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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)
- Kevin F. Murphy (Investing since 1988)
- Brett S. Kozlowski, CFA (Investing since 1997)
Daily Pricing as of 03/05/15
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $19.212817 | $18.7556 |
| Unit Value Change | 0.01531 | 0.014867 |
‡ Lipper Ranking as of 01/31/15
Category: Core Bond
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 6% | 3/53 |
| 1 yr. | 66% | 60/91 |
| 3 yrs. | 3% | 2/83 |
| 5 yrs. | 9% | 6/72 |
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 12/31/14
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -0.15% | 5.13% | 5.13% | 4.97% | 5.40% | 4.38% | 5.32% |
| Standardized | -8.88% | -3.97% | -3.97% | 0.28% | 1.88% | 1.34% | 3.39% |
| With optional enhanced death benefit | |||||||
| Unit Value | -0.19% | 4.97% | 4.97% | 4.81% | 5.24% | 4.22% | 5.16% |
| Standardized | -8.91% | -4.12% | -4.12% | 0.12% | 1.71% | 1.16% | 3.19% |
| Actual performance | |||||||
| Unit Value | -0.15% | 5.13% | 5.13% | 4.97% | 5.40% | 4.38% | 4.20% |
| Standardized | -8.88% | -3.97% | -3.97% | 0.28% | 1.88% | 1.34% | 1.27% |
| With optional enhanced death benefit | |||||||
| Unit Value | -0.19% | 4.97% | 4.97% | 4.81% | 5.24% | 4.22% | 4.04% |
| Standardized | -8.91% | -4.12% | -4.12% | 0.12% | 1.71% | 1.16% | 1.08% |
| Cumulative Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -0.15% | 5.13% | 5.13% | 15.65% | 30.11% | 53.45% | 303.49% |
| Standardized | -8.88% | -3.97% | -3.97% | 0.84% | 9.76% | 14.29% | 145.15% |
| With optional enhanced death benefit | |||||||
| Unit Value | -0.19% | 4.97% | 4.97% | 15.12% | 29.12% | 51.14% | 287.32% |
| Standardized | -8.91% | -4.12% | -4.12% | 0.36% | 8.87% | 12.27% | 132.72% |
| Actual performance | |||||||
| Unit Value | -0.15% | 5.13% | 5.13% | 15.65% | 30.11% | 53.45% | 90.47% |
| Standardized | -8.88% | -3.97% | -3.97% | 0.84% | 9.76% | 14.29% | 21.95% |
| With optional enhanced death benefit | |||||||
| Unit Value | -0.19% | 4.97% | 4.97% | 15.12% | 29.12% | 51.14% | 85.99% |
| Standardized | -8.91% | -4.12% | -4.12% | 0.36% | 8.87% | 12.27% | 18.30% |
Annual Performance at NAV
| 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 |
|---|---|---|---|---|---|---|---|---|---|
| 1.08% | 3.22% | 3.90% | -24.88% | 44.82% | 8.50% | 3.69% | 9.36% | 0.60% | 5.13% |
| With optional enhanced death benefit | |||||||||
| 0.93% | 3.06% | 3.74% | -24.99% | 44.60% | 8.33% | 3.53% | 9.19% | 0.45% | 4.97% |
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 01/31/15
| Fnma Fn30 Tba 03.0000 03/01/2045 | 16.82% |
|
|---|---|---|
| Fnma Fn30 Tba 04.5000 03/01/2045 | 6.24% |
|
| Fnma Fn30 Tba 03.5000 03/01/2045 | 4.38% |
|
| Spst 2014-2 A 01.0553 07/25/2016 | 2.72% |
|
| Fnma Fn30 Ab5692 04.0000 06/01/2042 | 1.85% |
|
| Wamu 2005-Ar13 A1c4 00.5983 10/25/2045 | 1.20% |
|
| Fnma Fn30 Al5529 04.0000 06/01/2044 | 1.17% |
|
| Fnma Fn30 Ma1217 04.0000 10/01/2042 | 1.08% |
|
| Gnma Gii30 Tba 05.0000 03/01/2045 | 1.04% |
|
| Gnma Gii30 Tba 04.0000 03/01/2045 | 1.02% |
|
| Top 10 holdings, total: | 37.52% |
|
Equity Holdings as of 12/31/14
| CITIGROUP INC PCT 06.8750 | 0.43% |
|---|---|
| HSBC USA INC PCT 03.5000 | 0.11% |
Full Portfolio Holdings as of 12/31/14
| FNMA FN30 TBA 03.0000 01/01/2045 | 2.95% |
|---|---|
| SPST 2014-2 A 01.0542 07/25/2016 | 2.75% |
| GNMA GII30 TBA 04.5000 01/01/2045 | 2.47% |
| FNMA FN30 TBA 04.5000 01/01/2045 | 2.11% |
| FNMA FN30 AB5692 04.0000 06/01/2042 | 1.84% |
| WAMU 2005-AR13 A1C4 00.5995 10/25/2045 | 1.22% |
| FNMA FN30 AL5529 04.0000 06/01/2044 | 1.19% |
| FNMA FN30 MA1217 04.0000 10/01/2042 | 1.08% |
| GNMA GII30 TBA 05.0000 01/01/2045 | 1.06% |
| FNMA FN30 TBA 04.0000 01/01/2045 | 1.04% |
| GNMA GII30 TBA 04.0000 01/01/2045 | 1.04% |
| GNMA GII30 TBA 03.5000 01/01/2045 | 1.02% |
| FNMA FN30 TBA 03.5000 01/01/2045 | 1.01% |
| WAMU 2004-AR13 A1B2 01.1495 11/25/2034 | 0.95% |
| FNMA FN30 MA1253 04.0000 11/01/2042 | 0.90% |
| FNMA FN30 AL5528 04.0000 05/01/2044 | 0.85% |
| WAMU 2005-AR11 A1B3 00.5695 08/25/2045 | 0.82% |
| WFRBS 2012-C10 XA IO P/P 144A 01.7953 12/15/2045 | 0.82% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.78% |
| FNMA FN30 TBA 06.0000 01/01/2045 | 0.73% |
| FNMA FN30 TBA 05.5000 01/01/2045 | 0.72% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.72% |
| GNMA GII30 AE8491 04.0000 07/20/2044 | 0.69% |
| WAMU 2005-AR19 A1C3 00.6695 12/25/2045 | 0.64% |
| BSCMS 2006-PW11 B P/P 144A 05.4349 03/11/2039 | 0.63% |
| FN30 04.500 2010 | 0.63% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.62% |
| WAMU 2005-AR17 A1B2 00.5795 12/25/2045 | 0.61% |
| FHLMC FH30G U99114 03.5000 02/01/2044 | 0.60% |
| FHLMC FH30G U99096 04.5000 05/01/2044 | 0.59% |
| JPM CHASE CAPITAL XXIII 01.2321 05/15/2047 | 0.56% |
| FNR 2013-136 SB IO 05.7305 01/25/2044 | 0.55% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.51% |
| BACM 2005-5 B 05.2426 10/10/2045 | 0.49% |
| WBCMT 2005-C17 D 05.3960 03/15/2042 | 0.47% |
| VERIZON COMM 05.9000 02/15/2054 | 0.45% |
| FNR 2013-101 AS IO 05.7805 10/25/2043 | 0.44% |
| CITIGROUP INC PCT 06.8750 | 0.43% |
| GSMS 2014-GC22 XA IO 01.0881 06/10/2047 | 0.43% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.41% |
| MLMT 2005-CKI1 B 05.2878 11/12/2037 | 0.41% |
| STATE STREET CAP TR IV 01.2406 06/15/2037 | 0.41% |
| WFRBS 2011-C2 D P/P 144A 05.4659 02/15/2044 | 0.39% |
| GNMA GII30 AE8211 04.0000 03/20/2044 | 0.38% |
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 | 0.37% |
| WAMU 2005-AR1 A1B 00.5595 01/25/2045 | 0.37% |
| CWALT 2004-J5 M1 01.0553 08/25/2034 | 0.36% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.36% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.34% |
| GSMS 2005-GG4 B 04.8410 07/10/2039 | 0.34% |
| JPMCC 2011-C3 E P/P 144A 05.5671 02/15/2046 | 0.34% |
| JPMCC 2012-C8 D P/P 144A 04.6663 10/15/2045 | 0.34% |
| FNMA FN30 AL5438 04.0000 01/01/2043 | 0.33% |
| FNMA FN30 AS1031 04.0000 11/01/2043 | 0.33% |
| FNR 2005-45 DA 23.7985 06/25/2035 | 0.33% |
| FHLMC FH30G V80357 03.5000 08/01/2043 | 0.32% |
| FNMA FN30 AL5123 04.0000 07/01/2043 | 0.32% |
| LBUBS 2004-C1 G P/P 144A 05.0770 01/15/2036 | 0.32% |
| LLOYDS BANKING GROUP P/P 144A 06.6570 01/29/2049 | 0.32% |
| WFRBS 2012-C7 D P/P 144A 04.8452 06/15/2045 | 0.32% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.31% |
| AON PLC USD 04.2500 12/12/2042 | 0.31% |
| FNMA FN30 AU1625 03.5000 07/01/2043 | 0.31% |
| WFRBS 2013-C14 XA IO 00.9166 06/15/2046 | 0.31% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.30% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.30% |
| FHS 326 S2 IO 05.7892 03/15/2044 | 0.30% |
| FNR 2012-144 KI IO 03.0000 11/25/2042 | 0.30% |
| GNR 2011-128 TS IO 05.8890 05/16/2041 | 0.30% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.30% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.29% |
| FNS 418 C15 IO 03.5000 08/25/2043 | 0.29% |
| GNR 2014-2 IL IO 04.0000 01/16/2044 | 0.29% |
| TRANS-CANADA PIPELINES USD 06.3500 05/15/2067 | 0.29% |
| FHLMC FH30G V80012 03.0000 03/01/2043 | 0.28% |
| JPMCC 2007-CB20 AJ 06.0740 02/12/2051 | 0.28% |
| MLMT 2005-CKI1 C 05.2878 11/12/2037 | 0.28% |
| RASC 2005-KS3 M6 01.1145 04/25/2035 | 0.28% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.27% |
| FHR 3852 NT 05.8392 05/15/2041 | 0.27% |
| GE CAPITAL TRUST I 06.3750 11/15/2067 | 0.27% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.27% |
| JPMCC 2010-C1 D P/P 144A 06.3121 06/15/2043 | 0.27% |
| SANTANDER ISSUANCES P/P 144A 05.9110 06/20/2016 | 0.27% |
| WISCONSIN ENERGY CORP 06.2500 05/15/2067 | 0.27% |
| AETNA INC 06.7500 12/15/2037 | 0.26% |
| FNMA FN30 890445 04.0000 07/01/2042 | 0.26% |
| FNR 2005-122 SE 22.5068 11/25/2035 | 0.26% |
| GSMS 2013-GC10 D P/P 144A 04.4143 02/10/2046 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.2074 05/15/2045 | 0.26% |
| MLCFC 2006-4 XC IO P/P 144A 00.6346 12/12/2049 | 0.26% |
| PPL WEM HOLDINGS LTD P/P 144A 05.3750 05/01/2021 | 0.26% |
| TCI COMMUNICATIONS INC 07.8750 02/15/2026 | 0.26% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.25% |
| GNR 2012-41 IP IO 04.0000 08/20/2041 | 0.25% |
| PETROBRAS INTL FIN CO USD 05.3750 01/27/2021 | 0.25% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.25% |
| WASTE MANAGEMENT INC 07.7500 05/15/2032 | 0.25% |
| AFLAC INC 06.9000 12/17/2039 | 0.24% |
| CBS CORP 07.8750 07/30/2030 | 0.24% |
| COMM 2014-UBS6 XA IO 01.0880 12/10/2047 | 0.24% |
| FHS 304 C22 IO 03.5000 12/15/2042 | 0.24% |
| JPMCC 2006-LDP6 B 05.5011 04/15/2043 | 0.24% |
| BACM 2006-4 AJ 05.6950 07/10/2046 | 0.23% |
| COMM 2012-CR1 XA IO 02.1176 05/15/2045 | 0.23% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.23% |
| EDP FINANCE BV P/P 144A 06.0000 02/02/2018 | 0.23% |
| FHR 4245 AS IO 05.8392 08/15/2043 | 0.23% |
| FNR 2013-101 SE IO 05.7305 10/25/2043 | 0.23% |
| FNR 2013-102 SH IO 05.7305 10/25/2043 | 0.23% |
| FNR 2013-13 SA IO 05.9805 03/25/2043 | 0.23% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.23% |
| JPMCC 2012-LC9 D P/P 144A 04.4248 12/15/2047 | 0.23% |
| LBUBS 2005-C2 C 05.2562 04/15/2040 | 0.23% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.5386 02/15/2040 | 0.23% |
| WAMU 2005-AR6 2A1C 00.5095 04/25/2045 | 0.23% |
| FHR 3408 EK 25.1461 04/15/2037 | 0.22% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.22% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.22% |
| LBUBS 2006-C7 A2 05.3000 11/15/2038 | 0.22% |
| QWEST CORP 06.7500 12/01/2021 | 0.22% |
| STANDARD CHARTERED P/P 144A 07.0140 07/29/2049 | 0.22% |
| TELEFONICA EMISIONES SAU USD 05.4620 02/16/2021 | 0.22% |
| WAMU 2005-AR11 A1C3 00.6795 08/25/2045 | 0.22% |
| WFRBS 2013-C17 XA IO 01.5940 12/15/2046 | 0.22% |
| BANCO DO BRASIL CAY P/P 144A 05.8750 01/26/2022 | 0.21% |
| CGCMT 2014-GC19 X IO 01.3314 03/10/2047 | 0.21% |
| FHR 3065 DC 19.3776 03/15/2035 | 0.21% |
| FHR 4039 PI IO 02.5000 05/15/2027 | 0.21% |
| FNR 2013-59 SC IO 05.9805 06/25/2043 | 0.21% |
| GSMS 2013-GC12 XA IO 01.7701 06/10/2046 | 0.21% |
| TIME WARNER INC. 07.7000 05/01/2032 | 0.21% |
| WFRBS 2013-C17 C 05.1263 12/15/2046 | 0.21% |
| WFRBS 2014-C19 D P/P 144A 04.2340 03/15/2047 | 0.21% |
| BERKSHIRE HATHAWAY ENERG 06.1250 04/01/2036 | 0.20% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.20% |
| FHR 4143 DS IO 05.9592 12/15/2042 | 0.20% |
| FNMA FN30 AB4955 04.0000 04/01/2042 | 0.20% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.20% |
| GNR 2012-136 IO IO 03.5000 11/20/2042 | 0.20% |
| GNR 2012-26 SP IO 06.4846 02/20/2042 | 0.20% |
| MLMT 2005-LC1 D 05.4198 01/12/2044 | 0.20% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.20% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.20% |
| UBSBB 2012-C3 D P/P 144A 04.9580 08/10/2049 | 0.20% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.19% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.19% |
| MSBAM 2013-C10 E P/P 144A 04.0830 07/15/2046 | 0.19% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.19% |
| ROYAL BK OF SCOTLAND PLC REGS 09.5000 03/16/2022 | 0.19% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.18% |
| BARCLAYS PLC USD 06.6250 06/29/2049 | 0.18% |
| DDR CORP. 07.8750 09/01/2020 | 0.18% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.18% |
| FHR 4182 GI IO 03.0000 01/15/2043 | 0.18% |
| FHS 314 S2 IO 05.7292 09/15/2043 | 0.18% |
| FNR 2006-10 GC 06.0000 09/25/2034 | 0.18% |
| FNR 2012-62 EI IO 04.0000 04/25/2041 | 0.18% |
| JPMCC 2013-C10 E P/P 144A 03.5000 12/15/2047 | 0.18% |
| ROYAL BK SCOTLND GRP PLC USD 05.1250 05/28/2024 | 0.18% |
| VERIZON PENNSYLVANIA LLC 08.3500 12/15/2030 | 0.18% |
| WBCMT 2005-C17 F P/P 144A 05.3961 03/15/2042 | 0.18% |
| WFRBS 2013-C11 XA IO P/P 144A 01.4947 03/15/2045 | 0.18% |
| ASSURANT INC 06.7500 02/15/2034 | 0.17% |
| BACARDI LTD P/P 144A 04.5000 01/15/2021 | 0.17% |
| CA TXB-VAR PURP 3 07.5000 04/01/2034 | 0.17% |
| CBL & ASSOCIATES LP 05.2500 12/01/2023 | 0.17% |
| COMM 2012-CR3 XA IO 02.1724 10/15/2045 | 0.17% |
| FHR 4116 MI IO 04.0000 10/01/2042 | 0.17% |
| FNR 2006-62 PS 38.8830 07/25/2036 | 0.17% |
| FNR 2006-8 HP 23.9452 03/25/2036 | 0.17% |
| FNR 2011-4 CS 12.5610 05/25/2040 | 0.17% |
| GSMS 2013-GC10 XA IO 01.7296 02/10/2046 | 0.17% |
| HBOS PLC P/P 144A 06.0000 11/01/2033 | 0.17% |
| SWPTN 2MX10Y R 2.426 USD 01/12/2015 CI | 0.17% |
| TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 | 0.17% |
| WAMU 2005-AR11 A1B2 00.6195 08/25/2045 | 0.17% |
| WFRBS 2012-C7 F P/P 144A 04.5000 06/15/2045 | 0.17% |
| WFRBS 2013-C12 E P/P 144A 03.5000 03/15/2048 | 0.17% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.16% |
| FHR 2990 LB 16.5347 06/15/2034 | 0.16% |
| FHR 4139 SA IO 05.9892 12/15/2042 | 0.16% |
| FHS 271 S5 IO 05.8392 08/15/2042 | 0.16% |
| FNR 2013-7 EI IO 03.0000 10/25/2040 | 0.16% |
| GENERAL ELEC CAP CORP 06.7500 03/15/2032 | 0.16% |
| KOREA GAS CORP P/P 144A 06.2500 01/20/2042 | 0.16% |
| MLMT 2008-C1 AJ 06.2886 02/12/2051 | 0.16% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.16% |
| SBA TOWER TRUST P/P 144A 05.1010 04/17/2017 | 0.16% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.16% |
| BCAP 2010-RR1 3A3 05.2145 12/20/2035 | 0.15% |
| BSABS 2006-EC2 M2 00.5753 02/25/2036 | 0.15% |
| CAMPBELL SOUP CO 08.8750 05/01/2021 | 0.15% |
| CENTURYLINK INC 06.8750 01/15/2028 | 0.15% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.15% |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.15% |
| FHLMC FH30G G07419 04.0000 06/01/2043 | 0.15% |
| FHR 4165 AI IO 03.5000 02/15/2043 | 0.15% |
| GNR 2014-4 IK IO 04.0000 07/20/2039 | 0.15% |
| HARTFORD FINL SVCS GRP 08.1250 06/15/2038 | 0.15% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.15% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.15% |
| WAMU 2004-AR12 A2B 00.6475 10/25/2044 | 0.15% |
| WILLIS GROUP HOLDING PLC USD 05.7500 03/15/2021 | 0.15% |
| AXA SA P/P 144A 06.3790 12/14/2036 | 0.14% |
| CFCRE 2011-C2 E P/P 144A 05.7450 12/15/2047 | 0.14% |
| FNR 2012-40 MI IO 04.0000 04/25/2041 | 0.14% |
| GNR 2012-71 AI IO 03.5000 01/20/2042 | 0.14% |
| GNR 2014-32 CS IO 05.9346 02/20/2044 | 0.14% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.14% |
| JPMBB 2014-C25 XA IO 01.0206 11/15/2047 | 0.14% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.14% |
| LBUBS 2006-C6 C 05.4820 09/15/2039 | 0.14% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.14% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.14% |
| NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 | 0.14% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.14% |
| WAMU 2005-AR8 2AC3 00.5595 07/25/2045 | 0.14% |
| WBCMT 2006-C26 AJ 05.9990 06/15/2045 | 0.14% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.13% |
| BACM 2004-5 F P/P 144A 05.4852 11/10/2041 | 0.13% |
| COMM 2013-LC13 E P/P 144A 03.7191 08/10/2046 | 0.13% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.13% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.13% |
| FHR 4122 AI IO 03.5000 10/15/2042 | 0.13% |
| FHS 311 IO IO 03.5000 08/15/2043 | 0.13% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.13% |
| FNR 2013-67 IP IO 03.0000 02/25/2042 | 0.13% |
| FNS 418 C24 IO 04.0000 08/25/2043 | 0.13% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.13% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.13% |
| GNR 2014-44 IC IO 03.0000 04/20/2028 | 0.13% |
| JPMCC 2001-C1 H P/P 144A 05.6260 10/12/2035 | 0.13% |
| JPMCC 2008-C2 ASB 06.1250 02/12/2051 | 0.13% |
| JPMCC 2011-C3 F P/P 144A 05.5671 02/15/2046 | 0.13% |
| LBUBS 2006-C1 AJ 05.2760 02/15/2041 | 0.13% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.13% |
| SWPTN 2MX10Y R 2.43 USD 01/13/2015 BC | 0.13% |
| WFCM 2012-LC5 E P/P 144A 04.7778 10/15/2045 | 0.13% |
| WFRBS 2011-C4 E P/P 144A 05.2451 06/15/2044 | 0.13% |
| WFRBS 2012-C7 E P/P 144A 04.8452 06/15/2045 | 0.13% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.12% |
| BSCMS 2005-PWR9 C 05.0550 09/11/2042 | 0.12% |
| COMM 2007-C9 AJFL P/P 144A 00.8563 12/10/2049 | 0.12% |
| CSFB 2005-C5 C 05.1000 08/15/2038 | 0.12% |
| FHR 4338 TI IO 04.0000 05/15/2029 | 0.12% |
| FNMA FN30 AP7125 04.0000 09/01/2042 | 0.12% |
| FNMA FN30 MA1178 04.0000 09/01/2042 | 0.12% |
| FNR 2005-106 JC 19.5984 12/25/2035 | 0.12% |
| FNR 2005-75 GS 19.7415 08/25/2035 | 0.12% |
| FNR 2007-53 SP 23.5785 06/25/2037 | 0.12% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.12% |
| FNR 2013-19 DS IO 06.0305 09/25/2041 | 0.12% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.12% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.12% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.12% |
| GNR 2013-53 PI IO 03.0000 04/20/2041 | 0.12% |
| GSMS 2013-GC10 E P/P 144A 04.4143 02/10/2046 | 0.12% |
| LBUBS 2006-C7 XCL IO P/P 144A 00.6505 11/15/2038 | 0.12% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.12% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.12% |
| MSC 2011-C3 E P/P 144A 05.1828 07/15/2049 | 0.12% |
| MSM 2005-5AR 1M4 00.7995 09/25/2035 | 0.12% |
| VERIZON COMMUNICATIONS 06.4000 02/15/2038 | 0.12% |
| WBCMT 2005-C17 E P/P 144A 05.3961 03/15/2042 | 0.12% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.11% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.11% |
| BACM 2005-1 B 05.2936 11/10/2042 | 0.11% |
| CGCMT 2013-GC11 D P/P 144A 04.4579 04/10/2046 | 0.11% |
| CMLTI 2010-8 1A2 05.5000 01/25/2036 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 07.5000 12/29/2049 | 0.11% |
| DCP MIDSTREAM LLC P/P 144A 05.3500 03/15/2020 | 0.11% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.11% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.11% |
| ENTERPRISE PRODUCTS OPER 04.8500 08/15/2042 | 0.11% |
| FHR 4176 IA IO 02.5000 03/15/2028 | 0.11% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.11% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.11% |
| GNR 2014-63 PI IO 04.0000 07/20/2043 | 0.11% |
| HSBC USA INC PCT 03.5000 | 0.11% |
| JPMCC 2006-LDP8 B 05.5200 05/15/2045 | 0.11% |
| JPMCC 2007-CB20 C P/P 144A 06.1740 02/12/2051 | 0.11% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.11% |
| PACIFIC GAS & ELECTRIC 05.8000 03/01/2037 | 0.11% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.11% |
| SWPTN 3MX10Y R 2.528 USD 03/02/2015 CI | 0.11% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.11% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.11% |
| 21ST CENTURY FOX AMERICA 07.8500 03/01/2039 | 0.10% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.10% |
| ARC PROPERTIES OPERATING 04.6000 02/06/2024 | 0.10% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.10% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.10% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.10% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.10% |
| FHS 303 C19 IO 03.5000 01/15/2043 | 0.10% |
| FHS 327 S8 IO 05.7592 03/15/2044 | 0.10% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.10% |
| FNMA FN30 AL4597 04.0000 01/01/2044 | 0.10% |
| FNMA FN30 MA1790 04.5000 02/01/2044 | 0.10% |
| FNR 2012-128 ST IO 05.9805 11/25/2042 | 0.10% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.10% |
| FNR 2013-98 SA IO 05.7805 09/25/2043 | 0.10% |
| FRESENIUS MED CARE P/P 144A 05.7500 02/15/2021 | 0.10% |
| FRONTIER COMM 08.5000 04/15/2020 | 0.10% |
| GNR 2011-70 SM IO 05.7290 05/16/2041 | 0.10% |
| GNR 2014-90 HS IO 05.9346 06/20/2044 | 0.10% |
| HSBC HOLDINGS PLC USD 06.3750 12/29/2049 | 0.10% |
| HSBC USA CAPITAL P/P 144A 07.8080 12/15/2026 | 0.10% |
| JPMBB 2013-C14 E P/P 144A 04.5614 08/15/2046 | 0.10% |
| JPMCC 2013-C16 XA IO 01.3634 12/15/2046 | 0.10% |
| L BRANDS INC 06.6250 04/01/2021 | 0.10% |
| MLCFC 2006-4 AJ 05.2390 12/12/2049 | 0.10% |
| MLCFC 2006-4 AJFX P/P 144A 05.1470 12/12/2049 | 0.10% |
| MSC 2007-IQ14 A2 05.6100 04/15/2049 | 0.10% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.10% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.10% |
| SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 | 0.10% |
| SWPTN 2MX10Y R 2.3925 USD 01/14/2015 BA | 0.10% |
| SWPTN 6MX10Y R 2.25 USD 05/05/2015 CS | 0.10% |
| WFRBS 2013-C12 XA IO P/P 144A 01.4961 03/15/2048 | 0.10% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.09% |
| CFCRE 2011-C2 D P/P 144A 05.5680 12/15/2047 | 0.09% |
| COMCAST CORP 06.5000 11/15/2035 | 0.09% |
| FHR 3995 KI IO 03.5000 02/15/2027 | 0.09% |
| FHR 4105 HS IO 06.4392 09/15/2042 | 0.09% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.09% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 05.8000 11/15/2016 | 0.09% |
| GNR 2013-18 GI IO 03.5000 05/20/2041 | 0.09% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.09% |
| GNR 2014-46 JI IO 03.5000 10/20/2041 | 0.09% |
| GSAMP 2005-HE4 M3 00.6895 07/25/2045 | 0.09% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.09% |
| JPMCC 2004-CBX B 05.0210 01/12/2037 | 0.09% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.09% |
| KRAFT FOODS GRP INC 06.5000 02/09/2040 | 0.09% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.09% |
| MLCFC 2006-3 AJ 05.4850 07/12/2046 | 0.09% |
| MOSAIC CO 05.6250 11/15/2043 | 0.09% |
| MSBAM 2013-C11 D P/P 144A 04.4167 08/15/2046 | 0.09% |
| NATIONWIDE FINANCIAL SER 05.6250 02/13/2015 | 0.09% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.09% |
| NORFOLK SOUTHERN CORP 06.0000 05/23/2111 | 0.09% |
| OPMAC 2005-3 M3 00.6695 07/25/2035 | 0.09% |
| PACIFICORP 06.2500 10/15/2037 | 0.09% |
| PARKER-HANNIFIN CORP 06.2500 05/15/2038 | 0.09% |
| QVC INC 04.8500 04/01/2024 | 0.09% |
| RABOBANK NEDERLAND USD 04.6250 12/01/2023 | 0.09% |
| SES P/P 144A 05.3000 04/04/2043 | 0.09% |
| SWPTN 9WX10Y R 2.4 USD 01/20/2015 CS | 0.09% |
| TEMPLE-INLAND INC. 06.6250 01/15/2018 | 0.09% |
| TRW AUTOMOTIVE INC P/P 144A 04.4500 12/01/2023 | 0.09% |
| VERIZON COMMUNICATIONS 05.0500 03/15/2034 | 0.09% |
| WP CAREY INC 04.6000 04/01/2024 | 0.09% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.08% |
| BERKSHIRE HATHAWAY ENERG 06.5000 09/15/2037 | 0.08% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.08% |
| EL PASO PIPELINE PART OP 06.5000 04/01/2020 | 0.08% |
| ELEC DE FRANCE P/P 144A 05.6250 12/29/2049 | 0.08% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.08% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.08% |
| FNR 2013-103 SK IO 05.7505 10/25/2043 | 0.08% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.08% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.08% |
| GEN MOTORS FIN CO 02.7500 05/15/2016 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| GNR 2011-116 IA IO 04.5000 10/20/2039 | 0.08% |
| GNR 2012-48 KI IO 03.5000 12/16/2039 | 0.08% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.08% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.08% |
| RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 | 0.08% |
| REPUBLIC SERVICES IN 05.5000 09/15/2019 | 0.08% |
| SOCIETE GENERALE P/P 144A 07.8750 12/29/2049 | 0.08% |
| SWPTN 2MX10Y R 2.322 USD 01/12/2015 CI | 0.08% |
| TELECOM ITALIA SPA P/P 144A 05.3030 05/30/2024 | 0.08% |
| WILLIAMS PARTNERS LP 04.3000 03/04/2024 | 0.08% |
| WILLIAMS PARTNERS LP 05.4000 03/04/2044 | 0.08% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.08% |
| ACCESS MIDSTREAM PARTNER 05.8750 04/15/2021 | 0.07% |
| AFLAC INC 06.4500 08/15/2040 | 0.07% |
| ANTHEM INC 04.6250 05/15/2042 | 0.07% |
| BANCO BILBAO VIZCAYA ARG REGS 09.0000 05/29/2049 | 0.07% |
| BP CAPITAL MARKETS PLC USD 04.5000 10/01/2020 | 0.07% |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.07% |
| CF INDUSTRIES INC 05.3750 03/15/2044 | 0.07% |
| COMM 2006-C8 XS IO P/P 144A 00.5219 12/10/2046 | 0.07% |
| COMM 2014-CR16 XA IO 01.2711 04/10/2047 | 0.07% |
| CONS EDISON CO OF NY 04.2000 03/15/2042 | 0.07% |
| CORP BOND BACKED CTF P/P 144A 00.0000 03/15/2046 | 0.07% |
| CREDIT AGRICOLE SA P/P 144A 07.8750 01/29/2049 | 0.07% |
| CREDIT SUISSE P/P 144A 06.5000 08/08/2023 | 0.07% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.07% |
| ENEL FINANCE INTL NV P/P 144A 05.1250 10/07/2019 | 0.07% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.07% |
| FHS 310 S4 IO 05.7892 09/15/2043 | 0.07% |
| FNMA FN30 MA1711 04.5000 12/01/2043 | 0.07% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.07% |
| GECMC 2007-C1 XC IO P/P 144A 00.2237 12/10/2049 | 0.07% |
| GNR 2013-113 SL IO 06.0646 02/20/2042 | 0.07% |
| GNR 2013-129 SN IO 05.9846 09/20/2043 | 0.07% |
| GNR 2013-16 IB IO 05.0000 10/20/2040 | 0.07% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.07% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.07% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.07% |
| HSBC CAPITAL FUNDING P/P 144A 10.1760 12/29/2049 | 0.07% |
| IBERDROLA INTL BV USD 06.7500 07/15/2036 | 0.07% |
| JPMCC 2007-LDPX X IO 00.2816 01/15/2049 | 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% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.07% |
| MEZZ 2006-C4 X IO P/P 144A 06.0065 07/15/2045 | 0.07% |
| ONCOR ELECTRIC DELIVERY CO 07.0000 09/01/2022 | 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 05.2000 03/15/2044 | 0.07% |
| SABMILLER HLDG INC P/P 144A 04.9500 01/15/2042 | 0.07% |
| SL GREEN REALTY CORP 05.0000 08/15/2018 | 0.07% |
| SOFTBANK CORP P/P 144A 04.5000 04/15/2020 | 0.07% |
| SWPTN 2MX10Y R 2.38 USD 01/21/2015 BA | 0.07% |
| TIAAC 2003-1A E USD 08.0000 12/28/2038 | 0.07% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.07% |
| WALGREENS BOOTS ALLIANCE 03.3000 11/18/2021 | 0.07% |
| DUKE REALTY LP 03.8750 02/15/2021 | 0.06% |
| FHLMC FH30G G07501 04.0000 10/01/2043 | 0.06% |
| GEN MOTORS FIN 03.2500 05/15/2018 | 0.06% |
| GENWORTH HOLDINGS INC 06.1500 11/15/2066 | 0.06% |
| GRUPO BIMBO SAB P/P 144A 04.8750 06/27/2044 | 0.06% |
| GRUPO TELEVISA SAB USD 06.0000 05/15/2018 | 0.06% |
| HOSPITALITY PROPERTIES T 04.5000 03/15/2025 | 0.06% |
| INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 | 0.06% |
| JPMCC 2006-LDP8 X IO 00.5344 05/15/2045 | 0.06% |
| JPMCC 2012-C8 E P/P 144A 04.6663 10/15/2045 | 0.06% |
| LBUBS 2006-C7 XW IO P/P 144A 00.6505 11/15/2038 | 0.06% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.06% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.06% |
| MOTIVA ENTERPRISES L P/P 144A 06.8500 01/15/2040 | 0.06% |
| MSC 2007-HQ12 A2 05.5917 04/12/2049 | 0.06% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.06% |
| SANTANDER HOLDINGS USA 04.6250 04/19/2016 | 0.06% |
| SBA TOWER TRUST P/P 144A 02.9330 12/15/2017 | 0.06% |
| SWPTN 2MX10Y R 2.33 USD 01/13/2015 BC | 0.06% |
| SWPTN 6MX10Y R 2.2 USD 05/07/2015 CI | 0.06% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.06% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.06% |
| WBCMT 2006-C29 IO IO 00.3806 11/15/2048 | 0.06% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.05% |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.05% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.05% |
| BED BATH & BEYOND INC 05.1650 08/01/2044 | 0.05% |
| BROCADE COMM 06.8750 01/15/2020 | 0.05% |
| CD 2007-CD4 XW IO P/P 144A 00.3680 12/11/2049 | 0.05% |
| CITIGROUP INC 08.5000 05/22/2019 | 0.05% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.05% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.05% |
| FUNBC 2001-C3 K P/P 144A 06.1550 08/15/2033 | 0.05% |
| ITC HOLDINGS CORP P/P 144A 06.0500 01/31/2018 | 0.05% |
| JPMORGAN CHASE & CO 07.9000 04/29/2049 | 0.05% |
| KANSAS GAS & ELECTRIC CO 05.6470 03/29/2021 | 0.05% |
| MACYS RETAIL HLDGS INC 03.6250 06/01/2024 | 0.05% |
| MSBAM 2014-C17 XA IO 01.2882 08/15/2047 | 0.05% |
| PRIDE INTERNATIONAL INC 07.8750 08/15/2040 | 0.05% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.05% |
| SWPTN 2MX10Y R 2.285 USD 01/14/2015 BA | 0.05% |
| SWPTN 9WX10Y R 2.3 USD 01/20/2015 CS | 0.05% |
| TELEFONICA EMISIONES SAU USD 04.5700 04/27/2023 | 0.05% |
| TIME WARNER CABLE INC 06.7500 06/15/2039 | 0.05% |
| TIME WARNER CABLE INC 07.3000 07/01/2038 | 0.05% |
| ANADARKO PETROLEUM CORP 07.2000 03/15/2029 | 0.04% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.04% |
| BNP PARIBAS P/P 144A 07.1950 06/29/2049 | 0.04% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6388 12/11/2038 | 0.04% |
| CROWN AMER/CAP CORP 04.5000 01/15/2023 | 0.04% |
| CSMC 2007-C2 AX IO P/P 144A 00.0644 01/15/2049 | 0.04% |
| D.R. HORTON INC 05.7500 08/15/2023 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| EASTMAN CHEMICAL CO 06.3000 11/15/2018 | 0.04% |
| GENERAL MOTORS CO 06.2500 10/02/2043 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% |
| GNR 2010-163 SI IO 06.4684 08/16/2037 | 0.04% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.04% |
| GRUPO TELEVISA SOCIEDAD USD 06.6250 03/18/2025 | 0.04% |
| HESS CORP 07.3000 08/15/2031 | 0.04% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.04% |
| INTL LEASE FINANCE CORP 04.8750 04/01/2015 | 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% |
| KINDER MORGAN ENER PART 04.2500 09/01/2024 | 0.04% |
| L BRANDS INC 05.6250 02/15/2022 | 0.04% |
| MACYS RETAIL HLDGS INC 06.6500 07/15/2024 | 0.04% |
| MOSAIC CO 05.4500 11/15/2033 | 0.04% |
| MSC 2007-HQ12 A2FX 05.5917 04/12/2049 | 0.04% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.04% |
| OMEGA HLTHCARE INVESTORS 04.9500 04/01/2024 | 0.04% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.04% |
| REPUBLIC SERVICES INC 05.7000 05/15/2041 | 0.04% |
| REPUBLIC SERVICES INC. 03.8000 05/15/2018 | 0.04% |
| SWPTN 5WX10Y R 2.23 USD 01/20/2015 GS | 0.04% |
| SWPTN 5WX10Y R 2.2425 USD 01/20/2015 CI | 0.04% |
| UNION CARBIDE CORP 07.7500 10/01/2096 | 0.04% |
| US TREASURY N/B 02.0000 09/30/2020 | 0.04% |
| VERIZON NEW YORK INC 07.3750 04/01/2032 | 0.04% |
| 1.7285 R ISWP USL3M P 12/19/2019 | 0.03% |
| ALBEMARLE CORP 04.1500 12/01/2024 | 0.03% |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.03% |
| AUTONATION INC 05.5000 02/01/2020 | 0.03% |
| BACM 2007-5 XW IO P/P 144A 00.3691 02/10/2051 | 0.03% |
| BANK OF AMERICA CORP 01.0006 09/15/2026 | 0.03% |
| CALIFORNIA RESOURCES P/P 144A 05.0000 01/15/2020 | 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% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CMS ENERGY CORP 08.7500 06/15/2019 | 0.03% |
| CONTL AIRLINES 1997-4 06.9000 01/02/2018 | 0.03% |
| DELHAIZE GROUP SA USD 04.1250 04/10/2019 | 0.03% |
| EQT MIDSTREAM PARTNERS L 04.0000 08/01/2024 | 0.03% |
| FHR 2976 LC 23.8304 05/15/2035 | 0.03% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.03% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.03% |
| FNR 2005-83 QP 16.9533 11/25/2034 | 0.03% |
| FRESENIUS MED CARE P/P 144A 05.6250 07/31/2019 | 0.03% |
| GEORGIA-PACIFIC LLC 07.7500 11/15/2029 | 0.03% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.03% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.03% |
| JPMCC 2007-LD11 A2 05.7721 06/15/2049 | 0.03% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.03% |
| MACYS RETAIL HLDGS INC 05.1250 01/15/2042 | 0.03% |
| METLIFE INC 06.4000 12/15/2036 | 0.03% |
| MLMT 2007-C1 A3 05.8346 06/12/2050 | 0.03% |
| NVR INC 03.9500 09/15/2022 | 0.03% |
| OPTN FN30 3.0 02/05/15 PUT 100.3671875 JPMC | 0.03% |
| QUEST DIAGNOSTICS INC 04.7500 01/30/2020 | 0.03% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.03% |
| SWPTN 2MX10Y R 2.28 USD 01/21/2015 BA | 0.03% |
| TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 | 0.03% |
| TIFFANY & CO P/P 144A 04.9000 10/01/2044 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| WEATHERFORD BERMUDA USD 06.5000 08/01/2036 | 0.03% |
| WEATHERFORD INTERNATIONAL LLC 06.8000 06/15/2037 | 0.03% |
| WEATHERFORD INTL INC 09.8750 03/01/2039 | 0.03% |
| WILLIAMS COMPANIES INC 04.5500 06/24/2024 | 0.03% |
| 1.734 R ISWP USL3M P 12/19/2019 | 0.02% |
| 1.742 R ISWP USL3M P 12/19/2019 | 0.02% |
| AGRIUM INC USD 05.2500 01/15/2045 | 0.02% |
| ASSOCIATES CORP NA 06.9500 11/01/2018 | 0.02% |
| BACM 2006-6 A2 05.3090 10/10/2045 | 0.02% |
| BACM 2007-2 A2 05.6340 04/10/2049 | 0.02% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.02% |
| CITIGROUP INC 05.9000 12/29/2049 | 0.02% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.02% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.02% |
| DUKE REALTY LP 06.7500 03/15/2020 | 0.02% |
| FHR 3182 SP 27.9568 04/15/2032 | 0.02% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.02% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.02% |
| FN30 05.000 2008 | 0.02% |
| FNS 372 1 PO 00.0000 08/25/2036 | 0.02% |
| FNW 2003-W10 1IO IO 01.0207 06/25/2043 | 0.02% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.02% |
| FSPC T-56 AIO IO 00.5240 05/25/2043 | 0.02% |
| GEBL 2004-2A D P/P 144A 02.9108 12/15/2032 | 0.02% |
| GECMC 2005-C3 XC IO P/P 144A 00.1424 07/10/2045 | 0.02% |
| GLP CAP LP / FIN II 04.3750 11/01/2018 | 0.02% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0770 04/15/2043 | 0.02% |
| JPMCC 2007-LD12 A3 05.9390 02/15/2051 | 0.02% |
| KANSAS CITY SOUTHERN 04.3000 05/15/2043 | 0.02% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.2130 11/15/2040 | 0.02% |
| MEDTRONIC INC P/P 144A 03.5000 03/15/2025 | 0.02% |
| MEDTRONIC INC P/P 144A 04.3750 03/15/2035 | 0.02% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.02% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.02% |
| OWENS CORNING 09.0000 06/15/2019 | 0.02% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SWPTN 5WX10Y P 2.47 USD 01/20/2015 GS | 0.02% |
| SWPTN 9WX30Y P 2.89 USD 02/17/2015 GS | 0.02% |
| TIME WARNER CABLE INC 08.7500 02/14/2019 | 0.02% |
| TIME WARNER ENTERTAINMEN 08.3750 07/15/2033 | 0.02% |
| WBCMT 2007-C34 IO IO 00.3076 05/15/2046 | 0.02% |
| ALTRIA GROUP INC. 09.7000 11/10/2018 | 0.01% |
| BACM 2004-5 XC IO P/P 144A 00.4674 11/10/2041 | 0.01% |
| BACM 2007-1 XW IO 00.3249 01/15/2049 | 0.01% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.01% |
| CONSTELLATION BRANDS INC 03.8750 11/15/2019 | 0.01% |
| CORRECTIONS CORP 04.6250 05/01/2023 | 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 2979 AS 23.6837 03/15/2034 | 0.01% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.01% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.01% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.01% |
| GANNETT CO INC P/P 144A 04.8750 09/15/2021 | 0.01% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.01% |
| GMACC 1997-C1 X IO 01.3855 07/15/2029 | 0.01% |
| GMACC 2005-C1 X1 IO P/P 144A 00.5967 05/10/2043 | 0.01% |
| GNR 2011-56 MI IO 06.2846 04/20/2041 | 0.01% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0046 04/10/2038 | 0.01% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.01% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3496 09/12/2037 | 0.01% |
| KANSAS CITY SOUTHERN USD 02.3500 05/15/2020 | 0.01% |
| LBUBS 2005-C2 XCL IO P/P 144A 00.3537 04/15/2040 | 0.01% |
| LBUBS 2007-C2 XW IO 00.5386 02/15/2040 | 0.01% |
| METHANEX CORP USD 04.2500 12/01/2024 | 0.01% |
| MEZZ 2005-C3 X IO P/P 144A 06.0526 05/15/2044 | 0.01% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.6079 06/12/2043 | 0.01% |
| NOVA CHEMICALS CORP P/P 144A 05.0000 05/01/2025 | 0.01% |
| OMNICARE INC 04.7500 12/01/2022 | 0.01% |
| OPTN FN30 3.0 02/05/15 PUT 99.21875 JPMC | 0.01% |
| OPTN FN30 3.0 02/05/15 PUT 99.40625 JPMC | 0.01% |
| ROCK-TENN CO 04.4500 03/01/2019 | 0.01% |
| SWPTN 3MX10Y P 2.6 USD 02/03/2015 CS | 0.01% |
| SWPTN 5WX10Y P 2.4775 USD 01/20/2015 CI | 0.01% |
| SWPTN 9WX30Y P 2.94 USD 02/09/2015 GS | 0.01% |
| TYSON FOODS INC 04.8750 08/15/2034 | 0.01% |
| TYSON FOODS INC 05.1500 08/15/2044 | 0.01% |
| BACM 2002-PB2 XC IO P/P 144A 00.2658 06/11/2035 | 0.00% |
| BACM 2004-4 XC IO P/P 144A 00.2071 07/10/2042 | 0.00% |
| BACM 2005-1 XW IO P/P 144A 00.0162 11/10/2042 | 0.00% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.3531 02/11/2041 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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.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 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 BC | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | 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 CS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% |
| CSFB 2002-CP3 AX IO P/P 144A 01.4262 07/15/2035 | 0.00% |
| FHR 3036 AS 00.0000 09/15/2035 | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 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 01.9314 03/15/2033 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 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 GS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 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% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 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.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.09 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 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 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.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 0.00% |
| MBX.FN30.550.08 P USL1M R 01/12/39 BC | 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 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 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 08.7728 01/15/2037 | 0.00% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.4789 08/12/2039 | 0.00% |
| OPTN FN30 3.0 02/05/15 PUT 97.46875 JPMC | 0.00% |
| OPTN FN30 3.0 02/05/15 PUT 97.65625 JPMC | 0.00% |
| OPTN FN30 3.0 02/05/15 PUT 98.34375 JPMC | 0.00% |
| OPTN FN30 3.0 02/05/15 PUT 98.53125 JPMC | 0.00% |
| OPTN FN30 3.5 01/07/15 PUT 100.9375 JPMC | 0.00% |
| OPTN FN30 3.5 01/07/15 PUT 101.125 JPMC | 0.00% |
| OPTN FN30 3.5 01/07/15 PUT 101.9375 JPMC | 0.00% |
| OPTN FN30 3.5 01/07/15 PUT 102.125 JPMC | 0.00% |
| OPTN FN30 3.5 01/07/15 PUT 102.9375 JPMC | 0.00% |
| OPTN FN30 3.5 01/07/15 PUT 103.125 JPMC | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| SWPTN 9WX30Y P 3.04 USD 02/09/2015 GS | 0.00% |
| US 10YR NOTE (CBT)MAR15 TYH5 | 0.00% |
| US 2YR NOTE (CBT) MAR15 TUH5 | 0.00% |
| US 5YR NOTE (CBT) MAR15 FVH5 | 0.00% |
| US LONG BOND(CBT) MAR15 USH5 | 0.00% |
| US ULTRA BOND(CBT MAR15 WNH5 | 0.00% |
| WBCMT 2006-C26 XC IO P/P 144A 00.0502 06/15/2045 | 0.00% |
| 3.50 R ISWP FWD USL3M P 03/18/2045 | -0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | -0.01% |
| OPTN FN30 3.0 02/05/15 PUT 98.4765625 JPMC | -0.01% |
| SWPTN 1MX10Y R 2.28 USD 01/02/2015 CI | -0.01% |
| SWPTN 9WX30Y R 2.49 USD 02/17/2015 GS | -0.01% |
| OPTN FN30 3.0 02/05/15 PUT 99.421875 JPMC | -0.02% |
| SWPTN 5WX10Y P 2.36 USD 01/20/2015 CI | -0.02% |
| SWPTN 9WX30Y P 2.84 USD 02/09/2015 GS | -0.02% |
| SWPTN 5WX10Y P 2.35 USD 01/20/2015 GS | -0.03% |
| SWPTN 5WX10Y R 2.35 USD 01/20/2015 GS | -0.05% |
| SWPTN 5WX10Y R 2.36 USD 01/20/2015 CI | -0.06% |
| 1.25 R ISWP FWD USL3M P 03/18/2017 | -0.10% |
| SWPTN 1MX10Y R 2.53 USD 01/02/2015 CI | -0.11% |
| SWPTN 2MX10Y R 2.48 USD 01/21/2015 BA | -0.11% |
| SWPTN 9WX10Y R 2.51 USD 01/20/2015 CS | -0.16% |
| SWPTN 2MX10Y R 2.5 USD 01/14/2015 BA | -0.19% |
| SWPTN 2MX10Y R 2.53 USD 01/13/2015 BC | -0.21% |
| FLR USL3M 6.00 03/07/2018 JP | -0.27% |
| SWPTN 2MX10Y R 2.53 USD 01/12/2015 CI | -0.29% |
| 3.00 R ISWP FWD USL3M P 03/18/2025 | -0.54% |
| 2.25 R ISWP FWD USL3M P 03/18/2020 | -0.57% |
Prior top 10 holdings
| Top 10 holdings as of 01/31/15 | |
|---|---|
| 1: Fnma Fn30 Tba 03.0000 03/01/2045 | 16.82% |
| 2: Fnma Fn30 Tba 04.5000 03/01/2045 | 6.24% |
| 3: Fnma Fn30 Tba 03.5000 03/01/2045 | 4.38% |
| 4: Spst 2014-2 A 01.0553 07/25/2016 | 2.72% |
| 5: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 1.85% |
| 6: Wamu 2005-Ar13 A1c4 00.5983 10/25/2045 | 1.20% |
| 7: Fnma Fn30 Al5529 04.0000 06/01/2044 | 1.17% |
| 8: Fnma Fn30 Ma1217 04.0000 10/01/2042 | 1.08% |
| 9: Gnma Gii30 Tba 05.0000 03/01/2045 | 1.04% |
| 10: Gnma Gii30 Tba 04.0000 03/01/2045 | 1.02% |
| Holdings represent 37.52% of portfolio | |
| Top 10 holdings as of 12/31/14 | |
|---|---|
| 1: Fnma Fn30 Tba 03.0000 01/01/2045 | 2.95% |
| 2: Spst 2014-2 A 01.0542 07/25/2016 | 2.75% |
| 3: Gnma Gii30 Tba 04.5000 01/01/2045 | 2.47% |
| 4: Fnma Fn30 Tba 04.5000 01/01/2045 | 2.11% |
| 5: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 1.84% |
| 6: Wamu 2005-Ar13 A1c4 00.5995 10/25/2045 | 1.22% |
| 7: Fnma Fn30 Al5529 04.0000 06/01/2044 | 1.19% |
| 8: Fnma Fn30 Ma1217 04.0000 10/01/2042 | 1.08% |
| 9: Gnma Gii30 Tba 05.0000 01/01/2045 | 1.06% |
| 10: Fnma Fn30 Tba 04.0000 01/01/2045 | 1.04% |
| Holdings represent 17.71% of portfolio | |
| Top 10 holdings as of 11/30/14 | |
|---|---|
| 1: Fnma Fn30 Tba 03.0000 01/01/2045 | 2.92% |
| 2: Spst 2014-2 A 01.0542 07/25/2016 | 2.74% |
| 3: Gnma Gii30 Tba 04.5000 01/01/2045 | 2.46% |
| 4: Fnma Fn30 Tba 04.5000 01/01/2045 | 2.09% |
| 5: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 1.84% |
| 6: Wamu 2005-Ar13 A1c4 00.5853 10/25/2045 | 1.22% |
| 7: Fnma Fn30 Al5529 04.0000 06/01/2044 | 1.18% |
| 8: Fnma Fn30 Ma1217 04.0000 10/01/2042 | 1.08% |
| 9: Gnma Gii30 Tba 05.0000 01/01/2045 | 1.06% |
| 10: Fnma Fn30 Tba 04.0000 01/01/2045 | 1.03% |
| Holdings represent 17.62% of portfolio | |
| Top 10 holdings as of 10/31/14 | |
|---|---|
| 1: Fnma Fn30 Tba 03.0000 11/01/2044 | 3.19% |
| 2: Fnma Fn30 Tba 04.5000 12/01/2044 | 3.11% |
| 3: Spst 2014-2 A 01.0542 07/25/2016 | 2.72% |
| 4: Gnma Gii30 Tba 04.5000 11/01/2044 | 2.44% |
| 5: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 1.85% |
| 6: Fnma Fn30 Tba 04.0000 01/01/2045 | 1.69% |
| 7: Wamu 2005-Ar13 A1c4 00.5820 10/25/2045 | 1.23% |
| 8: Fnma Fn30 Al5529 04.0000 06/01/2044 | 1.18% |
| 9: Fnma Fn30 Ma1217 04.0000 10/01/2042 | 1.07% |
| 10: Gnma Gii30 Tba 05.0000 11/01/2044 | 1.05% |
| Holdings represent 19.53% of portfolio | |
Sector Weightings as of 01/31/15
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Agency pass-through | 11.78% | 0.72 | 30.55% | 1.77 | 42.33% | 2.49 |
| Investment-grade corporate bonds | 25.44% | 2.33 | 0.00% | 0.00 | 25.44% | 2.33 |
| Commercial MBS | 18.00% | 0.58 | 2.33% | 0.15 | 20.33% | 0.73 |
| Agency CMO | 17.52% | 0.64 | 1.76% | 0.07 | 19.28% | 0.71 |
| Net cash | 12.01% | 0.00 | 0.00% | 0.00 | 12.01% | 0.00 |
| Residential MBS (non-agency) | 7.94% | 0.44 | 0.00% | 0.00 | 7.94% | 0.44 |
| Asset-backed securities (ABS) | 2.72% | 0.04 | 0.00% | 0.00 | 2.72% | 0.04 |
| High-yield corporate bonds | 2.57% | 0.16 | 0.00% | 0.00 | 2.57% | 0.16 |
| Emerging-market bonds | 1.02% | 0.09 | 0.00% | 0.00 | 1.02% | 0.09 |
| Equity investments | 0.54% | 0.00 | 0.00% | 0.00 | 0.54% | 0.00 |
| Municipal bonds | 0.42% | 0.06 | 0.00% | 0.00 | 0.42% | 0.06 |
| U.S. Treasury/agency | 0.04% | 0.00 | 0.00% | 1.86 | 0.04% | 1.86 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.26 | 0.00% | -2.26 |
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.