US Agency MBS Plus Aggregate

Investment Objective

Exceed the benchmark return by 100 basis points annually over the course of a market cycle while approximating benchmark risk.

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 CSE or call 1-626-844-9400
Commingled Vehicle Available

Performance as of December 31, 2016

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

Historical Performance: By Calendar Year

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Snapshot

Strategy AUM: Total US Agency MBS Plus Aggregate Assets:
US$2.8 billion (as of December 31, 2016)
Benchmark: Bloomberg Barclays U.S. MBS Bond Index
Inception Date: 01 Dec 04
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Sector Allocation

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Portfolio Characteristics

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Past performance is not indicative of future investment results, the value of any investment can fall as well as rise.