UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-04146
JOHN HANCOCK VARIABLE INSURANCE TRUST
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(Exact name of registrant as specified in charter)
601 CONGRESS STREET, BOSTON, MA 02210-2805
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(Address of principal executive offices) (Zip code)
SALVATORE SCHIAVONE, 601 CONGRESS STREET, BOSTON, MA 02210-2805
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(Name and address of agent for service)
Registrant's telephone number, including area code: (617) 663-4497
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Date of fiscal year end: 12/31
Date of reporting period: 6/30/14
ITEM 1. REPORTS TO STOCKHOLDERS.
The Registrant prepared four semiannual reports to shareholders for the period ended June 30, 2014. The first report applies to 58 of the Registrant’s portfolios, the second report applies to 16 of the Registrant’s portfolios, the third report applies to 14 of the Registrant’s portfolios and the fourth report applies to 5 of the Registrant’s portfolios.
Sector weightings | 3 |
Shareholder expense example | 7 |
Summary portfolio of investments (See below for each Portfolio’s page #) | 14 |
Statements of assets and liabilities | 58 |
Statements of operations | 71 |
Statements of changes in net assets | 84 |
Financial highlights | 93 |
Notes to financial statements | 117 |
Special shareholder meeting | 169 |
Evaluation of advisory and subadvisory agreements by the board of trustees | 170 |
For more information | 189 |
Portfolio | Summary portfolio of investments | |||||
---|---|---|---|---|---|---|
500 Index Trust B | 14 | |||||
All Cap Core Trust | 15 | |||||
Alpha Opportunities Trust | 15 | |||||
American Asset Allocation Trust | 17 | |||||
American Global Growth Trust | 17 | |||||
American Growth Trust | 17 | |||||
American Growth-Income Trust | 17 | |||||
American International Trust | 17 | |||||
American New World Trust | 17 | |||||
Blue Chip Growth Trust | 17 | |||||
Capital Appreciation Trust | 18 | |||||
Capital Appreciation Value Trust | 19 | |||||
Core Strategy Trust | 21 | |||||
Emerging Markets Value Trust | 21 | |||||
Equity-Income Trust | 22 | |||||
Financial Services Trust | 23 | |||||
Franklin Templeton Founding Allocation Trust | 24 | |||||
Fundamental All Cap Core Trust | 24 | |||||
Fundamental Large Cap Value Trust | 25 | |||||
Fundamental Value Trust | 26 | |||||
Global Trust | 27 | |||||
Health Sciences Trust | 28 | |||||
International Core Trust | 29 | |||||
International Equity Index Trust B | 30 | |||||
International Growth Stock Trust | 32 | |||||
International Small Company Trust | 33 | |||||
International Value Trust | 34 | |||||
Lifestyle Aggressive PS Series | 35 | |||||
Lifestyle Balanced PS Series | 36 | |||||
Lifestyle Conservative PS Series | 36 | |||||
Lifestyle Growth PS Series | 36 | |||||
Lifestyle Moderate PS Series | 36 | |||||
Mid Cap Index Trust | 36 | |||||
Mid Cap Stock Trust | 37 | |||||
Mid Value Trust | 38 | |||||
Mutual Shares Trust | 39 | |||||
Natural Resources Trust | 41 | |||||
Real Estate Securities Trust | 42 | |||||
Science & Technology Trust | 43 | |||||
Small Cap Growth Trust | 43 | |||||
Small Cap Index Trust | 44 | |||||
Small Cap Opportunities Trust | 45 | |||||
Small Cap Value Trust | 46 | |||||
Small Company Growth Trust | 47 | |||||
Small Company Value Trust | 48 | |||||
Strategic Equity Allocation Trust | 49 | |||||
Total Stock Market Index Trust | 50 | |||||
U.S. Equity Trust | 51 | |||||
Utilities Trust | 52 | |||||
Value Trust | 53 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 18.3 | |||||
Financials | 15.5 | |||||
Health Care | 13.0 | |||||
Consumer Discretionary | 11.5 | |||||
Energy | 10.5 | |||||
Industrials | 10.2 | |||||
Consumer Staples | 9.2 | |||||
Materials | 3.4 | |||||
Utilities | 3.1 | |||||
Telecommunication Services | 2.5 | |||||
Short-Term Investments & Other | 2.8 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 19.1 | |||||
Financials | 14.4 | |||||
Health Care | 14.3 | |||||
Industrials | 13.9 | |||||
Energy | 10.7 | |||||
Consumer Discretionary | 10.6 | |||||
Consumer Staples | 6.6 | |||||
Utilities | 3.5 | |||||
Materials | 3.0 | |||||
Telecommunication Services | 3.0 | |||||
Short-Term Investments & Other | 0.9 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 21.2 | |||||
Consumer Discretionary | 16.7 | |||||
Industrials | 15.5 | |||||
Health Care | 14.6 | |||||
Financials | 10.8 | |||||
Energy | 8.3 | |||||
Consumer Staples | 5.2 | |||||
Materials | 4.3 | |||||
Utilities | 0.9 | |||||
Telecommunication Services | 0.5 | |||||
Short-Term Investments & Other | 2.0 |
Sector Weighting** | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 11.4 | |||||
Consumer Discretionary | 10.5 | |||||
Financials | 10.3 | |||||
Industrials | 8.2 | |||||
Health Care | 7.6 | |||||
Energy | 7.4 | |||||
Materials | 5.4 | |||||
Consumer Staples | 5.1 | |||||
Utilities | 1.0 | |||||
Telecommunication Services | 0.5 | |||||
Short-Term Investments & Other | 32.6 |
Sector Weighting** | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 20.4 | |||||
Health Care | 16.9 | |||||
Information Technology | 16.7 | |||||
Financials | 14.3 | |||||
Industrials | 8.5 | |||||
Consumer Staples | 7.5 | |||||
Energy | 4.0 | |||||
Materials | 3.3 | |||||
Telecommunication Services | 2.7 | |||||
Utilities | 0.6 | |||||
Short-Term Investments & Other | 5.1 |
Sector Weighting** | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 18.5 | |||||
Information Technology | 18.1 | |||||
Financials | 14.2 | |||||
Health Care | 13.9 | |||||
Energy | 11.6 | |||||
Industrials | 10.6 | |||||
Consumer Staples | 5.8 | |||||
Materials | 2.7 | |||||
Telecommunication Services | 0.3 | |||||
Utilities | 0.2 | |||||
Short-Term Investments & Other | 4.1 |
Sector Weighting** | | % of Total | ||||
---|---|---|---|---|---|---|
Health Care | 17.4 | |||||
Information Technology | 16.8 | |||||
Consumer Discretionary | 14.0 | |||||
Industrials | 10.9 | |||||
Energy | 9.9 | |||||
Financials | 7.5 | |||||
Materials | 7.3 | |||||
Consumer Staples | 6.9 | |||||
Telecommunication Services | 2.2 | |||||
Utilities | 1.0 | |||||
Short-Term Investments & Other | 6.1 |
Sector Weighting** | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 20.1 | |||||
Consumer Discretionary | 15.7 | |||||
Health Care | 13.3 | |||||
Industrials | �� | 12.6 | ||||
Information Technology | 12.6 | |||||
Consumer Staples | 6.1 | |||||
Materials | 4.5 | |||||
Telecommunication Services | 3.7 | |||||
Energy | 3.2 | |||||
Utilities | 3.2 | |||||
Short-Term Investments & Other | 5.0 |
Sector Weighting** | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 16.9 | |||||
Financials | 13.8 | |||||
Consumer Discretionary | 13.4 | |||||
Energy | 10.9 | |||||
Consumer Staples | 10.6 | |||||
Health Care | 6.9 | |||||
Industrials | 4.2 | |||||
Telecommunication Services | 3.9 | |||||
Materials | 3.8 | |||||
Utilities | 1.6 | |||||
Short-Term Investments & Other | 14.0 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 26.7 | |||||
Information Technology | 21.5 | |||||
Health Care | 17.6 | |||||
Industrials | 14.5 | |||||
Financials | 5.6 | |||||
Energy | 5.2 | |||||
Materials | 3.8 | |||||
Telecommunication Services | 2.4 | |||||
Consumer Staples | 2.1 | |||||
Short-Term Investments & Other | 0.6 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 30.1 | |||||
Information Technology | 29.2 | |||||
Health Care | 19.4 | |||||
Industrials | 7.8 | |||||
Energy | 5.5 | |||||
Consumer Staples | 3.6 | |||||
Materials | 2.1 | |||||
Telecommunication Services | 1.2 | |||||
Financials | 1.0 | |||||
Short-Term Investments & Other | 0.1 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 13.2 | |||||
Financials | 13.1 | |||||
Industrials | 11.7 | |||||
Health Care | 11.6 | |||||
Energy | 7.8 | |||||
Consumer Staples | 7.5 | |||||
Information Technology | 7.2 | |||||
Telecommunication Services | 7.1 | |||||
U.S. Government | 5.6 | |||||
Utilities | 5.2 | |||||
Asset Backed Securities | 0.6 | |||||
Materials | 0.6 | |||||
Short-Term Investments & Other | 8.8 |
Asset Allocation# | | % of Total | ||||
---|---|---|---|---|---|---|
Equity | 70.4 | |||||
Large Blend | 70.4 | |||||
Fixed Income | 29.6 | |||||
Intermediate Bond | 29.6 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 30.7 | |||||
Materials | 18.9 | |||||
Energy | 14.5 | |||||
Industrials | 12.2 | |||||
Information Technology | 7.9 | |||||
Consumer Discretionary | 6.9 | |||||
Consumer Staples | 3.7 | |||||
Utilities | 3.0 | |||||
Telecommunication Services | 1.5 | |||||
Health Care | 0.3 | |||||
Short-Term Investments & Other | 0.4 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 18.1 | |||||
Energy | 15.7 | |||||
Industrials | 13.8 | |||||
Consumer Discretionary | 10.2 | |||||
Information Technology | 10.1 | |||||
Health Care | 6.1 | |||||
Utilities | 5.7 | |||||
Materials | 4.9 | |||||
Consumer Staples | 4.6 | |||||
Telecommunication Services | 3.4 | |||||
Short-Term Investments & Other | 7.4 |
Industry Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Banks | 47.9 | |||||
Insurance | 18.1 | |||||
Capital Markets | 17.9 | |||||
Real Estate Investment Trusts | 5.5 | |||||
Consumer Finance | 2.9 | |||||
IT Services | 0.9 | |||||
Thrifts & Mortgage Finance | 0.3 | |||||
Short-Term Investments & Other | 6.5 |
Asset Allocation# | | % of Total | ||||
---|---|---|---|---|---|---|
Conservative Allocation | 33.4 | |||||
International Small Cap | 33.4 | |||||
International | 33.2 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 28.7 | |||||
Financials | 26.0 | |||||
Consumer Discretionary | 23.7 | |||||
Energy | 6.2 | |||||
Industrials | 5.7 | |||||
Materials | 3.6 | |||||
Consumer Staples | 2.6 | |||||
Health Care | 1.3 | |||||
Short-Term Investments & Other | 2.2 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 30.6 | |||||
Energy | 16.3 | |||||
Information Technology | 12.9 | |||||
Consumer Discretionary | 12.3 | |||||
Consumer Staples | 10.3 | |||||
Industrials | 7.3 | |||||
Health Care | 5.8 | |||||
Materials | 2.8 | |||||
Short-Term Investments & Other | 1.7 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 30.8 | |||||
Energy | 15.7 | |||||
Information Technology | 13.2 | |||||
Consumer Discretionary | 12.2 | |||||
Consumer Staples | 10.1 | |||||
Industrials | 7.2 | |||||
Health Care | 5.8 | |||||
Materials | 2.4 | |||||
Short-Term Investments & Other | 2.6 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 21.1 | |||||
Health Care | 16.2 | |||||
Energy | 16.2 | |||||
Industrials | 10.8 | |||||
Information Technology | 10.5 | |||||
Consumer Discretionary | �� | 10.1 | ||||
Telecommunication Services | 6.7 | |||||
Materials | 4.9 | |||||
Consumer Staples | 2.3 | |||||
Short-Term Investments & Other | 1.2 |
Industry Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Biotechnology | 33.3 | |||||
Pharmaceuticals | 20.9 | |||||
Health Care Providers & Services | 20.8 | |||||
Health Care Equipment & Supplies | 11.7 | |||||
Life Sciences Tools & Services | 4.5 | |||||
Food & Staples Retailing | 2.6 | |||||
Industrial Conglomerates | 2.5 | |||||
Health Care Technology | 1.3 | |||||
Electronic Equipment, Instruments & Components | 0.8 | |||||
Professional Services | 0.5 | |||||
Software | 0.1 | |||||
Short-Term Investments & Other | 1.0 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Energy | 17.4 | |||||
Financials | 16.3 | |||||
Consumer Discretionary | 12.4 | |||||
Industrials | 12.3 | |||||
Telecommunication Services | 8.9 | |||||
Materials | 8.4 | |||||
Utilities | 7.7 | |||||
Health Care | 6.7 | |||||
Information Technology | 4.1 | |||||
Consumer Staples | 4.0 | |||||
Short-Term Investments & Other | 1.8 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 25.9 | |||||
Industrials | 10.8 | |||||
Consumer Discretionary | 10.4 | |||||
Energy | 9.7 | |||||
Consumer Staples | 9.5 | |||||
Materials | 8.4 | |||||
Health Care | 7.9 | |||||
Information Technology | 6.7 | |||||
Telecommunication Services | 5.0 | |||||
Utilities | 3.5 | |||||
Short-Term Investments & Other | 2.2 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Consumer Discretionary | 22.5 | |||||
Financials | 15.9 | |||||
Information Technology | 13.3 | |||||
Health Care | 10.6 | |||||
Industrials | 9.9 | |||||
Consumer Staples | 8.8 | |||||
Energy | 8.5 | |||||
Materials | 3.6 | |||||
Utilities | 0.8 | |||||
Short-Term Investments & Other | 6.1 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Industrials | 26.5 | |||||
Consumer Discretionary | 17.5 | |||||
Financials | 13.3 | |||||
Materials | 10.8 | |||||
Information Technology | 9.9 | |||||
Consumer Staples | 6.3 | |||||
Energy | 6.0 | |||||
Health Care | 5.6 | |||||
Utilities | 2.3 | |||||
Telecommunication Services | 1.4 | |||||
Short-Term Investments & Other | 0.4 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 24.8 | |||||
Energy | 18.7 | |||||
Health Care | 14.2 | |||||
Industrials | 8.6 | |||||
Consumer Discretionary | 7.8 | |||||
Information Technology | 6.8 | |||||
Materials | 5.7 | |||||
Telecommunication Services | 5.3 | |||||
Consumer Staples | 3.7 | |||||
Utilities | 0.3 | |||||
Short-Term Investments & Other | 4.1 |
Asset Allocation# | | % of Total | ||||
---|---|---|---|---|---|---|
Equity | 87.5 | |||||
Large Blend | 87.5 | |||||
Exchange-Traded Funds | 12.5 |
Asset Allocation# | | % of Total | ||||
---|---|---|---|---|---|---|
Equity | 50.3 | |||||
Large Blend | 50.3 | |||||
Fixed Income | 49.7 | |||||
Intermediate Bond | 49.7 |
Asset Allocation# | | % of Total | ||||
---|---|---|---|---|---|---|
Equity | 20.0 | |||||
Large Blend | 20.0 | |||||
Fixed Income | 80.0 | |||||
Intermediate Bond | 80.0 |
Asset Allocation# | | % of Total | ||||
---|---|---|---|---|---|---|
Equity | 70.0 | |||||
Large Blend | 70.0 | |||||
Fixed Income | 30.0 | |||||
Intermediate Bond | 30.0 |
Asset Allocation# | | % of Total | ||||
---|---|---|---|---|---|---|
Equity | 40.0 | |||||
Large Blend | 40.0 | |||||
Fixed Income | 60.0 | |||||
Intermediate Bond | 60.0 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 21.5 | |||||
Industrials | 16.6 | |||||
Information Technology | 16.0 | |||||
Consumer Discretionary | 12.7 | |||||
Health Care | 9.3 | |||||
Materials | 7.4 | |||||
Energy | 5.1 | |||||
Utilities | 4.7 | |||||
Consumer Staples | 3.4 | |||||
Telecommunication Services | 0.5 | |||||
Short-Term Investments & Other | 2.8 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 25.8 | |||||
Consumer Discretionary | 20.5 | |||||
Industrials | 18.2 | |||||
Health Care | 14.7 | |||||
Consumer Staples | 6.6 | |||||
Financials | 5.3 | |||||
Energy | 4.4 | |||||
Materials | 2.4 | |||||
Short-Term Investments & Other | 2.1 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 25.7 | |||||
Consumer Discretionary | 10.4 | |||||
Energy | 10.1 | |||||
Industrials | 10.0 | |||||
Utilities | 9.0 | |||||
Health Care | 8.7 | |||||
Consumer Staples | 8.0 | |||||
Materials | 7.9 | |||||
Information Technology | 5.0 | |||||
Telecommunication Services | 0.7 | |||||
Short-Term Investments & Other | 4.5 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 19.0 | |||||
Information Technology | 12.5 | |||||
Health Care | 12.4 | |||||
Consumer Discretionary | 12.2 | |||||
Energy | 11.7 | |||||
Consumer Staples | 11.6 | |||||
Materials | 4.9 | |||||
Industrials | 4.6 | |||||
Utilities | 2.8 | |||||
Telecommunication Services | 1.7 | |||||
Municipal Bonds | 0.3 | |||||
Short-Term Investments & Other | 6.3 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Energy | 62.9 | |||||
Materials | 27.2 | |||||
Industrials | 5.7 | |||||
Information Technology | 2.0 | |||||
Short-Term Investments & Other | 2.2 |
Industry Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Specialized REITs | 26.2 | |||||
Retail REITs | 25.4 | |||||
Office REITs | 17.0 | |||||
Residential REITs | 16.4 | |||||
Diversified REITs | 8.9 | |||||
Industrial REITs | 4.1 | |||||
Real Estate Operating Companies | 1.0 | |||||
Short-Term Investments & Other | 1.0 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 77.2 | |||||
Consumer Discretionary | 12.4 | |||||
Health Care | 3.0 | |||||
Telecommunication Services | 1.8 | |||||
Industrials | 0.7 | |||||
Short-Term Investments & Other | 4.9 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 28.4 | |||||
Industrials | 20.5 | |||||
Health Care | 17.4 | |||||
Consumer Discretionary | 15.5 | |||||
Financials | 7.9 | |||||
Energy | 4.8 | |||||
Materials | 2.8 | |||||
Consumer Staples | 2.4 | |||||
Short-Term Investments & Other | 0.3 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 22.5 | |||||
Information Technology | 17.5 | |||||
Industrials | 13.9 | |||||
Health Care | 13.0 | |||||
Consumer Discretionary | 12.9 | |||||
Energy | 6.2 | |||||
Materials | 5.0 | |||||
Utilities | 3.3 | |||||
Consumer Staples | 3.1 | |||||
Telecommunication Services | 0.8 | |||||
Short-Term Investments & Other | 1.8 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 22.2 | |||||
Information Technology | 17.3 | |||||
Industrials | 17.3 | |||||
Consumer Discretionary | 11.6 | |||||
Energy | 10.2 | |||||
Health Care | 9.5 | |||||
Materials | 6.8 | |||||
Consumer Staples | 2.0 | |||||
Utilities | 1.1 | |||||
Telecommunication Services | 0.8 | |||||
Short-Term Investments & Other | 1.2 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 20.7 | |||||
Industrials | 18.4 | |||||
Information Technology | 12.7 | |||||
Health Care | 12.1 | |||||
Consumer Discretionary | 11.2 | |||||
Materials | 7.2 | |||||
Energy | 6.7 | |||||
Utilities | 4.0 | |||||
Consumer Staples | 3.3 | |||||
Short-Term Investments & Other | 3.7 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 25.0 | |||||
Health Care | 18.0 | |||||
Industrials | 17.1 | |||||
Consumer Discretionary | 12.0 | |||||
Financials | 10.6 | |||||
Energy | 7.3 | |||||
Materials | 4.0 | |||||
Consumer Staples | 2.2 | |||||
Telecommunication Services | 1.4 | |||||
Utilities | 0.8 | |||||
Short-Term Investments & Other | 1.6 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Industrials | 24.5 | |||||
Financials | 22.8 | |||||
Consumer Discretionary | 14.3 | |||||
Information Technology | 10.5 | |||||
Materials | 9.6 | |||||
Energy | 7.0 | |||||
Utilities | 4.3 | |||||
Health Care | 3.5 | |||||
Consumer Staples | 0.7 | |||||
Telecommunication Services | 0.4 | |||||
Short-Term Investments & Other | 2.4 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 18.7 | |||||
Information Technology | 13.8 | |||||
Health Care | 11.7 | |||||
Consumer Discretionary | 11.5 | |||||
Industrials | 11.3 | |||||
Consumer Staples | 9.0 | |||||
Energy | 8.8 | |||||
Materials | 5.0 | |||||
Utilities | 3.4 | |||||
Telecommunication Services | 3.0 | |||||
Short-Term Investments & Other | 3.8 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 17.8 | |||||
Financials | 16.5 | |||||
Consumer Discretionary | 12.8 | |||||
Health Care | 11.7 | |||||
Energy | 11.2 | |||||
Industrials | 10.7 | |||||
Consumer Staples | 8.4 | |||||
Materials | 3.6 | |||||
Utilities | 2.9 | |||||
Telecommunication Services | 2.3 | |||||
Short-Term Investments & Other | 2.1 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Information Technology | 31.7 | |||||
Health Care | 21.4 | |||||
Consumer Staples | 19.8 | |||||
Energy | 8.4 | |||||
Financials | 6.1 | |||||
Consumer Discretionary | 5.7 | |||||
Industrials | 4.4 | |||||
Materials | 0.6 | |||||
Telecommunication Services | 0.2 | |||||
Short-Term Investments & Other | 1.7 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Utilities | 56.2 | |||||
Energy | 16.4 | |||||
Telecommunication Services | 15.7 | |||||
Consumer Discretionary | 9.5 | |||||
Industrials | 0.3 | |||||
Short-Term Investments & Other | 1.9 |
Sector Weighting* | | % of Total | ||||
---|---|---|---|---|---|---|
Financials | 24.8 | |||||
Industrials | 14.5 | |||||
Consumer Discretionary | 12.6 | |||||
Health Care | 10.9 | |||||
Information Technology | 10.9 | |||||
Energy | 7.8 | |||||
Materials | 6.0 | |||||
Consumer Staples | 3.8 | |||||
Utilities | 3.2 | |||||
Telecommunication Services | 3.0 | |||||
Short-Term Investments & Other | 2.5 |
* | As a percentage of net assets. |
** | The weightings represent the holdings of the American Funds Insurance Series. For further details, please visit the American Funds Web site at americanfunds.com/afis. |
ˆ | Underlying funds as a percentage of net assets. |
# | Asset allocation of underlying funds as a percentage of net assets. |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period¹ 1/1/2014– 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,069.40 | $ | 1.54 | 0.30 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,068.50 | 2.56 | 0.50 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.30 | 2.51 | 0.50 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,069.90 | 1.28 | 0.25 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.60 | 1.25 | 0.25 | % | ||||||||||||||
All Cap Core Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,061.60 | $ | 4.40 | 0.86 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,061.00 | 5.42 | 1.06 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,061.60 | 4.14 | 0.81 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81 | % | ||||||||||||||
Alpha Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,066.60 | $ | 5.28 | 1.03 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,066.60 | 5.02 | 0.98 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.98 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period¹ 1/1/2014– 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Asset Allocation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,038.80 | $ | 3.13 | 0.62 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,037.50 | 3.89 | 0.77 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,040.10 | 1.37 | 0.27 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27 | %2 | ||||||||||||||
American Global Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,023.60 | $ | 3.11 | 0.62 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,023.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,025.60 | 1.36 | 0.27 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27 | %2 | ||||||||||||||
American Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,053.50 | $ | 3.16 | 0.62 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,052.30 | 3.92 | 0.77 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,055.00 | 1.38 | 0.27 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27 | %2 | ||||||||||||||
American Growth-Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,067.40 | $ | 3.18 | 0.62 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,067.10 | 3.95 | 0.77 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,069.30 | 1.39 | 0.27 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27 | %2 | ||||||||||||||
American International Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,035.90 | $ | 3.13 | 0.62 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.11 | 0.62 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,035.40 | 3.89 | 0.77 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,037.60 | 1.36 | 0.27 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.35 | 0.27 | %2 | ||||||||||||||
American New World Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,047.00 | $ | 3.35 | 0.66 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.31 | 0.66 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,046.40 | 4.11 | 0.81 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81 | %2 | ||||||||||||||
Series III — Actual | 1,000.00 | 1,048.50 | 1.57 | 0.31 | %2 | ||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.56 | 0.31 | %2 | ||||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,029.20 | $ | 4.18 | 0.83 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.16 | 0.83 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,028.30 | 5.18 | 1.03 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,029.20 | 3.92 | 0.78 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Capital Appreciation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,043.10 | $ | 3.95 | 0.78 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,041.70 | 4.96 | 0.98 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.98 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,043.10 | 3.70 | 0.73 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period¹ 1/1/2014– 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,069.10 | $ | 4.46 | 0.87 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.36 | 0.87 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,069.30 | 5.49 | 1.07 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,070.00 | 4.21 | 0.82 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82 | % | ||||||||||||||
Core Strategy Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,053.90 | $ | 0.56 | 0.11 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.20 | 0.55 | 0.11 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,053.00 | 1.58 | 0.31 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.56 | 0.31 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,054.50 | 0.31 | 0.06 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.50 | 0.30 | 0.06 | %2 | ||||||||||||||
Emerging Markets Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,063.50 | $ | 5.73 | 1.12 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.61 | 1.12 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,064.60 | 5.48 | 1.07 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Equity-Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,060.50 | $ | 4.24 | 0.83 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.16 | 0.83 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,059.70 | 5.26 | 1.03 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,061.20 | 3.99 | 0.78 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Financial Services Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,049.20 | $ | 4.73 | 0.93 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,048.80 | 5.74 | 1.13 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.66 | 1.13 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,049.30 | 4.47 | 0.88 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,075.10 | $ | 0.62 | 0.12 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.20 | 0.60 | 0.12 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,074.20 | 1.65 | 0.32 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.20 | 1.61 | 0.32 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,075.90 | 0.36 | 0.07 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.35 | 0.07 | %2 | ||||||||||||||
Fundamental All Cap Core Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,046.60 | $ | 3.81 | 0.75 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.76 | 0.75 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,046.20 | 4.82 | 0.95 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.76 | 0.95 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,047.40 | 3.55 | 0.70 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.51 | 0.70 | % | ||||||||||||||
Fundamental Large Cap Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,073.40 | $ | 3.70 | 0.72 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,072.90 | 4.73 | 0.92 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,074.00 | 3.45 | 0.67 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.36 | 0.67 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period¹ 1/1/2014– 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Fundamental Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,043.00 | $ | 4.36 | 0.86 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,042.10 | 5.37 | 1.06 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,043.20 | 4.10 | 0.81 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81 | % | ||||||||||||||
Global Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,051.20 | $ | 4.78 | 0.94 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.71 | 0.94 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,050.40 | 5.80 | 1.14 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.10 | 5.71 | 1.14 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,051.80 | 4.53 | 0.89 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.46 | 0.89 | % | ||||||||||||||
Health Sciences Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,105.50 | $ | 5.43 | 1.04 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.21 | 1.04 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,104.20 | 6.47 | 1.24 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.60 | 6.21 | 1.24 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,105.60 | 5.17 | 0.99 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99 | % | ||||||||||||||
International Core Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,074.40 | $ | 5.45 | 1.06 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,073.70 | 6.48 | 1.26 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.50 | 6.31 | 1.26 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,074.60 | 5.20 | 1.01 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % | ||||||||||||||
International Equity Index Trust B | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,054.80 | $ | 1.99 | 0.39 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.90 | 1.96 | 0.39 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,053.60 | 3.00 | 0.59 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.90 | 2.96 | 0.59 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,055.50 | 1.73 | 0.34 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.10 | 1.71 | 0.34 | % | ||||||||||||||
International Growth Stock Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,062.30 | $ | 4.96 | 0.97 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,061.10 | 5.98 | 1.17 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.00 | 5.86 | 1.17 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,061.70 | 4.70 | 0.92 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92 | % | ||||||||||||||
International Small Company Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,061.90 | $ | 5.98 | 1.17 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.00 | 5.86 | 1.17 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,060.30 | 7.00 | 1.37 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.00 | 6.85 | 1.37 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,061.90 | 5.73 | 1.12 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.61 | 1.12 | % | ||||||||||||||
International Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,035.20 | $ | 4.89 | 0.97 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,033.90 | 5.90 | 1.17 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.00 | 5.86 | 1.17 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,035.40 | 4.64 | 0.92 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period¹ 1/1/2014– 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,054.90 | $ | 0.87 | 0.17 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.85 | 0.17 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,054.20 | 1.88 | 0.37 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.00 | 1.86 | 0.37 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,054.90 | 0.61 | 0.12 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.20 | 0.60 | 0.12 | %2 | ||||||||||||||
Lifestyle Balanced PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,050.20 | $ | 0.56 | 0.11 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.20 | 0.55 | 0.11 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,048.60 | 1.57 | 0.31 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.56 | 0.31 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,049.50 | 0.30 | 0.06 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.50 | 0.30 | 0.06 | %2 | ||||||||||||||
Lifestyle Conservative PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,042.50 | $ | 0.66 | 0.13 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.65 | 0.13 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,042.50 | 1.67 | 0.33 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.20 | 1.66 | 0.33 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,043.30 | 0.41 | 0.08 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.40 | 0.08 | %2 | ||||||||||||||
Lifestyle Growth PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,053.80 | $ | 0.51 | 0.10 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.50 | 0.10 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,052.30 | 1.53 | 0.30 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,054.50 | 0.25 | 0.05 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.50 | 0.25 | 0.05 | %2 | ||||||||||||||
Lifestyle Moderate PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,047.80 | $ | 0.66 | 0.13 | %2 | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.10 | 0.65 | 0.13 | %2 | ||||||||||||||
Series II — Actual | 1,000.00 | 1,046.20 | 1.67 | 0.33 | %2 | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.20 | 1.66 | 0.33 | %2 | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,047.80 | 0.41 | 0.08 | %2 | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.40 | 0.08 | %2 | ||||||||||||||
Mid Cap Index Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,072.90 | $ | 2.36 | 0.46 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.50 | 2.31 | 0.46 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,071.70 | 3.39 | 0.66 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.31 | 0.66 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,073.30 | 2.11 | 0.41 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.80 | 2.06 | 0.41 | % | ||||||||||||||
Mid Cap Stock Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,056.50 | $ | 4.64 | 0.91 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.56 | 0.91 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,055.60 | 5.66 | 1.11 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.56 | 1.11 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,057.10 | 4.39 | 0.86 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Mid Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,096.50 | $ | 5.15 | 0.99 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,095.00 | 6.18 | 1.19 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.90 | 5.96 | 1.19 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,096.80 | 4.89 | 0.94 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.71 | 0.94 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period¹ 1/1/2014– 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Shares Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,077.10 | $ | 5.25 | 1.02 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.11 | 1.02 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,077.90 | 5.00 | 0.97 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Natural Resources Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,123.90 | $ | 6.00 | 1.14 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.55 | 5.71 | 1.14 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,122.30 | 7.05 | 1.34 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.10 | 6.71 | 1.34 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,124.00 | 5.74 | 1.09 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.46 | 1.09 | % | ||||||||||||||
Real Estate Securities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,182.10 | $ | 4.27 | 0.79 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,181.80 | 5.36 | 0.99 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.96 | 0.99 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,182.40 | 4.00 | 0.74 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74 | % | ||||||||||||||
Science & Technology Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,072.80 | $ | 5.55 | 1.08 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.41 | �� | 1.08 | % | |||||||||||||
Series II — Actual | 1,000.00 | 1,071.80 | 6.58 | 1.28 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.40 | 6.41 | 1.28 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,072.80 | 5.29 | 1.03 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Small Cap Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,047.60 | $ | 5.79 | 1.14 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.10 | 5.71 | 1.14 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,046.30 | 6.80 | 1.34 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.10 | 6.71 | 1.34 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,048.10 | 5.54 | 1.09 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.46 | 1.09 | % | ||||||||||||||
Small Cap Index Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,030.30 | $ | 2.62 | 0.52 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.20 | 2.61 | 0.52 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,029.20 | 3.62 | 0.72 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,030.30 | 2.37 | 0.47 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.50 | 2.36 | 0.47 | % | ||||||||||||||
Small Cap Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,027.60 | $ | 5.03 | 1.00 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.01 | 1.00 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,026.50 | 6.03 | 1.20 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.80 | 6.01 | 1.20 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,028.00 | 4.78 | 0.95 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.76 | 0.95 | % | ||||||||||||||
Small Cap Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,019.20 | $ | 5.61 | 1.12 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.61 | 1.12 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,018.10 | 6.60 | 1.32 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.20 | 6.61 | 1.32 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,019.20 | 5.36 | 1.07 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period¹ 1/1/2014– 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Company Growth Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,047.20 | $ | 5.33 | 1.05 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.26 | 1.05 | % | ||||||||||||||
Small Company Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,029.70 | $ | 5.33 | 1.06 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,028.40 | 6.34 | 1.26 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.50 | 6.31 | 1.26 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,029.70 | 5.08 | 1.01 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % | ||||||||||||||
Strategic Equity Allocation Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,059.90 | $ | 2.66 | 0.52 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.20 | 2.61 | 0.52 | % | ||||||||||||||
Total Stock Market Index Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,065.60 | $ | 2.92 | 0.57 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.00 | 2.86 | 0.57 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,064.60 | 3.94 | 0.77 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,065.60 | 2.66 | 0.52 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.20 | 2.61 | 0.52 | % | ||||||||||||||
U.S. Equity Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,056.50 | $ | 4.23 | 0.83 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.16 | 0.83 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,054.70 | 5.25 | 1.03 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,056.40 | 3.98 | 0.78 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Utilities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,169.00 | $ | 5.00 | 0.93 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,167.80 | 6.07 | 1.13 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.66 | 1.13 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,169.90 | 4.73 | 0.88 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,079.40 | $ | 3.97 | 0.77 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,078.10 | 5.00 | 0.97 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,079.50 | 3.71 | 0.72 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72 | % |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (181), and divided by 365 (to reflect the one-half year period). |
2 | Ratios do not include expenses indirectly incurred from underlying funds whose expense ratios can vary based on the mix of underlying funds held by the portfolios. The range of expense ratios of the underlying funds held by the portfolios for the period ended 6-30-14 was as follows: |
Portfolio | | Range | | Portfolio | | Range | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Funds | 0.29% – 0.78% | Lifestyle Balanced PS Series | 0.52% – 0.69% | |||||||||||
Core Strategy Trust | 0.52% – 0.59% | Lifestyle Conservative PS Series | 0.52% – 0.69% | |||||||||||
Franklin Templeton Founding Allocation Trust | 0.85% – 0.97% | Lifestyle Growth PS Series | 0.52% – 0.69% | |||||||||||
Lifestyle Aggressive PS Series | 0.52% – 0.52% | Lifestyle Moderate PS Series | 0.52% – 0.69% |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2014 (Unaudited) (showing percentage of total net assets)
This section shows the fund’s 50 largest portfolio holdings in unaffiliated issuers and any holdings exceeding 1% of the fund’s total net assets as of the report date. The remaining securities held by the fund are grouped as “Other Securities” in each category. You can request a complete schedule of portfolio holdings as of the report date, free of charge, by calling at 1-800-344-1029. This complete schedule, filed on the fund’s Form N-CSR, is also available on the SEC’s website at http://www.sec.gov.
500 Index Trust B
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.2% | ||||||||
Consumer Discretionary - 11.5% | ||||||||
Amazon.com, Inc. (I) | 66,787 | $ | 21,691,082 | 0.7% | ||||
Comcast Corp., Class A | 464,621 | 24,940,855 | 0.8% | |||||
McDonald’s Corp. | 177,915 | 17,923,157 | 0.6% | |||||
The Home Depot, Inc. | 245,105 | 19,843,701 | 0.6% | |||||
The Walt Disney Company | 288,694 | 24,752,624 | 0.8% | |||||
OTHER SECURITIES | 260,439,454 | 8.0% | ||||||
369,590,873 | ||||||||
Consumer Staples - 9.2% | ||||||||
Altria Group, Inc. | 355,215 | 14,897,717 | 0.4% | |||||
CVS Caremark Corp. | 208,795 | 15,736,879 | 0.5% | |||||
PepsiCo, Inc. | 271,374 | 24,244,553 | 0.7% | |||||
Philip Morris International, Inc. | 282,464 | 23,814,540 | 0.7% | |||||
The Coca-Cola Company | 675,383 | 28,609,224 | 0.9% | |||||
The Procter & Gamble Company | 485,166 | 38,129,196 | 1.2% | |||||
Wal-Mart Stores, Inc. | 288,320 | 21,644,182 | 0.7% | |||||
OTHER SECURITIES | 129,551,351 | 4.1% | ||||||
296,627,642 | ||||||||
Energy - 10.5% | ||||||||
Chevron Corp. | 340,326 | 44,429,559 | 1.4% | |||||
ConocoPhillips | 220,787 | 18,928,070 | 0.6% | |||||
Exxon Mobil Corp. | 768,749 | 77,397,649 | 2.4% | |||||
Occidental Petroleum Corp. | 141,705 | 14,543,184 | 0.4% | |||||
Schlumberger, Ltd. | 233,127 | 27,497,330 | 0.9% | |||||
OTHER SECURITIES | 155,075,324 | 4.8% | ||||||
337,871,116 | ||||||||
Financials - 15.5% | ||||||||
American Express Company | 162,892 | 15,453,564 | 0.5% | |||||
American International Group, Inc. | 258,098 | 14,086,989 | 0.4% | |||||
Bank of America Corp. | 1,883,919 | 28,955,835 | 0.9% | |||||
Berkshire | ||||||||
Hathaway, Inc., Class B (I) | 322,434 | 40,807,247 | 1.3% | |||||
Citigroup, Inc. | 544,624 | 25,651,790 | 0.8% | |||||
JPMorgan Chase & Company | 678,477 | 39,093,845 | 1.2% | |||||
State Street Corp. | 76,941 | 5,175,052 | 0.2% | |||||
Wells Fargo & Company | 857,896 | 45,091,014 | 1.4% | |||||
OTHER SECURITIES | 281,953,695 | 8.8% | ||||||
496,269,031 | ||||||||
Health Care - 13.0% | ||||||||
AbbVie, Inc. | 285,995 | 16,141,558 | 0.5% | |||||
Amgen, Inc. | 135,905 | 16,087,075 | 0.5% | |||||
Bristol-Myers Squibb Company | 296,632 | 14,389,618 | 0.5% | |||||
Gilead Sciences, Inc. (I) | 276,175 | 22,897,669 | 0.7% | |||||
Johnson & Johnson | 506,578 | 52,998,190 | 1.7% | |||||
Merck & Company, Inc. | 524,112 | 30,319,879 | 0.9% | |||||
Pfizer, Inc. | 1,142,897 | 33,921,183 | 1.1% | |||||
UnitedHealth Group, Inc. | 176,321 | 14,414,242 | 0.5% | |||||
OTHER SECURITIES | 214,325,455 | 6.6% | ||||||
415,494,869 | ||||||||
Industrials - 10.2% | ||||||||
3M Company | 112,226 | 16,075,252 | 0.5% | |||||
General Electric Company | 1,797,164 | 47,229,470 | 1.5% | |||||
The Boeing Company | 120,151 | 15,286,812 | 0.5% |
500 Index Trust B (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Industrials (continued) | ||||||||||
Union Pacific Corp. | 162,214 | $ | 16,180,847 | 0.5% | ||||||
United Technologies Corp. | 151,542 | 17,495,524 | 0.5% | |||||||
OTHER SECURITIES | 215,510,534 | 6.7% | ||||||||
327,778,439 | ||||||||||
Information Technology - 18.3% | ||||||||||
Apple, Inc. | 1,080,469 | 100,407,984 | 3.1% | |||||||
Cisco Systems, Inc. | 918,147 | 22,815,953 | 0.7% | |||||||
Facebook, Inc., Class A (I) | 308,023 | 20,726,868 | 0.6% | |||||||
Google, Inc., Class A (I) | 50,761 | 29,678,434 | 0.9% | |||||||
Google, Inc., Class C (I) | 50,755 | 29,198,336 | 0.9% | |||||||
Intel Corp. | 893,970 | 27,623,673 | 0.8% | |||||||
International | ||||||||||
Business Machines Corp. | 170,480 | 30,902,910 | 0.9% | |||||||
Microsoft Corp. | 1,346,352 | 56,142,878 | 1.7% | |||||||
Oracle Corp. | 617,160 | 25,013,495 | 0.8% | |||||||
QUALCOMM, Inc. | 303,372 | 24,027,062 | 0.7% | |||||||
Visa, Inc., Class A | 90,310 | 19,029,220 | 0.6% | |||||||
OTHER SECURITIES | 201,756,203 | 6.6% | ||||||||
587,323,016 | ||||||||||
Materials - 3.4% | 109,244,953 | 3.4% | ||||||||
Telecommunication Services - 2.5% | ||||||||||
AT&T, Inc. | 932,280 | 32,965,421 | 1.0% | |||||||
Verizon Communications, Inc. | 741,614 | 36,287,173 | 1.1% | |||||||
OTHER SECURITIES | 12,166,120 | 0.4% | ||||||||
81,418,714 | ||||||||||
Utilities - 3.1% | 98,522,221 | 3.1% | ||||||||
TOTAL COMMON STOCKS (Cost $1,757,955,777) | $ | 3,120,140,874 | ||||||||
SECURITIES LENDING COLLATERAL - 0.6% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W)(Y) | 2,033,646 | 20,351,513 | 0.6% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $20,351,304) | $ | 20,351,513 | ||||||||
SHORT-TERM INVESTMENTS - 2.8% | ||||||||||
Repurchase Agreement - 2.8% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2014 at | ||||||||||
0.000% to be repurchased at | ||||||||||
$89,371,000 on 07/01/2014, | ||||||||||
collateralized by $84,310,000 | ||||||||||
U.S. Treasury Bonds, 3.750% due | ||||||||||
11/15/2043 (valued at | ||||||||||
$91,160,188, including interest) $ | 89,371,000 | $ | 89,371,000 | 2.8% | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $89,371,000) | $ | 89,371,000 | ||||||||
Total Investments (500 Index Trust B) | ||||||||||
(Cost $1,867,678,081) - 100.6% | $ | 3,229,863,387 | 100.6% | |||||||
Other Assets And Liabilities, Net - (0.6%) | (20,270,593) | (0.6)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 3,209,592,794 | 100.0% | |||||||
The accompanying notes are an integral part of the financial statements. | 14 |
John Hancock Variable Insurance Trust |
All Cap Core Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 99.1% | ||||||||
Consumer Discretionary - 10.6% | ||||||||
Aaron’s, Inc. | 130,800 | $ | 4,661,712 | 1.3% | ||||
Harman International Industries, Inc. | 44,500 | 4,780,634 | 1.3% | |||||
Marriott International, Inc., Class A | 67,700 | 4,339,570 | 1.2% | |||||
O’Reilly Automotive, Inc. (I) | 25,400 | 3,825,240 | 1.0% | |||||
Time Warner, Inc. | 48,700 | 3,421,175 | 0.9% | |||||
OTHER SECURITIES | 18,527,557 | 4.9% | ||||||
39,555,888 | ||||||||
Consumer Staples - 6.6% | ||||||||
Kimberly-Clark Corp. | 35,700 | 3,970,554 | 1.1% | |||||
Pilgrim’s Pride Corp. (I) | 184,700 | 5,053,392 | 1.3% | |||||
Tyson Foods, Inc., Class A | 107,400 | 4,031,796 | 1.1% | |||||
OTHER SECURITIES | 11,484,610 | 3.1% | ||||||
24,540,352 | ||||||||
Energy - 10.7% | ||||||||
Chesapeake Energy Corp. | 117,800 | 3,661,224 | 1.0% | |||||
ConocoPhillips | 74,300 | 6,369,740 | 1.7% | |||||
EOG Resources, Inc. | 49,400 | 5,772,884 | 1.5% | |||||
EQT Corp. | 33,700 | 3,602,530 | 1.0% | |||||
Helmerich & Payne, Inc. | 41,700 | 4,841,787 | 1.3% | |||||
Valero Energy Corp. | 86,800 | 4,348,680 | 1.2% | |||||
OTHER SECURITIES | 11,406,344 | 3.0% | ||||||
40,003,189 | ||||||||
Financials - 14.4% | ||||||||
Alleghany Corp. (I) | 9,500 | 4,162,140 | 1.1% | |||||
Capital One Financial Corp. | 45,900 | 3,791,340 | 1.0% | |||||
E*TRADE Financial Corp. (I) | 223,100 | 4,743,106 | 1.3% | |||||
Principal Financial Group, Inc. | 76,900 | 3,881,912 | 1.0% | |||||
SunTrust Banks, Inc. | 122,600 | 4,911,356 | 1.3% | |||||
OTHER SECURITIES | 32,199,523 | 8.7% | ||||||
53,689,377 | ||||||||
Health Care - 14.3% | ||||||||
AbbVie, Inc. | 60,900 | 3,437,196 | 0.9% | |||||
Allergan, Inc. | 31,500 | 5,330,430 | 1.4% | |||||
Boston Scientific Corp. (I) | 340,400 | 4,346,908 | 1.2% | |||||
Cigna Corp. | 54,900 | 5,049,153 | 1.4% | |||||
Gilead Sciences, Inc. (I) | 60,900 | 5,049,219 | 1.4% | |||||
Illumina, Inc. (I) | 29,000 | 5,177,660 | 1.4% | |||||
Johnson & Johnson | 90,800 | 9,499,496 | 2.5% | |||||
WellCare Health Plans, Inc. (I) | 61,500 | 4,591,590 | 1.2% | |||||
OTHER SECURITIES | 10,695,960 | 2.9% | ||||||
53,177,612 | ||||||||
Industrials - 13.9% | ||||||||
Delta Air Lines, Inc. | 132,400 | 5,126,528 | 1.4% | |||||
General Dynamics Corp. | 30,500 | 3,554,775 | 0.9% | |||||
Huntington Ingalls Industries, Inc. | 43,500 | 4,114,665 | 1.1% | |||||
L-3 Communications Holdings, Inc. | 33,900 | 4,093,425 | 1.1% | |||||
Lockheed Martin Corp. | 31,900 | 5,127,287 | 1.4% | |||||
ManpowerGroup, Inc. | 52,000 | 4,412,200 | 1.2% | |||||
Northrop Grumman Corp. | 40,300 | 4,821,089 | 1.3% | |||||
Southwest Airlines Company | 183,000 | 4,915,380 | 1.3% | |||||
The Boeing Company | 26,600 | 3,384,318 | 0.9% | |||||
Trinity Industries, Inc. | 102,700 | 4,490,044 | 1.2% | |||||
OTHER SECURITIES | 7,841,848 | 2.1% | ||||||
51,881,559 | ||||||||
Information Technology - 19.1% | ||||||||
Apple, Inc. | 66,182 | 6,150,293 | 1.6% | |||||
Computer Sciences Corp. | 72,900 | 4,607,280 | 1.2% | |||||
Electronic Arts, Inc. (I) | 130,300 | 4,673,861 | 1.3% | |||||
Hewlett-Packard Company | 163,400 | 5,503,312 | 1.5% |
All Cap Core Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Information Technology (continued) | ||||||||||
Lexmark International, Inc., Class A | 99,200 | $ | 4,777,472 | 1.3% | ||||||
Manhattan Associates, Inc. (I) | 117,200 | 4,035,196 | 1.1% | |||||||
Micron Technology, Inc. (I) | 130,200 | 4,290,090 | 1.1% | |||||||
SanDisk Corp. | 48,400 | 5,054,412 | 1.4% | |||||||
Skyworks Solutions, Inc. | 99,400 | 4,667,824 | 1.3% | |||||||
OTHER SECURITIES | 27,591,539 | 7.3% | ||||||||
71,351,279 | ||||||||||
Materials - 3.0% | ||||||||||
Compass Minerals International, Inc. | 35,600 | 3,408,344 | 0.9% | |||||||
OTHER SECURITIES | 7,871,948 | 2.1% | ||||||||
11,280,292 | ||||||||||
Telecommunication Services - 3.0% | ||||||||||
Verizon Communications, Inc. | 161,900 | 7,921,767 | 2.1% | |||||||
OTHER SECURITIES | 3,079,659 | 0.9% | ||||||||
11,001,426 | ||||||||||
Utilities - 3.5% | ||||||||||
Entergy Corp. | 59,600 | 4,892,564 | 1.3% | |||||||
Public Service Enterprise Group, Inc. | 96,400 | 3,932,156 | 1.1% | |||||||
OTHER SECURITIES | 4,168,459 | 1.1% | ||||||||
12,993,179 | ||||||||||
TOTAL COMMON STOCKS (Cost $333,348,584) | $ | 369,474,153 | ||||||||
SECURITIES LENDING COLLATERAL - 0.8% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W) (Y) | 281,284 | 2,814,922 | 0.8% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $2,814,893) | $ | 2,814,922 | ||||||||
SHORT-TERM INVESTMENTS - 0.9% | ||||||||||
Money Market Funds - 0.9% | 3,337,422 | 0.9% | ||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $3,337,422) | $ | 3,337,422 | ||||||||
Total Investments (All Cap Core Trust) | ||||||||||
(Cost $339,500,899) - 100.8% | $ | 375,626,497 | 100.8% | |||||||
Other Assets And Liabilities, Net - (0.8%) | (2,909,248) | (0.8)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 372,717,249 | 100.0% | |||||||
Alpha Opportunities Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.1% | ||||||||
Consumer Discretionary - 16.7% | ||||||||
Advance Auto Parts, Inc. | 54,769 | $ | 7,389,433 | 0.9% | ||||
Bloomin’ Brands, Inc. (I) | 228,039 | 5,114,915 | 0.6% | |||||
Lennar Corp., Class A | 126,725 | 5,319,916 | 0.6% | |||||
Lowe’s Companies, Inc. | 257,419 | 12,353,538 | 1.4% | |||||
McDonald’s Corp. | 67,074 | 6,757,035 | 0.8% | |||||
Netflix, Inc. (I) | 12,388 | 5,458,153 | 0.6% | |||||
NVR, Inc. (I) | 4,346 | 5,000,508 | 0.6% | |||||
PulteGroup, Inc. | 251,922 | 5,078,748 | 0.6% | |||||
The Priceline Group, Inc. (I) | 7,013 | 8,436,639 | 1.0% | |||||
The TJX Companies, Inc. | 106,487 | 5,659,784 | 0.7% | |||||
Whirlpool Corp. | 43,263 | 6,023,075 | 0.7% |
The accompanying notes are an integral part of the financial statements. | 15 |
John Hancock Variable Insurance Trust |
Alpha Opportunities Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Discretionary (continued) | ||||||||
OTHER SECURITIES | $ | 71,298,441 | 8.2% | |||||
143,890,185 | ||||||||
Consumer Staples - 5.2% | ||||||||
Anheuser-Busch InBev NV | 18,849 | 2,165,755 | 0.3% | |||||
Anheuser-Busch InBev NV, ADR | 33,857 | 3,891,524 | 0.5% | |||||
Diageo PLC | 134,795 | 4,293,095 | 0.5% | |||||
Diageo PLC, ADR | 18,263 | 2,324,332 | 0.3% | |||||
OTHER SECURITIES | 31,663,381 | 3.6% | ||||||
44,338,087 | ||||||||
Energy - 8.3% | ||||||||
BG Group PLC | 240,071 | 5,065,824 | 0.6% | |||||
Cobalt International Energy, Inc. (I) | 387,361 | 7,108,074 | 0.8% | |||||
Pioneer Natural Resources Company | 59,299 | 13,627,503 | 1.6% | |||||
Trican Well Service, Ltd. (L) | 360,460 | 5,820,464 | 0.7% | |||||
OTHER SECURITIES | 39,930,754 | 4.6% | ||||||
71,552,619 | ||||||||
Financials - 10.6% | ||||||||
ACE, Ltd. | 68,516 | 7,105,109 | 0.8% | |||||
American International Group, Inc. | 95,541 | 5,214,628 | 0.6% | |||||
BlackRock, Inc. | 25,385 | 8,113,046 | 0.9% | |||||
M&T Bank Corp. (L) | 39,850 | 4,943,393 | 0.6% | |||||
Marsh & | ||||||||
McLennan Companies, Inc. | 183,330 | 9,500,161 | 1.1% | |||||
MetLife, Inc. | 139,644 | 7,758,621 | 0.9% | |||||
The PNC Financial | ||||||||
Services Group, Inc. | 91,577 | 8,154,932 | 1.0% | |||||
Wells Fargo & Company | 103,335 | 5,431,288 | 0.6% | |||||
OTHER SECURITIES | 35,360,973 | 4.1% | ||||||
91,582,151 | ||||||||
Health Care - 14.6% | ||||||||
Actavis PLC (I) | 34,049 | 7,594,629 | 0.9% | |||||
Bristol-Myers Squibb Company | 449,152 | 21,788,364 | 2.5% | |||||
Envision | ||||||||
Healthcare Holdings, Inc. (I) | 158,683 | 5,698,307 | 0.7% | |||||
Johnson & Johnson | 83,731 | 8,759,937 | 1.0% | |||||
Merck & Company, Inc. | 274,353 | 15,871,321 | 1.8% | |||||
Roche Holding AG | 26,897 | 8,014,144 | 0.9% | |||||
UnitedHealth Group, Inc. | 67,846 | 5,546,411 | 0.6% | |||||
OTHER SECURITIES | 52,458,295 | 6.2% | ||||||
125,731,408 | ||||||||
Industrials - 15.5% | ||||||||
American Airlines Group, Inc. (I) | 155,267 | 6,670,270 | 0.8% | |||||
Armstrong World Industries, Inc. (I) | 103,513 | 5,944,752 | 0.7% | |||||
Clean Harbors, Inc. (I) | 126,434 | 8,123,385 | 0.9% | |||||
HD Supply Holdings, Inc. (I) | 228,785 | 6,495,206 | 0.8% | |||||
IHS, Inc., Class A (I) | 57,134 | 7,751,370 | 0.9% | |||||
Lockheed Martin Corp. | 31,757 | 5,104,303 | 0.6% | |||||
United Parcel Service, Inc., Class B | 76,134 | 7,815,916 | 0.9% | |||||
OTHER SECURITIES | 85,881,585 | 9.9% | ||||||
133,786,787 | ||||||||
Information Technology - 20.5% | ||||||||
Apple, Inc. | 95,767 | 8,899,627 | 1.0% | |||||
Cisco Systems, Inc. | 394,471 | 9,802,604 | 1.1% | |||||
Concur Technologies, Inc. (I)(L) | 68,821 | 6,423,752 | 0.8% | |||||
Facebook, Inc., Class A (I) | 99,943 | 6,725,164 | 0.8% | |||||
Google, Inc., Class A (I) | 5,473 | 3,199,899 | 0.4% | |||||
Google, Inc., Class C (I) | 12,623 | 7,261,759 | 0.8% | |||||
Micron Technology, Inc. (I) | 209,915 | 6,916,699 | 0.8% | |||||
Microsoft Corp. | 245,296 | 10,228,843 | 1.2% |
Alpha Opportunities Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Information Technology (continued) | ||||||||||
NXP Semiconductor NV (I) | 189,829 | $ | 12,562,883 | 1.5% | ||||||
OTHER SECURITIES | 104,231,692 | 12.1% | ||||||||
176,252,922 | ||||||||||
Materials - 4.3% | ||||||||||
Praxair, Inc. | 39,377 | 5,230,841 | 0.6% | |||||||
OTHER SECURITIES | 32,148,639 | 3.7% | ||||||||
37,379,480 | ||||||||||
Telecommunication Services - 0.5% | 4,268,859 | 0.5% | ||||||||
Utilities - 0.9% | ||||||||||
UGI Corp. | 127,516 | 6,439,558 | 0.8% | |||||||
OTHER SECURITIES | 1,074,164 | 0.1% | ||||||||
7,513,722 | ||||||||||
TOTAL COMMON STOCKS (Cost $719,423,868) | $ | 836,296,220 | ||||||||
PREFERRED SECURITIES - 0.7% | ||||||||||
Financials - 0.0% | 194,434 | 0.0% | ||||||||
Information Technology - 0.7% | 5,660,432 | 0.7% | ||||||||
TOTAL PREFERRED SECURITIES (Cost $5,669,708) | $ | 5,854,866 | ||||||||
Warrants 0.2% | 1,455,242 | 0.2% | ||||||||
TOTAL WARRANTS (Cost $1,179,268) | $ | 1,455,242 | ||||||||
SECURITIES LENDING COLLATERAL - 5.2% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (Y)(W) | 4,492,529 | 44,958,531 | 5.2% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $44,958,217) | $ | 44,958,531 | ||||||||
SHORT-TERM INVESTMENTS - 1.5% | ||||||||||
Repurchase Agreement - 1.5% | ||||||||||
Deutsche Bank Tri-Party Repurchase | ||||||||||
Agreement dated 06/30/14 at | ||||||||||
0.100% to be repurchased at | ||||||||||
$12,600,035 on 07/01/2014, | ||||||||||
collateralized by $13,131,000 | ||||||||||
Federal Home Loan | ||||||||||
Mortgage Corp., 1.570% due | ||||||||||
01/08/2020 (valued at | ||||||||||
$12,852,769, including interest) | $ | 12,600,000 | $ | 12,600,000 | 1.5% | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $12,600,000) | $ | 12,600,000 | ||||||||
Total Investments (Alpha Opportunities Trust) | ||||||||||
(Cost $783,831,061) - 104.7% | $ | 901,164,859 | 104.7% | |||||||
Other Assets And Liabilities, Net - (4.7%) | (40,316,579) | (4.7)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 860,848,280 | 100.0% | |||||||
The accompanying notes are an integral part of the financial statements. | 16 |
John Hancock Variable Insurance Trust |
American Asset Allocation Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.0% | |||||||||
American Funds Insurance Series - 100.0% | |||||||||
American Asset Allocation | |||||||||
Fund - Class 1 | 80,811,549 | $ | 1,796,440,730 | 100.0% | |||||
TOTAL INVESTMENT | |||||||||
COMPANIES (Cost $1,083,534,793) | $ | 1,796,440,730 | |||||||
Total Investments (American Asset Allocation Trust) | |||||||||
(Cost $1,083,534,793) - 100.0% | $ | 1,796,440,730 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (50,767) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,796,389,963 | 100.0% |
American Global Growth Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.0% | |||||||||
American Funds Insurance Series - 100.0% | |||||||||
American Global Growth | |||||||||
Fund - Class 1 | 9,678,169 | $ | 269,053,085 | 100.0% | |||||
TOTAL INVESTMENT | |||||||||
COMPANIES (Cost $216,246,745) | $ | 269,053,085 | |||||||
Total Investments (American Global Growth Trust) | |||||||||
(Cost $216,246,745) - 100.0% | $ | 269,053,085 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (22,083) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 269,031,002 | 100.0% |
American Growth Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.0% | |||||||||
American Funds Insurance Series - 100.0% | |||||||||
American Growth Fund - Class 1 | 14,047,523 | $ | 1,104,275,796 | 100.0% | |||||
TOTAL INVESTMENT | |||||||||
COMPANIES (Cost $661,614,036) | $ | 1,104,275,796 | |||||||
Total Investments (American Growth Trust) | |||||||||
(Cost $661,614,036) - 100.0% | $ | 1,104,275,796 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (39,261) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,104,236,535 | 100.0% |
American Growth-Income Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.0% | |||||||||
American Funds Insurance Series - 100.0% | |||||||||
American Growth-Income | |||||||||
Fund - Class 1 | 25,829,611 | $ | 1,332,033,058 | 100.0% | |||||
TOTAL INVESTMENT | |||||||||
COMPANIES (Cost $813,597,054) | $ | 1,332,033,058 | |||||||
Total Investments (American Growth-Income Trust) | |||||||||
(Cost $813,597,054) - 100.0% | $ | 1,332,033,058 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (44,227) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,331,988,831 | 100.0% |
American International Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.0% | |||||||||
American Funds Insurance Series - 100.0% | |||||||||
American International | |||||||||
Fund - Class 1 | 30,624,980 | $ | 674,668,313 | 100.0% | |||||
TOTAL INVESTMENT | |||||||||
COMPANIES (Cost $480,196,291) | $ | 674,668,313 | |||||||
Total Investments (American International Trust) | |||||||||
(Cost $480,196,291) - 100.0% | $ | 674,668,313 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (31,056) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 674,637,257 | 100.0% |
American New World Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.0% | |||||||||
American Funds Insurance Series - 100.0% | |||||||||
American New World Fund - Class 1 | 3,526,164 | $ | 84,063,753 | 100.0% | |||||
TOTAL INVESTMENT | |||||||||
COMPANIES (Cost $78,297,515) | $ | 84,063,753 | |||||||
Total Investments (American New World Trust) | |||||||||
(Cost $78,297,515) - 100.0% | $ | 84,063,753 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (16,796) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 84,046,957 | 100.0% |
Blue Chip Growth Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS - 99.4% | |||||||||
Consumer Discretionary - 26.7% | |||||||||
Amazon.com, Inc. (I) | 244,689 | $ | 79,470,093 | 4.4% | |||||
Chipotle Mexican Grill, Inc. (I) | 40,400 | 23,937,404 | 1.3% | ||||||
Las Vegas Sands Corp. | 358,400 | 27,317,248 | 1.5% | ||||||
Lowe’s Companies, Inc. | 390,800 | 18,754,492 | 1.0% | ||||||
Netflix, Inc. (I) | 47,700 | 21,016,620 | 1.2% |
The accompanying notes are an integral part of the financial statements. | 17 |
John Hancock Variable Insurance Trust |
Blue Chip Growth Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Discretionary (continued) | ||||||||
O’Reilly Automotive, Inc. (I) | 109,600 | $ | 16,505,760 | 0.9% | ||||
Starbucks Corp. | 354,000 | 27,392,520 | 1.5% | |||||
Starwood Hotels & | ||||||||
Resorts Worldwide, Inc. | 183,300 | 14,814,306 | 0.8% | |||||
The Home Depot, Inc. | 207,800 | 16,823,488 | 0.9% | |||||
The Priceline Group, Inc. (I) | 49,000 | 58,947,000 | 3.3% | |||||
Wynn Resorts, Ltd. | 133,600 | 27,730,016 | 1.5% | |||||
OTHER SECURITIES | 147,664,745 | 8.4% | ||||||
480,373,692 | ||||||||
Consumer Staples - 2.1% | ||||||||
CVS Caremark Corp. | 149,400 | 11,260,278 | 0.6% | |||||
OTHER SECURITIES | 27,347,552 | 1.5% | ||||||
38,607,830 | ||||||||
Energy - 5.2% | ||||||||
Concho Resources, Inc. (I) | 108,700 | 15,707,150 | 0.9% | |||||
EQT Corp. | 142,000 | 15,179,800 | 0.8% | |||||
Pioneer Natural Resources Company | 136,800 | 31,438,008 | 1.8% | |||||
Range Resources Corp. | 153,992 | 13,389,604 | 0.7% | |||||
Schlumberger, Ltd. | 102,192 | 12,053,546 | 0.7% | |||||
OTHER SECURITIES | 6,156,762 | 0.3% | ||||||
93,924,870 | ||||||||
Financials - 5.6% | ||||||||
American Express Company | 245,352 | 23,276,544 | 1.3% | |||||
Ameriprise Financial, Inc. | 91,351 | 10,962,120 | 0.6% | |||||
Invesco, Ltd. | 405,700 | 15,315,175 | 0.8% | |||||
Morgan Stanley | 425,500 | 13,756,415 | 0.8% | |||||
State Street Corp. | 161,007 | 10,829,331 | 0.6% | |||||
TD Ameritrade Holding Corp. | 424,700 | 13,314,345 | 0.7% | |||||
OTHER SECURITIES | 13,370,976 | 0.8% | ||||||
100,824,906 | ||||||||
Health Care - 17.6% | ||||||||
Alexion Pharmaceuticals, Inc. (I) | 176,000 | 27,500,000 | 1.5% | |||||
Allergan, Inc. | 125,400 | 21,220,188 | 1.2% | |||||
Biogen Idec, Inc. (I) | 130,900 | 41,274,079 | 2.3% | |||||
Celgene Corp. (I) | 376,000 | 32,290,880 | 1.8% | |||||
Gilead Sciences, Inc. (I) | 714,100 | 59,206,031 | 3.3% | |||||
McKesson Corp. | 248,800 | 46,329,048 | 2.6% | |||||
Thermo Fisher Scientific, Inc. | 193,400 | 22,821,200 | 1.3% | |||||
Valeant | ||||||||
Pharmaceuticals | ||||||||
International, Inc. (I) | 98,300 | 12,397,596 | 0.7% | |||||
OTHER SECURITIES | 53,448,248 | 2.9% | ||||||
316,487,270 | ||||||||
Industrials - 14.5% | ||||||||
American Airlines Group, Inc. (I) | 481,800 | 20,698,128 | 1.2% | |||||
Danaher Corp. | 590,126 | 46,460,620 | 2.6% | |||||
Precision Castparts Corp. | 145,600 | 36,749,440 | 2.0% | |||||
The Boeing Company | 231,800 | 29,491,914 | 1.6% | |||||
Union Pacific Corp. | 158,000 | 15,760,500 | 0.9% | |||||
United Technologies Corp. | 158,400 | 18,287,280 | 1.0% | |||||
OTHER SECURITIES | 92,875,014 | 5.2% | ||||||
260,322,896 | ||||||||
Information Technology - 21.5% | ||||||||
Apple, Inc. | 212,300 | 19,729,039 | 1.1% | |||||
Baidu, Inc., ADR (I) | 189,700 | 35,437,860 | 2.0% | |||||
Cognizant Technology | ||||||||
Solutions Corp., Class A (I) | 283,400 | 13,861,094 | 0.8% | |||||
Facebook, Inc., Class A (I) | 529,408 | 35,623,864 | 2.0% | |||||
Google, Inc., Class A (I) | 87,666 | 51,255,680 | 2.8% |
Blue Chip Growth Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Information Technology (continued) | |||||||||
Google, Inc., Class C (I) | 89,166 | $ | 51,295,416 | 2.9% | |||||
MasterCard, Inc., Class A | 588,600 | 43,244,442 | 2.4% | ||||||
Salesforce.com, Inc. (I) | 345,200 | 20,049,216 | 1.1% | ||||||
Tencent Holdings, Ltd. | 1,127,000 | 17,188,605 | 1.0% | ||||||
Visa, Inc., Class A | 177,500 | 37,401,025 | 2.1% | ||||||
OTHER SECURITIES | 60,727,317 | 3.3% | |||||||
385,813,558 | |||||||||
Materials - 3.8% | |||||||||
Ecolab, Inc. | 200,600 | 22,334,804 | 1.2% | ||||||
Praxair, Inc. | 94,800 | 12,593,232 | 0.7% | ||||||
The Sherwin-Williams Company | 132,600 | 27,436,266 | 1.5% | ||||||
OTHER SECURITIES | 6,645,298 | 0.4% | |||||||
69,009,600 | |||||||||
Telecommunication Services - 2.4% | |||||||||
American Tower Corp. | 391,638 | 35,239,587 | 2.0% | ||||||
OTHER SECURITIES | 7,079,680 | 0.4% | |||||||
42,319,267 | |||||||||
TOTAL COMMON STOCKS (Cost $1,070,953,179) | $ | 1,787,683,889 | |||||||
SECURITIES LENDING COLLATERAL - 1.2% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 2,178,003 | 21,796,143 | 1.2% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $21,795,967) | $ | 21,796,143 | |||||||
SHORT-TERM INVESTMENTS - 0.6% | |||||||||
Money Market Funds - 0.6% | 10,655,032 | 0.6% | |||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $10,655,032) | $ | 10,655,032 | |||||||
Total Investments (Blue Chip Growth Trust) | |||||||||
(Cost $1,103,404,178) - 101.2% | $ | 1,820,135,064 | 101.2% | ||||||
Other Assets And Liabilities, Net - (1.2%) | (21,245,837) | (1.2)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,798,889,227 | 100.0% | ||||||
Capital Appreciation Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 99.9% | ||||||||
Consumer Discretionary - 30.1% | ||||||||
Amazon.com, Inc. (I) | 98,205 | $ | 31,895,020 | 2.9% | ||||
Chipotle Mexican Grill, Inc. (I) | 23,221 | 13,758,675 | 1.2% | |||||
Inditex SA | 123,929 | 19,073,279 | 1.7% | |||||
Luxottica Group SpA | 214,351 | 12,412,152 | 1.1% | |||||
Marriott International, Inc., Class A | 207,806 | 13,320,365 | 1.2% | |||||
Michael Kors Holdings, Ltd. (I) | 148,213 | 13,139,082 | 1.2% | |||||
Netflix, Inc. (I) | 37,622 | 16,576,253 | 1.5% | |||||
NIKE, Inc., Class B | 285,256 | 22,121,603 | 2.0% | |||||
Starbucks Corp. | 217,803 | 16,853,596 | 1.5% | |||||
Tesla Motors, Inc. (I)(L) | 57,008 | 13,685,340 | 1.2% | |||||
The Priceline Group, Inc. (I) | 22,400 | 26,947,200 | 2.4% | |||||
The TJX Companies, Inc. | 329,741 | 17,525,733 | 1.6% | |||||
The Walt Disney Company | 266,036 | 22,809,927 | 2.1% | |||||
Tiffany & Company | 110,623 | 11,089,956 | 1.0% | |||||
Twenty-First Century | ||||||||
Fox, Inc., Class A | 363,027 | 12,760,399 | 1.1% |
The accompanying notes are an integral part of the financial statements. | 18 |
John Hancock Variable Insurance Trust |
Capital Appreciation Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Discretionary (continued) | ||||||||
Under Armour, Inc., Class A (I)(L) | 240,745 | $ | 14,321,920 | 1.3% | ||||
OTHER SECURITIES | 56,485,982 | 5.1% | ||||||
334,776,482 | ||||||||
Consumer Staples - 3.6% | ||||||||
Costco Wholesale Corp. | 158,906 | 18,299,615 | 1.6% | |||||
OTHER SECURITIES | 21,578,509 | 2.0% | ||||||
39,878,124 | ||||||||
Energy - 5.5% | ||||||||
Concho Resources, Inc. (I) | 112,728 | 16,289,196 | 1.4% | |||||
EOG Resources, Inc. | 143,168 | 16,730,612 | 1.5% | |||||
Schlumberger, Ltd. | 242,604 | 28,615,142 | 2.6% | |||||
61,634,950 | ||||||||
Financials - 1.0% | 10,966,465 | 1.0% | ||||||
Health Care - 19.4% | ||||||||
Abbott Laboratories | 437,804 | 17,906,182 | 1.6% | |||||
Alexion Pharmaceuticals, Inc. (I) | 111,446 | 17,413,438 | 1.6% | |||||
Allergan, Inc. | 66,264 | 11,213,194 | 1.0% | |||||
Biogen Idec, Inc. (I) | 92,117 | 29,045,411 | 2.6% | |||||
Bristol-Myers Squibb Company | 330,791 | 16,046,671 | 1.5% | |||||
Celgene Corp. (I) | 217,796 | 18,704,320 | 1.7% | |||||
Gilead Sciences, Inc. (I) | 208,964 | 17,325,205 | 1.6% | |||||
Illumina, Inc. (I) | 114,103 | 20,371,950 | 1.8% | |||||
Merck & Company, Inc. | 263,989 | 15,271,764 | 1.4% | |||||
Novo Nordisk A/S, ADR | 464,000 | 21,432,160 | 1.9% | |||||
Vertex Pharmaceuticals, Inc. (I) | 148,478 | 14,057,897 | 1.3% | |||||
OTHER SECURITIES | 16,280,405 | 1.4% | ||||||
215,068,597 | ||||||||
Industrials - 7.8% | ||||||||
Canadian Pacific Railway, Ltd. (L) | 84,814 | 15,363,208 | 1.4% | |||||
Precision Castparts Corp. | 78,485 | 19,809,614 | 1.8% | |||||
The Boeing Company | 161,779 | 20,583,142 | 1.8% | |||||
Union Pacific Corp. | 163,570 | 16,316,108 | 1.5% | |||||
United Technologies Corp. | 122,636 | 14,158,326 | 1.3% | |||||
86,230,398 | ||||||||
Information Technology - 29.2% | ||||||||
Adobe Systems, Inc. (I) | 174,226 | 12,606,993 | 1.1% | |||||
Apple, Inc. | 492,324 | 45,751,669 | 4.1% | |||||
Facebook, Inc., Class A (I) | 473,285 | 31,847,348 | 2.9% | |||||
Google, Inc., Class A (I) | 37,628 | 21,999,963 | 2.0% | |||||
Google, Inc., Class C (I) | 38,524 | 22,162,087 | 2.0% | |||||
LinkedIn Corp., Class A (I) | 98,426 | 16,877,106 | 1.5% | |||||
MasterCard, Inc., Class A | 511,310 | 37,565,946 | 3.4% | |||||
QUALCOMM, Inc. | 139,208 | 11,025,274 | 1.0% | |||||
Red Hat, Inc. (I) | 281,577 | 15,562,761 | 1.4% | |||||
Salesforce.com, Inc. (I) | 346,435 | 20,120,945 | 1.8% | |||||
Visa, Inc., Class A | 116,859 | 24,623,360 | 2.2% | |||||
VMware, Inc., Class A (I) | 146,131 | 14,146,942 | 1.3% | |||||
Workday, Inc., Class A (I) | 125,074 | 11,239,150 | 1.0% | |||||
OTHER SECURITIES | 38,710,763 | 3.5% | ||||||
324,240,307 | ||||||||
Materials - 2.1% | ||||||||
Monsanto Company | 185,469 | 23,135,403 | 2.1% | |||||
Telecommunication Services - 1.2% | ||||||||
American Tower Corp. | 155,220 | 13,966,696 | 1.2% | |||||
TOTAL COMMON STOCKS (Cost $759,138,142) | $ | 1,109,897,422 |
Capital Appreciation Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SECURITIES LENDING COLLATERAL - 3.0% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 3,269,305 | 32,717,248 | 3.0% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $32,717,116) | $ | 32,717,248 | |||||||
SHORT-TERM INVESTMENTS - 0.1% | |||||||||
Repurchase Agreement - 0.1% | $ | 804,000 | 0.1% | ||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $804,000) | $ | 804,000 | |||||||
Total Investments (Capital Appreciation Trust) | |||||||||
(Cost $792,659,258) - 103.0% | $ | 1,143,418,670 | 103.0% | ||||||
Other Assets And Liabilities, Net - (3.0%) | (32,797,993) | (3.0)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,110,620,677 | 100.0% |
Capital Appreciation Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 62.2% | ||||||||
Consumer Discretionary - 8.6% | ||||||||
AutoZone, Inc. (D)(I) | 14,800 | $ | 7,936,352 | 2.2% | ||||
Delphi Automotive PLC | 40,500 | 2,783,970 | 0.8% | |||||
Dollar Tree, Inc. (I) | 41,200 | 2,243,752 | 0.6% | |||||
Johnson Controls, Inc. | 61,800 | 3,085,663 | 0.8% | |||||
Lowe’s Companies, Inc. | 59,700 | 2,865,002 | 0.8% | |||||
O’Reilly Automotive, Inc. (I) | 16,200 | 2,439,720 | 0.7% | |||||
TRW Automotive Holdings Corp. (I) | 32,900 | 2,945,208 | 0.8% | |||||
Twenty-First Century | ||||||||
Fox, Inc., Class B | 92,500 | 3,166,275 | 0.9% | |||||
OTHER SECURITIES | 3,824,786 | 1.0% | ||||||
31,290,728 | ||||||||
Consumer Staples - 4.7% | ||||||||
CVS Caremark Corp. | 26,500 | 1,997,305 | 0.6% | |||||
Mondelez | ||||||||
International, Inc., Class A | 91,300 | 3,433,793 | 0.9% | |||||
PepsiCo, Inc. | 50,800 | 4,538,472 | 1.3% | |||||
Philip Morris International, Inc. (D) | 44,600 | 3,760,226 | 1.0% | |||||
The Procter & | ||||||||
Gamble Company (D) | 26,837 | 2,109,120 | 0.6% | |||||
OTHER SECURITIES | 1,259,638 | 0.3% | ||||||
17,098,554 | ||||||||
Energy - 3.2% | ||||||||
Apache Corp. | 31,800 | 3,199,716 | 0.9% | |||||
OTHER SECURITIES | 8,436,750 | 2.3% | ||||||
11,636,466 | ||||||||
Financials - 11.5% | ||||||||
Crown Castle International Corp. | 56,900 | 4,225,394 | 1.2% | |||||
Invesco, Ltd. | 105,300 | 3,975,075 | 1.1% | |||||
JPMorgan Chase & Company (D) | 97,300 | 5,606,426 | 1.5% | |||||
Marsh & | ||||||||
McLennan Companies, Inc. | 172,900 | 8,959,678 | 2.5% | |||||
State Street Corp. | 97,500 | 6,557,850 | 1.8% | |||||
TD Ameritrade Holding Corp. | 208,300 | 6,530,205 | 1.8% | |||||
The PNC Financial | ||||||||
Services Group, Inc. | 22,400 | 1,994,720 | 0.6% | |||||
XL Group PLC | 91,337 | 2,989,460 | 0.8% |
The accompanying notes are an integral part of the financial statements. | 19 |
John Hancock Variable Insurance Trust |
Capital Appreciation Value Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Financials (continued) | ||||||||||
OTHER SECURITIES | $ | 668,595 | 0.2% | |||||||
41,507,403 | ||||||||||
Health Care - 11.3% | ||||||||||
Allergan, Inc. | 39,500 | 6,684,190 | 1.8% | |||||||
DaVita HealthCare Partners, Inc. (I) | 37,300 | 2,697,536 | 0.7% | |||||||
Perrigo Company PLC | 23,800 | 3,469,088 | 1.0% | |||||||
Pfizer, Inc. | 100,284 | 2,976,429 | 0.8% | |||||||
Thermo Fisher Scientific, Inc. | 65,900 | 7,776,200 | 2.2% | |||||||
UnitedHealth Group, Inc. | 104,000 | 8,502,000 | 2.4% | |||||||
Zoetis, Inc. | 117,391 | 3,788,208 | 1.1% | |||||||
OTHER SECURITIES | 4,967,942 | 1.3% | ||||||||
40,861,593 | ||||||||||
Industrials - 9.2% | ||||||||||
Danaher Corp. | 165,500 | 13,029,815 | 3.6% | |||||||
Roper Industries, Inc. | 14,900 | 2,175,549 | 0.6% | |||||||
The Boeing Company (D) | 25,600 | 3,257,088 | 0.9% | |||||||
Tyco International, Ltd. | 71,300 | 3,251,280 | 0.9% | |||||||
United Technologies Corp. (D) | 84,900 | 9,801,705 | 2.7% | |||||||
OTHER SECURITIES | 1,747,685 | 0.5% | ||||||||
33,263,122 | ||||||||||
Information Technology - 6.8% | ||||||||||
Fiserv, Inc. (I) | 134,400 | 8,107,008 | 2.2% | |||||||
Texas Instruments, Inc. (D) | 96,400 | 4,606,956 | 1.3% | |||||||
Visa, Inc., Class A | 15,000 | 3,160,650 | 0.9% | |||||||
OTHER SECURITIES | 8,760,051 | 2.4% | ||||||||
24,634,665 | ||||||||||
Materials - 0.4% | 1,486,422 | 0.4% | ||||||||
Telecommunication Services - 2.3% | ||||||||||
American Tower Corp. | 62,700 | 5,641,746 | 1.6% | |||||||
SBA | ||||||||||
Communications Corp., | ||||||||||
Class A (I) | 25,800 | 2,639,340 | 0.7% | |||||||
8,281,086 | ||||||||||
Utilities - 4.2% | ||||||||||
PG&E Corp. | 154,300 | 7,409,486 | 2.1% | |||||||
Xcel Energy, Inc. | 236,600 | 7,625,618 | 2.1% | |||||||
OTHER SECURITIES | 155,971 | 0.0% | ||||||||
15,191,075 | ||||||||||
TOTAL COMMON STOCKS (Cost $177,258,456) | $ | 225,251,114 | ||||||||
PREFERRED SECURITIES - 0.5% | ||||||||||
Energy - 0.0% | 4,973 | 0.0% | ||||||||
Financials - 0.2% | 806,790 | 0.2% | ||||||||
Utilities - 0.3% | 941,592 | 0.3% | ||||||||
TOTAL PREFERRED SECURITIES (Cost $1,663,820) | $ | 1,753,355 | ||||||||
U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS - 5.6% | ||||||||||
U.S. Government - 5.6% | ||||||||||
2.500%, 08/15/2023 | $ | 6,675,000 | $ | 6,710,985 | 1.8% | |||||
2.750%, 11/15/2023 | 13,325,000 | 13,648,758 | 3.8% | |||||||
20,359,743 | ||||||||||
TOTAL U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS (Cost $19,527,617) | $ | 20,359,743 |
Capital Appreciation Value Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS - 16.6% | |||||||||
Consumer Discretionary - 3.3% | $ | 12,062,054 | 3.3% | ||||||
Consumer Staples - 1.0% | 3,528,108 | 1.0% | |||||||
Energy - 4.5% | |||||||||
Range Resources Corp. | |||||||||
5.000%, 08/15/2022 | |||||||||
to 03/15/2023 | $ | 2,675,000 | 2,841,500 | 0.7% | |||||
OTHER SECURITIES | 13,392,879 | 3.8% | |||||||
16,234,379 | |||||||||
Financials - 1.4% | 5,196,065 | 1.4% | |||||||
Health Care - 0.3% | 998,490 | 0.3% | |||||||
Industrials - 2.4% | 8,673,653 | 2.4% | |||||||
Information Technology - 0.4% | 1,483,198 | 0.4% | |||||||
Materials - 0.2% | 694,235 | 0.2% | |||||||
Telecommunication Services - 2.4% | |||||||||
Intelsat Jackson Holdings SA | |||||||||
7.250%, 04/01/2019 | |||||||||
to 10/15/2020 | 1,750,000 | 1,880,813 | 0.5% | ||||||
OTHER SECURITIES | 7,051,323 | 1.9% | |||||||
8,932,136 | |||||||||
Utilities - 0.7% | 2,417,758 | 0.7% | |||||||
TOTAL CORPORATE BONDS (Cost $58,196,814) | $ | 60,220,076 | |||||||
CONVERTIBLE BONDS - 0.1% | |||||||||
Industrials - 0.1% | 563,633 | 0.1% | |||||||
TOTAL CONVERTIBLE BONDS (Cost $350,113) | $ | 563,633 | |||||||
TERM LOANS (M) - 5.6% | |||||||||
Consumer Discretionary - 1.3% | 4,845,231 | 1.3% | |||||||
Consumer Staples - 1.8% | |||||||||
HJ Heinz Company | |||||||||
3.500%, 06/05/2020 | 5,125,737 | 5,160,951 | 1.4% | ||||||
OTHER SECURITIES | 1,231,625 | 0.4% | |||||||
6,392,576 | |||||||||
Energy - 0.1% | 183,193 | 0.1% | |||||||
Health Care - 0.0% | 124,328 | 0.0% | |||||||
Telecommunication Services - 2.4% | |||||||||
Crown Castle Operating Company | |||||||||
3.000%, 01/31/2021 | 2,812,162 | 2,810,405 | 0.8% | ||||||
Intelsat Jackson Holdings SA | |||||||||
3.750%, 06/30/2019 | 4,595,968 | 4,601,713 | 1.3% | ||||||
OTHER SECURITIES | 1,284,907 | 0.3% | |||||||
8,697,025 | |||||||||
TOTAL TERM LOANS (Cost $20,286,188) | $ | 20,242,353 | |||||||
Asset Backed Securities 0.6% | 2,086,060 | 0.6% | |||||||
TOTAL ASSET BACKED | |||||||||
SECURITIES (Cost $2,078,804) | $ | 2,086,060 | |||||||
SHORT-TERM INVESTMENTS - 8.6% | |||||||||
Money Market Funds - 7.4% | |||||||||
T. Rowe Price Reserve Investment | |||||||||
Fund, 0.0553% (Y) | 26,665,866 | 26,665,866 | 7.4% |
The accompanying notes are an integral part of the financial statements. | 20 |
John Hancock Variable Insurance Trust |
Capital Appreciation Value Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS (continued) | |||||||||
Repurchase Agreement - 1.2% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$4,395,000 on 07/01/2014, | |||||||||
collateralized by $4,415,000 | |||||||||
U.S. Treasury Notes, 2.250% due | |||||||||
03/31/2021 (valued at $4,486,744, | |||||||||
including interest) | $ | 4,395,000 | $ | 4,395,000 | 1.2% | ||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $31,060,866) | $ | 31,060,866 | |||||||
Total Investments (Capital Appreciation Value Trust) | |||||||||
(Cost $310,422,678) - 99.8% | $ | 361,537,200 | 99.8% | ||||||
Other Assets And Liabilities, Net - 0.2% | 712,684 | 0.2% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 362,249,884 | 100.0% | ||||||
Core Strategy Trust
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS - 0.0% | ||||||||||
Consumer Discretionary - 0.0% | ||||||||||
Urbi Desarrollos Urbanos | ||||||||||
SAB de CV (I) | 6,600 | $ | 799 | 0.0% | ||||||
Consumer Staples - 0.0% | ||||||||||
Chaoda Modern | ||||||||||
Agriculture Holdings, Ltd. (I) | 28,480 | 2,704 | 0.0% | |||||||
Financials - 0.0% | ||||||||||
Irish Bank Resolution Corp., Ltd. (I) | 3,621 | 0 | 0.0% | |||||||
SNS REAAL NV (I) | 1,920 | 0 | 0.0% | |||||||
Health Care - 0.0% | ||||||||||
Medcath Corp. (I) | 500 | 686 | 0.0% | |||||||
Industrials - 0.0% | ||||||||||
China Metal | ||||||||||
Recycling Holdings, Ltd. (I) | 7,800 | 0 | 0.0% | |||||||
Virgin Australia Holdings, Ltd. (I) | 16,061 | 76 | 0.0% | |||||||
Materials - 0.0% | ||||||||||
Gunns, Ltd. (I) | 11,710 | 0 | 0.0% | |||||||
Kagara, Ltd. (I) | 15,000 | 1,699 | 0.0% | |||||||
Timminco, Ltd. (I) | 300 | 0 | 0.0% | |||||||
TOTAL COMMON STOCKS (Cost $122,293) | $ | 5,964 | ||||||||
INVESTMENT COMPANIES - 100.0% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 100.0% | ||||||||||
Bond Trust, Series NAV | ||||||||||
(John Hancock) (A)(1) | 87,834,142 | 1,214,746,182 | 29.6% | |||||||
Strategic Equity Allocation, | ||||||||||
Series NAV (John Hancock) (A)(2) | 161,513,887 | 2,884,638,026 | 70.4% | |||||||
TOTAL INVESTMENT | ||||||||||
COMPANIES (Cost $3,777,015,045) | $ | 4,099,384,208 | ||||||||
Total Investments (Core Strategy Trust) | ||||||||||
(Cost $3,777,137,338) - 100.0% | $ | 4,099,390,172 | 100.0% | |||||||
Other Assets And Liabilities, Net - 0.0% | 482,574 | 0.0% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 4,099,872,746 | 100.0% | |||||||
Emerging Markets Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 96.9% | ||||||||
Australia - 0.0% | $ | 273,836 | 0.0% | |||||
Brazil - 7.0% | ||||||||
Banco Santander Brasil SA, ADR | 1,109,195 | 7,675,631 | 0.8% | |||||
BM&FBovespa SA | 815,120 | 4,275,737 | 0.4% | |||||
Gerdau SA | 169,029 | 792,551 | 0.1% | |||||
Gerdau SA, ADR | 419,641 | 2,471,685 | 0.3% | |||||
Petroleo Brasileiro SA | 592,418 | 4,354,319 | 0.4% | |||||
Petroleo Brasileiro SA, ADR | 702,192 | 10,273,069 | 1.0% | |||||
Petroleo Brasileiro | ||||||||
Sponsored SA, ADR | 1,001,607 | 15,665,133 | 1.6% | |||||
Vale SA | 654,601 | 8,662,835 | 0.9% | |||||
OTHER SECURITIES | 16,285,064 | 1.5% | ||||||
70,456,024 | ||||||||
Chile - 1.7% | ||||||||
Empresas CMPC SA | 1,792,331 | 3,905,750 | 0.4% | |||||
Enersis SA, ADR | 487,349 | 8,211,831 | 0.8% | |||||
OTHER SECURITIES | 5,453,461 | 0.5% | ||||||
17,571,042 | ||||||||
China - 9.9% | ||||||||
Agricultural Bank of China, Ltd., | ||||||||
H Shares | 11,169,000 | 4,929,699 | 0.5% | |||||
Bank of China, Ltd., H Shares | 46,133,694 | 20,654,691 | 2.0% | |||||
Bank of Communications | ||||||||
Company, Ltd., H Shares | 5,825,876 | 4,036,479 | 0.4% | |||||
China CITIC Bank Corp., Ltd., | ||||||||
H Shares | 5,949,775 | 3,607,555 | 0.4% | |||||
China Petroleum & | ||||||||
Chemical Corp., ADR (L) | 185,157 | 17,595,470 | 1.7% | |||||
OTHER SECURITIES | 49,180,314 | 4.9% | ||||||
100,004,208 | ||||||||
Colombia - 0.3% | 2,986,596 | 0.3% | ||||||
Czech Republic - 0.5% | 4,878,087 | 0.5% | ||||||
Greece - 0.2% | 2,134,010 | 0.2% | ||||||
Hong Kong - 4.0% | ||||||||
China Unicom Hong Kong, Ltd. | 4,200,000 | 6,469,244 | 0.7% | |||||
China Unicom Hong | ||||||||
Kong, Ltd., ADR (L) | 213,548 | 3,273,691 | 0.3% | |||||
OTHER SECURITIES | 31,264,406 | 3.0% | ||||||
41,007,341 | ||||||||
Hungary - 0.3% | 3,104,202 | 0.3% | ||||||
India - 9.5% | ||||||||
Cairn India, Ltd. | 631,653 | 3,834,074 | 0.4% | |||||
Reliance Industries, Ltd. | 419,059 | 7,062,964 | 0.7% | |||||
Reliance Industries, Ltd., GDR (S) | 325,535 | 10,930,493 | 1.1% | |||||
Sesa Sterlite, Ltd. | 261,131 | 1,271,829 | 0.1% | |||||
Sesa Sterlite, Ltd., ADR | 212,366 | 4,111,406 | 0.4% | |||||
State Bank of India | 78,651 | 3,510,007 | 0.4% | |||||
State Bank of India, GDR | 435 | 38,752 | 0.0% | |||||
OTHER SECURITIES | 65,576,303 | 6.4% | ||||||
96,335,828 | ||||||||
Indonesia - 2.8% | 28,445,187 | 2.8% | ||||||
Malaysia - 4.6% | ||||||||
AMMB Holdings BHD | 1,721,562 | 3,818,112 | 0.4% | |||||
OTHER SECURITIES | 43,213,050 | 4.2% | ||||||
47,031,162 | ||||||||
Mexico - 5.7% | ||||||||
Alfa SAB de CV, Class A | 1,492,062 | 4,128,803 | 0.4% | |||||
Cemex SAB de CV, ADR (I)(L) | 802,633 | 10,618,835 | 1.1% |
The accompanying notes are an integral part of the financial statements. | 21 |
John Hancock Variable Insurance Trust |
Emerging Markets Value Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Mexico (continued) | ||||||||
Grupo Aeroportuario del Pacifico | ||||||||
SAB de CV, ADR | 75,410 | $ | 5,099,224 | 0.5% | ||||
Grupo Financiero Banorte SAB | ||||||||
de CV, Series O | 1,689,522 | 12,082,619 | 1.2% | |||||
Organizacion Soriana SAB | ||||||||
de CV, Series B (I) | 1,514,619 | 4,994,443 | 0.5% | |||||
OTHER SECURITIES | 20,850,235 | 2.0% | ||||||
57,774,159 | ||||||||
Philippines - 1.2% | 11,644,516 | 1.2% | ||||||
Poland - 2.3% | ||||||||
KGHM Polska Miedz SA | 89,176 | 3,656,046 | 0.4% | |||||
PGE SA | 839,668 | 5,981,996 | 0.6% | |||||
Polski Koncern Naftowy Orlen SA | 282,143 | 3,807,156 | 0.4% | |||||
OTHER SECURITIES | 9,882,048 | 0.9% | ||||||
23,327,246 | ||||||||
Russia - 3.5% | ||||||||
Gazprom OAO, ADR | 3,505,000 | 30,454,801 | 3.0% | |||||
OTHER SECURITIES | 4,760,031 | 0.5% | ||||||
35,214,832 | ||||||||
South Africa - 8.0% | ||||||||
AngloGold Ashanti, Ltd., ADR | 430,478 | 7,408,526 | 0.7% | |||||
Barclays Africa Group, Ltd. | 383,490 | 5,823,579 | 0.6% | |||||
Impala Platinum Holdings, Ltd. | 432,080 | 4,355,034 | 0.4% | |||||
Nedbank Group, Ltd. | 205,177 | 4,422,797 | 0.4% | |||||
Standard Bank Group, Ltd. | 894,313 | 12,195,583 | 1.2% | |||||
Steinhoff International Holdings, Ltd. | 1,337,208 | 7,454,829 | 0.7% | |||||
OTHER SECURITIES | 39,858,807 | 4.0% | ||||||
81,519,155 | ||||||||
South Korea - 0.0% | 2,919 | 0.0% | ||||||
South Korea - 15.3% | ||||||||
Hana Financial Group, Inc. | 197,830 | 7,331,226 | 0.7% | |||||
Hyundai Steel Company | 63,779 | 4,688,617 | 0.5% | |||||
KB Financial Group, Inc. | 20,718 | 719,989 | 0.1% | |||||
KB Financial Group, Inc., ADR | 327,154 | 11,371,873 | 1.1% | |||||
LG Corp. | 62,379 | 3,853,177 | 0.4% | |||||
LG Display Company, Ltd., ADR (I) | 437,252 | 6,895,464 | 0.7% | |||||
LG Electronics, Inc. | 89,328 | 6,560,631 | 0.7% | |||||
POSCO | 39,912 | 11,926,714 | 1.2% | |||||
POSCO, ADR (L) | 62,686 | 4,666,346 | 0.5% | |||||
Shinhan Financial Group | ||||||||
Company, Ltd., ADR (L) | 379,681 | 17,412,171 | 1.7% | |||||
Shinhan Financial | ||||||||
Group Company, Ltd. | 44,210 | 2,039,685 | 0.2% | |||||
SK Holdings Company, Ltd. | 24,253 | 4,376,609 | 0.4% | |||||
SK Innovation Company, Ltd. | 44,600 | 4,981,402 | 0.5% | |||||
OTHER SECURITIES | 68,400,445 | 6.6% | ||||||
155,224,349 | ||||||||
Taiwan - 15.1% | ||||||||
AU Optronics Corp., ADR (I) | 904,460 | 3,789,687 | 0.4% | |||||
Fubon Financial | ||||||||
Holding Company, Ltd. | 3,803,649 | 5,494,521 | 0.6% | |||||
Mega Financial | ||||||||
Holding Company, Ltd. | 7,764,098 | 6,460,871 | 0.7% | |||||
Taishin Financial | ||||||||
Holdings Company, Ltd. | 9,049,652 | 4,637,513 | 0.5% | |||||
Taiwan Cement Corp. | 2,901,983 | 4,396,028 | 0.4% | |||||
United Microelectronics Corp. | 10,685,794 | 5,324,303 | 0.5% | |||||
OTHER SECURITIES | 122,672,274 | 12.0% | ||||||
152,775,197 |
Emerging Markets Value Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Thailand - 3.0% | |||||||||
PTT PCL | 1,047,100 | $ | 10,259,676 | 1.0% | |||||
OTHER SECURITIES | 19,655,580 | 2.0% | |||||||
29,915,256 | |||||||||
Turkey - 2.0% | 19,942,399 | 2.0% | |||||||
Ukraine - 0.0% | 285,668 | 0.0% | |||||||
TOTAL COMMON STOCKS (Cost $911,042,817) | $ | 981,853,219 | |||||||
PREFERRED SECURITIES - 2.7% | |||||||||
Brazil - 2.6% | |||||||||
Gerdau SA | 201,057 | 1,177,496 | 0.1% | ||||||
Petroleo Brasileiro SA | 785,368 | 6,145,740 | 0.6% | ||||||
Vale SA | 1,198,077 | 14,287,997 | 1.4% | ||||||
OTHER SECURITIES | 4,345,598 | 0.5% | |||||||
25,956,831 | |||||||||
Colombia - 0.1% | 910,662 | 0.1% | |||||||
TOTAL PREFERRED | |||||||||
SECURITIES (Cost $30,022,008) | $ | 26,867,493 | |||||||
RIGHTS - 0.0% | |||||||||
Empresas CMPC SA (Expiration | |||||||||
Date: 07/25/14; Strike Price: | |||||||||
CLP 1100.00) (I) | 116,147 | 20,569 | 0.0% | ||||||
OTHER SECURITIES | 56,605 | 0.0% | |||||||
TOTAL RIGHTS (Cost $0) | $ | 77,174 | |||||||
Warrants 0.0% | 13 | 0.0% | |||||||
TOTAL WARRANTS (Cost $0) | $ | 13 | |||||||
SECURITIES LENDING COLLATERAL - 4.8% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 4,830,445 | 48,340,196 | 4.8% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $48,339,589) | $ | 48,340,196 | |||||||
Total Investments (Emerging Markets Value Trust) | |||||||||
(Cost $989,404,414) - 104.4% | $ | 1,057,138,095 | 104.4% | ||||||
Other Assets And Liabilities, Net - (4.4%) | (44,340,630) | (4.4)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,012,797,465 | 100.0% | ||||||
Equity-Income Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 92.6% | ||||||||
Consumer Discretionary - 10.2% | ||||||||
Kohl’s Corp. | 378,000 | $ | 19,913,040 | 0.9% | ||||
Mattel, Inc. | 553,175 | 21,557,230 | 1.0% | |||||
Pearson PLC | 315,196 | 6,223,393 | 0.3% | |||||
Time Warner, Inc. | 309,500 | 21,742,375 | 1.0% | |||||
OTHER SECURITIES | 146,321,082 | 7.0% | ||||||
215,757,120 | ||||||||
Consumer Staples - 4.6% | ||||||||
Archer-Daniels-Midland Company | 514,300 | 22,685,773 | 1.1% | |||||
Campbell Soup Company (L) | 407,700 | 18,676,737 | 0.9% | |||||
PepsiCo, Inc. | 205,900 | 18,395,106 | 0.9% | |||||
The Clorox Company (L) | 198,500 | 18,142,900 | 0.8% |
The accompanying notes are an integral part of the financial statements. | 22 |
John Hancock Variable Insurance Trust |
Equity-Income Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Staples (continued) | ||||||||
OTHER SECURITIES | $ | 19,196,446 | 0.9% | |||||
97,096,962 | ||||||||
Energy - 15.7% | ||||||||
Anadarko Petroleum Corp. | 218,600 | 23,930,142 | 1.1% | |||||
Apache Corp. | 412,300 | 41,485,622 | 2.0% | |||||
Chevron Corp. | 368,800 | 48,146,840 | 2.3% | |||||
Exxon Mobil Corp. | 382,400 | 38,500,032 | 1.8% | |||||
Hess Corp. | 274,900 | 27,184,861 | 1.3% | |||||
Murphy Oil Corp. | 341,100 | 22,676,328 | 1.1% | |||||
Royal Dutch Shell PLC, ADR | 399,900 | 32,939,763 | 1.5% | |||||
Schlumberger, Ltd. | 208,000 | 24,533,600 | 1.2% | |||||
OTHER SECURITIES | 71,929,289 | 3.4% | ||||||
331,326,477 | ||||||||
Financials - 18.1% | ||||||||
American Express Company | 232,900 | 22,095,223 | 1.1% | |||||
Bank of America Corp. | 2,006,693 | 30,842,871 | 1.5% | |||||
Digital Realty Trust, Inc. | 154,600 | 9,016,272 | 0.4% | |||||
JPMorgan Chase & Company | 895,475 | 51,597,270 | 2.4% | |||||
Marsh & McLennan Companies, Inc. | 523,900 | 27,148,498 | 1.3% | |||||
Northern Trust Corp. | 309,300 | 19,860,153 | 0.9% | |||||
SunTrust Banks, Inc. | 523,400 | 20,967,404 | 1.0% | |||||
The PNC Financial | ||||||||
Services Group, Inc. | 343,600 | 30,597,580 | 1.5% | |||||
U.S. Bancorp | 841,300 | 36,445,116 | 1.7% | |||||
Wells Fargo & Company | 898,100 | 47,204,136 | 2.2% | |||||
OTHER SECURITIES | 86,149,005 | 4.1% | ||||||
381,923,528 | ||||||||
Health Care - 6.1% | ||||||||
Bristol-Myers Squibb Company | 415,025 | 20,132,863 | 1.0% | |||||
Johnson & Johnson | 318,400 | 33,311,008 | 1.6% | |||||
Merck & Company, Inc. | 455,350 | 26,341,998 | 1.2% | |||||
Pfizer, Inc. | 844,335 | 25,059,863 | 1.2% | |||||
OTHER SECURITIES | 22,967,108 | 1.1% | ||||||
127,812,840 | ||||||||
Industrials - 13.8% | ||||||||
Emerson Electric Company | 349,600 | 23,199,456 | 1.1% | |||||
General Electric Company | 2,150,000 | 56,502,000 | 2.7% | |||||
Honeywell International, Inc. | 286,300 | 26,611,585 | 1.3% | |||||
Illinois Tool Works, Inc. | 342,700 | 30,006,812 | 1.4% | |||||
The Boeing Company | 170,300 | 21,667,269 | 1.0% | |||||
United Parcel Service, Inc., Class B | 215,300 | 22,102,698 | 1.0% | |||||
OTHER SECURITIES | 112,498,251 | 5.3% | ||||||
292,588,071 | ||||||||
Information Technology - 10.1% | ||||||||
Apple, Inc. | 241,000 | 22,396,130 | 1.1% | |||||
Applied Materials, Inc. | 865,500 | 19,517,025 | 0.9% | |||||
Cisco Systems, Inc. | 725,900 | 18,038,615 | 0.9% | |||||
Corning, Inc. | 879,000 | 19,294,050 | 0.9% | |||||
Dell, Inc. | 1,271,400 | 17,481,750 | 0.8% | |||||
Harris Corp. | 281,000 | 21,285,750 | 1.0% | |||||
Microsoft Corp. | 559,825 | 23,344,703 | 1.1% | |||||
QUALCOMM, Inc. | 120,500 | 9,543,600 | 0.5% | |||||
OTHER SECURITIES | 62,897,727 | 2.9% | ||||||
213,799,350 | ||||||||
Materials - 4.9% | ||||||||
International Paper Company | 558,300 | 28,177,401 | 1.3% | |||||
OTHER SECURITIES | 75,238,755 | 3.6% | ||||||
103,416,156 |
Equity-Income Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Telecommunication Services - 3.4% | ||||||||||
AT&T, Inc. | 842,949 | $ | 29,806,677 | 1.4% | ||||||
Verizon Communications, Inc. | 353,800 | 17,311,434 | 0.8% | |||||||
Verizon Communications, Inc. | 64,085 | 3,134,576 | 0.2% | |||||||
OTHER SECURITIES | 22,446,469 | 1.0% | ||||||||
72,699,156 | ||||||||||
Utilities - 5.7% | ||||||||||
Duke Energy Corp. | 321,719 | 23,868,333 | 1.1% | |||||||
Entergy Corp. | 271,800 | 22,312,062 | 1.1% | |||||||
Exelon Corp. | 481,500 | 17,565,120 | 0.8% | |||||||
NiSource, Inc. | 657,100 | 25,850,314 | 1.2% | |||||||
OTHER SECURITIES | 31,162,628 | 1.5% | ||||||||
120,758,457 | ||||||||||
TOTAL COMMON STOCKS (Cost $1,252,821,535) | $ | 1,957,178,117 | ||||||||
SECURITIES LENDING COLLATERAL - 3.2% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.0995% (W)(Y) | 6,771,164 | 67,761,742 | 3.2% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $67,761,033) | $ | 67,761,742 | ||||||||
SHORT-TERM INVESTMENTS - 7.3% | ||||||||||
Money Market Funds - 7.3% | ||||||||||
T. Rowe Price Reserve Investment | ||||||||||
Fund, 0.0553% (Y) | 152,059,212 | 152,059,212 | 7.2% | |||||||
OTHER SECURITIES | 2,011,038 | 0.1% | ||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $154,070,250) | $ | 154,070,250 | ||||||||
Total Investments (Equity-Income Trust) | ||||||||||
(Cost $1,474,652,818) - 103.1% | $ | 2,179,010,109 | 103.1% | |||||||
Other Assets And Liabilities, Net - (3.1%) | (64,522,339) | (3.1)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 2,114,487,770 | 100.0% | |||||||
Financial Services Trust
Shares or | % of | ||||||
Principal | Net | ||||||
Amount | Value | Assets | |||||
COMMON STOCKS - 93.5% | |||||||
Financials - 92.6% | |||||||
ACE, Ltd. | 23,927 | $ | 2,481,230 | 1.4% | |||
Alleghany Corp. (I) | 4,900 | 2,146,788 | 1.2% | ||||
American Capital, Ltd. (I) | 337,584 | 5,161,659 | 2.8% | ||||
American International Group, Inc. | 77,369 | 4,222,800 | 2.3% | ||||
Ameriprise Financial, Inc. | 46,099 | 5,531,880 | 3.0% | ||||
Apollo Global | |||||||
Management LLC, Class A | 99,737 | 2,764,710 | 1.5% | ||||
Assured Guaranty, Ltd. | 166,182 | 4,071,459 | 2.2% | ||||
Bank of America Corp. | 366,256 | 5,629,355 | 3.1% | ||||
Barclays PLC, ADR | 284,685 | 4,159,248 | 2.3% | ||||
BB&T Corp. | 55,474 | 2,187,340 | 1.2% | ||||
CIT Group, Inc. | 58,472 | 2,675,679 | 1.5% | ||||
Citigroup, Inc. | 100,505 | 4,733,786 | 2.6% | ||||
CNO Financial Group, Inc. | 260,509 | 4,637,060 | 2.5% | ||||
DiamondRock Hospitality Company | 68,540 | 878,683 | 0.5% | ||||
Discover Financial Services | 83,958 | 5,203,717 | 2.9% | ||||
East West Bancorp, Inc. | 71,122 | 2,488,559 | 1.4% | ||||
Essex Property Trust, Inc. | 6,797 | 1,256,833 | 0.7% | ||||
Everest Re Group, Ltd. | 4,800 | 770,352 | 0.4% |
The accompanying notes are an integral part of the financial statements. | 23 |
John Hancock Variable Insurance Trust |
Financial Services Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Financials (continued) | |||||||||
FelCor Lodging Trust, Inc. | 145,066 | $ | 1,524,644 | 0.8% | |||||
Fifth Third Bancorp | 95,693 | 2,043,046 | 1.1% | ||||||
Flushing Financial Corp. | 38,345 | 787,990 | 0.4% | ||||||
General Growth Properties, Inc. | 60,897 | 1,434,733 | 0.8% | ||||||
Glacier Bancorp, Inc. | 103,603 | 2,940,253 | 1.6% | ||||||
Invesco, Ltd. | 98,769 | 3,728,530 | 2.0% | ||||||
JPMorgan Chase & Company | 99,630 | 5,740,681 | 3.2% | ||||||
KKR & Company LP | 150,125 | 3,652,541 | 2.0% | ||||||
Lincoln National Corp. | 46,610 | 2,397,618 | 1.3% | ||||||
M&T Bank Corp. | 10,951 | 1,358,472 | 0.7% | ||||||
Markel Corp. (I) | 10,000 | 6,556,400 | 3.6% | ||||||
MetLife, Inc. | 30,237 | 1,679,968 | 0.9% | ||||||
Prosperity Bancshares, Inc. | 44,496 | 2,785,450 | 1.5% | ||||||
Prudential Financial, Inc. | 25,596 | 2,272,157 | 1.3% | ||||||
Regions Financial Corp. | 239,672 | 2,545,317 | 1.4% | ||||||
Royal Bank of Scotland | |||||||||
Group PLC, ADR (I) | 190,962 | 2,155,961 | 1.2% | ||||||
Simon Property Group, Inc. | 21,603 | 3,592,147 | 2.0% | ||||||
SKBHC Holdings LLC (I)(R) | 516 | 2,936,804 | 1.6% | ||||||
State Street Corp. | 26,702 | 1,795,977 | 1.0% | ||||||
SunTrust Banks, Inc. | 99,980 | 4,005,199 | 2.2% | ||||||
SVB Financial Group (I) | 36,088 | 4,208,583 | 2.3% | ||||||
Swedbank AB, Class A | 151,105 | 4,002,335 | 2.2% | ||||||
The Blackstone Group LP | 201,184 | 6,727,593 | 3.7% | ||||||
The Carlyle Group LP | 98,758 | 3,353,822 | 1.8% | ||||||
The Hartford Financial | |||||||||
Services Group, Inc. | 49,838 | 1,784,699 | 1.0% | ||||||
The PNC Financial | |||||||||
Services Group, Inc. | 42,383 | 3,774,206 | 2.1% | ||||||
U.S. Bancorp | 168,957 | 7,319,217 | 4.0% | ||||||
UniCredit SpA | 581,238 | 4,859,947 | 2.7% | ||||||
Union Bankshares Corp. | 60,175 | 1,543,489 | 0.9% | ||||||
Wells Fargo & Company | 109,661 | 5,763,782 | 3.2% | ||||||
Zions Bancorporation | 108,813 | 3,206,719 | 1.8% | ||||||
OTHER SECURITIES | 5,341,431 | 2.8% | |||||||
168,820,849 | |||||||||
Information Technology - 0.9% | |||||||||
Visa, Inc., Class A | 7,939 | 1,672,827 | 0.9% | ||||||
TOTAL COMMON STOCKS (Cost $160,884,790) | $ | 170,493,676 | |||||||
SHORT-TERM INVESTMENTS - 1.9% | |||||||||
Repurchase Agreement - 1.9% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$3,508,000 on 07/01/2014, | |||||||||
collateralized by $3,575,000 | |||||||||
U.S. Treasury Notes, 2.000% due | |||||||||
02/28/2021 (valued at $3,582,504, | |||||||||
including interest) | $ | 3,508,000 | $ | 3,508,000 | 1.9% | ||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $3,508,000) | $ | 3,508,000 |
Financial Services Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
WARRANTS - 0.0% | |||||||||
Financials - 0.0% | |||||||||
Citigroup, Inc. (Expiration Date: | |||||||||
01/04/2019; Strike | |||||||||
Price: $106.10) (I) | 81,554 | 49,740 | 0.0% | ||||||
TOTAL WARRANTS (Cost $51,363) | $ | 49,740 | |||||||
Total Investments (Financial Services Trust) | |||||||||
(Cost $164,444,153) - 95.4% | $ | 174,051,416 | 95.4% | ||||||
Other Assets And Liabilities, Net - 4.6% | 8,394,267 | 4.6% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 182,445,683 | 100.0% | ||||||
Franklin Templeton Founding Allocation Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
INVESTMENT COMPANIES - 100.0% | |||||||||
Affiliated Investment Companies - 100.0% | |||||||||
John Hancock Variable Insurance Trust (G) | |||||||||
Global, Series NAV (Templeton) | 21,780,362 | $ | 468,931,191 | 33.2% | |||||
Income, Series NAV (Franklin) | 36,083,887 | 472,338,081 | 33.4% | ||||||
Mutual Shares, | �� | ||||||||
Series NAV (Franklin) | 31,861,124 | 471,863,240 | 33.4% | ||||||
1,413,132,512 | |||||||||
1,413,132,512 | |||||||||
TOTAL INVESTMENT | |||||||||
COMPANIES (Cost $1,016,740,881) | $ | 1,413,132,512 | |||||||
Total Investments (Franklin Templeton Founding | |||||||||
Allocation Trust) (Cost $1,016,740,881) - 100.0% | $ | 1,413,132,512 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (63,382) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,413,069,130 | 100.0% |
Fundamental All Cap Core Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.8% | ||||||||
Consumer Discretionary - 23.7% | ||||||||
Advance Auto Parts, Inc. | 369,577 | $ | 49,863,329 | 3.0% | ||||
Amazon.com, Inc. (I) | 409,070 | 132,857,751 | 8.0% | |||||
Blue Nile, Inc. (I) | 381,399 | 10,679,172 | 0.7% | |||||
CarMax, Inc. (I) | 444,003 | 23,092,596 | 1.4% | |||||
Lennar Corp., Class A | 1,729,687 | 72,612,260 | 4.4% | |||||
Lowe’s Companies, Inc. | 435,298 | 20,889,951 | 1.3% | |||||
NVR, Inc. (I) | 25,963 | 29,873,028 | 1.8% | |||||
Starbucks Corp. | 281,347 | 21,770,631 | 1.3% | |||||
Tempur Sealy International, Inc. (I) | 504,815 | 30,137,456 | 1.8% | |||||
391,776,174 | ||||||||
Consumer Staples - 2.6% | ||||||||
Diageo PLC, ADR | 129,027 | 16,421,266 | 1.0% | |||||
SABMiller PLC | 464,907 | 26,943,673 | 1.6% | |||||
43,364,939 | ||||||||
Energy - 6.2% | ||||||||
Cabot Oil & Gas Corp. | 661,971 | 22,599,690 | 1.4% |
The accompanying notes are an integral part of the financial statements. | 24 |
John Hancock Variable Insurance Trust |
Fundamental All Cap Core Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Energy (continued) | |||||||||
National Oilwell Varco, Inc. | 213,750 | $ | 17,602,313 | 1.1% | |||||
Range Resources Corp. | 191,204 | 16,625,188 | 1.0% | ||||||
Schlumberger, Ltd. | 142,489 | 16,806,578 | 1.0% | ||||||
Weatherford International PLC (I) | 1,217,889 | 28,011,447 | 1.7% | ||||||
101,645,216 | |||||||||
Financials - 26.0% | |||||||||
AllianceBernstein Holding LP | 1,898,931 | 49,144,334 | 3.0% | ||||||
American International Group, Inc. | 1,098,156 | 59,937,354 | 3.6% | ||||||
Bank of America Corp. | 4,744,663 | 72,925,470 | 4.4% | ||||||
CIT Group, Inc. | 439,031 | 20,090,059 | 1.2% | ||||||
Citigroup, Inc. | 491,985 | 23,172,494 | 1.4% | ||||||
JPMorgan Chase & Company | 802,921 | 46,264,308 | 2.8% | ||||||
Morgan Stanley | 1,453,296 | 46,985,060 | 2.8% | ||||||
Northern Trust Corp. | 290,983 | 18,684,018 | 1.1% | ||||||
T. Rowe Price Group, Inc. | 460,582 | 38,877,727 | 2.4% | ||||||
The Goldman Sachs Group, Inc. | 323,023 | 54,086,971 | 3.3% | ||||||
430,167,795 | |||||||||
Health Care - 1.3% | |||||||||
AMN Healthcare Services, Inc. (I) | 1,686,322 | 20,741,761 | 1.3% | ||||||
Industrials - 5.7% | |||||||||
IHS, Inc., Class A (I) | 145,177 | 19,696,164 | 1.2% | ||||||
Sensata | |||||||||
Technologies Holding NV (I) | 519,245 | 24,290,281 | 1.5% | ||||||
TransDigm Group, Inc. | 134,472 | 22,491,787 | 1.3% | ||||||
United Rentals, Inc. (I) | 265,303 | 27,785,183 | 1.7% | ||||||
94,263,415 | |||||||||
Information Technology - 28.7% | |||||||||
Apple, Inc. | 730,733 | 67,907,018 | 4.1% | ||||||
Bankrate, Inc. (I) | 3,101,839 | 54,406,256 | 3.3% | ||||||
Blackhawk Network | |||||||||
Holdings, Inc., Class B (I) | 674,734 | 18,116,608 | 1.1% | ||||||
EMC Corp. | 1,748,062 | 46,043,953 | 2.8% | ||||||
Facebook, Inc., Class A (I) | 1,359,120 | 91,455,185 | 5.5% | ||||||
Google, Inc., Class A (I) | 47,692 | 27,884,082 | 1.7% | ||||||
Google, Inc., Class C (I) | 46,298 | 26,634,313 | 1.6% | ||||||
LinkedIn Corp., Class A (I) | 154,949 | 26,569,105 | 1.6% | ||||||
NetApp, Inc. | 592,196 | 21,626,998 | 1.3% | ||||||
QUALCOMM, Inc. | 874,453 | 69,256,678 | 4.2% | ||||||
Workday, Inc., Class A (I) | 272,634 | 24,498,891 | 1.5% | ||||||
474,399,087 | |||||||||
Materials - 3.6% | |||||||||
Avery Dennison Corp. | 675,132 | 34,600,515 | 2.1% | ||||||
Louisiana-Pacific Corp. (I) | 1,702,181 | 25,566,759 | 1.5% | ||||||
60,167,274 | |||||||||
TOTAL COMMON STOCKS (Cost $1,241,828,205) | $ | 1,616,525,661 | |||||||
SHORT-TERM INVESTMENTS - 2.1% | |||||||||
Repurchase Agreement - 2.1% | |||||||||
Barclays Tri-Party Repurchase | |||||||||
Agreement dated 06/30/2014 at | |||||||||
0.070% to be repurchased at | |||||||||
$17,100,033 on 07/01/2014, | |||||||||
collateralized by $14,800,000 | |||||||||
U.S. Treasury Inflation Indexed | |||||||||
Notes, 1.125% due 01/15/2021 | |||||||||
(valued at $17,500,000, | |||||||||
including interest) | $ | 17,121,000 | $ | 17,121,000 | 1.0% |
Fundamental All Cap Core Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
SHORT-TERM INVESTMENTS (continued) | ||||||||
Repurchase Agreement (continued) | ||||||||
Repurchase Agreement with State | ||||||||
Street Corp. dated 06/30/2014 at | ||||||||
0.000% to be repurchased at | ||||||||
$17,364,000 on 07/01/2014 | ||||||||
collateralized by $17,675,000 | ||||||||
U.S. Treasury Notes, 2.000% due | ||||||||
02/28/2021 (valued at | ||||||||
$17,712,100, including interest) $ | 17,364,000 | $ | 17,364,000 | 1.1% | ||||
34,485,000 | ||||||||
TOTAL SHORT-TERM | ||||||||
INVESTMENTS (Cost $34,485,000) | $ | 34,485,000 | ||||||
Total Investments (Fundamental All Cap Core | ||||||||
Trust) (Cost $1,276,313,205) - 99.9% | $ | 1,651,010,661 | 99.9% | |||||
Other Assets And Liabilities, Net - 0.1% | 1,529,525 | 0.1% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 1,652,540,186 | 100.0% |
Fundamental Large Cap Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 98.3% | ||||||||
Consumer Discretionary - 12.3% | ||||||||
adidas AG | 149,044 | $ | 15,070,758 | 1.2% | ||||
Advance Auto Parts, Inc. | 202,647 | 27,341,133 | 2.1% | |||||
Lennar Corp., Class A | 1,054,819 | 44,281,302 | 3.5% | |||||
Lowe’s Companies, Inc. | 556,352 | 26,699,332 | 2.1% | |||||
NVR, Inc. (I) | 11,512 | 13,245,707 | 1.0% | |||||
Tempur Sealy International, Inc. (I) | 517,920 | 30,919,824 | 2.4% | |||||
157,558,056 | ||||||||
Consumer Staples - 10.3% | ||||||||
Danone SA | 182,632 | 13,580,225 | 1.1% | |||||
Diageo PLC, ADR | 134,807 | 17,156,887 | 1.3% | |||||
Heineken Holding NV | 197,132 | 12,954,542 | 1.0% | |||||
Imperial Tobacco Group PLC | 353,035 | 15,882,349 | 1.2% | |||||
PepsiCo, Inc. | 234,035 | 20,908,687 | 1.6% | |||||
Philip Morris International, Inc. | 159,246 | 13,426,030 | 1.1% | |||||
SABMiller PLC | 400,811 | 23,228,991 | 1.8% | |||||
The Procter & Gamble Company | 192,071 | 15,094,860 | 1.2% | |||||
132,232,571 | ||||||||
Energy - 16.3% | ||||||||
Apache Corp. | 436,078 | 43,878,168 | 3.4% | |||||
Cabot Oil & Gas Corp. | 547,254 | 18,683,252 | 1.5% | |||||
Chevron Corp. | 181,863 | 23,742,215 | 1.8% | |||||
Exxon Mobil Corp. | 137,422 | 13,835,647 | 1.1% | |||||
National Oilwell Varco, Inc. | 186,629 | 15,368,898 | 1.2% | |||||
Occidental Petroleum Corp. | 381,172 | 39,119,682 | 3.1% | |||||
Southwestern Energy Company (I) | 270,819 | 12,319,556 | 1.0% | |||||
Weatherford International PLC (I) | 1,776,853 | 40,867,619 | 3.2% | |||||
207,815,037 | ||||||||
Financials - 30.6% | ||||||||
AllianceBernstein Holding LP | 1,035,470 | 26,797,964 | 2.1% | |||||
American International Group, Inc. | 990,893 | 54,082,940 | 4.2% | |||||
Bank of America Corp. | 3,374,472 | 51,865,635 | 4.1% | |||||
CIT Group, Inc. | 563,096 | 25,767,273 | 2.0% | |||||
Citigroup, Inc. | 636,499 | 29,979,103 | 2.4% | |||||
JPMorgan Chase & Company | 1,029,321 | 59,309,476 | 4.6% |
The accompanying notes are an integral part of the financial statements. | 25 |
John Hancock Variable Insurance Trust |
Fundamental Large Cap Value Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Financials (continued) | |||||||||
Morgan Stanley | 1,202,751 | $ | 38,884,940 | 3.0% | |||||
Northern Trust Corp. | 304,527 | 19,553,679 | 1.5% | ||||||
State Street Corp. | 263,882 | 17,748,703 | 1.4% | ||||||
The Goldman Sachs Group, Inc. | 283,358 | 47,445,464 | 3.7% | ||||||
Wells Fargo & Company | 376,404 | 19,783,794 | 1.6% | ||||||
391,218,971 | |||||||||
Health Care - 5.8% | |||||||||
Amgen, Inc. | 103,749 | 12,280,769 | 1.0% | ||||||
Medtronic, Inc. | 328,950 | 20,973,852 | 1.6% | ||||||
Merck & Company, Inc. | 352,823 | 20,410,811 | 1.6% | ||||||
Novartis AG, ADR | 219,806 | 19,899,037 | 1.6% | ||||||
73,564,469 | |||||||||
Industrials - 7.3% | |||||||||
FedEx Corp. | 154,377 | 23,369,590 | 1.8% | ||||||
General Electric Company | 1,085,290 | 28,521,421 | 2.3% | ||||||
Sensata | |||||||||
Technologies Holding NV (I) | 434,100 | 20,307,198 | 1.6% | ||||||
United Rentals, Inc. (I) | 196,722 | 20,602,695 | 1.6% | ||||||
92,800,904 | |||||||||
Information Technology - 12.9% | |||||||||
Apple, Inc. | 547,053 | 50,837,635 | 4.0% | ||||||
Cisco Systems, Inc. | 895,516 | 22,253,573 | 1.7% | ||||||
Intel Corp. | 475,509 | 14,693,228 | 1.2% | ||||||
Microsoft Corp. | 474,603 | 19,790,945 | 1.5% | ||||||
Oracle Corp. | 544,711 | 22,077,137 | 1.7% | ||||||
QUALCOMM, Inc. | 445,988 | 35,322,250 | 2.8% | ||||||
164,974,768 | |||||||||
Materials - 2.8% | |||||||||
Avery Dennison Corp. | 360,675 | 18,484,594 | 1.5% | ||||||
Louisiana-Pacific Corp. (I) | 1,110,015 | 16,672,425 | 1.3% | ||||||
35,157,019 | |||||||||
TOTAL COMMON STOCKS (Cost $1,060,852,632) | $ | 1,255,321,795 | |||||||
SHORT-TERM INVESTMENTS - 6.2% | |||||||||
Repurchase Agreement - 6.2% | |||||||||
Barclays Tri-Party Repurchase | |||||||||
Agreement dated 06/30/2014 at | |||||||||
0.070% to be repurchased at | |||||||||
$79,300,154 on 07/01/2014, | |||||||||
collateralized by $63,500,000 | |||||||||
Treasury Inflation Indexed Notes, | |||||||||
1.875% - 2.000% due | |||||||||
07/15/2015 - 01/15/2016 (valued | |||||||||
at $80,800,000, including interest) $ | 79,272,000 | $ | 79,272,000 | 6.2% | |||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $79,272,000) | $ | 79,272,000 | |||||||
Total Investments (Fundamental Large Cap Value | |||||||||
Trust) (Cost $1,140,124,632) - 104.5% | $ | 1,334,593,795 | 104.5% | ||||||
Other Assets And Liabilities, Net - (4.5%) | (56,939,088) | (4.5)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,277,654,707 | 100.0% | ||||||
Fundamental Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.4% | ||||||||
Consumer Discretionary - 12.2% | ||||||||
adidas AG | 70,714 | $ | 7,150,329 | 1.2% | ||||
Advance Auto Parts, Inc. | 92,968 | 12,543,243 | 2.0% | |||||
Lennar Corp., Class A | 522,500 | 21,934,551 | 3.5% | |||||
Lowe’s Companies, Inc. | 265,800 | 12,755,742 | 2.1% | |||||
NVR, Inc. (I) | 5,510 | 6,339,806 | 1.0% | |||||
Tempur Sealy International, Inc. (I) | 250,900 | 14,978,730 | 2.4% | |||||
75,702,401 | ||||||||
Consumer Staples - 10.1% | ||||||||
Danone SA | 87,759 | 6,525,620 | 1.0% | |||||
Diageo PLC, ADR | 64,000 | 8,145,280 | 1.3% | |||||
Heineken Holding NV | 93,662 | 6,155,004 | 1.0% | |||||
Imperial Tobacco Group PLC | 162,488 | 7,310,015 | 1.2% | |||||
PepsiCo, Inc. | 112,800 | 10,077,552 | 1.6% | |||||
Philip Morris International, Inc. | 76,000 | 6,407,560 | 1.0% | |||||
SABMiller PLC | 190,143 | 11,019,732 | 1.8% | |||||
The Procter & Gamble Company | 93,300 | 7,332,447 | 1.2% | |||||
62,973,210 | ||||||||
Energy - 15.7% | ||||||||
Apache Corp. | 202,965 | 20,422,338 | 3.3% | |||||
Cabot Oil & Gas Corp. | 257,500 | 8,791,050 | 1.4% | |||||
Chevron Corp. | 85,800 | 11,201,190 | 1.8% | |||||
Exxon Mobil Corp. | 65,700 | 6,614,676 | 1.1% | |||||
National Oilwell Varco, Inc. | 86,600 | 7,131,510 | 1.1% | |||||
Occidental Petroleum Corp. | 180,400 | 18,514,452 | 3.0% | |||||
Southwestern Energy Company (I) | 126,100 | 5,736,289 | 0.9% | |||||
Weatherford International PLC (I) | 822,757 | 18,923,411 | 3.1% | |||||
97,334,916 | ||||||||
Financials - 30.8% | ||||||||
AllianceBernstein Holding LP | 298,038 | 7,713,223 | 1.2% | |||||
American International Group, Inc. | 453,759 | 24,766,166 | 4.0% | |||||
Bank of America Corp. | 1,552,193 | 23,857,206 | 3.8% | |||||
CIT Group, Inc. | 267,400 | 12,236,224 | 2.0% | |||||
Citigroup, Inc. | 304,000 | 14,318,400 | 2.3% | |||||
Hang Lung Group, Ltd. | 2,259,180 | 12,229,950 | 2.0% | |||||
JPMorgan Chase & Company | 492,500 | 28,377,850 | 4.6% | |||||
Morgan Stanley | 561,263 | 18,145,633 | 2.9% | |||||
Northern Trust Corp. | 143,600 | 9,220,556 | 1.5% | |||||
State Street Corp. | 125,700 | 8,454,582 | 1.4% | |||||
The Goldman Sachs Group, Inc. | 133,213 | 22,305,185 | 3.6% | |||||
Wells Fargo & Company | 180,500 | 9,487,080 | 1.5% | |||||
191,112,055 | ||||||||
Health Care - 5.8% | ||||||||
Amgen, Inc. | 49,500 | 5,859,315 | 0.9% | |||||
Medtronic, Inc. | 160,100 | 10,207,976 | 1.7% | |||||
Merck & Company, Inc. | 172,700 | 9,990,695 | 1.6% | |||||
Novartis AG, ADR | 108,200 | 9,795,346 | 1.6% | |||||
35,853,332 | ||||||||
Industrials - 7.2% | ||||||||
FedEx Corp. | 73,300 | 11,096,154 | 1.8% | |||||
General Electric Company | 528,900 | 13,899,492 | 2.2% | |||||
Sensata | ||||||||
Technologies Holding NV (I) | 208,700 | 9,762,986 | 1.6% | |||||
United Rentals, Inc. (I) | 94,100 | 9,855,093 | 1.6% | |||||
44,613,725 | ||||||||
Information Technology - 13.2% | ||||||||
Apple, Inc. | 281,500 | 26,159,795 | 4.2% | |||||
Cisco Systems, Inc. | 431,000 | 10,710,350 | 1.7% | |||||
Intel Corp. | 235,600 | 7,280,040 | 1.2% | |||||
Microsoft Corp. | 229,800 | 9,582,660 | 1.6% |
The accompanying notes are an integral part of the financial statements. | 26 |
John Hancock Variable Insurance Trust |
Fundamental Value Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Information Technology (continued) | |||||||||
Oracle Corp. | 268,100 | $ | 10,866,093 | 1.8% | |||||
QUALCOMM, Inc. | 214,600 | 16,996,320 | 2.7% | ||||||
81,595,258 | |||||||||
Materials - 2.4% | |||||||||
Avery Dennison Corp. | 170,900 | 8,758,625 | 1.4% | ||||||
Louisiana-Pacific Corp. (I) | 411,400 | 6,179,228 | 1.0% | ||||||
14,937,853 | |||||||||
TOTAL COMMON STOCKS (Cost $565,426,935) | $ | 604,122,750 | |||||||
SHORT-TERM INVESTMENTS - 2.4% | |||||||||
Repurchase Agreement - 2.4% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$14,958,000 on 07/01/2014, | |||||||||
collateralized by $10,940,000 | |||||||||
U.S. Treasury Bond, 7.875% due | |||||||||
02/15/2021 (valued at | |||||||||
$15,261,300, including interest) | $ | 14,958,000 | $ | 14,958,000 | 2.4% | ||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $14,958,000) | $ | 14,958,000 | |||||||
Total Investments (Fundamental Value Trust) | |||||||||
(Cost $580,384,935) - 99.8% | $ | 619,080,750 | 99.8% | ||||||
Other Assets And Liabilities, Net - 0.2% | 936,625 | 0.2% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 620,017,375 | 100.0% | ||||||
Global Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 98.8% | ||||||||
Brazil - 1.1% | ||||||||
Petroleo Brasileiro SA, | ||||||||
Class A, ADR | 492,910 | $ | 7,709,112 | 1.1% | ||||
Canada - 1.6% | ||||||||
Talisman Energy, Inc. | 1,016,140 | 10,741,820 | 1.6% | |||||
China - 1.3% | 8,624,166 | 1.3% | ||||||
Denmark - 0.7% | 4,509,506 | 0.7% | ||||||
France - 9.6% | ||||||||
AXA SA | 344,246 | 8,225,180 | 1.2% | |||||
BNP Paribas SA | 129,690 | 8,813,568 | 1.3% | |||||
Cie Generale des | ||||||||
Etablissements Michelin | 83,612 | 9,983,458 | 1.5% | |||||
Credit Agricole SA | 529,700 | 7,478,758 | 1.1% | |||||
Sanofi | 99,190 | 10,542,854 | 1.6% | |||||
Total SA | 178,610 | 12,922,371 | 1.9% | |||||
OTHER SECURITIES | 7,220,647 | 1.0% | ||||||
65,186,836 | ||||||||
Germany - 5.5% | ||||||||
Deutsche Lufthansa AG | 517,190 | 11,102,540 | 1.6% | |||||
Metro AG (I) | 50,050 | 2,178,098 | 0.3% | |||||
Siemens AG | 63,450 | 8,377,567 | 1.2% | |||||
OTHER SECURITIES | 15,986,572 | 2.4% | ||||||
37,644,777 |
Global Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Hong Kong - 1.0% | ||||||||
Kunlun Energy Company, Ltd. | 2,927,830 | $ | 4,826,707 | 0.7% | ||||
OTHER SECURITIES | 1,816,282 | 0.3% | ||||||
6,642,989 | ||||||||
India - 0.6% | 4,150,682 | 0.6% | ||||||
Ireland - 1.6% | ||||||||
CRH PLC | 422,064 | 10,812,138 | 1.6% | |||||
Israel - 1.7% | ||||||||
Teva Pharmaceutical | ||||||||
Industries, Ltd., ADR | 222,010 | 11,637,764 | 1.7% | |||||
Italy - 2.7% | ||||||||
Eni SpA | 299,420 | 8,189,039 | 1.2% | |||||
UniCredit SpA | 1,031,599 | 8,625,583 | 1.3% | |||||
OTHER SECURITIES | 1,483,550 | 0.2% | ||||||
18,298,172 | ||||||||
Japan - 2.9% | ||||||||
Nissan Motor Company, Ltd. | 752,800 | 7,128,604 | 1.0% | |||||
OTHER SECURITIES | 12,695,080 | 1.9% | ||||||
19,823,684 | ||||||||
Netherlands - 5.7% | ||||||||
Akzo Nobel NV | 114,356 | 8,574,326 | 1.3% | |||||
OTHER SECURITIES | 30,048,810 | 4.4% | ||||||
38,623,136 | ||||||||
Portugal - 1.4% | ||||||||
Galp Energia SGPS SA | 507,860 | 9,308,876 | 1.4% | |||||
Russia - 2.3% | ||||||||
MMC Norilsk Nickel OJSC, ADR | 348,930 | 6,912,303 | 1.0% | |||||
OTHER SECURITIES | 9,095,025 | 1.3% | ||||||
16,007,328 | ||||||||
Singapore - 1.8% | ||||||||
Singapore Telecommunications, Ltd. | 2,260,100 | 6,981,701 | 1.0% | |||||
OTHER SECURITIES | 5,642,279 | 0.8% | ||||||
12,623,980 | ||||||||
South Korea - 4.5% | ||||||||
KB Financial Group, Inc., ADR | 197,388 | 6,861,207 | 1.0% | |||||
Samsung Electronics Company, Ltd. | 13,180 | 17,212,401 | 2.5% | |||||
OTHER SECURITIES | 6,738,510 | 1.0% | ||||||
30,812,118 | ||||||||
Spain - 1.4% | ||||||||
Telefonica SA | 542,350 | 9,310,981 | 1.4% | |||||
Sweden - 1.8% | 12,009,197 | 1.8% | ||||||
Switzerland - 3.8% | ||||||||
Credit Suisse Group AG (I) | 304,904 | 8,671,305 | 1.2% | |||||
Roche Holding AG | 43,070 | 12,833,001 | 1.9% | |||||
OTHER SECURITIES | 4,741,062 | 0.7% | ||||||
26,245,368 | ||||||||
Thailand - 0.2% | 1,752,675 | 0.2% | ||||||
Turkey - 1.2% | ||||||||
Turkcell Iletisim Hizmetleri | ||||||||
AS, ADR (I)(L) | 530,020 | 8,268,312 | 1.2% | |||||
United Kingdom - 10.9% | ||||||||
Aviva PLC | 1,053,569 | 9,192,155 | 1.4% | |||||
BP PLC | 829,365 | 7,303,319 | 1.1% | |||||
GlaxoSmithKline PLC | 378,848 | 10,086,896 | 1.5% | |||||
HSBC Holdings PLC | 831,239 | 8,453,457 | 1.2% | |||||
Kingfisher PLC | 1,137,827 | 6,985,005 | 1.0% |
The accompanying notes are an integral part of the financial statements. | 27 |
John Hancock Variable Insurance Trust |
Global Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
United Kingdom (continued) | |||||||||
Noble Corp. PLC | 223,540 | $ | 7,502,002 | 1.1% | |||||
OTHER SECURITIES | 24,493,448 | 3.6% | |||||||
74,016,282 | |||||||||
United States - 33.5% | |||||||||
American International Group, Inc. | 184,350 | 10,061,823 | 1.5% | ||||||
Amgen, Inc. | 87,620 | 10,371,579 | 1.5% | ||||||
Baker Hughes, Inc. | 116,160 | 8,648,112 | 1.3% | ||||||
Chevron Corp. | 47,240 | 6,167,182 | 0.9% | ||||||
Cisco Systems, Inc. | 368,330 | 9,153,001 | 1.3% | ||||||
Citigroup, Inc. | 249,360 | 11,744,856 | 1.7% | ||||||
Comcast Corp., Special Class A (L) | 209,500 | 11,172,635 | 1.6% | ||||||
CVS Caremark Corp. | 96,960 | 7,307,875 | 1.1% | ||||||
Forest Laboratories, Inc. (I) | 75,070 | 7,431,930 | 1.1% | ||||||
Halliburton Company | 72,979 | 5,182,239 | 0.8% | ||||||
Hewlett-Packard Company | 305,130 | 10,276,778 | 1.5% | ||||||
JPMorgan Chase & Company | 139,760 | 8,052,971 | 1.2% | ||||||
Medtronic, Inc. | 164,650 | 10,498,084 | 1.5% | ||||||
Merck & Company, Inc. | 203,200 | 11,755,120 | 1.7% | ||||||
Microsoft Corp. | 412,580 | 17,204,586 | 2.5% | ||||||
Morgan Stanley | 288,680 | 9,333,024 | 1.4% | ||||||
Navistar International Corp. (I)(L) | 227,630 | 8,531,572 | 1.3% | ||||||
Pfizer, Inc. | 328,100 | 9,738,008 | 1.4% | ||||||
The Walt Disney Company | 85,470 | 7,328,198 | 1.1% | ||||||
Twenty-First Century | |||||||||
Fox, Inc., Class A | 206,880 | 7,271,832 | 1.1% | ||||||
United Parcel Service, Inc., Class B | 82,050 | 8,423,253 | 1.2% | ||||||
OTHER SECURITIES | 32,147,348 | 4.8% | |||||||
227,802,006 | |||||||||
TOTAL COMMON STOCKS (Cost $533,593,376) | $ | 672,561,905 | |||||||
SECURITIES LENDING COLLATERAL - 4.4% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 2,988,356 | 29,905,674 | 4.4% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $29,905,644) | $ | 29,905,674 | |||||||
SHORT-TERM INVESTMENTS - 0.8% | |||||||||
Time Deposits - 0.8% | $ | 5,000,000 | 0.8% | ||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $5,000,000) | $ | 5,000,000 | |||||||
Total Investments (Global Trust) | |||||||||
(Cost $568,499,020) - 104.0% | $ | 707,467,579 | 104.0% | ||||||
Other Assets And Liabilities, Net - (4.0%) | (26,917,500) | (4.0)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 680,550,079 | 100.0% | ||||||
Health Sciences Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 98.7% | ||||||||
Consumer Staples - 2.6% | ||||||||
CVS Caremark Corp. | 23,500 | $ | 1,771,195 | 0.6% | ||||
Rite Aid Corp. (I) | 677,400 | 4,856,958 | 1.7% | |||||
OTHER SECURITIES | 736,388 | 0.3% | ||||||
7,364,541 |
Health Sciences Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Health Care - 92.3% | ||||||||
AbbVie, Inc. | 47,100 | $ | 2,658,324 | 1.0% | ||||
Actavis PLC (I) | 27,320 | 6,093,726 | 2.2% | |||||
Aetna, Inc. | 114,000 | 9,243,120 | 3.3% | |||||
Agilent Technologies, Inc. | 130,500 | 7,495,920 | 2.7% | |||||
Alexion Pharmaceuticals, Inc. (I) | 84,340 | 13,178,125 | 4.7% | |||||
Alkermes PLC (I) | 95,000 | 4,781,350 | 1.7% | |||||
Allergan, Inc. | 48,400 | 8,190,248 | 2.9% | |||||
athenahealth, Inc. (I) | 14,400 | 1,801,872 | 0.6% | |||||
Bayer AG | 11,911 | 1,680,322 | 0.6% | |||||
Becton, Dickinson and Company | 30,800 | 3,643,640 | 1.3% | |||||
Biogen Idec, Inc. (I) | 30,219 | 9,528,353 | 3.4% | |||||
BioMarin Pharmaceutical, Inc. (I) | 28,800 | 1,791,648 | 0.6% | |||||
Bristol-Myers Squibb Company | 51,100 | 2,478,861 | 0.9% | |||||
Cardinal Health, Inc. | 71,500 | 4,902,040 | 1.8% | |||||
CareFusion Corp. (I) | 54,000 | 2,394,900 | 0.9% | |||||
Celgene Corp. (I) | 34,932 | 2,999,960 | 1.1% | |||||
Covance, Inc. (I) | 18,700 | 1,600,346 | 0.6% | |||||
Covidien PLC | 35,425 | 3,194,627 | 1.1% | |||||
DENTSPLY International, Inc. | 43,850 | 2,076,298 | 0.7% | |||||
Forest Laboratories, Inc. (I) | 22,400 | 2,217,600 | 0.8% | |||||
Gilead Sciences, Inc. (I) | 165,792 | 13,745,815 | 4.9% | |||||
GN Store Nord A/S | 63,245 | 1,812,512 | 0.7% | |||||
HCA Holdings, Inc. (I) | 38,200 | 2,153,716 | 0.8% | |||||
Henry Schein, Inc. (I) | 20,700 | 2,456,469 | 0.9% | |||||
Humana, Inc. | 54,200 | 6,922,424 | 2.5% | |||||
IDEXX Laboratories, Inc. (I) | 18,200 | 2,430,974 | 0.9% | |||||
Incyte Corp., Ltd. (I) | 109,100 | 6,157,604 | 2.2% | |||||
InterMune, Inc. (I) | 117,500 | 5,187,625 | 1.9% | |||||
Intuitive Surgical, Inc. (I) | 9,500 | 3,912,100 | 1.4% | |||||
McKesson Corp. | 51,500 | 9,589,815 | 3.4% | |||||
Merck & Company, Inc. | 73,700 | 4,263,545 | 1.5% | |||||
Neurocrine Biosciences, Inc. (I) | 121,200 | 1,798,608 | 0.6% | |||||
Novartis AG | 25,856 | 2,341,477 | 0.8% | |||||
Novartis AG, ADR | 8,900 | 805,717 | 0.3% | |||||
Pacira Pharmaceuticals, Inc. (I) | 37,700 | 3,463,122 | 1.2% | |||||
Pharmacyclics, Inc. (I) | 60,300 | 5,409,513 | 1.9% | |||||
Puma Biotechnology, Inc. (I) | 30,587 | 2,018,742 | 0.7% | |||||
Regeneron Pharmaceuticals, Inc. (I) | 11,100 | 3,135,417 | 1.1% | |||||
Sirona Dental Systems, Inc. (I) | 46,800 | 3,859,128 | 1.4% | |||||
St. Jude Medical, Inc. | 26,100 | 1,807,425 | 0.7% | |||||
Teva Pharmaceutical | ||||||||
Industries, Ltd., ADR | 65,200 | 3,417,784 | 1.2% | |||||
The Cooper Companies, Inc. | 21,835 | 2,959,298 | 1.1% | |||||
UnitedHealth Group, Inc. | 114,900 | 9,393,075 | 3.4% | |||||
Universal Health | ||||||||
Services, Inc., Class B | 36,250 | 3,471,300 | 1.2% | |||||
Valeant | ||||||||
Pharmaceuticals | ||||||||
International, Inc. (I) | 69,280 | 8,737,594 | 3.1% | |||||
Vertex Pharmaceuticals, Inc. (I) | 59,504 | 5,633,839 | 2.0% | |||||
OTHER SECURITIES | 48,869,058 | 17.6% | ||||||
257,704,976 | ||||||||
Industrials - 3.0% | ||||||||
Danaher Corp. | 89,200 | 7,022,716 | 2.5% | |||||
OTHER SECURITIES | 1,367,520 | 0.5% | ||||||
8,390,236 | ||||||||
Information Technology - 0.8% | ||||||||
FEI Company | 23,000 | 2,086,790 | 0.8% | |||||
TOTAL COMMON STOCKS (Cost $189,107,278) | $ | 275,546,543 |
The accompanying notes are an integral part of the financial statements. | 28 |
John Hancock Variable Insurance Trust |
Health Sciences Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
PREFERRED SECURITIES - 0.3% | ||||||||||
Health Care - 0.2% | 677,878 | 0.2% | ||||||||
Information Technology - 0.1% | 152,390 | 0.1% | ||||||||
TOTAL PREFERRED SECURITIES (Cost $830,268) | $ | 830,268 | ||||||||
CONVERTIBLE BONDS - 0.0% | ||||||||||
Health Care - 0.0% | $ | 59,574 | 0.0% | |||||||
TOTAL CONVERTIBLE BONDS (Cost $50,068) | $ | 59,574 | ||||||||
Rights 0.0% | 11,175 | 0.0% | ||||||||
TOTAL RIGHTS (Cost $18,750) | $ | 11,175 | ||||||||
Warrants 0.0% | 9,418 | 0.0% | ||||||||
TOTAL WARRANTS (Cost $1,766) | $ | 9,418 | ||||||||
SHORT-TERM INVESTMENTS - 1.0% | ||||||||||
Money Market Funds - 1.0% | ||||||||||
T. Rowe Price Reserve Investment | ||||||||||
Fund, 0.0553% (Y) | 2,141,045 | 2,141,045 | 0.8% | |||||||
OTHER SECURITIES | 450,000 | 0.2% | ||||||||
2,591,045 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $2,591,045) | $ | 2,591,045 | ||||||||
Total Investments (Health Sciences Trust) | ||||||||||
(Cost $192,599,175) - 100.0% | $ | 279,048,023 | 100.0% | |||||||
Other Assets And Liabilities, Net - 0.0% | 76,022 | 0.0% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 279,124,045 | 100.0% | |||||||
International Core Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.4% | ||||||||
Australia - 3.7% | ||||||||
BHP Billiton, Ltd. | 350,907 | $ | 11,967,554 | 1.4% | ||||
OTHER SECURITIES | 19,106,779 | 2.3% | ||||||
31,074,333 | ||||||||
Austria - 0.6% | 4,555,959 | 0.6% | ||||||
Belgium - 0.9% | 7,640,568 | 0.9% | ||||||
Canada - 0.9% | 7,394,017 | 0.9% | ||||||
China - 0.1% | 775,372 | 0.1% | ||||||
Denmark - 1.2% | 10,168,272 | 1.2% | ||||||
Finland - 0.8% | ||||||||
Nokia OYJ | 662,990 | 5,016,688 | 0.6% | |||||
OTHER SECURITIES | 1,547,859 | 0.2% | ||||||
6,564,547 | ||||||||
France - 11.2% | ||||||||
AXA SA | 188,593 | 4,506,113 | 0.6% | |||||
BNP Paribas SA | 59,055 | 4,013,303 | 0.5% | |||||
GDF Suez | 247,451 | 6,817,661 | 0.8% | |||||
Orange SA | 375,836 | 5,946,594 | 0.7% | |||||
Peugeot SA (I) | 337,347 | 4,991,264 | 0.6% | |||||
Societe Generale SA | 144,967 | 7,602,456 | 0.9% | |||||
Total SA | 511,277 | 36,990,712 | 4.5% | |||||
OTHER SECURITIES | 22,203,291 | 2.6% | ||||||
93,071,394 |
International Core Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Germany - 8.2% | ||||||||
Continental AG | 19,042 | $ | 4,402,713 | 0.5% | ||||
Daimler AG | 123,107 | 11,499,987 | 1.4% | |||||
E.ON SE | 671,664 | 13,846,726 | 1.7% | |||||
RWE AG | 193,042 | 8,279,206 | 1.0% | |||||
OTHER SECURITIES | 29,975,384 | 3.6% | ||||||
68,004,016 | ||||||||
Hong Kong - 2.8% | ||||||||
Sun Hung Kai Properties, Ltd. | 337,802 | 4,639,681 | 0.6% | |||||
OTHER SECURITIES | 19,056,223 | 2.2% | ||||||
23,695,904 | ||||||||
Ireland - 0.9% | ||||||||
Shire PLC | 99,393 | 7,796,687 | 0.9% | |||||
Isle of Man - 0.1% | 520,560 | 0.1% | ||||||
Israel - 0.6% | 5,236,696 | 0.6% | ||||||
Italy - 6.0% | ||||||||
Enel SpA | 2,245,987 | 13,064,094 | 1.6% | |||||
Eni SpA | 258,121 | 7,059,525 | 0.8% | |||||
Finmeccanica SpA (I) | 448,324 | 4,257,260 | 0.5% | |||||
Telecom Italia RSP | 2,322,966 | 2,297,837 | 0.3% | |||||
Telecom Italia SpA (I) | 4,012,011 | 5,078,004 | 0.6% | |||||
OTHER SECURITIES | 18,212,704 | 2.2% | ||||||
49,969,424 | ||||||||
Japan - 17.8% | ||||||||
ITOCHU Corp. | 394,300 | 5,061,938 | 0.6% | |||||
JX Holdings, Inc. | 904,300 | 4,839,111 | 0.6% | |||||
Mitsubishi Corp. | 313,405 | 6,523,339 | 0.8% | |||||
Nippon Telegraph & Telephone Corp. | 69,800 | 4,350,482 | 0.5% | |||||
Resona Holdings, Inc. | 855,700 | 4,986,450 | 0.6% | |||||
Sumitomo Corp. | 358,200 | 4,833,246 | 0.6% | |||||
OTHER SECURITIES | 117,877,932 | 14.1% | ||||||
148,472,498 | ||||||||
Luxembourg - 0.2% | 1,412,593 | 0.2% | ||||||
Macau - 0.4% | 3,486,825 | 0.4% | ||||||
Netherlands - 8.4% | ||||||||
Royal Dutch Shell PLC, B Shares | 292,629 | 12,717,680 | 1.5% | |||||
Royal Dutch Shell PLC, Class A | 833,140 | 34,427,626 | 4.1% | |||||
Unilever NV | 147,237 | 6,445,013 | 0.8% | |||||
OTHER SECURITIES | 16,133,088 | 2.0% | ||||||
69,723,407 | ||||||||
New Zealand - 0.2% | 1,948,229 | 0.2% | ||||||
Norway - 1.2% | ||||||||
Statoil ASA | 182,500 | 5,609,841 | 0.7% | |||||
OTHER SECURITIES | 4,218,985 | 0.5% | ||||||
9,828,826 | ||||||||
Portugal - 0.6% | ||||||||
EDP - Energias de Portugal SA | 848,724 | 4,258,564 | 0.5% | |||||
OTHER SECURITIES | 523,365 | 0.1% | ||||||
4,781,929 | ||||||||
Singapore - 0.4% | 3,518,449 | 0.4% | ||||||
Spain - 7.6% | ||||||||
ACS Actividades de Construccion | ||||||||
y Servicios SA | 87,931 | 4,024,620 | 0.5% | |||||
Banco Bilbao Vizcaya Argentaria SA | 408,470 | 5,206,119 | 0.6% | |||||
Banco Santander SA | 2,016,049 | 21,066,210 | 2.5% | |||||
Gas Natural SDG SA | 143,119 | 4,521,593 | 0.6% | |||||
Iberdrola SA | 913,933 | 6,991,162 | 0.8% |
The accompanying notes are an integral part of the financial statements. | 29 |
John Hancock Variable Insurance Trust |
International Core Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Spain (continued) | |||||||||
Telefonica SA | 901,680 | $ | 15,479,903 | 1.9% | |||||
OTHER SECURITIES | 5,913,414 | 0.7% | |||||||
63,203,021 | |||||||||
Sweden - 0.8% | 7,037,145 | 0.8% | |||||||
Switzerland - 1.8% | |||||||||
Zurich Insurance Group AG (I) | 13,384 | 4,031,074 | 0.5% | ||||||
OTHER SECURITIES | 10,566,258 | 1.3% | |||||||
14,597,332 | |||||||||
United Kingdom - 20.0% | |||||||||
Anglo American PLC | 166,689 | 4,085,273 | 0.5% | ||||||
AstraZeneca PLC | 369,034 | 27,455,255 | 3.3% | ||||||
BAE Systems PLC | 809,835 | 5,998,229 | 0.7% | ||||||
BG Group PLC | 257,152 | 5,426,256 | 0.7% | ||||||
BHP Billiton PLC | 272,217 | 8,849,501 | 1.1% | ||||||
BP PLC | 2,965,571 | 26,114,572 | 3.1% | ||||||
BT Group PLC | 813,259 | 5,343,972 | 0.6% | ||||||
GlaxoSmithKline PLC | 180,760 | 4,812,767 | 0.6% | ||||||
Lloyds Banking Group PLC (I) | 3,918,434 | 4,980,612 | 0.6% | ||||||
Rio Tinto PLC | 261,756 | 14,133,316 | 1.7% | ||||||
Rio Tinto, Ltd. | 71,592 | 4,016,307 | 0.5% | ||||||
Unilever PLC | 151,043 | 6,846,698 | 0.8% | ||||||
Vodafone Group PLC | 2,439,275 | 8,152,736 | 1.0% | ||||||
OTHER SECURITIES | 40,306,469 | 4.8% | |||||||
166,521,963 | |||||||||
TOTAL COMMON STOCKS (Cost $682,743,861) | $ | 810,999,966 | |||||||
PREFERRED SECURITIES - 0.7% | |||||||||
Germany - 0.7% | 5,404,754 | 0.7% | |||||||
TOTAL PREFERRED SECURITIES (Cost $3,923,773) | $ | 5,404,754 | |||||||
Rights 0.0% | 53,215 | 0.0% | |||||||
TOTAL RIGHTS (Cost $51,699) | $ | 53,215 | |||||||
WARRANTS - 0.1% | |||||||||
France - 0.1% | |||||||||
Peugeot SA (Expiration Date: | |||||||||
04/29/2017; Strike Price: | |||||||||
EUR 6.43) (I) | 297,806 | 652,865 | 0.1% | ||||||
Hong Kong - 0.0% | |||||||||
Sun Hung Kai Properties, Ltd. | |||||||||
(Expiration Date: 04/22/2016; | |||||||||
Strike Price: HKD 98.60) (I) | 30,583 | 39,933 | 0.0% | ||||||
TOTAL WARRANTS (Cost $328,432) | $ | 692,798 | |||||||
SECURITIES LENDING COLLATERAL - 4.1% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 3,438,453 | 34,409,975 | 4.1% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $34,409,589) | $ | 34,409,975 |
International Core Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
SHORT-TERM INVESTMENTS - 1.5% | ||||||||
Money Market Funds - 1.5% | ||||||||
State Street Institutional Treasury | ||||||||
Money Market Fund, 0.0000% (Y) | 12,739,071 | 12,739,071 | 1.5% | |||||
TOTAL SHORT-TERM | ||||||||
INVESTMENTS (Cost $12,739,071) | $ | 12,739,071 | ||||||
Total Investments (International Core Trust) | ||||||||
(Cost $734,196,425) - 103.8% | $ | 864,299,779 | 103.8% | |||||
Other Assets And Liabilities, Net - (3.8%) | (31,267,440) | (3.8)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 833,032,339 | 100.0% | |||||
International Equity Index Trust B
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 96.3% | ||||||||
Australia - 5.4% | ||||||||
Australia & New Zealand | ||||||||
Banking Group, Ltd. | 100,930 | $ | 3,173,691 | 0.5% | ||||
BHP Billiton, Ltd. | 117,871 | 4,019,947 | 0.6% | |||||
Commonwealth Bank of Australia | 58,731 | 4,479,299 | 0.6% | |||||
National Australia Bank, Ltd. | 86,224 | 2,665,076 | 0.4% | |||||
Westpac Banking Corp. | 113,934 | 3,644,305 | 0.5% | |||||
OTHER SECURITIES | 20,037,442 | 2.8% | ||||||
38,019,760 | ||||||||
Austria - 0.2% | 1,237,394 | 0.2% | ||||||
Belgium - 0.9% | ||||||||
Anheuser-Busch InBev NV | 35,440 | 3,364,288 | 0.5% | |||||
OTHER SECURITIES | 2,800,112 | 0.4% | ||||||
6,164,400 | ||||||||
Bermuda - 0.1% | 540,442 | 0.1% | ||||||
Brazil - 1.2% | 8,699,542 | 1.2% | ||||||
Canada - 7.2% | ||||||||
Bank of Nova Scotia (L) | 43,600 | 2,906,803 | 0.4% | |||||
Royal Bank of Canada | 52,000 | 3,717,314 | 0.5% | |||||
Suncor Energy, Inc. | 55,087 | 2,348,961 | 0.3% | |||||
The Toronto-Dominion Bank (L) | 67,700 | 3,485,086 | 0.5% | |||||
OTHER SECURITIES | 38,230,859 | 5.5% | ||||||
50,689,023 | ||||||||
Chile - 0.3% | 1,864,350 | 0.3% | ||||||
China - 3.0% | ||||||||
Tencent Holdings, Ltd. | 196,500 | 2,996,948 | 0.4% | |||||
OTHER SECURITIES | 18,090,467 | 2.6% | ||||||
21,087,415 | ||||||||
Colombia - 0.2% | 1,601,295 | 0.2% | ||||||
Czech Republic - 0.1% | 397,796 | 0.1% | ||||||
Denmark - 1.1% | ||||||||
Novo Nordisk A/S | 73,100 | 3,373,781 | 0.5% | |||||
OTHER SECURITIES | 4,181,376 | 0.6% | ||||||
7,555,157 | ||||||||
Egypt - 0.0% | 80,893 | 0.0% | ||||||
Finland - 0.6% | 4,425,165 | 0.6% | ||||||
France - 6.9% | ||||||||
BNP Paribas SA | 36,324 | 2,468,533 | 0.4% | |||||
Sanofi | 43,757 | 4,650,909 | 0.7% |
The accompanying notes are an integral part of the financial statements. | 30 |
John Hancock Variable Insurance Trust |
International Equity Index Trust B (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
France (continued) | ||||||||
Total SA | 78,044 | $ | 5,646,456 | 0.8% | ||||
OTHER SECURITIES | 36,383,507 | 5.0% | ||||||
49,149,405 | ||||||||
Germany - 6.0% | ||||||||
Allianz SE | 16,697 | 2,786,960 | 0.4% | |||||
BASF SE | 33,676 | 3,917,312 | 0.6% | |||||
Bayer AG | 30,335 | 4,279,453 | 0.6% | |||||
Daimler AG | 35,078 | 3,276,796 | 0.5% | |||||
SAP AG | 33,218 | 2,559,603 | 0.4% | |||||
Siemens AG | 28,649 | 3,782,646 | 0.5% | |||||
OTHER SECURITIES | 21,837,014 | 3.0% | ||||||
42,439,784 | ||||||||
Greece - 0.0% | 351,205 | 0.0% | ||||||
Guernsey, Channel Islands - 0.0% | 302,374 | 0.0% | ||||||
Hong Kong - 2.7% | 19,173,264 | 2.7% | ||||||
Hungary - 0.0% | 256,394 | 0.0% | ||||||
India - 1.5% | ||||||||
Infosys, Ltd., ADR (L) | 47,587 | 2,558,753 | 0.4% | |||||
OTHER SECURITIES | 8,073,477 | 1.1% | ||||||
10,632,230 | ||||||||
Indonesia - 0.5% | 3,698,747 | 0.5% | ||||||
Ireland - 0.6% | 4,038,615 | 0.6% | ||||||
Israel - 0.4% | 2,657,694 | 0.4% | ||||||
Italy - 1.7% | ||||||||
Eni SpA | 96,142 | 2,629,452 | 0.4% | |||||
OTHER SECURITIES | 9,276,015 | 1.3% | ||||||
11,905,467 | ||||||||
Japan - 14.3% | ||||||||
Mitsubishi UFJ Financial Group, Inc. | 467,000 | 2,866,780 | 0.4% | |||||
SoftBank Corp. | 35,200 | 2,623,208 | 0.4% | |||||
Toyota Motor Corp. | 99,800 | 5,975,287 | 0.9% | |||||
OTHER SECURITIES | 89,737,217 | 12.6% | ||||||
101,202,492 | ||||||||
Jersey, Channel Islands - 0.0% | 291,443 | 0.0% | ||||||
Luxembourg - 0.3% | 2,015,356 | 0.3% | ||||||
Macau - 0.1% | 1,038,636 | 0.1% | ||||||
Malaysia - 0.8% | 5,574,759 | 0.8% | ||||||
Mexico - 1.0% | 7,253,402 | 1.0% | ||||||
Netherlands - 3.3% | ||||||||
Royal Dutch Shell PLC, B Shares | 87,526 | 3,803,887 | 0.5% | |||||
Royal Dutch Shell PLC, Class A | 143,610 | 5,934,358 | 0.8% | |||||
Unilever NV | 59,800 | 2,617,629 | 0.4% | |||||
OTHER SECURITIES | 10,962,127 | 1.6% | ||||||
23,318,001 | ||||||||
New Zealand - 0.1% | 471,605 | 0.1% | ||||||
Norway - 0.5% | 3,485,395 | 0.5% | ||||||
Peru - 0.1% | 519,110 | 0.1% | ||||||
Philippines - 0.2% | 1,061,621 | 0.2% | ||||||
Poland - 0.3% | 2,171,519 | 0.3% | ||||||
Portugal - 0.1% | 744,760 | 0.1% | ||||||
Russia - 1.1% | 7,742,765 | 1.1% | ||||||
Singapore - 1.0% | 7,238,862 | 1.0% |
International Equity Index Trust B (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
South Africa - 1.6% | $ | 11,236,105 | 1.6% | |||||
South Korea - 3.2% | ||||||||
Samsung Electronics Company, Ltd. | 4,040 | 5,276,032 | 0.8% | |||||
OTHER SECURITIES | 17,129,071 | 2.4% | ||||||
22,405,103 | ||||||||
Spain - 2.5% | ||||||||
Banco Bilbao Vizcaya Argentaria SA | 219,592 | 2,798,791 | 0.4% | |||||
Banco Santander SA | 447,657 | 4,677,682 | 0.7% | |||||
Telefonica SA | 149,236 | 2,562,061 | 0.4% | |||||
OTHER SECURITIES | 7,559,433 | 1.0% | ||||||
17,597,967 | ||||||||
Sweden - 2.1% | 15,207,147 | 2.1% | ||||||
Switzerland - 6.8% | ||||||||
Nestle SA | 116,882 | 9,056,825 | 1.3% | |||||
Novartis AG | 83,326 | 7,545,865 | 1.1% | |||||
Roche Holding AG | 25,452 | 7,583,597 | 1.1% | |||||
UBS AG (I) | 133,510 | 2,447,839 | 0.3% | |||||
OTHER SECURITIES | 21,604,260 | 3.0% | ||||||
48,238,386 | ||||||||
Taiwan - 1.9% | ||||||||
Taiwan Semiconductor | ||||||||
Manufacturing Company, Ltd. | 914,227 | 3,868,591 | 0.6% | |||||
OTHER SECURITIES | 9,915,102 | 1.3% | ||||||
13,783,693 | ||||||||
Thailand - 0.4% | 3,003,536 | 0.4% | ||||||
Turkey - 0.4% | 2,496,892 | 0.4% | ||||||
Ukraine - 0.0% | 20,286 | 0.0% | ||||||
United Kingdom - 13.2% | ||||||||
AstraZeneca PLC | 45,978 | 3,420,654 | 0.5% | |||||
BG Group PLC | 125,247 | 2,642,882 | 0.4% | |||||
BHP Billiton PLC | 76,091 | 2,473,642 | 0.4% | |||||
BP PLC | 660,997 | 5,820,667 | 0.8% | |||||
British American Tobacco PLC | 68,923 | 4,101,073 | 0.6% | |||||
Diageo PLC | 90,526 | 2,883,169 | 0.4% | |||||
GlaxoSmithKline PLC | 177,382 | 4,722,828 | 0.7% | |||||
HSBC Holdings PLC | 683,106 | 6,930,160 | 1.0% | |||||
Lloyds Banking Group PLC (I) | 2,043,626 | 2,597,596 | 0.4% | |||||
Rio Tinto PLC | 46,670 | 2,519,911 | 0.4% | |||||
Vodafone Group PLC | 954,845 | 3,191,358 | 0.5% | |||||
OTHER SECURITIES | 51,965,843 | 7.1% | ||||||
93,269,783 | ||||||||
United States - 0.4% | 2,838,581 | 0.4% | ||||||
TOTAL COMMON STOCKS (Cost $494,848,837) | $ | 681,195,016 | ||||||
PREFERRED SECURITIES - 1.5% | ||||||||
Brazil - 0.9% | 6,287,313 | 0.9% | ||||||
Germany - 0.4% | 3,067,499 | 0.4% | ||||||
South Korea - 0.2% | ||||||||
Samsung Electronics Company, Ltd. | 766 | 802,688 | 0.1% | |||||
OTHER SECURITIES | 484,132 | 0.1% | ||||||
1,286,820 | ||||||||
United Kingdom - 0.0% | 15,965 | 0.0% | ||||||
TOTAL PREFERRED SECURITIES (Cost $8,463,041) | $ | 10,657,597 | ||||||
Rights 0.0% | 44,486 | 0.0% | ||||||
TOTAL RIGHTS (Cost $20,945) | $ | 44,486 |
The accompanying notes are an integral part of the financial statements. | 31 |
John Hancock Variable Insurance Trust |
International Equity Index Trust B (continued)
Shares or | % of | ||||||
Principal | Net | ||||||
Amount | Value | Assets | |||||
PREFERRED SECURITIES (continued) | |||||||
Warrants 0.0% | $ | 6,798 | 0.0% | ||||
TOTAL WARRANTS (Cost $0) | $ | 6,798 | |||||
SECURITIES LENDING COLLATERAL - 4.4% | |||||||
John Hancock Collateral | |||||||
Investment Trust, 0.0995% (W)(Y) | 3,084,598 | 30,868,804 | 4.4% | ||||
TOTAL SECURITIES LENDING | |||||||
COLLATERAL (Cost $30,868,379) | $ | 30,868,804 | |||||
SHORT-TERM INVESTMENTS - 0.4% | |||||||
Money Market Funds - 0.4% | |||||||
AIM Short-Term Investment Trust, | |||||||
STIC Prime Portfolio, Institutional | |||||||
Class, 0.0099% (I)(Y) | 2,836,707 | 2,836,707 | 0.4% | ||||
TOTAL SHORT-TERM | |||||||
INVESTMENTS (Cost $2,836,707) | $ | 2,836,707 | |||||
Total Investments (International Equity | |||||||
Index Trust B) (Cost $537,037,909) - 102.6% | $ | 725,609,408 | 102.6% | ||||
Other Assets And Liabilities, Net - (2.6%) | (18,057,102) | (2.6)% | |||||
TOTAL NET ASSETS - 100.0% | $ | 707,552,306 | 100.0% | ||||
International Growth Stock Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 93.9% | ||||||||
Australia - 3.3% | ||||||||
Amcor, Ltd. | 874,577 | $ | 8,601,941 | 1.5% | ||||
Brambles, Ltd. | 687,810 | 5,959,096 | 1.1% | |||||
OTHER SECURITIES | 3,642,337 | 0.7% | ||||||
18,203,374 | ||||||||
Belgium - 1.5% | ||||||||
Anheuser-Busch InBev NV | 75,037 | 8,621,771 | 1.5% | |||||
Brazil - 3.9% | ||||||||
Banco Bradesco SA, ADR | 517,845 | 7,519,109 | 1.4% | |||||
BM&FBovespa SA | 1,848,400 | 9,695,839 | 1.7% | |||||
OTHER SECURITIES | 4,588,267 | 0.8% | ||||||
21,803,215 | ||||||||
Canada - 8.7% | ||||||||
CGI Group, Inc., Class A (I) | 251,500 | 8,914,043 | 1.6% | |||||
Encana Corp. | 282,555 | 6,694,148 | 1.2% | |||||
Suncor Energy, Inc. | 318,961 | 13,600,792 | 2.4% | |||||
OTHER SECURITIES | 19,745,787 | 3.5% | ||||||
48,954,770 | ||||||||
China - 3.9% | ||||||||
Baidu, Inc., ADR (I) | 50,293 | 9,395,235 | 1.7% | |||||
OTHER SECURITIES | 12,576,920 | 2.2% | ||||||
21,972,155 | ||||||||
Denmark - 2.5% | ||||||||
Carlsberg A/S, Class B | 72,392 | 7,796,890 | 1.4% | |||||
Novo Nordisk A/S | 134,313 | 6,198,942 | 1.1% | |||||
13,995,832 | ||||||||
France - 5.0% | ||||||||
Publicis Groupe SA | 119,107 | 10,095,086 | 1.8% | |||||
Schneider Electric SE (I) | 75,651 | 7,133,391 | 1.3% |
International Growth Stock Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
France (continued) | ||||||||
Total SA | 149,191 | $ | 10,793,917 | 1.9% | ||||
28,022,394 | ||||||||
Germany - 6.6% | ||||||||
Allianz SE | 49,480 | 8,258,895 | 1.5% | |||||
Deutsche Boerse AG | 96,198 | 7,458,677 | 1.3% | |||||
SAP AG | 140,302 | 10,810,928 | 1.9% | |||||
OTHER SECURITIES | 10,750,378 | 1.9% | ||||||
37,278,878 | ||||||||
Hong Kong - 3.4% | ||||||||
Galaxy Entertainment Group, Ltd. | 1,407,000 | 11,209,137 | 2.0% | |||||
Hutchison Whampoa, Ltd. | 578,000 | 7,897,596 | 1.4% | |||||
19,106,733 | ||||||||
Ireland - 2.3% | ||||||||
Shire PLC | 165,850 | 13,009,775 | 2.3% | |||||
Israel - 2.0% | ||||||||
Teva Pharmaceutical | ||||||||
Industries, Ltd., ADR | 218,603 | 11,459,169 | 2.0% | |||||
Japan - 6.5% | ||||||||
FANUC Corp. | 32,600 | 5,629,624 | 1.0% | |||||
Japan Tobacco, Inc. | 188,800 | 6,884,046 | 1.2% | |||||
Toyota Motor Corp. | 159,100 | 9,525,733 | 1.7% | |||||
OTHER SECURITIES | 14,405,313 | 2.6% | ||||||
36,444,716 | ||||||||
Mexico - 1.8% | ||||||||
Grupo Televisa SAB, ADR | 215,853 | 7,405,916 | 1.3% | |||||
OTHER SECURITIES | 2,695,809 | 0.5% | ||||||
10,101,725 | ||||||||
Netherlands - 2.8% | ||||||||
Royal Dutch Shell PLC, B Shares | 207,913 | 9,035,916 | 1.6% | |||||
Unilever NV | 147,146 | 6,441,030 | 1.2% | |||||
15,476,946 | ||||||||
Singapore - 4.4% | ||||||||
Avago Technologies, Ltd. | 124,263 | 8,955,634 | 1.6% | |||||
Keppel Corp., Ltd. | 786,200 | 6,805,718 | 1.2% | |||||
United Overseas Bank, Ltd. | 505,000 | 9,131,781 | 1.6% | |||||
24,893,133 | ||||||||
South Korea - 3.1% | ||||||||
Hyundai Mobis | 28,197 | 7,918,925 | 1.4% | |||||
Samsung Electronics Company, Ltd. | 7,081 | 9,247,422 | 1.7% | |||||
17,166,347 | ||||||||
Spain - 1.1% | ||||||||
Amadeus IT Holding SA, A Shares | 144,902 | 5,973,336 | 1.1% | |||||
Sweden - 2.2% | ||||||||
Investor AB, B Shares | 182,745 | 6,847,671 | 1.2% | |||||
Telefonaktiebolaget LM Ericsson, | ||||||||
B Shares | 468,265 | 5,656,990 | 1.0% | |||||
12,504,661 | ||||||||
Switzerland - 7.7% | ||||||||
ABB, Ltd. (SIX Swiss Exchange) (I) | 291,426 | 6,705,809 | 1.2% | |||||
Novartis AG | 69,225 | 6,268,902 | 1.1% | |||||
Roche Holding AG | 37,192 | 11,081,609 | 2.0% | |||||
Syngenta AG | 19,409 | 7,170,639 | 1.3% | |||||
UBS AG (I) | 385,465 | 7,067,308 | 1.2% | |||||
OTHER SECURITIES | 4,872,683 | 0.9% | ||||||
43,166,950 |
The accompanying notes are an integral part of the financial statements. | 32 |
John Hancock Variable Insurance Trust |
International Growth Stock Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Taiwan - 1.9% | |||||||||
Taiwan Semiconductor | |||||||||
Manufacturing Company, Ltd. | 2,497,000 | $ | 10,566,163 | 1.9% | |||||
Thailand - 1.1% | |||||||||
Kasikornbank PCL, NVDR | 951,200 | 5,978,511 | 1.1% | ||||||
Turkey - 1.1% | |||||||||
Akbank TAS | 1,741,136 | 6,403,663 | 1.1% | ||||||
United Kingdom - 17.1% | |||||||||
Aberdeen Asset Management PLC | 756,084 | 5,867,819 | 1.1% | ||||||
British American Tobacco PLC | 209,514 | 12,466,554 | 2.2% | ||||||
British Sky Broadcasting Group PLC | 737,205 | 11,401,141 | 2.0% | ||||||
Compass Group PLC | 755,755 | 13,139,885 | 2.3% | ||||||
Reed Elsevier PLC | 961,976 | 15,458,854 | 2.8% | ||||||
Smith & Nephew PLC | 438,425 | 7,759,236 | 1.4% | ||||||
WPP PLC | 539,561 | 11,758,045 | 2.1% | ||||||
OTHER SECURITIES | 18,189,391 | 3.2% | |||||||
96,040,925 | |||||||||
TOTAL COMMON STOCKS (Cost $401,698,907) | $ | 527,145,142 | |||||||
SHORT-TERM INVESTMENTS - 6.8% | |||||||||
Money Market Funds - 6.8% | |||||||||
State Street Institutional Liquid | |||||||||
Reserves Fund, 0.0619% (Y) | 38,396,145 | 38,396,145 | 6.8% | ||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $38,396,145) | $ | 38,396,145 | |||||||
Total Investments (International Growth Stock | |||||||||
Trust) (Cost $440,095,052) - 100.7% | $ | 565,541,287 | 100.7% | ||||||
Other Assets And Liabilities, Net - (0.7%) | (3,834,224) | (0.7)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 561,707,063 | 100.0% | ||||||
International Small Company Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 99.6% | ||||||||
Australia - 5.9% | $ | 6,964,978 | 5.9% | |||||
Austria - 1.1% | ||||||||
Oesterreichische Post AG | 4,652 | 231,037 | 0.2% | |||||
OTHER SECURITIES | 1,098,340 | 0.9% | ||||||
1,329,377 | ||||||||
Bahamas - 0.0% | 13,671 | 0.0% | ||||||
Belgium - 1.2% | 1,466,493 | 1.2% | ||||||
Bermuda - 0.5% | ||||||||
Catlin Group, Ltd. | 29,759 | 272,330 | 0.2% | |||||
Hiscox, Ltd. (I) | 18,955 | 229,318 | 0.2% | |||||
OTHER SECURITIES | 86,910 | 0.1% | ||||||
588,558 | ||||||||
Cambodia - 0.1% | 79,316 | 0.1% | ||||||
Canada - 9.7% | ||||||||
Russel Metals, Inc. | 7,189 | 231,156 | 0.2% | |||||
OTHER SECURITIES | 11,201,857 | 9.5% | ||||||
11,433,013 | ||||||||
Cayman Islands - 0.0% | 15,032 | 0.0% | ||||||
China - 0.0% | 32,866 | 0.0% |
International Small Company Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Cyprus - 0.1% | $ | 76,802 | 0.1% | |||||
Denmark - 1.9% | 2,222,292 | 1.9% | ||||||
Finland - 2.7% | ||||||||
Amer Sports OYJ | 21,685 | 443,749 | 0.4% | |||||
OTHER SECURITIES | 2,721,902 | 2.3% | ||||||
3,165,651 | ||||||||
France - 4.2% | ||||||||
Ingenico SA | 2,733 | 237,694 | 0.2% | |||||
Teleperformance SA | 4,507 | 276,107 | 0.2% | |||||
OTHER SECURITIES | 4,451,703 | 3.8% | ||||||
4,965,504 | ||||||||
Germany - 4.8% | ||||||||
Aurubis AG | 5,323 | 271,063 | 0.2% | |||||
Freenet AG | 8,338 | 264,792 | 0.2% | |||||
OTHER SECURITIES | 5,140,000 | 4.4% | ||||||
5,675,855 | ||||||||
Gibraltar - 0.1% | 101,338 | 0.1% | ||||||
Greece - 0.0% | 185 | 0.0% | ||||||
Guernsey, Channel Islands - 0.0% | 10,825 | 0.0% | ||||||
Hong Kong - 2.9% | 3,360,291 | 2.9% | ||||||
India - 0.0% | 24,010 | 0.0% | ||||||
Ireland - 1.8% | ||||||||
Beazley PLC | 57,792 | 250,102 | 0.2% | |||||
DCC PLC | 6,369 | 390,296 | 0.3% | |||||
Henderson Group PLC | 72,524 | 298,506 | 0.3% | |||||
OTHER SECURITIES | 1,153,105 | 1.0% | ||||||
2,092,009 | ||||||||
Isle of Man - 0.0% | 10,936 | 0.0% | ||||||
Israel - 0.6% | 726,600 | 0.6% | ||||||
Italy - 3.5% | ||||||||
Azimut Holding SpA | 15,042 | 387,198 | 0.3% | |||||
OTHER SECURITIES | 3,697,985 | 3.2% | ||||||
4,085,183 | ||||||||
Japan - 21.1% | 24,874,358 | 21.1% | ||||||
Jersey, Channel Islands - 0.1% | 99,014 | 0.1% | ||||||
Liechtenstein - 0.1% | 94,226 | 0.1% | ||||||
Luxembourg - 0.4% | 492,420 | 0.4% | ||||||
Malta - 0.1% | 74,704 | 0.1% | ||||||
Mongolia - 0.0% | 885 | 0.0% | ||||||
Netherlands - 2.2% | ||||||||
Aalberts Industries NV | 9,501 | 310,311 | 0.3% | |||||
ASM International NV | 5,593 | 231,814 | 0.2% | |||||
Delta Lloyd NV | 11,837 | 300,536 | 0.3% | |||||
Nutreco NV | 5,995 | 264,783 | 0.2% | |||||
OTHER SECURITIES | 1,450,845 | 1.2% | ||||||
2,558,289 | ||||||||
New Zealand - 1.0% | 1,192,012 | 1.0% | ||||||
Norway - 1.1% | 1,277,305 | 1.1% | ||||||
Papua New Guinea - 0.0% | 2,583 | 0.0% | ||||||
Portugal - 0.5% | 644,969 | 0.5% | ||||||
Singapore - 1.2% | 1,429,358 | 1.2% | ||||||
South Africa - 0.0% | 10,741 | 0.0% |
The accompanying notes are an integral part of the financial statements. | 33 |
John Hancock Variable Insurance Trust |
International Small Company Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Spain - 2.0% | ||||||||
Bolsas y Mercados Espanoles SA | 5,350 | $ | 255,377 | 0.2% | ||||
OTHER SECURITIES | 2,125,856 | 1.8% | ||||||
2,381,233 | ||||||||
Sweden - 3.9% | ||||||||
AarhusKarlshamn AB | 4,167 | 278,430 | 0.2% | |||||
BillerudKorsnas AB | 23,218 | 337,289 | 0.3% | |||||
JM AB | 8,981 | 332,862 | 0.3% | |||||
NCC AB, B Shares | 8,075 | 277,934 | 0.2% | |||||
OTHER SECURITIES | 3,417,586 | 2.9% | ||||||
4,644,101 | ||||||||
Switzerland - 4.2% | ||||||||
GAM Holding AG (I) | 14,176 | 269,814 | 0.2% | |||||
Georg Fischer AG (I) | 493 | 352,858 | 0.3% | |||||
OTHER SECURITIES | 4,273,731 | 3.7% | ||||||
4,896,403 | ||||||||
Taiwan - 0.0% | 0 | 0.0% | ||||||
United Arab Emirates - 0.1% | 88,122 | 0.1% | ||||||
United Kingdom - 20.3% | ||||||||
Ashtead Group PLC | 44,441 | 664,833 | 0.6% | |||||
Barratt Developments PLC | 80,355 | 513,422 | 0.4% | |||||
BBA Aviation PLC | 48,270 | 255,254 | 0.2% | |||||
Bellway PLC | 10,163 | 272,248 | 0.2% | |||||
Berendsen PLC | 14,469 | 242,327 | 0.2% | |||||
Britvic PLC | 32,362 | 402,889 | 0.3% | |||||
BTG PLC (I) | 25,585 | 276,921 | 0.2% | |||||
Close Brothers Group PLC | 15,981 | 349,156 | 0.3% | |||||
Cobham PLC | 51,576 | 275,551 | 0.2% | |||||
Drax Group PLC | 30,783 | 337,015 | 0.3% | |||||
DS Smith PLC | 122,693 | 581,023 | 0.5% | |||||
Essentra PLC | 27,028 | 352,918 | 0.3% | |||||
Greene King PLC | 18,168 | 262,276 | 0.2% | |||||
Halma PLC | 44,038 | 444,228 | 0.4% | |||||
Hikma Pharmaceuticals PLC | 16,363 | 469,647 | 0.4% | |||||
Howden Joinery Group PLC | 79,803 | 422,883 | 0.4% | |||||
IG Group Holdings PLC | 23,822 | 239,321 | 0.2% | |||||
Inchcape PLC | 27,669 | 300,153 | 0.3% | |||||
Intermediate Capital Group PLC | 43,942 | 293,302 | 0.3% | |||||
International Personal Finance PLC | 27,936 | 280,571 | 0.2% | |||||
Jazztel PLC (I) | 19,044 | 271,105 | 0.2% | |||||
Micro Focus International PLC | 20,560 | 305,053 | 0.3% | |||||
Rightmove PLC | 8,655 | 317,260 | 0.3% | |||||
Rotork PLC | 10,797 | 492,697 | 0.4% | |||||
Spectris PLC | 10,418 | 395,872 | 0.3% | |||||
Spirax-Sarco Engineering PLC | 8,752 | 409,090 | 0.4% | |||||
OTHER SECURITIES | 14,485,439 | 12.3% | ||||||
23,912,454 | ||||||||
United States - 0.2% | 258,417 | 0.2% | ||||||
TOTAL COMMON STOCKS (Cost $99,129,975) | $ | 117,372,379 | ||||||
Rights 0.0% | 35,082 | 0.0% | ||||||
TOTAL RIGHTS (Cost $5,179) | $ | 35,082 | ||||||
Warrants 0.0% | 149 | 0.0% | ||||||
TOTAL WARRANTS (Cost $0) | $ | 149 |
International Small Company Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
SECURITIES LENDING COLLATERAL - 2.3% | ||||||||
John Hancock Collateral | ||||||||
Investment Trust, 0.0995% (W)(Y) | 271,825 | 2,720,263 | 2.3% | |||||
TOTAL SECURITIES LENDING | ||||||||
COLLATERAL (Cost $2,720,220) | $ | 2,720,263 | ||||||
SHORT-TERM INVESTMENTS - 0.1% | ||||||||
Money Market Funds - 0.1% | 87,250 | 0.1% | ||||||
TOTAL SHORT-TERM | ||||||||
INVESTMENTS (Cost $87,250) | $ | 87,250 | ||||||
Total Investments (International Small Company | ||||||||
Trust) (Cost $101,942,624) - 102.0% | $ | 120,215,123 | 102.0% | |||||
Other Assets And Liabilities, Net - (2.0%) | (2,301,716) | (2.0)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 117,913,407 | 100.0% | |||||
International Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 95.9% | ||||||||
Belgium - 0.5% | $ | 5,805,397 | 0.5% | |||||
Brazil - 1.2% | 14,290,999 | 1.2% | ||||||
Canada - 6.3% | ||||||||
Ensign Energy Services, Inc. | 819,700 | 12,728,953 | 1.1% | |||||
HudBay Minerals, Inc. (L) | 1,282,500 | 11,862,870 | 1.0% | |||||
Suncor Energy, Inc. | 433,700 | 18,493,370 | 1.5% | |||||
Talisman Energy, Inc. | 1,420,540 | 15,016,815 | 1.2% | |||||
Trican Well Service, Ltd. (L) | 931,800 | 15,046,075 | 1.3% | |||||
OTHER SECURITIES | 2,844,418 | 0.2% | ||||||
75,992,501 | ||||||||
China - 4.8% | ||||||||
China Shenhua Energy | ||||||||
Company, Ltd., H Shares | 4,097,000 | 11,835,345 | 1.0% | |||||
China Telecom Corp., Ltd., | ||||||||
H Shares | 25,170,427 | 12,344,038 | 1.0% | |||||
OTHER SECURITIES | 33,766,368 | 2.8% | ||||||
57,945,751 | ||||||||
Denmark - 0.4% | 5,396,219 | 0.4% | ||||||
France - 11.3% | ||||||||
AXA SA | 914,651 | 21,854,050 | 1.8% | |||||
BNP Paribas SA | 390,336 | 26,526,742 | 2.2% | |||||
Cie Generale des | ||||||||
Etablissements Michelin | 102,410 | 12,227,981 | 1.0% | |||||
Sanofi | 205,173 | 21,807,733 | 1.8% | |||||
Total SA | 358,606 | 25,945,018 | 2.1% | |||||
OTHER SECURITIES | 29,020,360 | 2.4% | ||||||
137,381,884 | ||||||||
Germany - 7.7% | ||||||||
Bayer AG | 87,640 | 12,363,649 | 1.0% | |||||
Deutsche Boerse AG | 130,130 | 10,089,582 | 0.8% | |||||
Siemens AG | 129,551 | 17,105,156 | 1.4% | |||||
OTHER SECURITIES | 53,554,421 | 4.5% | ||||||
93,112,808 | ||||||||
Hong Kong - 2.6% | ||||||||
Kingboard Chemical Holdings, Ltd. | 4,975,800 | 10,258,695 | 0.8% | |||||
OTHER SECURITIES | 21,664,481 | 1.8% | ||||||
31,923,176 |
The accompanying notes are an integral part of the financial statements. | 34 |
John Hancock Variable Insurance Trust |
International Value Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
India - 1.0% | $ | 12,590,252 | 1.0% | |||||
Ireland - 0.8% | 9,388,482 | 0.8% | ||||||
Israel - 1.3% | ||||||||
Teva Pharmaceutical | ||||||||
Industries, Ltd., ADR | 298,155 | 15,629,285 | 1.3% | |||||
Italy - 3.5% | ||||||||
Eni SpA | 656,437 | 17,953,337 | 1.5% | |||||
UniCredit SpA | 2,526,658 | 21,126,328 | 1.7% | |||||
OTHER SECURITIES | 3,517,098 | 0.3% | ||||||
42,596,763 | ||||||||
Japan - 6.5% | ||||||||
ITOCHU Corp. | 1,695,060 | 21,760,813 | 1.8% | |||||
Namco Bandai Holdings, Inc. | 513,100 | 12,029,953 | 1.0% | |||||
Nissan Motor Company, Ltd. | 1,271,800 | 12,043,250 | 1.0% | |||||
Toyota Motor Corp. | 244,130 | 14,616,701 | 1.2% | |||||
OTHER SECURITIES | 18,252,614 | 1.5% | ||||||
78,703,331 | ||||||||
Netherlands - 6.6% | ||||||||
Aegon NV | 2,080,512 | 18,149,244 | 1.5% | |||||
Akzo Nobel NV | 164,700 | 12,349,080 | 1.0% | |||||
ING Groep NV (I) | 1,200,100 | 16,840,384 | 1.4% | |||||
QIAGEN NV (I) | 145,991 | 3,530,812 | 0.3% | |||||
Royal Dutch Shell PLC, B Shares | 591,786 | 25,719,067 | 2.1% | |||||
OTHER SECURITIES | 3,521,216 | 0.3% | ||||||
80,109,803 | ||||||||
Norway - 2.1% | ||||||||
Statoil ASA | 512,190 | 15,744,133 | 1.3% | |||||
OTHER SECURITIES | 9,376,843 | 0.8% | ||||||
25,120,976 | ||||||||
Russia - 1.1% | 13,269,041 | 1.1% | ||||||
Singapore - 0.6% | 7,504,335 | 0.6% | ||||||
South Korea - 10.9% | ||||||||
Hana Financial Group, Inc. | 747,320 | 27,694,344 | 2.3% | |||||
Hyundai Mobis | 44,328 | 12,449,201 | 1.0% | |||||
KB Financial Group, Inc., ADR | 756,368 | 26,291,352 | 2.2% | |||||
POSCO | 62,318 | 18,622,193 | 1.5% | |||||
Samsung Electronics Company, Ltd. | 25,016 | 32,669,611 | 2.7% | |||||
OTHER SECURITIES | 15,063,618 | 1.2% | ||||||
132,790,319 | ||||||||
Spain - 1.5% | ||||||||
Telefonica SA | 1,090,440 | 18,720,506 | 1.5% | |||||
Sweden - 0.3% | 4,008,775 | 0.3% | ||||||
Switzerland - 7.5% | ||||||||
Credit Suisse Group AG (I) | 905,989 | 25,765,839 | 2.1% | |||||
Novartis AG | 143,160 | 12,964,334 | 1.1% | |||||
Roche Holding AG | 82,202 | 24,492,645 | 2.0% | |||||
OTHER SECURITIES | 28,405,486 | 2.3% | ||||||
91,628,304 | ||||||||
Thailand - 0.4% | 5,006,454 | 0.4% | ||||||
United Arab Emirates - 0.3% | 3,593,556 | 0.3% | ||||||
United Kingdom - 15.1% | ||||||||
Aviva PLC | 1,392,020 | 12,145,065 | 1.0% | |||||
BAE Systems PLC | 1,763,241 | 13,059,849 | 1.1% | |||||
BP PLC | 2,628,635 | 23,147,542 | 1.9% | |||||
GlaxoSmithKline PLC | 682,294 | 18,166,200 | 1.5% | |||||
HSBC Holdings PLC | 1,402,170 | 14,225,116 | 1.2% | |||||
Kingfisher PLC | 2,009,380 | 12,335,381 | 1.0% |
International Value Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
United Kingdom (continued) | ||||||||||
Marks & Spencer Group PLC | 1,603,200 | $ | 11,662,163 | 1.0% | ||||||
Noble Corp. PLC | 317,913 | 10,669,160 | 0.9% | |||||||
Rexam PLC | 790,960 | 7,239,559 | 0.6% | |||||||
Tesco PLC | 5,853,910 | 28,451,073 | 2.3% | |||||||
Vodafone Group PLC | 3,324,762 | 11,112,280 | 0.9% | |||||||
OTHER SECURITIES | 20,874,371 | 1.7% | ||||||||
183,087,759 | ||||||||||
United States - 1.6% | ||||||||||
Flextronics International, Ltd. (I) | 1,136,200 | 12,577,734 | 1.0% | |||||||
OTHER SECURITIES | 7,406,286 | 0.6% | ||||||||
19,984,020 | ||||||||||
TOTAL COMMON STOCKS (Cost $978,215,393) | $ | 1,165,580,696 | ||||||||
SECURITIES LENDING COLLATERAL - 2.6% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W)(Y) | 3,207,688 | 32,100,618 | 2.6% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $32,100,661) | $ | 32,100,618 | ||||||||
SHORT-TERM INVESTMENTS - 2.1% | ||||||||||
Time Deposits - 2.1% | ||||||||||
Royal Bank of Canada, | ||||||||||
0.050%, 07/01/2014 | $ | 25,000,000 | $ | 25,000,000 | 2.1% | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $25,000,000) | $ | 25,000,000 | ||||||||
Total Investments (International Value Trust) | ||||||||||
(Cost $1,035,316,054) - 100.6% | $ | 1,222,681,314 | 100.6% | |||||||
Other Assets And Liabilities, Net - (0.6%) | (7,602,927) | (0.6)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,215,078,387 | 100.0% | |||||||
Lifestyle Aggressive PS Series
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
AFFILIATED INVESTMENT COMPANIES - 87.5% | ||||||||
John Hancock Variable Insurance Trust (G) - 87.5% | ||||||||
Equity - 87.5% | ||||||||
Strategic Equity Allocation, | ||||||||
Series NAV (John Hancock) (A)(2) | 1,140,223 | $ | 20,364,379 | 87.5% | ||||
UNAFFILIATED INVESTMENT | ||||||||
COMPANIES - 12.5% | ||||||||
Exchange-Traded Funds - 12.5% | ||||||||
Financial Select Sector SPDR Fund | 10,530 | $ | 239,452 | 1.0% | ||||
Vanguard Energy ETF | 1,640 | 236,095 | 1.0% | |||||
Vanguard FTSE Emerging | ||||||||
Markets ETF | 34,242 | 1,476,858 | 6.3% | |||||
Vanguard Health Care ETF | 2,418 | 269,921 | 1.2% | |||||
Vanguard Information | ||||||||
Technology ETF | 4,782 | 462,850 | 2.0% | |||||
Vanguard Materials ETF | 690 | 77,135 | 0.3% |
The accompanying notes are an integral part of the financial statements. | 35 |
John Hancock Variable Insurance Trust |
Lifestyle Aggressive PS Series (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
UNAFFILIATED INVESTMENT | |||||||||
COMPANIES (continued) | |||||||||
Exchange-Traded Funds (continued) | |||||||||
Vanguard REIT ETF | 2,047 | $ | 153,197 | 0.7% | |||||
Total Investments (Lifestyle Aggressive PS Series) | |||||||||
(Cost $21,922,580) - 100.0% | $ | 23,279,887 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (2,633) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 23,277,254 | 100.0% | ||||||
Lifestyle Balanced PS Series
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
AFFILIATED INVESTMENT | |||||||||
COMPANIES - 100.0% | |||||||||
John Hancock Variable | |||||||||
Insurance Trust (G) - 100.0% | |||||||||
Equity - 50.3% | |||||||||
Strategic Equity Allocation, | |||||||||
Series NAV (John Hancock) (A)(2) | 28,393,686 | $ | 507,111,234 | 50.3% | |||||
Fixed Income - 49.7% | |||||||||
Bond PS, Series NAV | |||||||||
(John Hancock) (A)(1) | 4,510,570 | 58,998,260 | 5.9% | ||||||
Bond Trust, Series NAV | |||||||||
(John Hancock) (A)(1) | 31,911,924 | 441,341,906 | 43.8% | ||||||
Total Investments (Lifestyle Balanced PS Series) | |||||||||
(Cost $958,458,974) - 100.0% | $ | 1,007,451,400 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (17,423) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 1,007,433,977 | 100.0% | ||||||
Lifestyle Conservative PS Series
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
AFFILIATED INVESTMENT | |||||||||
COMPANIES - 100.0% | |||||||||
John Hancock Variable | |||||||||
Insurance Trust (G) - 100.0% | |||||||||
Equity - 20.0% | |||||||||
Strategic Equity Allocation, | |||||||||
Series NAV (John Hancock) (A)(2) | 2,153,410 | $ | 38,459,910 | 20.0% | |||||
Fixed Income - 80.0% | |||||||||
Bond PS, Series NAV | |||||||||
(John Hancock) (A)(1) | 1,557,759 | 20,375,482 | 10.6% | ||||||
Bond Trust, Series NAV | |||||||||
(John Hancock) (A)(1) | 9,650,337 | 133,464,160 | 69.4% | ||||||
Total Investments (Lifestyle Conservative PS Series) | |||||||||
(Cost $186,888,769) - 100.0% | $ | 192,299,552 | 100.0% | ||||||
Other Assets And Liabilities, Net - 0.0% | (19,977) | 0.0% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 192,279,575 | 100.0% | ||||||
Lifestyle Growth PS Series
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES - 100.0% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 100.0% | ||||||||||
Equity - 70.0% | ||||||||||
Strategic Equity Allocation, | ||||||||||
Series NAV (John Hancock) (A)(2) | 73,239,322 | $ | 1,308,054,286 | 70.0% | ||||||
Fixed Income - 30.0% | ||||||||||
Bond PS, Series NAV | ||||||||||
(John Hancock) (A)(1) | 5,665,020 | 74,098,467 | 4.0% | |||||||
Bond Trust, Series NAV | ||||||||||
(John Hancock) (A)(1) | 35,176,878 | 486,496,227 | 26.0% | |||||||
Total Investments (Lifestyle Growth PS Series) | ||||||||||
(Cost $1,764,955,317) - 100.0% | $ | 1,868,648,980 | 100.0% | |||||||
Other Assets And Liabilities, Net - 0.0% | (22,300) | 0.0% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,868,626,680 | 100.0% | |||||||
Lifestyle Moderate PS Series
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
AFFILIATED INVESTMENT | ||||||||||
COMPANIES - 100.0% | ||||||||||
John Hancock Variable | ||||||||||
Insurance Trust (G) - 100.0% | ||||||||||
Equity - 40.0% | ||||||||||
Strategic Equity Allocation, | ||||||||||
Series NAV (John Hancock) (A)(2) | 7,559,340 | $ | 135,009,806 | 40.0% | ||||||
Fixed Income - 60.0% | ||||||||||
Bond PS, Series NAV | ||||||||||
(John Hancock) (A)(1) | 2,159,156 | 28,241,758 | 8.4% | |||||||
Bond Trust, Series NAV | ||||||||||
(John Hancock) (A)(1) | 12,601,081 | 174,272,951 | 51.6% | |||||||
Total Investments (Lifestyle Moderate PS Series) | ||||||||||
(Cost $322,793,949) - 100.0% | $ | 337,524,515 | 100.0% | |||||||
Other Assets And Liabilities, Net - 0.0% | (20,350) | 0.0% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 337,504,165 | 100.0% | |||||||
Mid Cap Index Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.2% | ||||||||
Consumer Discretionary - 12.7% | ||||||||
Advance Auto Parts, Inc. | 38,033 | $ | 5,131,412 | 0.6% | ||||
Foot Locker, Inc. | 76,520 | 3,881,094 | 0.4% | |||||
Hanesbrands, Inc. | 51,878 | 5,106,870 | 0.6% | |||||
Jarden Corp. (I) | 62,709 | 3,721,779 | 0.4% | |||||
LKQ Corp. (I) | 157,192 | 4,195,454 | 0.5% | |||||
Polaris Industries, Inc. | 34,281 | 4,464,757 | 0.5% | |||||
Signet Jewelers, Ltd. | 41,836 | 4,626,643 | 0.5% | |||||
OTHER SECURITIES | 79,547,079 | 9.2% | ||||||
110,675,088 | ||||||||
Consumer Staples - 3.4% | ||||||||
Church & Dwight Company, Inc. | 70,926 | 4,961,274 | 0.6% |
The accompanying notes are an integral part of the financial statements. | 36 |
John Hancock Variable Insurance Trust |
Mid Cap Index Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Staples (continued) | ||||||||
Energizer Holdings, Inc. | 32,211 | $ | 3,930,708 | 0.5% | ||||
Hillshire Brands Company | 63,886 | 3,980,098 | 0.5% | |||||
OTHER SECURITIES | 16,599,466 | 1.8% | ||||||
29,471,546 | ||||||||
Energy - 5.1% | ||||||||
HollyFrontier Corp. | 103,784 | 4,534,323 | 0.5% | |||||
Oceaneering International, Inc. | 56,423 | 4,408,329 | 0.5% | |||||
OTHER SECURITIES | 35,678,465 | 4.1% | ||||||
44,621,117 | ||||||||
Financials - 21.5% | ||||||||
Alleghany Corp. (I) | 8,605 | 3,770,023 | 0.4% | |||||
Arthur J. Gallagher & Company | 82,031 | 3,822,645 | 0.4% | |||||
Everest Re Group, Ltd. | 24,073 | 3,863,476 | 0.4% | |||||
Federal Realty Investment Trust | 35,201 | 4,256,505 | 0.5% | |||||
New York | ||||||||
Community Bancorp, Inc. (L) | 230,615 | 3,685,228 | 0.4% | |||||
Realty Income Corp. | 115,622 | 5,135,929 | 0.6% | |||||
SL Green Realty Corp. | 49,961 | 5,466,233 | 0.6% | |||||
UDR, Inc. | 131,163 | 3,755,197 | 0.4% | |||||
OTHER SECURITIES | 153,191,901 | 17.8% | ||||||
186,947,137 | ||||||||
Health Care - 9.3% | ||||||||
Endo International PLC (I) | 73,148 | 5,121,823 | 0.6% | |||||
Henry Schein, Inc. (I) | 44,588 | 5,291,258 | 0.6% | |||||
Hologic, Inc. (I) | 144,770 | 3,669,920 | 0.4% | |||||
IDEXX Laboratories, Inc. (I) | 26,886 | 3,591,163 | 0.4% | |||||
Mettler-Toledo International, Inc. (I) | 15,327 | 3,880,490 | 0.4% | |||||
Omnicare, Inc. | 52,037 | 3,464,103 | 0.4% | |||||
ResMed, Inc. (L) | 73,176 | 3,704,901 | 0.4% | |||||
Salix Pharmaceuticals, Ltd. (I) | 33,036 | 4,074,991 | 0.5% | |||||
Universal Health | ||||||||
Services, Inc., Class B | 46,801 | 4,481,664 | 0.5% | |||||
OTHER SECURITIES | 43,698,979 | 5.1% | ||||||
80,979,292 | ||||||||
Industrials - 16.6% | ||||||||
B/E Aerospace, Inc. (I) | 51,530 | 4,766,010 | 0.5% | |||||
Hubbell, Inc., Class B | 28,113 | 3,462,116 | 0.4% | |||||
J.B. Hunt Transport Services, Inc. | 47,743 | 3,522,479 | 0.4% | |||||
Kirby Corp. (I) | 29,665 | 3,474,958 | 0.4% | |||||
ManpowerGroup, Inc. | 41,493 | 3,520,681 | 0.4% | |||||
Towers Watson & Company, Class A | 33,455 | 3,487,015 | 0.4% | |||||
Trinity Industries, Inc. (L) | 80,826 | 3,533,713 | 0.4% | |||||
United Rentals, Inc. (I) | 50,801 | 5,320,389 | 0.6% | |||||
Wabtec Corp. | 50,632 | 4,181,697 | 0.5% | |||||
OTHER SECURITIES | 109,299,493 | 12.6% | ||||||
144,568,551 | ||||||||
Information Technology - 16.0% | ||||||||
ANSYS, Inc. (I) | 48,261 | 3,659,149 | 0.4% | |||||
Equinix, Inc. | 26,010 | 5,464,441 | 0.6% | |||||
Skyworks Solutions, Inc. | 98,523 | 4,626,640 | 0.5% | |||||
Trimble Navigation, Ltd. | 136,640 | 5,048,848 | 0.6% | |||||
OTHER SECURITIES | 120,708,188 | 13.9% | ||||||
139,507,266 | ||||||||
Materials - 7.4% | ||||||||
Ashland, Inc. | 37,744 | 4,104,283 | 0.5% | |||||
Packaging Corp. of America | 51,211 | 3,661,074 | 0.4% | |||||
Rock-Tenn Company, Class A | 37,413 | 3,950,439 | 0.5% | |||||
OTHER SECURITIES | 52,667,381 | 6.0% | ||||||
64,383,177 |
Mid Cap Index Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Telecommunication Services - 0.5% | $ | 4,254,081 | 0.5% | |||||||
Utilities - 4.7% | ||||||||||
Alliant Energy Corp. | 57,831 | 3,519,595 | 0.4% | |||||||
MDU Resources Group, Inc. | 100,319 | 3,521,197 | 0.4% | |||||||
National Fuel Gas Company | 44,231 | 3,463,287 | 0.4% | |||||||
OGE Energy Corp. | 103,562 | 4,047,203 | 0.5% | |||||||
OTHER SECURITIES | 26,592,285 | 3.0% | ||||||||
41,143,567 | ||||||||||
TOTAL COMMON STOCKS (Cost $503,190,507) | $ | 846,550,822 | ||||||||
RIGHTS - 0.0% | ||||||||||
Health Care - 0.0% | 9,190 | 0.0% | ||||||||
TOTAL RIGHTS (Cost $8,929) | $ | 9,190 | ||||||||
SECURITIES LENDING COLLATERAL - 6.5% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (Y)(W) | 5,622,572 | 56,267,327 | 6.5% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $56,266,214) | $ | 56,267,327 | ||||||||
SHORT-TERM INVESTMENTS - 1.7% | ||||||||||
Repurchase Agreement - 1.7% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2014 at | ||||||||||
0.000% to be repurchased at | ||||||||||
$15,135,000 on 7/01/2014, | ||||||||||
collateralized by $15,305,000 | ||||||||||
U.S. Treasury Bonds, 3.375% due | ||||||||||
05/15/2044 (valued at | ||||||||||
$15,438,919, including interest) $ | 15,135,000 | $ | 15,135,000 | 1.7% | ||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $15,135,000) | $ | 15,135,000 | ||||||||
Total Investments (Mid Cap Index Trust) | ||||||||||
(Cost $574,600,650) - 105.4% | $ | 917,962,339 | 105.4% | |||||||
Other Assets And Liabilities, Net - (5.4%) | (46,732,025) | (5.4)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 871,230,314 | 100.0% | |||||||
Mid Cap Stock Trust
Shares or | % of | ||||||
Principal | Net | ||||||
Amount | Value | Assets | |||||
COMMON STOCKS - 94.7% | |||||||
Consumer Discretionary - 20.5% | |||||||
Bloomin’ Brands, Inc. (I) | 478,612 | $ | 10,735,267 | 1.2% | |||
Harman International Industries, Inc. | 100,279 | 10,772,973 | 1.2% | ||||
Melco Crown | |||||||
Entertainment, Ltd., ADR | 266,337 | 9,510,894 | 1.0% | ||||
Netflix, Inc. (I) | 41,852 | 18,439,991 | 2.0% | ||||
Panera Bread Company, Class A (I) | 90,431 | 13,549,277 | 1.5% | ||||
Samsonite International SA | 3,143,380 | 10,361,836 | 1.1% | ||||
Signet Jewelers, Ltd. | 86,499 | 9,565,924 | 1.0% | ||||
Starwood Hotels & | |||||||
Resorts Worldwide, Inc. | 157,674 | 12,743,213 | 1.4% | ||||
Whirlpool Corp. | 105,365 | 14,668,915 | 1.6% | ||||
Wyndham Worldwide Corp. | 122,045 | 9,241,247 | 1.0% |
The accompanying notes are an integral part of the financial statements. | 37 |
John Hancock Variable Insurance Trust |
Mid Cap Stock Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Discretionary (continued) | ||||||||
OTHER SECURITIES | $ | 69,562,564 | 7.5% | |||||
189,152,101 | ||||||||
Consumer Staples - 6.6% | ||||||||
Keurig Green Mountain, Inc. (L) | 112,385 | 14,004,295 | 1.5% | |||||
Whole Foods Market, Inc. | 428,213 | 16,541,868 | 1.8% | |||||
OTHER SECURITIES | 29,912,022 | 3.3% | ||||||
60,458,185 | ||||||||
Energy - 4.4% | ||||||||
Diamondback Energy, Inc. (I) | 139,019 | 12,344,887 | 1.3% | |||||
Energen Corp. | 143,703 | 12,772,323 | 1.4% | |||||
Pioneer Natural Resources Company | 67,666 | 15,550,323 | 1.7% | |||||
40,667,533 | ||||||||
Financials - 5.3% | ||||||||
CBRE Group, Inc., Class A (I) | 307,295 | 9,845,732 | 1.1% | |||||
Julius Baer Group, Ltd. (I) | 242,405 | 9,986,917 | 1.1% | |||||
OTHER SECURITIES | 28,549,449 | 3.1% | ||||||
48,382,098 | ||||||||
Health Care - 14.7% | ||||||||
Actavis PLC (I)(L) | 43,337 | 9,666,318 | 1.0% | |||||
Covance, Inc. (I) | 114,459 | 9,795,401 | 1.1% | |||||
DexCom, Inc. (I) | 383,381 | 15,204,890 | 1.6% | |||||
Envision | ||||||||
Healthcare Holdings, Inc. (I) | 303,013 | 10,881,197 | 1.2% | |||||
Forest Laboratories, Inc. (I) | 97,578 | 9,660,222 | 1.0% | |||||
HeartWare International, Inc. (I) | 123,512 | 10,930,812 | 1.2% | |||||
Insulet Corp. (I) | 299,231 | 11,870,494 | 1.3% | |||||
Ono Pharmaceutical Company, Ltd. | 148,370 | 13,035,677 | 1.4% | |||||
Salix Pharmaceuticals, Ltd. (I) | 90,026 | 11,104,707 | 1.2% | |||||
Team Health Holdings, Inc. (I) | 212,562 | 10,615,346 | 1.2% | |||||
OTHER SECURITIES | 22,823,047 | 2.5% | ||||||
135,588,111 | ||||||||
Industrials - 18.2% | ||||||||
Acuity Brands, Inc. | 91,421 | 12,638,953 | 1.4% | |||||
AECOM Technology Corp. (I) | 312,757 | 10,070,775 | 1.1% | |||||
Armstrong World Industries, Inc. (I) | 200,930 | 11,539,410 | 1.2% | |||||
Clean Harbors, Inc. (I) | 201,541 | 12,949,009 | 1.4% | |||||
DigitalGlobe, Inc. (I) | 425,276 | 11,822,673 | 1.3% | |||||
HD Supply Holdings, Inc. (I) | 478,174 | 13,575,360 | 1.5% | |||||
IHS, Inc., Class A (I) | 127,863 | 17,347,173 | 1.9% | |||||
ManpowerGroup, Inc. | 139,476 | 11,834,539 | 1.3% | |||||
Nielsen Holdings NV | 190,684 | 9,231,012 | 1.0% | |||||
Textron, Inc. | 277,445 | 10,623,369 | 1.2% | |||||
OTHER SECURITIES | 45,780,079 | 4.9% | ||||||
167,412,352 | ||||||||
Information Technology - 22.6% | ||||||||
Activision Blizzard, Inc. | 567,125 | 12,646,889 | 1.4% | |||||
Akamai Technologies, Inc. (I) | 200,740 | 12,257,184 | 1.3% | |||||
Autodesk, Inc. (I) | 304,465 | 17,165,737 | 1.9% | |||||
Cadence Design Systems, Inc. (I) | 652,920 | 11,419,571 | 1.2% | |||||
Cognex Corp. | 254,706 | 9,780,710 | 1.1% | |||||
Concur Technologies, Inc. (I)(L) | 155,508 | 14,515,117 | 1.6% | |||||
F5 Networks, Inc. (I) | 120,505 | 13,429,077 | 1.5% | |||||
NXP Semiconductor NV (I) | 270,408 | 17,895,601 | 1.9% | |||||
Palo Alto Networks, Inc. (I) | 114,994 | 9,642,247 | 1.0% | |||||
SanDisk Corp. | 100,443 | 10,489,262 | 1.1% | |||||
Shutterstock, Inc. (I)(L) | 115,122 | 9,552,824 | 1.0% | |||||
Yelp, Inc. (I)(L) | 121,875 | 9,345,375 | 1.0% | |||||
OTHER SECURITIES | 60,442,977 | 6.6% | ||||||
208,582,571 |
Mid Cap Stock Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Materials - 2.4% | ||||||||||
Platform Specialty | ||||||||||
Products Corp. (I) | 454,714 | $ | 12,745,633 | 1.4% | ||||||
OTHER SECURITIES | 9,166,844 | 1.0% | ||||||||
21,912,477 | ||||||||||
TOTAL COMMON STOCKS (Cost $724,421,216) | $ | 872,155,428 | ||||||||
PREFERRED SECURITIES - 3.2% | ||||||||||
Information Technology - 3.2% | 29,313,797 | 3.2% | ||||||||
TOTAL PREFERRED | ||||||||||
SECURITIES (Cost $29,313,799) | $ | 29,313,797 | ||||||||
Warrants 0.0% | 174,240 | 0.0% | ||||||||
TOTAL WARRANTS (Cost $3,840) | $ | 174,240 | ||||||||
SECURITIES LENDING COLLATERAL - 6.8% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W)(Y) | 6,310,581 | 63,152,511 | 6.8% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $63,151,718) | $ | 63,152,511 | ||||||||
SHORT-TERM INVESTMENTS - 2.3% | ||||||||||
Repurchase Agreement - 2.3% | ||||||||||
Deutsche Bank Tri-Party Repurchase | ||||||||||
Agreement dated 06/30/2014 at | ||||||||||
0.100% to be repurchased at | ||||||||||
$20,900,058 on 07/01/2014, | ||||||||||
collateralized by $19,425,067 | ||||||||||
Government National Mortgage | ||||||||||
Association, 4.500% due | ||||||||||
07/20/2041 (valued at | ||||||||||
$21,318,000, including interest) $ | $ | 20,900,000 | $ | 20,900,000 | 2.3% | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $20,900,000) | $ | 20,900,000 | ||||||||
Total Investments (Mid Cap Stock Trust) | ||||||||||
(Cost $837,790,573) - 107.0% | $ | 985,695,976 | 107.0% | |||||||
Other Assets And Liabilities, Net - (7.0%) | (64,723,029) | (7.0)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 920,972,947 | 100.0% | |||||||
Mid Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 94.7% | ||||||||
Consumer Discretionary - 10.4% | ||||||||
American Eagle Outfitters, Inc. (L) | 139,200 | $ | 1,561,824 | 0.2% | ||||
Cablevision | ||||||||
Systems Corp., Class A (L) | 599,700 | 10,584,705 | 1.1% | |||||
Kohl’s Corp. | 195,200 | 10,283,136 | 1.1% | |||||
News Corp., Class A (I) | 472,200 | 8,471,268 | 0.9% | |||||
OTHER SECURITIES | 69,985,126 | 7.1% | ||||||
100,886,059 | ||||||||
Consumer Staples - 8.0% | ||||||||
Archer-Daniels-Midland Company | 250,600 | 11,053,966 | 1.1% | |||||
Avon Products, Inc. | 669,800 | 9,785,778 | 1.0% | |||||
Bunge, Ltd. | 174,600 | 13,206,744 | 1.4% |
The accompanying notes are an integral part of the financial statements. | 38 |
John Hancock Variable Insurance Trust |
Mid Value Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Staples (continued) | ||||||||
Sysco Corp. | 400,300 | $ | 14,991,235 | 1.6% | ||||
The Kroger Company | 203,700 | 10,068,891 | 1.0% | |||||
OTHER SECURITIES | 18,165,073 | 1.9% | ||||||
77,271,687 | ||||||||
Energy - 9.8% | ||||||||
Cameco Corp. (L) | 498,300 | 9,771,663 | 1.0% | |||||
CONSOL Energy, Inc. | 282,547 | 13,016,940 | 1.3% | |||||
Exterran Holdings, Inc. | 451,722 | 20,322,973 | 2.1% | |||||
Hess Corp. | 159,600 | 15,782,844 | 1.6% | |||||
Talisman Energy, Inc. | 1,377,200 | 14,558,658 | 1.5% | |||||
WPX Energy, Inc. (I) | 695,500 | 16,629,405 | 1.7% | |||||
OTHER SECURITIES | 5,028,323 | 0.6% | ||||||
95,110,806 | ||||||||
Financials - 25.6% | ||||||||
Ally Financial, Inc. (I) | 117,490 | 2,776,768 | 0.3% | |||||
CIT Group, Inc. | 363,300 | 16,624,608 | 1.7% | |||||
CNA Financial Corp. | 236,300 | 9,551,246 | 1.0% | |||||
E*TRADE Financial Corp. (I) | 687,944 | 14,625,689 | 1.5% | |||||
Fidelity National | ||||||||
Financial, Inc., Class A | 295,416 | 9,677,828 | 1.0% | |||||
First American Financial Corp. | 420,000 | 11,671,800 | 1.2% | |||||
First Horizon National Corp. | 918,249 | 10,890,433 | 1.1% | |||||
First Niagara Financial Group, Inc. | 557,300 | 4,870,802 | 0.5% | |||||
Lazard, Ltd., Class A | 428,700 | 22,103,772 | 2.3% | |||||
Legg Mason, Inc. | 221,600 | 11,370,296 | 1.2% | |||||
Marsh & McLennan Companies, Inc. | 305,500 | 15,831,010 | 1.6% | |||||
Northern Trust Corp. | 330,600 | 21,227,826 | 2.2% | |||||
SunTrust Banks, Inc. | 199,900 | 8,007,994 | 0.8% | |||||
Weyerhaeuser Company | 308,636 | 10,212,765 | 1.1% | |||||
White Mountains | ||||||||
Insurance Group, Ltd. | 19,300 | 11,742,892 | 1.2% | |||||
OTHER SECURITIES | 66,708,364 | 6.9% | ||||||
247,894,093 | ||||||||
Health Care - 8.7% | ||||||||
Hologic, Inc. (I) | 338,800 | 8,588,580 | 0.9% | |||||
Hospira, Inc. (I) | 402,000 | 20,650,740 | 2.1% | |||||
Select Medical Holdings Corp. | 578,988 | 9,032,213 | 0.9% | |||||
Zoetis, Inc. | 264,600 | 8,538,642 | 0.9% | |||||
OTHER SECURITIES | 37,007,823 | 3.9% | ||||||
83,817,998 | ||||||||
Industrials - 9.6% | ||||||||
C.H. Robinson Worldwide, Inc. (L) | 221,700 | 14,142,243 | 1.5% | |||||
Cintas Corp. | 173,900 | 11,049,606 | 1.1% | |||||
ManpowerGroup, Inc. | 133,100 | 11,293,535 | 1.2% | |||||
Southwest Airlines Company | 709,300 | 19,051,798 | 2.0% | |||||
Textron, Inc. | 590,100 | 22,594,928 | 2.3% | |||||
OTHER SECURITIES | 15,031,088 | 1.5% | ||||||
93,163,198 | ||||||||
Information Technology - 5.0% | ||||||||
Applied Materials, Inc. | 708,500 | 15,976,675 | 1.7% | |||||
Broadcom Corp., Class A | 375,400 | 13,934,848 | 1.4% | |||||
OTHER SECURITIES | 18,314,186 | 1.9% | ||||||
48,225,709 | ||||||||
Materials - 7.9% | ||||||||
Franco-Nevada Corp. (L) | 142,600 | 8,185,418 | 0.8% | |||||
MeadWestvaco Corp. | 213,800 | 9,462,788 | 1.0% | |||||
Newmont Mining Corp. | 396,200 | 10,079,328 | 1.0% | |||||
Packaging Corp. of America | 156,800 | 11,209,632 | 1.2% |
Mid Value Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Materials (continued) | |||||||||
The Scotts Miracle-Gro | |||||||||
Company, Class A | 144,700 | $ | 8,227,642 | 0.9% | |||||
Vulcan Materials Company | 191,007 | 12,176,696 | 1.3% | ||||||
OTHER SECURITIES | 17,632,434 | 1.7% | |||||||
76,973,938 | |||||||||
Telecommunication Services - 0.7% | 6,888,758 | 0.7% | |||||||
Utilities - 9.0% | |||||||||
Calpine Corp. (I) | 338,500 | 8,059,685 | 0.8% | ||||||
Dynegy, Inc. (I) | 383,500 | 13,345,800 | 1.4% | ||||||
FirstEnergy Corp. | 499,811 | 17,353,438 | 1.8% | ||||||
NRG Energy, Inc. | 600,305 | 22,331,346 | 2.3% | ||||||
PPL Corp. | 279,700 | 9,937,741 | 1.0% | ||||||
OTHER SECURITIES | 16,527,564 | 1.7% | |||||||
87,555,574 | |||||||||
TOTAL COMMON STOCKS (Cost $671,460,309) | $ | 917,787,820 | |||||||
PREFERRED SECURITIES - 0.3% | |||||||||
Energy - 0.3% | 2,555,029 | 0.3% | |||||||
Financials - 0.0% | |||||||||
Weyerhaeuser Company (L) | 6,600 | 374,550 | 0.0% | ||||||
TOTAL PREFERRED SECURITIES (Cost $2,662,123) | $ | 2,929,579 | |||||||
CONVERTIBLE BONDS - 0.5% | |||||||||
Financials - 0.1% | $ | 987,676 | 0.1% | ||||||
Industrials - 0.4% | 3,796,524 | 0.4% | |||||||
TOTAL CONVERTIBLE BONDS (Cost $4,241,543) | $ | 4,784,200 | |||||||
SECURITIES LENDING COLLATERAL - 6.4% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 6,211,490 | 62,160,869 | 6.4% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $62,160,536) | $ | 62,160,869 | |||||||
SHORT-TERM INVESTMENTS - 4.7% | |||||||||
Money Market Funds - 4.7% | |||||||||
T. Rowe Price Reserve Investment | |||||||||
Fund, 0.0553% (Y) | 44,668,274 | 44,668,274 | 4.6% | ||||||
OTHER SECURITIES | 1,049,096 | 0.1% | |||||||
45,717,370 | |||||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $45,717,370) | $ | 45,717,370 | |||||||
Total Investments (Mid Value Trust) | |||||||||
(Cost $786,241,881) - 106.6% | $ | 1,033,379,838 | 106.6% | ||||||
Other Assets And Liabilities, Net - (6.6%) | (63,903,101) | (6.6)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 969,476,737 | 100.0% | ||||||
Mutual Shares Trust
Shares or | % of | ||||||
Principal | Net | ||||||
Amount | Value | Assets | |||||
COMMON STOCKS - 86.3% | |||||||
Consumer Discretionary - 9.2% | |||||||
CBS Corp., Class B | 121,382 | $ | 7,542,677 | 1.1% | |||
General Motors Company | 231,710 | 8,411,073 | 1.2% |
The accompanying notes are an integral part of the financial statements. | 39 |
John Hancock Variable Insurance Trust |
Mutual Shares Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Discretionary (continued) | ||||||||
Reed Elsevier PLC | 565,029 | $ | 9,079,957 | 1.3% | ||||
Time Warner Cable, Inc. | 72,800 | 10,723,440 | 1.6% | |||||
Twenty-First Century | ||||||||
Fox, Inc., Class B | 357,616 | 12,241,196 | 1.8% | |||||
OTHER SECURITIES | 15,245,329 | 2.2% | ||||||
63,243,672 | ||||||||
Consumer Staples - 11.6% | ||||||||
Altria Group, Inc. | 163,711 | 6,866,039 | 1.0% | |||||
British American Tobacco PLC | 198,426 | 11,806,793 | 1.7% | |||||
Imperial Tobacco Group PLC | 155,070 | 6,976,294 | 1.0% | |||||
Lorillard, Inc. | 134,475 | 8,198,941 | 1.2% | |||||
PepsiCo, Inc. | 80,216 | 7,166,497 | 1.0% | |||||
Tesco PLC | 1,337,366 | 6,499,845 | 0.9% | |||||
The Kroger Company | 179,101 | 8,852,962 | 1.3% | |||||
Walgreen Company | 89,380 | 6,625,739 | 1.0% | |||||
OTHER SECURITIES | 16,997,860 | 2.5% | ||||||
79,990,970 | ||||||||
Energy - 11.2% | ||||||||
Apache Corp. | 117,160 | 11,788,639 | 1.7% | |||||
Baker Hughes, Inc. | 104,969 | 7,814,942 | 1.1% | |||||
BP PLC | 658,383 | 5,797,666 | 0.8% | |||||
Marathon Oil Corp. | 239,322 | 9,553,734 | 1.4% | |||||
Royal Dutch Shell PLC, A Shares | 294,054 | 12,141,514 | 1.8% | |||||
Transocean, Ltd. (L) | 132,650 | 5,973,230 | 0.9% | |||||
OTHER SECURITIES | 24,061,148 | 3.5% | ||||||
77,130,873 | ||||||||
Financials - 19.0% | ||||||||
ACE, Ltd. | 96,502 | 10,007,257 | 1.5% | |||||
Alleghany Corp. (I) | 15,534 | 6,805,756 | 1.0% | |||||
American International Group, Inc. | 209,785 | 11,450,065 | 1.7% | |||||
Citigroup, Inc. | 143,325 | 6,750,608 | 1.0% | |||||
JPMorgan Chase & Company | 146,970 | 8,468,411 | 1.2% | |||||
MetLife, Inc. | 118,880 | 6,604,973 | 1.0% | |||||
The PNC Financial | ||||||||
Services Group, Inc. | 142,144 | 12,657,923 | 1.8% | |||||
White Mountains | ||||||||
Insurance Group, Ltd. | 20,381 | 12,400,616 | 1.8% | |||||
OTHER SECURITIES | 55,779,404 | 8.0% | ||||||
130,925,013 | ||||||||
Health Care - 12.4% | ||||||||
AstraZeneca PLC | 76,000 | 5,654,220 | 0.8% | |||||
AstraZeneca PLC, ADR | 31,690 | 2,354,884 | 0.4% | |||||
Cigna Corp. | 140,121 | 12,886,928 | 1.9% | |||||
Eli Lilly & Company | 98,530 | 6,125,610 | 0.9% | |||||
Medtronic, Inc. | 290,789 | 18,540,707 | 2.7% | |||||
Merck & Company, Inc. | 305,940 | 17,698,629 | 2.6% | |||||
Teva Pharmaceutical | ||||||||
Industries, Ltd., ADR | 254,525 | 13,342,201 | 1.9% | |||||
OTHER SECURITIES | 8,701,310 | 1.2% | ||||||
85,304,489 | ||||||||
Industrials - 4.1% | ||||||||
A.P. Moeller - Maersk A/S, Series B | 4,075 | 10,131,606 | 1.5% | |||||
Huntington Ingalls Industries, Inc. | 62,266 | 5,889,741 | 0.8% | |||||
OTHER SECURITIES | 12,591,901 | 1.8% | ||||||
28,613,248 | ||||||||
Information Technology - 10.8% | ||||||||
Apple, Inc. | 191,800 | 17,823,974 | 2.6% | |||||
Cisco Systems, Inc. | 332,390 | 8,259,892 | 1.2% | |||||
Hewlett-Packard Company | 176,872 | 5,957,049 | 0.8% |
Mutual Shares Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Information Technology (continued) | |||||||||
Microsoft Corp. | 450,286 | $ | 18,776,926 | 2.7% | |||||
Symantec Corp. | 417,490 | 9,560,521 | 1.4% | ||||||
Xerox Corp. | 768,284 | 9,557,453 | 1.4% | ||||||
OTHER SECURITIES | 4,766,713 | 0.7% | |||||||
74,702,528 | |||||||||
Materials - 4.9% | |||||||||
Freeport-McMoRan Copper | |||||||||
& Gold, Inc. | 244,826 | 8,936,149 | 1.3% | ||||||
International Paper Company | 176,972 | 8,931,777 | 1.3% | ||||||
MeadWestvaco Corp. | 142,103 | 6,289,479 | 0.9% | ||||||
OTHER SECURITIES | 9,589,209 | 1.4% | |||||||
33,746,614 | |||||||||
Telecommunication Services - 1.7% | |||||||||
Vodafone Group PLC | 2,428,506 | 8,116,743 | 1.2% | ||||||
OTHER SECURITIES | 3,592,577 | 0.5% | |||||||
11,709,320 | |||||||||
Utilities - 1.4% | |||||||||
NRG Energy, Inc. | 180,694 | 6,721,817 | 1.0% | ||||||
OTHER SECURITIES | 2,761,754 | 0.4% | |||||||
9,483,571 | |||||||||
TOTAL COMMON STOCKS (Cost $429,652,225) | $ | 594,850,298 | |||||||
CORPORATE BONDS - 3.3% | |||||||||
Consumer Discretionary - 0.6% | |||||||||
Clear Channel Communications, Inc. | |||||||||
9.000%, 12/15/2019 | $ | 3,977,000 | $ | 4,240,476 | 0.6% | ||||
OTHER SECURITIES | — | 0.0% | |||||||
4,240,476 | |||||||||
Energy - 0.5% | 3,398,850 | 0.5% | |||||||
Industrials - 0.5% | 3,568,106 | 0.5% | |||||||
Information Technology - 1.2% | |||||||||
Avaya, Inc. | |||||||||
7.000%, 04/01/2019 (S) | 1,707,000 | 1,707,000 | 0.3% | ||||||
Avaya, Inc. | |||||||||
10.500%, 03/01/2021 (S) | 1,843,000 | 1,700,168 | 0.2% | ||||||
OTHER SECURITIES | 4,504,183 | 0.7% | |||||||
7,911,351 | |||||||||
Utilities - 0.5% | |||||||||
Texas Competitive Electric Holdings | |||||||||
Company LLC | |||||||||
11.500%, 10/01/2020 (H)(S) | 4,128,000 | 3,766,800 | 0.5% | ||||||
TOTAL CORPORATE BONDS (Cost $22,113,745) | $ | 22,885,583 | |||||||
TERM LOANS (M) - 3.1% | |||||||||
Consumer Discretionary - 1.7% | |||||||||
Clear Channel Communications, Inc. | |||||||||
3.800%, 01/29/2016 | 69,337 | 68,751 | 0.0% | ||||||
Clear Channel Communications, Inc. | |||||||||
6.900%, 01/30/2019 | 4,025,467 | 4,005,340 | 0.6% | ||||||
Clear Channel Communications, Inc. | |||||||||
7.650%, 07/30/2019 | 1,293,886 | 1,295,863 | 0.2% | ||||||
OTHER SECURITIES | 6,403,105 | 0.9% | |||||||
11,773,059 | |||||||||
Energy - 0.0% | 108,556 | 0.0% | |||||||
Information Technology - 0.5% | |||||||||
Avaya, Inc. | |||||||||
4.727%, 10/26/2017 | 2,559,506 | 2,504,203 | 0.4% |
The accompanying notes are an integral part of the financial statements. | 40 |
John Hancock Variable Insurance Trust |
Mutual Shares Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
TERM LOANS (M) (continued) | ||||||||||
Information Technology (continued) | ||||||||||
Avaya, Inc. | ||||||||||
6.500%, 03/30/2018 | $ | 624,830 | $ | 625,161 | 0.1% | |||||
3,129,364 | ||||||||||
Utilities - 0.9% | ||||||||||
Texas Competitive Electric Holdings | ||||||||||
Company LLC | ||||||||||
4.651%, 10/10/2017 (H) | 7,542,867 | 6,222,865 | 0.9% | |||||||
TOTAL TERM LOANS (Cost $20,949,622) | $ | 21,233,844 | ||||||||
Municipal Bonds 0.3% | 1,800,500 | 0.3% | ||||||||
TOTAL MUNICIPAL BONDS (Cost $1,909,289) | $ | 1,800,500 | ||||||||
PREFERRED SECURITIES - 0.7% | ||||||||||
Consumer Discretionary - 0.7% | 4,822,409 | 0.7% | ||||||||
TOTAL PREFERRED SECURITIES (Cost $4,802,113) | $ | 4,822,409 | ||||||||
SECURITIES LENDING COLLATERAL - 1.6% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W)(Y) | 1,103,574 | 11,043,902 | 1.6% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $11,043,782) | $ | 11,043,902 | ||||||||
SHORT-TERM INVESTMENTS - 3.5% | ||||||||||
U.S. Government - 3.5% | ||||||||||
0.026%, 07/24/2014 * | $ | 2,000,000 | $ | 1,999,980 | 0.3% | |||||
0.030%, 07/03/2014 * | 2,000,000 | 2,000,000 | 0.3% | |||||||
0.030%, 07/10/2014 * | 2,500,000 | 2,499,998 | 0.4% | |||||||
0.040%, 10/30/2014 * | 3,000,000 | 2,999,622 | 0.4% | |||||||
0.046%, 10/23/2014 * | 2,000,000 | 1,999,762 | 0.3% | |||||||
0.050%, 10/09/2014 * | 2,500,000 | 2,499,793 | 0.4% | |||||||
0.050%, 10/16/2014 * | 3,000,000 | 2,999,622 | 0.4% | |||||||
0.055%, 10/02/2014 * | 2,000,000 | 1,999,794 | 0.3% | |||||||
0.070%, 08/21/2014 * | 5,000,000 | 4,999,860 | 0.7% | |||||||
23,998,431 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $23,997,661) | $ | 23,998,431 | ||||||||
Total Investments (Mutual Shares Trust) | ||||||||||
(Cost $514,468,437) - 98.8% | $ | 680,634,967 | 98.8% | |||||||
Other Assets And Liabilities, Net - 1.2% | 8,419,310 | 1.2% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 689,054,277 | 100.0% |
Natural Resources Trust
Shares or | % of | ||||||
Principal | Net | ||||||
Amount | Value | Assets | |||||
COMMON STOCKS - 97.8% | |||||||
Energy - 62.9% | |||||||
Anadarko Petroleum Corp. | 18,952 | $ | 2,074,675 | 1.4% | |||
Apache Corp. | 34,289 | 3,450,159 | 2.3% | ||||
Baker Hughes, Inc. | 36,920 | 2,748,694 | 1.8% | ||||
Beach Energy, Ltd. | 1,726,744 | 2,733,944 | 1.8% | ||||
BG Group PLC | 416,170 | 8,781,751 | 5.8% | ||||
BP PLC, ADR | 114,118 | 6,019,725 | 4.0% | ||||
Cabot Oil & Gas Corp. | 61,280 | 2,092,099 | 1.4% | ||||
Chevron Corp. | 23,769 | 3,103,043 | 2.1% |
Natural Resources Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Energy (continued) | |||||||||
Cimarex Energy Company | 12,440 | $ | 1,784,642 | 1.2% | |||||
Cobalt International Energy, Inc. (I) | 52,132 | 956,622 | 0.6% | ||||||
CONSOL Energy, Inc. | 54,518 | 2,511,644 | 1.7% | ||||||
Enbridge, Inc. (L) | 85,274 | 4,047,957 | 2.7% | ||||||
Energen Corp. | 19,330 | 1,718,050 | 1.1% | ||||||
EOG Resources, Inc. | 30,607 | 3,576,734 | 2.4% | ||||||
Exxon Mobil Corp. | 15,779 | 1,588,630 | 1.1% | ||||||
Galp Energia SGPS SA | 179,331 | 3,287,067 | 2.2% | ||||||
Halliburton Company | 43,535 | 3,091,420 | 2.0% | ||||||
Imperial Oil, Ltd. | 101,311 | 5,331,998 | 3.5% | ||||||
Oil Search, Ltd. | 364,728 | 3,327,949 | 2.2% | ||||||
Ophir Energy PLC (I) | 534,720 | 2,011,407 | 1.3% | ||||||
Patterson-UTI Energy, Inc. | 82,834 | 2,894,220 | 1.9% | ||||||
PetroChina Company, Ltd., H Shares | 2,321,790 | 2,917,774 | 1.9% | ||||||
Petroleo Brasileiro | |||||||||
Sponsored SA, ADR | 178,510 | 2,791,896 | 1.8% | ||||||
Phillips 66 | 34,750 | 2,794,942 | 1.9% | ||||||
Pioneer Natural Resources Company | 19,140 | 4,398,563 | 2.9% | ||||||
Royal Dutch Shell PLC, Class A | 259,725 | 10,732,548 | 7.1% | ||||||
Southwestern Energy Company (I) | 38,921 | 1,770,516 | 1.2% | ||||||
Tullow Oil PLC | 167,573 | 2,444,679 | 1.6% | ||||||
94,983,348 | |||||||||
Industrials - 5.7% | |||||||||
Caterpillar, Inc. | 22,100 | 2,401,607 | 1.6% | ||||||
KBR, Inc. | 154,365 | 3,681,605 | 2.4% | ||||||
Vallourec SA | 58,204 | 2,609,058 | 1.7% | ||||||
8,692,270 | |||||||||
Information Technology - 2.0% | |||||||||
First Solar, Inc. (I) | 41,603 | 2,956,309 | 2.0% | ||||||
Materials - 27.2% | |||||||||
Allegheny Technologies, Inc. | 63,627 | 2,869,578 | 1.9% | ||||||
Anglo American PLC | 182,875 | 4,481,966 | 3.0% | ||||||
Barrick Gold Corp. | 34,300 | 628,107 | 0.4% | ||||||
BHP Billiton PLC | 35,634 | 1,158,426 | 0.8% | ||||||
First Quantum Minerals, Ltd. | 240,957 | 5,153,122 | 3.4% | ||||||
Fortescue Metals Group, Ltd. | 884,858 | 3,654,593 | 2.4% | ||||||
JSR Corp. | 113,400 | 1,946,853 | 1.3% | ||||||
Medusa Mining, Ltd. (I) | 561,130 | 991,909 | 0.6% | ||||||
Mongolian Mining Corp. (I) | 6,974,060 | 440,709 | 0.3% | ||||||
New Gold, Inc. (I) | 307,111 | 1,956,297 | 1.3% | ||||||
POSCO, ADR (L) | 38,390 | 2,857,752 | 1.9% | ||||||
Rio Tinto PLC | 171,239 | 9,245,923 | 6.1% | ||||||
The Mosaic Company | 43,681 | 2,160,025 | 1.4% | ||||||
Vale SA, ADR (L) | 244,430 | 3,233,809 | 2.1% | ||||||
Vedanta Resources PLC | 6,269 | 118,894 | 0.1% | ||||||
Western Areas, Ltd. | 62,376 | 272,367 | 0.2% | ||||||
41,170,330 | |||||||||
TOTAL COMMON STOCKS (Cost $135,480,151) | $ | 147,802,257 | |||||||
SECURITIES LENDING COLLATERAL - 3.4% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, | |||||||||
0.0995% (W)(Y) | 515,700 | 5,160,812 | 3.4% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $5,160,769) | $ | 5,160,812 |
The accompanying notes are an integral part of the financial statements. | 41 |
John Hancock Variable Insurance Trust |
Natural Resources Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS - 2.3% | |||||||||
Repurchase Agreement - 2.3% | |||||||||
Deutsche Bank Tri-Party Repurchase | |||||||||
Agreement dated 06/30/2014 at | |||||||||
0.100% to be repurchased at | |||||||||
$3,400,009 on 07/01/2014, | |||||||||
collateralized by $3,159,783 | |||||||||
Government National Mortgage | |||||||||
Association, 4.500% due | |||||||||
07/20/2041 (valued at $3,468,000 | |||||||||
including interest) | $ | 3,400,000 | $ | 3,400,000 | 2.3% | ||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $3,400,000) | $ | 3,400,000 | |||||||
Total Investments (Natural Resources Trust) | |||||||||
(Cost $144,040,920) - 103.5% | $ | 156,363,069 | 103.5% | ||||||
Other Assets And Liabilities, Net - (3.5%) | (5,258,502) | (3.5)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 151,104,567 | 100.0% | ||||||
Real Estate Securities Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS - 99.0% | |||||||||
Financials - 99.0% | |||||||||
Real Estate Investment Trusts - 99.0% | |||||||||
Diversified REITs - 8.9% | |||||||||
Duke Realty Corp. | 689,571 | $ | 12,522,610 | 3.0% | |||||
Spirit Realty Capital, Inc. | 946,764 | 10,755,239 | 2.6% | ||||||
Vornado Realty Trust | 130,292 | 13,906,065 | 3.3% | ||||||
37,183,914 | |||||||||
Industrial REITs - 4.1% | |||||||||
DCT Industrial Trust, Inc. | 459,656 | 3,773,776 | 0.9% | ||||||
First Industrial Realty Trust, Inc. | 228,864 | 4,311,798 | 1.0% | ||||||
Prologis, Inc. | 227,380 | 9,343,044 | 2.2% | ||||||
17,428,618 | |||||||||
Office REITs - 17.0% | |||||||||
Alexandria Real Estate Equities, Inc. | 106,381 | 8,259,420 | 2.0% | ||||||
Boston Properties, Inc. | 153,968 | 18,195,938 | 4.3% | ||||||
Brandywine Realty Trust | 258,770 | 4,036,812 | 1.0% | ||||||
Digital Realty Trust, Inc. | 103,749 | 6,050,642 | 1.4% | ||||||
Douglas Emmett, Inc. | 375,211 | 10,588,454 | 2.5% | ||||||
Kilroy Realty Corp. | 54,124 | 3,370,843 | 0.8% | ||||||
Lexington Realty Trust | 793,961 | 8,741,511 | 2.1% | ||||||
Mack-Cali Realty Corp. | 51,573 | 1,107,788 | 0.3% | ||||||
SL Green Realty Corp. | 99,292 | 10,863,538 | 2.6% | ||||||
71,214,946 | |||||||||
Real Estate Operating Companies - 1.0% | |||||||||
American Realty | |||||||||
Capital Properties, Inc. | 324,269 | 4,063,091 | 1.0% | ||||||
Residential REITs - 16.4% | |||||||||
American | |||||||||
Campus Communities, Inc. | 161,279 | 6,167,309 | 1.5% | ||||||
Apartment Investment & | |||||||||
Management Company, Class A | 216,589 | 6,989,327 | 1.7% | ||||||
AvalonBay Communities, Inc. | 116,796 | 16,607,223 | 3.9% | ||||||
Equity Residential | 274,902 | 17,318,826 | 4.1% | ||||||
Essex Property Trust, Inc. | 64,788 | 11,979,949 | 2.8% | ||||||
Home Properties, Inc. | 52,302 | 3,345,236 | 0.8% |
Real Estate Securities Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Residential REITs (continued) | |||||||||
Post Properties, Inc. | 124,753 | $ | 6,669,295 | 1.6% | |||||
69,077,165 | |||||||||
Retail REITs - 25.4% | |||||||||
Acadia Realty Trust | 121,524 | 3,413,609 | 0.8% | ||||||
DDR Corp. | 348,892 | 6,150,966 | 1.5% | ||||||
Federal Realty Investment Trust | 81,628 | 9,870,458 | 2.4% | ||||||
General Growth Properties, Inc. | 605,742 | 14,271,282 | 3.4% | ||||||
Glimcher Realty Trust | 340,283 | 3,685,265 | 0.9% | ||||||
National Retail Properties, Inc. | 296,011 | 11,008,649 | 2.6% | ||||||
Regency Centers Corp. | 123,416 | 6,871,803 | 1.6% | ||||||
Retail Properties of | |||||||||
America, Inc., Class A | 300,561 | 4,622,628 | 1.1% | ||||||
Simon Property Group, Inc. | 222,457 | 36,990,150 | 8.8% | ||||||
The Macerich Company | 145,589 | 9,718,066 | 2.3% | ||||||
106,602,876 | |||||||||
Specialized REITs - 26.2% | |||||||||
Chesapeake Lodging Trust | 141,056 | 4,264,123 | 1.0% | ||||||
CubeSmart | 349,716 | 6,406,797 | 1.5% | ||||||
DiamondRock Hospitality Company | 418,939 | 5,370,798 | 1.3% | ||||||
Extra Space Storage, Inc. | 109,143 | 5,811,865 | 1.4% | ||||||
HCP, Inc. | 391,200 | 16,187,856 | 3.8% | ||||||
Health Care REIT, Inc. | 240,833 | 15,093,004 | 3.6% | ||||||
Healthcare Realty Trust, Inc. | 193,178 | 4,910,585 | 1.2% | ||||||
Host Hotels & Resorts, Inc. | 263,514 | 5,799,943 | 1.4% | ||||||
LaSalle Hotel Properties | 78,393 | 2,766,489 | 0.7% | ||||||
Public Storage | 69,601 | 11,926,131 | 2.8% | ||||||
RLJ Lodging Trust | 162,955 | 4,707,770 | 1.1% | ||||||
Senior Housing Properties Trust | 237,835 | 5,777,012 | 1.4% | ||||||
Strategic Hotels & Resorts, Inc. (I) | 478,340 | 5,601,361 | 1.3% | ||||||
Sunstone Hotel Investors, Inc. | 312,838 | 4,670,671 | 1.1% | ||||||
Ventas, Inc. | 169,896 | 10,890,334 | 2.6% | ||||||
110,184,739 | |||||||||
TOTAL COMMON STOCKS (Cost $379,199,787) | $ | 415,755,349 | |||||||
SHORT-TERM INVESTMENTS - 0.7% | |||||||||
Repurchase Agreement - 0.7% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$3,051,000 on 07/01/2014, | |||||||||
collateralized by $3,110,000 | |||||||||
U.S Treasury Notes, 2.000% due | |||||||||
02/28/2021 (valued at $3,116,528, | |||||||||
including interest) | $ | 3,051,000 | $ | 3,051,000 | 0.7% | ||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $3,051,000) | $ | 3,051,000 | |||||||
Total Investments (Real Estate Securities Trust) | |||||||||
(Cost $382,250,787) - 99.7% | $ | 418,806,349 | 99.7% | ||||||
Other Assets And Liabilities, Net - 0.3% | 1,074,050 | 0.3% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 419,880,399 | 100.0% | ||||||
The accompanying notes are an integral part of the financial statements. | 42 |
John Hancock Variable Insurance Trust |
Science & Technology Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 94.6% | ||||||||
Consumer Discretionary - 12.4% | ||||||||
Amazon.com, Inc. (I) | 58,605 | $ | 19,033,732 | 4.1% | ||||
Ctrip.com | ||||||||
International, Ltd., ADR (I)(L) | 59,600 | 3,816,784 | 0.8% | |||||
Tesla Motors, Inc. (I) | 37,850 | 9,086,271 | 2.0% | |||||
The Priceline Group, Inc. (I) | 6,615 | 7,957,845 | 1.7% | |||||
Twenty-First Century | ||||||||
Fox, Inc., Class A | 83,700 | 2,942,055 | 0.6% | |||||
OTHER SECURITIES | 14,552,073 | 3.2% | ||||||
57,388,760 | ||||||||
Health Care - 3.0% | ||||||||
Intuitive Surgical, Inc. (I) | 10,600 | 4,365,082 | 1.0% | |||||
Veeva Systems, Inc., Class A (I)(L) | 116,500 | 2,964,925 | 0.6% | |||||
OTHER SECURITIES | 6,341,051 | 1.4% | ||||||
13,671,058 | ||||||||
Industrials - 0.7% | 2,966,287 | 0.7% | ||||||
Information Technology - 76.7% | ||||||||
Activision Blizzard, Inc. | 141,115 | 3,146,865 | 0.7% | |||||
Akamai Technologies, Inc. (I) | 49,620 | 3,029,797 | 0.6% | |||||
Altera Corp. | 201,000 | 6,986,760 | 1.5% | |||||
Apple, Inc. | 264,020 | 24,535,379 | 5.3% | |||||
Applied Materials, Inc. | 166,405 | 3,752,433 | 0.8% | |||||
ARM Holdings PLC, ADR | 75,100 | 3,397,524 | 0.7% | |||||
Aruba Networks, Inc. (I) | 212,615 | 3,725,015 | 0.8% | |||||
ASML Holding NV (L) | 51,100 | 4,766,097 | 1.0% | |||||
Aspen Technology, Inc. (I) | 103,505 | 4,802,632 | 1.0% | |||||
Atmel Corp. (I) | 309,200 | 2,897,204 | 0.6% | |||||
Autodesk, Inc. (I) | 112,277 | 6,330,177 | 1.4% | |||||
Avago Technologies, Ltd. | 75,990 | 5,476,599 | 1.2% | |||||
Baidu, Inc., ADR (I) | 46,050 | 8,602,601 | 1.9% | |||||
Check Point | ||||||||
Software Technologies, Ltd. (I)(L) | 50,900 | 3,411,827 | 0.7% | |||||
Cisco Systems, Inc. | 243,650 | 6,054,703 | 1.3% | |||||
Citrix Systems, Inc. (I) | 58,400 | 3,652,920 | 0.8% | |||||
Dell, Inc. | 458,900 | 6,309,875 | 1.4% | |||||
F5 Networks, Inc. (I) | 26,630 | 2,967,647 | 0.6% | |||||
Facebook, Inc., Class A (I) | 165,045 | 11,105,878 | 2.4% | |||||
Google, Inc., Class A (I) | 19,585 | 11,450,762 | 2.5% | |||||
Google, Inc., Class C (I) | 19,775 | 11,376,162 | 2.5% | |||||
Hewlett-Packard Company | 179,135 | 6,033,267 | 1.3% | |||||
Lam Research Corp. | 72,900 | 4,926,582 | 1.1% | |||||
LinkedIn Corp., Class A (I) | 51,600 | 8,847,852 | 1.9% | |||||
MediaTek, Inc. | 308,000 | 5,209,908 | 1.1% | |||||
Mellanox Technologies, Ltd. (I)(L) | 91,000 | 3,172,260 | 0.7% | |||||
Micron Technology, Inc. (I) | 254,000 | 8,369,300 | 1.8% | |||||
Microsoft Corp. | 491,560 | 20,498,052 | 4.4% | |||||
Oracle Corp. | 168,745 | 6,839,235 | 1.5% | |||||
QUALCOMM, Inc. | 43,105 | 3,413,916 | 0.7% | |||||
Rackspace Hosting, Inc. (I) | 118,400 | 3,985,344 | 0.9% | |||||
Red Hat, Inc. (I) | 165,600 | 9,152,712 | 2.0% | |||||
SanDisk Corp. | 73,415 | 7,666,728 | 1.7% | |||||
Seagate Technology PLC | 76,570 | 4,350,707 | 0.9% | |||||
ServiceNow, Inc. (I) | 147,800 | 9,157,688 | 2.0% | |||||
SK Hynix, Inc. (I) | 64,665 | 3,105,075 | 0.7% | |||||
Stratasys, Ltd. (I)(L) | 38,600 | 4,386,118 | 0.9% | |||||
Taiwan Semiconductor | ||||||||
Manufacturing Company, Ltd. | 391,000 | 1,654,533 | 0.4% | |||||
Taiwan Semiconductor | ||||||||
Manufacturing | ||||||||
Company, Ltd., ADR | 162,540 | 3,476,731 | 0.7% | |||||
VeriSign, Inc. (I) | 72,200 | 3,524,082 | 0.8% | |||||
Visa, Inc., Class A | 16,135 | 3,399,806 | 0.7% | |||||
Western Digital Corp. | 145,210 | 13,402,883 | 2.9% |
Science & Technology Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Information Technology (continued) | ||||||||||
OTHER SECURITIES | $ | 82,929,220 | 17.9% | |||||||
355,280,856 | ||||||||||
Telecommunication Services - 1.8% | ||||||||||
SoftBank Corp. | 70,300 | 5,238,963 | 1.1% | |||||||
OTHER SECURITIES | 3,154,694 | 0.7% | ||||||||
8,393,657 | ||||||||||
TOTAL COMMON STOCKS (Cost $361,357,003) | $ | 437,700,618 | ||||||||
PREFERRED SECURITIES - 0.5% | ||||||||||
Information Technology - 0.5% | 2,250,096 | 0.5% | ||||||||
TOTAL PREFERRED SECURITIES (Cost $1,198,112) | $ | 2,250,096 | ||||||||
SECURITIES LENDING COLLATERAL - 7.6% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (Y)(W) | 3,520,941 | 35,235,464 | 7.6% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $35,235,170) | $ | 35,235,464 | ||||||||
SHORT-TERM INVESTMENTS - 4.9% | ||||||||||
Money Market Funds - 3.7% | ||||||||||
T.Rowe Price Prime Reserve | ||||||||||
Fund, 0.0553% (Y) | 15,542,679 | 15,542,679 | 3.4% | |||||||
OTHER SECURITIES | 1,623,787 | 0.3% | ||||||||
17,166,466 | ||||||||||
Repurchase Agreement - 1.2% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2014 at | ||||||||||
0.000% to be repurchased at | ||||||||||
$5,671,000 on 07/01/2014, | ||||||||||
collateralized by $4,600,000 | ||||||||||
U.S. Treasury Bonds, 4.625% due | ||||||||||
02/15/2040 (valued at $5,784,500, | ||||||||||
including interest) | $ | 5,671,000 | $ | 5,671,000 | 1.2% | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $22,837,466) | $ | 22,837,466 | ||||||||
Total Investments (Science & Technology Trust) | ||||||||||
(Cost $420,627,751) - 107.6% | $ | 498,023,644 | 107.6% | |||||||
Other Assets And Liabilities, Net - (7.6%) | (35,013,396) | (7.6)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 463,010,248 | 100.0% | |||||||
Small Cap Growth Trust
Shares or | % of | ||||||
Principal | Net | ||||||
Amount | Value | Assets | |||||
COMMON STOCKS - 97.7% | |||||||
Consumer Discretionary - 15.0% | |||||||
Bloomin’ Brands, Inc. (I) | 340,821 | $ | 7,644,615 | 1.4% | |||
Buffalo Wild Wings, Inc. (I) | 43,160 | 7,152,044 | 1.3% | ||||
HSN, Inc. | 116,962 | 6,928,829 | 1.3% | ||||
IMAX Corp. (I)(L) | 209,270 | 5,960,010 | 1.1% | ||||
Red Robin Gourmet Burgers, Inc. (I) | 84,058 | 5,984,930 | 1.1% | ||||
Samsonite International SA | 1,577,700 | 5,200,730 | 1.0% | ||||
Standard Pacific Corp. (I) | 661,064 | 5,685,150 | 1.0% | ||||
Tenneco, Inc. (I) | 107,697 | 7,075,693 | 1.3% | ||||
Vince Holding Corp. (I) | 148,701 | 5,445,431 | 1.0% |
The accompanying notes are an integral part of the financial statements. | 43 |
John Hancock Variable Insurance Trust |
Small Cap Growth Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Discretionary (continued) | ||||||||
OTHER SECURITIES | $ | 24,487,570 | 4.5% | |||||
81,565,002 | ||||||||
Consumer Staples - 2.4% | ||||||||
Spectrum Brands Holdings, Inc. | 62,432 | 5,371,025 | 1.0% | |||||
OTHER SECURITIES | 7,757,072 | 1.4% | ||||||
13,128,097 | ||||||||
Energy - 4.8% | ||||||||
Athlon Energy, Inc. (I) | 146,031 | 6,965,679 | 1.3% | |||||
Diamondback Energy, Inc. (I) | 70,802 | 6,287,218 | 1.1% | |||||
Laredo Petroleum, Inc. (I)(L) | 189,464 | 5,869,595 | 1.1% | |||||
OTHER SECURITIES | 7,195,780 | 1.3% | ||||||
26,318,272 | ||||||||
Financials - 7.9% | ||||||||
HFF, Inc., Class A | 153,692 | 5,715,800 | 1.0% | |||||
Kennedy-Wilson Holdings, Inc. | 238,630 | 6,400,057 | 1.2% | |||||
PacWest Bancorp | 150,208 | 6,484,479 | 1.2% | |||||
Virtus Investment Partners, Inc. (I) | 28,520 | 6,039,110 | 1.1% | |||||
OTHER SECURITIES | 18,434,594 | 3.4% | ||||||
43,074,040 | ||||||||
Health Care - 17.4% | ||||||||
Acadia | ||||||||
Healthcare Company, Inc. (I)(L) | 138,928 | 6,321,224 | 1.2% | |||||
Covance, Inc. (I) | 69,744 | 5,968,692 | 1.1% | |||||
Cubist Pharmaceuticals, Inc. (I) | 76,551 | 5,344,791 | 1.0% | |||||
DexCom, Inc. (I) | 162,033 | 6,426,229 | 1.2% | |||||
ExamWorks Group, Inc. (I) | 166,599 | 5,286,186 | 1.0% | |||||
HeartWare International, Inc. (I) | 75,414 | 6,674,139 | 1.2% | |||||
Insulet Corp. (I) | 158,461 | 6,286,148 | 1.2% | |||||
Team Health Holdings, Inc. (I) | 135,678 | 6,775,759 | 1.2% | |||||
OTHER SECURITIES | 45,928,263 | 8.3% | ||||||
95,011,431 | ||||||||
Industrials - 20.5% | ||||||||
Acuity Brands, Inc. | 47,619 | 6,583,327 | 1.2% | |||||
Altra Industrial Motion Corp. | 220,897 | 8,038,442 | 1.5% | |||||
Applied Industrial Technologies, Inc. | 146,571 | 7,435,547 | 1.4% | |||||
Armstrong World Industries, Inc. (I) | 119,298 | 6,851,284 | 1.2% | |||||
Clean Harbors, Inc. (I) | 125,832 | 8,084,706 | 1.5% | |||||
DigitalGlobe, Inc. (I) | 207,295 | 5,762,801 | 1.1% | |||||
HD Supply Holdings, Inc. (I) | 194,056 | 5,509,250 | 1.0% | |||||
Landstar System, Inc. | 83,653 | 5,353,792 | 1.0% | |||||
Moog, Inc., Class A (I) | 75,812 | 5,525,937 | 1.0% | |||||
Swift Transportation Company (I) | 270,393 | 6,822,015 | 1.2% | |||||
TrueBlue, Inc. (I) | 207,737 | 5,727,309 | 1.0% | |||||
WESCO International, Inc. (I)(L) | 73,708 | 6,366,897 | 1.2% | |||||
OTHER SECURITIES | 33,668,457 | 6.2% | ||||||
111,729,764 | ||||||||
Information Technology - 26.9% | ||||||||
Bankrate, Inc. (I) | 379,850 | 6,662,569 | 1.2% | |||||
Cognex Corp. | 156,758 | 6,019,507 | 1.1% | |||||
Constant Contact, Inc. (I) | 200,604 | 6,441,394 | 1.2% | |||||
Dealertrack Technologies, Inc. (I) | 115,719 | 5,246,699 | 1.0% | |||||
FleetMatics Group PLC (I)(L) | 215,243 | 6,960,959 | 1.3% | |||||
Heartland Payment Systems, Inc. (L) | 147,423 | 6,075,302 | 1.1% | |||||
Shutterstock, Inc. (I)(L) | 66,343 | 5,505,142 | 1.0% | |||||
Tyler Technologies, Inc. (I) | 66,103 | 6,029,255 | 1.1% | |||||
Verint Systems, Inc. (I) | 123,778 | 6,071,311 | 1.1% | |||||
Virtusa Corp. (I) | 160,965 | 5,762,547 | 1.1% | |||||
Web.com Group, Inc. (I) | 289,718 | 8,364,159 | 1.5% | |||||
WEX, Inc. (I) | 58,902 | 6,182,943 | 1.1% |
Small Cap Growth Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Information Technology (continued) | ||||||||
OTHER SECURITIES | $ | 71,647,109 | 13.1% | |||||
146,968,896 | ||||||||
Materials - 2.8% | ||||||||
Platform Specialty Products Corp. (I) | 266,863 | 7,480,170 | 1.4% | |||||
OTHER SECURITIES | 7,614,414 | 1.4% | ||||||
15,094,584 | ||||||||
TOTAL COMMON STOCKS (Cost $442,080,394) | $ | 532,890,086 | ||||||
PREFERRED SECURITIES - 2.0% | ||||||||
Consumer Discretionary - 0.5% | 2,840,127 | 0.5% | ||||||
Information Technology - 1.5% | 8,013,307 | 1.5% | ||||||
TOTAL PREFERRED SECURITIES (Cost $8,921,443) | $ | 10,853,434 | ||||||
SECURITIES LENDING COLLATERAL - 12.9% | ||||||||
John Hancock Collateral | ||||||||
Investment Trust, 0.0995% (W)(Y) | 7,051,405 | 70,566,231 | 12.9% | |||||
TOTAL SECURITIES LENDING | ||||||||
COLLATERAL (Cost $70,565,539) | $ | 70,566,231 | ||||||
Total Investments (Small Cap Growth Trust) | ||||||||
(Cost $521,567,376) - 112.6% | $ | 614,309,751 | 112.6% | |||||
Other Assets And Liabilities, Net - (12.6%) | (68,886,895) | (12.6)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 545,422,856 | 100.0% | |||||
Small Cap Index Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 98.2% | ||||||||
Consumer Discretionary - 12.9% | ||||||||
Brunswick Corp. | 22,797 | $ | 960,438 | 0.2% | ||||
Dana Holding Corp. | 38,499 | 940,146 | 0.2% | |||||
Restoration | ||||||||
Hardware Holdings, Inc. (I) | 8,636 | 803,580 | 0.2% | |||||
Tenneco, Inc. (I) | 14,907 | 979,390 | 0.2% | |||||
OTHER SECURITIES | 53,106,574 | 12.1% | ||||||
56,790,128 | ||||||||
Consumer Staples - 3.1% | ||||||||
Darling International, Inc. (I) | 40,391 | 844,172 | 0.2% | |||||
United Natural Foods, Inc. (I) | 12,148 | 790,835 | 0.2% | |||||
OTHER SECURITIES | 11,880,601 | 2.7% | ||||||
13,515,608 | ||||||||
Energy - 6.2% | ||||||||
Carrizo Oil & Gas, Inc. (I) | 11,172 | 773,773 | 0.2% | |||||
Diamondback Energy, Inc. (I) | 9,376 | 832,589 | 0.2% | |||||
Kodiak Oil & Gas Corp. (I) | 65,444 | 952,210 | 0.2% | |||||
Rosetta Resources, Inc. (I) | 15,107 | 828,619 | 0.2% | |||||
SemGroup Corp., Class A | 10,458 | 824,613 | 0.2% | |||||
OTHER SECURITIES | 23,213,741 | 5.2% | ||||||
27,425,545 | ||||||||
Financials - 22.5% | ||||||||
CNO Financial Group, Inc. | 53,469 | 951,748 | 0.2% | |||||
FirstMerit Corp. | 40,084 | 791,659 | 0.2% | |||||
Highwoods Properties, Inc. | 21,609 | 906,498 | 0.2% | |||||
Investors Bancorp, Inc. | 86,525 | 956,101 | 0.2% | |||||
LaSalle Hotel Properties | 25,524 | 900,742 | 0.2% |
The accompanying notes are an integral part of the financial statements. | 44 |
John Hancock Variable Insurance Trust |
Small Cap Index Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Financials (continued) | ||||||||
MGIC Investment Corp. (I) | 83,567 | $ | 772,159 | 0.2% | ||||
Prosperity Bancshares, Inc. | 16,728 | 1,047,173 | 0.3% | |||||
RLJ Lodging Trust | 31,830 | 919,569 | 0.2% | |||||
OTHER SECURITIES | 91,719,532 | 20.8% | ||||||
98,965,181 | ||||||||
Health Care - 13.0% | ||||||||
Cepheid, Inc. (I) | 17,169 | 823,082 | 0.2% | |||||
HealthSouth Corp. | 21,489 | 770,810 | 0.2% | |||||
InterMune, Inc. (I) | 24,362 | 1,075,582 | 0.3% | |||||
Isis Pharmaceuticals, Inc. (I)(L) | 28,973 | 998,120 | 0.2% | |||||
NPS Pharmaceuticals, Inc. (I) | 26,224 | 866,703 | 0.2% | |||||
Pacira Pharmaceuticals, Inc. (I)(L) | 8,779 | 806,439 | 0.2% | |||||
STERIS Corp. | 14,424 | 771,396 | 0.2% | |||||
Team Health Holdings, Inc. (I) | 17,209 | 859,417 | 0.2% | |||||
WellCare Health Plans, Inc. (I) | 10,739 | 801,774 | 0.2% | |||||
OTHER SECURITIES | 49,536,952 | 11.1% | ||||||
57,310,275 | ||||||||
Industrials - 13.9% | ||||||||
Curtiss-Wright Corp. | 11,828 | 775,444 | 0.2% | |||||
EnerSys, Inc. | 11,385 | 783,174 | 0.2% | |||||
Esterline Technologies Corp. (I) | 7,806 | 898,627 | 0.2% | |||||
Generac Holdings, Inc. (I) | 16,858 | 821,659 | 0.2% | |||||
HEICO Corp. | 16,426 | 853,166 | 0.2% | |||||
Middleby Corp. (I) | 9,510 | 786,667 | 0.2% | |||||
Moog, Inc., Class A (I) | 10,901 | 794,574 | 0.2% | |||||
Teledyne Technologies, Inc. (I) | 9,179 | 891,923 | 0.2% | |||||
Woodward, Inc. | 16,253 | 815,576 | 0.2% | |||||
OTHER SECURITIES | 53,838,581 | 12.1% | ||||||
61,259,391 | ||||||||
Information Technology - 17.5% | ||||||||
Aspen Technology, Inc. (I) | 22,591 | 1,048,222 | 0.2% | |||||
Belden, Inc. | 10,669 | 833,889 | 0.2% | |||||
Cognex Corp. | 21,313 | 818,419 | 0.2% | |||||
FEI Company | 10,346 | 938,693 | 0.2% | |||||
Synaptics, Inc. (I)(L) | 8,811 | 798,629 | 0.2% | |||||
The Ultimate | ||||||||
Software Group, Inc. (I) | 6,964 | 962,216 | 0.2% | |||||
WEX, Inc. (I) | 9,488 | 995,955 | 0.2% | |||||
OTHER SECURITIES | 70,952,648 | 16.1% | ||||||
77,348,671 | ||||||||
Materials - 5.0% | ||||||||
Axiall Corp. | 17,190 | 812,571 | 0.2% | |||||
Graphic Packaging | ||||||||
Holding Company (I) | 79,758 | 933,169 | 0.2% | |||||
PolyOne Corp. | 23,180 | 976,805 | 0.2% | |||||
OTHER SECURITIES | 19,256,281 | 4.4% | ||||||
21,978,826 | ||||||||
Telecommunication Services - 0.8% | 3,487,825 | 0.8% | ||||||
Utilities - 3.3% | ||||||||
Cleco Corp. | 14,584 | 859,727 | 0.2% | |||||
Dynegy, Inc. (I) | 24,693 | 859,316 | 0.2% | |||||
OTHER SECURITIES | 12,824,768 | 2.9% | ||||||
14,543,811 | ||||||||
TOTAL COMMON STOCKS (Cost $283,969,126) | $ | 432,625,261 | ||||||
Rights 0.0% | 1,485 | 0.0% | ||||||
TOTAL RIGHTS (Cost $28,479) | $ | 1,485 |
Small Cap Index Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Warrants 0.0% | $ | 9,343 | 0.0% | |||||||
TOTAL WARRANTS (Cost $0) | $ | 9,343 | ||||||||
SECURITIES LENDING COLLATERAL - 12.3% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W)(Y) | 5,396,718 | 54,007,115 | 12.3% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $54,005,203) | $ | 54,007,115 | ||||||||
SHORT-TERM INVESTMENTS - 1.4% | ||||||||||
Repurchase Agreement - 1.4% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2014 at | ||||||||||
0.000% to be repurchased at | ||||||||||
$6,298,000 on 07/01/2014, | ||||||||||
collateralized by $6,370,000 | ||||||||||
U.S. Treasury Bonds, 3.375% due | ||||||||||
05/15/2044 (valued at $6,425,738, | ||||||||||
including interest) | $ | 6,298,000 | $ | 6,298,000 | 1.4% | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $6,298,000) | $ | 6,298,000 | ||||||||
Total Investments (Small Cap Index Trust) | ||||||||||
(Cost $344,300,808) - 111.9% | $ | 492,941,204 | 111.9% | |||||||
Other Assets And Liabilities, Net - (11.9%) | (52,364,298) | (11.9)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 440,576,906 | 100.0% | |||||||
Small Cap Opportunities Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 98.8% | ||||||||
Consumer Discretionary - 11.6% | ||||||||
Columbia Sportswear Company | 23,541 | $ | 1,945,664 | 0.7% | ||||
Papa John’s International, Inc. | 37,179 | 1,576,018 | 0.5% | |||||
Penske Automotive Group, Inc. | 37,901 | 1,876,100 | 0.6% | |||||
Red Robin Gourmet Burgers, Inc. (I) | 22,947 | 1,633,826 | 0.6% | |||||
TRW Automotive Holdings Corp. (I) | 19,131 | 1,712,607 | 0.6% | |||||
OTHER SECURITIES | 26,270,479 | 8.6% | ||||||
35,014,694 | ||||||||
Consumer Staples - 2.0% | 5,868,776 | 2.0% | ||||||
Energy - 10.2% | ||||||||
Helix Energy | ||||||||
Solutions Group, Inc. (I) | 68,745 | 1,808,681 | 0.6% | |||||
Precision Drilling Corp. | 132,573 | 1,877,234 | 0.6% | |||||
Scorpio Tankers, Inc. | 174,922 | 1,778,957 | 0.6% | |||||
Ultra Petroleum Corp. (I) | 62,845 | 1,865,868 | 0.6% | |||||
OTHER SECURITIES | 23,488,713 | 7.8% | ||||||
30,819,453 | ||||||||
Financials - 22.2% | ||||||||
American Financial Group, Inc. | 39,235 | 2,336,837 | 0.8% | |||||
BancorpSouth, Inc. | 67,556 | 1,659,851 | 0.6% | |||||
E*TRADE Financial Corp. (I) | 125,260 | 2,663,028 | 0.9% | |||||
East West Bancorp, Inc. | 45,534 | 1,593,235 | 0.5% | |||||
Evercore Partners, Inc., Class A | 27,442 | 1,581,757 | 0.5% | |||||
Glacier Bancorp, Inc. | 59,072 | 1,676,463 | 0.6% | |||||
Iberiabank Corp. | 24,701 | 1,709,062 | 0.6% |
The accompanying notes are an integral part of the financial statements. | 45 |
John Hancock Variable Insurance Trust |
Small Cap Opportunities Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Financials (continued) | |||||||||
Janus Capital Group, Inc. | 127,736 | $ | 1,594,145 | 0.5% | |||||
Jones Lang LaSalle, Inc. | 13,631 | 1,722,822 | 0.6% | ||||||
LaSalle Hotel Properties | 47,411 | 1,673,134 | 0.6% | ||||||
PacWest Bancorp | 39,597 | 1,709,402 | 0.6% | ||||||
StanCorp Financial Group, Inc. | 26,407 | 1,690,048 | 0.6% | ||||||
OTHER SECURITIES | 45,137,410 | 14.8% | |||||||
66,747,194 | |||||||||
Health Care - 9.5% | |||||||||
Alere, Inc. (I) | 55,289 | 2,068,914 | 0.7% | ||||||
Community Health Systems, Inc. (I) | 44,768 | 2,031,124 | 0.7% | ||||||
ICON PLC (I) | 36,172 | 1,704,063 | 0.6% | ||||||
Impax Laboratories, Inc. (I) | 62,580 | 1,876,774 | 0.6% | ||||||
Kindred Healthcare, Inc. | 70,940 | 1,638,714 | 0.6% | ||||||
LifePoint Hospitals, Inc. (I) | 32,495 | 2,017,940 | 0.7% | ||||||
OTHER SECURITIES | 17,107,916 | 5.6% | |||||||
28,445,445 | |||||||||
Industrials - 17.3% | |||||||||
Apogee Enterprises, Inc. | 48,616 | 1,694,754 | 0.6% | ||||||
Dycom Industries, Inc. (I) | 54,001 | 1,690,771 | 0.6% | ||||||
EnerSys, Inc. | 28,682 | 1,973,035 | 0.7% | ||||||
Landstar System, Inc. | 25,061 | 1,603,904 | 0.5% | ||||||
Old Dominion Freight Line, Inc. (I) | 34,227 | 2,179,575 | 0.7% | ||||||
Primoris Services Corp. | 54,872 | 1,582,508 | 0.5% | ||||||
TriMas Corp. (I) | 41,156 | 1,569,278 | 0.5% | ||||||
Waste Connections, Inc. | 35,137 | 1,705,901 | 0.6% | ||||||
Watts Water | |||||||||
Technologies, Inc., Class A | 29,965 | 1,849,739 | 0.6% | ||||||
OTHER SECURITIES | 36,272,116 | 12.0% | |||||||
52,121,581 | |||||||||
Information Technology - 17.3% | |||||||||
ARRIS Group, Inc. (I) | 61,693 | 2,006,873 | 0.7% | ||||||
CACI International, Inc., Class A (I) | 24,970 | 1,753,144 | 0.6% | ||||||
Cadence Design Systems, Inc. (I) | 91,157 | 1,594,336 | 0.5% | ||||||
Cray, Inc. (I) | 70,578 | 1,877,375 | 0.6% | ||||||
Integrated Device Technology, Inc. (I) | 102,118 | 1,578,744 | 0.5% | ||||||
Jack Henry & Associates, Inc. | 27,699 | 1,646,152 | 0.6% | ||||||
MicroStrategy, Inc., Class A (I) | 11,211 | 1,576,491 | 0.5% | ||||||
Sanmina Corp. (I) | 88,277 | 2,010,950 | 0.7% | ||||||
Tech Data Corp. (I) | 30,977 | 1,936,682 | 0.7% | ||||||
OTHER SECURITIES | 36,131,477 | 11.9% | |||||||
52,112,224 | |||||||||
Materials - 6.8% | |||||||||
Eagle Materials, Inc. | 18,814 | 1,773,784 | 0.6% | ||||||
Graphic Packaging | |||||||||
Holding Company (I) | 208,117 | 2,434,969 | 0.8% | ||||||
Haynes International, Inc. | 31,497 | 1,782,415 | 0.6% | ||||||
Minerals Technologies, Inc. | 30,127 | 1,975,729 | 0.7% | ||||||
OTHER SECURITIES | 12,597,049 | 4.1% | |||||||
20,563,946 | |||||||||
Telecommunication Services - 0.8% | 2,411,043 | 0.8% | |||||||
Utilities - 1.1% | |||||||||
UGI Corp. | 52,275 | 2,639,888 | 0.9% | ||||||
OTHER SECURITIES | 653,589 | 0.2% | |||||||
3,293,477 | |||||||||
TOTAL COMMON STOCKS (Cost $233,757,929) | $ | 297,397,833 | |||||||
Warrants 0.0% | 1,669 | 0.0% | |||||||
TOTAL WARRANTS (Cost $855) | $ | 1,669 |
Small Cap Opportunities Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS - 0.4% | |||||||||
Money Market Funds - 0.4% | 1,344,624 | 0.4% | |||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $1,344,624) | $ | 1,344,624 | |||||||
Total Investments (Small Cap Opportunities Trust) | |||||||||
(Cost $235,103,408) - 99.2% | $ | 298,744,126 | 99.2% | ||||||
Other Assets And Liabilities, Net - 0.8% | 2,420,280 | 0.8% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 301,164,406 | 100.0% | ||||||
Small Cap Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 96.3% | ||||||||
Consumer Discretionary - 11.2% | ||||||||
Ascena Retail Group, Inc. (I) | 781,300 | $ | 13,360,230 | 1.8% | ||||
Fred’s, Inc., Class A | 670,742 | 10,255,645 | 1.3% | |||||
Helen of Troy, Ltd. (I) | 307,480 | 18,642,512 | 2.5% | |||||
Matthews | ||||||||
International Corp., Class A (L) | 285,210 | 11,856,180 | 1.6% | |||||
Stage Stores, Inc. | 514,529 | 9,616,547 | 1.3% | |||||
The Cato Corp., Class A | 516,196 | 15,950,456 | 2.1% | |||||
OTHER SECURITIES | 5,382,216 | 0.6% | ||||||
85,063,786 | ||||||||
Consumer Staples - 3.3% | ||||||||
Casey’s General Stores, Inc. | 146,550 | 10,301,000 | 1.3% | |||||
OTHER SECURITIES | 15,019,581 | 2.0% | ||||||
25,320,581 | ||||||||
Energy - 6.7% | ||||||||
Diamondback Energy, Inc. (I) | 153,941 | 13,669,961 | 1.8% | |||||
Era Group, Inc. (I) | 278,997 | 8,001,634 | 1.1% | |||||
Scorpio Tankers, Inc. | 1,525,880 | 15,518,200 | 2.0% | |||||
SEACOR Holdings, Inc. (I) | 109,698 | 9,022,661 | 1.2% | |||||
OTHER SECURITIES | 4,455,184 | 0.6% | ||||||
50,667,640 | ||||||||
Financials - 20.7% | ||||||||
Education Realty Trust, Inc. | 711,960 | 7,646,450 | 1.0% | |||||
First Midwest Bancorp, Inc. | 691,341 | 11,773,537 | 1.6% | |||||
Hancock Holding Company | 235,210 | 8,307,617 | 1.1% | |||||
International Bancshares Corp. | 525,574 | 14,190,498 | 1.9% | |||||
MB Financial, Inc. | 308,918 | 8,356,232 | 1.1% | |||||
Northwest Bancshares, Inc. | 785,180 | 10,654,893 | 1.4% | |||||
Platinum | ||||||||
Underwriters Holdings, Ltd. | 116,479 | 7,553,663 | 1.0% | |||||
Primerica, Inc. | 279,600 | 13,378,860 | 1.8% | |||||
Webster Financial Corp. | 461,760 | 14,563,910 | 1.9% | |||||
OTHER SECURITIES | 60,332,339 | 7.9% | ||||||
156,757,999 | ||||||||
Health Care - 12.1% | ||||||||
Allscripts | ||||||||
Healthcare Solutions, Inc. (I) | 538,430 | 8,641,802 | 1.1% | |||||
Amsurg Corp. (I) | 173,840 | 7,921,889 | 1.1% | |||||
Charles River | ||||||||
Laboratories International, Inc. (I) | 290,980 | 15,573,250 | 2.1% | |||||
Haemonetics Corp. (I) | 232,850 | 8,214,948 | 1.1% | |||||
ICON PLC (I) | 207,840 | 9,791,342 | 1.3% | |||||
ICU Medical, Inc. (I) | 240,040 | 14,596,832 | 1.9% | |||||
STERIS Corp. | 187,650 | 10,035,522 | 1.3% |
The accompanying notes are an integral part of the financial statements. | 46 |
John Hancock Variable Insurance Trust |
Small Cap Value Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Health Care (continued) | ||||||||
OTHER SECURITIES | $ | 16,912,170 | 2.2% | |||||
91,687,755 | ||||||||
Industrials - 18.4% | ||||||||
ACCO Brands Corp. (I) | 1,217,050 | 7,801,291 | 1.0% | |||||
Albany International Corp., Class A | 397,964 | 15,106,713 | 2.0% | |||||
Cubic Corp. | 274,330 | 12,210,428 | 1.6% | |||||
ESCO Technologies, Inc. | 263,102 | 9,113,853 | 1.2% | |||||
FTI Consulting, Inc. (I) | 211,570 | 8,001,577 | 1.1% | |||||
G&K Services, Inc., Class A | 270,710 | 14,095,870 | 1.9% | |||||
GATX Corp. | 234,340 | 15,686,720 | 2.1% | |||||
Mueller Industries, Inc. | 559,580 | 16,457,248 | 2.2% | |||||
SP Plus Corp. (I) | 435,838 | 9,322,575 | 1.2% | |||||
United Stationers, Inc. | 368,168 | 15,267,927 | 2.0% | |||||
OTHER SECURITIES | 16,531,169 | 2.1% | ||||||
139,595,371 | ||||||||
Information Technology - 12.7% | ||||||||
Belden, Inc. | 374,779 | 29,292,727 | 3.9% | |||||
Diebold, Inc. | 306,340 | 12,305,678 | 1.6% | |||||
Forrester Research, Inc. | 286,113 | 10,837,960 | 1.4% | |||||
ScanSource, Inc. (I) | 251,150 | 9,563,792 | 1.3% | |||||
OTHER SECURITIES | 34,416,469 | 4.5% | ||||||
96,416,626 | ||||||||
Materials - 7.2% | ||||||||
Deltic Timber Corp. | 159,486 | 9,636,144 | 1.3% | |||||
Greif, Inc., Class A | 152,970 | 8,346,043 | 1.1% | |||||
Innospec, Inc. | 199,070 | 8,593,852 | 1.1% | |||||
Koppers Holdings, Inc. | 231,645 | 8,860,421 | 1.2% | |||||
Sensient Technologies Corp. | 188,500 | 10,503,220 | 1.4% | |||||
Zep, Inc. | 457,750 | 8,083,865 | 1.0% | |||||
OTHER SECURITIES | 674,657 | 0.1% | ||||||
54,698,202 | ||||||||
Utilities - 4.0% | ||||||||
The Laclede Group, Inc. | 155,980 | 7,572,829 | 1.0% | |||||
UNS Energy Corp. | 126,000 | 7,611,660 | 1.0% | |||||
OTHER SECURITIES | 14,691,879 | 2.0% | ||||||
29,876,368 | ||||||||
TOTAL COMMON STOCKS (Cost $500,171,092) | $ | 730,084,328 | ||||||
SECURITIES LENDING COLLATERAL - 1.0% | ||||||||
John Hancock Collateral | ||||||||
Investment Trust, | ||||||||
0.0995% (W)(Y) | 759,662 | 7,602,246 | 1.0% | |||||
TOTAL SECURITIES LENDING | ||||||||
COLLATERAL (Cost $7,602,126) | $ | 7,602,246 |
Small Cap Value Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS - 3.9% | |||||||||
Repurchase Agreement - 3.9% | |||||||||
Bank of America Tri-Party | |||||||||
Repurchase Agreement dated | |||||||||
06/30/2014 at 0.100% to be | |||||||||
repurchased at $29,500,082 on | |||||||||
07/01/2014, collateralized by | |||||||||
$28,701,791 Government National | |||||||||
Mortgage Association, 3.000%, | |||||||||
due 10/20/2028 (valued at | |||||||||
$30,090,001, including interest) $ | 29,500,000 | $ | 29,500,000 | 3.9% | |||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $29,500,000) | $ | 29,500,000 | |||||||
Total Investments (Small Cap Value Trust) | |||||||||
(Cost $537,273,218) - 101.2% | $ | 767,186,574 | 101.2% | ||||||
Other Assets And Liabilities, Net - (1.2%) | (8,759,512) | (1.2)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 758,427,062 | 100.0% | ||||||
Small Company Growth Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 98.4% | ||||||||
Consumer Discretionary - 12.0% | ||||||||
G-III Apparel Group, Ltd. (I) | 15,771 | $ | 1,287,860 | 0.9% | ||||
Group 1 Automotive, Inc. | 14,544 | 1,226,205 | 0.8% | |||||
Jack in the Box, Inc. | 29,120 | 1,742,541 | 1.2% | |||||
Tenneco, Inc. (I) | 19,447 | 1,277,659 | 0.9% | |||||
OTHER SECURITIES | 12,231,803 | 8.2% | ||||||
17,766,068 | ||||||||
Consumer Staples - 2.2% | ||||||||
Lancaster Colony Corp. | 13,289 | 1,264,581 | 0.9% | |||||
OTHER SECURITIES | 1,929,508 | 1.3% | ||||||
3,194,089 | ||||||||
Energy - 7.3% | ||||||||
Dril-Quip, Inc. (I) | 12,295 | 1,343,106 | 0.9% | |||||
Energen Corp. | 16,000 | 1,422,080 | 1.0% | |||||
Oasis Petroleum, Inc. (I) | 28,220 | 1,577,216 | 1.1% | |||||
Patterson-UTI Energy, Inc. | 44,668 | 1,560,700 | 1.0% | |||||
Ultra Petroleum Corp. (I)(L) | 45,842 | 1,361,049 | 0.9% | |||||
OTHER SECURITIES | 3,612,830 | 2.4% | ||||||
10,876,981 | ||||||||
Financials - 10.6% | ||||||||
Protective Life Corp. | 22,699 | 1,573,722 | 1.1% | |||||
Stifel Financial Corp. (I) | 32,431 | 1,535,608 | 1.0% | |||||
SVB Financial Group (I) | 11,990 | 1,398,274 | 0.9% | |||||
OTHER SECURITIES | 11,276,899 | 7.6% | ||||||
15,784,503 | ||||||||
Health Care - 18.0% | ||||||||
Chemed Corp. (L) | 14,270 | 1,337,384 | 0.9% | |||||
Community Health Systems, Inc. (I) | 27,641 | 1,254,072 | 0.8% | |||||
Incyte Corp., Ltd. (I) | 23,518 | 1,327,356 | 0.9% | |||||
InterMune, Inc. (I) | 38,504 | 1,699,952 | 1.1% | |||||
Salix Pharmaceuticals, Ltd. (I) | 10,462 | 1,290,488 | 0.9% | |||||
Select Medical Holdings Corp. | 80,551 | 1,256,596 | 0.8% | |||||
STERIS Corp. | 24,217 | 1,295,125 | 0.9% | |||||
VCA Antech, Inc. (I) | 38,648 | 1,356,158 | 0.9% |
The accompanying notes are an integral part of the financial statements. | 47 |
John Hancock Variable Insurance Trust |
Small Company Growth Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Health Care (continued) | |||||||||
OTHER SECURITIES | $ | 15,864,333 | 10.8% | ||||||
26,681,464 | |||||||||
Industrials - 17.1% | |||||||||
Acuity Brands, Inc. | 11,036 | 1,525,727 | 1.0% | ||||||
AO Smith Corp. | 31,840 | 1,578,627 | 1.1% | ||||||
Crane Company | 16,909 | 1,257,353 | 0.8% | ||||||
Forward Air Corp. | 25,683 | 1,228,932 | 0.8% | ||||||
ITT Corp. | 33,466 | 1,609,715 | 1.1% | ||||||
Kirby Corp. (I) | 14,220 | 1,665,731 | 1.1% | ||||||
Knight Transportation, Inc. | 51,562 | 1,225,629 | 0.8% | ||||||
Lincoln Electric Holdings, Inc. | 21,387 | 1,494,524 | 1.0% | ||||||
Pitney Bowes, Inc. (L) | 57,420 | 1,585,940 | 1.1% | ||||||
Swift Transportation Company (I) | 54,530 | 1,375,792 | 0.9% | ||||||
WABCO Holdings, Inc. (I) | 13,430 | 1,434,593 | 1.0% | ||||||
Wabtec Corp. | 23,437 | 1,935,662 | 1.3% | ||||||
Watsco, Inc. | 11,889 | 1,221,714 | 0.8% | ||||||
WESCO International, Inc. (I) | 14,154 | 1,222,623 | 0.8% | ||||||
OTHER SECURITIES | 5,056,129 | 3.5% | |||||||
25,418,691 | |||||||||
Information Technology - 25.0% | |||||||||
ARRIS Group, Inc. (I) | 52,428 | 1,705,483 | 1.2% | ||||||
Aspen Technology, Inc. (I) | 31,272 | 1,451,021 | 1.0% | ||||||
Cognex Corp. | 38,714 | 1,486,618 | 1.0% | ||||||
Conversant, Inc. (I)(L) | 54,477 | 1,383,716 | 0.9% | ||||||
CoStar Group, Inc. (I) | 12,371 | 1,956,721 | 1.3% | ||||||
Dealertrack Technologies, Inc. (I) | 27,238 | 1,234,971 | 0.8% | ||||||
Littelfuse, Inc. | 15,283 | 1,420,555 | 1.0% | ||||||
Manhattan Associates, Inc. (I) | 87,320 | 3,006,428 | 2.0% | ||||||
NetScout Systems, Inc. (I) | 30,782 | 1,364,874 | 0.9% | ||||||
OpenTable, Inc. (I) | 13,498 | 1,398,393 | 0.9% | ||||||
Power Integrations, Inc. | 22,988 | 1,322,730 | 0.9% | ||||||
SYNNEX Corp. (I) | 21,684 | 1,579,679 | 1.1% | ||||||
OTHER SECURITIES | 17,848,818 | 12.0% | |||||||
37,160,007 | |||||||||
Materials - 4.0% | |||||||||
PolyOne Corp. | 36,555 | 1,540,428 | 1.0% | ||||||
OTHER SECURITIES | 4,464,356 | 3.0% | |||||||
6,004,784 | |||||||||
Telecommunication Services - 1.4% | |||||||||
SBA | |||||||||
Communications Corp., Class A (I) | 19,615 | 2,006,615 | 1.4% | ||||||
Utilities - 0.8% | 1,212,340 | 0.8% | |||||||
Total Common Stocks (Cost $102,502,320) | $ | 146,105,542 | |||||||
RIGHTS - 0.0% | |||||||||
Health Care - 0.0% | |||||||||
Community Health Systems, Inc. | |||||||||
(Expiration | |||||||||
Date: 01/04/2016) (I)(N) | 74,236 | 4,966 | 0.0% | ||||||
Total Rights (Cost $4,825) | $ | 4,966 | |||||||
SECURITIES LENDING COLLATERAL - 7.6% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 1,122,818 | 11,236,487 | 7.6% | ||||||
Total Securities Lending Collateral (Cost $11,236,438) | $ | 11,236,487 |
Small Company Growth Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS - 0.4% | |||||||||
Money Market Funds - 0.4% | 563,900 | 0.4% | |||||||
Total Short-Term Investments (Cost $563,900) | $ | 563,900 | |||||||
Total Investments (Small Company Growth Trust) | |||||||||
(Cost $114,307,483) - 106.4% | $ | 157,910,895 | 106.4% | ||||||
Other Assets And Liabilities, Net - (6.4%) | (9,471,667) | (6.4)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 148,439,228 | 100.0% | ||||||
Small Company Value Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.3% | ||||||||
Consumer Discretionary - 14.3% | ||||||||
Aaron’s, Inc. | 220,700 | $ | 7,865,748 | 2.0% | ||||
Drew Industries, Inc. | 90,700 | 4,535,907 | 1.2% | |||||
Matthews | ||||||||
International Corp., Class A | 73,700 | 3,063,710 | 0.8% | |||||
Meritage Homes Corp. (I) | 81,100 | 3,423,231 | 0.9% | |||||
Pool Corp. | 73,100 | 4,134,536 | 1.1% | |||||
Winnebago Industries, Inc. (I) | 113,300 | 2,852,894 | 0.7% | |||||
OTHER SECURITIES | 30,366,017 | 7.6% | ||||||
56,242,043 | ||||||||
Consumer Staples - 0.7% | 2,544,587 | 0.7% | ||||||
Energy - 7.0% | ||||||||
CARBO Ceramics, Inc. (L) | 20,400 | 3,144,048 | 0.8% | |||||
GasLog, Ltd. (L) | 137,400 | 4,381,686 | 1.1% | |||||
Oasis Petroleum, Inc. (I) | 72,800 | 4,068,792 | 1.0% | |||||
PDC Energy, Inc. (I) | 48,300 | 3,050,145 | 0.8% | |||||
OTHER SECURITIES | 13,047,918 | 3.3% | ||||||
27,692,589 | ||||||||
Financials - 22.5% | ||||||||
Acadia Realty Trust | 102,000 | 2,865,180 | 0.7% | |||||
Ares Capital Corp. | 157,300 | 2,809,378 | 0.7% | |||||
East West Bancorp, Inc. | 174,900 | 6,119,751 | 1.6% | |||||
Glacier Bancorp, Inc. | 136,800 | 3,882,384 | 1.0% | |||||
Hercules Technology | ||||||||
Growth Capital, Inc. (L) | 174,500 | 2,819,920 | 0.7% | |||||
Home BancShares, Inc. | 171,600 | 5,631,912 | 1.4% | |||||
Kilroy Realty Corp. | 50,700 | 3,157,596 | 0.8% | |||||
LaSalle Hotel Properties | 93,300 | 3,292,557 | 0.8% | |||||
ProAssurance Corp. | 146,500 | 6,504,600 | 1.7% | |||||
Signature Bank (I) | 27,000 | 3,406,860 | 0.9% | |||||
SVB Financial Group (I) | 61,700 | 7,195,454 | 1.8% | |||||
Wintrust Financial Corp. | 85,000 | 3,910,000 | 1.0% | |||||
OTHER SECURITIES | 37,028,208 | 9.4% | ||||||
88,623,800 | ||||||||
Health Care - 3.5% | ||||||||
West Pharmaceutical Services, Inc. | 108,200 | 4,563,876 | 1.2% | |||||
OTHER SECURITIES | 9,167,032 | 2.3% | ||||||
13,730,908 | ||||||||
Industrials - 24.5% | ||||||||
Alaska Air Group, Inc. | 66,600 | 6,330,330 | 1.6% | |||||
Beacon Roofing Supply, Inc. (I) | 159,700 | 5,289,264 | 1.3% | |||||
CIRCOR International, Inc. | 43,200 | 3,332,016 | 0.8% | |||||
G&K Services, Inc., Class A | 61,200 | 3,186,684 | 0.8% | |||||
Genesee & | ||||||||
Wyoming, Inc., Class A (I) | 70,600 | 7,413,000 | 1.9% |
The accompanying notes are an integral part of the financial statements. | 48 |
John Hancock Variable Insurance Trust |
Small Company Value Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Industrials (continued) | ||||||||||
Hub Group, Inc., Class A (I) | 56,000 | $ | 2,822,400 | 0.7% | ||||||
Kirby Corp. (I) | 58,100 | 6,805,834 | 1.7% | |||||||
Landstar System, Inc. | 118,100 | 7,558,400 | 1.9% | |||||||
McGrath RentCorp. | 124,830 | 4,587,503 | 1.2% | |||||||
MSA Safety, Inc. | 60,700 | 3,489,036 | 0.9% | |||||||
Nordson Corp. | 54,900 | 4,402,431 | 1.1% | |||||||
On Assignment, Inc. (I) | 99,100 | 3,524,987 | 0.9% | |||||||
Woodward, Inc. | 64,730 | 3,248,151 | 0.8% | |||||||
OTHER SECURITIES | 34,359,267 | 8.9% | ||||||||
96,349,303 | ||||||||||
Information Technology - 10.5% | ||||||||||
Belden, Inc. | 66,900 | 5,228,904 | 1.3% | |||||||
Cabot Microelectronics Corp. (I) | 69,400 | 3,098,710 | 0.8% | |||||||
Littelfuse, Inc. | 47,100 | 4,377,945 | 1.1% | |||||||
SYNNEX Corp. (I) | 63,000 | 4,589,550 | 1.2% | |||||||
OTHER SECURITIES | 24,061,000 | 6.1% | ||||||||
41,356,109 | ||||||||||
Materials - 9.6% | ||||||||||
AptarGroup, Inc. | 78,000 | 5,226,780 | 1.3% | |||||||
Carpenter Technology Corp. | 56,200 | 3,554,650 | 0.9% | |||||||
Clearwater Paper Corp. (I) | 58,300 | 3,598,276 | 0.9% | |||||||
Innospec, Inc. | 121,000 | 5,223,570 | 1.3% | |||||||
Minerals Technologies, Inc. | 56,100 | 3,679,038 | 1.0% | |||||||
OTHER SECURITIES | 16,330,782 | 4.2% | ||||||||
37,613,096 | ||||||||||
Telecommunication Services - 0.4% | 1,701,858 | 0.4% | ||||||||
Utilities - 4.3% | ||||||||||
Cleco Corp. | 76,700 | 4,521,465 | 1.2% | |||||||
El Paso Electric Company | 71,100 | 2,858,931 | 0.7% | |||||||
Southwest Gas Corp. | 53,900 | 2,845,381 | 0.7% | |||||||
OTHER SECURITIES | 6,639,308 | 1.7% | ||||||||
16,865,085 | ||||||||||
TOTAL COMMON STOCKS (Cost $227,115,715) | $ | 382,719,378 | ||||||||
INVESTMENT COMPANIES - 0.3% | ||||||||||
Financials - 0.3% | 1,301,076 | 0.3% | ||||||||
TOTAL INVESTMENT COMPANIES (Cost $746,868) | $ | 1,301,076 | ||||||||
SECURITIES LENDING COLLATERAL - 5.6% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.0995% (W)(Y) | 2,214,447 | 22,160,861 | 5.6% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $22,160,662) | $ | 22,160,861 | ||||||||
SHORT-TERM INVESTMENTS - 2.3% | ||||||||||
Money Market Funds - 2.3% | ||||||||||
T.Rowe Price Reserve Investment | ||||||||||
Fund, 0.0553% (Y) | 8,382,808 | 8,382,808 | 2.2% | |||||||
OTHER SECURITIES | 426,786 | 0.1% | ||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $8,809,594) | $ | 8,809,594 | ||||||||
Total Investments (Small Company Value Trust) | ||||||||||
(Cost $258,832,839) - 105.5% | $ | 414,990,909 | 105.5% | |||||||
Other Assets And Liabilities, Net - (5.5%) | (21,711,110) | (5.5)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 393,279,799 | 100.0% | |||||||
Strategic Equity Allocation Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 96.0% | ||||||||
Consumer Discretionary - 11.4% | ||||||||
Amazon.com, Inc. (I) | 140,502 | $ | 45,632,240 | 0.4% | ||||
Comcast Corp., Class A (L) | 980,005 | 52,606,668 | 0.5% | |||||
McDonald’s Corp. | 372,608 | 37,536,530 | 0.3% | |||||
The Home Depot, Inc. | 515,694 | 41,750,586 | 0.4% | |||||
The Walt Disney Company | 607,135 | 52,055,755 | 0.5% | |||||
Toyota Motor Corp. | 668,252 | 40,009,994 | 0.4% | |||||
OTHER SECURITIES | 1,043,696,647 | 8.9% | ||||||
1,313,288,420 | ||||||||
Consumer Staples - 8.9% | ||||||||
Nestle SA | 781,245 | 60,536,258 | 0.5% | |||||
PepsiCo, Inc. | 571,506 | 51,058,346 | 0.5% | |||||
Philip Morris International, Inc. | 592,897 | 49,987,146 | 0.4% | |||||
The Coca-Cola Company | 1,424,858 | 60,356,985 | 0.5% | |||||
The Procter & Gamble Company | 1,020,046 | 80,165,415 | 0.7% | |||||
Wal-Mart Stores, Inc. | 607,613 | 45,613,508 | 0.4% | |||||
OTHER SECURITIES | 679,855,657 | 5.9% | ||||||
1,027,573,315 | ||||||||
Energy - 8.8% | ||||||||
BP PLC | 4,474,106 | 39,398,606 | 0.4% | |||||
Chevron Corp. | 717,613 | 93,684,377 | 0.8% | |||||
ConocoPhillips | 462,788 | 39,674,815 | 0.4% | |||||
Exxon Mobil Corp. | 1,618,813 | 162,982,093 | 1.4% | |||||
Royal Dutch Shell PLC, B Shares | 592,345 | 25,743,362 | 0.2% | |||||
Royal Dutch Shell PLC, Class A | 944,445 | 39,027,053 | 0.4% | |||||
Schlumberger, Ltd. | 490,879 | 57,899,178 | 0.5% | |||||
Total SA | 518,420 | 37,507,505 | 0.3% | |||||
OTHER SECURITIES | 524,692,911 | 4.4% | ||||||
1,020,609,900 | ||||||||
Financials - 18.7% | ||||||||
Bank of America Corp. | 3,963,663 | 60,921,500 | 0.5% | |||||
Berkshire | ||||||||
Hathaway, Inc., Class B (I) | 678,703 | 85,896,652 | 0.8% | |||||
Citigroup, Inc. | 1,144,963 | 53,927,757 | 0.5% | |||||
HSBC Holdings PLC | 4,562,310 | 46,284,963 | 0.4% | |||||
JPMorgan Chase & Company | 1,426,587 | 82,199,943 | 0.7% | |||||
State Street Corp. | 162,363 | 10,920,535 | 0.1% | |||||
Wells Fargo & Company | 1,806,748 | 94,962,675 | 0.8% | |||||
OTHER SECURITIES | 1,716,472,348 | 14.9% | ||||||
2,151,586,373 | ||||||||
Health Care - 11.7% | ||||||||
AbbVie, Inc. | 599,372 | 33,828,556 | 0.3% | |||||
Amgen, Inc. | 285,372 | 33,779,484 | 0.3% | |||||
Gilead Sciences, Inc. (I) | 578,881 | 47,995,024 | 0.4% | |||||
Johnson & Johnson | 1,066,484 | 111,575,556 | 1.0% | |||||
Merck & Company, Inc. | 1,101,605 | 63,727,849 | 0.6% | |||||
Novartis AG | 557,278 | 50,466,177 | 0.5% | |||||
Pfizer, Inc. | 2,404,466 | 71,364,551 | 0.6% | |||||
Roche Holding AG | 170,206 | 50,714,036 | 0.5% | |||||
OTHER SECURITIES | 890,400,644 | 7.5% | ||||||
1,353,851,877 | ||||||||
Industrials - 11.3% | ||||||||
3M Company | 234,321 | 33,564,140 | 0.3% | |||||
General Electric Company | 3,779,868 | 99,334,931 | 0.9% | |||||
Union Pacific Corp. | 341,466 | 34,061,234 | 0.3% | |||||
United Technologies Corp. | 317,931 | 36,705,134 | 0.3% | |||||
OTHER SECURITIES | 1,099,444,045 | 9.5% | ||||||
1,303,109,484 | ||||||||
Information Technology - 13.8% | ||||||||
Apple, Inc. | 2,272,877 | 211,218,460 | 1.9% |
The accompanying notes are an integral part of the financial statements. | 49 |
John Hancock Variable Insurance Trust |
Strategic Equity Allocation Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Information Technology (continued) | |||||||||
Cisco Systems, Inc. | 1,930,984 | $ | 47,984,952 | 0.4% | |||||
Facebook, Inc., Class A (I) | 648,141 | 43,613,408 | 0.4% | ||||||
Google, Inc., Class A (I) | 106,786 | 62,434,571 | 0.6% | ||||||
Google, Inc., Class C (I) | 106,784 | 61,430,700 | 0.6% | ||||||
Intel Corp. | 1,876,506 | 57,984,035 | 0.5% | ||||||
International | |||||||||
Business Machines Corp. | 358,667 | 65,015,567 | 0.6% | ||||||
Microsoft Corp. | 2,833,556 | 118,159,285 | 1.0% | ||||||
Oracle Corp. | 1,294,213 | 52,454,453 | 0.5% | ||||||
QUALCOMM, Inc. | 636,254 | 50,391,317 | 0.5% | ||||||
Visa, Inc., Class A | 189,500 | 39,929,545 | 0.4% | ||||||
OTHER SECURITIES | 774,669,061 | 6.4% | |||||||
1,585,285,354 | |||||||||
Materials - 5.0% | 577,612,156 | 5.0% | |||||||
Telecommunication Services - 3.0% | |||||||||
AT&T, Inc. | 1,956,416 | 69,178,870 | 0.6% | ||||||
Verizon Communications, Inc. | 1,561,021 | 76,380,758 | 0.7% | ||||||
OTHER SECURITIES | 196,378,635 | 1.7% | |||||||
341,938,263 | |||||||||
Utilities - 3.4% | 387,782,583 | 3.4% | |||||||
TOTAL COMMON STOCKS (Cost $8,652,074,139) | $ | 11,062,637,725 | |||||||
PREFERRED SECURITIES - 0.2% | |||||||||
Consumer Discretionary - 0.1% | 15,424,581 | 0.1% | |||||||
Consumer Staples - 0.1% | 4,985,105 | 0.1% | |||||||
TOTAL PREFERRED | |||||||||
SECURITIES (Cost $14,857,578) | $ | 20,409,686 | |||||||
Rights 0.0% | 249,982 | 0.0% | |||||||
TOTAL RIGHTS (Cost $209,788) | $ | 249,982 | |||||||
Warrants 0.0% | 51,702 | 0.0% | |||||||
TOTAL WARRANTS (Cost $0) | $ | 51,702 | |||||||
SECURITIES LENDING COLLATERAL - 2.2% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, | |||||||||
0.0995% (W)(Y) | 24,777,550 | 247,958,849 | 2.2% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $247,943,390) | $ | 247,958,849 | |||||||
SHORT-TERM INVESTMENTS - 3.2% | |||||||||
Repurchase Agreement - 3.2% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$376,588,000 on 07/01/2014, | |||||||||
collateralized by $351,095,000 | |||||||||
U.S. Treasury Bonds, 3.375% - | |||||||||
3.750% due 11/15/2043 - | |||||||||
05/15/2044 (valued at | |||||||||
$374,947,756, including interest) $ | 367,588,000 | $ | 367,588,000 | 3.2% | |||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $367,588,000) | $ | 367,588,000 | |||||||
Total Investments (Strategic Equity Allocation Trust) | |||||||||
(Cost $9,282,672,895) - 101.6% | $ | 11,698,895,944 | 101.6% | ||||||
Other Assets And Liabilities, Net - (1.6%) | (181,591,509) | (1.6)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 11,517,304,435 | 100.0% | ||||||
Total Stock Market Index Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 97.9% | ||||||||
Consumer Discretionary - 12.8% | ||||||||
Amazon.com, Inc. (I) | 10,978 | $ | 3,565,435 | 0.6% | ||||
Comcast Corp., Class A | 62,395 | 3,349,364 | 0.6% | |||||
McDonald’s Corp. | 23,770 | 2,394,590 | 0.4% | |||||
The Home Depot, Inc. | 33,968 | 2,750,049 | 0.5% | |||||
The Walt Disney Company | 42,177 | 3,616,256 | 0.6% | |||||
OTHER SECURITIES | 59,497,650 | 10.1% | ||||||
75,173,344 | ||||||||
Consumer Staples - 8.4% | ||||||||
Altria Group, Inc. | 47,883 | 2,008,213 | 0.3% | |||||
CVS Caremark Corp. | 28,644 | 2,158,898 | 0.4% | |||||
PepsiCo, Inc. | 36,778 | 3,285,747 | 0.6% | |||||
Philip Morris International, Inc. | 38,410 | 3,238,347 | 0.6% | |||||
The Coca-Cola Company | 105,928 | 4,487,110 | 0.8% | |||||
The Procter & Gamble Company | 65,169 | 5,121,632 | 0.9% | |||||
Wal-Mart Stores, Inc. | 77,744 | 5,836,242 | 1.0% | |||||
OTHER SECURITIES | 23,334,541 | 3.8% | ||||||
49,470,730 | ||||||||
Energy - 11.2% | ||||||||
Chevron Corp. | 46,076 | 6,015,222 | 1.0% | |||||
ConocoPhillips | 29,312 | 2,512,918 | 0.4% | |||||
Exxon Mobil Corp. | 104,736 | 10,544,820 | 1.8% | |||||
Occidental Petroleum Corp. | 19,261 | 1,976,756 | 0.4% | |||||
Schlumberger, Ltd. | 31,545 | 3,720,733 | 0.7% | |||||
OTHER SECURITIES | 40,712,867 | 6.9% | ||||||
65,483,316 | ||||||||
Financials - 16.5% | ||||||||
American Express Company | 25,681 | 2,436,356 | 0.4% | |||||
Bank of America Corp. | 255,759 | 3,931,016 | 0.7% | |||||
Berkshire | ||||||||
Hathaway, Inc., Class B (I) | 59,106 | 7,480,455 | 1.3% | |||||
Citigroup, Inc. | 72,711 | 3,424,688 | 0.6% | |||||
JPMorgan Chase & Company | 90,229 | 5,198,995 | 0.9% | |||||
State Street Corp. | 10,551 | 709,660 | 0.1% | |||||
Wells Fargo & Company | 126,384 | 6,642,696 | 1.2% | |||||
OTHER SECURITIES | 67,080,974 | 11.3% | ||||||
96,904,840 | ||||||||
Health Care - 11.7% | ||||||||
AbbVie, Inc. | 37,909 | 2,139,584 | 0.4% | |||||
Amgen, Inc. | 18,078 | 2,139,893 | 0.4% | |||||
Gilead Sciences, Inc. (I) | 36,767 | 3,048,352 | 0.5% | |||||
Johnson & Johnson | 67,685 | 7,081,205 | 1.2% | |||||
Merck & Company, Inc. | 70,100 | 4,055,285 | 0.7% | |||||
Pfizer, Inc. | 155,879 | 4,626,489 | 0.8% | |||||
UnitedHealth Group, Inc. | 24,133 | 1,972,873 | 0.4% | |||||
OTHER SECURITIES | 43,468,256 | 7.3% | ||||||
68,531,937 | ||||||||
Industrials - 10.7% | ||||||||
3M Company | 16,205 | 2,321,204 | 0.4% | |||||
General Electric Company | 242,536 | 6,373,846 | 1.1% | |||||
The Boeing Company | 18,018 | 2,292,430 | 0.4% | |||||
Union Pacific Corp. | 22,006 | 2,195,099 | 0.4% | |||||
United Parcel Service, Inc., Class B | 22,257 | 2,284,904 | 0.4% | |||||
United Technologies Corp. | 22,009 | 2,540,939 | 0.5% | |||||
OTHER SECURITIES | 44,349,312 | 7.5% | ||||||
62,357,734 | ||||||||
Information Technology - 17.8% | ||||||||
Apple, Inc. | 151,018 | 14,034,103 | 2.4% | |||||
Cisco Systems, Inc. | 128,093 | 3,183,111 | 0.6% | |||||
Facebook, Inc., Class A (I) | 58,866 | 3,961,093 | 0.7% |
The accompanying notes are an integral part of the financial statements. | 50 |
John Hancock Variable Insurance Trust |
Total Stock Market Index Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Information Technology (continued) | |||||||||
Google, Inc., Class C (I) | 16,124 | $ | 9,275,815 | 1.6% | |||||
Intel Corp. | 119,156 | 3,681,920 | 0.7% | ||||||
International | |||||||||
Business Machines Corp. | 26,022 | 4,717,008 | 0.8% | ||||||
MasterCard, Inc., Class A | 28,839 | 2,118,801 | 0.4% | ||||||
Microsoft Corp. | 200,167 | 8,346,964 | 1.4% | ||||||
Oracle Corp. | 109,891 | 4,453,882 | 0.8% | ||||||
QUALCOMM, Inc. | 40,737 | 3,226,370 | 0.6% | ||||||
Visa, Inc., Class A | 18,682 | 3,936,484 | 0.7% | ||||||
OTHER SECURITIES | 43,482,399 | 7.1% | |||||||
104,417,950 | |||||||||
Materials - 3.6% | 21,085,668 | 3.6% | |||||||
Telecommunication Services - 2.3% | |||||||||
AT&T, Inc. | 126,221 | 4,463,175 | 0.8% | ||||||
Verizon Communications, Inc. | 99,209 | 4,854,296 | 0.8% | ||||||
OTHER SECURITIES | 4,134,697 | 0.7% | |||||||
13,452,168 | |||||||||
Utilities - 2.9% | 16,875,085 | 2.9% | |||||||
TOTAL COMMON STOCKS (Cost $337,280,343) | $ | 573,752,772 | |||||||
CORPORATE BONDS - 0.0% | |||||||||
Financials - 0.0% | $ | 2,733 | 0.0% | ||||||
TOTAL CORPORATE BONDS (Cost $2,454) | $ | 2,733 | |||||||
Rights 0.0% | 7,433 | 0.0% | |||||||
TOTAL RIGHTS (Cost $30,003) | $ | 7,433 | |||||||
Warrants 0.0% | 871 | 0.0% | |||||||
TOTAL WARRANTS (Cost $0) | $ | 871 | |||||||
SECURITIES LENDING COLLATERAL - 2.3% | |||||||||
Securities Lending Collateral - 2.3% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, | |||||||||
0.0995% (W)(Y) | 1,336,269 | 13,372,581 | 2.3% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $13,372,118) | $ | 13,372,581 | |||||||
SHORT-TERM INVESTMENTS - 1.9% | |||||||||
Repurchase Agreement - 1.9% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$10,938,000 on 07/01/2014, | |||||||||
collateralized by $11,060,000 | |||||||||
U.S. Treasury Bonds, 3.375 % due | |||||||||
05/15/2044 (valued at | |||||||||
$11,156,775, including interest) $ | $ | 10,938,000 | $ | 10,938,000 | 1.9% | ||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $10,938,000) | $ | 10,938,000 | |||||||
Total Investments (Total Stock Market Index Trust) | |||||||||
(Cost $361,622,918) - 102.1% | $ | 598,074,390 | 102.1% | ||||||
Other Assets And Liabilities, Net - (2.1%) | (12,356,310) | (2.1)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 585,718,080 | 100.0% | ||||||
U.S. Equity Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 98.3% | ||||||||
Consumer Discretionary - 5.7% | ||||||||
Bed Bath & Beyond, Inc. (I) | 162,700 | $ | 9,335,726 | 1.1% | ||||
McDonald’s Corp. | 94,951 | 9,565,364 | 1.1% | |||||
NIKE, Inc., Class B | 98,620 | 7,647,981 | 0.9% | |||||
The TJX Companies, Inc. | 67,000 | 3,561,050 | 0.4% | |||||
OTHER SECURITIES | 20,489,432 | 2.2% | ||||||
50,599,553 | ||||||||
Consumer Staples - 19.8% | ||||||||
Colgate-Palmolive Company | 131,980 | 8,998,396 | 1.0% | |||||
Costco Wholesale Corp. | 43,800 | 5,044,008 | 0.6% | |||||
General Mills, Inc. | 73,400 | 3,856,436 | 0.4% | |||||
PepsiCo, Inc. | 128,576 | 11,486,980 | 1.3% | |||||
Philip Morris International, Inc. | 481,184 | 40,568,623 | 4.6% | |||||
The Coca-Cola Company | 581,800 | 24,645,048 | 2.8% | |||||
The Procter & Gamble Company | 403,500 | 31,711,065 | 3.6% | |||||
Wal-Mart Stores, Inc. | 209,580 | 15,733,171 | 1.8% | |||||
OTHER SECURITIES | 34,310,389 | 3.7% | ||||||
176,354,116 | ||||||||
Energy - 8.4% | ||||||||
Apache Corp. | 38,890 | 3,913,112 | 0.4% | |||||
Chevron Corp. | 193,471 | 25,257,639 | 2.8% | |||||
ConocoPhillips | 118,000 | 10,116,140 | 1.1% | |||||
Exxon Mobil Corp. | 226,100 | 22,763,748 | 2.6% | |||||
Occidental Petroleum Corp. | 61,635 | 6,325,600 | 0.7% | |||||
OTHER SECURITIES | 6,286,765 | 0.8% | ||||||
74,663,004 | ||||||||
Financials - 6.1% | ||||||||
JPMorgan Chase & Company | 536,800 | 30,930,416 | 3.5% | |||||
Wells Fargo & Company | 334,900 | 17,602,344 | 2.0% | |||||
OTHER SECURITIES | 5,854,139 | 0.6% | ||||||
54,386,899 | ||||||||
Health Care - 21.4% | ||||||||
Abbott Laboratories | 287,201 | 11,746,519 | 1.3% | |||||
Allergan, Inc. | 32,574 | 5,512,172 | 0.6% | |||||
Amgen, Inc. | 67,900 | 8,037,323 | 0.9% | |||||
Baxter International, Inc. | 77,001 | 5,567,172 | 0.6% | |||||
Becton, Dickinson and Company | 31,900 | 3,773,770 | 0.4% | |||||
Biogen Idec, Inc. (I) | 20,150 | 6,353,497 | 0.7% | |||||
Covidien PLC | 64,300 | 5,798,574 | 0.7% | |||||
Eli Lilly & Company | 97,701 | 6,074,071 | 0.7% | |||||
Express Scripts Holding Company (I) | 391,400 | 27,135,762 | 3.1% | |||||
Johnson & Johnson | 369,000 | 38,604,780 | 4.3% | |||||
Medtronic, Inc. | 164,166 | 10,467,224 | 1.2% | |||||
Merck & Company, Inc. | 79,156 | 4,579,175 | 0.5% | |||||
Stryker Corp. | 41,900 | 3,533,008 | 0.4% | |||||
UnitedHealth Group, Inc. | 197,222 | 16,122,899 | 1.8% | |||||
OTHER SECURITIES | 36,684,013 | 4.2% | ||||||
189,989,959 | ||||||||
Industrials - 4.4% | ||||||||
3M Company | 102,500 | 14,682,100 | 1.7% | |||||
Danaher Corp. | 78,800 | 6,203,924 | 0.7% | |||||
Emerson Electric Company | 67,200 | 4,459,392 | 0.5% | |||||
OTHER SECURITIES | 13,528,724 | 1.5% | ||||||
38,874,140 | ||||||||
Information Technology - 31.7% | ||||||||
Accenture PLC, Class A | 90,700 | 7,332,188 | 0.8% | |||||
Apple, Inc. | 244,720 | 22,741,830 | 2.6% | |||||
Cisco Systems, Inc. | 1,034,519 | 25,707,797 | 2.9% | |||||
Cognizant Technology | ||||||||
Solutions Corp., Class A (I) | 83,500 | 4,083,985 | 0.5% |
The accompanying notes are an integral part of the financial statements. | 51 |
John Hancock Variable Insurance Trust |
U.S. Equity Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Information Technology (continued) | |||||||||
eBay, Inc. (I) | 122,300 | $ | 6,122,338 | 0.7% | |||||
EMC Corp. | 289,500 | 7,625,430 | 0.9% | ||||||
Google, Inc., Class A (I) | 38,121 | 22,288,205 | 2.5% | ||||||
Google, Inc., Class C (I) | 25,121 | 14,451,609 | 1.6% | ||||||
International | |||||||||
Business Machines Corp. | 203,902 | 36,961,316 | 4.2% | ||||||
MasterCard, Inc., Class A | 47,600 | 3,497,172 | 0.4% | ||||||
Microsoft Corp. | 1,072,736 | 44,733,091 | 5.0% | ||||||
Oracle Corp. | 1,064,739 | 43,153,872 | 4.8% | ||||||
QUALCOMM, Inc. | 244,402 | 19,356,638 | 2.2% | ||||||
OTHER SECURITIES | 23,678,513 | 2.6% | |||||||
281,733,984 | |||||||||
Materials - 0.6% | |||||||||
Monsanto Company | 34,300 | 4,278,582 | 0.5% | ||||||
OTHER SECURITIES | 1,339,536 | 0.1% | |||||||
5,618,118 | |||||||||
Telecommunication Services - 0.2% | 1,923,761 | 0.2% | |||||||
TOTAL COMMON STOCKS (Cost $704,200,872) | $ | 874,143,534 | |||||||
RIGHTS - 0.0% | |||||||||
Health Care - 0.0% | 1,599 | 0.0% | |||||||
TOTAL RIGHTS (Cost $1,554) | $ | 1,599 | |||||||
SECURITIES LENDING COLLATERAL - 0.4% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, 0.0995% (W)(Y) | 347,177 | 3,474,335 | 0.4% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $3,474,300) | $ | 3,474,335 | |||||||
Total Investments (U.S. Equity Trust) | |||||||||
(Cost $707,676,726) - 98.7% | $ | 877,619,468 | 98.7% | ||||||
Other Assets And Liabilities, Net - 1.3% | 11,549,985 | 1.3% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 889,169,453 | 100.0% | ||||||
Utilities Trust
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS - 92.7% | ||||||||
Consumer Discretionary - 9.5% | ||||||||
Charter | ||||||||
Communications, Inc., | ||||||||
Class A (I) (L) | 29,469 | $ | 4,667,300 | 0.8% | ||||
Comcast Corp., Special Class A | 315,859 | 16,844,760 | 3.0% | |||||
Liberty Global PLC, Series A (I) | 36,781 | 1,626,456 | 0.3% | |||||
Liberty Global PLC, Series C (I) | 167,287 | 7,077,913 | 1.3% | |||||
Time Warner Cable, Inc. | 54,395 | 8,012,384 | 1.4% | |||||
Twenty-First Century | ||||||||
Fox, Inc., Class A | 181,728 | 6,387,739 | 1.1% | |||||
OTHER SECURITIES | 9,029,417 | 1.6% | ||||||
53,645,969 | ||||||||
Energy - 16.4% | ||||||||
Anadarko Petroleum Corp. | 41,867 | 4,583,180 | 0.8% | |||||
Enbridge, Inc. (L) | 110,881 | 5,261,145 | 0.9% | |||||
Energen Corp. | 52,901 | 4,701,841 | 0.8% | |||||
EQT Corp. | 58,306 | 6,232,911 | 1.1% | |||||
Kinder Morgan, Inc. | 355,786 | 12,900,800 | 2.3% |
Utilities Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Energy (continued) | ||||||||
ONEOK, Inc. | 129,410 | $ | 8,810,233 | 1.6% | ||||
Spectra Energy Corp. | 134,438 | 5,710,926 | 1.0% | |||||
The Williams Companies, Inc. | 269,996 | 15,716,467 | 2.8% | |||||
Williams Partners LP | 71,764 | 3,896,068 | 0.7% | |||||
OTHER SECURITIES | 24,989,289 | 4.4% | ||||||
92,802,860 | ||||||||
Industrials - 0.3% | 1,652,098 | 0.3% | ||||||
Telecommunication Services - 14.1% | ||||||||
American Tower Corp. | 109,549 | 9,857,219 | 1.7% | |||||
Bezeq The | ||||||||
Israeli | ||||||||
Telecommunication Corp., Ltd. | 2,891,526 | 5,411,745 | 1.0% | |||||
Mobile Telesystems OJSC, ADR | 304,768 | 6,016,120 | 1.1% | |||||
Oi SA | 1,220,832 | 1,149,278 | 0.2% | |||||
SBA | ||||||||
Communications Corp., | ||||||||
Class A (I) | 42,565 | 4,354,400 | 0.8% | |||||
TDC A/S | 381,343 | 3,944,763 | 0.7% | |||||
Telecom Italia RSP | 4,965,874 | 4,912,156 | 0.9% | |||||
Telecom Italia SpA (I) | 213,843 | 270,661 | 0.0% | |||||
Verizon Communications, Inc. | 178,870 | 8,752,109 | 1.6% | |||||
Vodafone Group PLC | 1,407,401 | 4,703,926 | 0.8% | |||||
Ziggo NV | 97,894 | 4,527,254 | 0.8% | |||||
OTHER SECURITIES | 25,910,620 | 4.5% | ||||||
79,810,251 | ||||||||
Utilities - 52.4% | ||||||||
AES Corp. | 651,271 | 10,127,264 | 1.8% | |||||
American Electric | ||||||||
Power Company, Inc. | 195,038 | 10,877,269 | 1.9% | |||||
Calpine Corp. (I) | 620,727 | 14,779,510 | 2.6% | |||||
Cia Paranaense de Energia, ADR (L) | 88,448 | 1,354,139 | 0.2% | |||||
CMS Energy Corp. | 439,593 | 13,693,322 | 2.4% | |||||
Dominion Resources, Inc. | 99,286 | 7,100,935 | 1.3% | |||||
DTE Energy Company | 103,835 | 8,085,631 | 1.4% | |||||
Edison International | 166,686 | 9,686,123 | 1.7% | |||||
EDP - Energias de Portugal SA | 2,943,598 | 14,769,820 | 2.6% | |||||
EDP - Energias do Brasil SA | 1,024,982 | 5,033,290 | 0.9% | |||||
EDP Renovaveis SA | 1,405,759 | 10,470,204 | 1.9% | |||||
Enagas SA (L) | 196,249 | 6,317,030 | 1.1% | |||||
Exelon Corp. | 311,515 | 11,364,067 | 2.0% | |||||
GDF Suez | 239,863 | 6,608,599 | 1.2% | |||||
NextEra Energy, Inc. | 137,868 | 14,128,713 | 2.5% | |||||
Northeast Utilities | 178,820 | 8,452,821 | 1.5% | |||||
NRG Energy, Inc. | 483,604 | 17,990,069 | 3.2% | |||||
OGE Energy Corp. | 197,531 | 7,719,511 | 1.4% | |||||
Pinnacle West Capital Corp. | 84,217 | 4,871,111 | 0.9% | |||||
PPL Corp. | 482,487 | 17,142,763 | 3.0% | |||||
Public Service | ||||||||
Enterprise Group, Inc. | 263,746 | 10,758,199 | 1.9% | |||||
Red Electrica Corp. SA (L) | 54,890 | 5,017,615 | 0.9% | |||||
Sempra Energy | 116,256 | 12,173,166 | 2.2% | |||||
SSE PLC | 236,834 | 6,344,557 | 1.1% | |||||
OTHER SECURITIES | 60,847,657 | 10.8% | ||||||
295,713,385 | ||||||||
TOTAL COMMON STOCKS (Cost $434,363,571) | $ | 523,624,563 | ||||||
PREFERRED SECURITIES - 4.6% | ||||||||
Telecommunication Services - 0.9% | ||||||||
American Tower Corp., 5.250% | 16,010 | 1,703,464 | 0.3% | |||||
Oi SA | 4,005,450 | 3,535,020 | 0.6% | |||||
5,238,484 |
The accompanying notes are an integral part of the financial statements. | 52 |
John Hancock Variable Insurance Trust |
Utilities Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
PREFERRED SECURITIES (continued) | ||||||||||
Utilities - 3.7% | ||||||||||
Cia Paranaense de Energia, B Shares $ | 280,700 | $ | 4,304,194 | 0.8% | ||||||
Dominion Resources, Inc., 6.000% | 62,844 | 3,646,209 | 0.6% | |||||||
Dominion Resources, Inc., 6.125% | 51,696 | 2,980,274 | 0.5% | |||||||
Dominion Resources, Inc., 6.375% | 21,300 | 1,120,913 | 0.2% | |||||||
Exelon Corp., 6.500% | 78,628 | 4,241,713 | 0.8% | |||||||
NextEra Energy, Inc., 5.889% | 68,191 | 4,431,733 | 0.8% | |||||||
20,725,036 | ||||||||||
TOTAL PREFERRED | ||||||||||
SECURITIES (Cost $23,843,153) | $ | 25,963,520 | ||||||||
CORPORATE BONDS - 0.1% | ||||||||||
Utilities - 0.1% | $ | 646,428 | 0.1% | |||||||
TOTAL CORPORATE BONDS (Cost $607,197) | $ | 646,428 | ||||||||
CONVERTIBLE BONDS - 0.7% | ||||||||||
Telecommunication Services - 0.7% | ||||||||||
SBA Communications Corp. | ||||||||||
4.000%, 10/01/2014 | $ | 1,134,000 | 3,794,648 | 0.7% | ||||||
TOTAL CONVERTIBLE BONDS (Cost $2,462,652) | $ | 3,794,648 | ||||||||
SECURITIES LENDING COLLATERAL - 4.6% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W) (Y) | 2,604,569 | 26,064,964 | 4.6% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $26,064,748) | $ | 26,064,964 | ||||||||
SHORT-TERM INVESTMENTS - 1.9% | ||||||||||
Repurchase Agreement - 1.9% | ||||||||||
Repurchase Agreement with State | ||||||||||
Street Corp. dated 06/30/2014 at | ||||||||||
0.000% to be repurchased at | ||||||||||
$11,104,000 on 07/01/2014, | ||||||||||
collateralized by $11,145,000 | ||||||||||
U.S. Treasury Notes, 2.250% due | ||||||||||
03/31/2021 (valued at | ||||||||||
$11,326,106, including interest) | $ | 11,104,000 | $ | 11,104,000 | 1.9% | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $11,104,000) | $ | 11,104,000 | ||||||||
Total Investments (Utilities Trust) | ||||||||||
(Cost $498,445,321) - 104.6% | $ | 591,198,123 | 104.6% | |||||||
Other Assets And Liabilities, Net - (4.6%) | (26,251,741) | (4.6)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 564,946,382 | 100.0% | |||||||
Value Trust
Shares or | % of | ||||||
Principal | Net | ||||||
Amount | Value | Assets | |||||
COMMON STOCKS - 97.5% | |||||||
Consumer Discretionary - 12.6% | |||||||
Advance Auto Parts, Inc. | 104,464 | $ | 14,094,283 | 2.0% | |||
Ascena Retail Group, Inc. (I) | 1,057,356 | 18,080,788 | 2.6% | ||||
Dana Holding Corp. | 622,391 | 15,198,781 | 2.2% | ||||
Express, Inc. (I) | 575,395 | 9,798,977 | 1.4% | ||||
Family Dollar Stores, Inc. | 147,418 | 9,750,226 | 1.4% |
Value Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Consumer Discretionary (continued) | ||||||||
Johnson Controls, Inc. | 411,982 | $ | 20,570,261 | 3.0% | ||||
87,493,316 | ||||||||
Consumer Staples - 3.8% | ||||||||
Avon Products, Inc. | 257,956 | 3,768,737 | 0.6% | |||||
ConAgra Foods, Inc. | 752,473 | 22,333,399 | 3.2% | |||||
26,102,136 | ||||||||
Energy - 7.8% | ||||||||
AMEC PLC | 666,773 | 13,845,444 | 2.0% | |||||
Newfield Exploration Company (I) | 431,613 | 19,077,295 | 2.8% | |||||
ONEOK, Inc. | 93,997 | 6,399,316 | 0.9% | |||||
The Williams Companies, Inc. | 254,142 | 14,793,606 | 2.1% | |||||
54,115,661 | ||||||||
Financials - 24.8% | ||||||||
ACE, Ltd. | 130,048 | 13,485,978 | 1.9% | |||||
American Capital, Ltd. (I) | 328,694 | 5,025,731 | 0.7% | |||||
Arthur J. Gallagher & Company | 152,116 | 7,088,606 | 1.0% | |||||
BB&T Corp. | 423,148 | 16,684,726 | 2.4% | |||||
Comerica, Inc. | 365,285 | 18,322,696 | 2.6% | |||||
Fidelity National | ||||||||
Financial, Inc., Class A | 392,405 | 12,855,188 | 1.9% | |||||
Forest City | ||||||||
Enterprises, Inc., Class A (I) | 920,016 | 18,280,718 | 2.6% | |||||
Marsh & McLennan Companies, Inc. | 266,333 | 13,801,376 | 2.0% | |||||
Northern Trust Corp. | 236,466 | 15,183,482 | 2.2% | |||||
Stifel Financial Corp. (I) | 333,817 | 15,806,235 | 2.3% | |||||
Willis Group Holdings PLC | 263,869 | 11,425,528 | 1.6% | |||||
Wintrust Financial Corp. | 325,296 | 14,963,616 | 2.2% | |||||
Zions Bancorporation | 322,394 | 9,500,951 | 1.4% | |||||
172,424,831 | ||||||||
Health Care - 10.9% | ||||||||
Brookdale Senior Living, Inc. (I) | 449,282 | 14,979,062 | 2.1% | |||||
CareFusion Corp. (I) | 325,829 | 14,450,516 | 2.1% | |||||
HealthSouth Corp. | 496,365 | 17,804,613 | 2.6% | |||||
PerkinElmer, Inc. | 250,241 | 11,721,288 | 1.7% | |||||
Universal Health | ||||||||
Services, Inc., Class B | 178,203 | 17,064,719 | 2.4% | |||||
76,020,198 | ||||||||
Industrials - 14.5% | ||||||||
Ingersoll-Rand PLC | 262,554 | 16,412,251 | 2.4% | |||||
Owens Corning | 333,229 | 12,889,298 | 1.8% | |||||
Robert Half International, Inc. | 331,795 | 15,839,893 | 2.3% | |||||
Snap-on, Inc. | 163,455 | 19,372,687 | 2.8% | |||||
Textron, Inc. | 357,888 | 13,703,532 | 2.0% | |||||
The Babcock & Wilcox Company | 448,925 | 14,572,106 | 2.1% | |||||
UTi Worldwide, Inc. (I) | 763,720 | 7,896,865 | 1.1% | |||||
100,686,632 | ||||||||
Information Technology - 10.9% | ||||||||
Cadence Design Systems, Inc. (I) | 1,141,953 | 19,972,758 | 2.9% | |||||
Ciena Corp. (I) | 645,274 | 13,976,635 | 2.0% | |||||
Citrix Systems, Inc. (I) | 324,572 | 20,301,979 | 2.9% | |||||
Diebold, Inc. | 116,680 | 4,687,036 | 0.7% | |||||
Teradata Corp. (I) | 416,740 | 16,752,948 | 2.4% | |||||
75,691,356 | ||||||||
Materials - 6.0% | ||||||||
Eastman Chemical Company | 199,579 | 17,433,226 | 2.5% | |||||
Sealed Air Corp. | 292,052 | 9,979,417 | 1.5% | |||||
W.R. Grace & Company (I) | 147,715 | 13,963,499 | 2.0% | |||||
41,376,142 |
The accompanying notes are an integral part of the financial statements. | 53 |
John Hancock Variable Insurance Trust |
Value Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COMMON STOCKS (continued) | ||||||||||
Telecommunication Services - 3.0% | ||||||||||
tw telecom, Inc. (I) | 518,255 | $ | 20,890,859 | 3.0% | ||||||
Utilities - 3.2% | ||||||||||
CenterPoint Energy, Inc. | 268,020 | 6,845,231 | 1.0% | |||||||
Edison International | 262,117 | 15,231,619 | 2.2% | |||||||
22,076,850 | ||||||||||
TOTAL COMMON STOCKS (Cost $532,764,491) | $ | 676,877,981 | ||||||||
SHORT-TERM INVESTMENTS - 2.7% | ||||||||||
Money Market Funds - 2.7% | ||||||||||
State Street Institutional Liquid | ||||||||||
Reserves Fund, 0.0619% (Y) | 18,651,963 | 18,651,963 | 2.7% | |||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $18,651,963) | $ | 18,651,963 | ||||||||
Total Investments (Value Trust) | ||||||||||
(Cost $551,416,454) - 100.2% | $ | 695,529,944 | 100.2% | |||||||
Other Assets And Liabilities, Net - (0.2%) | (1,234,584) | (0.2)% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 694,295,360 | 100.0% | |||||||
Percentages are based upon net assets. | ||||||||||
Footnotes
Key to Currency Abbreviations
CLP Chilean Peso
EUR Euro
HKD Hong Kong Dollar
Key to Security Abbreviations and Legend
ADR | American Depositary Receipts |
GDR | Global Depositary Receipts |
(A) | The subadvisor is an affiliate of the advisor. |
(D) | All or a portion of this security is segregated at the custodian as collateral pursuant to certain derivative instrument contracts. |
(G) | The portfolio’s subadvisor is shown parenthetically. |
(H) | Non-income producing — Issuer is in default. |
(I) | Non-income producing security. |
(L) | A portion of the security is on loan as of June 30, 2014. |
(M) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(N) | Strike price and/or expiration date not available. |
(R) | Direct placement securities are restricted as to resale and the fund has limited rights to registration under the Securities Act of 1933. For more information on this security refer to Note 10 of the Notes to Financial Statements. |
(S) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(W) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This investment represents collateral recieved for securities lending. |
(Y) | The rate shown is the annualized seven-day yield as of June 30, 2014. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
(1) | Manulife Asset Management (US) LLC is doing business as John Hancock Asset Management. |
(2) | Manulife Asset Management (North America) Limited is doing business as John Hancock Asset Management. |
The accompanying notes are an integral part of the financial statements. | 54 |
Alpha Opportunities Trust | |||||||
United States | 82.4 | % | |||||
Canada | 3.3 | % | |||||
United Kingdom | 2.5 | % | |||||
Switzerland | 2.0 | % | |||||
Netherlands | 1.8 | % | |||||
Japan | 1.4 | % | |||||
Australia | 1.0 | % | |||||
Ireland | 0.9 | % | |||||
France | 0.7 | % | |||||
Belgium | 0.7 | % | |||||
Other Countries | 3.3 | % | |||||
Total | 100.0 | % | |||||
Financial Services Trust | |||||||
United States | 87.6 | % | |||||
United Kingdom | 3.5 | % | |||||
Italy | 2.7 | % | |||||
Bermuda | 2.7 | % | |||||
Sweden | 2.2 | % | |||||
Switzerland | 1.3 | % | |||||
Total | 100.0 | % | |||||
Fundamental Large Cap Value Trust | |||||||
United States | 89.1 | % | |||||
United Kingdom | 4.4 | % | |||||
Netherlands | 2.6 | % | |||||
Switzerland | 1.6 | % | |||||
Germany | 1.2 | % | |||||
France | 1.1 | % | |||||
Total | 100.0 | % | |||||
Fundamental Value Trust | |||||||
United States | 84.2 | % | |||||
Switzerland | 4.6 | % | |||||
United Kingdom | 4.3 | % | |||||
Netherlands | 2.6 | % | |||||
Hong Kong | 2.0 | % | |||||
Germany | 1.2 | % | |||||
France | 1.1 | % | |||||
Total | 100.0 | % | |||||
Health Sciences Trust | |||||||
United States | 88.3 | % | |||||
Ireland | 5.3 | % | |||||
Israel | 1.2 | % | |||||
Switzerland | 1.1 | % | |||||
Japan | 0.7 | % | |||||
Denmark | 0.6 | % | |||||
South Africa | 0.6 | % | |||||
Germany | 0.6 | % | |||||
Netherlands | 0.4 | % | |||||
United Kingdom | 0.3 | % | |||||
Other Countries | 0.9 | % | |||||
Total | 100.0 | % | |||||
Mid Cap Stock Trust | |||||||
United States | 89.4 | % | |||||
Bermuda | 2.0 | % | |||||
Netherlands | 1.9 | % | |||||
Ireland | 1.8 | % | |||||
Japan | 1.4 | % | |||||
Switzerland | 1.1 | % | |||||
Hong Kong | 1.0 | % | |||||
Canada | 1.0 | % | |||||
Virgin Islands | 0.4 | % | |||||
Total | 100.0 | % | |||||
Mutual Shares Trust | |||||||
United States | 74.8 | % | |||||
United Kingdom | 10.8 | % | |||||
Switzerland | 3.8 | % | |||||
Netherlands | 2.9 | % | |||||
Israel | 1.9 | % | |||||
Denmark | 1.5 | % | |||||
Germany | 1.5 | % | |||||
South Korea | 1.2 | % | |||||
Canada | 0.6 | % | |||||
Brazil | 0.4 | % | |||||
Other Countries | 0.6 | % | |||||
Total | 100.0 | % | |||||
Natural Resources Trust | |||||||
United States | 38.3 | % | |||||
United Kingdom | 22.6 | % | |||||
Canada | 11.3 | % | |||||
Australia | 7.3 | % | |||||
Netherlands | 7.1 | % | |||||
Brazil | 4.0 | % | |||||
Portugal | 2.2 | % | |||||
China | 1.9 | % | |||||
South Korea | 1.9 | % | |||||
France | 1.7 | % | |||||
Other Countries | 1.7 | % | |||||
Total | 100.0 | % | |||||
Science & Technology Trust | |||||||
United States | 82.3 | % | |||||
China | 4.3 | % | |||||
Taiwan | 2.2 | % | |||||
Ireland | 1.7 | % | |||||
Netherlands | 1.7 | % | |||||
Japan | 1.6 | % | |||||
Israel | 1.4 | % | |||||
Singapore | 1.2 | % | |||||
United Kingdom | 1.2 | % | |||||
South Korea | 1.0 | % | |||||
Other Countries | 1.4 | % | |||||
Total | 100.0 | % |
Strategic Equity Allocation Trust | |||||||
United States | 69.7 | % | |||||
Japan | 5.8 | % | |||||
United Kingdom | 5.6 | % | |||||
Switzerland | 3.1 | % | |||||
France | 2.9 | % | |||||
Germany | 2.7 | % | |||||
Australia | 2.2 | % | |||||
Netherlands | 1.3 | % | |||||
Spain | 1.0 | % | |||||
Sweden | 0.9 | % | |||||
Other Countries | 4.8 | % | |||||
Total | 100.0 | % | |||||
Utilities Trust | |||||||
United States | 67.9 | % | |||||
United Kingdom | 4.9 | % | |||||
Spain | 4.8 | % | |||||
Brazil | 4.2 | % | |||||
Portugal | 2.6 | % | |||||
Canada | 2.2 | % | |||||
Italy | 1.7 | % | |||||
Russia | 1.6 | % | |||||
France | 1.3 | % | |||||
Israel | 1.3 | % | |||||
Other Countries | 7.5 | % | |||||
Total | 100.0 | % |
Emerging Markets Value Trust | |||||||
Financials | 30.7 | % | |||||
Materials | 18.9 | % | |||||
Energy | 14.5 | % | |||||
Industrials | 12.2 | % | |||||
Information Technology | 7.9 | % | |||||
Consumer Discretionary | 6.9 | % | |||||
Consumer Staples | 3.7 | % | |||||
Utilities | 3.0 | % | |||||
Telecommunication Services | 1.5 | % | |||||
Health Care | 0.3 | % | |||||
Short-Term Investments & Other | 0.4 | % | |||||
Total | 100.0 | % | |||||
Global Trust | |||||||
Financials | 21.1 | % | |||||
Health Care | 16.2 | % | |||||
Energy | 16.2 | % | |||||
Industrials | 10.8 | % | |||||
Information Technology | 10.5 | % | |||||
Consumer Discretionary | 10.1 | % | |||||
Telecommunication Services | 6.7 | % | |||||
Materials | 4.9 | % | |||||
Consumer Staples | 2.3 | % | |||||
Short-Term Investments & Other | 1.2 | % | |||||
Total | 100.0 | % | |||||
International Core Trust | |||||||
Energy | 17.4 | % | |||||
Financials | 16.3 | % | |||||
Consumer Discretionary | 12.4 | % | |||||
Industrials | 12.3 | % | |||||
Telecommunication Services | 8.9 | % | |||||
Materials | 8.4 | % | |||||
Utilities | 7.7 | % | |||||
Health Care | 6.7 | % | |||||
Information Technology | 4.1 | % | |||||
Consumer Staples | 4.0 | % | |||||
Short-Term Investments & Other | 1.8 | % | |||||
Total | 100.0 | % | |||||
International Equity Index Trust B | |||||||
Financials | 25.9 | % | |||||
Industrials | 10.8 | % | |||||
Consumer Discretionary | 10.4 | % | |||||
Energy | 9.7 | % | |||||
Consumer Staples | 9.5 | % | |||||
Materials | 8.4 | % | |||||
Health Care | 7.9 | % | |||||
Information Technology | 6.7 | % | |||||
Telecommunication Services | 5.0 | % | |||||
Utilities | 3.5 | % | |||||
Short-Term Investments & Other | 2.2 | % | |||||
Total | 100.0 | % | |||||
International Growth Stock Trust | |||||||
Consumer Discretionary | 22.5 | % | |||||
Financials | 15.9 | % | |||||
Information Technology | 13.3 | % | |||||
Health Care | 10.6 | % | |||||
Industrials | 9.9 | % | |||||
Consumer Staples | 8.8 | % | |||||
Energy | 8.5 | % | |||||
Materials | 3.6 | % | |||||
Utilities | 0.8 | % | |||||
Short-Term Investments & Other | 6.1 | % | |||||
Total | 100.0 | % | |||||
International Small Company Trust | |||||||
Industrials | 26.5 | % | |||||
Consumer Discretionary | 17.5 | % | |||||
Financials | 13.3 | % | |||||
Materials | 10.8 | % | |||||
Information Technology | 9.9 | % | |||||
Consumer Staples | 6.3 | % | |||||
Energy | 6.0 | % | |||||
Health Care | 5.6 | % | |||||
Utilities | 2.3 | % | |||||
Telecommunication Services | 1.4 | % | |||||
Short-Term Investments & Other | 0.4 | % | |||||
Total | 100.0 | % |
International Value Trust | |||||||
Financials | 24.8 | % | |||||
Energy | 18.7 | % | |||||
Health Care | 14.2 | % | |||||
Industrials | 8.6 | % | |||||
Consumer Discretionary | 7.8 | % | |||||
Information Technology | 6.8 | % | |||||
Materials | 5.7 | % | |||||
Telecommunication Services | 5.3 | % | |||||
Consumer Staples | 3.7 | % | |||||
Utilities | 0.3 | % | |||||
Short-Term Investments & Other | 4.1 | % | |||||
Total | 100.0 | % |
Assets | | 500 Index Trust B | | All Cap Core Trust | | Alpha Opportunities Trust | | American Asset Allocation Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 3,120,140,874 | $ | 372,811,575 | $ | 843,606,328 | $ | 1,796,440,730 | |||||||||||
Investments in affiliated issuers, at value | 20,351,513 | 2,814,922 | 44,958,531 | — | |||||||||||||||
Repurchase agreements, at value | 89,371,000 | — | 12,600,000 | — | |||||||||||||||
Total investments, at value | 3,229,863,387 | 375,626,497 | 901,164,859 | 1,796,440,730 | |||||||||||||||
Cash | 45,474 | — | — | — | |||||||||||||||
Foreign currency, at value | — | — | 84,072 | — | |||||||||||||||
Cash held at broker for futures contracts | 4,820,000 | 200,422 | — | — | |||||||||||||||
Receivable for investments sold | — | — | 9,561,355 | 341,301 | |||||||||||||||
Receivable for fund shares sold | — | — | — | 59,880 | |||||||||||||||
Dividends and interest receivable | 3,304,219 | 271,576 | 891,926 | — | |||||||||||||||
Receivable for securities lending income | 5,622 | 2,248 | 46,777 | — | |||||||||||||||
Receivable for futures variation margin | 20,186 | 6,820 | — | — | |||||||||||||||
Receivable due from advisor | 63,910 | — | — | — | |||||||||||||||
Other assets | 4,400 | 521 | 1,253 | 2,575 | |||||||||||||||
Total assets | 3,238,127,198 | 376,108,084 | 911,750,242 | 1,796,844,486 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | — | 105,435 | — | |||||||||||||||
Payable for investments purchased | 2,128,766 | — | 4,837,366 | — | |||||||||||||||
Payable for fund shares repurchased | 5,855,320 | 520,231 | 828,883 | 359,862 | |||||||||||||||
Payable upon return of securities loaned | 20,365,125 | 2,821,500 | 44,962,542 | — | |||||||||||||||
Written options, at value | — | — | 64,542 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 36,307 | 4,273 | 10,022 | 23,348 | |||||||||||||||
Trustees’ fees | 1,446 | 256 | 640 | 1,147 | |||||||||||||||
Other liabilities and accrued expenses | 147,440 | 44,575 | 92,532 | 70,166 | |||||||||||||||
Total liabilities | 28,534,404 | 3,390,835 | 50,901,962 | 454,523 | |||||||||||||||
Net assets | $ | 3,209,592,794 | $ | 372,717,249 | $ | 860,848,280 | $ | 1,796,389,963 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 1,825,512,347 | $ | 574,999,641 | $ | 481,670,162 | $ | 1,038,363,379 | |||||||||||
Undistributed net investment income (loss) | 36,406,263 | 2,780,966 | 3,684,907 | (976,127 | ) | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (15,262,857 | ) | (241,195,776 | ) | 258,191,300 | 46,096,774 | |||||||||||||
Net unrealized appreciation (depreciation) on investments | 1,362,937,041 | 36,132,418 | 117,301,911 | 712,905,937 | |||||||||||||||
Net assets | $ | 3,209,592,794 | $ | 372,717,249 | $ | 860,848,280 | $ | 1,796,389,963 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 1,847,326,777 | $ | 336,686,006 | $ | 738,872,844 | $ | 1,083,534,793 | |||||||||||
Investments in affiliated issuers, at cost | $ | 20,351,304 | $ | 2,814,893 | $ | 44,958,217 | — | ||||||||||||
Foreign currency, at cost | — | — | $ | 84,158 | — | ||||||||||||||
Premiums received on written options | — | — | $ | 23,987 | — | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 19,934,298 | $ | 2,740,098 | $ | 43,472,738 | — | ||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 1,704,216,562 | $ | 84,616,126 | $ | 823,007 | $ | 223,866,609 | |||||||||||
Shares outstanding | 68,272,751 | 3,169,153 | 47,608 | 14,164,190 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 24.96 | $ | 26.70 | $ | 17.29 | $ | 15.81 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 51,384,656 | $ | 7,583,248 | — | $ | 1,402,592,805 | ||||||||||||
Shares outstanding | 2,058,360 | 284,816 | — | 88,804,481 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 24.96 | $ | 26.63 | — | $ | 15.79 | ||||||||||||
Series III | |||||||||||||||||||
Net assets | — | — | — | $ | 169,930,549 | ||||||||||||||
Shares outstanding | — | — | — | 10,737,319 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | — | — | $ | 15.83 | ||||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 1,453,991,576 | $ | 280,517,875 | $ | 860,025,273 | — | ||||||||||||
Shares outstanding | 58,249,313 | 10,500,971 | 49,704,773 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 24.96 | $ | 26.71 | $ | 17.30 | — |
Assets | | American Global Growth Trust | | American Growth Trust | | American Growth-Income Trust | | American International Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 269,053,085 | $ | 1,104,275,796 | $ | 1,332,033,058 | $ | 674,668,313 | |||||||||||
Total investments, at value | 269,053,085 | 1,104,275,796 | 1,332,033,058 | 674,668,313 | |||||||||||||||
Receivable for investments sold | 368,936 | 6,862,996 | 11,322,456 | — | |||||||||||||||
Receivable for fund shares sold | 134,226 | — | — | 377,294 | |||||||||||||||
Other assets | 385 | 1,605 | 1,921 | 975 | |||||||||||||||
Total assets | 269,556,632 | 1,111,140,397 | 1,343,357,435 | 675,046,582 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | — | — | — | 361,508 | |||||||||||||||
Payable for fund shares repurchased | 497,159 | 6,837,284 | 11,293,803 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 3,474 | 14,390 | 17,473 | 8,835 | |||||||||||||||
Trustees’ fees | 135 | 791 | 912 | 469 | |||||||||||||||
Other liabilities and accrued expenses | 24,862 | 51,397 | 56,416 | 38,513 | |||||||||||||||
Total liabilities | 525,630 | 6,903,862 | 11,368,604 | 409,325 | |||||||||||||||
Net assets | $ | 269,031,002 | $ | 1,104,236,535 | $ | 1,331,988,831 | $ | 674,637,257 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 226,970,534 | $ | 715,439,362 | $ | 808,044,991 | $ | 621,650,129 | |||||||||||
Undistributed net investment income (loss) | 128,228 | 1,441,915 | (304,715 | ) | (1,683,336 | ) | |||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (10,874,100 | ) | (55,306,502 | ) | 5,812,551 | (139,801,558 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 52,806,340 | 442,661,760 | 518,436,004 | 194,472,022 | |||||||||||||||
Net assets | $ | 269,031,002 | $ | 1,104,236,535 | $ | 1,331,988,831 | $ | 674,637,257 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 216,246,745 | $ | 661,614,036 | $ | 813,597,054 | $ | 480,196,291 | |||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 6,922,646 | $ | 116,580,562 | $ | 269,783,549 | $ | 93,870,112 | |||||||||||
Shares outstanding | 431,324 | 4,931,750 | 11,508,544 | 4,712,870 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.05 | $ | 23.64 | $ | 23.44 | $ | 19.92 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 223,262,070 | $ | 872,603,860 | $ | 790,131,080 | $ | 526,092,259 | |||||||||||
Shares outstanding | 13,947,247 | 37,062,683 | 33,787,410 | 26,454,933 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.01 | $ | 23.54 | $ | 23.39 | $ | 19.89 | |||||||||||
Series III | |||||||||||||||||||
Net assets | $ | 38,846,286 | $ | 115,052,113 | $ | 272,074,202 | $ | 54,674,886 | |||||||||||
Shares outstanding | 2,422,426 | 4,876,808 | 11,606,540 | 2,748,628 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.04 | $ | 23.59 | $ | 23.44 | $ | 19.89 |
Assets | | American New World Trust | | Blue Chip Growth Trust | | Capital Appreciation Trust | | Capital Appreciation Value Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 84,063,753 | $ | 1,798,338,921 | $ | 1,109,897,422 | $ | 357,142,200 | |||||||||||
Investments in affiliated issuers, at value | — | 21,796,143 | 32,717,248 | — | |||||||||||||||
Repurchase agreements, at value | — | — | 804,000 | 4,395,000 | |||||||||||||||
Total investments, at value | 84,063,753 | 1,820,135,064 | 1,143,418,670 | 361,537,200 | |||||||||||||||
Cash | — | — | 245 | 17,886 | |||||||||||||||
Foreign currency, at value | — | 242,557 | — | 79,110 | |||||||||||||||
Receivable for investments sold | 278,745 | 8,209,800 | 3,456,977 | 2,746,945 | |||||||||||||||
Receivable for fund shares sold | 19,933 | — | — | 22,891 | |||||||||||||||
Dividends and interest receivable | — | 690,458 | 562,453 | 1,299,024 | |||||||||||||||
Receivable for securities lending income | — | 5,107 | 6,575 | 35 | |||||||||||||||
Other assets | 111 | 2,769 | 1,591 | 517 | |||||||||||||||
Total assets | 84,362,542 | 1,829,285,755 | 1,147,446,511 | 365,703,608 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | — | 7,428,002 | 1,551,255 | 2,712,826 | |||||||||||||||
Payable for fund shares repurchased | 296,723 | 989,612 | 2,431,960 | 127,482 | |||||||||||||||
Payable upon return of securities loaned | — | 21,805,971 | 32,726,412 | — | |||||||||||||||
Written options, at value | — | — | — | 561,917 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 1,065 | 21,132 | 12,540 | 4,141 | |||||||||||||||
Trustees’ fees | 46 | 1,252 | 770 | 223 | |||||||||||||||
Other liabilities and accrued expenses | 17,751 | 150,559 | 102,897 | 47,135 | |||||||||||||||
Total liabilities | 315,585 | 30,396,528 | 36,825,834 | 3,453,724 | |||||||||||||||
Net assets | $ | 84,046,957 | $ | 1,798,889,227 | $ | 1,110,620,677 | $ | 362,249,884 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 75,127,916 | $ | 817,481,230 | $ | 560,192,053 | $ | 241,060,770 | |||||||||||
Undistributed net investment income (loss) | (165,660 | ) | (507,415 | ) | 1,124,090 | 3,055,315 | |||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 3,318,462 | 265,183,904 | 198,545,001 | 66,989,138 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 5,766,239 | 716,731,508 | 350,759,533 | 51,144,661 | |||||||||||||||
Net assets | $ | 84,046,957 | $ | 1,798,889,227 | $ | 1,110,620,677 | $ | 362,249,884 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 78,297,515 | $ | 1,081,608,211 | $ | 759,942,142 | $ | 310,422,678 | |||||||||||
Investments in affiliated issuers, at cost | — | $ | 21,795,967 | $ | 32,717,116 | — | |||||||||||||
Foreign currency, at cost | — | $ | 242,393 | — | $ | 78,959 | |||||||||||||
Premiums received on written options | — | — | — | $ | 591,479 | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | — | $ | 21,847,511 | $ | 32,313,391 | — | |||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 16,970,268 | $ | 315,828,613 | $ | 198,575,441 | $ | 3,276,208 | |||||||||||
Shares outstanding | 1,088,633 | 8,964,880 | 12,063,851 | 235,277 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.59 | $ | 35.23 | $ | 16.46 | $ | 13.92 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 64,974,996 | $ | 132,171,967 | $ | 72,369,387 | $ | 331,262,938 | |||||||||||
Shares outstanding | 4,173,867 | 3,787,383 | 4,460,556 | 23,854,703 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.57 | $ | 34.90 | $ | 16.22 | $ | 13.89 | |||||||||||
Series III | |||||||||||||||||||
Net assets | $ | 2,101,693 | — | — | — | ||||||||||||||
Shares outstanding | 134,918 | — | — | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.58 | — | — | — | ||||||||||||||
Series NAV | |||||||||||||||||||
Net assets | — | $ | 1,350,888,647 | $ | 839,675,849 | $ | 27,710,738 | ||||||||||||
Shares outstanding | — | 38,376,596 | 50,976,222 | 1,991,808 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 35.20 | $ | 16.47 | $ | 13.91 |
Assets | | Core Strategy Trust | | Emerging Markets Value Trust | | Equity- Income Trust | | Financial Services Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 5,964 | $ | 1,008,718,056 | $ | 2,111,248,367 | $ | 170,543,416 | |||||||||||
Investments in affiliated issuers, at value | 4,099,384,208 | 48,420,039 | 67,761,742 | — | |||||||||||||||
Repurchase agreements, at value | — | — | — | 3,508,000 | |||||||||||||||
Total investments, at value | 4,099,390,172 | 1,057,138,095 | 2,179,010,109 | 174,051,416 | |||||||||||||||
Cash | — | — | 159,602 | 28,042 | |||||||||||||||
Foreign currency, at value | 138 | 3,631,674 | 874,242 | — | |||||||||||||||
Receivable for investments sold | 2,226,281 | 3,749,193 | 6,844,359 | 142,729,255 | |||||||||||||||
Receivable for fund shares sold | 150,678 | 305 | — | 4,560 | |||||||||||||||
Dividends and interest receivable | 613,835 | 4,207,707 | 2,903,885 | 61,012 | |||||||||||||||
Receivable for securities lending income | — | 40,977 | 56,469 | 482 | |||||||||||||||
Other assets | 6,853 | 1,443 | 2,927 | 261 | |||||||||||||||
Total assets | 4,102,387,957 | 1,068,769,394 | 2,189,851,593 | 316,875,028 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | 3,182,972 | — | — | |||||||||||||||
Foreign capital gains tax payable | — | 278,294 | — | — | |||||||||||||||
Payable for investments purchased | — | 1,772,976 | 6,620,284 | 134,025,154 | |||||||||||||||
Payable for fund shares repurchased | 2,319,670 | 2,004,571 | 735,307 | 385,047 | |||||||||||||||
Payable upon return of securities loaned | — | 48,326,155 | 67,809,200 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 46,470 | 11,783 | 24,196 | 2,081 | |||||||||||||||
Trustees’ fees | 93 | 961 | 1,383 | 93 | |||||||||||||||
Other liabilities and accrued expenses | 148,978 | 394,217 | 173,453 | 16,970 | |||||||||||||||
Total liabilities | 2,515,211 | 55,971,929 | 75,363,823 | 134,429,345 | |||||||||||||||
Net assets | $ | 4,099,872,746 | $ | 1,012,797,465 | $ | 2,114,487,770 | $ | 182,445,683 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 3,734,068,633 | $ | 925,702,853 | $ | 1,149,202,291 | $ | 122,864,736 | |||||||||||
Undistributed net investment income (loss) | (5,752,379 | ) | 10,358,043 | 28,407,923 | 1,448,542 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 49,302,695 | 9,272,041 | 232,508,010 | 48,556,436 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 322,253,797 | 67,464,528 | 704,369,546 | 9,575,969 | |||||||||||||||
Net assets | $ | 4,099,872,746 | $ | 1,012,797,465 | $ | 2,114,487,770 | $ | 182,445,683 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 122,293 | $ | 940,522,740 | $ | 1,406,891,785 | $ | 164,444,153 | |||||||||||
Investments in affiliated issuers, at cost | $ | 3,777,015,045 | $ | 48,881,674 | $ | 67,761,033 | — | ||||||||||||
Foreign currency, at cost | $ | 303 | $ | 3,620,213 | $ | 867,701 | — | ||||||||||||
Securities loaned, unaffiliated issuers, at value | — | $ | 46,091,459 | $ | 66,255,822 | — | |||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 144,895,171 | $ | 3,975,341 | $ | 344,045,013 | $ | 134,176,990 | |||||||||||
Shares outstanding | 9,493,815 | 376,633 | 16,364,439 | 8,066,254 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.26 | $ | 10.55 | $ | 21.02 | $ | 16.63 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 3,808,604,205 | — | $ | 183,666,706 | $ | 24,434,935 | ||||||||||||
Shares outstanding | 248,842,511 | — | 8,767,781 | 1,476,758 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.31 | — | $ | 20.95 | $ | 16.55 | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 146,373,370 | $ | 1,008,822,124 | $ | 1,586,776,051 | $ | 23,833,758 | |||||||||||
Shares outstanding | 9,582,319 | 95,682,247 | 75,676,943 | 1,434,703 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.28 | $ | 10.54 | $ | 20.97 | $ | 16.61 |
Assets | | Franklin Templeton Founding Allocation Trust | | Fundamental All Cap Core Trust | | Fundamental Large Cap Value Trust | | Fundamental Value Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | — | $ | 1,616,525,661 | $ | 1,255,321,795 | $ | 604,122,750 | ||||||||||||
Investments in affiliated issuers, at value | $ | 1,413,132,512 | — | — | — | ||||||||||||||
Repurchase agreements, at value | — | 34,485,000 | 79,272,000 | 14,958,000 | |||||||||||||||
Total investments, at value | 1,413,132,512 | 1,651,010,661 | 1,334,593,795 | 619,080,750 | |||||||||||||||
Cash | — | 323 | 80,390,707 | 47,756 | |||||||||||||||
Foreign currency, at value | — | 363,032 | 36,080 | — | |||||||||||||||
Receivable for investments sold | 389,004 | 1,557,655 | 39,513 | 772,980 | |||||||||||||||
Receivable for fund shares sold | 100,103 | — | 17,123 | 188,577 | |||||||||||||||
Dividends and interest receivable | — | 388,202 | 1,102,283 | 1,565,026 | |||||||||||||||
Receivable for securities lending income | — | — | — | 2,768 | |||||||||||||||
Other assets | 1,967 | 2,404 | 1,710 | 2,152 | |||||||||||||||
Total assets | 1,413,623,586 | 1,653,322,277 | 1,416,181,211 | 621,660,009 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | — | — | 137,317,905 | 1,028,142 | |||||||||||||||
Payable for fund shares repurchased | 472,240 | 640,019 | 1,081,381 | 353,327 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 18,331 | 18,559 | 12,562 | 16,549 | |||||||||||||||
Trustees’ fees | 817 | 918 | 449 | 1,089 | |||||||||||||||
Other liabilities and accrued expenses | 63,068 | 122,595 | 114,207 | 243,527 | |||||||||||||||
Total liabilities | 554,456 | 782,091 | 138,526,504 | 1,642,634 | |||||||||||||||
Net assets | $ | 1,413,069,130 | $ | 1,652,540,186 | $ | 1,277,654,707 | $ | 620,017,375 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 1,217,448,368 | $ | 1,288,007,383 | $ | 1,339,565,165 | $ | 488,366,869 | |||||||||||
Undistributed net investment income (loss) | (2,060,418 | ) | 8,880,525 | 8,622,929 | 6,645,878 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (198,710,451 | ) | (19,031,355 | ) | (264,998,163 | ) | 86,288,313 | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 396,391,631 | 374,683,633 | 194,464,776 | 38,716,315 | |||||||||||||||
Net assets | $ | 1,413,069,130 | $ | 1,652,540,186 | $ | 1,277,654,707 | $ | 620,017,375 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | — | $ | 1,276,313,205 | $ | 1,140,124,632 | $ | 580,384,935 | ||||||||||||
Investments in affiliated issuers, at cost | $ | 1,016,740,881 | — | — | — | ||||||||||||||
Foreign currency, at cost | — | $ | 376,855 | $ | 35,796 | — | |||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 52,813,753 | $ | 152,193,142 | $ | 293,206,216 | $ | 345,553,088 | |||||||||||
Shares outstanding | 3,764,204 | 7,055,411 | 17,134,116 | 16,383,165 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.03 | $ | 21.57 | $ | 17.11 | $ | 21.09 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 1,319,501,200 | $ | 63,001,845 | $ | 41,846,413 | $ | 250,777,705 | |||||||||||
Shares outstanding | 93,996,867 | 2,926,623 | 2,430,430 | 11,925,749 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.04 | $ | 21.53 | $ | 17.22 | $ | 21.03 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 40,754,177 | $ | 1,437,345,199 | $ | 942,602,078 | $ | 23,686,582 | |||||||||||
Shares outstanding | 2,904,923 | 66,373,488 | 55,059,338 | 1,126,361 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.03 | $ | 21.66 | $ | 17.12 | $ | 21.03 |
Assets | | Global Trust | | Health Sciences Trust | | International Core Trust | | International Equity Index Trust B | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 677,561,905 | $ | 279,048,023 | $ | 829,889,804 | $ | 694,740,604 | |||||||||||
Investments in affiliated issuers, at value | 29,905,674 | — | 34,409,975 | 30,868,804 | |||||||||||||||
Total investments, at value | 707,467,579 | 279,048,023 | 864,299,779 | 725,609,408 | |||||||||||||||
Cash | 616,083 | — | 482,165 | 744 | |||||||||||||||
Foreign currency, at value | 87,005 | 127,602 | 853,280 | 9,043,574 | |||||||||||||||
Cash held at broker for futures contracts | — | — | — | 1,163,189 | |||||||||||||||
Receivable for investments sold | 1,198,626 | 640,560 | 51,976 | 332,314 | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | — | 504,144 | — | |||||||||||||||
Receivable for fund shares sold | 518,964 | 88,659 | 4,776 | 47,978 | |||||||||||||||
Dividends and interest receivable | 1,779,440 | 184,658 | 2,834,770 | 2,984,326 | |||||||||||||||
Receivable for securities lending income | 23,889 | — | 149,775 | 40,228 | |||||||||||||||
Receivable for futures variation margin | — | — | — | 99,974 | |||||||||||||||
Receivable due from advisor | — | — | — | 12,810 | |||||||||||||||
Other assets | 963 | 429 | 1,247 | 972 | |||||||||||||||
Total assets | 711,692,549 | 280,089,931 | 869,181,912 | 739,335,517 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 1,015,132 | 775,247 | 15,018 | 38,293 | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | 1,340,316 | — | |||||||||||||||
Payable for fund shares repurchased | 24,297 | 19,608 | 39,899 | 840,329 | |||||||||||||||
Payable upon return of securities loaned | 29,893,321 | — | 34,384,976 | 30,859,028 | |||||||||||||||
Written options, at value | — | 113,253 | — | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 7,826 | 3,164 | 9,692 | 8,058 | |||||||||||||||
Trustees’ fees | 402 | 142 | 479 | 408 | |||||||||||||||
Other liabilities and accrued expenses | 201,492 | 54,472 | 359,193 | 37,095 | |||||||||||||||
Total liabilities | 31,142,470 | 965,886 | 36,149,573 | 31,783,211 | |||||||||||||||
Net assets | $ | 680,550,079 | $ | 279,124,045 | $ | 833,032,339 | $ | 707,552,306 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 553,907,778 | $ | 116,647,775 | $ | 783,580,995 | $ | 513,707,406 | |||||||||||
Undistributed net investment income (loss) | 12,442,785 | (842,424 | ) | 26,869,193 | 16,495,304 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (24,794,343 | ) | 76,905,786 | (106,712,959 | ) | (11,400,348 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 138,993,859 | 86,412,908 | 129,295,110 | 188,749,944 | |||||||||||||||
Net assets | $ | 680,550,079 | $ | 279,124,045 | $ | 833,032,339 | $ | 707,552,306 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 538,593,376 | $ | 192,599,175 | $ | 699,786,836 | $ | 506,169,530 | |||||||||||
Investments in affiliated issuers, at cost | $ | 29,905,644 | — | $ | 34,409,589 | $ | 30,868,379 | ||||||||||||
Foreign currency, at cost | $ | 87,005 | $ | 126,563 | $ | 850,645 | $ | 8,990,578 | |||||||||||
Premiums received on written options | — | $ | 76,021 | — | — | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 29,064,906 | — | $ | 32,705,416 | $ | 29,553,909 | ||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 171,477,037 | $ | 108,199,710 | $ | 51,155,013 | $ | 310,454,402 | |||||||||||
Shares outstanding | 7,957,332 | 3,352,991 | 4,068,124 | 17,173,065 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 21.55 | $ | 32.27 | $ | 12.57 | $ | 18.08 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 30,719,197 | $ | 90,040,936 | $ | 22,466,725 | $ | 26,796,060 | |||||||||||
Shares outstanding | 1,431,750 | 2,881,059 | 1,773,484 | 1,481,993 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 21.46 | $ | 31.25 | $ | 12.67 | $ | 18.08 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 478,353,845 | $ | 80,883,399 | $ | 759,410,601 | $ | 370,301,844 | |||||||||||
Shares outstanding | 22,214,480 | 2,491,968 | 60,561,086 | 20,484,058 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 21.53 | $ | 32.46 | $ | 12.54 | $ | 18.08 |
Assets | | International Growth Stock Trust | | International Small Company Trust | | International Value Trust | | Lifestyle Aggressive PS Series | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 565,541,287 | $ | 117,494,860 | $ | 1,190,580,696 | $ | 2,915,508 | |||||||||||
Investments in affiliated issuers, at value | — | 2,720,263 | 32,100,618 | 20,364,379 | |||||||||||||||
Total investments, at value | 565,541,287 | 120,215,123 | 1,222,681,314 | 23,279,887 | |||||||||||||||
Cash | — | 72,660 | 17,705,012 | 40,506 | |||||||||||||||
Foreign currency, at value | 1,642,321 | 163,767 | 1,067,832 | — | |||||||||||||||
Receivable for investments sold | — | 60,375 | 2,813,769 | 3,785 | |||||||||||||||
Receivable for fund shares sold | — | 10,290 | 11,569 | — | |||||||||||||||
Dividends and interest receivable | 1,894,957 | 267,356 | 5,297,549 | — | |||||||||||||||
Receivable for securities lending income | — | 4,989 | 88,669 | — | |||||||||||||||
Receivable due from advisor | — | — | — | 566 | |||||||||||||||
Other assets | 812 | 170 | 1,815 | 7,788 | |||||||||||||||
Total assets | 569,079,377 | 120,794,730 | 1,249,667,529 | 23,332,532 | |||||||||||||||
Liabilities | |||||||||||||||||||
Foreign capital gains tax payable | — | — | 878,202 | — | |||||||||||||||
Payable for investments purchased | 6,543,001 | 6,408 | 846,710 | 14,822 | |||||||||||||||
Payable for fund shares repurchased | 593,171 | 88,883 | 319,909 | 3,578 | |||||||||||||||
Payable upon return of securities loaned | — | 2,721,949 | 32,070,105 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 6,499 | 1,338 | 14,123 | 281 | |||||||||||||||
Trustees’ fees | 329 | 54 | 670 | 28 | |||||||||||||||
Other liabilities and accrued expenses | 229,314 | 62,691 | 459,423 | 36,569 | |||||||||||||||
Total liabilities | 7,372,314 | 2,881,323 | 34,589,142 | 55,278 | |||||||||||||||
Net assets | $ | 561,707,063 | $ | 117,913,407 | $ | 1,215,078,387 | $ | 23,277,254 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 667,257,853 | $ | 449,882,126 | $ | 1,382,911,807 | $ | 21,795,627 | |||||||||||
Undistributed net investment income (loss) | 8,357,374 | 1,312,004 | 31,841,124 | (6,959 | ) | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (239,383,965 | ) | (351,556,948 | ) | (386,255,150 | ) | 131,279 | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 125,475,801 | 18,276,225 | 186,580,606 | 1,357,307 | |||||||||||||||
Net assets | $ | 561,707,063 | $ | 117,913,407 | $ | 1,215,078,387 | $ | 23,277,254 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 440,095,052 | $ | 99,222,404 | $ | 1,003,215,393 | $ | 2,721,228 | |||||||||||
Investments in affiliated issuers, at cost | — | $ | 2,720,220 | $ | 32,100,661 | $ | 19,201,352 | ||||||||||||
Foreign currency, at cost | $ | 1,641,685 | $ | 163,602 | $ | 1,067,021 | — | ||||||||||||
Securities loaned, unaffiliated issuers, at value | — | $ | 2,603,426 | $ | 30,929,623 | — | |||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 2,988,801 | $ | 46,372,471 | $ | 118,692,962 | $ | 2,461,092 | |||||||||||
Shares outstanding | 167,001 | 3,464,310 | 7,759,203 | 183,079 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.90 | $ | 13.39 | $ | 15.30 | $ | 13.44 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 24,473,056 | $ | 26,146,289 | $ | 93,816,798 | $ | 20,557,662 | |||||||||||
Shares outstanding | 1,367,314 | 1,956,463 | 6,150,016 | 1,530,476 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.90 | $ | 13.36 | $ | 15.25 | $ | 13.43 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 534,245,206 | $ | 45,394,647 | $ | 1,002,568,627 | $ | 258,500 | |||||||||||
Shares outstanding | 29,840,801 | 3,391,789 | 65,969,068 | 19,230 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.90 | $ | 13.38 | $ | 15.20 | $ | 13.44 |
Assets | | Lifestyle Balanced PS Series | | Lifestyle Conservative PS Series | | Lifestyle Growth PS Series | | Lifestyle Moderate PS Series | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in affiliated issuers, at value | $ | 1,007,451,400 | $ | 192,299,552 | $ | 1,868,648,980 | $ | 337,524,515 | |||||||||||
Total investments, at value | 1,007,451,400 | 192,299,552 | 1,868,648,980 | 337,524,515 | |||||||||||||||
Cash | — | 46 | — | — | |||||||||||||||
Receivable for investments sold | — | 1,228,588 | 1,077,245 | 330,667 | |||||||||||||||
Receivable for fund shares sold | 242,023 | — | 82,143 | 80,652 | |||||||||||||||
Receivable due from advisor | — | 137 | — | — | |||||||||||||||
Other assets | 357 | 73 | 631 | 147 | |||||||||||||||
Total assets | 1,007,693,780 | 193,528,396 | 1,869,808,999 | 337,935,981 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 218,284 | — | — | — | |||||||||||||||
Payable for fund shares repurchased | 16,011 | 1,227,105 | 1,144,807 | 408,474 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 12,190 | 2,347 | 22,500 | 4,118 | |||||||||||||||
Investment management fees | — | — | — | 177 | |||||||||||||||
Other liabilities and accrued expenses | 13,318 | 19,369 | 15,012 | 19,047 | |||||||||||||||
Total liabilities | 259,803 | 1,248,821 | 1,182,319 | 431,816 | |||||||||||||||
Net assets | $ | 1,007,433,977 | $ | 192,279,575 | $ | 1,868,626,680 | $ | 337,504,165 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 943,907,258 | $ | 183,953,023 | $ | 1,744,228,793 | $ | 315,668,581 | |||||||||||
Undistributed net investment income (loss) | (1,084,289 | ) | (226,140 | ) | (1,980,275 | ) | (402,827 | ) | |||||||||||
Accumulated undistributed net realized gain (loss) on investments | 15,618,582 | 3,141,909 | 22,684,499 | 7,507,845 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 48,992,426 | 5,410,783 | 103,693,663 | 14,730,566 | |||||||||||||||
Net assets | $ | 1,007,433,977 | $ | 192,279,575 | $ | 1,868,626,680 | $ | 337,504,165 | |||||||||||
Investments in affiliated issuers, at cost | $ | 958,458,974 | $ | 186,888,769 | $ | 1,764,955,317 | $ | 322,793,949 | |||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 27,238,652 | $ | 5,759,775 | $ | 36,671,954 | $ | 7,532,835 | |||||||||||
Shares outstanding | 1,859,909 | 419,100 | 2,398,450 | 520,275 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.65 | $ | 13.74 | $ | 15.29 | $ | 14.48 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 957,451,265 | $ | 186,362,869 | $ | 1,828,698,121 | $ | 329,271,213 | |||||||||||
Shares outstanding | 65,318,863 | 13,556,748 | 119,576,432 | 22,723,353 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.66 | $ | 13.75 | $ | 15.29 | $ | 14.49 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 22,744,060 | $ | 156,931 | $ | 3,256,605 | $ | 700,117 | |||||||||||
Shares outstanding | 1,553,740 | 11,421 | 213,051 | 48,361 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 14.64 | $ | 13.74 | $ | 15.29 | $ | 14.48 |
Assets | | Mid Cap Index Trust | | Mid Cap Stock Trust | | Mid Value Trust | | Mutual Shares Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 846,560,012 | $ | 901,643,465 | $ | 971,218,969 | $ | 669,591,065 | |||||||||||
Investments in affiliated issuers, at value | 56,267,327 | 63,152,511 | 62,160,869 | 11,043,902 | |||||||||||||||
Repurchase agreements, at value | 15,135,000 | 20,900,000 | — | — | |||||||||||||||
Total investments, at value | 917,962,339 | 985,695,976 | 1,033,379,838 | 680,634,967 | |||||||||||||||
Cash | 145 | 70,010 | — | 10,933,074 | |||||||||||||||
Foreign currency, at value | — | 16 | 219,840 | 1,468,256 | |||||||||||||||
Cash held at broker for futures contracts | 1,946,000 | — | — | — | |||||||||||||||
Receivable for investments sold | 11,820,555 | 16,884,105 | 3,392,637 | 2,066,360 | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | — | — | 415,181 | |||||||||||||||
Receivable for fund shares sold | 105,592 | — | 52,661 | — | |||||||||||||||
Dividends and interest receivable | 673,804 | 269,059 | 705,608 | 1,560,147 | |||||||||||||||
Receivable for securities lending income | 42,601 | 17,025 | 17,566 | 1,714 | |||||||||||||||
Receivable for futures variation margin | 79,524 | — | — | — | |||||||||||||||
Other assets | 1,221 | 1,368 | 1,394 | 8,666,845 | |||||||||||||||
Total assets | 932,631,781 | 1,002,937,559 | 1,037,769,544 | 705,746,544 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 3,823,277 | 17,344,182 | 4,884,653 | 750,083 | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | — | 2,386,325 | |||||||||||||||
Payable for fund shares repurchased | 1,290,402 | 1,375,362 | 1,158,575 | 2,416,707 | |||||||||||||||
Payable upon return of securities loaned | 56,218,185 | 63,149,040 | 62,151,760 | 11,044,050 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 9,778 | 10,474 | 11,115 | 7,910 | |||||||||||||||
Trustees’ fees | 390 | 509 | 479 | 420 | |||||||||||||||
Other liabilities and accrued expenses | 59,435 | 85,045 | 86,225 | 86,772 | |||||||||||||||
Total liabilities | 61,401,467 | 81,964,612 | 68,292,807 | 16,692,267 | |||||||||||||||
Net assets | $ | 871,230,314 | $ | 920,972,947 | $ | 969,476,737 | $ | 689,054,277 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 445,539,374 | $ | 528,627,601 | $ | 569,037,789 | $ | 463,295,751 | |||||||||||
Undistributed net investment income (loss) | 5,947,117 | (2,831,376 | ) | 6,108,195 | 24,217,507 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 76,065,667 | 247,271,002 | 147,190,293 | 37,063,052 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 343,678,156 | 147,905,720 | 247,140,460 | 164,477,967 | |||||||||||||||
Net assets | $ | 871,230,314 | $ | 920,972,947 | $ | 969,476,737 | $ | 689,054,277 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 518,334,436 | $ | 774,638,855 | $ | 724,081,345 | $ | 503,424,655 | |||||||||||
Investments in affiliated issuers, at cost | $ | 56,266,214 | $ | 63,151,718 | $ | 62,160,536 | $ | 11,043,782 | |||||||||||
Foreign currency, at cost | — | $ | 16 | $ | 219,249 | $ | 1,493,926 | ||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 55,162,821 | $ | 61,823,109 | $ | 60,915,599 | $ | 10,843,055 | |||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 696,514,173 | $ | 200,225,356 | $ | 372,735,177 | $ | 217,097,208 | |||||||||||
Shares outstanding | 29,746,863 | 8,993,238 | 24,302,930 | 14,657,852 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 23.41 | $ | 22.26 | $ | 15.34 | $ | 14.81 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 77,813,444 | $ | 110,219,673 | $ | 83,034,208 | — | ||||||||||||
Shares outstanding | 3,336,483 | 5,090,365 | 5,415,370 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 23.32 | $ | 21.65 | $ | 15.33 | — | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 96,902,697 | $ | 610,527,918 | $ | 513,707,352 | $ | 471,957,069 | |||||||||||
Shares outstanding | 4,138,164 | 27,255,258 | 33,594,186 | 31,861,124 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 23.42 | $ | 22.40 | $ | 15.29 | $ | 14.81 |
Assets | | Natural Resources Trust | | Real Estate Securities Trust | | Science & Technology Trust | | Small Cap Growth Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 147,802,257 | $ | 415,755,349 | $ | 457,117,180 | $ | 543,743,520 | |||||||||||
Investments in affiliated issuers, at value | 5,160,812 | — | 35,235,464 | 70,566,231 | |||||||||||||||
Repurchase agreements, at value | 3,400,000 | 3,051,000 | 5,671,000 | — | |||||||||||||||
Total investments, at value | 156,363,069 | 418,806,349 | 498,023,644 | 614,309,751 | |||||||||||||||
Cash | 14,746 | 1,480 | 1,963 | — | |||||||||||||||
Foreign currency, at value | — | 578 | 1,496,486 | 476,120 | |||||||||||||||
Receivable for investments sold | — | 3,075,020 | 1,383,664 | 8,891,691 | |||||||||||||||
Receivable for fund shares sold | 63,693 | 29,779 | 18,823 | — | |||||||||||||||
Dividends and interest receivable | 176,570 | 1,500,336 | 136,837 | 184,059 | |||||||||||||||
Receivable for securities lending income | 2,778 | — | 22,280 | 11,476 | |||||||||||||||
Other assets | 228 | 512 | 744 | 845 | |||||||||||||||
Total assets | 156,621,084 | 423,414,054 | 501,084,441 | 623,873,942 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | — | — | 1,084,553 | |||||||||||||||
Payable for investments purchased | 233,902 | 3,174,491 | 1,528,440 | 6,045,360 | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | — | — | |||||||||||||||
Payable for fund shares repurchased | 1,252 | 306,220 | 1,245,748 | 694,835 | |||||||||||||||
Payable upon return of securities loaned | 5,162,325 | — | 35,234,997 | 70,563,857 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 1,706 | 4,783 | 5,186 | 6,183 | |||||||||||||||
Trustees’ fees | 155 | 360 | 205 | 250 | |||||||||||||||
Other liabilities and accrued expenses | 117,177 | 47,801 | 59,617 | 56,048 | |||||||||||||||
Total liabilities | 5,516,517 | 3,533,655 | 38,074,193 | 78,451,086 | |||||||||||||||
Net assets | $ | 151,104,567 | $ | 419,880,399 | $ | 463,010,248 | $ | 545,422,856 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 279,144,611 | $ | 900,058,972 | $ | 327,468,768 | $ | 319,909,809 | |||||||||||
Undistributed net investment income (loss) | 701,614 | 8,110,153 | (839,878 | ) | (2,107,223 | ) | |||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (141,066,146 | ) | (524,844,285 | ) | 58,973,155 | 134,876,949 | |||||||||||||
Net unrealized appreciation (depreciation) on investments | 12,324,488 | 36,555,559 | 77,408,203 | 92,743,321 | |||||||||||||||
Net assets | $ | 151,104,567 | $ | 419,880,399 | $ | 463,010,248 | $ | 545,422,856 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 138,880,151 | $ | 382,250,787 | $ | 385,392,581 | $ | 451,001,837 | |||||||||||
Investments in affiliated issuers, at cost | $ | 5,160,769 | — | $ | 35,235,170 | $ | 70,565,539 | ||||||||||||
Foreign currency, at cost | — | $ | 552 | $ | 1,484,265 | $ | 472,434 | ||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 5,002,595 | — | $ | 34,853,506 | $ | 69,015,949 | ||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 13,467,096 | $ | 95,773,876 | $ | 394,157,930 | $ | 125,210,899 | |||||||||||
Shares outstanding | 1,159,925 | 5,852,610 | 14,858,401 | 9,320,767 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.61 | $ | 16.36 | $ | 26.53 | $ | 13.43 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 81,141,002 | $ | 65,176,259 | $ | 47,286,651 | $ | 41,267,193 | |||||||||||
Shares outstanding | 7,075,063 | 3,979,621 | 1,820,050 | 3,149,284 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.47 | $ | 16.38 | $ | 25.98 | $ | 13.10 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 56,496,469 | $ | 258,930,264 | $ | 21,565,667 | $ | 378,944,764 | |||||||||||
Shares outstanding | 4,946,101 | 15,912,912 | 808,785 | 28,051,815 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 11.42 | $ | 16.27 | $ | 26.66 | $ | 13.51 |
Assets | | Small Cap Index Trust | | Small Cap Opportunities Trust | | Small Cap Value Trust | | Small Company Growth Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 432,636,089 | $ | 298,744,126 | $ | 730,084,328 | $ | 146,674,408 | |||||||||||
Investments in affiliated issuers, at value | 54,007,115 | — | 7,602,246 | 11,236,487 | |||||||||||||||
Repurchase agreements, at value | 6,298,000 | — | 29,500,000 | — | |||||||||||||||
Total investments, at value | 492,941,204 | 298,744,126 | 767,186,574 | 157,910,895 | |||||||||||||||
Cash | 3,002 | — | 108,062 | 2,607 | |||||||||||||||
Cash held at broker for futures contracts | 1,624,000 | — | — | — | |||||||||||||||
Receivable for investments sold | 46,333,812 | 4,014,908 | — | 2,684,666 | |||||||||||||||
Receivable for fund shares sold | 67,523 | — | — | — | |||||||||||||||
Dividends and interest receivable | 446,750 | 170,517 | 763,476 | 58,245 | |||||||||||||||
Receivable for securities lending income | 69,285 | — | 1,556 | 7,853 | |||||||||||||||
Receivable for futures variation margin | 53,950 | — | — | — | |||||||||||||||
Other assets | 676 | 535 | 1,141 | 234 | |||||||||||||||
Total assets | 541,540,202 | 302,930,086 | 768,060,809 | 160,664,500 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 46,486,052 | 1,282,550 | — | 648,813 | |||||||||||||||
Payable for fund shares repurchased | 468,591 | 435,914 | 1,958,968 | 310,742 | |||||||||||||||
Payable upon return of securities loaned | 53,962,387 | — | 7,601,276 | 11,234,575 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 4,950 | 3,235 | 8,657 | 1,716 | |||||||||||||||
Trustees’ fees | 236 | 124 | 441 | 52 | |||||||||||||||
Other liabilities and accrued expenses | 41,080 | 43,857 | 64,405 | 29,374 | |||||||||||||||
Total liabilities | 100,963,296 | 1,765,680 | 9,633,747 | 12,225,272 | |||||||||||||||
Net assets | $ | 440,576,906 | $ | 301,164,406 | $ | 758,427,062 | $ | 148,439,228 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 234,740,350 | $ | 246,986,316 | $ | 399,100,942 | $ | 117,203,094 | |||||||||||
Undistributed net investment income (loss) | 3,451,298 | 24,626 | 4,747,500 | 246,349 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 53,570,022 | (9,487,254 | ) | 124,665,264 | (12,613,627 | ) | |||||||||||||
Net unrealized appreciation (depreciation) on investments | 148,815,236 | 63,640,718 | 229,913,356 | 43,603,412 | |||||||||||||||
Net assets | $ | 440,576,906 | $ | 301,164,406 | $ | 758,427,062 | $ | 148,439,228 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 290,295,605 | $ | 235,103,408 | $ | 529,671,092 | $ | 103,071,045 | |||||||||||
Investments in affiliated issuers, at cost | $ | 54,005,203 | — | $ | 7,602,126 | $ | 11,236,438 | ||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 52,463,525 | — | $ | 7,413,881 | $ | 11,017,805 | ||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 313,614,522 | $ | 121,454,801 | $ | 361,445,844 | — | ||||||||||||
Shares outstanding | 19,231,955 | 3,832,072 | 13,593,191 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.31 | $ | 31.69 | $ | 26.59 | — | ||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 56,874,646 | $ | 50,774,986 | $ | 41,960,183 | — | ||||||||||||
Shares outstanding | 3,503,774 | 1,621,278 | 1,584,541 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.23 | $ | 31.32 | $ | 26.48 | — | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 70,087,738 | $ | 128,934,619 | $ | 355,021,035 | $ | 148,439,228 | |||||||||||
Shares outstanding | 4,294,330 | 4,085,538 | 13,374,334 | 5,532,155 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 16.32 | $ | 31.56 | $ | 26.54 | $ | 26.83 |
Assets | | Small Company Value Trust | | Strategic Equity Allocation Trust | | Total Stock Market Index Trust | | U.S. Equity Trust | | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 392,830,048 | $ | 11,083,349,095 | $ | 573,763,809 | $ | 874,145,133 | |||||||||||||||
Investments in affiliated issuers, at value | 22,160,861 | 247,958,849 | 13,372,581 | 3,474,335 | |||||||||||||||||||
Repurchase agreements, at value | — | 367,588,000 | 10,938,000 | — | |||||||||||||||||||
Total investments, at value | 414,990,909 | 11,698,895,944 | 598,074,390 | 877,619,468 | |||||||||||||||||||
Cash | 64,828 | — | 12,785 | — | |||||||||||||||||||
Foreign currency, at value | — | 5,168,534 | 239,597 | — | |||||||||||||||||||
Cash held at broker for futures contracts | — | 40,350,000 | 1,101,000 | — | |||||||||||||||||||
Receivable for investments sold | 4,113,587 | 53,758,510 | 422 | 20,045,488 | |||||||||||||||||||
Receivable for fund shares sold | — | — | 38,517 | 1,864 | |||||||||||||||||||
Dividends and interest receivable | 323,656 | 20,956,928 | 574,472 | 1,066,691 | |||||||||||||||||||
Receivable for securities lending income | 9,472 | 316,315 | 15,372 | 2,560 | |||||||||||||||||||
Receivable for futures variation margin | — | 688,553 | 19,140 | — | |||||||||||||||||||
Other assets | 590 | 16,539 | 819 | 1,319 | |||||||||||||||||||
Total assets | 419,503,042 | 11,820,151,323 | 600,076,514 | 898,737,390 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Due to custodian | — | 525,245 | — | 5,792,513 | |||||||||||||||||||
Payable for investments purchased | 2,785,100 | 50,366,064 | — | — | |||||||||||||||||||
Payable for fund shares repurchased | 1,227,295 | 3,378,288 | 932,095 | 190,757 | |||||||||||||||||||
Payable upon return of securities loaned | 22,159,533 | 248,005,456 | 13,373,637 | 3,494,998 | |||||||||||||||||||
Payable to affiliates | |||||||||||||||||||||||
Accounting and legal services fees | 4,514 | 126,663 | 6,605 | 10,577 | |||||||||||||||||||
Trustees’ fees | 255 | 4,293 | 249 | 668 | |||||||||||||||||||
Other liabilities and accrued expenses | 46,546 | 440,879 | 45,848 | 78,424 | |||||||||||||||||||
Total liabilities | 26,223,243 | 302,846,888 | 14,358,434 | 9,567,937 | |||||||||||||||||||
Net assets | $ | 393,279,799 | $ | 11,517,304,435 | $ | 585,718,080 | $ | 889,169,453 | |||||||||||||||
Net assets consist of | |||||||||||||||||||||||
Paid-in capital | $ | 209,678,768 | $ | 8,375,632,899 | $ | 337,134,356 | $ | 816,421,534 | |||||||||||||||
Undistributed net investment income (loss) | 340,608 | 161,985,806 | 5,768,186 | 8,806,743 | |||||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 27,102,353 | 561,112,064 | 6,230,954 | (106,001,566 | ) | ||||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 156,158,070 | 2,418,573,666 | 236,584,584 | 169,942,742 | |||||||||||||||||||
Net assets | $ | 393,279,799 | $ | 11,517,304,435 | $ | 585,718,080 | $ | 889,169,453 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 236,672,177 | $ | 9,034,729,505 | $ | 348,250,800 | $ | 704,202,426 | |||||||||||||||
Investments in affiliated issuers, at cost | $ | 22,160,662 | $ | 247,943,390 | $ | 13,372,118 | $ | 3,474,300 | |||||||||||||||
Foreign currency, at cost | — | $ | 5,167,208 | $ | 241,758 | — | |||||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 21,701,980 | $ | 240,542,412 | $ | 13,047,779 | $ | 3,368,633 | |||||||||||||||
Net asset value per share | |||||||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||||||
Series I | |||||||||||||||||||||||
Net assets | $ | 81,939,860 | — | $ | 451,451,105 | $ | 141,605,941 | ||||||||||||||||
Shares outstanding | 3,150,413 | — | 24,806,506 | 7,569,291 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 26.01 | — | $ | 18.20 | $ | 18.71 | ||||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 67,918,215 | — | $ | 41,209,343 | $ | 8,133,941 | ||||||||||||||||
Shares outstanding | 2,642,970 | — | 2,272,778 | 435,187 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.70 | — | $ | 18.13 | $ | 18.69 | ||||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 243,421,724 | $ | 11,517,304,435 | $ | 93,057,632 | $ | 739,429,571 | |||||||||||||||
Shares outstanding | 9,371,898 | 645,034,783 | 5,113,765 | 39,507,413 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.97 | $ | 17.86 | $ | 18.20 | $ | 18.72 |
Assets | | Utilities Trust | | Value Trust | | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 554,029,159 | $ | 695,529,944 | |||||||
Investments in affiliated issuers, at value | 26,064,964 | — | |||||||||
Repurchase agreements, at value | 11,104,000 | — | |||||||||
Total investments, at value | 591,198,123 | 695,529,944 | |||||||||
Cash | 878 | — | |||||||||
Foreign currency, at value | 2,996 | — | |||||||||
Receivable for investments sold | 2,452,344 | 1,094,308 | |||||||||
Receivable for forward foreign currency exchange contracts | 177,173 | — | |||||||||
Receivable for fund shares sold | 16,351 | 2,943 | |||||||||
Dividends and interest receivable | 1,671,479 | 944,790 | |||||||||
Receivable for securities lending income | 20,080 | — | |||||||||
Other assets | 20,562 | 859 | |||||||||
Total assets | 595,559,986 | 697,572,844 | |||||||||
Liabilities | |||||||||||
Payable for investments purchased | 3,681,086 | 1,062,642 | |||||||||
Payable for forward foreign currency exchange contracts | 378,186 | — | |||||||||
Payable for fund shares repurchased | 409,184 | 2,149,935 | |||||||||
Payable upon return of securities loaned | 26,073,959 | — | |||||||||
Payable to affiliates | |||||||||||
Accounting and legal services fees | 6,245 | 7,786 | |||||||||
Trustees’ fees | 151 | 220 | |||||||||
Other liabilities and accrued expenses | 64,793 | 56,901 | |||||||||
Total liabilities | 30,613,604 | 3,277,484 | |||||||||
Net assets | $ | 564,946,382 | $ | 694,295,360 | |||||||
Net assets consist of | |||||||||||
Paid-in capital | $ | 427,823,459 | $ | 437,710,131 | |||||||
Undistributed net investment income (loss) | 13,416,513 | 2,504,510 | |||||||||
Accumulated undistributed net realized gain (loss) on investments | 31,140,540 | 109,960,179 | |||||||||
Net unrealized appreciation (depreciation) on investments | 92,565,870 | 144,120,540 | |||||||||
Net assets | $ | 564,946,382 | $ | 694,295,360 | |||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 472,380,573 | $ | 551,416,454 | |||||||
Investments in affiliated issuers, at cost | $ | 26,064,748 | — | ||||||||
Foreign currency, at cost | $ | 2,996 | — | ||||||||
Securities loaned, unaffiliated issuers, at value | $ | 25,149,538 | — | ||||||||
Net asset value per share | |||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||
Series I | |||||||||||
Net assets | $ | 497,588,962 | $ | 629,071,527 | |||||||
Shares outstanding | 27,562,447 | 22,460,968 | |||||||||
Net asset value, offering price and redemption price per share | $ | 18.05 | $ | 28.01 | |||||||
Series II | |||||||||||
Net assets | $ | 27,232,927 | $ | 35,062,775 | |||||||
Shares outstanding | 1,521,868 | 1,257,233 | |||||||||
Net asset value, offering price and redemption price per share | $ | 17.89 | $ | 27.89 | |||||||
Series NAV | |||||||||||
Net assets | $ | 40,124,493 | $ | 30,161,058 | |||||||
Shares outstanding | 2,224,353 | 1,077,937 | |||||||||
Net asset value, offering price and redemption price per share | $ | 18.04 | $ | 27.98 |
Investment income | | 500 Index Trust B | | All Cap Core Trust | | Alpha Opportunities Trust | | American Asset Allocation Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 30,470,181 | $ | 2,813,171 | $ | 6,664,204 | $ | 5,168,721 | |||||||||||
Securities lending | 37,571 | 28,495 | 380,518 | — | |||||||||||||||
Interest | 698 | 1,119 | 4,910 | — | |||||||||||||||
Less foreign taxes withheld | (1,741 | ) | (824 | ) | (185,806 | ) | — | ||||||||||||
Total investment income | 30,506,709 | 2,841,961 | 6,863,826 | 5,168,721 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 7,012,881 | 1,425,746 | 4,283,704 | — | |||||||||||||||
Series I distribution and service fees | 400,084 | 20,735 | 250 | 654,370 | |||||||||||||||
Series II distribution and service fees | 62,990 | 9,454 | — | 5,196,472 | |||||||||||||||
Series III distribution and service fees | — | — | — | 210,497 | |||||||||||||||
Accounting and legal services fees | 196,379 | 23,773 | 57,191 | 114,482 | |||||||||||||||
Professional fees | 38,281 | 18,726 | 25,284 | 23,678 | |||||||||||||||
Printing and postage | 23,001 | 4,869 | 9,743 | 28,750 | |||||||||||||||
Custodian fees | 95,143 | 24,567 | 96,667 | 5,599 | |||||||||||||||
Trustees’ fees | 17,017 | 2,127 | 5,136 | 10,223 | |||||||||||||||
Registration and filing fees | 5,079 | 3,286 | 2,719 | 4,949 | |||||||||||||||
Other | 6,483 | 4,008 | 7,105 | 2,228 | |||||||||||||||
Total expenses before reductions | 7,857,338 | 1,537,291 | 4,487,799 | 6,251,248 | |||||||||||||||
Net expense reductions | (3,595,843 | ) | (11,778 | ) | (161,263 | ) | (56,678 | ) | |||||||||||
Total expenses | 4,261,495 | 1,525,513 | 4,326,536 | 6,194,570 | |||||||||||||||
Net investment income (loss) | 26,245,214 | 1,316,448 | 2,537,290 | (1,025,849 | ) | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 16,026,212 | 28,431,493 | 82,232,744 | 1 | 28,767,896 | ||||||||||||||
Investments in affiliated issuers | (1,643 | ) | (791 | ) | (3,637 | ) | — | ||||||||||||
Capital gain distributions received from unaffiliated underlying funds | — | — | — | 86,016,767 | |||||||||||||||
Futures contracts | 7,812,551 | 219,136 | — | — | |||||||||||||||
Written options | — | — | (13,621 | ) | — | ||||||||||||||
23,837,120 | 28,649,838 | 82,215,486 | 114,784,663 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 161,620,488 | (7,697,428 | ) | (27,472,985 | ) | (47,689,571 | ) | ||||||||||||
Investments in affiliated issuers | 2,165 | 588 | 3,750 | — | |||||||||||||||
Futures contracts | (1,989,467 | ) | (28,145 | ) | — | — | |||||||||||||
Written options | — | — | (40,555 | ) | — | ||||||||||||||
159,633,186 | (7,724,985 | ) | (27,509,790 | ) | (47,689,571 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 183,470,306 | 20,924,853 | 54,705,696 | 67,095,092 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 209,715,520 | $ | 22,241,301 | $ | 57,242,986 | $ | 66,069,243 |
1 | Net of India foreign taxes of $28,002. |
Investment income | | American Global Growth Trust | | American Growth Trust | | American Growth-Income Trust | | American International Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 1,043,986 | $ | 5,260,079 | $ | 3,874,167 | $ | 679,889 | |||||||||||
Total investment income | 1,043,986 | 5,260,079 | 3,874,167 | 679,889 | |||||||||||||||
Expenses | |||||||||||||||||||
Series I distribution and service fees | 17,759 | 329,884 | 789,267 | 271,161 | |||||||||||||||
Series II distribution and service fees | 825,941 | 3,286,013 | 2,981,524 | 1,980,373 | |||||||||||||||
Series III distribution and service fees | 47,694 | 141,783 | 337,113 | 67,196 | |||||||||||||||
Accounting and legal services fees | 17,067 | 70,960 | 85,941 | 43,286 | |||||||||||||||
Professional fees | 11,153 | 18,057 | 19,614 | 15,042 | |||||||||||||||
Printing and postage | 3,280 | 18,752 | 21,472 | 11,805 | |||||||||||||||
Custodian fees | 2,718 | 5,599 | 5,599 | 5,599 | |||||||||||||||
Trustees’ fees | 1,557 | 6,442 | 7,734 | 3,920 | |||||||||||||||
Registration and filing fees | 1,167 | 4,477 | 5,163 | 4,475 | |||||||||||||||
Other | 664 | 1,287 | 1,414 | 388 | |||||||||||||||
Total expenses before reductions | 929,000 | 3,883,254 | 4,254,841 | 2,403,245 | |||||||||||||||
Net expense reductions | (8,453 | ) | (35,161 | ) | (42,464 | ) | (21,498 | ) | |||||||||||
Total expenses | 920,547 | 3,848,093 | 4,212,377 | 2,381,747 | |||||||||||||||
Net investment income (loss) | 123,439 | 1,411,986 | (338,210 | ) | (1,701,858 | ) | |||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 3,470,174 | 25,471,573 | 64,414,624 | 5,587,212 | |||||||||||||||
Capital gain distributions received from unaffiliated underlying funds | 25,766,274 | 52,776,572 | 63,536,347 | — | |||||||||||||||
29,236,448 | 78,248,145 | 127,950,971 | 5,587,212 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (23,506,466 | ) | (23,358,830 | ) | (40,951,374 | ) | 19,193,943 | ||||||||||||
(23,506,466 | ) | (23,358,830 | ) | (40,951,374 | ) | 19,193,943 | |||||||||||||
Net realized and unrealized gain (loss) | 5,729,982 | 54,889,315 | 86,999,597 | 24,781,155 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 5,853,421 | $ | 56,301,301 | $ | 86,661,387 | $ | 23,079,297 |
Investment income | | American New World Trust | | Blue Chip Growth Trust | | Capital Appreciation Trust | | Capital Appreciation Value Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 132,137 | $ | 6,991,633 | $ | 4,528,601 | $ | 1,910,210 | |||||||||||
Securities lending | — | 40,892 | 128,046 | 486 | |||||||||||||||
Interest | — | 1,786 | — | 1,890,177 | |||||||||||||||
Less foreign taxes withheld | — | (4,967 | ) | (148,496 | ) | (14,346 | ) | ||||||||||||
Total investment income | 132,137 | 7,029,344 | 4,508,151 | 3,786,527 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | — | 7,303,260 | 3,813,520 | 1,445,401 | |||||||||||||||
Series I distribution and service fees | 44,530 | 79,735 | 49,324 | 671 | |||||||||||||||
Series II distribution and service fees | 230,344 | 173,009 | 91,956 | 407,942 | |||||||||||||||
Series III distribution and service fees | 2,567 | — | — | — | |||||||||||||||
Accounting and legal services fees | 5,031 | 120,904 | 70,460 | 23,025 | |||||||||||||||
Professional fees | 10,947 | 29,380 | 25,810 | 21,868 | |||||||||||||||
Printing and postage | 1,305 | 32,310 | 15,747 | 5,636 | |||||||||||||||
Custodian fees | 5,599 | 114,214 | 78,841 | 27,838 | |||||||||||||||
Trustees’ fees | 447 | 10,959 | 6,362 | 2,050 | |||||||||||||||
Registration and filing fees | 1,838 | 4,702 | 3,914 | 3,849 | |||||||||||||||
Other | 360 | 12,888 | 13,166 | 3,763 | |||||||||||||||
Total expenses before reductions | 302,968 | 7,881,361 | 4,169,100 | 1,942,043 | |||||||||||||||
Net expense reductions | (2,507 | ) | (344,602 | ) | (34,903 | ) | (70,657 | ) | |||||||||||
Total expenses | 300,461 | 7,536,759 | 4,134,197 | 1,871,386 | |||||||||||||||
Net investment income (loss) | (168,324 | ) | (507,415 | ) | 373,954 | 1,915,141 | |||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 1,695,703 | 195,399,472 | 85,450,792 | 26,286,661 | |||||||||||||||
Investments in affiliated issuers | — | (2,727 | ) | (1,989 | ) | 42 | |||||||||||||
Capital gain distributions received from unaffiliated underlying funds | 7,685,945 | — | — | — | |||||||||||||||
Written options | — | — | — | (7,880 | ) | ||||||||||||||
9,381,648 | 195,396,745 | 85,448,803 | 26,278,823 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (5,603,037 | ) | (142,322,043 | ) | (39,712,761 | ) | (4,731,457 | ) | |||||||||||
Investments in affiliated issuers | — | 2,656 | 2,603 | — | |||||||||||||||
Written options | — | — | — | 375,212 | |||||||||||||||
(5,603,037 | ) | (142,319,387 | ) | (39,710,158 | ) | (4,356,245 | ) | ||||||||||||
Net realized and unrealized gain (loss) | 3,778,611 | 53,077,358 | 45,738,645 | 21,922,578 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 3,610,287 | $ | 52,569,943 | $ | 46,112,599 | $ | 23,837,719 |
Investment income | | Core Strategy Trust | | Emerging Markets Value Trust | | Equity- Income Trust | | Financial Services Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 190 | $ | 17,322,253 | $ | 29,894,013 | $ | 1,587,398 | |||||||||||
Securities lending | — | 354,345 | 315,881 | 6,328 | |||||||||||||||
Interest | 52,863 | 574 | 37,122 | 1,984 | |||||||||||||||
Less foreign taxes withheld | — | (1,944,274 | ) | (287,260 | ) | (22,272 | ) | ||||||||||||
Total investment income | 53,053 | 15,732,898 | 29,959,756 | 1,573,438 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 822,118 | 4,916,273 | 8,108,115 | 693,811 | |||||||||||||||
Series I distribution and service fees | 35,488 | 992 | 84,081 | 32,423 | |||||||||||||||
Series II distribution and service fees | 4,670,196 | — | 230,071 | 30,697 | |||||||||||||||
Accounting and legal services fees | 211,787 | 66,498 | 133,935 | 11,449 | |||||||||||||||
Professional fees | 33,748 | 28,431 | 30,532 | 52,564 | |||||||||||||||
Printing and postage | 11,124 | 11,745 | 36,683 | 2,183 | |||||||||||||||
Custodian fees | 20,387 | 526,523 | 123,622 | 21,082 | |||||||||||||||
Trustees’ fees | 20,217 | 6,145 | 11,863 | 1,018 | |||||||||||||||
Registration and filing fees | 9,880 | 3,056 | 4,225 | 3,592 | |||||||||||||||
Other | 6,075 | 20,944 | 25,515 | 2,936 | |||||||||||||||
Total expenses before reductions | 5,841,020 | 5,580,607 | 8,788,642 | 851,755 | |||||||||||||||
Net expense reductions | — | (33,045 | ) | (383,007 | ) | (5,681 | ) | ||||||||||||
Total expenses | 5,841,020 | 5,547,562 | 8,405,635 | 846,074 | |||||||||||||||
Net investment income (loss) | (5,787,967 | ) | 10,185,336 | 21,554,121 | 727,364 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | (8,731 | ) | (21,927,497 | ) | 74,974,227 | 52,269,602 | |||||||||||||
Investments in affiliated issuers | 37,527,453 | (3,874 | ) | (8,341 | ) | 297 | |||||||||||||
37,518,722 | (21,931,371 | ) | 74,965,886 | 52,269,899 | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 13,890 | 77,313,399 | 1 | 27,978,057 | (44,458,765 | ) | |||||||||||||
Investments in affiliated issuers | 176,736,219 | 468,244 | 8,738 | 45 | |||||||||||||||
176,750,109 | 77,781,643 | 27,986,795 | (44,458,720 | ) | |||||||||||||||
Net realized and unrealized gain (loss) | 214,268,831 | 55,850,272 | 102,952,681 | 7,811,179 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 208,480,864 | $ | 66,035,608 | $ | 124,506,802 | $ | 8,538,543 |
1 | Net of $278,294 increase in deferred India foreign withholding taxes. |
Investment income | | Franklin Templeton Founding Allocation Trust | | Fundamental All Cap Core Trust | | Fundamental Large Cap Value Trust | | Fundamental Value Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | — | $ | 11,382,854 | $ | 10,379,244 | $ | 12,613,063 | ||||||||||||
Securities lending | — | — | 1,670 | 96,633 | |||||||||||||||
Interest | — | 3,613 | 3,338 | 34,500 | |||||||||||||||
Less foreign taxes withheld | — | — | (234,764 | ) | (356,393 | ) | |||||||||||||
Total investment income | — | 11,386,467 | 10,149,488 | 12,387,803 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | $ | 300,252 | 5,419,954 | 3,425,542 | 5,683,924 | ||||||||||||||
Series I distribution and service fees | 12,910 | 37,822 | 67,537 | 86,051 | |||||||||||||||
Series II distribution and service fees | 1,611,075 | 79,832 | 51,600 | 314,964 | |||||||||||||||
Accounting and legal services fees | 88,759 | 103,869 | 67,911 | 97,603 | |||||||||||||||
Professional fees | 27,205 | 27,221 | 22,682 | 26,854 | |||||||||||||||
Printing and postage | 21,392 | 20,668 | 7,689 | 25,852 | |||||||||||||||
Custodian fees | 5,599 | 100,311 | 106,495 | 146,692 | |||||||||||||||
Trustees’ fees | 7,791 | 9,303 | 5,707 | 8,815 | |||||||||||||||
Registration and filing fees | 4,902 | 4,683 | 3,638 | 4,190 | |||||||||||||||
Other | 2,029 | 10,562 | 20,589 | 176,549 | |||||||||||||||
Total expenses before reductions | 2,081,914 | 5,814,225 | 3,779,390 | 6,571,494 | |||||||||||||||
Net expense reductions | — | (51,355 | ) | (34,562 | ) | (48,279 | ) | ||||||||||||
Total expenses | 2,081,914 | 5,762,870 | 3,744,828 | 6,523,215 | |||||||||||||||
Net investment income (loss) | (2,081,914 | ) | 5,623,597 | 6,404,660 | 5,864,588 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | — | 116,505,992 | 34,019,684 | 644,823,575 | |||||||||||||||
Investments in affiliated issuers | 5,521,662 | — | — | 5,293 | |||||||||||||||
Futures contracts | — | — | — | 8,341,644 | |||||||||||||||
5,521,662 | 116,505,992 | 34,019,684 | 653,170,512 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | — | (47,961,896 | ) | 38,583,300 | (599,397,804 | ) | |||||||||||||
Investments in affiliated issuers | 96,286,652 | — | — | (88 | ) | ||||||||||||||
96,286,652 | (47,961,896 | ) | 38,583,300 | (599,397,892 | ) | ||||||||||||||
Net realized and unrealized gain (loss) | 101,808,314 | 68,544,096 | 72,602,984 | 53,772,620 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 99,726,400 | $ | 74,167,693 | $ | 79,007,644 | $ | 59,637,208 |
Investment income | | Global Trust | | Health Sciences Trust | | International Core Trust | | International Equity Index Trust B | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 15,360,372 | $ | 822,113 | $ | 27,764,625 | $ | 16,990,810 | |||||||||||
Securities lending | 333,207 | — | 785,246 | 357,704 | |||||||||||||||
Interest | 2,399 | 2,935 | — | 8,499 | |||||||||||||||
Less foreign taxes withheld | (969,820 | ) | (32,878 | ) | (1,584,023 | ) | (1,254,763 | ) | |||||||||||
Total investment income | 14,726,158 | 792,170 | 26,965,848 | 16,102,250 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 2,703,264 | 1,388,790 | 3,735,589 | 1,813,890 | |||||||||||||||
Series I distribution and service fees | 42,800 | 27,942 | 12,349 | 73,184 | |||||||||||||||
Series II distribution and service fees | 39,747 | 114,134 | 27,638 | 31,540 | |||||||||||||||
Accounting and legal services fees | 43,148 | 18,035 | 54,576 | 43,811 | |||||||||||||||
Professional fees | 22,333 | 18,469 | 41,342 | 25,342 | |||||||||||||||
Printing and postage | 9,153 | 3,043 | 10,199 | 5,715 | |||||||||||||||
Custodian fees | 249,459 | 30,706 | 456,704 | 10,483 | |||||||||||||||
Trustees’ fees | 3,812 | 1,583 | 4,857 | 3,851 | |||||||||||||||
Registration and filing fees | 4,370 | 3,619 | 4,049 | 5,894 | |||||||||||||||
Other | 5,768 | 3,296 | 9,004 | 5,631 | |||||||||||||||
Total expenses before reductions | 3,123,854 | 1,609,617 | 4,356,307 | 2,019,341 | |||||||||||||||
Net expense reductions | (48,229 | ) | (78,737 | ) | (27,060 | ) | (757,098 | ) | |||||||||||
Total expenses | 3,075,625 | 1,530,880 | 4,329,247 | 1,262,243 | |||||||||||||||
Net investment income (loss) | 11,650,533 | (738,710 | ) | 22,636,601 | 14,840,007 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 17,564,711 | 38,184,087 | 37,114,957 | 432,005 | |||||||||||||||
Investments in affiliated issuers | 1,337 | — | 3,686 | — | |||||||||||||||
Futures contracts | — | — | — | 1,440,150 | |||||||||||||||
Written options | — | 795,575 | — | — | |||||||||||||||
17,566,048 | 38,979,662 | 37,118,643 | 1,872,155 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 4,816,835 | (10,455,979 | ) | 2,208,435 | 21,026,776 | ||||||||||||||
Investments in affiliated issuers | 240 | — | 1,640 | 2,026 | |||||||||||||||
Futures contracts | — | — | — | (649,746 | ) | ||||||||||||||
Written options | — | (618,345 | ) | — | — | ||||||||||||||
4,817,075 | (11,074,324 | ) | 2,210,075 | 20,379,056 | |||||||||||||||
Net realized and unrealized gain (loss) | 22,383,123 | 27,905,338 | 39,328,718 | 22,251,211 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 34,033,656 | $ | 27,166,628 | $ | 61,965,319 | $ | 37,091,218 |
Investment income | | International Growth Stock Trust | | International Small Company Trust | | International Value Trust | | Lifestyle Aggressive PS Series | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 10,611,553 | $ | 1,939,257 | $ | 38,601,551 | $ | 19,263 | |||||||||||
Securities lending | — | 46,657 | 925,545 | — | |||||||||||||||
Interest | 13,059 | 202 | 3,967 | — | |||||||||||||||
Less foreign taxes withheld | (800,143 | ) | (192,946 | ) | (2,772,945 | ) | — | ||||||||||||
Total investment income | 9,824,469 | 1,793,170 | 36,758,118 | 19,263 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 2,223,303 | 532,089 | 4,914,005 | 6,101 | |||||||||||||||
Series I distribution and service fees | 727 | 11,296 | 29,658 | 536 | |||||||||||||||
Series II distribution and service fees | 28,841 | 33,222 | 119,330 | 16,485 | |||||||||||||||
Accounting and legal services fees | 36,262 | 7,242 | 79,297 | 950 | |||||||||||||||
Professional fees | 31,165 | 19,582 | 34,225 | 16,573 | |||||||||||||||
Printing and postage | 6,038 | 1,354 | 19,532 | 2 | |||||||||||||||
Custodian fees | 289,443 | 60,702 | 603,119 | 5,606 | |||||||||||||||
Trustees’ fees | 3,212 | 648 | 7,062 | — | |||||||||||||||
Registration and filing fees | 3,270 | 3,560 | 4,807 | 9,085 | |||||||||||||||
Other | 4,737 | 3,491 | 8,290 | 621 | |||||||||||||||
Total expenses before reductions | 2,626,998 | 673,186 | 5,819,325 | 55,959 | |||||||||||||||
Net expense reductions | (18,010 | ) | (3,583 | ) | (39,289 | ) | (29,737 | ) | |||||||||||
Total expenses | 2,608,988 | 669,603 | 5,780,036 | 26,222 | |||||||||||||||
Net investment income (loss) | 7,215,481 | 1,123,567 | 30,978,082 | (6,959 | ) | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 26,864,477 | 2,722,866 | 47,751,956 | 1 | 98 | ||||||||||||||
Investments in affiliated issuers | — | (98 | ) | 2,790 | 131,181 | ||||||||||||||
26,864,477 | 2,722,768 | 47,754,746 | 131,279 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 364,478 | 2,788,420 | (35,531,950 | )2 | 193,795 | ||||||||||||||
Investments in affiliated issuers | — | 191 | 407 | 1,154,428 | |||||||||||||||
364,478 | 2,788,611 | (35,531,543 | ) | 1,348,223 | |||||||||||||||
Net realized and unrealized gain (loss) | 27,228,955 | 5,511,379 | 12,223,203 | 1,479,502 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 34,444,436 | $ | 6,634,946 | $ | 43,201,285 | $ | 1,472,543 |
1 | Net of India foreign taxes of $222,949. | ||
2 | Net of $575,492 increase in deferred India foreign withholding taxes. |
Expenses | | Lifestyle Balanced PS Series | | Lifestyle Conservative PS Series | | Lifestyle Growth PS Series | | Lifestyle Moderate PS Series | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment management fees | $ | 148,684 | $ | 29,050 | $ | 270,377 | $ | 51,522 | |||||||||||
Series I distribution and service fees | 4,303 | 913 | 5,787 | 1,259 | |||||||||||||||
Series II distribution and service fees | 868,139 | �� | 172,435 | 1,618,975 | 307,613 | ||||||||||||||
Accounting and legal services fees | 44,615 | 8,743 | 80,645 | 15,534 | |||||||||||||||
Professional fees | 18,246 | 16,963 | 19,458 | 17,295 | |||||||||||||||
Printing and postage | 1,942 | 652 | 2,057 | 1,020 | |||||||||||||||
Custodian fees | 5,599 | 5,599 | 5,599 | 5,599 | |||||||||||||||
Trustees’ fees | 1,700 | 371 | 2,766 | 676 | |||||||||||||||
Registration and filing fees | 5,632 | 5,385 | 5,184 | 5,385 | |||||||||||||||
Expense recapture | 5,108 | — | 3,036 | 8,703 | |||||||||||||||
Other | 1,271 | 943 | 966 | 1,031 | |||||||||||||||
Total expenses before reductions | 1,105,239 | 241,054 | 2,014,850 | 415,637 | |||||||||||||||
Net expense reductions | (18,135 | ) | (13,857 | ) | (32,978 | ) | (11,254 | ) | |||||||||||
Total expenses | 1,087,104 | 227,197 | 1,981,872 | 404,383 | |||||||||||||||
Net investment income (loss) | (1,087,104 | ) | (227,197 | ) | (1,981,872 | ) | (404,383 | ) | |||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in affiliated issuers | 1,305,371 | 595,909 | 2,136,766 | 880,508 | |||||||||||||||
1,305,371 | 595,909 | 2,136,766 | 880,508 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | |||||||||||||||||||
Investments in affiliated issuers | 39,733,565 | 5,344,016 | 85,750,870 | 12,042,618 | |||||||||||||||
39,733,565 | 5,344,016 | 85,750,870 | 12,042,618 | ||||||||||||||||
Net realized and unrealized gain (loss) | 41,038,936 | 5,939,925 | 87,887,636 | 12,923,126 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 39,951,832 | $ | 5,712,728 | $ | 85,905,764 | $ | 12,518,743 |
Investment income | | Mid Cap Index Trust | | Mid Cap Stock Trust | | Mid Value Trust | | Mutual Shares Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 5,911,229 | $ | 2,165,644 | $ | 8,708,038 | $ | 14,447,699 | |||||||||||
Securities lending | 210,513 | 192,845 | 86,436 | 20,985 | |||||||||||||||
Interest | 134 | 5,774 | 92,801 | 2,043,958 | |||||||||||||||
Less foreign taxes withheld | — | (8,167 | ) | (60,013 | ) | (115,953 | ) | ||||||||||||
Total investment income | 6,121,876 | 2,356,096 | 8,827,262 | 16,396,689 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 1,968,776 | 3,806,412 | 4,536,601 | 3,110,091 | |||||||||||||||
Series I distribution and service fees | 165,251 | 49,753 | 87,284 | 53,593 | |||||||||||||||
Series II distribution and service fees | 97,395 | 140,237 | 102,996 | — | |||||||||||||||
Accounting and legal services fees | 53,456 | 59,083 | 61,446 | 43,663 | |||||||||||||||
Professional fees | 21,747 | 22,860 | 22,746 | 29,474 | |||||||||||||||
Printing and postage | 7,499 | 11,675 | 11,874 | 7,102 | |||||||||||||||
Custodian fees | 27,896 | 65,993 | 67,232 | 84,764 | |||||||||||||||
Trustees’ fees | 4,673 | 5,303 | 5,393 | 3,882 | |||||||||||||||
Registration and filing fees | 4,849 | 4,534 | 4,259 | 3,059 | |||||||||||||||
Other | 7,350 | 7,656 | 6,980 | 5,526 | |||||||||||||||
Total expenses before reductions | 2,358,892 | 4,173,506 | 4,906,811 | 3,341,154 | |||||||||||||||
Net expense reductions | (414,520 | ) | (29,266 | ) | (250,827 | ) | (21,626 | ) | |||||||||||
Total expenses | 1,944,372 | 4,144,240 | 4,655,984 | 3,319,528 | |||||||||||||||
Net investment income (loss) | 4,177,504 | (1,788,144 | ) | 4,171,278 | 13,077,161 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 29,675,569 | 84,329,586 | 64,025,277 | 27,323,983 | |||||||||||||||
Investments in affiliated issuers | (8,551 | ) | (9,888 | ) | (4,870 | ) | 636 | ||||||||||||
Futures contracts | 1,703,077 | — | — | — | |||||||||||||||
31,370,095 | 84,319,698 | 64,020,407 | 27,324,619 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 24,225,678 | (32,085,748 | ) | 20,828,261 | 10,477,276 | ||||||||||||||
Investments in affiliated issuers | 6,560 | 9,154 | 4,232 | 148 | |||||||||||||||
Futures contracts | (371,877 | ) | — | — | — | ||||||||||||||
23,860,361 | (32,076,594 | ) | 20,832,493 | 10,477,424 | |||||||||||||||
Net realized and unrealized gain (loss) | 55,230,456 | 52,243,104 | 84,852,900 | 37,802,043 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 59,407,960 | $ | 50,454,960 | $ | 89,024,178 | $ | 50,879,204 |
Investment income | | Natural Resources Trust | | Real Estate Securities Trust | | Science & Technology Trust | | Small Cap Growth Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 1,650,518 | $ | 6,902,663 | $ | 1,674,697 | $ | 782,359 | |||||||||||
Securities lending | 14,455 | — | 124,086 | 158,013 | |||||||||||||||
Interest | 530 | — | 3,972 | 625 | |||||||||||||||
Less foreign taxes withheld | (92,387 | ) | — | (12,291 | ) | — | |||||||||||||
Total investment income | 1,573,116 | 6,902,663 | 1,790,464 | 940,997 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 722,865 | 1,382,660 | 2,277,111 | 2,870,896 | |||||||||||||||
Series I distribution and service fees | 2,874 | 22,537 | 95,189 | 30,946 | |||||||||||||||
Series II distribution and service fees | 96,566 | 78,131 | 58,353 | 52,256 | |||||||||||||||
Accounting and legal services fees | 9,320 | 25,222 | 28,806 | 35,000 | |||||||||||||||
Professional fees | 17,452 | 19,848 | 20,049 | 20,144 | |||||||||||||||
Printing and postage | 2,351 | 5,908 | 4,847 | 6,199 | |||||||||||||||
Custodian fees | 33,614 | 26,680 | 56,207 | 37,316 | |||||||||||||||
Trustees’ fees | 889 | 2,198 | 2,516 | 3,162 | |||||||||||||||
Registration and filing fees | 3,294 | 5,432 | 3,291 | 4,220 | |||||||||||||||
Other | 88,917 | 3,866 | 4,122 | 5,457 | |||||||||||||||
Total expenses before reductions | 978,142 | 1,572,482 | 2,550,491 | 3,065,596 | |||||||||||||||
Net expense reductions | (45,182 | ) | (12,646 | ) | (94,246 | ) | (17,377 | ) | |||||||||||
Total expenses | 932,960 | 1,559,836 | 2,456,245 | 3,048,219 | |||||||||||||||
Net investment income (loss) | 640,156 | 5,342,827 | (665,781 | ) | (2,107,222 | ) | |||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 6,251,589 | 18,790,875 | 49,772,691 | 55,052,861 | |||||||||||||||
Investments in affiliated issuers | 331 | — | (1,548 | ) | (9,252 | ) | |||||||||||||
6,251,920 | 18,790,875 | 49,771,143 | 55,043,609 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 9,595,444 | 41,715,817 | (17,867,720 | ) | (28,059,901 | ) | |||||||||||||
Investments in affiliated issuers | 167 | — | 1,588 | 6,858 | |||||||||||||||
9,595,611 | 41,715,817 | (17,866,132 | ) | (28,053,043 | ) | ||||||||||||||
Net realized and unrealized gain (loss) | 15,847,531 | 60,506,692 | 31,905,011 | 26,990,566 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 16,487,687 | $ | 65,849,519 | $ | 31,239,230 | $ | 24,883,344 |
Investment income | | Small Cap Index Trust | | Small Cap Opportunities Trust | | Small Cap Value Trust | | Small Company Growth Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 3,020,473 | $ | 1,495,554 | $ | 8,139,182 | $ | 994,821 | |||||||||||
Securities lending | 391,517 | — | 16,959 | 47,273 | |||||||||||||||
Interest | 129 | 762 | 6,791 | 1,113 | |||||||||||||||
Less foreign taxes withheld | (1,495 | ) | (1,352 | ) | — | — | |||||||||||||
Total investment income | 3,410,624 | 1,494,964 | 8,162,932 | 1,043,207 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 1,066,740 | 1,483,893 | 3,954,669 | 755,587 | |||||||||||||||
Series I distribution and service fees | 76,711 | 30,303 | 90,214 | — | |||||||||||||||
Series II distribution and service fees | 73,544 | 65,913 | 56,224 | — | |||||||||||||||
Accounting and legal services fees | 28,402 | 18,512 | 49,368 | 9,717 | |||||||||||||||
Professional fees | 18,909 | 17,802 | 21,250 | 17,173 | |||||||||||||||
Printing and postage | 4,042 | 2,369 | 9,247 | 1,225 | |||||||||||||||
Custodian fees | 15,758 | 27,010 | 45,163 | 11,996 | |||||||||||||||
Trustees’ fees | 2,569 | 1,628 | 4,449 | 868 | |||||||||||||||
Registration and filing fees | 4,201 | 3,636 | 3,886 | 2,631 | |||||||||||||||
Other | 4,199 | 4,379 | 6,155 | 2,493 | |||||||||||||||
Total expenses before reductions | 1,295,075 | 1,655,445 | 4,240,625 | 801,690 | |||||||||||||||
Net expense reductions | (109,827 | ) | (142,981 | ) | (24,390 | ) | (4,832 | ) | |||||||||||
Total expenses | 1,185,248 | 1,512,464 | 4,216,235 | 796,858 | |||||||||||||||
Net investment income (loss) | 2,225,376 | (17,500 | ) | 3,946,697 | 246,349 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 33,036,188 | 18,132,663 | 53,815,233 | 17,750,188 | |||||||||||||||
Investments in affiliated issuers | (4,966 | ) | — | (2,356 | ) | (1,418 | ) | ||||||||||||
Futures contracts | 328,946 | — | — | — | |||||||||||||||
33,360,168 | 18,132,663 | 53,812,877 | 17,748,770 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (22,981,806 | ) | (10,203,958 | ) | (43,644,302 | ) | (10,995,487 | ) | |||||||||||
Investments in affiliated issuers | 4,865 | — | 897 | 1,074 | |||||||||||||||
Futures contracts | (553,560 | ) | — | — | — | ||||||||||||||
(23,530,501 | ) | (10,203,958 | ) | (43,643,405 | ) | (10,994,413 | ) | ||||||||||||
Net realized and unrealized gain (loss) | 9,829,667 | 7,928,705 | 10,169,472 | 6,754,357 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 12,055,043 | $ | 7,911,205 | $ | 14,116,169 | $ | 7,000,706 |
Investment income | | Small Company Value Trust | | Strategic Equity Allocation Trust | | Total Stock Market Index Trust | | U.S. Equity Trust | | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 2,987,443 | $ | 164,913,241 | $ | 5,386,277 | $ | 9,707,420 | |||||||||||
Securities lending | 54,152 | 2,764,875 | 92,078 | 43,187 | |||||||||||||||
Interest | 2,114 | 746 | 247 | — | |||||||||||||||
Less foreign taxes withheld | (653 | ) | (6,243,448 | ) | (2,588 | ) | — | ||||||||||||
Total investment income | 3,043,056 | 161,435,414 | 5,476,014 | 9,750,607 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 2,063,537 | 34,050,980 | 1,341,839 | 3,522,252 | |||||||||||||||
Series I distribution and service fees | 20,485 | — | 106,668 | 34,967 | |||||||||||||||
Series II distribution and service fees | 86,404 | — | 52,399 | 10,399 | |||||||||||||||
Accounting and legal services fees | 25,929 | 703,256 | 35,927 | 60,370 | |||||||||||||||
Professional fees | 18,812 | 97,336 | 19,716 | 24,418 | |||||||||||||||
Printing and postage | 5,414 | 55,212 | 4,605 | 12,558 | |||||||||||||||
Custodian fees | 27,078 | 335,000 | 19,791 | 51,428 | |||||||||||||||
Trustees’ fees | 2,346 | 61,512 | 3,130 | 5,387 | |||||||||||||||
Registration and filing fees | 3,267 | 3,053 | 3,998 | 3,016 | |||||||||||||||
Other | 3,819 | 52,192 | 4,739 | 8,388 | |||||||||||||||
Total expenses before reductions | 2,257,091 | 35,358,541 | 1,592,812 | 3,733,183 | |||||||||||||||
Net expense reductions | (119,810 | ) | (7,402,299 | ) | — | (29,868 | ) | ||||||||||||
Total expenses | 2,137,281 | 27,956,242 | 1,592,812 | 3,703,315 | |||||||||||||||
Net investment income (loss) | 905,775 | 133,479,172 | 3,883,202 | 6,047,292 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 25,826,245 | 253,772,353 | 3,939,422 | 99,321,673 | |||||||||||||||
Investments in affiliated issuers | (1,992 | ) | (2,425 | ) | (1,204 | ) | (896 | ) | |||||||||||
Futures contracts | — | 28,796,575 | 806,310 | — | |||||||||||||||
25,824,253 | 282,566,503 | 4,744,528 | 99,320,777 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (15,605,986 | ) | 232,861,813 | 27,775,345 | (53,782,132 | ) | |||||||||||||
Investments in affiliated issuers | 2,017 | 11,025 | 1,300 | 716 | |||||||||||||||
Futures contracts | — | (10,775,835 | ) | (414,063 | ) | — | |||||||||||||
(15,603,969 | ) | 222,097,003 | 27,362,582 | (53,781,416 | ) | ||||||||||||||
Net realized and unrealized gain (loss) | 10,220,284 | 504,663,506 | 32,107,110 | 45,539,361 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 11,126,059 | $ | 638,142,678 | $ | 35,990,312 | $ | 51,586,653 |
Investment income | | Utilities Trust | | Value Trust | | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 12,456,311 | $ | 4,249,789 | |||||||
Securities lending | 115,912 | — | |||||||||
Interest | 54,171 | 7,391 | |||||||||
Less foreign taxes withheld | (358,887 | ) | — | ||||||||
Total investment income | 12,267,507 | 4,257,180 | |||||||||
Expenses | |||||||||||
Investment management fees | 2,043,466 | 2,136,292 | |||||||||
Series I distribution and service fees | 108,697 | 138,592 | |||||||||
Series II distribution and service fees | 31,601 | 43,122 | |||||||||
Accounting and legal services fees | 31,809 | 39,726 | |||||||||
Professional fees | 20,140 | 20,065 | |||||||||
Printing and postage | 3,709 | 6,775 | |||||||||
Custodian fees | 80,580 | 38,535 | |||||||||
Trustees’ fees | 2,677 | 3,338 | |||||||||
Registration and filing fees | 2,994 | 3,891 | |||||||||
Other | 4,173 | 4,825 | |||||||||
Total expenses before reductions | 2,329,846 | 2,435,161 | |||||||||
Net expense reductions | (15,868 | ) | (19,794 | ) | |||||||
Total expenses | 2,313,978 | 2,415,367 | |||||||||
Net investment income (loss) | 9,953,529 | 1,841,813 | |||||||||
Realized and unrealized gain (loss) | |||||||||||
Net realized gain (loss) on | |||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 12,916,126 | 46,868,787 | |||||||||
Investments in affiliated issuers | (786 | ) | — | ||||||||
12,915,340 | 46,868,787 | ||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 56,960,214 | 3,714,498 | |||||||||
Investments in affiliated issuers | 991 | — | |||||||||
56,961,205 | 3,714,498 | ||||||||||
Net realized and unrealized gain (loss) | 69,876,545 | 50,583,285 | |||||||||
Increase (decrease) in net assets from operations | $ | 79,830,074 | $ | 52,425,098 |
500 Index Trust B | All Cap Core Trust | Alpha Opportunities Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 26,245,214 | $ | 47,780,928 | $ | 1,316,448 | $ | 3,913,667 | $ | 2,537,290 | $ | 4,994,828 | |||||||||||||||
Net realized gain (loss) | 23,837,120 | 49,029,836 | 28,649,838 | 89,346,155 | 82,215,486 | 193,177,640 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 159,633,186 | 645,320,237 | (7,724,985 | ) | 16,930,540 | (27,509,790 | ) | 80,654,177 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 209,715,520 | 742,131,001 | 22,241,301 | 110,190,362 | 57,242,986 | 278,826,645 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (25,575,522 | ) | — | (1,022,729 | ) | — | (5,970 | ) | ||||||||||||||||||
Series II | — | (746,817 | ) | — | (91,265 | ) | — | — | |||||||||||||||||||
Series NAV | — | (23,206,228 | ) | — | (3,540,985 | ) | — | (7,118,409 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (2,959,385 | ) | — | — | — | (78,252 | ) | |||||||||||||||||||
Series II | — | (97,740 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (2,606,069 | ) | — | — | — | (88,717,311 | ) | |||||||||||||||||||
Total distributions | — | (55,191,761 | ) | — | (4,654,979 | ) | — | (95,919,942 | ) | ||||||||||||||||||
From portfolio share transactions | (29,120,212 | ) | 32,216,041 | (29,022,377 | ) | (80,464,643 | ) | (112,042,693 | ) | (155,617,256 | ) | ||||||||||||||||
Total increase (decrease) | 180,595,308 | 719,155,281 | (6,781,076 | ) | 25,070,740 | (54,799,707 | ) | 27,289,447 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 3,028,997,486 | 2,309,842,205 | 379,498,325 | 354,427,585 | 915,647,987 | 888,358,540 | |||||||||||||||||||||
End of period | $ | 3,209,592,794 | $ | 3,028,997,486 | $ | 372,717,249 | $ | 379,498,325 | $ | 860,848,280 | $ | 915,647,987 | |||||||||||||||
Undistributed net investment income (loss) | $ | 36,406,263 | $ | 10,161,049 | $ | 2,780,966 | $ | 1,464,518 | $ | 3,684,907 | $ | 1,147,617 |
American Asset Allocation Trust | American Global Growth Trust | American Growth Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($1,025,849 | ) | $ | 16,880,291 | $ | 123,439 | $ | 2,121,074 | $ | 1,411,986 | $ | 4,887,002 | |||||||||||||||
Net realized gain (loss) | 114,784,663 | 33,846,703 | 29,236,448 | 4,798,229 | 78,248,145 | 9,507,326 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (47,689,571 | ) | 312,373,539 | (23,506,466 | ) | 54,345,371 | (23,358,830 | ) | 276,839,740 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 66,069,243 | 363,100,533 | 5,853,421 | 61,264,674 | 56,301,301 | 291,234,068 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,225,796 | ) | — | (42,561 | ) | — | (544,368 | ) | ||||||||||||||||||
Series II | — | (12,452,605 | ) | — | (1,619,932 | ) | — | (3,371,885 | ) | ||||||||||||||||||
Series III | — | (2,281,833 | ) | — | (453,792 | ) | — | (940,820 | ) | ||||||||||||||||||
Total distributions | — | (16,960,234 | ) | — | (2,116,285 | ) | — | (4,857,073 | ) | ||||||||||||||||||
From portfolio share transactions | |||||||||||||||||||||||||||
Portfolio share transactions | (93,560,280 | ) | (174,903,620 | ) | — | (44,364,533 | ) | (97,976,753 | ) | (239,367,041 | ) | ||||||||||||||||
Issued in reorganization | — | — | — | 91,937,556 | — | — | |||||||||||||||||||||
Total from portfolio share transactions | (93,560,280 | ) | (174,903,620 | ) | (14,847,341 | ) | 47,573,023 | (97,976,753 | ) | (239,367,041 | ) | ||||||||||||||||
Total increase (decrease) | (27,491,037 | ) | 171,236,679 | (8,993,920 | ) | 106,721,412 | (41,675,452 | ) | 47,009,954 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,823,881,000 | 1,652,644,321 | 278,024,922 | 171,303,510 | 1,145,911,987 | 1,098,902,033 | |||||||||||||||||||||
End of period | $ | 1,796,389,963 | $ | 1,823,881,000 | $ | 269,031,002 | $ | 278,024,922 | $ | 1,104,236,535 | $ | 1,145,911,987 | |||||||||||||||
Undistributed net investment income (loss) | ($976,127 | ) | $ | 49,722 | $ | 128,228 | $ | 4,789 | $ | 1,441,915 | $ | 29,929 |
American Growth-Income Trust | American International Trust | American New World Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($338,210 | ) | $ | 12,094,582 | ($1,701,858 | ) | $ | 5,817,401 | ($168,324 | ) | $ | 645,702 | |||||||||||||||
Net realized gain (loss) | 127,950,971 | 28,199,579 | 5,587,212 | (26,852,322 | ) | 9,381,648 | 4,088,543 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (40,951,374 | ) | 345,098,944 | 19,193,943 | 154,825,882 | (5,603,037 | ) | 3,346,372 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 86,661,387 | 385,393,105 | 23,079,297 | 133,790,961 | 3,610,287 | 8,080,617 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,431,337 | ) | — | (838,500 | ) | — | (133,796 | ) | ||||||||||||||||||
Series II | — | (6,595,302 | ) | — | (4,287,127 | ) | — | (483,178 | ) | ||||||||||||||||||
Series III | — | (3,424,785 | ) | — | (673,252 | ) | — | (26,064 | ) | ||||||||||||||||||
Total distributions | — | (12,451,424 | ) | — | (5,798,879 | ) | — | (643,038 | ) | ||||||||||||||||||
From portfolio share transactions | (131,442,607 | ) | (297,910,267 | ) | (53,000,475 | ) | (118,549,130 | ) | (351,437 | ) | (7,037,966 | ) | |||||||||||||||
Total increase (decrease) | (44,781,220 | ) | 75,031,414 | (29,921,178 | ) | 9,442,952 | 3,258,850 | 399,613 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,376,770,051 | 1,301,738,637 | 704,558,435 | 695,115,483 | 80,788,107 | 80,388,494 | |||||||||||||||||||||
End of period | $ | 1,331,988,831 | $ | 1,376,770,051 | $ | 674,637,257 | $ | 704,558,435 | $ | 84,046,957 | $ | 80,788,107 | |||||||||||||||
Undistributed net investment income (loss) | ($304,715 | ) | $ | 33,495 | ($1,683,336 | ) | $ | 18,522 | ($165,660 | ) | $ | 2,664 |
Blue Chip Growth Trust | Capital Appreciation Trust | Capital Appreciation Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($507,415 | ) | ($362,765 | ) | $ | 373,954 | $ | 715,340 | $ | 1,915,141 | $ | 3,157,730 | |||||||||||||||
Net realized gain (loss) | 195,396,745 | 311,034,269 | 85,448,803 | 188,107,472 | 26,278,823 | 41,596,550 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (142,319,387 | ) | 326,972,948 | (39,710,158 | ) | 157,974,119 | (4,356,245 | ) | 24,907,917 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 52,569,943 | 637,644,452 | 46,112,599 | 346,796,931 | 23,837,719 | 69,662,197 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (793,631 | ) | — | (442,932 | ) | — | (14,431 | ) | ||||||||||||||||||
Series II | — | (147,367 | ) | — | (152,848 | ) | — | (3,312,715 | ) | ||||||||||||||||||
Series NAV | — | (4,087,331 | ) | — | (1,964,850 | ) | — | (387,084 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (68,582 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (27,224,686 | ) | ||||||||||||||||||||
Series NAV | — | — | — | — | — | (2,488,386 | ) | ||||||||||||||||||||
Total distributions | — | (5,028,329 | ) | — | (2,560,630 | ) | — | (33,495,884 | ) | ||||||||||||||||||
From portfolio share transactions | (210,027,406 | ) | (418,594,323 | ) | (68,130,386 | ) | (254,345,006 | ) | (26,051,019 | ) | (3,601,952 | ) | |||||||||||||||
Total increase (decrease) | (157,457,463 | ) | 214,021,800 | (22,017,787 | ) | 89,891,295 | (2,213,300 | ) | 32,564,361 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,956,346,690 | 1,742,324,890 | 1,132,638,464 | 1,042,747,169 | 364,463,184 | 331,898,823 | |||||||||||||||||||||
End of period | $ | 1,798,889,227 | $ | 1,956,346,690 | $ | 1,110,620,677 | $ | 1,132,638,464 | $ | 362,249,884 | $ | 364,463,184 | |||||||||||||||
Undistributed net investment income (loss) | ($507,415 | ) | — | $ | 1,124,090 | $ | 750,136 | $ | 3,055,315 | $ | 1,140,174 |
Core Strategy Trust | Emerging Markets Value Trust | Equity-Income Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($5,787,967 | ) | $ | 14,357,905 | $ | 10,185,336 | $ | 14,812,703 | $ | 21,554,121 | $ | 34,375,437 | |||||||||||||||
Net realized gain (loss) | 37,518,722 | 13,855,584 | (21,931,371 | ) | 31,063,900 | 74,965,886 | 186,602,051 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 176,750,109 | 171,049,719 | 77,781,643 | (80,725,547 | ) | 27,986,795 | 325,781,836 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 208,480,864 | 199,263,208 | 66,035,608 | (34,848,944 | ) | 124,506,802 | 546,759,324 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (763,748 | ) | — | (56,732 | ) | — | (6,235,216 | ) | ||||||||||||||||||
Series II | — | (12,778,824 | ) | — | — | — | (3,145,630 | ) | |||||||||||||||||||
Series NAV | — | (778,523 | ) | — | (14,485,389 | ) | — | (29,183,700 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (129,529 | ) | — | (153,736 | ) | — | — | |||||||||||||||||||
Series II | — | (83,031,151 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (6,553,436 | ) | — | (36,787,252 | ) | — | — | |||||||||||||||||||
Total distributions | — | (104,035,211 | ) | — | (51,483,109 | ) | — | (38,564,546 | ) | ||||||||||||||||||
From portfolio share transactions | |||||||||||||||||||||||||||
Portfolio share transactions | — | 103,573,742 | (135,382,776 | ) | 43,889,815 | (129,695,410 | ) | (385,355,138 | ) | ||||||||||||||||||
Issued in reorganization | — | 3,141,252,023 | — | — | — | — | |||||||||||||||||||||
Total from portfolio share transactions | (188,117,124 | ) | 3,244,825,765 | (135,382,776 | ) | 43,889,815 | (129,695,410 | ) | (385,355,138 | ) | |||||||||||||||||
Total increase (decrease) | 20,363,740 | 3,340,053,762 | (69,347,168 | ) | (42,442,238 | ) | (5,188,608 | ) | 122,839,640 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 4,079,509,006 | 739,455,244 | 1,082,144,633 | 1,124,586,871 | 2,119,676,378 | 1,996,836,738 | |||||||||||||||||||||
End of period | $ | 4,099,872,746 | $ | 4,079,509,006 | $ | 1,012,797,465 | $ | 1,082,144,633 | $ | 2,114,487,770 | $ | 2,119,676,378 | |||||||||||||||
Undistributed net investment income (loss) | ($5,752,379 | ) | $ | 35,588 | $ | 10,358,043 | $ | 172,707 | $ | 28,407,923 | $ | 6,853,802 |
Financial Services Trust | Franklin Templeton Founding Allocation Trust | Fundamental All Cap Core Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 727,364 | $ | 1,261,045 | ($2,081,914 | ) | $ | 28,908,735 | $ | 5,623,597 | $ | 9,388,791 | |||||||||||||||
Net realized gain (loss) | 52,269,899 | (2,957,775 | ) | 5,521,662 | (5,312,501 | ) | 116,505,992 | 103,810,862 | |||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (44,458,720 | ) | 45,039,964 | 96,286,652 | 262,274,256 | (47,961,896 | ) | 346,042,864 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 8,538,543 | 43,343,234 | 99,726,400 | 285,870,490 | 74,167,693 | 459,242,517 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (773,618 | ) | — | (1,173,898 | ) | — | (1,342,602 | ) | ||||||||||||||||||
Series II | — | (111,184 | ) | — | (27,010,385 | ) | — | (486,399 | ) | ||||||||||||||||||
Series NAV | — | (149,515 | ) | — | (702,956 | ) | — | (12,606,759 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (1,280,499 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (261,849 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (231,094 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (2,807,759 | ) | — | (28,887,239 | ) | — | (14,435,760 | ) | ||||||||||||||||||
From portfolio share transactions | (8,955,426 | ) | 4,594,707 | (74,224,923 | ) | (115,906,025 | ) | (83,079,308 | ) | (130,676,232 | ) | ||||||||||||||||
Total increase (decrease) | (416,883 | ) | 45,130,182 | 25,501,477 | 141,077,226 | (8,911,615 | ) | 314,130,525 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 182,862,566 | 137,732,384 | 1,387,567,653 | 1,246,490,427 | 1,661,451,801 | 1,347,321,276 | |||||||||||||||||||||
End of period | $ | 182,445,683 | $ | 182,862,566 | $ | 1,413,069,130 | $ | 1,387,567,653 | $ | 1,652,540,186 | $ | 1,661,451,801 | |||||||||||||||
Undistributed net investment income (loss) | $ | 1,448,542 | $ | 721,178 | ($2,060,418 | ) | $ | 21,496 | $ | 8,880,525 | $ | 3,256,928 |
Fundamental Large Cap Value Trust | Fundamental Value Trust | Global Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 6,404,660 | $ | 7,770,509 | $ | 5,864,588 | $ | 9,926,030 | $ | 11,650,533 | $ | 9,527,848 | |||||||||||||||
Net realized gain (loss) | 34,019,684 | 55,922,016 | 653,170,512 | 97,025,240 | 17,566,048 | 8,653,576 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 38,583,300 | 114,097,805 | (599,397,892 | ) | 346,463,827 | 4,817,075 | 157,255,767 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 79,007,644 | 177,790,330 | 59,637,208 | 453,415,097 | 34,033,656 | 175,437,191 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,755,700 | ) | — | (4,307,760 | ) | — | (2,457,954 | ) | ||||||||||||||||||
Series II | — | (166,942 | ) | — | (2,810,563 | ) | — | (411,728 | ) | ||||||||||||||||||
Series NAV | — | (5,479,111 | ) | — | (12,022,333 | ) | — | (6,739,470 | ) | ||||||||||||||||||
Total distributions | — | (8,401,753 | ) | — | (19,140,656 | ) | — | (9,609,152 | ) | ||||||||||||||||||
From portfolio share transactions | |||||||||||||||||||||||||||
Portfolio share transactions | — | 16,547,769 | (1,018,643,238 | ) | (377,066,007 | ) | (33,481,570 | ) | (93,422,666 | ) | |||||||||||||||||
Issued in reorganization | — | 384,293,250 | — | — | — | — | |||||||||||||||||||||
Total from portfolio share transactions | 102,941,820 | 400,841,019 | (1,018,643,238 | ) | (377,066,007 | ) | (33,481,570 | ) | (93,422,666 | ) | |||||||||||||||||
Total increase (decrease) | 181,949,464 | 570,229,596 | (959,006,030 | ) | 57,208,434 | 552,086 | 72,405,373 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,095,705,243 | 525,475,647 | 1,579,023,405 | 1,521,814,971 | 679,997,993 | 607,592,620 | |||||||||||||||||||||
End of period | $ | 1,277,654,707 | $ | 1,095,705,243 | $ | 620,017,375 | $ | 1,579,023,405 | $ | 680,550,079 | $ | 679,997,993 | |||||||||||||||
Undistributed net investment income (loss) | $ | 8,622,929 | $ | 2,218,269 | $ | 6,645,878 | $ | 781,290 | $ | 12,442,785 | $ | 792,252 |
Health Sciences Trust | International Core Trust | International Equity Index Trust B | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 6/30/14 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($738,710 | ) | ($1,377,418 | ) | $ | 22,636,601 | $ | 20,028,750 | $ | 14,840,007 | $ | 17,049,745 | |||||||||||||||
Net realized gain (loss) | 38,979,662 | 41,769,086 | 37,118,643 | 58,296,858 | 1,872,155 | 928,715 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (11,074,324 | ) | 52,844,888 | 2,210,075 | 100,625,296 | 20,379,056 | 71,306,850 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 27,166,628 | 93,236,556 | 61,965,319 | 178,950,904 | 37,091,218 | 89,285,310 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (1,279,507 | ) | — | (6,808,273 | ) | |||||||||||||||||||
Series II | — | — | — | (549,520 | ) | — | (565,528 | ) | |||||||||||||||||||
Series NAV | — | — | — | (21,109,106 | ) | — | (8,760,183 | ) | |||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (8,022,240 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (7,168,647 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (5,467,768 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (20,658,655 | ) | — | (22,938,133 | ) | — | (16,133,984 | ) | ||||||||||||||||||
From portfolio share transactions | (18,368,820 | ) | 13,326,733 | (97,420,458 | ) | (5,688,615 | ) | (22,186,360 | ) | (9,053,830 | ) | ||||||||||||||||
Total increase (decrease) | 8,797,808 | 85,904,634 | (35,455,139 | ) | 150,324,156 | 14,904,858 | 64,097,496 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 270,326,237 | 184,421,603 | 868,487,478 | 718,163,322 | 692,647,448 | 628,549,952 | |||||||||||||||||||||
End of period | $ | 279,124,045 | $ | 270,326,237 | $ | 833,032,339 | $ | 868,487,478 | $ | 707,552,306 | $ | 692,647,448 | |||||||||||||||
Undistributed net investment income (loss) | ($842,424 | ) | ($103,714 | ) | $ | 26,869,193 | $ | 4,232,592 | $ | 16,495,304 | $ | 1,655,297 |
International Growth Stock Trust | International Small Company Trust | International Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 7,215,481 | $ | 7,859,721 | $ | 1,123,567 | $ | 1,646,712 | $ | 30,978,082 | $ | 21,586,152 | |||||||||||||||
Net realized gain (loss) | 26,864,477 | 12,658,887 | 2,722,768 | 832,349 | 47,754,746 | 16,960,740 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 364,478 | 75,167,611 | 2,788,611 | 21,965,910 | (35,531,543 | ) | 233,024,165 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 34,444,436 | 95,686,219 | 6,634,946 | 24,444,971 | 43,201,285 | 271,571,057 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (33,837 | ) | — | (760,896 | ) | — | (2,003,717 | ) | ||||||||||||||||||
Series II | — | (218,040 | ) | — | (410,881 | ) | — | (1,496,451 | ) | ||||||||||||||||||
Series NAV | — | (6,278,980 | ) | — | (732,360 | ) | — | (17,441,255 | ) | ||||||||||||||||||
Total distributions | — | (6,530,857 | ) | — | (1,904,137 | ) | — | (20,941,423 | ) | ||||||||||||||||||
From portfolio share transactions | (49,291,466 | ) | (17,301,657 | ) | (5,822,623 | ) | (1,843,807 | ) | (98,924,101 | ) | (46,337,759 | ) | |||||||||||||||
Total increase (decrease) | (14,847,030 | ) | 71,853,705 | 812,323 | 20,697,027 | (55,722,816 | ) | 204,291,875 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 576,554,093 | 504,700,388 | 117,101,084 | 96,404,057 | 1,270,801,203 | 1,066,509,328 | |||||||||||||||||||||
End of period | $ | 561,707,063 | $ | 576,554,093 | $ | 117,913,407 | $ | 117,101,084 | $ | 1,215,078,387 | $ | 1,270,801,203 | |||||||||||||||
Undistributed net investment income (loss) | $ | 8,357,374 | $ | 1,141,893 | $ | 1,312,004 | $ | 188,437 | $ | 31,841,124 | $ | 863,042 |
Lifestyle Aggressive PS Series | Lifestyle Balanced PS Series | Lifestyle Conservative PS Series | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/131 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($6,959 | ) | $ | 3,078 | ($1,087,104 | ) | $ | 3,289,111 | ($227,197 | ) | $ | 950,125 | |||||||||||||||
Net realized gain (loss) | 131,279 | — | 1,305,371 | 14,849,243 | 595,909 | 2,719,039 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 1,348,223 | 9,084 | 39,733,565 | 3,706,770 | 5,344,016 | (1,637,417 | ) | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 1,472,543 | 12,162 | 39,951,832 | 21,845,124 | 5,712,728 | 2,031,747 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (922 | ) | — | (4,383 | ) | — | (2,126 | ) | ||||||||||||||||||
Series II | — | (1,273 | ) | — | (3,279,963 | ) | — | (944,830 | ) | ||||||||||||||||||
Series NAV | — | (935 | ) | — | (1,917 | ) | — | (2,138 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | (578 | ) | — | (344 | ) | |||||||||||||||||||
Series II | — | — | — | (4,639,908 | ) | — | (769,146 | ) | |||||||||||||||||||
Series NAV | — | — | — | (246 | ) | — | (338 | ) | |||||||||||||||||||
From Tax Return of Capital | |||||||||||||||||||||||||||
Series I | — | (1,054 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (1,088 | ) | — | — | — | — | ||||||||||||||||||||
Series Nav | — | (1,054 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (6,326 | ) | — | (7,926,995 | ) | — | (1,718,922 | ) | ||||||||||||||||||
From portfolio share transactions | 21,469,500 | 329,375 | 754,104,719 | 29,546,962 | 136,257,104 | (8,543,898 | ) | ||||||||||||||||||||
Total increase (decrease) | 22,942,043 | 335,211 | 794,056,551 | 43,465,091 | 141,969,832 | (8,231,073 | ) | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 335,211 | — | 213,377,426 | 169,912,335 | 50,309,743 | 58,540,816 | |||||||||||||||||||||
End of period | $ | 23,277,254 | $ | 335,211 | $ | 1,007,433,977 | $ | 213,377,426 | $ | 192,279,575 | $ | 50,309,743 | |||||||||||||||
Undistributed net investment income (loss) | ($6,959 | ) | — | ($1,084,289 | ) | $ | 2,815 | ($226,140 | ) | $ | 1,057 |
1 | Period from 11-1-13 (inception date) to 12-31-13. |
Lifestyle Growth PS Series | Lifestyle Moderate PS Series | Mid Cap Index Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($1,981,872 | ) | $ | 3,293,978 | ($404,383 | ) | $ | 1,539,244 | $ | 4,177,504 | $ | 7,229,790 | |||||||||||||||
Net realized gain (loss) | 2,136,766 | 20,985,879 | 880,508 | 6,881,573 | 31,370,095 | 49,499,202 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 85,750,870 | 11,065,250 | 12,042,618 | (74,213 | ) | 23,860,361 | 144,778,176 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 85,905,764 | 35,345,107 | 12,518,743 | 8,346,604 | 59,407,960 | 201,507,168 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (51,055 | ) | — | (3,605 | ) | — | (6,466,313 | ) | ||||||||||||||||||
Series II | — | (3,239,934 | ) | — | (1,532,125 | ) | — | (677,355 | ) | ||||||||||||||||||
Series NAV | — | (1,385 | ) | — | (1,929 | ) | — | (857,578 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (5,557 | ) | — | (526 | ) | — | (32,012,045 | ) | ||||||||||||||||||
Series II | — | (6,600,645 | ) | — | (1,817,009 | ) | — | (4,121,104 | ) | ||||||||||||||||||
Series NAV | — | (146 | ) | — | (274 | ) | — | (4,072,412 | ) | ||||||||||||||||||
Total distributions | — | (9,898,722 | ) | — | (3,355,468 | ) | — | (48,206,807 | ) | ||||||||||||||||||
From portfolio share transactions | 1,481,874,994 | 100,855,879 | 232,489,993 | 3,208,258 | (15,337,098 | ) | 87,658,904 | ||||||||||||||||||||
Total increase (decrease) | 1,567,780,758 | 126,302,264 | 245,008,736 | 8,199,394 | 44,070,862 | 240,959,265 | |||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 300,845,922 | 174,543,658 | 92,495,429 | 84,296,035 | 827,159,452 | 586,200,187 | |||||||||||||||||||||
End of period | $ | 1,868,626,680 | $ | 300,845,922 | $ | 337,504,165 | $ | 92,495,429 | $ | 871,230,314 | $ | 827,159,452 | |||||||||||||||
Undistributed net investment income (loss) | ($1,980,275 | ) | $ | 1,597 | ($402,827 | ) | $ | 1,556 | $ | 5,947,117 | $ | 1,769,613 |
Mid Cap Stock Trust | Mid Value Trust | Mutual Shares Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($1,788,144 | ) | ($2,246,616 | ) | $ | 4,171,278 | $ | 5,789,253 | $ | 13,077,161 | $ | 11,144,388 | |||||||||||||||
Net realized gain (loss) | 84,319,698 | 165,057,038 | 64,020,407 | 87,384,849 | 27,324,619 | 57,560,992 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (32,076,594 | ) | 97,580,805 | 20,832,493 | 140,286,416 | 10,477,424 | 96,988,727 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 50,454,960 | 260,391,227 | 89,024,178 | 233,460,518 | 50,879,204 | 165,694,107 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (68,981 | ) | — | (3,370,036 | ) | — | (2,917,885 | ) | ||||||||||||||||||
Series II | — | — | — | (681,206 | ) | — | — | ||||||||||||||||||||
Series NAV | — | (373,789 | ) | — | (5,335,502 | ) | — | (6,470,156 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (3,448,177 | ) | — | (22,085,731 | ) | — | — | |||||||||||||||||||
Series II | — | (2,072,540 | ) | — | (5,509,793 | ) | — | — | |||||||||||||||||||
Series NAV | — | (10,204,918 | ) | — | (33,270,878 | ) | — | — | |||||||||||||||||||
Total distributions | — | (16,168,405 | ) | — | (70,253,146 | ) | — | (9,388,041 | ) | ||||||||||||||||||
From portfolio share transactions | (72,042,533 | ) | (43,783,111 | ) | (83,992,856 | ) | 50,661,107 | (55,927,461 | ) | (91,372,675 | ) | ||||||||||||||||
Total increase (decrease) | (21,587,573 | ) | 200,439,711 | 5,031,322 | 213,868,479 | (5,048,257 | ) | 64,933,391 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 942,560,520 | 742,120,809 | 964,445,415 | 750,576,936 | 694,102,534 | 629,169,143 | |||||||||||||||||||||
End of period | $ | 920,972,947 | $ | 942,560,520 | $ | 969,476,737 | $ | 964,445,415 | $ | 689,054,277 | $ | 694,102,534 | |||||||||||||||
Undistributed net investment income (loss) | ($2,831,376 | ) | ($1,043,232 | ) | $ | 6,108,195 | $ | 1,936,917 | $ | 24,217,507 | $ | 11,140,346 |
Natural Resources Trust | Real Estate Securities Trust | Science & Technology Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 640,156 | $ | 662,655 | $ | 5,342,827 | $ | 8,142,659 | ($665,781 | ) | ($639,514 | ) | |||||||||||||||
Net realized gain (loss) | 6,251,920 | 1,008,303 | 18,790,875 | 43,016,065 | 49,771,143 | 47,272,485 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 9,595,611 | 2,976,766 | 41,715,817 | (50,323,523 | ) | (17,866,132 | ) | 89,366,495 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 16,487,687 | 4,647,724 | 65,849,519 | 835,201 | 31,239,230 | 135,999,466 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (60,693 | ) | — | (1,670,203 | ) | — | — | |||||||||||||||||||
Series II | — | (305,334 | ) | — | (1,045,366 | ) | — | — | |||||||||||||||||||
Series NAV | — | (420,517 | ) | — | (4,680,127 | ) | — | — | |||||||||||||||||||
Total distributions | — | (786,544 | ) | — | (7,395,696 | ) | — | — | |||||||||||||||||||
From portfolio share transactions | (21,883,636 | ) | (26,418,258 | ) | (11,491,254 | ) | (25,905,062 | ) | (11,266,785 | ) | (27,693,121 | ) | |||||||||||||||
Total increase (decrease) | (5,395,949 | ) | (22,557,078 | ) | 54,358,265 | (32,465,557 | ) | 19,972,445 | 108,306,345 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 156,500,516 | 179,057,594 | 365,522,134 | 397,987,691 | 443,037,803 | 334,731,458 | |||||||||||||||||||||
End of period | $ | 151,104,567 | $ | 156,500,516 | $ | 419,880,399 | $ | 365,522,134 | $ | 463,010,248 | $ | 443,037,803 | |||||||||||||||
Undistributed net investment income (loss) | $ | 701,614 | $ | 61,458 | $ | 8,110,153 | $ | 2,767,326 | ($839,878 | ) | ($174,097 | ) |
Small Cap Growth Trust | Small Cap Index Trust | Small Cap Opportunities Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($2,107,222 | ) | ($3,188,069 | ) | $ | 2,225,376 | $ | 3,928,834 | ($17,500 | ) | $ | 46,117 | |||||||||||||||
Net realized gain (loss) | 55,043,609 | 84,588,073 | 33,360,168 | 27,572,594 | 18,132,663 | 19,682,365 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (28,053,043 | ) | 85,784,709 | (23,530,501 | ) | 94,774,868 | (10,203,958 | ) | 42,445,673 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 24,883,344 | 167,184,713 | 12,055,043 | 126,276,296 | 7,911,205 | 62,174,155 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (4,101,050 | ) | — | (224,469 | ) | |||||||||||||||||||
Series II | — | — | — | (744,589 | ) | — | (157,212 | ) | |||||||||||||||||||
Series NAV | — | — | — | (1,008,513 | ) | — | (697,929 | ) | |||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (4,946,873 | ) | — | (19,772,228 | ) | — | — | |||||||||||||||||||
Series II | — | (1,776,127 | ) | — | (4,170,715 | ) | — | — | |||||||||||||||||||
Series NAV | — | (14,110,960 | ) | — | (4,585,841 | ) | — | — | |||||||||||||||||||
Total distributions | — | (20,833,960 | ) | — | (34,382,936 | ) | — | (1,079,610 | ) | ||||||||||||||||||
From portfolio share transactions | |||||||||||||||||||||||||||
Portfolio share transactions | (46,234,879 | ) | 28,600,285 | (28,839,233 | ) | 47,051,971 | — | (18,408,584 | ) | ||||||||||||||||||
Issued in reorganization | — | — | — | — | — | 116,981,069 | |||||||||||||||||||||
Total From portfolio share transactions | (46,234,879 | ) | 28,600,285 | (28,839,233 | ) | 47,051,971 | (20,787,394 | ) | 98,572,485 | ||||||||||||||||||
Total increase (decrease) | (21,351,535 | ) | 174,951,038 | (16,784,190 | ) | 138,945,331 | (12,876,189 | ) | 159,667,030 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 566,774,391 | 391,823,353 | 457,361,096 | 318,415,765 | 314,040,595 | 154,373,565 | |||||||||||||||||||||
End of period | $ | 545,422,856 | $ | 566,774,391 | $ | 440,576,906 | $ | 457,361,096 | $ | 301,164,406 | $ | 314,040,595 | |||||||||||||||
Undistributed net investment income (loss) | ($2,107,223 | ) | ($1 | ) | $ | 3,451,298 | $ | 1,225,922 | $ | 24,626 | $ | 42,126 |
Small Cap Value Trust | Small Company Growth Trust | Small Company Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 3,946,697 | $ | 1,732,159 | $ | 246,349 | ($235,917 | ) | $ | 905,775 | $ | 1,258,940 | |||||||||||||||
Net realized gain (loss) | 53,812,877 | 84,769,506 | 17,748,770 | 10,885,673 | 25,824,253 | 29,301,854 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (43,643,405 | ) | 118,360,874 | (10,994,413 | ) | 29,932,221 | (15,603,969 | ) | 78,061,106 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 14,116,169 | 204,862,539 | 7,000,706 | 40,581,977 | 11,126,059 | 108,621,900 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (1,850,584 | ) | — | — | — | (1,370,552 | ) | |||||||||||||||||||
Series II | — | (175,737 | ) | — | — | — | (1,167,158 | ) | |||||||||||||||||||
Series NAV | — | (2,026,277 | ) | — | (260,693 | ) | — | (4,014,107 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (18,300,253 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (2,446,007 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (18,470,811 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (43,269,669 | ) | — | (260,693 | ) | — | (6,551,817 | ) | ||||||||||||||||||
From portfolio share transactions | (50,744,847 | ) | 10,358,729 | (16,524,737 | ) | 11,656,928 | (39,019,712 | ) | (48,154,314 | ) | |||||||||||||||||
Total increase (decrease) | (36,628,678 | ) | 171,951,599 | (9,524,031 | ) | 51,978,212 | (27,893,653 | ) | 53,915,769 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 795,055,740 | 623,104,141 | 157,963,259 | 105,985,047 | 421,173,452 | 367,257,683 | |||||||||||||||||||||
End of period | $ | 758,427,062 | $ | 795,055,740 | $ | 148,439,228 | $ | 157,963,259 | $ | 393,279,799 | $ | 421,173,452 | |||||||||||||||
Undistributed net investment income (loss) | $ | 4,747,500 | $ | 800,803 | $ | 246,349 | — | $ | 340,608 | ($565,167 | ) |
Strategic Equity Allocation Trust | Total Stock Market Index Trust | U.S. Equity Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 133,479,172 | $ | 154,051,136 | $ | 3,883,202 | $ | 6,668,871 | $ | 6,047,292 | $ | 14,067,764 | |||||||||||||||
Net realized gain (loss) | 282,566,503 | 290,115,942 | 4,744,528 | 8,721,834 | 99,320,777 | 115,321,081 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 222,097,003 | 1,794,985,111 | 27,362,582 | 122,315,137 | (53,781,416 | ) | 110,415,175 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 638,142,678 | 2,239,152,189 | 35,990,312 | 137,705,842 | 51,586,653 | 239,804,020 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (5,459,112 | ) | — | (2,225,647 | ) | |||||||||||||||||||
Series II | — | — | — | (502,354 | ) | — | (121,206 | ) | |||||||||||||||||||
Series NAV | — | (159,280,126 | ) | — | (1,160,558 | ) | — | (13,006,344 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | (5,347,278 | ) | — | — | ||||||||||||||||||||
Series II | — | — | — | (570,518 | ) | — | — | ||||||||||||||||||||
Series NAV | — | (20,666,505 | ) | — | (1,103,111 | ) | — | — | |||||||||||||||||||
Total distributions | — | (179,946,631 | ) | — | (14,142,931 | ) | — | (15,353,197 | ) | ||||||||||||||||||
From portfolio share transactions | (283,031,222 | ) | 1,099,908,125 | (5,613,411 | ) | 30,424,105 | (124,041,131 | ) | (191,061,058 | ) | |||||||||||||||||
Total increase (decrease) | 355,111,456 | 3,159,113,683 | 30,376,901 | 153,987,016 | (72,454,478 | ) | 33,389,765 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 11,162,192,979 | 8,003,079,296 | 555,341,179 | 401,354,163 | 961,623,931 | 928,234,166 | |||||||||||||||||||||
End of period | $ | 11,517,304,435 | $ | 11,162,192,979 | $ | 585,718,080 | $ | 555,341,179 | $ | 889,169,453 | $ | 961,623,931 | |||||||||||||||
Undistributed net investment income (loss) | $ | 161,985,806 | $ | 28,506,634 | $ | 5,768,186 | $ | 1,884,984 | $ | 8,806,743 | $ | 2,759,451 |
Utilities Trust | Value Trust | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | | Six months ended 6/30/14 (Unaudited) | | Year ended 12/31/13 | ||||||||||||||||
From operations | ||||||||||||||||||||||||
Net investment income (loss) | $ | 9,953,529 | $ | 12,606,206 | $ | 1,841,813 | $ | 3,378,335 | ||||||||||||||||
Net realized gain (loss) | 12,915,340 | 30,115,075 | 46,868,787 | 66,485,342 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 56,961,205 | 15,802,342 | 3,714,498 | 90,707,216 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 79,830,074 | 58,523,623 | 52,425,098 | 160,570,893 | ||||||||||||||||||||
Distributions to shareholders | ||||||||||||||||||||||||
From net investment income | ||||||||||||||||||||||||
Series I | — | (8,227,169 | ) | — | (3,894,141 | ) | ||||||||||||||||||
Series II | — | (445,803 | ) | — | (208,964 | ) | ||||||||||||||||||
Series NAV | — | (617,566 | ) | — | (247,827 | ) | ||||||||||||||||||
From net realized gain | ||||||||||||||||||||||||
Series I | — | — | — | — | ||||||||||||||||||||
Series II | — | — | — | — | ||||||||||||||||||||
Series NAV | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (9,290,538 | ) | — | (4,350,932 | ) | ||||||||||||||||||
From portfolio share transactions | 12,206,415 | 229,875,726 | 49,952,109 | (27,118,243 | ) | |||||||||||||||||||
Total increase (decrease) | 92,036,489 | 279,108,811 | 102,377,207 | 129,101,718 | ||||||||||||||||||||
Net assets | ||||||||||||||||||||||||
Beginning of period | 472,909,893 | 193,801,082 | 591,918,153 | 462,816,435 | ||||||||||||||||||||
End of period | $ | 564,946,382 | $ | 472,909,893 | $ | 694,295,360 | $ | 591,918,153 | ||||||||||||||||
Undistributed net investment income (loss) | $ | 13,416,513 | $ | 3,462,984 | $ | 2,504,510 | $ | 662,697 |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
500 Index Trust B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 23.34 | 0.20 | 1.42 | 1.62 | — | — | — | — | 24.96 | 6.94 | 4 | 0.54 | 5 | 0.30 | 5 | 1.71 | 5 | 1,704 | 1 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 18.01 | 0.37 | 5.38 | 5.75 | (0.38 | ) | (0.04 | ) | — | (0.42 | ) | 23.34 | 32.03 | 0.53 | 0.30 | 1.75 | 1,581 | 4 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 17.88 | 0.08 | 0.15 | 0.23 | (0.10 | ) | — | — | (0.10 | ) | 18.01 | 1.32 | 4 | 0.53 | 5 | 0.30 | 5 | 2.94 | 5 | 1,142 | 4 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 23.36 | 0.18 | 1.42 | 1.60 | — | — | — | — | 24.96 | 6.85 | 4 | 0.74 | 5 | 0.50 | 5 | 1.51 | 5 | 51 | 1 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 18.03 | 0.32 | 5.39 | 5.71 | �� | (0.34 | ) | (0.04 | ) | — | (0.38 | ) | 23.36 | 31.76 | 0.73 | 0.50 | 1.55 | 52 | 4 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 17.88 | 0.08 | 0.14 | 0.22 | (0.07 | ) | — | — | (0.07 | ) | 18.03 | 1.27 | 0.73 | 5 | 0.50 | 5 | 2.74 | 5 | 47 | 4 | 7,8 | ||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 23.33 | 0.21 | 1.42 | 1.63 | — | — | — | — | 24.96 | 6.99 | 4 | 0.49 | 5 | 0.25 | 5 | 1.76 | 5 | 1,454 | 1 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 18.01 | 0.38 | 5.37 | 5.75 | (0.39 | ) | (0.04 | ) | — | (0.43 | ) | 23.33 | 32.03 | 0.48 | 0.25 | 1.80 | 1,397 | 4 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 15.71 | 0.36 | 2.12 | 2.48 | (0.18 | ) | — | — | (0.18 | ) | 18.01 | 15.80 | 0.49 | 0.25 | 2.07 | 1,121 | 4 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.71 | 0.30 | (0.01 | ) | 0.29 | (0.29 | ) | — | — | (0.29 | ) | 15.71 | 1.87 | 0.49 | 0.25 | 1.86 | 845 | 4 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.91 | 0.25 | 1.81 | 2.06 | (0.26 | ) | — | — | (0.26 | ) | 15.71 | 14.86 | 0.49 | 0.25 | 1.77 | 886 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.24 | 0.25 | 2.69 | 2.94 | (0.27 | ) | — | — | (0.27 | ) | 13.91 | 26.35 | 0.49 | 0.25 | 2.15 | 816 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 11-5-12. 7. Excludes merger activity. 8. Portfolio turnover is shown for the period from 1-1-12 to 12-31-12. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
All Cap Core Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.15 | 0.09 | 1.46 | 1.55 | — | — | — | — | 26.70 | 6.16 | 4 | 0.87 | 5 | 0.86 | 5 | 0.68 | 5 | 85 | 120 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 18.95 | 0.23 | 6.26 | 6.49 | (0.29 | ) | — | — | (0.29 | ) | 25.15 | 34.33 | 0.87 | 0.86 | 1.02 | 86 | 180 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.44 | 0.26 | 2.46 | 2.72 | (0.21 | ) | — | — | (0.21 | ) | 18.95 | 16.57 | 0.86 | 0.86 | 1.46 | 73 | 242 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.55 | 0.17 | (0.11 | ) | 0.06 | (0.17 | ) | — | — | (0.17 | ) | 16.44 | 0.41 | 0.86 | 0.86 | 0.99 | 71 | 231 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.79 | 0.17 | 1.75 | 1.92 | (0.16 | ) | — | — | (0.16 | ) | 16.55 | 13.04 | 0.86 | 0.86 | 1.03 | 83 | 219 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.69 | 0.17 | 3.14 | 3.31 | (0.21 | ) | — | — | (0.21 | ) | 14.79 | 28.46 | 0.87 | 0.87 | 1.39 | 87 | 171 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.10 | 0.06 | 1.47 | 1.53 | — | — | — | — | 26.63 | 6.10 | 4 | 1.07 | 5 | 1.06 | 5 | 0.45 | 5 | 8 | 120 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 18.92 | 0.18 | 6.25 | 6.43 | (0.25 | ) | — | — | (0.25 | ) | 25.10 | 34.04 | 1.07 | 1.06 | 0.82 | 9 | 180 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.41 | 0.23 | 2.45 | 2.68 | (0.17 | ) | — | — | (0.17 | ) | 18.92 | 16.38 | 1.06 | 1.06 | 1.26 | 8 | 242 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.53 | 0.13 | (0.11 | ) | 0.02 | (0.14 | ) | — | — | (0.14 | ) | 16.41 | 0.14 | 1.06 | 1.06 | 0.79 | 8 | 231 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.77 | 0.13 | 1.76 | 1.89 | (0.13 | ) | — | — | (0.13 | ) | 16.53 | 12.81 | 1.06 | 1.06 | 0.83 | 9 | 219 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.67 | 0.15 | 3.13 | 3.28 | (0.18 | ) | — | — | (0.18 | ) | 14.77 | 28.26 | 1.07 | 1.07 | 1.19 | 9 | 171 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.16 | 0.09 | 1.46 | 1.55 | — | — | — | — | 26.71 | 6.16 | 4 | 0.82 | 5 | 0.81 | 5 | 0.73 | 5 | 281 | 120 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 18.95 | 0.24 | 6.28 | 6.52 | (0.31 | ) | — | — | (0.31 | ) | 25.16 | 34.44 | 0.82 | 0.81 | 1.06 | 284 | 180 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.44 | 0.27 | 2.46 | 2.73 | (0.22 | ) | — | — | (0.22 | ) | 18.95 | 16.62 | 0.81 | 0.81 | 1.51 | 274 | 242 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.56 | 0.18 | (0.12 | ) | 0.06 | (0.18 | ) | — | — | (0.18 | ) | 16.44 | 0.40 | 0.81 | 0.81 | 1.04 | 272 | 231 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.80 | 0.16 | 1.77 | 1.93 | (0.17 | ) | — | — | (0.17 | ) | 16.56 | 13.09 | 0.81 | 0.81 | 1.08 | 286 | 219 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.69 | 0.18 | 3.15 | 3.33 | (0.22 | ) | — | — | (0.22 | ) | 14.80 | 28.62 | 0.82 | 0.82 | 1.47 | 265 | 171 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Alpha Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 16.21 | 0.05 | 1.03 | 1.08 | — | — | — | — | 17.29 | 6.66 | 4 | 1.06 | 5 | 1.03 | 5 | 0.57 | 5 | 1 | 54 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.36 | 0.08 | 4.56 | 4.64 | (0.12 | ) | (1.67 | ) | — | (1.79 | ) | 16.21 | 35.55 | 1.07 | 1.05 | 0.49 | 1 | 121 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.92 | 0.09 | 2.39 | 2.48 | (0.07 | ) | (0.97 | ) | — | (1.04 | ) | 13.36 | 21.33 | 1.06 | 1.06 | 0.71 | 1 | 141 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.35 | 0.05 | (1.34 | ) | (1.29 | ) | (0.03 | ) | (2.11 | ) | — | (2.14 | ) | 11.92 | (8.14 | ) | 1.07 | 1.07 | 0.32 | — | 6 | 157 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.14 | 0.03 | 2.18 | 2.21 | (0.07 | ) | (1.93 | ) | — | (2.00 | ) | 15.35 | 16.92 | 1.07 | 1.07 | 0.20 | — | 6 | 185 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20097 | 12.57 | 0.03 | 2.57 | 2.60 | (0.03 | ) | — | — | (0.03 | ) | 15.14 | 20.68 | 4 | 1.13 | 5 | �� | 1.13 | 5 | 0.34 | 5 | — | 6 | 222 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 16.22 | 0.05 | 1.03 | 1.08 | — | — | — | — | 17.30 | 6.66 | 4 | 1.01 | 5 | 0.98 | 5 | 0.57 | 5 | 860 | 54 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.37 | 0.08 | 4.57 | 4.65 | (0.13 | ) | (1.67 | ) | — | (1.80 | ) | 16.22 | 35.58 | 1.02 | 1.00 | 0.55 | 915 | 121 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.93 | 0.10 | 2.39 | 2.49 | (0.08 | ) | (0.97 | ) | — | (1.05 | ) | 13.37 | 21.38 | 1.01 | 1.01 | 0.73 | 888 | 141 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.35 | 0.05 | (1.33 | ) | (1.28 | ) | (0.03 | ) | (2.11 | ) | — | (2.14 | ) | 11.93 | (8.02 | ) | 1.02 | 1.02 | 0.34 | 875 | 157 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.14 | 0.03 | 2.18 | 2.21 | (0.07 | ) | (1.93 | ) | — | (2.00 | ) | 15.35 | 16.98 | 1.02 | 1.02 | 0.22 | 924 | 185 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.89 | 0.05 | 4.25 | 4.30 | (0.05 | ) | — | — | (0.05 | ) | 15.14 | 39.49 | 1.08 | 1.08 | 0.41 | 624 | 222 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $500,000. 7. The inception date for Series I shares is 6-2-09. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Asset Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.22 | — | 4,5 | 0.59 | 0.59 | — | — | — | — | 15.81 | 3.88 | 6 | 0.62 | 7,8 | 0.62 | 7,8 | (0.01 | )4,6 | 224 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.47 | 0.15 | 4 | 2.76 | 2.91 | (0.16 | ) | — | — | (0.16 | ) | 15.22 | 23.30 | 0.62 | 7 | 0.62 | 7 | 1.08 | 4 | 221 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.94 | 0.18 | 4 | 1.54 | 1.72 | (0.19 | ) | — | — | (0.19 | ) | 12.47 | 15.76 | 0.62 | 7 | 0.62 | 7 | 1.50 | 4 | 192 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.01 | 0.16 | 4 | (0.06 | ) | 0.10 | (0.17 | ) | — | — | (0.17 | ) | 10.94 | 0.91 | 0.62 | 7 | 0.62 | 7 | 1.42 | 4 | 187 | 2 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.98 | 0.16 | 4 | 1.04 | 1.20 | (0.17 | ) | — | 5 | — | (0.17 | ) | 11.01 | 12.06 | 0.62 | 7 | 0.62 | 7 | 1.53 | 4 | 216 | 3 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.44 | 0.28 | 4 | 1.67 | 1.95 | (0.19 | ) | (0.22 | ) | — | (0.41 | ) | 9.98 | 23.61 | 0.63 | 7 | 0.63 | 7 | 3.05 | 4 | 221 | 5 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.22 | (0.01 | )4 | 0.58 | 0.57 | — | — | — | — | 15.79 | 3.75 | 6 | 0.77 | 7,8 | 0.77 | 7,8 | (0.09 | )4,6 | 1,403 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.47 | 0.13 | 4 | 2.75 | 2.88 | (0.13 | ) | — | — | (0.13 | ) | 15.22 | 23.13 | 0.77 | 7 | 0.77 | 7 | 0.90 | 4 | 1,430 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.95 | 0.16 | 4 | 1.54 | 1.70 | (0.18 | ) | — | — | (0.18 | ) | 12.47 | 15.49 | 0.77 | 7 | 0.77 | 7 | 1.36 | 4 | 1,305 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.01 | 0.14 | 4 | (0.05 | ) | 0.09 | (0.15 | ) | — | — | (0.15 | ) | 10.95 | 0.86 | 0.77 | 7 | 0.77 | 7 | 1.29 | 4 | 1,274 | 2 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.98 | 0.14 | 4 | 1.04 | 1.18 | (0.15 | ) | — | 5 | — | (0.15 | ) | 11.01 | 11.90 | 0.77 | 7 | 0.77 | 7 | 1.42 | 4 | 1,420 | 3 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.45 | 0.18 | 4 | 1.74 | 1.92 | (0.17 | ) | (0.22 | ) | — | (0.39 | ) | 9.98 | 23.27 | 0.78 | 7 | 0.78 | 7 | 2.00 | 4 | 1,373 | 5 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.22 | 0.02 | 4 | 0.59 | 0.61 | — | — | — | — | 15.83 | 4.01 | 6 | 0.27 | 7,8 | 0.27 | 7,8 | 0.16 | 4,6 | 170 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.46 | 0.20 | 4 | 2.76 | 2.96 | (0.20 | ) | — | — | (0.20 | ) | 15.22 | 23.79 | 0.27 | 7 | 0.27 | 7 | 1.40 | 4 | 173 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.93 | 0.23 | 4 | 1.54 | 1.77 | (0.24 | ) | — | — | (0.24 | ) | 12.46 | 16.16 | 0.27 | 7 | 0.27 | 7 | 1.87 | 4 | 156 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.00 | 0.21 | 4 | (0.07 | ) | 0.14 | (0.21 | ) | — | — | (0.21 | ) | 10.93 | 1.27 | 0.27 | 7 | 0.27 | 7 | 1.84 | 4 | 146 | 2 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.96 | 0.20 | 4 | 1.04 | 1.24 | (0.20 | ) | — | 5 | — | (0.20 | ) | 11.00 | 12.54 | 0.27 | 7 | 0.27 | 7 | 1.96 | 4 | 153 | 3 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.44 | 0.27 | 4 | 1.69 | 1.96 | (0.22 | ) | (0.22 | ) | — | (0.44 | ) | 9.96 | 23.82 | 0.28 | 7 | 0.28 | 7 | 2.99 | 4 | 143 | 5 | |||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Less than $0.005 per share. 6. Not annualized. 7. Ratios do not include expense indirectly incurred from underlying funds and can vary between 0.29% – 0.78%, 0.29% – 0.79%, 0.28% – 0.78%, 0.29% – 0.80%, 0.29% – 0.80%, and 0.29% – 0.82% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10, and 12-31-09, respectively. 8. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Global Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.68 | 0.02 | 4 | 0.35 | 0.37 | — | — | — | — | 16.05 | 2.36 | 5 | 0.63 | 6,7 | 0.62 | 6,7 | 0.14 | 4,5 | 7 | 7 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.29 | 0.16 | 4 | 3.36 | 3.52 | (0.13 | ) | — | — | (0.13 | ) | 15.68 | 28.63 | 0.64 | 6 | 0.63 | 6 | 1.17 | 4 | 5 | 2 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.11 | 0.07 | 4 | 2.17 | 2.24 | (0.06 | ) | — | — | (0.06 | ) | 12.29 | 22.13 | 0.64 | 6 | 0.64 | 6 | 0.59 | 4 | 2 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.25 | 0.21 | 4 | (1.25 | ) | (1.04 | ) | (0.10 | ) | — | — | (0.10 | ) | 10.11 | (9.24 | ) | 0.64 | 6 | 0.64 | 6 | 2.01 | 4 | 2 | 7 | |||||||||||||||||||||||||||||||||||||||
12-31-20109 | 11.27 | 0.05 | 4 | 0.04 | �� | 0.09 | (0.11 | ) | — | — | (0.11 | ) | 11.25 | 0.81 | 5 | 0.61 | 6,7 | 0.61 | 6,7 | 4.18 | 4,7 | — | 10 | 8 | |||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.65 | — | 4,11 | 0.36 | 0.36 | — | — | — | — | 16.01 | 2.30 | 5 | 0.78 | 6,7 | 0.77 | 6,7 | 0.01 | 4,5 | 223 | 7 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.27 | 0.11 | 4 | 3.38 | 3.49 | (0.11 | ) | — | — | (0.11 | ) | 15.65 | 28.43 | 0.79 | 6 | 0.78 | 6 | 0.77 | 4 | 233 | 2 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.09 | 0.04 | 4 | 2.18 | 2.22 | (0.04 | ) | — | — | (0.04 | ) | 12.27 | 22.00 | 0.79 | 6 | 0.79 | 6 | 0.33 | 4 | 165 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.23 | 0.08 | 4 | (1.14 | ) | (1.06 | ) | (0.08 | ) | — | — | (0.08 | ) | 10.09 | (9.40 | ) | 0.79 | 6 | 0.79 | 6 | 0.73 | 4 | 158 | 7 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.19 | 0.09 | 4 | 1.05 | 1.14 | (0.10 | ) | — | — | (0.10 | ) | 11.23 | 11.17 | 0.79 | 6 | 0.78 | 6 | 0.91 | 4 | 199 | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.76 | 0.08 | 4 | 2.94 | 3.02 | (0.08 | ) | (0.51 | ) | — | (0.59 | ) | 10.19 | 41.42 | 0.80 | 6 | 0.78 | 6 | 0.88 | 4 | 196 | 11 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.64 | 0.04 | 4 | 0.36 | 0.40 | — | — | — | — | 16.04 | 2.56 | 5 | 0.28 | 6,7 | 0.27 | 6,7 | 0.26 | 4,5 | 39 | 7 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.25 | 0.24 | 4 | 3.33 | 3.57 | (0.18 | ) | — | — | (0.18 | ) | 15.64 | 29.12 | 0.29 | 6 | 0.28 | 6 | 1.68 | 4 | 40 | 2 | 8 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.08 | 0.10 | 4 | 2.17 | 2.27 | (0.10 | ) | — | — | (0.10 | ) | 12.25 | 22.49 | 0.29 | 6 | 0.29 | 6 | 0.84 | 4 | 4 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.22 | 0.15 | 4 | (1.15 | ) | (1.00 | ) | (0.14 | ) | — | — | (0.14 | ) | 10.08 | (8.92 | ) | 0.29 | 6 | 0.29 | 6 | 1.37 | 4 | 3 | 7 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.17 | 0.16 | 4 | 1.04 | 1.20 | (0.15 | ) | — | — | (0.15 | ) | 11.22 | 11.80 | 0.29 | 6 | 0.28 | 6 | 1.60 | 4 | 3 | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.74 | 0.20 | 4 | 2.87 | 3.07 | (0.13 | ) | (0.51 | ) | — | (0.64 | ) | 10.17 | 42.22 | 0.30 | 6 | 0.28 | 6 | 2.17 | 4 | 2 | 11 | |||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds and can vary between 0.29% – 0.78%, 0.29% – 0.79%, 0.28% – 0.78%, 0.29% – 0.80%, 0.29% – 0.80%, and 0.29% – 0.82% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10, and 12-31-09, respectively. 7. Annualized. 8. Excludes merger activity. 9. The inception date for Series I shares is 11-5-10. 10. Less than $500,000. 11. Less than $0.005 per share. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 22.44 | 0.04 | 4 | 1.16 | 1.20 | — | — | — | — | 23.64 | 5.35 | 5 | 0.62 | 6,7 | 0.62 | 6,7 | 0.18 | 4,5 | 117 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.40 | 0.11 | 4 | 5.04 | 5.15 | (0.11 | ) | — | — | (0.11 | ) | 22.44 | 29.60 | 0.62 | 6 | 0.62 | 6 | 0.57 | 4 | 110 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 14.87 | 0.07 | 4 | 2.53 | 2.60 | (0.07 | ) | — | — | (0.07 | ) | 17.40 | 17.49 | 0.62 | 6 | 0.62 | 6 | 0.40 | 4 | 91 | 4 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.63 | 0.04 | 4 | (0.76 | ) | (0.72 | ) | (0.04 | ) | — | — | (0.04 | ) | 14.87 | (4.63 | ) | 0.62 | 6 | 0.62 | 6 | 0.24 | 4 | 94 | 6 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.26 | 0.05 | 4 | 2.37 | 2.42 | (0.05 | ) | — | — | (0.05 | ) | 15.63 | 18.24 | 0.62 | 6 | 0.62 | 6 | 0.36 | 4 | 109 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.61 | 0.03 | 4 | 3.81 | 3.84 | (0.03 | ) | (2.16 | ) | — | (2.19 | ) | 13.26 | 38.88 | 0.63 | 6 | 0.63 | 6 | 0.24 | 4 | 93 | 8 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 22.37 | 0.02 | 4 | 1.15 | 1.17 | — | — | — | — | 23.54 | 5.23 | 5 | 0.77 | 6,7 | 0.77 | 6,7 | 0.09 | 4,5 | 873 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.34 | 0.07 | 4 | 5.04 | 5.11 | (0.08 | ) | — | — | (0.08 | ) | 22.37 | 29.48 | 0.77 | 6 | 0.77 | 6 | 0.36 | 4 | 919 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 14.83 | 0.04 | 4 | 2.52 | 2.56 | (0.05 | ) | — | — | (0.05 | ) | 17.34 | 17.23 | 0.77 | 6 | 0.77 | 6 | 0.24 | 4 | 902 | 4 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.59 | 0.01 | 4 | (0.76 | ) | (0.75 | ) | (0.01 | ) | — | — | (0.01 | ) | 14.83 | (4.79 | ) | 0.77 | 6 | 0.77 | 6 | 0.08 | 4 | 930 | 6 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.22 | 0.02 | 4 | 2.38 | 2.40 | (0.03 | ) | — | — | (0.03 | ) | 15.59 | 18.14 | 0.77 | 6 | 0.77 | 6 | 0.16 | 4 | 1,138 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.58 | 0.01 | 4 | 3.80 | 3.81 | (0.01 | ) | (2.16 | ) | — | (2.17 | ) | 13.22 | 38.68 | 0.78 | 6 | 0.78 | 6 | 0.08 | 4 | 1,148 | 8 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 22.36 | 0.08 | 4 | 1.15 | 1.23 | — | — | — | — | 23.59 | 5.50 | 5 | 0.27 | 6,7 | 0.27 | 6,7 | 0.35 | 4,5 | 115 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.33 | 0.17 | 4 | 5.04 | 5.21 | (0.18 | ) | — | — | (0.18 | ) | 22.36 | 30.07 | 0.27 | 6 | 0.27 | 6 | 0.88 | 4 | 116 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 14.81 | 0.13 | 4 | 2.52 | 2.65 | (0.13 | ) | — | — | (0.13 | ) | 17.33 | 17.89 | 0.27 | 6 | 0.27 | 6 | 0.78 | 4 | 106 | 4 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.57 | 0.10 | 4 | (0.77 | ) | (0.67 | ) | (0.09 | ) | — | — | (0.09 | ) | 14.81 | (4.29 | ) | 0.27 | 6 | 0.27 | 6 | 0.65 | 4 | 98 | 6 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.20 | 0.11 | 4 | 2.36 | 2.47 | (0.10 | ) | — | — | (0.10 | ) | 15.57 | 18.69 | 0.27 | 6 | 0.27 | 6 | 0.78 | 4 | 89 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.57 | 0.11 | 4 | 3.76 | 3.87 | (0.08 | ) | (2.16 | ) | — | (2.24 | ) | 13.20 | 39.32 | 0.28 | 6 | 0.28 | 6 | 0.89 | 4 | 62 | 8 | |||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds and can vary between 0.29% – 0.78%, 0.29% – 0.79%, 0.28% – 0.78%, 0.29% – 0.80%, 0.29% – 0.80%, and 0.29% – 0.82% based on the mix of underlying funds held by the portfolio for the periods ended 06-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10, and 12-31-09, respectively. 7. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Growth-Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.96 | — | 4,5 | 1.48 | 1.48 | — | — | — | — | 23.44 | 6.74 | 6 | 0.62 | 7,8 | 0.62 | 7,8 | (0.01 | )4,6 | 270 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 16.66 | 0.18 | 4 | 5.32 | 5.50 | (0.20 | ) | — | — | (0.20 | ) | 21.96 | 33.01 | 0.62 | 7 | 0.61 | 7 | 0.96 | 4 | 270 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 14.40 | 0.22 | 4 | 2.25 | 2.47 | (0.21 | ) | — | — | (0.21 | ) | 16.66 | 17.15 | 0.62 | 7 | 0.62 | 7 | 1.39 | 4 | 232 | 18 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.90 | 0.16 | 4 | (0.48 | ) | (0.32 | ) | (0.18 | ) | — | — | (0.18 | ) | 14.40 | (2.16 | ) | 0.62 | 7 | 0.62 | 7 | 1.10 | 4 | 197 | 5 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.55 | 0.14 | 4 | 1.37 | 1.51 | (0.16 | ) | — | — | (0.16 | ) | 14.90 | 11.13 | 0.62 | 7 | 0.62 | 7 | 1.04 | 4 | 240 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.53 | 0.23 | 4 | 3.02 | 3.25 | (0.15 | ) | (1.08 | ) | — | (1.23 | ) | 13.55 | 30.79 | 0.63 | 7 | 0.63 | 7 | 1.88 | 4 | 257 | 18 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.92 | (0.02 | )4 | 1.49 | 1.47 | — | — | — | — | 23.39 | 6.71 | 6 | 0.77 | 7,8 | 0.77 | 7,8 | (0.09 | )4,6 | 790 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 16.63 | 0.14 | 4 | 5.32 | 5.46 | (0.17 | ) | — | — | (0.17 | ) | 21.92 | 32.84 | 0.77 | 7 | 0.76 | 7 | 0.75 | 4 | 831 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 14.38 | 0.17 | 4 | 2.27 | 2.44 | (0.19 | ) | — | — | (0.19 | ) | 16.63 | 16.94 | 0.77 | 7 | 0.77 | 7 | 1.09 | 4 | 814 | 18 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.88 | 0.15 | 4 | (0.49 | ) | (0.34 | ) | (0.16 | ) | — | — | (0.16 | ) | 14.38 | (2.31 | ) | 0.77 | 7 | 0.77 | 7 | 0.99 | 4 | 778 | 5 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.54 | 0.13 | 4 | 1.35 | 1.48 | (0.14 | ) | — | — | (0.14 | ) | 14.88 | 10.91 | 0.77 | 7 | 0.77 | 7 | 0.92 | 4 | 928 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.52 | 0.12 | 4 | 3.11 | 3.23 | (0.13 | ) | (1.08 | ) | — | (1.21 | ) | 13.54 | 30.67 | 0.78 | 7 | 0.78 | 7 | 1.04 | 4 | 943 | 18 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.92 | 0.04 | 4 | 1.48 | 1.52 | — | — | — | — | 23.44 | 6.93 | 6 | 0.27 | 7,8 | 0.27 | 7,8 | 0.16 | 4,6 | 272 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 16.62 | 0.24 | 4 | 5.33 | 5.57 | (0.27 | ) | — | — | (0.27 | ) | 21.92 | 33.50 | 0.27 | 7 | 0.26 | 7 | 1.27 | 4 | 276 | 2 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 14.37 | 0.57 | 4 | 1.94 | 2.51 | (0.26 | ) | — | — | (0.26 | ) | 16.62 | 17.51 | 0.27 | 7 | 0.27 | 7 | 3.53 | 4 | 257 | 18 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.87 | 0.23 | 4 | (0.50 | ) | (0.27 | ) | (0.23 | ) | — | — | (0.23 | ) | 14.37 | (1.81 | ) | 0.27 | 7 | 0.27 | 7 | 1.58 | 4 | 76 | 5 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.52 | 0.21 | 4 | 1.35 | 1.56 | (0.21 | ) | — | — | (0.21 | ) | 14.87 | 11.51 | 0.27 | 7 | 0.27 | 7 | 1.51 | 4 | 79 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.50 | 0.26 | 4 | 3.03 | 3.29 | (0.19 | ) | (1.08 | ) | — | (1.27 | ) | 13.52 | 31.26 | 0.28 | 7 | 0.28 | 7 | 2.15 | 4 | 70 | 18 | |||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Less than $0.005 per share. 6. Not annualized. 7. Ratios do not include expense indirectly incurred from underlying funds and can vary between 0.29% – 0.78%, 0.29% – 0.79%, 0.28% – 0.78%, 0.29% – 0.80%, 0.29% – 0.80%, and 0.29% – 0.82% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10, and 12-31-09, respectively. 8. Annualized. 9. Excludes merger activity. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American International Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 19.23 | (0.04 | )4 | 0.73 | 0.69 | — | — | — | — | 19.92 | 3.59 | 5 | 0.63 | 6,7 | 0.62 | 6,7 | (0.20 | )4,5 | 94 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 16.01 | 0.17 | 4 | 3.22 | 3.39 | (0.17 | ) | — | — | (0.17 | ) | 19.23 | 21.20 | 0.63 | 6 | 0.62 | 6 | 1.00 | 4 | 92 | 3 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.77 | 0.16 | 4 | 2.25 | 2.41 | (0.17 | ) | — | — | (0.17 | ) | 16.01 | 17.49 | 0.62 | 6 | 0.62 | 6 | 1.06 | 4 | 81 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.33 | 0.20 | 4 | (2.54 | ) | (2.34 | ) | (0.22 | ) | — | — | (0.22 | ) | 13.77 | (14.34 | ) | 0.62 | 6 | 0.62 | 6 | 1.29 | 4 | 87 | 9 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.52 | 0.26 | 4 | 0.81 | 1.07 | (0.26 | ) | — | — | (0.26 | ) | 16.33 | 6.88 | 0.62 | 6 | 0.62 | 6 | 1.73 | 4 | 117 | 12 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.31 | 0.17 | 4 | 4.60 | 4.77 | (0.15 | ) | (3.41 | ) | — | (3.56 | ) | 15.52 | 42.59 | 0.63 | 6 | 0.63 | 6 | 1.19 | 4 | 101 | 10 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 19.21 | (0.05 | )4 | 0.73 | 0.68 | — | — | — | — | 19.89 | 3.54 | 5 | 0.78 | 6,7 | 0.77 | 6,7 | (0.28 | )4,5 | 526 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 16.00 | 0.13 | 4 | 3.23 | 3.36 | (0.15 | ) | — | — | (0.15 | ) | 19.21 | 20.98 | 0.78 | 6 | 0.77 | 6 | 0.76 | 4 | 557 | 3 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.77 | 0.13 | 4 | 2.25 | 2.38 | (0.15 | ) | — | — | (0.15 | ) | 16.00 | 17.26 | 0.77 | 6 | 0.77 | 6 | 0.90 | 4 | 563 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.31 | 0.19 | 4 | (2.54 | ) | (2.35 | ) | (0.19 | ) | — | — | (0.19 | ) | 13.77 | (14.38 | ) | 0.77 | 6 | 0.77 | 6 | 1.22 | 4 | 576 | 9 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.51 | 0.22 | 4 | 0.81 | 1.03 | (0.23 | ) | — | — | (0.23 | ) | 16.31 | 6.68 | 0.77 | 6 | 0.77 | 6 | 1.43 | 4 | 726 | 12 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.30 | 0.13 | 4 | 4.62 | 4.75 | (0.13 | ) | (3.41 | ) | — | (3.54 | ) | 15.51 | 42.41 | 0.78 | 6 | 0.78 | 6 | 0.91 | 4 | 760 | 10 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 19.17 | (0.01 | )4 | 0.73 | 0.72 | — | — | — | — | 19.89 | 3.76 | 5 | 0.28 | 6,7 | 0.27 | 6,7 | (0.03 | )4,5 | 55 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.96 | 0.23 | 4 | 3.21 | 3.44 | (0.23 | ) | — | — | (0.23 | ) | 19.17 | 21.58 | 0.28 | 6 | 0.27 | 6 | 1.31 | 4 | 55 | 3 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.72 | 0.22 | 4 | 2.24 | 2.46 | (0.22 | ) | — | — | (0.22 | ) | 15.96 | 17.94 | 0.27 | 6 | 0.27 | 6 | 1.49 | 4 | 51 | 5 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.28 | 0.34 | 4 | (2.63 | ) | (2.29 | ) | (0.27 | ) | — | — | (0.27 | ) | 13.72 | (14.05 | ) | 0.27 | 6 | 0.27 | 6 | 2.18 | 4 | 45 | 9 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.47 | 0.40 | 4 | 0.72 | 1.12 | (0.31 | ) | — | — | (0.31 | ) | 16.28 | 7.25 | 0.27 | 6 | 0.27 | 6 | 2.64 | 4 | 33 | 12 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 14.27 | 0.64 | 4 | 4.18 | 4.82 | (0.21 | ) | (3.41 | ) | — | (3.62 | ) | 15.47 | 43.14 | 0.28 | 6 | 0.28 | 6 | 4.36 | 4 | 10 | 10 | |||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds and can vary between 0.29% – 0.78%, 0.29% – 0.79%, 0.28% – 0.78%, 0.29% – 0.80%, 0.29% – 0.80%, and 0.29% – 0.82% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10, and 12-31-09, respectively. 7. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American New World Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.89 | (0.02 | )4 | 0.72 | 0.70 | — | — | — | — | 15.59 | 4.70 | 5 | 0.67 | 6,7 | 0.66 | 6,7 | (0.15 | )4,5 | 17 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.55 | 0.16 | 4 | 1.31 | 1.47 | (0.13 | ) | — | — | (0.13 | ) | 14.89 | 10.89 | 0.67 | 6 | 0.67 | 6 | 1.16 | 4 | 15 | 11 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.61 | 0.08 | 4 | 1.94 | 2.02 | (0.08 | ) | — | — | (0.08 | ) | 13.55 | 17.37 | 0.68 | 6 | 0.68 | 6 | 0.60 | 4 | 10 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.75 | 0.20 | 4 | (2.17 | ) | (1.97 | ) | (0.17 | ) | — | — | (0.17 | ) | 11.61 | (14.33 | ) | 0.66 | 6 | 0.66 | 6 | 1.57 | 4 | 9 | 14 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.84 | 0.28 | 4 | 1.78 | 2.06 | (0.15 | ) | — | — | (0.15 | ) | 13.75 | 17.42 | 0.66 | 6 | 0.65 | 6 | 2.26 | 4 | 8 | 26 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20098 | 8.94 | 0.24 | 4 | 2.78 | 3.02 | (0.12 | ) | — | — | (0.12 | ) | 11.84 | 33.73 | 5 | 0.66 | 6,7 | 0.63 | 6,7 | 3.27 | 4,7 | 2 | 22 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.88 | (0.04 | )4 | 0.73 | 0.69 | — | — | — | — | 15.57 | 4.64 | 5 | 0.82 | 6,7 | 0.81 | 6,7 | (0.24 | )4,5 | 65 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.54 | 0.10 | 4 | 1.35 | 1.45 | (0.11 | ) | — | — | (0.11 | ) | 14.88 | 10.74 | 0.82 | 6 | 0.82 | 6 | 0.75 | 4 | 64 | 11 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.61 | 0.05 | 4 | 1.94 | 1.99 | (0.06 | ) | — | — | (0.06 | ) | 13.54 | 17.12 | 0.83 | 6 | 0.83 | 6 | 0.43 | 4 | 68 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.74 | 0.14 | 4 | (2.12 | ) | (1.98 | ) | (0.15 | ) | — | — | (0.15 | ) | 11.61 | (14.41 | ) | 0.81 | 6 | 0.81 | 6 | 1.04 | 4 | 66 | 14 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.84 | 0.14 | 4 | 1.89 | 2.03 | (0.13 | ) | — | — | (0.13 | ) | 13.74 | 17.18 | 0.81 | 6 | 0.80 | 6 | 1.12 | 4 | 95 | 26 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.15 | 0.12 | 4 | 3.80 | 3.92 | (0.10 | ) | (0.13 | ) | — | (0.23 | ) | 11.84 | 48.82 | 0.84 | 6 | 0.78 | 6 | 1.17 | 4 | 77 | 22 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.86 | — | 4,9 | 0.72 | 0.72 | — | — | — | — | 15.58 | 4.85 | 5 | 0.32 | 6,7 | 0.31 | 6,7 | 0.01 | 4,5 | 2 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.51 | 0.16 | 4 | 1.37 | 1.53 | (0.18 | ) | — | — | (0.18 | ) | 14.86 | 11.36 | 0.32 | 6 | 0.32 | 6 | 1.12 | 4 | 2 | 11 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.58 | 0.11 | 4 | 1.94 | 2.05 | (0.12 | ) | — | — | (0.12 | ) | 13.51 | 17.71 | 0.33 | 6 | 0.33 | 6 | 0.85 | 4 | 3 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.72 | 0.22 | 4 | (2.14 | ) | (1.92 | ) | (0.22 | ) | — | — | (0.22 | ) | 11.58 | (14.02 | ) | 0.31 | 6 | 0.31 | 6 | 1.70 | 4 | 3 | 14 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.81 | 0.22 | 4 | 1.89 | 2.11 | (0.20 | ) | — | — | (0.20 | ) | 13.72 | 17.84 | 0.31 | 6 | 0.30 | 6 | 1.76 | 4 | 3 | 26 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.13 | 0.24 | 4 | 3.73 | 3.97 | (0.16 | ) | (0.13 | ) | — | (0.29 | ) | 11.81 | 49.55 | 0.34 | 6 | 0.28 | 6 | 2.31 | 4 | 2 | 22 | |||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Ratios do not include expense indirectly incurred from underlying funds and can vary between 0.29% – 0.78%, 0.29% – 0.79%, 0.28% – 0.78%, 0.29% – 0.80%, 0.29% – 0.80%, and 0.29% – 0.82% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10, and 12-31-09, respectively. 7. Annualized. 8. The inception date for Series I shares is 5-6-09. 9. Less than $0.005 per share. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 34.23 | (0.01 | ) | 1.01 | 1.00 | — | — | — | — | 35.23 | 2.92 | 4 | 0.87 | 5 | 0.83 | 5 | (0.08 | )5 | 316 | 14 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 24.29 | (0.01 | ) | 10.03 | 10.02 | (0.08 | ) | — | — | (0.08 | ) | 34.23 | 41.27 | 0.87 | 0.83 | (0.04 | ) | 337 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 20.54 | 0.05 | 3.72 | 3.77 | (0.02 | ) | — | — | (0.02 | ) | 24.29 | 18.36 | 0.86 | 0.83 | 0.22 | 274 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 20.25 | 0.02 | 0.27 | 0.29 | — | 6 | — | — | — | 6 | 20.54 | 1.44 | 0.86 | 0.83 | 0.12 | 277 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 17.45 | — | 6 | 2.82 | 2.82 | (0.02 | ) | — | — | (0.02 | ) | 20.25 | 16.15 | 0.87 | 0.84 | (0.01 | ) | 328 | 44 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.23 | 0.02 | 5.22 | 5.24 | (0.02 | ) | — | — | (0.02 | ) | 17.45 | 42.89 | 0.89 | 0.86 | 0.11 | 335 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 33.94 | (0.05 | ) | 1.01 | 0.96 | — | — | — | — | 34.90 | 2.83 | 4 | 1.07 | 5 | 1.03 | 5 | (0.28 | )5 | 132 | 14 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 24.10 | (0.07 | ) | 9.94 | 9.87 | (0.03 | ) | — | — | (0.03 | ) | 33.94 | 40.97 | 1.07 | 1.03 | (0.24 | ) | 149 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 20.40 | — | 6 | 3.70 | 3.70 | — | — | — | — | 24.10 | 18.14 | 1.06 | 1.03 | 0.02 | 123 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 20.15 | (0.02 | ) | 0.27 | 0.25 | — | — | — | — | 20.40 | 1.24 | 1.06 | 1.03 | (0.08 | ) | 122 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 17.39 | (0.04 | ) | 2.81 | 2.77 | (0.01 | ) | — | — | (0.01 | ) | 20.15 | 15.94 | 1.07 | 1.04 | (0.21 | ) | 137 | 44 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.21 | (0.01 | ) | 5.20 | 5.19 | (0.01 | ) | — | — | (0.01 | ) | 17.39 | 42.56 | 1.09 | 1.06 | (0.09 | ) | 131 | 47 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 34.20 | — | 6 | 1.00 | 1.00 | — | — | — | — | 35.20 | 2.92 | 4 | 0.82 | 5 | 0.78 | 5 | (0.03 | )5 | 1,351 | 14 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 24.26 | — | 6 | 10.03 | 10.03 | (0.09 | ) | — | — | (0.09 | ) | 34.20 | 41.37 | 0.82 | 0.78 | 0.01 | 1,471 | 27 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 20.51 | 0.07 | 3.71 | 3.78 | (0.03 | ) | — | — | (0.03 | ) | 24.26 | 18.44 | 0.81 | 0.78 | 0.28 | 1,346 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 20.22 | 0.04 | 0.25 | 0.29 | — | 6 | — | — | — | 6 | 20.51 | 1.45 | 0.81 | 0.78 | 0.17 | 1,286 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 17.41 | 0.01 | 2.82 | 2.83 | (0.02 | ) | — | — | (0.02 | ) | 20.22 | 16.25 | 0.82 | 0.79 | 0.05 | 1,361 | 44 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.20 | 0.03 | 5.21 | 5.24 | (0.03 | ) | — | — | (0.03 | ) | 17.41 | 42.97 | 0.84 | 0.81 | 0.18 | 1,135 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Capital Appreciation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.78 | — | 4 | 0.68 | 0.68 | — | — | — | — | 16.46 | 4.31 | 5 | 0.79 | 6 | 0.78 | 6 | 0.04 | 6 | 199 | 45 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.51 | 0.01 | 4.29 | 4.30 | (0.03 | ) | — | — | (0.03 | ) | 15.78 | 37.41 | 0.79 | 0.79 | 0.04 | 205 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.94 | 0.03 | 1.56 | 1.59 | (0.02 | ) | — | — | (0.02 | ) | 11.51 | 15.98 | 0.79 | 0.78 | 0.27 | 175 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.94 | 0.01 | — | 4 | 0.01 | (0.01 | ) | — | — | (0.01 | ) | 9.94 | 0.08 | 0.79 | 0.78 | 0.05 | 181 | 52 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.90 | 0.01 | 1.04 | 1.05 | (0.01 | ) | — | — | (0.01 | ) | 9.94 | 11.83 | 0.79 | 0.79 | 0.16 | 217 | 77 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.27 | 0.02 | 2.63 | 2.65 | (0.02 | ) | — | — | (0.02 | ) | 8.90 | 42.29 | 0.80 | 0.80 | 0.26 | 136 | 85 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.57 | (0.01 | ) | 0.66 | 0.65 | — | — | — | — | 16.22 | 4.17 | 5 | 0.99 | 6 | 0.98 | 6 | (0.16 | )6 | 72 | 45 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.38 | (0.02 | ) | 4.24 | 4.22 | (0.03 | ) | — | — | (0.03 | ) | 15.57 | 37.10 | 0.99 | 0.99 | (0.16 | ) | 77 | 38 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.83 | 0.02 | 1.54 | 1.56 | (0.01 | ) | — | — | (0.01 | ) | 11.38 | 15.84 | 0.99 | 0.98 | 0.07 | 71 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.85 | (0.02 | ) | — | 4 | (0.02 | ) | — | 4 | — | — | — | 4 | 9.83 | (0.17 | ) | 0.99 | 0.98 | (0.15 | ) | 72 | 52 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.83 | — | 4 | 1.02 | 1.02 | — | 4 | — | — | — | 4 | 9.85 | 11.58 | 0.99 | 0.99 | (0.05 | ) | 84 | 77 | 7 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.22 | — | 4 | 2.61 | 2.61 | — | 4 | — | — | — | 4 | 8.83 | 42.04 | 1.00 | 1.00 | 0.06 | 71 | 85 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.79 | 0.01 | 0.67 | 0.68 | — | — | — | — | 16.47 | 4.31 | 5 | 0.74 | 6 | 0.73 | 6 | 0.09 | 6 | 840 | 45 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.51 | 0.01 | 4.30 | 4.31 | (0.03 | ) | — | — | (0.03 | ) | 15.79 | 37.51 | 0.74 | 0.74 | 0.09 | 850 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.94 | 0.04 | 1.55 | 1.59 | (0.02 | ) | — | — | (0.02 | ) | 11.51 | 16.03 | 0.74 | 0.73 | 0.32 | 797 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.94 | 0.01 | — | 4 | 0.01 | (0.01 | ) | — | — | (0.01 | ) | 9.94 | 0.12 | 0.74 | 0.73 | 0.10 | 770 | 52 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.90 | 0.02 | 1.04 | 1.06 | (0.02 | ) | — | — | (0.02 | ) | 9.94 | 11.88 | 0.74 | 0.74 | 0.19 | 821 | 77 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.27 | 0.02 | 2.63 | 2.65 | (0.02 | ) | — | — | (0.02 | ) | 8.90 | 42.36 | 0.75 | 0.75 | 0.31 | 791 | 85 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Less than $0.005 per share. 5. Not annualized. 6. Annualized. 7. Excludes merger activity. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Capital Appreciation Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.02 | 0.08 | 0.82 | 0.90 | — | — | — | — | 13.92 | 6.91 | 4 | 0.91 | 5 | 0.87 | 5 | 1.28 | 5 | 3 | 28 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.75 | 0.14 | 2.44 | 2.58 | (0.16 | ) | (1.15 | ) | — | (1.31 | ) | 13.02 | 22.32 | 0.91 | 0.87 | 1.09 | 1 | 71 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.51 | 0.18 | 1.45 | 1.63 | (0.17 | ) | (1.22 | ) | — | (1.39 | ) | 11.75 | 14.59 | 0.92 | 0.88 | 1.50 | 1 | 68 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.50 | 0.19 | 0.16 | 0.35 | (0.16 | ) | (0.18 | ) | — | (0.34 | ) | 11.51 | 3.13 | 0.95 | 0.91 | 1.59 | 1 | 83 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.47 | 0.16 | 1.41 | 1.57 | (0.18 | ) | (1.36 | ) | — | (1.54 | ) | 11.50 | 13.83 | 1.02 | 0.98 | 1.38 | 1 | 62 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.02 | 0.20 | 2.52 | 2.72 | (0.22 | ) | (0.05 | ) | — | (0.27 | ) | 11.47 | 30.06 | 1.05 | 1.01 | 1.93 | 1 | 91 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.99 | 0.07 | 0.83 | 0.90 | — | — | — | — | 13.89 | 6.93 | 4 | 1.11 | 5 | 1.07 | 5 | 1.06 | 5 | 331 | 28 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.74 | 0.11 | 2.42 | 2.53 | (0.13 | ) | (1.15 | ) | — | (1.28 | ) | 12.99 | 21.93 | 1.11 | 1.07 | 0.88 | 331 | 71 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.49 | 0.15 | 1.47 | 1.62 | (0.15 | ) | (1.22 | ) | — | (1.37 | ) | 11.74 | 14.49 | 1.12 | 1.08 | 1.29 | 306 | 68 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.49 | 0.16 | 0.16 | 0.32 | (0.14 | ) | (0.18 | ) | — | (0.32 | ) | 11.49 | 2.88 | 1.15 | 1.11 | 1.39 | 301 | 83 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.46 | 0.14 | 1.40 | 1.54 | (0.15 | ) | (1.36 | ) | — | (1.51 | ) | 11.49 | 13.63 | 1.22 | 1.18 | 1.15 | 335 | 62 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.02 | 0.17 | 2.52 | 2.69 | (0.20 | ) | (0.05 | ) | — | (0.25 | ) | 11.46 | 29.84 | 1.25 | 1.21 | 1.70 | 337 | 91 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.00 | 0.09 | 0.82 | 0.91 | — | — | — | — | 13.91 | 7.00 | 4 | 0.86 | 5 | 0.82 | 5 | 1.29 | 5 | 28 | 28 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.74 | 0.15 | 2.42 | 2.57 | (0.16 | ) | (1.15 | ) | — | (1.31 | ) | 13.00 | 22.30 | 0.86 | 0.82 | 1.14 | 32 | 71 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.49 | 0.19 | 1.46 | 1.65 | (0.18 | ) | (1.22 | ) | — | (1.40 | ) | 11.74 | 14.76 | 0.87 | 0.83 | 1.56 | 25 | 68 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.49 | 0.19 | 0.15 | 0.34 | (0.16 | ) | (0.18 | ) | — | (0.34 | ) | 11.49 | 3.09 | 0.90 | 0.86 | 1.66 | 17 | 83 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.46 | 0.17 | 1.40 | 1.57 | (0.18 | ) | (1.36 | ) | — | (1.54 | ) | 11.49 | 13.90 | 0.97 | 0.93 | 1.42 | 5 | 62 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.02 | 0.19 | 2.52 | 2.71 | (0.22 | ) | (0.05 | ) | — | (0.27 | ) | 11.46 | 30.12 | 1.00 | 0.96 | 1.89 | 3 | 91 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Core Strategy Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.48 | (0.01 | )4 | 0.79 | 0.78 | — | — | — | — | 15.26 | 5.39 | 5 | 0.11 | 6,7 | 0.11 | 6,7 | (0.05 | )4 | 145 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.58 | 0.01 | 4 | 2.55 | 2.56 | (0.08 | ) | (1.58 | ) | — | (1.66 | ) | 14.48 | 19.16 | 0.12 | 6 | 0.12 | 6 | 0.06 | 4 | 142 | 8 | 9 | ||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.40 | 0.43 | 4 | 1.12 | 1.55 | (0.35 | ) | (0.02 | ) | — | (0.37 | ) | 13.58 | 12.53 | 0.13 | 6 | 0.13 | 6 | 3.21 | 4 | — | 10 | 110 | 11 | |||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.66 | 0.42 | 4 | (0.39 | ) | 0.03 | (0.29 | ) | — | 12 | — | (0.29 | ) | 12.40 | 0.21 | 0.12 | 6 | 0.11 | 6 | 3.34 | 4 | — | 10 | 8 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.51 | 0.12 | 4 | 1.31 | 1.43 | (0.25 | ) | (0.03 | ) | — | (0.28 | ) | 12.66 | 12.42 | 0.13 | 6 | 0.07 | 6 | 0.98 | 4 | — | 10 | 15 | ||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.67 | 0.18 | 4 | 1.92 | 2.10 | (0.18 | ) | (0.08 | ) | — | (0.26 | ) | 11.51 | 21.87 | 0.13 | 6 | 0.07 | 6 | 1.80 | 4 | — | 10 | 22 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.54 | (0.02 | )4 | 0.79 | 0.77 | — | — | — | — | 15.31 | 5.30 | 5 | 0.31 | 6,7 | 0.31 | 6,7 | (0.15 | )4 | 3,809 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.62 | 0.20 | 4 | 2.35 | 2.55 | (0.05 | ) | (1.58 | ) | — | (1.63 | ) | 14.54 | 19.03 | 0.32 | 6 | 0.32 | 6 | 1.36 | 4 | 3,804 | 8 | 9 | ||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.44 | 0.32 | 4 | 1.21 | 1.53 | (0.33 | ) | (0.02 | ) | — | (0.35 | ) | 13.62 | 12.27 | 0.33 | 6 | 0.33 | 6 | 2.36 | 4 | 688 | 110 | 11 | ||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.70 | 0.25 | 4 | (0.25 | ) | — | 12 | (0.26 | ) | — | 12 | — | (0.26 | ) | 12.44 | 0.01 | 0.32 | 6 | 0.31 | 6 | 1.95 | 4 | 653 | 8 | |||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.55 | 0.23 | 4 | 1.18 | 1.41 | (0.23 | ) | (0.03 | ) | — | (0.26 | ) | 12.70 | 12.17 | 0.33 | 6 | 0.27 | 6 | 1.94 | 4 | 680 | 15 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.70 | 0.18 | 4 | 1.91 | 2.09 | (0.16 | ) | (0.08 | ) | — | (0.24 | ) | 11.55 | 21.65 | 0.33 | 6 | 0.27 | 6 | 1.72 | 4 | 588 | 22 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.49 | — | 4,12 | 0.79 | 0.79 | — | — | — | — | 15.28 | 5.45 | 5 | 0.06 | 6,7 | 0.06 | 6,7 | (0.03 | )4 | 146 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.58 | 0.28 | 4 | �� | 2.30 | 2.58 | (0.09 | ) | (1.58 | ) | — | (1.67 | ) | 14.49 | 19.28 | 0.07 | 6 | 0.07 | 6 | 1.91 | 4 | 133 | 8 | 9 | |||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.40 | 0.39 | 4 | 1.17 | 1.56 | (0.36 | ) | (0.02 | ) | — | (0.38 | ) | 13.58 | 12.58 | 0.08 | 6 | 0.08 | 6 | 2.92 | 4 | 51 | 110 | 11 | ||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.67 | 0.35 | 4 | (0.33 | ) | 0.02 | (0.29 | ) | — | 12 | — | (0.29 | ) | 12.40 | 0.18 | 0.07 | 6 | 0.06 | 6 | 2.74 | 4 | 33 | 8 | ||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.51 | 0.32 | 4 | 1.13 | 1.45 | (0.26 | ) | (0.03 | ) | — | (0.29 | ) | 12.67 | 12.56 | 0.08 | 6 | 0.02 | 6 | 2.69 | 4 | 19 | 15 | |||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.67 | 0.43 | 4 | 1.68 | 2.11 | (0.19 | ) | (0.08 | ) | — | (0.27 | ) | 11.51 | 21.93 | 0.08 | 6 | 0.02 | 6 | 3.97 | 4 | 9 | 22 | |||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.52% – 0.64%, 0.50% – 0.64%, 0.49% – 0.59%, 0.48% – 0.50%, 0.48% – 0.50%, and 0.49% – 0.51% for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10, and 12-31-09, respectively. 7. Annualized. 8. Less than 1%. 9. Excludes merger activity. 10. Less than $500,000. 11. Increase in the portfolio turnover is directly attributed to in-kind transactions that are related to the reorganization of the underlying funds held by the Trust. 12. Less than $0.005 per share. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Emerging Markets Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 9.92 | 0.09 | 0.54 | 0.63 | — | — | — | — | 10.55 | 6.35 | 4 | 1.13 | 5 | 1.12 | 5 | 1.91 | 5 | 4 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.74 | 0.13 | (0.46 | ) | (0.33 | ) | (0.13 | ) | (0.36 | ) | — | (0.49 | ) | 9.92 | (3.22 | ) | 1.13 | 1.12 | 1.25 | 4 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.86 | 0.14 | 1.60 | 1.74 | (0.11 | ) | (0.75 | ) | — | (0.86 | ) | 10.74 | 18.53 | 1.13 | 1.13 | 1.31 | 9 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.99 | 0.17 | (4.31 | ) | (4.14 | ) | (0.20 | ) | (1.79 | ) | — | (1.99 | ) | 9.86 | (27.06 | ) | 1.13 | 1.13 | 1.27 | 7 | 18 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.52 | 0.09 | 2.94 | 3.03 | (0.20 | ) | (0.36 | ) | — | (0.56 | ) | 15.99 | 23.02 | 1.12 | 1.12 | 0.65 | 11 | 21 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.74 | 0.07 | 6.73 | 6.80 | (0.01 | ) | (0.01 | ) | — | (0.02 | ) | 13.52 | 101.12 | 1.13 | 1.13 | 0.68 | 8 | 28 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 9.90 | 0.10 | 0.54 | 0.64 | — | — | — | — | 10.54 | 6.46 | 4 | 1.08 | 5 | 1.07 | 5 | 1.97 | 5 | 1,009 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.72 | 0.14 | (0.47 | ) | (0.33 | ) | (0.13 | ) | (0.36 | ) | — | (0.49 | ) | 9.90 | (3.18 | ) | 1.08 | 1.07 | 1.37 | 1,078 | 9 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.85 | 0.14 | 1.59 | 1.73 | (0.11 | ) | (0.75 | ) | — | (0.86 | ) | 10.72 | 18.49 | 1.08 | 1.08 | 1.34 | 1,115 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.98 | 0.18 | (4.31 | ) | (4.13 | ) | (0.21 | ) | (1.79 | ) | — | (2.00 | ) | 9.85 | (27.02 | ) | 1.08 | 1.08 | 1.32 | 915 | 18 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.51 | 0.11 | 2.92 | 3.03 | (0.20 | ) | (0.36 | ) | — | (0.56 | ) | 15.98 | 23.10 | 1.07 | 1.07 | 0.80 | 1,088 | 21 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.73 | 0.08 | 6.72 | 6.80 | (0.01 | ) | (0.01 | ) | — | (0.02 | ) | 13.51 | 101.36 | 1.08 | 1.08 | 0.84 | 1,028 | 28 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Equity-Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 19.82 | 0.20 | 4 | 1.00 | 1.20 | — | — | — | — | 21.02 | 6.05 | 5 | 0.87 | 6 | 0.83 | 6 | 2.06 | 4,6 | 344 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.53 | 0.29 | 4.35 | 4.64 | (0.35 | ) | — | — | (0.35 | ) | 19.82 | 29.96 | 0.87 | 0.83 | 1.63 | 348 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.50 | 0.31 | 2.03 | 2.34 | (0.31 | ) | — | — | (0.31 | ) | 15.53 | 17.44 | 0.86 | 0.83 | 2.11 | 311 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.87 | 0.27 | (0.39 | ) | (0.12 | ) | (0.25 | ) | �� | — | — | (0.25 | ) | 13.50 | (0.81 | ) | 0.86 | 0.83 | 1.91 | 311 | 19 | 7 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.27 | 0.23 | 1.62 | 1.85 | (0.25 | ) | — | — | (0.25 | ) | 13.87 | 15.12 | 0.87 | 0.84 | 1.84 | 348 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.96 | 0.22 | 2.32 | 2.54 | (0.23 | ) | — | — | (0.23 | ) | 12.27 | 25.72 | 0.90 | 0.86 | 2.17 | 352 | 17 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 19.77 | 0.18 | 4 | 1.00 | 1.18 | — | — | — | — | 20.95 | 5.97 | 5 | 1.07 | 6 | 1.03 | 6 | 1.86 | 4,6 | 184 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.49 | 0.26 | 4.34 | 4.60 | (0.32 | ) | — | — | (0.32 | ) | 19.77 | 29.75 | 1.07 | 1.03 | 1.43 | 193 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.47 | 0.28 | 2.03 | 2.31 | (0.29 | ) | — | — | (0.29 | ) | 15.49 | 17.18 | 1.06 | 1.03 | 1.91 | 173 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.84 | 0.24 | (0.38 | ) | (0.14 | ) | (0.23 | ) | — | — | (0.23 | ) | 13.47 | (1.01 | ) | 1.06 | 1.03 | 1.73 | 174 | 19 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.24 | 0.21 | 1.61 | 1.82 | (0.22 | ) | — | — | (0.22 | ) | 13.84 | 14.91 | 1.07 | 1.04 | 1.64 | 178 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.93 | 0.20 | 2.32 | 2.52 | (0.21 | ) | — | — | (0.21 | ) | 12.24 | 25.54 | 1.10 | 1.06 | 1.96 | 172 | 17 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 19.76 | 0.21 | 4 | 1.00 | 1.21 | — | — | — | — | 20.97 | 6.12 | 5 | 0.82 | 6 | 0.78 | 6 | 2.11 | 4,6 | 1,587 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.48 | 0.30 | 4.34 | 4.64 | (0.36 | ) | — | — | (0.36 | ) | 19.76 | 30.05 | 0.82 | 0.78 | 1.68 | 1,579 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.46 | 0.32 | 2.02 | 2.34 | (0.32 | ) | — | — | (0.32 | ) | 15.48 | 17.47 | 0.81 | 0.78 | 2.17 | 1,513 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.83 | 0.27 | (0.38 | ) | (0.11 | ) | (0.26 | ) | — | — | (0.26 | ) | 13.46 | (0.76 | ) | 0.81 | 0.78 | 1.98 | 1,471 | 19 | 7 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.23 | 0.24 | 1.62 | 1.86 | (0.26 | ) | — | — | (0.26 | ) | 13.83 | 15.23 | 0.82 | 0.79 | 1.90 | 1,427 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.93 | 0.22 | 2.32 | 2.54 | (0.24 | ) | — | — | (0.24 | ) | 12.23 | 25.75 | 0.85 | 0.81 | 2.13 | �� | 1,390 | 17 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.04 and 0.20% (unannualized) for all series, respectively. 5. Not annualized. 6. Annualized. 7. Excludes merger activity. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Financial Services Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.85 | 0.07 | 6 | 0.71 | 0.78 | — | — | — | — | 16.63 | 4.92 | 4 | 0.94 | 5 | 0.93 | 5 | 0.84 | 5,6 | 134 | 100 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.32 | 0.11 | 3.67 | 3.78 | (0.10 | ) | (0.15 | ) | — | (0.25 | ) | 15.85 | 30.75 | 0.91 | 0.90 | 0.78 | 132 | 3 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.52 | 0.12 | 1.77 | 1.89 | (0.09 | ) | — | — | (0.09 | ) | 12.32 | 18.05 | 0.91 | 0.91 | 0.99 | 97 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.84 | 0.10 | (1.23 | ) | (1.13 | ) | (0.19 | ) | — | — | (0.19 | ) | 10.52 | (9.51 | ) | 0.94 | 0.93 | 0.90 | 92 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.58 | 0.09 | 1.21 | 1.30 | (0.04 | ) | — | — | (0.04 | ) | 11.84 | 12.25 | 0.93 | 0.93 | 0.80 | 125 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.53 | 0.05 | 3.06 | 3.11 | (0.06 | ) | — | — | (0.06 | ) | 10.58 | 41.41 | 0.96 | 0.96 | 0.63 | 45 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.78 | 0.05 | 6 | 0.72 | 0.77 | — | — | — | — | 16.55 | 4.88 | 4 | 1.14 | 5 | 1.13 | 5 | 0.65 | 5,6 | 24 | 100 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.27 | 0.09 | 3.64 | 3.73 | (0.07 | ) | (0.15 | ) | — | (0.22 | ) | 15.78 | 30.49 | 1.11 | 1.10 | 0.60 | 27 | 3 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.48 | 0.09 | 1.77 | 1.86 | (0.07 | ) | — | — | (0.07 | ) | 12.27 | 17.82 | 1.11 | 1.11 | 0.79 | 23 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.79 | 0.08 | (1.22 | ) | (1.14 | ) | (0.17 | ) | — | — | (0.17 | ) | 10.48 | (9.66 | ) | 1.14 | 1.13 | 0.71 | 23 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.54 | 0.06 | 1.20 | 1.26 | (0.01 | ) | — | — | (0.01 | ) | 11.79 | 12.00 | 1.13 | 1.13 | 0.58 | 32 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.51 | 0.04 | 3.04 | 3.08 | (0.05 | ) | — | — | (0.05 | ) | 10.54 | 40.98 | 1.16 | 1.16 | 0.43 | 34 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.83 | 0.07 | 6 | 0.71 | 0.78 | — | — | — | — | 16.61 | 4.93 | 4 | 0.89 | 5 | 0.88 | 5 | 0.89 | 5,6 | 24 | 100 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.30 | 0.12 | 3.66 | 3.78 | (0.10 | ) | (0.15 | ) | — | (0.25 | ) | 15.83 | 30.86 | 0.86 | 0.85 | 0.84 | 24 | 3 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.51 | 0.12 | 1.77 | 1.89 | (0.10 | ) | — | — | (0.10 | ) | 12.30 | 18.03 | 0.86 | 0.86 | 1.04 | 18 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.82 | 0.11 | (1.22 | ) | (1.11 | ) | (0.20 | ) | — | — | (0.20 | ) | 10.51 | (9.39 | ) | 0.89 | 0.88 | 0.95 | 18 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.57 | 0.09 | 1.20 | 1.29 | (0.04 | ) | — | — | (0.04 | ) | 11.82 | 12.22 | 0.88 | 0.88 | 0.83 | 23 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.52 | 0.06 | 3.06 | 3.12 | (0.07 | ) | — | — | (0.07 | ) | 10.57 | 41.53 | 0.91 | 0.91 | 0.68 | 25 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.03 and 0.17% (unannualized) for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.05 | (0.01 | )4 | 0.99 | 0.98 | — | — | — | — | 14.03 | 7.51 | 5 | 0.12 | 6 | 0.12 | 7,6 | (0.06 | )5,6 | 53 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.73 | 0.29 | 4 | 2.33 | 2.62 | (0.30 | ) | — | — | (0.30 | ) | 13.05 | 24.43 | 0.12 | 0.12 | 7 | 2.37 | 4 | 52 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.51 | 0.31 | 4 | 1.24 | 1.55 | (0.33 | ) | — | — | (0.33 | ) | 10.73 | 16.26 | 0.12 | 0.12 | 7 | 3.04 | 4 | 47 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.95 | 0.29 | 4 | (0.43 | ) | (0.14 | ) | (0.30 | ) | — | — | (0.30 | ) | 9.51 | (1.41 | ) | 0.12 | 0.12 | 7 | 2.92 | 4 | 44 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.33 | 0.37 | 4 | 0.62 | 0.99 | (0.37 | ) | — | — | (0.37 | ) | 9.95 | 10.67 | 0.12 | 0.10 | 7 | 3.87 | 4 | 47 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.36 | 0.39 | 4 | 1.93 | 2.32 | (0.35 | ) | — | — | (0.35 | ) | 9.33 | 31.47 | 0.12 | 0.08 | 7 | 4.68 | 4 | 43 | 8 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.07 | (0.02 | )4 | 0.99 | 0.97 | — | — | — | — | 14.04 | 7.42 | 5 | 0.32 | 6 | 0.32 | 7,6 | (0.16 | )5,6 | 1,320 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.74 | 0.26 | 4 | 2.35 | 2.61 | (0.28 | ) | — | — | (0.28 | ) | 13.07 | 24.27 | 0.32 | 0.32 | 7 | 2.17 | 4 | 1,305 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.52 | 0.28 | 4 | 1.25 | 1.53 | (0.31 | ) | — | — | (0.31 | ) | 10.74 | 16.03 | 0.32 | 0.32 | 7 | 2.79 | 4 | 1,184 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.97 | 0.26 | 4 | (0.43 | ) | (0.17 | ) | (0.28 | ) | — | — | (0.28 | ) | 9.52 | (1.71 | ) | 0.32 | 0.32 | 7 | 2.60 | 4 | 1,154 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.35 | 0.33 | 4 | 0.65 | 0.98 | (0.36 | ) | — | — | (0.36 | ) | 9.97 | 10.44 | 0.32 | 0.30 | 7 | 3.51 | 4 | 1,335 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.38 | 0.32 | 4 | 1.98 | 2.30 | (0.33 | ) | — | — | (0.33 | ) | 9.35 | 31.12 | 0.32 | 0.28 | 7 | 3.89 | 4 | 1,358 | 8 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.04 | — | 4,9 | 0.99 | 0.99 | — | — | — | — | 14.03 | 7.59 | 5 | 0.07 | 6 | 0.07 | 7,6 | (0.03 | )5,6 | 41 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.72 | 0.35 | 4 | 2.28 | 2.63 | (0.31 | ) | — | — | (0.31 | ) | 13.04 | 24.50 | 0.07 | 0.07 | 7 | 2.88 | 4 | 31 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.50 | 0.38 | 4 | 1.17 | 1.55 | (0.33 | ) | — | — | (0.33 | ) | 10.72 | 16.33 | 0.07 | 0.07 | 7 | 3.69 | 4 | 16 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.95 | 0.34 | 4 | (0.48 | ) | (0.14 | ) | (0.31 | ) | — | — | (0.31 | ) | 9.50 | (1.46 | ) | 0.07 | 0.07 | 7 | 3.41 | 4 | 10 | 3 | ||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.33 | 0.41 | 4 | 0.59 | 1.00 | (0.38 | ) | — | — | (0.38 | ) | 9.95 | 10.72 | 0.07 | 0.05 | 7 | 4.37 | 4 | 8 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.36 | 0.53 | 4 | 1.79 | 2.32 | (0.35 | ) | — | — | (0.35 | ) | 9.33 | 31.54 | 0.07 | 0.03 | 7 | 6.34 | 4 | 5 | 8 | |||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Annualized. 7. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.85% – 0.97%, 0.85% – 0.97%, 0.85% – 1.00%, 0.85% – 1.03%, 0.85% – 1.03% and 0.86% – 1.03% for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, 12-31-10 and 12-31-09, respectively. 8. Less than 1%. 9. Less than $0.005 per share. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Fundamental All Cap Core Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.61 | 0.07 | 6 | 0.89 | 0.96 | — | — | — | — | 21.57 | 4.66 | 4 | 0.76 | 5 | 0.75 | 5 | 0.66 | 5,6 | 152 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.30 | 0.11 | 5.37 | 5.48 | (0.17 | ) | — | — | (0.17 | ) | 20.61 | 35.88 | 0.76 | 0.76 | 0.60 | 159 | 41 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.48 | 0.16 | 2.77 | 2.93 | (0.11 | ) | — | — | (0.11 | ) | 15.30 | 23.52 | 0.76 | 0.76 | 1.17 | 131 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.90 | 0.13 | (0.41 | ) | (0.28 | ) | (0.14 | ) | — | — | (0.14 | ) | 12.48 | (2.16 | ) | 0.76 | 0.76 | 0.98 | 117 | 146 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.90 | 0.13 | 2.01 | 2.14 | (0.14 | ) | — | — | (0.14 | ) | 12.90 | 19.65 | 0.76 | 0.76 | 1.18 | 142 | 120 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.61 | 0.12 | 2.30 | 2.42 | (0.13 | ) | — | — | (0.13 | ) | 10.90 | 28.27 | 0.75 | 0.75 | 1.26 | 133 | 147 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.58 | 0.05 | 6 | 0.90 | 0.95 | — | — | — | — | 21.53 | 4.62 | 4 | 0.96 | 5 | 0.95 | 5 | 0.45 | 5,6 | 63 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.29 | 0.07 | 5.36 | 5.43 | (0.14 | ) | — | — | (0.14 | ) | 20.58 | 35.55 | 0.96 | 0.96 | 0.40 | 69 | 41 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.47 | 0.14 | 2.76 | 2.90 | (0.08 | ) | — | — | (0.08 | ) | 15.29 | 23.31 | 0.96 | 0.96 | 0.98 | 67 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.90 | 0.10 | (0.42 | ) | (0.32 | ) | (0.11 | ) | — | — | (0.11 | ) | 12.47 | (2.44 | ) | 0.96 | 0.96 | 0.78 | 60 | 146 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.90 | 0.11 | 2.00 | 2.11 | (0.11 | ) | — | — | (0.11 | ) | 12.90 | 19.40 | 0.96 | 0.96 | 0.97 | 71 | 120 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.61 | 0.10 | 2.30 | 2.40 | (0.11 | ) | — | — | (0.11 | ) | 10.90 | 28.02 | 0.95 | 0.95 | 1.06 | 69 | 147 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.68 | 0.07 | 6 | 0.91 | 0.98 | — | — | — | — | 21.66 | 4.74 | 4 | 0.71 | 5 | 0.70 | 5 | 0.72 | 5,6 | 1,437 | 28 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.36 | 0.11 | 5.39 | 5.50 | (0.18 | ) | — | — | (0.18 | ) | 20.68 | 35.86 | 0.71 | 0.71 | 0.64 | 1,433 | 41 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.52 | 0.17 | 2.79 | 2.96 | (0.12 | ) | — | — | (0.12 | ) | 15.36 | 23.66 | 0.71 | 0.71 | 1.22 | 1,149 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.95 | 0.13 | (0.41 | ) | (0.28 | ) | (0.15 | ) | — | — | (0.15 | ) | 12.52 | (2.17 | ) | 0.71 | 0.71 | 1.03 | 1,032 | 146 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.94 | 0.14 | 2.01 | 2.15 | (0.14 | ) | — | — | (0.14 | ) | 12.95 | 19.73 | 0.71 | 0.71 | 1.22 | 1,171 | 120 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.64 | 0.12 | 2.32 | 2.44 | (0.14 | ) | — | — | (0.14 | ) | 10.94 | 28.36 | 0.70 | 0.70 | 1.31 | 1,100 | 147 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.04 and 0.21% (unannualized) for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Fundamental Large Cap Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.94 | 0.09 | 1.08 | 1.17 | — | — | — | — | 17.11 | 7.34 | 4 | 0.73 | 5 | 0.72 | 5 | 1.16 | 5 | 293 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.18 | 0.17 | 3.77 | 3.94 | (0.18 | ) | — | — | (0.18 | ) | 15.94 | 32.41 | 0.74 | 0.74 | 1.17 | 273 | 40 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.91 | 0.19 | 2.22 | 2.41 | (0.14 | ) | — | — | (0.14 | ) | 12.18 | 24.42 | 0.76 | 0.75 | 1.67 | 67 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.84 | 0.15 | 0.02 | 0.17 | (0.10 | ) | — | — | (0.10 | ) | 9.91 | 1.75 | 0.78 | 0.78 | 1.53 | 45 | 108 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.83 | 0.13 | 1.06 | 1.19 | (0.18 | ) | — | — | (0.18 | ) | 9.84 | 13.56 | 0.78 | 0.78 | 1.43 | — | 7 | 154 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.24 | 0.13 | 1.63 | 1.76 | (0.17 | ) | — | — | (0.17 | ) | 8.83 | 24.47 | 0.78 | 0.78 | 1.69 | 1 | 150 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 16.05 | 0.08 | 1.09 | 1.17 | — | — | — | — | 17.22 | 7.29 | 4 | 0.93 | 5 | 0.92 | 5 | 0.97 | 5 | 42 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.27 | 0.14 | 3.79 | 3.93 | (0.15 | ) | — | — | (0.15 | ) | 16.05 | 32.11 | 0.94 | 0.94 | 0.99 | 44 | 40 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.98 | 0.16 | 2.25 | 2.41 | (0.12 | ) | — | — | (0.12 | ) | 12.27 | 24.23 | 0.96 | 0.95 | 1.46 | 17 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.90 | 0.13 | 0.03 | 0.16 | (0.08 | ) | — | — | (0.08 | ) | 9.98 | 1.63 | 0.98 | 0.98 | 1.33 | 13 | 108 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.90 | 0.13 | 1.03 | 1.16 | (0.16 | ) | — | — | (0.16 | ) | 9.90 | 13.11 | 0.98 | 0.98 | 1.39 | 14 | 154 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.28 | 0.11 | 1.66 | 1.77 | (0.15 | ) | — | — | (0.15 | ) | 8.90 | 24.50 | 0.98 | 0.98 | 1.50 | 14 | 150 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.94 | 0.10 | 1.08 | 1.18 | — | — | — | — | 17.12 | 7.40 | 4 | 0.68 | 5 | 0.67 | 5 | 1.21 | 5 | 943 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.18 | 0.18 | 3.77 | 3.95 | (0.19 | ) | — | — | (0.19 | ) | 15.94 | 32.47 | 0.69 | 0.69 | 1.28 | 779 | 40 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.91 | 0.19 | 2.23 | 2.42 | (0.15 | ) | — | — | (0.15 | ) | 12.18 | 24.48 | 0.71 | 0.70 | 1.68 | 441 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.83 | 0.16 | 0.02 | 0.18 | (0.10 | ) | — | — | (0.10 | ) | 9.91 | 1.90 | 0.73 | 0.73 | 1.58 | 270 | 108 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.83 | 0.14 | 1.05 | 1.19 | (0.19 | ) | — | — | (0.19 | ) | 9.83 | 13.51 | 0.73 | 0.73 | 1.60 | 189 | 154 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.24 | 0.13 | 1.63 | 1.76 | (0.17 | ) | — | — | (0.17 | ) | 8.83 | 24.53 | 0.73 | 0.73 | 1.78 | 260 | 150 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Less than $500,000. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Fundamental Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.22 | 0.08 | 7 | 0.79 | 0.87 | — | — | — | — | 21.09 | 4.30 | 4 | 0.87 | 5 | 0.86 | 5 | 0.76 | 5,7 | 346 | 50 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.34 | 0.11 | 5.01 | 5.12 | (0.24 | ) | — | — | (0.24 | ) | 20.22 | 33.43 | 0.85 | 0.84 | 0.63 | 360 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.65 | 0.22 | 1.61 | 1.83 | (0.14 | ) | — | — | (0.14 | ) | 15.34 | 13.45 | 0.85 | 0.84 | 1.47 | 318 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.31 | 0.13 | (0.67 | ) | (0.54 | ) | (0.12 | ) | — | — | (0.12 | ) | 13.65 | (3.78 | ) | 0.85 | 0.85 | 0.94 | 339 | 14 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.79 | 0.11 | 1.56 | 1.67 | (0.15 | ) | — | — | (0.15 | ) | 14.31 | 13.10 | 0.85 | 0.85 | 0.87 | 429 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.79 | 0.10 | 3.00 | 3.10 | (0.10 | ) | — | — | (0.10 | ) | 12.79 | 31.78 | 0.83 | 0.83 | 0.92 | 448 | 22 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.18 | 0.06 | 7 | 0.79 | 0.85 | — | — | — | — | 21.03 | 4.21 | 4 | 1.07 | 5 | 1.06 | 5 | 0.57 | 5,7 | 251 | 50 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.31 | 0.08 | 4.99 | 5.07 | (0.20 | ) | — | — | (0.20 | ) | 20.18 | 33.20 | 1.05 | 1.04 | 0.43 | 267 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.63 | 0.19 | 1.60 | 1.79 | (0.11 | ) | — | — | (0.11 | ) | 15.31 | 13.18 | 1.05 | 1.04 | 1.27 | 260 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.29 | 0.10 | (0.67 | ) | (0.57 | ) | (0.09 | ) | — | — | (0.09 | ) | 13.63 | (3.99 | ) | 1.05 | 1.05 | 0.74 | 272 | 14 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.77 | 0.09 | 1.55 | 1.64 | (0.12 | ) | — | — | (0.12 | ) | 14.29 | 12.88 | 1.05 | 1.05 | 0.67 | 334 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.77 | 0.08 | 3.00 | 3.08 | (0.08 | ) | — | — | (0.08 | ) | 12.77 | 31.59 | 1.03 | 1.03 | 0.71 | 344 | 22 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.16 | 0.08 | 7 | 0.79 | 0.87 | — | — | — | — | 21.03 | 4.32 | 4 | 0.82 | 5 | 0.81 | 5 | 0.84 | 5,7 | 24 | 50 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.29 | 0.12 | 5.00 | 5.12 | (0.25 | ) | — | — | (0.25 | ) | 20.16 | 33.53 | 0.80 | 0.79 | 0.69 | 952 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.61 | 0.23 | 1.60 | 1.83 | (0.15 | ) | — | — | (0.15 | ) | 15.29 | 13.48 | 0.80 | 0.79 | 1.53 | 943 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.27 | 0.14 | (0.68 | ) | (0.54 | ) | (0.12 | ) | — | — | (0.12 | ) | 13.61 | (3.74 | ) | 0.80 | 0.80 | 0.99 | 935 | 14 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.75 | 0.12 | 1.56 | 1.68 | (0.16 | ) | — | — | (0.16 | ) | 14.27 | 13.20 | 0.80 | 0.80 | 0.92 | 990 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.76 | 0.10 | 3.00 | 3.10 | (0.11 | ) | — | — | (0.11 | ) | 12.75 | 31.84 | 0.78 | 0.78 | 0.95 | 1,034 | 22 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.02 and 0.08% (unannualized) for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Global Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.50 | 0.36 | 6 | 0.69 | 1.05 | — | — | — | — | 21.55 | 5.12 | 4 | 0.96 | 5 | 0.94 | 5 | 3.45 | 5,6 | 171 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.86 | 0.26 | 4.66 | 4.92 | (0.28 | ) | — | — | (0.28 | ) | 20.50 | 31.09 | 0.96 | 0.95 | 1.45 | 176 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.31 | 0.30 | 2.57 | 2.87 | (0.32 | ) | — | — | (0.32 | ) | 15.86 | 21.74 | 0.96 | 0.94 | 2.04 | 156 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.48 | 0.31 | (1.18 | ) | (0.87 | ) | (0.30 | ) | — | — | (0.30 | ) | 13.31 | (6.00 | ) | 0.96 | 0.94 | 2.14 | 150 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.64 | 0.22 | 0.84 | 1.06 | (0.22 | ) | — | — | (0.22 | ) | 14.48 | 7.76 | 0.96 | 0.94 | 1.64 | 178 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.54 | 0.18 | 3.12 | 3.30 | (0.20 | ) | — | — | (0.20 | ) | 13.64 | 31.37 | 0.96 | 0.93 | 1.58 | 182 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.43 | 0.33 | 6 | 0.70 | 1.03 | — | — | — | — | 21.46 | 5.04 | 4 | 1.16 | 5 | 1.14 | 5 | 3.25 | 5,6 | 31 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.81 | 0.22 | 4.65 | 4.87 | (0.25 | ) | — | — | (0.25 | ) | 20.43 | 30.83 | 1.16 | 1.15 | 1.23 | 34 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.27 | 0.27 | 2.57 | 2.84 | (0.30 | ) | — | — | (0.30 | ) | 15.81 | 21.51 | 1.16 | 1.14 | 1.85 | 30 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.44 | 0.28 | (1.18 | ) | (0.90 | ) | (0.27 | ) | — | — | (0.27 | ) | 13.27 | (6.22 | ) | 1.16 | 1.14 | 1.94 | 29 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.60 | 0.19 | 0.84 | 1.03 | (0.19 | ) | — | — | (0.19 | ) | 14.44 | 7.55 | 1.16 | 1.14 | 1.45 | 34 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.51 | 0.16 | 3.10 | 3.26 | (0.17 | ) | — | — | (0.17 | ) | 13.60 | 31.10 | 1.16 | 1.13 | 1.41 | 36 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.47 | 0.36 | 6 | 0.70 | 1.06 | — | — | — | — | 21.53 | 5.18 | 4 | 0.91 | 5 | 0.89 | 5 | 3.51 | 5,6 | 478 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.85 | 0.27 | 4.64 | 4.91 | (0.29 | ) | — | — | (0.29 | ) | 20.47 | 31.03 | 0.91 | 0.90 | 1.50 | 470 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.30 | 0.30 | 2.58 | 2.88 | (0.33 | ) | — | — | (0.33 | ) | 15.85 | 21.82 | 0.91 | 0.89 | 2.09 | 422 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.47 | 0.32 | (1.18 | ) | (0.86 | ) | (0.31 | ) | — | — | (0.31 | ) | 13.30 | (5.95 | ) | 0.91 | 0.89 | 2.18 | 404 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.63 | 0.23 | 0.83 | 1.06 | (0.22 | ) | — | — | (0.22 | ) | 14.47 | 7.83 | 0.91 | 0.89 | 1.69 | 472 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.53 | 0.19 | 3.11 | 3.30 | (0.20 | ) | — | — | (0.20 | ) | 13.63 | 31.46 | 0.91 | 0.88 | 1.67 | 473 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.11 and 0.52% (unannualized) for all series, respectively. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Health Sciences Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 29.19 | (0.07 | ) | 3.15 | 3.08 | — | — | — | — | 32.27 | 10.55 | 4 | 1.10 | 5 | 1.04 | 5 | (0.48 | )5 | 108 | 29 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 20.98 | (0.14 | ) | 10.72 | 10.58 | — | (2.37 | ) | — | (2.37 | ) | 29.19 | 51.15 | 1.16 | 1.10 | (0.54 | ) | 106 | 57 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.98 | (0.08 | ) | 5.46 | 5.38 | — | (1.38 | ) | — | (1.38 | ) | 20.98 | 31.89 | 1.18 | 1.12 | (0.41 | ) | 69 | 29 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.55 | (0.10 | ) | 1.73 | 1.63 | — | (0.20 | ) | — | (0.20 | ) | 16.98 | 10.57 | 1.18 | 1.13 | (0.59 | ) | 56 | 39 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.44 | (0.05 | )6 | 2.16 | 2.11 | — | — | — | — | 15.55 | 15.70 | 1.17 | 1.12 | (0.37 | )6 | 53 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.35 | (0.05 | ) | 3.29 | 3.24 | — | (0.15 | ) | — | (0.15 | ) | 13.44 | 31.81 | 1.19 | 1.14 | (0.48 | ) | 55 | 35 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 28.30 | (0.10 | ) | 3.05 | 2.95 | — | — | — | — | 31.25 | 10.42 | 4 | 1.30 | 5 | 1.24 | 5 | (0.68 | )5 | 90 | 29 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 20.43 | (0.19 | ) | 10.43 | 10.24 | — | (2.37 | ) | — | (2.37 | ) | 28.30 | 50.86 | 1.36 | 1.30 | (0.74 | ) | 91 | 57 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.60 | (0.12 | ) | 5.33 | 5.21 | — | (1.38 | ) | — | (1.38 | ) | 20.43 | 31.59 | 1.38 | 1.32 | (0.61 | ) | 67 | 29 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.23 | (0.13 | ) | 1.70 | 1.57 | — | (0.20 | ) | — | (0.20 | ) | 16.60 | 10.39 | �� | 1.38 | 1.33 | (0.80 | ) | 57 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.19 | (0.08 | )6 | 2.12 | 2.04 | — | — | — | — | 15.23 | 15.47 | 1.37 | 1.32 | (0.56 | )6 | 58 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.18 | (0.08 | ) | 3.24 | 3.16 | — | (0.15 | ) | — | (0.15 | ) | 13.19 | 31.55 | 1.39 | 1.34 | (0.69 | ) | 54 | 35 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 29.36 | (0.07 | ) | 3.17 | 3.10 | — | — | — | — | 32.46 | 10.56 | 4 | 1.05 | 5 | 0.99 | 5 | (0.42 | )5 | 81 | 29 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 21.08 | (0.13 | ) | 10.78 | 10.65 | — | (2.37 | ) | — | (2.37 | ) | 29.36 | 51.24 | 1.11 | 1.05 | (0.49 | ) | 73 | 57 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 17.05 | (0.07 | ) | 5.48 | 5.41 | — | (1.38 | ) | — | (1.38 | ) | 21.08 | 31.93 | 1.13 | 1.07 | (0.36 | ) | 48 | 29 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.60 | (0.09 | ) | 1.74 | 1.65 | — | (0.20 | ) | — | (0.20 | ) | 17.05 | 10.66 | 1.13 | 1.08 | (0.54 | ) | 34 | 39 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.47 | (0.04 | )6 | 2.17 | 2.13 | — | — | — | — | 15.60 | 15.81 | 1.12 | 1.07 | (0.31 | )6 | 28 | 38 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.37 | (0.05 | ) | 3.30 | 3.25 | — | (0.15 | ) | — | (0.15 | ) | 13.47 | 31.85 | 1.14 | 1.09 | (0.45 | ) | 26 | 35 | ||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average assets reflects special dividends received by the portfolio, which amounted to $0.08 and 0.60%, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Core Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 11.70 | 0.32 | 6 | 0.55 | 0.87 | — | — | — | — | 12.57 | 7.44 | 4 | 1.07 | 5 | 1.06 | 5 | 5.30 | 5,6 | 51 | 21 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.61 | 0.26 | 2.13 | 2.39 | (0.30 | ) | — | — | (0.30 | ) | 11.70 | 24.99 | 1.07 | 1.07 | 2.51 | 49 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 8.60 | 0.26 | 1.02 | 1.28 | (0.27 | ) | — | — | (0.27 | ) | 9.61 | 15.05 | 1.07 | 1.07 | 2.93 | 45 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.77 | 0.26 | (1.20 | ) | (0.94 | ) | (0.23 | ) | — | — | (0.23 | ) | 8.60 | (9.57 | ) | 1.07 | 1.07 | 2.67 | 47 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.08 | 0.16 | 0.71 | 0.87 | (0.18 | ) | — | — | (0.18 | ) | 9.77 | 9.58 | 1.07 | 1.07 | 1.76 | 60 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.12 | 0.18 | 1.22 | 1.40 | (0.20 | ) | (0.24 | ) | — | (0.44 | ) | 9.08 | 18.64 | 1.04 | 1.04 | 2.17 | �� | 64 | 43 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 11.80 | 0.31 | 6 | 0.56 | 0.87 | — | — | — | — | 12.67 | 7.37 | 4 | 1.27 | 5 | 1.26 | 5 | 5.10 | 5,6 | 22 | 21 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.69 | 0.25 | 2.14 | 2.39 | (0.28 | ) | — | — | (0.28 | ) | 11.80 | 24.78 | 1.27 | 1.27 | 2.34 | 22 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 8.67 | 0.25 | 1.02 | 1.27 | (0.25 | ) | — | — | (0.25 | ) | 9.69 | 14.82 | 1.27 | 1.27 | 2.75 | 20 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.85 | 0.24 | (1.21 | ) | (0.97 | ) | (0.21 | ) | — | — | (0.21 | ) | 8.67 | (9.80 | ) | 1.27 | 1.27 | 2.48 | 22 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.15 | 0.14 | 0.72 | 0.86 | (0.16 | ) | — | — | (0.16 | ) | 9.85 | 9.38 | 1.27 | 1.27 | 1.56 | 28 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.18 | 0.16 | 1.23 | 1.39 | (0.18 | ) | (0.24 | ) | — | (0.42 | ) | 9.15 | 18.38 | 1.24 | 1.24 | 1.93 | 28 | 43 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 11.67 | 0.32 | 6 | 0.55 | 0.87 | — | — | — | — | 12.54 | 7.46 | 4 | 1.02 | 5 | 1.01 | 5 | 5.36 | 5,6 | 759 | 21 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.58 | 0.27 | 2.13 | 2.40 | (0.31 | ) | — | — | (0.31 | ) | 11.67 | 25.13 | 1.02 | 1.02 | 2.55 | 797 | 47 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 8.57 | 0.27 | 1.01 | 1.28 | (0.27 | ) | — | — | (0.27 | ) | 9.58 | 15.16 | 1.02 | 1.02 | 2.97 | 653 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.74 | 0.27 | (1.20 | ) | (0.93 | ) | (0.24 | ) | — | — | (0.24 | ) | 8.57 | (9.56 | ) | 1.02 | 1.02 | 2.74 | 570 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.05 | 0.16 | 0.71 | 0.87 | (0.18 | ) | — | — | (0.18 | ) | 9.74 | 9.67 | 1.02 | 1.02 | 1.80 | 769 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.10 | 0.18 | 1.22 | 1.40 | (0.21 | ) | (0.24 | ) | — | (0.45 | ) | 9.05 | 18.62 | 0.99 | 0.99 | 2.18 | 690 | 43 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.12 and 0.97% (unannualized) for all series, respectively. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
International Equity Index Trust B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.14 | 0.37 | 10 | 0.57 | 0.94 | — | — | — | — | 18.08 | 5.48 | 4 | 0.61 | 5 | 0.39 | 5 | 4.35 | 5,10 | 310 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.32 | 0.42 | 1.80 | 2.22 | (0.40 | ) | — | — | (0.40 | ) | 17.14 | 14.55 | 0.61 | 0.39 | 2.59 | 293 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 14.62 | 0.03 | 0.84 | 0.87 | (0.17 | ) | — | — | (0.17 | ) | 15.32 | 5.98 | 4 | 0.63 | 5 | 0.39 | 5 | 1.38 | 5 | 254 | 4 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.16 | 0.35 | 10 | 0.57 | 0.92 | — | — | — | — | 18.08 | 5.36 | 4 | 0.81 | 5 | 0.59 | 5 | 4.10 | 5,10 | 27 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.34 | 0.39 | 1.80 | 2.19 | (0.37 | ) | — | — | (0.37 | ) | 17.16 | 14.32 | 0.81 | 0.59 | 2.43 | 27 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 14.62 | 0.03 | 0.83 | 0.86 | (0.14 | ) | — | — | (0.14 | ) | 15.34 | 5.95 | 4 | 0.83 | 5 | 0.59 | 5 | 1.17 | 5 | 29 | 4 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.13 | 0.37 | 10 | 0.58 | 0.95 | — | — | — | — | 18.08 | 5.55 | 4 | 0.56 | 5 | 0.34 | 5 | 4.39 | 5,10 | 370 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.32 | 0.43 | 1.79 | 2.22 | (0.41 | ) | — | — | (0.41 | ) | 17.13 | 14.54 | 0.56 | 0.34 | 2.65 | 373 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.17 | 0.41 | 1.92 | 2.33 | (0.18 | ) | — | — | (0.18 | ) | 15.32 | 17.76 | 0.59 | 0.34 | 2.90 | 345 | 4 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.93 | 0.44 | (2.67 | ) | (2.23 | ) | (0.53 | ) | — | — | (0.53 | ) | 13.17 | (13.99 | ) | 0.58 | 0.34 | 2.86 | 273 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.65 | 0.35 | 1.31 | 1.66 | (0.38 | ) | — | — | (0.38 | ) | 15.93 | 11.44 | 0.57 | 0.34 | 2.36 | 360 | 5 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.16 | 0.35 | 3.86 | 4.21 | (0.49 | ) | (0.23 | ) | — | (0.72 | ) | 14.65 | 38.80 | 0.58 | 0.34 | 2.85 | 347 | 33 | 9 | ||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 11-5-12. 7. Excludes merger activity. 8. Portfolio turnover is shown for the period from 1-1-12 to 12-31-12. 9. Includes the impact of Redemption in kind transactions which amounted to 8% of the Portfolio Turnover. 10. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.08 and 0.45% (unannualized) for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Growth Stock Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 16.85 | 0.21 | 0.84 | 1.05 | — | — | — | — | 17.90 | 6.23 | 4 | 0.97 | 5 | 0.97 | 5 | 2.51 | 5 | 3 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.31 | 0.22 | 2.51 | 2.73 | (0.19 | ) | — | — | (0.19 | ) | 16.85 | 19.11 | 0.97 | 0.97 | 1.40 | 3 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 13.84 | — | 7 | 0.56 | 0.56 | (0.09 | ) | — | — | (0.09 | ) | 14.31 | 4.07 | 4 | 1.01 | 5 | 1.01 | 5 | (0.10 | )5 | 3 | 23 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 16.87 | 0.20 | 0.83 | 1.03 | — | — | — | — | 17.90 | 6.11 | 4 | 1.17 | 5 | 1.17 | 5 | 2.34 | 5 | 24 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.33 | 0.19 | 2.51 | 2.70 | (0.16 | ) | — | — | (0.16 | ) | 16.87 | 18.87 | 1.17 | 1.17 | 1.23 | 23 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 13.84 | (0.01 | ) | 0.57 | 0.56 | (0.07 | ) | — | — | (0.07 | ) | 14.33 | 4.05 | 4 | 1.21 | 5 | 1.21 | 5 | (0.30 | )5 | 23 | 23 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 16.86 | 0.22 | 0.82 | 1.04 | — | — | — | — | 17.90 | 6.17 | 4 | 0.92 | 5 | 0.92 | 5 | 2.57 | 5 | 534 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.31 | 0.23 | 2.51 | 2.74 | (0.19 | ) | — | — | (0.19 | ) | 16.86 | 19.19 | 0.92 | 0.92 | 1.47 | 550 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.48 | 0.15 | 1.80 | 1.95 | (0.10 | ) | (0.02 | ) | — | (0.12 | ) | 14.31 | 15.64 | 0.96 | 0.96 | 1.11 | 479 | 23 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.64 | 0.21 | (1.18 | ) | (0.97 | ) | (0.16 | ) | (0.03 | ) | — | (0.19 | ) | 12.48 | (7.12 | ) | 0.98 | 0.98 | 1.60 | 227 | 27 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20109 | 12.50 | — | 7 | 1.14 | 1.14 | — | — | — | — | 13.64 | 9.12 | 4 | 1.05 | 5 | 1.05 | 5 | 0.02 | 5 | 157 | 8 | |||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 11-5-12. 7. Less than $0.005 per share. 8. Excludes merger activity. 9. Period from 9-6-10 (commencement of operations) to 12-31-10. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
International Small Company Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.61 | 0.13 | 0.65 | 0.78 | — | — | — | — | 13.39 | 6.19 | 4 | 1.17 | 5 | 1.17 | 5 | 2.04 | 5 | 46 | 11 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.15 | 0.18 | 2.49 | 2.67 | (0.21 | ) | — | — | (0.21 | ) | 12.61 | 26.34 | 1.17 | 1.17 | 1.61 | 46 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 8.63 | 0.19 | 1.46 | 1.65 | (0.13 | ) | — | — | (0.13 | ) | 10.15 | 19.19 | 1.18 | 1.04 | 1.97 | 41 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 10.50 | 0.18 | (1.88 | ) | (1.70 | ) | (0.17 | ) | — | — | (0.17 | ) | 8.63 | (16.23 | ) | 1.16 | 1.04 | 1.74 | 41 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.78 | 0.09 | 1.89 | 1.98 | (0.26 | ) | — | — | (0.26 | ) | 10.50 | 22.70 | 1.15 | 1.15 | 1.03 | 62 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 9.00 | — | 7 | (0.15 | ) | (0.15 | ) | (0.07 | ) | — | — | (0.07 | ) | 8.78 | (1.66 | )4 | 1.11 | 5 | 1.11 | 5 | (0.12 | )5 | 65 | 133 | 8,9 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.60 | 0.12 | 0.64 | 0.76 | — | — | — | — | 13.36 | 6.03 | 4 | 1.37 | 5 | 1.37 | 5 | 1.83 | 5 | 26 | 11 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.15 | 0.16 | 2.48 | 2.64 | (0.19 | ) | — | — | (0.19 | ) | 12.60 | 26.02 | 1.37 | 1.37 | 1.42 | 28 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 8.63 | 0.17 | 1.46 | 1.63 | (0.11 | ) | — | — | (0.11 | ) | 10.15 | 19.00 | 1.38 | 1.24 | 1.78 | 25 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 10.50 | 0.16 | (1.88 | ) | (1.72 | ) | (0.15 | ) | — | — | (0.15 | ) | 8.63 | (16.42 | ) | 1.36 | 1.24 | 1.55 | 26 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.78 | 0.08 | 1.88 | 1.96 | (0.24 | ) | — | — | (0.24 | ) | 10.50 | 22.45 | 1.35 | 1.35 | 0.82 | 36 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20096 | 9.00 | — | 7 | (0.15 | ) | (0.15 | ) | (0.07 | ) | — | — | (0.07 | ) | 8.78 | (1.66 | )4 | 1.31 | 5 | 1.31 | 5 | (0.33 | )5 | 34 | 133 | 8,9 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.60 | 0.13 | 0.65 | 0.78 | — | — | — | — | 13.38 | 6.19 | 4 | 1.12 | 5 | 1.12 | 5 | 2.08 | 5 | 45 | 11 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.15 | 0.19 | 2.47 | 2.66 | (0.21 | ) | — | — | (0.21 | ) | 12.60 | 26.29 | 1.12 | 1.12 | 1.65 | 44 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 8.63 | 0.19 | 1.46 | 1.65 | (0.13 | ) | — | — | (0.13 | ) | 10.15 | 19.24 | 1.13 | 0.99 | 1.96 | 31 | 3 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 10.50 | 0.18 | (1.88 | ) | (1.70 | ) | (0.17 | ) | — | — | (0.17 | ) | 8.63 | (16.18 | ) | 1.11 | 0.99 | 1.78 | 35 | 11 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.79 | 0.06 | 1.91 | 1.97 | (0.26 | ) | — | — | (0.26 | ) | 10.50 | 22.63 | 1.10 | 1.10 | 0.64 | 32 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.53 | 0.09 | 2.38 | 2.47 | (0.09 | ) | (0.12 | ) | — | (0.21 | ) | 8.79 | 39.44 | 1.06 | 1.06 | 1.20 | 131 | 133 | 8,9 | ||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 11-16-09. 7. Less than $0.005 per share. 8. Excludes merger activity. 9. Portfolio turnover is shown for the period from 1-1-09 to 12-31-09. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.78 | 0.37 | 7 | 0.15 | 0.52 | — | — | — | — | 15.30 | 3.52 | 4 | 0.97 | 5 | 0.97 | 5 | 4.99 | 5,7 | 119 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.91 | 0.25 | 2.86 | 3.11 | (0.24 | ) | — | — | (0.24 | ) | 14.78 | 26.15 | 0.97 | 0.97 | 1.88 | 124 | 31 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.25 | 0.28 | 1.68 | 1.96 | (0.30 | ) | — | — | (0.30 | ) | 11.91 | 19.38 | 0.97 | 0.93 | 2.57 | 114 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.10 | 0.33 | (1.88 | ) | (1.55 | ) | (0.30 | ) | — | — | (0.30 | ) | 10.25 | (12.85 | ) | 0.97 | 0.93 | 2.76 | 116 | 32 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.42 | 0.24 | 0.67 | 0.91 | (0.23 | ) | — | — | (0.23 | ) | 12.10 | 7.98 | 0.99 | 0.98 | 2.10 | 162 | 20 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.06 | 0.22 | 2.83 | 3.05 | (0.22 | ) | (0.47 | ) | — | (0.69 | ) | 11.42 | 35.77 | 0.94 | 0.93 | 2.26 | 175 | 25 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.75 | 0.35 | 7 | 0.15 | 0.50 | — | — | — | — | 15.25 | 3.39 | 4 | 1.17 | 5 | 1.17 | 5 | 4.78 | 5,7 | 94 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.89 | 0.22 | 2.85 | 3.07 | (0.21 | ) | — | — | (0.21 | ) | 14.75 | 25.89 | 1.17 | 1.17 | 1.69 | 102 | 31 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.24 | 0.26 | 1.67 | 1.93 | (0.28 | ) | — | — | (0.28 | ) | 11.89 | 19.07 | 1.17 | 1.13 | 2.38 | 98 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.08 | 0.31 | (1.88 | ) | (1.57 | ) | (0.27 | ) | — | — | (0.27 | ) | 10.24 | (12.99 | ) | 1.17 | 1.13 | 2.58 | 101 | 32 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.40 | 0.21 | 0.67 | 0.88 | (0.20 | ) | — | — | (0.20 | ) | 12.08 | 7.77 | 1.19 | 1.18 | 1.91 | 134 | 20 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.04 | 0.20 | 2.83 | 3.03 | (0.20 | ) | (0.47 | ) | — | (0.67 | ) | 11.40 | 35.59 | 1.14 | 1.13 | 2.04 | 139 | 25 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.68 | 0.37 | 7 | 0.15 | 0.52 | — | — | — | — | 15.20 | 3.54 | 4 | 0.92 | 5 | 0.92 | 5 | 5.07 | 5,7 | 1,003 | 15 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.83 | 0.25 | 2.85 | 3.10 | (0.25 | ) | — | — | (0.25 | ) | 14.68 | 26.21 | 0.92 | 0.92 | 1.90 | 1,044 | 31 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.19 | 0.28 | 1.67 | 1.95 | (0.31 | ) | — | — | (0.31 | ) | 11.83 | 19.36 | 0.92 | 0.88 | 2.62 | 854 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.03 | 0.32 | (1.86 | ) | (1.54 | ) | (0.30 | ) | — | — | (0.30 | ) | 10.19 | (12.79 | ) | 0.92 | 0.88 | 2.71 | 744 | 32 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.36 | 0.24 | 0.66 | 0.90 | (0.23 | ) | — | — | (0.23 | ) | 12.03 | 8.00 | 0.94 | 0.93 | 2.19 | 750 | 20 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.01 | 0.21 | 2.83 | 3.04 | (0.22 | ) | (0.47 | ) | — | (0.69 | ) | 11.36 | 35.94 | 0.89 | 0.88 | 2.22 | 536 | 25 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.13 and 0.86% (unannualized) for all series, respectively. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Aggressive PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.74 | — | 0.70 | 0.70 | — | — | — | — | 13.44 | 5.49 | 4 | 0.58 | 5,8 | 0.17 | 5,8 | 0.01 | 4,6 | 2 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 12.50 | 0.13 | 6 | 0.36 | 0.49 | (0.12 | ) | — | (0.13 | ) | (0.25 | ) | 12.74 | 3.91 | 4 | 79.52 | 5,8 | 0.22 | 5,8 | 1.02 | 4,6 | — | 10 | — | 9 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.74 | (0.01 | ) | 0.70 | 0.69 | — | — | — | — | 13.43 | 5.42 | 4 | 0.75 | 5,8 | 0.37 | 5,8 | (0.06 | )4,6 | 21 | 27 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 12.50 | 0.12 | 6 | 0.36 | 0.48 | (0.11 | ) | — | (0.13 | ) | (0.24 | ) | 12.74 | 3.85 | 4 | 79.72 | 5,8 | 0.42 | 5,8 | 0.97 | 4,6 | — | 10 | — | 9 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.74 | 0.01 | 0.69 | 0.70 | — | — | — | — | 13.44 | 5.49 | 4 | 0.55 | 5,8 | 0.12 | 5,8 | 0.06 | 4,6 | — | 10 | 27 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 12.50 | 0.13 | 6 | 0.36 | 0.49 | (0.12 | ) | — | (0.13 | ) | (0.25 | ) | 12.74 | 3.92 | 4 | 79.47 | 5,8 | 0.17 | 5,8 | 1.02 | 4,6 | — | 10 | — | 9 | ||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 7. Period from 11-1-13 (commencement of operations) to 12-31-13. 8. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.52% – 0.52% and 0.10% – 0.50% for the periods ended 6-30-14 and 12-31-13. 9. Less than 1%. 10. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Balanced PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.95 | (0.01 | )4 | 0.71 | 0.70 | — | — | — | — | 14.65 | 5.02 | 5 | 0.11 | 6 | 0.11 | 6 | (0.05 | )5,6 | 27 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 13.99 | 0.16 | 4 | 0.09 | 0.25 | (0.26 | ) | (0.03 | ) | — | (0.29 | ) | 13.95 | 1.77 | 5 | 0.14 | 6,8 | 0.12 | 6,8 | 1.12 | 4,5 | — | 9 | 37 | 10 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.98 | (0.02 | )4 | 0.70 | 0.68 | — | — | — | — | 14.66 | 4.86 | 5 | 0.31 | 6 | 0.31 | 6 | (0.15 | )5,6 | 957 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.92 | 0.25 | 4 | 1.38 | 1.63 | (0.23 | ) | (0.34 | ) | — | (0.57 | ) | 13.98 | 12.68 | 0.35 | 8 | 0.34 | 8 | 1.79 | 4 | 213 | 37 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.80 | 0.13 | 4 | 1.11 | 1.24 | (0.10 | ) | (0.02 | ) | — | (0.12 | ) | 12.92 | 10.54 | 0.40 | 8,11 | 0.40 | 8 | 1.06 | 4 | 170 | 31 | |||||||||||||||||||||||||||||||||||||||||
12-31-201112 | 12.50 | 0.25 | 4 | (0.82 | )13 | (0.57 | ) | (0.08 | ) | (0.05 | ) | — | (0.13 | ) | 11.80 | (4.57 | )5 | 0.69 | 6,8 | 0.40 | 6,8 | 3.12 | 4,6 | 71 | 1 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.95 | — | 4,14 | 0.69 | 0.69 | — | — | — | — | 14.64 | 4.95 | 5 | 0.06 | 6 | 0.06 | 6 | (0.03 | )5,6 | 23 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 13.99 | 0.21 | 4 | 0.04 | 0.25 | (0.26 | ) | (0.03 | ) | — | (0.29 | ) | 13.95 | 1.82 | 5 | 0.10 | 6,8 | 0.08 | 6,8 | 1.49 | 4,5 | — | 9 | 37 | 10 | ||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Annualized. 7. The inception date for Series I and Series NAV shares is 11-1-13. 8. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.52% – 0.69%, 0.50% – 0.63%, 0.49% – 1.10%, 0.73% – 1.10% for the periods ended 6-30-14, 12-31-13, 12-31-12, and 12-31-11, respectively. 9. Less than $500,000. 10. Portfolio turnover is shown for the period from 1-1-13 to 12-31-13. 11. Expense ratio has been revised to conform with current year presentation of expense recapture and net expense reductions. 12. Period from 4-29-11 (commencement of operations) to 12-31-11. 13. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund/portfolio. 14. Less than $0.005 per share. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Conservative PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.18 | (0.01 | )4 | 0.57 | 0.56 | — | — | — | — | 13.74 | 4.25 | 5 | 0.15 | 6,7 | 0.13 | 6,7 | (0.06 | )5,6 | 6 | 36 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20138 | 13.48 | 0.23 | 4 | (0.20 | ) | 0.03 | (0.28 | ) | (0.05 | ) | — | (0.33 | ) | 13.18 | 0.20 | 5 | 0.27 | 6,7 | 0.12 | 6,7 | 1.74 | 4,5 | — | 9 | 22 | 10 | |||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.19 | (0.02 | )4 | 0.58 | 0.56 | — | — | — | — | 13.75 | 4.25 | 5 | 0.35 | 6,7 | 0.33 | 6,7 | (0.16 | )5,6 | 186 | 36 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.15 | 0.23 | 4 | 0.28 | 0.51 | (0.25 | ) | (0.22 | ) | — | (0.47 | ) | 13.19 | 3.86 | 0.43 | 7 | 0.38 | 7 | 1.75 | 4 | 50 | 22 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.36 | 0.17 | 4 | 0.76 | 0.93 | (0.14 | ) | — | 11 | — | (0.14 | ) | 13.15 | 7.53 | 0.45 | 7 | 0.40 | 7 | 1.34 | 4 | 59 | 16 | |||||||||||||||||||||||||||||||||||||||||
12-31-201112 | 12.50 | 0.30 | 4 | (0.27 | )13 | 0.03 | (0.11 | ) | (0.06 | ) | — | (0.17 | ) | 12.36 | 0.27 | 5 | 1.11 | 6,7 | 0.40 | 6,7 | 3.53 | 4,6 | 29 | 4 | |||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.17 | (0.01 | )4 | 0.58 | 0.57 | — | — | — | — | 13.74 | 4.33 | 5 | 0.10 | 6,7 | 0.08 | 6,7 | (0.04 | )5,6 | — | 9 | 36 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20138 | 13.48 | 0.23 | 4 | (0.21 | ) | 0.02 | (0.28 | ) | (0.05 | ) | — | (0.33 | ) | 13.17 | 0.18 | 5 | 0.22 | 6,7 | 0.08 | 6,7 | 1.74 | 4,5 | — | 9 | 22 | 10 | |||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Annualized. 7. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.52% – 0.69%, 0.50% – 0.63%, 0.49% – 1.10%, and 0.73% – 1.10% for the periods ended 6-30-14, 12-31-13, 12-31-12, 12-31-11, respectively. 8. The inception date for Series I and Series NAV shares is 11-1-13. 9. Less than $500,000. 10. Portfolio turnover is shown for the period from 1-1-13 to 12-31-13. 11. Less than $0.005 per share. 12. Period from 4-29-11 (commencement of operations) to 12-31-11. 13. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund/portfolio. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Growth PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.51 | (0.01 | )4 | 0.79 | 0.78 | — | — | — | — | 15.29 | 5.38 | 5 | 0.11 | 6,7 | 0.10 | 6,7 | (0.05 | )5,6 | 37 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20138 | 14.31 | 0.02 | 4 | 0.39 | 9 | 0.41 | (0.19 | ) | (0.02 | ) | — | (0.21 | ) | 14.51 | 2.88 | 5 | 0.14 | 6,7 | 0.12 | 6,7 | 0.11 | 4,5 | 4 | 46 | 10 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.53 | (0.02 | )4 | 0.78 | 0.76 | — | — | — | — | 15.29 | 5.23 | 5 | 0.31 | 6,7 | 0.30 | 6,7 | (0.15 | )5,6 | 1,829 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.75 | 0.23 | 4 | 2.16 | 2.39 | (0.17 | ) | (0.44 | ) | — | (0.61 | ) | 14.53 | 18.86 | 0.34 | 7 | 0.34 | 7 | 1.65 | 4 | 297 | 46 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.44 | 0.09 | 4 | 1.33 | 1.42 | (0.08 | ) | (0.03 | ) | — | (0.11 | ) | 12.75 | 12.45 | 0.39 | 7,11 | 0.39 | 7 | 0.75 | 4 | 175 | 45 | 12 | ||||||||||||||||||||||||||||||||||||||||
12-31-201113 | 12.50 | 0.19 | 4 | (1.15 | )9 | (0.96 | ) | (0.07 | ) | (0.03 | ) | — | (0.10 | ) | 11.44 | (7.66 | )5 | 0.58 | 6,7 | 0.40 | 6,7 | 2.46 | 4,6 | 94 | 8 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.50 | — | 4,14 | 0.79 | 0.79 | — | — | — | — | 15.29 | 5.45 | 5 | 0.06 | 6,7 | 0.05 | 6,7 | (0.03 | )5,6 | 3 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20138 | 14.31 | 0.19 | 4 | 0.22 | 9 | 0.41 | (0.20 | ) | (0.02 | ) | — | (0.22 | ) | 14.50 | 2.86 | 5 | 0.09 | 6,7 | 0.08 | 6,7 | 1.33 | 4,5 | — | 15 | 46 | 10 | |||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 5. Not annualized. 6. Annualized. 7. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.52% – 0.69%, 0.50% – 0.63%, 0.49% – 1.10%, and 0.73% – 1.10% for the periods ended 6-30-14, 12-31-13, 12-31-12, and 12-31-11, respectively. 8. The inception date for Series I and Series NAV shares is 11-1-13. 9. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the portfolio. 10. Portfolio turnover is shown for the period from 1-1-13 to 12-31-13. 11. Expense ratio has been revised to conform with current year presentation of expense recapture and net expense reductions. 12. Increase in the portfolio turnover is directly attributed to in-kind transactions that are related to the reorganization of the underlying funds held by the Trust. 13. Period from 4-29-11 (commencement of operations) to 12-31-11. 14. Less than $0.005 per share. 15. Less than $500,000. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Moderate PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.82 | (0.01 | ) | 0.67 | 0.66 | — | — | — | — | 14.48 | 4.78 | 4 | 0.13 | 5 | 0.13 | 5 | (0.06 | )4,6 | 8 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 13.95 | 0.18 | 6 | (0.01 | ) | 0.17 | (0.26 | ) | (0.04 | ) | — | (0.30 | ) | 13.82 | 1.23 | 4 | 0.21 | 5,8 | 0.12 | 5,8 | 1.34 | 4,6 | — | 9 | 36 | 10 | |||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.85 | (0.02 | ) | 0.66 | 0.64 | — | — | — | — | 14.49 | 4.62 | 4 | 0.33 | 5 | 0.33 | 5 | (0.16 | )4,6 | 329 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.06 | 0.24 | 6 | 1.08 | 1.32 | (0.24 | ) | (0.29 | ) | — | (0.53 | ) | 13.85 | 10.12 | 0.40 | 8 | 0.38 | 8 | 1.75 | 6 | 92 | 36 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.04 | 0.15 | 6 | 1.00 | 1.15 | (0.12 | ) | (0.01 | ) | — | (0.13 | ) | 13.06 | 9.55 | 0.42 | 8,11 | 0.40 | 8 | 1.21 | 6 | 84 | 25 | |||||||||||||||||||||||||||||||||||||||||
12-31-201112 | 12.50 | 0.25 | 6 | (0.57 | )13 | (0.32 | ) | (0.09 | ) | (0.05 | ) | — | (0.14 | ) | 12.04 | (2.54 | )4 | 0.97 | 5,8 | 0.40 | 5,8 | 3.03 | 5,6 | 36 | — | 14 | |||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.82 | (0.01 | ) | 0.67 | 0.66 | — | — | — | — | 14.48 | 4.78 | 4 | 0.08 | 5 | 0.08 | 5 | (0.04 | )4,6 | 1 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 13.95 | 0.22 | 6 | (0.04 | ) | 0.18 | (0.27 | ) | (0.04 | ) | — | (0.31 | ) | 13.82 | 1.28 | 4 | 0.16 | 5 | 0.08 | 5,8 | 1.60 | 4,6 | — | 9 | 36 | 10 | |||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 7. The inception date for Series I and Series NAV shares is 11-1-13. 8. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.52% – 0.69%, 0.50% – 0.63%, 0.49% – 1.10%, and 0.73% – 1.10% for the periods ended 6-30-14, 12-31-13, 12-31-12, and 12-31-11, respectively. 9. Less than $500,000. 10. Portfolio turnover is shown for the period from 1-1-13 to 12-31-13. 11. Expense ratio has been revised to conform with current year presentation of expense recapture and net expense reductions. 12. Period from 4-29-11 (commencement of operations) to 12-31-11. 13. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund/portfolio. 14. Less than 1%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Mid Cap Index Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.82 | 0.11 | 1.48 | 1.59 | — | — | — | — | 23.41 | 7.29 | 4 | 0.56 | 5 | 0.46 | 5 | 1.02 | 5 | 697 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.45 | 0.21 | 5.50 | 5.71 | (0.22 | ) | (1.12 | ) | — | (1.34 | ) | 21.82 | 33.03 | 0.55 | 0.45 | 1.02 | 657 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.75 | 0.16 | 2.65 | 2.81 | (0.25 | ) | (1.86 | ) | — | (2.11 | ) | 17.45 | 17.48 | 0.55 | 0.49 | 0.91 | 453 | 8 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 17.74 | 0.17 | (0.60 | ) | (0.43 | ) | (0.12 | ) | (0.44 | ) | — | (0.56 | ) | 16.75 | (2.25 | ) | 0.54 | 0.54 | 0.98 | 413 | 13 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.22 | 0.14 | 3.55 | 3.69 | (0.17 | ) | — | — | (0.17 | ) | 17.74 | 25.98 | 0.54 | 0.54 | 0.88 | 436 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.67 | 0.14 | 3.72 | 3.86 | (0.13 | ) | (0.18 | ) | — | (0.31 | ) | 14.22 | 36.76 | 0.55 | 0.55 | 1.22 | 325 | 15 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.76 | 0.09 | 1.47 | 1.56 | — | — | — | — | 23.32 | 7.17 | 4 | 0.76 | 5 | 0.66 | 5 | 0.82 | 5 | 78 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.41 | 0.16 | 5.49 | 5.65 | (0.18 | ) | (1.12 | ) | — | (1.30 | ) | 21.76 | 32.76 | 0.75 | 0.65 | 0.81 | 82 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.71 | 0.12 | 2.66 | 2.78 | (0.22 | ) | (1.86 | ) | — | (2.08 | ) | 17.41 | 17.30 | 0.75 | 0.70 | 0.69 | 74 | 8 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 17.70 | 0.14 | (0.61 | ) | (0.47 | ) | (0.08 | ) | (0.44 | ) | — | (0.52 | ) | 16.71 | (2.46 | ) | 0.74 | 0.74 | 0.77 | 78 | 13 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.18 | 0.10 | 3.55 | 3.65 | (0.13 | ) | — | — | (0.13 | ) | 17.70 | 25.80 | 0.74 | 0.74 | 0.67 | 93 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.65 | 0.12 | 3.69 | 3.81 | (0.10 | ) | (0.18 | ) | — | (0.28 | ) | 14.18 | 36.38 | 0.75 | 0.75 | 1.03 | 85 | 15 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.82 | 0.12 | 1.48 | 1.60 | — | — | — | — | 23.42 | 7.33 | 4 | 0.51 | 5 | 0.41 | 5 | 1.07 | 5 | 97 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.45 | 0.22 | 5.50 | 5.72 | (0.23 | ) | (1.12 | ) | — | (1.35 | ) | 21.82 | 33.09 | 0.50 | 0.40 | 1.06 | 88 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.75 | 0.12 | 2.70 | 2.82 | (0.26 | ) | (1.86 | ) | — | (2.12 | ) | 17.45 | 17.54 | 0.50 | 0.47 | 0.66 | 59 | 8 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 17.73 | 0.18 | (0.59 | ) | (0.41 | ) | (0.13 | ) | (0.44 | ) | — | (0.57 | ) | 16.75 | (2.14 | ) | 0.49 | 0.49 | 1.03 | 624 | 13 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.21 | 0.14 | 3.56 | 3.70 | (0.18 | ) | �� | — | (0.18 | ) | 17.73 | 26.06 | 0.49 | 0.49 | 0.92 | 681 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 10.67 | 0.15 | 3.70 | 3.85 | (0.13 | ) | (0.18 | ) | — | (0.31 | ) | 14.21 | 36.73 | 0.50 | 0.50 | 1.28 | 649 | 15 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Mid Cap Stock Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.07 | (0.04 | ) | 1.23 | 1.19 | — | — | — | — | 22.26 | 5.65 | 4 | 0.92 | 5 | 0.91 | 5 | (0.40 | )5 | 200 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.68 | (0.05 | ) | 5.80 | 5.75 | (0.01 | ) | (0.35 | ) | — | (0.36 | ) | 21.07 | 36.82 | 0.92 | 0.92 | (0.27 | ) | 207 | 116 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.83 | — | 6 | 2.85 | 2.85 | — | — | — | — | 15.68 | 22.21 | 0.93 | 0.92 | 0.01 | 178 | 115 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.13 | (0.05 | ) | (1.25 | ) | (1.30 | ) | — | — | — | — | 12.83 | (9.20 | ) | 0.93 | 0.93 | (0.35 | ) | 175 | 107 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.48 | (0.03 | ) | 2.68 | 2.65 | — | 6 | — | — | — | 6 | 14.13 | 23.08 | 0.93 | 0.93 | (0.23 | ) | 221 | 115 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.74 | (0.01 | ) | 2.75 | 2.74 | — | — | — | — | 11.48 | 31.35 | 0.94 | 0.94 | (0.09 | ) | 203 | 175 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 20.51 | (0.06 | ) | 1.20 | 1.14 | — | — | — | — | 21.65 | 5.56 | 4 | 1.12 | 5 | 1.11 | 5 | (0.60 | )5 | 110 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.30 | (0.08 | ) | 5.64 | 5.56 | — | (0.35 | ) | — | (0.35 | ) | 20.51 | 36.51 | 1.12 | 1.12 | (0.47 | ) | 121 | 116 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.54 | (0.03 | ) | 2.79 | 2.76 | — | — | — | — | 15.30 | 22.01 | 1.13 | 1.12 | (0.19 | ) | 108 | 115 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.84 | (0.08 | ) | (1.22 | ) | (1.30 | ) | — | — | — | — | 12.54 | (9.39 | ) | 1.13 | 1.13 | (0.55 | ) | 105 | 107 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.27 | (0.05 | ) | 2.62 | 2.57 | — | — | — | — | 13.84 | 22.80 | 1.13 | 1.13 | (0.43 | ) | 135 | 115 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.59 | (0.03 | ) | 2.71 | 2.68 | — | — | — | — | 11.27 | 31.20 | 1.14 | 1.14 | (0.30 | ) | 124 | 175 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 21.19 | (0.04 | ) | 1.25 | 1.21 | — | — | — | — | 22.40 | 5.71 | 4 | 0.87 | 5 | 0.86 | 5 | (0.35 | )5 | 611 | 56 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 15.77 | (0.04 | ) | 5.82 | 5.78 | (0.01 | ) | (0.35 | ) | — | (0.36 | ) | 21.19 | 36.84 | 0.87 | 0.87 | (0.23 | ) | 615 | 116 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.90 | 0.01 | 2.86 | 2.87 | — | — | — | — | 15.77 | 22.25 | 0.88 | 0.87 | 0.07 | 456 | 115 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.19 | (0.04 | ) | (1.25 | ) | (1.29 | ) | — | — | — | — | 12.90 | (9.09 | ) | 0.88 | 0.88 | (0.30 | ) | 414 | 107 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.53 | (0.02 | ) | 2.68 | 2.66 | — | 6 | — | — | — | 6 | 14.19 | 23.07 | 0.88 | 0.88 | (0.18 | ) | 466 | 115 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.77 | — | 6 | 2.76 | 2.76 | — | — | — | — | 11.53 | 31.47 | 0.89 | 0.89 | (0.05 | ) | 440 | 175 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Mid Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.99 | 0.06 | 1.29 | 1.35 | — | — | — | — | 15.34 | 9.65 | 4 | 1.04 | 5 | 0.99 | 5 | 0.87 | 5 | 373 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.49 | 0.09 | 3.47 | 3.56 | (0.13 | ) | (0.93 | ) | — | (1.06 | ) | 13.99 | 31.39 | 1.04 | 0.99 | 0.67 | 347 | 37 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.50 | 0.14 | 1.85 | 1.99 | (0.10 | ) | (0.90 | ) | — | (1.00 | ) | 11.49 | 19.42 | 1.04 | 0.99 | 1.21 | 284 | 38 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.12 | 0.11 | (0.65 | ) | (0.54 | ) | (0.08 | ) | — | — | (0.08 | ) | 10.50 | (4.83 | ) | 1.04 | 1.00 | 0.96 | 271 | 54 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.80 | 0.19 | 1.39 | 1.58 | (0.22 | ) | (0.04 | ) | — | (0.26 | ) | 11.12 | 16.16 | 1.05 | 1.00 | 1.88 | 301 | 43 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.74 | 0.06 | 3.05 | 3.11 | (0.05 | ) | — | — | (0.05 | ) | 9.80 | 46.21 | 1.06 | 1.02 | 0.76 | 260 | 62 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 14.00 | 0.05 | 1.28 | 1.33 | — | — | — | — | 15.33 | 9.50 | 4 | 1.24 | 5 | 1.19 | 5 | 0.67 | 5 | 83 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.50 | 0.06 | 3.48 | 3.54 | (0.11 | ) | (0.93 | ) | — | (1.04 | ) | 14.00 | 31.14 | 1.24 | 1.19 | 0.47 | 86 | 37 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.50 | 0.11 | 1.86 | 1.97 | (0.07 | ) | (0.90 | ) | — | (0.97 | ) | 11.50 | 19.29 | 1.24 | 1.19 | 0.99 | 80 | 38 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.12 | 0.08 | (0.64 | ) | (0.56 | ) | (0.06 | ) | — | — | (0.06 | ) | 10.50 | (5.04 | ) | 1.24 | 1.20 | 0.74 | 83 | 54 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.81 | 0.17 | 1.37 | 1.54 | (0.19 | ) | (0.04 | ) | — | (0.23 | ) | 11.12 | 15.79 | 1.25 | 1.20 | 1.65 | 106 | 43 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.74 | 0.04 | 3.06 | 3.10 | (0.03 | ) | — | — | (0.03 | ) | 9.81 | 46.02 | 1.26 | 1.22 | 0.52 | 105 | 62 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.94 | 0.07 | 1.28 | 1.35 | — | — | — | — | 15.29 | 9.68 | 4 | 0.99 | 5 | 0.94 | 5 | 0.91 | 5 | 514 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 11.45 | 0.09 | 3.47 | 3.56 | (0.14 | ) | (0.93 | ) | — | (1.07 | ) | 13.94 | 31.47 | 0.99 | 0.94 | 0.72 | 532 | 37 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.47 | 0.14 | 1.84 | 1.98 | (0.10 | ) | (0.90 | ) | — | (1.00 | ) | 11.45 | 19.43 | 0.99 | 0.94 | 1.26 | 387 | 38 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.08 | 0.11 | (0.63 | ) | (0.52 | ) | (0.09 | ) | — | — | (0.09 | ) | 10.47 | (4.71 | ) | 0.99 | 0.95 | 1.02 | 370 | 54 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.77 | 0.19 | 1.38 | 1.57 | (0.22 | ) | (0.04 | ) | — | (0.26 | ) | 11.08 | 16.16 | 1.00 | 0.95 | 1.90 | 393 | 43 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.72 | 0.07 | 3.04 | 3.11 | (0.06 | ) | — | — | (0.06 | ) | 9.77 | 46.27 | 1.01 | 0.97 | 0.88 | 375 | 62 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Mutual Shares Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.75 | 0.27 | 7 | 0.79 | 1.06 | — | — | — | — | 14.81 | 7.71 | 4 | 1.02 | 5 | 1.02 | 5 | 3.85 | 5,7 | 217 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.86 | 0.20 | 2.87 | 3.07 | (0.18 | ) | — | — | (0.18 | ) | 13.75 | 28.32 | 1.03 | 1.02 | 1.63 | 220 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.65 | 0.18 | 1.18 | 1.36 | (0.15 | ) | — | — | (0.15 | ) | 10.86 | 14.13 | 1.06 | 1.05 | 1.73 | 203 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.84 | 0.18 | (0.28 | ) | (0.10 | ) | (0.09 | ) | — | — | (0.09 | ) | 9.65 | (0.94 | ) | 1.08 | 1.08 | 1.84 | 190 | 38 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.05 | 0.26 | 6 | 0.78 | 1.04 | (0.25 | ) | — | — | (0.25 | ) | 9.84 | 11.52 | 1.08 | 1.08 | 2.76 | 6 | 173 | 30 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.33 | 0.12 | 1.81 | 1.93 | (0.21 | ) | — | — | (0.21 | ) | 9.05 | 27.16 | 1.08 | 1.08 | 1.45 | 123 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.74 | 0.27 | 7 | 0.80 | 1.07 | — | — | — | — | 14.81 | 7.79 | 4 | 0.97 | 5 | 0.97 | 5 | 3.88 | 5,7 | 472 | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.85 | 0.21 | 2.87 | 3.08 | (0.19 | ) | — | — | (0.19 | ) | 13.74 | 28.40 | 0.98 | 0.97 | 1.69 | 475 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.65 | 0.18 | 1.17 | 1.35 | (0.15 | ) | — | — | (0.15 | ) | 10.85 | 14.08 | 1.01 | 1.00 | 1.78 | 426 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.84 | 0.19 | (0.28 | ) | (0.09 | ) | (0.10 | ) | — | — | (0.10 | ) | 9.65 | (0.89 | ) | 1.03 | 1.03 | 1.89 | 415 | 38 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.06 | 0.26 | 6 | 0.78 | 1.04 | (0.26 | ) | — | — | (0.26 | ) | 9.84 | 11.49 | 1.03 | 1.03 | 2.78 | 6 | 469 | 30 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.33 | 0.13 | 1.81 | 1.94 | (0.21 | ) | — | — | (0.21 | ) | 9.06 | 27.31 | 1.03 | 1.03 | 1.72 | 468 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflects special dividends received by the portfolio, which amounted to $0.11 and 1.22%, respectively. 7. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.14 and 1.01% (unannualized) for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Natural Resources Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 10.33 | 0.05 | 1.23 | 1.28 | — | — | — | — | 11.61 | 12.39 | 4 | 1.20 | 5 | 1.14 | 5 | 1.06 | 5 | 13 | 71 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.09 | 0.05 | 0.25 | 0.30 | (0.06 | ) | — | — | (0.06 | ) | 10.33 | 2.97 | 1.16 | 1.13 | 0.48 | 11 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.12 | 0.06 | (0.01 | ) | 0.05 | (0.08 | ) | — | — | (0.08 | ) | 10.09 | 0.52 | 1.13 | 1.12 | 0.59 | 11 | 94 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.77 | 0.09 | (2.68 | ) | (2.59 | ) | (0.06 | ) | — | — | (0.06 | ) | 10.12 | (20.29 | ) | 1.11 | 1.11 | 0.72 | 13 | 87 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.15 | 0.06 | 1.63 | 1.69 | (0.07 | ) | — | — | (0.07 | ) | 12.77 | 15.21 | 1.08 | 1.08 | 0.52 | 18 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.43 | 0.07 | 3.23 | 3.30 | (0.13 | ) | (5.45 | ) | — | (5.58 | ) | 11.15 | 59.19 | 1.08 | 1.08 | 0.73 | 17 | 30 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 10.22 | 0.04 | 1.21 | 1.25 | — | — | — | — | 11.47 | 12.23 | 4 | 1.40 | 5 | 1.34 | 5 | 0.88 | 5 | 81 | 71 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.97 | 0.03 | 0.26 | 0.29 | (0.04 | ) | — | — | (0.04 | ) | 10.22 | 2.90 | 1.36 | 1.33 | 0.28 | 78 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.01 | 0.04 | (0.02 | ) | 0.02 | (0.06 | ) | — | — | (0.06 | ) | 9.97 | 0.22 | 1.33 | 1.32 | 0.38 | 99 | 94 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.62 | 0.06 | (2.63 | ) | (2.57 | ) | (0.04 | ) | — | — | (0.04 | ) | 10.01 | (20.38 | ) | 1.31 | 1.31 | 0.52 | 125 | 87 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.03 | 0.03 | 1.61 | 1.64 | (0.05 | ) | — | — | (0.05 | ) | 12.62 | 14.87 | 1.28 | 1.28 | 0.32 | 191 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.33 | 0.05 | 3.18 | 3.23 | (0.08 | ) | (5.45 | ) | — | (5.53 | ) | 11.03 | 58.90 | 1.26 | 1.26 | 0.50 | 188 | 30 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 10.16 | 0.05 | 1.21 | 1.26 | — | — | — | — | 11.42 | 12.40 | 4 | 1.15 | 5 | 1.09 | 5 | 1.01 | 5 | 56 | 71 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.92 | 0.05 | 0.25 | 0.30 | (0.06 | ) | — | — | (0.06 | ) | 10.16 | 3.07 | 1.11 | 1.08 | 0.54 | 67 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.95 | 0.06 | — | 6 | 0.06 | (0.09 | ) | — | — | (0.09 | ) | 9.92 | 0.58 | 1.08 | 1.07 | 0.62 | 69 | 94 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.56 | 0.09 | (2.64 | ) | (2.55 | ) | (0.06 | ) | — | — | (0.06 | ) | 9.95 | (20.27 | ) | 1.06 | 1.06 | 0.78 | 68 | 87 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.97 | 0.06 | 1.61 | 1.67 | (0.08 | ) | — | — | (0.08 | ) | 12.56 | 15.25 | 1.03 | 1.03 | 0.57 | 80 | 82 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 13.33 | 0.06 | 3.17 | 3.23 | (0.14 | ) | (5.45 | ) | — | (5.59 | ) | 10.97 | 59.22 | 1.09 | 1.09 | 0.62 | 73 | 30 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Real Estate Securities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.84 | 0.21 | 2.31 | 2.52 | — | — | — | — | 16.36 | 18.21 | 4 | 0.80 | 5 | 0.79 | 5 | 2.71 | 5 | 96 | 61 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.13 | 0.30 | (0.31 | ) | (0.01 | ) | (0.28 | ) | — | — | (0.28 | ) | 13.84 | (0.10 | ) | 0.80 | 0.79 | 2.02 | 83 | 104 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.26 | 0.21 | 1.90 | 2.11 | (0.24 | ) | — | — | (0.24 | ) | 14.13 | 17.26 | 0.79 | 0.79 | 1.58 | 95 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.37 | 0.14 | 0.93 | 1.07 | (0.18 | ) | — | — | (0.18 | ) | 12.26 | 9.46 | 0.79 | 0.79 | 1.17 | 97 | 86 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.96 | 0.21 | 2.39 | 2.60 | (0.19 | ) | — | — | (0.19 | ) | 11.37 | 29.19 | 0.78 | 0.78 | 2.09 | 106 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.10 | 0.22 | 1.88 | 2.10 | (0.24 | ) | — | — | (0.24 | ) | 8.96 | 30.17 | 0.79 | 0.79 | 3.17 | 94 | 113 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.86 | 0.19 | 2.33 | 2.52 | — | — | — | — | 16.38 | 18.18 | 4 | 1.00 | 5 | 0.99 | 5 | 2.50 | 5 | 65 | 61 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.16 | 0.27 | (0.32 | ) | (0.05 | ) | (0.25 | ) | — | — | (0.25 | ) | 13.86 | (0.38 | ) | 1.00 | 0.99 | 1.80 | 58 | 104 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.28 | 0.19 | 1.90 | 2.09 | (0.21 | ) | — | — | (0.21 | ) | 14.16 | 17.09 | 0.99 | 0.99 | 1.37 | 72 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.39 | 0.12 | 0.93 | 1.05 | (0.16 | ) | — | — | (0.16 | ) | 12.28 | 9.24 | 0.99 | 0.99 | 0.97 | 74 | 86 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.98 | 0.19 | 2.39 | 2.58 | (0.17 | ) | — | — | (0.17 | ) | 11.39 | 28.87 | 0.98 | 0.98 | 1.90 | 82 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.11 | 0.20 | 1.90 | 2.10 | (0.23 | ) | — | — | (0.23 | ) | 8.98 | 30.04 | 0.99 | 0.99 | 2.93 | 71 | 113 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 13.76 | 0.21 | 2.30 | 2.51 | — | — | — | — | 16.27 | 18.24 | 4 | 0.75 | 5 | 0.74 | 5 | 2.76 | 5 | 259 | 61 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.05 | 0.31 | (0.31 | ) | — | 6 | (0.29 | ) | — | — | (0.29 | ) | 13.76 | (0.05 | ) | 0.75 | 0.74 | 2.10 | 224 | 104 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.19 | 0.22 | 1.88 | 2.10 | (0.24 | ) | — | — | (0.24 | ) | 14.05 | 17.33 | 0.74 | 0.74 | 1.65 | 231 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.30 | 0.15 | 0.93 | 1.08 | (0.19 | ) | — | — | (0.19 | ) | 12.19 | 9.58 | 0.74 | 0.74 | 1.24 | 214 | 86 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.91 | 0.22 | 2.37 | 2.59 | (0.20 | ) | — | — | (0.20 | ) | 11.30 | 29.20 | 0.73 | 0.73 | 2.14 | 211 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.06 | 0.22 | 1.88 | 2.10 | (0.25 | ) | — | — | (0.25 | ) | 8.91 | 30.26 | 0.74 | 0.74 | 3.21 | 177 | 113 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Science & Technology Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 24.73 | (0.03 | ) | 1.83 | 1.80 | — | — | — | — | 26.53 | 7.28 | 4 | 1.12 | 5 | 1.08 | 5 | (0.28 | )5 | 394 | 52 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.23 | (0.03 | ) | 7.53 | 7.50 | — | — | — | — | 24.73 | 43.53 | 1.13 | 1.10 | (0.15 | ) | 375 | 105 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 15.60 | (0.03 | ) | 1.66 | 1.63 | — | — | — | — | 17.23 | 10.45 | 1.16 | 1.13 | (0.16 | ) | 282 | 89 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.91 | (0.05 | ) | (1.26 | ) | (1.31 | ) | — | — | — | — | 15.60 | (7.75 | ) | 1.16 | 1.13 | (0.30 | ) | 299 | 115 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.57 | (0.06 | ) | 3.40 | 3.34 | — | — | — | — | 16.91 | 24.61 | 1.16 | 1.13 | (0.40 | ) | 370 | 117 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.25 | (0.01 | ) | 5.33 | 5.32 | — | — | — | — | 13.57 | 64.48 | 1.15 | 1.12 | (0.13 | ) | 321 | 128 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 24.24 | (0.06 | ) | 1.80 | 1.74 | — | — | — | — | 25.98 | 7.18 | 4 | 1.32 | 5 | 1.28 | 5 | (0.48 | )5 | 47 | 52 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 16.92 | (0.07 | ) | 7.39 | 7.32 | — | — | — | — | 24.24 | 43.26 | 1.33 | 1.30 | (0.35 | ) | 49 | 105 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 15.35 | (0.06 | ) | 1.63 | 1.57 | — | — | — | — | 16.92 | 10.23 | 1.36 | 1.33 | (0.37 | ) | 41 | 89 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.68 | (0.09 | ) | (1.24 | ) | (1.33 | ) | — | — | — | — | 15.35 | (7.97 | ) | 1.36 | 1.33 | (0.51 | ) | 45 | 115 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.41 | (0.08 | ) | 3.35 | 3.27 | — | — | — | — | 16.68 | 24.38 | 1.36 | 1.33 | (0.60 | ) | 61 | 117 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.16 | (0.04 | ) | 5.29 | 5.25 | — | — | — | — | 13.41 | 64.34 | 1.35 | 1.32 | (0.33 | ) | 57 | 128 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 24.85 | (0.03 | ) | 1.84 | 1.81 | — | — | — | — | 26.66 | 7.28 | 4 | 1.07 | 5 | 1.03 | 5 | (0.23 | )5 | 22 | 52 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 17.31 | (0.02 | ) | 7.56 | 7.54 | — | — | — | — | 24.85 | 43.56 | 1.08 | 1.05 | (0.10 | ) | 19 | 105 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 15.66 | (0.03 | ) | 1.68 | 1.65 | — | — | — | — | 17.31 | 10.54 | 1.11 | 1.08 | (0.15 | ) | 13 | 89 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.97 | (0.04 | ) | (1.27 | ) | (1.31 | ) | — | — | — | — | 15.66 | (7.72 | ) | 1.11 | 1.08 | (0.25 | ) | 10 | 115 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.61 | (0.05 | ) | 3.41 | 3.36 | — | — | — | — | 16.97 | 24.69 | 1.11 | 1.08 | (0.36 | ) | 12 | 117 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.27 | (0.01 | ) | 5.35 | 5.34 | — | — | — | — | 13.61 | 64.57 | 1.10 | 1.07 | (0.07 | ) | 7 | 128 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.82 | (0.05 | ) | 0.66 | 0.61 | — | — | — | — | 13.43 | 4.76 | 4 | 1.15 | 5 | 1.14 | 5 | (0.79 | )5 | 125 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.29 | (0.08 | ) | 4.13 | 4.05 | — | (0.52 | ) | — | (0.52 | ) | 12.82 | 44.08 | 1.15 | 1.15 | (0.71 | ) | 128 | 114 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.18 | (0.03 | ) | 1.51 | 1.48 | — | (1.37 | ) | — | (1.37 | ) | 9.29 | 16.47 | 1.16 | 1.15 | (0.31 | ) | 83 | 132 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 10.12 | (0.06 | ) | (0.63 | ) | (0.69 | ) | — | (0.25 | ) | — | (0.25 | ) | 9.18 | (6.81 | ) | 1.16 | 1.15 | (0.62 | ) | 83 | 136 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.29 | (0.06 | ) | 1.89 | 1.83 | — | — | — | — | 10.12 | 22.07 | 1.15 | 1.15 | (0.69 | ) | 77 | 139 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.16 | (0.04 | ) | 2.17 | 2.13 | — | — | — | — | 8.29 | 34.58 | 1.15 | 1.15 | (0.54 | ) | 55 | 200 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.52 | (0.06 | ) | 0.64 | 0.58 | — | — | — | — | 13.10 | 4.63 | 4 | 1.35 | 5 | 1.34 | 5 | (1.00 | )5 | 41 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.10 | (0.10 | ) | 4.04 | 3.94 | — | (0.52 | ) | — | (0.52 | ) | 12.52 | 43.79 | 1.35 | 1.35 | (0.91 | ) | 46 | 114 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.03 | (0.05 | ) | 1.49 | 1.44 | — | (1.37 | ) | — | (1.37 | ) | 9.10 | 16.29 | 1.36 | 1.35 | (0.51 | ) | 31 | 132 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.98 | (0.08 | ) | (0.62 | ) | (0.70 | ) | — | (0.25 | ) | — | (0.25 | ) | 9.03 | (7.01 | ) | 1.36 | 1.35 | (0.82 | ) | 32 | 136 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.20 | (0.08 | ) | 1.86 | 1.78 | — | — | — | — | 9.98 | 21.71 | 1.35 | 1.35 | (0.89 | ) | 36 | 139 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.10 | (0.05 | ) | 2.15 | 2.10 | — | — | — | — | 8.20 | 34.43 | 1.35 | 1.35 | (0.74 | ) | 33 | 200 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 12.89 | (0.05 | ) | 0.67 | 0.62 | — | — | — | — | 13.51 | 4.81 | 4 | 1.10 | 5 | 1.09 | 5 | (0.74 | )5 | 379 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 9.33 | (0.07 | ) | 4.15 | 4.08 | — | (0.52 | ) | — | (0.52 | ) | 12.89 | 44.21 | 1.10 | 1.10 | (0.66 | ) | 393 | 114 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.21 | (0.02 | ) | 1.51 | 1.49 | — | (1.37 | ) | — | (1.37 | ) | 9.33 | 16.52 | 1.11 | 1.10 | (0.24 | ) | 278 | 132 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 10.15 | (0.06 | ) | (0.63 | ) | (0.69 | ) | — | (0.25 | ) | — | (0.25 | ) | 9.21 | (6.79 | ) | 1.11 | 1.10 | (0.58 | ) | 266 | 136 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.31 | (0.06 | ) | 1.90 | 1.84 | — | — | — | — | 10.15 | 22.14 | 1.10 | 1.10 | (0.64 | ) | 291 | 139 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 6.18 | (0.03 | ) | 2.16 | 2.13 | — | — | — | — | 8.31 | 34.47 | 1.10 | 1.10 | (0.49 | ) | 276 | 200 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Index Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.83 | 0.08 | 0.40 | 0.48 | — | — | — | — | 16.31 | 3.03 | 4 | 0.57 | 5 | 0.52 | 5 | 1.03 | 5 | 314 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.39 | 0.15 | 4.57 | 4.72 | (0.22 | ) | (1.06 | ) | — | (1.28 | ) | 15.83 | 38.58 | 0.57 | 0.52 | 1.03 | 317 | 17 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.15 | 0.24 | 1.72 | 1.96 | (0.26 | ) | (2.46 | ) | — | (2.72 | ) | 12.39 | 16.10 | 0.56 | 0.54 | 1.77 | 208 | 13 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.01 | 0.11 | (0.75 | ) | (0.64 | ) | (0.16 | ) | (0.06 | ) | — | (0.22 | ) | 13.15 | (4.50 | ) | 0.55 | 0.55 | 0.79 | 194 | 17 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.14 | 0.12 | 2.81 | 2.93 | (0.06 | ) | — | — | (0.06 | ) | 14.01 | 26.36 | 0.55 | 0.55 | 0.96 | 219 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.16 | 0.11 | 2.24 | 2.35 | (0.08 | ) | (0.29 | ) | — | (0.37 | ) | 11.14 | 26.65 | 0.56 | 0.56 | 1.19 | 165 | 32 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.77 | 0.06 | 0.40 | 0.46 | — | — | — | — | 16.23 | 2.92 | 4 | 0.77 | 5 | 0.72 | 5 | 0.82 | 5 | 57 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.35 | 0.12 | 4.55 | 4.67 | (0.19 | ) | (1.06 | ) | — | (1.25 | ) | 15.77 | 38.31 | 0.77 | 0.72 | 0.81 | 64 | 17 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.12 | 0.21 | 1.72 | 1.93 | (0.24 | ) | (2.46 | ) | — | (2.70 | ) | 12.35 | 15.82 | 0.76 | 0.74 | 1.55 | 60 | 13 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.97 | 0.08 | (0.74 | ) | (0.66 | ) | (0.13 | ) | (0.06 | ) | — | (0.19 | ) | 13.12 | (4.64 | ) | 0.75 | 0.75 | 0.58 | 60 | 17 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.11 | 0.09 | 2.81 | 2.90 | (0.04 | ) | — | — | (0.04 | ) | 13.97 | 26.10 | 0.75 | 0.75 | 0.74 | 73 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.14 | 0.09 | 2.23 | 2.32 | (0.06 | ) | (0.29 | ) | — | (0.35 | ) | 11.11 | 26.34 | 0.76 | 0.76 | 0.99 | 67 | 32 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.84 | 0.08 | 0.40 | 0.48 | — | — | — | — | 16.32 | 3.03 | 4 | 0.52 | 5 | 0.47 | 5 | 1.07 | 5 | 70 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.39 | 0.16 | 4.57 | 4.73 | (0.22 | ) | (1.06 | ) | — | (1.28 | ) | 15.84 | 38.72 | 0.52 | 0.47 | 1.08 | 76 | 17 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.16 | 0.20 | 1.76 | 1.96 | (0.27 | ) | (2.46 | ) | — | (2.73 | ) | 12.39 | 16.06 | 0.51 | 0.49 | 1.42 | 50 | 13 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.01 | 0.12 | (0.74 | ) | (0.62 | ) | (0.17 | ) | (0.06 | ) | — | (0.23 | ) | 13.16 | (4.38 | ) | 0.50 | 0.50 | 0.84 | 430 | 17 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.14 | 0.12 | 2.82 | 2.94 | (0.07 | ) | — | — | (0.07 | ) | 14.01 | 26.42 | 0.50 | 0.50 | 0.99 | 481 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.16 | 0.12 | 2.24 | 2.36 | (0.09 | ) | (0.29 | ) | — | (0.38 | ) | 11.14 | 26.71 | 0.51 | 0.51 | 1.23 | 456 | 32 | |||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 30.84 | — | 4 | 0.85 | 0.85 | — | — | — | — | 31.69 | 2.76 | 5 | 1.10 | 6 | 1.00 | 6 | — | 6 | 121 | 16 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 22.13 | 0.01 | 8.87 | 8.88 | (0.17 | ) | — | — | (0.17 | ) | 30.84 | 40.16 | 1.11 | 1.02 | 0.05 | 131 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 18.94 | 0.12 | 3.07 | 3.19 | — | — | — | — | 22.13 | 16.84 | 1.11 | 1.02 | 0.59 | 32 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 19.58 | — | 4 | (0.62 | ) | (0.62 | ) | (0.02 | ) | — | — | (0.02 | ) | 18.94 | (3.16 | ) | 1.10 | 1.01 | (0.02 | ) | 32 | 36 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.10 | 0.02 | 4.46 | 4.48 | — | — | — | — | 19.58 | 29.67 | 1.10 | 1.02 | 0.11 | 45 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.28 | (0.01 | ) | 3.83 | 3.82 | — | — | — | — | 15.10 | 33.87 | 1.27 | 1.19 | (0.08 | ) | 36 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 30.51 | (0.03 | ) | 0.84 | 0.81 | — | — | — | — | 31.32 | 2.65 | 5 | 1.30 | 6 | 1.20 | 6 | (0.20 | )6 | 51 | 16 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 21.90 | (0.04 | ) | 8.78 | 8.74 | (0.13 | ) | — | — | (0.13 | ) | 30.51 | 39.92 | 1.31 | 1.22 | (0.17 | ) | 57 | 22 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 18.78 | 0.08 | 3.04 | 3.12 | — | — | — | — | 21.90 | 16.61 | 1.31 | 1.22 | 0.37 | 32 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 19.44 | (0.04 | ) | (0.61 | ) | (0.65 | ) | (0.01 | ) | — | — | (0.01 | ) | 18.78 | (3.32 | ) | 1.30 | 1.21 | (0.21 | ) | 33 | 36 | |||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.03 | (0.01 | ) | 4.42 | 4.41 | — | — | — | — | 19.44 | 29.34 | 1.30 | 1.22 | (0.08 | ) | 40 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.25 | (0.04 | ) | 3.82 | 3.78 | — | — | — | — | 15.03 | 33.60 | 1.47 | 1.39 | (0.28 | ) | 31 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 30.70 | 0.01 | 0.85 | 0.86 | — | — | — | — | 31.56 | 2.80 | 5 | 1.05 | 6 | 0.95 | 6 | 0.06 | 6 | 129 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 22.02 | 0.02 | 8.84 | 8.86 | (0.18 | ) | — | — | (0.18 | ) | 30.70 | 40.27 | 1.06 | 0.97 | 0.08 | 125 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 18.84 | 0.13 | 3.05 | 3.18 | — | — | — | — | 22.02 | 16.88 | 1.06 | 0.97 | 0.63 | 91 | 25 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 19.47 | 0.01 | (0.62 | ) | (0.61 | ) | (0.02 | ) | — | — | (0.02 | ) | 18.84 | (3.12 | ) | 1.05 | 0.96 | 0.04 | 88 | 36 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.01 | 0.03 | 4.43 | 4.46 | — | — | — | — | 19.47 | 29.71 | 1.05 | 0.97 | 0.16 | 98 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.20 | — | 4 | 3.81 | 3.81 | — | — | — | — | 15.01 | 34.02 | 1.22 | 1.14 | — | 7 | 86 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Less than $0.005 per share. 5. Not annualized. 6. Annualized. 7. Less than 0.005%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 26.09 | 0.13 | 6 | 0.37 | 0.50 | — | — | — | — | 26.59 | 1.92 | 4 | 1.12 | 5 | 1.12 | 5 | 1.02 | 5,6 | 361 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 20.70 | 0.06 | 6.79 | 6.85 | (0.13 | ) | (1.33 | ) | — | (1.46 | ) | 26.09 | 33.32 | 1.13 | 1.12 | 0.23 | 376 | 24 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 18.94 | 0.23 | 2.65 | 2.88 | (0.17 | ) | (0.95 | ) | — | (1.12 | ) | 20.70 | 15.63 | 1.13 | 1.13 | 1.17 | 270 | 19 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 18.89 | 0.10 | 0.11 | 0.21 | (0.16 | ) | — | — | (0.16 | ) | 18.94 | 1.15 | 1.14 | 1.14 | 0.53 | 229 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.04 | 0.15 | 3.76 | 3.91 | (0.06 | ) | — | — | (0.06 | ) | 18.89 | 26.04 | 1.15 | 1.15 | 0.92 | 217 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.76 | 0.09 | 3.27 | 3.36 | (0.08 | ) | — | — | (0.08 | ) | 15.04 | 28.65 | 1.16 | 1.16 | 0.73 | 137 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 26.01 | 0.10 | 6 | 0.37 | 0.47 | — | — | — | — | 26.48 | 1.81 | 4 | 1.32 | 5 | 1.32 | 5 | 0.81 | 5,6 | 42 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 20.66 | 0.01 | 6.77 | 6.78 | (0.10 | ) | (1.33 | ) | — | (1.43 | ) | 26.01 | 33.00 | 1.33 | 1.32 | 0.03 | 49 | 24 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 18.89 | 0.18 | 2.67 | 2.85 | (0.13 | ) | (0.95 | ) | — | (1.08 | ) | 20.66 | 15.50 | 1.33 | 1.33 | 0.90 | 39 | 19 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 18.85 | 0.06 | 0.10 | 0.16 | (0.12 | ) | — | — | (0.12 | ) | 18.89 | 0.90 | 1.34 | 1.34 | 0.32 | 46 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.00 | 0.11 | 3.77 | 3.88 | (0.03 | ) | — | — | (0.03 | ) | 18.85 | 25.86 | 1.35 | 1.35 | 0.65 | 53 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.73 | 0.06 | 3.26 | 3.32 | (0.05 | ) | — | — | (0.05 | ) | 15.00 | 28.39 | 1.36 | 1.36 | 0.51 | 40 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 26.04 | 0.14 | 6 | 0.36 | 0.50 | — | — | — | — | �� | 26.54 | 1.92 | 4 | 1.07 | 5 | 1.07 | 5 | 1.08 | 5,6 | 355 | 12 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 20.67 | 0.07 | 6.77 | 6.84 | (0.14 | ) | (1.33 | ) | — | (1.47 | ) | 26.04 | 33.33 | 1.08 | 1.07 | 0.28 | 371 | 24 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 18.90 | 0.24 | 2.66 | 2.90 | (0.18 | ) | (0.95 | ) | — | (1.13 | ) | 20.67 | 15.78 | 1.08 | 1.08 | 1.20 | 314 | 19 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 18.86 | 0.11 | 0.10 | 0.21 | (0.17 | ) | — | — | (0.17 | ) | 18.90 | 1.15 | 1.09 | 1.09 | 0.58 | 306 | 20 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 15.01 | 0.15 | 3.77 | 3.92 | (0.07 | ) | — | — | (0.07 | ) | 18.86 | 26.15 | 1.10 | 1.10 | 0.91 | 313 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 11.73 | 0.10 | 3.27 | 3.37 | (0.09 | ) | — | — | (0.09 | ) | 15.01 | 28.79 | 1.11 | 1.11 | 0.77 | 287 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.06 and 0.21% (unannualized) for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Company Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.62 | 0.04 | 4 | 1.17 | 1.21 | — | — | — | — | 26.83 | 4.72 | 5 | 1.06 | 6 | 1.05 | 6 | 0.33 | 4,6 | 148 | 18 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 18.34 | (0.04 | ) | 7.37 | 7.33 | (0.05 | ) | — | — | (0.05 | ) | 25.62 | 39.98 | 1.07 | 1.06 | (0.20 | ) | 158 | 32 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 15.50 | 0.04 | 2.80 | 2.84 | — | — | — | — | 18.34 | 18.32 | 1.07 | 1.07 | 0.24 | 106 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 15.78 | (0.07 | ) | (0.21 | )7 | (0.28 | ) | — | — | — | — | 15.50 | (1.77 | ) | 1.08 | 1.08 | (0.42 | ) | 101 | 39 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.48 | (0.06 | ) | 3.36 | 3.30 | — | — | — | — | 15.78 | 26.44 | 1.10 | 1.10 | (0.44 | ) | 108 | 34 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.54 | (0.02 | )8 | 2.96 | 2.94 | — | — | — | — | 12.48 | 30.82 | 1.13 | 1.13 | (0.21 | )8 | 103 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.08 and 0.31% (unannualized) for all series, respectively. 5. Not annualized. 6. Annualized. 7. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the fund/portfolio. 8. Net investment income per share and the percentage of average net assets reflects special dividends received by the portfolio, which amounted to $0.02 and 0.23%, respectively. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Small Company Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.26 | 0.06 | 4 | 0.69 | 0.75 | — | — | — | — | 26.01 | 2.97 | 5 | 1.12 | 6 | 1.06 | 6 | 0.45 | 4,6 | 82 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 19.50 | 0.07 | 6.08 | 6.15 | (0.39 | ) | — | — | (0.39 | ) | 25.26 | 31.61 | 1.13 | 1.07 | 0.32 | 88 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.81 | 0.26 | 2.48 | 2.74 | (0.05 | ) | — | — | (0.05 | ) | 19.50 | 16.30 | 1.13 | 1.07 | 1.41 | 79 | 5 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 17.07 | 0.06 | (0.22 | ) | (0.16 | ) | (0.10 | ) | — | — | (0.10 | ) | 16.81 | (0.93 | ) | 1.13 | 1.07 | 0.38 | 85 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.26 | 0.09 | 2.93 | 3.02 | (0.21 | ) | — | — | (0.21 | ) | 17.07 | 21.36 | 1.13 | 1.07 | 0.60 | 105 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.97 | 0.08 | 2.99 | 3.07 | (0.05 | ) | (1.73 | ) | — | (1.78 | ) | 14.26 | 27.69 | 1.13 | 1.08 | 0.63 | 109 | 11 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 24.99 | 0.03 | 4 | 0.68 | 0.71 | — | — | — | — | 25.70 | 2.84 | 5 | 1.32 | 6 | 1.26 | 5 | 0.25 | 4,6 | 68 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 19.32 | 0.03 | 6.02 | 6.05 | (0.38 | ) | — | — | (0.38 | ) | 24.99 | 31.41 | 1.33 | 1.27 | 0.12 | 75 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.66 | 0.22 | 2.46 | 2.68 | (0.02 | ) | — | — | (0.02 | ) | 19.32 | 16.11 | 1.33 | 1.27 | 1.20 | 73 | 5 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.93 | 0.03 | (0.24 | ) | (0.21 | ) | (0.06 | ) | — | — | (0.06 | ) | 16.66 | (1.20 | ) | 1.33 | 1.27 | 0.18 | 78 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.14 | 0.06 | 2.91 | 2.97 | (0.18 | ) | — | — | (0.18 | ) | 16.93 | 21.15 | 1.33 | 1.27 | 0.41 | 93 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.88 | 0.05 | 2.97 | 3.02 | (0.03 | ) | (1.73 | ) | — | (1.76 | ) | 14.14 | 27.48 | 1.33 | 1.28 | 0.43 | 91 | 11 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.22 | 0.06 | 4 | 0.69 | 0.75 | — | — | — | — | 25.97 | 2.97 | 5 | 1.07 | 6 | 1.01 | 5 | 0.51 | 4,6 | 243 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 19.46 | 0.09 | 6.06 | 6.15 | (0.39 | ) | — | — | (0.39 | ) | 25.22 | 31.68 | 1.08 | 1.02 | 0.38 | 259 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.76 | 0.27 | 2.48 | 2.75 | �� | (0.05 | ) | — | — | (0.05 | ) | 19.46 | 16.41 | 1.08 | 1.02 | 1.49 | 216 | 5 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 17.03 | 0.08 | (0.24 | ) | (0.16 | ) | (0.11 | ) | — | — | (0.11 | ) | 16.76 | (0.94 | ) | 1.08 | 1.02 | 0.44 | 203 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 14.23 | 0.10 | 2.92 | 3.02 | (0.22 | ) | — | — | (0.22 | ) | 17.03 | 21.39 | 1.08 | 1.02 | 0.66 | 215 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 12.94 | 0.08 | 3.00 | 3.08 | (0.06 | ) | (1.73 | ) | — | (1.79 | ) | 14.23 | 27.82 | 1.08 | 1.03 | 0.68 | 205 | 11 | 7 | ||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.02 and 0.10% (unannualized) for all series, respectively. 5. Not annualized. 6. Annualized. 7. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Strategic Equity Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 16.85 | 0.21 | 0.80 | 1.01 | — | — | — | — | 17.86 | 5.99 | 4 | 0.65 | 5 | 0.52 | 5 | 2.47 | 5 | 11,517 | 10 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.27 | 0.27 | 3.60 | 3.87 | (0.25 | ) | (0.04 | ) | — | (0.29 | ) | 16.85 | 29.23 | 0.66 | 0.50 | 1.77 | 11,162 | 19 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 12.50 | 0.20 | 0.70 | 0.90 | (0.13 | ) | — | — | (0.13 | ) | 13.27 | 7.26 | 4 | 0.67 | 5 | 0.49 | 5 | 2.22 | 5 | 8,003 | 10 | ||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Period from 4-16-12 (commencement of operations) to 12-31-12. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Total Stock Market Index Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.08 | 0.12 | 1.00 | 1.12 | — | — | — | — | 18.20 | 6.56 | 4 | 0.57 | 5 | 0.57 | 5 | 1.40 | 5 | 451 | 2 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.15 | 0.21 | 4.16 | 4.37 | (0.22 | ) | (0.22 | ) | — | (0.44 | ) | 17.08 | 33.39 | 0.56 | 0.56 | 1.38 | 424 | 3 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.59 | 0.21 | 1.58 | 1.79 | (0.20 | ) | (0.03 | ) | — | (0.23 | ) | 13.15 | 15.50 | 0.57 | 0.57 | 1.65 | 295 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.71 | 0.19 | (0.16 | ) | 0.03 | (0.15 | ) | — | — | (0.15 | ) | 11.59 | 0.28 | 0.57 | 0.57 | 1.62 | 261 | 2 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.12 | 0.15 | 1.59 | 1.74 | (0.15 | ) | — | — | (0.15 | ) | 11.71 | 17.20 | 0.57 | 0.57 | 1.41 | 268 | 5 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.97 | 0.14 | 2.15 | 2.29 | (0.14 | ) | — | — | (0.14 | ) | 10.12 | 28.87 | 0.57 | 0.57 | 1.66 | 233 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.03 | 0.10 | 1.00 | 1.10 | — | — | — | — | 18.13 | 6.46 | 4 | 0.77 | 5 | 0.77 | 5 | 1.20 | 5 | 41 | 2 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.12 | 0.18 | 4.14 | 4.32 | (0.19 | ) | (0.22 | ) | — | (0.41 | ) | 17.03 | 33.09 | 0.76 | 0.76 | 1.19 | 44 | 3 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.57 | 0.18 | 1.57 | 1.75 | (0.17 | ) | (0.03 | ) | — | (0.20 | ) | 13.12 | 15.22 | 0.77 | 0.77 | 1.44 | 41 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.68 | 0.17 | (0.15 | ) | 0.02 | (0.13 | ) | — | — | (0.13 | ) | 11.57 | 0.16 | 0.77 | 0.77 | 1.41 | 40 | 2 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.10 | 0.13 | 1.57 | 1.70 | (0.12 | ) | — | — | (0.12 | ) | 11.68 | 16.89 | 0.77 | 0.77 | 1.20 | 48 | 5 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.96 | 0.13 | 2.13 | 2.26 | (0.12 | ) | — | — | (0.12 | ) | 10.10 | 28.52 | 0.77 | 0.77 | 1.47 | 50 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.08 | 0.12 | 1.00 | 1.12 | — | — | — | — | 18.20 | 6.56 | 4 | 0.52 | 5 | 0.52 | 5 | 1.45 | 5 | 93 | 2 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.15 | 0.22 | 4.16 | 4.38 | (0.23 | ) | (0.22 | ) | — | (0.45 | ) | 17.08 | 33.45 | 0.51 | 0.51 | 1.44 | 88 | 3 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.59 | 0.22 | 1.57 | 1.79 | (0.20 | ) | (0.03 | ) | — | (0.23 | ) | 13.15 | 15.56 | 0.52 | 0.52 | 1.71 | 66 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.71 | 0.20 | (0.16 | ) | 0.04 | (0.16 | ) | — | — | (0.16 | ) | 11.59 | 0.33 | 0.52 | 0.52 | 1.66 | 62 | 2 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.12 | 0.15 | 1.59 | 1.74 | (0.15 | ) | — | — | (0.15 | ) | 11.71 | 17.26 | 0.52 | 0.52 | 1.45 | 73 | 5 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 7.97 | 0.15 | 2.15 | 2.30 | (0.15 | ) | — | — | (0.15 | ) | 10.12 | 28.93 | 0.52 | 0.52 | 1.72 | 72 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
U.S. Equity Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-201433 | 17.71 | 0.11 | 0.89 | 1.00 | — | — | — | — | 18.71 | 5.65 | 4 | 0.84 | 5 | 0.83 | 5 | 1.25 | 5 | 142 | 31 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.03 | 0.23 | 3.72 | 3.95 | (0.27 | ) | — | — | (0.27 | ) | 17.71 | 28.23 | 0.83 | 0.83 | 1.42 | 144 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 13.85 | 0.16 | 0.22 | 0.38 | (0.20 | ) | — | — | (0.20 | ) | 14.03 | 2.77 | 4 | 0.84 | 5 | 0.84 | 5 | 1.70 | 5 | 129 | 44 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.72 | 0.09 | 0.88 | 0.97 | — | — | — | — | 18.69 | 5.47 | 4 | 1.04 | 5 | 1.03 | 5 | 1.05 | 5 | 8 | 31 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.03 | 0.20 | 3.73 | 3.93 | (0.24 | ) | — | — | (0.24 | ) | 17.72 | 28.07 | 1.03 | 1.03 | 1.22 | 9 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 13.85 | 0.14 | 0.22 | 0.36 | (0.18 | ) | — | — | (0.18 | ) | 14.03 | 2.60 | 4 | 1.04 | 5 | 1.04 | 5 | 1.50 | 5 | 8 | 44 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 17.72 | 0.12 | 0.88 | 1.00 | — | — | — | — | 18.72 | 5.64 | 4 | 0.79 | 5 | 0.78 | 5 | 1.30 | 5 | 739 | 31 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.03 | 0.24 | 3.73 | 3.97 | (0.28 | ) | — | — | (0.28 | ) | 17.72 | 28.36 | 0.78 | 0.78 | 1.47 | 809 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.65 | 0.22 | 1.37 | 1.59 | (0.21 | ) | — | — | (0.21 | ) | 14.03 | 12.56 | 0.79 | 0.79 | 1.63 | 791 | 44 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.89 | 0.19 | 0.77 | 0.96 | (0.20 | ) | — | — | (0.20 | ) | 12.65 | 8.13 | 0.79 | 0.79 | 1.55 | 772 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.18 | 0.15 | 0.73 | 0.88 | (0.17 | ) | — | — | (0.17 | ) | 11.89 | 7.92 | 0.79 | 0.79 | 1.34 | 809 | 66 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.45 | 0.16 | 1.71 | 1.87 | (0.14 | ) | — | — | (0.14 | ) | 11.18 | 19.94 | 0.80 | 0.80 | 1.61 | 968 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 4-30-12. 7. Excludes merger activity. 8. Portfolio turnover is shown for the period from 1-1-12 to 12-31-12. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Utilities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.44 | 0.33 | 4 | 2.28 | 2.61 | — | — | — | — | 18.05 | 16.90 | 5 | 0.93 | 6 | 0.93 | 6 | 4.02 | 4,6 | 498 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.06 | 0.48 | 2.20 | 2.68 | (0.30 | ) | — | — | (0.30 | ) | 15.44 | 20.57 | 0.95 | 0.95 | 3.25 | 416 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.92 | 0.40 | 1.21 | 1.61 | (0.47 | ) | — | — | (0.47 | ) | 13.06 | 13.65 | 0.97 | 0.97 | 3.17 | 141 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.62 | 0.46 | 0.30 | 0.76 | (0.46 | ) | — | — | (0.46 | ) | 11.92 | 6.65 | 0.97 | 0.97 | 3.77 | 128 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.42 | 0.36 | 1.10 | 1.46 | (0.26 | ) | — | — | (0.26 | ) | 11.62 | 14.03 | 0.95 | 0.95 | 3.39 | 116 | 56 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.16 | 0.35 | 7 | 2.35 | 2.70 | (0.44 | ) | — | — | (0.44 | ) | 10.42 | 33.64 | 0.95 | 0.95 | 3.94 | 7 | 114 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.32 | 0.31 | 4 | 2.26 | 2.57 | — | — | — | — | 17.89 | 16.78 | 5 | 1.13 | 6 | 1.13 | 6 | 3.84 | 4,6 | 27 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.96 | 0.41 | 2.22 | 2.63 | (0.27 | ) | — | — | (0.27 | ) | 15.32 | 20.35 | 1.15 | 1.15 | 2.81 | 25 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.84 | 0.37 | 1.19 | 1.56 | (0.44 | ) | — | — | (0.44 | ) | 12.96 | 13.36 | 1.17 | 1.17 | 2.95 | 25 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.53 | 0.43 | 0.32 | 0.75 | (0.44 | ) | — | — | (0.44 | ) | 11.84 | 6.58 | 1.17 | 1.17 | 3.59 | 30 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.35 | 0.34 | 1.08 | 1.42 | (0.24 | ) | — | — | (0.24 | ) | 11.53 | 13.73 | 1.15 | 1.15 | 3.19 | 32 | 56 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.11 | 0.33 | 7 | 2.33 | 2.66 | (0.42 | ) | — | — | (0.42 | ) | 10.35 | 33.34 | 1.15 | 1.15 | 3.75 | 7 | 34 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 15.42 | 0.33 | 4 | 2.29 | 2.62 | — | — | — | — | 18.04 | 16.99 | 5 | 0.88 | 6 | 0.88 | 6 | 4.10 | 4,6 | 40 | 24 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.04 | 0.45 | 2.24 | 2.69 | (0.31 | ) | — | — | (0.31 | ) | 15.42 | 20.65 | 0.90 | 0.90 | 3.06 | 32 | 58 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.91 | 0.39 | 1.21 | 1.60 | (0.47 | ) | — | — | (0.47 | ) | 13.04 | 13.64 | 0.92 | 0.92 | 3.14 | 27 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.60 | 0.46 | 0.32 | 0.78 | (0.47 | ) | — | — | (0.47 | ) | 11.91 | 6.80 | 0.92 | 0.92 | 3.82 | 36 | 51 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.41 | 0.37 | 1.09 | 1.46 | (0.27 | ) | — | — | (0.27 | ) | 11.60 | 14.00 | 0.90 | 0.90 | 3.49 | 29 | 56 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 8.16 | 0.36 | 7 | 2.34 | 2.70 | (0.45 | ) | — | — | (0.45 | ) | 10.41 | 33.58 | 0.90 | 0.90 | 4.03 | 7 | 21 | 70 | ||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Net investment income per share and the percentage of average net assets reflects special dividends received by the portfolio, which amounted to $0.12 and 0.75% (unannualized) for all series, respectively. 5. Not annualized. 6. Annualized. 7. Net investment income per share and the percentage of average net assets reflect a special dividend received by the portfolio, which amounted to $0.13, $0.12 and $0.13 per share for Series I, Series II and Series NAV, respectively, and the percentage of average net assets was 1.41% for all Series. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | Net investment income (loss) ($)1 | Net real- ized and unrealized gain (loss) on invest- ments ($) | Total from investment oper- ations ($) | From net investment income ($) | From net realized gain ($) | From tax return of capital ($) | Total distri- butions ($) | Net asset value, end of period ($) | Total return (%)2 | Expenses before reductions (%) | Expenses including reductions (%) | Net investment income (loss) (%) | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.95 | 0.08 | 1.98 | 2.06 | — | — | — | — | 28.01 | 7.94 | 4 | 0.78 | 5 | 0.77 | 5 | 0.61 | 5 | 629 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 19.31 | 0.15 | 6.68 | 6.83 | (0.19 | ) | — | — | (0.19 | ) | 25.95 | 35.40 | 0.79 | 0.79 | 0.64 | 523 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.58 | 0.20 | 2.68 | 2.88 | (0.15 | ) | — | — | (0.15 | ) | 19.31 | 17.42 | 0.82 | 0.81 | 1.11 | 409 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.61 | 0.16 | — | 6 | 0.16 | (0.19 | ) | — | — | (0.19 | ) | 16.58 | 0.98 | 0.83 | 0.83 | 0.93 | 197 | 28 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.72 | 0.14 | 2.90 | 3.04 | (0.15 | ) | — | — | (0.15 | ) | 16.61 | 22.22 | 0.83 | 0.83 | 0.94 | 218 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.84 | 0.14 | 3.89 | 4.03 | (0.15 | ) | — | — | (0.15 | ) | 13.72 | 41.18 | 0.84 | 0.84 | 1.29 | 191 | 70 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.87 | 0.05 | 1.97 | 2.02 | — | — | — | — | 27.89 | 7.81 | 4 | 0.98 | 5 | 0.97 | 5 | 0.40 | 5 | 35 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 19.26 | 0.10 | 6.66 | 6.76 | (0.15 | ) | — | — | (0.15 | ) | 25.87 | 35.10 | 0.99 | 0.99 | 0.44 | 36 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.54 | 0.16 | 2.68 | 2.84 | (0.12 | ) | — | — | (0.12 | ) | 19.26 | 17.18 | 1.02 | 1.01 | 0.87 | 30 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.56 | 0.12 | 0.01 | 0.13 | (0.15 | ) | — | — | (0.15 | ) | 16.54 | 0.84 | 1.03 | 1.03 | 0.73 | 30 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.68 | 0.11 | 2.89 | 3.00 | (0.12 | ) | — | — | (0.12 | ) | 16.56 | 21.96 | 1.03 | 1.03 | 0.73 | 35 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.82 | 0.12 | 3.87 | 3.99 | (0.13 | ) | — | — | (0.13 | ) | 13.68 | 40.79 | 1.04 | 1.04 | 1.10 | 32 | 70 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20143 | 25.92 | 0.08 | 1.98 | 2.06 | — | — | — | — | 27.98 | 7.95 | 4 | 0.73 | 5 | 0.72 | 5 | 0.64 | 5 | 30 | 27 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 19.29 | 0.16 | 6.67 | 6.83 | (0.20 | ) | — | — | (0.20 | ) | 25.92 | 35.44 | 0.74 | 0.74 | 0.68 | 33 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 16.56 | 0.21 | 2.68 | 2.89 | (0.16 | ) | — | — | (0.16 | ) | 19.29 | 17.50 | 0.77 | 0.76 | 1.14 | 24 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 16.59 | 0.16 | 0.01 | 0.17 | (0.20 | ) | — | — | (0.20 | ) | 16.56 | 1.03 | 0.78 | 0.78 | 0.98 | 18 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.70 | 0.14 | 2.91 | 3.05 | (0.16 | ) | — | — | (0.16 | ) | 16.59 | 22.31 | 0.78 | 0.78 | 0.98 | 22 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2009 | 9.83 | 0.15 | 3.88 | 4.03 | (0.16 | ) | — | — | (0.16 | ) | 13.70 | 41.19 | 0.79 | 0.79 | 1.33 | 17 | 70 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-14. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. |
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 143,890,185 | $ | 134,028,006 | $ | 9,862,179 | — | ||||||||||||
Consumer Staples | 44,338,087 | 30,246,634 | 14,091,453 | — | |||||||||||||||
Energy | 71,552,619 | 64,375,511 | 7,177,108 | — | |||||||||||||||
Financials | 91,582,151 | 89,448,570 | 2,133,581 | — | |||||||||||||||
Health Care | 125,731,408 | 112,965,341 | 12,766,067 | — | |||||||||||||||
Industrials | 133,786,787 | 119,342,129 | 14,444,658 | — | |||||||||||||||
Information Technology | 176,252,922 | 164,481,168 | 11,771,754 | — | |||||||||||||||
Materials | 37,379,480 | 32,608,863 | 4,770,617 | — | |||||||||||||||
Telecommunication Services | 4,268,859 | 3,885,066 | 383,793 | — | |||||||||||||||
Utilities | 7,513,722 | 6,439,558 | 1,074,164 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Financials | 194,434 | — | — | $ | 194,434 | ||||||||||||||
Information Technology | 5,660,432 | — | — | 5,660,432 | |||||||||||||||
Warrants | 1,455,242 | — | 1,455,242 | — | |||||||||||||||
Securities Lending Collateral | 44,958,531 | 44,958,531 | — | — | |||||||||||||||
Short-Term Investments | 12,600,000 | — | 12,600,000 | — | |||||||||||||||
Total Investments in Securities | $ | 901,164,859 | $ | 802,779,377 | $ | 92,530,616 | $ | 5,854,866 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Written Options | ($64,542 | ) | ($64,542 | ) | — | — | |||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 480,373,692 | $ | 474,532,807 | $ | 5,840,885 | — | ||||||||||||
Consumer Staples | 38,607,830 | 38,607,830 | — | — | |||||||||||||||
Energy | 93,924,870 | 93,924,870 | — | — | |||||||||||||||
Financials | 100,824,906 | 100,824,906 | — | — | |||||||||||||||
Health Care | 316,487,270 | 316,487,270 | — | — | |||||||||||||||
Industrials | 260,322,896 | 260,322,896 | — | — | |||||||||||||||
Information Technology | 385,813,558 | 363,163,716 | 22,649,842 | — | |||||||||||||||
Materials | 69,009,600 | 69,009,600 | — | — | |||||||||||||||
Telecommunication Services | 42,319,267 | 35,239,587 | 7,079,680 | — | |||||||||||||||
Securities Lending Collateral | 21,796,143 | 21,796,143 | — | — | |||||||||||||||
Short-Term Investments | 10,655,032 | 10,655,032 | — | — | |||||||||||||||
Total Investments in Securities | $ | 1,820,135,064 | $ | 1,784,564,657 | $ | 35,570,407 | — | ||||||||||||
Capital Appreciation Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 334,776,482 | $ | 303,291,051 | $ | 31,485,431 | — | ||||||||||||
Consumer Staples | 39,878,124 | 39,878,124 | — | — | |||||||||||||||
Energy | 61,634,950 | 61,634,950 | — | — | |||||||||||||||
Financials | 10,966,465 | 10,966,465 | — | — | |||||||||||||||
Health Care | 215,068,597 | 215,068,597 | — | — | |||||||||||||||
Industrials | 86,230,398 | 86,230,398 | — | — | |||||||||||||||
Information Technology | 324,240,307 | 324,240,307 | — | — | |||||||||||||||
Materials | 23,135,403 | 23,135,403 | — | — | |||||||||||||||
Telecommunication Services | 13,966,696 | 13,966,696 | — | — | |||||||||||||||
Securities Lending Collateral | 32,717,248 | 32,717,248 | — | — | |||||||||||||||
Short-Term Investments | 804,000 | — | 804,000 | — | |||||||||||||||
Total Investments in Securities | $ | 1,143,418,670 | $ | 1,111,129,239 | $ | 32,289,431 | — | ||||||||||||
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 31,290,728 | $ | 31,290,728 | — | — | |||||||||||||
Consumer Staples | 17,098,554 | 17,098,554 | — | — | |||||||||||||||
Energy | 11,636,466 | 11,636,466 | — | — | |||||||||||||||
Financials | 41,507,403 | 41,507,403 | — | — | |||||||||||||||
Health Care | 40,861,593 | 40,861,593 | — | — | |||||||||||||||
Industrials | 33,263,122 | 33,263,122 | — | — | |||||||||||||||
Information Technology | 24,634,665 | 24,634,665 | — | — | |||||||||||||||
Materials | 1,486,422 | 1,486,422 | — | — | |||||||||||||||
Telecommunication Services | 8,281,086 | 8,281,086 | — | — | |||||||||||||||
Utilities | 15,191,075 | 15,191,075 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Energy | 4,973 | 4,973 | — | — | |||||||||||||||
Financials | 806,790 | 806,790 | — | — | |||||||||||||||
Utilities | 941,592 | 941,592 | — | — | |||||||||||||||
U.S. Government & Agency Obligations | 20,359,743 | — | $ | 20,359,743 | — | ||||||||||||||
Corporate Bonds | |||||||||||||||||||
Consumer Discretionary | 12,062,054 | — | 12,062,054 | — | |||||||||||||||
Consumer Staples | 3,528,108 | — | 3,528,108 | — | |||||||||||||||
Energy | 16,234,379 | — | 16,234,379 | — | |||||||||||||||
Financials | 5,196,065 | — | 5,196,065 | — | |||||||||||||||
Health Care | 998,490 | — | 998,490 | — | |||||||||||||||
Industrials | 8,673,653 | — | 8,673,653 | — | |||||||||||||||
Information Technology | 1,483,198 | — | 1,483,198 | — | |||||||||||||||
Materials | 694,235 | — | 694,235 | — | |||||||||||||||
Telecommunication Services | 8,932,136 | — | 8,932,136 | — | |||||||||||||||
Utilities | 2,417,758 | — | 2,417,758 | — | |||||||||||||||
Convertible Bonds | 563,633 | — | 563,633 | — | |||||||||||||||
Term Loans | |||||||||||||||||||
Consumer Discretionary | 4,845,231 | — | 4,845,231 | — | |||||||||||||||
Consumer Staples | 6,392,576 | — | 6,392,576 | — | |||||||||||||||
Energy | 183,193 | — | 183,193 | — | |||||||||||||||
Health Care | 124,328 | — | 124,328 | — | |||||||||||||||
Telecommunication Services | 8,697,025 | — | 8,697,025 | — | |||||||||||||||
Asset Backed Securities | 2,086,060 | — | 2,086,060 | — | |||||||||||||||
Short-Term Investments | 31,060,866 | 26,665,866 | 4,395,000 | — | |||||||||||||||
Total Investments in Securities | $ | 361,537,200 | $ | 253,670,335 | $ | 107,866,865 | — | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Written Options | ($561,917 | ) | ($45,520 | ) | ($516,397 | ) | — | ||||||||||||
Core Strategy Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 799 | — | — | $ | 799 | |||||||||||||
Consumer Staples | 2,704 | — | $ | 2,704 | — | ||||||||||||||
Health Care | 686 | — | — | 686 | |||||||||||||||
Industrials | 76 | — | — | 76 | |||||||||||||||
Materials | 1,699 | — | — | 1,699 | |||||||||||||||
Investment Companies | 4,099,384,208 | $ | 4,099,384,208 | — | — | ||||||||||||||
Total Investments in Securities | $ | 4,099,390,172 | $ | 4,099,384,208 | $ | 2,704 | $ | 3,260 | |||||||||||
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Emerging Markets Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 273,836 | — | $ | 273,836 | — | |||||||||||||
Brazil | 70,456,024 | $ | 70,451,160 | 4,864 | — | ||||||||||||||
Chile | 17,571,042 | 17,571,042 | — | — | |||||||||||||||
China | 100,004,208 | 18,860,809 | 80,958,021 | $ | 185,378 | ||||||||||||||
Colombia | 2,986,596 | 2,986,596 | — | — | |||||||||||||||
Czech Republic | 4,878,087 | — | 4,878,087 | — | |||||||||||||||
Greece | 2,134,010 | — | 2,134,010 | — | |||||||||||||||
Hong Kong | 41,007,341 | 3,273,691 | 37,324,044 | 409,606 | |||||||||||||||
Hungary | 3,104,202 | — | 3,104,202 | — | |||||||||||||||
India | 96,335,828 | 4,111,406 | 92,199,386 | 25,036 | |||||||||||||||
Indonesia | 28,445,187 | — | 28,434,791 | 10,396 | |||||||||||||||
Malaysia | 47,031,162 | — | 47,031,162 | — | |||||||||||||||
Mexico | 57,774,159 | 57,667,168 | 26,878 | 80,113 | |||||||||||||||
Philippines | 11,644,516 | — | 11,644,380 | 136 | |||||||||||||||
Poland | 23,327,246 | — | 23,311,649 | 15,597 | |||||||||||||||
Russia | 35,214,832 | — | 35,214,832 | — | |||||||||||||||
South Africa | 81,519,155 | 14,378,722 | 67,140,433 | — | |||||||||||||||
South Korea | 155,224,349 | 40,345,854 | 114,828,467 | 50,028 | |||||||||||||||
Taiwan | 152,775,197 | 3,789,687 | 148,985,510 | — | |||||||||||||||
Thailand | 29,915,256 | — | 29,788,459 | 126,797 | |||||||||||||||
Turkey | 19,942,399 | — | 19,936,963 | 5,436 | |||||||||||||||
Ukraine | 285,668 | — | 285,668 | — | |||||||||||||||
United States | 2,919 | 2,919 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Brazil | 25,956,831 | 25,956,831 | — | — | |||||||||||||||
Colombia | 910,662 | 910,662 | — | — | |||||||||||||||
Rights | 77,174 | 77,174 | — | — | |||||||||||||||
Warrants | 13 | — | 13 | — | |||||||||||||||
Securities Lending Collateral | 48,340,196 | 48,340,196 | — | — | |||||||||||||||
Total Investments in Securities | $ | 1,057,138,095 | $ | 308,723,917 | $ | 747,505,655 | $ | 908,523 | |||||||||||
Equity-Income Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 215,757,120 | $ | 209,533,727 | $ | 6,223,393 | — | ||||||||||||
Consumer Staples | 97,096,962 | 97,096,962 | — | — | |||||||||||||||
Energy | 331,326,477 | 326,252,155 | 5,074,322 | — | |||||||||||||||
Financials | 381,923,528 | 381,923,528 | — | — | |||||||||||||||
Health Care | 127,812,840 | 116,947,610 | 10,865,230 | — | |||||||||||||||
Industrials | 292,588,071 | 292,588,071 | — | — | |||||||||||||||
Information Technology | 213,799,350 | 196,317,600 | — | $ | 17,481,750 | ||||||||||||||
Materials | 103,416,156 | 103,416,156 | — | — | |||||||||||||||
Telecommunication Services | 72,699,156 | 58,268,326 | 14,430,830 | — | |||||||||||||||
Utilities | 120,758,457 | 120,758,457 | — | — | |||||||||||||||
Securities Lending Collateral | 67,761,742 | 67,761,742 | — | — | |||||||||||||||
Short-Term Investments | 154,070,250 | 154,070,250 | — | — | |||||||||||||||
Total Investments in Securities | $ | 2,179,010,109 | $ | 2,124,934,584 | $ | 36,593,775 | $ | 17,481,750 | |||||||||||
Financial Services Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Financials | $ | 168,820,849 | $ | 156,955,625 | $ | 8,928,420 | $ | 2,936,804 | |||||||||||
Information Technology | 1,672,827 | 1,672,827 | — | — | |||||||||||||||
Warrants | 49,740 | 49,740 | — | — | |||||||||||||||
Short-Term Investments | 3,508,000 | — | 3,508,000 | — | |||||||||||||||
Total Investments in Securities | $ | 174,051,416 | $ | 158,678,192 | $ | 12,436,420 | $ | 2,936,804 | |||||||||||
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Fundamental All Cap Core Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 391,776,174 | $ | 391,776,174 | — | — | |||||||||||||
Consumer Staples | 43,364,939 | 16,421,266 | $ | 26,943,673 | — | ||||||||||||||
Energy | 101,645,216 | 101,645,216 | — | — | |||||||||||||||
Financials | 430,167,795 | 430,167,795 | — | — | |||||||||||||||
Health Care | 20,741,761 | 20,741,761 | — | — | |||||||||||||||
Industrials | 94,263,415 | 94,263,415 | — | — | |||||||||||||||
Information Technology | 474,399,087 | 474,399,087 | — | — | |||||||||||||||
Materials | 60,167,274 | 60,167,274 | — | — | |||||||||||||||
Short-Term Investments | 34,485,000 | — | 34,485,000 | — | |||||||||||||||
Total Investments in Securities | $ | 1,651,010,661 | $ | 1,589,581,988 | $ | 61,428,673 | — | ||||||||||||
Fundamental Large Cap Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 157,558,056 | $ | 142,487,298 | $ | 15,070,758 | — | ||||||||||||
Consumer Staples | 132,232,571 | 66,586,464 | 65,646,107 | — | |||||||||||||||
Energy | 207,815,037 | 207,815,037 | — | — | |||||||||||||||
Financials | 391,218,971 | 391,218,971 | — | — | |||||||||||||||
Health Care | 73,564,469 | 73,564,469 | — | — | |||||||||||||||
Industrials | 92,800,904 | 92,800,904 | — | — | |||||||||||||||
Information Technology | 164,974,768 | 164,974,768 | — | — | |||||||||||||||
Materials | 35,157,019 | 35,157,019 | — | — | |||||||||||||||
Short-Term Investments | 79,272,000 | — | 79,272,000 | — | |||||||||||||||
Total Investments in Securities | $ | 1,334,593,795 | $ | 1,174,604,930 | $ | 159,988,865 | — | ||||||||||||
Fundamental Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 75,702,401 | $ | 68,552,072 | $ | 7,150,329 | — | ||||||||||||
Consumer Staples | 62,973,210 | 31,962,839 | 31,010,371 | — | |||||||||||||||
Energy | 97,334,916 | 97,334,916 | — | — | |||||||||||||||
Financials | 191,112,055 | 178,882,105 | 12,229,950 | — | |||||||||||||||
Health Care | 35,853,332 | 35,853,332 | — | — | |||||||||||||||
Industrials | 44,613,725 | 44,613,725 | — | — | |||||||||||||||
Information Technology | 81,595,258 | 81,595,258 | — | — | |||||||||||||||
Materials | 14,937,853 | 14,937,853 | — | — | |||||||||||||||
Short-Term Investments | 14,958,000 | — | 14,958,000 | — | |||||||||||||||
Total Investments in Securities | $ | 619,080,750 | $ | 553,732,100 | $ | 65,348,650 | — | ||||||||||||
Global Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Brazil | $ | 7,709,112 | $ | 7,709,112 | — | — | |||||||||||||
Canada | 10,741,820 | 10,741,820 | — | — | |||||||||||||||
China | 8,624,166 | 2,596,308 | $ | 6,027,858 | — | ||||||||||||||
Denmark | 4,509,506 | — | 4,509,506 | — | |||||||||||||||
France | 65,186,836 | — | 65,186,836 | — | |||||||||||||||
Germany | 37,644,777 | — | 37,644,777 | — | |||||||||||||||
Hong Kong | 6,642,989 | — | 6,642,989 | — | |||||||||||||||
India | 4,150,682 | 4,150,682 | — | — | |||||||||||||||
Ireland | 10,812,138 | — | 10,812,138 | — | |||||||||||||||
Israel | 11,637,764 | 11,637,764 | — | — | |||||||||||||||
Italy | 18,298,172 | — | 18,298,172 | — | |||||||||||||||
Japan | 19,823,684 | — | 19,823,684 | — | |||||||||||||||
Netherlands | 38,623,136 | — | 38,623,136 | — | |||||||||||||||
Portugal | 9,308,876 | — | 9,308,876 | — | |||||||||||||||
Russia | 16,007,328 | 9,095,025 | 6,912,303 | — | |||||||||||||||
Singapore | 12,623,980 | — | 12,623,980 | — | |||||||||||||||
South Korea | 30,812,118 | 6,861,207 | 23,950,911 | — | |||||||||||||||
Spain | 9,310,981 | — | 9,310,981 | — | |||||||||||||||
Sweden | 12,009,197 | — | 12,009,197 | — | |||||||||||||||
Switzerland | 26,245,368 | — | 26,245,368 | — | |||||||||||||||
Thailand | 1,752,675 | — | 1,752,675 | — |
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Trust (continued) | |||||||||||||||||||
Turkey | $ | 8,268,312 | $ | 8,268,312 | — | — | |||||||||||||
United Kingdom | 74,016,282 | 7,502,002 | $ | 66,514,280 | — | ||||||||||||||
United States | 227,802,006 | 225,220,634 | 2,581,372 | — | |||||||||||||||
Securities Lending Collateral | 29,905,674 | 29,905,674 | — | — | |||||||||||||||
Short-Term Investments | 5,000,000 | — | 5,000,000 | — | |||||||||||||||
Total Investments in Securities | $ | 707,467,579 | $ | 323,688,540 | $ | 383,779,039 | — | ||||||||||||
Health Sciences Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Staples | $ | 7,364,541 | $ | 6,944,957 | $ | 419,584 | — | ||||||||||||
Health Care | 257,704,976 | 245,411,989 | 12,269,315 | $ | 23,672 | ||||||||||||||
Industrials | 8,390,236 | 8,390,236 | — | — | |||||||||||||||
Information Technology | 2,086,790 | 2,086,790 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Health Care | 677,878 | — | — | 677,878 | |||||||||||||||
Information Technology | 152,390 | — | — | 152,390 | |||||||||||||||
Convertible Bonds | 59,574 | — | 59,574 | — | |||||||||||||||
Rights | 11,175 | 11,175 | — | — | |||||||||||||||
Warrants | 9,418 | — | 9,418 | — | |||||||||||||||
Short-Term Investments | 2,591,045 | 2,591,045 | — | — | |||||||||||||||
Total Investments in Securities | $ | 279,048,023 | $ | 265,436,192 | $ | 12,757,891 | $ | 853,940 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Written Options | ($113,253 | ) | ($113,253 | ) | — | — | |||||||||||||
International Core Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 31,074,333 | — | $ | 30,577,012 | $ | 497,321 | ||||||||||||
Austria | 4,555,959 | — | 4,555,959 | — | |||||||||||||||
Belgium | 7,640,568 | — | 7,640,568 | — | |||||||||||||||
Canada | 7,394,017 | $ | 7,394,017 | — | — | ||||||||||||||
China | 775,372 | — | 775,372 | — | |||||||||||||||
Denmark | 10,168,272 | — | 10,168,272 | — | |||||||||||||||
Finland | 6,564,547 | — | 6,564,547 | — | |||||||||||||||
France | 93,071,394 | — | 93,071,394 | — | |||||||||||||||
Germany | 68,004,016 | — | 68,004,016 | — | |||||||||||||||
Hong Kong | 23,695,904 | — | 23,695,904 | — | |||||||||||||||
Ireland | 7,796,687 | — | 7,796,687 | — | |||||||||||||||
Isle of Man | 520,560 | — | 520,560 | — | |||||||||||||||
Israel | 5,236,696 | — | 5,236,696 | — | |||||||||||||||
Italy | 49,969,424 | — | 49,969,424 | — | |||||||||||||||
Japan | 148,472,498 | — | 148,472,498 | — | |||||||||||||||
Luxembourg | 1,412,593 | — | 1,412,593 | — | |||||||||||||||
Macau | 3,486,825 | — | 3,486,825 | — | |||||||||||||||
Netherlands | 69,723,407 | — | 69,723,407 | — | |||||||||||||||
New Zealand | 1,948,229 | — | 1,948,229 | — | |||||||||||||||
Norway | 9,828,826 | — | 9,828,826 | — | |||||||||||||||
Portugal | 4,781,929 | — | 4,781,929 | — | |||||||||||||||
Singapore | 3,518,449 | — | 3,518,449 | — | |||||||||||||||
Spain | 63,203,021 | — | 63,203,021 | — | |||||||||||||||
Sweden | 7,037,145 | — | 7,037,145 | — | |||||||||||||||
Switzerland | 14,597,332 | — | 14,597,332 | — | |||||||||||||||
United Kingdom | 166,521,963 | — | 166,521,963 | — | |||||||||||||||
Preferred Securities | 5,404,754 | — | 5,404,754 | — | |||||||||||||||
Rights | 53,215 | 53,215 | — | — | |||||||||||||||
Warrants | 692,798 | 692,798 | — | — | |||||||||||||||
Securities Lending Collateral | 34,409,975 | 34,409,975 | — | — | |||||||||||||||
Short-Term Investments | 12,739,071 | 12,739,071 | — | — | |||||||||||||||
Total Investments in Securities | $ | 864,299,779 | $ | 55,289,076 | $ | 808,513,382 | $ | 497,321 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | ($836,172 | ) | — | ($836,172 | ) | — | |||||||||||||
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Equity Index Trust B | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 38,019,760 | — | $ | 38,019,760 | — | |||||||||||||
Austria | 1,237,394 | — | 1,237,394 | — | |||||||||||||||
Belgium | 6,164,400 | — | 6,164,400 | — | |||||||||||||||
Bermuda | 540,442 | — | 540,442 | — | |||||||||||||||
Brazil | 8,699,542 | $ | 8,699,542 | — | — | ||||||||||||||
Canada | 50,689,023 | 50,689,023 | — | — | |||||||||||||||
Chile | 1,864,350 | 1,864,350 | — | — | |||||||||||||||
China | 21,087,415 | — | 21,087,415 | — | |||||||||||||||
Colombia | 1,601,295 | 1,601,295 | — | — | |||||||||||||||
Czech Republic | 397,796 | — | 397,796 | — | |||||||||||||||
Denmark | 7,555,157 | — | 7,555,157 | — | |||||||||||||||
Egypt | 80,893 | — | 80,893 | — | |||||||||||||||
Finland | 4,425,165 | — | 4,425,165 | — | |||||||||||||||
France | 49,149,405 | — | 49,149,405 | — | |||||||||||||||
Germany | 42,439,784 | — | 42,439,784 | — | |||||||||||||||
Greece | 351,205 | — | 351,205 | — | |||||||||||||||
Guernsey, Channel Islands | 302,374 | — | 302,374 | — | |||||||||||||||
Hong Kong | 19,173,264 | — | 19,173,264 | — | |||||||||||||||
Hungary | 256,394 | — | 256,394 | — | |||||||||||||||
India | 10,632,230 | 6,992,753 | 3,639,477 | — | |||||||||||||||
Indonesia | 3,698,747 | 7,777 | 3,690,970 | — | |||||||||||||||
Ireland | 4,038,615 | 218,698 | 3,819,917 | — | |||||||||||||||
Israel | 2,657,694 | — | 2,657,694 | — | |||||||||||||||
Italy | 11,905,467 | — | 11,905,467 | — | |||||||||||||||
Japan | 101,202,492 | — | 101,202,492 | — | |||||||||||||||
Jersey, Channel Islands | 291,443 | — | 291,443 | — | |||||||||||||||
Luxembourg | 2,015,356 | — | 2,015,356 | — | |||||||||||||||
Macau | 1,038,636 | — | 1,038,636 | — | |||||||||||||||
Malaysia | 5,574,759 | — | 5,574,759 | — | |||||||||||||||
Mexico | 7,253,402 | 7,140,635 | 112,767 | — | |||||||||||||||
Netherlands | 23,318,001 | — | 23,318,001 | — | |||||||||||||||
New Zealand | 471,605 | — | 471,605 | — | |||||||||||||||
Norway | 3,485,395 | — | 3,485,395 | — | |||||||||||||||
Peru | 519,110 | 519,110 | — | — | |||||||||||||||
Philippines | 1,061,621 | — | 1,061,621 | — | |||||||||||||||
Poland | 2,171,519 | — | 2,171,519 | — | |||||||||||||||
Portugal | 744,760 | — | 744,760 | — | |||||||||||||||
Russia | 7,742,765 | 4,964,032 | 2,778,733 | — | |||||||||||||||
Singapore | 7,238,862 | — | 7,238,862 | — | |||||||||||||||
South Africa | 11,236,105 | — | 11,236,105 | — | |||||||||||||||
South Korea | 22,405,103 | 229,219 | 22,046,488 | 129,396 | |||||||||||||||
Spain | 17,597,967 | — | 17,597,967 | — | |||||||||||||||
Sweden | 15,207,147 | — | 15,207,147 | — | |||||||||||||||
Switzerland | 48,238,386 | — | 48,238,386 | — | |||||||||||||||
Taiwan | 13,783,693 | — | 13,783,693 | — | |||||||||||||||
Thailand | 3,003,536 | — | 3,003,536 | — | |||||||||||||||
Turkey | 2,496,892 | — | 2,496,892 | — | |||||||||||||||
Ukraine | 20,286 | — | 20,286 | — | |||||||||||||||
United Kingdom | 93,269,783 | — | 93,269,783 | — | |||||||||||||||
United States | 2,838,581 | 2,584,417 | 254,164 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Brazil | 6,287,313 | 6,287,313 | — | — | |||||||||||||||
Germany | 3,067,499 | — | 3,067,499 | — | |||||||||||||||
South Korea | 1,286,820 | — | 1,286,820 | — | |||||||||||||||
United Kingdom | 15,965 | — | 15,965 | — | |||||||||||||||
Rights | 44,486 | 38,751 | 5,735 | — | |||||||||||||||
Warrants | 6,798 | 6,798 | — | — | |||||||||||||||
Securities Lending Collateral | 30,868,804 | 30,868,804 | — | — |
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Equity Index Trust B (continued) | |||||||||||||||||||
Short-Term Investments | $ | 2,836,707 | — | $ | 2,836,707 | — | |||||||||||||
Total Investments in Securities | $ | 725,609,408 | $ | 122,712,517 | $ | 602,767,495 | $ | 129,396 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 99,974 | $ | 99,974 | — | — | |||||||||||||
International Growth Stock Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 18,203,374 | — | $ | 18,203,374 | — | |||||||||||||
Belgium | 8,621,771 | — | 8,621,771 | — | |||||||||||||||
Brazil | 21,803,215 | $ | 21,803,215 | — | — | ||||||||||||||
Canada | 48,954,770 | 48,954,770 | — | — | |||||||||||||||
China | 21,972,155 | 9,395,235 | 12,576,920 | — | |||||||||||||||
Denmark | 13,995,832 | — | 13,995,832 | — | |||||||||||||||
France | 28,022,394 | — | 28,022,394 | — | |||||||||||||||
Germany | 37,278,878 | — | 37,278,878 | — | |||||||||||||||
Hong Kong | 19,106,733 | — | 19,106,733 | — | |||||||||||||||
Ireland | 13,009,775 | — | 13,009,775 | — | |||||||||||||||
Israel | 11,459,169 | 11,459,169 | — | — | |||||||||||||||
Japan | 36,444,716 | — | 36,444,716 | — | |||||||||||||||
Mexico | 10,101,725 | 10,101,725 | — | — | |||||||||||||||
Netherlands | 15,476,946 | — | 15,476,946 | — | |||||||||||||||
Singapore | 24,893,133 | 8,955,634 | 15,937,499 | — | |||||||||||||||
South Korea | 17,166,347 | — | 17,166,347 | — | |||||||||||||||
Spain | 5,973,336 | — | 5,973,336 | — | |||||||||||||||
Sweden | 12,504,661 | — | 12,504,661 | — | |||||||||||||||
Switzerland | 43,166,950 | — | 43,166,950 | — | |||||||||||||||
Taiwan | 10,566,163 | — | 10,566,163 | — | |||||||||||||||
Thailand | 5,978,511 | — | 5,978,511 | — | |||||||||||||||
Turkey | 6,403,663 | — | 6,403,663 | — | |||||||||||||||
United Kingdom | 96,040,925 | — | 96,040,925 | — | |||||||||||||||
Short-Term Investments | 38,396,145 | 38,396,145 | — | — | |||||||||||||||
Total Investments in Securities | $ | 565,541,287 | $ | 149,065,893 | $ | 416,475,394 | — | ||||||||||||
International Small Company Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Australia | $ | 6,964,978 | $ | 65,763 | $ | 6,756,295 | $ | 142,920 | |||||||||||
Austria | 1,329,377 | — | 1,329,377 | — | |||||||||||||||
Bahamas | 13,671 | — | 13,671 | — | |||||||||||||||
Belgium | 1,466,493 | — | 1,466,493 | — | |||||||||||||||
Bermuda | 588,558 | — | 588,558 | — | |||||||||||||||
Cambodia | 79,316 | — | 79,316 | — | |||||||||||||||
Canada | 11,433,013 | 11,424,143 | 8,184 | 686 | |||||||||||||||
Cayman Islands | 15,032 | 15,032 | — | — | |||||||||||||||
China | 32,866 | — | 32,866 | — | |||||||||||||||
Cyprus | 76,802 | — | 76,802 | — | |||||||||||||||
Denmark | 2,222,292 | — | 2,222,292 | — | |||||||||||||||
Finland | 3,165,651 | — | 3,165,651 | — | |||||||||||||||
France | 4,965,504 | — | 4,965,504 | — | |||||||||||||||
Germany | 5,675,855 | — | 5,675,855 | — | |||||||||||||||
Gibraltar | 101,338 | — | 101,338 | — | |||||||||||||||
Greece | 185 | — | — | 185 | |||||||||||||||
Guernsey, Channel Islands | 10,825 | 1,701 | 9,124 | — | |||||||||||||||
Hong Kong | 3,360,291 | — | 3,343,434 | 16,857 | |||||||||||||||
India | 24,010 | — | 24,010 | — | |||||||||||||||
Ireland | 2,092,009 | 113,264 | 1,978,745 | — | |||||||||||||||
Isle of Man | 10,936 | — | 10,936 | — | |||||||||||||||
Israel | 726,600 | 33,167 | 693,433 | — | |||||||||||||||
Italy | 4,085,183 | — | 4,085,183 | — | |||||||||||||||
Japan | 24,874,358 | — | 24,866,757 | 7,601 | |||||||||||||||
Jersey, Channel Islands | 99,014 | — | 99,014 | — | |||||||||||||||
Liechtenstein | 94,226 | — | 94,226 | — |
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Small Company Trust | |||||||||||||||||||
Luxembourg | $ | 492,420 | — | $ | 492,420 | — | |||||||||||||
Malta | 74,704 | — | 74,704 | — | |||||||||||||||
Mongolia | 885 | — | 885 | — | |||||||||||||||
Netherlands | 2,558,289 | — | 2,558,289 | — | |||||||||||||||
New Zealand | 1,192,012 | — | 1,192,012 | — | |||||||||||||||
Norway | 1,277,305 | — | 1,277,305 | — | |||||||||||||||
Papua New Guinea | 2,583 | — | 2,583 | — | |||||||||||||||
Portugal | 644,969 | — | 644,969 | — | |||||||||||||||
Singapore | 1,429,358 | — | 1,429,358 | — | |||||||||||||||
South Africa | 10,741 | — | 10,741 | — | |||||||||||||||
Spain | 2,381,233 | — | 2,381,233 | — | |||||||||||||||
Sweden | 4,644,101 | — | 4,644,101 | — | |||||||||||||||
Switzerland | 4,896,403 | $ | 45,227 | 4,851,176 | — | ||||||||||||||
Taiwan | — | — | — | — | |||||||||||||||
United Arab Emirates | 88,122 | — | 88,122 | — | |||||||||||||||
United Kingdom | 23,912,454 | 26,001 | 23,885,484 | $ | 969 | ||||||||||||||
United States | 258,417 | 88,553 | 169,864 | — | |||||||||||||||
Rights | 35,082 | 30,744 | 4,338 | — | |||||||||||||||
Warrants | 149 | 66 | 83 | — | |||||||||||||||
Securities Lending Collateral | 2,720,263 | 2,720,263 | — | — | |||||||||||||||
Short-Term Investments | 87,250 | 87,250 | — | — | |||||||||||||||
Total Investments in Securities | $ | 120,215,123 | $ | 14,651,174 | $ | 105,394,731 | $ | 169,218 | |||||||||||
International Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Belgium | $ | 5,805,397 | — | $ | 5,805,397 | — | |||||||||||||
Brazil | 14,290,999 | 14,290,999 | — | — | |||||||||||||||
Canada | 75,992,501 | 75,992,501 | — | — | |||||||||||||||
China | 57,945,751 | 7,674,778 | 50,270,973 | — | |||||||||||||||
Denmark | 5,396,219 | — | 5,396,219 | — | |||||||||||||||
France | 137,381,884 | — | 137,381,884 | — | |||||||||||||||
Germany | 93,112,808 | — | 93,112,808 | — | |||||||||||||||
Hong Kong | 31,923,176 | — | 27,849,510 | $ | 4,073,666 | ||||||||||||||
India | 12,590,252 | — | 12,590,252 | — | |||||||||||||||
Ireland | 9,388,482 | — | 9,388,482 | — | |||||||||||||||
Israel | 15,629,285 | 15,629,285 | — | — | |||||||||||||||
Italy | 42,596,763 | — | 42,596,763 | — | |||||||||||||||
Japan | 78,703,331 | — | 78,703,331 | — | |||||||||||||||
Netherlands | 80,109,803 | — | 80,109,803 | — | |||||||||||||||
Norway | 25,120,976 | — | 25,120,976 | — | |||||||||||||||
Russia | 13,269,041 | 6,995,273 | 6,273,768 | — | |||||||||||||||
Singapore | 7,504,335 | — | 7,504,335 | — | |||||||||||||||
South Korea | 132,790,319 | 26,291,352 | 106,498,967 | — | |||||||||||||||
Spain | 18,720,506 | — | 18,720,506 | — | |||||||||||||||
Sweden | 4,008,775 | — | 4,008,775 | — | |||||||||||||||
Switzerland | 91,628,304 | — | 91,628,304 | — | |||||||||||||||
Thailand | 5,006,454 | — | 5,006,454 | — | |||||||||||||||
United Arab Emirates | 3,593,556 | — | 3,593,556 | — | |||||||||||||||
United Kingdom | 183,087,759 | 10,669,160 | 172,418,599 | — | |||||||||||||||
United States | 19,984,020 | 19,984,020 | — | — | |||||||||||||||
Securities Lending Collateral | 32,100,618 | 32,100,618 | — | — | |||||||||||||||
Short-Term Investments | 25,000,000 | — | 25,000,000 | — | |||||||||||||||
Total Investments in Securities | $ | 1,222,681,314 | $ | 209,627,986 | $ | 1,008,979,662 | $ | 4,073,666 | |||||||||||
Mid Cap Stock Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 189,152,101 | $ | 178,790,265 | $ | 10,361,836 | — | ||||||||||||
Consumer Staples | 60,458,185 | 60,458,185 | — | — | |||||||||||||||
Energy | 40,667,533 | 40,667,533 | — | — | |||||||||||||||
Financials | 48,382,098 | 34,391,981 | 13,990,117 | — | |||||||||||||||
Health Care | 135,588,111 | 122,552,434 | 13,035,677 | — |
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mid Cap Stock Trust (continued) | |||||||||||||||||||
Industrials | $ | 167,412,352 | $ | 167,412,352 | — | — | |||||||||||||
Information Technology | 208,582,571 | 208,582,571 | — | — | |||||||||||||||
Materials | 21,912,477 | 21,912,477 | — | — | |||||||||||||||
Preferred Securities | 29,313,797 | — | — | $ | 29,313,797 | ||||||||||||||
Warrants | 174,240 | 174,240 | — | — | |||||||||||||||
Securities Lending Collateral | 63,152,511 | 63,152,511 | — | — | |||||||||||||||
Short-Term Investments | 20,900,000 | — | $ | 20,900,000 | — | ||||||||||||||
Total Investments in Securities | $ | 985,695,976 | $ | 898,094,549 | $ | 58,287,630 | $ | 29,313,797 | |||||||||||
Mid Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 100,886,059 | $ | 98,881,922 | $ | 2,004,137 | — | ||||||||||||
Consumer Staples | 77,271,687 | 77,271,687 | — | — | |||||||||||||||
Energy | 95,110,806 | 95,110,806 | — | — | |||||||||||||||
Financials | 247,894,093 | 243,956,700 | 3,937,393 | — | |||||||||||||||
Health Care | 83,817,998 | 83,817,998 | — | — | |||||||||||||||
Industrials | 93,163,198 | 93,163,198 | — | — | |||||||||||||||
Information Technology | 48,225,709 | 48,225,709 | — | — | |||||||||||||||
Materials | 76,973,938 | 74,961,820 | 2,012,118 | — | |||||||||||||||
Telecommunication Services | 6,888,758 | 6,888,758 | — | — | |||||||||||||||
Utilities | 87,555,574 | 87,555,574 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Energy | 2,555,029 | 2,555,029 | — | — | |||||||||||||||
Financials | 374,550 | 374,550 | — | — | |||||||||||||||
Convertible Bonds | |||||||||||||||||||
Financials | 987,676 | — | 987,676 | — | |||||||||||||||
Industrials | 3,796,524 | — | 3,796,524 | — | |||||||||||||||
Securities Lending Collateral | 62,160,869 | 62,160,869 | — | — | |||||||||||||||
Short-Term Investments | 45,717,370 | 45,717,370 | — | — | |||||||||||||||
Total Investments in Securities | $ | 1,033,379,838 | $ | 1,020,641,990 | $ | 12,737,848 | — | ||||||||||||
Mutual Shares Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 63,243,672 | $ | 50,324,425 | $ | 12,919,247 | — | ||||||||||||
Consumer Staples | 79,990,970 | 54,708,038 | 25,282,932 | — | |||||||||||||||
Energy | 77,130,873 | 53,714,119 | 23,416,754 | — | |||||||||||||||
Financials | 130,925,013 | 106,122,829 | 19,681,854 | $ | 5,120,330 | ||||||||||||||
Health Care | 85,304,489 | 79,650,269 | 5,654,220 | — | |||||||||||||||
Industrials | 28,613,248 | 17,004,380 | 11,608,868 | — | |||||||||||||||
Information Technology | 74,702,528 | 69,935,815 | 4,766,713 | — | |||||||||||||||
Materials | 33,746,614 | 24,157,405 | 9,589,209 | — | |||||||||||||||
Telecommunication Services | 11,709,320 | — | 11,709,320 | — | |||||||||||||||
Utilities | 9,483,571 | 9,483,571 | — | — | |||||||||||||||
Corporate Bonds | |||||||||||||||||||
Consumer Discretionary | 4,240,476 | — | 4,240,476 | — | |||||||||||||||
Energy | 3,398,850 | — | 3,398,850 | — | |||||||||||||||
Industrials | 3,568,106 | — | 3,568,106 | — | |||||||||||||||
Information Technology | 7,911,351 | — | 7,911,351 | — | |||||||||||||||
Utilities | 3,766,800 | — | 3,766,800 | — | |||||||||||||||
Term Loans | |||||||||||||||||||
Consumer Discretionary | 11,773,059 | — | 11,773,059 | — | |||||||||||||||
Energy | 108,556 | — | 108,556 | — | |||||||||||||||
Information Technology | 3,129,364 | — | 3,129,364 | — | |||||||||||||||
Utilities | 6,222,865 | — | 6,222,865 | — | |||||||||||||||
Municipal Bonds | 1,800,500 | — | 1,800,500 | — | |||||||||||||||
Preferred Securities | 4,822,409 | — | 4,822,409 | — | |||||||||||||||
Securities Lending Collateral | 11,043,902 | 11,043,902 | — | — | |||||||||||||||
Short-Term Investments | 23,998,431 | — | 23,998,431 | — | |||||||||||||||
Total Investments in Securities | $ | 680,634,967 | $ | 476,144,753 | $ | 199,369,884 | $ | 5,120,330 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | ($1,971,144 | ) | — | ($1,971,144 | ) | — |
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Natural Resources Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Energy | $ | 94,983,348 | $ | 58,746,229 | $ | 36,237,119 | — | ||||||||||||
Industrials | 8,692,270 | 6,083,212 | 2,609,058 | — | |||||||||||||||
Information Technology | 2,956,309 | 2,956,309 | — | — | |||||||||||||||
Materials | 41,170,330 | 18,858,690 | 22,311,640 | — | |||||||||||||||
Securities Lending Collateral | 5,160,812 | 5,160,812 | — | — | |||||||||||||||
Short-Term Investments | 3,400,000 | — | 3,400,000 | — | |||||||||||||||
Total Investments in Securities | $ | 156,363,069 | $ | 91,805,252 | $ | 64,557,817 | — | ||||||||||||
Science & Technology Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 57,388,760 | $ | 56,509,245 | $ | 879,515 | — | ||||||||||||
Health Care | 13,671,058 | 13,671,058 | — | — | |||||||||||||||
Industrials | 2,966,287 | 2,738,736 | 227,551 | — | |||||||||||||||
Information Technology | 355,280,856 | 331,605,287 | 16,565,392 | $ | 7,110,177 | ||||||||||||||
Telecommunication Services | 8,393,657 | 1,805,394 | 6,588,263 | — | |||||||||||||||
Preferred Securities | 2,250,096 | — | — | 2,250,096 | |||||||||||||||
Securities Lending Collateral | 35,235,464 | 35,235,464 | — | — | |||||||||||||||
Short-Term Investments | 22,837,466 | 17,166,466 | 5,671,000 | — | |||||||||||||||
Total Investments in Securities | $ | 498,023,644 | $ | 458,731,650 | $ | 29,931,721 | $ | 9,360,273 | |||||||||||
Small Cap Growth Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 81,565,002 | $ | 76,364,272 | $ | 5,200,730 | — | ||||||||||||
Consumer Staples | 13,128,097 | 13,128,097 | — | — | |||||||||||||||
Energy | 26,318,272 | 26,318,272 | — | — | |||||||||||||||
Financials | 43,074,040 | 43,074,040 | — | — | |||||||||||||||
Health Care | 95,011,431 | 95,011,431 | — | — | |||||||||||||||
Industrials | 111,729,764 | 111,729,764 | — | — | |||||||||||||||
Information Technology | 146,968,896 | 146,414,730 | — | $ | 554,166 | ||||||||||||||
Materials | 15,094,584 | 15,094,584 | — | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Consumer Discretionary | 2,840,127 | — | — | 2,840,127 | |||||||||||||||
Information Technology | 8,013,307 | �� | — | — | 8,013,307 | ||||||||||||||
Securities Lending Collateral | 70,566,231 | 70,566,231 | — | — | |||||||||||||||
Total Investments in Securities | $ | 614,309,751 | $ | 597,701,421 | $ | 5,200,730 | $ | 11,407,600 | |||||||||||
Small Cap Index Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 56,790,128 | $ | 56,790,128 | — | — | |||||||||||||
Consumer Staples | 13,515,608 | 13,515,608 | — | — | |||||||||||||||
Energy | 27,425,545 | 27,425,545 | — | — | |||||||||||||||
Financials | 98,965,181 | 98,965,181 | — | — | |||||||||||||||
Health Care | 57,310,275 | 57,307,448 | — | $ | 2,827 | ||||||||||||||
Industrials | 61,259,391 | 61,259,391 | — | — | |||||||||||||||
Information Technology | 77,348,671 | 77,348,671 | — | — | |||||||||||||||
Materials | 21,978,826 | 21,978,826 | — | — | |||||||||||||||
Telecommunication Services | 3,487,825 | 3,451,981 | — | 35,844 | |||||||||||||||
Utilities | 14,543,811 | 14,543,811 | — | — | |||||||||||||||
Rights | 1,485 | 1,485 | — | — | |||||||||||||||
Warrants | 9,343 | — | $ | 9,343 | — | ||||||||||||||
Securities Lending Collateral | 54,007,115 | 54,007,115 | — | — | |||||||||||||||
Short-Term Investments | 6,298,000 | — | 6,298,000 | — | |||||||||||||||
Total Investments in Securities | $ | 492,941,204 | $ | 486,595,190 | $ | 6,307,343 | $ | 38,671 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 174,859 | $ | 174,859 | — | — | |||||||||||||
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Opportunities Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 35,014,694 | $ | 35,011,317 | — | $ | 3,377 | ||||||||||||
Consumer Staples | 5,868,776 | 5,868,776 | — | — | |||||||||||||||
Energy | 30,819,453 | 30,819,453 | — | — | |||||||||||||||
Financials | 66,747,194 | 66,746,473 | — | 721 | |||||||||||||||
Health Care | 28,445,445 | 28,435,468 | — | 9,977 | |||||||||||||||
Industrials | 52,121,581 | 52,121,477 | — | 104 | |||||||||||||||
Information Technology | 52,112,224 | 52,112,224 | — | — | |||||||||||||||
Materials | 20,563,946 | 20,563,946 | — | — | |||||||||||||||
Telecommunication Services | 2,411,043 | 2,390,749 | — | 20,294 | |||||||||||||||
Utilities | 3,293,477 | 3,293,477 | — | — | |||||||||||||||
Warrants | 1,669 | — | $ | 1,669 | — | ||||||||||||||
Short-Term Investments | 1,344,624 | 1,344,624 | — | — | |||||||||||||||
Total Investments in Securities | $ | 298,744,126 | $ | 298,707,984 | $ | 1,669 | $ | 34,473 | |||||||||||
Small Cap Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 85,063,786 | $ | 85,063,786 | — | — | |||||||||||||
Consumer Staples | 25,320,581 | 17,788,843 | $ | 7,531,738 | — | ||||||||||||||
Energy | 50,667,640 | 50,667,640 | — | — | |||||||||||||||
Financials | 156,757,999 | 156,757,999 | — | — | |||||||||||||||
Health Care | 91,687,755 | 91,687,755 | — | — | |||||||||||||||
Industrials | 139,595,371 | 139,595,371 | — | — | |||||||||||||||
Information Technology | 96,416,626 | 96,416,626 | — | — | |||||||||||||||
Materials | 54,698,202 | 54,698,202 | — | — | |||||||||||||||
Utilities | 29,876,368 | 29,876,368 | — | — | |||||||||||||||
Securities Lending Collateral | 7,602,246 | 7,602,246 | — | — | |||||||||||||||
Short-Term Investments | 29,500,000 | — | 29,500,000 | — | |||||||||||||||
Total Investments in Securities | $ | 767,186,574 | $ | 730,154,836 | $ | 37,031,738 | — | ||||||||||||
Strategic Equity Allocation Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 1,313,288,420 | $ | 934,882,176 | $ | 378,406,244 | — | ||||||||||||
Consumer Staples | 1,027,573,315 | 664,182,682 | 363,390,633 | — | |||||||||||||||
Energy | 1,020,609,900 | 778,457,983 | 242,151,917 | — | |||||||||||||||
Financials | 2,151,586,373 | 1,311,532,312 | 840,054,061 | — | |||||||||||||||
Health Care | 1,353,851,877 | 1,003,569,063 | 350,280,124 | $ | 2,690 | ||||||||||||||
Industrials | 1,303,109,484 | 881,721,277 | 421,388,207 | — | |||||||||||||||
Information Technology | 1,585,285,354 | 1,437,986,367 | 147,298,987 | — | |||||||||||||||
Materials | 577,612,156 | 310,393,084 | 267,219,072 | — | |||||||||||||||
Telecommunication Services | 341,938,263 | 178,491,034 | 163,405,233 | 41,996 | |||||||||||||||
Utilities | 387,782,583 | 258,944,384 | 128,838,199 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Consumer Discretionary | 15,424,581 | — | 15,424,581 | — | |||||||||||||||
Consumer Staples | 4,985,105 | — | 4,985,105 | — | |||||||||||||||
Rights | 249,982 | 222,472 | 27,510 | — | |||||||||||||||
Warrants | 51,702 | 42,117 | 9,585 | — | |||||||||||||||
Securities Lending Collateral | 247,958,849 | 247,958,849 | — | — | |||||||||||||||
Short-Term Investments | 367,588,000 | — | 367,588,000 | — | |||||||||||||||
Total Investments in Securities | $ | 11,698,895,944 | $ | 8,008,383,800 | $ | 3,690,467,458 | $ | 44,686 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 2,179,814 | $ | 2,179,814 | — | — | |||||||||||||
Total Market Value at 6-30-14 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total Stock Market Index Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 75,173,344 | $ | 75,173,344 | — | — | |||||||||||||
Consumer Staples | 49,470,730 | 49,470,730 | — | — | |||||||||||||||
Energy | 65,483,316 | 65,482,073 | — | $ | 1,243 | ||||||||||||||
Financials | 96,904,840 | 96,904,840 | — | — | |||||||||||||||
Health Care | 68,531,937 | 68,529,715 | — | 2,222 | |||||||||||||||
Industrials | 62,357,734 | 62,357,553 | — | 181 | |||||||||||||||
Information Technology | 104,417,950 | 104,417,950 | — | — | |||||||||||||||
Materials | 21,085,668 | 21,085,668 | — | — | |||||||||||||||
Telecommunication Services | 13,452,168 | 13,447,037 | — | 5,131 | |||||||||||||||
Utilities | 16,875,085 | 16,875,085 | — | — | |||||||||||||||
Corporate Bonds | 2,733 | — | $ | 2,733 | — | ||||||||||||||
Rights | 7,433 | 7,433 | — | — | |||||||||||||||
Warrants | 871 | — | 871 | — | |||||||||||||||
Securities Lending Collateral | 13,372,581 | 13,372,581 | — | — | |||||||||||||||
Short-Term Investments | 10,938,000 | — | 10,938,000 | — | |||||||||||||||
Total Investments in Securities | $ | 598,074,390 | $ | 587,124,009 | $ | 10,941,604 | $ | 8,777 | |||||||||||
Other Financial Instruments: | |||||||||||||||||||
Futures | $ | 135,294 | $ | 135,294 | — | — | |||||||||||||
Utilities Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 53,645,969 | $ | 47,477,671 | $ | 6,168,298 | — | ||||||||||||
Energy | 92,802,860 | 92,802,860 | — | — | |||||||||||||||
Industrials | 1,652,098 | 1,652,098 | — | — | |||||||||||||||
Telecommunication Services | 79,810,251 | 39,519,560 | 40,290,691 | — | |||||||||||||||
Utilities | 295,713,385 | 218,111,510 | 77,601,875 | — | |||||||||||||||
Preferred Securities | |||||||||||||||||||
Telecommunication Services | 5,238,484 | 5,238,484 | — | — | |||||||||||||||
Utilities | 20,725,036 | 20,725,036 | — | — | |||||||||||||||
Corporate Bonds | 646,428 | — | 646,428 | — | |||||||||||||||
Convertible Bonds | 3,794,648 | — | 3,794,648 | — | |||||||||||||||
Securities Lending Collateral | 26,064,964 | 26,064,964 | — | — | |||||||||||||||
Short-Term Investments | 11,104,000 | — | 11,104,000 | — | |||||||||||||||
Total Investments in Securities | $ | 591,198,123 | $ | 451,592,183 | $ | 139,605,940 | — | ||||||||||||
Other Financial Instruments: | |||||||||||||||||||
Forward Foreign Currency Contracts | ($201,013 | ) | — | ($201,013 | ) | — | |||||||||||||
Value Trust | |||||||||||||||||||
Common Stocks | |||||||||||||||||||
Consumer Discretionary | $ | 87,493,316 | $ | 87,493,316 | — | — | |||||||||||||
Consumer Staples | 26,102,136 | 26,102,136 | — | — | |||||||||||||||
Energy | 54,115,661 | 40,270,217 | $ | 13,845,444 | — | ||||||||||||||
Financials | 172,424,831 | 172,424,831 | — | — | |||||||||||||||
Health Care | 76,020,198 | 76,020,198 | — | — | |||||||||||||||
Industrials | 100,686,632 | 100,686,632 | — | — | |||||||||||||||
Information Technology | 75,691,356 | 75,691,356 | — | — | |||||||||||||||
Materials | 41,376,142 | 41,376,142 | — | — | |||||||||||||||
Telecommunication Services | 20,890,859 | 20,890,859 | — | — | |||||||||||||||
Utilities | 22,076,850 | 22,076,850 | — | — | |||||||||||||||
Short-Term Investments | 18,651,963 | 18,651,963 | — | — | |||||||||||||||
Total Investments in Securities | $ | 695,529,944 | $ | 681,684,500 | $ | 13,845,444 | — |
into or out of Level 2. Securities were transferred into Level 3 because of a lack of observable market data which resulted from an absence of market activity for these securities. In addition, securities were transferred from Level 3 since observable market data became available due to the increased market activity of these securities.
Financial Services Trust | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Financials | ||||||||||
Balance as of 12-31-13 | $ | 3,250,272 | ||||||||
Realized gain (loss) | — | |||||||||
Changed in unrealized appreciation (depreciation) | (313,466 | ) | ||||||||
Purchases | — | |||||||||
Sales | — | |||||||||
Transfers into Level 3 | — | |||||||||
Transfers out of Level 3 | — | |||||||||
Balance as of 6-30-14 | $ | 2,936,804 | ||||||||
Change in unrealized at period end* | ($313,466 | ) |
Mid Cap Stock Trust | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Preferred Securities | ||||||||||
Balance as of 12-31-13 | — | |||||||||
Realized gain (loss) | — | |||||||||
Changed in unrealized appreciation (depreciation) | — | |||||||||
Purchases | $ | 29,313,797 | ||||||||
Sales | — | |||||||||
Transfers into Level 3 | — | |||||||||
Transfers out of Level 3 | — | |||||||||
Balance as of 6-30-14 | $ | 29,313,797 | ||||||||
Change in unrealized at period end* | — |
Science & Technology Trust | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Consumer Staples | Information Technology | Total | ||||||||||||||
Balance as of 12-31-13 | $ | 167,370 | $ | 8,163,248 | $ | 8,330,618 | ||||||||||
Realized gain (loss) | — | — | — | |||||||||||||
Changed in unrealized appreciation (depreciation) | — | 684,435 | 684,435 | |||||||||||||
Purchases | — | 1,051,023 | 1,051,023 | |||||||||||||
Sales | — | (538,433 | ) | (538,433 | ) | |||||||||||
Transfers into Level 3 | — | — | — | |||||||||||||
Transfers out of Level 3 | (167,370 | ) | — | (167,370 | ) | |||||||||||
Balance as of 6-30-14 | — | $ | 9,360,273 | $ | 9,360,273 | |||||||||||
Change in unrealized at period end* | $ | 710,733 | $ | 710,733 |
Small Cap Growth Trust | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Consumer Staples | Information Technology | Total | ||||||||||||||
Balance as of 12-31-13 | $ | 938,340 | $ | 3,746,058 | $ | 4,684,398 | ||||||||||
Realized gain (loss) | — | — | — | |||||||||||||
Changed in unrealized appreciation (depreciation) | (384,174 | ) | 1,931,991 | 1,547,817 | ||||||||||||
Purchases | — | 5,175,385 | 5,175,385 | |||||||||||||
Sales | — | — | — | |||||||||||||
Transfers into Level 3 | — | — | — | |||||||||||||
Transfers out of Level 3 | — | — | — | |||||||||||||
Balance as of 6-30-14 | $ | 554,166 | $ | 10,853,434 | $ | 11,407,600 | ||||||||||
Change in unrealized at period end* | ($384,174 | ) | $ | 1,931,991 | $ | 1,547,817 |
* | Change in unrealized appreciation (depreciation) attributable to level 3 securities held at the period end. This balance is included in the change in unrealized appreciation (depreciation) on the Statement of Operations. |
Financial Services Trust | | Fair Value at 6-30-14 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 2,936,804 | Market Approach | Book Value multiple Market comparable companies Discount for lack of marketability | 1.35x 25% |
Mid Cap Stock Trust | | Fair Value at 6-30-14 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Preferred Stock | $ | 24,647,164 | Market Approach | Aged transactions | $1.58 – $62.05 (weighted average $29.62) | |||||||||||||
$ | 4,666,633 | Market Approach | EV/Revenue model | $15.42 | ||||||||||||||
$ | 29,313,797 |
Science & Technology Trust | | Fair Value at 6-30-14 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 125,678 | Market Approach | EV to revenue multiple Discount for lack of marketability | 8.32x 10% | |||||||||||||
$ | 6,984,499 | Market Approach | Aged transactions | $13.75 – $16.00 (weighted average $13.77) | ||||||||||||||
$ | 7,110,177 | |||||||||||||||||
Preferred Stock | $ | 590,705 | Market Approach | Aged transactions | $27.82 | |||||||||||||
$ | 1,659,391 | Market Approach | EV to revenue multiple Discount for lack of marketability | 8.32x 10% | ||||||||||||||
$ | 2,250,096 | |||||||||||||||||
Total | $ | 9,360,273 |
Small Cap Growth Trust | | Fair Value at 6-30-14 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 554,166 | Market Approach | EV to revenue multiple Discount for lack of marketability | 3.58x 17.5% | |||||||||||||
Preferred Stock | $ | 6,226,582 | Market Approach | Aged transactions | $2.91 – $27.82 (weighted average $15.91) | |||||||||||||
2,840,127 | Market Approach | EV/EBITDA multiple Discount for lack of marketability | 11.49x 10% | |||||||||||||||
1,786,725 | Market Approach | Probability-weighted expected price Implied discount rate at time of purchase | $4.12 27% | |||||||||||||||
$ | 10,853,434 | |||||||||||||||||
Total | $ | 11,407,600 |
could depend exclusively on the subadvisor’s credit analysis of the borrower and/or term loan agents. A portfolio may have limited rights to enforce the terms of an underlying loan.
Portfolio | | Commitment Fee | ||||
---|---|---|---|---|---|---|
500 Index Trust B | $ | 769 | ||||
All Cap Core Trust | 302 | |||||
Alpha Opportunities Trust | 403 | |||||
American Asset Allocation Trust | 566 | |||||
American Global Growth Trust | 275 | |||||
American Growth Trust | 446 | |||||
American Growth-Income Trust | 490 | |||||
American International Trust | 362 | |||||
American New World Trust | 246 | |||||
Blue Chip Growth Trust | 585 | |||||
Capital Appreciation Trust | 439 | |||||
Capital Appreciation Value Trust | 298 | |||||
Core Strategy Trust | 1,270 | |||||
Emerging Markets Value Trust | 432 | |||||
Equity-Income Trust | 626 | |||||
Financial Services Trust | 263 | |||||
Franklin Templeton Founding Allocation Trust | 485 | |||||
Fundamental All Cap Core Trust | 526 | |||||
Fundamental Large Cap Value Trust | 484 | |||||
Fundamental Value Trust | 527 | |||||
Global Trust | 356 | |||||
Health Sciences Trust | 278 | |||||
International Core Trust | 386 | |||||
International Equity Index Trust B | 355 |
Portfolio | | Commitment Fee | ||||
---|---|---|---|---|---|---|
International Growth Stock Trust | $ | 336 | ||||
International Small Company Trust | 251 | |||||
International Value Trust | 458 | |||||
Lifestyle Aggressive PS Series | 245 | |||||
Lifestyle Balanced PS Series | 266 | |||||
Lifestyle Conservative PS Series | 240 | |||||
Lifestyle Growth PS Series | 273 | |||||
Lifestyle Moderate PS Series | 247 | |||||
Mid Cap Index Trust | 376 | |||||
Mid Cap Stock Trust | 399 | |||||
Mid Value Trust | 402 | |||||
Mutual Shares Trust | 359 | |||||
Natural Resources Trust | 261 | |||||
Real Estate Securities Trust | 303 | |||||
Science & Technology Trust | 307 | |||||
Small Cap Growth Trust | 326 | |||||
Small Cap Index Trust | 310 | |||||
Small Cap Opportunities Trust | 381 | |||||
Small Cap Value Trust | 374 | |||||
Small Company Growth Trust | 256 | |||||
Small Company Value Trust | 308 | |||||
Strategic Equity Allocation Trust | 2,041 | |||||
Total Stock Market Index Trust | 329 | |||||
U.S. Equity Trust | 411 | |||||
Utilities Trust | 319 | |||||
Value Trust | 338 |
CAPITAL LOSS CARRYFORWARD EXPIRING AT DECEMBER 31 | NO EXPIRATION DATE | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | | 2015 | | 2016 | | 2017 | | 2018 | | SHORT TERM | | LONG TERM | ||||||||||||||
All Cap Core Trust | — | $ | 57,451,589 | $ | 212,244,607 | — | — | — | ||||||||||||||||||
American Asset Allocation Trust | — | — | — | $ | 21,753,833 | — | — | |||||||||||||||||||
American Global Growth Trust | — | — | 7,736,247 | 4,007,941 | — | $ | 4,188,477 | |||||||||||||||||||
American Growth Trust | — | — | 19,048,054 | 13,715,715 | — | 24,367,841 | ||||||||||||||||||||
American Growth-Income Trust | — | — | 6,761,535 | 22,058,724 | — | 12,897,539 | ||||||||||||||||||||
American International Trust | — | — | 3,108,508 | 6,927,959 | — | 71,229,225 | ||||||||||||||||||||
Financial Services Trust | — | — | — | — | — | 2,997,923 | ||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | — | — | 35,829,837 | 43,590,851 | — | 67,837,067 | ||||||||||||||||||||
Fundamental All Cap Core Trust | — | — | 132,233,572 | — | — | — | ||||||||||||||||||||
Fundamental Large Cap Value Trust | — | 108,633,934 | 188,786,900 | — | — | — | ||||||||||||||||||||
Fundamental Value Trust | $ | 159,611,269 | 186,635,162 | 210,530,383 | — | — | — | |||||||||||||||||||
Global Trust | — | — | 29,689,120 | 12,321,700 | — | — | ||||||||||||||||||||
International Core Trust | — | — | 109,448,120 | 20,744,500 | — | — | ||||||||||||||||||||
International Equity Index Trust B | — | — | 3,179,151 | 1,514,111 | — | 1,779,775 | ||||||||||||||||||||
International Growth Stock Trust | 121,303,857 | 143,999,317 | — | — | — | — | ||||||||||||||||||||
International Small Company Trust | — | 187,248,608 | 157,081,665 | 6,569,935 | — | 2,997,504 | ||||||||||||||||||||
International Value Trust | 3,500,796 | 145,200,688 | 268,676,893 | — | — | 14,400,729 | ||||||||||||||||||||
Natural Resources Trust | — | — | 117,946,970 | — | — | 26,568,010 | ||||||||||||||||||||
Real Estate Securities Trust | — | 352,024,273 | 189,638,704 | — | — | — | ||||||||||||||||||||
Small Cap Opportunities Trust | — | — | 26,084,297 | — | — | — | ||||||||||||||||||||
Small Company Growth Trust | — | — | 29,100,286 | — | — | — | ||||||||||||||||||||
U.S. Equity Trust | — | 119,903,631 | 80,106,502 | — | — | — |
Portfolio | | Aggregate Cost | | Unrealized Appreciation | | Unrealized (Depreciation) | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | $ | 1,951,087,176 | $ | 1,301,109,237 | ($22,333,026 | ) | $ | 1,278,776,211 | ||||||||||
All Cap Core Trust | 339,627,515 | 38,019,533 | (2,020,551 | ) | 35,998,982 | |||||||||||||
Alpha Opportunities Trust | 790,661,593 | 125,493,588 | (14,990,322 | ) | 110,503,266 | |||||||||||||
American Asset Allocation Trust | 1,130,468,849 | 665,971,881 | — | 665,971,881 | ||||||||||||||
American Global Growth Trust | 240,424,628 | 28,628,457 | — | 28,628,457 | ||||||||||||||
American Growth Trust | 738,037,073 | 366,238,723 | — | 366,238,723 | ||||||||||||||
American Growth-Income Trust | 894,017,676 | 438,015,382 | — | 438,015,382 | ||||||||||||||
American International Trust | 544,319,369 | 130,348,944 | — | 130,348,944 | ||||||||||||||
American New World Trust | 86,289,119 | — | (2,225,366 | ) | (2,225,366 | ) | ||||||||||||
Blue Chip Growth Trust | 1,104,783,682 | 717,683,372 | (2,331,990 | ) | 715,351,382 | |||||||||||||
Capital Appreciation Trust | 794,057,146 | 358,273,156 | (8,911,632 | ) | 349,361,524 | |||||||||||||
Capital Appreciation Value Trust | 310,714,432 | 51,278,835 | (456,067 | ) | 50,822,768 | |||||||||||||
Core Strategy Trust | 3,778,286,544 | 327,378,671 | (6,275,043 | ) | 321,103,628 | |||||||||||||
Emerging Markets Value Trust | 998,173,686 | 207,004,336 | (148,039,927 | ) | 58,964,409 | |||||||||||||
Equity-Income Trust | 1,492,723,825 | 719,063,489 | (32,777,205 | ) | 686,286,284 | |||||||||||||
Financial Services Trust | 165,159,693 | 9,161,040 | (269,317 | ) | 8,891,723 | |||||||||||||
Franklin Templeton Founding Allocation Trust | 1,073,715,239 | 339,417,273 | — | 339,417,273 | ||||||||||||||
Fundamental All Cap Core Trust | 1,279,616,980 | 377,885,256 | (6,491,575 | ) | 371,393,681 | |||||||||||||
Fundamental Large Cap Value Trust | 1,141,721,645 | 195,865,313 | (2,993,163 | ) | 192,872,150 | |||||||||||||
Fundamental Value Trust | 590,490,320 | 30,359,531 | (1,769,101 | ) | 28,590,430 | |||||||||||||
Global Trust | 568,848,592 | 163,818,287 | (25,199,300 | ) | 138,618,987 | |||||||||||||
Health Sciences Trust | 193,665,660 | 88,184,501 | (2,802,138 | ) | 85,382,363 | |||||||||||||
International Core Trust | 749,677,314 | 138,247,512 | (23,625,047 | ) | 114,622,465 | |||||||||||||
International Equity Index Trust B | 545,673,717 | 216,669,744 | (36,734,053 | ) | 179,935,691 | |||||||||||||
International Growth Stock Trust | 443,921,098 | 123,310,580 | (1,690,391 | ) | 121,620,189 | |||||||||||||
International Small Company Trust | 103,294,673 | 32,611,653 | (15,691,203 | ) | 16,920,450 | |||||||||||||
International Value Trust | 1,037,546,844 | 222,514,770 | (37,380,300 | ) | 185,134,470 | |||||||||||||
Lifestyle Aggressive PS Series | 21,922,580 | 1,357,307 | — | 1,357,307 | ||||||||||||||
Lifestyle Balanced PS Series | 958,458,974 | 48,992,426 | — | 48,992,426 | ||||||||||||||
Lifestyle Conservative PS Series | 186,902,053 | 5,397,499 | — | 5,397,499 | ||||||||||||||
Lifestyle Growth PS Series | 1,764,956,718 | 103,692,262 | — | 103,692,262 | ||||||||||||||
Lifestyle Moderate PS Series | 322,795,513 | 14,729,002 | — | 14,729,002 | ||||||||||||||
Mid Cap Index Trust | $ | 578,358,917 | $ | 347,786,440 | ($8,183,018 | ) | $ | 339,603,422 | ||||||||||
Mid Cap Stock Trust | 840,308,303 | 158,692,496 | (13,304,823 | ) | 145,387,673 | |||||||||||||
Mid Value Trust | 790,615,125 | 257,546,975 | (14,782,262 | ) | 242,764,713 | |||||||||||||
Mutual Shares Trust | 516,592,429 | 176,970,935 | (12,928,397 | ) | 164,042,538 | |||||||||||||
Natural Resources Trust | 147,090,965 | 13,420,755 | (4,148,651 | ) | 9,272,104 | |||||||||||||
Real Estate Securities Trust | 384,222,969 | 36,163,892 | (1,580,512 | ) | 34,583,380 | |||||||||||||
Science and Technology Trust | 425,931,080 | 78,082,654 | (5,990,090 | ) | 72,092,564 | |||||||||||||
Small Cap Growth Trust | 522,295,554 | 97,961,544 | (5,947,347 | ) | 92,014,197 | |||||||||||||
Small Cap Index Trust | 351,226,105 | 152,267,132 | (10,552,033 | ) | 141,715,099 | |||||||||||||
Small Cap Opportunities Trust | 236,773,145 | 68,180,594 | (6,209,613 | ) | 61,970,981 | |||||||||||||
Small Cap Value Trust | 549,928,282 | 222,965,856 | (5,707,564 | ) | 217,258,292 | |||||||||||||
Small Company Growth Trust | 115,569,594 | 43,772,187 | (1,430,886 | ) | 42,341,301 | |||||||||||||
Small Company Value Trust | 266,423,438 | 156,550,925 | (7,983,454 | ) | 148,567,471 | |||||||||||||
Strategic Equity Allocation Trust | 9,304,596,527 | 2,497,982,277 | (103,682,860 | ) | 2,394,299,417 | |||||||||||||
Total Stock Market Index Trust | 368,528,240 | 248,118,046 | (18,571,896 | ) | 229,546,150 | |||||||||||||
U.S. Equity Trust | 712,997,628 | 168,870,766 | (4,248,926 | ) | 164,621,840 | |||||||||||||
Utilities Trust | 499,593,085 | 98,301,547 | (6,696,509 | ) | 91,605,038 | |||||||||||||
Value Trust | 552,252,193 | 149,376,387 | (6,098,636 | ) | 143,277,751 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | S&P 500 Index Futures | 197 | Long | Sep 2014 | $ | 95,403,959 | $ | 96,155,700 | $ | 751,741 | ||||||||||||||||||||
$ | 751,741 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | Russell 2000 Mini Futures | 3 | Long | Sep 2014 | $ | 353,287 | $ | 357,157 | $ | 3,870 | ||||||||||||||||||||
S&P 500 E-Mini Futures | 28 | Long | Sep 2014 | 2,730,410 | 2,733,360 | 2,950 | ||||||||||||||||||||||||
$ | 6,820 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Equity Index Trust B | Mini MSCI EAFE Index Futures | 72 | Long | Sep 2014 | $ | 7,054,632 | $ | 7,088,040 | $ | 33,408 | ||||||||||||||||||||
Mini MSCI Emerging Markets Index Futures | 88 | Long | Sep 2014 | 4,579,257 | 4,579,080 | (177 | ) | |||||||||||||||||||||||
MSCI Taiwan Index Futures | 108 | Long | Jul 2014 | 3,523,177 | 3,589,920 | 66,743 | ||||||||||||||||||||||||
$ | 99,974 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mid Cap Index Trust | S&P Mid 400 Index E-Mini Futures | 181 | Long | Sep 2014 | $ | 25,554,022 | $ | 25,870,330 | $ | 316,308 | ||||||||||||||||||||
$ | 316,308 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Index Trust | Russell 2000 Mini Index Futures | 65 | Long | Sep 2014 | $ | 7,562,091 | $ | 7,736,950 | $ | 174,859 | ||||||||||||||||||||
$ | 174,859 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Equity Allocation Trust | Mini MSCI EAFE Index Futures | 1,617 | Long | Sep 2014 | $ | 158,622,965 | $ | 159,185,565 | $ | 562,600 | ||||||||||||||||||||
Russell 2000 Mini Index Futures | 198 | Long | Sep 2014 | 23,233,551 | 23,567,940 | 334,389 | ||||||||||||||||||||||||
S&P 500 Index Futures | 399 | Long | Sep 2014 | 194,108,119 | 194,751,900 | 643,781 | ||||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 415 | Long | Sep 2014 | 58,676,906 | 59,315,950 | 639,044 | ||||||||||||||||||||||||
$ | 2,179,814 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total Stock Market Index Trust | Russell 2000 Mini Index Futures | 15 | Long | Sep 2014 | $ | 1,743,500 | $ | 1,785,450 | $ | 41,950 | ||||||||||||||||||||
S&P 500 Index Futures | 20 | Long | Sep 2014 | 9,687,353 | 9,762,000 | 74,647 | ||||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 7 | Long | Sep 2014 | 981,813 | 1,000,510 | 18,697 | ||||||||||||||||||||||||
$ | 135,294 |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Core Trust | ||||||||||||||||||||||||||||||
AUD 2,146,953 | USD 2,013,456 | Brown Brothers Harriman & Company | 8/8/2014 | $ | 5,668 | — | $ | 5,668 | ||||||||||||||||||||||
EUR 2,310,534 | USD 3,146,541 | Bank of America, N.A. | 8/8/2014 | 17,692 | — | 17,692 | ||||||||||||||||||||||||
EUR 518,542 | USD 705,527 | Bank of New York | 8/8/2014 | 4,607 | — | 4,607 | ||||||||||||||||||||||||
EUR 596,988 | USD 812,471 | Brown Brothers Harriman & Company | 8/8/2014 | 5,093 | — | 5,093 | ||||||||||||||||||||||||
EUR 1,316,668 | USD 1,791,866 | JPMorgan Chase Bank | 8/8/2014 | 11,286 | — | 11,286 | ||||||||||||||||||||||||
EUR 502,668 | USD 684,355 | Morgan Stanley and Company International PLC | 8/8/2014 | 4,039 | — | 4,039 | ||||||||||||||||||||||||
JPY 347,642,074 | USD 3,422,213 | Bank of America, N.A. | 8/8/2014 | 10,377 | — | 10,377 | ||||||||||||||||||||||||
JPY 630,937,477 | USD 6,204,244 | Bank of New York | 8/8/2014 | 25,582 | — | 25,582 | ||||||||||||||||||||||||
JPY 974,423,509 | USD 9,593,901 | Barclays Bank PLC Wholesale | 8/8/2014 | 27,479 | — | 27,479 | ||||||||||||||||||||||||
JPY 771,133,769 | USD 7,581,176 | Brown Brothers Harriman & Company | 8/8/2014 | 32,937 | — | 32,937 | ||||||||||||||||||||||||
JPY 417,882,067 | USD 4,110,747 | Deutsche Bank AG London | 8/8/2014 | 15,387 | — | 15,387 | ||||||||||||||||||||||||
JPY 517,721,531 | USD 5,090,617 | JPMorgan Chase Bank | 8/8/2014 | 21,324 | — | 21,324 | ||||||||||||||||||||||||
JPY 171,951,652 | USD 1,692,245 | Morgan Stanley and Company International PLC | 8/8/2014 | 5,592 | — | 5,592 | ||||||||||||||||||||||||
JPY 285,494,248 | USD 2,809,789 | State Street Bank and Trust Company | 8/8/2014 | 9,158 | — | 9,158 | ||||||||||||||||||||||||
SEK 8,317,522 | USD 1,249,511 | Barclays Bank PLC Wholesale | 8/8/2014 | — | ($5,190 | ) | (5,190 | ) | ||||||||||||||||||||||
SEK 8,317,521 | USD 1,242,690 | Brown Brothers Harriman & Company | 8/8/2014 | 1,631 | — | 1,631 | ||||||||||||||||||||||||
SGD 2,331,133 | USD 1,855,495 | Bank of New York | 8/8/2014 | 14,067 | — | 14,067 | ||||||||||||||||||||||||
SGD 4,201,544 | USD 3,348,791 | Barclays Bank PLC Wholesale | 8/8/2014 | 20,835 | — | 20,835 | ||||||||||||||||||||||||
SGD 957,670 | USD 763,306 | Brown Brothers Harriman & Company | 8/8/2014 | 4,743 | — | 4,743 | ||||||||||||||||||||||||
SGD 1,481,464 | USD 1,180,543 | Deutsche Bank AG London | 8/8/2014 | 7,586 | — | 7,586 | ||||||||||||||||||||||||
SGD 2,899,159 | USD 2,310,845 | JPMorgan Chase Bank | 8/8/2014 | 14,272 | — | $ | 14,272 | |||||||||||||||||||||||
SGD 3,559,192 | USD 2,837,226 | Morgan Stanley and Company International PLC | 8/8/2014 | 17,236 | — | 17,236 | ||||||||||||||||||||||||
SGD 3,855,554 | USD 3,073,232 | State Street Bank and Trust Company | 8/8/2014 | 18,911 | — | 18,911 | ||||||||||||||||||||||||
USD 5,012,894 | AUD 5,417,360 | Bank of America, N.A. | 8/8/2014 | — | �� | ($81,916 | ) | (81,916 | ) | |||||||||||||||||||||
USD 5,272,962 | AUD 5,709,697 | Bank of New York | 8/8/2014 | — | (96,779 | ) | (96,779 | ) | ||||||||||||||||||||||
USD 3,026,713 | AUD 3,276,408 | Brown Brothers Harriman & Company | 8/8/2014 | — | (54,618 | ) | (54,618 | ) | ||||||||||||||||||||||
USD 6,294,139 | AUD 6,811,102 | Deutsche Bank AG London | 8/8/2014 | — | (111,430 | ) | (111,430 | ) | ||||||||||||||||||||||
USD 7,662,043 | AUD 8,285,794 | Morgan Stanley and Company International PLC | 8/8/2014 | — | (130,415 | ) | (130,415 | ) | ||||||||||||||||||||||
USD 3,590,687 | AUD 3,882,285 | State Street Bank and Trust Company | 8/8/2014 | — | (60,447 | ) | (60,447 | ) | ||||||||||||||||||||||
USD 1,046,770 | CAD 1,138,677 | Bank of America, N.A. | 8/8/2014 | — | (19,426 | ) | (19,426 | ) | ||||||||||||||||||||||
USD 847,764 | CAD 922,219 | Brown Brothers Harriman & Company | 8/8/2014 | — | (15,752 | ) | (15,752 | ) | ||||||||||||||||||||||
USD 1,328,760 | CAD 1,445,266 | Deutsche Bank AG London | 8/8/2014 | — | (24,509 | ) | (24,509 | ) | ||||||||||||||||||||||
USD 1,456,161 | CAD 1,584,321 | JPMorgan Chase Bank | 8/8/2014 | — | (27,312 | ) | (27,312 | ) | ||||||||||||||||||||||
USD 1,132,236 | CAD 1,230,888 | State Street Bank and Trust Company | 8/8/2014 | — | (20,301 | ) | (20,301 | ) | ||||||||||||||||||||||
USD 1,647,394 | CHF 1,476,785 | Bank of America, N.A. | 8/8/2014 | — | (18,413 | ) | (18,413 | ) | ||||||||||||||||||||||
USD 2,376,151 | CHF 2,130,493 | Barclays Bank PLC Wholesale | 8/8/2014 | — | (27,035 | ) | (27,035 | ) | ||||||||||||||||||||||
USD 3,473,241 | CHF 3,115,823 | JPMorgan Chase Bank | 8/8/2014 | — | (41,394 | ) | (41,394 | ) | ||||||||||||||||||||||
USD 974,126 | CHF 872,660 | Morgan Stanley and Company International PLC | 8/8/2014 | — | (10,231 | ) | (10,231 | ) | ||||||||||||||||||||||
USD 4,241,465 | CHF 3,800,013 | State Street Bank and Trust Company | 8/8/2014 | — | (44,933 | ) | (44,933 | ) | ||||||||||||||||||||||
USD 4,978,783 | GBP 2,980,474 | Bank of America, N.A. | 8/8/2014 | — | (120,519 | ) | (120,519 | ) | ||||||||||||||||||||||
USD 1,607,924 | GBP 962,045 | Bank of New York | 8/8/2014 | — | (38,042 | ) | (38,042 | ) | ||||||||||||||||||||||
USD 3,714,425 | GBP 2,223,634 | Barclays Bank PLC Wholesale | 8/8/2014 | — | (89,998 | ) | (89,998 | ) | ||||||||||||||||||||||
USD 1,548,325 | GBP 913,310 | Brown Brothers Harriman & Company | 8/8/2014 | — | (14,260 | ) | (14,260 | ) | ||||||||||||||||||||||
USD 3,786,795 | GBP 2,266,687 | Deutsche Bank AG London | 8/8/2014 | — | (91,287 | ) | (91,287 | ) | ||||||||||||||||||||||
USD 6,009,306 | GBP 3,590,846 | Morgan Stanley and Company International PLC | 8/8/2014 | — | (134,283 | ) | (134,283 | ) | ||||||||||||||||||||||
USD 2,323,324 | JPY 236,692,866 | Barclays Bank PLC Wholesale | 8/8/2014 | — | (13,763 | ) | (13,763 | ) | ||||||||||||||||||||||
USD 2,255,600 | NOK 13,528,789 | Bank of America, N.A. | 8/8/2014 | 52,999 | — | 52,999 | ||||||||||||||||||||||||
USD 1,980,511 | NOK 11,831,287 | Barclays Bank PLC Wholesale | 8/8/2014 | 54,277 | — | 54,277 | ||||||||||||||||||||||||
USD 1,981,558 | NOK 11,831,287 | State Street Bank and Trust Company | 8/8/2014 | 55,324 | — | 55,324 | ||||||||||||||||||||||||
USD 1,437,808 | NZD 1,702,832 | Bank of America, N.A. | 8/8/2014 | — | (48,063 | ) | (48,063 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Core Trust, continued | ||||||||||||||||||||||||||||||
USD 968,730 | SEK 6,427,543 | Bank of America, N.A. | 8/8/2014 | $ | 7,154 | — | $ | 7,154 | ||||||||||||||||||||||
USD 855,432 | SEK 5,684,519 | Bank of New York | 8/8/2014 | 5,015 | — | 5,015 | ||||||||||||||||||||||||
USD 1,278,582 | SEK 8,484,357 | Barclays Bank PLC Wholesale | 8/8/2014 | 9,302 | — | 9,302 | ||||||||||||||||||||||||
USD 2,004,339 | SEK 13,308,211 | Brown Brothers Harriman & Company | 8/8/2014 | 13,399 | — | 13,399 | ||||||||||||||||||||||||
USD 867,962 | SEK 5,770,648 | Deutsche Bank AG London | 8/8/2014 | 4,660 | — | 4,660 | ||||||||||||||||||||||||
USD 869,815 | SEK 5,770,648 | Morgan Stanley and Company International PLC | 8/8/2014 | 6,512 | — | 6,512 | ||||||||||||||||||||||||
$ | 504,144 | ($1,340,316 | ) | ($836,172 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Shares Trust | ||||||||||||||||||||||||||||||
CHF 174,000 | USD 194,591 | Credit Suisse International | 8/12/2014 | $ | 1,687 | — | $ | 1,687 | ||||||||||||||||||||||
CHF 40,800 | USD 45,615 | Deutsche Bank AG London | 8/12/2014 | 409 | — | 409 | ||||||||||||||||||||||||
CHF 22,932 | USD 25,662 | State Street Bank and Trust Company | 8/12/2014 | 206 | — | 206 | ||||||||||||||||||||||||
EUR 5,382,711 | USD 7,387,572 | Bank of America, N.A. | 7/17/2014 | — | ($16,636 | ) | (16,636 | ) | ||||||||||||||||||||||
EUR 3,601,889 | USD 4,948,855 | Barclays Bank PLC Wholesale | 7/17/2014 | — | (16,526 | ) | (16,526 | ) | ||||||||||||||||||||||
EUR 58,823 | USD 80,102 | Deutsche Bank AG London | 7/17/2014 | 449 | — | 449 | ||||||||||||||||||||||||
EUR 1,511,704 | USD 2,066,948 | HSBC Bank PLC | 7/17/2014 | 3,139 | — | 3,139 | ||||||||||||||||||||||||
EUR 1,320,055 | USD 1,818,144 | State Street Bank and Trust Company | 7/17/2014 | — | (10,498 | ) | (10,498 | ) | ||||||||||||||||||||||
GBP 3,171,609 | USD 5,311,351 | Bank of America, N.A. | 8/19/2014 | 114,471 | — | 114,471 | ||||||||||||||||||||||||
GBP 2,683,214 | USD 4,475,085 | Barclays Bank PLC Wholesale | 8/19/2014 | 115,220 | — | 115,220 | ||||||||||||||||||||||||
GBP 236,686 | USD 403,418 | Credit Suisse International | 8/19/2014 | 1,494 | — | 1,494 | ||||||||||||||||||||||||
GBP 228,451 | USD 388,153 | Deutsche Bank AG London | 8/19/2014 | 2,670 | — | 2,670 | ||||||||||||||||||||||||
GBP 675,573 | USD 1,132,198 | HSBC Bank PLC | 8/19/2014 | 23,538 | — | 23,538 | ||||||||||||||||||||||||
GBP 1,940,504 | USD 3,252,965 | State Street Bank and Trust Company | 8/19/2014 | 66,748 | — | 66,748 | ||||||||||||||||||||||||
KRW 933,109,815 | USD 895,753 | Bank of America, N.A. | 8/12/2014 | 26,196 | — | 26,196 | ||||||||||||||||||||||||
KRW 355,190,717 | USD 339,640 | Credit Suisse International | 8/12/2014 | 11,303 | — | 11,303 | ||||||||||||||||||||||||
KRW 553,723,982 | USD 528,398 | HSBC Bank PLC | 8/12/2014 | 18,703 | — | 18,703 | ||||||||||||||||||||||||
USD 653,382 | CHF 574,661 | Bank of America, N.A. | 8/12/2014 | 5,145 | — | 5,145 | ||||||||||||||||||||||||
USD 300,161 | CHF 262,790 | Barclays Bank PLC Wholesale | 8/12/2014 | 3,724 | — | 3,724 | ||||||||||||||||||||||||
USD 39,575 | CHF 35,500 | Deutsche Bank AG London | 8/12/2014 | — | (470 | ) | (470 | ) | ||||||||||||||||||||||
USD 211,521 | CHF 186,948 | HSBC Bank PLC | 8/12/2014 | 637 | — | 637 | ||||||||||||||||||||||||
USD 796,442 | CHF 702,200 | State Street Bank and Trust Company | 8/12/2014 | 4,334 | — | 4,334 | ||||||||||||||||||||||||
USD 19,534,184 | EUR 14,365,928 | Bank of America, N.A. | 7/17/2014 | — | (138,130 | ) | (138,130 | ) | ||||||||||||||||||||||
USD 45,112 | EUR 33,221 | Barclays Bank PLC Wholesale | 7/17/2014 | — | (380 | ) | (380 | ) | ||||||||||||||||||||||
USD 630,608 | EUR 463,307 | HSBC Bank PLC | 7/17/2014 | — | (3,832 | ) | (3,832 | ) | ||||||||||||||||||||||
USD 36,699 | EUR 26,806 | State Street Bank and Trust Company | 7/17/2014 | — | (8 | ) | (8 | ) | ||||||||||||||||||||||
USD 6,668,502 | EUR 4,863,840 | Bank of America, N.A. | 11/17/2014 | $ | 4,942 | — | 4,942 | |||||||||||||||||||||||
USD 8,260,405 | EUR 6,021,983 | Barclays Bank PLC Wholesale | 11/17/2014 | 10,166 | — | 10,166 | ||||||||||||||||||||||||
USD 288,992 | EUR 211,615 | Deutsche Bank AG London | 11/17/2014 | — | (925 | ) | (925 | ) | ||||||||||||||||||||||
USD 4,145,544 | EUR 3,036,073 | HSBC Bank PLC | 11/17/2014 | — | (13,938 | ) | (13,938 | ) | ||||||||||||||||||||||
USD 76,174 | EUR 55,961 | State Street Bank and Trust Company | 11/17/2014 | — | (494 | ) | (494 | ) | ||||||||||||||||||||||
USD 14,833,534 | GBP 8,869,897 | Bank of America, N.A. | 8/19/2014 | — | (340,623 | ) | (340,623 | ) | ||||||||||||||||||||||
USD 30,821,756 | GBP 18,431,438 | Barclays Bank PLC Wholesale | 8/19/2014 | — | (709,780 | ) | (709,780 | ) | ||||||||||||||||||||||
USD 59,849 | GBP 35,926 | Credit Suisse International | 8/19/2014 | — | (1,611 | ) | (1,611 | ) | ||||||||||||||||||||||
USD 23,580,025 | GBP 14,093,425 | HSBC Bank PLC | 8/19/2014 | — | (530,270 | ) | (530,270 | ) | ||||||||||||||||||||||
USD 1,597,772 | GBP 943,374 | State Street Bank and Trust Company | 8/19/2014 | — | (16,102 | ) | (16,102 | ) | ||||||||||||||||||||||
USD 2,007,721 | KRW 2,152,506,566 | Bank of America, N.A. | 8/12/2014 | — | (119,038 | ) | (119,038 | ) | ||||||||||||||||||||||
USD 3,939,526 | KRW 4,230,013,534 | Credit Suisse International | 8/12/2014 | — | (239,896 | ) | (239,896 | ) | ||||||||||||||||||||||
USD 3,786,370 | KRW 4,062,123,114 | HSBC Bank PLC | 8/12/2014 | — | (227,168 | ) | (227,168 | ) | ||||||||||||||||||||||
$ | 415,181 | ($2,386,325 | ) | ($1,971,144 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities Trust | ||||||||||||||||||||||||||||||
EUR 120,966 | USD 164,802 | Barclays Bank PLC Wholesale | 7/11/2014 | $ | 841 | — | $ | 841 | ||||||||||||||||||||||
EUR 441,108 | USD 607,169 | Citibank N.A. | 7/11/2014 | — | ($3,141 | ) | (3,141 | ) | ||||||||||||||||||||||
EUR 1,930,322 | USD 2,663,039 | Credit Suisse International | 7/11/2014 | — | (19,765 | ) | (19,765 | ) | ||||||||||||||||||||||
EUR 569,195 | USD 783,717 | Deutsche Bank AG London | 7/11/2014 | — | (4,293 | ) | (4,293 | ) | ||||||||||||||||||||||
EUR 232,998 | USD 321,844 | JPMorgan Chase Bank N.A. | 7/11/2014 | — | (2,789 | ) | (2,789 | ) | ||||||||||||||||||||||
EUR 1,007,227 | USD 1,378,382 | UBS AG | 7/11/2014 | 860 | — | 860 | ||||||||||||||||||||||||
GBP 378,214 | USD 629,679 | Barclays Bank PLC Wholesale | 7/11/2014 | 17,551 | — | 17,551 | ||||||||||||||||||||||||
GBP 301,151 | USD 510,738 | Credit Suisse International | 7/11/2014 | 4,617 | — | 4,617 | ||||||||||||||||||||||||
GBP 76,044 | USD 127,660 | Deutsche Bank AG London | 7/11/2014 | 2,473 | — | 2,473 | ||||||||||||||||||||||||
GBP 73,557 | USD 123,795 | UBS AG | 7/11/2014 | 2,082 | — | 2,082 | ||||||||||||||||||||||||
USD 562,129 | EUR 413,523 | Barclays Bank PLC Wholesale | 7/11/2014 | — | (4,126 | ) | (4,126 | ) | ||||||||||||||||||||||
USD 13,296,309 | EUR 9,687,860 | Credit Suisse International | 7/11/2014 | 30,295 | — | 30,295 | ||||||||||||||||||||||||
USD 8,082,933 | EUR 5,871,767 | Deutsche Bank AG London | 7/11/2014 | 42,464 | — | 42,464 | ||||||||||||||||||||||||
USD 15,351,385 | EUR 11,169,655 | JPMorgan Chase Bank N.A. | 7/11/2014 | 56,286 | — | 56,286 | ||||||||||||||||||||||||
USD 4,996,826 | EUR 3,634,677 | UBS AG | 7/11/2014 | 19,704 | — | 19,704 | ||||||||||||||||||||||||
USD 5,630,640 | EUR 4,160,182 | Barclays Bank PLC Wholesale | 9/19/2014 | — | (67,542 | ) | (67,542 | ) | ||||||||||||||||||||||
USD 460,138 | GBP 273,309 | Barclays Bank PLC Wholesale | 7/11/2014 | — | (7,572 | ) | (7,572 | ) | ||||||||||||||||||||||
USD 5,386,498 | GBP 3,220,183 | Credit Suisse International | 7/11/2014 | — | (124,139 | ) | (124,139 | ) | ||||||||||||||||||||||
USD 108,214 | GBP 64,756 | Deutsche Bank AG London | 7/11/2014 | — | (2,601 | ) | (2,601 | ) | ||||||||||||||||||||||
USD 311,689 | GBP 186,729 | Goldman Sachs International | 7/11/2014 | — | (7,856 | ) | (7,856 | ) | ||||||||||||||||||||||
USD 41,610 | GBP 24,787 | JPMorgan Chase Bank N.A. | 7/11/2014 | — | (808 | ) | (808 | ) | ||||||||||||||||||||||
USD 5,386,916 | GBP 3,220,183 | Merrill Lynch International | 7/11/2014 | — | (123,719 | ) | (123,719 | ) | ||||||||||||||||||||||
USD 491,967 | GBP 293,232 | UBS AG | 7/11/2014 | — | (9,835 | ) | (9,835 | ) | ||||||||||||||||||||||
$ | 177,173 | ($378,186 | ) | ($201,013 | ) |
Portfolio | | Market Value Range | ||||
---|---|---|---|---|---|---|
Health Science Trust | up to $135 | |||||
Mutual Shares Trust | up to $379.9 thousand |
NUMBER OF CONTRACTS | PREMIUMS RECEIVED | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | |||||||||||
Outstanding, beginning of period | — | — | |||||||||
Options written | 223 | $ | 35,864 | ||||||||
Options closed | (69 | ) | (11,877 | ) | |||||||
Options exercised | — | — | |||||||||
Options expired | — | — | |||||||||
Outstanding, end of period | 154 | $ | 23,987 | ||||||||
Capital Appreciation Value Trust | |||||||||||
Outstanding, beginning of period | 2,268 | $ | 503,254 | ||||||||
Options written | 2,187 | 471,772 | |||||||||
Options closed | (933 | ) | (206,611 | ) | |||||||
Options exercised | (806 | ) | (158,788 | ) | |||||||
Options expired | (154 | ) | (18,148 | ) | |||||||
Outstanding, end of period | 2,562 | $ | 591,479 | ||||||||
Health Sciences Trust | |||||||||||
Outstanding, beginning of period | 1,015 | $ | 698,384 | ||||||||
Options written | 585 | 263,391 | |||||||||
Option closed | (95 | ) | (59,843 | ) | |||||||
Options exercised | (207 | ) | (56,458 | ) | |||||||
Options expired | (1,154 | ) | (769,453 | ) | |||||||
Outstanding, end of period | 144 | $ | 76,021 |
Fund | | Name of Issuer | | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | CALLS | |||||||||||||||||||||||||
ISIS Pharmaceuticals, Inc. | $ | 36.00 | Oct 2014 | 128 | $ | 19,856 | ($56,320 | ) | ||||||||||||||||||
Allergan, Inc. | 170.00 | Jul 2014 | 13 | 2,606 | (5,525 | ) | ||||||||||||||||||||
Allergan, Inc. | 175.00 | Jul 2014 | 13 | 1,525 | (2,697 | ) | ||||||||||||||||||||
154 | $ | 23,987 | ($64,542 | ) |
Portfolio | | Name of Issuer | | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust | CALLS | |||||||||||||||||||||||||
Allergan, Inc. | $ | 150.00 | Sep 2014 | 21 | $ | 7,707 | ($48,720 | ) | ||||||||||||||||||
Celgene Corp. | 82.50 | Jul 2014 | 20 | 4,483 | (7,850 | ) | ||||||||||||||||||||
Gilead Sciences, Inc. | 75.00 | Jul 2014 | 50 | 19,074 | (40,250 | ) | ||||||||||||||||||||
Regeneron Pharmaceuticals, Inc. | 350.00 | Aug 2014 | 9 | 26,194 | (653 | ) | ||||||||||||||||||||
Vertex Pharmaceuticals, Inc. | 105.00 | Oct 2014 | 10 | 4,726 | (4,050 | ) | ||||||||||||||||||||
110 | $ | 62,184 | ($101,523 | ) | ||||||||||||||||||||||
PUTS | ||||||||||||||||||||||||||
Catamaran Corp. | $ | 47.50 | Jul 2014 | 34 | $ | 13,837 | ($11,730 | ) | ||||||||||||||||||
34 | $ | 13,837 | ($11,730 | ) |
Portfolio | | Counterparty | | Name of Issuer | | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | CALLS | |||||||||||||||||||||||||||||
Citigroup Global Markets | Anadarko Petroleum Corp. | $ | 110.00 | Jan 2015 | 18 | $ | 7,405 | ($15,480 | ) | |||||||||||||||||||||
Citigroup Global Markets | Anadarko Petroleum Corp. | 115.00 | Jan 2015 | 11 | 3,138 | (7,068 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Apache, Corp. | 92.50 | Jan 2015 | 42 | 12,975 | (47,775 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Apache, Corp. | 90.00 | Jan 2015 | 21 | 8,429 | (27,458 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Apache, Corp. | 97.50 | Jan 2015 | 18 | 7,380 | (14,580 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Apache, Corp. | 95.00 | Jan 2015 | 57 | 17,475 | (55,148 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Apache, Corp. | 105.00 | Jan 2015 | 18 | 4,230 | (8,235 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Apache, Corp. | 100.00 | Jan 2015 | 37 | 12,469 | (25,068 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | CVS Caremark Corp. | 77.50 | Aug 2014 | 12 | 1,915 | (930 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | CVS Caremark Corp. | 80.00 | Aug 2014 | 12 | 1,194 | (342 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | CVS Caremark Corp. | 80.00 | Jan 2015 | 12 | 2,708 | (2,094 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | CVS Caremark Corp. | 77.50 | Jan 2015 | 12 | 3,610 | (3,138 | ) | |||||||||||||||||||||||
JPMorgan Clearing | Danaher Corp. | 85.00 | Sep 2014 | 12 | 1,609 | (690 | ) | |||||||||||||||||||||||
JPMorgan Clearing | Danaher Corp. | 80.00 | Sep 2014 | 12 | 3,485 | (2,370 | ) | |||||||||||||||||||||||
JPMorgan Clearing | Danaher Corp. | 85.00 | Jan 2015 | 12 | 2,936 | (2,070 | ) | |||||||||||||||||||||||
JPMorgan Clearing | Danaher Corp. | 90.00 | Jan 2015 | 42 | 8,694 | (3,255 | ) | |||||||||||||||||||||||
JPMorgan Company | Danaher Corp. | 80.00 | Jan 2015 | 12 | 5,049 | (4,320 | ) | |||||||||||||||||||||||
Merrill Lynch Pierce | Google, Inc. | 1,330.00 | Sep 2014 | 1 | 3,997 | (435 | ) | |||||||||||||||||||||||
Merrill Lynch Pierce | Google, Inc. | 1,280.00 | Sep 2014 | 1 | 5,707 | (940 | ) | |||||||||||||||||||||||
Merrill Lynch Pierce | Google, Inc. | 1,330.00 | Jan 2015 | 1 | 6,097 | (1,915 | ) | |||||||||||||||||||||||
Merrill Lynch Pierce | Google, Inc. | 1,280.00 | Jan 2015 | 1 | 7,987 | (2,915 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Lowe’s Companies, Inc. | 55.00 | Oct 2014 | 9 | 1,342 | (171 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Lowe’s Companies, Inc. | 52.50 | Oct 2014 | 9 | 2,079 | (437 | ) | |||||||||||||||||||||||
JPMorgan Clearing | Lowe’s Companies, Inc. | 55.00 | Jan 2015 | 105 | 23,799 | (6,090 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Lowe’s Companies, Inc. | 55.00 | Jan 2015 | 9 | 1,900 | (522 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | Lowe’s Companies, Inc. | 52.50 | Jan 2015 | 9 | 2,681 | (954 | ) | |||||||||||||||||||||||
Citigroup Global Markets | Pfizer, Inc. | 35.00 | Jan 2015 | 61 | 3,777 | (6 | ) | |||||||||||||||||||||||
Citigroup Global Markets | Pfizer, Inc. | 32.00 | Jan 2015 | 61 | 8,989 | (2,684 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | State Street Corp. | 72.50 | Aug 2014 | 14 | 2,511 | (371 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | State Street Corp. | 70.00 | Aug 2014 | 14 | 3,697 | (1,022 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | State Street Corp. | 72.50 | Jan 2015 | 14 | 4,738 | (2,429 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | State Street Corp. | 70.00 | Jan 2015 | 14 | 6,098 | (3,619 | ) | |||||||||||||||||||||||
JPMorgan Clearing | TE Connectivity, Ltd. | 65.00 | Jul 2014 | 16 | 985 | (160 | ) | |||||||||||||||||||||||
JPMorgan Company | TE Connectivity, Ltd. | 65.00 | Oct 2014 | 16 | 2,059 | (1,640 | ) | |||||||||||||||||||||||
Citigroup Global Markets | Texas Instruments, Inc. | 50.00 | Oct 2014 | 133 | 16,122 | (11,970 | ) | |||||||||||||||||||||||
Citigroup Global Markets | Texas Instruments, Inc. | 50.00 | Jan 2015 | 134 | 22,427 | (20,837 | ) | |||||||||||||||||||||||
Citigroup Global Markets | Texas Instruments, Inc. | 45.00 | Jan 2015 | 350 | 70,053 | (142,625 | ) | |||||||||||||||||||||||
Citigroup Global Markets | The Boeing Company | 155.00 | Jan 2015 | 27 | 7,826 | (1,539 | ) | |||||||||||||||||||||||
Citigroup Global Markets | The Boeing Company | 150.00 | Jan 2015 | 27 | 10,242 | (2,457 | ) | |||||||||||||||||||||||
Citigroup Global Markets | The Boeing Company | 145.00 | Jan 2015 | 28 | 13,602 | (4,116 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | The PNC Financial Services Group, Inc. | 87.50 | Aug 2014 | 11 | 1,875 | (2,772 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | The PNC Financial Services Group, Inc. | 90.00 | Aug 2014 | 11 | 1,151 | (1,342 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | The PNC Financial Services Group, Inc. | 90.00 | Jan 2015 | 74 | 13,966 | (26,640 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | The PNC Financial Services Group, Inc. | 87.50 | Jan 2015 | 11 | 3,774 | (5,363 | ) | |||||||||||||||||||||||
Morgan Stanley Company, Inc. | The PNC Financial Services Group, Inc. | 95.00 | Jan 2015 | 4 | 661 | (661 | ) | |||||||||||||||||||||||
JPMorgan Clearing | The Procter & Gamble Company | 85.00 | Jan 2015 | 67 | 11,615 | (3,886 | ) | |||||||||||||||||||||||
JPMorgan Clearing | TRWAutomotive Holdings Corp. | 95.00 | Jul 2014 | 5 | 518 | (75 | ) | |||||||||||||||||||||||
JPMorgan Clearing | TRWAutomotive Holdings Corp. | 90.00 | Jul 2014 | 5 | 1,058 | (588 | ) | |||||||||||||||||||||||
JPMorgan Clearing | TRWAutomotive Holdings Corp. | 90.00 | Oct 2014 | 5 | 1,841 | (1,925 | ) | |||||||||||||||||||||||
JPMorgan Clearing | TRWAutomotive Holdings Corp. | 95.00 | Oct 2014 | 5 | 1,170 | (963 | ) | |||||||||||||||||||||||
Citigroup Global Markets | United Technologies Corp. | 130.00 | Aug 2014 | 8 | 776 | (24 | ) | |||||||||||||||||||||||
Citigroup Global Markets | United Technologies Corp. | 125.00 | Aug 2014 | 8 | 1,672 | (104 | ) | |||||||||||||||||||||||
Citigroup Global Markets | United Technologies Corp. | 120.00 | Jan 2015 | 83 | 32,299 | (26,145 | ) | |||||||||||||||||||||||
Citigroup Global Markets | United Technologies Corp. | 125.00 | Jan 2015 | 83 | 22,511 | (14,027 | ) | |||||||||||||||||||||||
Citigroup Global Markets | United Technologies Corp. | 130.00 | Jan 2015 | 8 | 2,168 | (660 | ) | |||||||||||||||||||||||
Citigroup Global Markets | United Technologies Corp. | 125.00 | Jan 2015 | 8 | 3,376 | (1,352 | ) | |||||||||||||||||||||||
EXCHANGED TRADED | ||||||||||||||||||||||||||||||
AutoZone, Inc. | 570.00 | Sep 2014 | 1 | 1,907 | (445 | ) | ||||||||||||||||||||||||
AutoZone, Inc. | 600.00 | Sep 2014 | 1 | 1,047 | (110 | ) | ||||||||||||||||||||||||
AutoZone, Inc. | 600.00 | Jan 2015 | 1 | 1,867 | (765 | ) | ||||||||||||||||||||||||
AutoZone, Inc. | 570.00 | Jan 2015 | 1 | 2,877 | (1,505 | ) | ||||||||||||||||||||||||
JPMorgan Chase & Company | 60.00 | Sep 2014 | 15 | 3,750 | (915 | ) | ||||||||||||||||||||||||
JPMorgan Chase & Company | 65.00 | Sep 2014 | 15 | 1,395 | (120 | ) | ||||||||||||||||||||||||
JPMorgan Chase & Company | 70.00 | Jan 2015 | 250 | 24,267 | (3,375 | ) |
Portfolio | | Counterparty | | Name of Issuer | | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust (continued) | EXCHANGED TRADED | |||||||||||||||||||||||||||||
JPMorgan Chase & Company | $ | 65.00 | Jan 2015 | 15 | $ | 2,670 | ($638 | ) | ||||||||||||||||||||||
JPMorgan Chase & Company | 60.00 | Jan 2015 | 15 | 5,280 | (2,333 | ) | ||||||||||||||||||||||||
Philip Morris International, Inc. | 95.00 | Jan 2015 | 30 | 7,620 | (1,125 | ) | ||||||||||||||||||||||||
Philip Morris International, Inc. | 97.50 | Jan 2015 | 81 | 18,392 | (1,823 | ) | ||||||||||||||||||||||||
Texas Instruments, Inc. | 50.00 | Oct 2014 | 20 | 1,720 | (1,800 | ) | ||||||||||||||||||||||||
Texas Instruments, Inc. | 48.00 | Oct 2014 | 20 | 2,800 | (3,370 | ) | ||||||||||||||||||||||||
Texas Instruments, Inc. | 50.00 | Jan 2015 | 40 | 4,888 | (6,220 | ) | ||||||||||||||||||||||||
The Boeing Company | 140.00 | Aug 2014 | 14 | 4,438 | (420 | ) | ||||||||||||||||||||||||
The Boeing Company | 135.00 | Aug 2014 | 14 | 6,748 | (1,099 | ) | ||||||||||||||||||||||||
The Boeing Company | 135.00 | Jan 2015 | 14 | 10,808 | (5,145 | ) | ||||||||||||||||||||||||
The Boeing Company | 140.00 | Jan 2015 | 14 | 8,288 | (3,234 | ) | ||||||||||||||||||||||||
The Procter & Gamble Company | 85.00 | Jan 2015 | 191 | 46,870 | (11,078 | ) | ||||||||||||||||||||||||
2,562 | $ | 591,479 | ($561,917 | ) |
Portfolio | | Risk | | Statement of Assets and Liabilities Location | | Financial Instruments Location | | Asset Derivative Fair Value | | Liability Derivatives Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | Equity contracts | Receivable/payable for futures | Futures† | $ | 751,741 | |||||||||||||||||
$ | 751,741 | |||||||||||||||||||||
All Cap Core Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 6,820 | |||||||||||||||||
$ | 6,820 | |||||||||||||||||||||
Alpha Opportunities Trust | Equity contracts | Written options, at value | Written Options | — | ($64,542 | ) | ||||||||||||||||
— | ($64,542 | ) | ||||||||||||||||||||
Capital Appreciation Value Trust | Equity contracts | Written options, at value | Written Options | — | ($561,917 | ) | ||||||||||||||||
— | ($561,917 | ) | ||||||||||||||||||||
Health Sciences Trust | Equity contracts | Written options, at value | Written Options | — | ($113,253 | ) | ||||||||||||||||
— | ($113,253 | ) | ||||||||||||||||||||
International Core Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 504,144 | ($1,340,316 | ) | |||||||||||||||
$ | 504,144 | ($1,340,316 | ) | |||||||||||||||||||
International Equity Index Trust B | Equity contracts | Receivable/payable for futures | Futures† | $ | 100,151 | ($177 | ) | |||||||||||||||
$ | 100,151 | ($177 | ) | |||||||||||||||||||
Mid Cap Index Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 316,308 | — | ||||||||||||||||
$ | 316,308 | — | ||||||||||||||||||||
Mutual Shares Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 415,181 | ($2,386,325 | ) | |||||||||||||||
$ | 415,181 | ($2,386,325 | ) | |||||||||||||||||||
Small Cap Index Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 174,859 | — | ||||||||||||||||
$ | 174,859 | — | ||||||||||||||||||||
Strategic Equity Allocation Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 2,179,814 | — | ||||||||||||||||
$ | 2,179,814 | — | ||||||||||||||||||||
Total Stock Market Index Trust | Equity contracts | Receivable/payable for futures | Futures† | $ | 135,294 | — | ||||||||||||||||
$ | 135,294 | — | ||||||||||||||||||||
Utilities Trust | Foreign currency contracts | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 177,173 | ($378,186 | ) | |||||||||||||||
$ | 177,173 | ($378,186 | ) |
† | Reflects cumulative appreciation/depreciation on futures as disclosed on Note 3. Only the year end variation margin is separately disclosed in the Statements of assets and liabilities. |
Statement of Operations Location — Net Realized Gain (Loss) on: | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Investments (Purchased options) | | Written options | | Futures contracts | | Investments in unaffiliated issuers and foreign currency transactions* | | Total | |||||||||||||||
500 Index Trust B | Equity contracts | — | — | $ | 7,812,551 | — | $ | 7,812,551 | |||||||||||||||||||
— | — | $ | 7,812,551 | — | $ | 7,812,551 | |||||||||||||||||||||
All Cap Core Trust | Equity contracts | — | — | $ | 219,183 | — | $ | 219,183 | |||||||||||||||||||
— | — | $ | 219,183 | — | $ | 219,183 | |||||||||||||||||||||
Alpha Opportunities Trust | Equity contracts | ($27,489 | ) | ($13,621 | ) | — | — | ($41,110 | ) | ||||||||||||||||||
($27,489 | ) | ($13,621 | ) | — | — | ($41,110 | ) | ||||||||||||||||||||
Capital Appreciation Value Trust | Equity contracts | — | ($7,880 | ) | — | — | ($7,880 | ) | |||||||||||||||||||
— | ($7,880 | ) | — | — | ($7,880 | ) | |||||||||||||||||||||
Health Sciences Trust | Equity contracts | ($3,501 | ) | $ | 795,575 | — | — | $ | 792,074 | ||||||||||||||||||
($3,501 | ) | $ | 795,575 | — | — | $ | 792,074 | ||||||||||||||||||||
International Core Trust | Equity contracts | — | — | ($26 | ) | — | ($26 | ) | |||||||||||||||||||
Foreign exchange contracts | — | — | — | ($972,473 | ) | (972,473 | ) | ||||||||||||||||||||
— | — | ($26 | ) | ($972,473 | ) | ($972,499 | ) | ||||||||||||||||||||
International Equity Index Trust B | Equity contracts | — | — | $ | 1,440,150 | $ | 1,440,150 | ||||||||||||||||||||
— | — | $ | 1,440,150 | $ | 1,440,150 | ||||||||||||||||||||||
Mid Cap Index Trust | Equity contracts | — | — | $ | 1,703,077 | — | $ | 1,703,077 | |||||||||||||||||||
— | — | $ | 1,703,077 | — | $ | 1,703,077 | |||||||||||||||||||||
Mutual Shares Trust | Foreign exchange contracts | — | — | — | $ | 5,677,594 | $ | 5,677,594 | |||||||||||||||||||
— | — | — | $ | 5,677,594 | $ | 5,677,594 | |||||||||||||||||||||
Small Cap Index Trust | Equity contracts | — | — | $ | 328,946 | — | $ | 328,946 | |||||||||||||||||||
— | — | $ | 328,946 | �� | — | $ | 328,946 | ||||||||||||||||||||
Strategic Equity Allocation Trust | Equity contracts | — | — | $ | 28,796,575 | — | $ | 28,796,575 | |||||||||||||||||||
— | — | $ | 28,796,575 | — | $ | 28,796,575 | |||||||||||||||||||||
Total Stock Market Index Trust | Equity contracts | — | — | $ | 806,310 | — | $ | 806,310 | |||||||||||||||||||
— | — | $ | 806,310 | — | $ | 806,310 | |||||||||||||||||||||
Utilities Trust | Foreign exchange contracts | — | — | — | ($810,669 | ) | ($810,669 | ) | |||||||||||||||||||
— | — | — | ($810,669 | ) | ($810,669 | ) |
* | Realized gain/loss associated with forward foreign currency contracts is included in the caption on the Statement of operations. |
Statement of Operations Location — Change in Unrealized Appreciation (Depreciation) of: | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Investment (Purchased options) | | Written options | | Futures contracts | | Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies* | | Total | |||||||||||||||
500 Index Trust | Equity contracts | — | — | ($1,989,467 | ) | — | ($1,989,467 | ) | |||||||||||||||||||
— | — | ($1,989,467 | ) | — | ($1,989,467 | ) | |||||||||||||||||||||
All Cap Core Trust | Equity contracts | — | — | ($28,145 | ) | — | ($28,145 | ) | |||||||||||||||||||
— | — | ($28,145 | ) | — | ($28,145 | ) | |||||||||||||||||||||
Alpha Opportunities Trust | Equity contracts | — | ($40,555 | ) | — | — | ($40,555 | ) | |||||||||||||||||||
— | ($40,555 | ) | — | — | ($40,555 | ) | |||||||||||||||||||||
Capital Appreciation Value Trust | Equity contracts | — | $ | 375,212 | — | — | $ | 375,212 | |||||||||||||||||||
— | $ | 375,212 | — | — | $ | 375,212 | |||||||||||||||||||||
Health Sciences Trust | Equity contracts | $ | 3,366 | ($618,345 | ) | — | — | ($614,979 | ) | ||||||||||||||||||
$ | 3,366 | ($618,345 | ) | — | — | ($614,979 | ) | ||||||||||||||||||||
International Core Trust | Foreign currency contracts | — | — | — | $ | 288,095 | $ | 288,095 | |||||||||||||||||||
— | — | — | $ | 288,095 | $ | 288,095 | |||||||||||||||||||||
International Equity Index Trust B | Equity contracts | — | — | ($649,746 | ) | — | ($649,746 | ) | |||||||||||||||||||
— | — | ($649,746 | ) | — | ($649,746 | ) | |||||||||||||||||||||
Mid Cap Index Trust | Equity contracts | — | — | ($371,877 | ) | — | ($371,877 | ) | |||||||||||||||||||
— | — | ($371,877 | ) | — | ($371,877 | ) | |||||||||||||||||||||
Mutual Shares Trust | Equity contracts | $ | 54,209 | — | — | — | $ | 54,209 | |||||||||||||||||||
Foreign currency contracts | — | — | — | $ | 3,491,258 | 3,491,258 |
Statement of Operations Location — Change in Unrealized Appreciation (Depreciation) of: | |||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Investment (Purchased options) | | Written options | | Futures contracts | | Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies* | | Total | |||||||||||||||
$ | 54,209 | — | — | $ | 3,491,258 | $ | 3,545,467 | ||||||||||||||||||||
Small Cap Index Trust | Equity contracts | — | — | ($553,560 | ) | — | ($553,560 | ) | |||||||||||||||||||
— | — | ($553,560 | ) | — | ($553,560 | ) | |||||||||||||||||||||
Strategic Equity Allocation Trust | Equity contracts | — | — | ($10,775,835 | ) | — | ($10,775,835 | ) | |||||||||||||||||||
— | — | ($10,775,835 | ) | — | ($10,775,835 | ) | |||||||||||||||||||||
Total Stock Market Index Trust | Equity contracts | — | — | ($414,063 | ) | — | ($414,063 | ) | |||||||||||||||||||
— | — | ($414,063 | ) | — | ($414,063 | ) | |||||||||||||||||||||
Utilities Trust | Foreign currency contracts | — | — | — | $ | 588,692 | $ | 588,692 | |||||||||||||||||||
$ | 588,692 | $ | 588,692 |
* | Change in unrealized appreciation/depreciation associated with forward foreign currency contracts is included in the caption on the Statement of operations. |
• | 500 Index Trust B — a) 0.470% of the first $500 million of average net assets and b) 0.460% of the excess over $500 million of average net assets. |
• | All Cap Core Trust — a) 0.800% of the first $500 million of aggregate net assets and b) 0.750% of the excess over $500 million of aggregate net assets. |
• | Alpha Opportunities Trust — a) 1.025% of the first $250 million of aggregate net assets; b) 1.000% of aggregate net assets between $250 million and $500 million; c) 0.975% of aggregate net assets between $500 million and $1 billion; and d) 0.950% of the excess over $1 billion of aggregate net assets. |
• | Blue Chip Growth Trust — a) 0.825% of the first $1 billion of aggregate net assets and b) 0.775% of the excess over $1 billion of aggregate net assets. When aggregate net assets exceed $1 billion on any day, the annual rate of advisory fee for that day is 0.800% on the first $1 billion of aggregate net assets. |
• | Capital Appreciation Trust — a) 0.850% of the first $300 million of aggregate net assets; b) 0.800% of aggregate net assets between $300 million and $500 million; c) 0.700% of the aggregate net assets between $500 million and $1 billion; and d) 0.670% of the excess over $1 billion of aggregate net assets. |
• | Capital Appreciation Value Trust — If net aggregate assets are less than $500 million, then the following fee schedule shall apply: a) 0.950% of the first $250 million of aggregate net assets and b) 0.850% of the excess over $250 million of aggregate net assets. If aggregate net assets equal or exceed $500 million but are less than $2 billion, then the following fee schedule shall apply: a) 0.850% of the first $1 billion of aggregate net assets and b) 0.800% of the excess over $1 billion of aggregate net assets. If aggregate net assets equal or exceed $2 billion but are less than $3 billion, then the following fee schedule shall apply: a) 0.850% of the first $500 million of aggregate net assets and b) 0.800% of the excess over $500 million of aggregate net assets. If aggregate net assets equal or exceed $3 billion, then the advisory fee to be paid is 0.800% of aggregate net assets. |
• | Core Strategy Trust and Franklin Templeton Founding Allocation Trust — The advisory fee has two components: a) a fee on net assets invested in affiliated funds (Affiliated fund assets) and b) a fee on net assets not invested in affiliated funds (Other assets). Affiliated funds are any fund of the Trust, John Hancock Funds II (JHF II) and John Hancock Funds III (JHF III) excluding Money Market Trust B, 500 Index Trust B, International Equity Index Trust B and Total Bond Market Trust B. The advisory fee paid on Affiliated fund assets is as follows: a) 0.050% on the first $500 million of aggregate net assets and b) 0.040% of the excess over $500 million in aggregate net assets. The advisory fee paid on Other assets is as follows: a) 0.500% on the first $500 million of aggregate net assets and b) 0.490% of the excess over $500 million in aggregate net assets. |
• | Emerging Markets Value Trust — a) 1.000% of the first $100 million of aggregate net assets and b) 0.950% of the excess over $100 million of aggregate net assets. |
• | Equity-Income Trust — a) 0.825% of the first $1 billion of aggregate net assets and b) 0.775% of the excess over $1 billion of aggregate net assets. When aggregate net assets exceed $1 billion on any day, the annual rate of advisory fee for that day is 0.800% on the first $1 billion of aggregate net assets. |
• | Financial Services Trust — a) 0.800% of the first $250 million of aggregate net assets; b) 0.775% of aggregate net assets between $250 million and $500 million; c) 0.750% of aggregate net assets between $500 million and $1 billion; and d) 0.725% of the excess over $1 billion of aggregate net assets. Prior to June 25, 2014, advisory fees were paid as follows: a) 0.800% of the first $50 million of aggregate net assets; b) 0.775% of aggregate net assets between $50 million and $500 million; and c) 0.750% of the excess over $500 million of aggregate net assets. |
• | Fundamental Value Trust — a) 0.700% of the first $500 million of aggregate net assets; b) 0.650% of aggregate net assets between $500 million and $1 billion; and c) 0.600% of the excess over $1 billion of aggregate net assets. Prior to June 25, 2014, advisory fees were paid as follows: a) 0.800% of the first $50 million of aggregate net assets; b) 0.775% of aggregate net assets between $50 million and $500 million; and c) 0.750% of the excess over $500 million of aggregate net assets. |
• | Fundamental All Cap Core Trust — a) 0.675% of the first $2.5 billion of aggregate net assets and b) 0.650% of the excess over $2.5 billion of aggregate net assets. |
• | Fundamental Large Cap Value Trust — a) 0.700% of the first $500 million of aggregate net assets; b) 0.650% of aggregate net assets between $500 million and $1 billion; and c) 0.600% of the excess over $1 billion of aggregate net assets. |
• | Global Trust — Aggregate net assets are the aggregate net assets of Global Trust, International Value Trust, Income Trust, Mutual Shares Trust, JHF II Global Fund, JHF II International Value Fund, JHF II Income Fund, JHF II Mutual Shares Fund and JHF II International Small Cap Fund. The advisory fees paid are as follows: a) 0.850% of the first $1 billion of aggregate net assets and b) 0.800% of the excess over $1 billion of aggregate net assets. |
• | Health Sciences Trust — a) 1.050% of the first $500 million of aggregate net assets; b) 1.000% of aggregate net assets between $500 million and $750 million; and c) 0.950% of the excess over $750 million of aggregate net assets. When aggregate net assets exceed $750 million, the advisory fee is 0.950% on all net assets. Prior to April 1, 2014 advisory fees were paid as follows: a) 1.050% of the first $500 million of aggregate net assets, b) 1.000% of the excess over $500 million of aggregate net assets. |
• | International Core Trust — Aggregate net assets are the aggregate net assets of International Core Trust and JHF III International Core Fund. The advisory fees paid are as follows: a) 0.920% of the first $100 million of aggregate net assets; b) 0.895% of aggregate net assets between $100 million and $1 billion; c) 0.880% of aggregate net assets between $1 billion and $2 billion; d) 0.850% of aggregate net assets between $2 billion and $3 billion; e) 0.825% of aggregate net assets between $3 billion and $4 billion; and f) 0.800% of aggregate net assets in excess over $4 billion. |
• | International Equity Index Trust B — a) 0.550% of the first $100 million of average net assets and b) 0.530% of the excess over $100 million of average net assets. |
• | International Growth Stock Trust — a) 0.850% of the first $250 million of aggregate net assets; b) 0.800% of aggregate net assets between $250 million and $750 million; and c) 0.750% of the excess over $750 million of aggregate net assets. |
• | International Small Company Trust — 0.950% of aggregate net assets. |
• | International Value Trust — Aggregate net assets are the aggregate net assets of Global Trust, Income Trust, International Value Trust, Mutual Shares Trust, JHF II Global Fund, JHF II Income Fund, JHF II International Small Cap Fund, JHF II International Value Fund and JHF II Mutual Shares Fund. The advisory fees paid are as follows: a) 0.950% of the first $150 million of aggregate net assets; b) 0.850% of aggregate net assets between $150 million and $300 million; and c) 0.800% of the excess over $300 million of aggregate net assets. However, when aggregate net assets exceed $300 million, then the advisory fee rate is 0.800% of aggregate net assets. |
• | Lifestyle PS Series — The advisory fee has two components: a) a fee on net assets invested in affiliated funds (Affiliated fund assets) excluding Money Market Trust B, 500 Index Trust B, International Equity Index Trust B and Total Bond Market Trust B, and b) a fee on net assets not invested in affiliated funds (Other assets). The advisory fee paid on Affiliated fund assets is as follows: a) 0.050% of the first $7.5 billion of aggregate net assets and b) 0.040% of the excess over $7.5 billion in aggregate net assets. The advisory fee paid on Other assets is as follows: a) 0.500% of the first $7.5 billion of aggregate net assets and b) 0.490% of the excess over $7.5 billion in aggregate net assets. |
• | Mid Cap Index Trust and Small Cap Index Trust — a) 0.490% of the first $250 million of average net assets; b) 0.480% of average net assets between $250 million and $500 million; and c) 0.460% of the excess over $500 million of average net assets. |
• | Mid Cap Stock Trust — a) 0.875% of the first $200 million of aggregate net assets; b) 0.850% of aggregate net assets between $200 million and $500 million; and c) 0.825% of the excess over $500 million of aggregate net assets. |
• | Mid Value Trust — a) 1.050% of the first $50 million of aggregate net assets; and b) 0.950% of the excess over $50 million of aggregate net assets. |
• | Mutual Shares Trust — a) 0.960% of the first $750 million of aggregate net assets; and b) 0.920% of the excess over $750 million of aggregate net assets. When Aggregate Net Assets for the Mutual Shares Trust exceed $750 million, the advisory fee is 0.92% on all net assets of the Mutual Shares Trust. |
• | Natural Resources Trust — a) 1.000% of the first $1 billion of aggregate net assets and b) 0.975% of aggregate net assets between $1 billion and $2 billion; and c) 0.950% excess over $2 billion of aggregate net assets. |
• | Real Estate Securities Trust — 0.700% of aggregate net assets. |
• | Science & Technology Trust and Small Company Value Trust — a) 1.050% of the first $500 million of aggregate net assets and b) 1.000% of the excess over $500 million of aggregate net assets. |
• | Small Cap Growth Trust — a) 1.100% of the first $100 million of aggregate net assets; and b) 1.050% of the excess over $100 million of aggregate net assets. |
• | Small Cap Opportunities Trust — a) 1.000% of the first $500 million of aggregate net assets; b) 0.950% of aggregate net assets between $500 million and $1 billion; c) 0.900% of aggregate net assets between $1 billion and $2 billion; and d) 0.850% of the excess over $2 billion of aggregate net assets. |
• | Small Cap Value Trust — a) 1.100% of the first $100 million of aggregate net assets; b) 1.050% of aggregate net assets between $100 million and $600 million; and c) 1.000% of the excess over $600 million of aggregate net assets. |
• | Small Company Growth Trust — a) 1.050% of the first $250 million of aggregate net assets and b) 1.000% of the excess over $250 million of aggregate net assets. However, when the aggregate net assets of the portfolio, JHF II Small Company Growth Fund, Small Cap Opportunities Trust, JHF II Small Cap Opportunities Fund, International Growth Stock Trust, JHF II International Growth Stock Fund, Value Trust and JHF II Value Fund, exceed $1 billion, then the advisory rate for Small Company Growth Trust will be 1.000% of aggregate net assets. |
• | Strategic Equity Allocation Trust — a) 0.675% of the first $2.5 billion of aggregate net assets; b) 0.650% of aggregate net assets between $2.5 billion and $7.5 billion; c) 0.625% of aggregate net assets between $7.5 billion and $10 billion and d) 0.600% of the excess over $10 billion of aggregate net assets. |
• | Total Stock Market Index Trust — a) 0.490% of the first $250 million of aggregate net assets; b) 0.480% of aggregate net assets between $250 million and $500 million; and c) 0.460% of the excess over $500 million of aggregate net assets. |
• | U.S. Equity Trust — a) 0.780% of the first $500 million of aggregate net assets; b) 0.760% of aggregate net assets between $500 million and $1 billion; and c) 0.740% of the excess over $1 billion of aggregate net assets. |
• | Utilities Trust — a) 0.825% of the first $600 million of aggregate net assets; b) 0.800% of aggregate net assets between $600 million and $900 million; c) 0.775% of aggregate net assets between $900 million and $1.5 billion; and d) 0.700% of the excess over $1.5 billion of aggregate net assets. |
• | Value Trust — a) 0.750% of the first $200 million of aggregate net assets; b) 0.725% of aggregate net assets between $200 million and $500 million; and c) 0.650% of the excess over $500 million of aggregate net assets. |
Portfolios | | Subadvisor | ||||
---|---|---|---|---|---|---|
Science & Technology Trust | Allianz Global Investors U.S. LLC; T. Rowe Price Associates, Inc. | |||||
Real Estate Securities Trust | Deutsche Investment Management Americas, Inc. | |||||
Emerging Markets Value Trust | Dimensional Fund Advisors LP | |||||
International Small Company Trust | ||||||
Small Cap Opportunities Trust | Dimensional Fund Advisors LP; Invesco Advisers, Inc. | |||||
Mutual Shares Trust | Franklin Mutual Advisers, LLC | |||||
International Core Trust | Grantham, Mayo, Van Otterloo & Co. LLC | |||||
U.S. Equity Trust | ||||||
International Growth Stock Trust | Invesco Advisers, Inc. | |||||
Small Company Growth Trust | ||||||
Value Trust | ||||||
Capital Appreciation Trust | Jennison Associates LLC | |||||
Core Strategy Trust | John Hancock Asset Management a division of Manulife Asset Management (US) LLC and John | |||||
Lifestyle Aggressive PS Series | Hancock Asset Management a division of Manulife Asset Management (North America) | |||||
Lifestyle Balanced PS Series | Limited1,2,3 | |||||
Lifestyle Conservative PS Series | ||||||
Lifestyle Growth PS Series | ||||||
Lifestyle Moderate PS Series | ||||||
Financial Services Trust4 | John Hancock Asset Management a division of Manulife Asset Management (US) LLC1,3 | |||||
Franklin Templeton Founding Allocation Trust | ||||||
Fundamental All Cap Core Trust Fundamental Value Trust4 | ||||||
Fundamental Large Cap Value Trust | ||||||
Strategic Equity Allocation Trust | ||||||
500 Index Trust B | John Hancock Asset Management a division of Manulife Asset Management (North America) | |||||
Mid Cap Index Trust | Limited2,3 | |||||
Small Cap Index Trust | ||||||
Total Stock Market Index Trust | ||||||
Utilities Trust | MFS Investment Management | |||||
All Cap Core Trust | QS Investors, LLC. | |||||
International Equity Index Trust B | SSgA Funds Management, Inc. | |||||
Blue Chip Growth Trust | T. Rowe Price Associates, Inc. | |||||
Capital Appreciation Value Trust | ||||||
Equity-Income Trust | ||||||
Health Sciences Trust | ||||||
Mid Value Trust | ||||||
Small Company Value Trust | ||||||
Global Trust | Templeton Global Advisors Limited | |||||
International Value Trust | Templeton Investment Counsel, LLC | |||||
Alpha Opportunities Trust | Wellington Management Company LLP | |||||
Mid Cap Stock Trust | ||||||
Small Cap Growth Trust | ||||||
Small Cap Value Trust | ||||||
Natural Resources Trust | Wellington Management Company LLP5 |
1 | An affiliate of the Advisor. |
2 | Manulife Asset Management (North America) Limited is doing business as John Hancock Asset Management. |
3 | Manulife Asset Management (US), LLC is doing business as John Hancock Asset Management. |
4 | Effective June 25, 2014, John Hancock Asset Management (U.S.) replaced Davis Selected Advisers, L.P. as subadvisor. |
5 | Prior to March 20, 2014, subadvisor responsibilities for the portfolio were shared with R.S. Investments. |
Portfolio | | Expense limitation as a percentage of average net assets | ||||
---|---|---|---|---|---|---|
All Cap Core Trust | 0.200% | |||||
Alpha Opportunities Trust | 0.200% | |||||
American Asset Allocation Trust | 0.100% | |||||
American Global Growth Trust | 0.100% | |||||
American Growth Trust | 0.100% | |||||
American Growth-Income Trust | 0.100% | |||||
American International Trust | 0.100% | |||||
American New World Trust | 0.100% | |||||
Blue Chip Growth Trust | 0.200% | |||||
Capital Appreciation Trust | 0.200% | |||||
Capital Appreciation Value Trust | 0.200% | |||||
Core Strategy Trust | 0.100% | |||||
Emerging Markets Value Trust | 0.250% | |||||
Equity-Income Trust | 0.200% | |||||
Financial Services Trust | 0.200% | |||||
Franklin Templeton Founding Allocation Trust | 0.100% | |||||
Fundamental All Cap Core Trust | 0.200% | |||||
Fundamental Large Cap Value Trust | 0.200% | |||||
Fundamental Value Trust | 0.200% | |||||
Global Trust | 0.250% | |||||
Health Sciences Trust | 0.200% | |||||
International Core Trust | 0.250% | |||||
International Growth Stock Trust | 0.250% | |||||
International Small Company Trust | 0.250% | |||||
International Value Trust | 0.250% | |||||
Mid Cap Index Trust | 0.075% | |||||
Mid Cap Stock Trust | 0.200% | |||||
Mid Value Trust | 0.200% | |||||
Mutual Shares Trust | 0.200% | |||||
Natural Resources Trust | 0.200% | |||||
Real Estate Securities Trust | 0.200% | |||||
Science & Technology Trust | 0.200% | |||||
Small Cap Growth Trust | 0.200% | |||||
Small Cap Index Trust | 0.075% | |||||
Small Cap Opportunities Trust | 0.200% | |||||
Small Cap Value Trust | 0.200% | |||||
Small Company Growth Trust | 0.200% | |||||
Small Company Value Trust | 0.200% | |||||
Strategic Equity Allocation Trust | 0.200% | |||||
Total Stock Market Index Trust | 0.075% | |||||
U.S. Equity Trust | 0.200% | |||||
Utilities Trust | 0.200% | |||||
Value Trust | 0.200% |
Portfolio | | Series I | | Series II | | Series III | | Series NAV | | Total | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | $ | 1,894,480 | $ | 59,585 | — | $ | 1,641,778 | $ | 3,595,843 | |||||||||||||
All Cap Core Trust | 2,652 | 241 | — | 8,885 | 11,778 | |||||||||||||||||
Alpha Opportunities Trust | 182 | — | — | 161,081 | 161,263 | |||||||||||||||||
American Asset Allocation Trust | 6,978 | 44,315 | $ | 5,385 | — | 56,678 | ||||||||||||||||
American Global Growth Trust | 190 | 7,043 | 1,220 | — | 8,453 | |||||||||||||||||
American Growth Trust | 3,521 | 28,012 | 3,628 | — | 35,161 | |||||||||||||||||
American Growth-Income Trust | 8,418 | 25,419 | 8,627 | — | 42,464 | |||||||||||||||||
American International Trust | 2,893 | 16,885 | 1,720 | — | 21,498 | |||||||||||||||||
American New World Trust | 476 | 1,965 | 66 | — | 2,507 | |||||||||||||||||
Blue Chip Growth Trust | 58,742 | 25,478 | — | 260,382 | 344,602 | |||||||||||||||||
Capital Appreciation Trust | 6,307 | 2,351 | — | 26,245 | 34,903 | |||||||||||||||||
Capital Appreciation Value Trust | 533 | 64,709 | — | 5,415 | 70,657 | |||||||||||||||||
Emerging Markets Value Trust | 127 | — | — | 32,918 | 33,045 | |||||||||||||||||
Equity-Income Trust | 62,074 | 33,958 | — | 286,975 | 383,007 | |||||||||||||||||
Financial Services Trust | 4,149 | 785 | — | 747 | 5,681 | |||||||||||||||||
Fundamental All Cap Core Trust | 4,834 | 2,040 | — | 44,481 | 51,355 | |||||||||||||||||
Fundamental Large Cap Value Trust | 8,644 | 1,318 | — | 24,600 | 34,562 | |||||||||||||||||
Fundamental Value Trust | 11,101 | 8,122 | — | 29,056 | 48,279 | |||||||||||||||||
Global Trust | 12,337 | 2,290 | — | 33,602 | 48,229 | |||||||||||||||||
Health Sciences Trust | 31,401 | 25,634 | — | 21,702 | 78,737 | |||||||||||||||||
International Core Trust | 1,581 | 707 | — | 24,772 | 27,060 | |||||||||||||||||
International Equity Index Trust B | 325,714 | 28,048 | — | 403,336 | 757,098 | |||||||||||||||||
International Growth Stock Trust | 93 | 739 | — | 17,178 | 18,010 | |||||||||||||||||
International Small Company Trust | 1,445 | 850 | — | 1,288 | 3,583 | |||||||||||||||||
International Value Trust | 3,794 | 3,051 | — | 32,444 | 39,289 | |||||||||||||||||
Lifestyle Aggressive PS Series | 4,431 | 24,941 | — | 365 | 29,737 | |||||||||||||||||
Lifestyle Balanced PS Series | 440 | 17,348 | — | 347 | 18,135 | |||||||||||||||||
Lifestyle Conservative PS Series | 227 | 13,612 | — | 18 | 13,857 | |||||||||||||||||
Lifestyle Growth PS Series | 584 | 32,374 | — | 20 | 32,978 | |||||||||||||||||
Lifestyle Moderate PS Series | 164 | 11,077 | — | 13 | 11,254 | |||||||||||||||||
Mid Cap Index Trust | 330,517 | 38,929 | — | 45,074 | 414,520 | |||||||||||||||||
Mid Cap Stock Trust | 6,362 | 3,585 | — | 19,319 | 29,266 | |||||||||||||||||
Mid Value Trust | 91,985 | 21,687 | — | 137,155 | 250,827 | |||||||||||||||||
Mutual Shares Trust | 6,857 | — | — | 14,769 | 21,626 | |||||||||||||||||
Natural Resources Trust | 3,717 | 24,204 | — | 17,261 | 45,182 | |||||||||||||||||
Real Estate Securities Trust | 2,886 | 2,000 | — | 7,760 | 12,646 | |||||||||||||||||
Science & Technology Trust | 80,178 | 9,822 | — | 4,246 | 94,246 | |||||||||||||||||
Small Cap Growth Trust | 3,958 | 1,336 | — | 12,083 | 17,377 | |||||||||||||||||
Small Cap Index Trust | 76,723 | 14,701 | — | 18,403 | 109,827 |
Portfolio | | Series I | | Series II | | Series III | | Series NAV | | Total | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Opportunities Trust | $ | 58,367 | $ | 25,382 | — | $ | 59,232 | $ | 142,981 | |||||||||||||
Small Cap Value Trust | 11,539 | 1,436 | — | 11,415 | 24,390 | |||||||||||||||||
Small Company Growth Trust | — | — | — | 4,832 | 4,832 | |||||||||||||||||
Small Company Value Trust | 24,507 | 20,667 | — | 74,636 | 119,810 | |||||||||||||||||
Strategic Equity Allocation Trust | — | — | — | 7,402,299 | 7,402,299 | |||||||||||||||||
U.S. Equity Trust | 4,476 | 266 | — | 25,126 | 29,868 | |||||||||||||||||
Utilities Trust | 13,927 | 809 | — | 1,132 | 15,868 | |||||||||||||||||
Value Trust | 17,767 | 1,100 | — | 927 | 19,794 |
Portfolio | | Amounts Eligible for recovery through December 1, 2014 | | Amounts Eligible for recovery through December 1, 2015 | | Amounts Eligible for recovery through December 1, 2016 | | Amounts Eligible for recovery through June 1, 2017 | | Amount recovered during the period ended June 30, 2014 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | $ | 817,743 | $ | 2,637,042 | $ | 6,219,935 | $ | 3,595,843 | — | |||||||||||||
International Equity Index Trust B | 291,140 | 831,519 | 1,456,715 | 757,098 | — | |||||||||||||||||
Lifestyle Aggressive PS Series | — | — | 40,576 | 29,737 | — | |||||||||||||||||
Lifestyle Balanced PS Series | — | — | — | — | $ | 5,108 | ||||||||||||||||
Lifestyle Conservative PS Series | 32,730 | 21,032 | 22,472 | 10,314 | — | |||||||||||||||||
Lifestyle Growth PS Series | — | — | — | — | 3,036 | |||||||||||||||||
Lifestyle Moderate PS Series | 22,957 | 11,677 | 13,254 | 4,970 | 8,703 | |||||||||||||||||
Natural Resources Trust | — | — | — | 10,850 | — |
Amounts recovered by class | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Series I | | Series II | | Class NAV | | Total | ||||||||||||
Lifestyle Balanced PS Series | $ | 116 | $ | 4,904 | $ | 88 | $ | 5,108 | ||||||||||||
Lifestyle Growth PS Series | 40 | 2,994 | 2 | 3,036 | ||||||||||||||||
Lifestyle Moderate PS Series | 193 | 8,500 | 10 | 8,703 |
Portfolio | | Annual Effective Rate | ||||
---|---|---|---|---|---|---|
500 Index Trust B | 0.22 | % | ||||
All Cap Core Trust | 0.77 | % | ||||
Alpha Opportunities Trust | 0.93 | % | ||||
American Asset Allocation Trust | 0.00 | %* | ||||
American Global Growth Trust | 0.00 | %* | ||||
American Growth Trust | 0.00 | %* | ||||
American Growth-Income Trust | 0.00 | %* | ||||
American International Trust | 0.00 | %* | ||||
American New World Trust | 0.00 | %* | ||||
Blue Chip Growth Trust | 0.74 | % | ||||
Capital Appreciation Trust | 0.69 | % | ||||
Capital Appreciation Value Trust | 0.77 | % | ||||
Core Strategy Trust | 0.04 | % | ||||
Emerging Markets Value Trust | 0.95 | % | ||||
Equity-Income Trust | 0.74 | % | ||||
Financial Services Trust | 0.77 | % | ||||
Franklin Templeton Founding Allocation Trust | 0.04 | % | ||||
Fundamental All Cap Core Trust | 0.67 | % | ||||
Fundamental Large Cap Value Trust | 0.63 | % | ||||
Fundamental Value Trust | 0.75 | % | ||||
Global Trust | 0.79 | % | ||||
Health Sciences Trust | 0.93 | % | ||||
International Core Trust | 0.88 | % | ||||
International Equity Index Trust B | 0.31 | % | ||||
International Growth Stock Trust | 0.78 | % | ||||
International Small Company Trust | 0.94 | % | ||||
International Value Trust | 0.79 | % | ||||
Lifestyle Aggressive PS Series | 0.00 | % | ||||
Lifestyle Balanced PS Series | 0.04 | % | ||||
Lifestyle Conservative PS Series | 0.02 | % | ||||
Lifestyle Growth PS Series | 0.04 | % | ||||
Lifestyle Moderate PS Series | 0.04 | % | ||||
Mid Cap Index Trust | 0.37 | % | ||||
Mid Cap Stock Trust | 0.83 | % | ||||
Mid Value Trust | 0.90 | % | ||||
Mutual Shares Trust | 0.91 | % | ||||
Natural Resources Trust | 0.94 | % | ||||
Real Estate Securities Trust | 0.69 | % | ||||
Science & Technology Trust | 0.98 | % | ||||
Small Cap Growth Trust | 1.05 | % | ||||
Small Cap Index Trust | 0.44 | % | ||||
Small Cap Opportunities Trust | 0.90 | % | ||||
Small Cap Value Trust | 1.03 | % | ||||
Small Company Growth Trust | 0.99 | % | ||||
Small Company Value Trust | 0.97 | % | ||||
Strategic Equity Allocation Trust | 0.49 | % | ||||
Total Stock Market Index Trust | 0.48 | % | ||||
U.S. Equity Trust | 0.75 | % | ||||
Utilities Trust | 0.82 | % | ||||
Value Trust | 0.69 | % |
* | The JHVIT Feeder Funds do not incur investment advisory fees. For more information on these portfolios, see Note 1. |
Class | | Rule 12b-1 Fee | ||||
---|---|---|---|---|---|---|
Series I | 0.15 | % | ||||
Series II | 0.35 | % |
Class | | Rule 12b-1 Fee | ||||
---|---|---|---|---|---|---|
Series I | 0.60 | % | ||||
Series II | 0.75 | % | ||||
Series III | 0.25 | % |
Portfolio | | Borrower or Lender | | Average Loan Balance | | Days Outstanding | | Weighted Average | | Interest Rate Income (Expense) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Blue Chip Growth Trust | Borrower | $40,854,321 | 1 | 0.450 | % | ($511 | ) | |||||||||||||||
International Small Company Trust | Borrower | 11,063,344 | 2 | 0.432 | % | (266 | ) | |||||||||||||||
U.S. Equity Trust | Borrower | 11,042,882 | 2 | 0.450 | % | (276 | ) | |||||||||||||||
Fundamental Large Cap Value Trust | Lender | 13,918,384 | 1 | 0.450 | % | 174 | ||||||||||||||||
Mid Cap Index Trust | Lender | 11,213,087 | 1 | 0.430 | % | 134 | ||||||||||||||||
Mutual Shares Trust | Lender | 11,043,377 | 1 | 0.450 | % | 137 | ||||||||||||||||
Strategic Equity Allocation Trust | Lender | 11,700,299 | 1 | 0.430 | % | 140 | ||||||||||||||||
Small Cap Index Trust | Lender | 10,560,643 | 1 | 0.440 | % | 129 | ||||||||||||||||
Total Stock Market Index Trust | Lender | 11,577,994 | 1 | 0.440 | % | 142 |
500 Index Trust B | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 2,438,640 | $ | 57,632,790 | 7,027,750 | $ | 145,347,046 | |||||||||||||
Distributions reinvested | — | — | 1,260,364 | 28,534,907 | |||||||||||||||
Repurchased | (1,907,531 | ) | (45,007,831 | ) | (3,953,458 | ) | (84,411,207 | ) | |||||||||||
Net increase | 531,109 | $ | 12,624,959 | 4,334,656 | $ | 89,470,746 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 82,839 | $ | 1,944,393 | 225,437 | $ | 4,722,870 | |||||||||||||
Distributions reinvested | — | — | 37,286 | 844,557 | |||||||||||||||
Repurchased | (230,708 | ) | (5,424,832 | ) | (669,577 | ) | (13,848,450 | ) | |||||||||||
Net decrease | (147,869 | ) | ($3,480,439 | ) | (406,854 | ) | ($8,281,023 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 691,162 | $ | 16,252,082 | 2,652,724 | $ | 54,364,966 | |||||||||||||
Distributions reinvested | — | — | 1,140,044 | 25,812,297 | |||||||||||||||
Repurchased | (2,299,475 | ) | (54,516,814 | ) | (6,177,075 | ) | (129,150,945 | ) | |||||||||||
Net decrease | (1,608,313 | ) | ($38,264,732 | ) | (2,384,307 | ) | ($48,973,682 | ) | |||||||||||
Total net increase (decrease) | (1,225,073 | ) | ($29,120,212 | ) | 1,543,495 | $ | 32,216,041 |
All Cap Core Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 20,063 | $ | 512,344 | 200,372 | $ | 4,368,987 | |||||||||||||
Distributions reinvested | — | — | 41,954 | 1,022,729 | |||||||||||||||
Repurchased | (282,630 | ) | (7,161,734 | ) | (640,101 | ) | (14,304,592 | ) | |||||||||||
Net decrease | (262,567 | ) | ($6,649,390 | ) | (397,775 | ) | ($8,912,876 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 31,518 | $ | 824,460 | 129,493 | $ | 2,900,726 | |||||||||||||
Distributions reinvested | — | — | 3,757 | 91,265 | |||||||||||||||
Repurchased | (97,444 | ) | (2,437,390 | ) | (199,447 | ) | (4,479,238 | ) | |||||||||||
Net decrease | (65,926 | ) | ($1,612,930 | ) | (66,197 | ) | ($1,487,247 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 46,512 | $ | 1,175,234 | 104,591 | $ | 2,282,163 | |||||||||||||
Distributions reinvested | — | — | 145,169 | 3,540,985 | |||||||||||||||
Repurchased | (850,191 | ) | (21,935,291 | ) | (3,398,638 | ) | (75,887,668 | ) | |||||||||||
Net decrease | (803,679 | ) | ($20,760,057 | ) | (3,148,878 | ) | ($70,064,520 | ) | |||||||||||
Total net increase (decrease) | (1,132,172 | ) | ($29,022,377 | ) | (3,612,850 | ) | ($80,464,643 | ) |
Alpha Opportunities Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 12,408 | $ | 195,953 | 8,791 | $ | 136,380 | |||||||||||||
Distributions reinvested | — | — | 5,486 | 84,222 | |||||||||||||||
Repurchased | (18,435 | ) | (312,348 | ) | (10,383 | ) | (159,200 | ) | |||||||||||
Net increase (decrease) | (6,027 | ) | ($116,395 | ) | 3,894 | $ | 61,402 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 58,189 | $ | 955,680 | 33,480 | $ | 529,567 | |||||||||||||
Distributions reinvested | — | — | 6,233,911 | 95,835,720 | |||||||||||||||
Repurchased | (6,760,741 | ) | (112,881,978 | ) | (16,261,630 | ) | (252,043,945 | ) | |||||||||||
Net decrease | (6,702,552 | ) | ($111,926,298 | ) | (9,994,239 | ) | ($155,678,658 | ) | |||||||||||
Total net increase (decrease) | (6,708,579 | ) | ($112,042,693 | ) | (9,990,345 | ) | ($155,617,256 | ) |
American Asset Allocation Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 308,533 | $ | 4,731,622 | 590,531 | $ | 8,375,161 | |||||||||||||
Distributions reinvested | — | — | 146,724 | 2,225,796 | |||||||||||||||
Repurchased | (674,661 | ) | (10,337,944 | ) | (1,575,013 | ) | (21,884,473 | ) | |||||||||||
Net decrease | (366,128 | ) | ($5,606,322 | ) | (837,758 | ) | ($11,283,516 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 12,711 | $ | 193,610 | 114,906 | $ | 1,608,770 | |||||||||||||
Distributions reinvested | — | — | 820,871 | 12,452,605 | |||||||||||||||
Repurchased | (5,135,481 | ) | (78,493,408 | ) | (11,624,246 | ) | (161,754,540 | ) | |||||||||||
Net decrease | (5,122,770 | ) | ($78,299,798 | ) | (10,688,469 | ) | ($147,693,165 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 10,503 | $ | 161,196 | 13,743 | $ | 190,247 | |||||||||||||
Distributions reinvested | — | — | 150,516 | 2,281,833 | |||||||||||||||
Repurchased | (638,607 | ) | (9,815,356 | ) | (1,315,889 | ) | (18,399,019 | ) | |||||||||||
Net decrease | (628,104 | ) | ($9,654,160 | ) | (1,151,630 | ) | ($15,926,939 | ) | |||||||||||
Total net increase (decrease) | (6,117,002 | ) | ($93,560,280 | ) | (12,677,857 | ) | ($174,903,620 | ) |
American Global Growth Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 124,726 | $ | 1,919,882 | 154,056 | $ | 2,135,470 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 103,037 | 1,359,864 | |||||||||||||||
Distributions reinvested | — | — | 2,725 | 42,561 | |||||||||||||||
Repurchased | (27,706 | ) | (431,084 | ) | (118,477 | ) | (1,576,666 | ) | |||||||||||
Net increase | 97,020 | $ | 1,488,798 | 141,341 | $ | 1,961,229 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 125,021 | $ | 1,933,466 | 133,594 | $ | 1,805,812 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 4,229,448 | 55,699,173 | |||||||||||||||
Distributions reinvested | — | — | 103,908 | 1,619,932 | |||||||||||||||
Repurchased | (1,057,302 | ) | (16,337,312 | ) | (3,034,692 | ) | (42,251,667 | ) | |||||||||||
Net increase (decrease) | (932,281 | ) | ($14,403,846 | ) | 1,432,258 | $ | 16,873,250 | ||||||||||||
Series III shares | |||||||||||||||||||
Sold | 63,221 | $ | 981,885 | 20,337 | $ | 277,971 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 2,647,788 | 34,878,519 | |||||||||||||||
Distributions reinvested | — | — | 29,127 | 453,792 | |||||||||||||||
Repurchased | (188,283 | ) | (2,914,178 | ) | (475,375 | ) | (6,871,738 | ) | |||||||||||
Net increase (decrease) | (125,062 | ) | ($1,932,293 | ) | 2,221,877 | $ | 28,738,544 | ||||||||||||
Total net increase (decrease) | (960,323 | ) | ($14,847,341 | ) | 3,795,476 | $ | 47,573,023 |
American Growth Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 199,219 | $ | 4,533,937 | 803,955 | $ | 15,680,698 | |||||||||||||
Distributions reinvested | — | — | 24,378 | 544,368 | |||||||||||||||
Repurchased | (175,953 | ) | (3,970,805 | ) | (1,138,536 | ) | (21,912,769 | ) | |||||||||||
Net increase (decrease) | 23,266 | $ | 563,132 | (310,203 | ) | ($5,687,703 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 190,467 | $ | 4,259,363 | 35 | $ | 657 | |||||||||||||
Distributions reinvested | — | — | 151,477 | 3,371,885 | |||||||||||||||
Repurchased | (4,227,251 | ) | (95,274,806 | ) | (11,071,833 | ) | (219,006,043 | ) | |||||||||||
Net decrease | (4,036,784 | ) | ($91,015,443 | ) | (10,920,321 | ) | ($215,633,501 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 52,106 | $ | 1,170,195 | 18,374 | $ | 369,865 | |||||||||||||
Distributions reinvested | — | — | 42,284 | 940,820 | |||||||||||||||
Repurchased | (383,861 | ) | (8,694,637 | ) | (964,935 | ) | (19,356,522 | ) | |||||||||||
Net decrease | (331,755 | ) | ($7,524,442 | ) | (904,277 | ) | ($18,045,837 | ) | |||||||||||
Total net increase (decrease) | (4,345,273 | ) | ($97,976,753 | ) | (12,134,801 | ) | ($239,367,041 | ) |
American Growth-Income Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 38,066 | $ | 859,487 | 348,988 | $ | 6,353,989 | |||||||||||||
Distributions reinvested | — | — | 111,121 | 2,431,337 | |||||||||||||||
Repurchased | (820,653 | ) | (18,300,059 | ) | (2,068,400 | ) | (39,147,029 | ) | |||||||||||
Net decrease | (782,587 | ) | ($17,440,572 | ) | (1,608,291 | ) | ($30,361,703 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | — | — | 24,055 | $ | 461,337 | ||||||||||||||
Distributions reinvested | — | — | 301,983 | 6,595,302 | |||||||||||||||
Repurchased | (4,102,971 | ) | (91,675,298 | ) | (11,354,437 | ) | (219,439,977 | ) | |||||||||||
Net decrease | (4,102,971 | ) | ($91,675,298 | ) | (11,028,399 | ) | ($212,383,338 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 25,759 | $ | 572,429 | 9,315 | $ | 177,799 | |||||||||||||
Distributions reinvested | — | — | 156,812 | 3,424,785 | |||||||||||||||
Repurchased | (1,018,612 | ) | (22,899,166 | ) | (3,006,181 | ) | (58,767,810 | ) | |||||||||||
Net decrease | (992,853 | ) | ($22,326,737 | ) | (2,840,054 | ) | ($55,165,226 | ) | |||||||||||
Total net increase (decrease) | (5,878,411 | ) | ($131,442,607 | ) | (15,476,744 | ) | ($297,910,267 | ) |
American International Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 270,647 | $ | 5,208,244 | 732,310 | $ | 12,446,002 | |||||||||||||
Distributions reinvested | — | — | 43,786 | 838,500 | |||||||||||||||
Repurchased | (362,204 | ) | (6,964,488 | ) | (1,031,088 | ) | (17,831,427 | ) | |||||||||||
Net decrease | (91,557 | ) | ($1,756,244 | ) | (254,992 | ) | ($4,546,925 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 173,686 | $ | 3,349,169 | 388,716 | $ | 6,428,784 | |||||||||||||
Distributions reinvested | — | — | 223,988 | 4,287,127 | |||||||||||||||
Repurchased | (2,714,401 | ) | (52,046,397 | ) | (6,819,697 | ) | (119,337,844 | ) | |||||||||||
Net decrease | (2,540,715 | ) | ($48,697,228 | ) | (6,206,993 | ) | ($108,621,933 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 32,235 | $ | 619,331 | 68,877 | $ | 1,166,153 | |||||||||||||
Distributions reinvested | — | — | 35,267 | 673,252 | |||||||||||||||
Repurchased | (164,181 | ) | (3,166,334 | ) | (409,175 | ) | (7,219,677 | ) | |||||||||||
Net decrease | (131,946 | ) | ($2,547,003 | ) | (305,031 | ) | ($5,380,272 | ) | |||||||||||
Total net increase (decrease) | (2,764,218 | ) | ($53,000,475 | ) | (6,767,016 | ) | ($118,549,130 | ) |
American New World Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 178,639 | $ | 2,628,374 | 345,175 | $ | 4,819,909 | |||||||||||||
Distributions reinvested | — | — | 9,034 | 133,796 | |||||||||||||||
Repurchased | (93,309 | ) | (1,334,312 | ) | (82,569 | ) | (1,148,675 | ) | |||||||||||
Net increase | 85,330 | $ | 1,294,062 | 271,640 | $ | 3,805,030 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 411,191 | $ | 6,216,616 | 312,721 | $ | 4,354,981 | |||||||||||||
Distributions reinvested | — | — | 32,647 | 483,178 | |||||||||||||||
Repurchased | (517,201 | ) | (7,729,944 | ) | (1,079,967 | ) | (15,036,481 | ) | |||||||||||
Net decrease | (106,010 | ) | ($1,513,328 | ) | (734,599 | ) | ($10,198,322 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 523 | $ | 7,669 | 7,599 | $ | 102,890 | |||||||||||||
Distributions reinvested | — | — | 1,763 | 26,064 | |||||||||||||||
Repurchased | (9,511 | ) | (139,840 | ) | (55,090 | ) | (773,628 | ) | |||||||||||
Net decrease | (8,988 | ) | ($132,171 | ) | (45,728 | ) | ($644,674 | ) | |||||||||||
Total net increase (decrease) | (29,668 | ) | ($351,437 | ) | (508,687 | ) | ($7,037,966 | ) |
Blue Chip Growth Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 33,025 | $ | 1,122,408 | 202,978 | $ | 6,370,616 | |||||||||||||
Distributions reinvested | — | — | 24,655 | 793,631 | |||||||||||||||
Repurchased | (900,654 | ) | (30,855,441 | ) | (1,657,888 | ) | (47,095,669 | ) | |||||||||||
Net decrease | (867,629 | ) | ($29,733,033 | ) | (1,430,255 | ) | ($39,931,422 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 91,012 | $ | 3,110,681 | 426,286 | $ | 12,629,399 | |||||||||||||
Distributions reinvested | — | — | 4,615 | 147,367 | |||||||||||||||
Repurchased | (690,404 | ) | (23,246,787 | ) | (1,134,303 | ) | (32,253,053 | ) | |||||||||||
Net decrease | (599,392 | ) | ($20,136,106 | ) | (703,402 | ) | ($19,476,287 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 188,935 | $ | 6,390,468 | 321,800 | $ | 8,746,468 | |||||||||||||
Distributions reinvested | — | — | 127,133 | 4,087,331 | |||||||||||||||
Repurchased | (4,825,921 | ) | (166,548,735 | ) | (12,924,722 | ) | (372,020,413 | ) | |||||||||||
Net decrease | (4,636,986 | ) | ($160,158,267 | ) | (12,475,789 | ) | ($359,186,614 | ) | |||||||||||
Total net increase (decrease) | (6,104,007 | ) | ($210,027,406 | ) | (14,609,446 | ) | ($418,594,323 | ) |
Capital Appreciation Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 214,263 | $ | 3,445,706 | 422,345 | $ | 6,078,599 | |||||||||||||
Distributions reinvested | — | — | 29,908 | 442,932 | |||||||||||||||
Repurchased | (1,140,004 | ) | (18,080,771 | ) | (2,683,548 | ) | (35,305,286 | ) | |||||||||||
Net decrease | (925,741 | ) | ($14,635,065 | ) | (2,231,295 | ) | ($28,783,755 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 221,316 | $ | 3,574,460 | 478,806 | $ | 6,254,548 | |||||||||||||
Distributions reinvested | — | — | 10,455 | 152,848 | |||||||||||||||
Repurchased | (721,637 | ) | (11,388,479 | ) | (1,748,544 | ) | (22,669,301 | ) | |||||||||||
Net decrease | (500,321 | ) | ($7,814,019 | ) | (1,259,283 | ) | ($16,261,905 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 203,874 | $ | 3,260,948 | 519,601 | $ | 6,450,063 | |||||||||||||
Distributions reinvested | — | — | 132,581 | 1,964,850 | |||||||||||||||
Repurchased | (3,074,117 | ) | (48,942,250 | ) | (16,013,771 | ) | (217,714,259 | ) | |||||||||||
Net decrease | (2,870,243 | ) | ($45,681,302 | ) | (15,361,589 | ) | ($209,299,346 | ) | |||||||||||
Total net increase (decrease) | (4,296,305 | ) | ($68,130,386 | ) | (18,852,167 | ) | ($254,345,006 | ) |
Capital Appreciation Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 194,405 | $ | 2,589,103 | 170,218 | $ | 2,146,141 | |||||||||||||
Distributions reinvested | — | — | 6,529 | 83,013 | |||||||||||||||
Repurchased | (65,887 | ) | (885,274 | ) | (142,198 | ) | (1,850,584 | ) | |||||||||||
Net increase | 128,518 | $ | 1,703,829 | 34,549 | $ | 378,570 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 34,352 | $ | 466,881 | 44,739 | $ | 602,633 | |||||||||||||
Distributions reinvested | — | — | 2,410,409 | 30,537,401 | |||||||||||||||
Repurchased | (1,663,514 | ) | (22,212,920 | ) | (3,086,034 | ) | (39,662,332 | ) | |||||||||||
Net decrease | (1,629,162 | ) | ($21,746,039 | ) | (630,886 | ) | ($8,522,298 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 309,641 | $ | 4,109,599 | 561,774 | $ | 7,246,879 | |||||||||||||
Distributions reinvested | — | — | 226,436 | 2,875,470 | |||||||||||||||
Repurchased | (773,945 | ) | (10,118,408 | ) | (425,112 | ) | (5,580,573 | ) | |||||||||||
Net increase (decrease) | (464,304 | ) | ($6,008,809 | ) | 363,098 | $ | 4,541,776 | ||||||||||||
Total net increase (decrease) | (1,964,948 | ) | ($26,051,019 | ) | (233,239 | ) | ($3,601,952 | ) |
Core Strategy Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 281,876 | $ | 4,089,673 | 27,602 | $ | 410,636 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 9,756,808 | 139,565,839 | |||||||||||||||
Distributions reinvested | — | — | 61,990 | 893,277 | |||||||||||||||
Repurchased | (599,544 | ) | (8,803,798 | ) | (50,529 | ) | (722,527 | ) | |||||||||||
Net increase (decrease) | (317,668 | ) | ($4,714,125 | ) | 9,795,871 | $ | 140,147,225 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 568,305 | $ | 8,328,432 | 4,794,736 | $ | 70,893,226 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 204,996,045 | 2,937,992,446 | |||||||||||||||
Distributions reinvested | — | — | 6,715,054 | 95,809,975 | |||||||||||||||
Repurchased | (13,416,298 | ) | (197,608,983 | ) | (5,319,159 | ) | (77,535,719 | ) | |||||||||||
Net increase (decrease) | (12,847,993 | ) | ($189,280,551 | ) | 211,186,676 | $ | 3,027,159,928 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 804,026 | $ | 11,767,568 | 840,514 | $ | 12,229,728 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 4,447,841 | 63,693,738 | |||||||||||||||
Distributions reinvested | — | — | 514,722 | 7,331,959 | |||||||||||||||
Repurchased | (402,444 | ) | (5,890,016 | ) | (386,681 | ) | (5,736,813 | ) | |||||||||||
Net increase | 401,582 | $ | 5,877,552 | 5,416,396 | $ | 77,518,612 | |||||||||||||
Total net increase (decrease) | (12,764,079 | ) | ($188,117,124 | ) | 226,398,943 | $ | 3,244,825,765 |
Emerging Markets Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 28,668 | $ | 282,284 | 159,546 | $ | 1,623,815 | |||||||||||||
Distributions reinvested | — | — | 20,517 | 210,468 | |||||||||||||||
Repurchased | (96,199 | ) | (945,010 | ) | (609,456 | ) | (6,547,420 | ) | |||||||||||
Net decrease | (67,531 | ) | ($662,726 | ) | (429,393 | ) | ($4,713,137 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,210,338 | $ | 12,104,990 | 2,418,678 | $ | 24,589,483 | |||||||||||||
Distributions reinvested | — | — | 5,006,067 | 51,272,641 | |||||||||||||||
Repurchased | (14,352,186 | ) | (146,825,040 | ) | (2,590,470 | ) | (27,259,172 | ) | |||||||||||
Net increase (decrease) | (13,141,848 | ) | ($134,720,050 | ) | 4,834,275 | $ | 48,602,952 | ||||||||||||
Total net increase (decrease) | (13,209,379 | ) | ($135,382,776 | ) | 4,404,882 | $ | 43,889,815 |
Equity-Income Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 73,331 | $ | 1,466,262 | 117,662 | $ | 2,050,550 | |||||||||||||
Distributions reinvested | — | — | 321,473 | 6,235,216 | |||||||||||||||
Repurchased | (1,268,443 | ) | (25,315,633 | ) | (2,884,238 | ) | (51,917,375 | ) | |||||||||||
Net decrease | (1,195,112 | ) | ($23,849,371 | ) | (2,445,103 | ) | ($43,631,609 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 61,688 | $ | 1,203,015 | 370,765 | $ | 6,687,564 | |||||||||||||
Distributions reinvested | — | — | 162,656 | 3,145,630 | |||||||||||||||
Repurchased | (1,052,022 | ) | (20,960,353 | ) | (1,928,120 | ) | (34,690,812 | ) | |||||||||||
Net decrease | (990,334 | ) | ($19,757,338 | ) | (1,394,699 | ) | ($24,857,618 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,253,844 | $ | 24,597,761 | 393,053 | $ | 6,995,671 | |||||||||||||
Distributions reinvested | — | — | 1,509,080 | 29,183,700 | |||||||||||||||
Repurchased | (5,473,524 | ) | (110,686,462 | ) | (19,752,880 | ) | (353,045,282 | ) | |||||||||||
Net decrease | (4,219,680 | ) | ($86,088,701 | ) | (17,850,747 | ) | ($316,865,911 | ) | |||||||||||
Total net increase (decrease) | (6,405,126 | ) | ($129,695,410 | ) | (21,690,549 | ) | ($385,355,138 | ) |
Financial Services Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 327,578 | $ | 5,131,606 | 1,546,391 | $ | 21,620,398 | |||||||||||||
Distributions reinvested | — | — | 135,114 | 2,054,117 | |||||||||||||||
Repurchased | (612,675 | ) | (9,645,399 | ) | (1,173,931 | ) | (16,858,946 | ) | |||||||||||
Net increase (decrease) | (285,097 | ) | ($4,513,793 | ) | 507,574 | $ | 6,815,569 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 47,374 | $ | 748,345 | 244,415 | $ | 3,422,168 | |||||||||||||
Distributions reinvested | — | — | 24,677 | 373,033 | |||||||||||||||
Repurchased | (261,705 | ) | (4,095,691 | ) | (422,086 | ) | (5,986,817 | ) | |||||||||||
Net decrease | (214,331 | ) | ($3,347,346 | ) | (152,994 | ) | ($2,191,616 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 67,592 | $ | 1,056,310 | 216,406 | $ | 3,018,548 | |||||||||||||
Distributions reinvested | — | — | 25,069 | 380,609 | |||||||||||||||
Repurchased | (135,408 | ) | (2,150,597 | ) | (241,523 | ) | (3,428,403 | ) | |||||||||||
Net decrease | (67,816 | ) | ($1,094,287 | ) | (48 | ) | ($29,246 | ) | |||||||||||
Total net increase (decrease) | (567,244 | ) | ($8,955,426 | ) | 354,532 | $ | 4,594,707 |
Franklin Templeton Founding Allocation Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 6,709 | $ | 92,714 | 19,933 | $ | 234,058 | |||||||||||||
Distributions reinvested | — | — | 90,300 | 1,173,898 | |||||||||||||||
Repurchased | (238,667 | ) | (3,209,112 | ) | (458,857 | ) | (5,508,921 | ) | |||||||||||
Net decrease | (231,958 | ) | ($3,116,398 | ) | (348,624 | ) | ($4,100,965 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | — | — | 22,582 | $ | 266,014 | ||||||||||||||
Distributions reinvested | — | — | 2,074,530 | 27,010,385 | |||||||||||||||
Repurchased | (5,851,205 | ) | (78,427,370 | ) | (12,473,781 | ) | (150,584,356 | ) | |||||||||||
Net decrease | (5,851,205 | ) | ($78,427,370 | ) | (10,376,669 | ) | ($123,307,957 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 627,160 | $ | 8,360,344 | 915,940 | $ | 11,639,546 | |||||||||||||
Distributions reinvested | — | — | 54,074 | 702,956 | |||||||||||||||
Repurchased | (76,514 | ) | (1,041,499 | ) | (70,132 | ) | (839,605 | ) | |||||||||||
Net increase | 550,646 | $ | 7,318,845 | 899,882 | $ | 11,502,897 | |||||||||||||
Total net increase (decrease) | (5,532,517 | ) | ($74,224,923 | ) | (9,825,411 | ) | ($115,906,025 | ) |
Fundamental All Cap Core Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 149,967 | $ | 3,081,661 | 721,764 | $ | 12,703,010 | |||||||||||||
Distributions reinvested | — | — | 67,793 | 1,342,602 | |||||||||||||||
Repurchased | (833,322 | ) | (17,155,762 | ) | (1,638,683 | ) | (29,301,234 | ) | |||||||||||
Net decrease | (683,355 | ) | ($14,074,101 | ) | (849,126 | ) | ($15,255,622 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 30,675 | $ | 645,918 | 102,502 | $ | 1,780,228 | |||||||||||||
Distributions reinvested | — | — | 24,667 | 486,399 | |||||||||||||||
Repurchased | (449,242 | ) | (9,244,789 | ) | (1,136,321 | ) | (20,151,312 | ) | |||||||||||
Net decrease | (418,567 | ) | ($8,598,871 | ) | (1,009,152 | ) | ($17,884,685 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 29,589 | $ | 617,926 | 193,942 | $ | 3,509,810 | |||||||||||||
Distributions reinvested | — | — | 633,787 | 12,606,759 | |||||||||||||||
Repurchased | (2,950,115 | ) | (61,024,262 | ) | (6,373,301 | ) | (113,652,494 | ) | |||||||||||
Net decrease | (2,920,526 | ) | ($60,406,336 | ) | (5,545,572 | ) | ($97,535,925 | ) | |||||||||||
Total net increase (decrease) | (4,022,448 | ) | ($83,079,308 | ) | (7,403,850 | ) | ($130,676,232 | ) |
Fundamental Large Cap Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,117,054 | $ | 18,464,598 | 10,731,676 | $ | 159,250,549 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 2,045,655 | 31,714,754 | |||||||||||||||
Distributions reinvested | — | — | 177,887 | 2,755,700 | |||||||||||||||
Repurchased | (1,127,460 | ) | (18,164,931 | ) | (1,343,105 | ) | (19,814,208 | ) | |||||||||||
Net increase (decrease) | (10,406 | ) | $ | 299,667 | 11,612,113 | $ | 173,906,795 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 175,562 | $ | 2,865,458 | 62,523 | $ | 736,606 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 1,807,879 | 28,232,522 | |||||||||||||||
Distributions reinvested | — | — | 10,712 | 166,942 | |||||||||||||||
Repurchased | (475,985 | ) | (7,712,922 | ) | (519,673 | ) | (7,360,603 | ) | |||||||||||
Net increase (decrease) | (300,423 | ) | ($4,847,464 | ) | 1,361,441 | $ | 21,775,467 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 8,636,359 | $ | 146,687,472 | 310,133 | $ | 4,392,120 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 20,918,430 | 324,345,974 | |||||||||||||||
Distributions reinvested | — | — | 353,630 | 5,479,111 | |||||||||||||||
Repurchased | (2,426,473 | ) | (39,197,855 | ) | (8,966,249 | ) | (129,058,448 | ) | |||||||||||
Net increase | 6,209,886 | $ | 107,489,617 | 12,615,944 | $ | 205,158,757 | |||||||||||||
Total net increase (decrease) | 5,899,057 | $ | 102,941,820 | 25,589,498 | $ | 400,841,019 |
Fundamental Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 5,842 | $ | 119,870 | 600 | $ | 10,061 | |||||||||||||
Distributions reinvested | — | — | 220,832 | 4,307,760 | |||||||||||||||
Repurchased | (1,439,802 | ) | (29,189,286 | ) | (3,133,390 | ) | (55,935,728 | ) | |||||||||||
Net decrease | (1,433,960 | ) | ($29,069,416 | ) | (2,911,958 | ) | ($51,617,907 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 30,326 | $ | 630,968 | 83,761 | $ | 1,540,669 | |||||||||||||
Distributions reinvested | — | — | 144,623 | 2,810,563 | |||||||||||||||
Repurchased | (1,335,082 | ) | (26,983,993 | ) | (4,008,556 | ) | (71,714,616 | ) | |||||||||||
Net decrease | (1,304,756 | ) | ($26,353,025 | ) | (3,780,172 | ) | ($67,363,384 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 143,334 | $ | 2,843,962 | 106,776 | $ | 1,845,883 | |||||||||||||
Distributions reinvested | — | — | 618,122 | 12,022,333 | |||||||||||||||
Repurchased | (46,237,885 | ) | (966,064,759 | ) | (15,217,578 | ) | (271,952,932 | ) | |||||||||||
Net decrease | (46,094,551 | ) | ($963,220,797 | ) | (14,492,680 | ) | ($258,084,716 | ) | |||||||||||
Total net increase (decrease) | (48,833,267 | ) | ($1,018,643,238 | ) | (21,184,810 | ) | ($377,066,007 | ) |
Global Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 35,670 | $ | 759,359 | 80,589 | $ | 1,419,634 | |||||||||||||
Distributions reinvested | — | — | 122,189 | 2,457,954 | |||||||||||||||
Repurchased | (667,526 | ) | (13,952,218 | ) | (1,436,228 | ) | (26,213,907 | ) | |||||||||||
Net decrease | (631,856 | ) | ($13,192,859 | ) | (1,233,450 | ) | ($22,336,319 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 18,243 | $ | 375,787 | 211,482 | $ | 3,810,173 | |||||||||||||
Distributions reinvested | — | — | 20,532 | 411,728 | |||||||||||||||
Repurchased | (227,967 | ) | (4,719,477 | ) | (476,815 | ) | (8,637,393 | ) | |||||||||||
Net decrease | (209,724 | ) | ($4,343,690 | ) | (244,801 | ) | ($4,415,492 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 103,071 | $ | 2,169,883 | 21,849 | $ | 396,027 | |||||||||||||
Distributions reinvested | — | — | 335,345 | 6,739,470 | |||||||||||||||
Repurchased | (864,723 | ) | (18,114,904 | ) | (4,009,951 | ) | (73,806,352 | ) | |||||||||||
Net decrease | (761,652 | ) | ($15,945,021 | ) | (3,652,757 | ) | ($66,670,855 | ) | |||||||||||
Total net increase (decrease) | (1,603,232 | ) | ($33,481,570 | ) | (5,131,008 | ) | ($93,422,666 | ) |
Health Sciences Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 386,493 | $ | 12,137,386 | 723,649 | $ | 18,491,372 | |||||||||||||
Distributions reinvested | — | — | 292,462 | 8,022,240 | |||||||||||||||
Repurchased | (670,445 | ) | (20,727,240 | ) | (661,765 | ) | (17,143,634 | ) | |||||||||||
Net increase (decrease) | (283,952 | ) | ($8,589,854 | ) | 354,346 | $ | 9,369,978 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 176,301 | $ | 5,335,410 | 364,774 | $ | 9,042,733 | |||||||||||||
Distributions reinvested | — | — | 269,498 | 7,168,647 | |||||||||||||||
Repurchased | (505,594 | ) | (15,036,096 | ) | (718,318 | ) | (18,384,206 | ) | |||||||||||
Net decrease | (329,293 | ) | ($9,700,686 | ) | (84,046 | ) | ($2,172,826 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 250,811 | $ | 7,818,124 | 537,549 | $ | 14,328,472 | |||||||||||||
Distributions reinvested | — | — | 198,251 | 5,467,768 | |||||||||||||||
Repurchased | (255,131 | ) | (7,896,404 | ) | (526,657 | ) | (13,666,659 | ) | |||||||||||
Net increase (decrease) | (4,320 | ) | ($78,280 | ) | 209,143 | $ | 6,129,581 | ||||||||||||
Total net increase (decrease) | (617,565 | ) | ($18,368,820 | ) | 479,443 | $ | 13,326,733 |
International Core Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 90,595 | $ | 1,078,365 | 186,638 | $ | 1,978,393 | |||||||||||||
Distributions reinvested | — | — | 111,080 | 1,279,507 | |||||||||||||||
Repurchased | (246,262 | ) | (2,969,448 | ) | (789,754 | ) | (8,226,051 | ) | |||||||||||
Net decrease | (155,667 | ) | ($1,891,083 | ) | (492,036 | ) | ($4,968,151 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 171,176 | $ | 2,072,028 | 274,295 | $ | 2,897,601 | |||||||||||||
Distributions reinvested | — | — | 47,332 | 549,520 | |||||||||||||||
Repurchased | (283,072 | ) | (3,420,536 | ) | (501,291 | ) | (5,373,748 | ) | |||||||||||
Net decrease | (111,896 | ) | ($1,348,508 | ) | (179,664 | ) | ($1,926,627 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 285,975 | $ | 3,278,179 | 579,752 | $ | 6,007,820 | |||||||||||||
Distributions reinvested | — | — | 1,838,504 | 21,109,106 | |||||||||||||||
Repurchased | (8,024,924 | ) | (97,459,046 | ) | (2,281,374 | ) | (25,910,763 | ) | |||||||||||
Net increase (decrease) | (7,738,949 | ) | ($94,180,867 | ) | 136,882 | $ | 1,206,163 | ||||||||||||
Total net increase (decrease) | (8,006,512 | ) | ($97,420,458 | ) | (534,818 | ) | ($5,688,615 | ) |
International Equity Index Trust B | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 813,337 | $ | 14,022,247 | 1,495,175 | $ | 24,149,960 | |||||||||||||
Distributions reinvested | — | — | 402,320 | 6,808,273 | |||||||||||||||
Repurchased | (719,667 | ) | (12,370,067 | ) | (1,415,322 | ) | (23,007,140 | ) | |||||||||||
Net increase | 93,670 | $ | 1,652,180 | 482,173 | $ | 7,951,093 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 134,653 | $ | 2,388,116 | 237,198 | $ | 3,781,973 | |||||||||||||
Distributions reinvested | — | — | 33,382 | 565,528 | |||||||||||||||
Repurchased | (198,245 | ) | (3,417,735 | ) | (605,990 | ) | (9,664,897 | ) | |||||||||||
Net decrease | (63,592 | ) | ($1,029,619 | ) | (335,410 | ) | ($5,317,396 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 404,567 | $ | 6,815,861 | 1,181,326 | $ | 19,134,762 | |||||||||||||
Distributions reinvested | — | — | 517,674 | 8,760,183 | |||||||||||||||
Repurchased | (1,718,617 | ) | (29,624,782 | ) | (2,453,997 | ) | (39,582,472 | ) | |||||||||||
Net decrease | (1,314,050 | ) | ($22,808,921 | ) | (754,997 | ) | ($11,687,527 | ) | |||||||||||
Total net increase (decrease) | (1,283,972 | ) | ($22,186,360 | ) | (608,234 | ) | ($9,053,830 | ) |
International Growth Stock Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 10,396 | $ | 177,928 | 20,095 | $ | 322,761 | |||||||||||||
Distributions reinvested | — | — | 2,060 | 33,837 | |||||||||||||||
Repurchased | (30,539 | ) | (512,708 | ) | (24,232 | ) | (370,117 | ) | |||||||||||
Net decrease | (20,143 | ) | ($334,780 | ) | (2,077 | ) | ($13,519 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 117,001 | $ | 1,965,627 | 107,821 | $ | 1,688,159 | |||||||||||||
Distributions reinvested | — | — | 13,261 | 218,040 | |||||||||||||||
Repurchased | (123,049 | ) | (2,077,627 | ) | (340,465 | ) | (5,200,338 | ) | |||||||||||
Net decrease | (6,048 | ) | ($112,000 | ) | (219,383 | ) | ($3,294,139 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 165,561 | $ | 2,745,917 | 507,096 | $ | 7,572,970 | |||||||||||||
Distributions reinvested | — | — | 382,272 | 6,278,980 | |||||||||||||||
Repurchased | (2,969,229 | ) | (51,590,603 | ) | (1,731,953 | ) | (27,845,949 | ) | |||||||||||
Net decrease | (2,803,668 | ) | ($48,844,686 | ) | (842,585 | ) | ($13,993,999 | ) | |||||||||||
Total net increase (decrease) | (2,829,859 | ) | ($49,291,466 | ) | (1,064,045 | ) | ($17,301,657 | ) |
International Small Company Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 237,910 | $ | 3,118,406 | 274,674 | $ | 3,295,745 | |||||||||||||
Distributions reinvested | — | — | 61,853 | 760,896 | |||||||||||||||
Repurchased | (399,338 | ) | (5,131,864 | ) | (716,342 | ) | (7,988,615 | ) | |||||||||||
Net decrease | (161,428 | ) | ($2,013,458 | ) | (379,815 | ) | ($3,931,974 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 76,430 | $ | 976,423 | 283,445 | $ | 3,247,021 | |||||||||||||
Distributions reinvested | — | — | 33,424 | 410,881 | |||||||||||||||
Repurchased | (303,405 | ) | (3,922,092 | ) | (604,321 | ) | (6,782,614 | ) | |||||||||||
Net decrease | (226,975 | ) | ($2,945,669 | ) | (287,452 | ) | ($3,124,712 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 913,573 | $ | 11,847,647 | 609,815 | $ | 6,874,074 | |||||||||||||
Distributions reinvested | — | — | 59,567 | 732,360 | |||||||||||||||
Repurchased | (1,002,586 | ) | (12,711,143 | ) | (210,360 | ) | (2,393,555 | ) | |||||||||||
Net increase (decrease) | (89,013 | ) | ($863,496 | ) | 459,022 | $ | 5,212,879 | ||||||||||||
Total net increase (decrease) | (477,416 | ) | ($5,822,623 | ) | (208,245 | ) | ($1,843,807 | ) |
International Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 56,702 | $ | 837,502 | 218,826 | $ | 2,757,277 | |||||||||||||
Distributions reinvested | — | — | 138,678 | 2,003,717 | |||||||||||||||
Repurchased | (686,143 | ) | (10,136,208 | ) | (1,545,330 | ) | (20,271,313 | ) | |||||||||||
Net decrease | (629,441 | ) | ($9,298,706 | ) | (1,187,826 | ) | ($15,510,319 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 36,567 | $ | 531,180 | 301,311 | $ | 4,035,750 | |||||||||||||
Distributions reinvested | — | — | 103,752 | 1,496,451 | |||||||||||||||
Repurchased | (831,120 | ) | (12,225,710 | ) | (1,737,455 | ) | (22,744,357 | ) | |||||||||||
Net decrease | (794,553 | ) | ($11,694,530 | ) | (1,332,392 | ) | ($17,212,156 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 419,345 | $ | 5,963,033 | 1,014,461 | $ | 13,903,454 | |||||||||||||
Distributions reinvested | — | — | 1,215,434 | 17,441,255 | |||||||||||||||
Repurchased | (5,608,174 | ) | (83,893,898 | ) | (3,272,658 | ) | (44,959,993 | ) | |||||||||||
Net decrease | (5,188,829 | ) | ($77,930,865 | ) | (1,042,763 | ) | ($13,615,284 | ) | |||||||||||
Total net increase (decrease) | (6,612,823 | ) | ($98,924,101 | ) | (3,562,981 | ) | ($46,337,759 | ) |
Lifestyle Aggressive PS Series | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 264,268 | $ | 3,294,266 | 8,000 | $ | 100,000 | |||||||||||||
Distributions reinvested | — | — | 156 | 1,976 | |||||||||||||||
Repurchased | (89,345 | ) | (1,169,611 | ) | — | — | |||||||||||||
Net increase | 174,923 | $ | 2,124,655 | 8,156 | $ | 101,976 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 1,727,827 | $ | 21,864,401 | 9,811 | $ | 123,049 | |||||||||||||
Distributions reinvested | — | — | 186 | �� | 2,361 | ||||||||||||||
Repurchased | (207,348 | ) | (2,659,926 | ) | — | — | |||||||||||||
Net increase | 1,520,479 | $ | 19,204,475 | 9,997 | $ | 125,410 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 11,602 | $ | 147,215 | 8,000 | $ | 100,000 | |||||||||||||
Distributions reinvested | — | — | 157 | 1,989 | |||||||||||||||
Repurchased | (529 | ) | (6,845 | ) | — | — | |||||||||||||
Net increase | 11,073 | $ | 140,370 | 8,157 | $ | 101,989 | |||||||||||||
Total net increase (decrease) | 1,706,475 | $ | 21,469,500 | 26,310 | $ | 329,375 |
Lifestyle Balanced PS Series | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,890,884 | $ | 26,668,165 | 17,489 | $ | 245,909 | |||||||||||||
Distributions reinvested | — | — | 356 | 4,961 | |||||||||||||||
Repurchased | (48,601 | ) | (697,326 | ) | (219 | ) | (3,064 | ) | |||||||||||
Net increase | 1,842,283 | $ | 25,970,839 | 17,626 | $ | 247,806 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 51,522,835 | $ | 727,038,229 | 2,241,590 | $ | 31,048,274 | |||||||||||||
Distributions reinvested | — | — | 566,228 | 7,919,871 | |||||||||||||||
Repurchased | (1,445,282 | ) | (20,732,389 | ) | (714,354 | ) | (9,774,108 | ) | |||||||||||
Net increase | 50,077,553 | $ | 706,305,840 | 2,093,464 | $ | 29,194,037 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,624,216 | $ | 22,933,614 | 7,356 | $ | 102,956 | |||||||||||||
Distributions reinvested | — | — | 156 | 2,163 | |||||||||||||||
Repurchased | (77,988 | ) | (1,105,574 | ) | — | — | |||||||||||||
Net increase | 1,546,228 | $ | 21,828,040 | 7,512 | $ | 105,119 | |||||||||||||
Total net increase (decrease) | 53,466,064 | $ | 754,104,719 | 2,118,602 | $ | 29,546,962 |
Lifestyle Conservative PS Series | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 449,375 | $ | 6,023,217 | 7,552 | $ | 101,800 | |||||||||||||
Distributions reinvested | — | — | 188 | 2,470 | |||||||||||||||
Repurchased | (38,015 | ) | (514,937 | ) | — | — | |||||||||||||
Net increase | 411,360 | $ | 5,508,280 | 7,740 | $ | 104,270 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 10,806,418 | $ | 144,818,386 | 336,779 | $ | 4,513,197 | |||||||||||||
Distributions reinvested | — | — | 128,965 | 1,713,976 | |||||||||||||||
Repurchased | (1,047,413 | ) | (14,121,629 | ) | (1,120,812 | ) | (14,977,817 | ) | |||||||||||
Net increase (decrease) | 9,759,005 | $ | 130,696,757 | (655,068 | ) | ($8,750,644 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 3,827 | $ | 52,238 | 7,419 | $ | 100,000 | |||||||||||||
Distributions reinvested | — | — | 188 | 2,476 | |||||||||||||||
Repurchased | (13 | ) | (171 | ) | — | — | |||||||||||||
Net increase | 3,814 | $ | 52,067 | 7,607 | $ | 102,476 | |||||||||||||
Total net increase (decrease) | 10,174,179 | $ | 136,257,104 | (639,721 | ) | ($8,543,898 | ) |
Lifestyle Growth PS Series | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 2,173,896 | $ | 31,842,406 | 266,926 | $ | 3,840,987 | |||||||||||||
Distributions reinvested | — | — | 3,915 | 56,612 | |||||||||||||||
Repurchased | (46,231 | ) | (680,673 | ) | (56 | ) | (815 | ) | |||||||||||
Net increase | 2,127,665 | $ | 31,161,733 | 270,785 | $ | 3,896,784 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 100,009,867 | $ | 1,460,678,505 | 6,422,490 | $ | 92,024,195 | |||||||||||||
Distributions reinvested | — | — | 683,469 | 9,840,579 | |||||||||||||||
Repurchased | (863,905 | ) | (13,045,501 | ) | (361,817 | ) | (5,007,210 | ) | |||||||||||
Net increase | 99,145,962 | $ | 1,447,633,004 | 6,744,142 | $ | 96,857,564 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 206,971 | $ | 3,095,684 | 6,988 | $ | 100,000 | |||||||||||||
Distributions reinvested | — | — | 106 | 1,531 | |||||||||||||||
Repurchased | (1,014 | ) | (15,427 | ) | — | — | |||||||||||||
Net increase | 205,957 | $ | 3,080,257 | 7,094 | $ | 101,531 | |||||||||||||
Total net increase (decrease) | 101,479,584 | $ | 1,481,874,994 | 7,022,021 | $ | 100,855,879 |
Lifestyle Moderate PS Series | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 561,246 | $ | 7,845,202 | 13,749 | $ | 191,726 | |||||||||||||
Distributions reinvested | — | — | 300 | 4,131 | |||||||||||||||
Repurchased | (55,016 | ) | (779,954 | ) | (4 | ) | (48 | ) | |||||||||||
Net increase | 506,230 | $ | 7,065,248 | 14,045 | $ | 195,809 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 16,898,434 | $ | 236,679,163 | 749,062 | $ | 10,315,894 | |||||||||||||
Distributions reinvested | — | — | 241,042 | 3,349,134 | |||||||||||||||
Repurchased | (832,351 | ) | (11,811,613 | ) | (786,406 | ) | (10,782,527 | ) | |||||||||||
Net increase | 16,066,083 | $ | 224,867,550 | 203,698 | $ | 2,882,501 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 41,146 | $ | 586,677 | 9,180 | $ | 127,745 | |||||||||||||
Distributions reinvested | — | — | 160 | 2,203 | |||||||||||||||
Repurchased | (2,125 | ) | (29,482 | ) | — | — | |||||||||||||
Net increase | 39,021 | $ | 557,195 | 9,340 | $ | 129,948 | |||||||||||||
Total net increase (decrease) | 16,611,334 | $ | 232,489,993 | 227,083 | $ | 3,208,258 |
Mid Cap Index Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 693,756 | $ | 15,314,265 | 3,908,805 | $ | 78,384,142 | |||||||||||||
Distributions reinvested | — | — | 1,823,255 | 38,478,358 | |||||||||||||||
Repurchased | (1,062,777 | ) | (23,509,156 | ) | (1,543,115 | ) | (32,211,402 | ) | |||||||||||
Net increase (decrease) | (369,021 | ) | ($8,194,891 | ) | 4,188,945 | $ | 84,651,098 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 33,220 | $ | 751,980 | 273,760 | $ | 5,405,283 | |||||||||||||
Distributions reinvested | — | — | 228,345 | 4,798,459 | |||||||||||||||
Repurchased | (475,768 | ) | (10,504,781 | ) | (995,426 | ) | (20,224,355 | ) | |||||||||||
Net decrease | (442,548 | ) | ($9,752,801 | ) | (493,321 | ) | ($10,020,613 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 292,334 | $ | 6,448,745 | 1,123,444 | $ | 22,805,663 | |||||||||||||
Distributions reinvested | — | — | 233,595 | 4,929,990 | |||||||||||||||
Repurchased | (173,543 | ) | (3,838,151 | ) | (737,086 | ) | (14,707,234 | ) | |||||||||||
Net increase | 118,791 | $ | 2,610,594 | 619,953 | $ | 13,028,419 | |||||||||||||
Total net increase (decrease) | (692,778 | ) | ($15,337,098 | ) | 4,315,577 | $ | 87,658,904 |
Mid Cap Stock Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 7,391 | $ | 159,678 | 122,973 | $ | 2,362,614 | |||||||||||||
Distributions reinvested | — | — | 179,722 | 3,517,158 | |||||||||||||||
Repurchased | (820,018 | ) | (17,512,366 | ) | (1,871,092 | ) | (34,330,004 | ) | |||||||||||
Net decrease | (812,627 | ) | ($17,352,688 | ) | (1,568,397 | ) | ($28,450,232 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 121,691 | $ | 2,563,675 | 713,027 | $ | 13,002,340 | |||||||||||||
Distributions reinvested | — | — | 108,738 | 2,072,540 | |||||||||||||||
Repurchased | (923,048 | ) | (19,048,827 | ) | (1,984,499 | ) | (35,423,184 | ) | |||||||||||
Net decrease | (801,357 | ) | ($16,485,152 | ) | (1,162,734 | ) | ($20,348,304 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 480,697 | $ | 10,540,646 | 3,083,717 | $ | 59,514,910 | |||||||||||||
Distributions reinvested | — | — | 537,536 | 10,578,707 | |||||||||||||||
Repurchased | (2,251,032 | ) | (48,745,339 | ) | (3,500,777 | ) | (65,078,192 | ) | |||||||||||
Net increase (decrease) | (1,770,335 | ) | ($38,204,693 | ) | 120,476 | $ | 5,015,425 | ||||||||||||
Total net increase (decrease) | (3,384,319 | ) | ($72,042,533 | ) | (2,610,655 | ) | ($43,783,111 | ) |
Mid Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 645,344 | $ | 9,387,011 | 1,156,661 | $ | 15,035,564 | |||||||||||||
Distributions reinvested | — | — | 1,888,289 | 25,455,767 | |||||||||||||||
Repurchased | (1,130,684 | ) | (16,241,197 | ) | (2,941,254 | ) | (39,219,168 | ) | |||||||||||
Net increase (decrease) | (485,340 | ) | ($6,854,186 | ) | 103,696 | $ | 1,272,163 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 36,834 | $ | 543,392 | 231,055 | $ | 2,861,077 | |||||||||||||
Distributions reinvested | — | — | 459,599 | 6,190,999 | |||||||||||||||
Repurchased | (763,031 | ) | (10,971,701 | ) | (1,473,495 | ) | (19,397,747 | ) | |||||||||||
Net decrease | (726,197 | ) | ($10,428,309 | ) | (782,841 | ) | ($10,345,671 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 234,287 | $ | 3,301,765 | 5,288,718 | $ | 70,695,173 | |||||||||||||
Distributions reinvested | — | — | 2,872,278 | 38,606,380 | |||||||||||||||
Repurchased | (4,786,435 | ) | (70,012,126 | ) | (3,843,299 | ) | (49,566,938 | ) | |||||||||||
Net increase (decrease) | (4,552,148 | ) | ($66,710,361 | ) | 4,317,697 | $ | 59,734,615 | ||||||||||||
Total net increase (decrease) | (5,763,685 | ) | ($83,992,856 | ) | 3,638,552 | $ | 50,661,107 |
Mutual Shares Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 5,018 | $ | 69,421 | 18,890 | $ | 245,796 | |||||||||||||
Distributions reinvested | — | — | 218,832 | 2,917,885 | |||||||||||||||
Repurchased | (1,317,211 | ) | (18,641,762 | ) | (2,951,063 | ) | (36,758,093 | ) | |||||||||||
Net decrease | (1,312,193 | ) | ($18,572,341 | ) | (2,713,341 | ) | ($33,594,412 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 61,920 | $ | 859,131 | 29,460 | $ | 387,304 | |||||||||||||
Distributions reinvested | — | — | 485,107 | 6,470,156 | |||||||||||||||
Repurchased | (2,730,510 | ) | (38,214,251 | ) | (5,260,529 | ) | (64,635,723 | ) | |||||||||||
Net decrease | (2,668,590 | ) | ($37,355,120 | ) | (4,745,962 | ) | ($57,778,263 | ) | |||||||||||
Total net increase (decrease) | (3,980,783 | ) | ($55,927,461 | ) | (7,459,303 | ) | ($91,372,675 | ) |
Natural Resources Trust | Six months ended6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 218,660 | $ | 2,447,734 | 174,044 | $ | 1,795,801 | |||||||||||||
Distributions reinvested | — | — | 5,912 | 60,693 | |||||||||||||||
Repurchased | (107,811 | ) | (1,186,186 | ) | (242,955 | ) | (2,471,928 | ) | |||||||||||
Net increase (decrease) | 110,849 | $ | 1,261,548 | (62,999 | ) | ($615,434 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 335,730 | $ | 3,684,496 | 362,873 | $ | 3,663,298 | |||||||||||||
Distributions reinvested | — | — | 30,011 | 305,334 | |||||||||||||||
Repurchased | (917,723 | ) | (9,744,387 | ) | (2,651,557 | ) | (26,735,413 | ) | |||||||||||
Net decrease | (581,993 | ) | ($6,059,891 | ) | (2,258,673 | ) | ($22,766,781 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 398,436 | $ | 4,231,467 | 1,070,239 | $ | 10,663,390 | |||||||||||||
Distributions reinvested | — | — | 41,653 | 420,517 | |||||||||||||||
Repurchased | (2,087,453 | ) | (21,316,760 | ) | (1,425,456 | ) | (14,119,950 | ) | |||||||||||
Net decrease | (1,689,017 | ) | ($17,085,293 | ) | (313,564 | ) | ($3,036,043 | ) | |||||||||||
Total net increase (decrease) | (2,160,161 | ) | ($21,883,636 | ) | (2,635,236 | ) | ($26,418,258 | ) |
Real Estate Securities Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 209,265 | $ | 3,203,548 | 182,801 | $ | 2,673,729 | |||||||||||||
Distributions reinvested | — | — | 118,070 | 1,670,203 | |||||||||||||||
Repurchased | (348,232 | ) | (5,339,023 | ) | (1,017,813 | ) | (14,983,368 | ) | |||||||||||
Net decrease | (138,967 | ) | ($2,135,475 | ) | (716,942 | ) | ($10,639,436 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 279,555 | $ | 4,333,875 | 269,461 | $ | 3,911,882 | |||||||||||||
Distributions reinvested | — | — | 73,673 | 1,045,366 | |||||||||||||||
Repurchased | (507,017 | ) | (7,817,815 | ) | (1,218,313 | ) | (17,998,361 | ) | |||||||||||
Net decrease | (227,462 | ) | ($3,483,940 | ) | (875,179 | ) | ($13,041,113 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 400,295 | $ | 6,083,764 | 1,368,382 | $ | 20,228,684 | |||||||||||||
Distributions reinvested | — | — | 332,845 | 4,680,127 | |||||||||||||||
Repurchased | (792,903 | ) | (11,955,603 | ) | (1,852,236 | ) | (27,133,324 | ) | |||||||||||
Net decrease | (392,608 | ) | ($5,871,839 | ) | (151,009 | ) | ($2,224,513 | ) | |||||||||||
Total net increase (decrease) | (759,037 | ) | ($11,491,254 | ) | (1,743,130 | ) | ($25,905,062 | ) |
Science & Technology Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 588,176 | $ | 14,837,212 | 1,017,483 | $ | 22,061,703 | |||||||||||||
Repurchased | (883,732 | ) | (22,052,432 | ) | (2,208,526 | ) | (43,852,342 | ) | |||||||||||
Net decrease | (295,556 | ) | ($7,215,220 | ) | (1,191,043 | ) | ($21,790,639 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 93,245 | $ | 2,321,833 | 244,729 | $ | 5,076,729 | |||||||||||||
Repurchased | (290,756 | ) | (7,122,054 | ) | (620,262 | ) | (12,241,773 | ) | |||||||||||
Net decrease | (197,511 | ) | ($4,800,221 | ) | (375,533 | ) | ($7,165,044 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 135,290 | $ | 3,443,438 | 231,893 | $ | 4,827,228 | |||||||||||||
Repurchased | (109,119 | ) | (2,694,782 | ) | (178,532 | ) | (3,564,666 | ) | |||||||||||
Net increase | 26,171 | $ | 748,656 | 53,361 | $ | 1,262,562 | |||||||||||||
Total net increase (decrease) | (466,896 | ) | ($11,266,785 | ) | (1,513,215 | ) | ($27,693,121 | ) |
Small Cap Growth Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 464,363 | $ | 6,055,292 | 2,070,816 | $ | 23,680,630 | |||||||||||||
Distributions reinvested | — | — | 415,704 | 4,946,873 | |||||||||||||||
Repurchased | (1,092,004 | ) | (13,903,612 | ) | (1,464,893 | ) | (16,685,182 | ) | |||||||||||
Net increase (decrease) | (627,641 | ) | ($7,848,320 | ) | 1,021,627 | $ | 11,942,321 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 234,656 | $ | 2,997,839 | 1,226,984 | $ | 13,625,800 | |||||||||||||
Distributions reinvested | — | — | 152,719 | 1,776,127 | |||||||||||||||
Repurchased | (737,935 | ) | (9,183,094 | ) | (1,122,198 | ) | (12,403,838 | ) | |||||||||||
Net increase (decrease) | (503,279 | ) | ($6,185,255 | ) | 257,505 | $ | 2,998,089 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 441,317 | $ | 5,688,638 | 4,038,965 | $ | 49,751,934 | |||||||||||||
Distributions reinvested | — | — | 1,178,860 | 14,110,960 | |||||||||||||||
Repurchased | (2,907,959 | ) | (37,889,942 | ) | (4,494,036 | ) | (50,203,019 | ) | |||||||||||
Net increase (decrease) | (2,466,642 | ) | ($32,201,304 | ) | 723,789 | $ | 13,659,875 | ||||||||||||
Total net increase (decrease) | (3,597,562 | ) | ($46,234,879 | ) | 2,002,921 | $ | 28,600,285 |
Small Cap Index Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 586,937 | $ | 9,291,338 | 2,996,806 | $ | 43,393,839 | |||||||||||||
Distributions reinvested | — | — | 1,578,353 | 23,873,278 | |||||||||||||||
Repurchased | (1,393,707 | ) | (21,704,967 | ) | (1,351,522 | ) | (19,798,301 | ) | |||||||||||
Net increase (decrease) | (806,770 | ) | ($12,413,629 | ) | 3,223,637 | $ | 47,468,816 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 18,729 | $ | 298,056 | 120,850 | $ | 1,806,703 | |||||||||||||
Distributions reinvested | — | — | 326,581 | 4,915,304 | |||||||||||||||
Repurchased | (565,558 | ) | (8,822,605 | ) | (1,246,416 | ) | (18,152,272 | ) | |||||||||||
Net decrease | (546,829 | ) | ($8,524,549 | ) | (798,985 | ) | ($11,430,265 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 399,547 | $ | 6,324,339 | 920,139 | $ | 12,972,953 | |||||||||||||
Distributions reinvested | — | — | 369,333 | 5,594,354 | |||||||||||||||
Repurchased | (924,695 | ) | (14,225,394 | ) | (525,726 | ) | (7,553,887 | ) | |||||||||||
Net increase (decrease) | (525,148 | ) | ($7,901,055 | ) | 763,746 | $ | 11,013,420 | ||||||||||||
Total net increase (decrease) | (1,878,747 | ) | ($28,839,233 | ) | 3,188,398 | $ | 47,051,971 |
Small Cap Opportunities Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 4,374 | $ | 136,967 | 159,756 | $ | 4,146,415 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 3,001,981 | 89,954,341 | |||||||||||||||
Distributions reinvested | — | — | 7,743 | 224,469 | |||||||||||||||
Repurchased | (430,618 | ) | (13,088,605 | ) | (345,702 | ) | (9,240,913 | ) | |||||||||||
Net increase (decrease) | (426,244 | ) | ($12,951,638 | ) | 2,823,778 | $ | 85,084,312 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 34,145 | $ | 1,043,483 | 152,047 | $ | 3,960,588 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 705,364 | 20,908,958 | |||||||||||||||
Distributions reinvested | — | — | 5,481 | 157,212 | |||||||||||||||
Repurchased | (290,346 | ) | (8,714,203 | ) | (429,679 | ) | (11,212,373 | ) | |||||||||||
Net increase (decrease) | (256,201 | ) | ($7,670,720 | ) | 433,213 | $ | 13,814,385 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 369,635 | $ | 11,094,047 | 211,528 | $ | 5,706,529 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 205,101 | 6,117,770 | |||||||||||||||
Distributions reinvested | — | — | 24,183 | 697,929 | |||||||||||||||
Repurchased | (369,305 | ) | (11,259,083 | ) | (488,021 | ) | (12,848,440 | ) | |||||||||||
Net increase (decrease) | 330 | ($165,036 | ) | (47,209 | ) | ($326,212 | ) | ||||||||||||
Total net increase (decrease) | (682,115 | ) | ($20,787,394 | ) | 3,209,782 | $ | 98,572,485 |
Small Cap Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 172,526 | $ | 4,503,064 | 1,608,188 | $ | 37,750,813 | |||||||||||||
Distributions reinvested | — | — | 794,033 | 20,150,837 | |||||||||||||||
Repurchased | (976,570 | ) | (25,389,912 | ) | (1,043,861 | ) | (25,439,811 | ) | |||||||||||
Net increase (decrease) | (804,044 | ) | ($20,886,848 | ) | 1,358,360 | $ | 32,461,839 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 62,010 | $ | 1,631,075 | 297,127 | $ | 7,069,378 | |||||||||||||
Distributions reinvested | — | — | 103,749 | 2,621,744 | |||||||||||||||
Repurchased | (350,999 | ) | (9,044,592 | ) | (435,354 | ) | (10,404,344 | ) | |||||||||||
Net decrease | (288,989 | ) | ($7,413,517 | ) | (34,478 | ) | ($713,222 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 129,095 | $ | 3,248,280 | 384,450 | $ | 9,068,999 | |||||||||||||
Distributions reinvested | — | — | 809,198 | 20,497,088 | |||||||||||||||
Repurchased | (988,843 | ) | (25,692,762 | ) | (2,141,005 | ) | (50,955,975 | ) | |||||||||||
Net decrease | (859,748 | ) | ($22,444,482 | ) | (947,357 | ) | ($21,389,888 | ) | |||||||||||
Total net increase (decrease) | (1,952,781 | ) | ($50,744,847 | ) | 376,525 | $ | 10,358,729 |
Small Company Growth Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 7,177 | $ | 178,922 | 1,047,626 | $ | 25,959,438 | |||||||||||||
Distributions reinvested | — | — | 10,907 | 260,693 | |||||||||||||||
Repurchased | (640,663 | ) | (16,703,659 | ) | (672,729 | ) | (14,563,203 | ) | |||||||||||
Net increase (decrease) | (633,486 | ) | ($16,524,737 | ) | 385,804 | $ | 11,656,928 | ||||||||||||
Total net increase (decrease) | (633,486 | ) | ($16,524,737 | ) | 385,804 | $ | 11,656,928 |
Small Company Value Trust | Six months ended 6/30/14 | Year ended 6/30/14 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 11,936 | $ | 303,860 | 66,293 | $ | 1,470,386 | |||||||||||||
Distributions reinvested | — | — | 56,704 | 1,370,552 | |||||||||||||||
Repurchased | (328,080 | ) | (8,212,549 | ) | (697,174 | ) | (15,736,062 | ) | |||||||||||
Net decrease | (316,144 | ) | ($7,908,689 | ) | (574,177 | ) | ($12,895,124 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 11,219 | $ | 284,910 | 35,139 | $ | 765,848 | |||||||||||||
Distributions reinvested | — | — | 48,815 | 1,167,158 | |||||||||||||||
Repurchased | (372,536 | ) | (9,186,682 | ) | (838,204 | ) | (18,702,614 | ) | |||||||||||
Net decrease | (361,317 | ) | ($8,901,772 | ) | (754,250 | ) | ($16,769,608 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 54,537 | $ | 1,352,519 | 175,550 | $ | 3,954,574 | |||||||||||||
Distributions reinvested | — | — | 166,353 | 4,014,107 | |||||||||||||||
Repurchased | (931,891 | ) | (23,561,770 | ) | (1,183,312 | ) | (26,458,263 | ) | |||||||||||
Net decrease | (877,354 | ) | ($22,209,251 | ) | (841,409 | ) | ($18,489,582 | ) | |||||||||||
Total net increase (decrease) | (1,554,815 | ) | ($39,019,712 | ) | (2,169,836 | ) | ($48,154,314 | ) |
Strategic Equity Allocation Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 60,071,120 | $ | 1,037,017,314 | 154,572,877 | $ | 2,532,290,576 | |||||||||||||
Distributions reinvested | — | — | 10,969,845 | 179,946,631 | |||||||||||||||
Repurchased | (77,456,721 | ) | (1,320,048,536 | ) | (106,272,165 | ) | (1,612,329,082 | ) | |||||||||||
Net increase (decrease) | (17,385,601 | ) | ($283,031,222 | ) | 59,270,557 | $ | 1,099,908,125 | ||||||||||||
Total net increase (decrease) | (17,385,601 | ) | ($283,031,222 | ) | 59,270,557 | $ | 1,099,908,125 |
Total Stock Market Index Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,306,917 | $ | 22,489,476 | 3,905,243 | $ | 59,711,735 | |||||||||||||
Distributions reinvested | — | — | 656,878 | 10,806,390 | |||||||||||||||
Repurchased | (1,299,612 | ) | (22,321,328 | ) | (2,194,020 | ) | (34,493,875 | ) | |||||||||||
Net increase | 7,305 | $ | 168,148 | 2,368,101 | $ | 36,024,250 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 78,973 | $ | 1,369,861 | 117,297 | $ | 1,775,001 | |||||||||||||
Distributions reinvested | — | — | 65,475 | 1,072,872 | |||||||||||||||
Repurchased | (404,019 | ) | (6,970,828 | ) | (677,269 | ) | (10,301,656 | ) | |||||||||||
Net decrease | (325,046 | ) | ($5,600,967 | ) | (494,497 | ) | ($7,453,783 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 235,324 | $ | 4,064,441 | 673,752 | $ | 9,973,954 | |||||||||||||
Distributions reinvested | — | — | 137,615 | 2,263,669 | |||||||||||||||
Repurchased | (245,965 | ) | (4,245,033 | ) | (686,413 | ) | (10,383,985 | ) | |||||||||||
Net increase (decrease) | (10,641 | ) | ($180,592 | ) | 124,954 | $ | 1,853,638 | ||||||||||||
Total net increase (decrease) | (328,382 | ) | ($5,613,411 | ) | 1,998,558 | $ | 30,424,105 |
U.S. Equity Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 40,818 | $ | 740,751 | 71,099 | $ | 1,140,495 | |||||||||||||
Distributions reinvested | — | — | 128,250 | 2,225,647 | |||||||||||||||
Repurchased | (587,631 | ) | (10,566,906 | ) | (1,301,128 | ) | (21,030,702 | ) | |||||||||||
Net decrease | (546,813 | ) | ($9,826,155 | ) | (1,101,779 | ) | ($17,664,560 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 5,158 | $ | 92,835 | 90,889 | $ | 1,498,401 | |||||||||||||
Distributions reinvested | — | — | 6,988 | 121,206 | |||||||||||||||
Repurchased | (62,029 | ) | (1,118,776 | ) | (199,711 | ) | (3,237,481 | ) | |||||||||||
Net decrease | (56,871 | ) | ($1,025,941 | ) | (101,834 | ) | ($1,617,874 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 90,334 | $ | 1,565,813 | 173,228 | $ | 2,685,734 | |||||||||||||
Distributions reinvested | — | — | 749,358 | 13,006,344 | |||||||||||||||
Repurchased | (6,250,613 | ) | (114,754,848 | ) | (11,597,751 | ) | (187,470,702 | ) | |||||||||||
Net decrease | (6,160,279 | ) | ($113,189,035 | ) | (10,675,165 | ) | ($171,778,624 | ) | |||||||||||
Total net increase (decrease) | (6,763,963 | ) | ($124,041,131 | ) | (11,878,778 | ) | ($191,061,058 | ) |
Utilities Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,687,449 | $ | 28,418,150 | 19,469,126 | $ | 283,622,012 | |||||||||||||
Distributions reinvested | — | — | 537,734 | 8,227,169 | |||||||||||||||
Repurchased | (1,080,458 | ) | (17,097,930 | ) | (3,880,373 | ) | (57,310,919 | ) | |||||||||||
Net increase | 606,991 | $ | 11,320,220 | 16,126,487 | $ | 234,538,262 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 140,185 | $ | 2,291,610 | 167,096 | $ | 2,339,659 | |||||||||||||
Distributions reinvested | — | — | 29,356 | 445,803 | |||||||||||||||
Repurchased | (232,179 | ) | (3,782,701 | ) | (539,608 | ) | (7,791,917 | ) | |||||||||||
Net decrease | (91,994 | ) | ($1,491,091 | ) | (343,156 | ) | ($5,006,455 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 265,885 | $ | 4,283,308 | 633,092 | $ | 9,523,550 | |||||||||||||
Distributions reinvested | — | — | 40,412 | 617,566 | |||||||||||||||
Repurchased | (116,492 | ) | (1,906,022 | ) | (674,483 | ) | (9,797,197 | ) | |||||||||||
Net increase (decrease) | 149,393 | $ | 2,377,286 | (979 | ) | $ | 343,919 | ||||||||||||
Total net increase (decrease) | 664,390 | $ | 12,206,415 | 15,782,352 | $ | 229,875,726 |
Value Trust | Six months ended 6/30/14 | Year ended 12/31/13 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 3,376,150 | $ | 86,722,451 | 1,125,537 | $ | 25,379,994 | |||||||||||||
Distributions reinvested | — | — | 154,000 | 3,894,141 | |||||||||||||||
Repurchased | (1,080,198 | ) | (28,623,510 | ) | (2,276,785 | ) | (52,902,719 | ) | |||||||||||
Net increase (decrease) | 2,295,952 | $ | 58,098,941 | (997,248 | ) | ($23,628,584 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 37,601 | $ | 988,299 | 196,058 | $ | 4,510,728 | |||||||||||||
Distributions reinvested | — | — | 8,302 | 208,964 | |||||||||||||||
Repurchased | (175,333 | ) | (4,606,489 | ) | (370,394 | ) | (8,467,895 | ) | |||||||||||
Net decrease | (137,732 | ) | ($3,618,190 | ) | (166,034 | ) | ($3,748,203 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 137,237 | $ | 3,609,633 | 170,824 | $ | 3,971,456 | |||||||||||||
Distributions reinvested | — | — | 9,813 | 247,827 | |||||||||||||||
Repurchased | (314,918 | ) | (8,138,275 | ) | (171,901 | ) | (3,960,739 | ) | |||||||||||
Net increase (decrease) | (177,681 | ) | ($4,528,642 | ) | 8,736 | $ | 258,544 | ||||||||||||
Total net increase (decrease) | 1,980,539 | $ | 49,952,109 | (1,154,546 | ) | ($27,118,243 | ) |
PORTFOLIO | | SERIES | | % BY SERIES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive PS Series | I | 4 | % | |||||||
Lifestyle Aggressive PS Series | II | 1 | % | |||||||
Lifestyle Moderate PS Series | I | 1 | % | |||||||
Lifestyle Conservative PS Series | I | 2 | % |
PORTFOLIO | | PURCHASES | | SALES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | $ | 47,359,816 | $ | 34,427,417 | ||||||
All Cap Core Trust | 444,131,500 | 473,667,778 | ||||||||
Alpha Opportunities Trust | 470,229,956 | 574,898,190 | ||||||||
American Asset Allocation Trust | 92,140,406 | 100,585,826 | ||||||||
American Global Growth Trust | 29,695,937 | 18,672,641 | ||||||||
American Growth Trust | 63,540,031 | 107,318,459 | ||||||||
American Growth-Income Trust | 67,410,514 | 135,488,212 | ||||||||
American International Trust | 5,993,876 | 60,692,974 |
PORTFOLIO | | PURCHASES | | SALES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
American New World Trust | $ | 15,741,410 | $ | 8,583,673 | ||||||
Blue Chip Growth Trust | 268,435,176 | 482,953,881 | ||||||||
Capital Appreciation Trust | 495,174,749 | 575,058,142 | ||||||||
Capital Appreciation Value Trust | 91,849,877 | 128,348,930 | ||||||||
Core Strategy Trust | 12,022,150 | 206,035,931 | ||||||||
Emerging Markets Value Trust | 87,017,490 | 211,095,840 | ||||||||
Equity-Income Trust | 67,364,084 | 196,660,598 | ||||||||
Financial Services Trust | 174,617,814 | 193,284,049 | ||||||||
Franklin Templeton Founding Allocation Trust | 3,980,662 | 80,298,898 | ||||||||
Fundamental All Cap Core Trust | 443,533,803 | 516,050,740 | ||||||||
Fundamental Large Cap Value Trust | 242,414,197 | 143,452,775 | ||||||||
Fundamental Value Trust | 687,911,609 | 1,690,722,422 | ||||||||
Global Trust | 64,085,139 | 80,312,220 | ||||||||
Health Sciences Trust | 78,506,734 | 93,853,167 | ||||||||
International Core Trust | 180,041,924 | 268,352,611 | ||||||||
International Equity Index Trust B | 11,296,642 | 13,770,111 | ||||||||
International Growth Stock Trust | 71,756,697 | 124,108,982 | ||||||||
International Small Company Trust | 11,885,825 | 17,266,753 | ||||||||
International Value Trust | 174,495,616 | 276,908,483 | ||||||||
Lifestyle Aggressive PS Series | 25,254,993 | 3,789,654 | ||||||||
Lifestyle Balanced PS Series | 869,464,062 | 116,462,127 | ||||||||
Lifestyle Conservative PS Series | 184,239,932 | 48,220,367 | ||||||||
Lifestyle Growth PS Series | 1,613,667,447 | 133,785,500 | ||||||||
Lifestyle Moderate PS Series | 290,223,107 | 58,147,791 | ||||||||
Mid Cap Index Trust | 57,215,781 | 59,427,516 | ||||||||
Mid Cap Stock Trust | 505,060,610 | 596,910,522 | ||||||||
Mid Value Trust | 123,274,320 | 216,326,569 | ||||||||
Mutual Shares Trust | 65,139,449 | 120,748,587 | ||||||||
Natural Resources Trust | 100,955,017 | 118,678,818 | ||||||||
Real Estate Securities Trust | 240,218,378 | 246,022,795 | ||||||||
Science and Technology Trust | 220,157,037 | 223,633,710 | ||||||||
Small Cap Growth Trust | 382,292,816 | 463,066,826 | ||||||||
Small Cap Index Trust | 58,131,024 | 75,754,861 | ||||||||
Small Cap Opportunities Trust | 48,039,565 | 70,761,375 | ||||||||
Small Cap Value Trust | 89,874,395 | 135,042,366 | ||||||||
Small Company Growth Trust | 25,868,747 | 41,413,400 | ||||||||
Small Company Value Trust | 24,281,581 | 61,997,214 | ||||||||
Strategic Equity Allocation Trust | 1,040,570,872 | 1,164,780,998 | ||||||||
Total Stock Market Index Trust | 14,551,862 | 8,275,383 | ||||||||
U.S. Equity Trust | 250,872,962 | 370,484,583 | ||||||||
Utilities Trust | 132,779,802 | 117,253,905 | ||||||||
Value Trust | 221,743,507 | 163,674,350 |
PORTFOLIO | | PURCHASES | | SALES AND MATURITIES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | $ | 1,732,982 | $ | 4,640,389 |
PORTFOLIO | | AFFILIATED CONCENTRATION | ||||
---|---|---|---|---|---|---|
All Cap Core Trust | 73.4 | % | ||||
Alpha Opportunities Trust | 99.9 | % | ||||
Blue Chip Growth Trust | 47.7 | % | ||||
Capital Appreciation Trust | 60.3 | % | ||||
Emerging Markets Value Fund | 97.4 | % | ||||
Equity Income Trust | 51.8 | % | ||||
Fundamental Large Cap Value Trust | 57.7 | % | ||||
Global Trust | 68.9 | % | ||||
International Growth Stock Trust | 91.5 | % | ||||
International Core Trust | 90.9 | % | ||||
International Small Company Trust | 9.6 | % | ||||
International Value Trust | 69.5 | % | ||||
Mid Cap Stock Trust | 44.3 | % | ||||
Mid Value Trust | 42.5 | % | ||||
Mutual Shares Trust | 70.2 | % | ||||
Natural Resources Trust | 10.4 | % | ||||
Small Cap Growth Trust | 37.7 | % | ||||
Small Cap Opportunities Trust | 31.9 | % | ||||
Small Cap Value Trust | 24.7 | % | ||||
Small Company Growth Trust | 100.0 | % | ||||
Small Company Value Trust | 58.2 | % | ||||
Strategic Equity Allocation Trust | 100.0 | % | ||||
U.S. Equity Trust | 88.8 | % | ||||
Value Trust | 18.4 | % |
PORTFOLIO | | AFFILIATE SERIES NAV | | PERCENTAGE OF UNDERLYING PORTFOLIO’S NET ASSETS | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Core Strategy Trust | Strategic Equity Allocation Trust | 25.0 | % | |||||||
Bond Trust | 11.7 | % | ||||||||
Franklin Templeton Founding Allocation Trust | Income Trust | 100.0 | % | |||||||
Global Trust | 68.9 | % | ||||||||
Mutual Shares Trust | 68.5 | % | ||||||||
Lifestyle Balanced PS Series | Bond PS Series | 32.4 | % | |||||||
Lifestyle Conservative PS Series | Bond PS Series | 11.2 | % | |||||||
Lifestyle Growth PS Series | Bond PS Series | 40.7 | % | |||||||
Stratetic Equity Allocation Trust | 11.4 | % | ||||||||
Lifestyle Moderate PS Series | Bond PS Series | 15.5 | % |
DIVIDENDS AND DISTRIBUTIONS | |||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | | BEGINNING SHARE AMOUNT | | SHARES PURCHASED | | SHARES SOLD | | ENDING SHARE AMOUNT | | INCOME DISTRIBUTIONS RECEIVED | | CAPITAL GAINS DISTRIBUTIONS RECEIVED | | REALIZED GAIN (LOSS) | | ENDING VALUE | |||||||||||||||||||
Core Strategy Trust | |||||||||||||||||||||||||||||||||||
Bond Trust | 90,081,713 | 889,701 | (3,137,272 | ) | 87,834,142 | — | — | ($613,168 | ) | $ | 1,214,746,348 | ||||||||||||||||||||||||
Strategic Equity Allocation | 171,035,294 | 1,180 | (9,522,587 | ) | 161,513,887 | — | — | 38,140,621 | 2,884,638,024 | ||||||||||||||||||||||||||
— | — | $ | 37,527,453 | $ | 4,099,384,372 | ||||||||||||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||||||||||||||||||
Global | 22,606,167 | 36,361 | (862,166 | ) | 21,780,362 | — | — | $ | 1,546,303 | $ | 468,931,191 | ||||||||||||||||||||||||
Income | 38,800,526 | 192,497 | (2,909,136 | ) | 36,083,887 | — | — | 319,713 | 472,338,081 | ||||||||||||||||||||||||||
Mutual Shares | 33,652,978 | 61,920 | (1,853,774 | ) | 31,861,124 | — | — | 3,655,646 | 471,863,240 | ||||||||||||||||||||||||||
— | — | $ | 5,521,662 | $ | 1,413,132,512 | ||||||||||||||||||||||||||||||
Lifestyle Aggressive PS Series | |||||||||||||||||||||||||||||||||||
Strategic Equity Allocation | 16,095 | 1,344,623 | (220,495 | ) | 1,140,223 | — | — | $ | 131,181 | $ | 20,364,380 | ||||||||||||||||||||||||
— | — | $ | 131,181 | $ | 20,364,380 | ||||||||||||||||||||||||||||||
Lifestyle Balanced PS Series | |||||||||||||||||||||||||||||||||||
Bond PS | 8,455,257 | 3,658,979 | (7,603,666 | ) | 4,510,570 | — | — | ($940,528 | ) | $ | 58,998,260 | ||||||||||||||||||||||||
Bond Trust | — | 32,655,536 | (743,612 | ) | 31,911,924 | — | — | 123,221 | 441,341,906 | ||||||||||||||||||||||||||
Strategic Equity Allocation | 6,332,661 | 22,568,111 | (507,086 | ) | 28,393,686 | — | — | 2,122,521 | 507,111,234 | ||||||||||||||||||||||||||
— | — | $ | 1,305,214 | $ | 1,007,451,400 | ||||||||||||||||||||||||||||||
Lifestyle Conservative PS Series | |||||||||||||||||||||||||||||||||||
Bond PS | 3,174,852 | 1,147,057 | (2,764,150 | ) | 1,557,759 | — | — | ($321,677 | ) | $ | 20,375,482 | ||||||||||||||||||||||||
Bond Trust | — | 10,224,763 | (574,426 | ) | 9,650,337 | — | — | 98,393 | 133,464,160 | ||||||||||||||||||||||||||
Strategic Equity Allocation | 609,699 | 1,832,504 | (288,793 | ) | 2,153,410 | — | — | 819,193 | 38,459,910 | ||||||||||||||||||||||||||
— | — | $ | 595,909 | $ | 192,299,552 | ||||||||||||||||||||||||||||||
Lifestyle Growth PS Series | |||||||||||||||||||||||||||||||||||
Bond PS | 7,141,403 | 8,073,390 | (9,549,773 | ) | 5,665,020 | — | — | $ | 88,158 | $ | 74,098,467 | ||||||||||||||||||||||||
Bond Trust | — | 35,416,323 | (239,445 | ) | 35,176,878 | — | — | 56,023 | 486,496,227 | ||||||||||||||||||||||||||
Strategic Equity Allocation | 12,507,718 | 61,193,577 | (461,973 | ) | 73,239,322 | — | — | 1,992,414 | 1,308,054,286 | ||||||||||||||||||||||||||
— | — | $ | 2,136,595 | $ | 1,868,648,980 | ||||||||||||||||||||||||||||||
Lifestyle Moderate PS Series | |||||||||||||||||||||||||||||||||||
Bond PS | 4,392,934 | 1,442,872 | (3,676,650 | ) | 2,159,156 | — | — | ($476,234 | ) | $ | 28,241,758 | ||||||||||||||||||||||||
Bond Trust | — | 13,003,094 | (402,013 | ) | 12,601,081 | — | — | 66,944 | 174,272,951 | ||||||||||||||||||||||||||
Strategic Equity Allocation | 2,201,023 | 5,677,713 | (319,396 | ) | 7,559,340 | — | — | 1,289,798 | 135,009,806 | ||||||||||||||||||||||||||
— | — | $ | 880,508 | $ | 337,524,515 |
Portfolio | | Issuer, Description | | Original acquisition date | | Acquisition cost | | Beginning share amount | | Ending share amount | | Value as a percentage of portfolio’s net assets | | Value as of 6-30-14 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | Apigee Corp., Series H | 4/17/2014 | $ | 432,120 | — | 148,495 | 0.1 | % | $ | 432,120 | ||||||||||||||||||||
Bought: 148,495 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Cloudera, Inc., Series F | 2/5/2014 | $ | 229,626 | — | 15,771 | 0.1 | % | $ | 438,875 | ||||||||||||||||||||
Bought: 15,771 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Datalogix Holdings, Inc. | 5/22/2014 | $ | 530,584 | — | 51,513 | 0.1 | % | $ | 530,584 | ||||||||||||||||||||
Bought: 51,513 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series B1 | 3/3/2014 | $ | 3,401 | — | 259 | 0.0 | %* | $ | 3,401 | ||||||||||||||||||||
Bought: 259 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series D | 3/3/2014 | $ | 8,155 | — | 621 | 0.0 | %* | $ | 8,155 | ||||||||||||||||||||
Bought: 621 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series E | 2/28/2014 | $ | 11,360 | — | 865 | 0.0 | %* | $ | 11,360 | ||||||||||||||||||||
Bought: 865 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series E | 3/3/2014 | $ | 211,051 | — | 16,071 | 0.0 | %* | $ | 211,051 | ||||||||||||||||||||
Bought: 16,071 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Dropbox, Inc., Series C | 1/28/2014 | $ | 208,108 | — | 10,895 | 0.0 | %* | $ | 184,017 | ||||||||||||||||||||
Bought: 10,895 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Essence Group Holdings Corp. | 5/1/2014 | $ | 321,999 | — | 203,629 | 0.0 | %* | $ | 321,999 | ||||||||||||||||||||
Bought: 203,629 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | LendingClub Corp., Series D | 4/15/2014 | $ | 194,434 | — | 9,558 | 0.0 | %* | $ | 194,434 | ||||||||||||||||||||
Bought: 9,558 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | New Relic, Inc., Series F | 4/16/2014 | $ | 327,157 | — | 11,307 | 0.0 | %* | $ | 327,157 | ||||||||||||||||||||
Bought: 11,307 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Pure Storage, Inc., Series F | 4/16/2014 | $ | 985,385 | — | 62,660 | 0.1 | % | $ | 985,385 | ||||||||||||||||||||
Bought: 62,660 shares | ||||||||||||||||||||||||||||||
Financial Services Trust | SKBHC Holdings LLC | 11/8/2010 | $ | 1,345,794 | 516 | 516 | 1.6 | % | $ | 2,936,804 | ||||||||||||||||||||
Health Sciences Trust | Avalanche Biotechnologies | 4/16/2014 | $ | 116,956 | — | 15,532 | 0.0 | %* | $ | 116,956 | ||||||||||||||||||||
Bought: 15,532 shares |
Portfolio | | Issuer, Description | | Original acquisition date | | Acquisition cost | | Beginning share amount | | Ending share amount | | Value as a percentage of portfolio’s net assets | | Value as of 6-30-14 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust | Calithera Biosciences, Inc. | 10/7/2013 | $ | 61,852 | 353,034 | 353,034 | 0.0 | %* | $ | 61,852 | ||||||||||||||||||||
Health Sciences Trust | Diplomat Pharmacy, Inc., Series A | 1/23/2014 | $ | 426,960 | — | 3 | 0.2 | % | $ | 426,960 | ||||||||||||||||||||
Bought: 3 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | Doximity, Inc. | 4/10/2014 | $ | 152,390 | — | 31,611 | 0.1 | % | $ | 152,390 | ||||||||||||||||||||
Bought: 31,611 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | Spark Therapeutics, Inc. | 5/23/2014 | $ | 72,110 | — | 44,789 | 0.0 | %* | $ | 72,110 | ||||||||||||||||||||
Bought: 44,789 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | Ultragenyx Pharmaceutical, Inc. | 1/31/2014 | $ | 122,502 | — | 14,112 | 0.2 | % | $ | 624,353 | ||||||||||||||||||||
Bought: 14,112 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Apigee Corp., Series H | 4/17/2014 | $ | 3,124,022 | — | 1,073,547 | 0.3 | % | $ | 3,124,022 | ||||||||||||||||||||
Bought: 1,073,547 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Datalogix Holdings, Inc. | 5/22/2014 | $ | 3,681,964 | — | 357,446 | 0.4 | % | $ | 3,681,964 | ||||||||||||||||||||
Bought: 357,446 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc. | 2/28/2014 | $ | 81,224 | — | 6,185 | 0.0 | %* | $ | 81,224 | ||||||||||||||||||||
Bought: 6,185 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series B1 | 3/3/2014 | $ | 24,334 | — | 1,853 | 0.0 | %* | $ | 24,334 | ||||||||||||||||||||
Bought: 1,853 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series D | 3/3/2014 | $ | 58,374 | — | 4,445 | 0.0 | %* | $ | 58,374 | ||||||||||||||||||||
Bought: 4,445 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series E | 2/28/2014 | $ | 1,509,583 | — | 114,951 | 0.2 | % | $ | 1,509,583 | ||||||||||||||||||||
Bought: 114,951 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Essence Group Holdings Corp. | 5/1/2014 | $ | 2,308,001 | — | 1,459,559 | 0.3 | % | $ | 2,308,001 | ||||||||||||||||||||
Bought: 1,459,559 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | New Relic, Inc., Series F | 4/16/2014 | $ | 1,468,227 | — | 50,744 | 0.2 | % | $ | 1,468,227 | ||||||||||||||||||||
Bought: 50,744 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | One Kings Lane, Inc. | 1/28/2014 | $ | 4,666,633 | — | 302,694 | 0.5 | % | $ | 4,666,633 | ||||||||||||||||||||
Bought: 302,694 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Pure Storage, Inc., Series F | 4/16/2014 | $ | 3,324,267 | — | 211,388 | 0.4 | % | $ | 3,324,267 | ||||||||||||||||||||
Bought: 211,388 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc. | 4/9/2014 | $ | 44,336 | — | 2,771 | 0.0 | %* | $ | 44,336 | ||||||||||||||||||||
Bought: 2,771 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Class A | 4/9/2014 | $ | 30,544 | — | 1,909 | 0.0 | %* | $ | 30,544 | ||||||||||||||||||||
Bought: 1,909 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Class A Ordinary | 4/9/2014 | $ | 159,488 | — | 9,968 | 0.0 | %* | $ | 159,488 | ||||||||||||||||||||
Bought: 9,968 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Series 1 | 4/9/2014 | $ | 77,824 | — | 4,864 | 0.0 | %* | $ | 77,824 | ||||||||||||||||||||
Bought: 4,864 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Series 2 | 4/9/2014 | $ | 208,352 | — | 13,022 | 0.0 | %* | $ | 208,352 | ||||||||||||||||||||
Bought: 13,022 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Series A | 4/9/2014 | $ | 154,080 | — | 9,630 | 0.0 | %* | $ | 154,080 | ||||||||||||||||||||
Bought: 9,630 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Cloudera, Inc., Series F | 2/5/2014 | $ | 309,065 | — | 21,227 | 0.1 | % | $ | 590,705 | ||||||||||||||||||||
Bought: 21,227 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Dropbox, Inc. | 5/2/2012 | $ | 67,334 | 7,441 | 7,441 | 0.0 | %* | $ | 125,678 | ||||||||||||||||||||
Science & Technology Trust | Dropbox, Inc., Series A | 5/2/2012 | $ | 83,623 | 9,241 | 9,241 | 0.0 | %* | $ | 156,080 | ||||||||||||||||||||
Science & Technology Trust | Dropbox, Inc., Series A1 | 5/2/2012 | $ | 410,766 | 89,006 | 89,006 | 0.3 | % | $ | 1,503,311 | ||||||||||||||||||||
Small Cap Growth Trust | Apigee Corp., Series H | 4/17/2014 | $ | 1,828,950 | — | 628,505 | 0.3 | % | $ | 1,828,950 | ||||||||||||||||||||
Bought: 628,505 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | Cloudera, Inc., Series F | 2/5/2014 | $ | 1,153,560 | — | 79,228 | 0.4 | % | $ | 2,204,757 | ||||||||||||||||||||
Bought: 79,228 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series B1 | 3/3/2014 | $ | 11,557 | — | 880 | 0.0 | %* | $ | 11,557 | ||||||||||||||||||||
Bought: 880 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series D | 3/3/2014 | $ | 27,709 | — | 2,110 | 0.0 | %* | $ | 27,709 | ||||||||||||||||||||
Bought: 2,110 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series E | 2/28/2014 | $ | 755,231 | — | 57,509 | 0.1 | % | $ | 755,231 | ||||||||||||||||||||
Bought: 57,509 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | Mobileye | 8/13/2013 | $ | 2,326,225 | 66,654 | 66,654 | 0.5 | % | $ | 2,840,127 | ||||||||||||||||||||
Small Cap Growth Trust | Pure Storage, Inc., Series F | 4/16/2014 | $ | 1,398,378 | — | 88,922 | 0.3 | % | $ | 1,398,378 | ||||||||||||||||||||
Bought: 88,922 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | Telogis, Inc. (Common Stock) | 9/27/2013 | $ | 938,340 | 473,646 | 473,646 | 0.1 | % | $ | 554,166 | ||||||||||||||||||||
Small Cap Growth Trust | Telogis, Inc. (Preferred Stock) | 9/27/2013 | $ | 1,419,833 | 645,027 | 645,027 | 0.3 | % | $ | 1,786,725 |
* | Less than 0.05% |
Portfolio | | Affiliate | | Beginning Share Amount | | Shares Purchased | | Shares Sold | | Ending Share Amount | | Realized Gain (Loss) | | Dividend Income | | Value as of 6-30-14 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Emerging Markets Value Trust | Bioton SA, Common Stock | 4,546,178 | — | — | 45,462 | * | — | — | $ | 79,843 |
* | Decrease of shares is due to a 1/100 stock split on 1-9-14. |
ACQUIRING PORTFOLIO | | ACQUIRED PORTFOLIO | | ACQUIRED NET ASSET VALUE OF THE ACQUIRED PORTFOLIO | | APPRECIATION OF THE ACQUIRED PORTFOLIO INVESTMENT | | SHARES REDEEMED BY THE ACQUIRED PORTFOLIO | | SHARES ISSUED BY THE ACQUIRING PORTFOLIO | | ACQUIRING PORTFOLIO NET ASSETS PRIOR TO COMBINATION | | ACQUIRING PORTFOLIO NET ASSETS AFTER COMBINATION | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Global Growth Trust | American Global Small Capitalization Trust | $ | 91,937,556 | $ | 25,132,262 | 8,882,375 | 6,980,273 | $ | 174,458,980 | $ | 266,396,536 |
Net investment income | $1,925,762 | |||||
Net realized and unrealized gain (loss) | 88,024,672 | |||||
Increase (decrease) in net assets from operations | $89,950,434 |
ACQUIRING PORTFOLIO | | ACQUIRED PORTFOLIO | | ACQUIRED NET ASSET VALUE OF THE ACQUIRED PORTFOLIO | | APPRECIATION (DEPRECIATION) OF THE ACQUIRED PORTFOLIO INVESTMENTS | | SHARES REDEEMED BY THE ACQUIRED PORTFOLIO | | SHARES ISSUED BY THE ACQUIRING PORTFOLIO | | ACQUIRING PORTFOLIO NET ASSETS PRIOR TO COMBINATION | | ACQUIRING PORTFOLIO NET ASSETS AFTER COMBINATION | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Strategy Trust | Global Diversification | |||||||||||||||||||||||||||||
Trust | $ | 801,862,171 | ($13,402,112 | ) | 85,147,778 | 55,950,334 | $ | 893,027,656 | $ | 1,694,889,827 | ||||||||||||||||||||
Core Strategy Trust | Disciplined | |||||||||||||||||||||||||||||
Diversification Trust | $ | 253,585,870 | ($3,457,734 | ) | 29,013,523 | 17,695,280 | $ | 1,694,889,827 | $ | 1,948,475,697 | ||||||||||||||||||||
Core Strategy Trust | Core Allocation Plus Trust | $ | 194,667,505 | ($2,504,199 | ) | 22,494,572 | 13,586,578 | $ | 1,948,475,697 | $ | 2,143,143,202 | |||||||||||||||||||
Core Strategy Trust | Fundamental Holdings | |||||||||||||||||||||||||||||
Trust | $ | 1,089,840,487 | ($23,369,827 | ) | 129,045,942 | 76,051,723 | $ | 2,143,143,202 | $ | 3,232,983,689 | ||||||||||||||||||||
Core Strategy Trust | Core Fundamental | |||||||||||||||||||||||||||||
Holdings Trust | $ | 414,218,069 | $ | 11,437,859 | 26,351,011 | 28,905,544 | $ | 3,232,983,689 | $ | 3,647,201,758 | ||||||||||||||||||||
Core Strategy Trust | Core Global | |||||||||||||||||||||||||||||
Diversification Trust | $ | 387,077,921 | $ | 4,569,034 | 25,001,868 | 27,011,235 | $ | 3,647,201,758 | $ | 4,034,279,679 | ||||||||||||||||||||
Fundamental Large Cap | ||||||||||||||||||||||||||||||
Value Trust | All Cap Value Trust | $ | 384,293,250 | ($40,320 | ) | 67,339,909 | 24,771,964 | $ | 696,650,563 | $ | 1,080,943,813 | |||||||||||||||||||
Small Cap Opportunities | Smaller Company Growth | |||||||||||||||||||||||||||||
Trust | Trust | $ | 116,981,069 | — | 3,912,446 | 6,508,022 | $ | 194,074,791 | $ | 311,055,860 |
| Core Strategy Trust | | Fundamental Large Cap Value Trust | | Small Cap Opportunities Trust | | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net investment income | $ | 62,340,391 | $ | 10,719,238 | ($92,590 | ) | ||||||||
Net realized and unrealized gain (loss) | 946,080,623 | 341,919,129 | 156,572,358 | |||||||||||
Increase (decrease) in net assets from operations | $ | 1,008,421,014 | $ | 352,638,367 | $ | 156,479,768 |
Proposal One: | Approval of an amendment to the advisory agreement between John Hancock Variable Insurance Trust and John Hancock Investment Management Services, LLC, with respect to Financial Services Trust to add a new advisory fee breakpoint and change advisory fee rates at certain asset levels |
FOR | AGAINST | ABSTAIN | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
8,580,236.912 | 1,359,469.417 | 1,353,062.723 |
Proposal Two: | Approval of a new investment subadvisory agreement between John Hancock Investment Management Services, LLC and John Hancock Asset Management a division of Manulife Asset Management (US) LLC with respect to Financial Services Trust |
FOR | AGAINST | ABSTAIN | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
8,823,292.799 | 1,012,806.530 | 1,456,669.723 |
Proposal One: | Approval of an Agreement and Plan of Reorganization providing for the reorganization of Fundamental Value Trust into Fundamental Large Cap Value Trust |
FOR | AGAINST | ABSTAIN | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
67,007,785.448 | 2,837,132.217 | 6,448,215.766 |
Proposal Two: | Approval of a new investment subadvisory agreement between John Hancock Investment Management Services, LLC and John Hancock Asset Management a division of Manulife Asset Management (US) LLC with respect to Fundamental Value Trust |
FOR | AGAINST | ABSTAIN | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
66,634,950.091 | 3,241,985.451 | 6,416,197.889 |
the subadvisory fee to be paid to the Subadvisor with respect to each Fund of Funds is based on services provided that are in addition to, rather than duplicative of, the services provided pursuant to the subadvisory agreements for the underlying portfolios of the Fund of Funds and that the additional services are necessary because of the differences between the investment policies, strategies and techniques of a Fund of Funds and those of its underlying portfolios.
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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500 Index B Trust (Manulife Asset Management (North America)) | Benchmark Index — The Trust underperformed for the one-year period. Lipper Category — The Trust outperformed the average for the one-year period. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the low performance dispersion relative to the Trust’s benchmark. The Board also noted that the Trust is subject to an expense cap until April 30, 2015, which reduces certain expenses of the Fund. | |||||||||||
All Cap Core Trust (QS Investors, LLC) | Benchmark Index — The Trust outperformed for the one- and three-year periods and underperformed for the five-year period. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | Subadvisory fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index for the one- and three-year periods and relative to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Alpha Opportunities Trust (Wellington Management Company, LLP) | Benchmark Index — the Trust outperformed for the one-year period and underperformed for the three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadviser fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index for the one-year period and to the peer group for the one-, three-, and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. The Board also noted that the Adviser had agreed to implement a three basis point voluntary advisory fee waiver effective June 1, 2013. | |||||||||||
Blue Chip Growth Trust (T. Rowe Price Associates, Inc.) | Benchmark Index — the Trust outperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadviser fees for this Trust are equal to the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Capital Appreciation Trust (Jennison Associates LLC) | Benchmark Index — The Trust outperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the favorable performance of the Trust relative to the benchmark index and the peer group over all periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Capital Appreciation Value Trust (T. Rowe Price Associates, Inc.) | Benchmark Index — the Trust outperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. Year-over-year, the Trust’s net total expenses have decreased four basis points due to a decrease in underlying fund expenses as well as a rise in net assets. | |||||||||||
Core Strategy Trust (Manulife Asset Management (US)) (Manulife Asset Management (North America)) | Benchmark Index — The Trust underperformed for the one-, three- and five-year periods. Lipper Category — The Trust underperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including differences in the Trust’s investment strategies relative to the Lipper peer group. | |||||||||||
Emerging Markets Value Trust (Dimensional Fund Advisors LP) | Benchmark Index — The Trust underperformed for the one-and three-year periods and outperformed for the five-year period. Lipper Category — The Trust underperformed the average for the one- and three-year periods and outperformed the average for the five-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable long term performance and took into account management discussion of the factors that contributed to the Trust’s more recent underperformance, including the impact of market conditions on the Trust’s investment strategies. The Board noted the Trust’s favorable performance relative to the benchmark index and the peer group over the five- year period. The Board noted action taken that will further reduce certain Trust expenses. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Equity-Income Trust (T. Rowe Price Associates, Inc.) | Benchmark Index — the Trust underperformed for the one- and three-year periods and outperformed for the five-year period. Lipper Category — The Trust outperformed the average for the one-, three-, and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index for the five-year period and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. | |||||||||||
Financial Services Trust (Manulife Asset Management (US)) | Benchmark Index — the Trust underperformed for the one- and three-year periods and outperformed for the five-year period. Lipper Category — The Trust underperformed the average for the one-year period and outperformed the average for the three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance and potential actions to be taken with respect to the Trust. The Board noted the Trust’s favorable performance relative to the benchmark index for the five-year period and to the peer group for the three- and five-year periods. The Board approved the change of subadvisor from Davis Selected Advisers to Manulife Asset Management (US) effective June 25, 2014. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Franklin Templeton Founding Allocation Trust (Manulife Asset Management (US)) | Benchmark Index — The Trust outperformed for the one- and five-year periods and underperformed for the three-year period. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are equal to the peer group median. | The Board took into account management’s discussion of the Trust’s performance including the Trust’s favorable performance relative to the benchmark for the one- and five-year periods and to the peer group for the one-, three- and five year periods. | |||||||||||
Fundamental All Cap Core Trust (Manulife Asset Management (US)) | Benchmark Index — The Trust outperformed for the one- three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and peer group for the one-, three- and five-year periods. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Fundamental Large Cap Value Trust (Manulife Asset Management (US)) | Benchmark Index — The Trust underperformed for the one-year period and outperformed for the three- and five-year periods. Lipper Category — The Trust underperformed the average for the one-year period and outperformed the average for the three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board noted the Trust’s favorable performance relative to the benchmark index and peer group for the three- and five-year periods. | |||||||||||
Fundamental Value Trust (Davis Selected Advisers, L.P.) (Manulife Asset Management (US)) | Benchmark Index — the Trust outperformed for the one-year period and underperformed for the three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-year period and underperformed the average for the three- and five-year periods. | The subadviser fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s expenses. The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-year period. The Board approved the change of subadviser from Davis Selected Advisers to Manulife Asset Management (US) effective June 25, 2014. The Board took into account management’s discussion of potential actions to be taken with respect to the Trust. | |||||||||||
Global Trust (Templeton Global Advisors Limited) | Benchmark Index — The Trust outperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses; including action taken that will further reduce certain Trust expenses. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Health Sciences Trust (T. Rowe Price Associates, Inc.) | Benchmark Index — the Trust underperformed for the one-year period and outperformed for the three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index for the three- and five-year periods and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. The Board also noted that a subadviser fee decrease and corresponding advisory fee decrease was approved in March 2014, which is expected to reduce total expenses in the future. | |||||||||||
International Core Trust (Grantham, Mayo, Van Otterloo & Co. LLC) | Benchmark Index — The Trust outperformed for the one- and three-year periods and underperformed for the five-year period. Lipper Category — The Trust outperformed the average for the one- and three-year periods and underperformed the average for the five-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-, and three-year periods. The Board noted proposed action to be taken with respect to the Trust. The Board took into account management’s discussion of the Trust’s expenses; including action taken that will further reduce certain Trust expenses. | |||||||||||
International Equity Index B Trust (SSgA Funds Management, Inc.) | Benchmark Index — The Trust underperformed for the one-year period. Lipper Category — The Trust underperformed the average for the one-year period. | The subadviser fees for this Trust are equal to the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s relative performance, including differences in the Trust’s investments from those of the peer group. The Board noted the low performance dispersion relative to the Trust’s benchmark. The Board noted action taken that will further reduce certain Trust expenses and that the Trust is subject to an expense cap until April 30, 2015. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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International Growth Stock Trust (Invesco Advisers Inc.) | Benchmark Index — The Trust outperformed for the one-year period. Lipper Category — The Trust underperformed the average for the one-year period. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Trust’s performance and noted the Trust’s favorable performance relative to the benchmark index for the one-year period since November 30, 2012. The Board noted action taken that will further reduce certain Trust expenses. | |||||||||||
International Small Company Trust (Dimensional Fund Advisors LP) | Benchmark Index — the Trust underperformed for the one- and three-year periods. Lipper Category — The Trust outperformed the average for the one- and three-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance against the benchmark index. The Board noted the Trust’s favorable performance relative to the peer group average for the one- and three-year periods. The Board took into account management’s discussion of the Trust’s expenses, including action taken that will further reduce certain Trust expenses. | |||||||||||
International Value Trust (Templeton Investment Counsel, LLC) | Benchmark Index — The Trust outperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses; including action taken that will further reduce certain Fund expenses. | |||||||||||
Lifestyle Balanced PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America)) | Benchmark Index — The Series underperformed for the one-year period. Lipper Category — The Series underperformed the average for the one-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Series are lower than the peer group median. Total expenses for this Series are lower than the peer group median. | The Board took into account management’s discussion of the Series’ performance, including differences in the Series’ investment strategies relative to the Lipper peer group. The Board also took into account the relatively short performance history of the Series. The Board also noted that the Series is subject to an expense waiver arrangement until April 30, 2015. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Lifestyle Conservative PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America)) | Benchmark Index — The Series underperformed for the one-year period. Lipper Category — The Series underperformed the average for the one-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Series are lower than the peer group median. Total expenses for this Series are lower than the peer group median. | The Board took into account management’s discussion of the Series performance, including differences in the Series’ investment strategies relative to the Lipper peer group. The Board also took into account the relatively short performance history of the Series. The Board also noted that the Series is subject to an expense waiver arrangement until April 30, 2015. | |||||||||||
Lifestyle Growth PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America)) | Benchmark Index — The Series underperformed for the one-year period. Lipper Category — The Series underperformed the average for the one-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Series are lower than the peer group median. Total expenses for this Series are lower than the peer group median. | The Board took into account management’s discussion of the Series’ performance, including differences in the Series’ investment strategies relative to the Lipper peer group. The Board also took into account the Series’ relatively short performance history. The Board also noted that the Series is subject to an expense waiver arrangement until April 30, 2015. | |||||||||||
Lifestyle Moderate PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America)) | Benchmark Index — The Series underperformed for the one-year period. Lipper Category — The Series underperformed the average for the one-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Series are lower than the peer group median. Total expenses for this Series are lower than the peer group median. | The Board took into account management’s discussion of the Series’ performance, including differences in the Series’ investment strategies relative to the Lipper peer group. The Board also took into account the Series’ relatively short performance history. The Board also noted that the Series is subject to an expense waiver arrangement until April 30, 2015. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Mid Cap Index Trust (Manulife Asset Management (North America)) | Benchmark Index — The Trust underperformed for the one-, three- and five-year periods. Lipper Category — The Trust underperformed the average for the one-year period and outperformed the average for the three- and five-year periods. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including factors that accounted for the more recent performance relative to the peer group. The Board noted the Trust’s favorable performance relative to the peer group for the three- and five-year periods. The Board noted the low performance dispersion relative to the Trust’s benchmark. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a contractual advisory fee waiver until April 30, 2015, which reduces advisory fees of the Trust. | |||||||||||
Mid Cap Stock Trust (Wellington Management Company, LLP) | Benchmark Index — the Trust outperformed for the one-year period and underperformed for the three- and five-year periods. Lipper Category — The Trust outperformed the average for the one- and three-year periods and underperformed the average for the five-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index for the one-year period and to the peer group for the one- and three-year periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Mid Value Trust (T. Rowe Price Associates, Inc.) | Benchmark Index — the Trust underperformed for the one-, three- and five-year periods. Lipper Category — The Trust underperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance and the reasons for the underperformance. The Board noted that the Trust has outperformed the benchmark index and the peer group since inception. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Mutual Shares Trust (Franklin Mutual Advisers, LLC) | Benchmark Index — The Trust underperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the factors that contributed to the Trust’s relative performance, as well as the Trust’s favorable performance relative to the peer group for the one, three- and five-year periods. The Board also took into account potential options with respect to the Trust. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Natural Resources Trust (Wellington Management Company, LLP) | Benchmark Index — the Trust underperformed for the one-, three- and five-year periods. Lipper Category — The Trust underperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance and potential options with respect to the Trust’s investment strategy. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. | |||||||||||
Real Estate Securities Trust (Deutsche Investment Management Americas, Inc./RREEF America, LLC) | Benchmark Index — The Trust underperformed for the one-, three- and five- year periods. Lipper Category — The Trust underperformed the average for the one- and three-year periods and outperformed the average for the five-year period. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board noted the Trust’s favorable performance relative to the peer group for the five-year period as well as for the ten-year period ended December 31, 2013. The Board noted that management had implemented a voluntary asset-level based advisory fee waiver and a contractual asset-level based subadvisory fee waiver effective June 1, 2013 to be implemented when the Trust reaches a certain amount of assets under management. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
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Science & Technology Trust (Allianz Global Investors U.S. LLC) (T. Rowe Price Associates, LLC) | Benchmark Index — The Trust outperformed for the one- and five-year periods and underperformed for the three-year period. Lipper Category — The Trust outperformed the average for the one-, three and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index for the one- and five-year periods and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. | |||||||||||
Small Cap Growth Trust (Wellington Management Company, LLP) | Benchmark Index — the Trust outperformed for the one-year period and underperformed for the three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-year period and underperformed the average for the three- and five-year periods. | The subadviser fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-year period. The Board took into account management’s discussion of the Trust’s expenses, including underlying Trust expenses. | |||||||||||
Small Cap Index Trust (Manulife Asset Management (North America)) | Benchmark Index — The Trust underperformed for the one-, three- and five-year periods. Lipper Category — The Trust matched the performance of the average for the one-year period, outperformed the average for the three-year period and underperformed the average for the five-year period. | The subadviser fees for this Trust are equal to the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board noted the low performance dispersion relative to the Trust’s benchmark. The Board took into account management’s discussion of the Trust’s expenses. The Board noted that the Trust is subject to a contractual advisory fee waiver until April 30, 2015, which reduces advisory fees of the Trust. | |||||||||||
Small Cap Opportunities Trust (Invesco Advisers Inc.) (Dimensional Fund Advisors LP) | Benchmark Index — The Trust outperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Value Trust (Wellington Management Co, LLP) | Benchmark Index — the Trust underperformed for the one-year period and outperformed the average for the three- and five-year periods. Lipper Category — The Trust underperformed the average for the one-year period and outperformed the average for the three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and to the peer group for the three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses, including underlying fund expenses. | |||||||||||
Small Company Growth Trust (Invesco Advisers Inc.) | Benchmark Index — The Trust underperformed for the one- and five-year periods and outperformed for the three-year period. Lipper Category — The Trust underperformed the average for the one- and five-year periods and outperformed the average for the three-year period. | The subadviser fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance. The Board noted the Trust’s favorable performance relative to the peer group and benchmark index for the three- year period and favorable performance relative to the peer group since the inception of the Trust on October 31, 2005. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Small Company Value Trust (T. Rowe Price Associates, Inc.) | Benchmark Index — the Trust underperformed for the one-year period and outperformed for the three- and five-year periods. Lipper Category — The Trust underperformed the average for the one-, three- and five-year periods. | The subadvisory fees for this Trust are higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are higher than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index for the three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses, noting that the Trust is subject to a voluntary fee waiver which reduces certain expenses of the Trust. The Board also took into account management’s discussion of the underlying Trust expenses. | |||||||||||
Strategic Equity Allocation Trust (Manulife Asset Management (US)) | Benchmark Index — The Trust underperformed for the one-year period. Lipper Category — The Trust outperformed the average for the one-year period. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are lower than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance and noted its relatively short performance history. |
PORTFOLIO (SUBADVISER) | | Performance as of December 31, 2013 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total Stock Market Index Trust (Manulife Asset Management (North America)) | Benchmark Index — The Trust underperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the low performance dispersion relative to the Trust’s benchmark. The Board noted the Trust’s favorable performance relative to the peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
U.S. Equity Trust (Grantham, Mayo, Van Otterloo & Co. LLC) | Benchmark Index — The Trust underperformed for the one-year period. Lipper Category — The Trust underperformed the average for the one-year. | The subadvisory fee for this Trust is higher than the peer group median. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including the impact of market conditions on the subadviser’s investment style relative to the peer group. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Utilities Trust (Massachusetts Financial Services Company) | Benchmark Index — The Trust outperformed for the one-, three- and five-year periods. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | Subadviser fee comparative data not provided due to limited size of Lipper peer group for this purpose. Net management fees for this Trust are higher than the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Value Trust (Invesco Advisers Inc.) | Benchmark Index — The Trust outperformed for the one-, three- and five-year period. Lipper Category — The Trust outperformed the average for the one-, three- and five-year periods. | The subadviser fees for this Trust are lower than the peer group median. Net management fees for this Trust are equal to the peer group median. Total expenses for this Trust are lower than the peer group median. | The Board noted the Trust’s favorable performance relative to the benchmark index and peer group for the one-, three- and five-year periods. |
Sector weightings | 3 | |
Shareholder expense example | 5 | |
Summary portfolio of investments (See below for each portfolio’s page #) | 8 | |
Statements of assets and liabilities | 40 | |
Statements of operations | 45 | |
Statements of changes in net assets | 50 | |
Statement of cash flows | 53 | |
Financial highlights | 54 | |
Notes to financial statements | 61 | |
Evaluation of advisory and subadvisory agreements by the board of trustees | 98 | |
For more information | 106 |
Portfolio | Summary portfolio of investments | |||||
---|---|---|---|---|---|---|
Active Bond Trust | 8 | |||||
Bond Trust | 10 | |||||
Bond PS Series | 11 | |||||
Core Bond Trust | 13 | |||||
Global Bond Trust | 15 | |||||
High Yield Trust | 17 | |||||
Income Trust | 19 | |||||
Investment Quality Bond Trust | 21 | |||||
Money Market Trust | 23 | |||||
Money Market Trust B | 23 | |||||
New Income Trust | 24 | |||||
Real Return Bond Trust | 26 | |||||
Short Term Government Income Trust | 28 | |||||
Strategic Income Opportunities Trust | 29 | |||||
Total Bond Market Trust B | 32 | |||||
Total Return Trust | 33 | |||||
Ultra Short Term Bond Trust | 35 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Collaterlized Mortgage Obligations | 21.3 | |||||
Financials | 19.8 | |||||
U.S. Government Agency | 17.5 | |||||
U.S. Government | 6.4 | |||||
Energy | 6.2 | |||||
Asset Backed Securities | 5.2 | |||||
Consumer Discretionary | 4.6 | |||||
Industrials | 4.1 | |||||
Telecommunication Services | 3.1 | |||||
Utilities | 2.4 | |||||
Materials | 2.2 | |||||
Consumer Staples | 2.1 | |||||
Health Care | 1.5 | |||||
Foreign Government Obligations | 0.7 | |||||
Information Technology | 0.5 | |||||
Municipal Bonds | 0.3 | |||||
Short-Term Investments & Other | 2.1 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 30.1 | |||||
U.S. Government | 29.1 | |||||
Financials | 19.1 | |||||
Energy | 3.8 | |||||
Consumer Discretionary | 2.9 | |||||
Industrials | 2.5 | |||||
Collateralized Mortgage Obligations | 2.1 | |||||
Telecommunication Services | 2.1 | |||||
Health Care | 1.5 | |||||
Utilities | 1.4 | |||||
Consumer Staples | 1.2 | |||||
Materials | 1.1 | |||||
Information Technology | 0.7 | |||||
Short-Term Investments & Other | 2.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 28.4 | |||||
U.S. Government | 27.1 | |||||
Financials | 19.7 | |||||
Energy | 4.1 | |||||
Consumer Discretionary | 2.8 | |||||
Industrials | 2.3 | |||||
Telecommunication Services | 1.9 | |||||
Health Care | 1.6 | |||||
Collateralized Mortgage Obligations | 1.5 | |||||
Materials | 1.3 | |||||
Utilities | 1.2 | |||||
Consumer Staples | 1.2 | |||||
Information Technology | 0.7 | |||||
Short-Term Investments & Other | 6.2 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 26.0 | |||||
U.S. Government | 20.1 | |||||
Asset Backed Securities | 12.6 | |||||
Financials | 9.2 | |||||
Collateralized Mortgage Obligations | 8.4 | |||||
Energy | 3.8 | |||||
Consumer Discretionary | 2.7 | |||||
Telecommunication Services | 2.2 | |||||
Utilities | 2.0 | |||||
Health Care | 1.9 | |||||
Foreign Government Obligations | 1.7 | |||||
Information Technology | 1.7 | |||||
Municipal Bonds | 1.6 | |||||
Consumer Staples | 1.3 | |||||
Industrials | 0.8 | |||||
Materials | 0.6 | |||||
Short-Term Investments | 3.4 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
Foreign Government Obligations | 44.9 | |||||
Financials | 12.4 | |||||
Collateralized Mortgage Obligations | 11.3 | |||||
U.S. Government Agency | 8.3 | |||||
U.S. Government | 7.2 | |||||
Certificate of Deposit | 2.2 | |||||
Energy | 2.1 | |||||
Asset Backed Securities | 1.3 | |||||
Telecommunication Services | 0.7 | |||||
Consumer Discretionary | 0.6 | |||||
Consumer Staples | 0.6 | |||||
Industrials | 0.3 | |||||
Information Technology | 0.3 | |||||
Materials | 0.3 | |||||
Health Care | 0.2 | |||||
Utilities | 0.2 | |||||
Purchased Options | 0.1 | |||||
Short-Term Investments | 7.0 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Consumer Discretionary | 18.5 | |||||
Energy | 17.7 | |||||
Industrials | 17.3 | |||||
Financials | 11.5 | |||||
Materials | 9.8 | |||||
Consumer Staples | 6.0 | |||||
Telecommunication Services | 5.7 | |||||
Health Care | 4.9 | |||||
Utilities | 3.8 | |||||
Information Technology | 2.4 | |||||
Foreign Government Obligations | 1.1 | |||||
Municipal Bonds | 0.1 | |||||
Short-Term Investments & Other | 1.2 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Fixed-Income Asset Allocation | ||||||
Consumer Discretionary | 6.4 | |||||
Energy | 6.3 | |||||
Information Technology | 4.1 | |||||
Financials | 3.8 | |||||
Telecommunication Services | 3.4 | |||||
Industrials | 2.8 | |||||
Health Care | 2.4 | |||||
Materials | 2.4 | |||||
Consumer Staples | 2.3 | |||||
Utilities | 1.3 | |||||
Total Fixed-Income | 35.2 | |||||
Equity Asset Allocation | ||||||
Utilities | 13.5 | |||||
Energy | 10.9 | |||||
Financials | 10.2 | |||||
Materials | 9.0 | |||||
Health Care | 6.2 | |||||
Information Technology | 4.5 | |||||
Industrials | 3.9 | |||||
Telecommunication Services | 2.1 | |||||
Consumer Staples | 1.1 | |||||
Consumer Discretionary | 1.0 | |||||
Total Equity | 62.4 | |||||
Short-Term Investments & Other | 2.4 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 21.7 | |||||
Financials | 14.0 | |||||
Collateralized Mortgage Obligations | 10.9 | |||||
U.S. Government | 10.3 | |||||
Consumer Discretionary | 4.3 | |||||
Asset Backed Securities | 3.0 | |||||
Energy | 2.7 | |||||
Foreign Government Obligations | 2.4 | |||||
Telecommunication Services | 2.2 | |||||
Industrials | 2.0 | |||||
Health Care | 1.8 | |||||
Municipal Bonds | 1.4 | |||||
Consumer Staples | 0.9 | |||||
Utilities | 0.9 | |||||
Information Technology | 0.8 | |||||
Materials | 0.8 | |||||
Short-Term Investments | 19.9 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
Commercial Paper | 38.2 | |||||
U.S. Government Agency | 29.8 | |||||
Certificate of Deposit | 14.1 | |||||
U.S. Governement | 11.4 | |||||
Corporate Interest-Bearing Obligations | 6.5 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Commercial Paper | 45.1 | |||||
U.S. Government Agency | 22.4 | |||||
Certificate of Deposit | 15.1 | |||||
U.S. Government | 10.9 | |||||
Corporate Interest-Bearing Obligations | 6.1 | |||||
Other | 0.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 27.3 | |||||
U.S. Government | 19.1 | |||||
Financials | 10.0 | |||||
Collateralized Mortgage Obligations | 8.9 | |||||
Asset Backed Securities | 7.6 | |||||
Energy | 4.5 | |||||
Consumer Discretionary | 4.2 | |||||
Telecommunication Services | 3.3 | |||||
Foreign Government Obligations | 2.7 | |||||
Industrials | 2.5 | |||||
Municipal Bonds | 1.7 | |||||
Information Technology | 1.0 | |||||
Utilities | 0.9 | |||||
Health Care | 0.9 | |||||
Consumer Staples | 0.8 | |||||
Materials | 0.4 | |||||
Short-Term Investments & Other | 4.2 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government | 51.7 | |||||
Foreign Government Obligations | 6.7 | |||||
Financials | 5.0 | |||||
Collateralized Mortgage Obligations | 3.3 | |||||
Asset Backed Securities | 1.5 | |||||
U.S. Government Agency | 1.5 | |||||
Consumer Discretionary | 0.5 | |||||
Telecommunication Services | 0.5 | |||||
Energy | 0.4 | |||||
Industrials | 0.1 | |||||
Utilities | 0.1 | |||||
Short-Term Investments | 28.7 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 77.1 | |||||
U.S. Government | 20.4 | |||||
Collateralized Mortgage Obligations | 1.9 | |||||
Short-Term Investments & Other | 0.6 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 23.2 | |||||
Foreign Government Obligations | 22.5 | |||||
Consumer Discretionary | 11.8 | |||||
Health Care | 7.4 | |||||
Collateralized Mortgage Obligations | 5.7 | |||||
Energy | 4.5 | |||||
Consumer Staples | 4.2 | |||||
Utilities | 4.1 | |||||
Industrials | 3.5 | |||||
Telecommunication Services | 3.4 | |||||
Materials | 3.0 | |||||
Information Technology | 2.2 | |||||
Asset Backed Securities | 1.0 | |||||
Short-Term Investments & Other | 3.5 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government | 34.5 | |||||
U.S. Government Agency | 33.8 | |||||
Financials | 8.2 | |||||
Foreign Government Obligations | 3.4 | |||||
Energy | 3.2 | |||||
Collateralized Mortgage Obligations | 2.2 | |||||
Consumer Discretionary | 2.2 | |||||
Consumer Staples | 1.9 | |||||
Utilities | 1.8 | |||||
Health Care | 1.7 | |||||
Industrials | 1.5 | |||||
Telecommunication Services | 1.3 | |||||
Materials | 1.2 | |||||
Information Technology | 1.1 | |||||
Municipal Bonds | 1.0 | |||||
Asset Backed Securities | 0.1 | |||||
Short-Term Investements & Other | 0.9 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 29.0 | |||||
Foreign Government Obligations | 18.1 | |||||
Financials | 17.1 | |||||
U.S. Government | 12.5 | |||||
Collateralized Mortgage Obligations | 6.2 | |||||
Municipal Bonds | 4.4 | |||||
Consumer Discretionary | 3.3 | |||||
Asset Backed Securities | 2.5 | |||||
Telecommunication Services | 1.4 | |||||
Energy | 1.0 | |||||
Utilities | 0.7 | |||||
Materials | 0.3 | |||||
Health Care | 0.3 | |||||
Industrials | �� | 0.3 | ||||
Information Technology | 0.1 | |||||
Short-Term Investments & Other | 2.8 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 21.3 | |||||
Asset Backed Securities | 20.2 | |||||
Consumer Discretionary | 7.6 | |||||
U.S. Government Agency | 6.6 | |||||
Health Care | 4.9 | |||||
Industrials | 3.7 | |||||
Utilities | 3.6 | |||||
Collateralized Mortgage Obligations | 3.5 | |||||
Energy | 2.1 | |||||
Telecommunication Services | 2.0 | |||||
Materials | 1.8 | |||||
Information Technology | 1.8 | |||||
U.S. Government | 1.8 | |||||
Consumer Staples | 0.4 | |||||
Short-Term Investments & Other | 18.7 |
* | As a percentage of net assets. |
** | As a percentage of total investments. |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period1 1/1/2014 – 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,054.20 | $ | 3.46 | 0.68 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.41 | 0.68 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,053.00 | 4.48 | 0.88 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,055.20 | 3.21 | 0.63 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63 | % | ||||||||||||||
Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,039.80 | $ | 3.24 | 0.64 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.21 | 0.64 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,039.80 | 4.25 | 0.84 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.21 | 0.84 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,040.60 | 2.99 | 0.59 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.90 | 2.96 | 0.59 | % | ||||||||||||||
Bond PS Series | |||||||||||||||||||
Series II — Actual | $ | 1,000.00 | $ | 1,036.50 | $ | 4.59 | 0.91 | % | |||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.56 | 0.91 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,036.50 | 3.33 | 0.66 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.31 | 0.66 | % | ||||||||||||||
Core Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,040.50 | $ | 3.34 | 0.66 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.31 | 0.66 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,039.70 | 4.35 | 0.86 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,040.60 | 3.09 | 0.61 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.06 | 0.61 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period1 1/1/2014 – 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,056.50 | $ | 4.28 | 0.84 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.21 | 0.84 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,056.20 | 5.30 | 1.04 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.21 | 1.04 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,057.60 | 4.03 | 0.79 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.96 | 0.79 | % | ||||||||||||||
High Yield Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,057.50 | $ | 3.93 | 0.77 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,056.50 | 4.95 | 0.97 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,058.10 | 3.67 | 0.72 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.61 | 0.72 | % | ||||||||||||||
Income Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,098.20 | $ | 4.37 | 0.84 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.21 | 0.84 | % | ||||||||||||||
Investment Quality Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,046.50 | $ | 3.50 | 0.69 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,045.50 | 4.51 | 0.89 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.46 | 0.89 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,047.50 | 3.25 | 0.64 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.21 | 0.64 | % | ||||||||||||||
Money Market Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,000.00 | $ | 0.79 | 0.16 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.80 | 0.16 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,000.00 | 0.79 | 0.16 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.80 | 0.16 | % | ||||||||||||||
Money Market Trust B | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,000.00 | $ | 0.84 | 0.17 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.85 | 0.17 | % | ||||||||||||||
New Income Trust | |||||||||||||||||||
Series NAV — Actual | ��$ | 1,000.00 | $ | 1,042.60 | $ | 3.19 | 0.63 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63 | % | ||||||||||||||
Real Return Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,065.30 | $ | 4.97 | 0.97 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,063.60 | 5.99 | 1.17 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.00 | 5.86 | 1.17 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,065.30 | 4.71 | 0.92 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92 | % | ||||||||||||||
Short Term Government Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,008.80 | $ | 3.24 | 0.65 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,008.00 | 4.23 | 0.85 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,009.60 | 2.99 | 0.60 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60 | % | ||||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,042.50 | $ | 3.80 | 0.75 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.76 | 0.75 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,041.70 | 4.81 | 0.95 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.76 | 0.95 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,043.40 | 3.55 | 0.70 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.51 | 0.70 | % |
Beginning account value 1/1/2014 | Ending account value 6/30/2014 | Expenses paid during period1 1/1/2014 – 6/30/2014 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total Bond Market Trust B | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,039.60 | $ | 1.52 | 0.30 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,039.60 | 2.53 | 0.50 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.30 | 2.51 | 0.50 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,039.60 | 1.26 | 0.25 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.60 | 1.25 | 0.25 | % | ||||||||||||||
Total Return Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,035.30 | $ | 3.73 | 0.74 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.10 | 3.71 | 0.74 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,034.60 | 4.74 | 0.94 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.71 | 0.94 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,035.40 | 3.48 | 0.69 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.46 | 0.69 | % | ||||||||||||||
Ultra Short Term Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,000.80 | $ | 3.22 | 0.65 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,000.00 | 4.22 | 0.85 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.60 | 4.26 | 0.85 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,001.70 | 2.98 | 0.60 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60 | % |
1 | Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by the number of days in the period (181), and divided by 365 (to reflect the one-half year period). |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2014 (Unaudited) (showing percentage of total net assets)
This section shows the fund’s 50 largest portfolio holdings in unaffiliated issuers and any holdings exceeding 1% of the fund’s total net assets as of the report date. The remaining securities held by the fund are grouped as “Other Securities” in each category. You can request a complete schedule of portfolio holdings as of the report date, free of charge, by calling at 1-800-344-1029. This complete schedule, filed on the fund’s Form N-CSR, is also available on the SEC’s website at http://www.sec.gov.
Active Bond Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 23.9% | |||||||||
U.S. Government - 2.5% | |||||||||
3.625%, 02/15/2044 | $ | 20,475,000 | $ | 21,562,734 | 2.5% | ||||
U.S. Treasury Notes - 3.9% | |||||||||
1.000%, 06/30/2019 | 3,240,000 | 3,139,761 | 0.4% | ||||||
2.375%, 12/31/2020 | 2,500,000 | 2,553,320 | 0.3% | ||||||
2.500%, 05/15/2024 | 27,943,000 | 27,886,248 | 3.2% | ||||||
33,579,329 | |||||||||
Federal Home Loan Mortgage Corp. - 2.0% | |||||||||
3.000%, 03/01/2043 | 2,274,441 | 2,254,273 | 0.3% | ||||||
4.000%, 11/01/2043 | |||||||||
to 02/01/2044 | 2,714,433 | 2,877,041 | 0.4% | ||||||
4.500%, 09/01/2023 | |||||||||
to 10/01/2041 | 7,329,510 | 7,926,417 | 0.9% | ||||||
5.000%, 03/01/2041 | |||||||||
to 04/01/2041 | 2,716,614 | 3,016,268 | 0.3% | ||||||
OTHER SECURITIES | 1,201,130 | 0.1% | |||||||
17,275,129 | |||||||||
Federal National Mortgage Association - 14.3% | |||||||||
3.000%, TBA (C) | 13,750,000 | 13,569,533 | 1.6% | ||||||
3.000%, 07/01/2027 | |||||||||
to 05/01/2043 | 5,129,171 | 5,113,820 | 0.7% | ||||||
3.500%, 02/01/2026 | |||||||||
to 06/01/2042 | 9,354,345 | 9,720,435 | 1.2% | ||||||
4.000%, 12/01/2024 | |||||||||
to 01/01/2044 | 19,234,435 | 20,479,112 | 2.3% | ||||||
4.500%, 08/01/2040 | |||||||||
to 08/01/2041 | 21,327,731 | 23,163,358 | 2.7% | ||||||
5.000%, 05/01/2018 | |||||||||
to 04/01/2041 | 19,042,679 | 21,170,472 | 2.4% | ||||||
5.500%, 02/01/2018 | |||||||||
to 11/01/2039 | 11,282,864 | 12,622,494 | 1.4% | ||||||
6.000%, 05/01/2035 | |||||||||
to 02/01/2036 | 6,303,065 | 7,114,333 | 0.9% | ||||||
6.500%, 02/01/2036 | |||||||||
to 06/01/2039 | 3,380,829 | 3,800,790 | 0.4% | ||||||
OTHER SECURITIES | 6,823,669 | 0.7% | |||||||
123,578,016 | |||||||||
Government National Mortgage Association - 1.1% | |||||||||
4.000%, 02/15/2041 | 6,318,152 | 6,767,581 | 0.8% | ||||||
OTHER SECURITIES | 2,476,314 | 0.3% | |||||||
9,243,895 | |||||||||
Federal Home Loan Bank - 0.1% | 989,522 | 0.1% | |||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $201,924,190) | $ | 206,228,625 | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 0.7% | |||||||||
Argentina - 0.1% | 1,184,196 | 0.1% | |||||||
Germany - 0.1% | 1,580,645 | 0.1% |
Active Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (continued) | |||||||||
Japan - 0.1% | $ | 679,814 | 0.1% | ||||||
Mexico - 0.1% | 1,068,116 | 0.1% | |||||||
Panama - 0.1% | 685,360 | 0.1% | |||||||
Peru - 0.0% | 116,850 | 0.0% | |||||||
Turkey - 0.1% | 578,750 | 0.1% | |||||||
United Kingdom - 0.1% | 432,096 | 0.1% | |||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $5,330,758) | $ | 6,325,827 | |||||||
CORPORATE BONDS - 44.0% | |||||||||
Consumer Discretionary - 4.6% | |||||||||
Ford Motor Credit Company LLC | |||||||||
5.875%, 08/02/2021 | $ | 2,974,000 | 3,490,179 | 0.4% | |||||
OTHER SECURITIES | 36,248,847 | 4.2% | |||||||
39,739,026 | |||||||||
Consumer Staples - 1.9% | 15,925,734 | 1.9% | |||||||
Energy - 6.1% | 52,379,179 | 6.1% | |||||||
Financials - 17.9% | |||||||||
Bank of America Corp. | |||||||||
5.000%, 05/13/2021 | 2,035,000 | 2,270,488 | 0.3% | ||||||
Leucadia National Corp. | |||||||||
5.500%, 10/18/2023 | 2,010,000 | 2,133,949 | 0.2% | ||||||
Morgan Stanley | |||||||||
7.300%, 05/13/2019 | 1,585,000 | 1,937,788 | 0.2% | ||||||
Sirius International Group, Ltd. | |||||||||
(7.506% to 06/30/2017, then | |||||||||
3 month LIBOR + 3.200%) | |||||||||
06/30/2017 (Q)(S) | 2,130,000 | 2,236,500 | 0.3% | ||||||
OTHER SECURITIES | 145,998,244 | 16.9% | |||||||
154,576,969 | |||||||||
Health Care - 1.5% | 13,111,405 | 1.5% | |||||||
Industrials - 3.9% | |||||||||
Textron Financial Corp. (6.000% to | |||||||||
02/15/2017, then 3 month | |||||||||
LIBOR + 1.735%) | |||||||||
02/15/2067 (S) | 2,955,000 | 2,689,050 | 0.3% | ||||||
OTHER SECURITIES | 31,327,824 | 3.6% | |||||||
34,016,874 | |||||||||
Information Technology - 0.5% | 4,075,372 | 0.5% | |||||||
Materials - 2.2% | 19,342,407 | 2.2% | |||||||
Telecommunication Services - 3.1% | |||||||||
GTP Acquisition Partners I LLC | |||||||||
4.704%, 05/15/2018 (S) | 2,000,000 | 2,035,766 | 0.2% | ||||||
Verizon Communications, Inc. | |||||||||
5.150%, 09/15/2023 | 2,000,000 | 2,236,990 | 0.2% | ||||||
OTHER SECURITIES | 22,538,855 | 2.7% | |||||||
26,811,611 | |||||||||
Utilities - 2.3% | 19,431,843 | 2.3% | |||||||
TOTAL CORPORATE BONDS (Cost $351,039,652) | $ | 379,410,420 | |||||||
CAPITAL PREFERRED SECURITIES - 1.5% | |||||||||
Financials - 1.5% | 12,775,751 | 1.5% | |||||||
TOTAL CAPITAL PREFERRED | |||||||||
SECURITIES (Cost $11,942,098) | $ | 12,775,751 |
The accompanying notes are an integral part of the financial statements. | 8 |
John Hancock Variable Insurance Trust |
Active Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CONVERTIBLE BONDS - 0.0% | |||||||||
Consumer Discretionary - 0.0% | $ | 227,925 | 0.0% | ||||||
TOTAL CONVERTIBLE BONDS (Cost $129,600) | $ | 227,925 | |||||||
TERM LOANS (M) - 0.3% | |||||||||
Consumer Discretionary - 0.0% | 322,059 | 0.0% | |||||||
Financials - 0.0% | 286,764 | 0.0% | |||||||
Industrials - 0.1% | 639,195 | 0.1% | |||||||
Energy - 0.1% | 361,350 | 0.1% | |||||||
Materials - 0.0% | 293,079 | 0.0% | |||||||
Utilities - 0.0% | 279,366 | 0.0% | |||||||
Consumer Staples - 0.1% | 575,580 | 0.1% | |||||||
Health Care - 0.0% | 316,986 | 0.0% | |||||||
TOTAL TERM LOANS (Cost $3,053,669) | $ | 3,074,379 | |||||||
MUNICIPAL BONDS - 0.3% | |||||||||
New Jersey State Turnpike Authority | |||||||||
7.414%, 01/01/2040 | $ | 1,885,000 | $ | 2,716,379 | 0.3% | ||||
TOTAL MUNICIPAL BONDS (Cost $2,068,957) | $ | 2,716,379 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 21.3% | |||||||||
Commercial & Residential - 16.5% | |||||||||
Americold 2010 LLC Trust, | |||||||||
7.443%, 01/14/2029 (S) | 2,525,000 | 2,906,510 | 0.3% | ||||||
Banc of America Commercial | |||||||||
Mortgage Trust, Inc., | |||||||||
4.953%, 07/10/2043 (P) | 2,524,154 | 2,609,440 | 0.3% | ||||||
CHL Mortgage Pass Through Trust, | |||||||||
2.491%, 07/20/2034 (P) | 2,074,622 | 2,103,293 | 0.2% | ||||||
JPMorgan Chase Commercial | |||||||||
Mortgage Securities Corp., | |||||||||
5.440%, 05/15/2045 | 2,292,000 | 2,483,909 | 0.3% | ||||||
JPMorgan Chase Commercial | |||||||||
Mortgage Securities Trust, | |||||||||
5.464%, 01/15/2049 (P) | 2,710,000 | 2,884,389 | 0.3% | ||||||
JPMorgan Chase Commercial | |||||||||
Mortgage Securities Trust, | |||||||||
6.218%, 02/15/2051 (P) | 2,250,000 | 2,523,773 | 0.3% | ||||||
Merrill Lynch/Countrywide | |||||||||
Commercial Mortgage Trust, | |||||||||
5.419%, 08/12/2048 | 2,260,000 | 2,423,669 | 0.3% | ||||||
Merrill Lynch/Countrywide | |||||||||
Commercial Mortgage Trust, | |||||||||
5.526%, 03/12/2051 (P) | 1,950,000 | 2,062,993 | 0.2% | ||||||
Morgan Stanley Capital I Trust, | |||||||||
3.773%, 03/15/2045 | 2,371,500 | 2,459,103 | 0.3% | ||||||
Motel 6 Trust, | |||||||||
3.781%, 10/05/2025 (S) | 2,660,000 | 2,700,403 | 0.3% | ||||||
TimberStar Trust, | |||||||||
5.668%, 10/15/2036 (S) | 2,300,000 | 2,505,459 | 0.3% | ||||||
Wachovia Bank Commercial | |||||||||
Mortgage Trust, | |||||||||
5.153%, 10/15/2041 (P)(S) | 2,500,000 | 2,535,978 | 0.3% | ||||||
WaMu Mortgage Pass Through | |||||||||
Certificates, | |||||||||
0.572%, 07/25/2045 (P) | 2,190,118 | 2,079,100 | 0.2% | ||||||
WF-RBS Commercial | |||||||||
Mortgage Trust, | |||||||||
2.395%, 11/15/2045 (S) | 16,809,533 | 2,009,899 | 0.2% |
Active Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (continued) | |||||||||
Commercial & Residential (continued) | |||||||||
OTHER SECURITIES | $ | 107,809,999 | 12.7% | ||||||
142,097,917 | |||||||||
Federal Home Loan Mortgage Corp. - 1.9% | |||||||||
3.000%, 02/15/2040 | $ | 3,549,067 | 3,677,377 | 0.4% | |||||
OTHER SECURITIES | 12,785,649 | 1.5% | |||||||
16,463,026 | |||||||||
Federal National Mortgage Association - 2.4% | |||||||||
2.000%, 03/25/2041 | 7,911,859 | 7,902,982 | 0.9% | ||||||
2.000%, 09/25/2041 | 2,083,481 | 1,992,577 | 0.2% | ||||||
4.000%, 01/25/2041 | 2,901,882 | 3,017,443 | 0.4% | ||||||
OTHER SECURITIES | 7,918,080 | 0.9% | |||||||
20,831,082 | |||||||||
Government National Mortgage Association - 0.5% | 4,128,423 | 0.5% | |||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $175,665,402) | $ | 183,520,448 | |||||||
ASSET BACKED SECURITIES - 5.2% | |||||||||
CKE Restaurant Holdings, Inc., | |||||||||
4.474%, 03/20/2043 (S) | 1,908,531 | 1,959,939 | 0.2% | ||||||
Dominos Pizza Master Issuer LLC, | |||||||||
5.216%, 01/25/2042 (S) | 3,811,856 | 4,095,687 | 0.5% | ||||||
OTHER SECURITIES | 38,536,927 | 4.5% | |||||||
TOTAL ASSET BACKED | |||||||||
SECURITIES (Cost $44,677,502) | $ | 44,592,553 | |||||||
COMMON STOCKS - 0.0% | |||||||||
Financials - 0.0% | 949 | 0.0% | |||||||
TOTAL COMMON STOCKS (Cost $44,669) | $ | 949 | |||||||
PREFERRED SECURITIES - 0.7% | |||||||||
Consumer Staples - 0.1% | 581,940 | 0.1% | |||||||
Financials - 0.4% | 3,769,505 | 0.4% | |||||||
Industrials - 0.1% | 485,355 | 0.1% | |||||||
Utilities - 0.1% | 1,122,251 | 0.1% | |||||||
TOTAL PREFERRED SECURITIES (Cost $5,742,253) | $ | 5,959,051 | |||||||
SECURITIES LENDING COLLATERAL - 0.2% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, | |||||||||
0.0995% (W)(Y) | 136,162 | 1,362,626 | 0.2% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $1,362,612) | $ | 1,362,626 | |||||||
SHORT-TERM INVESTMENTS - 2.4% | |||||||||
Money Market Funds - 1.7% | |||||||||
State Street Institutional | |||||||||
U.S. Government Money Market | |||||||||
Fund, 0.0000% (Y) | 14,169,008 | 14,169,008 | 1.7% | ||||||
Repurchase Agreement - 0.7% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$3,215,000 on 07/01/2014, | |||||||||
collateralized by $3,230,000 | |||||||||
U.S. Treasury Notes, 2.250% due | |||||||||
03/31/2021 (valued at $3,282,488, | |||||||||
including interest) | $ | 3,215,000 | $ | 3,215,000 | 0.4% |
The accompanying notes are an integral part of the financial statements. | 9 |
John Hancock Variable Insurance Trust |
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
SHORT-TERM INVESTMENTS (continued) | ||||||||||
Repurchase Agreement (continued) | ||||||||||
Barclays Tri-Party Repurchase | ||||||||||
Agreement dated 06/30/2014 at | ||||||||||
0.070% to be repurchased at | ||||||||||
$3,115,006 on 07/01/2014, | ||||||||||
collateralized by $2,434,400 | ||||||||||
Treasury Inflation Indexed Bonds, | ||||||||||
2.000% due 01/15/2026 (valued at | ||||||||||
$3,177,410, including interest) | $ | 3,115,000 | $ | 3,115,000 | 0.3% | |||||
6,330,000 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $20,499,008) | $ | 20,499,008 | ||||||||
Total Investments (Active Bond Trust) | ||||||||||
(Cost $823,480,370) - 100.5% | $ | 866,693,941 | 100.5% | |||||||
Other Assets And Liabilities, Net - (0.5%) | (4,581,426 | ) | (0.5)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 862,112,515 | 100.0% |
Bond Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 59.2% | |||||||||
U.S. Treasury Bonds - 4.3% | |||||||||
3.125%, 11/15/2041 | $ | 175,000,000 | $ | 169,257,900 | 1.6% | ||||
3.625%, 02/15/2044 | 264,210,000 | 278,246,156 | 2.7% | ||||||
447,504,056 | |||||||||
U.S. Treasury Notes - 22.3% | |||||||||
0.375%, 04/30/2016 | 492,730,000 | 492,537,343 | 4.8% | ||||||
0.875%, 06/15/2017 | 200,000,000 | 200,046,800 | 1.9% | ||||||
1.000%, 06/30/2019 | 276,459,000 | 267,905,911 | 2.6% | ||||||
1.250%, 10/31/2018 | |||||||||
to 11/30/2018 | 487,610,100 | 483,518,822 | 4.7% | ||||||
2.500%, 05/15/2024 | 756,652,000 | 755,115,240 | 7.3% | ||||||
2.625%, 04/30/2018 | 93,000,000 | 97,853,484 | 0.9% | ||||||
OTHER SECURITIES | 11,543,913 | 0.1% | |||||||
2,308,521,513 | |||||||||
Treasury Inflation Protected Securities - 2.5% | |||||||||
0.125%, 04/15/2017 | |||||||||
to 04/15/2018 | 255,080,898 | 263,657,643 | 2.5% | ||||||
263,657,643 | |||||||||
Federal Farm Credit Bank - 1.1% | |||||||||
1.740%, 03/11/2020 | 59,240,000 | 58,272,137 | 0.6% | ||||||
OTHER SECURITIES | 51,595,656 | 0.5% | |||||||
109,867,793 | |||||||||
Federal National Mortgage Association - 23.0% | |||||||||
1.500%, 05/25/2018 | 36,840,000 | 36,802,313 | 0.4% | ||||||
1.600%, 01/30/2020 | 75,835,000 | 74,257,405 | 0.7% | ||||||
2.289%, 10/01/2035 (P) | 53,976,192 | 57,183,727 | 0.6% | ||||||
2.360%, 12/14/2022 | 50,000,000 | 47,633,150 | 0.5% | ||||||
2.500%, 03/27/2023 | 44,807,000 | 44,483,045 | 0.4% | ||||||
3.000%, 07/01/2027 | |||||||||
to 04/01/2043 | 171,172,620 | 168,342,922 | 1.7% | ||||||
3.500%, 02/01/2026 | |||||||||
to 10/01/2043 | 341,980,881 | 354,525,020 | 3.6% | ||||||
4.000%, 12/01/2024 | |||||||||
to 06/01/2044 | 455,710,218 | 484,990,156 | 4.6% |
Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
Federal National Mortgage Association (continued) | |||||||||
4.500%, 01/01/2027 | |||||||||
to 02/01/2042 | $ | 396,808,900 | $ | 430,247,846 | 4.1% | ||||
5.000%, 02/01/2033 | |||||||||
to 12/01/2041 | 378,275,270 | 420,903,514 | 4.0% | ||||||
5.500%, 02/01/2035 | |||||||||
to 03/01/2041 | 80,469,031 | 90,172,862 | 1.0% | ||||||
6.500%, 07/01/2036 | |||||||||
to 10/01/2039 | 59,422,661 | 66,713,012 | 0.6% | ||||||
OTHER SECURITIES | 111,012,601 | 0.8% | |||||||
2,387,267,573 | |||||||||
Federal Home Loan Mortgage Corp. - 5.4% | |||||||||
1.250%, 03/13/2018 | 68,111,000 | 67,633,610 | 0.7% | ||||||
1.750%, 05/30/2019 | 39,956,000 | 40,099,842 | 0.4% | ||||||
2.378%, 04/01/2042 (P) | 28,999,869 | 29,743,171 | 0.3% | ||||||
3.000%, 02/01/2043 | |||||||||
to 03/01/2043 | 59,742,056 | 59,131,392 | 0.6% | ||||||
3.500%, 02/01/2026 | |||||||||
to 05/01/2042 | 40,744,441 | 43,084,046 | 0.5% | ||||||
4.000%, 09/01/2041 | |||||||||
to 11/01/2043 | 74,236,645 | 78,675,999 | 0.7% | ||||||
4.500%, 08/01/2040 | |||||||||
to 10/01/2041 | 80,472,861 | 87,195,429 | 0.8% | ||||||
5.000%, 09/01/2040 | |||||||||
to 04/01/2041 | 42,762,452 | 47,395,564 | 0.5% | ||||||
OTHER SECURITIES | 109,221,453 | 0.9% | |||||||
562,180,506 | |||||||||
Government National Mortgage Association - 0.4% | 36,454,936 | 0.4% | |||||||
Federal Home Loan Bank - 0.2% | 23,957,790 | 0.2% | |||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $6,102,076,324) | $ | 6,139,411,810 | |||||||
CORPORATE BONDS - 35.5% | |||||||||
Consumer Discretionary - 2.9% | |||||||||
Delphi Corp. | |||||||||
5.000%, 02/15/2023 | 29,800,000 | 32,035,000 | 0.3% | ||||||
DIRECTV Holdings LLC | |||||||||
5.875%, 10/01/2019 | 26,893,000 | 31,274,784 | 0.3% | ||||||
Ford Motor Credit Company LLC | |||||||||
5.875%, 08/02/2021 | 57,894,000 | 67,942,314 | 0.7% | ||||||
OTHER SECURITIES | 170,267,195 | 1.6% | |||||||
301,519,293 | |||||||||
Consumer Staples - 1.2% | |||||||||
Bunge, Ltd. Finance Corp. | |||||||||
8.500%, 06/15/2019 | 26,541,000 | 33,347,493 | 0.3% | ||||||
OTHER SECURITIES | 95,117,585 | 0.9% | |||||||
128,465,078 | |||||||||
Energy - 3.8% | |||||||||
Enterprise Products Operating LLC | |||||||||
6.500%, 01/31/2019 | 31,988,000 | 37,941,639 | 0.4% | ||||||
Plains Exploration & Production | |||||||||
Company | |||||||||
6.750%, 02/01/2022 | 27,470,000 | 31,212,788 | 0.3% | ||||||
OTHER SECURITIES | 325,373,275 | 3.1% | |||||||
394,527,702 |
The accompanying notes are an integral part of the financial statements. | 10 |
John Hancock Variable Insurance Trust |
Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Financials - 18.3% | |||||||||
American International Group, Inc. | |||||||||
(8.175% to 05/15/2038, then | |||||||||
3 month LIBOR + 4.195%) | |||||||||
05/15/2058 (P) | $ | 23,199,000 | $ | 31,956,609 | 0.3% | ||||
BNP Paribas SA | |||||||||
2.375%, 09/14/2017 | 30,106,000 | 30,823,486 | 0.3% | ||||||
Fifth Third Bank | |||||||||
2.375%, 04/25/2019 | 28,465,000 | 28,830,434 | 0.3% | ||||||
General Electric Capital Corp. | |||||||||
5.550%, 05/04/2020 | 32,846,000 | 38,218,128 | 0.4% | ||||||
HBOS PLC | |||||||||
6.750%, 05/21/2018 (S) | 30,909,000 | 35,604,046 | 0.3% | ||||||
JPMorgan Chase & Company | |||||||||
4.625%, 05/10/2021 | 35,540,000 | 39,162,948 | 0.4% | ||||||
Morgan Stanley | |||||||||
5.750%, 01/25/2021 | 28,821,000 | 33,465,792 | 0.3% | ||||||
Morgan Stanley | |||||||||
7.300%, 05/13/2019 | 29,612,000 | 36,203,009 | 0.3% | ||||||
Qwest Corp. | |||||||||
6.750%, 12/01/2021 | 27,024,000 | 31,273,389 | 0.3% | ||||||
Rabobank Nederland NV | |||||||||
3.875%, 02/08/2022 | 33,193,000 | 35,144,914 | 0.3% | ||||||
The Goldman Sachs Group, Inc. | |||||||||
5.250%, 07/27/2021 | 45,492,000 | 51,062,541 | 0.5% | ||||||
OTHER SECURITIES | 1,511,519,989 | 14.6% | |||||||
1,903,265,285 | |||||||||
Health Care - 1.5% | 154,714,371 | 1.5% | |||||||
Industrials - 2.5% | 257,768,095 | 2.5% | |||||||
Information Technology - 0.7% | 73,392,740 | 0.7% | |||||||
Materials - 1.1% | 119,091,002 | 1.1% | |||||||
Telecommunication Services - 2.1% | |||||||||
Crown Castle Towers LLC | |||||||||
4.883%, 08/15/2020 (S) | 35,845,000 | 39,586,788 | 0.4% | ||||||
OTHER SECURITIES | 174,738,022 | 1.7% | |||||||
214,324,810 | |||||||||
Utilities - 1.4% | 143,032,856 | 1.4% | |||||||
TOTAL CORPORATE BONDS (Cost $3,549,759,449) | $ | 3,690,101,232 | |||||||
CAPITAL PREFERRED SECURITIES - 0.7% | |||||||||
Financials - 0.7% | |||||||||
ZFS Finance USA Trust II (6.450% | |||||||||
to 06/15/2016, then 3 month | |||||||||
LIBOR + 2.000%) | |||||||||
12/15/2065 (P)(S) | 26,670,000 | 28,736,925 | 0.3% | ||||||
OTHER SECURITIES | 45,349,746 | 0.4% | |||||||
74,086,671 | |||||||||
TOTAL CAPITAL PREFERRED | |||||||||
SECURITIES (Cost $69,576,662) | $ | 74,086,671 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 2.1% | |||||||||
Commercial & Residential - 0.0% | 10,553 | 0.0% | |||||||
Federal Home Loan Mortgage Corp. - 1.3% | 137,536,106 | 1.3% | |||||||
Federal National Mortgage Association - 0.6% | 56,895,728 | 0.6% | |||||||
Government National Mortgage Association - 0.2% | 22,207,958 | 0.2% | |||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $225,672,832) | $ | 216,650,345 |
Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
PREFERRED SECURITIES - 0.1% | |||||||||
Financials - 0.1% | 10,747,844 | 0.1% | |||||||
TOTAL PREFERRED SECURITIES (Cost $9,785,000) | $ | 10,747,844 | |||||||
SECURITIES LENDING COLLATERAL - 0.2% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, | |||||||||
0.0995% (W)(Y) | 1,907,433 | 19,088,440 | 0.2% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $19,088,419) | $ | 19,088,440 | |||||||
SHORT-TERM INVESTMENTS - 0.8% | |||||||||
Repurchase Agreement - 0.8% | |||||||||
Barclays Tri-Party Repurchase | |||||||||
Agreement dated 06/30/2014 at | |||||||||
0.070% to be repurchased at | |||||||||
$83,800,163 on 07/01/2014, | |||||||||
collateralized by $67,300,000 | |||||||||
Treasury Inflation Indexed Notes, | |||||||||
0.125% - 2.125% due | |||||||||
01/15/2023 - 02/15/2041 (valued | |||||||||
at $85,500,000, including interest) $ | 83,833,000 | $ | 83,833,000 | 0.8% | |||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $83,833,000) | $ | 83,833,000 | |||||||
Total Investments (Bond Trust) | |||||||||
(Cost $10,059,791,686) - 98.6% | $ | 10,233,919,342 | 98.6% | ||||||
Other Assets And Liabilities, Net - 1.4% | 141,240,247 | 1.4% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 10,375,159,589 | 100.0% | ||||||
Bond PS Series
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 55.5% | |||||||||
U.S. Treasury Bonds - 4.2% | |||||||||
3.125%, 11/15/2041 | $ | 2,915,000 | $ | 2,819,353 | 1.5% | ||||
3.625%, 02/15/2044 | 4,645,000 | 4,891,766 | 2.7% | ||||||
�� | 7,711,119 | ||||||||
U.S. Treasury Notes - 20.4% | |||||||||
0.375%, 04/30/2016 | 4,410,000 | 4,408,276 | 2.4% | ||||||
1.000%, 06/30/2019 | 4,871,000 | 4,720,301 | 2.6% | ||||||
1.250%, 10/31/2018 | |||||||||
to 11/30/2018 | 4,404,900 | 4,367,438 | 2.4% | ||||||
1.375%, 07/31/2018 | 2,570,000 | 2,573,213 | 1.4% | ||||||
2.500%, 05/15/2024 | 6,130,000 | 6,117,550 | 3.4% | ||||||
2.625%, 04/30/2018 | 1,555,000 | 1,636,152 | 0.9% | ||||||
2.750%, 11/15/2023 | 12,861,000 | 13,173,484 | 7.2% | ||||||
OTHER SECURITIES | 130,213 | 0.1% | |||||||
37,126,627 | |||||||||
Federal Home Loan Mortgage Corp. - 7.8% | |||||||||
1.250%, 03/13/2018 | 789,000 | 783,470 | 0.4% | ||||||
2.641%, 01/01/2044 (P) | 1,172,761 | 1,208,646 | 0.7% | ||||||
3.500%, 02/01/2026 | |||||||||
to 09/01/2043 | 3,554,748 | 3,664,463 | 2.0% | ||||||
4.000%, 11/01/2041 | |||||||||
to 11/01/2043 | 1,391,837 | 1,474,600 | 0.9% | ||||||
4.500%, 10/01/2040 | |||||||||
to 08/01/2041 | 2,611,770 | 2,842,763 | 1.6% |
The accompanying notes are an integral part of the financial statements. | 11 |
John Hancock Variable Insurance Trust |
Bond PS Series (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
Federal Home Loan Mortgage Corp. (continued) | |||||||||
5.500%, 07/01/2037 | |||||||||
to 10/01/2039 | $ | 1,800,547 | $ | 2,013,751 | 1.1% | ||||
OTHER SECURITIES | 2,159,214 | 1.1% | |||||||
14,146,907 | |||||||||
Federal National Mortgage Association - 19.3% | |||||||||
1.600%, 01/30/2020 | 1,080,000 | 1,057,533 | 0.6% | ||||||
2.500%, 03/27/2023 | 703,000 | 697,917 | 0.4% | ||||||
3.000%, 07/01/2027 | |||||||||
to 04/01/2043 | 3,825,244 | 3,776,783 | 2.1% | ||||||
3.500%, 11/01/2025 | |||||||||
to 04/01/2043 | 3,040,573 | 3,181,716 | 1.6% | ||||||
4.000%, 02/01/2026 | |||||||||
to 11/01/2043 | 7,981,428 | 8,488,910 | 4.7% | ||||||
4.500%, 09/01/2039 | |||||||||
to 02/01/2042 | 4,800,167 | 5,205,854 | 2.9% | ||||||
5.000%, 04/01/2035 | |||||||||
to 02/01/2042 | 7,794,026 | 8,662,216 | 4.8% | ||||||
5.500%, 02/01/2035 | |||||||||
to 01/01/2039 | 620,880 | 695,684 | 0.4% | ||||||
6.000%, 01/01/2037 | |||||||||
to 06/01/2040 | 739,731 | 833,683 | 0.4% | ||||||
OTHER SECURITIES | 2,536,352 | 1.4% | |||||||
35,136,648 | |||||||||
Government National Mortgage Association - 0.1% | 171,197 | 0.1% | |||||||
Treasury Inflation Protected Securities - 2.4% | |||||||||
0.125%, 04/15/2017 | |||||||||
to 04/15/2018 | 4,297,810 | 4,442,272 | 2.4% | ||||||
4,442,272 | |||||||||
Federal Farm Credit Bank - 1.3% | |||||||||
1.740%, 03/11/2020 | 910,000 | 895,132 | 0.5% | ||||||
OTHER SECURITIES | 1,437,684 | 0.8% | |||||||
2,332,816 | |||||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $100,264,422) | $ | 101,067,586 | |||||||
CORPORATE BONDS - 36.0% | |||||||||
Consumer Discretionary - 2.8% | |||||||||
CBS Corp. | |||||||||
7.875%, 07/30/2030 | 457,000 | 613,410 | 0.3% | ||||||
Ford Motor Credit Company LLC | |||||||||
5.875%, 08/02/2021 | 1,025,000 | 1,202,903 | 0.7% | ||||||
Sirius XM Radio, Inc. | |||||||||
5.250%, 08/15/2022 (S) | 565,000 | 608,788 | 0.3% | ||||||
OTHER SECURITIES | 2,588,215 | 1.5% | |||||||
5,013,316 | |||||||||
Consumer Staples - 1.2% | 2,119,122 | 1.2% | |||||||
Energy - 4.1% | |||||||||
Enterprise Products Operating LLC | |||||||||
6.500%, 01/31/2019 | 557,000 | 660,669 | 0.4% | ||||||
Plains Exploration & Production | |||||||||
Company | |||||||||
6.750%, 02/01/2022 | 646,000 | 734,018 | 0.4% | ||||||
OTHER SECURITIES | 6,137,531 | 3.3% | |||||||
7,532,218 | |||||||||
Financials - 18.9% | |||||||||
Fifth Third Bank | |||||||||
2.375%, 04/25/2019 | 665,000 | 673,537 | 0.4% |
Bond PS Series (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
CORPORATE BONDS (continued) | ||||||||||
Financials (continued) | ||||||||||
General Electric Capital Corp. | ||||||||||
5.550%, 05/04/2020 | $ | 706,000 | $ | 821,470 | 0.5% | |||||
HBOS PLC | ||||||||||
6.750%, 05/21/2018 (S) | 554,000 | 638,152 | 0.4% | |||||||
Jefferies Group LLC | ||||||||||
6.875%, 04/15/2021 | 502,000 | 586,903 | 0.3% | |||||||
JPMorgan Chase & Company | ||||||||||
4.250%, 10/15/2020 | 653,000 | 708,268 | 0.4% | |||||||
JPMorgan Chase & Company | ||||||||||
4.625%, 05/10/2021 | 730,000 | 804,416 | 0.4% | |||||||
Morgan Stanley | ||||||||||
5.750%, 01/25/2021 | 509,000 | 591,030 | 0.3% | |||||||
Morgan Stanley | ||||||||||
7.300%, 05/13/2019 | 518,000 | 633,296 | 0.3% | |||||||
Qwest Corp. | ||||||||||
6.750%, 12/01/2021 | 506,000 | 585,566 | 0.3% | |||||||
Rabobank Nederland NV | ||||||||||
3.875%, 02/08/2022 | 577,000 | 610,930 | 0.3% | |||||||
Rabobank Nederland NV (11.000% | ||||||||||
to 06/30/2019, then 3 month | ||||||||||
LIBOR + 10.868%) | ||||||||||
06/30/2019 (Q)(S) | 445,000 | 597,497 | 0.3% | |||||||
The Goldman Sachs Group, Inc. | ||||||||||
5.250%, 07/27/2021 | 798,000 | 895,716 | 0.5% | |||||||
Ventas Realty LP | ||||||||||
4.750%, 06/01/2021 | 553,000 | 606,035 | 0.3% | |||||||
OTHER SECURITIES | 25,683,300 | 14.2% | ||||||||
34,436,116 | ||||||||||
Health Care - 1.6% | ||||||||||
Mylan, Inc. | ||||||||||
7.875%, 07/15/2020 (S) | 524,000 | 579,975 | 0.3% | |||||||
OTHER SECURITIES | 2,385,726 | 1.3% | ||||||||
2,965,701 | ||||||||||
Industrials - 2.3% | ||||||||||
Continental Airlines 2012-2 Class B | ||||||||||
Pass Through Trust | ||||||||||
5.500%, 10/29/2020 | 709,522 | 741,450 | 0.4% | |||||||
OTHER SECURITIES | 3,476,252 | 1.9% | ||||||||
4,217,702 | ||||||||||
Information Technology - 0.7% | 1,224,672 | 0.7% | ||||||||
Materials - 1.3% | 2,330,180 | 1.3% | ||||||||
Telecommunication Services - 1.9% | ||||||||||
Telefonica Emisiones SAU | ||||||||||
6.421%, 06/20/2016 | 529,000 | 582,329 | 0.3% | |||||||
OTHER SECURITIES | 2,814,350 | 1.6% | ||||||||
3,396,679 | ||||||||||
Utilities - 1.2% | 2,233,688 | 1.2% | ||||||||
TOTAL CORPORATE BONDS (Cost $64,053,516) | $ | 65,469,394 | ||||||||
CAPITAL PREFERRED SECURITIES - 0.8% | ||||||||||
Financials - 0.8% | ||||||||||
ZFS Finance USA Trust II (6.450% | ||||||||||
to 06/15/2016, then 3 month | ||||||||||
LIBOR + 2.000%) | ||||||||||
12/15/2065 (S) | 575,000 | 619,563 | 0.3% | |||||||
OTHER SECURITIES | 783,355 | 0.5% | ||||||||
TOTAL CAPITAL PREFERRED | ||||||||||
SECURITIES (Cost $1,327,735) | $ | 1,402,918 |
The accompanying notes are an integral part of the financial statements. | 12 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 1.5% | |||||||||
Federal Home Loan Mortgage Corp. - 1.1% | $ | 2,062,372 | 1.1% | ||||||
Federal National Mortgage Association - 0.3% | 507,755 | 0.3% | |||||||
Government National Mortgage Association - 0.1% | 217,953 | 0.1% | |||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $2,681,019) | $ | 2,788,080 | |||||||
SHORT-TERM INVESTMENTS - 12.0% | |||||||||
Repurchase Agreement - 12.0% | |||||||||
Barclays Tri-Party Repurchase | |||||||||
Agreement dated 06/30/2014 at | |||||||||
0.070% to be repurchased at | |||||||||
$10,800,021 on 07/01/2014, | |||||||||
collateralized by $8,434,900 | |||||||||
Treasury Inflation Indexed Bonds, | |||||||||
1.750% due 01/15/2028 (valued at | |||||||||
$11,000,000, including interest) | $ | 10,829,000 | 10,829,000 | 6.0% | |||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$10,981,000 on 07/01/2014, | |||||||||
collateralized by $11,025,000 | |||||||||
U.S. Treasury Notes, 2.250% due | |||||||||
03/31/2021 (valued at | |||||||||
$11,204,156, including interest) | 10,981,000 | 10,981,000 | 6.0% | ||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $21,810,000) | $ | 21,810,000 | |||||||
Total Investments (Bond PS Series) | |||||||||
(Cost $190,136,692) - 105.8% | $ | 192,537,978 | 105.8% | ||||||
Other Assets And Liabilities, Net - (5.8%) | (10,510,775 | ) | (5.8)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 182,027,203 | 100.0% | ||||||
Core Bond Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 51.5% | |||||||||
U.S. Treasury Bonds - 2.3% | |||||||||
3.625%, 02/15/2044 | $ | 19,218,000 | $ | 20,238,956 | 2.1% | ||||
OTHER SECURITIES | 2,384,085 | 0.2% | |||||||
22,623,041 | |||||||||
U.S. Treasury Notes - 19.7% | |||||||||
0.375%, 05/31/2016 | |||||||||
to 06/30/2016 | 37,582,000 | 37,574,451 | 3.8% | ||||||
0.625%, 10/15/2016 | |||||||||
to 09/30/2017 | 22,959,000 | 22,884,373 | 2.3% | ||||||
0.750%, 03/15/2017 | 8,510,000 | 8,508,672 | 0.9% | ||||||
0.875%, 04/15/2017 | |||||||||
to 06/15/2017 | 59,180,000 | 59,220,709 | 6.0% | ||||||
1.500%, 05/31/2019 (L) | 26,615,000 | 26,475,697 | 2.7% | ||||||
1.625%, 04/30/2019 | |||||||||
to 06/30/2019 | 13,157,000 | 13,151,169 | 1.4% | ||||||
2.500%, 05/15/2024 | 12,836,000 | 12,809,930 | 1.3% | ||||||
3.125%, 04/30/2017 | 8,666,000 | 9,224,550 | 1.0% | ||||||
OTHER SECURITIES | 2,441,822 | 0.3% | |||||||
192,291,373 |
Core Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
Federal Home Loan Mortgage Corp. - 7.8% | |||||||||
3.169%, 02/01/2042 (P) | $ | 3,208,275 | $ | 3,331,901 | 0.3% | ||||
3.500%, 03/01/2033 | |||||||||
to 08/01/2043 | 21,810,714 | 22,363,594 | 2.4% | ||||||
4.000%, 03/01/2029 | |||||||||
to 04/01/2034 | 6,123,739 | 6,566,751 | 0.6% | ||||||
4.500%, 06/01/2042 | |||||||||
to 09/01/2042 | 5,074,259 | 5,549,626 | 0.6% | ||||||
5.000%, 08/01/2039 | |||||||||
to 08/01/2041 | 13,435,254 | 14,985,198 | 1.5% | ||||||
OTHER SECURITIES | 22,783,893 | 2.4% | |||||||
75,580,963 | |||||||||
Federal National Mortgage Association - 17.1% | |||||||||
2.500%, TBA (C) | 7,800,000 | 7,830,957 | 0.8% | ||||||
2.500%, 11/01/2026 | |||||||||
to 12/01/2027 | 6,779,764 | 6,906,279 | 0.7% | ||||||
3.000%, TBA (C) | 30,100,000 | 30,058,498 | 3.1% | ||||||
3.000%, 12/01/2037 | |||||||||
to 02/01/2043 | 13,641,187 | 13,409,396 | 1.3% | ||||||
3.086%, 07/01/2044 (P) | 4,031,000 | 4,188,511 | 0.4% | ||||||
3.237%, 04/01/2044 (P) | 9,778,228 | 10,105,067 | 1.0% | ||||||
3.500%, 07/01/2032 | |||||||||
to 08/01/2042 | 4,291,510 | 4,421,670 | 0.4% | ||||||
4.000%, 05/01/2025 | |||||||||
to 07/01/2034 | 36,825,009 | 39,520,749 | 3.9% | ||||||
4.500%, TBA (C) | 8,100,000 | 8,745,785 | 0.9% | ||||||
5.500%, 09/01/2034 | |||||||||
to 04/01/2040 | 4,163,453 | 4,680,648 | 0.6% | ||||||
6.000%, 08/01/2034 | |||||||||
to 07/01/2037 | 6,213,295 | 7,031,932 | 0.9% | ||||||
OTHER SECURITIES | 29,921,449 | 3.1% | |||||||
166,820,941 | |||||||||
Government National Mortgage Association - 4.6% | |||||||||
3.500%, TBA (C) | 15,100,000 | 15,699,861 | 1.6% | ||||||
4.000%, TBA (C) | 14,200,000 | 15,143,525 | 1.6% | ||||||
4.500%, TBA (C) | 12,700,000 | 13,829,109 | 1.4% | ||||||
44,672,495 | |||||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $500,834,441) | $ | 501,988,813 | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 1.9% | |||||||||
Canada - 0.1% | 835,314 | 0.1% | |||||||
Japan - 0.3% | 2,944,400 | 0.3% | |||||||
Jordan - 0.2% | 2,365,093 | 0.2% | |||||||
Mexico - 0.3% | 3,056,741 | 0.3% | |||||||
Poland - 0.2% | 1,564,550 | 0.2% | |||||||
Slovakia - 0.2% | 2,443,430 | 0.2% | |||||||
Slovenia - 0.5% | 4,437,318 | 0.5% | |||||||
Ukraine - 0.1% | 596,327 | 0.1% | |||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $17,902,843) | $ | 18,243,173 |
The accompanying notes are an integral part of the financial statements. | 13 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS - 28.7% | |||||||||
Consumer Discretionary - 3.0% | |||||||||
Daimler Finance | |||||||||
North America LLC | |||||||||
1.875%, 09/15/2014 | |||||||||
to 01/11/2018 (S) | $ | 4,095,000 | $ | 4,117,940 | 0.4% | ||||
OTHER SECURITIES | 24,979,737 | 2.6% | |||||||
29,097,677 | |||||||||
Consumer Staples - 1.4% | 13,817,406 | 1.4% | |||||||
Energy - 4.2% | 40,365,610 | 4.2% | |||||||
Financials - 10.1% | |||||||||
American Express Credit Corp. | |||||||||
1.125%, 06/05/2017 | 3,145,000 | 3,143,918 | 0.3% | ||||||
American Express Credit Corp. | |||||||||
1.750%, 06/12/2015 | 4,214,000 | 4,267,286 | 0.4% | ||||||
Bank of America Corp. | |||||||||
1.500%, 10/09/2015 | 3,770,000 | 3,804,526 | 0.4% | ||||||
Lazard Group LLC | |||||||||
6.850%, 06/15/2017 | 3,948,000 | 4,478,445 | 0.5% | ||||||
Murray Street Investment Trust I | |||||||||
4.647%, 03/09/2017 | 3,421,000 | 3,696,852 | 0.4% | ||||||
National Australia Bank Ltd. | |||||||||
2.250%, 07/01/2019 (S) | 3,910,000 | 3,913,993 | 0.4% | ||||||
Norddeutsche Landesbank | |||||||||
Girozentrale | |||||||||
2.000%, 02/05/2019 (S) | 4,600,000 | 4,613,202 | 0.5% | ||||||
OTHER SECURITIES | 70,051,928 | 7.2% | |||||||
97,970,150 | |||||||||
Health Care - 2.1% | 20,284,586 | 2.1% | |||||||
Industrials - 0.8% | 8,052,906 | 0.8% | |||||||
Information Technology - 1.9% | 18,075,422 | 1.9% | |||||||
Materials - 0.6% | 6,198,874 | 0.6% | |||||||
Telecommunication Services - 2.4% | |||||||||
Verizon Communications, Inc. | |||||||||
1.350%, 06/09/2017 | 4,845,000 | 4,842,640 | 0.5% | ||||||
OTHER SECURITIES | 18,917,346 | 1.9% | |||||||
23,759,986 | |||||||||
Utilities - 2.2% | 21,565,740 | 2.2% | |||||||
TOTAL CORPORATE BONDS (Cost $270,981,362) | $ | 279,188,357 | |||||||
Municipal Bonds 1.7% | 16,927,530 | 1.7% | |||||||
TOTAL MUNICIPAL BONDS (Cost $13,480,168) | $ | 16,927,530 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 9.2% | |||||||||
Commercial & Residential - 6.3% | |||||||||
Impact Funding LLC, | |||||||||
5.314%, 01/25/2051 (S) | 3,460,097 | 3,918,307 | 0.4% | ||||||
JP Morgan Chase Commercial | |||||||||
Mortgage Securities Trust, | |||||||||
4.388%, 02/15/2046 (S) | 5,269,000 | 5,756,525 | 0.6% | ||||||
OTHER SECURITIES | 51,969,904 | 5.3% | |||||||
61,644,736 | |||||||||
Federal Home Loan Mortgage Corp. - 1.4% | 14,137,611 | 1.4% | |||||||
Federal National Mortgage Association - 1.5% | |||||||||
3.000%, 12/25/2042 | 3,946,825 | 3,833,587 | 0.4% |
Core Bond Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS (continued) | ||||||||||
Federal National Mortgage Association (continued) | ||||||||||
OTHER SECURITIES | $ | 10,327,244 | 1.1% | |||||||
14,160,831 | ||||||||||
TOTAL COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS (Cost $89,581,401) | $ | 89,943,178 | ||||||||
ASSET BACKED SECURITIES - 13.7% | ||||||||||
Ally Auto Receivables Trust, | ||||||||||
1.530%, 04/15/2019 | $ | 6,074,000 | 6,090,497 | 0.6% | ||||||
Capital Auto Receivables | ||||||||||
Asset Trust, | ||||||||||
1.260%, 05/21/2018 | 3,299,000 | 3,303,843 | 0.3% | |||||||
Citibank Credit Card Issuance Trust, | ||||||||||
0.583%, 09/10/2020 (P) | 4,221,000 | 4,238,429 | 0.4% | |||||||
Ford Credit Auto Owner Trust, | ||||||||||
2.260%, 11/15/2025 (S) | 3,398,000 | 3,427,936 | 0.3% | |||||||
Nelnet Student Loan Trust, | ||||||||||
0.583%, 03/25/2026 (P)(S) | 4,293,000 | 4,265,800 | 0.4% | |||||||
Nelnet Student Loan Trust, | ||||||||||
0.732%, 06/25/2041 (P)(S) | 5,155,812 | 5,159,854 | 0.5% | |||||||
SLM Student Loan Trust, | ||||||||||
0.339%, 01/25/2027 (P) | 3,983,000 | 3,939,267 | 0.4% | |||||||
SLM Student Loan Trust, | ||||||||||
1.551%, 08/15/2025 (P)(S) | 3,228,427 | 3,271,329 | 0.3% | |||||||
OTHER SECURITIES | 100,184,617 | 10.5% | ||||||||
TOTAL ASSET BACKED | ||||||||||
SECURITIES (Cost $133,174,649) | $ | 133,881,572 | ||||||||
SECURITIES LENDING COLLATERAL - 1.6% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, | ||||||||||
0.0995% (W)(Y) | 1,522,272 | 15,233,988 | 1.6% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $15,233,836) | $ | 15,233,988 | ||||||||
SHORT-TERM INVESTMENTS - 2.2% | ||||||||||
Money Market Funds - 2.2% | ||||||||||
State Street Institutional Liquid | ||||||||||
Reserves Fund, 0.0619% (Y) | 20,896,300 | 20,896,300 | 2.2% | |||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $20,896,300) | $ | 20,896,300 | ||||||||
Total Investments (Core Bond Trust) | ||||||||||
(Cost $1,062,085,000) - 110.5% | $ | 1,076,302,911 | 110.5% | |||||||
Other Assets And Liabilities, Net - (10.5%) | (102,202,766 | ) | (10.5)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 974,100,145 | 100.0% | |||||||
SALE COMMITMENTS OUTSTANDING - (1.0)% | ||||||||||
FEDERAL NATIONAL MORTGAGE | ||||||||||
ASSOCIATION - (1.0)% | ||||||||||
2.500%, TBA (C) | (7,800,000) | (7,830,957 | ) | (0.8)% | ||||||
OTHER SECURITIES | (1,755,383 | ) | (0.2)% | |||||||
TOTAL SALE COMMITMENTS | ||||||||||
OUTSTANDING (Cost $(9,548,258)) | $ | (9,586,340) |
The accompanying notes are an integral part of the financial statements. | 14 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 17.0% | |||||||||
Treasury Inflation Protected Securities - 1.4% | |||||||||
2.500%, 01/15/2029 | $ | 4,637,136 | $ | 5,840,617 | 0.7% | ||||
OTHER SECURITIES | 5,849,152 | 0.7% | |||||||
11,689,769 | |||||||||
U.S. Treasury Bonds - 2.4% | |||||||||
3.625%, 08/15/2043 | 5,400,000 | 5,691,935 | 0.7% | ||||||
5.500%, 08/15/2028 | 7,800,000 | 10,193,625 | 1.2% | ||||||
OTHER SECURITIES | 3,561,171 | 0.5% | |||||||
19,446,731 | |||||||||
U.S. Treasury Notes - 1.6% | |||||||||
2.000%, 11/30/2020 | |||||||||
to 02/15/2023 (D) (F) | 6,800,000 | 6,688,266 | 0.8% | ||||||
2.500%, 08/15/2023 (D) | 5,400,000 | 5,429,111 | 0.7% | ||||||
OTHER SECURITIES | 788,375 | 0.1% | |||||||
12,905,752 | |||||||||
Federal Home Loan Mortgage Corp. - 0.0% | 67,034 | 0.0% | |||||||
Federal National Mortgage Association - 9.1% | |||||||||
3.500%, TBA (C) | 47,000,000 | 49,794,296 | 6.0% | ||||||
4.500%, TBA (C) | 21,000,000 | 22,725,938 | 2.8% | ||||||
OTHER SECURITIES | 2,466,194 | 0.3% | |||||||
74,986,428 | |||||||||
Government National Mortgage Association - 0.0% | 127,075 | 0.0% | |||||||
U.S. Government - 2.5% | |||||||||
3.625%, 02/15/2044 | 20,000,000 | 21,062,500 | 2.5% | ||||||
21,062,500 | |||||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $140,459,441) | $ | 140,285,289 | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 49.3% | |||||||||
Australia - 0.2% | 2,051,194 | 0.2% | |||||||
Belgium - 0.6% | 5,036,396 | 0.6% | |||||||
Brazil - 0.8% | |||||||||
Federative Republic of Brazil | |||||||||
10.000%, 01/01/2021 | |||||||||
to 01/01/2025 | BRL | 17,300,000 | 7,012,587 | 0.8% | |||||
7,012,587 | |||||||||
Canada - 1.2% | 10,120,420 | 1.2% | |||||||
France - 7.6% | |||||||||
Government of France | |||||||||
1.000%, 05/25/2018 | EUR | 24,700,000 | 34,683,833 | 4.2% | |||||
Government of France | |||||||||
4.000%, 10/25/2038 | 3,300,000 | 5,675,873 | 0.7% | ||||||
Government of France | |||||||||
4.500%, 04/25/2041 | 8,600,000 | 16,028,172 | 1.9% | ||||||
OTHER SECURITIES | 6,041,186 | 0.8% | |||||||
62,429,064 | |||||||||
Germany - 0.5% | 4,081,101 | 0.5% | |||||||
Italy - 5.7% | |||||||||
Republic of Italy | |||||||||
4.500%, 05/01/2023 | |||||||||
to 03/01/2024 | 8,100,000 | 12,756,794 | 1.5% | ||||||
Republic of Italy | |||||||||
5.500%, 09/01/2022 | |||||||||
to 11/01/2022 | 14,200,000 | 23,860,674 | 2.9% |
Global Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (continued) | |||||||||
Italy (continued) | |||||||||
OTHER SECURITIES | $ | 10,716,479 | 1.3% | ||||||
47,333,947 | |||||||||
Japan - 5.4% | |||||||||
Government of Japan | |||||||||
1.600%, 03/20/2033 | JPY | 1,610,000,000 | 16,612,552 | 2.0% | |||||
Government of Japan | |||||||||
1.700%, 09/20/2032 | 2,670,000,000 | 28,144,259 | 3.4% | ||||||
44,756,811 | |||||||||
Mexico - 5.8% | |||||||||
Government of Mexico | |||||||||
1.290%, 06/08/2015 | 1,100,000,000 | 10,917,651 | 1.3% | ||||||
Government of Mexico | |||||||||
7.500%, 06/03/2027 | MXN | 91,600,000 | 8,009,442 | 1.0% | |||||
Government of Mexico | |||||||||
7.750%, 05/29/2031 | |||||||||
to 11/23/2034 | 159,530,000 | 14,069,456 | 1.6% | ||||||
Government of Mexico | |||||||||
8.000%, 12/07/2023 | 80,000,000 | 7,204,162 | 0.9% | ||||||
OTHER SECURITIES | 7,794,343 | 1.0% | |||||||
47,995,054 | |||||||||
New Zealand - 2.4% | |||||||||
Dominion of New Zealand | |||||||||
5.000%, 03/15/2019 | NZD | 6,800,000 | 6,180,757 | 0.7% | |||||
Dominion of New Zealand | |||||||||
6.000%, 12/15/2017 | |||||||||
to 05/15/2021 | 6,300,000 | 6,054,424 | 0.8% | ||||||
OTHER SECURITIES | 7,375,848 | 0.9% | |||||||
19,611,029 | |||||||||
Norway - 0.2% | 1,511,031 | 0.2% | |||||||
Slovenia - 2.2% | |||||||||
Republic of Slovenia | |||||||||
4.700%, 11/01/2016 (S) | EUR | 4,800,000 | 7,116,133 | 0.9% | |||||
Republic of Slovenia | |||||||||
4.750%, 05/10/2018 | $ | 6,100,000 | 6,572,750 | 0.8% | |||||
OTHER SECURITIES | 4,407,500 | 0.5% | |||||||
18,096,383 | |||||||||
Spain - 13.8% | |||||||||
Autonomous Community of | |||||||||
Madrid | |||||||||
4.200%, 09/24/2014 | EUR | 5,600,000 | 7,724,856 | 0.9% | |||||
Kingdom of Spain | |||||||||
3.750%, 10/31/2018 | 20,200,000 | 30,636,621 | 3.7% | ||||||
Kingdom of Spain | |||||||||
4.400%, 10/31/2023 (S) | 9,200,000 | 14,466,159 | 1.8% | ||||||
Kingdom of Spain | |||||||||
4.500%, 01/31/2018 | 12,400,000 | 19,082,671 | 2.3% | ||||||
Kingdom of Spain | |||||||||
5.400%, 01/31/2023 (S) | 17,400,000 | 29,265,976 | 3.5% | ||||||
OTHER SECURITIES | 12,831,317 | 1.6% | |||||||
114,007,600 | |||||||||
United Kingdom - 2.9% | |||||||||
Government of United Kingdom | |||||||||
3.250%, 01/22/2044 | GBP | 7,000,000 | 11,600,255 | 1.4% | |||||
OTHER SECURITIES | 12,016,825 | 1.5% | |||||||
23,617,080 | |||||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $388,885,008) | $ | 407,659,697 |
The accompanying notes are an integral part of the financial statements. | 15 |
John Hancock Variable Insurance Trust |
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
CORPORATE BONDS - 19.0% | ||||||||||
Australia - 1.5% | ||||||||||
Australia & New Zealand | ||||||||||
Banking Group, Ltd. | ||||||||||
1.000%, 10/06/2015 (S) | $ | 9,800,000 | $ | 9,867,912 | 1.2% | |||||
OTHER SECURITIES | 2,301,638 | 0.3% | ||||||||
12,169,550 | ||||||||||
Denmark - 0.0% | 80,862 | 0.0% | ||||||||
France - 2.0% | ||||||||||
BNP Paribas Home Loan | ||||||||||
Covered Bonds SA | ||||||||||
2.200%, 11/02/2015 (S) | 5,800,000 | 5,923,755 | 0.7% | |||||||
OTHER SECURITIES | 10,420,440 | 1.3% | ||||||||
16,344,195 | ||||||||||
Germany - 3.2% | ||||||||||
KFW | ||||||||||
6.250%, 05/19/2021 | AUD | 9,900,000 | 10,663,442 | 1.3% | ||||||
OTHER SECURITIES | 15,509,045 | 1.9% | ||||||||
26,172,487 | ||||||||||
Ireland - 1.5% | ||||||||||
German Postal Pensions | ||||||||||
Securitisation PLC | ||||||||||
3.375%, 01/18/2016 | EUR | 6,500,000 | 9,320,731 | 1.1% | ||||||
OTHER SECURITIES | 3,005,442 | 0.4% | ||||||||
12,326,173 | ||||||||||
Italy - 0.5% | 4,195,432 | 0.5% | ||||||||
Jersey, Channel Islands - 0.4% | 3,142,130 | 0.4% | ||||||||
Luxembourg - 1.2% | 10,077,863 | 1.2% | ||||||||
Netherlands - 1.0% | ||||||||||
Petrobras Global Finance BV | ||||||||||
3.250%, 03/17/2017 | $ | 6,100,000 | 6,243,350 | 0.8% | ||||||
OTHER SECURITIES | 1,734,440 | 0.2% | ||||||||
7,977,790 | ||||||||||
Sweden - 0.3% | 2,303,982 | 0.3% | ||||||||
Switzerland - 0.4% | 3,144,351 | 0.4% | ||||||||
Tunisia - 0.3% | 2,953,873 | 0.3% | ||||||||
United Kingdom - 1.1% | 9,608,723 | 1.1% | ||||||||
United States - 5.6% | ||||||||||
Spectra Energy Capital LLC | ||||||||||
6.200%, 04/15/2018 | 5,000,000 | 5,737,655 | 0.7% | |||||||
Sprint Nextel Corp. | ||||||||||
8.375%, 08/15/2017 | 5,637,000 | 6,581,198 | 0.8% | |||||||
OTHER SECURITIES | 33,927,177 | 4.1% | ||||||||
46,246,030 | ||||||||||
TOTAL CORPORATE BONDS (Cost $151,751,927) | $ | 156,743,441 | ||||||||
TERM LOANS - 0.1% | ||||||||||
United Kingdom - 0.1% | 597,600 | 0.1% | ||||||||
TOTAL TERM LOANS (Cost $598,691) | $ | 597,600 | ||||||||
Municipal Bonds 0.0% | 318,958 | 0.0% | ||||||||
TOTAL MUNICIPAL BONDS (Cost $325,000) | $ | 318,958 | ||||||||
COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS - 12.4% | ||||||||||
Fosse Master Issuer PLC, | ||||||||||
Series 2012-1A, Class 2B2 | ||||||||||
2.628%, 10/18/2054 (P) (S) | GBP | 3,100,000 | 5,389,068 | 0.7% |
Global Bond Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS (continued) | ||||||||||
Mansard Mortgages PLC, | ||||||||||
Series 2007-2X, Class A1 | ||||||||||
1.208%, 12/15/2049 (P) | GBP | 6,881,646 | $ | 11,568,567 | 1.4% | |||||
NCUA Guaranteed Notes Trust, | ||||||||||
Series 2010-R2, Class 1A | ||||||||||
0.522%, 11/06/2017 (P) | $ | 6,551,702 | 6,565,913 | 0.8% | ||||||
OTHER SECURITIES | 78,952,594 | 9.5% | ||||||||
TOTAL COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS (Cost $98,726,346) | $ | 102,476,142 | ||||||||
Asset Backed Securities 1.4% | 11,825,014 | 1.4% | ||||||||
TOTAL ASSET BACKED | ||||||||||
SECURITIES (Cost $11,642,821) | $ | 11,825,014 | ||||||||
COMMON STOCKS - 0.0% | ||||||||||
United States - 0.0% | 77,882 | 0.0% | ||||||||
TOTAL COMMON STOCKS (Cost $33,609) | $ | 77,882 | ||||||||
PREFERRED SECURITIES - 0.0% | ||||||||||
United States - 0.0% | 239,414 | 0.0% | ||||||||
TOTAL PREFERRED SECURITIES (Cost $110,250) | $ | 239,414 | ||||||||
ESCROW SHARES - 0.3% | ||||||||||
United States - 0.3% | 2,096,500 | 0.3% | ||||||||
TOTAL ESCROW SHARES (Cost $302,906) | $ | 2,096,500 | ||||||||
PURCHASED OPTIONS - 0.1% | ||||||||||
Put Options - 0.1% | 662,660 | 0.1% | ||||||||
TOTAL PURCHASED OPTIONS (Cost $862,500) | $ | 662,660 | ||||||||
CERTIFICATE OF DEPOSIT - 2.4% | ||||||||||
China Construction Bank Corp. | ||||||||||
0.898%, 07/28/2014 * | $ | 8,700,000 | $ | 8,698,918 | 1.0% | |||||
Credit Suisse | ||||||||||
1.000%, 08/24/2015 * | 6,600,000 | 6,596,212 | 0.8% | |||||||
OTHER SECURITIES | 4,743,658 | 0.6% | ||||||||
TOTAL CERTIFICATE OF | ||||||||||
DEPOSIT (Cost $19,994,141) | $ | 20,038,788 | ||||||||
SHORT-TERM INVESTMENTS - 7.7% | ||||||||||
Commercial Paper - 0.1% | 1,199,872 | 0.1% | ||||||||
U.S. Government - 0.4% | 3,106,718 | 0.4% | ||||||||
U.S. Government Agency - 1.1% | ||||||||||
Federal Home Loan Bank | ||||||||||
Discount Note | ||||||||||
0.097%, 08/13/2014 * | 9,200,000 | 9,199,669 | 1.1% | |||||||
9,199,669 | ||||||||||
Foreign Government - 3.7% | ||||||||||
Government of Mexico | ||||||||||
2.879%, 12/11/2014 * | MXN | 79,000,000 | 6,006,399 | 0.7% | ||||||
Government of Mexico | ||||||||||
3.506%, 07/10/2014 * | 317,000,000 | 24,414,876 | 3.0% | |||||||
30,421,275 |
The accompanying notes are an integral part of the financial statements. | 16 |
John Hancock Variable Insurance Trust |
Global Bond Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
SHORT-TERM INVESTMENTS (continued) | ||||||||||
Repurchase Agreement - 2.4% | ||||||||||
Repurchase Agreement with | ||||||||||
Royal Bank of Canada dated | ||||||||||
06/30/2014 at 0.140% to be | ||||||||||
repurchased at $19,800,077 | ||||||||||
on 07/01/2014, collateralized | ||||||||||
by $20,167,000 U.S. Treasury | ||||||||||
Notes, 1.375% due | ||||||||||
09/30/2018 (valued at | ||||||||||
$20,217,039, | ||||||||||
including interest) | $ | 19,800,000 | $ | 19,800,000 | 2.4% | |||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $63,615,184) | $ | 63,727,534 | ||||||||
Total Investments (Global Bond Trust) | ||||||||||
(Cost $877,307,824) - 109.7% | $ | 906,748,919 | 109.7% | |||||||
Other Assets And Liabilities, Net - (9.7%) | (79,811,041 | ) | (9.7)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 826,937,878 | 100.0% | |||||||
SALE COMMITMENTS OUTSTANDING - (13.1)% | ||||||||||
FEDERAL NATIONAL MORTGAGE | ||||||||||
ASSOCIATION - (13.1)% | ||||||||||
Federal National Mortgage | ||||||||||
Association | ||||||||||
4.500%, (C) | (38,000,000) | (41,123,125 | ) | (5.0)% | ||||||
Federal National Mortgage | ||||||||||
Association | ||||||||||
4.000%, (C) | (8,000,000) | (8,482,499 | ) | (1.0)% | ||||||
Federal National Mortgage | ||||||||||
Association | ||||||||||
4.500%, (C) | (30,000,000) | (32,391,798 | ) | (3.9)% | ||||||
Federal National Mortgage | ||||||||||
Association | ||||||||||
4.000%, (C) | (25,000,000) | (26,428,710 | ) | (3.2)% | ||||||
TOTAL SALE COMMITMENTS | ||||||||||
OUTSTANDING (Cost $(108,056,445)) | $ | (108,426,132) | ||||||||
High Yield Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 1.1% | |||||||||
Argentina - 0.0% | $ | 126,360 | 0.0% | ||||||
Brazil - 0.5% | |||||||||
Federative Republic of Brazil | |||||||||
10.000%, 01/01/2017 | BRL | 3,559,000 | $ | 1,556,819 | 0.5% | ||||
Mexico - 0.3% | 945,114 | 0.3% | |||||||
Venezuela - 0.3% | 948,768 | 0.3% | |||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $3,927,754) | $ | 3,577,061 | |||||||
CORPORATE BONDS - 88.5% | |||||||||
Consumer Discretionary - 17.4% | |||||||||
Altice SA | |||||||||
7.750%, 05/15/2022 (S) | $ | 1,520,000 | 1,622,600 | 0.5% |
High Yield Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Consumer Discretionary (continued) | |||||||||
Caesars Entertainment Resort | |||||||||
Properties LLC | |||||||||
11.000%, 10/01/2021 (L)(S) | $ | 2,070,000 | $ | 2,225,250 | 0.7% | ||||
DISH DBS Corp. | |||||||||
7.875%, 09/01/2019 | 1,560,000 | 1,852,500 | 0.6% | ||||||
Guitar Center, Inc. | |||||||||
9.625%, 04/15/2020 (S)(L) | 2,060,000 | 1,962,150 | 0.6% | ||||||
MCE Finance, Ltd. | |||||||||
5.000%, 02/15/2021 (S) | 1,760,000 | 1,777,600 | 0.5% | ||||||
New Cotai LLC, PIK | |||||||||
10.625%, 05/01/2019 (S) | 1,412,801 | 1,624,721 | 0.5% | ||||||
Schaeffler Holding Finance BV, | |||||||||
PIK | |||||||||
6.875%, 08/15/2018 (S) | EUR | 1,200,000 | 1,729,426 | 0.5% | |||||
Spencer Spirit Holdings, Inc., | |||||||||
PIK | |||||||||
9.000%, 05/01/2018 (S) | $ | 1,600,000 | 1,639,360 | 0.5% | |||||
OTHER SECURITIES | 43,537,872 | 13.0% | |||||||
57,971,479 | |||||||||
Consumer Staples - 5.7% | |||||||||
Lantheus Medical Imaging, Inc. | |||||||||
9.750%, 05/15/2017 | 1,620,000 | 1,682,775 | 0.5% | ||||||
Simmons Foods, Inc. | |||||||||
10.500%, 11/01/2017 (S) | 1,660,000 | 1,778,275 | 0.5% | ||||||
OTHER SECURITIES | 15,710,479 | 4.7% | |||||||
19,171,529 | |||||||||
Energy - 17.7% | |||||||||
Access Midstream Partners LP | |||||||||
6.125%, 07/15/2022 | 1,900,000 | 2,099,500 | 0.6% | ||||||
Arch Coal, Inc. | |||||||||
9.875%, 06/15/2019 | 1,800,000 | 1,534,500 | 0.5% | ||||||
Berry Petroleum Company LLC | |||||||||
6.750%, 11/01/2020 | 1,700,000 | 1,789,250 | 0.5% | ||||||
Chesapeake Energy Corp. | |||||||||
6.125%, 02/15/2021 | 1,440,000 | 1,612,800 | 0.5% | ||||||
First Wind Capital LLC | |||||||||
10.250%, 06/01/2018 (S) | 1,980,000 | 2,118,600 | 0.6% | ||||||
Halcon Resources Corp. | |||||||||
8.875%, 05/15/2021 | 1,710,000 | 1,838,250 | 0.6% | ||||||
Hercules Offshore, Inc. | |||||||||
7.500%, 10/01/2021 (S) | 1,950,000 | 1,935,375 | 0.6% | ||||||
Magnum Hunter | |||||||||
Resources Corp. | |||||||||
9.750%, 05/15/2020 | 1,410,000 | 1,558,050 | 0.5% | ||||||
Puma International | |||||||||
Financing SA | |||||||||
6.750%, 02/01/2021 (S) | 1,640,000 | 1,689,364 | 0.5% | ||||||
Samson Investment Company | |||||||||
10.750%, 02/15/2020 (S) | 1,720,000 | 1,812,450 | 0.5% | ||||||
Sanchez Energy Corp. | |||||||||
7.750%, 06/15/2021 (S) | 1,710,000 | 1,855,350 | 0.6% | ||||||
OTHER SECURITIES | 39,049,893 | 11.7% | |||||||
58,893,382 | |||||||||
Financials - 7.9% | |||||||||
CIT Group, Inc. | |||||||||
5.000%, 08/01/2023 | 1,790,000 | 1,832,512 | 0.5% | ||||||
Citigroup, Inc. | |||||||||
6.300%, 05/15/2024 | 1,770,000 | 1,803,188 | 0.5% | ||||||
Globe Luxembourg SCA | |||||||||
9.625%, 05/01/2018 (S) | 1,460,000 | 1,620,746 | 0.5% |
The accompanying notes are an integral part of the financial statements. | 17 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Financials (continued) | |||||||||
Jack Cooper Holdings Corp. | |||||||||
9.250%, 06/01/2020 (S) | $ | 1,900,000 | $ | 2,090,000 | 0.6% | ||||
The Royal Bank of Scotland | |||||||||
Group PLC (7.648% to | |||||||||
09/30/2031, then 3 month | |||||||||
LIBOR + 2.500%) | |||||||||
09/30/2031 (Q) | 1,740,000 | 2,105,400 | 0.6% | ||||||
The Royal Bank of | |||||||||
Scotland PLC | |||||||||
13.125%, 03/19/2022 (P) | AUD | 1,550,000 | 1,754,557 | 0.5% | |||||
OTHER SECURITIES | 15,279,472 | 4.7% | |||||||
26,485,875 | |||||||||
Health Care - 3.9% | |||||||||
HCA, Inc. | |||||||||
5.000%, 03/15/2024 | $ | 2,240,000 | 2,270,957 | 0.7% | |||||
OTHER SECURITIES | 10,732,638 | 3.2% | |||||||
13,003,595 | |||||||||
Industrials - 15.6% | |||||||||
American Airlines 2013-1 | |||||||||
Class C Pass Through Trust | |||||||||
6.125%, 07/15/2018 (S) | 1,790,000 | 1,897,400 | 0.6% | ||||||
DH Services Luxembourg Sarl | |||||||||
7.750%, 12/15/2020 (S) | 2,000,000 | 2,145,000 | 0.6% | ||||||
International Lease | |||||||||
Finance Corp. | |||||||||
8.250%, 12/15/2020 | 2,340,000 | 2,889,900 | 0.9% | ||||||
Neovia Logistics Intermediate | |||||||||
Holdings LLC, PIK | |||||||||
10.000%, 02/15/2018 (S) | 1,790,000 | 1,852,650 | 0.6% | ||||||
West Corp. | |||||||||
5.375%, 07/15/2022 (S) | 1,800,000 | 1,777,500 | 0.5% | ||||||
OTHER SECURITIES | 41,293,248 | 12.4% | |||||||
51,855,698 | |||||||||
Information Technology - 2.4% | |||||||||
First Data Corp. | |||||||||
12.625%, 01/15/2021 | 1,670,000 | 2,056,188 | 0.6% | ||||||
OTHER SECURITIES | 5,983,838 | 1.8% | |||||||
8,040,026 | |||||||||
Materials - 9.3% | |||||||||
Appvion, Inc. | |||||||||
9.000%, 06/01/2020 (S) | 2,010,000 | 1,999,950 | 0.6% | ||||||
FMG | |||||||||
Resources | |||||||||
August 2006 Pty, Ltd. | |||||||||
6.875%, 02/01/2018 | |||||||||
to 04/01/2022 (S) | 1,820,000 | 1,938,675 | 0.6% | ||||||
Vedanta Resources PLC | |||||||||
6.000%, 01/31/2019 (S) | 2,340,000 | 2,419,092 | 0.7% | ||||||
OTHER SECURITIES | 24,599,187 | 7.4% | |||||||
30,956,904 | |||||||||
Telecommunication Services - 5.7% | |||||||||
Intelsat Jackson Holdings SA | |||||||||
5.500%, 08/01/2023 | 1,810,000 | 1,796,425 | 0.5% | ||||||
Sprint Capital Corp. | |||||||||
8.750%, 03/15/2032 | 5,210,000 | 6,017,550 | 1.8% | ||||||
tw telecom holdings, Inc. | |||||||||
6.375%, 09/01/2023 | 1,400,000 | 1,592,500 | 0.5% | ||||||
OTHER SECURITIES | 9,531,266 | 2.9% | |||||||
18,937,741 |
High Yield Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Utilities - 2.9% | |||||||||
Mirant Mid-Atlantic LLC | |||||||||
10.060%, 12/30/2028 | $ | 2,055,761 | $ | 2,315,301 | 0.7% | ||||
NRG REMA LLC | |||||||||
9.237%, 07/02/2017 | 1,898,099 | 2,002,494 | 0.6% | ||||||
Suburban Propane Partners LP | |||||||||
5.500%, 06/01/2024 | 1,510,000 | 1,528,875 | 0.5% | ||||||
OTHER SECURITIES | 3,802,407 | 1.1% | |||||||
9,649,077 | |||||||||
TOTAL CORPORATE BONDS (Cost $289,766,932) | $ | 294,965,306 | |||||||
CAPITAL PREFERRED SECURITIES - 0.8% | |||||||||
Consumer Staples - 0.2% | 693,450 | 0.2% | |||||||
Financials - 0.6% | 1,777,350 | 0.6% | |||||||
TOTAL CAPITAL PREFERRED | |||||||||
SECURITIES (Cost $2,218,952) | $ | 2,470,800 | |||||||
CONVERTIBLE BONDS - 0.2% | |||||||||
Materials - 0.2% | 530,061 | 0.2% | |||||||
Telecommunication Services - 0.0% | 91,190 | 0.0% | |||||||
TOTAL CONVERTIBLE BONDS (Cost $757,260) | $ | 621,251 | |||||||
MUNICIPAL BONDS - 0.1% | |||||||||
United States - 0.1% | 404,805 | 0.1% | |||||||
TERM LOANS (M) - 3.7% | |||||||||
Consumer Discretionary - 0.9% | 2,859,551 | 0.9% | |||||||
Consumer Staples - 0.1% | 259,875 | 0.1% | |||||||
Health Care - 0.8% | 2,607,364 | 0.8% | |||||||
Industrials - 0.9% | |||||||||
Commercial Barge Line | |||||||||
Company | |||||||||
10.750%, 03/22/2020 | 1,860,000 | 1,878,600 | 0.6% | ||||||
OTHER SECURITIES | 1,082,038 | 0.3% | |||||||
2,960,638 | |||||||||
Materials - 0.1% | 525,725 | 0.1% | |||||||
Utilities - 0.9% | |||||||||
Energy Future Intermediate | |||||||||
Holding Company LLC | |||||||||
4.250%, 06/10/2016 | 3,065,550 | 3,084,710 | 0.9% | ||||||
TOTAL TERM LOANS (Cost $12,090,805) | $ | 12,297,863 | |||||||
COMMON STOCKS - 2.6% | |||||||||
Consumer Discretionary - 0.2% | 727,025 | 0.2% | |||||||
Financials - 1.2% | 3,932,181 | 1.2% | |||||||
Health Care - 0.2% | 628,130 | 0.2% | |||||||
Industrials - 0.8% | |||||||||
DeepOcean Group | |||||||||
Holdings AS (I) | 83,286 | 2,585,197 | 0.8% | ||||||
OTHER SECURITIES | 149,468 | 0.0% | |||||||
2,734,665 | |||||||||
Materials - 0.2% | 599,379 | 0.2% | |||||||
TOTAL COMMON STOCKS (Cost $10,016,083) | $ | 8,621,380 |
The accompanying notes are an integral part of the financial statements. | 18 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
PREFERRED SECURITIES - 1.8% | |||||||||
Financials - 1.8% | |||||||||
GMAC Capital Trust I (8.125% | |||||||||
to 02/15/2016, then | |||||||||
3 month LIBOR + 5.785%) | 120,597 | 3,292,298 | 1.0% | ||||||
Santander Finance Preferred | |||||||||
SAU, 10.500% | 2,489 | 2,603,338 | 0.8% | ||||||
5,895,636 | |||||||||
Materials - 0.0% | 121,446 | 0.0% | |||||||
TOTAL PREFERRED SECURITIES (Cost $5,947,593) | $ | 6,017,082 | |||||||
ESCROW CERTIFICATES - 0.0% | |||||||||
Consumer Discretionary - 0.0% | 42,525 | 0.0% | |||||||
TOTAL ESCROW CERTIFICATES (Cost $440,831) | $ | 42,525 | |||||||
Warrants 0.0% | 45,018 | 0.0% | |||||||
TOTAL WARRANTS (Cost $0) | $ | 45,018 | |||||||
SECURITIES LENDING COLLATERAL - 2.1% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, | |||||||||
0.0995% (W)(Y) | 706,038 | 7,065,606 | 2.1% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $7,065,564) | $ | 7,065,606 | |||||||
SHORT-TERM INVESTMENTS - 0.9% | |||||||||
Money Market Funds - 0.9% | |||||||||
State Street Institutional Liquid | |||||||||
Reserves Fund, 0.0619% (Y) | 2,888,294 | 2,888,294 | 0.9% | ||||||
Repurchase Agreement 0.0% | $ | 120,136 | 0.00% | ||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $3,008,430) | $ | 3,008,430 | |||||||
Total Investments (High Yield Trust) | |||||||||
(Cost $335,668,163) - 101.8% | $ | 339,137,127 | 101.8% | ||||||
Other Assets And Liabilities, Net - (1.8%) | (5,838,244 | ) | (1.8)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 333,298,883 | 100.0% |
Income Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS - 31.1% | |||||||||
Consumer Discretionary - 5.1% | |||||||||
Chrysler Group LLC | |||||||||
8.000%, 06/15/2019 | $ | 3,000,000 | $ | 3,258,750 | 0.7% | ||||
OTHER SECURITIES | 20,899,132 | 4.4% | |||||||
24,157,882 | |||||||||
Consumer Staples - 2.3% | 10,706,938 | 2.3% | |||||||
Energy - 5.4% | |||||||||
Chesapeake Energy Corp. | |||||||||
5.750%, 03/15/2023 | 4,200,000 | 4,667,040 | 1.0% | ||||||
OTHER SECURITIES | 20,958,960 | 4.4% | |||||||
25,626,000 |
Income Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Financials - 3.8% | |||||||||
JPMorgan Chase & Company | |||||||||
(7.900% to 04/30/2018, then | |||||||||
3 month LIBOR + 3.470%) | |||||||||
04/30/2018 (Q) | $ | 7,500,000 | $ | 8,400,000 | 1.8% | ||||
OTHER SECURITIES | 9,753,625 | 2.0% | |||||||
18,153,625 | |||||||||
Health Care - 2.4% | |||||||||
Tenet Healthcare Corp. | |||||||||
9.250%, 02/01/2015 | 3,400,000 | 3,566,940 | 0.8% | ||||||
OTHER SECURITIES | 7,628,314 | 1.6% | |||||||
11,195,254 | |||||||||
Industrials - 2.1% | |||||||||
Ocean Rig UDW, Inc. | |||||||||
7.250%, 04/01/2019 (S) | 3,000,000 | 2,970,000 | 0.6% | ||||||
OTHER SECURITIES | 6,798,750 | 1.5% | |||||||
9,768,750 | |||||||||
Information Technology - 3.6% | |||||||||
First Data Corp. | |||||||||
8.250%, 01/15/2021 (S) | 3,500,000 | 3,832,500 | 0.8% | ||||||
First Data Corp. | |||||||||
12.625%, 01/15/2021 | 3,050,000 | 3,755,313 | 0.8% | ||||||
OTHER SECURITIES | 9,653,035 | 2.0% | |||||||
17,240,848 | |||||||||
Materials - 1.7% | 7,905,443 | 1.7% | |||||||
Telecommunication Services - 3.4% | |||||||||
Sprint Communications, Inc. | |||||||||
9.000%, 11/15/2018 (S) | 3,000,000 | 3,637,500 | 0.8% | ||||||
OTHER SECURITIES | 12,375,643 | 2.6% | |||||||
16,013,143 | |||||||||
Utilities - 1.3% | |||||||||
InterGen NV | |||||||||
7.000%, 06/30/2023 (S) | 4,000,000 | 4,130,000 | 0.9% | ||||||
OTHER SECURITIES | 1,987,400 | 0.4% | |||||||
6,117,400 | |||||||||
TOTAL CORPORATE BONDS (Cost $133,212,415) | $ | 146,885,283 | |||||||
CONVERTIBLE BONDS - 2.1% | |||||||||
Consumer Discretionary - 0.5% | 2,400,041 | 0.5% | |||||||
Energy - 0.9% | |||||||||
Cobalt International Energy, Inc. | |||||||||
3.125%, 05/15/2024 | 4,000,000 | 4,302,500 | 0.9% | ||||||
Materials - 0.7% | 3,181,115 | 0.7% | |||||||
TOTAL CONVERTIBLE BONDS (Cost $8,076,230) | $ | 9,883,656 | |||||||
TERM LOANS (M) - 2.0% | |||||||||
Consumer Discretionary - 0.8% | 3,515,417 | 0.8% | |||||||
Industrials - 0.7% | 3,457,208 | 0.7% | |||||||
Information Technology - 0.5% | 2,359,434 | 0.5% | |||||||
TOTAL TERM LOANS (Cost $9,076,287) | $ | 9,332,059 | |||||||
COMMON STOCKS - 55.6% | |||||||||
Consumer Discretionary - 1.0% | 4,923,555 | 1.0% | |||||||
Consumer Staples - 1.1% | |||||||||
PepsiCo, Inc. | 35,920 | 3,209,093 | 0.7% | ||||||
OTHER SECURITIES | 1,811,418 | 0.4% | |||||||
5,020,511 |
The accompanying notes are an integral part of the financial statements. | 19 |
John Hancock Variable Insurance Trust |
Income Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMON STOCKS (continued) | ||||||||
Energy - 9.8% | ||||||||
BP PLC, ADR | 170,000 | $ | 8,967,500 | 1.9% | ||||
Canadian Oil Sands, Ltd. | 130,000 | 2,945,879 | 0.6% | |||||
Exxon Mobil Corp. | 39,790 | 4,006,057 | 0.8% | |||||
Halliburton Company | 77,910 | 5,532,389 | 1.2% | |||||
Royal Dutch Shell PLC, ADR | 154,414 | 12,719,081 | 2.7% | |||||
Spectra Energy Corp. | 73,370 | 3,116,758 | 0.7% | |||||
OTHER SECURITIES | 8,994,017 | 1.9% | ||||||
46,281,681 | ||||||||
Financials - 5.2% | ||||||||
Bank of America Corp. | 200,000 | 3,074,000 | 0.7% | |||||
JPMorgan Chase & Company | 120,000 | 6,914,400 | 1.5% | |||||
Wells Fargo & Company | 174,800 | 9,187,488 | 1.9% | |||||
OTHER SECURITIES | 5,305,084 | 1.1% | ||||||
24,480,972 | ||||||||
Health Care - 6.2% | ||||||||
Johnson & Johnson | 46,010 | 4,813,566 | 1.0% | |||||
Merck & Company, Inc. | 167,130 | 9,668,471 | 2.0% | |||||
Pfizer, Inc. | 200,000 | 5,936,000 | 1.3% | |||||
Roche Holding AG | 17,430 | 5,193,387 | 1.1% | |||||
OTHER SECURITIES | 3,802,428 | 0.8% | ||||||
29,413,852 | ||||||||
Industrials - 3.9% | ||||||||
General Electric Company | 281,620 | 7,400,974 | 1.6% | |||||
Lockheed Martin Corp. | 19,290 | 3,100,482 | 0.6% | |||||
OTHER SECURITIES | 7,720,264 | 1.7% | ||||||
18,221,720 | ||||||||
Information Technology - 4.2% | ||||||||
Apple, Inc. | 41,650 | 3,870,535 | 0.8% | |||||
Cisco Systems, Inc. | 119,080 | 2,959,138 | 0.6% | |||||
Intel Corp. | 256,460 | 7,924,614 | 1.7% | |||||
OTHER SECURITIES | 5,120,940 | 1.1% | ||||||
19,875,227 | ||||||||
Materials - 9.0% | ||||||||
Agrium, Inc. (L) | 35,000 | 3,207,050 | 0.7% | |||||
BHP Billiton PLC | 161,680 | 5,256,054 | 1.1% | |||||
E.I. du Pont de Nemours | ||||||||
& Company | 69,450 | 4,544,808 | 1.0% | |||||
Freeport-McMoRan Copper | ||||||||
& Gold, Inc. | 137,150 | 5,005,975 | 1.1% | |||||
LyondellBasell | ||||||||
Industries NV, Class A | 75,000 | 7,323,750 | 1.5% | |||||
Rio Tinto PLC, ADR (L) | 97,451 | 5,289,640 | 1.1% | |||||
The Dow Chemical Company | 83,430 | 4,293,308 | 0.9% | |||||
OTHER SECURITIES | 7,593,535 | 1.6% | ||||||
42,514,120 | ||||||||
Telecommunication Services - 2.1% | ||||||||
AT&T, Inc. | 140,000 | 4,950,400 | 1.1% | |||||
OTHER SECURITIES | 4,865,330 | 1.0% | ||||||
9,815,730 | ||||||||
Utilities - 13.1% | ||||||||
American Electric | ||||||||
Power Company, Inc. | 70,000 | 3,903,900 | 0.8% | |||||
Dominion Resources, Inc. | 60,070 | 4,296,206 | 0.9% | |||||
Duke Energy Corp. | 67,082 | 4,976,814 | 1.0% | |||||
Entergy Corp. | 50,000 | 4,104,500 | 0.9% | |||||
Exelon Corp. | 155,000 | 5,654,400 | 1.2% | |||||
NextEra Energy, Inc. | 53,345 | 5,466,796 | 1.2% | |||||
PG&E Corp. | 112,400 | 5,397,448 | 1.1% |
Income Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMON STOCKS (continued) | |||||||||
Utilities (continued) | |||||||||
Public Service | |||||||||
Enterprise Group, Inc. | 150,000 | $ | 6,118,500 | 1.3% | |||||
The Southern Company | 110,000 | 4,991,800 | 1.1% | ||||||
Xcel Energy, Inc. | 110,000 | 3,545,300 | 0.7% | ||||||
OTHER SECURITIES | 13,582,813 | 2.9% | |||||||
62,038,477 | |||||||||
TOTAL COMMON STOCKS (Cost $212,373,335) | $ | 262,585,845 | |||||||
PREFERRED SECURITIES - 5.7% | |||||||||
Energy - 1.1% | 5,381,919 | 1.1% | |||||||
Financials - 3.9% | |||||||||
Bank of America Corp., 7.250% | 5,350 | 6,243,450 | 1.3% | ||||||
Wells Fargo & Company, 7.500% | 4,600 | 5,584,400 | 1.2% | ||||||
OTHER SECURITIES | 6,361,404 | 1.4% | |||||||
18,189,254 | |||||||||
Information Technology - 0.3% | 1,174,932 | 0.3% | |||||||
Utilities - 0.4% | 1,962,020 | 0.4% | |||||||
TOTAL PREFERRED | |||||||||
SECURITIES (Cost $25,453,621) | $ | 26,708,125 | |||||||
Warrants 0.0% | 48,906 | 0.0% | |||||||
TOTAL WARRANTS (Cost $208,370) | $ | 48,906 | |||||||
ESCROW CERTIFICATES - 0.0% | |||||||||
Consumer Discretionary - 0.0% | 850 | 0.0% | |||||||
Utilities - 0.0% | 0 | 0.0% | |||||||
TOTAL ESCROW CERTIFICATES (Cost $326) | $ | 850 | |||||||
EQUITY LINKED SECURITIES - 1.1% | |||||||||
Financials - 1.1% | 5,022,750 | 1.1% | |||||||
TOTAL EQUITY LINKED | |||||||||
SECURITIES (Cost $4,375,000) | $ | 5,022,750 | |||||||
SECURITIES LENDING COLLATERAL - 3.1% | |||||||||
John Hancock Collateral | |||||||||
Investment Trust, | |||||||||
0.0995% (W)(Y) | 1,479,392 | 14,804,863 | 3.1% | ||||||
TOTAL SECURITIES LENDING | |||||||||
COLLATERAL (Cost $14,804,652) | $ | 14,804,863 | |||||||
SHORT-TERM INVESTMENTS - 0.8% | |||||||||
U.S. Government Agency - 0.8% | |||||||||
Federal Home Loan Bank Discount | |||||||||
Notes, 0.010%, 07/01/2014 * | $ | 4,000,000 | $ | 4,000,000 | 0.8% | ||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $4,000,000) | $ | 4,000,000 | |||||||
Total Investments (Income Trust) | |||||||||
(Cost $411,580,236) - 101.5% | $ | 479,272,337 | 101.5% | ||||||
Other Assets And Liabilities, Net - (1.5%) | (6,987,637 | ) | (1.5)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 472,284,700 | 100.0% | ||||||
The accompanying notes are an integral part of the financial statements. | 20 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 40.2% | |||||||||
Treasury Inflation Protected Securities - 9.2% | |||||||||
0.125%, 04/15/2018 | |||||||||
to 04/15/2019 | $ | 20,670,152 | 21,312,520 | 6.4% | |||||
0.625%, 01/15/2024 | 7,009,848 | 7,256,286 | 2.2% | ||||||
1.375%, 02/15/2044 | 1,932,509 | 2,118,212 | 0.6% | ||||||
30,687,018 | |||||||||
U.S. Treasury Notes - 0.4% | 1,235,614 | 0.4% | |||||||
U.S. Treasury Bonds - 1.9% | |||||||||
3.375%, 05/15/2044 | 2,200,000 | 2,210,314 | 0.7% | ||||||
3.750%, 11/15/2043 (D) | 1,695,000 | 1,826,891 | 0.5% | ||||||
5.375%, 02/15/2031 | 1,665,000 | 2,183,491 | 0.7% | ||||||
OTHER SECURITIES | 105,406 | 0.0% | |||||||
6,326,102 | |||||||||
Federal Home Loan Mortgage Corp. - 6.6% | |||||||||
3.000%, TBA (C) | 6,300,000 | 6,208,453 | 1.9% | ||||||
3.500%, TBA (C) | 4,200,000 | 4,313,039 | 1.3% | ||||||
4.000%, TBA (C) | 3,900,000 | 4,121,813 | 1.2% | ||||||
4.500%, TBA (C) | 4,000,000 | 4,326,250 | 1.3% | ||||||
5.000%, TBA (C) | 2,200,000 | 2,434,438 | 0.7% | ||||||
OTHER SECURITIES | 559,431 | 0.2% | |||||||
21,963,424 | |||||||||
Federal National Mortgage Association - 15.9% | |||||||||
2.500%, TBA (C) | 1,200,000 | 1,208,828 | 0.3% | ||||||
2.500%, 12/01/2042 | |||||||||
to 03/01/2043 | 2,085,787 | 1,978,484 | 0.7% | ||||||
3.000%, TBA (C) | 10,700,000 | 10,713,756 | 3.2% | ||||||
3.500%, TBA (C) | 5,200,000 | 5,347,062 | 1.6% | ||||||
4.000%, TBA (C) | 6,500,000 | 6,892,031 | 2.1% | ||||||
4.500%, TBA (C) | 22,600,000 | 24,457,438 | 7.4% | ||||||
5.000%, TBA (C) | 1,800,000 | 1,998,000 | 0.6% | ||||||
52,595,599 | |||||||||
Government National Mortgage Association - 4.8% | |||||||||
4.000%, TBA (C) | 7,700,000 | 8,234,188 | 2.5% | ||||||
4.500%, TBA (C) | 6,400,000 | 6,976,617 | 2.2% | ||||||
OTHER SECURITIES | 859,338 | 0.1% | |||||||
16,070,143 | |||||||||
U.S. Government - 1.4% | |||||||||
3.625%, 02/15/2044 (D) | 4,290,000 | 4,517,906 | 1.4% | ||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $131,815,371) | $ | 133,395,806 | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 3.0% | |||||||||
Brazil - 0.8% | |||||||||
Federative Republic of Brazil | |||||||||
6.000%, 05/15/2045 | BRL | 1,000,000 | 1,092,963 | 0.3% | |||||
OTHER SECURITIES | 1,511,603 | 0.5% | |||||||
2,604,566 | |||||||||
Colombia - 0.3% | 875,631 | 0.3% | |||||||
Japan - 1.1% | |||||||||
Government of Japan | |||||||||
0.100%, 09/10/2023 | JPY | 335,134,800 | 3,589,206 | 1.1% | |||||
Mexico - 0.5% | |||||||||
Government of Mexico | |||||||||
4.750%, 03/08/2044 | $ | 1,050,000 | 1,071,000 | 0.3% | |||||
OTHER SECURITIES | 700,591 | 0.2% | |||||||
1,771,591 |
Investment Quality Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (continued) | |||||||||
Peru - 0.2% | $ | 709,240 | 0.2% | ||||||
Russia - 0.1% | 353,270 | 0.1% | |||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $9,351,291) | $ | 9,903,504 | |||||||
CORPORATE BONDS - 33.6% | |||||||||
Consumer Discretionary - 4.1% | 13,746,617 | 4.1% | |||||||
Consumer Staples - 1.2% | 3,866,084 | 1.2% | |||||||
Energy - 3.2% | 10,462,126 | 3.2% | |||||||
Financials - 16.6% | |||||||||
Bank of America Corp. | |||||||||
5.625%, 07/01/2020 | $ | 945,000 | 1,086,977 | 0.3% | |||||
Bank of America Corp. | |||||||||
6.400%, 08/28/2017 | 1,200,000 | 1,370,522 | 0.4% | ||||||
Bank of America Corp. | |||||||||
7.750%, 05/14/2038 | 825,000 | 1,130,271 | 0.3% | ||||||
Barclays Bank PLC | |||||||||
6.050%, 12/04/2017 (S) | 1,680,000 | 1,905,495 | 0.6% | ||||||
Capital One Financial Corp. | |||||||||
6.150%, 09/01/2016 | 950,000 | 1,051,247 | 0.3% | ||||||
Citigroup, Inc. | |||||||||
8.500%, 05/22/2019 | 850,000 | 1,087,754 | 0.3% | ||||||
Credit Suisse New York | |||||||||
1.375%, 05/26/2017 | 1,020,000 | 1,023,123 | 0.3% | ||||||
Metropolitan Life Global | |||||||||
Funding I | |||||||||
3.125%, 01/11/2016 (S) | 1,050,000 | 1,088,909 | 0.3% | ||||||
Morgan Stanley | |||||||||
6.625%, 04/01/2018 | 1,225,000 | 1,431,834 | 0.4% | ||||||
PNC Funding Corp. | |||||||||
5.625%, 02/01/2017 | 1,100,000 | 1,216,474 | 0.4% | ||||||
Prudential Financial, Inc. | |||||||||
4.600%, 05/15/2044 | 1,150,000 | 1,157,220 | 0.4% | ||||||
Sun Canada Financial Company | |||||||||
7.250%, 12/15/2015 (S) | 1,471,000 | 1,562,910 | 0.5% | ||||||
The Goldman Sachs Group, Inc. | |||||||||
5.750%, 01/24/2022 | 1,150,000 | 1,330,164 | 0.4% | ||||||
The Goldman Sachs Group, Inc. | |||||||||
6.750%, 10/01/2037 | 865,000 | 1,035,195 | 0.3% | ||||||
OTHER SECURITIES | 37,631,714 | 11.4% | |||||||
55,109,809 | |||||||||
Health Care - 1.8% | |||||||||
Express Scripts Holding | |||||||||
Company | |||||||||
2.100%, 02/12/2015 | 1,575,000 | 1,590,827 | 0.5% | ||||||
OTHER SECURITIES | 4,315,014 | 1.3% | |||||||
5,905,841 | |||||||||
Industrials - 1.9% | |||||||||
Hutchison Whampoa | |||||||||
International 11, Ltd. | |||||||||
3.500%, 01/13/2017 (S) | 1,060,000 | 1,114,219 | 0.3% | ||||||
OTHER SECURITIES | 5,306,342 | 1.6% | |||||||
6,420,561 | |||||||||
Information Technology - 0.6% | 1,972,747 | 0.6% | |||||||
Materials - 0.5% | 1,769,504 | 0.5% | |||||||
Telecommunication Services - 2.5% | |||||||||
Verizon Communications, Inc. | |||||||||
5.150%, 09/15/2023 | 1,275,000 | 1,426,081 | 0.4% |
The accompanying notes are an integral part of the financial statements. | 21 |
John Hancock Variable Insurance Trust |
Investment Quality Bond Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
CORPORATE BONDS (continued) | ||||||||||
Telecommunication Services (continued) | ||||||||||
Verizon Communications, Inc. | ||||||||||
6.550%, 09/15/2043 | $ | 2,125,000 | $ | 2,669,788 | 0.8% | |||||
OTHER SECURITIES | 4,333,111 | 1.3% | ||||||||
8,428,980 | ||||||||||
Utilities - 1.2% | 3,923,227 | 1.2% | ||||||||
TOTAL CORPORATE BONDS (Cost $104,348,185) | $ | 111,605,496 | ||||||||
CAPITAL PREFERRED SECURITIES - 0.2% | ||||||||||
Financials - 0.2% | 779,960 | 0.2% | ||||||||
TOTAL CAPITAL PREFERRED | ||||||||||
SECURITIES (Cost $708,051) | $ | 779,960 | ||||||||
Municipal Bonds - 1.7% | 5,726,871 | 1.7% | ||||||||
TOTAL MUNICIPAL BONDS (Cost $4,829,240) | $ | 5,726,871 | ||||||||
TERM LOANS - 4.2% | ||||||||||
Consumer Discretionary - 1.2% | 4,052,724 | 1.2% | ||||||||
Energy - 0.3% | 823,683 | 0.3% | ||||||||
Financials - 0.5% | 1,795,173 | 0.5% | ||||||||
Health Care - 0.4% | 1,478,835 | 0.4% | ||||||||
Industrials - 0.6% | 1,990,409 | 0.6% | ||||||||
Information Technology - 0.4% | 1,251,870 | 0.4% | ||||||||
Materials - 0.5% | 1,492,428 | 0.5% | ||||||||
Telecommunication Services - 0.3% | 948,184 | 0.3% | ||||||||
TOTAL TERM LOANS (Cost $13,783,271) | $ | 13,833,306 | ||||||||
COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS - 13.7% | ||||||||||
Commercial & Residential - 13.7% | ||||||||||
Commercial Mortgage Pass | ||||||||||
Through Certificates, | ||||||||||
3.424%, 03/10/2031 (S) | $ | 1,020,000 | $ | 1,035,549 | 0.3% | |||||
JPMorgan Chase Commercial | ||||||||||
Mortgage Securities Corp., | ||||||||||
5.481%, 12/12/2044 (P) | 1,405,695 | 1,476,476 | 0.4% | |||||||
LB-UBS Commercial | ||||||||||
Mortgage Trust, | ||||||||||
6.029%, 06/15/2038 (P) | 998,824 | 1,078,290 | 0.3% | |||||||
OTHER SECURITIES | 41,752,863 | 12.7% | ||||||||
45,343,178 | ||||||||||
Government National Mortgage Association - 0.0% | 34,938 | 0.0% | ||||||||
TOTAL COLLATERALIZED MORTGAGE | ||||||||||
OBLIGATIONS (Cost $45,014,433) | $ | 45,378,116 | ||||||||
ASSET BACKED SECURITIES - 3.8% | ||||||||||
Ally Master Owner Trust, | ||||||||||
1.540%, 09/15/2016 | 1,335,000 | 1,338,089 | 0.4% | |||||||
Louisiana Local Government | ||||||||||
Environmental Facilities & | ||||||||||
Communities Development | ||||||||||
Authority, | ||||||||||
2.470%, 02/01/2019 | 1,321,682 | 1,353,059 | 0.4% | |||||||
OTHER SECURITIES | 9,935,271 | 3.0% | ||||||||
TOTAL ASSET BACKED | ||||||||||
SECURITIES (Cost $12,462,835) | $ | 12,626,419 |
Investment Quality Bond Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
PREFERRED SECURITIES - 0.2% | ||||||||||
Diversified Financial Services - 0.2% | 637,100 | 0.2% | ||||||||
TOTAL PREFERRED SECURITIES (Cost $644,000) | $ | 637,100 | ||||||||
PURCHASED OPTIONS - 0.0% | ||||||||||
Call Options - 0.0% | 51,511 | 0.0% | ||||||||
Put Options - 0.0% | 34,442 | 0.0% | ||||||||
TOTAL PURCHASED OPTIONS (Cost $167,098) | $ | 85,953 | ||||||||
SECURITIES LENDING COLLATERAL - 0.1% | ||||||||||
John Hancock Collateral | ||||||||||
Investment Trust, 0.0995% | 29,953 | 299,756 | 0.1% | |||||||
TOTAL SECURITIES LENDING | ||||||||||
COLLATERAL (Cost $299,750) | $ | 299,756 | ||||||||
SHORT-TERM INVESTMENTS - 25.0% | ||||||||||
Repurchase Agreement - 25.0% | ||||||||||
Deutsche Bank Tri-Party | ||||||||||
Repurchase Agreement dated | ||||||||||
06/30/2014 at 0.100% to be | ||||||||||
repurchased at $7,900,022 on | ||||||||||
07/01/2014, collateralized by | ||||||||||
$8,233,000 Federal Home | ||||||||||
Loan Mortgage Corp. 1.570% | ||||||||||
due 01/08/2020 (valued at | ||||||||||
$8,058,552, including interest) | $ | 7,900,000 | $ | 7,900,000 | 2.4% | |||||
Goldman Sachs Tri-Party | ||||||||||
Repurchase Agreement dated | ||||||||||
06/30/2014 at 0.100% to be | ||||||||||
repurchased at $75,000,208 on | ||||||||||
07/01/2014, collateralized by | ||||||||||
$20,326,500 Government | ||||||||||
National Mortgage | ||||||||||
Association, 4.500% - 5.000% | ||||||||||
due 09/20/2041 - 06/20/2044 | ||||||||||
(valued at $76,500,001, | ||||||||||
including interest) | 75,000,000 | 75,000,000 | 22.6% | |||||||
82,900,000 | ||||||||||
TOTAL SHORT-TERM | ||||||||||
INVESTMENTS (Cost $82,900,000) | $ | 82,900,000 | ||||||||
Total Investments (Investment Quality Bond Trust) | ||||||||||
(Cost $406,323,525) - 125.7% | $ | 417,172,287 | 125.7% | |||||||
Other Assets And Liabilities, Net - (25.7%) | (85,273,092 | ) | (25.7)% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 331,899,195 | 100.0% | |||||||
SALE COMMITMENTS OUTSTANDING - (0.4)% | ||||||||||
FEDERAL HOME LOAN | ||||||||||
MORTGAGE CORP. - (0.4)% | ||||||||||
4.000%, TBA (C) | (1,300,000) | (1,370,180 | ) | (0.4)% | ||||||
TOTAL FEDERAL HOME LOAN | ||||||||||
MORTGAGE CORP. (Cost $(1,368,148)) | $ | (1,370,180) |
The accompanying notes are an integral part of the financial statements. | 22 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMERCIAL PAPER - 38.3% | |||||||||
Australia & New Zealand Banking | |||||||||
Group, Ltd. | |||||||||
0.140%, 09/05/2014 * | $ | 21,500,000 | $ | 21,494,482 | 0.9% | ||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. | |||||||||
0.140%, 07/07/2014 * | 40,000,000 | 39,999,067 | 1.7% | ||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. | |||||||||
0.200%, 11/26/2014 * | 35,000,000 | 34,971,222 | 1.5% | ||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. | |||||||||
0.210%, 12/16/2014 * | 25,000,000 | 24,975,500 | 1.1% | ||||||
Barclays U.S. Funding LLC | |||||||||
0.230%, 09/02/2014 * | 50,000,000 | 49,979,875 | 2.2% | ||||||
BNP Paribas Finance, Inc. | |||||||||
0.160%, 07/07/2014 * | 50,000,000 | 49,998,667 | 2.2% | ||||||
BNP Paribas Finance, Inc. | |||||||||
0.160%, 07/22/2014 * | 50,000,000 | 49,995,333 | 2.2% | ||||||
Caisse Centrale Desjardins | |||||||||
0.140%, 08/05/2014 * | 10,300,000 | 10,298,598 | 0.4% | ||||||
Caisse Centrale Desjardins | |||||||||
0.160%, 07/28/2014 * | 20,000,000 | 19,997,600 | 0.9% | ||||||
Caisse Centrale Desjardins | |||||||||
0.170%, 08/22/2014 * | 20,000,000 | 19,995,089 | 0.8% | ||||||
Canadian Imperial Holdings, Inc. | |||||||||
0.050%, 07/08/2014 * | 79,700,000 | 79,699,225 | 3.4% | ||||||
Cargill Global Funding PLC | |||||||||
0.060%, 07/01/2014 * | 20,000,000 | 20,000,000 | 0.9% | ||||||
Chevron Corp. | |||||||||
0.070%, 07/08/2014 * | 57,000,000 | 56,999,224 | 2.5% | ||||||
Deutsche Bank Financial LLC | |||||||||
0.210%, 07/28/2014 * | 40,000,000 | 39,993,700 | 1.7% | ||||||
Deutsche Bank Financial LLC | |||||||||
0.300%, 10/27/2014 * | 50,000,000 | 49,950,833 | 2.2% | ||||||
Electricite de France SA | |||||||||
0.250%, 12/11/2014 * | 25,000,000 | 24,971,702 | 1.1% | ||||||
Govco LLC | |||||||||
0.100%, 07/25/2014 * | 74,000,000 | 73,995,067 | 3.2% | ||||||
MetLife Short Term Funding LLC | |||||||||
0.100%, 07/02/2014 * | 50,000,000 | 49,999,861 | 2.2% | ||||||
MetLife Short Term Funding LLC | |||||||||
0.100%, 07/03/2014 * | 18,500,000 | 18,499,897 | 0.8% | ||||||
MetLife Short Term Funding LLC | |||||||||
0.100%, 07/08/2014 * | 17,800,000 | 17,799,654 | 0.8% | ||||||
MetLife Short Term Funding LLC | |||||||||
0.100%, 07/21/2014 * | 20,000,000 | 19,998,889 | 0.9% | ||||||
Toronto Dominion Holdings, Inc. | |||||||||
0.110%, 07/24/2014 * | 50,000,000 | 49,996,486 | 2.2% | ||||||
Total Capital Canada, Ltd. | |||||||||
0.060%, 07/01/2014 * | 58,100,000 | 58,100,000 | 2.5% | ||||||
TOTAL COMMERCIAL PAPER (Cost $881,709,971) | $ | 881,709,971 | |||||||
CORPORATE INTEREST-BEARING | |||||||||
OBLIGATIONS - 6.6% | |||||||||
American Honda Finance Corp. | |||||||||
0.230%, 12/05/2014 (P)* | 25,000,000 | 25,000,000 | 1.1% | ||||||
Toyota Motor Credit Corp. | |||||||||
0.227%, 01/14/2015 (P)* | 51,000,000 | 51,000,000 | 2.2% | ||||||
Westpac Banking Corp. | |||||||||
0.223%, 05/22/2015 (P)(S)* | 75,000,000 | 75,000,000 | 3.3% | ||||||
TOTAL CORPORATE INTEREST-BEARING | |||||||||
OBLIGATIONS (Cost $151,000,000) | $ | 151,000,000 |
Money Market Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 41.3% | |||||||||
U.S. Government - 11.4% | |||||||||
U.S. Treasury Note | |||||||||
2.375%, 09/30/2014 * | $ | 60,000,000 | $ | 60,327,581 | 2.6% | ||||
U.S. Treasury Note | |||||||||
2.500%, 04/30/2015 * | 50,000,000 | 50,973,747 | 2.2% | ||||||
U.S. Treasury Note | |||||||||
4.000%, 02/15/2015 * | 75,000,000 | 76,802,931 | 3.3% | ||||||
U.S. Treasury Note | |||||||||
4.250%, 08/15/2014 * | 75,000,000 | 75,376,864 | 3.3% | ||||||
U.S. Government Agency - 29.9% | |||||||||
0.040%, 07/02/2014 to | |||||||||
07/11/2014 * | 210,874,000 | 210,873,127 | 9.2% | ||||||
Federal Home Loan Bank | |||||||||
0.047%, 07/23/2014 * | 75,000,000 | 74,997,846 | 3.2% | ||||||
0.055%, 07/02/2014 to | |||||||||
07/14/2014 * | 193,108,000 | 193,107,260 | 8.4% | ||||||
Federal Home Loan Bank | |||||||||
0.056%, 07/02/2014 * | 25,000,000 | 24,999,961 | 1.1% | ||||||
Federal Home Loan Bank | |||||||||
0.057%, 07/07/2014 * | 108,400,000 | 108,398,970 | 4.7% | ||||||
Federal Home Loan Bank | |||||||||
0.210%, 02/26/2015 * | 75,000,000 | 75,000,000 | 3.3% | ||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $950,858,287) | $ | 950,858,287 | |||||||
CERTIFICATE OF DEPOSIT - 14.2% | |||||||||
Bank of Montreal | |||||||||
0.140%, 08/05/2014 * | 60,000,000 | 60,000,000 | 2.6% | ||||||
Bank of Montreal | |||||||||
0.224%, 12/18/2014 (P)* | 25,000,000 | 25,000,000 | 1.1% | ||||||
Barclays Bank PLC | |||||||||
0.352%, 12/15/2014 (P)* | 20,000,000 | 20,000,000 | 0.8% | ||||||
Barclays Bank PLC | |||||||||
0.363%, 12/15/2014 (P)* | 20,000,000 | 20,000,000 | 0.9% | ||||||
Credit Suisse New York | |||||||||
0.260%, 07/15/2014 * | 21,000,000 | 21,000,000 | 0.9% | ||||||
Credit Suisse New York | |||||||||
0.350%, 10/15/2014 * | 30,000,000 | 30,000,000 | 1.3% | ||||||
Sumitomo Mitsui Banking Corp. | |||||||||
0.210%, 09/10/2014 * | 50,000,000 | 50,000,000 | 2.2% | ||||||
Sumitomo Mitsui Banking Corp. | |||||||||
0.250%, 12/09/2014 * | 50,000,000 | 50,000,000 | 2.2% | ||||||
Wells Fargo Bank NA | |||||||||
0.202%, 07/11/2014 (P)* | 50,000,000 | 50,000,000 | 2.2% | ||||||
TOTAL CERTIFICATE OF | |||||||||
DEPOSIT (Cost $326,000,000) | $ | 326,000,000 | |||||||
Total Investments (Money Market Trust) | |||||||||
(Cost $2,309,568,258) - 100.4% | $ | 2,309,568,258 | 100.4% | ||||||
Other Assets And Liabilities, Net - (0.4%) | (8,832,105 | ) | (0.4)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 2,300,736,153 | 100.0% |
Money Market Trust B
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
COMMERCIAL PAPER - 45.1% | ||||||||
American Honda Finance Corp. | ||||||||
0.100%, 07/15/2014 * | $ | 11,130,000 | $ | 11,129,567 | 2.5% |
The accompanying notes are an integral part of the financial statements. | 23 |
John Hancock Variable Insurance Trust |
Money Market Trust B (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COMMERCIAL PAPER (continued) | |||||||||
Australia & New Zealand Banking | |||||||||
Group, Ltd. | |||||||||
0.140%, 09/05/2014 * | $ | 10,525,000 | $ | 10,522,299 | 2.4% | ||||
Bank of Nova Scotia | |||||||||
0.155%, 07/28/2014 * | 13,225,000 | 13,223,463 | 3.0% | ||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. | |||||||||
0.210%, 12/23/2014 * | 10,000,000 | 9,989,792 | 2.2% | ||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. | |||||||||
0.170%, 07/01/2014 * | 10,000,000 | 10,000,000 | 2.2% | ||||||
Barclays U.S. Funding LLC | |||||||||
0.230%, 09/10/2014 * | 6,000,000 | 5,997,278 | 1.3% | ||||||
BNP Paribas Finance, Inc. | |||||||||
0.100%, 07/01/2014 * | 21,000,000 | 21,000,000 | 4.7% | ||||||
Caisse Centrale Desjardins | |||||||||
0.150%, 08/15/2014 * | 8,500,000 | 8,498,406 | 1.9% | ||||||
Caisse Centrale Desjardins | |||||||||
0.140%, 08/05/2014 * | 11,860,000 | 11,858,386 | 2.7% | ||||||
Deutsche Bank Financial LLC | |||||||||
0.300%, 10/27/2014 * | 12,000,000 | 11,988,200 | 2.7% | ||||||
Deutsche Bank Financial LLC | |||||||||
0.210%, 07/28/2014 * | 8,000,000 | 7,998,740 | 1.8% | ||||||
Govco LLC | |||||||||
0.100%, 07/14/2014 * | 11,900,000 | 11,899,570 | 2.7% | ||||||
Govco LLC | |||||||||
0.100%, 07/28/2014 * | 4,000,000 | 3,999,700 | 0.9% | ||||||
Henkel of America, Inc. | |||||||||
0.130%, 07/17/2014 * | 7,500,000 | 7,499,567 | 1.7% | ||||||
MetLife Short Term Funding LLC | |||||||||
0.110%, 07/23/2014 * | 10,000,000 | 9,999,328 | 2.2% | ||||||
MetLife Short Term Funding LLC | |||||||||
0.110%, 08/01/2014 * | 4,000,000 | 3,999,621 | 0.9% | ||||||
MetLife Short Term Funding LLC | |||||||||
0.100%, 07/03/2014 * | 6,500,000 | 6,499,964 | 1.4% | ||||||
National Rural Utilities Cooperative | |||||||||
Finance Corp. | |||||||||
0.090%, 07/17/2014 * | 3,380,000 | 3,379,865 | 0.8% | ||||||
Thunder Bay Funding LLC | |||||||||
0.120%, 07/21/2014 * | 11,500,000 | 11,499,233 | 2.6% | ||||||
Toronto-Dominion Holdings | |||||||||
USA, Inc. | |||||||||
0.100%, 07/01/2014 * | 20,000,000 | 20,000,000 | 4.5% | ||||||
TOTAL COMMERCIAL PAPER (Cost $200,982,979) | $ | 200,982,979 | |||||||
CORPORATE INTEREST-BEARING | |||||||||
OBLIGATIONS - 6.1% | |||||||||
American Honda Finance Corp. | |||||||||
0.230%, 12/05/2014 (P)* | 5,000,000 | 5,000,000 | 1.1% | ||||||
Royal Bank of Canada | |||||||||
1.450%, 10/30/2014 * | 3,370,000 | 3,383,219 | 0.8% | ||||||
Toyota Motor Credit Corp. | |||||||||
0.227%, 01/14/2015 (P)* | 9,000,000 | 9,000,000 | 2.0% | ||||||
Westpac Banking Corp. | |||||||||
0.223%, 05/22/2015 (P)(S)* | 10,000,000 | 10,000,000 | 2.2% | ||||||
TOTAL CORPORATE INTEREST-BEARING | |||||||||
OBLIGATIONS (Cost $27,383,219) | $ | 27,383,219 | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 33.3% | |||||||||
U.S. Government - 10.9% | |||||||||
U.S. Treasury Note | |||||||||
4.250%, 08/15/2014 * | 5,000,000 | 5,025,124 | 1.1% | ||||||
U.S. Treasury Note | |||||||||
4.000%, 02/15/2015 * | 20,000,000 | 20,480,782 | 4.6% |
Money Market Trust B (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
U.S. Government (continued) | |||||||||
U.S. Treasury Note | |||||||||
2.500%, 04/30/2015 * | $ | 10,000,000 | $ | 10,194,749 | 2.3% | ||||
U.S. Treasury Note | |||||||||
2.375%, 09/30/2014 * | 10,000,000 | 10,054,597 | 2.2% | ||||||
U.S. Treasury Note | |||||||||
0.625%, 07/15/2014 * | 3,000,000 | 3,000,610 | 0.7% | ||||||
U.S. Government Agency - 22.4% | |||||||||
Federal Home Loan Bank | |||||||||
0.210%, 02/26/2015 * | 10,000,000 | 10,000,000 | 2.3% | ||||||
Federal Home Loan Bank | |||||||||
0.057%, 07/07/2014 * | 1,000,000 | 999,990 | 0.2% | ||||||
Federal Home Loan Bank | |||||||||
0.056%, 07/02/2014 * | 18,000,000 | 17,999,972 | 4.0% | ||||||
0.055%, 07/02/2014 to | |||||||||
07/11/2014 * | 45,000,000 | 44,999,725 | 10.1% | ||||||
0.050%, 07/18/2014 to | |||||||||
07/23/2014 * | 25,860,000 | 25,859,230 | 5.8% | ||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $148,614,779) | $ | 148,614,779 | |||||||
CERTIFICATE OF DEPOSIT - 15.1% | |||||||||
Bank of Montreal | |||||||||
0.224%, 12/18/2014 (P)* | 5,000,000 | 5,000,000 | 1.1% | ||||||
Bank of Montreal | |||||||||
0.200%, 12/09/2014 * | 4,270,000 | 4,269,904 | 1.0% | ||||||
Bank of Montreal | |||||||||
0.120%, 08/11/2014 * | 5,000,000 | 5,000,000 | 1.1% | ||||||
Barclays Bank PLC | |||||||||
0.363%, 12/15/2014 (P)* | 8,000,000 | 8,000,000 | 1.8% | ||||||
Barclays Bank PLC | |||||||||
0.352%, 12/15/2014 (P)* | 8,000,000 | 8,000,000 | 1.8% | ||||||
Credit Suisse New York | |||||||||
0.350%, 10/15/2014 * | 4,000,000 | 4,000,000 | 0.9% | ||||||
Credit Suisse New York | |||||||||
0.260%, 07/15/2014 * | 4,000,000 | 4,000,000 | 0.9% | ||||||
Sumitomo Mitsui Banking Corp. | |||||||||
0.250%, 12/09/2014 * | 10,000,000 | 10,000,000 | 2.2% | ||||||
Sumitomo Mitsui Banking Corp. | |||||||||
0.210%, 09/10/2014 * | 11,000,000 | 11,000,000 | 2.5% | ||||||
Wells Fargo Bank NA | |||||||||
0.202%, 07/11/2014 (P)* | 8,000,000 | 8,000,000 | 1.8% | ||||||
TOTAL CERTIFICATE OF | |||||||||
DEPOSIT (Cost $67,269,904) | $ | 67,269,904 | |||||||
Total Investments (Money Market Trust B) | |||||||||
(Cost $444,250,881) - 99.6% | $ | 444,250,881 | 99.6% | ||||||
Other Assets And Liabilities, Net - 0.4% | 1,792,677 | 0.4% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 446,043,558 | 100.0% |
New Income Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 46.4% | |||||||||
U.S. Treasury Notes - 11.2% | |||||||||
0.625%, 11/30/2017 | $ | 30,565,000 | $ | 30,094,574 | 1.7% | ||||
0.875%, 02/28/2017 | 125,785,000 | 126,227,260 | 7.2% |
The accompanying notes are an integral part of the financial statements. | 24 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
U.S. Treasury Notes (continued) | |||||||||
1.250%, 10/31/2018 | $ | 22,640,000 | $ | 22,461,348 | 1.3% | ||||
1.500%, 05/31/2019 | 11,085,000 | 11,026,981 | 0.6% | ||||||
2.625%, 04/30/2016 | 6,640,000 | 6,911,304 | 0.4% | ||||||
196,721,467 | |||||||||
U.S. Treasury Bonds - 4.7% | |||||||||
3.125%, 02/15/2043 | 55,070,000 | 52,901,619 | 3.0% | ||||||
5.375%, 02/15/2031 | 19,410,000 | 25,454,390 | 1.4% | ||||||
OTHER SECURITIES | 4,536,769 | 0.3% | |||||||
82,892,778 | |||||||||
U.S. Treasury Strips - 0.0% | 189,087 | 0.0% | |||||||
Treasury Inflation Protected Securities - 3.2% | |||||||||
0.625%, 01/15/2024 | 17,235,083 | 17,840,999 | 1.0% | ||||||
1.375%, 02/15/2044 | 8,238,591 | 9,030,270 | 0.5% | ||||||
1.625%, 01/15/2015 | 14,735,893 | 14,976,500 | 0.9% | ||||||
2.000%, 07/15/2014 | 14,929,752 | 14,957,746 | 0.8% | ||||||
56,805,515 | |||||||||
Federal Home Loan Mortgage Corp. - 3.9% | |||||||||
3.000%, 01/01/2043 | |||||||||
to 06/01/2043 | 19,454,209 | 19,206,729 | 1.1% | ||||||
3.500%, 03/01/2043 | 8,033,737 | 8,257,802 | 0.5% | ||||||
4.000%, 05/01/2026 | |||||||||
to 02/01/2041 | 15,029,758 | 15,947,336 | 0.9% | ||||||
4.500%, 11/01/2018 | |||||||||
to 10/01/2039 | 12,171,402 | 13,178,157 | 0.8% | ||||||
OTHER SECURITIES | 12,748,074 | 0.6% | |||||||
69,338,098 | |||||||||
Federal National Mortgage Association - 17.1% | |||||||||
2.500%, 10/01/2027 | |||||||||
to 02/01/2043 | 24,268,842 | 24,097,642 | 1.5% | ||||||
3.000%, 06/01/2027 | |||||||||
to 10/01/2043 | 74,493,767 | 74,252,567 | 4.3% | ||||||
3.500%, 10/01/2042 | |||||||||
to 03/01/2043 | 25,727,837 | 26,481,744 | 1.6% | ||||||
4.000%, 11/01/2025 | |||||||||
to 11/01/2041 | 35,540,691 | 37,753,710 | 2.2% | ||||||
4.500%, 05/01/2019 | |||||||||
to 09/01/2042 | 49,832,124 | 53,930,104 | 3.2% | ||||||
5.000%, 05/01/2018 | |||||||||
to 07/01/2041 | 30,683,571 | 34,099,455 | 2.0% | ||||||
5.500%, 11/01/2015 | |||||||||
to 04/01/2040 | 20,208,098 | 22,729,015 | 1.1% | ||||||
6.000%, 09/01/2017 | |||||||||
to 10/01/2038 | 16,283,308 | 18,362,063 | 0.9% | ||||||
OTHER SECURITIES | 7,872,688 | 0.3% | |||||||
299,578,988 | |||||||||
Government National Mortgage Association - 6.3% | |||||||||
2.500%, 05/20/2028 | |||||||||
to 03/20/2043 | 9,656,208 | 9,379,727 | 0.6% | ||||||
3.500%, 09/15/2041 | |||||||||
to 05/20/2044 | 44,269,410 | 46,117,404 | 2.7% | ||||||
4.000%, 09/20/2040 | |||||||||
to 05/20/2041 | 14,994,147 | 16,082,887 | 1.1% | ||||||
4.500%, 01/15/2019 | |||||||||
to 09/20/2040 | 12,677,651 | 13,868,767 | 0.9% | ||||||
5.000%, 01/15/2019 | |||||||||
to 03/20/2041 | 9,081,588 | 10,089,434 | 0.6% | ||||||
5.500%, 02/15/2029 | |||||||||
to 12/20/2039 | 5,697,574 | 6,420,254 | 0.3% |
New Income Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
Government National Mortgage | |||||||||
Association (continued) | |||||||||
OTHER SECURITIES | $ | 8,316,987 | 0.1% | ||||||
110,275,460 | |||||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $807,575,551) | $ | 815,801,393 | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 2.7% | |||||||||
Bermuda - 0.3% | 4,516,850 | 0.3% | |||||||
Brazil - 0.6% | 10,826,228 | 0.6% | |||||||
Iceland - 0.1% | 1,853,047 | 0.1% | |||||||
Malaysia - 0.2% | 4,263,354 | 0.2% | |||||||
Mexico - 0.4% | 7,528,296 | 0.4% | |||||||
Morocco - 0.2% | 2,583,225 | 0.2% | |||||||
South Africa - 0.7% | 11,877,188 | 0.7% | |||||||
Turkey - 0.2% | 3,583,400 | 0.2% | |||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $46,531,457) | $ | 47,031,588 | |||||||
CORPORATE BONDS - 27.2% | |||||||||
Consumer Discretionary - 3.7% | |||||||||
Ford Motor Credit Company LLC | |||||||||
5.750%, 02/01/2021 | $ | 6,150,000 | 7,151,343 | 0.4% | |||||
NBCUniversal Media LLC | |||||||||
5.150%, 04/30/2020 | 5,325,000 | 6,092,082 | 0.3% | ||||||
OTHER SECURITIES | 51,656,811 | 3.0% | |||||||
64,900,236 | |||||||||
Consumer Staples - 0.7% | 11,776,494 | 0.7% | |||||||
Energy - 4.5% | 79,645,059 | 4.5% | |||||||
Financials - 9.8% | |||||||||
Barclays Bank PLC | |||||||||
5.140%, 10/14/2020 | 5,995,000 | 6,565,136 | 0.4% | ||||||
General Electric Capital Corp. | |||||||||
5.300%, 02/11/2021 | 9,575,000 | 10,883,491 | 0.6% | ||||||
JPMorgan Chase & Company | |||||||||
(6.750% to 02/01/2024; then | |||||||||
3 month LIBOR + 3.780%) | |||||||||
02/01/2024 (Q) | 5,530,000 | 5,951,663 | 0.3% | ||||||
Morgan Stanley | |||||||||
2.125%, 04/25/2018 | 12,690,000 | 12,827,877 | 0.7% | ||||||
Morgan Stanley | |||||||||
3.750%, 02/25/2023 | 7,000,000 | 7,117,194 | 0.4% | ||||||
Morgan Stanley Company | |||||||||
5.000%, 11/24/2025 | 5,745,000 | 6,131,610 | 0.3% | ||||||
The Goldman Sachs Group, Inc. | |||||||||
3.625%, 01/22/2023 | 13,495,000 | 13,506,417 | 0.8% | ||||||
OTHER SECURITIES | 109,547,077 | 6.3% | |||||||
172,530,465 | |||||||||
Health Care - 0.9% | 15,725,526 | 0.9% | |||||||
Industrials - 2.5% | |||||||||
Heathrow Funding, Ltd. | |||||||||
4.875%, 07/15/2021 (S) | 5,585,000 | 6,092,392 | 0.4% | ||||||
OTHER SECURITIES | 37,226,782 | 2.1% | |||||||
43,319,174 |
The accompanying notes are an integral part of the financial statements. | 25 |
John Hancock Variable Insurance Trust |
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Information Technology - 0.7% | $ | 12,309,993 | 0.7% | ||||||
Materials - 0.4% | 6,842,730 | 0.4% | |||||||
Telecommunication Services - 3.1% | |||||||||
Verizon Communications, Inc. | |||||||||
6.400%, 09/15/2033 | $ | 19,665,000 | 24,056,293 | 1.4% | |||||
OTHER SECURITIES | 30,221,820 | 1.7% | |||||||
54,278,113 | |||||||||
Utilities - 0.9% | 16,875,196 | 0.9% | |||||||
TOTAL CORPORATE BONDS (Cost $450,662,746) | $ | 478,202,986 | |||||||
Municipal Bonds 1.7% | 29,602,698 | 1.7% | |||||||
TOTAL MUNICIPAL BONDS (Cost $26,945,052) | $ | 29,602,698 | |||||||
TERM LOANS (M) - 1.3% | |||||||||
Consumer Discretionary - 0.5% | 8,126,644 | 0.5% | |||||||
Consumer Staples - 0.1% | 1,569,962 | 0.1% | |||||||
Financials - 0.2% | 4,250,897 | 0.2% | |||||||
Information Technology - 0.3% | 4,357,320 | 0.3% | |||||||
Telecommunication Services - 0.2% | 4,128,531 | 0.2% | |||||||
TOTAL TERM LOANS (Cost $22,365,769) | $ | 22,433,354 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 8.9% | |||||||||
Commercial & Residential - 8.5% | |||||||||
Commercial Mortgage Trust, | |||||||||
5.475%, 03/10/2039 | $ | 7,795,000 | $ | 8,395,718 | 0.5% | ||||
JPMorgan Chase Commercial | |||||||||
Mortgage Securities Trust, | |||||||||
5.552%, 05/12/2045 | 8,491,740 | 9,124,587 | 0.5% | ||||||
JPMorgan Chase Commercial | |||||||||
Mortgage Securities Trust, | |||||||||
5.892%, 02/12/2049 (P) | 8,480,000 | 9,233,066 | 0.5% | ||||||
LB-UBS Commercial | |||||||||
Mortgage Trust, | |||||||||
5.156%, 02/15/2031 | 5,667,500 | 5,961,252 | 0.3% | ||||||
Morgan Stanley Capital I Trust, | |||||||||
5.364%, 03/15/2044 | 10,875,000 | 11,877,947 | 0.7% | ||||||
Wachovia Bank Commercial | |||||||||
Mortgage Trust, | |||||||||
5.572%, 10/15/2048 | 8,187,020 | 8,827,695 | 0.5% | ||||||
OTHER SECURITIES | 95,566,820 | 5.5% | |||||||
148,987,085 | |||||||||
Federal Home Loan Mortgage Corp. - 0.2% | 4,380,778 | 0.2% | |||||||
Federal National Mortgage Association - 0.0% | 1,149 | 0.0% | |||||||
Government National Mortgage Association - 0.2% | 2,968,382 | 0.2% | |||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $148,117,207) | $ | 156,337,394 | |||||||
ASSET BACKED SECURITIES - 7.6% | |||||||||
Avis Budget Rental Car Funding | |||||||||
AESOP LLC, | |||||||||
2.460%, 07/20/2020 (S) | 6,905,000 | 6,953,425 | 0.4% | ||||||
CKE Restaurant Holdings, Inc., | |||||||||
4.474%, 03/20/2043 (S) | 8,237,594 | 8,459,482 | 0.5% | ||||||
Nordstrom Private Label Credit Card | |||||||||
Master Note Trust, | |||||||||
2.280%, 11/15/2019 (S) | 6,905,000 | 7,065,500 | 0.4% |
New Income Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
ASSET BACKED SECURITIES (continued) | ||||||||
OTHER SECURITIES | $ | 110,492,484 | 6.3% | |||||
TOTAL ASSET BACKED | ||||||||
SECURITIES (Cost $131,701,381) | $ | 132,970,891 | ||||||
SHORT-TERM INVESTMENTS - 3.9% | ||||||||
Money Market Funds - 3.6% | ||||||||
T. Rowe Price Reserve Investment | ||||||||
Fund, 0.0553% (Y) | 62,510,910 | 62,510,910 | 3.6% | |||||
Repurchase Agreement - 0.3% | $ | 5,743,000 | 0.3% | |||||
TOTAL SHORT-TERM | ||||||||
INVESTMENTS (Cost $68,253,910) | $ | 68,253,910 | ||||||
Total Investments (New Income Trust) | ||||||||
(Cost $1,702,153,073) - 99.7% | $ | 1,750,634,214 | 99.7% | |||||
Other Assets And Liabilities, Net - 0.3% | 5,217,099 | 0.3% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 1,755,851,313 | 100.0% | |||||
Real Return Bond Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 97.0% | |||||||||
Treasury Inflation Protected Securities - 94.3% | |||||||||
0.125%, 04/15/2016 | |||||||||
to 01/15/2023 | $ | 22,263,961 | 22,433,722 | 24.3% | |||||
0.375%, 07/15/2023 | 814,880 | 829,905 | 0.9% | ||||||
0.500%, 04/15/2015 | 4,379,720 | 4,442,678 | 4.8% | ||||||
0.625%, 07/15/2021 | |||||||||
to 01/15/2024 | 10,787,155 | 11,326,686 | 12.2% | ||||||
1.250%, 07/15/2020 | 1,088,160 | 1,191,961 | 1.3% | ||||||
1.375%, 01/15/2020 | |||||||||
to 02/15/2044 | 1,566,162 | 1,716,746 | 1.8% | ||||||
1.625%, 01/15/2015 | 1,988,528 | 2,020,997 | 2.2% | ||||||
1.750%, 01/15/2028 | 3,624,896 | 4,166,365 | 4.5% | ||||||
2.000%, 01/15/2016 | |||||||||
to 01/15/2026 | 5,977,166 | 6,359,651 | 6.9% | ||||||
2.125%, 01/15/2019 (D) | 2,210,640 | 2,488,697 | 2.7% | ||||||
2.375%, 01/15/2025 | |||||||||
to 01/15/2027 | 14,347,737 | 17,368,345 | 18.9% | ||||||
3.375%, 04/15/2032 | 7,081,096 | 10,206,734 | 11.1% | ||||||
3.875%, 04/15/2029 | 1,297,746 | 1,893,999 | 2.1% | ||||||
OTHER SECURITIES | 548,677 | 0.6% | |||||||
86,995,163 | |||||||||
Federal Home Loan Mortgage Corp. - 0.7% | |||||||||
2.500%, 10/02/2019 | 600,000 | 602,954 | 0.7% | ||||||
Federal National Mortgage Association - 2.0% | |||||||||
3.000%, 08/01/2043 | 1,914,742 | 1,891,780 | 2.0% | ||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $92,544,369) | $ | 89,489,897 | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 12.2% | |||||||||
Australia - 1.2% | |||||||||
Commonwealth of Australia | |||||||||
5.250%, 03/15/2019 | AUD | 500,000 | 518,589 | 0.5% |
The accompanying notes are an integral part of the financial statements. | 26 |
John Hancock Variable Insurance Trust |
Real Return Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (continued) | |||||||||
Australia (continued) | |||||||||
New South Wales | |||||||||
Treasury Corp. | |||||||||
2.500%, 11/20/2035 | AUD | 500,000 | $ | 623,356 | 0.7% | ||||
1,141,945 | |||||||||
Germany - 3.2% | |||||||||
Federal Republic of Germany, | |||||||||
Inflation Linked Bond | |||||||||
0.750%, 04/15/2018 | EUR | 2,024,678 | 2,918,830 | 3.2% | |||||
Italy - 3.3% | |||||||||
Republic of Italy | |||||||||
1.700%, 09/15/2018 | 405,472 | 584,060 | 0.6% | ||||||
Republic of Italy | |||||||||
2.250%, 04/22/2017 | 600,912 | 855,907 | 0.9% | ||||||
Republic of Italy | |||||||||
2.350%, 09/15/2024 (S) | 644,902 | 945,498 | 1.0% | ||||||
OTHER SECURITIES | 636,597 | 0.8% | |||||||
3,022,062 | |||||||||
Mexico - 1.5% | |||||||||
Government of Mexico | |||||||||
3.560%, 01/04/2018 | |||||||||
to 01/30/2020 (P) | MXN | 11,700,000 | 913,630 | 1.0% | |||||
Government of Mexico | |||||||||
4.000%, 11/08/2046 | 4,617,253 | 405,961 | 0.4% | ||||||
OTHER SECURITIES | 88,159 | 0.1% | |||||||
1,407,750 | |||||||||
New Zealand - 0.4% | 339,447 | 0.4% | |||||||
Spain - 2.0% | �� | ||||||||
Kingdom of Spain | |||||||||
5.400%, 01/31/2023 (S) | EUR | 1,000,000 | 1,681,953 | 1.8% | |||||
OTHER SECURITIES | 153,252 | 0.2% | |||||||
1,835,205 | |||||||||
United Kingdom - 0.6% | |||||||||
Government of United Kingdom | |||||||||
2.500%, 07/26/2016 | GBP | 100,000 | 573,439 | 0.6% | |||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $11,040,348) | $ | 11,238,678 | |||||||
CORPORATE BONDS - 12.0% | |||||||||
Consumer Discretionary - 1.0% | |||||||||
DR Horton, Inc. | |||||||||
5.625%, 09/15/2014 | $ | 900,000 | 907,875 | 1.0% | |||||
Energy - 0.8% | |||||||||
Petrobras Global Finance BV | |||||||||
2.592%, 03/17/2017 (P) | 700,000 | 708,330 | 0.8% | ||||||
Financials - 9.0% | |||||||||
Banco Bilbao | |||||||||
Vizcaya Argentaria SA | |||||||||
0.975%, 10/23/2015 | 1,500,000 | 1,499,607 | 1.6% | ||||||
Banco do Brasil SA | |||||||||
1.000%, 06/29/2015 | 900,000 | 900,011 | 1.0% | ||||||
Everest Reinsurance | |||||||||
Holdings, Inc. | |||||||||
5.400%, 10/15/2014 | 1,000,000 | 1,012,788 | 1.1% | ||||||
Intesa Sanpaolo SpA | |||||||||
1.650%, 04/07/2015 | 800,000 | 801,408 | 0.9% | ||||||
Rabobank Nederland NV | |||||||||
4.000%, 09/10/2015 | GBP | 1,300,000 | 2,298,350 | 2.5% |
Real Return Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Financials (continued) | |||||||||
Westpac Banking Corp. | |||||||||
3.585%, 08/14/2014 (S) | $ | 400,000 | $ | 401,545 | 0.4% | ||||
OTHER SECURITIES | 1,416,679 | 1.5% | |||||||
8,330,388 | |||||||||
Industrials - 0.2% | 229,902 | 0.2% | |||||||
Telecommunication Services - 0.9% | |||||||||
BellSouth Corp. | |||||||||
4.182%, 04/26/2015 (S) | 800,000 | 822,973 | 0.9% | ||||||
Utilities - 0.1% | 100,405 | 0.1% | |||||||
TOTAL CORPORATE BONDS (Cost $10,993,774) | $ | 11,099,873 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 6.0% | |||||||||
Commercial & Residential - 4.8% | |||||||||
CHL Mortgage Pass | |||||||||
Through Trust, | |||||||||
5.500%, 01/25/2035 | 388,517 | 408,077 | 0.4% | ||||||
Countrywide Alternative | |||||||||
Loan Trust, | |||||||||
0.322%, 05/25/2047 (P) | 481,161 | 420,927 | 0.5% | ||||||
OTHER SECURITIES | 3,600,321 | 3.9% | |||||||
4,429,325 | |||||||||
Federal Home Loan Mortgage Corp. - 0.6% | 518,348 | 0.6% | |||||||
Federal National Mortgage Association - 0.6% | |||||||||
4.084%, 02/25/2018 | 3,280,441 | 378,638 | 0.3% | ||||||
OTHER SECURITIES | 230,525 | 0.3% | |||||||
609,163 | |||||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $5,522,873) | $ | 5,556,836 | |||||||
ASSET BACKED SECURITIES - 2.8% | |||||||||
Symphony CLO III, Ltd., | |||||||||
0.464%, 05/15/2019 (P)(S) | 475,602 | 472,243 | 0.5% | ||||||
Venture VII CDO, Ltd., | |||||||||
0.458%, 01/20/2022 (P)(S) | 643,240 | 632,523 | 0.7% | ||||||
OTHER SECURITIES | 1,460,187 | 1.6% | |||||||
TOTAL ASSET BACKED | |||||||||
SECURITIES (Cost $2,449,897) | $ | 2,564,953 | |||||||
COMMON STOCKS - 0.0% | |||||||||
Financials - 0.0% | 6,780 | 0.0% | |||||||
TOTAL COMMON STOCKS (Cost $2,926) | $ | 6,780 | |||||||
PURCHASED OPTIONS - 0.0% | |||||||||
Put Options - 0.0% | 2,401 | 0.0% | |||||||
TOTAL PURCHASED OPTIONS (Cost $15,834) | $ | 2,401 | |||||||
SHORT-TERM INVESTMENTS - 52.2% | |||||||||
U.S. Government - 0.7% | $ | 658,906 | 0.7% | ||||||
U.S. Government Agency - 20.7% | |||||||||
Federal Home Loan Bank | |||||||||
Discount Notes | |||||||||
0.055%, 07/14/2014 * | $ | 3,100,000 | 3,099,938 | 3.3% | |||||
Federal Home Loan Bank | |||||||||
Discount Notes | |||||||||
0.080%, 11/26/2014 * | 3,200,000 | 3,199,210 | 3.5% |
The accompanying notes are an integral part of the financial statements. | 27 |
John Hancock Variable Insurance Trust |
Real Return Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS (continued) | |||||||||
U.S. Government Agency (continued) | |||||||||
Federal Home Loan Bank | |||||||||
Discount Notes | |||||||||
0.090%, 01/14/2015 * | $ | 900,000 | $ | 899,606 | 1.0% | ||||
Federal Home Loan Bank | |||||||||
Discount Notes | |||||||||
0.099%, 09/12/2014 * | 2,000,000 | 1,999,838 | 2.2% | ||||||
Federal Home Loan Bank | |||||||||
Discount Notes | |||||||||
0.134%, 06/09/2015 * | 9,500,000 | 9,489,142 | 10.3% | ||||||
Federal Home Loan Bank | |||||||||
Discount Notes | |||||||||
0.148%, 06/16/2015 * | 400,000 | 399,406 | 0.4% | ||||||
19,087,140 | |||||||||
Foreign Government - 0.9% | |||||||||
Republic of Greece | |||||||||
2.569%, 07/18/2014 * | 500,000 | 684,146 | 0.7% | ||||||
OTHER SECURITIES | 136,611 | 0.2% | |||||||
820,757 | |||||||||
Repurchase Agreement - 29.9% | |||||||||
Repurchase Agreement with | |||||||||
Bank of Nova Scotia dated | |||||||||
06/30/2014 at 0.130% to be | |||||||||
repurchased at $9,200,033 on | |||||||||
07/01/2014, collateralized by | |||||||||
$9,351,000 U.S. Treasury | |||||||||
Notes, 0.625% due | |||||||||
08/15/2016 (valued at | |||||||||
$9,396,538, | |||||||||
including interest) | 9,200,000 | 9,200,000 | 10.0% | ||||||
Repurchase Agreement with | |||||||||
Credit Suisse dated | |||||||||
06/30/2014 at 0.150% to be | |||||||||
repurchased at $9,200,038 on | |||||||||
07/01/2014, collateralized by | |||||||||
$9,385,000 U.S. Treasury | |||||||||
Notes, 0.375% due | |||||||||
03/31/2016 (valued at | |||||||||
$9,397,416, | |||||||||
including interest) | 9,200,000 | 9,200,000 | 10.0% | ||||||
Repurchase Agreement with | |||||||||
JPMorgan Chase & Company | |||||||||
dated 06/30/2014 at 0.140% | |||||||||
to be repurchased at | |||||||||
$8,700,034 on 07/01/2014, | |||||||||
collateralized by $8,847,000 | |||||||||
U.S. Treasury Notes, 0.750% | |||||||||
due 01/15/2017 (valued at | |||||||||
$8,893,324, | |||||||||
including interest) | 8,700,000 | 8,700,000 | 9.4% |
Real Return Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS (continued) | |||||||||
Repurchase Agreement (continued) | |||||||||
Repurchase Agreement with | |||||||||
State Street Corp. dated | |||||||||
06/30/2014 at 0.000% to be | |||||||||
repurchased at $498,000 on | |||||||||
07/01/2014, collateralized by | |||||||||
$200,000 U.S. Treasury | |||||||||
Notes, 2.250% due | |||||||||
03/31/2021 (valued at | |||||||||
$203,250, including interest) | |||||||||
and $245,000 U.S. Treasury | |||||||||
Bonds, 4.625% due | |||||||||
02/15/2040 (valued at | |||||||||
$308,088, including interest) | $ | 498,000 | $ | 498,000 | 0.5% | ||||
27,598,000 | |||||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $48,168,895) | $ | 48,164,803 | |||||||
Total Investments (Real Return Bond Trust) | |||||||||
(Cost $170,738,916) - 182.2% | $ | 168,124,221 | 182.2% | ||||||
Other Assets And Liabilities, Net - (82.2%) | (75,863,866 | ) | (82.2)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 92,260,355 | 100.0% |
Short Term Government Income Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 97.5% | |||||||||
Treasury Inflation Protected Securities - 3.8% | |||||||||
0.125%, 04/15/2017 | |||||||||
to 04/15/2018 | $ | 14,635,270 | 15,125,109 | 3.8% | |||||
15,125,109 | |||||||||
U.S. Treasury Notes - 16.6% | |||||||||
0.625%, 08/31/2017 | 5,460,000 | 5,399,001 | 1.4% | ||||||
0.750%, 06/30/2017 | |||||||||
to 03/31/2018 | 20,910,000 | 20,747,359 | 5.2% | ||||||
0.875%, 02/28/2017 | |||||||||
to 01/31/2018 | 37,250,000 | 37,178,289 | 9.4% | ||||||
1.250%, 10/31/2018 | 2,540,000 | 2,519,957 | 0.6% | ||||||
65,844,606 | |||||||||
Federal Agricultural Mortgage Corp. - 16.4% | |||||||||
2.000%, 07/27/2016 | 21,099,000 | 21,721,273 | 5.5% | ||||||
5.125%, 04/19/2017 (S) | 38,823,000 | 43,202,661 | 10.9% | ||||||
64,923,934 | |||||||||
Federal Farm Credit Bank - 11.6% | |||||||||
0.570%, 08/11/2016 | 11,330,000 | 11,335,178 | 2.9% | ||||||
0.900%, 12/26/2017 | 3,890,000 | 3,869,842 | 1.0% | ||||||
0.970%, 09/05/2017 | 5,090,000 | 5,082,085 | 1.3% | ||||||
0.980%, 05/08/2017 | 2,400,000 | 2,398,399 | 0.6% | ||||||
1.100%, 06/20/2017 | 5,340,000 | 5,340,571 | 1.3% | ||||||
1.240%, 11/13/2018 | 18,275,000 | 18,007,856 | 4.5% | ||||||
46,033,931 | |||||||||
Federal Home Loan Bank - 9.9% | |||||||||
0.600%, 04/25/2016 | 4,355,000 | 4,355,030 | 1.1% | ||||||
1.000%, 09/18/2017 | |||||||||
to 10/16/2017 | 16,555,000 | 16,475,554 | 4.1% | ||||||
1.130%, 03/27/2018 | 9,000,000 | 8,869,032 | 2.2% |
The accompanying notes are an integral part of the financial statements. | 28 |
John Hancock Variable Insurance Trust |
Short Term Government Income Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
Federal Home Loan Bank (continued) | |||||||||
1.150%, 07/25/2018 | $ | 9,910,000 | $ | 9,701,652 | 2.5% | ||||
39,401,268 | |||||||||
Federal Home Loan Mortgage Corp. - 8.5% | |||||||||
1.100%, 06/30/2017 | |||||||||
to 05/07/2018 | 12,595,000 | 12,431,902 | 3.1% | ||||||
1.200%, 03/20/2018 | 4,415,000 | 4,408,616 | 1.1% | ||||||
2.222%, 09/01/2042 (P) | 1,577,767 | 1,619,541 | 0.4% | ||||||
2.641%, 01/01/2044 (P) | 3,424,105 | 3,528,880 | 0.9% | ||||||
3.036%, 03/01/2044 (P) | 1,824,200 | 1,890,160 | 0.5% | ||||||
4.331%, 09/01/2039 (P) | 564,736 | 600,405 | 0.2% | ||||||
5.500%, 07/01/2037 | |||||||||
to 07/01/2040 | 6,901,714 | 7,742,492 | 2.0% | ||||||
6.500%, 09/01/2039 | 818,977 | 916,019 | 0.2% | ||||||
OTHER SECURITIES | 335,220 | 0.1% | |||||||
33,473,235 | |||||||||
Federal National Mortgage Association - 19.3% | |||||||||
0.520%, 05/20/2016 | 12,555,000 | 12,522,897 | 3.2% | ||||||
0.625%, 11/14/2016 | 3,360,000 | 3,348,784 | 0.8% | ||||||
0.850%, 08/07/2017 | 4,500,000 | 4,473,131 | 1.1% | ||||||
1.000%, 12/12/2017 | |||||||||
to 12/28/2017 | 13,630,000 | 13,491,621 | 3.4% | ||||||
2.362%, 09/01/2041 (P) | 6,293,602 | 6,548,601 | 1.7% | ||||||
2.404%, 04/01/2042 (P) | 4,283,962 | 4,454,357 | 1.1% | ||||||
2.480%, 02/01/2042 (P) | 6,113,829 | 6,363,502 | 1.6% | ||||||
2.500%, 10/01/2027 | 3,784,478 | 3,854,549 | 1.0% | ||||||
2.913%, 03/01/2044 (P) | 1,599,491 | 1,653,373 | 0.4% | ||||||
3.500%, 12/01/2025 | 2,433,208 | 2,579,391 | 0.7% | ||||||
5.000%, 04/01/2019 | |||||||||
to 03/01/2025 | 1,009,222 | 1,082,864 | 0.2% | ||||||
5.500%, 03/01/2035 | |||||||||
to 08/01/2040 | 5,796,106 | 6,498,848 | 1.6% | ||||||
6.000%, 10/01/2036 | |||||||||
to 03/01/2037 | 1,346,699 | 1,514,248 | 0.4% | ||||||
6.500%, 06/01/2029 | |||||||||
to 01/01/2039 | 7,405,706 | 8,319,406 | 2.1% | ||||||
OTHER SECURITIES | 14,546 | 0.0% | |||||||
76,720,118 | |||||||||
Government National Mortgage Association - 0.3% | |||||||||
3.750%, 10/20/2039 (P) | 817,987 | 864,371 | 0.2% | ||||||
OTHER SECURITIES | 450,875 | 0.1% | |||||||
1,315,246 | |||||||||
Tennessee Valley Authority - 11.1% | |||||||||
1.750%, 10/15/2018 | 6,485,000 | 6,536,400 | 1.6% | ||||||
4.500%, 04/01/2018 | 10,349,000 | 11,560,599 | 2.9% | ||||||
4.875%, 12/15/2016 | 13,923,000 | 15,291,714 | 3.9% | ||||||
5.500%, 07/18/2017 | 9,413,000 | 10,682,814 | 2.7% | ||||||
44,071,527 | |||||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $385,850,013) | $ | 386,908,974 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 1.9% | |||||||||
Federal Home Loan Mortgage Corp. - 1.6% | |||||||||
1.203%, 03/25/2024 | 8,850,000 | 802,622 | 0.2% | ||||||
1.428%, 07/25/2022 | 6,717,889 | 554,488 | 0.1% | ||||||
1.831%, 07/25/2019 | 7,905,583 | 570,301 | 0.2% | ||||||
2.156%, 08/25/2018 | 19,158,923 | 1,361,759 | 0.3% | ||||||
OTHER SECURITIES | 3,026,515 | 0.8% | |||||||
6,315,685 |
Short Term Government Income Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (continued) | |||||||||
Federal National Mortgage Association - 0.2% | |||||||||
3.446%, 01/25/2043 (P) | $ | 798,019 | $ | 826,988 | 0.2% | ||||
Government National Mortgage Association - 0.1% | 344,504 | 0.1% | |||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $7,084,685) | $ | 7,487,177 | |||||||
SHORT-TERM INVESTMENTS - 0.5% | |||||||||
REPURCHASE AGREEMENT - 0.5% | |||||||||
Repurchase Agreement with State | |||||||||
Street Corp. dated 06/30/2014 at | |||||||||
0.000% to be repurchased at | |||||||||
$1,834,000 on 07/01/2014, | |||||||||
collateralized by $1,845,000 | |||||||||
U.S. Treasury Notes, 2.250% due | |||||||||
03/31/2021 (valued at $1,874,981, | |||||||||
including interest) | 1,834,000 | 1,834,000 | 0.5% | ||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $1,834,000) | $ | 1,834,000 | |||||||
Total Investments (Short Term Government Income | |||||||||
Trust) (Cost $394,768,698) - 99.9% | $ | 396,230,151 | 99.9% | ||||||
Other Assets And Liabilities, Net - 0.1% | 565,800 | 0.1% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 396,795,951 | 100.0% | ||||||
Strategic Income Opportunities Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 22.5% | |||||||||
Australia - 2.1% | |||||||||
New South Wales | |||||||||
Treasury Corp. | |||||||||
6.000%, 05/01/2020 | AUD | 3,695,000 | $ | 3,972,443 | 0.8% | ||||
Queensland Treasury Corp. | |||||||||
6.000%, 10/21/2015 | |||||||||
to 04/21/2016 | 7,074,000 | 7,016,537 | 1.3% | ||||||
10,988,980 | |||||||||
Bermuda - 0.3% | |||||||||
Brazil - 1.0% | |||||||||
Canada - 1.3% | |||||||||
Province of Ontario | |||||||||
6.250%, 06/16/2015 | 5,777,000 | 5,154,546 | 1.0% | ||||||
OTHER SECURITIES | 1,466,834 | 0.3% | |||||||
6,621,380 | |||||||||
Malaysia - 2.1% | |||||||||
Government of Malaysia | |||||||||
3.741%, 02/27/2015 | 13,400,000 | 4,189,292 | 0.8% | ||||||
3.835%, 08/12/2015 | 12,850,000 | 4,032,635 | 0.8% | ||||||
4.262%, 09/15/2016 | 7,900,000 | 2,506,298 | 0.5% | ||||||
10,728,225 | |||||||||
Mexico - 2.7% | |||||||||
Government of Mexico | |||||||||
5.000%, 06/15/2017 | 29,054,100 | 2,316,308 | 0.5% | ||||||
7.750%, 05/29/2031 | 84,148,000 | 7,418,444 | 1.4% |
The accompanying notes are an integral part of the financial statements. | 29 |
John Hancock Variable Insurance Trust |
Strategic Income Opportunities Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (continued) | |||||||||
Mexico (continued) | |||||||||
Government of Mexico (continued) | |||||||||
OTHER SECURITIES | $ | 3,969,073 | 0.8% | ||||||
13,703,825 | |||||||||
New Zealand - 2.2% | |||||||||
Dominion of New Zealand | |||||||||
6.000%, 12/15/2017 | |||||||||
to 05/15/2021 | AUD | 10,360,000 | 9,740,096 | 1.9% | |||||
OTHER SECURITIES | 1,817,870 | 0.3% | |||||||
11,557,966 | |||||||||
Norway - 1.4% | |||||||||
Government of Norway | |||||||||
4.500%, 05/22/2019 | 16,492,000 | 3,033,290 | 0.6% | ||||||
5.000%, 05/15/2015 | 24,128,000 | 4,057,529 | 0.8% | ||||||
7,090,819 | |||||||||
Peru - 0.2% | |||||||||
Philippines - 2.0% | |||||||||
Republic of Philippines | |||||||||
5.875%, 12/16/2020 | 127,403,440 | 3,255,991 | 0.6% | ||||||
6.500%, 04/28/2021 | 106,400,000 | 2,834,245 | 0.6% | ||||||
OTHER SECURITIES | 4,274,072 | 0.8% | |||||||
10,364,308 | |||||||||
Singapore - 1.5% | |||||||||
Republic of Singapore | |||||||||
2.375%, 04/01/2017 | 2,800,000 | 2,367,883 | 0.5% | ||||||
2.875%, 07/01/2015 | 3,000,000 | 2,467,382 | 0.5% | ||||||
OTHER SECURITIES | 2,781,933 | 0.5% | |||||||
7,617,198 | |||||||||
South Korea - 2.2% | |||||||||
Korea Treasury Bond Principal | |||||||||
Strips | |||||||||
3.286%, 09/10/2018 | 2,888,000,000 | 2,535,315 | 0.5% | ||||||
Republic of Korea | |||||||||
3.250%, 06/10/2015 | 3,500,000,000 | 3,479,580 | 0.7% | ||||||
4.000%, 03/10/2016 | 2,750,000,000 | 2,778,169 | 0.6% | ||||||
OTHER SECURITIES | 2,715,606 | 0.4% | |||||||
11,508,670 | |||||||||
Sweden - 1.5% | |||||||||
Kingdom of Sweden | |||||||||
5.000%, 12/01/2020 | 21,300,000 | 3,915,677 | 0.8% | ||||||
OTHER SECURITIES | 3,699,930 | 0.7% | |||||||
7,615,607 | |||||||||
Thailand - 2.0% | |||||||||
Bank of Thailand | |||||||||
3.200%, 10/22/2014 | 139,000,000 | 4,297,179 | 0.8% | ||||||
Kingdom of Thailand | |||||||||
3.250%, 06/16/2017 | 187,500,000 | 5,889,539 | 1.2% | ||||||
10,186,718 | |||||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $114,160,471) | $ | 116,114,346 | |||||||
CORPORATE BONDS - 40.9% | |||||||||
Consumer Discretionary - 7.7% | |||||||||
DISH DBS Corp. | |||||||||
7.875%, 09/01/2019 | 2,300,000 | 2,731,250 | 0.5% | ||||||
The Goodyear Tire & Rubber | |||||||||
Company | |||||||||
7.000%, 05/15/2022 | 1,980,000 | 2,197,800 | 0.4% |
Strategic Income Opportunities Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Consumer Discretionary (continued) | |||||||||
OTHER SECURITIES | $ | 34,987,737 | 6.8% | ||||||
39,916,787 | |||||||||
Consumer Staples - 2.6% | |||||||||
Alliance One International, Inc. | |||||||||
9.875%, 07/15/2021 | AUD | 2,430,000 | 2,490,750 | 0.5% | |||||
Harbinger Group, Inc. | |||||||||
7.875%, 07/15/2019 | 2,125,000 | 2,324,219 | 0.4% | ||||||
OTHER SECURITIES | 8,701,477 | 1.7% | |||||||
13,516,446 | |||||||||
Energy - 4.5% | |||||||||
EP Energy LLC | |||||||||
9.375%, 05/01/2020 | 3,777,000 | 4,324,665 | 0.8% | ||||||
OTHER SECURITIES | 18,726,669 | 3.7% | |||||||
23,051,334 | |||||||||
Financials - 13.2% | |||||||||
American International | |||||||||
Group, Inc. (8.175% to | |||||||||
05/15/2038, then 3 month | |||||||||
LIBOR + 4.195%) | |||||||||
05/15/2058 | 2,995,000 | 4,125,613 | 0.8% | ||||||
Bank of America Corp. | |||||||||
0.991%, 09/15/2026 (P) | 3,615,000 | 3,239,361 | 0.6% | ||||||
CapitaMalls Asia Treasury, Ltd. | |||||||||
3.950%, 08/24/2017 | 3,250,000 | 2,752,186 | 0.5% | ||||||
General Electric Capital | |||||||||
Australia Funding Pty, Ltd. | |||||||||
7.000%, 10/08/2015 | 2,800,000 | 2,766,947 | 0.5% | ||||||
General Electric Capital Corp., | |||||||||
Series A | |||||||||
7.625%, 12/10/2014 | 4,415,000 | 3,925,269 | 0.8% | ||||||
Inter-American Development | |||||||||
Bank | |||||||||
6.500%, 08/20/2019 | 2,705,000 | 2,909,460 | 0.6% | ||||||
KFW | |||||||||
5.750%, 05/13/2015 | 4,775,000 | 4,619,697 | 0.9% | ||||||
Realogy Group LLC | |||||||||
7.875%, 02/15/2019 (S) | 2,205,000 | 2,359,350 | 0.5% | ||||||
OTHER SECURITIES | 41,538,398 | 8.0% | |||||||
68,236,281 | |||||||||
Health Care - 4.4% | |||||||||
LifePoint Hospitals, Inc. | |||||||||
5.500%, 12/01/2021 (S) | 3,760,000 | 3,938,600 | 0.7% | ||||||
OTHER SECURITIES | 18,663,200 | 3.7% | |||||||
22,601,800 | |||||||||
Industrials - 2.1% | |||||||||
Navios Maritime Holdings, Inc. | |||||||||
7.375%, 01/15/2022 (S) | 2,335,000 | 2,405,050 | 0.5% | ||||||
OTHER SECURITIES | 8,176,285 | 1.6% | |||||||
10,581,335 | |||||||||
Information Technology - 0.8% | |||||||||
Materials - 2.2% | |||||||||
Telecommunication Services - 2.1% | |||||||||
Utilities - 1.3% | |||||||||
TOTAL CORPORATE BONDS (Cost $200,443,365) | $ | 210,660,908 |
The accompanying notes are an integral part of the financial statements. | 30 |
John Hancock Variable Insurance Trust |
Strategic Income Opportunities Trust (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
CAPITAL PREFERRED SECURITIES - 1.6% | ||||||||
Financials - 1.6% | ||||||||
TOTAL CAPITAL PREFERRED | ||||||||
SECURITIES (Cost $7,779,598) | $ | 8,051,465 | ||||||
CONVERTIBLE BONDS - 1.4% | ||||||||
Consumer Discretionary - 0.4% | ||||||||
Consumer Staples - 0.1% | ||||||||
Financials - 0.2% | ||||||||
Health Care - 0.4% | ||||||||
Industrials - 0.2% | ||||||||
Information Technology - 0.1% | ||||||||
TOTAL CONVERTIBLE BONDS (Cost $6,003,081) | $ | 7,393,981 | ||||||
TERM LOANS (M) - 12.2% | ||||||||
Consumer Discretionary - 2.9% | ||||||||
Consumer Staples - 1.3% | ||||||||
Aramark Services, Inc. | ||||||||
3.250%, 02/24/2021 | 2,578,538 | 2,559,601 | 0.5% | |||||
OTHER SECURITIES | 4,360,371 | 0.8% | ||||||
6,919,972 | ||||||||
Financials - 1.4% | ||||||||
Carestream Health, Inc. | ||||||||
5.000%, 06/07/2019 | 3,183,660 | 3,185,649 | 0.6% | |||||
OTHER SECURITIES | 3,880,390 | 0.8% | ||||||
7,066,039 | ||||||||
Health Care - 2.6% | ||||||||
Biomet, Inc. | ||||||||
3.661%, 07/25/2017 | 2,286,201 | 2,288,688 | 0.5% | |||||
Catalent Pharma Solutions, Inc. | ||||||||
4.500%, 05/20/2021 | 2,520,066 | 2,531,880 | 0.5% | |||||
OTHER SECURITIES | 8,467,147 | 1.6% | ||||||
13,287,715 | ||||||||
Industrials - 0.6% | ||||||||
Information Technology - 1.3% | ||||||||
Materials - 0.7% | ||||||||
Telecommunication Services - 0.8% | ||||||||
Crown Castle Operating | ||||||||
Company | ||||||||
3.000%, 01/31/2021 | 2,303,425 | 2,301,985 | 0.5% | |||||
OTHER SECURITIES | 1,814,713 | 0.3% | ||||||
4,116,698 | ||||||||
Utilities - 0.6% | ||||||||
TOTAL TERM LOANS (Cost $62,768,197) | $ | 63,000,394 | ||||||
COLLATERALIZED MORTGAGE | ||||||||
OBLIGATIONS - 5.7% | ||||||||
Commercial & Residential - 5.1% | ||||||||
Federal Home Loan Mortgage Corp. - 0.3% | ||||||||
Federal National Mortgage Association - 0.3% | ||||||||
TOTAL COLLATERALIZED MORTGAGE | ||||||||
OBLIGATIONS (Cost $25,635,048) | $ | 29,357,902 | ||||||
ASSET BACKED SECURITIES - 1.0% | ||||||||
CKE Restaurant Holdings, Inc., | ||||||||
4.474%, 03/20/2043 (S) | $2,816,188 | 2,892,044 | 0.6% |
Strategic Income Opportunities Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
ASSET BACKED SECURITIES (continued) | |||||||||
OTHER SECURITIES | $ | 2,117,201 | 0.4% | ||||||
TOTAL ASSET BACKED | |||||||||
SECURITIES (Cost $4,869,602) | $ | 5,009,245 | |||||||
COMMON STOCKS - 2.7% | |||||||||
Consumer Discretionary - 0.8% | |||||||||
Charter | |||||||||
Communications, Inc., | |||||||||
Class A (I) | 26,089 | 4,131,976 | 0.8% | ||||||
OTHER SECURITIES | — | 0.0% | |||||||
4,131,976 | |||||||||
Financials - 1.9% | |||||||||
TOTAL COMMON STOCKS (Cost $8,974,622) | $ | 13,790,053 | |||||||
PREFERRED SECURITIES - 8.5% | |||||||||
Consumer Staples - 0.2% | |||||||||
Financials - 4.9% | |||||||||
Weyerhaeuser Company, 6.375% | 63,700 | 3,614,975 | 0.7% | ||||||
OTHER SECURITIES | 21,433,266 | 4.2% | |||||||
25,048,241 | |||||||||
Industrials - 0.6% | |||||||||
Materials - 0.1% | |||||||||
Telecommunication Services - 0.5% | |||||||||
Utilities - 2.2% | |||||||||
Dominion | |||||||||
Resources, Inc., 6.000% | 38,600 | 2,239,572 | 0.4% | ||||||
Dominion | |||||||||
Resources, Inc., 6.375% | 47,070 | 2,477,059 | 0.5% | ||||||
OTHER SECURITIES | 6,638,942 | 1.3% | |||||||
11,355,573 | |||||||||
TOTAL PREFERRED | |||||||||
SECURITIES (Cost $40,880,550) | $ | 43,582,710 | |||||||
ESCROW CERTIFICATES - 0.0% | |||||||||
Consumer Discretionary - 0.0% | |||||||||
TOTAL ESCROW CERTIFICATES (Cost $76) | $ | 12,381 | |||||||
PURCHASED OPTIONS - 0.0% | |||||||||
Call Options - 0.0% | |||||||||
Put Options - 0.0% | |||||||||
TOTAL PURCHASED OPTIONS (Cost $1,504,163) | $ | 245,244 | |||||||
SHORT-TERM INVESTMENTS - 2.1% | |||||||||
Repurchase Agreement - 2.1% | |||||||||
Repurchase Agreement with | |||||||||
State Street Corp. dated | |||||||||
06/30/2014 at 0.000% to be | |||||||||
repurchased at $5,797,440 on | |||||||||
07/01/2014, collateralized by | |||||||||
$290,000 Federal National | |||||||||
Mortgage Association, | |||||||||
2.080% due 11/02/2022 | |||||||||
(valued at $274,413, including | |||||||||
interest) and $4,485,000 | |||||||||
U.S. Treasury Bonds, 4.625% | |||||||||
due 02/15/2040 (valued at | |||||||||
$5,639,888, including interest) | $ | 5,797,440 | $ | 5,797,440 | 1.1% |
The accompanying notes are an integral part of the financial statements. | 31 |
John Hancock Variable Insurance Trust |
Strategic Income Opportunities Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
SHORT-TERM INVESTMENTS (continued) | |||||||||
Repurchase Agreement (continued) | |||||||||
Barclays Tri-Party Repurchase | |||||||||
Agreement dated 06/30/2014 | |||||||||
at 0.070% to be repurchased | �� | ||||||||
at $5,017,010 on 07/01/2014, | |||||||||
collateralized by $3,613,100 | |||||||||
Treasury Inflation Indexed | |||||||||
Bonds, 2.000% due | |||||||||
01/15/2026 (valued at | |||||||||
$5,117,366, including interest) | $ | 5,017,000 | $ | 5,017,000 | 1.0% | ||||
10,814,440 | |||||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $10,814,440) | $ | 10,814,440 | |||||||
Total Investments (Strategic Income Opportunities | |||||||||
Trust) (Cost $483,833,213) - 98.6% | $ | 508,033,069 | 98.6% | ||||||
Other Assets And Liabilities, Net - 1.4% | 7,339,768 | 1.4% | |||||||
TOTAL NET ASSETS - 100.0% | $ | 515,372,837 | 100.0% |
Total Bond Market Trust B
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 68.3% | |||||||||
U.S. Treasury Bonds - 6.1% | |||||||||
4.250%, 05/15/2039 | |||||||||
to 11/15/2040 | $ | 4,060,000 | 4,760,907 | 1.0% | |||||
4.750%, 02/15/2041 | 2,000,000 | 2,536,250 | 0.5% | ||||||
7.875%, 02/15/2021 | 3,400,000 | 4,647,110 | 1.0% | ||||||
8.125%, 08/15/2021 | 1,400,000 | 1,961,641 | 0.4% | ||||||
8.750%, 08/15/2020 | 1,400,000 | 1,957,266 | 0.4% | ||||||
9.250%, 02/15/2016 | 5,700,000 | 6,524,494 | 1.4% | ||||||
OTHER SECURITIES | 6,410,277 | 1.4% | |||||||
28,797,945 | |||||||||
U.S. Treasury Notes - 22.8% | |||||||||
0.375%, 01/31/2016 | |||||||||
to 04/30/2016 | 15,700,000 | 15,702,067 | 3.4% | ||||||
0.625%, 05/31/2017 | |||||||||
to 04/30/2018 | 8,600,000 | 8,484,343 | 1.7% | ||||||
0.750%, 12/31/2017 | 3,700,000 | 3,652,596 | 0.8% | ||||||
0.875%, 04/30/2017 | 5,000,000 | 5,008,205 | 1.1% | ||||||
1.000%, 10/31/2016 | |||||||||
to 03/31/2017 | 4,550,000 | 4,578,280 | 1.0% | ||||||
1.500%, 06/30/2016 | |||||||||
to 03/31/2019 | 13,500,000 | 13,564,180 | 2.9% | ||||||
1.875%, 08/31/2017 | 2,000,000 | 2,056,406 | 0.4% | ||||||
2.000%, 04/30/2016 | |||||||||
to 02/15/2022 | 7,500,000 | 7,610,272 | 1.6% | ||||||
2.500%, 05/15/2024 | 16,325,000 | 16,291,844 | 3.5% | ||||||
2.750%, 02/15/2019 | 7,000,000 | 7,385,546 | 1.6% | ||||||
3.000%, 09/30/2016 | |||||||||
to 02/28/2017 | 6,720,000 | 7,104,276 | 1.5% | ||||||
3.125%, 10/31/2016 | |||||||||
to 05/15/2021 | 2,200,000 | 2,335,328 | 0.5% | ||||||
3.250%, 06/30/2016 | 3,650,000 | 3,852,747 | 0.8% | ||||||
4.250%, 11/15/2017 | 7,300,000 | 8,075,625 | 1.7% | ||||||
OTHER SECURITIES | 1,679,476 | 0.3% | |||||||
107,381,191 |
Total Bond Market Trust B (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
Federal Farm Credit Bank - 0.2% | $ | 959,614 | 0.2% | ||||||
Federal Home Loan Bank - 0.8% | |||||||||
5.375%, 05/18/2016 | $ | 2,200,000 | 2,401,324 | 0.5% | |||||
OTHER SECURITIES | 1,242,626 | 0.3% | |||||||
3,643,950 | |||||||||
Federal Home Loan Mortgage Corp. - 7.9% | |||||||||
3.000%, 10/01/2042 | 3,521,171 | 3,479,494 | 0.7% | ||||||
3.500%, TBA (C) | 4,300,000 | 4,415,713 | 0.9% | ||||||
3.500%, 12/01/2025 | 2,955,054 | 3,127,047 | 0.7% | ||||||
4.000%, 02/01/2024 | |||||||||
to 12/01/2040 | 3,431,502 | 3,638,593 | 0.8% | ||||||
4.500%, 05/01/2024 | |||||||||
to 11/01/2041 | 6,763,208 | 7,343,858 | 1.5% | ||||||
5.000%, TBA (C) | 2,300,000 | 2,545,094 | 0.5% | ||||||
5.500%, 08/23/2017 | |||||||||
to 01/01/2039 | 3,770,612 | 4,251,983 | 1.2% | ||||||
OTHER SECURITIES | 8,424,219 | 1.6% | |||||||
37,226,001 | |||||||||
Federal National Mortgage Association - 16.7% | |||||||||
2.500%, 05/01/2028 | 2,280,332 | 2,320,060 | 0.5% | ||||||
3.000%, TBA (C) | 2,900,000 | 2,861,938 | 0.6% | ||||||
3.000%, 01/01/2027 | |||||||||
to 04/01/2043 | 14,991,711 | 15,204,590 | 3.2% | ||||||
3.500%, 12/01/2025 | |||||||||
to 02/01/2043 | 14,393,329 | 14,870,904 | 3.2% | ||||||
4.000%, 08/01/2020 | |||||||||
to 05/01/2042 | 8,249,868 | 8,773,979 | 1.9% | ||||||
4.375%, 10/15/2015 | 6,350,000 | 6,684,162 | 1.4% | ||||||
4.500%, 06/01/2018 | |||||||||
to 06/01/2041 | 8,592,732 | 9,288,873 | 1.9% | ||||||
5.000%, 12/01/2018 | |||||||||
to 07/01/2039 | 4,682,877 | 5,173,818 | 1.2% | ||||||
5.500%, 08/01/2017 | |||||||||
to 11/01/2038 | 3,571,014 | 3,979,850 | 0.9% | ||||||
6.000%, 01/01/2021 | |||||||||
to 08/01/2038 | 2,391,272 | 2,681,778 | 0.7% | ||||||
7.250%, 05/15/2030 | 1,450,000 | 2,146,915 | 0.5% | ||||||
OTHER SECURITIES | 4,637,278 | 0.7% | |||||||
78,624,145 | |||||||||
Government National Mortgage Association - 7.8% | |||||||||
3.000%, TBA (C) | 2,000,000 | 2,013,750 | 0.4% | ||||||
3.000%, 08/15/2043 | 3,556,915 | 3,587,760 | 0.8% | ||||||
3.500%, TBA (C) | 1,800,000 | 1,869,750 | 0.4% | ||||||
3.500%, 01/15/2043 | 6,844,353 | 7,123,207 | 1.5% | ||||||
4.000%, 11/15/2026 | |||||||||
to 02/15/2041 | 7,987,437 | 8,560,010 | 1.9% | ||||||
4.500%, 05/15/2019 | |||||||||
to 10/20/2040 | 5,059,627 | 5,532,728 | 1.1% | ||||||
5.000%, 05/15/2018 | |||||||||
to 07/20/2040 | 4,073,375 | 4,526,981 | 1.0% | ||||||
OTHER SECURITIES | 3,454,844 | 0.7% | |||||||
36,669,030 | |||||||||
Tennessee Valley Authority - 0.2% | 770,291 | 0.2% | |||||||
The Financing Corp. - 0.2% | 886,481 | 0.2% | |||||||
U.S. Government - 5.6% | |||||||||
3.625%, 02/15/2044 | 10,460,000 | 11,015,688 | 2.3% | ||||||
0.250%, 12/31/2015 | 5,500,000 | 5,500,215 | 1.2% | ||||||
1.625%, 04/30/2019 | 8,700,000 | 8,692,527 | 1.9% |
The accompanying notes are an integral part of the financial statements. | 32 |
John Hancock Variable Insurance Trust |
Total Bond Market Trust B (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (continued) | |||||||||
U.S. Government (continued) | |||||||||
OTHER SECURITIES | $ | 898,735 | 0.2% | ||||||
26,107,165 | |||||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $306,822,643) | $ | 321,065,813 | |||||||
FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS - 3.4% | |||||||||
Brazil - 0.4% | 1,817,185 | 0.4% | |||||||
Canada - 0.8% | 3,804,927 | 0.8% | |||||||
Chile - 0.1% | 546,720 | 0.1% | |||||||
Colombia - 0.1% | 590,150 | 0.1% | |||||||
Israel - 0.3% | 1,153,242 | 0.3% | |||||||
Italy - 0.1% | 381,821 | 0.1% | |||||||
Japan - 0.3% | 1,290,786 | 0.3% | |||||||
Mexico - 0.3% | 1,610,428 | 0.3% | |||||||
Panama - 0.1% | 456,395 | 0.1% | |||||||
Peru - 0.1% | 460,225 | 0.1% | |||||||
Philippines - 0.2% | 1,061,250 | 0.2% | |||||||
Poland - 0.0% | 130,350 | 0.0% | |||||||
South Africa - 0.2% | 809,745 | 0.2% | |||||||
Sweden - 0.1% | 583,529 | 0.1% | |||||||
Turkey - 0.3% | 1,333,350 | 0.3% | |||||||
TOTAL FOREIGN GOVERNMENT | |||||||||
OBLIGATIONS (Cost $15,320,654) | $ | 16,030,103 | |||||||
CORPORATE BONDS - 24.1% | |||||||||
Consumer Discretionary - 2.2% | 10,421,270 | 2.2% | |||||||
Consumer Staples - 1.9% | 8,848,995 | 1.9% | |||||||
Energy - 3.2% | 14,975,434 | 3.2% | |||||||
Financials - 8.2% | 38,731,489 | 8.2% | |||||||
Health Care - 1.7% | 8,039,298 | 1.7% | |||||||
Industrials - 1.5% | 7,126,615 | 1.5% | |||||||
Information Technology - 1.1% | 5,216,529 | 1.1% | |||||||
Materials - 1.2% | 5,530,422 | 1.2% | |||||||
Telecommunication Services - 1.3% | 5,941,779 | 1.3% | |||||||
Utilities - 1.8% | 8,706,913 | 1.8% | |||||||
TOTAL CORPORATE BONDS (Cost $103,341,035) | $ | 113,538,744 | |||||||
Municipal Bonds - 1.0% | 4,567,872 | 1.0% | |||||||
TOTAL MUNICIPAL BONDS (Cost $3,853,900) | $ | 4,567,872 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 2.2% | |||||||||
Commercial & Residential - 2.2% | 10,499,699 | 2.2% | |||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $9,562,206) | $ | 10,499,699 | |||||||
Asset Backed Securities 0.1% | 318,328 | 0.1% | |||||||
TOTAL ASSET BACKED | |||||||||
SECURITIES (Cost $333,563) | $ | 318,328 |
Total Bond Market Trust B (continued)
Shares or | % of | |||||||
Principal | Net | |||||||
Amount | Value | Assets | ||||||
SECURITIES LENDING COLLATERAL - 0.1% | ||||||||
John Hancock Collateral | ||||||||
Investment Trust, | ||||||||
0.0995% (W)(Y) | 29,752 | 297,739 | 0.1% | |||||
TOTAL SECURITIES LENDING | ||||||||
COLLATERAL (Cost $297,742) | $ | 297,739 | ||||||
SHORT-TERM INVESTMENTS - 1.5% | ||||||||
Money Market Funds - 1.5% | ||||||||
State Street Institutional | ||||||||
U.S. Government Money Market | ||||||||
Fund, 0.0000% (Y) | 7,075,353 | 7,075,353 | 1.5% | |||||
TOTAL SHORT-TERM | ||||||||
INVESTMENTS (Cost $7,075,353) | $ | 7,075,353 | ||||||
Total Investments (Total Bond Market Trust B) | ||||||||
(Cost $446,607,096) - 100.7% | $ | 473,393,651 | 100.7% | |||||
Other Assets And Liabilities, Net - (0.7%) | (3,064,144 | ) | (0.7)% | |||||
TOTAL NET ASSETS - 100.0% | $ | 470,329,507 | 100.0% |
Total Return Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 47.1% | |||||||||
Treasury Inflation Protected Securities - 12.1% | |||||||||
0.125%, 01/15/2022 | |||||||||
to 07/15/2022 | $ | 35,784,964 | 35,999,064 | 1.5% | |||||
0.625%, 07/15/2021 | |||||||||
to 01/15/2024 | 58,405,644 | 60,558,342 | 2.4% | ||||||
1.250%, 07/15/2020 | 13,151,974 | 14,406,554 | 0.6% | ||||||
1.750%, 01/15/2028 | 24,666,700 | 28,351,288 | 1.2% | ||||||
2.000%, 01/15/2026 | 12,062,632 | 14,191,494 | 0.6% | ||||||
2.375%, 01/15/2025 | |||||||||
to 01/15/2027 | 68,989,026 | 83,825,971 | 3.4% | ||||||
2.500%, 01/15/2029 | 20,425,480 | 25,726,525 | 1.1% | ||||||
OTHER SECURITIES | 30,232,225 | 1.3% | |||||||
293,291,463 | |||||||||
Federal Home Loan Mortgage Corp. - 4.7% | |||||||||
1.000%, 03/08/2017 | |||||||||
to 07/28/2017 | 38,700,000 | 38,872,468 | 1.6% | ||||||
1.250%, 05/12/2017 | |||||||||
to 10/02/2019 | 23,300,000 | 22,794,803 | 1.0% | ||||||
4.000%, TBA (C) | 17,000,000 | 17,991,447 | 0.7% | ||||||
4.500%, TBA (C) | 24,000,000 | 25,957,502 | 1.1% | ||||||
OTHER SECURITIES | 8,967,820 | 0.3% | |||||||
114,584,040 | |||||||||
Federal National Mortgage Association - 28.8% | |||||||||
3.500%, TBA (C) | 16,000,000 | 16,951,250 | 0.7% | ||||||
4.000%, 08/01/2018 | |||||||||
to 08/01/2041 | 19,652,927 | 20,993,709 | 0.7% | ||||||
4.500%, TBA (C) | 95,000,000 | 102,736,446 | 4.3% | ||||||
4.500%, 04/01/2018 | |||||||||
to 11/01/2043 | 62,823,277 | 68,091,768 | 1.9% | ||||||
5.000%, TBA (C) | 122,500,000 | 135,975,012 | 5.6% | ||||||
5.500%, TBA (C) | 17,000,000 | 19,015,078 | 0.9% | ||||||
5.500%, 03/01/2021 | |||||||||
to 09/01/2041 | 134,274,827 | 150,353,674 | 6.8% |
The accompanying notes are an integral part of the financial statements. | 33 |
John Hancock Variable Insurance Trust |
Total Return Trust (continued)
Shares or | % of | |||||||||
Principal | Net | |||||||||
Amount | Value | Assets | ||||||||
U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS (continued) | ||||||||||
Federal National Mortgage Association (continued) | ||||||||||
6.000%, 12/01/2016 | ||||||||||
to 05/01/2041 | $ | 50,890,417 | $ | 57,206,421 | 2.2% | |||||
0.094%, 04/30/2016 (D)(P) | 49,700,000 | 49,713,866 | 2.1% | |||||||
OTHER SECURITIES | 76,220,430 | 3.6% | ||||||||
697,257,654 | ||||||||||
Government National Mortgage Association - 1.4% | ||||||||||
5.000%, 01/15/2035 | ||||||||||
to 11/15/2039 | 29,133,455 | 32,060,384 | 1.4% | |||||||
OTHER SECURITIES | 1,078,646 | 0.0% | ||||||||
33,139,030 | ||||||||||
Small Business Administration - 0.1% | 1,675,205 | 0.1% | ||||||||
TOTAL U.S. GOVERNMENT & AGENCY | ||||||||||
OBLIGATIONS (Cost $1,130,359,145) | $ | 1,139,947,392 | ||||||||
FOREIGN GOVERNMENT | ||||||||||
OBLIGATIONS - 20.6% | ||||||||||
Brazil - 0.1% | 2,639,392 | 0.1% | ||||||||
Canada - 1.7% | ||||||||||
Province of Ontario | ||||||||||
4.200%, 06/02/2020 | CAD | 22,100,000 | 22,888,894 | 0.9% | ||||||
OTHER SECURITIES | 16,874,430 | 0.8% | ||||||||
39,763,324 | ||||||||||
Italy - 11.8% | ||||||||||
Republic of Italy | ||||||||||
0.811%, 04/29/2016 (Z) | EUR | 14,800,000 | 20,029,347 | 0.8% | ||||||
Republic of Italy | ||||||||||
2.250%, 05/15/2016 | 12,100,000 | 17,071,223 | 0.7% | |||||||
Republic of Italy | ||||||||||
2.750%, 12/01/2015 | 17,200,000 | 24,281,252 | 1.0% | |||||||
Republic of Italy | ||||||||||
3.000%, 06/15/2015 | ||||||||||
to 11/01/2015 | 22,200,000 | 31,342,786 | 1.3% | |||||||
Republic of Italy | ||||||||||
3.750%, 08/01/2015 | ||||||||||
to 08/01/2016 | 93,300,000 | 135,218,602 | 5.6% | |||||||
Republic of Italy | ||||||||||
4.500%, 07/15/2015 | 18,000,000 | 25,672,540 | 1.1% | |||||||
OTHER SECURITIES | 31,471,306 | 1.3% | ||||||||
285,087,056 | ||||||||||
South Korea - 0.8% | 19,233,846 | 0.8% | ||||||||
Spain - 6.2% | ||||||||||
Kingdom of Spain | ||||||||||
3.150%, 01/31/2016 | 9,100,000 | 12,990,733 | 0.5% | |||||||
Kingdom of Spain | ||||||||||
3.300%, 07/30/2016 | 38,100,000 | 55,123,182 | 2.3% | |||||||
Kingdom of Spain | ||||||||||
3.750%, 10/31/2015 | 20,800,000 | 29,747,617 | 1.2% | |||||||
Kingdom of Spain | ||||||||||
4.000%, 07/30/2015 | 16,500,000 | 23,476,859 | 1.0% | |||||||
OTHER SECURITIES | 29,234,612 | 1.2% | ||||||||
150,573,003 | ||||||||||
TOTAL FOREIGN GOVERNMENT | ||||||||||
OBLIGATIONS (Cost $498,920,468) | $ | 497,296,621 | ||||||||
CORPORATE BONDS - 26.7% | ||||||||||
Consumer Discretionary - 3.8% | ||||||||||
DISH DBS Corp. | ||||||||||
6.625%, 10/01/2014 | $ | 14,360,000 | 14,539,500 | 0.6% |
Total Return Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Consumer Discretionary (continued) | |||||||||
DISH DBS Corp. | |||||||||
7.750%, 05/31/2015 | $ | 18,600,000 | $ | 19,704,375 | 0.8% | ||||
President and Fellows of | |||||||||
Harvard College | |||||||||
6.500%, 01/15/2039 (S) | 21,300,000 | 29,198,083 | 1.2% | ||||||
OTHER SECURITIES | 28,557,664 | 1.2% | |||||||
91,999,622 | |||||||||
Energy - 1.1% | 25,821,133 | 1.1% | |||||||
Financials - 18.3% | |||||||||
Ally Financial, Inc. | |||||||||
2.750%, 01/30/2017 | 13,200,000 | 13,348,500 | 0.6% | ||||||
Bank of America Corp. | |||||||||
6.500%, 08/01/2016 | 15,700,000 | 17,400,357 | 0.7% | ||||||
Bank of Nova Scotia | |||||||||
0.538%, 04/11/2017 (P) | 26,400,000 | 26,407,234 | 1.1% | ||||||
Barclays Bank PLC | |||||||||
1.000%, 05/01/2015 | 56,500,000 | 56,485,988 | 2.3% | ||||||
BNP Paribas SA | |||||||||
0.533%, 11/07/2015 (P) | 14,600,000 | 14,596,087 | 0.6% | ||||||
BPCE SA | |||||||||
0.796%, 11/18/2016 (P) | 26,000,000 | 26,060,710 | 1.1% | ||||||
Citigroup, Inc. | |||||||||
0.745%, 05/01/2017 (P) | 26,100,000 | 26,078,024 | 1.1% | ||||||
JPMorgan Chase & Company | |||||||||
0.744%, 02/15/2017 (P) | 13,600,000 | 13,649,477 | 0.6% | ||||||
JPMorgan Chase & Company | �� | ||||||||
1.054%, 05/30/2017 (P) | $ | 18,400,000 | 31,017,410 | 1.3% | |||||
Lloyds TSB Bank PLC | |||||||||
(12.000% to 12/16/2024, then | |||||||||
3 month LIBOR + 11.750%) | |||||||||
12/16/2024 (Q)(S) | 14,600,000 | 21,170,000 | 0.9% | ||||||
OTHER SECURITIES | 195,301,298 | 8.0% | |||||||
441,515,085 | |||||||||
Health Care - 0.3% | 7,700,954 | 0.3% | |||||||
Industrials - 0.3% | 7,412,593 | 0.3% | |||||||
Information Technology - 0.2% | 3,937,320 | 0.2% | |||||||
Materials - 0.4% | 9,305,050 | 0.4% | |||||||
Telecommunication Services - 1.6% | |||||||||
Vodafone Group PLC | |||||||||
0.509%, 04/10/2015 (Z) | 26,300,000 | 26,199,789 | 1.1% | ||||||
OTHER SECURITIES | 12,779,016 | 0.5% | |||||||
38,978,805 | |||||||||
Utilities - 0.7% | |||||||||
Pacific Gas & Electric Company | |||||||||
0.423%, 05/11/2015 (P) | 16,500,000 | 16,505,379 | 0.6% | ||||||
OTHER SECURITIES | 1,211,041 | 0.1% | |||||||
17,716,420 | |||||||||
TOTAL CORPORATE BONDS (Cost $607,115,563) | $ | 644,386,982 | |||||||
CAPITAL PREFERRED SECURITIES - 0.2% | |||||||||
Financials - 0.2% | 5,011,375 | 0.2% | |||||||
TOTAL CAPITAL PREFERRED | |||||||||
SECURITIES (Cost $4,819,286) | $ | 5,011,375 | |||||||
Municipal Bonds 5.0% | 121,251,106 | 5.0% | |||||||
TOTAL MUNICIPAL BONDS (Cost $102,099,003) | $ | 121,251,106 |
The accompanying notes are an integral part of the financial statements. | 34 |
John Hancock Variable Insurance Trust |
Total Return Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 7.1% | |||||||||
Commercial & Residential - 6.5% | $ | 156,998,394 | 6.5% | ||||||
Federal Home Loan Mortgage Corp. - 0.3% | 6,900,779 | 0.3% | |||||||
Federal National Mortgage Association - 0.2% | 5,510,587 | 0.2% | |||||||
Government National Mortgage Association - 0.1% | 1,910,199 | 0.1% | |||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $163,632,311) | $ | 171,319,959 | |||||||
Asset Backed Securities 2.9% | 69,989,205 | 2.9% | |||||||
TOTAL ASSET BACKED | |||||||||
SECURITIES (Cost $67,840,595) | $ | 69,989,205 | |||||||
COMMON STOCKS - 0.0% | |||||||||
Financials - 0.0% | 170 | 0.0% | |||||||
TOTAL COMMON STOCKS (Cost $73) | $ | 170 | |||||||
PREFERRED SECURITIES - 1.0% | |||||||||
Financials - 1.0% | |||||||||
Wells Fargo & Company, | |||||||||
Series L, 7.500% | 14,800 | 17,967,200 | 0.7% | ||||||
OTHER SECURITIES | 7,341,065 | 0.3% | |||||||
25,308,265 | |||||||||
TOTAL PREFERRED | |||||||||
SECURITIES (Cost $26,824,900) | $ | 25,308,265 | |||||||
SHORT-TERM INVESTMENTS - 3.2% | |||||||||
Certificate of Deposit - 0.9% | |||||||||
Itau Unibanco Holding SA | |||||||||
1.466%, 10/31/2014 * | $ | 20,000,000 | $ | 19,925,560 | 0.8% | ||||
OTHER SECURITIES | 1,999,702 | 0.1% | |||||||
21,925,262 | |||||||||
Repurchase Agreement - 2.3% | |||||||||
Repurchase Agreement with | |||||||||
Royal Bank of Canada dated | |||||||||
06/30/2014 at 0.140% to be | |||||||||
repurchased at $52,500,204 on | |||||||||
07/01/2014, collateralized by | |||||||||
$52,875,000 U.S. Treasury | |||||||||
Notes, 2.125% due | |||||||||
01/31/2021 (valued at | |||||||||
$53,621,436, | |||||||||
including interest) | 52,500,000 | 52,500,000 | 2.2% | ||||||
OTHER SECURITIES | 2,000,000 | 0.1% | |||||||
54,500,000 | |||||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $76,406,421) | $ | 76,425,262 | |||||||
TERM LOANS - 0.1% | |||||||||
Utilities - 0.1% | 2,813,671 | 0.1% | |||||||
TOTAL TERM LOANS (Cost $2,823,087) | $ | 2,813,671 | |||||||
Total Investments (Total Return Trust) | |||||||||
(Cost $2,680,840,852) - 113.9% | $ | 2,753,750,008 | 113.9% | ||||||
Other Assets And Liabilities, Net - (13.9%) | (335,552,594 | ) | (13.9)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 2,418,197,414 | 100.0% | ||||||
Ultra Short Term Bond Trust
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS - 8.4% | |||||||||
U.S. Treasury Note - 1.8% | |||||||||
2.125%, 11/30/2014 | $ | 4,000,000 | $ | 4,033,908 | 1.8% | ||||
Federal Home Loan Mortgage Corp. - 2.2% | 4,922,682 | 2.2% | |||||||
Federal National Mortgage Association - 3.9% | 8,852,794 | 3.9% | |||||||
Government National Mortgage Association - 0.5% | 1,266,245 | 0.5% | |||||||
TOTAL U.S. GOVERNMENT & AGENCY | |||||||||
OBLIGATIONS (Cost $19,065,047) | $ | 19,075,629 | |||||||
CORPORATE BONDS - 49.2% | |||||||||
Consumer Discretionary - 7.6% | |||||||||
American Honda Finance Corp. | |||||||||
0.602%, 05/26/2016 (S) | 2,000,000 | 2,008,610 | 0.9% | ||||||
Cox Communications, Inc. | |||||||||
5.450%, 12/15/2014 | 2,500,000 | 2,555,020 | 1.1% | ||||||
DIRECTV Holdings LLC | |||||||||
3.550%, 03/15/2015 | 2,000,000 | 2,042,848 | 0.9% | ||||||
Viacom, Inc. | |||||||||
6.250%, 04/30/2016 | 2,000,000 | 2,196,266 | 1.0% | ||||||
OTHER SECURITIES | 8,475,752 | 3.7% | |||||||
17,278,496 | |||||||||
Consumer Staples - 0.4% | 1,007,343 | 0.4% | |||||||
Energy - 2.1% | |||||||||
Petroleos Mexicanos | |||||||||
4.875%, 03/15/2015 | 2,000,000 | 2,056,000 | 0.9% | ||||||
OTHER SECURITIES | 2,755,169 | 1.2% | |||||||
4,811,169 | |||||||||
Financials - 21.3% | |||||||||
Abbey National Treasury | |||||||||
Services PLC | |||||||||
3.875%, 11/10/2014 (S) | 2,500,000 | 2,530,638 | 1.1% | ||||||
BNP Paribas SA | |||||||||
3.250%, 03/11/2015 | 2,000,000 | 2,037,320 | 0.9% | ||||||
CNA Financial Corp. | |||||||||
5.850%, 12/15/2014 | 2,000,000 | 2,049,920 | 0.9% | ||||||
Credit Agricole SA/London | |||||||||
3.500%, 04/13/2015 (S) | 2,545,000 | 2,600,303 | 1.1% | ||||||
ING Bank NV | |||||||||
2.000%, 09/25/2015 (S) | 2,000,000 | 2,032,082 | 0.9% | ||||||
JPMorgan Chase & Company | |||||||||
5.125%, 09/15/2014 | 2,224,000 | 2,245,088 | 1.0% | ||||||
Morgan Stanley | |||||||||
4.200%, 11/20/2014 | 2,300,000 | 2,334,525 | 1.0% | ||||||
National Rural Utilities Cooperative | |||||||||
Finance Corp. | |||||||||
0.527%, 11/23/2016 (P) | 2,000,000 | 2,005,690 | 0.9% | ||||||
Prudential Financial, Inc. | |||||||||
3.875%, 01/14/2015 | 2,300,000 | 2,342,573 | 1.0% | ||||||
Santander US Debt SA Unipersonal | |||||||||
3.724%, 01/20/2015 (S) | 2,000,000 | 2,029,520 | 0.9% | ||||||
The Hartford Financial Services | |||||||||
Group, Inc. | |||||||||
4.000%, 03/30/2015 | 2,000,000 | 2,053,270 | 0.9% | ||||||
The Royal Bank of Scotland PLC | |||||||||
4.375%, 03/16/2016 | 1,750,000 | 1,848,359 | 0.8% | ||||||
XLIT, Ltd. | |||||||||
5.250%, 09/15/2014 | 2,500,000 | 2,523,975 | 1.1% | ||||||
OTHER SECURITIES | 19,992,070 | 8.8% | |||||||
48,625,333 |
The accompanying notes are an integral part of the financial statements. | 35 |
John Hancock Variable Insurance Trust |
Ultra Short Term Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
CORPORATE BONDS (continued) | |||||||||
Health Care - 4.9% | |||||||||
AbbVie, Inc. | |||||||||
0.983%, 11/06/2015 (P) | $ | 2,000,000 | $ | 2,016,648 | 0.9% | ||||
Amgen, Inc. | |||||||||
2.125%, 05/15/2017 | 2,000,000 | 2,049,574 | 0.9% | ||||||
Express Scripts Holding Company | |||||||||
2.100%, 02/12/2015 | 2,500,000 | 2,525,123 | 1.1% | ||||||
Quest Diagnostics, Inc. | |||||||||
5.450%, 11/01/2015 | 1,855,000 | 1,965,126 | 0.9% | ||||||
WellPoint, Inc. | |||||||||
5.000%, 12/15/2014 | 2,515,000 | 2,568,431 | 1.1% | ||||||
11,124,902 | |||||||||
Industrials - 3.7% | 8,498,460 | 3.7% | |||||||
Information Technology - 1.8% | |||||||||
Xerox Corp. | |||||||||
4.250%, 02/15/2015 | 2,030,000 | 2,076,696 | 0.9% | ||||||
OTHER SECURITIES | 2,035,255 | 0.9% | |||||||
4,111,951 | |||||||||
Materials - 1.8% | |||||||||
Glencore Canada Corp. | |||||||||
5.375%, 06/01/2015 | 2,000,000 | 2,080,210 | 0.9% | ||||||
OTHER SECURITIES | 2,047,018 | 0.9% | |||||||
4,127,228 | |||||||||
Telecommunication Services - 2.0% | 4,493,769 | 2.0% | |||||||
Utilities - 3.6% | |||||||||
Georgia Power Company | |||||||||
0.551%, 03/15/2016 (P) | 2,000,000 | 1,998,494 | 0.9% | ||||||
NiSource Finance Corp. | |||||||||
5.400%, 07/15/2014 | 2,000,000 | 2,003,596 | 0.9% | ||||||
OTHER SECURITIES | 4,165,211 | 1.8% | |||||||
8,167,301 | |||||||||
TOTAL CORPORATE BONDS (Cost $111,759,773) | $ | 112,245,952 | |||||||
COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS - 3.5% | |||||||||
Federal National Mortgage Association - 3.5% | |||||||||
0.452%, 10/25/2032 (P) | 4,117,691 | 4,116,085 | 1.8% | ||||||
0.502%, 04/25/2042 (P) | 2,000,844 | 1,984,880 | 0.9% | ||||||
0.551%, 09/15/2042 (P) | 1,973,094 | 1,960,339 | 0.8% | ||||||
8,061,304 | |||||||||
TOTAL COLLATERALIZED MORTGAGE | |||||||||
OBLIGATIONS (Cost $8,117,881) | $ | 8,061,304 | |||||||
ASSET BACKED SECURITIES - 20.2% | |||||||||
BA Credit Card Trust, | |||||||||
0.421%, 09/16/2019 (P) | 2,000,000 | 2,001,694 | 0.9% | ||||||
Cabela’s Master Credit Card Trust, | |||||||||
1.601%, 01/16/2018 (P)(S) | 4,500,000 | 4,529,750 | 2.0% | ||||||
Capital One Multi-Asset | |||||||||
Execution Trust, | |||||||||
0.201%, 11/15/2019 (P) | 2,000,000 | 1,990,082 | 0.8% | ||||||
CarMax Auto Owner Trust, | |||||||||
0.470%, 02/15/2017 | 2,000,000 | 2,001,014 | 0.9% | ||||||
Citibank Credit Card Issuance Trust | |||||||||
4.850%, 03/10/2017 | 2,000,000 | 2,061,818 | 0.9% | ||||||
Citibank Omni Master Trust, | |||||||||
4.900%, 11/15/2018 (S) | 2,000,000 | 2,033,326 | 0.9% | ||||||
Discover Card Execution Note Trust, | |||||||||
0.860%, 11/15/2017 | 2,000,000 | 2,008,250 | 0.9% |
Ultra Short Term Bond Trust (continued)
Shares or | % of | ||||||||
Principal | Net | ||||||||
Amount | Value | Assets | |||||||
ASSET BACKED SECURITIES (continued) | |||||||||
Ford Credit Auto Owner Trust, | |||||||||
0.470%, 03/15/2017 | $ | 3,000,000 | $ | 2,999,949 | 1.3% | ||||
Ford Credit Auto Owner Trust, | |||||||||
0.510%, 04/15/2017 | 2,320,739 | 2,322,264 | 1.0% | ||||||
GE Capital Credit Card Master | |||||||||
Note Trust, | |||||||||
3.800%, 11/15/2017 | 2,000,000 | 2,025,120 | 0.9% | ||||||
Hyundai Auto Lease | |||||||||
Securitization Trust 2014-b | |||||||||
0.610%, 02/15/2017 (S) | 3,000,000 | 2,999,888 | 1.3% | ||||||
Toyota Auto Receivables 2011-B | |||||||||
Owner Trust | |||||||||
0.940%, 11/15/2016 | 3,345,000 | 3,356,052 | 1.4% | ||||||
Westlake Automobile | |||||||||
Receivables Trust 2014-1 | |||||||||
0.700%, 05/15/2017 (S) | 2,000,000 | 1,999,604 | 0.9% | ||||||
OTHER SECURITIES | 13,814,592 | 6.1% | |||||||
TOTAL ASSET BACKED | |||||||||
SECURITIES (Cost $46,406,894) | $ | 46,143,403 | |||||||
SHORT-TERM INVESTMENTS - 18.8% | |||||||||
U.S. Treasury Bills - 18.4% | |||||||||
0.041%, 11/13/2014 * | 7,000,000 | 6,998,684 | 3.0% | ||||||
0.043%, 09/25/2014 * | 10,000,000 | 9,999,400 | 4.4% | ||||||
0.068%, 07/17/2014 * | 2,500,000 | 2,499,985 | 1.1% | ||||||
0.077%, 08/14/2014 * | 5,000,000 | 4,999,865 | 2.2% | ||||||
0.082%, 10/16/2014 * | 4,500,000 | 4,499,433 | 2.0% | ||||||
0.089%, 09/04/2014 * | 13,000,000 | 12,999,584 | 5.7% | ||||||
41,996,951 | |||||||||
Repurchase Agreement - 0.4% | 1,008,000 | 0.4% | |||||||
TOTAL SHORT-TERM | |||||||||
INVESTMENTS (Cost $43,003,277) | $ | 43,004,951 | |||||||
Total Investments (Ultra Short Term Bond Trust) | |||||||||
(Cost $228,352,872) - 100.1% | $ | 228,531,239 | 100.1% | ||||||
Other Assets And Liabilities, Net - (0.1%) | (170,634 | ) | (0.1)% | ||||||
TOTAL NET ASSETS - 100.0% | $ | 228,360,605 | 100.0% | ||||||
Percentages are based upon net assets.
Footnotes
Key to Currency Abbreviations
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
EUR | Euro |
GBP | British Pound |
JPY | Japanese Yen |
MXN | Mexican Peso |
NZD | New Zealand Dollar |
Key to Security Abbreviations and Legend
ADR | American Depositary Receipts |
LIBOR | London Interbank Offered Rate |
PIK | Paid-in-kind |
The accompanying notes are an integral part of the financial statements. | 36 |
John Hancock Variable Insurance Trust |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(C) | Security purchased on a when-issued or delayed delivery basis. |
(D) | All or a portion of this security is segregated at the custodian as collateral pursuant to certain derivative instrument contracts. |
(F) | All or a portion of this security is held at a broker to meet the margin requirements for futures contracts. |
(I) | Non-income producing security. |
(L) | A portion of the security is on loan as of June 30, 2014. |
(M) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(P) | Variable rate obligation. Securities reset coupon rates periodically. The coupon rate shown represents the rate at period end. |
(Q) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(S) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(W) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This investment represents collateral recieved for securities lending. |
(Y) | The rate shown is the annualized seven-day yield as of June 30, 2014. |
(Z) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the annualized yield at period end. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
The accompanying notes are an integral part of the financial statements. | 37 |
Active Bond Trust | |||||||||||||||
United States | 89.1 | % | |||||||||||||
United Kingdom | 1.5 | % | |||||||||||||
Cayman Islands | 1.4 | % | |||||||||||||
Canada | 0.9 | % | |||||||||||||
Luxembourg | 0.9 | % | |||||||||||||
Netherlands | 0.8 | % | |||||||||||||
France | 0.6 | % | |||||||||||||
Bermuda | 0.5 | % | |||||||||||||
Ireland | 0.5 | % | |||||||||||||
Mexico | 0.5 | % | |||||||||||||
Other Countries | 3.3 | % | |||||||||||||
Total | 100.0 | % |
High Yield Trust | |||||||||||||||
United States | 77.3 | % | |||||||||||||
Luxembourg | 4.7 | % | |||||||||||||
United Kingdom | 2.6 | % | |||||||||||||
Netherlands | 2.1 | % | |||||||||||||
Australia | 2.0 | % | |||||||||||||
Ireland | 1.8 | % | |||||||||||||
Canada | 1.0 | % | |||||||||||||
India | 1.0 | % | |||||||||||||
Mexico | 1.0 | % | |||||||||||||
Brazil | 0.9 | % | |||||||||||||
Other Countries | 5.6 | % | |||||||||||||
Total | 100.0 | % |
Income Trust | |||||||||||||||
United States | 78.6 | % | |||||||||||||
United Kingdom | 7.3 | % | |||||||||||||
Netherlands | 4.1 | % | |||||||||||||
Canada | 2.4 | % | |||||||||||||
Switzerland | 1.6 | % | |||||||||||||
France | 1.2 | % | |||||||||||||
Marshall Islands | 1.1 | % | |||||||||||||
Mexico | 0.9 | % | |||||||||||||
Australia | 0.7 | % | |||||||||||||
Luxembourg | 0.7 | % | |||||||||||||
Other Countries | 1.4 | % | |||||||||||||
Total | 100.0 | % |
Real Return Bond Trust | |||||||||||||||
United States | 78.5 | % | |||||||||||||
Italy | 4.3 | % | |||||||||||||
Netherlands | 3.7 | % | |||||||||||||
Germany | 3.2 | % | |||||||||||||
Spain | 2.6 | % | |||||||||||||
Australia | 1.7 | % | |||||||||||||
Mexico | 1.5 | % | |||||||||||||
Cayman Islands | 1.2 | % | |||||||||||||
United Kingdom | 1.2 | % | |||||||||||||
Greece | 1.0 | % | |||||||||||||
Other Countries | 1.1 | % | |||||||||||||
Total | 100.0 | % |
Strategic Income Opportunities Trust | |||||||||||||||
United States | 65.5 | % | |||||||||||||
Australia | 3.8 | % | |||||||||||||
Mexico | 3.1 | % | |||||||||||||
Singapore | 2.6 | % | |||||||||||||
Philippines | 2.3 | % | |||||||||||||
New Zealand | 2.2 | % | |||||||||||||
South Korea | 2.2 | % | |||||||||||||
Canada | 2.2 | % | |||||||||||||
Malaysia | 2.1 | % | |||||||||||||
Thailand | 2.0 | % | |||||||||||||
Other Countries | 12.0 | % | |||||||||||||
Total | 100.0 | % |
Total Return Trust | |||||||||||||||
United States | 72.5 | % | |||||||||||||
Italy | 11.8 | % | |||||||||||||
Spain | 6.2 | % | |||||||||||||
Canada | 2.9 | % | |||||||||||||
France | 1.7 | % | |||||||||||||
Cayman Islands | 1.6 | % | |||||||||||||
United Kingdom | 1.5 | % | |||||||||||||
South Korea | 0.8 | % | |||||||||||||
Netherlands | 0.3 | % | |||||||||||||
Brazil | 0.2 | % | |||||||||||||
Other Countries | 0.5 | % | |||||||||||||
Total | 100.0 | % |
Ultra Short Term Bond Trust | |||||||||||||||
United States | 88.1 | % | |||||||||||||
France | 2.0 | % | |||||||||||||
Canada | 2.0 | % | |||||||||||||
United Kingdom | 1.9 | % | |||||||||||||
Cayman Islands | 1.8 | % | |||||||||||||
Spain | 1.5 | % | |||||||||||||
Netherlands | 1.3 | % | |||||||||||||
Mexico | 0.9 | % | |||||||||||||
South Korea | 0.5 | % | |||||||||||||
Total | 100.0 | % |
Global Bond Trust | |||||||||||||||
Foreign Government Obligations | 44.9 | % | |||||||||||||
Financials | 12.4 | % | |||||||||||||
Collateralized Mortgage Obligations | 11.3 | % | |||||||||||||
U.S. Government Agency | 8.3 | % | |||||||||||||
U.S. Government | 7.2 | % | |||||||||||||
Certificate of Deposit | 2.2 | % | |||||||||||||
Energy | 2.1 | % | |||||||||||||
Asset Backed Securities | 1.3 | % | |||||||||||||
Telecommunication Services | 0.7 | % | |||||||||||||
Consumer Discretionary | 0.6 | % | |||||||||||||
Consumer Staples | 0.6 | % | |||||||||||||
Industrials | 0.3 | % | |||||||||||||
Information Technology | 0.3 | % | |||||||||||||
Materials | 0.3 | % | |||||||||||||
Health Care | 0.2 | % | |||||||||||||
Utilities | 0.2 | % | |||||||||||||
Purchased Options | 0.1 | % | |||||||||||||
Short-Term Investments | 7.0 | % | |||||||||||||
Total | 100.0 | % |
{finblurbsoi}The accompanying notes are an integral part of the financial statements.
Assets | | Active Bond Trust | | Bond Trust | | Bond PS Series | | Core Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 859,001,315 | $ | 10,131,030,902 | $ | 170,727,978 | $ | 1,061,068,923 | |||||||||||
Investments in affiliated issuers, at value | 1,362,626 | 19,088,440 | — | 15,233,988 | |||||||||||||||
Repurchase agreements, at value | 6,330,000 | 83,800,000 | 21,810,000 | — | |||||||||||||||
Total investments, at value | 866,693,941 | 10,233,919,342 | 192,537,978 | 1,076,302,911 | |||||||||||||||
Cash | — | 86,090,953 | 1,401 | — | |||||||||||||||
Foreign currency, at value | 1,451,080 | — | — | — | |||||||||||||||
Receivable for investments sold | 1,427,877 | 8,447,196 | 12,478,961 | 34,804,251 | |||||||||||||||
Receivable for delayed delivery securities sold | 517,035 | — | — | 247,159,520 | |||||||||||||||
Receivable for fund shares sold | 1,767,458 | 11,234,927 | — | — | |||||||||||||||
Dividends and interest receivable | 8,138,504 | 67,281,333 | 1,175,348 | 4,634,771 | |||||||||||||||
Receivable for securities lending income | 242 | 124,152 | — | 8,370 | |||||||||||||||
Other assets | 5,282 | 11,780 | 508 | 2,398 | |||||||||||||||
Total assets | 880,001,419 | 10,407,109,683 | 206,194,196 | 1,362,912,221 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | 130,681 | — | — | — | |||||||||||||||
Payable for investments purchased | 15,325,854 | 10,966,842 | 24,043,042 | 36,197,597 | |||||||||||||||
Payable for delayed delivery securities purchased | 730,000 | — | — | 326,351,311 | |||||||||||||||
Payable for fund shares repurchased | 233,969 | 1,260,764 | 209 | 1,310,231 | |||||||||||||||
Payable upon return of securities loaned | 1,361,263 | 19,087,025 | — | 15,234,000 | |||||||||||||||
Payable for sale commitments outstanding, at value | — | — | — | 9,586,340 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 9,799 | 123,206 | 2,562 | 16,067 | |||||||||||||||
Trustees’ fees | 1,249 | 4,861 | 255 | 1,386 | |||||||||||||||
Other liabilities and accrued expenses | 96,089 | 507,396 | 120,925 | 115,144 | |||||||||||||||
Total liabilities | 17,888,904 | 31,950,094 | 24,166,993 | 388,812,076 | |||||||||||||||
Net assets | $ | 862,112,515 | $ | 10,375,159,589 | $ | 182,027,203 | $ | 974,100,145 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 807,666,362 | $ | 10,183,092,741 | $ | 178,422,502 | $ | 942,685,153 | |||||||||||
Undistributed net investment income (loss) | 20,612,908 | 182,420,256 | 4,768,679 | 23,100,083 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (8,721,243 | ) | (164,481,064 | ) | (3,565,259 | ) | (5,864,932 | ) | |||||||||||
Net unrealized appreciation (depreciation) on investments | 42,554,488 | 174,127,656 | 2,401,281 | 14,179,841 | |||||||||||||||
Net assets | $ | 862,112,515 | $ | 10,375,159,589 | $ | 182,027,203 | $ | 974,100,145 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 822,117,758 | $ | 10,040,703,267 | $ | 190,136,692 | $ | 1,046,851,164 | |||||||||||
Investments in affiliated issuers, at cost | $ | 1,362,612 | $ | 19,088,419 | — | $ | 15,233,836 | ||||||||||||
Foreign currency, at cost | $ | 2,106,494 | — | — | — | ||||||||||||||
Proceeds received on sale commitments outstanding | — | — | — | $ | 9,548,258 | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 1,329,561 | $ | 18,633,471 | — | $ | 14,944,110 | ||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 50,284,267 | $ | 245,399,366 | — | $ | 1,380,880 | ||||||||||||
Shares outstanding | 4,967,591 | 17,738,789 | — | 103,251 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.12 | $ | 13.83 | — | $ | 13.37 | ||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 235,435,050 | $ | 601,041,078 | $ | 293,969 | $ | 8,614,022 | |||||||||||
Shares outstanding | 23,239,593 | 43,431,835 | 22,481 | 645,205 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.13 | $ | 13.84 | $ | 13.08 | $ | 13.35 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 576,393,198 | $ | 9,528,719,145 | $ | 181,733,234 | $ | 964,105,243 | |||||||||||
Shares outstanding | 56,902,049 | 688,895,268 | 13,892,505 | 72,358,386 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.13 | $ | 13.83 | $ | 13.08 | $ | 13.32 |
Assets | | Global Bond Trust | | High Yield Trust | | Income Trust | | Investment Quality Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 886,948,919 | $ | 331,951,385 | $ | 464,467,474 | $ | 333,972,531 | |||||||||||
Investments in affiliated issuers, at value | — | 7,065,606 | 14,804,863 | 299,756 | |||||||||||||||
Repurchase agreements, at value | 19,800,000 | 120,136 | — | 82,900,000 | |||||||||||||||
Total investments, at value | 906,748,919 | 339,137,127 | 479,272,337 | 417,172,287 | |||||||||||||||
Cash | 115,700 | 432,895 | 3,123,314 | 92,331 | |||||||||||||||
Foreign currency, at value | 5,681,556 | 270,251 | 1,192,718 | — | |||||||||||||||
Cash held at broker for futures contracts | — | 300,020 | — | — | |||||||||||||||
Receivable for investments sold | 170,579,355 | 87,044 | 1,348,280 | 769,675 | |||||||||||||||
Receivable for delayed delivery securities sold | 987,148 | — | — | 1,390,371 | |||||||||||||||
Receivable for forward foreign currency exchange contracts | 2,857,085 | 140,944 | — | 14,723 | |||||||||||||||
Receivable for fund shares sold | 169,931 | 570,295 | — | 2,224,310 | |||||||||||||||
Dividends and interest receivable | 7,644,852 | 5,732,122 | 3,537,549 | 1,907,857 | |||||||||||||||
Receivable for securities lending income | — | 8,285 | 4,942 | 251 | |||||||||||||||
Swap contracts, at value | 1,512,548 | — | — | — | |||||||||||||||
Receivable for futures variation margin | 1,450,419 | — | — | — | |||||||||||||||
Receivable for exchange cleared swaps | — | 499,465 | — | 9,374 | |||||||||||||||
Other assets | 352,732 | 457 | 658 | 469 | |||||||||||||||
Total assets | 1,098,100,245 | 347,178,905 | 488,479,798 | 423,581,648 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for collateral held by portfolio | 1,786,000 | — | — | — | |||||||||||||||
Payable for investments purchased | 135,812,827 | 5,302,547 | 930,189 | 1,925,195 | |||||||||||||||
Payable for delayed delivery securities purchased | 5,869,278 | — | — | 86,797,367 | |||||||||||||||
Payable for forward foreign currency exchange contracts | 5,300,939 | 45,032 | — | 39,479 | |||||||||||||||
Payable for sale-buybacks | 5,953,643 | — | — | — | |||||||||||||||
Payable for fund shares repurchased | 3,075,976 | 1,383,399 | 389,004 | — | |||||||||||||||
Payable upon return of securities loaned | — | 7,065,575 | 14,804,340 | 299,750 | |||||||||||||||
Written options, at value | 2,759,523 | — | — | — | |||||||||||||||
Payable for sale commitments outstanding, at value | 108,426,132 | — | — | 1,370,179 | |||||||||||||||
Swap contracts, at value | 1,227,990 | — | — | 1,188,424 | |||||||||||||||
Payable for futures variation margin | — | 18,625 | — | 2,250 | |||||||||||||||
Payable for exchange cleared swaps | 749,660 | — | — | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 11,011 | 3,847 | 5,392 | 4,318 | |||||||||||||||
Trustees’ fees | 868 | 344 | 270 | 335 | |||||||||||||||
Other liabilities and accrued expenses | 188,520 | 60,653 | 65,903 | 55,156 | |||||||||||||||
Total liabilities | 271,162,367 | 13,880,022 | 16,195,098 | 91,682,453 | |||||||||||||||
Net assets | $ | 826,937,878 | $ | 333,298,883 | $ | 472,284,700 | $ | 331,899,195 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 814,558,303 | $ | 705,066,329 | $ | 444,546,128 | $ | 308,066,330 | |||||||||||
Undistributed net investment income (loss) | 13,625,893 | 14,606,938 | 14,059,177 | 7,229,684 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (30,594,675 | ) | (389,746,438 | ) | (54,021,577 | ) | 6,846,389 | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 29,348,357 | 3,372,054 | 67,700,972 | 9,756,792 | |||||||||||||||
Net assets | $ | 826,937,878 | $ | 333,298,883 | $ | 472,284,700 | $ | 331,899,195 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 877,307,824 | $ | 328,602,599 | $ | 396,775,584 | $ | 406,023,775 | |||||||||||
Investments in affiliated issuers, at cost | — | $ | 7,065,564 | $ | 14,804,652 | $ | 299,750 | ||||||||||||
Foreign currency, at cost | $ | 5,636,857 | $ | 270,564 | $ | 1,194,282 | — | ||||||||||||
Foreign currency collateral for swap contracts, at cost | — | — | — | $ | 171,968 | ||||||||||||||
Proceeds received on sale commitments outstanding | $ | 108,056,450 | — | — | $ | 1,368,148 | |||||||||||||
Premiums received on written options | $ | 3,458,751 | — | — | — | ||||||||||||||
Net unamortized upfront payment on swaps | ($1,423,776 | ) | — | — | ($256,672 | ) | |||||||||||||
Securities loaned, unaffiliated issuers, at value | — | $ | 6,931,102 | $ | 14,569,598 | $ | 295,128 | ||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 58,346,242 | $ | 123,241,923 | — | $ | 201,722,673 | ||||||||||||
Shares outstanding | 4,457,303 | 19,132,544 | — | 16,892,119 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.09 | $ | 6.44 | — | $ | 11.94 | ||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 128,569,424 | $ | 113,576,224 | — | $ | 111,484,109 | ||||||||||||
Shares outstanding | 9,923,371 | 17,357,574 | — | 9,338,223 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.96 | $ | 6.54 | — | $ | 11.94 | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 640,022,212 | ��$ | 96,480,736 | $ | 472,284,700 | $ | 18,692,413 | |||||||||||
Shares outstanding | 49,095,522 | 15,145,590 | 36,083,887 | 1,569,854 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.04 | $ | 6.37 | $ | 13.09 | $ | 11.91 |
Assets | | Money Market Trust | | Money Market Trust B | | New Income Trust | | Real Return Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 2,309,568,258 | $ | 444,250,881 | $ | 1,744,891,214 | $ | 140,526,221 | |||||||||||
Repurchase agreements, at value | — | — | 5,743,000 | 27,598,000 | |||||||||||||||
Total investments, at value | 2,309,568,258 | 444,250,881 | 1,750,634,214 | 168,124,221 | |||||||||||||||
Cash | 51,121 | 4,833 | 607 | 534 | |||||||||||||||
Foreign currency, at value | — | — | 62 | 123,670 | |||||||||||||||
Receivable for investments sold | — | — | 3,824,275 | — | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | — | 212,720 | 157,600 | |||||||||||||||
Receivable for fund shares sold | — | 1,301,976 | — | 17,763 | |||||||||||||||
Dividends and interest receivable | 3,087,077 | 530,645 | 11,195,396 | 510,738 | |||||||||||||||
Swap contracts, at value | — | — | — | 79,915 | |||||||||||||||
Receivable for exchange cleared swaps | — | — | — | 340,765 | |||||||||||||||
Receivable due from affiliates | 31,822 | 14,072 | — | — | |||||||||||||||
Other assets | 3,341 | 654 | 3,924 | 508,882 | |||||||||||||||
Total assets | 2,312,741,619 | 446,103,061 | 1,765,871,198 | 169,864,088 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for collateral held by portfolio | — | — | — | 918,000 | |||||||||||||||
Payable for investments purchased | — | — | 6,633,688 | — | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | �� | 1,361,962 | 229,849 | ||||||||||||||
Payable for sale-buybacks | — | — | — | 75,712,395 | |||||||||||||||
Payable for fund shares repurchased | 11,772,033 | — | 1,775,324 | 18,487 | |||||||||||||||
Written options, at value | — | — | — | 9,148 | |||||||||||||||
Swap contracts, at value | — | — | — | 520,194 | |||||||||||||||
Payable for futures variation margin | — | — | 16,563 | 7,125 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 30,614 | 5,757 | 27,712 | 1,193 | |||||||||||||||
Trustees’ fees | 2,798 | 469 | 2,216 | 132 | |||||||||||||||
Other liabilities and accrued expenses | 200,021 | 53,277 | 202,420 | 187,210 | |||||||||||||||
Total liabilities | 12,005,466 | 59,503 | 10,019,885 | 77,603,733 | |||||||||||||||
Net assets | $ | 2,300,736,153 | $ | 446,043,558 | $ | 1,755,851,313 | $ | 92,260,355 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 2,300,674,101 | $ | 446,035,595 | $ | 1,647,615,504 | $ | 130,379,727 | |||||||||||
Undistributed net investment income (loss) | — | — | 65,230,113 | 4,258,506 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 62,052 | 7,963 | (4,095,385 | ) | (38,253,536 | ) | |||||||||||||
Net unrealized appreciation (depreciation) on investments | — | — | 47,101,081 | (4,124,342 | ) | ||||||||||||||
Net assets | $ | 2,300,736,153 | $ | 446,043,558 | $ | 1,755,851,313 | $ | 92,260,355 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 2,309,568,258 | $ | 444,250,881 | $ | 1,702,153,073 | $ | 170,738,916 | |||||||||||
Foreign currency, at cost | — | — | $ | 62 | $ | 122,732 | |||||||||||||
Premiums received on written options | — | — | — | $ | 51,266 | ||||||||||||||
Net unamortized upfront payment on swaps | — | — | — | $ | 13,394 | ||||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 1,932,536,819 | �� | — | — | $ | 6,386,988 | ||||||||||||
Shares outstanding | 1,932,500,053 | — | — | 508,270 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 1.00 | — | — | $ | 12.57 | |||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 368,199,334 | — | — | $ | 41,843,083 | |||||||||||||
Shares outstanding | 368,174,066 | — | — | 3,379,527 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 1.00 | — | — | $ | 12.38 | |||||||||||||
Series NAV | |||||||||||||||||||
Net assets | — | $ | 446,043,558 | $ | 1,755,851,313 | $ | 44,030,284 | ||||||||||||
Shares outstanding | — | 446,035,588 | 130,551,953 | 3,549,935 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 1.00 | $ | 13.45 | $ | 12.40 |
Assets | | Short Term Government Income Trust | | Strategic Income Opportunities Trust | | Total Bond Market Trust B | | Total Return Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 394,396,151 | $ | 497,218,629 | $ | 473,095,912 | $ | 2,699,250,008 | |||||||||||
Investments in affiliated issuers, at value | — | — | 297,739 | — | |||||||||||||||
Repurchase agreements, at value | 1,834,000 | 10,814,440 | — | 54,500,000 | |||||||||||||||
Total investments, at value | 396,230,151 | 508,033,069 | 473,393,651 | 2,753,750,008 | |||||||||||||||
Cash | 971 | 10,463 | — | 3,353,508 | |||||||||||||||
Foreign currency, at value | — | 2,916,910 | — | 1,707,285 | |||||||||||||||
Cash held at broker for futures contracts | 479,250 | 2,290,501 | — | 13,000 | |||||||||||||||
Receivable for investments sold | — | 7,609,263 | 6,043,968 | 666,489 | |||||||||||||||
Receivable for delayed delivery securities sold | — | — | — | 50,564,684 | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | 2,356,898 | — | 2,748,074 | |||||||||||||||
Receivable for fund shares sold | — | 356,285 | 1,670,867 | — | |||||||||||||||
Dividends and interest receivable | 1,809,002 | 5,389,942 | 3,452,822 | 17,319,744 | |||||||||||||||
Receivable for securities lending income | — | — | 695 | — | |||||||||||||||
Swap contracts, at value | — | — | — | 4,044,976 | |||||||||||||||
Receivable for futures variation margin | — | — | — | 1,648,611 | |||||||||||||||
Receivable due from advisor | — | — | 10,207 | — | |||||||||||||||
Other assets | 554 | 2,009 | 643 | 4,460 | |||||||||||||||
Total assets | 398,519,928 | 528,965,340 | 484,572,853 | 2,835,820,839 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for collateral held by portfolio | — | — | — | 6,585,000 | |||||||||||||||
Payable for investments purchased | — | 6,325,520 | 13,607,074 | 33,078,004 | |||||||||||||||
Payable for delayed delivery securities purchased | — | — | — | 367,192,703 | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | 6,313,681 | — | 6,070,198 | |||||||||||||||
Payable for fund shares repurchased | 1,631,049 | 729,778 | 279,340 | 2,218,313 | |||||||||||||||
Payable upon return of securities loaned | — | — | 298,688 | — | |||||||||||||||
Written options, at value | — | — | — | 382,468 | |||||||||||||||
Swap contracts, at value | — | — | — | 705,733 | |||||||||||||||
Payable for futures variation margin | 24,960 | 123,213 | — | — | |||||||||||||||
Payable for exchange cleared swaps | — | — | — | 1,042,251 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 5,265 | 5,906 | 6,180 | 35,075 | |||||||||||||||
Trustees’ fees | 557 | 327 | 483 | 3,246 | |||||||||||||||
Other liabilities and accrued expenses | 62,146 | 94,078 | 51,581 | 310,434 | |||||||||||||||
Total liabilities | 1,723,977 | 13,592,503 | 14,243,346 | 417,623,425 | |||||||||||||||
Net assets | $ | 396,795,951 | $ | 515,372,837 | $ | 470,329,507 | $ | 2,418,197,414 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 462,805,199 | $ | 558,816,617 | $ | 441,554,881 | $ | 2,282,679,348 | |||||||||||
Undistributed net investment income (loss) | 4,512,942 | 15,504,641 | 10,217,852 | 70,482,384 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (72,035,321 | ) | (79,076,862 | ) | (8,229,781 | ) | (17,352,457 | ) | |||||||||||
Net unrealized appreciation (depreciation) on investments | 1,513,131 | 20,128,441 | 26,786,555 | 82,388,139 | |||||||||||||||
Net assets | $ | 396,795,951 | $ | 515,372,837 | $ | 470,329,507 | $ | 2,418,197,414 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 394,768,698 | $ | 483,833,213 | $ | 446,309,354 | $ | 2,680,840,852 | |||||||||||
Investments in affiliated issuers, at cost | — | — | $ | 297,742 | — | ||||||||||||||
Foreign currency, at cost | — | $ | 2,896,558 | — | $ | 1,699,833 | |||||||||||||
Premiums received on written options | — | — | — | $ | 1,961,718 | ||||||||||||||
Net unamortized upfront payment on swaps | — | — | — | ($1,095,681 | ) | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | — | — | $ | 294,560 | — | ||||||||||||||
Net asset value per share | |||||||||||||||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||||||||||||||
Series I | |||||||||||||||||||
Net assets | $ | 57,948,968 | $ | 405,547,582 | $ | 115,288,776 | $ | 168,542,310 | |||||||||||
Shares outstanding | 4,594,123 | 29,531,828 | 10,986,288 | 11,967,898 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.61 | $ | 13.73 | $ | 10.49 | $ | 14.08 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 45,164,890 | $ | 61,158,947 | $ | 65,950,097 | $ | 177,834,193 | |||||||||||
Shares outstanding | 3,581,794 | 4,447,351 | 6,282,256 | 12,652,297 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.61 | $ | 13.75 | $ | 10.50 | $ | 14.06 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 293,682,093 | $ | 48,666,308 | $ | 289,090,634 | $ | 2,071,820,911 | |||||||||||
Shares outstanding | 23,278,396 | 3,552,611 | 27,551,002 | 147,686,260 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.62 | $ | 13.70 | $ | 10.49 | $ | 14.03 |
Assets | | Ultra Short Term Bond Trust | |||||
---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 227,523,239 | |||||
Repurchase agreements, at value | 1,008,000 | ||||||
Total investments, at value | 228,531,239 | ||||||
Cash | 1,022,527 | ||||||
Dividends and interest receivable | 1,139,832 | ||||||
Other assets | 347 | ||||||
Total assets | 230,693,945 | ||||||
Liabilities | |||||||
Payable for fund shares repurchased | 2,282,986 | ||||||
Payable to affiliates | |||||||
Accounting and legal services fees | 3,056 | ||||||
Trustees’ fees | 38 | ||||||
Other liabilities and accrued expenses | 47,260 | ||||||
Total liabilities | 2,333,340 | ||||||
Net assets | $ | 228,360,605 | |||||
Net assets consist of | |||||||
Paid-in capital | $ | 234,177,352 | |||||
Undistributed net investment income (loss) | 623,826 | ||||||
Accumulated undistributed net realized gain (loss) on investments | (6,618,940 | ) | |||||
Net unrealized appreciation (depreciation) on investments | 178,367 | ||||||
Net assets | $ | 228,360,605 | |||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 228,352,872 | |||||
Net asset value per share | |||||||
The portfolios have an unlimited number of shares authorized with par value of $0.01 per share. Net asset value is calculated by dividing the net assets of each class of shares by the number of outstanding shares in the class. | |||||||
Series I | |||||||
Net assets | $ | 11,550,292 | |||||
Shares outstanding | 963,039 | ||||||
Net asset value, offering price and redemption price per share | $ | 11.99 | |||||
Series II | |||||||
Net assets | $ | 207,485,160 | |||||
Shares outstanding | 17,320,878 | ||||||
Net asset value, offering price and redemption price per share | $ | 11.98 | |||||
Series NAV | |||||||
Net assets | $ | 9,325,153 | |||||
Shares outstanding | 777,076 | ||||||
Net asset value, offering price and redemption price per share | $ | 12.00 |
Investment income | | Active Bond Trust | | Bond Trust | | Bond PS Series | | Core Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 13,301,519 | $ | 126,247,249 | $ | 3,080,523 | $ | 17,760,817 | |||||||||||
Dividends | 121,680 | 299,666 | — | — | |||||||||||||||
Securities lending | 2,870 | 157,857 | 73 | 15,400 | |||||||||||||||
Total investment income | 13,426,069 | 126,704,772 | 3,080,596 | 17,776,217 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 2,542,520 | 23,477,506 | 660,184 | 4,587,442 | |||||||||||||||
Series I distribution and service fees | 12,583 | 61,187 | — | 346 | |||||||||||||||
Series II distribution and service fees | 303,210 | 758,995 | 507 | 11,072 | |||||||||||||||
Accounting and legal services fees | 54,358 | 534,346 | 15,157 | 101,159 | |||||||||||||||
Professional fees | 32,900 | 84,313 | 32,674 | 37,771 | |||||||||||||||
Printing and postage | 16,209 | 101,228 | 1,698 | 16,138 | |||||||||||||||
Custodian fees | 55,393 | 399,218 | 16,770 | 79,898 | |||||||||||||||
Trustees’ fees | 5,135 | 46,253 | 1,709 | 9,621 | |||||||||||||||
Registration and filing fees | 5,091 | 4,633 | 3,000 | 3,103 | |||||||||||||||
Other | 8,870 | 47,693 | 78,141 | 11,371 | |||||||||||||||
Total expenses before reductions | 3,036,269 | 25,515,372 | 809,840 | 4,857,921 | |||||||||||||||
Net expense reductions | (27,140 | ) | (266,483 | ) | (7,428 | ) | (49,738 | ) | |||||||||||
Total expenses | 3,009,129 | 25,248,889 | 802,412 | 4,808,183 | |||||||||||||||
Net investment income (loss) | 10,416,940 | 101,455,883 | 2,278,184 | 12,968,034 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 4,386,831 | 13,330,886 | 2,114,423 | 22,195,535 | |||||||||||||||
Investments in affiliated issuers | — | (562 | ) | — | 273 | ||||||||||||||
4,386,831 | 13,330,324 | 2,114,423 | 22,195,808 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 30,567,416 | 215,139,730 | 4,407,692 | 31,258,162 | |||||||||||||||
Investments in affiliated issuers | 26 | 149 | 4 | 152 | |||||||||||||||
30,567,442 | 215,139,879 | 4,407,696 | 31,258,314 | ||||||||||||||||
Net realized and unrealized gain (loss) | 34,954,273 | 228,470,203 | 6,522,119 | 53,454,122 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 45,371,213 | $ | 329,926,086 | $ | 8,800,303 | $ | 66,422,156 |
Investment income | | Global Bond Trust | | High Yield Trust | | Income Trust | | Investment Quality Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 13,506,223 | $ | 11,486,329 | $ | 5,972,740 | $ | 5,772,330 | |||||||||||
Dividends | 33,845 | 280,984 | 6,383,581 | 27,563 | |||||||||||||||
Securities lending | — | 59,322 | 66,653 | 1,321 | |||||||||||||||
Less foreign taxes withheld | — | — | (128,237 | ) | (809 | ) | |||||||||||||
Total investment income | 13,540,068 | 11,826,735 | 12,294,737 | 5,800,405 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 3,015,927 | 1,105,021 | 1,837,781 | 968,164 | |||||||||||||||
Series I distribution and service fees | 14,697 | 30,331 | — | 50,508 | |||||||||||||||
Series II distribution and service fees | 164,846 | 140,309 | — | 141,403 | |||||||||||||||
Accounting and legal services fees | 55,435 | 21,206 | 29,635 | 21,382 | |||||||||||||||
Professional fees | 41,365 | 31,861 | 29,528 | 37,190 | |||||||||||||||
Printing and postage | 13,329 | 3,526 | 2,999 | 4,887 | |||||||||||||||
Custodian fees | 260,909 | 25,729 | 45,917 | 27,448 | |||||||||||||||
Trustees’ fees | 5,143 | 1,988 | 2,599 | 1,978 | |||||||||||||||
Registration and filing fees | 5,192 | 6,043 | 2,580 | 5,043 | |||||||||||||||
Interest expense | 19,863 | — | — | — | |||||||||||||||
Other | 6,763 | 4,059 | 3,702 | 3,485 | |||||||||||||||
Total expenses before reductions | 3,603,469 | 1,370,073 | 1,954,741 | 1,261,488 | |||||||||||||||
Net expense reductions | (27,542 | ) | (10,597 | ) | (14,697 | ) | (10,634 | ) | |||||||||||
Total expenses | 3,575,927 | 1,359,476 | 1,940,044 | 1,250,854 | |||||||||||||||
Net investment income (loss) | 9,964,141 | 10,467,259 | 10,354,693 | 4,549,551 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 984,046 | 2,054,468 | 8,861,503 | 9,623,407 | |||||||||||||||
Investments in affiliated issuers | — | (882 | ) | 360 | 8 | ||||||||||||||
Futures contracts | (71,361 | ) | (577,492 | ) | — | (599,699 | ) | ||||||||||||
Written options | 1,784,676 | — | — | — | |||||||||||||||
Swap contracts | 1,449,119 | (437,356 | ) | — | (1,121,711 | ) | |||||||||||||
4,146,480 | 1,038,738 | 8,861,863 | 7,902,005 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 31,306,692 | 6,885,338 | 24,055,844 | 3,080,670 | |||||||||||||||
Investments in affiliated issuers | — | 695 | 1,035 | 6 | |||||||||||||||
Futures contracts | 14,549 | (19,540 | ) | — | 29,616 | ||||||||||||||
Written options | 1,175,158 | — | — | — | |||||||||||||||
Swap contracts | 1,528,106 | 193,932 | — | (370,558 | ) | ||||||||||||||
34,024,505 | 7,060,425 | 24,056,879 | 2,739,734 | ||||||||||||||||
Net realized and unrealized gain (loss) | 38,170,985 | 8,099,163 | 32,918,742 | 10,641,739 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 48,135,126 | $ | 18,566,422 | $ | 43,273,435 | $ | 15,191,290 |
Investment income | | Money Market Trust | | Money Market Trust B | | New Income Trust | | Real Return Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 1,957,913 | $ | 384,948 | $ | 40,498,561 | $ | 2,162,794 | |||||||||||
Total investment income | 1,957,913 | 384,948 | 40,498,561 | 2,162,794 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 5,697,875 | 1,136,726 | 7,915,103 | 317,483 | |||||||||||||||
Series I distribution and service fees | 499,713 | — | — | 1,611 | |||||||||||||||
Series II distribution and service fees | 492,651 | — | — | 53,833 | |||||||||||||||
Accounting and legal services fees | 153,741 | 29,201 | 167,313 | 5,831 | |||||||||||||||
Professional fees | 34,257 | 19,453 | 51,289 | 34,113 | |||||||||||||||
Printing and postage | 41,970 | 5,148 | 19,380 | 1,110 | |||||||||||||||
Custodian fees | 116,246 | 28,364 | 207,523 | 12,269 | |||||||||||||||
Trustees’ fees | 14,906 | 2,788 | 15,749 | 559 | |||||||||||||||
Registration and filing fees | 7,825 | 7,384 | 2,554 | 3,092 | |||||||||||||||
Interest expense | — | — | — | 44,756 | |||||||||||||||
Other | 18,212 | 4,136 | 23,184 | 1,860 | |||||||||||||||
Total expenses before reductions | 7,077,396 | 1,233,200 | 8,402,095 | 476,517 | |||||||||||||||
Net expense reductions | (5,119,483 | ) | (848,252 | ) | (275,744 | ) | (2,900 | ) | |||||||||||
Total expenses | 1,957,913 | 384,948 | 8,126,351 | 473,617 | |||||||||||||||
Net investment income (loss) | — | — | 32,372,210 | 1,689,177 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 2,399 | 1,570 | 15,561,897 | (591,008 | ) | ||||||||||||||
Futures contracts | — | — | (1,752,472 | ) | (195,890 | ) | |||||||||||||
Written options | — | — | — | 203,827 | |||||||||||||||
Swap contracts | — | — | — | (39,395 | ) | ||||||||||||||
2,399 | 1,570 | 13,809,425 | (622,466 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | — | — | 70,539,778 | 4,973,910 | |||||||||||||||
Futures contracts | — | — | (4,170,606 | ) | 94,266 | ||||||||||||||
Written options | — | — | — | (74,617 | ) | ||||||||||||||
Swap contracts | — | — | — | (329,354 | ) | ||||||||||||||
— | — | 66,369,172 | 4,664,205 | ||||||||||||||||
Net realized and unrealized gain (loss) | 2,399 | 1,570 | 80,178,597 | 4,041,739 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 2,399 | $ | 1,570 | $ | 112,550,807 | $ | 5,730,916 |
Investment income | | Short Term Government Income Trust | | Strategic Income Opportunities Trust | | Total Bond Market Trust B | | Total Return Trust | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 2,799,239 | $ | 11,901,659 | $ | 7,362,129 | $ | 34,463,713 | ||||||||||
Dividends | — | 1,084,607 | — | 1,010,056 | ||||||||||||||
Securities lending | — | — | 3,160 | — | ||||||||||||||
Less foreign taxes withheld | — | (68,678 | ) | — | — | |||||||||||||