.9000 04/29/2049 | 0.08% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.08% |
| MACYS RETAIL HLDGS INC 03.6250 06/01/2024 | 0.08% |
| OSHKOSH CORP | 0.08% |
| PETROBRAS INTL FIN CO USD 05.3750 01/27/2021 | 0.08% |
| PUBLIC STORAGE | 0.08% |
| WILLIS GROUP HOLDING PLC USD 05.7500 03/15/2021 | 0.08% |
| AETNA INC | 0.07% |
| ASSURANT INC 06.7500 02/15/2034 | 0.07% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.07% |
| BURLINGTN NORTH SANTA FE 05.4000 06/01/2041 | 0.07% |
| CANADIAN PACIFIC RAILWAY LTD | 0.07% |
| CBL & ASSOCIATES LP 05.2500 12/01/2023 | 0.07% |
| CENTURYLINK INC 06.8750 01/15/2028 | 0.07% |
| CERNER CORP | 0.07% |
| COOPER COS INC/THE | 0.07% |
| CRODA INTERNATIONAL PLC | 0.07% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.07% |
| EDP FINANCE BV P/P 144A 06.0000 02/02/2018 | 0.07% |
| ESSEX PROPERTY TRUST INC | 0.07% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.07% |
| HSBC USA CAPITAL P/P 144A 07.8080 12/15/2026 | 0.07% |
| JM SMUCKER CO/THE | 0.07% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.07% |
| NEXTERA ENERGY PARTNERS LP | 0.07% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.07% |
| RAYTHEON COMPANY | 0.07% |
| SANTANDER ISSUANCES P/P 144A 05.9110 06/20/2016 | 0.07% |
| SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 | 0.07% |
| TOSCO CORP 08.1250 02/15/2030 | 0.07% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| ZALANDO SE | 0.07% |
| ALLEGION PLC | 0.06% |
| AMEREN CORPORATION | 0.06% |
| AMERICAN TOWER CORP 03.4000 02/15/2019 | 0.06% |
| AUTOZONE INC | 0.06% |
| AXIALL CORP | 0.06% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.06% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.06% |
| DELHAIZE GROUP SA USD 06.5000 06/15/2017 | 0.06% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.06% |
| ELECTRONIC ARTS INC | 0.06% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.06% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.06% |
| HCA HOLDINGS INC | 0.06% |
| INVESCO LTD | 0.06% |
| LORILLARD INC | 0.06% |
| MCDONALD'S CORP 06.3000 03/01/2038 | 0.06% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.06% |
| O'REILLY AUTOMOTIVE INC | 0.06% |
| PINNACLE FOODS INC | 0.06% |
| RETROPHIN INC | 0.06% |
| STATE STREET CORP | 0.06% |
| UNITED TECHNOLOGIES CORP 07.5000 CUM CV PFD | 0.06% |
| US TREASURY N/B 03.7500 11/15/2043 | 0.06% |
| WEIGHT WATCHERS INTL INC | 0.06% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.05% |
| ARC PROPERTIES OPERATING 04.6000 02/06/2024 | 0.05% |
| ARCELORMITTAL USD 10.3500 06/01/2019 | 0.05% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.05% |
| CADENCE DESIGN SYS INC | 0.05% |
| CONSOL ENERGY INC | 0.05% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.05% |
| DUKE REALTY LP 06.7500 03/15/2020 | 0.05% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.05% |
| GLENCORE FIN CANADA P/P 144A 05.8000 11/15/2016 | 0.05% |
| H&R BLOCK INC | 0.05% |
| HESS CORP 07.3000 08/15/2031 | 0.05% |
| KEYSIGHT TECHNOLOGIES IN | 0.05% |
| MONSTER BEVERAGE CORP | 0.05% |
| MORGAN STANLEY | 0.05% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.05% |
| NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 | 0.05% |
| NORFOLK SOUTHERN CORP 06.0000 05/23/2111 | 0.05% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.05% |
| ONCOR ELECTRIC DELIVERY CO 07.0000 09/01/2022 | 0.05% |
| PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 | 0.05% |
| PETROBRAS INTL FIN CO USD 03.8750 01/27/2016 | 0.05% |
| PROLOGIS INC | 0.05% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.05% |
| TRW AUTOMOTIVE INC P/P 144A 04.4500 12/01/2023 | 0.05% |
| WFRBS 2014-C19 C 04.6460 03/15/2047 | 0.05% |
| AETNA INC 06.7500 12/15/2037 | 0.04% |
| AFLAC INC 06.4500 08/15/2040 | 0.04% |
| AGRIUM INC USD 07.1250 05/23/2036 | 0.04% |
| ALCOA INC | 0.04% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.04% |
| CACI INTERNATIONAL INC -CL A | 0.04% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.04% |
| DCP MIDSTREAM LLC P/P 144A 05.3500 03/15/2020 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.8500 08/15/2042 | 0.04% |
| FORD MOTOR COMPANY 09.9800 02/15/2047 | 0.04% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.04% |
| ILLINOIS-TXBL 04.4210 01/01/2015 | 0.04% |
| JOHNSON CONTROLS INC | 0.04% |
| LULULEMON ATHLETICA INC | 0.04% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.04% |
| NEVADA POWER CO 07.1250 03/15/2019 | 0.04% |
| NVR INC 03.9500 09/15/2022 | 0.04% |
| OFFICE DEPOT INC | 0.04% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.04% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.04% |
| PANDORA MEDIA INC | 0.04% |
| PLUM CREEK TIMBER CO | 0.04% |
| QUEST DIAGNOSTIC INC 06.9500 07/01/2037 | 0.04% |
| QWEST CORP 06.7500 12/01/2021 | 0.04% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.04% |
| SMURFIT KAPPA GROUP PLC | 0.04% |
| TCI COMMUNICATIONS INC 07.8750 02/15/2026 | 0.04% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.04% |
| TIAAC 2003-1A E USD 08.0000 12/28/2038 | 0.04% |
| TIFFANY & CO P/P 144A 04.9000 10/01/2044 | 0.04% |
| TIME WARNER INC. 07.7000 05/01/2032 | 0.04% |
| TIVO INC | 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% |
| ALLEGHENY TECHNOLOGIES INC | 0.03% |
| ALTISOURCE RESIDENTIAL CORP | 0.03% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.03% |
| AUTONATION INC 05.5000 02/01/2020 | 0.03% |
| BAXTER INTERNATIONAL INC | 0.03% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.03% |
| BURLINGTN NORTH SANTA FE 05.7500 05/01/2040 | 0.03% |
| CA TXB-VAR PURP 3 07.5000 04/01/2034 | 0.03% |
| CHICO S FAS INC | 0.03% |
| DELPHI CORP 04.1500 03/15/2024 | 0.03% |
| DIPLOMAT PHARMACY INC | 0.03% |
| ELEC DE FRANCE P/P 144A 05.6000 01/27/2040 | 0.03% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.03% |
| EXPRESS INC | 0.03% |
| FEDERAL REALTY INVS TRUST | 0.03% |
| GENERAL ELECTRIC CO | 0.03% |
| GNC HOLDINGS INC-CL A | 0.03% |
| HALLIBURTON CO | 0.03% |
| IBERDROLA INTL BV USD 06.7500 07/15/2036 | 0.03% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.03% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.03% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.03% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.03% |
| LIBERTY MUTUAL GROUP P/P 144A 07.8000 03/15/2037 | 0.03% |
| MACYS RETAIL HLDGS INC 06.7000 07/15/2034 | 0.03% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.03% |
| MARRIOTT INTERNATIONAL INC. 03.0000 03/01/2019 | 0.03% |
| NATIONWIDE FINANCIAL SER 05.6250 02/13/2015 | 0.03% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.03% |
| NUCOR CORP | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| PEBBLEBROOK HOTEL TRUST | 0.03% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| QVC INC 04.8500 04/01/2024 | 0.03% |
| REPUBLIC SERVICES IN 05.5000 09/15/2019 | 0.03% |
| ROCKWELL COLLINS INC | 0.03% |
| SES P/P 144A 05.3000 04/04/2043 | 0.03% |
| STEEL DYNAMICS INC | 0.03% |
| TORNIER NV | 0.03% |
| TRONOX LTD-CL A | 0.03% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.03% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.03% |
| WILLIAMS PARTNERS LP 05.4000 03/04/2044 | 0.03% |
| YANDEX NV-A | 0.03% |
| 21ST CENTURY FOX AMERICA 07.8500 03/01/2039 | 0.02% |
| ACTIVISION BLIZZARD INC | 0.02% |
| ADVANCE AUTO PARTS | 0.02% |
| ANTHEM INC 04.6250 05/15/2042 | 0.02% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.02% |
| BP CAPITAL MARKETS PLC USD 04.5000 10/01/2020 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| CONS EDISON CO OF NY 04.2000 03/15/2042 | 0.02% |
| CONSTELLIUM NV- CLASS A | 0.02% |
| CONTL AIRLINES 1998-1 06.6480 09/15/2017 | 0.02% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.02% |
| EASTMAN CHEMICAL CO 03.8000 03/15/2025 | 0.02% |
| EL PASO PIPELINE PART OP 06.5000 04/01/2020 | 0.02% |
| EMERGE ENERGY SERVICES LP | 0.02% |
| ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.02% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.02% |
| EOG RESOURCES INC 05.6250 06/01/2019 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.02% |
| FRESHPET INC | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GLP CAP LP / FIN II 04.3750 11/01/2018 | 0.02% |
| HI-CRUSH PARTNERS LP | 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% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.02% |
| KANSAS GAS & ELECTRIC CO 05.6470 03/29/2021 | 0.02% |
| KINDER MORGAN ENER PART 04.2500 09/01/2024 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MARTIN MARIETTA MATERIALS | 0.02% |
| MICHAELS COS INC/THE | 0.02% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.02% |
| MOLSON COORS BREWING CO 05.0000 05/01/2042 | 0.02% |
| MOSAIC CO 05.6250 11/15/2043 | 0.02% |
| MSC 2007-HQ12 A2 05.5917 04/12/2049 | 0.02% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.02% |
| PACIFIC GAS & ELECTRIC 05.8000 03/01/2037 | 0.02% |
| PACIFIC LIFECORP P/P 144A 06.0000 02/10/2020 | 0.02% |
| PETROBRAS INTL USD 06.7500 01/27/2041 | 0.02% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.02% |
| PTC INC | 0.02% |
| ROCK-TENN CO 04.4500 03/01/2019 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| STAPLES INC | 0.02% |
| TEMPLE-INLAND INC. 06.6250 01/15/2018 | 0.02% |
| THE MOSAIC COMPANY 03.7500 11/15/2021 | 0.02% |
| TIME WARNER CABLE INC 07.3000 07/01/2038 | 0.02% |
| TYSON FOODS INC 05.1500 08/15/2044 | 0.02% |
| UNITED TECHNOLOGIES CORP 04.5000 06/01/2042 | 0.02% |
| VULCAN MATERIALS CO | 0.02% |
| WEATHERFORD INTERNATIONAL LLC 06.8000 06/15/2037 | 0.02% |
| WESTAR ENERGY INC 04.1250 03/01/2042 | 0.02% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.02% |
| ALBEMARLE CORP 04.1500 12/01/2024 | 0.01% |
| ALTRIA GROUP INC. 09.7000 11/10/2018 | 0.01% |
| AMERICAN EXPRESS COMPANY 07.0000 03/19/2018 | 0.01% |
| AUTONATION INC | 0.01% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.01% |
| BEST BUY CO INC | 0.01% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.01% |
| CITIGROUP INC 08.5000 05/22/2019 | 0.01% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DELHAIZE GROUP SA USD 04.1250 04/10/2019 | 0.01% |
| EASTMAN CHEMICAL CO 06.3000 11/15/2018 | 0.01% |
| FSPC T-56 AIO IO 00.5240 05/25/2043 | 0.01% |
| GEBL 2004-2A D P/P 144A 02.9108 12/15/2032 | 0.01% |
| GOOGLE INC-CL A | 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% |
| KANSAS CITY SOUTHERN 04.3000 05/15/2043 | 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% |
| MACYS RETAIL HLDGS INC 05.1250 01/15/2042 | 0.01% |
| MACYS RETAIL HLDGS INC 06.6500 07/15/2024 | 0.01% |
| MEDTRONIC INC P/P 144A 03.5000 03/15/2025 | 0.01% |
| MEDTRONIC INC P/P 144A 04.3750 03/15/2035 | 0.01% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.01% |
| MOSAIC CO 05.4500 11/15/2033 | 0.01% |
| MOTIVA ENTERPRISES L P/P 144A 06.8500 01/15/2040 | 0.01% |
| OWENS CORNING 09.0000 06/15/2019 | 0.01% |
| PARAMOUNT GROUP INC | 0.01% |
| QUEST DIAGNOSTICS INC 04.7500 01/30/2020 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| S&W SEED CO | 0.01% |
| TECO FINANCE INC 06.5720 11/01/2017 | 0.01% |
| TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 | 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% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.01% |
| VERIZON NEW YORK INC 07.3750 04/01/2032 | 0.01% |
| CAD/USD 01/21/2015 BCAP-FX | 0.00% |
| CAD/USD 01/21/2015 JPMCB | 0.00% |
| CAD/USD 01/21/2015 SSBT | 0.00% |
| CONTL AIRLINES 1997-4 06.9000 01/02/2018 | 0.00% |
| DOMINION RESOURCES INC/VA | 0.00% |
| EMBRAER SA-SPON ADR | 0.00% |
| EUR/USD 03/18/2015 CITI | 0.00% |
| EUR/USD 03/18/2015 CSI-FX | 0.00% |
| EUR/USD 03/18/2015 HSBCB | 0.00% |
| EUR/USD 03/18/2015 JPMCB | 0.00% |
| EUR/USD 03/18/2015 SSBT | 0.00% |
| EUR/USD 03/18/2015 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% |
| GAMESTOP CORP-CLASS A | 0.00% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% |
| KANSAS CITY SOUTHERN USD 02.3500 05/15/2020 | 0.00% |
| KRAFT FOODS GRP INC 06.5000 02/09/2040 | 0.00% |
| NOK/USD 03/18/2015 CSI-FX | 0.00% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.00% |
| RESTAURANT BRANDS-EXCH UNITS | 0.00% |
| VOD 20150116 C 40.00UBS | 0.00% |
| VOD 20150116 C 45.00UBS | 0.00% |
| XLE 20150116 P 68.00GSI | 0.00% |
| XLE 20150116 P 70.00GSI | 0.00% |
| GBP/USD 03/18/2015 CSI-FX | -0.01% |
| GBP/USD 03/18/2015 DEUTB-L | -0.01% |
Prior top 10 holdings
| Top 10 holdings as of 01/31/15 | |
|---|---|
| 1: Us Treasury N/B 00.7500 03/31/2018 | 2.44% |
| 2: Apple | 2.41% |
| 3: Fnma Fn30 Tba 04.5000 03/01/2045 | 2.15% |
| 4: Us Treasury N/B 01.7500 05/31/2016 | 2.03% |
| 5: Us Treasury N/B 03.5000 02/15/2018 | 1.90% |
| 6: Us Treasury N/B 01.0000 08/31/2016 | 1.54% |
| 7: Exxon Mobil Corp | 1.41% |
| 8: Google | 1.28% |
| 9: Us Treasury N/B 00.7500 12/31/2017 | 1.08% |
| 10: Wells Fargo | 1.07% |
| Holdings represent 17.31% of portfolio | |
| Top 10 holdings as of 12/31/14 | |
|---|---|
| 1: Us Treasury N/B 00.7500 03/31/2018 | 2.36% |
| 2: Apple | 2.28% |
| 3: Us Treasury N/B 01.0000 08/31/2016 | 2.19% |
| 4: Fnma Fn30 Tba 04.5000 01/01/2045 | 2.11% |
| 5: Us Treasury N/B 01.7500 05/31/2016 | 1.99% |
| 6: Us Treasury N/B 03.5000 02/15/2018 | 1.84% |
| 7: L-3 Communications Hldgs Inc | 1.55% |
| 8: Us Treasury N/B 01.1250 12/31/2019 | 1.51% |
| 9: Fnma Fn30 Tba 03.0000 01/01/2045 | 1.31% |
| 10: Google | 1.28% |
| Holdings represent 18.42% of portfolio | |
| Top 10 holdings as of 11/30/14 | |
|---|---|
| 1: Us Treasury N/B 01.0000 08/31/2016 | 2.82% |
| 2: Apple | 2.40% |
| 3: Us Treasury N/B 00.7500 03/31/2018 | 2.33% |
| 4: Fnma Fn30 Tba 04.5000 01/01/2045 | 2.07% |
| 5: Us Treasury N/B 01.7500 05/31/2016 | 1.95% |
| 6: Us Treasury N/B 03.5000 02/15/2018 | 1.81% |
| 7: L-3 Communications Holdings | 1.50% |
| 8: Us Treasury N/B 01.1250 12/31/2019 | 1.49% |
| 9: Google | 1.29% |
| 10: Fnma Fn30 Tba 03.0000 01/01/2045 | 1.28% |
| Holdings represent 18.94% of portfolio | |
| Top 10 holdings as of 10/31/14 | |
|---|---|
| 1: Us Treasury N/B 01.0000 08/31/2016 | 2.82% |
| 2: Apple | 2.54% |
| 3: Us Treasury N/B 00.7500 03/31/2018 | 2.32% |
| 4: Fnma Fn30 Tba 04.5000 12/01/2044 | 2.06% |
| 5: Us Treasury N/B 03.0000 09/30/2016 | 2.00% |
| 6: Us Treasury N/B 03.5000 02/15/2018 | 1.81% |
| 7: Us Treasury N/B 01.1250 12/31/2019 | 1.48% |
| 8: L-3 Communications Holdings | 1.46% |
| 9: Google | 1.32% |
| 10: Us Treasury N/B 01.7500 05/31/2016 | 1.28% |
| Holdings represent 19.09% of portfolio | |
Portfolio Composition as of 01/31/15
| Common stock | 63.59% |
|
|---|---|---|
| Corporate bonds and notes | 14.72% |
|
| Treasury | 10.18% |
|
| Agency pass-through | 6.58% |
|
| Cash and net other assets | 3.29% |
|
| Commercial MBS | 0.78% |
|
| Agency | 0.47% |
|
| Emerging-market bonds | 0.26% |
|
| Municipal bonds | 0.12% |
|
| Agency CMO | 0.01% |
|
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.