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Putnam Allstate Advisor
Putnam Income Subaccount
The fund seeks high current income consistent with what Putnam Management believes to be prudent risk.
- Highlights
- Performance
- Holdings
- Expenses
Fund Description
The subaccount takes a flexible approach to pursuing high current income by diversifying across a range of fixed-income sectors. These sectors include, but are not limited to, investment-grade corporate bonds, mortgage-backed securities, U.S. Treasuries, and high-yield corporate bonds. The subaccount seeks to capitalize on those market sectors and maturities
Sales Story
Pursuing income with an all-weather bond portfolioDiverse opportunities: The fund invests across all sectors of the U.S. bond market, including mortgage-backed, corporate, and government bonds.A flexible strategy: The portfolio managers pursue an attractive level of income, adjusting the portfolio to favor attractive sectors as interest rates and market conditions change.Leading research: The managers, supported by Putnam's fixed-income research division, analyze a range of bonds to build a competitive portfolio.
Management team
- Michael V. Salm (Investing since 1989)
- Brett S. Kozlowski, CFA (Investing since 1997)
Daily Pricing as of 09/23/16
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $19.12781 | $18.628556 |
| Unit Value Change | 0.033717 | 0.032759 |
‡ Lipper Ranking as of 08/31/16
Category: Core Bond Funds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 5% | 3/68 |
| 1 yr. | 100% | 99/99 |
| 3 yrs. | 77% | 73/94 |
| 5 yrs. | 12% | 10/87 |
Maturity detail includes only cash bonds and cash equivalents.
Lower rated bonds may offer higher yields in return for more risk. 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.
Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.
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.
Performance as of 06/30/16
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 2.40% | 1.73% | -1.29% | 1.99% | 2.70% | 4.32% | 5.00% |
| Standardized | -6.51% | -7.13% | -9.94% | -2.66% | -0.91% | 1.58% | 3.08% |
| With optional enhanced death benefit | |||||||
| Unit Value | 2.36% | 1.66% | -1.44% | 1.83% | 2.55% | 4.16% | 4.84% |
| Standardized | -6.54% | -7.20% | -10.08% | -2.82% | -1.07% | 1.39% | 2.88% |
| Actual performance | |||||||
| Unit Value | 2.40% | 1.73% | -1.29% | 1.99% | 2.70% | 4.32% | 3.76% |
| Standardized | -6.51% | -7.13% | -9.94% | -2.66% | -0.91% | 1.58% | 0.80% |
| With optional enhanced death benefit | |||||||
| Unit Value | 2.36% | 1.66% | -1.44% | 1.83% | 2.55% | 4.16% | 3.61% |
| Standardized | -6.54% | -7.20% | -10.08% | -2.82% | -1.07% | 1.39% | 0.60% |
| Cumulative Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 2.40% | 1.73% | -1.29% | 6.08% | 14.26% | 52.68% | 299.45% |
| Standardized | -6.51% | -7.13% | -9.94% | -7.77% | -4.48% | 17.02% | 136.63% |
| With optional enhanced death benefit | |||||||
| Unit Value | 2.36% | 1.66% | -1.44% | 5.60% | 13.40% | 50.25% | 282.57% |
| Standardized | -6.54% | -7.20% | -10.08% | -8.21% | -5.26% | 14.85% | 123.81% |
| Actual performance | |||||||
| Unit Value | 2.40% | 1.73% | -1.29% | 6.08% | 14.26% | 52.68% | 88.56% |
| Standardized | -6.51% | -7.13% | -9.94% | -7.77% | -4.48% | 17.02% | 14.74% |
| With optional enhanced death benefit | |||||||
| Unit Value | 2.36% | 1.66% | -1.44% | 5.60% | 13.40% | 50.25% | 83.71% |
| Standardized | -6.54% | -7.20% | -10.08% | -8.21% | -5.26% | 14.85% | 10.86% |
Annual Performance at NAV
| 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 |
|---|---|---|---|---|---|---|---|---|---|
| 3.22% | 3.90% | -24.88% | 44.82% | 8.50% | 3.69% | 9.36% | 0.60% | 5.13% | -2.69% |
| With optional enhanced death benefit | |||||||||
| 3.06% | 3.74% | -24.99% | 44.60% | 8.33% | 3.53% | 9.19% | 0.45% | 4.97% | -2.84% |
Restated performance
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With optional enhanced death benefit
|
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Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Hartford products are flexible-premium variable annuities issued by Hartford Life and Annuity Insurance Company, Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Hartford at 1-800-521-0538 or Allstate at 1-800-390-1277.
Maturity detail includes only cash bonds and cash equivalents.
Lower rated bonds may offer higher yields in return for more risk. 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.
Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.
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
| Fnma Fn30 Tba 03.5000 09/01/2046 | 11.67% |
|
|---|---|---|
| Fnma Fn30 Tba 03.5000 10/01/2046 | 9.65% |
|
| Fnma Fn30 Tba 03.0000 09/01/2046 | 7.53% |
|
| Fnma Fn30 Tba 02.5000 09/01/2046 | 6.17% |
|
| Fnma Fn30 Tba 04.5000 09/01/2046 | 2.09% |
|
| Gnma Gii30 Tba 04.0000 09/01/2046 | 1.63% |
|
| Gnma Gii30 Tba 03.0000 10/01/2046 | 1.60% |
|
| Gnma Gii30 Tba 05.0000 09/01/2046 | 1.24% |
|
| Wamu 2005-Ar13 A1c4 00.9544 10/25/2045 | 1.11% |
|
| Cas 2016-C03 1m2 05.8244 10/25/2028 | 0.90% |
|
| Top 10 holdings, total: | 43.59% |
|
Full Portfolio Holdings as of 06/30/16
| FNMA FN30 TBA 03.5000 07/01/2046 | 18.10% |
|---|---|
| FNMA FN30 TBA 03.0000 08/01/2046 | 5.53% |
| FNMA FN30 TBA 03.0000 07/01/2046 | 4.35% |
| FNMA FN30 TBA 03.5000 08/01/2046 | 3.61% |
| FNMA FN30 TBA 04.5000 07/01/2046 | 2.50% |
| GNMA GII30 TBA 04.0000 07/01/2046 | 1.63% |
| GNMA GII30 TBA 03.0000 08/01/2046 | 1.59% |
| GNMA GII30 TBA 05.0000 07/01/2046 | 1.24% |
| WAMU 2005-AR13 A1C4 00.8833 10/25/2045 | 1.12% |
| FNMA FN30 TBA 06.0000 07/01/2046 | 0.87% |
| STACR 2015-DN1 M3 04.6033 01/25/2025 | 0.87% |
| FHS 315 PO PO 00.0000 09/15/2043 | 0.86% |
| FNMA FN30 TBA 05.5000 07/01/2046 | 0.86% |
| CAS 2016-C03 1M2 05.7533 10/25/2028 | 0.85% |
| STACR 2016-HQA1 M3 06.8033 09/25/2028 | 0.85% |
| STACR 2016-DNA2 M3 05.1033 10/25/2028 | 0.82% |
| CAS 2016-C03 1M1 02.4533 10/25/2028 | 0.81% |
| GNMA GII30 AF3759 03.5000 06/20/2045 | 0.81% |
| GNMA GII30 TBA 03.5000 08/01/2046 | 0.81% |
| CAS 2016-C03 2M2 06.3533 10/25/2028 | 0.80% |
| FNMA FN30 AS7363 03.0000 06/01/2046 | 0.80% |
| GNMA GII30 MA0783 03.5000 02/20/2043 | 0.79% |
| GNMA GII30 AE8491 04.0000 07/20/2044 | 0.71% |
| GSMS 2013-GCJ14 D P/P 144A 04.9269 08/10/2046 | 0.70% |
| CAS 2016-C01 2M2 07.4033 08/25/2028 | 0.69% |
| CAS 2016-C02 1M2 06.4533 09/25/2028 | 0.68% |
| BSCMS 2006-PW11 B P/P 144A 05.5616 03/11/2039 | 0.65% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.65% |
| VERIZON COMM 05.9000 02/15/2054 | 0.56% |
| WAMU 2005-AR17 A1B2 00.8633 12/25/2045 | 0.56% |
| CAS 2016-C01 1M2 07.2033 08/25/2028 | 0.48% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.46% |
| BCAP 2015-RR5 2A2 01.4800 01/26/2046 | 0.43% |
| JPMCC 2007-CB20 AJ 06.2837 02/12/2051 | 0.43% |
| BACM 2006-4 AJ 05.6950 07/10/2046 | 0.42% |
| CGCMT 2013-GC17 D P/P 144A 05.2598 11/10/2046 | 0.42% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.42% |
| MLMT 2006-C2 AJ 05.8020 08/12/2043 | 0.42% |
| SPST 2016-1 A 01.4533 02/25/2017 | 0.42% |
| FNMA FN30 AY8222 04.5000 05/01/2045 | 0.41% |
| GSMS 2014-GC22 XA IO 01.2143 06/10/2047 | 0.41% |
| FHLMC FH30G Q41024 03.0000 06/01/2046 | 0.40% |
| GNMA GII30 TBA 03.5000 07/01/2046 | 0.40% |
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 | 0.40% |
| GNMA GII30 AF3757 03.5000 06/20/2045 | 0.39% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.39% |
| GNR 2016-H02 HI IO 01.8590 01/20/2066 | 0.39% |
| JPMCC 2011-C3 E P/P 144A 05.8013 02/15/2046 | 0.39% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 01/29/2049 | 0.38% |
| STACR 2016-DNA2 M1 01.7033 10/25/2028 | 0.38% |
| STACR 2016-HQA2 M1 01.6533 11/25/2028 | 0.38% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.37% |
| FNMA FN30 AB5692 04.0000 06/01/2042 | 0.37% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.35% |
| WFRBS 2012-C10 XA IO P/P 144A 01.8731 12/15/2045 | 0.35% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.34% |
| COMM 2012-LC4 XA IO P/P 144A 02.5151 12/10/2044 | 0.34% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.33% |
| FHLMC FH30G V80357 03.5000 08/01/2043 | 0.33% |
| BSCMS 2006-PW13 AJ 05.6110 09/11/2041 | 0.32% |
| STATE STREET CAP TR IV 01.6525 06/15/2037 | 0.32% |
| FNMA FN30 AU1625 03.5000 07/01/2043 | 0.31% |
| WAMU 2005-AR19 A1C3 00.9533 12/25/2045 | 0.31% |
| WFRBS 2013-C14 XA IO 01.0109 06/15/2046 | 0.31% |
| FHLMC FH30G V80012 03.0000 03/01/2043 | 0.30% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.30% |
| TCI COMMUNICATIONS INC 07.8750 02/15/2026 | 0.30% |
| WFRBS 2014-C19 E P/P 144A 05.1361 03/15/2047 | 0.30% |
| 1.40 R ISWP FWD USL3M P 09/21/2021 | 0.29% |
| 1.55 R ISWP USL3M P 06/21/2026 | 0.29% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.29% |
| GSMS 2013-GC10 D P/P 144A 04.5572 02/10/2046 | 0.29% |
| MLCFC 2006-3 AJ 05.4850 07/12/2046 | 0.29% |
| COMM 2013-CR11 D P/P 144A 05.3373 10/10/2046 | 0.28% |
| GSMS 2013-GC10 XA IO 01.7527 02/10/2046 | 0.27% |
| COMM 2006-C8 AJ 05.3770 12/10/2046 | 0.26% |
| EDP FINANCE BV P/P 144A 06.0000 02/02/2018 | 0.26% |
| FHLMC FH30G Q28032 04.5000 08/01/2044 | 0.26% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.26% |
| LBUBS 2006-C6 B 05.4720 09/15/2039 | 0.26% |
| FNMA FN30 AW7089 04.5000 07/01/2044 | 0.25% |
| JPMCC 2010-C1 D P/P 144A 06.3793 06/15/2043 | 0.25% |
| JPMCC 2011-C3 F P/P 144A 05.8013 02/15/2046 | 0.25% |
| MSBAM 2013-C7 XA IO 01.7597 02/15/2046 | 0.25% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.24% |
| FHR 3852 NT 05.5580 05/15/2041 | 0.24% |
| FNR 2013-101 SE IO 05.4467 10/25/2043 | 0.24% |
| JPMCC 2012-C8 D P/P 144A 04.8134 10/15/2045 | 0.24% |
| JPMCC 2012-LC9 XA IO 01.9903 12/15/2047 | 0.24% |
| WFRBS 2013-C17 C 05.2954 12/15/2046 | 0.24% |
| CGCMT 2014-GC19 X IO 01.4561 03/10/2047 | 0.23% |
| COMM 2014-UBS6 XA IO 01.2122 12/10/2047 | 0.23% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.23% |
| WEC ENERGY GROUP INC 06.2500 05/15/2067 | 0.23% |
| AON PLC USD 04.2500 12/12/2042 | 0.22% |
| FHR 3065 DC 18.5339 03/15/2035 | 0.22% |
| FNR 2005-122 SE 21.5135 11/25/2035 | 0.22% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.22% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.22% |
| ORACLE CORP 02.6500 07/15/2026 | 0.22% |
| VERIZON COMM 04.5220 09/15/2048 | 0.22% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.21% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.21% |
| JPMCC 2013-C10 E P/P 144A 03.5000 12/15/2047 | 0.21% |
| WAMU 2005-AR11 A1C3 00.9633 08/25/2045 | 0.21% |
| WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.21% |
| WFRBS 2012-C9 XA IO P/P 144A 02.2948 11/15/2045 | 0.21% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.21% |
| CA TXB-VAR PURP 3 07.5000 04/01/2034 | 0.20% |
| CBS CORP 07.8750 07/30/2030 | 0.20% |
| FHR 3408 EK 24.0143 04/15/2037 | 0.20% |
| FNMA FN30 AL7706 03.5000 11/01/2045 | 0.20% |
| FNMA FN30 AS7104 03.5000 05/01/2046 | 0.20% |
| FNMA FN30 AS7171 03.5000 05/01/2046 | 0.20% |
| GNR 2015-53 MI IO 04.0000 04/16/2045 | 0.20% |
| MSBAM 2013-C13 XB IO P/P 144A 00.1520 11/15/2046 | 0.20% |
| PETROBRAS GLOBAL FINANCE USD 05.3750 01/27/2021 | 0.20% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.20% |
| STACR 2015-HQ1 M3 04.2533 03/25/2025 | 0.20% |
| TELEFONICA EMISIONES SAU USD 05.4620 02/16/2021 | 0.20% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.20% |
| CGCMT 2014-GC21 D P/P 144A 04.9963 05/10/2047 | 0.19% |
| COMM 2014-CR18 E P/P 144A 03.6000 07/15/2047 | 0.19% |
| FNMA FN30 AL7510 03.5000 10/01/2045 | 0.19% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.19% |
| GNR 2015-H12 EI IO 01.6903 04/20/2065 | 0.19% |
| GNR 2015-H12 GI IO 01.7987 05/20/2065 | 0.19% |
| MSBAM 2013-C10 E P/P 144A 04.2189 07/15/2046 | 0.19% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.19% |
| WFRBS 2013-C11 XA IO P/P 144A 01.5937 03/15/2045 | 0.19% |
| WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 | 0.19% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.18% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.18% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.18% |
| FNR 2006-8 HP 22.9046 03/25/2036 | 0.18% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.18% |
| SBA TOWER TRUST P/P 144A 05.1010 04/17/2017 | 0.18% |
| TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 | 0.18% |
| 1.4825 R ISWP USL3M P 06/28/2026 | 0.17% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.17% |
| BSCMS 2006-PW11 AJ 05.5616 03/11/2039 | 0.17% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.17% |
| FNMA FN30 MA1253 04.0000 11/01/2042 | 0.17% |
| GNR 2016-H11 HI IO 02.0794 01/20/2066 | 0.17% |
| GSAA 2005-6 M2 00.9333 06/25/2035 | 0.17% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.17% |
| MSBAM 2013-C11 D P/P 144A 04.5598 08/15/2046 | 0.17% |
| MSBAM 2013-C12 XA IO 01.1104 10/15/2046 | 0.17% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.17% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.17% |
| WFCM 2014-LC18 D P/P 144A 03.9570 12/15/2047 | 0.17% |
| WFRBS 2013-C17 XA IO 01.7103 12/15/2046 | 0.17% |
| WFRBS 2013-UBS1 D P/P 144A 04.7827 03/15/2046 | 0.17% |
| AFLAC INC 06.9000 12/17/2039 | 0.16% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.16% |
| CAS 2014-C04 1M1 02.4033 11/25/2024 | 0.16% |
| DBUBS 2011-LC3A D P/P 144A 05.5485 08/10/2044 | 0.16% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.16% |
| FNR 2012-118 IC IO 03.5000 11/25/2042 | 0.16% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.16% |
| GNR 2016-H04 KI IO 01.8912 02/20/2066 | 0.16% |
| JPMCC 2013-LC11 X IO 01.6778 04/15/2046 | 0.16% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.16% |
| LBUBS 2006-C6 C 05.4820 09/15/2039 | 0.16% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.16% |
| MSBAM 2012-C6 F P/P 144A 04.8125 11/15/2045 | 0.16% |
| STANDARD CHARTERED P/P 144A 07.0140 07/29/2049 | 0.16% |
| TIME WARNER INC. 07.7000 05/01/2032 | 0.16% |
| WBCMT 2006-C26 AJ 06.2537 06/15/2045 | 0.16% |
| ANHEUSER-BUSCH INBEV FIN 04.9000 02/01/2046 | 0.15% |
| CFCRE 2011-C2 E P/P 144A 05.8229 12/15/2047 | 0.15% |
| CGCMT 2013-GC17 X IO 01.6362 11/10/2046 | 0.15% |
| COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 | 0.15% |
| CSAIL 2015-C1 D P/P 144A 03.9439 04/15/2050 | 0.15% |
| FHLMC FH30G Q27018 04.5000 07/01/2044 | 0.15% |
| FNR 2006-62 PS 37.1802 07/25/2036 | 0.15% |
| GE CAP INTL FUNDING USD 04.4180 11/15/2035 | 0.15% |
| GNR 2014-100 JI IO 03.5000 07/16/2029 | 0.15% |
| GNR 2015-26 AI IO 03.5000 05/20/2039 | 0.15% |
| GNR 2015-H12 AI IO 01.8500 05/20/2065 | 0.15% |
| GNR 2015-H25 AI IO 01.6106 09/20/2065 | 0.15% |
| GSMS 2014-GC24 XA IO 01.0058 09/10/2047 | 0.15% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.15% |
| LNSTR 2015-3 C P/P 144A 03.4103 04/20/2048 | 0.15% |
| MSBAM 2015-C24 D P/P 144A 03.2570 05/15/2048 | 0.15% |
| MSC 2007-HQ11 AJ 05.5080 02/12/2044 | 0.15% |
| TRANSCANADA PIPELINES USD 06.3500 05/15/2067 | 0.15% |
| BACARDI LTD P/P 144A 04.5000 01/15/2021 | 0.14% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.14% |
| BSCMS 2005-PWR9 C 05.0550 09/11/2042 | 0.14% |
| CHARTER COMM OPT LLC P/P 144A 06.4840 10/23/2045 | 0.14% |
| COMM 2007-C9 AJFL P/P 144A 01.1353 12/10/2049 | 0.14% |
| DBUBS 2011-LC2A D P/P 144A 05.6872 07/10/2044 | 0.14% |
| FNR 2011-4 CS 11.9934 05/25/2040 | 0.14% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.14% |
| GNR 2010-H19 GI IO 01.4007 08/20/2060 | 0.14% |
| GNR 2015-H25 CI IO 01.9949 10/20/2065 | 0.14% |
| GSMS 2013-GC12 XA IO 01.8489 06/10/2046 | 0.14% |
| GSMS 2014-GC18 D P/P 144A 05.1124 01/10/2047 | 0.14% |
| JPMCC 2007-CB20 B P/P 144A 06.3837 02/12/2051 | 0.14% |
| JPMCC 2012-LC9 D P/P 144A 04.5644 12/15/2047 | 0.14% |
| JPMCC 2013-C16 XA IO 01.2966 12/15/2046 | 0.14% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.14% |
| UBSBB 2012-C2 XA IO P/P 144A 01.8056 05/10/2063 | 0.14% |
| WFCM 2012-LC5 E P/P 144A 04.9355 10/15/2045 | 0.14% |
| WFCM 2014-LC16 XA IO 01.6150 08/15/2050 | 0.14% |
| WFRBS 2011-C4 E P/P 144A 05.4156 06/15/2044 | 0.14% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8656 11/15/2045 | 0.14% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.13% |
| ARC PROP OPER PART L 04.6000 02/06/2024 | 0.13% |
| ASSURANT INC 06.7500 02/15/2034 | 0.13% |
| DIAMOND 1 FIN/DIAMON P/P 144A 05.4500 06/15/2023 | 0.13% |
| FHR 2990 LB 15.8158 06/15/2034 | 0.13% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.13% |
| FHR 4116 MI IO 04.0000 10/01/2042 | 0.13% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.13% |
| FHR 4546 TI IO 04.0000 12/15/2045 | 0.13% |
| FNR 2005-106 JC 18.7184 12/25/2035 | 0.13% |
| GECMC 2006-C1 AJ 05.5201 03/10/2044 | 0.13% |
| GNR 2009-79 IC IO 06.0000 08/20/2039 | 0.13% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.13% |
| GNR 2013-4 IC IO 04.0000 09/20/2042 | 0.13% |
| GNR 2015-H28 DI IO 01.5429 08/20/2065 | 0.13% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.13% |
| JPMBB 2013-C14 D P/P 144A 04.7149 08/15/2046 | 0.13% |
| JPMCC 2006-LDP6 B 05.8556 04/15/2043 | 0.13% |
| JPMCC 2007-CB20 C P/P 144A 06.3837 02/12/2051 | 0.13% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.13% |
| SWPTN 2YX10Y R 2.117 USD 02/23/2017 JP | 0.13% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.13% |
| UBSCM 2012-C1 XA IO P/P 144A 02.3431 05/10/2045 | 0.13% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.13% |
| BACM 2005-1 B 05.5273 11/10/2042 | 0.12% |
| BP CAPITAL MARKETS PLC USD 03.1190 05/04/2026 | 0.12% |
| COMM 2012-CR1 XA IO 02.2390 05/15/2045 | 0.12% |
| COMM 2012-CR3 XA IO 02.2541 10/15/2045 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.12% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.12% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.12% |
| GNR 2012-113 ID IO 03.5000 09/20/2042 | 0.12% |
| GNR 2013-H08 IO IO 02.9231 03/20/2063 | 0.12% |
| GSMS 2013-GC10 E P/P 144A 04.5572 02/10/2046 | 0.12% |
| HSBC HOLDINGS PLC USD 06.8750 12/29/2049 | 0.12% |
| JPMBB 2013-C14 E P/P 144A 04.7149 08/15/2046 | 0.12% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.12% |
| L BRANDS INC 06.6250 04/01/2021 | 0.12% |
| LLOYDS BANKING GROUP P/P 144A 05.3000 12/01/2045 | 0.12% |
| MLCFC 2006-4 AJFX P/P 144A 05.1470 12/12/2049 | 0.12% |
| MSBAM 2014-C17 D P/P 144A 04.8545 08/15/2047 | 0.12% |
| MSBAM 2014-C17 XA IO 01.4201 08/15/2047 | 0.12% |
| MSC 2008-T29 F P/P 144A 06.4767 01/11/2043 | 0.12% |
| NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 | 0.12% |
| ROYAL BK SCOTLND GRP PLC USD 05.1250 05/28/2024 | 0.12% |
| SWPTN 2YX10Y R 2.035 USD 02/27/2017 JP | 0.12% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| 1.56 R ISWP USL3M P 06/24/2026 | 0.11% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.11% |
| 21ST CENTURY FOX AMERICA 07.8500 03/01/2039 | 0.11% |
| AXA SA P/P 144A 06.3790 12/14/2036 | 0.11% |
| DDR CORP. 07.8750 09/01/2020 | 0.11% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.11% |
| FNR 2007-53 SP 22.5379 06/25/2037 | 0.11% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.11% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.11% |
| GNR 2015-H09 BI IO 01.6941 03/20/2065 | 0.11% |
| GNR 2015-H16 XI IO 02.1221 07/20/2065 | 0.11% |
| GSMS 2013-GC13 D P/P 144A 04.2030 07/10/2046 | 0.11% |
| JPMBB 2013-C17 XA IO 01.1974 01/15/2047 | 0.11% |
| JPMCC 2004-CBX B 05.0210 01/12/2037 | 0.11% |
| KRAFT HEINZ FOODS CO 06.5000 02/09/2040 | 0.11% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.11% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.11% |
| UBS GROUP FUNDING P/P 144A 04.1250 04/15/2026 | 0.11% |
| WFRBS 2011-C4 F P/P 144A 05.0000 06/15/2044 | 0.11% |
| AMERICAN EXPRESS CO 04.9000 12/29/2049 | 0.10% |
| AMERICAN TOWER CORP 04.0000 06/01/2025 | 0.10% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.10% |
| CAMPBELL SOUP CO 08.8750 05/01/2021 | 0.10% |
| CAS 2014-C03 2M1 01.6533 07/25/2024 | 0.10% |
| CFCRE 2011-C2 D P/P 144A 05.8229 12/15/2047 | 0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.10% |
| COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.10% |
| CWCI 2007-C3 AJ 05.9562 05/15/2046 | 0.10% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.10% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.10% |
| FNMA FN30 MA1217 04.0000 10/01/2042 | 0.10% |
| FNR 2005-75 GS 18.8901 08/25/2035 | 0.10% |
| GNR 2015-69 XI IO 03.5000 05/20/2045 | 0.10% |
| GNR 2015-H01 CI IO 01.6350 12/20/2064 | 0.10% |
| GNR 2015-H15 JI IO 01.9385 06/20/2065 | 0.10% |
| GNR 2015-H17 CI IO 01.6201 06/20/2065 | 0.10% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.10% |
| JPMCC 2006-LDP8 AJ 05.4800 05/15/2045 | 0.10% |
| JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.10% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.10% |
| OPMAC 2005-3 M3 00.9533 07/25/2035 | 0.10% |
| PACIFICORP 06.2500 10/15/2037 | 0.10% |
| PARKER-HANNIFIN CORP 06.2500 05/15/2038 | 0.10% |
| SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 | 0.10% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.10% |
| VERIZON COMMUNICATIONS 05.0500 03/15/2034 | 0.10% |
| WP CAREY INC 04.6000 04/01/2024 | 0.10% |
| AFLAC INC 06.4500 08/15/2040 | 0.09% |
| AT&T INC 03.4000 05/15/2025 | 0.09% |
| AT&T INC 04.7500 05/15/2046 | 0.09% |
| BARCLAYS BANK PLC USD 07.6250 11/21/2022 | 0.09% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.09% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.09% |
| CITIGROUP INC 05.9500 12/29/2049 | 0.09% |
| COMCAST CORP 06.5000 11/15/2035 | 0.09% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.09% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.09% |
| FHR 4122 AI IO 03.5000 10/15/2042 | 0.09% |
| FNR 12-118 PI IO 04.0000 06/25/2042 | 0.09% |
| FNR 2013-69 IO IO 03.0000 11/25/2031 | 0.09% |
| FNR 2015-3 BI IO 04.0000 03/25/2044 | 0.09% |
| FNS 421 C6 IO 04.0000 05/25/2045 | 0.09% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.09% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.09% |
| GNR 2013-34 PI IO 04.5000 08/20/2039 | 0.09% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.09% |
| GNR 2015-H10 CI IO 01.8033 04/20/2065 | 0.09% |
| GNR 2015-H20 AI IO 01.8328 08/20/2065 | 0.09% |
| GSMS 2013-GC12 D P/P 144A 04.6145 06/10/2046 | 0.09% |
| GSMS 2014-GC18 XA IO 01.4110 01/10/2047 | 0.09% |
| HARTFORD FINL SVCS GRP 08.1250 06/15/2038 | 0.09% |
| JPMBB 2014-C25 XA IO 01.1515 11/15/2047 | 0.09% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.09% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.09% |
| LBUBS 2004-C1 G P/P 144A 05.0770 01/15/2036 | 0.09% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.09% |
| NORFOLK SOUTHERN CORP 06.0000 05/23/2111 | 0.09% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.09% |
| ROYAL BK SCOTLND GRP PLC USD 08.0000 12/29/2049 | 0.09% |
| SABMILLER HLDG INC P/P 144A 04.9500 01/15/2042 | 0.09% |
| SOFTBANK GROUP CORP P/P 144A 04.5000 04/15/2020 | 0.09% |
| SWPTN 3WX10Y R 1.4825 USD 07/13/2016 GS | 0.09% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.09% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.09% |
| WFMBS 2005-AR16 6A4 02.9543 10/25/2035 | 0.09% |
| WFRBS 2012-C7 D P/P 144A 04.9916 06/15/2045 | 0.09% |
| WFRBS 2013-C12 XA IO P/P 144A 01.5375 03/15/2048 | 0.09% |
| 1.4825 R ISWP USL3M P 07/01/2026 | 0.08% |
| AETNA INC 06.7500 12/15/2037 | 0.08% |
| APPLE INC 04.3750 05/13/2045 | 0.08% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.08% |
| AUTONATION INC. 05.5000 02/01/2020 | 0.08% |
| BANCO BILBAO VIZCAYA ARG REGS 09.0000 05/29/2049 | 0.08% |
| BCAP 2015-RR6 3A2 01.3500 05/26/2046 | 0.08% |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.08% |
| BSCMS 2007-PW17 AJ 06.0827 06/11/2050 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.08% |
| CONSOLIDATED EDISON CO O 04.2000 03/15/2042 | 0.08% |
| CORP BOND BACKED CTF P/P 144A 00.0000 09/15/2017 | 0.08% |
| CREDIT AGRICOLE SA P/P 144A 04.3750 03/17/2025 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/29/2049 | 0.08% |
| ELEC DE FRANCE P/P 144A 05.6250 12/29/2049 | 0.08% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.08% |
| ENEL FINANCE INTL NV P/P 144A 05.1250 10/07/2019 | 0.08% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.08% |
| FHLMC FH30G Q32223 04.5000 03/01/2045 | 0.08% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.08% |
| FHR 4500 GI IO 04.0000 08/15/2045 | 0.08% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.08% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.08% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.08% |
| FRESENIUS MED CARE P/P 144A 05.7500 02/15/2021 | 0.08% |
| GENERAL ELECTRIC CO 05.0000 12/29/2049 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.08% |
| GNR 2014-46 JI IO 03.5000 10/20/2041 | 0.08% |
| GNR 2015-52 IE IO 04.0000 01/16/2043 | 0.08% |
| GRUPO BIMBO SAB P/P 144A 04.8750 06/27/2044 | 0.08% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.08% |
| IBERDROLA INTL BV USD 06.7500 07/15/2036 | 0.08% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.7367 02/15/2040 | 0.08% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.08% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.08% |
| MLMT 2008-C1 AJ 06.4720 02/12/2051 | 0.08% |
| NEWELL BRANDS INC 04.2000 04/01/2026 | 0.08% |
| ONCOR ELECTRIC DELIVERY CO 07.0000 09/01/2022 | 0.08% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% |
| QVC INC 04.8500 04/01/2024 | 0.08% |
| RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 | 0.08% |
| SANTANDER ISSUANCES USD 05.1790 11/19/2025 | 0.08% |
| SWPTN 2YX10Y R 1.0 USD 04/18/2017 JP | 0.08% |
| TIME WARNER INC 02.9500 07/15/2026 | 0.08% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.08% |
| WFRBS 2011-C5 XA IO P/P 144A 02.0589 11/15/2044 | 0.08% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.08% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.08% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.07% |
| ANTHEM INC 04.6250 05/15/2042 | 0.07% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.07% |
| COMM 2014-CR16 XA IO 01.3988 04/10/2047 | 0.07% |
| DUKE REALTY LP 03.8750 02/15/2021 | 0.07% |
| ENERGY TRANSFER PARTNERS 06.1250 12/15/2045 | 0.07% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.07% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.07% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.07% |
| GENERAL MOTORS CO 06.7500 04/01/2046 | 0.07% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.07% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.07% |
| GNR 2012-50 PI IO 04.0000 12/20/2041 | 0.07% |
| GNR 2013-18 GI IO 03.5000 05/20/2041 | 0.07% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.07% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.07% |
| GNR 2015-77 DI IO 03.5000 05/20/2045 | 0.07% |
| HCA INC 05.2500 06/15/2026 | 0.07% |
| HSBC CAP FUNDING USD P/P 144A 10.1760 12/29/2049 | 0.07% |
| INTESA SANPAOLO SPA P/P 144A 05.7100 01/15/2026 | 0.07% |
| JPMCC 2008-C2 ASB 06.1250 02/12/2051 | 0.07% |
| JPMCC 2012-C6 E P/P 144A 05.3647 05/15/2045 | 0.07% |
| LIBERTY MUTUAL GROUP P/P 144A 07.0000 03/15/2037 | 0.07% |
| LLOYDS BANKING GROUP PLC USD 07.5000 04/30/2049 | 0.07% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.07% |
| MLCFC 2006-4 XC IO P/P 144A 00.7902 12/12/2049 | 0.07% |
| MOTIVA ENTERPRISES L P/P 144A 06.8500 01/15/2040 | 0.07% |
| MSC 2006-IQ11 AJ 06.1123 10/15/2042 | 0.07% |
| NHLT 2015-1A A P/P 144A 03.8440 05/25/2018 | 0.07% |
| PACIFIC GAS & ELECTRIC 05.8000 03/01/2037 | 0.07% |
| PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 | 0.07% |
| PETROBRAS INTL USD 06.7500 01/27/2041 | 0.07% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.07% |
| SBA TOWER TRUST P/P 144A 02.9330 12/15/2017 | 0.07% |
| SL GREEN REALTY CORP 05.0000 08/15/2018 | 0.07% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.07% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.07% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.07% |
| AIR LEASE CORP 03.3750 06/01/2021 | 0.06% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.06% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.06% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.06% |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.06% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.06% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.06% |
| DELPHI CORP 05.0000 02/15/2023 | 0.06% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.06% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.06% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.06% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.06% |
| GNR 2013-53 PI IO 03.0000 04/20/2041 | 0.06% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.06% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.06% |
| JPMORGAN CHASE & CO 07.9000 12/29/2049 | 0.06% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.06% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.06% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.06% |
| MSC 2007-IQ14 A2 05.6100 04/15/2049 | 0.06% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.06% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.06% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.06% |
| SWPTN LIABILITY 2YX2Y P 2.655 USD 02/23/2017 JP | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.06% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.06% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.05% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.05% |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.05% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% |
| D.R. HORTON INC 05.7500 08/15/2023 | 0.05% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.05% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.05% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.05% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.05% |
| GENERAL ELECTRIC CO 06.7500 03/15/2032 | 0.05% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.05% |
| GNR 2012-71 AI IO 03.5000 01/20/2042 | 0.05% |
| GNR 2013-129 SN IO 05.7020 09/20/2043 | 0.05% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.05% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.05% |
| GNR 2014-162 DI IO 04.0000 11/20/2038 | 0.05% |
| GNR 2015-H22 EI IO 01.6052 08/20/2065 | 0.05% |
| GSMS 2012-GC6 D P/P 144A 05.8350 01/10/2045 | 0.05% |
| JPMCC 2001-C1 H P/P 144A 05.6260 10/12/2035 | 0.05% |
| L BRANDS INC 05.6250 02/15/2022 | 0.05% |
| LYONDELLBASELL IND NV 04.6250 02/26/2055 | 0.05% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.05% |
| MSRR 2015-R4 CB1 00.5977 08/26/2047 | 0.05% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.05% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.05% |
| OMNICOM GROUP INC 03.6000 04/15/2026 | 0.05% |
| OWENS CORNING 09.0000 06/15/2019 | 0.05% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.05% |
| STANDARD CHARTER BK P/P 144A 08.0000 05/30/2031 | 0.05% |
| SWPTN 1MX10Y P 1.455 USD 07/29/2016 CI | 0.05% |
| SWPTN LIABILITY 2YX2Y P 2.56 USD 02/27/2017 JP | 0.05% |
| SWPTN LIABILITY 2YX2Y R 1.0 USD 04/18/2017 JP | 0.05% |
| SWPTN LIABILITY 2YX2Y R 1.56 USD 02/27/2017 JP | 0.05% |
| SWPTN LIABILITY 2YX2Y R 1.655 USD 02/23/2017 JP | 0.05% |
| US TREASURY N/B 02.0000 09/30/2020 | 0.05% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% |
| AIR LEASE CORP 03.7500 02/01/2022 | 0.04% |
| ANADARKO PETROLEUM CORP 07.2000 03/15/2029 | 0.04% |
| BNP PARIBAS P/P 144A 07.1950 06/29/2049 | 0.04% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.8240 12/11/2038 | 0.04% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.04% |
| CHARTER COMM OPT LLC P/P 144A 04.9080 07/23/2025 | 0.04% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.04% |
| CROWN AMER/CAP CORP 04.5000 01/15/2023 | 0.04% |
| CVS HEALTH CORP 05.1250 07/20/2045 | 0.04% |
| EASTMAN CHEMICAL CO 06.3000 11/15/2018 | 0.04% |
| EMERA US FINANCE LP P/P 144A 03.5500 06/15/2026 | 0.04% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.04% |
| FHLMC FH30G Q29422 04.5000 11/01/2044 | 0.04% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.04% |
| FRESENIUS MED CARE P/P 144A 05.6250 07/31/2019 | 0.04% |
| GECMC 2007-C1 XC IO P/P 144A 00.3909 12/10/2049 | 0.04% |
| GENERAL MOTORS CO 06.2500 10/02/2043 | 0.04% |
| GENERAL MOTORS FINL CO 03.0000 09/25/2017 | 0.04% |
| GENERAL MOTORS FINL CO 03.4500 04/10/2022 | 0.04% |
| GEORGIA-PACIFIC LLC 07.7500 11/15/2029 | 0.04% |
| GNR 2012-48 KI IO 03.5000 12/16/2039 | 0.04% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.04% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| HEALTHCARE REALTY TRUST INC 03.8750 05/01/2025 | 0.04% |
| HESS CORP 07.3000 08/15/2031 | 0.04% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.04% |
| INVISTA FINANCE LLC P/P 144A 04.2500 10/15/2019 | 0.04% |
| JABIL CIRCUIT INC 08.2500 03/15/2018 | 0.04% |
| MACYS RETAIL HLDGS INC 06.6500 07/15/2024 | 0.04% |
| NVR INC 03.9500 09/15/2022 | 0.04% |
| O'REILLY AUTOMOTIVE INC 03.5500 03/15/2026 | 0.04% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.04% |
| OMEGA HLTHCARE INVES 04.5000 04/01/2027 | 0.04% |
| PEACHTREE FUNDING TR P/P 144A 03.9760 02/15/2025 | 0.04% |
| PRIDE INTERNATIONAL INC 07.8750 08/15/2040 | 0.04% |
| QUEST DIAGNOSTICS INC 04.7500 01/30/2020 | 0.04% |
| REPUBLIC SERVICES INC 05.7000 05/15/2041 | 0.04% |
| REPUBLIC SERVICES INC. 03.8000 05/15/2018 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.04% |
| SWPTN 2YX10Y R 1.0 USD 04/18/2017 JP | 0.04% |
| TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 | 0.04% |
| THE WILLIAMS COMPANIES INC. 04.5500 06/24/2024 | 0.04% |
| TIFFANY & CO 04.9000 10/01/2044 | 0.04% |
| UNION CARBIDE CORP 07.7500 10/01/2096 | 0.04% |
| 1.42 R ISWP FWD USL3M P 06/21/2026 | 0.03% |
| ACTAVIS FUNDING SCS USD 04.7500 03/15/2045 | 0.03% |
| ANHEUSER-BUSCH INBEV FIN 03.6500 02/01/2026 | 0.03% |
| BANK OF AMERICA CORP 01.4125 09/15/2026 | 0.03% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.03% |
| CF INDUSTRIES INC 05.1500 03/15/2034 | 0.03% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.03% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.03% |
| CVS HEALTH CORP 04.7500 12/01/2022 | 0.03% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.03% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.03% |
| FHR 2976 LC 22.7991 05/15/2035 | 0.03% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.03% |
| FNR 2005-83 QP 16.2154 11/25/2034 | 0.03% |
| GENWORTH HOLDINGS INC 06.1500 11/15/2066 | 0.03% |
| GNR 2011-116 IA IO 04.5000 10/20/2039 | 0.03% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.03% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.03% |
| JPMCC 2007-LDPX X IO 00.4713 01/15/2049 | 0.03% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.03% |
| KINDER MORGAN INC. 03.0500 12/01/2019 | 0.03% |
| LEAR CORP 05.3750 03/15/2024 | 0.03% |
| MEDTRONIC INC 03.5000 03/15/2025 | 0.03% |
| MEDTRONIC INC 04.3750 03/15/2035 | 0.03% |
| METLIFE INC 06.4000 12/15/2036 | 0.03% |
| MSC 2011-C3 E P/P 144A 05.3479 07/15/2049 | 0.03% |
| NEUBERGER BERMAN P/P 144A 05.8750 03/15/2022 | 0.03% |
| NORTHROP GRUMMAN SYSTEMS 07.8750 03/01/2026 | 0.03% |
| STACR 2015-DN1 M1 01.7033 01/25/2025 | 0.03% |
| SWPTN LIABILITY 1MX10Y P 1.515 USD 07/29/2016 CI | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| WFRBS 2011-C2 D P/P 144A 05.7875 02/15/2044 | 0.03% |
| ABBVIE INC 03.6000 05/14/2025 | 0.02% |
| AGRIUM INC USD 03.3750 03/15/2025 | 0.02% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.02% |
| BGC PARTNERS INC P/P 144A 05.1250 05/27/2021 | 0.02% |
| CAS 2014-C03 1M1 01.6533 07/25/2024 | 0.02% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.02% |
| CITIGROUP INC 05.9000 12/29/2049 | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| CROWN CASTLE INTL CORP. 05.2500 01/15/2023 | 0.02% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| EXPEDIA INC P/P 144A 05.0000 02/15/2026 | 0.02% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.02% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.02% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.02% |
| FNMA FN30 AP7125 04.0000 09/01/2042 | 0.02% |
| FNMA FN30 MA1178 04.0000 09/01/2042 | 0.02% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.02% |
| FSPC T-56 AIO IO 00.5240 05/25/2043 | 0.02% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.02% |
| KKR GROUP FINANCE CO P/P 144A 06.3750 09/29/2020 | 0.02% |
| KRAFT HEINZ FOODS CO 06.8750 01/26/2039 | 0.02% |
| KRAFT HEINZ FOODS CO P/P 144A 04.3750 06/01/2046 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.02% |
| PRICELINE GROUP INC/THE 03.6500 03/15/2025 | 0.02% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SELECT INCOME REIT 02.8500 02/01/2018 | 0.02% |
| SELECT INCOME REIT 03.6000 02/01/2020 | 0.02% |
| SWPTN 3MX5Y P 2.01575 USD 09/29/2016 JP | 0.02% |
| SWPTN 3MX5Y P 2.0745 USD 09/29/2016 GS | 0.02% |
| SWPTN 3MX5Y R 1.5595 USD 09/29/2016 GS | 0.02% |
| SWPTN LIABILITY 1MX10Y P 1.585 USD 07/29/2016 CI | 0.02% |
| SWPTN LIABILITY 2YX2Y R 1.0 USD 04/18/2017 JP | 0.02% |
| SWPTN LIABILITY 6MX1Y P 1.134 USD 12/29/2016 JP | 0.02% |
| SWPTN LIABILITY 6MX1Y P 1.1665 USD 12/29/2016 GS | 0.02% |
| SWPTN LIABILITY 6MX1Y R 0.634 USD 12/29/2016 JP | 0.02% |
| SWPTN LIABILITY 6MX1Y R 0.6665 USD 12/29/2016 GS | 0.02% |
| TEGNA INC P/P 144A 04.8750 09/15/2021 | 0.02% |
| VULCAN MATERIALS COMPANY 04.5000 04/01/2025 | 0.02% |
| WBCMT 2007-C34 IO IO 00.4558 05/15/2046 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| 1.336 R ISWP USL3M P 06/29/2026 | 0.01% |
| 1.3534 R ISWP USL3M P 06/29/2026 | 0.01% |
| 1.35735 R ISWP USL3M P 06/29/2026 | 0.01% |
| 1.36146 R ISWP USL3M P 06/29/2026 | 0.01% |
| ACTAVIS FUNDING SCS USD 03.4500 03/15/2022 | 0.01% |
| AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BACM 2007-5 XW IO P/P 144A 00.4940 02/10/2051 | 0.01% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% |
| CD 2007-CD4 XW IO P/P 144A 00.5759 12/11/2049 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CITIGROUP INC 05.8750 12/29/2049 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2006-C8 XS IO P/P 144A 00.7192 12/10/2046 | 0.01% |
| CONAGRA FOODS INC. 07.0000 04/15/2019 | 0.01% |
| CONSTELLATION BRANDS INC. 03.8750 11/15/2019 | 0.01% |
| CONTL AIRLINES 1997-4 06.9000 01/02/2018 | 0.01% |
| CORRECTIONS CORP 04.6250 05/01/2023 | 0.01% |
| CSMC 2007-C2 AX IO P/P 144A 00.2138 01/15/2049 | 0.01% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.01% |
| FN30 05.000 2008 | 0.01% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.01% |
| FNS 372 1 PO 00.0000 08/25/2036 | 0.01% |
| FNW 2003-W10 1IO IO 00.6602 06/25/2043 | 0.01% |
| FREEPORT-MCMORAN OIL&GAS 06.7500 02/01/2022 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GMACC 1997-C1 X IO 01.6695 07/15/2029 | 0.01% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.01% |
| GNR 2013-16 IB IO 05.0000 10/20/2040 | 0.01% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | 0.01% |
| JPMCC 2007-LD12 A3 06.1310 02/15/2051 | 0.01% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.4615 11/15/2040 | 0.01% |
| MEZZ 2006-C4 X IO P/P 144A 06.0236 07/15/2045 | 0.01% |
| NOVA CHEMICALS CORP P/P 144A 05.0000 05/01/2025 | 0.01% |
| OMEGA HLTHCARE INVES 05.2500 01/15/2026 | 0.01% |
| OPTN FN30 3.0 09/07/16 PUT 101.78125 JPMC | 0.01% |
| OPTN FN30 3.0 09/07/16 PUT 102.421875 JPMC | 0.01% |
| OPTN FN30 3.0 09/07/16 PUT 102.515625 JPMC | 0.01% |
| OPTN FN30 3.0 09/07/16 PUT 102.703125 JPMC | 0.01% |
| OPTN FN30 3.0 09/07/16 PUT 102.796875 JPMC | 0.01% |
| SWPTN 1MX10Y P 1.65 USD 07/22/2016 GS | 0.01% |
| SWPTN 2YX30Y P 2.915 USD 04/20/2017 CS | 0.01% |
| SWPTN 3MX5Y R 1.49825 USD 09/29/2016 JP | 0.01% |
| TYSON FOODS INC 04.8750 08/15/2034 | 0.01% |
| TYSON FOODS INC 05.1500 08/15/2044 | 0.01% |
| VEREIT OPERATING PARTNER 04.8750 06/01/2026 | 0.01% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.01% |
| WALGREENS BOOTS ALLIANCE 03.4500 06/01/2026 | 0.01% |
| WBCMT 2006-C29 IO IO 00.5185 11/15/2048 | 0.01% |
| WESTROCK RKT CO 04.4500 03/01/2019 | 0.01% |
| 0.711 R ISWP USL3M P 06/29/2018 | 0.00% |
| 0.7115 R ISWP USL3M P 06/29/2018 | 0.00% |
| 0.716 R ISWP USL3M P 06/29/2018 | 0.00% |
| 1.35629 R ISWP USL3M P 06/30/2026 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.0915 07/10/2042 | 0.00% |
| BACM 2004-5 XC IO P/P 144A 00.5524 11/10/2041 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0000 11/10/2042 | 0.00% |
| BACM 2007-1 XW IO 00.5082 01/15/2049 | 0.00% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.00% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.3322 02/11/2041 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| FED FUND 30DAY AUG16 FFQ6 | 0.00% |
| FHR 2979 AS 22.6525 03/15/2034 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3369 BO PO 00.0000 09/15/2037 | 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% |
| FUBOA 2001-C1 IO3 IO P/P 144A 02.2001 03/15/2033 | 0.00% |
| GECMC 2005-C3 XC IO P/P 144A 00.1188 07/10/2045 | 0.00% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% |
| GMACC 2005-C1 X1 IO P/P 144A 00.7848 05/10/2043 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0000 04/10/2038 | 0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 CS | 0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.08 P USL1M R 01/12/39 CS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.4959 09/12/2037 | 0.00% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0358 04/15/2043 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.5827 05/15/2045 | 0.00% |
| LBUBS 2005-C2 XCL IO P/P 144A 00.1950 04/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.7367 02/15/2040 | 0.00% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MEZZ 2004-C1 X IO P/P 144A 09.3210 01/15/2037 | 0.00% |
| MEZZ 2005-C3 X IO P/P 144A 07.1563 05/15/2044 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.5778 08/12/2039 | 0.00% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.0229 06/12/2043 | 0.00% |
| MLMT 2007-C1 A3 06.0211 06/12/2050 | 0.00% |
| OPTN FN30 3.0 07/07/16 PUT 100.734375 JPMC | 0.00% |
| OPTN FN30 3.0 07/07/16 PUT 100.734375 JPMC | 0.00% |
| OPTN FN30 3.0 07/07/16 PUT 101.359375 JPMC | 0.00% |
| OPTN FN30 3.0 07/07/16 PUT 101.390625 JPMC | 0.00% |
| OPTN FN30 3.0 07/07/16 PUT 101.984375 JPMC | 0.00% |
| OPTN FN30 3.0 07/07/16 PUT 102.03125 JPMC | 0.00% |
| OPTN FN30 3.0 08/04/16 PUT 100.09375 JPMC | 0.00% |
| OPTN FN30 3.0 08/04/16 PUT 100.6796875 JPMC | 0.00% |
| OPTN FN30 3.0 08/04/16 PUT 100.8046875 JPMC | 0.00% |
| OPTN FN30 3.0 08/04/16 PUT 101.390625 JPMC | 0.00% |
| OPTN FN30 3.0 08/04/16 PUT 101.515625 JPMC | 0.00% |
| OPTN FN30 3.0 08/04/16 PUT 99.96875 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 100.015625 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 100.109375 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 100.296875 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 100.5625 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 100.75 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 100.8515625 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.0390625 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.1875 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.28125 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.296875 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.46875 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.484375 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.5625 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 101.59375 JPMC | 0.00% |
| OPTN FN30 3.0 09/07/16 PUT 99.828125 JPMC | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| SWPTN 1MX10Y P 1.73 USD 07/22/2016 GS | 0.00% |
| SWPTN 2YX10Y P 3.035 USD 02/27/2017 JP | 0.00% |
| SWPTN 2YX10Y P 3.117 USD 02/23/2017 JP | 0.00% |
| SWPTN 2YX2Y P 2.56 USD 02/27/2017 JP | 0.00% |
| SWPTN 2YX2Y P 2.655 USD 02/23/2017 JP | 0.00% |
| SWPTN 2YX30Y P 3.315 USD 04/20/2017 CS | 0.00% |
| SWPTN 3MX1Y P 1.15 USD 07/20/2016 JP | 0.00% |
| SWPTN 3MX1Y P 1.28 USD 07/20/2016 JP | 0.00% |
| SWPTN 3MX1Y P 1.306 USD 07/20/2016 GS | 0.00% |
| SWPTN 3MX1Y P 1.41 USD 07/20/2016 JP | 0.00% |
| SWPTN 3MX1Y P 1.82 USD 07/20/2016 GS | 0.00% |
| SWPTN 3WX10Y P 1.65875 USD 07/13/2016 GS | 0.00% |
| US 2YR NOTE (CBT) SEP16 TUU6 | 0.00% |
| US 5YR NOTE (CBT) SEP16 FVU6 | 0.00% |
| US LONG BOND(CBT) SEP16 USU6 | 0.00% |
| US ULTRA BOND CBT SEP16 WNU6 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.1482 06/15/2045 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | -0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | -0.01% |
| OPTN FN30 3.0 09/07/16 PUT 101.8046875 JPMC | -0.01% |
| OPTN FN30 3.0 09/07/16 PUT 101.8984375 JPMC | -0.01% |
| OPTN FN30 3.0 09/07/16 PUT 102.0859375 JPMC | -0.01% |
| OPTN FN30 3.0 09/07/16 PUT 102.1796875 JPMC | -0.01% |
| SWPTN 1MX10Y P 1.57 USD 07/22/2016 GS | -0.01% |
| SWPTN 3MX1Y R 0.901 USD 07/20/2016 GS | -0.01% |
| SWPTN 3MX1Y R 1.215 USD 07/20/2016 GS | -0.01% |
| 1.12 R ISWP FWD USL3M P 09/21/2018 | -0.02% |
| 1.4215 R ISWP USL3M P 06/20/2026 | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.02% |
| SWPTN 1MX10Y P 1.585 USD 07/29/2016 CI | -0.02% |
| SWPTN 6MX1Y P 1.134 USD 12/29/2016 JP | -0.02% |
| SWPTN 6MX1Y P 1.1665 USD 12/29/2016 GS | -0.02% |
| SWPTN 6MX1Y R 0.634 USD 12/29/2016 JP | -0.02% |
| SWPTN 6MX1Y R 0.6665 USD 12/29/2016 GS | -0.02% |
| SWPTN LIABILITY 3MX5Y P 2.01575 USD 09/29/2016 JP | -0.02% |
| SWPTN LIABILITY 3MX5Y P 2.0745 USD 09/29/2016 GS | -0.02% |
| SWPTN LIABILITY 3MX5Y R 1.49825 USD 09/29/2016 JP | -0.02% |
| SWPTN LIABILITY 3MX5Y R 1.5595 USD 09/29/2016 GS | -0.02% |
| 2.17 R ISWP FWD USL3M P 09/21/2046 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| SWPTN 1MX10Y P 1.515 USD 07/29/2016 CI | -0.03% |
| SWPTN 2YX30Y P 2.515 USD 04/20/2017 CS | -0.03% |
| SWPTN LIABILITY 2YX10Y R 1.0 USD 04/18/2017 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| 1.5675 R ISWP FWD USL3M P 06/28/2026 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.05% |
| SWPTN 2YX2Y R 1.0 USD 04/18/2017 JP | -0.05% |
| SWPTN LIABILITY 1MX10Y P 1.455 USD 07/29/2016 CI | -0.05% |
| SWPTN LIABILITY 2YX10Y P 3.035 USD 02/27/2017 JP | -0.05% |
| SWPTN LIABILITY 2YX10Y P 3.117 USD 02/23/2017 JP | -0.05% |
| SWPTN LIABILITY 2YX10Y R 1.0 USD 04/18/2017 JP | -0.05% |
| SWPTN LIABILITY 2YX10Y R 2.035 USD 02/27/2017 JP | -0.05% |
| SWPTN LIABILITY 2YX10Y R 2.117 USD 02/23/2017 JP | -0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.07% |
| SWPTN 2YX2Y R 1.0 USD 04/18/2017 JP | -0.09% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.12% |
| 1.4825 R ISWP USL3M P 06/28/2026 | -0.13% |
| SWPTN 2YX2Y R 1.56 USD 02/27/2017 JP | -0.13% |
| SWPTN 2YX2Y R 1.655 USD 02/23/2017 JP | -0.14% |
| FLR USL3M 6.00 03/07/2018 JP | -0.19% |
| 1.65875 R ISWP USL3M P 06/28/2026 | -0.23% |
| 1.715 R ISWP USL3M P 06/21/2026 | -0.27% |
| FHLMC FH30G TBA 03.0000 07/01/2046 | -0.40% |
| 1.75 R ISWP FWD USL3M P 09/21/2026 | -0.57% |
| FNMA FN30 TBA 04.0000 07/01/2046 | -1.63% |
Prior top 10 holdings
| Top 10 holdings as of 08/31/16 | |
|---|---|
| 1: Fnma Fn30 Tba 03.5000 09/01/2046 | 11.67% |
| 2: Fnma Fn30 Tba 03.5000 10/01/2046 | 9.65% |
| 3: Fnma Fn30 Tba 03.0000 09/01/2046 | 7.53% |
| 4: Fnma Fn30 Tba 02.5000 09/01/2046 | 6.17% |
| 5: Fnma Fn30 Tba 04.5000 09/01/2046 | 2.09% |
| 6: Gnma Gii30 Tba 04.0000 09/01/2046 | 1.63% |
| 7: Gnma Gii30 Tba 03.0000 10/01/2046 | 1.60% |
| 8: Gnma Gii30 Tba 05.0000 09/01/2046 | 1.24% |
| 9: Wamu 2005-Ar13 A1c4 00.9544 10/25/2045 | 1.11% |
| 10: Cas 2016-C03 1m2 05.8244 10/25/2028 | 0.90% |
| Holdings represent 43.59% of portfolio | |
| Top 10 holdings as of 07/31/16 | |
|---|---|
| 1: Fnma Fn30 Tba 03.5000 09/01/2046 | 20.42% |
| 2: Fnma Fn30 Tba 03.0000 09/01/2046 | 8.68% |
| 3: Fnma Fn30 Tba 03.0000 08/01/2046 | 2.77% |
| 4: Fnma Fn30 Tba 04.5000 08/01/2046 | 2.48% |
| 5: Gnma Gii30 Tba 04.0000 08/01/2046 | 1.62% |
| 6: Gnma Gii30 Tba 03.0000 08/01/2046 | 1.60% |
| 7: Gnma Gii30 Tba 05.0000 08/01/2046 | 1.23% |
| 8: Gnma Gii30 Tba 03.5000 08/01/2046 | 1.21% |
| 9: Fnma Fn30 Tba 02.5000 08/01/2046 | 1.16% |
| 10: Wamu 2005-Ar13 A1c4 00.9179 10/25/2045 | 1.11% |
| Holdings represent 42.28% of portfolio | |
| Top 10 holdings as of 06/30/16 | |
|---|---|
| 1: Fnma Fn30 Tba 03.5000 07/01/2046 | 18.10% |
| 2: Fnma Fn30 Tba 03.0000 08/01/2046 | 5.53% |
| 3: Fnma Fn30 Tba 03.0000 07/01/2046 | 4.35% |
| 4: Fnma Fn30 Tba 03.5000 08/01/2046 | 3.61% |
| 5: Fnma Fn30 Tba 04.5000 07/01/2046 | 2.50% |
| 6: Gnma Gii30 Tba 04.0000 07/01/2046 | 1.63% |
| 7: Gnma Gii30 Tba 03.0000 08/01/2046 | 1.59% |
| 8: Gnma Gii30 Tba 05.0000 07/01/2046 | 1.24% |
| 9: Wamu 2005-Ar13 A1c4 00.8833 10/25/2045 | 1.12% |
| 10: Stacr 2015-Dn1 M3 04.6033 01/25/2025 | 0.87% |
| Holdings represent 40.54% of portfolio | |
| Top 10 holdings as of 05/31/16 | |
|---|---|
| 1: Fnma Fn30 Tba 03.0000 07/01/2046 | 18.00% |
| 2: Fnma Fn30 Tba 03.5000 07/01/2046 | 9.60% |
| 3: Fnma Fn30 Tba 03.5000 06/01/2046 | 4.41% |
| 4: Fnma Fn30 Tba 04.5000 06/01/2046 | 4.17% |
| 5: Fnma Fn30 Tba 04.0000 07/01/2046 | 2.45% |
| 6: Gnma Gii30 Tba 04.0000 06/01/2046 | 1.63% |
| 7: Gnma Gii30 Tba 03.0000 06/01/2046 | 1.58% |
| 8: Gnma Gii30 Tba 05.0000 06/01/2046 | 1.24% |
| 9: Spst 2015-4 A 01.2325 06/01/2016 | 1.23% |
| 10: Gnma Gii30 Tba 03.5000 06/01/2046 | 1.21% |
| Holdings represent 45.52% of portfolio | |
Sector Weightings as of 08/31/16
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 8.84% | 0.49 | 41.67% | 2.07 | 50.51% | 2.56 |
| Commercial MBS | 20.90% | 0.77 | 3.96% | 0.25 | 24.86% | 1.02 |
| Investment-grade corporate bonds | 23.33% | 1.99 | 0.00% | 0.00 | 23.33% | 1.99 |
| Net cash | 18.69% | 0.00 | 0.00% | 0.00 | 18.69% | 0.00 |
| Agency CMO | 16.18% | 0.47 | 0.96% | 0.04 | 17.14% | 0.51 |
| Residential MBS (non-agency) | 8.81% | 0.47 | 0.00% | 0.00 | 8.81% | 0.47 |
| High-yield corporate bonds | 2.00% | 0.13 | 0.00% | 0.00 | 2.00% | 0.13 |
| Municipal bonds | 0.51% | 0.07 | 0.00% | 0.00 | 0.51% | 0.07 |
| Asset-backed securities (ABS) | 0.42% | 0.00 | 0.00% | 0.00 | 0.42% | 0.00 |
| Emerging-market bonds | 0.27% | 0.03 | 0.00% | 0.00 | 0.27% | 0.03 |
| U.S. Treasury/agency | 0.05% | 0.00 | 0.00% | 2.64 | 0.05% | 2.64 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.22 | 0.00% | -1.22 |
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.
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury sector where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a fund's interest-rate sensitivity. The longer a fund's duration, the more sensitive the fund is to shifts in interest rates.
Maturity detail includes only cash bonds and cash equivalents.
Lower rated bonds may offer higher yields in return for more risk. 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.
Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.
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.
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
Maturity detail includes only cash bonds and cash equivalents.
Lower rated bonds may offer higher yields in return for more risk. 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.
Credit qualities are shown as a percentage of net assets. A bond rated Baa or higher (Prime-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor's, Moody's and Fitch. Short-term cash bonds rated A-1+ are included in the AAA-rating category. Ratings and portfolio credit quality will vary over time. Credit quality includes the fixed-income portion of the portfolio. Derivative instruments, including currency forwards, are only included to the extent of any unrealized gain or loss on such instruments and are shown in the not-rated category. Cash is also shown in the not-rated category. The fund itself has not been rated by an independent rating agency.
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.