Putnam Allstate Advisor
Putnam Income Subaccount
The fund seeks high current income consistent with what Putnam Management believes to be prudent risk.
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
- Brett S. Kozlowski, CFA (Investing since 1997)
- Michael V. Salm (Investing since 1989)
- Kevin F. Murphy (Investing since 1988)
Daily Pricing as of 03/06/14
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $18.564091 | $18.149794 |
| Unit Value Change | -0.015832 | -0.015555 |
‡ Lipper Ranking as of 01/31/14
Category: Corporate Debt A Rated-PCM
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 14% | 3/22 |
| 1 yr. | 8% | 2/26 |
| 3 yrs. | 8% | 2/25 |
| 5 yrs. | 8% | 2/25 |
Quick Facts as of 02/28/14
| Fiscal Year End | December |
|---|---|
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of Issues | 763 |
| Turnover (fiscal year end) | 254% |
| Net Assets | $336M |
| Inception Date | 02/01/88 |
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 12/31/13
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 1.47% | 0.60% | 0.60% | 4.49% | 12.38% | 4.18% | 5.33% |
| Standardized | -7.37% | -8.18% | -8.18% | -0.21% | 9.69% | 1.12% | 3.37% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.44% | 0.45% | 0.45% | 4.33% | 12.21% | 4.02% | 5.17% |
| Standardized | -7.41% | -8.33% | -8.33% | -0.37% | 9.51% | 0.94% | 3.17% |
| Actual performance | |||||||
| Unit Value | 1.47% | 0.60% | 0.60% | 4.49% | 12.38% | 4.18% | 4.14% |
| Standardized | -7.37% | -8.18% | -8.18% | -0.21% | 9.69% | 1.12% | 1.18% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.44% | 0.45% | 0.45% | 4.33% | 12.21% | 4.02% | 3.98% |
| Standardized | -7.41% | -8.33% | -8.33% | -0.37% | 9.51% | 0.94% | 0.98% |
| Cumulative Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 1.47% | 0.60% | 0.60% | 14.07% | 79.24% | 50.53% | 283.82% |
| Standardized | -7.37% | -8.18% | -8.18% | -0.63% | 58.78% | 11.76% | 136.01% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.44% | 0.45% | 0.45% | 13.55% | 77.88% | 48.26% | 269.00% |
| Standardized | -7.41% | -8.33% | -8.33% | -1.11% | 57.48% | 9.77% | 124.53% |
| Actual performance | |||||||
| Unit Value | 1.47% | 0.60% | 0.60% | 14.07% | 79.24% | 50.53% | 81.18% |
| Standardized | -7.37% | -8.18% | -8.18% | -0.63% | 58.78% | 11.76% | 18.74% |
| With optional enhanced death benefit | |||||||
| Unit Value | 1.44% | 0.45% | 0.45% | 13.55% | 77.88% | 48.26% | 77.19% |
| Standardized | -7.41% | -8.33% | -8.33% | -1.11% | 57.48% | 9.77% | 15.45% |
Annual Performance at NAV
| 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 |
|---|---|---|---|---|---|---|---|---|---|
| 3.13% | 1.08% | 3.22% | 3.90% | -24.88% | 44.82% | 8.50% | 3.69% | 9.36% | 0.60% |
| With optional enhanced death benefit | |||||||||
| 2.97% | 0.93% | 3.06% | 3.74% | -24.99% | 44.60% | 8.33% | 3.53% | 9.19% | 0.45% |
Restated performance
|
|
||||||||||||
With optional enhanced death benefit
|
|
||||||||||||
Risk Characteristics as of 01/31/14
| Avg. Eff. Maturity | 11.49 |
|---|---|
| Avg. Price | 90.23 |
| Avg. Eff. Duration | 4.40 |
| Avg. Coupon | 5.44 |
| Avg. Yield to Maturity | 5.06 |
| Alpha (%) | -- |
|---|---|
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 3.07 |
Maturity Details
| 0 to 1 yr. | -1.30% |
|---|---|
| 1 to 5 yrs. | 13.37% |
| 5 to 10 yrs. | 70.12% |
| 10 to 15 yrs. | 2.64% |
| Over 15 yrs. | 15.17% |
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 01/31/14
| Gnma Gii30 Tba 04.0000 02/01/2044 | 3.21% |
|
|---|---|---|
| Fnma Fn30 Tba 03.0000 02/01/2044 | 2.94% |
|
| Fnma Fn30 Tba 04.0000 02/01/2044 | 2.53% |
|
| Fnma Fn30 Tba 04.5000 02/01/2044 | 1.95% |
|
| Fnma Fn30 Ab5692 04.0000 06/01/2042 | 1.81% |
|
| Fnma Fn30 Tba 03.5000 02/01/2044 | 1.53% |
|
| Gnr 2011-56 23.8077 04/20/2041 | 1.35% |
|
| Gnma Gii30 Tba 04.5000 02/01/2044 | 1.31% |
|
| Wamu 2005-Ar13 A1c4 00.5880 10/25/2045 | 1.24% |
|
| Gnr 2010-9 Ui Io 05.0000 01/20/2040 | 1.08% |
|
| Top 10 holdings, total: | 18.95% |
|
Full Portfolio Holdings as of 12/31/13
| GNMA GII30 TBA 04.0000 01/01/2044 | 3.15% |
|---|---|
| FNMA FN30 TBA 03.0000 01/01/2044 | 2.88% |
| FNMA FN30 AB5692 04.0000 06/01/2042 | 2.68% |
| FNMA FN30 TBA 04.0000 01/01/2044 | 2.18% |
| FNMA FN30 MA1217 04.0000 10/01/2042 | 1.53% |
| FNMA FN30 TBA 03.5000 01/01/2044 | 1.50% |
| GNR 2011-56 SA 23.7717 04/20/2041 | 1.36% |
| GNMA GII30 TBA 04.5000 01/01/2044 | 1.29% |
| FNMA FN30 MA1253 04.0000 11/01/2042 | 1.28% |
| WAMU 2005-AR13 A1C4 00.5946 10/25/2045 | 1.26% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 1.13% |
| GNR 2011-70 WS 09.3664 12/20/2040 | 1.02% |
| GNMA GII30 TBA 05.0000 01/01/2044 | 0.98% |
| WAMU 2004-AR13 A1B2 00.6775 11/25/2034 | 0.97% |
| GNMA GII30 TBA 03.5000 01/01/2044 | 0.92% |
| WAMU 2005-AR11 A1B3 00.5646 08/25/2045 | 0.85% |
| MSC 2012-C4 AS 03.7730 03/15/2045 | 0.84% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.81% |
| CWL 2005-AB1 A3 00.7646 08/25/2035 | 0.75% |
| SASC 2007-4 1A3 IO 06.0071 03/28/2045 | 0.75% |
| FNMA FN30 TBA 05.5000 01/01/2044 | 0.67% |
| FNMA FN30 TBA 06.0000 01/01/2044 | 0.67% |
| JPMCC 2007-LD11 A2 05.7905 06/15/2049 | 0.67% |
| FHLMC FH30G U90067 04.0000 08/01/2042 | 0.64% |
| WAMU 2005-AR19 A1C3 00.6646 12/25/2045 | 0.64% |
| WAMU 2005-AR17 A1B2 00.5746 12/25/2045 | 0.62% |
| DBRR 2013-EZ3 A P/P 144A 01.6360 12/18/2049 | 0.53% |
| FHS 311 S1 IO 05.7834 08/15/2043 | 0.52% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.52% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.51% |
| FNR 13-136 SA IO 05.6800 01/25/2044 | 0.49% |
| HVMLT 2005-9 2A1B 00.5368 06/20/2035 | 0.49% |
| BACM 2005-5 B 05.2230 10/10/2045 | 0.48% |
| CGCMT 2012-GC8 D P/P 144A 04.8780 09/10/2045 | 0.48% |
| GNR 2010-9 XD IO 06.4334 01/16/2040 | 0.48% |
| JPM CHASE CAPITAL XXIII 01.2406 05/15/2047 | 0.47% |
| LBUBS 2004-C1 G P/P 144A 05.0770 01/15/2036 | 0.46% |
| WBCMT 2005-C17 D 05.3960 03/15/2042 | 0.45% |
| FNR 2006-10 GC 06.0000 09/25/2034 | 0.44% |
| WACHOVIA BANK NA 06.6000 01/15/2038 | 0.43% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.41% |
| HSBC FIN CAP TRUST IX 05.9110 11/30/2035 | 0.41% |
| MLMT 2005-CKI1 B 05.2803 11/12/2037 | 0.40% |
| GNR 2011-128 TS IO 05.8834 05/16/2041 | 0.38% |
| FNR 2013-101 AS IO 05.7854 10/25/2043 | 0.37% |
| MEADWESTVACO CORPORATION 07.9500 02/15/2031 | 0.37% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.36% |
| FNR 2005-45 DA 23.8165 06/25/2035 | 0.35% |
| STATE STREET CAP TR IV 01.2429 06/15/2037 | 0.35% |
| CSMC 2007-C4 A2 05.7598 09/15/2039 | 0.34% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.34% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.34% |
| JPMCC 2012-C8 D P/P 144A 04.6680 10/15/2045 | 0.34% |
| WEA FINANCE LLC P/P 144A 07.1250 04/15/2018 | 0.34% |
| FHLMC FH30G U99054 04.0000 06/01/2043 | 0.33% |
| FNS 418 C15 IO 03.5000 08/25/2043 | 0.33% |
| MASS MUTUAL LIFE P/P 144A 08.8750 06/01/2039 | 0.33% |
| JPMCC 2007-LD12 A3 05.9272 02/15/2051 | 0.32% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.31% |
| ELEC DE FRANCE P/P 144A 05.2500 01/29/2049 | 0.31% |
| MHL 2005-1 1M2 00.7546 02/25/2035 | 0.31% |
| PPL WEM HOLDINGS PLC P/P 144A 05.3750 05/01/2021 | 0.31% |
| SBA TOWER TRUST P/P 144A 05.1010 04/17/2017 | 0.31% |
| FNR 2005-122 SE 22.5239 11/25/2035 | 0.30% |
| GENERAL ELEC CAP CORP 05.3000 02/11/2021 | 0.30% |
| GNR 2010-158 SD 14.4996 12/20/2040 | 0.30% |
| LLOYDS BANK PLC P/P 144A 06.5000 09/14/2020 | 0.30% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.29% |
| TRANS-CANADA PIPELINES USD 06.3500 05/15/2067 | 0.29% |
| AETNA INC 06.7500 12/15/2037 | 0.28% |
| AON PLC USD 04.2500 12/12/2042 | 0.28% |
| FHR 3852 NT 05.8334 05/15/2041 | 0.28% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.28% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1305 02/15/2040 | 0.28% |
| PROGRESSIVE CORP 06.7000 06/15/2037 | 0.28% |
| WFRBS 2011-C4 E P/P 144A 05.2476 06/15/2044 | 0.28% |
| BEAR STEARNS COS LLC 07.2500 02/01/2018 | 0.27% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.27% |
| FNR 2011-53 SY IO 05.7854 06/25/2041 | 0.27% |
| CFCRE 2011-C2 D P/P 144A 05.5593 12/15/2047 | 0.26% |
| COMM 2007-C9 AJ 05.6500 12/10/2049 | 0.26% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.26% |
| WISCONSIN ENERGY CORP 06.2500 05/15/2067 | 0.26% |
| FHR 4176 DI IO 03.0000 12/15/2042 | 0.25% |
| FNR 2012-75 SK IO 06.4854 12/25/2041 | 0.25% |
| LBG CAPITAL NO.1 PLC P/P 144A 08.0000 12/29/2049 | 0.25% |
| PETROBRAS INTL FIN CO USD 05.3750 01/27/2021 | 0.25% |
| SANTANDER ISSUANCES P/P 144A 05.9110 06/20/2016 | 0.25% |
| BSCMS 2006-PW11 B P/P 144A 05.4390 03/11/2039 | 0.24% |
| CITIGROUP INC 00.5116 06/09/2016 | 0.24% |
| FNR 2013-13 SA IO 05.9854 03/25/2043 | 0.24% |
| MLCFC 2006-4 XC IO P/P 144A 00.1942 12/12/2049 | 0.24% |
| BOARDWALK PIPELINES LLC 05.8750 11/15/2016 | 0.23% |
| CMS ENERGY CORP 08.7500 06/15/2019 | 0.23% |
| FHR 3408 EK 25.1227 04/15/2037 | 0.23% |
| FHR 4132 IP IO 04.5000 11/15/2042 | 0.23% |
| GNR 2012-71 AI IO 03.5000 01/20/2042 | 0.23% |
| JPMCC 2010-C1 D P/P 144A 06.3121 06/15/2043 | 0.23% |
| WAMU 2005-AR11 A1C3 00.6746 08/25/2045 | 0.23% |
| FHR 4245 AS IO 05.8334 08/15/2043 | 0.22% |
| FNR 2006-62 PS 38.9124 07/25/2036 | 0.22% |
| FNR 2013-101 SE IO 05.7354 10/25/2043 | 0.22% |
| FNR 2013-59 SC IO 05.9854 06/25/2043 | 0.22% |
| GNR 2012-26 SP IO 06.4832 02/20/2042 | 0.22% |
| GSMS 2013-GC10 D P/P 144A 04.4151 02/10/2046 | 0.22% |
| HBOS PLC P/P 144A 06.7500 05/21/2018 | 0.22% |
| TCI COMMUNICATIONS INC 07.8750 02/15/2026 | 0.22% |
| ANADARKO FINANCE CO 07.5000 05/01/2031 | 0.21% |
| BARCLAYS BANK PLC P/P 144A 10.1790 06/12/2021 | 0.21% |
| EDP FINANCE BV P/P 144A 06.0000 02/02/2018 | 0.21% |
| FHR 3065 DC 19.3602 03/15/2035 | 0.21% |
| FHR 4116 MI IO 04.0000 10/01/2042 | 0.21% |
| LBUBS 2005-C2 C 05.2040 04/15/2040 | 0.21% |
| LBUBS 2006-C7 A2 05.3000 11/15/2038 | 0.21% |
| QWEST CORP 06.7500 12/01/2021 | 0.21% |
| AFLAC INC 06.9000 12/17/2039 | 0.20% |
| BP CAPITAL MARKETS PLC USD 04.7420 03/11/2021 | 0.20% |
| CBS CORP 07.8750 07/30/2030 | 0.20% |
| CROWN CASTLE TOWERS P/P 144A 04.8830 08/15/2020 | 0.20% |
| DDR CORP. 07.8750 09/01/2020 | 0.20% |
| GNR 2010-35 CS IO 06.3032 03/20/2040 | 0.20% |
| JPMCC 2012-LC9 D P/P 144A 04.4268 12/15/2047 | 0.20% |
| STANDARD CHARTERED P/P 144A 07.0140 07/29/2049 | 0.20% |
| TELEFONICA EMISIONES SAU USD 05.4620 02/16/2021 | 0.20% |
| BANCO DO BRASIL CAY P/P 144A 05.8750 01/26/2022 | 0.19% |
| FHR 4112 SC IO 05.9834 01/15/2042 | 0.19% |
| FNR 2006-8 HP 23.9631 03/25/2036 | 0.19% |
| FNR 2011-4 CS 12.5708 05/25/2040 | 0.19% |
| FNR 2012-40 MI IO 04.0000 04/25/2041 | 0.19% |
| FNR 2013-102 SH IO 05.7354 10/25/2043 | 0.19% |
| GE CAPITAL TRUST I 06.3750 11/15/2067 | 0.19% |
| JPMCC 2004-CB9 B 05.6467 06/12/2041 | 0.19% |
| MLMT 2005-LC1 D 05.4180 01/12/2044 | 0.19% |
| MSRR 2010-C30A A3B P/P 144A 05.2460 12/17/2043 | 0.19% |
| PUGET SOUND ENERGY INC 06.9740 06/01/2067 | 0.19% |
| ROYAL BK OF SCOTLAND PLC REGS 09.5000 03/16/2022 | 0.19% |
| UBSBB 2012-C3 D P/P 144A 04.9582 08/10/2049 | 0.19% |
| AMERICAN TOWER CORPORATION 07.0000 10/15/2017 | 0.18% |
| ANHEUSER-BUSCH INBEV 08.2000 01/15/2039 | 0.18% |
| CSFB 1998-C1 F P/P 144A 06.0000 05/17/2040 | 0.18% |
| DELPHI CORP 05.0000 02/15/2023 | 0.18% |
| FHR 2990 LB 16.5199 06/15/2034 | 0.18% |
| FORD MOTOR COMPANY 07.4000 11/01/2046 | 0.18% |
| INTL PAPER CO 07.9500 06/15/2018 | 0.18% |
| LBCMT 1999-C1 G P/P 144A 06.4100 06/15/2031 | 0.18% |
| LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.18% |
| MACQUARIE BANK LTD P/P 144A 06.6250 04/07/2021 | 0.18% |
| PLAINS EXPLORATION & PRO 06.7500 02/01/2022 | 0.18% |
| TIME WARNER CABLE INC 07.3000 07/01/2038 | 0.18% |
| TIME WARNER INC. 07.7000 05/01/2032 | 0.18% |
| VERIZON COMMUNICATIONS 06.4000 09/15/2033 | 0.18% |
| WPP FINANCE (UK) USD 08.0000 09/15/2014 | 0.18% |
| FNMA FN30 AP7125 04.0000 09/01/2042 | 0.17% |
| FNMA FN30 MA1178 04.0000 09/01/2042 | 0.17% |
| FNS 418 C24 IO 04.0000 08/25/2043 | 0.17% |
| GNR 2010-37 SG IO 05.5332 03/20/2040 | 0.17% |
| GNR 2011-61 CS IO 06.5132 12/20/2035 | 0.17% |
| GNR 2011-94 SA IO 05.9332 07/20/2041 | 0.17% |
| LBUBS 2006-C7 XCL IO P/P 144A 00.6512 11/15/2038 | 0.17% |
| LIBERTY MUTUAL INSUR P/P 144A 07.6970 10/15/2097 | 0.17% |
| LYONDELLBASELL IND NV 06.0000 11/15/2021 | 0.17% |
| MIDAMERICAN ENERGY HLDGS 06.1250 04/01/2036 | 0.17% |
| WAMU 2005-AR11 A1B2 00.6146 08/25/2045 | 0.17% |
| ASSURANT INC 06.7500 02/15/2034 | 0.16% |
| ELECTRICITE DE FRANC P/P 144A 06.9500 01/26/2039 | 0.16% |
| FHR 3708 SA IO 06.2834 05/15/2040 | 0.16% |
| FHS 314 AS IO 05.7234 09/15/2043 | 0.16% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.16% |
| GNR 2013-16 IB IO 05.0000 10/20/2040 | 0.16% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.16% |
| GNR 2013-53 PI IO 03.0000 04/20/2041 | 0.16% |
| KRAFT FOODS GRP INC 05.0000 06/04/2042 | 0.16% |
| MSC 2007-HQ12 A2 05.5969 04/12/2049 | 0.16% |
| RAS LAFFAN LNG 3 P/P 144A 05.5000 09/30/2014 | 0.16% |
| TEXAS-NEW MEXICO PR P/P 144A 09.5000 04/01/2019 | 0.16% |
| THE BEAR STEARNS COS LLC 06.4000 10/02/2017 | 0.16% |
| 21ST CENTURY FOX AMERICA 07.7500 01/20/2024 | 0.15% |
| BACARDI LTD P/P 144A 04.5000 01/15/2021 | 0.15% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.15% |
| CD 2007-CD4 XC IO P/P 144A 00.1677 12/11/2049 | 0.15% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.15% |
| FHR 4122 AI IO 03.5000 10/15/2042 | 0.15% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.15% |
| GNR 2010-109 SB IO 06.4332 08/20/2040 | 0.15% |
| GNR 2010-20 SE IO 06.0832 02/20/2040 | 0.15% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.15% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.15% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.15% |
| ITC HOLDINGS CORP P/P 144A 05.8750 09/30/2016 | 0.15% |
| JPMCC 2008-C2 ASB 06.1250 02/12/2051 | 0.15% |
| KRAFT FOODS GRP INC 06.5000 02/09/2040 | 0.15% |
| MORGAN STANLEY 05.7500 10/18/2016 | 0.15% |
| ONEAMERICA FINL P/P 144A 07.0000 10/15/2033 | 0.15% |
| POTOMAC EDISON CO P/P 144A 05.8000 10/15/2016 | 0.15% |
| STAPLES INC. 02.7500 01/12/2018 | 0.15% |
| VERIZON PENNSYLVANIA LLC 08.3500 12/15/2030 | 0.15% |
| WFRBS 2012-C10 D P/P 144A 04.4601 12/15/2045 | 0.15% |
| CA TXB-VAR PURP 3 07.5000 04/01/2034 | 0.14% |
| CAMPBELL SOUP CO 08.8750 05/01/2021 | 0.14% |
| CBL & ASSOCIATES LP 05.2500 12/01/2023 | 0.14% |
| COMMERZBANK AG P/P 144A 08.1250 09/19/2023 | 0.14% |
| COVENTRY HEALTH CARE INC. 05.4500 06/15/2021 | 0.14% |
| CSFB 2003-CPN1 E 04.8910 03/15/2035 | 0.14% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.14% |
| FNR 2005-106 JC 19.6136 12/25/2035 | 0.14% |
| FNR 2005-75 GS 19.7562 08/25/2035 | 0.14% |
| FNR 2011-27 AS IO 06.3154 04/25/2041 | 0.14% |
| FNR 2012-132 SB IO 06.0354 12/25/2042 | 0.14% |
| FNR 2012-75 KS IO 06.3854 07/25/2042 | 0.14% |
| GCCFC 2005-GG3 B 04.8940 08/10/2042 | 0.14% |
| GNR 2011-116 IA IO 04.5000 10/20/2039 | 0.14% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.14% |
| GNR 2013-149 MS IO 05.9332 12/20/2039 | 0.14% |
| HARTFORD FINL SVCS GRP 08.1250 06/15/2038 | 0.14% |
| HIGHWOODS REALTY LP 05.8500 03/15/2017 | 0.14% |
| JP MORGAN CHASE BANK NA 06.0000 10/01/2017 | 0.14% |
| JPMCC 2007-CB20 AJ 06.0714 02/12/2051 | 0.14% |
| LBCMT 1998-C4 H P/P 144A 05.6000 10/15/2035 | 0.14% |
| LEUCADIA NATIONAL CORP 05.5000 10/18/2023 | 0.14% |
| MLMT 2008-C1 AJ 06.2634 02/12/2051 | 0.14% |
| STATOIL ASA USD 05.1000 08/17/2040 | 0.14% |
| WAMU 2005-AR8 2AC3 00.5546 07/25/2045 | 0.14% |
| WEST PENN POWER CO P/P 144A 05.9500 12/15/2017 | 0.14% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.14% |
| WILLIS GROUP HOLDING PLC USD 05.7500 03/15/2021 | 0.14% |
| CENTURYLINK INC 06.8750 01/15/2028 | 0.13% |
| FNR 2007-53 SP 23.5965 06/25/2037 | 0.13% |
| FNR 2013-19 DS IO 06.0354 09/25/2041 | 0.13% |
| GNR 2011-70 SM IO 05.7234 05/16/2041 | 0.13% |
| GNR 2013-99 SL IO 05.9832 03/20/2043 | 0.13% |
| HISTORIC TW INC 09.1500 02/01/2023 | 0.13% |
| KOREA DEVELOPMENT BANK USD 04.0000 09/09/2016 | 0.13% |
| MCDONALD'S CORP 06.3000 10/15/2037 | 0.13% |
| MSC 2007-IQ14 A2 05.6100 04/15/2049 | 0.13% |
| ROYAL BK SCOTLND GRP PLC USD 06.1000 06/10/2023 | 0.13% |
| WFRBS 2013-C17 D P/P 144A 05.1271 12/15/2046 | 0.13% |
| APPLE INC 03.8500 05/04/2043 | 0.12% |
| AXA SA P/P 144A 06.3790 12/14/2036 | 0.12% |
| CHOICE HOTELS INTL INC 05.7000 08/28/2020 | 0.12% |
| CNA FINANCIAL CORPORATION 06.5000 08/15/2016 | 0.12% |
| COMM 2012-CR3 XA IO 02.1994 10/15/2045 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 08/16/2021 | 0.12% |
| GNR 2010-120 SA IO 05.8832 09/20/2040 | 0.12% |
| GNR 2010-31 SA IO 05.5832 03/20/2040 | 0.12% |
| GNR 2012-48 KI IO 03.5000 12/16/2039 | 0.12% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.12% |
| GNR 2013-87 SA IO 06.0332 06/20/2043 | 0.12% |
| GSMS 2004-GG2 D 05.6385 08/10/2038 | 0.12% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.12% |
| JPMCC 2001-C1 H P/P 144A 05.6260 10/12/2035 | 0.12% |
| KOREA GAS CORP P/P 144A 06.2500 01/20/2042 | 0.12% |
| MPT OP PARTNERSHIP 06.8750 05/01/2021 | 0.12% |
| SPECTRA ENERGY CAPITAL LLC 08.0000 10/01/2019 | 0.12% |
| WELLS FARGO BANK NA 00.4485 05/16/2016 | 0.12% |
| BSCMS 2005-PWR9 C 05.0550 09/11/2042 | 0.11% |
| CSFB 2005-C5 C 05.1000 08/15/2038 | 0.11% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.11% |
| FHR 4183 MI IO 03.0000 02/15/2042 | 0.11% |
| FNR 2012-3 CS IO 06.3854 04/25/2040 | 0.11% |
| FORD MOTOR CREDIT CO 04.2070 04/15/2016 | 0.11% |
| GENWORTH HOLDINGS INC 07.6250 09/24/2021 | 0.11% |
| GNR 2011-146 AS IO 05.9334 11/16/2041 | 0.11% |
| GNR 2013-18 GI IO 03.5000 05/20/2041 | 0.11% |
| GNR 2013-87 AS IO 06.0332 06/20/2043 | 0.11% |
| ICAHN ENTERPRISES 07.7500 01/15/2016 | 0.11% |
| KERRY GROUP FIN SVCS P/P 144A 03.2000 04/09/2023 | 0.11% |
| MSBAM 2013-C10 D P/P 144A 04.0829 07/15/2046 | 0.11% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.11% |
| NBCUNIVERSAL MEDIA LLC 06.4000 04/30/2040 | 0.11% |
| NOBLE HOLDING INTL LTD USD 06.0500 03/01/2041 | 0.11% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.11% |
| ROGERS COMM INC. USD 06.8000 08/15/2018 | 0.11% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.10% |
| ANADARKO PETROLEUM CORP 06.4500 09/15/2036 | 0.10% |
| B/E AEROSPACE INC 05.2500 04/01/2022 | 0.10% |
| BACM 2005-1 B 05.2895 11/10/2042 | 0.10% |
| CMLTI 2010-8 1A2 05.5000 01/25/2036 | 0.10% |
| COMM 2006-C8 XS IO P/P 144A 00.1553 12/10/2046 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 07.5000 12/11/2049 | 0.10% |
| DCP MIDSTREAM LLC P/P 144A 05.3500 03/15/2020 | 0.10% |
| ENERGY TRANSFER PARTNERS 06.5000 02/01/2042 | 0.10% |
| ENTERPRISE PRODUCTS OPER 04.8500 08/15/2042 | 0.10% |
| FHR 3752 PS IO 05.8334 09/15/2040 | 0.10% |
| FHR 4018 DI IO 04.5000 07/15/2041 | 0.10% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.10% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.10% |
| GNR 2013-124 SC IO 06.0332 06/20/2041 | 0.10% |
| GNR 2013-23 IK IO 03.0000 09/20/2037 | 0.10% |
| HSBC USA CAPITAL P/P 144A 07.8080 12/15/2026 | 0.10% |
| JPMCC 2006-LDP8 X IO 00.5447 05/15/2045 | 0.10% |
| JPMCC 2007-CB20 C P/P 144A 06.1714 02/12/2051 | 0.10% |
| JPMCC 2011-C3 E P/P 144A 05.5408 02/15/2046 | 0.10% |
| JPMCC 2013-C10 D 04.1605 12/15/2047 | 0.10% |
| NARRAGANSETT EL P/P 144A 04.1700 12/10/2042 | 0.10% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.10% |
| SW AIRLINES 07-1 TRUST 06.1500 08/01/2022 | 0.10% |
| TRAVELERS PPTY CASUALTY 07.7500 04/15/2026 | 0.10% |
| WBCMT 2006-C29 IO IO 00.3934 11/15/2048 | 0.10% |
| XSTRATA FINANCE CANA P/P 144A 05.8000 11/15/2016 | 0.10% |
| 2.14 P ISWP FWD USL3M R 11/20/2018 | 0.09% |
| 2.1525 P ISWP FWD USL3M R 11/21/2018 | 0.09% |
| 21ST CENTURY FOX AMERICA 07.7500 12/01/2045 | 0.09% |
| AFLAC INC 06.4500 08/15/2040 | 0.09% |
| BBVA INTL PREF UNIPERSON USD 05.9190 04/29/2049 | 0.09% |
| CELANESE US HOLDINGS LLC 05.8750 06/15/2021 | 0.09% |
| CNA FINANCIAL CORP 05.7500 08/15/2021 | 0.09% |
| ENEL FINANCE INTL NV P/P 144A 05.1250 10/07/2019 | 0.09% |
| EPR PROPERTIES 05.2500 07/15/2023 | 0.09% |
| EXPEDIA INC 05.9500 08/15/2020 | 0.09% |
| FHR 4105 HS IO 06.4334 09/15/2042 | 0.09% |
| FIDELITY NATIONAL INFORM 05.0000 03/15/2022 | 0.09% |
| FNR 2013-23 LI IO 03.0000 06/25/2041 | 0.09% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.09% |
| FORD MOTOR CREDIT CO LLC 05.8750 08/02/2021 | 0.09% |
| FRESENIUS MED CARE P/P 144A 05.7500 02/15/2021 | 0.09% |
| FRONTIER COMM 08.5000 04/15/2020 | 0.09% |
| GECMC 2007-C1 XC IO P/P 144A 00.1129 12/10/2049 | 0.09% |
| GNR 2010-56 SC IO 06.3332 05/20/2040 | 0.09% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.09% |
| GNR 2013-113 SL IO 06.0632 02/20/2042 | 0.09% |
| INTERNATIONAL PAPER COMPANY 09.3750 05/15/2019 | 0.09% |
| INTL LEASE FINANCE CORP 06.2500 05/15/2019 | 0.09% |
| JPMCC 2004-CBX B 05.0210 01/12/2037 | 0.09% |
| L BRANDS INC 06.6250 04/01/2021 | 0.09% |
| LBUBS 2006-C6 AJ 05.4520 09/15/2039 | 0.09% |
| LBUBS 2006-C7 XW IO P/P 144A 00.6512 11/15/2038 | 0.09% |
| MLCFC 2006-4 AJ 05.2390 12/12/2049 | 0.09% |
| MLCFC 2006-4 AJFX P/P 144A 05.1470 12/12/2049 | 0.09% |
| PACIFIC GAS & ELECTRIC 05.8000 03/01/2037 | 0.09% |
| ROCK-TENN CO 04.9000 03/01/2022 | 0.09% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.09% |
| TELEFONICA EMISIONES SAU USD 03.1920 04/27/2018 | 0.09% |
| UNP RR CO 04 PASS TR P/P 144A 05.2140 09/30/2014 | 0.09% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.08% |
| COMM 2007-C9 AJFL P/P 144A 00.8595 12/10/2049 | 0.08% |
| EASTMAN CHEMICAL CO 03.6000 08/15/2022 | 0.08% |
| EL PASO PIPELINE PART OP 06.5000 04/01/2020 | 0.08% |
| FHR 3907 KS IO 06.3834 04/15/2040 | 0.08% |
| FHR 4105 LS IO 05.9834 08/15/2041 | 0.08% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.08% |
| FUNBC 2001-C3 K P/P 144A 06.1550 08/15/2033 | 0.08% |
| GECMC 2005-C3 XC IO P/P 144A 00.1597 07/10/2045 | 0.08% |
| GEN MOTORS FIN CO P/P 144A 02.7500 05/15/2016 | 0.08% |
| GNR 2010-20 SC IO 05.9832 02/20/2040 | 0.08% |
| GNR 2010-42 SK IO 05.5032 04/20/2040 | 0.08% |
| GNR 2011-13 SB IO 05.7832 01/20/2041 | 0.08% |
| GNR 2013-129 SN IO 05.9832 09/20/2043 | 0.08% |
| GOLDMAN SACHS GROUP INC 06.1500 04/01/2018 | 0.08% |
| LUKOIL INTL FIN BV P/P 144A 04.5630 04/24/2023 | 0.08% |
| MCDONALD'S CORP 06.3000 03/01/2038 | 0.08% |
| MOSAIC CO 05.6250 11/15/2043 | 0.08% |
| NATIONWIDE FINANCIAL SER 05.6250 02/13/2015 | 0.08% |
| NATIONWIDE MUTUAL P/P 144A 08.2500 12/01/2031 | 0.08% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.08% |
| PETROHAWK ENERGY CORP 07.2500 08/15/2018 | 0.08% |
| RABOBANK NEDERLAND USD 04.6250 12/01/2023 | 0.08% |
| SOCIETE GENERALE P/P 144A 07.8750 12/18/2023 | 0.08% |
| TANGER PROPERTIES L.P. 06.1250 06/01/2020 | 0.08% |
| TEMPLE-INLAND INC. 06.6250 01/15/2018 | 0.08% |
| TRW AUTOMOTIVE INC P/P 144A 04.4500 12/01/2023 | 0.08% |
| WEATHERFORD INTL LTD. USD 09.6250 03/01/2019 | 0.08% |
| ABN AMRO BANK NV P/P 144A 04.2500 02/02/2017 | 0.07% |
| ALTRIA GROUP INC 04.0000 01/31/2024 | 0.07% |
| AUTONATION INC 06.7500 04/15/2018 | 0.07% |
| COMCAST CORP 06.5000 11/15/2035 | 0.07% |
| COMM 2013-CR6 D P/P 144A 04.1761 03/10/2046 | 0.07% |
| COMMONWEALTH EDISON 05.8750 02/01/2033 | 0.07% |
| DUKE REALTY LP 06.5000 01/15/2018 | 0.07% |
| FHS 310 S4 IO 05.7834 09/15/2043 | 0.07% |
| FNR 2013-103 SK IO 05.7554 10/25/2043 | 0.07% |
| HEALTH CARE REIT INC 03.7500 03/15/2023 | 0.07% |
| JPMCC 2007-LDPX X IO 00.3004 01/15/2049 | 0.07% |
| KERR-MCGEE CORP 07.8750 09/15/2031 | 0.07% |
| KINDER MORGAN P/P 144A 05.0000 02/15/2021 | 0.07% |
| KROGER CO/THE 06.4000 08/15/2017 | 0.07% |
| LBUBS 2005-C2 XCL IO P/P 144A 00.3476 04/15/2040 | 0.07% |
| LIBERTY MUTUAL GROUP P/P 144A 07.0000 03/15/2037 | 0.07% |
| MEZZ 2006-C4 X IO P/P 144A 06.1045 07/15/2045 | 0.07% |
| MIDAMERICAN ENERGY HLDGS 06.5000 09/15/2037 | 0.07% |
| MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 0.07% |
| MSC 2007-HQ12 A2FX 05.5969 04/12/2049 | 0.07% |
| NORFOLK SOUTHERN CORP 06.0000 05/23/2111 | 0.07% |
| PACIFICORP 06.2500 10/15/2037 | 0.07% |
| PARKER-HANNIFIN CORP 06.2500 05/15/2038 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| RABOBANK NEDERLAND P/P 144A 11.0000 12/29/2049 | 0.07% |
| REPUBLIC SERVICES IN 05.5000 09/15/2019 | 0.07% |
| SES P/P 144A 05.3000 04/04/2043 | 0.07% |
| SOFTBANK CORP P/P 144A 04.5000 04/15/2020 | 0.07% |
| SPECTRA ENERGY PARTNERS 04.6000 06/15/2021 | 0.07% |
| UAL 2007 PASS TRUST 06.6360 07/02/2022 | 0.07% |
| ZFS FIN USA TRUST V P/P 144A 06.5000 05/09/2037 | 0.07% |
| BNP PARIBAS P/P 144A 05.1860 06/29/2049 | 0.06% |
| BP CAPITAL MARKETS PLC USD 04.5000 10/01/2020 | 0.06% |
| BPCE SA P/P 144A 05.7000 10/22/2023 | 0.06% |
| BURLINGTON NORTHERN SANTA FE 05.7500 03/15/2018 | 0.06% |
| CD 2007-CD4 XW IO P/P 144A 00.3775 12/11/2049 | 0.06% |
| CHESAPEAKE MIDSTREAM 05.8750 04/15/2021 | 0.06% |
| CONS EDISON CO OF NY 04.2000 03/15/2042 | 0.06% |
| CREDIT SUISSE P/P 144A 06.5000 08/08/2023 | 0.06% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.06% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% |
| GNR 2010-163 SI IO 06.4628 08/16/2037 | 0.06% |
| GNR 2013-129 SA IO 05.9332 09/20/2043 | 0.06% |
| GRUPO TELEVISA SAB USD 06.0000 05/15/2018 | 0.06% |
| GRUPO TELEVISA SAB USD 06.6250 01/15/2040 | 0.06% |
| GSMS 2006-GG8 AJ 05.6220 11/10/2039 | 0.06% |
| IBERDROLA INTL BV USD 06.7500 07/15/2036 | 0.06% |
| JPMCC 2006-LDP7 AJ 05.8631 04/15/2045 | 0.06% |
| MLMT 2007-C1 A3 05.8585 06/12/2050 | 0.06% |
| MOTIVA ENTERPRISES L P/P 144A 06.8500 01/15/2040 | 0.06% |
| ONCOR ELECTRIC DELIVERY CO 07.0000 09/01/2022 | 0.06% |
| PACIFIC GAS & ELECTRIC 06.3500 02/15/2038 | 0.06% |
| PETROBRAS INTL USD 06.7500 01/27/2041 | 0.06% |
| PPG INDUSTRIES INC 07.4000 08/15/2019 | 0.06% |
| SABMILLER HLDG INC P/P 144A 04.9500 01/15/2042 | 0.06% |
| SANTANDER HOLDINGS USA 04.6250 04/19/2016 | 0.06% |
| SL GREEN REALTY CORP 05.0000 08/15/2018 | 0.06% |
| SWPTN FWD PREM LIABILITY 6MX5Y R 1.6 USD 05/22/2014 JP | 0.06% |
| TIAAC 2003-1A E USD 08.0000 12/28/2038 | 0.06% |
| ACTAVIS INC 04.6250 10/01/2042 | 0.05% |
| ALTRIA GROUP INC 09.2500 08/06/2019 | 0.05% |
| ASHLAND INC 04.7500 08/15/2022 | 0.05% |
| BROCADE COMM 06.8750 01/15/2020 | 0.05% |
| CITIGROUP INC 08.5000 05/22/2019 | 0.05% |
| CYTEC INDUSTRIES INC. 03.5000 04/01/2023 | 0.05% |
| ENERGY TRANSFER PARTNERS 05.2000 02/01/2022 | 0.05% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.05% |
| GEN MOTORS FIN P/P 144A 03.2500 05/15/2018 | 0.05% |
| GNR 2010-151 SA IO 05.8832 11/20/2040 | 0.05% |
| GNR 2010-158 SA IO 05.8832 12/20/2040 | 0.05% |
| GNR 2011-3 SG IO 06.3832 01/20/2041 | 0.05% |
| HYATT HOTELS CORP 03.3750 07/15/2023 | 0.05% |
| ILLINOIS-TXBL 04.4210 01/01/2015 | 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% |
| LBUBS 2005-C7 XCL IO P/P 144A 00.2078 11/15/2040 | 0.05% |
| MARRIOTT INTERNATIONAL INC. 03.0000 03/01/2019 | 0.05% |
| MCDONALD'S CORP 05.7000 02/01/2039 | 0.05% |
| MID-AMERICA APT LP 04.3000 10/15/2023 | 0.05% |
| O'REILLY AUTOMOTIVE INC 03.8500 06/15/2023 | 0.05% |
| ONCOR ELECTRIC DELIVERY 04.1000 06/01/2022 | 0.05% |
| PRIDE INTERNATIONAL INC 07.8750 08/15/2040 | 0.05% |
| SBA TOWER TRUST P/P 144A 02.9330 12/15/2017 | 0.05% |
| TIME WARNER ENTERTAINMENT CO 08.3750 03/15/2023 | 0.05% |
| UNITEDHEALTH GROUP INC 04.6250 11/15/2041 | 0.05% |
| WELLPOINT INC 04.6250 05/15/2042 | 0.05% |
| ACTAVIS INC 03.2500 10/01/2022 | 0.04% |
| AXA SA P/P 144A 06.4630 12/29/2049 | 0.04% |
| BANCO DEL ESTADO P/P 144A 02.0000 11/09/2017 | 0.04% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.1636 12/11/2038 | 0.04% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.04% |
| CONTL AIRLINES 1997-4 06.9000 01/02/2018 | 0.04% |
| CSMC 2007-C2 AX IO P/P 144A 00.0709 01/15/2049 | 0.04% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% |
| D.R. HORTON INC 05.7500 08/15/2023 | 0.04% |
| DUKE REALTY LP 06.7500 03/15/2020 | 0.04% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.04% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.04% |
| FNR 2005-83 QP 16.9660 11/25/2034 | 0.04% |
| GEORGIA-PACIFIC LLC P/P 144A 05.4000 11/01/2020 | 0.04% |
| GMACC 2005-C1 X1 IO P/P 144A 00.5989 05/10/2043 | 0.04% |
| HESS CORP 07.3000 08/15/2031 | 0.04% |
| L BRANDS INC 05.6250 02/15/2022 | 0.04% |
| MACYS RETAIL HLDGS INC 06.6500 07/15/2024 | 0.04% |
| MET LIFE GLOB P/P 144A 03.6500 06/14/2018 | 0.04% |
| MLMT 2005-MCP1 XC IO P/P 144A 00.5898 06/12/2043 | 0.04% |
| PACKAGING CORP OF AMERICA 03.9000 06/15/2022 | 0.04% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.04% |
| RAYONIER INC 03.7500 04/01/2022 | 0.04% |
| REALTY INCOME CORP 04.6500 08/01/2023 | 0.04% |
| REPUBLIC SERVICES INC. 03.8000 05/15/2018 | 0.04% |
| TECO FINANCE INC 06.5720 11/01/2017 | 0.04% |
| TIME WARNER CABLE INC 06.7500 06/15/2039 | 0.04% |
| TJX COS INC 02.5000 05/15/2023 | 0.04% |
| US TREASURY N/B 02.0000 09/30/2020 | 0.04% |
| WEATHERFORD INTL LLC 06.3500 06/15/2017 | 0.04% |
| ARIZONA PUBLIC SERVICE 04.5000 04/01/2042 | 0.03% |
| BACM 2007-2 A2 05.6326 04/10/2049 | 0.03% |
| BACM 2007-5 XW IO P/P 144A 00.3642 02/10/2051 | 0.03% |
| BARCLAYS BANK PLC P/P 144A 06.0500 12/04/2017 | 0.03% |
| BEAVER VALLEY II FUNDING 09.0000 06/01/2017 | 0.03% |
| BNP PARIBAS P/P 144A 07.1950 06/29/2049 | 0.03% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 05.0000 10/15/2019 | 0.03% |
| CROWN AMER/CAP CORP 04.5000 01/15/2023 | 0.03% |
| DELHAIZE GROUP USD 04.1250 04/10/2019 | 0.03% |
| DELTA AIR LINES 2010-1 A 06.2000 07/02/2018 | 0.03% |
| EASTMAN CHEMICAL CO 06.3000 11/15/2018 | 0.03% |
| FHR 2976 LC 23.8091 05/15/2035 | 0.03% |
| FNW 2003-W10 1 IO 02.0887 06/25/2043 | 0.03% |
| FRESENIUS MED CARE P/P 144A 05.6250 07/31/2019 | 0.03% |
| FSPC T-56 AIO IO 00.5240 05/25/2043 | 0.03% |
| GEORGIA-PACIFIC LLC 07.7500 11/15/2029 | 0.03% |
| GRUPO TELEVISA SOCIEDAD USD 06.6250 03/18/2025 | 0.03% |
| GSMS 2006-GG6 A2 05.5060 04/10/2038 | 0.03% |
| HOST HOTELS & RESORTS LP 06.0000 10/01/2021 | 0.03% |
| INTL LEASE FINANCE CORP 04.8750 04/01/2015 | 0.03% |
| JPMCC 06-LDP6 X1 IO P/P 144A 00.0778 04/15/2043 | 0.03% |
| MACY'S RETAIL HOLDINGS INC. 03.8750 01/15/2022 | 0.03% |
| MACYS RETAIL HLDGS INC 06.9000 04/01/2029 | 0.03% |
| MERRILL LYNCH & CO 01.0029 09/15/2026 | 0.03% |
| METLIFE INC 06.4000 12/15/2036 | 0.03% |
| MOSAIC CO 05.4500 11/15/2033 | 0.03% |
| MYLAN INC P/P 144A 02.6000 06/24/2018 | 0.03% |
| NVR INC 03.9500 09/15/2022 | 0.03% |
| QUEST DIAGNOSTIC INC 04.7500 01/30/2020 | 0.03% |
| REPUBLIC SERVICES INC 05.7000 05/15/2041 | 0.03% |
| ROYAL BK SCOTLND GRP PLC USD 06.0000 12/19/2023 | 0.03% |
| TELEFONICA EMISIONES SAU USD 07.0450 06/20/2036 | 0.03% |
| UNION CARBIDE CORP 07.7500 10/01/2096 | 0.03% |
| UNITED TECHNOLOGIES CORP 03.1000 06/01/2022 | 0.03% |
| WBCMT 2007-C34 IO IO 00.3366 05/15/2046 | 0.03% |
| WEATHERFORD BERMUDA USD 06.5000 08/01/2036 | 0.03% |
| WEATHERFORD INTERNATIONAL LLC 06.8000 06/15/2037 | 0.03% |
| 0.75 R ISWP FWD USL3M P 03/19/2016 | 0.02% |
| ASSOCIATES CORP NA 06.9500 11/01/2018 | 0.02% |
| BACM 2004-5 XC IO P/P 144A 00.6972 11/10/2041 | 0.02% |
| BACM 2006-6 A2 05.3090 10/10/2045 | 0.02% |
| CF INDUSTRIES INC 07.1250 05/01/2020 | 0.02% |
| CORRECTIONS CORP 04.1250 04/01/2020 | 0.02% |
| FHR 2979 AS 23.6625 03/15/2034 | 0.02% |
| FHR 3182 SP 27.9336 04/15/2032 | 0.02% |
| FHR 3210 PO PO 00.0000 05/15/2036 | 0.02% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.02% |
| FHR 3747 HI IO 04.5000 07/15/2037 | 0.02% |
| FIRSTENERGY CORP 04.2500 03/15/2023 | 0.02% |
| FN30 05.000 2008 | 0.02% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.02% |
| FNS 372 1 PO 00.0000 08/01/2036 | 0.02% |
| FORD MOTOR COMPANY 07.7000 05/15/2097 | 0.02% |
| GEBL 2004-2A D P/P 144A 02.9166 12/15/2032 | 0.02% |
| GLP CAP LP / FIN II P/P 144A 04.3750 11/01/2018 | 0.02% |
| GOLDMAN SACHS GROUP INC 07.5000 02/15/2019 | 0.02% |
| GSMS 1998-C1 F P/P 144A 06.0000 10/18/2030 | 0.02% |
| JPMCC 05-CB12 X1 IO P/P 144A 00.3426 09/12/2037 | 0.02% |
| KANSAS CITY SOUTHERN P/P 144A 04.3000 05/15/2043 | 0.02% |
| LBCMT 1999-C1 F P/P 144A 06.4100 06/15/2031 | 0.02% |
| MACYS RETAIL HLDGS INC 05.1250 01/15/2042 | 0.02% |
| METHANEX CORP USD 03.2500 12/15/2019 | 0.02% |
| MEZZ 2005-C3 X IO P/P 144A 05.9558 05/15/2044 | 0.02% |
| ORANGE SA USD 04.1250 09/14/2021 | 0.02% |
| OWENS CORNING INC 09.0000 06/15/2019 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.02% |
| SPECTRA ENERGY CAPITAL LLC 06.2000 04/15/2018 | 0.02% |
| SWPTN 6MX10Y R 2.79625 USD 05/21/2014 CS | 0.02% |
| SWPTN FWD PREM 6MX10Y R 2.777 USD 05/22/2014 JP | 0.02% |
| TELECOM ITALIA CAPITAL USD 06.1750 06/18/2014 | 0.02% |
| TIME WARNER CABLE INC 08.7500 02/14/2019 | 0.02% |
| ALTRIA GROUP INC. 09.7000 11/10/2018 | 0.01% |
| BACM 2004-4 XC IO P/P 144A 00.8126 07/10/2042 | 0.01% |
| BACM 2005-1 XW IO P/P 144A 00.0376 11/10/2042 | 0.01% |
| BACM 2007-1 XW IO 00.3317 01/15/2049 | 0.01% |
| CAESARS ENT OPER TLB6 L+525 05.4883 01/28/2018 | 0.01% |
| CDX CDX.NA.IG.21 100.0 12/20/2018 GS | 0.01% |
| DLJCM 1998-CG1 B4 P/P 144A 07.1722 06/10/2031 | 0.01% |
| FHR 3175 MO PO 00.0000 06/15/2036 | 0.01% |
| FSPC T-56 2IO IO 00.0000 05/25/2043 | 0.01% |
| GMACC 1997-C1 X IO 01.3025 07/15/2029 | 0.01% |
| GNR 2011-56 MI IO 06.2832 04/20/2041 | 0.01% |
| GSMS 2006-GG6 XC IO P/P 144A 00.0463 04/10/2038 | 0.01% |
| HOST HOTELS & RESORTS 05.2500 03/15/2022 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMCC 2006-CB14 A3B 05.4861 12/12/2044 | 0.01% |
| KANSAS CITY SOUTHERN USD 02.3500 05/15/2020 | 0.01% |
| LBCMT 1998-C4 G P/P 144A 05.6000 10/15/2035 | 0.01% |
| LBUBS 2007-C2 XW IO 00.5379 02/15/2040 | 0.01% |
| MLMT 2004-KEY2 XC IO P/P 144A 00.9293 08/12/2039 | 0.01% |
| NEW JERSEY BELL TELEPHON 08.0000 06/01/2022 | 0.01% |
| PRIMERICA INC 04.7500 07/15/2022 | 0.01% |
| ROCK-TENN CO 04.4500 03/01/2019 | 0.01% |
| TIME WARNER CABLE INC 06.7500 07/01/2018 | 0.01% |
| TIME WARNER ENT 08.3750 07/15/2033 | 0.01% |
| WBCMT 2006-C26 XC IO P/P 144A 00.0507 06/15/2045 | 0.01% |
| 2.92 R ISWP FWD USL3M P 09/25/2023 | 0.00% |
| ACTAVIS INC. 01.8750 10/01/2017 | 0.00% |
| BACM 2002-PB2 XC IO P/P 144A 00.4144 06/11/2035 | 0.00% |
| BSCMS 04-PR3I X1 IO 00.9008 02/11/2041 | 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% |
| CSFB 2002-CP3 AX IO P/P 144A 01.2300 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% |
| FHR 3626 DI IO 05.0000 11/15/2037 | 0.00% |
| FHR 3632 CI IO 05.0000 06/15/2038 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| FSPC T-56 1IO IO 00.0000 05/25/2043 | 0.00% |
| FSPC T-56 3IO IO 00.0000 05/25/2043 | 0.00% |
| FUBOA 2001-C1 IO3 IO P/P 144A 01.6918 03/15/2033 | 0.00% |
| GENERAL ELEC CAP CORP 03.1000 01/09/2023 | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| IOS.FN30.400.09 P USL1M R 01/12/40 CS | 0.00% |
| IOS.FN30.400.09 R USL1M P 01/12/40 GS | 0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CI | 0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | 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 BC | 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.FN30.400.11 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 P USL1M R 01/12/41 CI | 0.00% |
| IOS.FN30.450.10 P USL1M R 01/12/41 CI | 0.00% |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | 0.00% |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | 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 BC | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 JP | 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.FN30.600.08 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.FN30.650.67 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% |
| 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 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 08.5904 01/15/2037 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| SUNGARD TL L+175 01.9532 02/28/2014 | 0.00% |
| US 10YR NOTE (CBT) MAR14 TYH4 | 0.00% |
| US 2YR NOTE (CBT) MAR14 TUH4 | 0.00% |
| US 5YR NOTE (CBT) MAR14 FVH4 | 0.00% |
| US LONG BOND(CBT) MAR14 USH4 | 0.00% |
| US ULTRA BOND(CBT MAR14 WNH4 | 0.00% |
| XSTRATA FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 6MX5Y R 1.5775 USD 05/21/2014 CS | -0.01% |
| SWPTN FWD PREM 6MX5Y R 1.6 USD 05/22/2014 JP | -0.01% |
| SWPTN FWD PREM LIABILITY 6MX10Y R 2.777 USD 05/22/2014 JP | -0.06% |
| 2.00 R ISWP FWD USL3M P 03/19/2019 | -0.07% |
| 4.255 R ISWP FWD USL3M P 11/20/2023 | -0.07% |
| 4.22125 R ISWP FWD USL3M P 11/21/2023 | -0.08% |
| 3.75 R ISWP FWD USL3M P 03/19/2044 | -0.09% |
| 3.25 R ISWP FWD USL3M P 03/19/2024 | -0.16% |
Prior Top 10 Holdings
| Top 10 Holdings as of 01/31/14 | |
|---|---|
| 1: Gnma Gii30 Tba 04.0000 02/01/2044 | 3.21% |
| 2: Fnma Fn30 Tba 03.0000 02/01/2044 | 2.94% |
| 3: Fnma Fn30 Tba 04.0000 02/01/2044 | 2.53% |
| 4: Fnma Fn30 Tba 04.5000 02/01/2044 | 1.95% |
| 5: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 1.81% |
| 6: Fnma Fn30 Tba 03.5000 02/01/2044 | 1.53% |
| 7: Gnr 2011-56 23.8077 04/20/2041 | 1.35% |
| 8: Gnma Gii30 Tba 04.5000 02/01/2044 | 1.31% |
| 9: Wamu 2005-Ar13 A1c4 00.5880 10/25/2045 | 1.24% |
| 10: Gnr 2010-9 Ui Io 05.0000 01/20/2040 | 1.08% |
| Holdings represent 18.95% of portfolio | |
| Top 10 Holdings as of 12/31/13 | |
|---|---|
| 1: Gnma Gii30 Tba 04.0000 01/01/2044 | 3.15% |
| 2: Fnma Fn30 Tba 03.0000 01/01/2044 | 2.88% |
| 3: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 2.68% |
| 4: Fnma Fn30 Tba 04.0000 01/01/2044 | 2.18% |
| 5: Fnma Fn30 Ma1217 04.0000 10/01/2042 | 1.53% |
| 6: Fnma Fn30 Tba 03.5000 01/01/2044 | 1.50% |
| 7: Gnr 2011-56 23.7717 04/20/2041 | 1.36% |
| 8: Gnma Gii30 Tba 04.5000 01/01/2044 | 1.29% |
| 9: Fnma Fn30 Ma1253 04.0000 11/01/2042 | 1.28% |
| 10: Wamu 2005-Ar13 A1c4 00.5946 10/25/2045 | 1.26% |
| Holdings represent 19.11% of portfolio | |
| Top 10 Holdings as of 11/30/13 | |
|---|---|
| 1: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 4.72% |
| 2: Fnma Fn30 Tba 03.0000 01/01/2044 | 2.90% |
| 3: Fnma Fn30 Ma1217 04.0000 10/01/2042 | 2.69% |
| 4: Fnma Fn30 Ma1253 04.0000 11/01/2042 | 2.25% |
| 5: Gnma Gii30 Tba 04.0000 01/01/2044 | 2.22% |
| 6: Fnma Fn30 Tba 04.0000 01/01/2044 | 2.19% |
| 7: Fnma Fn30 Tba 03.5000 01/01/2044 | 1.51% |
| 8: Gnr 2011-56 23.7673 04/20/2041 | 1.42% |
| 9: Gnma Gii30 Tba 04.5000 12/01/2043 | 1.30% |
| 10: Wamu 2005-Ar13 A1c4 00.5960 10/25/2045 | 1.27% |
| Holdings represent 22.47% of portfolio | |
| Top 10 Holdings as of 10/31/13 | |
|---|---|
| 1: Fnma Fn30 Ab5692 04.0000 06/01/2042 | 4.74% |
| 2: Gnma Gii30 Tba 04.5000 11/01/2043 | 4.52% |
| 3: Fnma Fn30 Ma1217 04.0000 10/01/2042 | 2.71% |
| 4: Fnma Fn30 Ma1436 03.5000 05/01/2043 | 2.70% |
| 5: Fnma Fn30 Ma1253 04.0000 11/01/2042 | 2.27% |
| 6: Fnma Fn30 Tba 03.5000 12/01/2043 | 2.14% |
| 7: Gnr 2011-56 23.7508 04/20/2041 | 1.43% |
| 8: Wamu 2005-Ar13 A1c4 00.6002 10/25/2045 | 1.27% |
| 9: Fnma Fn30 Tba 04.0000 11/01/2043 | 1.25% |
| 10: Fnma Fn30 Tba 03.0000 11/01/2043 | 1.18% |
| Holdings represent 24.21% of portfolio | |
Sector Weightings as of 01/31/14
| Cash Investment | Non-Cash Investment | Total Portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread Duration | Weight | Spread Duration | Weight | Spread Duration | |
| Investment-grade corporate bonds | 30.86% | 2.57 | 0.42% | 0.02 | 31.28% | 2.59 |
| Agency CMO | 23.88% | 0.92 | 2.46% | 0.11 | 26.34% | 1.03 |
| Agency pass-through | 4.61% | 0.29 | 16.74% | 1.14 | 21.35% | 1.43 |
| Commercial MBS | 17.44% | 0.57 | 0.95% | 0.06 | 18.39% | 0.63 |
| Net cash | 13.49% | 0.00 | 0.00% | 0.00 | 13.49% | 0.00 |
| Residential MBS (non-agency) | 5.99% | 0.29 | 0.00% | 0.00 | 5.99% | 0.29 |
| High-yield corporate bonds | 2.10% | 0.15 | 0.00% | 0.00 | 2.10% | 0.15 |
| Emerging-market bonds | 1.19% | 0.08 | 0.00% | 0.00 | 1.19% | 0.08 |
| Municipal bonds | 0.39% | 0.04 | 0.00% | 0.00 | 0.39% | 0.04 |
| U.S. Treasury/agency | 0.04% | 0.00 | 0.00% | 1.29 | 0.04% | 1.29 |
| Bank loans | 0.01% | 0.00 | 0.00% | 0.00 | 0.01% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -2.47 | 0.00% | -2.47 |
Country Allocation as of 01/31/14
| United States | 91.83% |
|---|---|
| United Kingdom | 2.33% |
| France | 1.21% |
| Netherlands | 0.89% |
| Spain | 0.72% |
| Canada | 0.56% |
| Brazil | 0.49% |
| Bermuda | 0.27% |
| South Korea | 0.25% |
| 1.45% |
| Germany | 0.23% |
|---|---|
| Australia | 0.22% |
| Mexico | 0.17% |
| Switzerland | 0.17% |
| Qatar | 0.16% |
| Norway | 0.14% |
| Ireland | 0.11% |
| Russia | 0.08% |
| Japan | 0.07% |
| Chile | 0.05% |
| Belgium | 0.03% |
| Italy | 0.02% |
0
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 |
CDSC
| Year | Percent |
|---|---|
| 1 | 7.00% |
| 2 | 7.00% |
| 3 | 6.00% |
| 4 | 5.00% |
| 5 | 4.00% |
| 6 | 3.00% |
| 7 | 2.00% |
| 8+ | 0.00% |
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.