2474 lines
66 KiB
JSON
2474 lines
66 KiB
JSON
{
|
|
"productsVO": {
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"caveatvo": {
|
|
"impLegalInfo": {
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|
"text": [
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|
"CFA® and Chartered Financial Analyst® are trademarks owned by CFA Institute.",
|
|
"<span class=\"prominent\">Your clients should carefully consider a fund's investment goals, risks, charges and expenses before investing. Download a <a href=\"https://www.franklintempleton.com/advisor/resources/lit/browse/type/Prospectuses%20%26%20Reports?filters=lit_content_type:Prospectus\">prospectus</a>, which contains this and other information. Your clients should read the prospectus carefully before they invest or send money.\r\n</span>",
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"Total Returns include change in share price, assume reinvestment of all distributions, and reflect the deduction of fund expenses and applicable fees. Total Returns With Sales Charge: returns reflect the deduction of the stated sales charge. Total returns, distribution rate, and yields reflect any applicable expense reductions, without which the results for those impacted funds would have been lower.",
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"All investments involve risk, including possible loss of principal. Changes in the financial strength of a bond issuer or in a bond's credit rating may affect its value. Interest rate movement and mortgage prepayments will affect the fund's share price and yield. Bond prices generally move in the opposite direction of interest rates. Thus, as the price of bonds in the fund adjust to a rise in interest rates, the fund's share price may decline. The risks associated with higher-yielding, lower-rated securities (commonly called junk bonds) include higher risk of default and loss of principal. Derivatives, including currency management strategies, involve costs and can create economic leverage in the portfolio which may result in significant volatility and cause the fund to participate in losses (as well as enable gains) in an amount that exceeds the fund's initial investment. The fund may not achieve the anticipated results, and may realize losses when a counterparty fails to perform as intended. Investments in foreign securities involve risks such as currency fluctuations, and political and economic uncertainty. These and other risks considerations are discussed in the fund's prospectus.",
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"<span class=\"prominent\">Performance data represents past performance, which does not guarantee future results. Current performance may differ from figures shown. Investment return and principal value will fluctuate with market conditions, and you may have a gain or loss when you sell your shares.</span>"
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]
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},
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"proximity": [],
|
|
"pageLevel": {
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"text": []
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},
|
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"elementLevel": {
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"caveat": [
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{
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"secName": "Portfolio",
|
|
"eleName": "Portfolio Positions",
|
|
"id": "1100005"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Credit Quality Exposure",
|
|
"id": "23471991"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Industry Breakdown",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Average Duration",
|
|
"id": "13044399"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Sector Breakdown",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
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|
"eleName": "Coupon Rate Breakdown",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Average Weighted Maturity",
|
|
"id": "23312907"
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|
},
|
|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Geographic Breakdown",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Maturity Breakdown",
|
|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Currency Distribution",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Average Coupon Rate",
|
|
"id": "23312907"
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|
},
|
|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Average Duration",
|
|
"id": "23312907"
|
|
},
|
|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Asset Mix",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Sector Exposure",
|
|
"id": "23472003"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Portfolio Statistics",
|
|
"id": "1100005"
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|
},
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|
{
|
|
"secName": "Portfolio",
|
|
"eleName": "Portfolio Details",
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|
"id": "1100005"
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|
},
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|
{
|
|
"secName": "Portfolio",
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|
"eleName": "Index Breakdown",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
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|
"eleName": "Top Currencies",
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|
"id": "23312654"
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|
},
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|
{
|
|
"secName": "Portfolio",
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|
"eleName": "Credit Quality Exposure",
|
|
"id": "23471979"
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|
}
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|
]
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|
},
|
|
"elementLevelCaveats": {
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|
"caveat": [
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|
{
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|
"id": "23471979",
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|
"text": "Ratings shown are assigned by one or more Nationally Recognized Statistical Credit Rating Organizations (\"NRSRO\"), such as Standard & Poor's, Moody's and Fitch. The ratings are an indication of an issuer's creditworthiness and typically range from AAA or Aaa (highest) to D (lowest). When ratings from all three agencies are available, the middle rating is used; when two are available, the lowest rating is used; and when only one is available, that rating is used. Foreign government bonds without a specific rating are assigned the country rating provided by an NRSRO, if available. The NR category consists of ratable securities that have not been rated by an NRSRO. The N/A category consists of nonratable securities (e.g., equities)."
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|
},
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|
{
|
|
"id": "23312907",
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|
"text": "Figures shown reflect certain derivatives held in the portfolio (or their underlying reference assets)."
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|
},
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|
{
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|
"id": "1100005",
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|
"text": "Portfolio holdings are subject to change."
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|
},
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|
{
|
|
"id": "23472003",
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|
"text": "Sector Exposure is intended to estimate the portfolio's exposure to various sectors, including any hedged or increased exposure through certain derivatives held in the portfolio (or their underlying reference assets), and may not total 100% or may be negative due to rounding, use of derivatives, unsettled trades or other factors. Interest Rate Derivatives sector consists of Treasury, interest rate and other derivatives that are primarily used for duration management; a negative number indicates that the fund is seeking to hedge interest rate risk."
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|
},
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|
{
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|
"id": "23471991",
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|
"text": "Credit Quality Exposure is intended to estimate the portfolio's exposure to issuer credit risk, including any hedged or increased exposure through credit derivatives held in the portfolio (or their underlying reference assets), and may not total 100% or may be negative due to rounding, use of any derivatives, unsettled trades or other factors. Any credit derivatives are assigned the rating(s) of their underlying reference asset(s). Credit Quality Exposure figures do not reflect the risk that the fund may not achieve the intended benefits, and may realize losses, if a credit derivatives counterparty fails to perform as promised."
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|
},
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|
{
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|
"id": "13044399",
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|
"text": "Duration shown is the option-adjusted duration. Duration is an indication of a fund's sensitivity to changes in interest rates. The option-adjusted duration formula takes into account embedded call options and redemption features that impact a bond's expected cash flows, and thus its interest rate sensitivity."
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|
},
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|
{
|
|
"id": "23312654",
|
|
"text": "Figures shown reflect certain derivatives held in the portfolio (or their underlying reference assets) and may not total 100% or may be negative due to rounding, use of derivatives, unsettled trades or other factors."
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}
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|
]
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|
}
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|
},
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|
"portfolioVO": {
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|
"fundNUmber": {
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|
"val": "953"
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|
},
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|
"holdings": [
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{
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|
"date": {
|
|
"alt": "12/31/2016",
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|
"val": "2016-12-31"
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|
},
|
|
"lstDtls": [
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|
{
|
|
"name": "Investment Grade Corporates",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
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|
},
|
|
"val": {
|
|
"alt": "26.87",
|
|
"val": "26.87"
|
|
}
|
|
},
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|
{
|
|
"name": "Residential Mortgage-Backed Securities",
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|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "16.26",
|
|
"val": "16.26"
|
|
}
|
|
},
|
|
{
|
|
"name": "Floating-Rate Loans",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "7.96",
|
|
"val": "7.96"
|
|
}
|
|
},
|
|
{
|
|
"name": "International Bonds",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "6.41",
|
|
"val": "6.41"
|
|
}
|
|
},
|
|
{
|
|
"name": "Commercial Mortgage-Backed Securities",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
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|
},
|
|
"val": {
|
|
"alt": "5.45",
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|
"val": "5.45"
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|
}
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|
},
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|
{
|
|
"name": "Municipal Bonds",
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|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "5.35",
|
|
"val": "5.35"
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|
}
|
|
},
|
|
{
|
|
"name": "U.S. Treasuries",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "5.24",
|
|
"val": "5.24"
|
|
}
|
|
},
|
|
{
|
|
"name": "Asset-Backed Securities",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.19",
|
|
"val": "3.19"
|
|
}
|
|
},
|
|
{
|
|
"name": "Agency Mortgage-Backed Securities",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.23",
|
|
"val": "2.23"
|
|
}
|
|
},
|
|
{
|
|
"name": "High Yield Corporates",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-3.03",
|
|
"val": "-3.03"
|
|
}
|
|
},
|
|
{
|
|
"name": "Interest Rate Derivatives",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-35.84",
|
|
"val": "-35.84"
|
|
}
|
|
},
|
|
{
|
|
"name": "Cash & Cash Equivalents",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.21",
|
|
"val": "10.21"
|
|
}
|
|
}
|
|
],
|
|
"type": "SEC_EXPO"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Fixed Income",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "89.79",
|
|
"val": "89.79"
|
|
}
|
|
},
|
|
{
|
|
"name": "Cash & Cash Equivalents",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.21",
|
|
"val": "10.21"
|
|
}
|
|
}
|
|
],
|
|
"type": "ASSET_MIX"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "AAA",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "24.07",
|
|
"val": "24.07"
|
|
}
|
|
},
|
|
{
|
|
"name": "BBB",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "21.32",
|
|
"val": "21.32"
|
|
}
|
|
},
|
|
{
|
|
"name": "A",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "15.34",
|
|
"val": "15.34"
|
|
}
|
|
},
|
|
{
|
|
"name": "AA",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "15.02",
|
|
"val": "15.02"
|
|
}
|
|
},
|
|
{
|
|
"name": "Cash & Cash Equivalents",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "9.72",
|
|
"val": "9.72"
|
|
}
|
|
},
|
|
{
|
|
"name": "Not Rated",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.51",
|
|
"val": "1.51"
|
|
}
|
|
},
|
|
{
|
|
"name": "BB",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.36",
|
|
"val": "1.36"
|
|
}
|
|
},
|
|
{
|
|
"name": "N/A",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.68",
|
|
"val": "0.68"
|
|
}
|
|
},
|
|
{
|
|
"name": "CCC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.56",
|
|
"val": "0.56"
|
|
}
|
|
},
|
|
{
|
|
"name": "D",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.01",
|
|
"val": "-0.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "B",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-3.23",
|
|
"val": "-3.23"
|
|
}
|
|
}
|
|
],
|
|
"type": "CRD_QLTY_EXPO"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Corporate Bonds",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "20.54",
|
|
"val": "20.54"
|
|
}
|
|
},
|
|
{
|
|
"name": "Utilities",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "21.35",
|
|
"val": "21.35"
|
|
}
|
|
},
|
|
{
|
|
"name": "Energy",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.55",
|
|
"val": "10.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "Materials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "28.55",
|
|
"val": "28.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "Health Care",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "11.01",
|
|
"val": "11.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "Financials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.01",
|
|
"val": "10.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "Consumer Discretionary",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "9.01",
|
|
"val": "9.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "Industrials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "6.01",
|
|
"val": "6.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "Information Technology",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "4.01",
|
|
"val": "4.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "Telecommunication Services",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.01",
|
|
"val": "3.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "Consumer Staples",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.01",
|
|
"val": "0.01"
|
|
}
|
|
}
|
|
],
|
|
"type": "FXD_INC_BDN"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Corporate Bonds",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "20.54",
|
|
"val": "20.54"
|
|
}
|
|
},
|
|
{
|
|
"name": "Utilities",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "11.35",
|
|
"val": "11.35"
|
|
}
|
|
},
|
|
{
|
|
"name": "Energy",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.55",
|
|
"val": "10.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "Materials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "28.55",
|
|
"val": "28.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "Health Care",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.00",
|
|
"val": "1.00"
|
|
}
|
|
},
|
|
{
|
|
"name": "Financials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.00",
|
|
"val": "10.00"
|
|
}
|
|
},
|
|
{
|
|
"name": "Consumer Discretionary",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "5.00",
|
|
"val": "5.00"
|
|
}
|
|
},
|
|
{
|
|
"name": "Industrials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "6.00",
|
|
"val": "6.00"
|
|
}
|
|
},
|
|
{
|
|
"name": "Information Technology",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "4.00",
|
|
"val": "4.00"
|
|
}
|
|
},
|
|
{
|
|
"name": "Telecommunication Services",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.00",
|
|
"val": "3.00"
|
|
}
|
|
},
|
|
{
|
|
"name": "Consumer Staples",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.01",
|
|
"val": "0.01"
|
|
}
|
|
}
|
|
],
|
|
"type": "COMM_SEC_BDN"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "US Dollar",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "72.99",
|
|
"val": "72.99"
|
|
}
|
|
},
|
|
{
|
|
"name": "Mexican Peso",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "21.30",
|
|
"val": "21.3"
|
|
}
|
|
},
|
|
{
|
|
"name": "Other",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "17.98",
|
|
"val": "17.98"
|
|
}
|
|
},
|
|
{
|
|
"name": "Brazilian Real",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "17.11",
|
|
"val": "17.11"
|
|
}
|
|
},
|
|
{
|
|
"name": "Malaysian Ringgit",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "15.55",
|
|
"val": "15.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "Indonesian Rupiah",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.87",
|
|
"val": "10.87"
|
|
}
|
|
},
|
|
{
|
|
"name": "Philippine Peso",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "5.11",
|
|
"val": "5.11"
|
|
}
|
|
},
|
|
{
|
|
"name": "Australian Dollar",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-8.79",
|
|
"val": "-8.79"
|
|
}
|
|
},
|
|
{
|
|
"name": "Japanese Yen",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-25.03",
|
|
"val": "-25.03"
|
|
}
|
|
},
|
|
{
|
|
"name": "Euro",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-27.09",
|
|
"val": "-27.09"
|
|
}
|
|
}
|
|
],
|
|
"type": "SIG_CUR"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "REYNOLDS AMERICAN INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.60",
|
|
"val": "0.6"
|
|
}
|
|
},
|
|
{
|
|
"name": "SHERWIN-WILLIAMS CO/THE",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.52",
|
|
"val": "0.52"
|
|
}
|
|
},
|
|
{
|
|
"name": "HOME DEPOT INC/THE",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.49",
|
|
"val": "0.49"
|
|
}
|
|
},
|
|
{
|
|
"name": "FMC TECHNOLOGIES INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.45",
|
|
"val": "0.45"
|
|
}
|
|
},
|
|
{
|
|
"name": "MICROSOFT CORP",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.41",
|
|
"val": "0.41"
|
|
}
|
|
},
|
|
{
|
|
"name": "ALLERGAN PLC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.40",
|
|
"val": "0.4"
|
|
}
|
|
},
|
|
{
|
|
"name": "LEVEL 3 COMMUNICATIONS INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.40",
|
|
"val": "0.4"
|
|
}
|
|
},
|
|
{
|
|
"name": "TECK RESOURCES LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.40",
|
|
"val": "0.4"
|
|
}
|
|
},
|
|
{
|
|
"name": "AUTONATION INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.39",
|
|
"val": "0.39"
|
|
}
|
|
},
|
|
{
|
|
"name": "RIO TINTO PLC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.37",
|
|
"val": "0.37"
|
|
}
|
|
}
|
|
],
|
|
"type": "TOP_LONG_EXPOSURES"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "VERISIGN INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.69",
|
|
"val": "-0.69"
|
|
}
|
|
},
|
|
{
|
|
"name": "MARINE HARVEST ASA",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.68",
|
|
"val": "-0.68"
|
|
}
|
|
},
|
|
{
|
|
"name": "TECHNIP SA",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.59",
|
|
"val": "-0.59"
|
|
}
|
|
},
|
|
{
|
|
"name": "NIPPON LIGHT METAL HOLDINGS CO LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.56",
|
|
"val": "-0.56"
|
|
}
|
|
},
|
|
{
|
|
"name": "PRICELINE GROUP INC/THE",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.47",
|
|
"val": "-0.47"
|
|
}
|
|
},
|
|
{
|
|
"name": "YAMADA DENKI CO LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.42",
|
|
"val": "-0.42"
|
|
}
|
|
},
|
|
{
|
|
"name": "DRILLISCH AG",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.33",
|
|
"val": "-0.33"
|
|
}
|
|
},
|
|
{
|
|
"name": "ADVANCED SEMICONDUCTOR ENGINEERING INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.33",
|
|
"val": "-0.33"
|
|
}
|
|
},
|
|
{
|
|
"name": "K'S HOLDINGS CORP",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.30",
|
|
"val": "-0.3"
|
|
}
|
|
},
|
|
{
|
|
"name": "SUBSEA 7 SA",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "-0.29",
|
|
"val": "-0.29"
|
|
}
|
|
}
|
|
],
|
|
"type": "TOP_SHORT_EXPOSURES"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Relative Value",
|
|
"range": {
|
|
"alt": "30%-45%",
|
|
"val": "30%-45%"
|
|
},
|
|
"val": {
|
|
"alt": "40.12",
|
|
"val": "40.12"
|
|
}
|
|
},
|
|
{
|
|
"name": "Long Short Equity",
|
|
"range": {
|
|
"alt": "25%-40%",
|
|
"val": "25%-40%"
|
|
},
|
|
"val": {
|
|
"alt": "27.03",
|
|
"val": "27.03"
|
|
}
|
|
},
|
|
{
|
|
"name": "Global Macro",
|
|
"range": {
|
|
"alt": "0%-30%",
|
|
"val": "0%-30%"
|
|
},
|
|
"val": {
|
|
"alt": "17.26",
|
|
"val": "17.26"
|
|
}
|
|
},
|
|
{
|
|
"name": "Event Driven",
|
|
"range": {
|
|
"alt": "10%-30%",
|
|
"val": "10%-30%"
|
|
},
|
|
"val": {
|
|
"alt": "15.59",
|
|
"val": "15.59"
|
|
}
|
|
}
|
|
],
|
|
"type": "STR_BDN"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Equity",
|
|
"range": {
|
|
"alt": "14.34",
|
|
"val": "14.34"
|
|
},
|
|
"val": {
|
|
"alt": "81.07",
|
|
"val": "81.07"
|
|
}
|
|
},
|
|
{
|
|
"name": "Fixed Income",
|
|
"range": {
|
|
"alt": "45.47",
|
|
"val": "45.47"
|
|
},
|
|
"val": {
|
|
"alt": "74.65",
|
|
"val": "74.65"
|
|
}
|
|
},
|
|
{
|
|
"name": "Currency",
|
|
"range": {
|
|
"alt": "-7.23",
|
|
"val": "-7.23"
|
|
},
|
|
"val": {
|
|
"alt": "10.23",
|
|
"val": "10.23"
|
|
}
|
|
},
|
|
{
|
|
"name": "Commodities",
|
|
"range": {
|
|
"alt": "2.47",
|
|
"val": "2.47"
|
|
},
|
|
"val": {
|
|
"alt": "5.19",
|
|
"val": "5.19"
|
|
}
|
|
}
|
|
],
|
|
"type": "ASSET_CLASS_EXPOSURE"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Event Driven",
|
|
"range": {
|
|
"alt": "15.59",
|
|
"val": "15.59"
|
|
},
|
|
"val": {}
|
|
},
|
|
{
|
|
"name": "Event Driven",
|
|
"range": {
|
|
"alt": "10.05",
|
|
"val": "10.05"
|
|
},
|
|
"val": {
|
|
"val": "P. Schoenfeld Asset Management L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": "Event Driven",
|
|
"range": {
|
|
"alt": "5.54",
|
|
"val": "5.54"
|
|
},
|
|
"val": {
|
|
"val": "Halcyon Capital Management L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": "Global Macro",
|
|
"range": {
|
|
"alt": "17.26",
|
|
"val": "17.26"
|
|
},
|
|
"val": {}
|
|
},
|
|
{
|
|
"name": "Global Macro",
|
|
"range": {
|
|
"alt": "9.92",
|
|
"val": "9.92"
|
|
},
|
|
"val": {
|
|
"val": "Graham Capital Management, L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": "Global Macro",
|
|
"range": {
|
|
"alt": "7.34",
|
|
"val": "7.34"
|
|
},
|
|
"val": {
|
|
"val": "Emso Asset Management Limited"
|
|
}
|
|
},
|
|
{
|
|
"name": "Long Short Equity",
|
|
"range": {
|
|
"alt": "27.03",
|
|
"val": "27.03"
|
|
},
|
|
"val": {}
|
|
},
|
|
{
|
|
"name": "Long Short Equity",
|
|
"range": {
|
|
"alt": "7.21",
|
|
"val": "7.21"
|
|
},
|
|
"val": {
|
|
"val": "Chilton Investment Company, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": "Long Short Equity",
|
|
"range": {
|
|
"alt": "5.93",
|
|
"val": "5.93"
|
|
},
|
|
"val": {
|
|
"val": "Impala Asset Management, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": "Long Short Equity",
|
|
"range": {
|
|
"alt": "5.38",
|
|
"val": "5.38"
|
|
},
|
|
"val": {
|
|
"val": "Wellington Management Company, LLP"
|
|
}
|
|
},
|
|
{
|
|
"name": "Long Short Equity",
|
|
"range": {
|
|
"alt": "5.24",
|
|
"val": "5.24"
|
|
},
|
|
"val": {
|
|
"val": "Jennison Associates, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": "Long Short Equity",
|
|
"range": {
|
|
"alt": "3.27",
|
|
"val": "3.27"
|
|
},
|
|
"val": {
|
|
"val": "Portland Hill Asset Management Limited"
|
|
}
|
|
},
|
|
{
|
|
"name": "Relative Value",
|
|
"range": {
|
|
"alt": "40.12",
|
|
"val": "40.12"
|
|
},
|
|
"val": {}
|
|
},
|
|
{
|
|
"name": "Relative Value",
|
|
"range": {
|
|
"alt": "12.96",
|
|
"val": "12.96"
|
|
},
|
|
"val": {
|
|
"val": "Chatham Asset Management, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": "Relative Value",
|
|
"range": {
|
|
"alt": "11.24",
|
|
"val": "11.24"
|
|
},
|
|
"val": {
|
|
"val": "Basso Capital Management, L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": "Relative Value",
|
|
"range": {
|
|
"alt": "9.12",
|
|
"val": "9.12"
|
|
},
|
|
"val": {
|
|
"val": "Loomis Sayles & Company, L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": "Relative Value",
|
|
"range": {
|
|
"alt": "6.80",
|
|
"val": "6.8"
|
|
},
|
|
"val": {
|
|
"val": "Lazard Asset Management, LLC"
|
|
}
|
|
}
|
|
],
|
|
"type": "MGR_ROSTER"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "North America",
|
|
"range": {
|
|
"alt": "37.35",
|
|
"val": "37.35"
|
|
},
|
|
"val": {
|
|
"alt": "103.78",
|
|
"val": "103.78"
|
|
}
|
|
},
|
|
{
|
|
"name": "Europe",
|
|
"range": {
|
|
"alt": "7.41",
|
|
"val": "7.41"
|
|
},
|
|
"val": {
|
|
"alt": "37.81",
|
|
"val": "37.81"
|
|
}
|
|
},
|
|
{
|
|
"name": "Asia Pacific",
|
|
"range": {
|
|
"alt": "5.53",
|
|
"val": "5.53"
|
|
},
|
|
"val": {
|
|
"alt": "21.16",
|
|
"val": "21.16"
|
|
}
|
|
},
|
|
{
|
|
"name": "Global & Emerging Markets",
|
|
"range": {
|
|
"alt": "1.84",
|
|
"val": "1.84"
|
|
},
|
|
"val": {
|
|
"alt": "4.90",
|
|
"val": "4.9"
|
|
}
|
|
},
|
|
{
|
|
"name": "South America",
|
|
"range": {
|
|
"alt": "2.92",
|
|
"val": "2.92"
|
|
},
|
|
"val": {
|
|
"alt": "3.49",
|
|
"val": "3.49"
|
|
}
|
|
}
|
|
],
|
|
"type": "GEOGRAPHIC_EXPOSURE"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "AAA",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "99.09",
|
|
"val": "99.09"
|
|
}
|
|
},
|
|
{
|
|
"name": "BB",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.91",
|
|
"val": "0.91"
|
|
}
|
|
},
|
|
{
|
|
"name": "Not Rated",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.00",
|
|
"val": "0"
|
|
}
|
|
}
|
|
],
|
|
"type": "CRD_QLTY_BDN"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Equity",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "60.98",
|
|
"val": "60.98"
|
|
}
|
|
},
|
|
{
|
|
"name": "Local EM Govt Bonds",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "34.69",
|
|
"val": "34.69"
|
|
}
|
|
},
|
|
{
|
|
"name": "Cash & Cash Equivalents",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.54",
|
|
"val": "3.54"
|
|
}
|
|
},
|
|
{
|
|
"name": "Corporate Bonds",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.79",
|
|
"val": "0.79"
|
|
}
|
|
}
|
|
],
|
|
"type": "ASSET_MIX"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "7 to 10 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "35.96",
|
|
"val": "35.96"
|
|
}
|
|
},
|
|
{
|
|
"name": "3 to 5 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "24.85",
|
|
"val": "24.85"
|
|
}
|
|
},
|
|
{
|
|
"name": "5 to 7 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "8.74",
|
|
"val": "8.74"
|
|
}
|
|
},
|
|
{
|
|
"name": "0 to 1 Year",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "7.52",
|
|
"val": "7.52"
|
|
}
|
|
},
|
|
{
|
|
"name": "10 to 15 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "7.06",
|
|
"val": "7.06"
|
|
}
|
|
},
|
|
{
|
|
"name": "2 to 3 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "6.87",
|
|
"val": "6.87"
|
|
}
|
|
},
|
|
{
|
|
"name": "1 to 2 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "4.83",
|
|
"val": "4.83"
|
|
}
|
|
},
|
|
{
|
|
"name": "20 to 30 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.55",
|
|
"val": "2.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "15 to 20 Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.30",
|
|
"val": "1.3"
|
|
}
|
|
},
|
|
{
|
|
"name": "30+ Years",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.32",
|
|
"val": "0.32"
|
|
}
|
|
}
|
|
],
|
|
"type": "MAT_BDN"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "SAMSUNG ELECTRONICS CO LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.88",
|
|
"val": "3.88"
|
|
}
|
|
},
|
|
{
|
|
"name": "TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.80",
|
|
"val": "3.8"
|
|
}
|
|
},
|
|
{
|
|
"name": "NASPERS LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.73",
|
|
"val": "3.73"
|
|
}
|
|
},
|
|
{
|
|
"name": "BRILLIANCE CHINA AUTOMOTIVE HOLDINGS LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.31",
|
|
"val": "3.31"
|
|
}
|
|
},
|
|
{
|
|
"name": "TENCENT HOLDINGS LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.87",
|
|
"val": "2.87"
|
|
}
|
|
},
|
|
{
|
|
"name": "UNILEVER PLC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.07",
|
|
"val": "2.07"
|
|
}
|
|
},
|
|
{
|
|
"name": "HON HAI PRECISION INDUSTRY CO LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.87",
|
|
"val": "1.87"
|
|
}
|
|
},
|
|
{
|
|
"name": "INFOSYS LTD",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.73",
|
|
"val": "1.73"
|
|
}
|
|
},
|
|
{
|
|
"name": "ASTRA INTERNATIONAL TBK PT",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.69",
|
|
"val": "1.69"
|
|
}
|
|
},
|
|
{
|
|
"name": "ITAU UNIBANCO HOLDING SA",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.59",
|
|
"val": "1.59"
|
|
}
|
|
}
|
|
],
|
|
"type": "TOP_10_EQUITY"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Fixed Income",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "35.49",
|
|
"val": "35.49"
|
|
}
|
|
},
|
|
{
|
|
"name": "Information Technology",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "19.73",
|
|
"val": "19.73"
|
|
}
|
|
},
|
|
{
|
|
"name": "Consumer Discretionary",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "15.61",
|
|
"val": "15.61"
|
|
}
|
|
},
|
|
{
|
|
"name": "Financials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.63",
|
|
"val": "10.63"
|
|
}
|
|
},
|
|
{
|
|
"name": "Consumer Staples",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "5.20",
|
|
"val": "5.2"
|
|
}
|
|
},
|
|
{
|
|
"name": "Cash & Cash Equivalents",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.54",
|
|
"val": "3.54"
|
|
}
|
|
},
|
|
{
|
|
"name": "Energy",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.87",
|
|
"val": "2.87"
|
|
}
|
|
},
|
|
{
|
|
"name": "Other",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.50",
|
|
"val": "2.5"
|
|
}
|
|
},
|
|
{
|
|
"name": "Industrials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.38",
|
|
"val": "2.38"
|
|
}
|
|
},
|
|
{
|
|
"name": "Materials",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.05",
|
|
"val": "2.05"
|
|
}
|
|
}
|
|
],
|
|
"type": "INDT_BDN"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "Asia",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "48.55",
|
|
"val": "48.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "L. America/Caribbean",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "22.27",
|
|
"val": "22.27"
|
|
}
|
|
},
|
|
{
|
|
"name": "Mid-East/Africa",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "15.26",
|
|
"val": "15.26"
|
|
}
|
|
},
|
|
{
|
|
"name": "Europe",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "10.45",
|
|
"val": "10.45"
|
|
}
|
|
},
|
|
{
|
|
"name": "North America",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.47",
|
|
"val": "3.47"
|
|
}
|
|
}
|
|
],
|
|
"type": "GEO_BDN"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "CORNING INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "3.80",
|
|
"val": "3.8"
|
|
}
|
|
},
|
|
{
|
|
"name": "JPMORGAN CHASE & CO",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.80",
|
|
"val": "2.8"
|
|
}
|
|
},
|
|
{
|
|
"name": "ROYAL DUTCH SHELL PLC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.57",
|
|
"val": "2.57"
|
|
}
|
|
},
|
|
{
|
|
"name": "BIO-RAD LABORATORIES INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.26",
|
|
"val": "2.26"
|
|
}
|
|
},
|
|
{
|
|
"name": "CITIZENS FINANCIAL GROUP INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "2.25",
|
|
"val": "2.25"
|
|
}
|
|
},
|
|
{
|
|
"name": "ROWAN COS PLC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.96",
|
|
"val": "1.96"
|
|
}
|
|
},
|
|
{
|
|
"name": "MORGAN STANLEY",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.92",
|
|
"val": "1.92"
|
|
}
|
|
},
|
|
{
|
|
"name": "COMERICA INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.87",
|
|
"val": "1.87"
|
|
}
|
|
},
|
|
{
|
|
"name": "MCDERMOTT INTERNATIONAL INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.75",
|
|
"val": "1.75"
|
|
}
|
|
},
|
|
{
|
|
"name": "PRUDENTIAL FINANCIAL INC",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.75",
|
|
"val": "1.75"
|
|
}
|
|
}
|
|
],
|
|
"type": "TOP_10_HOLD"
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"lstDtls": [
|
|
{
|
|
"name": "3.5-4%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "42.73",
|
|
"val": "42.73"
|
|
}
|
|
},
|
|
{
|
|
"name": "4-4.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "13.49",
|
|
"val": "13.49"
|
|
}
|
|
},
|
|
{
|
|
"name": "4.5-5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "12.57",
|
|
"val": "12.57"
|
|
}
|
|
},
|
|
{
|
|
"name": "5-5.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "11.21",
|
|
"val": "11.21"
|
|
}
|
|
},
|
|
{
|
|
"name": "3-3.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "5.82",
|
|
"val": "5.82"
|
|
}
|
|
},
|
|
{
|
|
"name": "5.5-6%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "5.55",
|
|
"val": "5.55"
|
|
}
|
|
},
|
|
{
|
|
"name": "6-6.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "4.65",
|
|
"val": "4.65"
|
|
}
|
|
},
|
|
{
|
|
"name": "6.5-7%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.50",
|
|
"val": "1.5"
|
|
}
|
|
},
|
|
{
|
|
"name": "Cash",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "1.00",
|
|
"val": "1.0"
|
|
}
|
|
},
|
|
{
|
|
"name": "7-7.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.80",
|
|
"val": "0.8"
|
|
}
|
|
},
|
|
{
|
|
"name": "7.5-8%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.23",
|
|
"val": "0.23"
|
|
}
|
|
},
|
|
{
|
|
"name": "8-8.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.10",
|
|
"val": "0.1"
|
|
}
|
|
},
|
|
{
|
|
"name": "8.5-9%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.02",
|
|
"val": "0.02"
|
|
}
|
|
},
|
|
{
|
|
"name": "9-9.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.02",
|
|
"val": "0.02"
|
|
}
|
|
},
|
|
{
|
|
"name": "9.5-10%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.02",
|
|
"val": "0.02"
|
|
}
|
|
},
|
|
{
|
|
"name": "10-10.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.01",
|
|
"val": "0.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "10.5-11%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.01",
|
|
"val": "0.01"
|
|
}
|
|
},
|
|
{
|
|
"name": "0-0.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.00",
|
|
"val": "0"
|
|
}
|
|
},
|
|
{
|
|
"name": "11-11.5%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.00",
|
|
"val": "0"
|
|
}
|
|
},
|
|
{
|
|
"name": "11.5-12%",
|
|
"range": {
|
|
"alt": "N/A",
|
|
"val": "N/A"
|
|
},
|
|
"val": {
|
|
"alt": "0.00",
|
|
"val": "0"
|
|
}
|
|
}
|
|
],
|
|
"type": "CPN_RATE_BDN"
|
|
}
|
|
],
|
|
"stats": [
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "NET_ASSETS_FUND",
|
|
"val": {
|
|
"alt": "11.0",
|
|
"val": "10.9772"
|
|
}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "NET_ASSETS_SC",
|
|
"val": {
|
|
"alt": "10.4",
|
|
"val": "10.4"
|
|
}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "TURN_OVER_RATE",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "PBRATIO",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "AVG_DURATION",
|
|
"val": {
|
|
"alt": "0.70 Year(s)",
|
|
"val": "0.7"
|
|
}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "AVG_MATURITY",
|
|
"val": {
|
|
"alt": "3.81 Year(s)",
|
|
"val": "3.81 Year(s)"
|
|
}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "AVG_COUPON",
|
|
"val": {
|
|
"alt": "2.30",
|
|
"val": "2.301"
|
|
}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "NET_EXPOSURE",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "GROSS_EXPOSURE",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "LONG_EXPOSURE",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "SHORT_EXPOSURE",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "TNI",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "TNP",
|
|
"val": {
|
|
"alt": "179",
|
|
"val": "179"
|
|
}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "TNEP",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "TNBP",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "12/31/2016",
|
|
"val": "2016-12-31"
|
|
},
|
|
"type": "TNCP",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "09/01/2016",
|
|
"val": "2016-09-01"
|
|
},
|
|
"type": "GROSS_XPNSE_RATIO",
|
|
"val": {
|
|
"alt": "4.13",
|
|
"val": "4.13"
|
|
}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "09/01/2016",
|
|
"val": "2016-09-01"
|
|
},
|
|
"type": "NET_XPNSE_RATIO",
|
|
"val": {
|
|
"alt": "1.12",
|
|
"val": "1.12"
|
|
}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "CAPD_XPNSE_RATIO",
|
|
"val": {
|
|
"alt": "N/D",
|
|
"val": "N/D"
|
|
}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "02/03/2017",
|
|
"val": "2017-02-03"
|
|
},
|
|
"type": "MAX_SALES_CHARGE",
|
|
"val": {
|
|
"alt": "4.25",
|
|
"val": "4.25"
|
|
}
|
|
},
|
|
{
|
|
"date": {
|
|
"alt": "02/03/2017",
|
|
"val": "2017-02-03"
|
|
},
|
|
"type": "YTD_TOT_RETURN",
|
|
"val": {
|
|
"alt": "0.04",
|
|
"val": ".0412"
|
|
}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "PE_TRAILING_RATIO",
|
|
"val": {}
|
|
},
|
|
{
|
|
"date": {},
|
|
"type": "PE_FORWARD_RATIO",
|
|
"val": {}
|
|
}
|
|
]
|
|
}
|
|
}
|
|
}
|