US Agency MBS Plus Aggregate

Investment Style

Construct portfolios that invest primarily in agency RMBS and CMBS guaranteed by Ginnie Mae (GNMA), Fannie Mae (FNMA) and Freddie Mac (FHLMC). These portfolios may also invest a portion of their assets in non-agency RMBS and CMBS, which seek to provide a yield pickup and low correlation to agency MBS.

Investment Vehicles

Separate Account: Contact your Client Service Executive or call 1-626-844-9400
Commingled Vehicle Available

Performance as of June 30, 2018

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

Snapshot

Strategy AUM: Total US Agency MBS Plus Aggregate Assets:
US$2.2 billion (as of June 30, 2018)
Benchmark: Bloomberg Barclays U.S. MBS Bond Index
Inception Date: 01 Dec 04

Sector Allocation as of June 30, 2018

US Agency MBS Plus Aggregate | Sector Allocation as of June 30, 2018
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, 2018

US Agency MBS Plus Aggregate | Portfolio Characteristics as of June 30, 2018
IMPORTANT INFORMATION: All investments involve risk including loss of principal. Past performance is not indicative of future investment results. This information is only for use by professional clients, eligible counterparties or qualified investors. It is not aimed at, or for use by, retail clients.