US Enhanced Liquidity

Investment Objective

Seeks to achieve returns in excess of the benchmark over a market cycle.

Investment Style

Construct a portfolio using money market securities and short duration assets, including primarily corporate notes, corporate paper, asset-backed securities, U.S. Agency paper and bank obligations. Value can be added through yield curve management, sector allocation and security selection.

Investment Vehicles

Separate Account: Contact your CSE or call 1-626-844-9400
Commingled Vehicle Available

Performance as of September 30, 2017

Returns for periods greater than one year are annualized. Please see the Performance Disclosure for more information.

Snapshot

Strategy AUM: Total US Enhanced Liquidity Assets:
US$7.6 billion (as of June 30, 2017)
Benchmark: Custom Index*
Inception Date: 01 Jan 94

Sector Allocation as of June 30, 2017

US Enhanced Liquidity | Sector Allocation as of June 30, 2017
Note: Sector allocation includes look-through to any underlying commingled vehicles if held. All weightings are a percentage of total market value. A negative cash position may be reported, which is primarily due to the portfolio's unsettled trade activity. Data may not sum to 100% due to rounding.

Portfolio Characteristics as of June 30, 2017

US Enhanced Liquidity | Portfolio Characteristics as of June 30, 2017
Past performance is not indicative of future investment results, the value of any investment can fall as well as rise.
* The Custom Index is comprised of 67% Citigroup 3-Month T-Bill Index and 33% Barclays 1-3 Year Government Bond Index.