IGSA and Separate Account/CIT Search Criteria

All searchable data points for Insurance Group Separate Accounts (IGSAs) and US separate accounts/CITs are listed here under their category (or view) heading. (Some data points are listed in more than one category.)

Tip: Use Ctrl + F to find individual data points immediately, without having to scroll through this complete document.

Snapshot

• Name

• Product Type

• Product Focus

• Open for Investment

• Broad Category Group

• Global Category

• Morningstar Category

• Morningstar Rating Overall

• US Broad Asset Class

• Flexibility Measure

• Equity Style Box (Long)

• Fixed Inc Style Box (Long)

• Inception Date

• Manager Name

• Manager Tenure (Longest)

• Manager Tenure (Average)

• Primary Prospectus Benchmark

• Vehicle Assets Date

• Vehicle Assets

• Strategy Assets Date

• Strategy Assets

• Return Date (Mo-End)

• Return Date (Qtr-End)

• Portfolio Date

• Base Currency

• Firm Name

• FundId

• CUSIP

• Performance Data Ready

• Price Data Ready

• Operations Data Ready

• Portfolio Data Ready

Operations

• Name

• Firm Name

• Previous Name of Firm

• Product Type

• Product Focus

• Comp Fully Discret Ports

• Perf Gross of Fees

• Perf Includes Simulated

• Aggregation Weighting

• Rate of Return Weighting

• Fee Negotiable?

• Minimum Fee  ($)

• Performance Fee Available

• Number of Strategy Accounts

• Strategy Assets

• % of Accounts <$250K

• % of Assets <$250K

• % of Accounts $250K to $1 M

• % of Assets $250K to $1M

• % of Accounts $1M to $10M

• % of Assets $1M to $10M

• % of Accounts $10M to $25M

• % of Assets $10M to $25M

• % of Accounts $25M to $50M

• % of Assets $25M to $50M

• % of Accounts $50M to $100M

• % of Assets $50M to $100M

• % of Accounts >$100M

• % of Assets >$100M Assets

• Market Value of Taxable Accounts

• Market Value of Tax Exempt Accounts

• # of Strategy Accounts Gained

• Assets of Strategy Accounts Gained

• # of Strategy Accounts Lost

• Assets of Strategy Accounts Lost

• Administrator

• Advisor - City

• Advisor - State or Province

• Legal Name

Customization/Tax Efficiency

• Name

• Flexibility Measure

• % Ports Custom

• % Ports Tax-Mgd

• Exclude Securities

• Mod Sector Weights

• Consult Port Mgr

• Consult Port Admin

• Daily Holdings

• Daily Perf

• Daily MPT Stats

• Tax Doc

• Tax Optim Software

• Tax-Lot Trading

• Harvest Tax Losses

• Holding Period Analysis

• LT Cap Gain Use

• Tax Inc Stream Analysis

• Sell High Cost First

• Loss Cand Analysis

Returns (Month-End)

• Return Date (Mo-End)

• Total Return - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr (Mo-End)

• Total Return % Rank Category - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, 3 Yr, 5 Yr, 10 Yr (Mo-End)

• Inception Date

• Gross Return (Mo-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr

• Gross Return % Rank Category (Mo-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, 3 Yr, 5 Yr, 10 Yr

• Net Ret (Mo-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr, Annlzd 15 Yr

• Net Ret Inception

Returns (Quarter-End)

• Return Date (Qtr-End)

• Total Return (Qtr-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr

• Total Return % Rank Category (Qtr-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, 3 Yr, 5 Yr, 10 Yr

• Inception Date

• Gross Return (Qtr-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr

• Gross Return % Rank Category (Qtr-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr

• Net Ret (Mo-End) - 1 Mo, 3 Mo, 6 Mo, YTD, 1 Yr, Annlzd 3 Yr, Annlzd 5 Yr, Annlzd 10 Yr, Annlzd 15 Yr, Inception

Returns (Calendar Year)

• Annual Return - 2008, 2007, 2004, 2003, 2002, 2001, 2000, 1999, 1998

• Annual Return % Rank Category - 2008, 2007, 2004, 2003, 2002, 2001, 2000, 1999, 1998

• Annual Net Return - 2008, 2007, 2004, 2003, 2002, 2001, 2000, 1999, 1998

Risk (Month-End)

• Risk Date (Mo-End)

• Risk Currency

• Arithmetic Mean (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Standard Deviation (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Skewness (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Kurtosis (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sharpe Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sortino Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best 3 Mo Return Inception (Mo-End)

• Best 3 Mo As of Date (Mo-End)

• Worst 3 Mo Return Inception (Mo-End)

• Worst 3 Mo As of Date (Mo-End)

• Bear Market Rank % (Mo-End)

• Volatility Rank (Mo-End)

• MPT Benchmark

• Alpha (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Beta (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• R-Squared (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Treynor Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Tracking Error (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Information Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Upside Capture Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Downside Capture Ratio (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Batting Average (Mo-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best Fit Index 3 Yr (Mo-End)

• Best Fit Alpha 3 Yr (Mo-End)

• Best Fit Beta 3 Yr (Mo-End)

• Best Fit R-Squared 3 Yr (Mo-End)

Risk (Quarter-End)

• Risk Date (Qtr-End)

• Risk Currency

• Arithmetic Mean (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Standard Deviation (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Skewness (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Kurtosis (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sharpe Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Sortino Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best 3 Mo Return Inception (Qtr-End)

• Best 3 Mo As of Date (Qtr-End)

• Worst 3 Mo Return Inception (Qtr-End)

• Worst 3 Mo As of Date (Qtr-End)

• Bear Market Rank % (Qtr-End)

• Volatility Rank (Qtr-End)

• MPT Benchmark

• Alpha (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Beta (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• R-Squared (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Treynor Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Tracking Error (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Information Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Upside Capture Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Downside Capture Ratio (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Batting Average (Qtr-End) - 1 Yr, 3 Yr, 5 Yr, 10 Yr, 15 Yr

• Best Fit Index 3 Yr (Qtr-End)

• Best Fit Alpha 3 Yr (Qtr-End)

• Best Fit Beta 3 Yr (Qtr-End)

• Best Fit R-Squared 3 Yr (Qtr-End)

Morningstar Ratings and Grades

• Broad Category Group

• Global Category

• Morningstar Category

• Inception Date

• Rating Date

• Morningstar Rating - Overall, 3 Yr, 5 Yr, 10 Yr

• Morningstar Ret Rating - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk Rating - 3 Yr, 5 Yr, 10 Yr

• # of Investments - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk-Adj Ret - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk-Adj Ret % Rank Cat- 3 Yr, 5 Yr, 10 Yr

• Morningstar Return - 3 Yr, 5 Yr, 10 Yr

• Morningstar Return % Rank Cat - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk - 3 Yr, 5 Yr, 10 Yr

• Morningstar Risk % Rank Cat - 3 Yr, 5 Yr, 10 Yr

Asset Allocation

• Portfolio Date

• Portfolio Currency

• Asset Alloc Cash % (Net)

• Asset Alloc Equity % (Net)

• Asset Alloc US Equity % (Net)

• Asset Alloc Non-US Equity % (Net)

• Asset Alloc Bond % (Net)

• Asset Alloc US Bond % (Net)

• Asset Alloc Non-US Bond % (Net)

• Asset Alloc Other % (Net)

• Asset Alloc Cash % (Long)

• Asset Alloc Equity % (Long)

• Asset Alloc US Equity % (Long)

• Asset Alloc Non-US Equity % (Long)

• Asset Alloc Bond % (Long)

• Asset Alloc US Bond % (Long)

• Asset Alloc Non-US Bond % (Long)

• Asset Alloc Other % (Long)

• Asset Alloc Cash % (Short)

• Asset Alloc Equity % (Short)

• Asset Alloc US Equity % (Short)

• Asset Alloc Non-US Equity % (Short)

• Asset Alloc Bond % (Short)

• Asset Alloc US Bond % (Short)

• Asset Alloc Non-US Bond % (Short)

• Asset Alloc Other % (Short)

• % Asset in Top 10 Holdings

• # of Holdings

• # of Stock Holdings

• # of Bond Holdings

• Total Market Value

• Turnover Ratio %

• Management Approach

• Passive/Enhanced Methodology

• Balanced Allocation

• Country Allocation

• Industry Allocation

• Investment Process

Equity Sector Exposure

• Portfolio Date

• Equity Super Sector Information % (Long Rescaled)

• Equity Super Sector Service % (Long Rescaled)

• Equity Super Sector Manufacturing % (Long Rescaled)

• Equity Sector Software % (Long Rescaled)

• Equity Sector Hardware % (Long Rescaled)

• Equity Sector Media % (Long Rescaled)

• Equity Sector Telecommunications % (Long Rescaled)

• Equity Sector Health Care % (Long Rescaled)

• Equity Sector Consumer Services % (Long Rescaled)

• Equity Sector Business Services % (Long Rescaled)

• Equity Sector Financial Services % (Long Rescaled)

• Equity Sector Consumer Goods % (Long Rescaled)

• Equity Sector Industrial Materials % (Long Rescaled)

• Equity Sector Energy % (Long Rescaled)

• Equity Sector Utilities % (Long Rescaled)

• Equity Sector Rescaling Factor (Long Rescaled)

Equity Sectors (GICS)

• Portfolio Date

• GICS Sector Energy % (Long Rescaled)

• GICS Sector Materials % (Long Rescaled)

• GICS Sector Materials: Prec Metals/Minerals % (Long Rescaled)

• GICS Sector Industrials % (Long Rescaled)

• GICS Sector Consumer Discretionary % (Long Rescaled)

• GICS Sector Consumer Staples % (Long Rescaled)

• GICS Sector Healthcare % (Long Rescaled)

• GICS Sector Financials % (Long Rescaled)

• GICS Sector Financials - REITs % (Long Rescaled)

• GICS Sector Financials ex REITs % (Long Rescaled)

• GICS Sector Information Technology % (Long Rescaled)

• GICS Sector Telecom Services % (Long Rescaled)

• GICS Sector Utilities % (Long Rescaled)

• GICS Equity Sector Rescaling Factor (Long)

Equity Industry (GICS)

• Portfolio Date

• GICS Industry Energy Equipment & Services % (Long Rescaled)

• GICS Industry Oil, Gas & Consumable Fuels % (Long Rescaled)

• GICS Industry Chemicals % (Long Rescaled)

• GICS Industry Construction Materials % (Long Rescaled)

• GICS Industry Containers & Packaging % (Long Rescaled)

• GICS Industry Metals & Mining % (Long Rescaled)

• GICS Industry Paper & Forest Products % (Long Rescaled)

• GICS Industry Aerospace & Defense % (Long Rescaled)

• GICS Industry Building Products % (Long Rescaled)

• GICS Industry Construction & Engineering % (Long Rescaled)

• GICS Industry Electrical Equipment % (Long Rescaled)

• GICS Industry Industrial Conglomerate % (Long Rescaled)

• GICS Industry Machinery % (Long Rescaled)

• GICS Industry Trading Companies & Distributors % (Long Rescaled)

• GICS Industry Commercial Services & Supplies % (Long Rescaled)

• GICS Industry Air Freight & Logistics % (Long Rescaled)

• GICS Industry Airlines % (Long Rescaled)

• GICS Industry Marine % (Long Rescaled)

• GICS Industry Road & Rail % (Long Rescaled)

• GICS Industry Transportation Infrastructure % (Long Rescaled)

• GICS Industry Auto Components % (Long Rescaled)

• GICS Industry Automobiles % (Long Rescaled)

• GICS Industry Household Durables % (Long Rescaled)

• GICS Industry Leisure Equipment & Products % (Long Rescaled)

• GICS Industry Textiles, Apparel & Luxury Goods % (Long Rescaled)

• GICS Industry Hotels, Restaurants & Leisure % (Long Rescaled)

• GICS Industry Diversified Consumer Services % (Long Rescaled)

• GICS Industry Media % (Long Rescaled)

• GICS Industry Distributors % (Long Rescaled)

• GICS Industry Internet & Catalog Retail % (Long Rescaled)

• GICS Industry Multiline Retail % (Long Rescaled)

• GICS Industry Specialty Retail % (Long Rescaled)

• GICS Industry Food & Staples Retailing % (Long Rescaled)

• GICS Industry Beverages % (Long Rescaled)

• GICS Industry Food Products % (Long Rescaled)

• GICS Industry Tobacco % (Long Rescaled)

• GICS Industry Household Products % (Long Rescaled)

• GICS Industry Personal Products % (Long Rescaled)

• GICS Industry Healthcare Equipment & Supplies % (Long Rescaled)

• GICS Industry Healthcare Providers & Services % (Long Rescaled)

• GICS Industry Healthcare Technology % (Long Rescaled)

• GICS Industry Biotech % (Long Rescaled)

• GICS Industry Pharmaceuticals % (Long Rescaled)

• GICS Industry Life Sciences Tools & Services % (Long Rescaled)

• GICS Industry Commercial Banks % (Long Rescaled)

• GICS Industry Thrifts & Mortgage Finance % (Long Rescaled)

• GICS Industry Diversified Financial Services % (Long Rescaled)

• GICS Industry Consumer Finance % (Long Rescaled)

• GICS Industry Capital Markets % (Long Rescaled)

• GICS Industry Insurance % (Long Rescaled)

• GICS Industry REITs % (Long Rescaled)

• GICS Industry Real Estate Management & Development % (Long Rescaled)

• GICS Industry Internet Software & Services % (Long Rescaled)

• GICS Industry IT Services % (Long Rescaled)

• GICS Industry Software % (Long Rescaled)

• GICS Industry Communications Equipment % (Long Rescaled)

• GICS Industry Computers & Peripherals % (Long Rescaled)

• GICS Industry Electronic Equipment & Instruments % (Long Rescaled)

• GICS Industry Office Electronics % (Long Rescaled)

• GICS Industry Semiconductors & Semiconductor Equipment % (Long Rescaled)

• GICS Industry Diversified Telecom Services % (Long Rescaled)

• GICS Industry Wireless Telecom Services % (Long Rescaled)

• GICS Industry Electric Utilities % (Long Rescaled)

• GICS Industry Gas Utilities % (Long Rescaled)

• GICS Industry Multi-Utilities % (Long Rescaled)

• GICS Industry Water Utilities % (Long Rescaled)

• GICS Industry Professional Services % (Long Rescaled)

• GICS Industry Industry Rescaling Factor (Long)

Equity Portfolio Statistics (Long)

• Portfolio Date

• Portfolio Currency

• Equity Style Box (Long)

• Average Market Cap (mil) (Long)

• P/E Ratio (TTM) (Long)

• P/B Ratio (TTM) (Long)

• P/S Ratio (TTM) (Long)

• P/C Ratio (TTM) (Long)

• Debt to Capital % (TTM) (Long)

• Net Margin % (TTM) (Long)

• ROA % (TTM) (Long)

• ROE % (TTM) (Long)

• Equity Style Factor P/E (Long)

• Equity Style Factor P/B (Long)

• Equity Style Factor P/S (Long)

• Equity Style Factor P/C (Long)

• Equity Style Factor Div Yld (Long)

• Equity Style Factor LT Earn Growth (Long)

• Equity Style Factor Hist earn Growth (Long)

• Equity Style Factor BV Growth (Long)

• Equity Style Factor Sales Growth (Long)

• Equity Style Factor CF Growth (Long)

Equity Portfolio Statistics (Short)

• Portfolio Date

• Portfolio Currency

• Equity Style Box (Short)

• Average Market Cap (mil) (Short)

• P/E Ratio (TTM) (Short)

• P/B Ratio (TTM) (Short)

• P/S Ratio (TTM) (Short)

• P/C Ratio (TTM) (Short)

• Debt to Capital % (TTM) (Short)

• Net Margin % (TTM) (Short)

• ROA % (TTM) (Short)

• ROE % (TTM) (Short)

• Equity Style Factor P/E (Short)

• Equity Style Factor P/B (Short)

• Equity Style Factor P/S (Short)

• Equity Style Factor P/C (Short)

• Equity Style Factor Div Yld (Short)

• Equity Style Factor LT Earn Growth (Short)

• Equity Style Factor Hist earn Growth (Short)

• Equity Style Factor BV Growth (Short)

• Equity Style Factor Sales Growth (Short)

• Equity Style Factor CF Growth (Short)

Equity Style Analysis

• Portfolio Date

• Equity Style Box (Long)

• Value-Growth Score (Long)

• Size Score (Long)

• Equity Style Large Cap % (Long Rescaled)

• Equity Style Mid Cap % (Long Rescaled)

• Equity Style Small Cap % (Long Rescaled)

• Equity Style Value % (Long Rescaled)

• Equity Style Core % (Long Rescaled)

• Equity Style Growth % (Long Rescaled)

• Equity Style Large Value % (Long Rescaled)

• Equity Style Large Core % (Long Rescaled)

• Equity Style Large Growth % (Long Rescaled)

• Equity Style Mid Value % (Long Rescaled)

• Equity Style Mid Core % (Long Rescaled)

• Equity Style Mid Growth % (Long Rescaled)

• Equity Style Small Value % (Long Rescaled)

• Equity Style Small Core % (Long Rescaled)

• Equity Style Small Growth % (Long Rescaled)

• Equity Style Rescaling Factor (Long)

• Market Cap Giant % (Long Rescaled)

• Market Cap Large % (Long Rescaled)

• Market Cap Mid % (Long Rescaled)

• Market Cap Small % (Long Rescaled)

• Market Cap Micro % (Long Rescaled)

• Equity Mkt Cap Rescaling Factor (Long)

• Value Growth Consistency (Long)

• Size Consistency (Long)

• Style Consistency (Long)

• Value Growth Dispersion (Long)

• Size Dispersion (Long)

• Style Dispersion (Long)

Equity Regional Exposure

• Portfolio Date

• Equity Region Africa/Middle East % (Long Rescaled)

• Equity Region Americas % (Long Rescaled)

• Equity Region Australasia % (Long Rescaled)

• Equity Region Greater Asia % (Long Rescaled)

• Equity Region Asia dev % (Long Rescaled)

• Equity Region Asia emrg % (Long Rescaled)

• Equity Region Greater Europe % (Long Rescaled)

• Equity Region Europe dev % (Long Rescaled)

• Equity Region Europe emrg % (Long Rescaled)

• Equity Region Japan % (Long Rescaled)

• Equity Region Latin America % (Long Rescaled)

• Equity Region North America % (Long Rescaled)

• Equity Region United Kingdom % (Long Rescaled)

• Equity Region Rescaling Factor (Long)

• Equity Region Developed % (Long Rescaled)

• Equity Region Emerging % (Long Rescaled)

• Equity Region Not Classified % (Long Rescaled)

• Equity Region Dev Status Rescaling Factor (Long)

Equity Country Exposure

• Portfolio Date

• Equity Country % (Long Rescaled) - Argentina, Australia, Austria, Belgium, Brazil, Canada, Chile, Chine, Czech Republic, Denmark, Finland, France, Germany, Greece, Hong Kong, Hungary, India, Indonesia, Ireland, Israel, Italy, Japan, Malaysia, Mexico, Netherlands, New Zealand, Norway, Pakistan, Philippines, Poland, Portugal, Russia, Singapore, Slovakia, South Africa, South Korea, Spain, Sweden, Switzerland, Taiwan, Thailand, Turkey, United Kingdom, United States, Venezuela, Vietnam, Lithuania, Latvia, Estonia, Other Countries

• Equity Country Rescaling Factor (Long)

Fixed-Inc Portfolio Statistics

• Portfolio Date

• Fixed Inc Style Box (Long)

• Average Credit Quality

• Average Eff Duration

• Average Eff Maturity

• Average Coupon

• Average Price

• # of Holdings

• % Asset in Top 10 Holdings

• # of Bond Holdings

• Credit Quality Date

• Credit Quality % - AAA, AA, A, BBB, BB, B, Below B, Not Rated

• Coupon % (Long Rescaled) - 0, 0-1, 1-2, 2-3, 3-4, 4-5, 5-6, 6-7, 7-8, 8-9, 9-10, 10-11, 11-12, 12-15, 15+

• Coupon Rescaling Factor (Long)

• Maturity % (Long Rescaled) - 1-3 Yr, 3-5 Yr, 5-7 Yr, 7-10 Yr, 10-15 Yr, 15-20 Yr, 20-30 Yr, 30+ Yr

• Maturity Rescaling Factor (Long)

Fixed-Inc Sector Exposure

• Portfolio Date

• Fixed-Inc Super Sector US Govt Debt % (Long Rescaled)

• Fixed-Inc Super Sector Mortgage % (Long Rescaled)

• Fixed-Inc Super Sector US Credit % (Long Rescaled)

• Fixed-Inc Super Sector Non-US % (Long Rescaled)

• Fixed-Inc Sector Asset-backed % (Long Rescaled)

• Fixed-Inc Sector Cash % (Long Rescaled)

• Fixed-Inc Sector Convertible % (Long Rescaled)

• Fixed-Inc Sector Non-Us Corp % (Long Rescaled)

• Fixed-Inc Sector Non-US Govt % (Long Rescaled)

• Fixed-Inc Sector Mortgage ARM % (Long Rescaled)

• Fixed-Inc Sector Mortgage CMO % (Long Rescaled)

• Fixed-Inc Sector Mtg Pass-thru % (Long Rescaled)

• Fixed-Inc Sector Municipal % (Long Rescaled)

• Fixed-Inc Sector US Agency % (Long Rescaled)

• Fixed-Inc Sector US Corporate % (Long Rescaled)

• Fixed-Inc Sector US Infl Prot % (Long Rescaled)

• Fixed-Inc Sector US TIPS % (Long Rescaled)

• Fixed-Inc Sector US Treasury % (Long Rescaled)

• Fixed Inc Sector Rescaling Factor (Long)

Fixed-Inc Muni Sector Exposure

• Portfolio Date

• Muni Super Gen Obligation % (Long Rescaled)

• Muni Super Advance Refunded % (Long Rescaled)

• Muni Super Appropriated Tobacco % (Long Rescaled)

• Muni Super Education % (Long Rescaled)

• Muni Super Health % (Long Rescaled)

• Muni Super Health % (Long Rescaled)

• Muni Super Housing % (Long Rescaled)

• Muni Super Industrial % (Long Rescaled)

• Muni Super Transportation % (Long Rescaled)

• Muni Super Utilities % (Long Rescaled)

• Muni Super Water/Sewer % (Long Rescaled)

• Muni Super Misc Revenue % (Long Rescaled)

• Muni Primary Gen Obligation % (Long Rescaled)

• Muni Primary Advance Refunded % (Long Rescaled)

• Muni Primary Appropriated Tobacco % (Long Rescaled)

• Muni Primary Gen Education % (Long Rescaled)

• Muni Primary Higher Education % (Long Rescaled)

• Muni Primary Other Education % (Long Rescaled)

• Muni Primary Hospitals/Equipment Loans % (Long Rescaled)

• Muni Primary Nursing Homes/Retire Care % (Long Rescaled)

• Muni Primary Housing % (Long Rescaled)

• Muni Primary Industrial Development % (Long Rescaled)

• Muni Primary Pollution Control % (Long Rescaled)

• Muni Primary Other Industrial % (Long Rescaled)

• Muni Primary Airlines % (Long Rescaled)

• Muni Primary Street Infrastructure % (Long Rescaled)

• Muni Primary Ports % (Long Rescaled)

• Muni Primary Other Transportation % (Long Rescaled)

• Muni Primary Utilities % (Long Rescaled)

• Muni Primary Water/Sewer % (Long Rescaled)

• Muni Primary Misc Revenue % (Long Rescaled)

• Muni State GO % (Long Rescaled)

• Muni Local GO % (Long Rescaled)

• Muni Prerefunded % (Long Rescaled)

• Muni Escrowed to Maturity % (Long Rescaled)

• Muni State Appropriated Tobacco % (Long Rescaled)

• Muni Non-State Appropriated Tobacco % (Long Rescaled)

• Muni Libraries/Museums % (Long Rescaled)

• Muni Primary/Secondary Education % (Long Rescaled)

• Muni Charter Schools % (Long Rescaled)

• Muni Other General Education % (Long Rescaled)

• Muni Private Higher Education % (Long Rescaled)

• Muni Public Higher Education % (Long Rescaled)

• Muni Student Loans % (Long Rescaled)

• Muni Other Higher Education % (Long Rescaled)

• Muni Other Education % (Long Rescaled)

• Muni Hospitals % (Long Rescaled)

• Muni Hospital Equipment Loans % (Long Rescaled)

• Muni Nursing Homes % (Long Rescaled)

• Muni Life Care/Retirement Centers % (Long Rescaled)

• Muni Other Health % (Long Rescaled)

• Muni Single-Family Housing % (Long Rescaled)

• Muni Multi-Family Housing % (Long Rescaled)

• Muni Public Housing % (Long Rescaled)

• Muni Other Housing % (Long Rescaled)

• Muni Industrial Development % (Long Rescaled)

• Muni Pollution Control % (Long Rescaled)

• Muni Other Industrial % (Long Rescaled)

• Muni Secured Airlines % (Long Rescaled)

• Muni Unsecured Airlines % (Long Rescaled)

• Muni Toll Roads % (Long Rescaled)

• Muni Streets/Highways % (Long Rescaled)

• Muni Bridges % (Long Rescaled)

• Muni Tunnels % (Long Rescaled)

• Muni Parking Facilities % (Long Rescaled)

• Muni Airport % (Long Rescaled)

• Muni Seaports/Marine Terminals % (Long Rescaled)

• Muni Other Transportation % (Long Rescaled)

• Muni Electricity/Public Power % (Long Rescaled)

• Muni Gas % (Long Rescaled)

• Muni Telephone % (Long Rescaled)

• Muni Other Utilities % (Long Rescaled)

• Muni Water/Sewer % (Long Rescaled)

• Muni Misc Revenue % (Long Rescaled)

• Muni Sector Rescaling Factor % (Long)

• Muni State % (Long Rescaled) - Alabama, Alaska, Arizona, Arkansas, California, Colorado, Connecticut, Delaware, Florida, Georgia, Hawaii, Idaho, Illinois, Indiana, Iowa, Kansas, Kentucky, Louisiana, Maine, Maryland, Massachusetts, Michigan, Minnesota, Mississippi, Missouri, Montana, Nebraska, Nevada, New Hampshire, New Jersey, New Mexico, New York, North Carolina, North Dakota, Ohio, Oklahoma, Oregon, Pennsylvania, Rhode Island, South Carolina, South Dakota, Tennessee, Texas, Utah, Vermont, Virginia, Washington, West Virginia, Wisconsin, Wyoming

• Muni State Rescaling Factor % (Long)