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: 6/30/15
ITEM 1. REPORTS TO STOCKHOLDERS.
The Registrant prepared four semiannual reports to shareholders for the period ended June 30, 2015. The first report applies to 48 of the Registrant’s portfolios, the second report applies to 15 of the Registrant’s portfolios and the third 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 | 55 |
Statements of operations | 67 |
Statements of changes in net assets | 79 |
Financial highlights | 87 |
Notes to financial statements | 110 |
Evaluation of advisory and subadvisory agreements by the board of trustees | 158 |
For more information | 172 |
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 Industries Trust | 23 | |||||
Franklin Templeton Founding Allocation Trust | 24 | |||||
Fundamental All Cap Core Trust | 24 | |||||
Fundamental Large Cap Value Trust | 25 | |||||
Global Trust | 26 | |||||
Health Sciences Trust | 27 | |||||
International Core Trust | 28 | |||||
International Equity Index Trust B | 29 | |||||
International Growth Stock Trust | 31 | |||||
International Small Company Trust | 32 | |||||
International Value Trust | 34 | |||||
Lifestyle Aggressive PS Series | 35 | |||||
Lifestyle Balanced PS Series | 35 | |||||
Lifestyle Conservative PS Series | 35 | |||||
Lifestyle Growth PS Series | 35 | |||||
Lifestyle Moderate PS Series | 36 | |||||
Mid Cap Index Trust | 36 | |||||
Mid Cap Stock Trust | 37 | |||||
Mid Value Trust | 38 | |||||
Mutual Shares Trust | 39 | |||||
Real Estate Securities Trust | 40 | |||||
Science & Technology Trust | 41 | |||||
Small Cap Growth Trust | 42 | |||||
Small Cap Index Trust | 43 | |||||
Small Cap Opportunities Trust | 44 | |||||
Small Cap Value Trust | 45 | |||||
Small Company Growth Trust | 46 | |||||
Small Company Value Trust | 47 | |||||
Strategic Equity Allocation Trust | 48 | |||||
Total Stock Market Index Trust | 49 | |||||
U.S. Equity Trust | 50 | |||||
Utilities Trust | 51 | |||||
Value Trust | 52 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 19.4 | |||||
Financials | 16.2 | |||||
Health care | 15.2 | |||||
Consumer discretionary | 12.6 | |||||
Industrials | 10.0 | |||||
Consumer staples | 9.2 | |||||
Energy | 7.7 | |||||
Materials | 3.1 | |||||
Utilities | 2.8 | |||||
Telecommunication services | 2.2 | |||||
Short-term investments and other | 1.6 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 20.3 | |||||
Financials | 18.5 | |||||
Health care | 16.8 | |||||
Consumer discretionary | 11.2 | |||||
Industrials | 10.6 | |||||
Energy | 7.3 | |||||
Consumer staples | 7.1 | |||||
Materials | 4.5 | |||||
Utilities | 1.8 | |||||
Telecommunication services | 1.1 | |||||
Short-term investments and other | 0.8 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 19.6 | |||||
Health care | 17.9 | |||||
Financials | 16.4 | |||||
Industrials | 14.1 | |||||
Consumer discretionary | 13.7 | |||||
Materials | 5.3 | |||||
Energy | 5.0 | |||||
Consumer staples | 4.7 | |||||
Utilities | 1.0 | |||||
Telecommunication services | 0.4 | |||||
Short-term investments and other | 1.9 |
Portfolio Composition** | % of Total | |||||
---|---|---|---|---|---|---|
Common stocks | 67.5 | |||||
U.S. Government and Agency obligations | 12.4 | |||||
Corporate bonds | 7.8 | |||||
Collateralized mortgage obligations | 3.9 | |||||
Asset backed securities | 0.4 | |||||
Foreign government obligations | 0.2 | |||||
Short-term investments and other | 7.8 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
Health care | 21.1 | |||||
Information technology | 20.5 | |||||
Consumer discretionary | 18.9 | |||||
Financials | 14.1 | |||||
Industrials | 7.5 | |||||
Consumer staples | 7.1 | |||||
Telecommunication services | 2.9 | |||||
Energy | 2.6 | |||||
Materials | 2.2 | |||||
Utilities | 0.5 | |||||
Short-term investments and other | 2.6 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
Health care | 20.2 | |||||
Information technology | 19.5 | |||||
Consumer discretionary | 18.7 | |||||
Financials | 13.6 | |||||
Consumer staples | 8.2 | |||||
Energy | 7.2 | |||||
Industrials | 7.0 | |||||
Materials | 1.3 | |||||
Telecommunication services | 0.3 | |||||
Utilities | 0.1 | |||||
Short-term investments and other | 3.9 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
Health care | 19.1 | |||||
Information technology | 15.8 | |||||
Consumer discretionary | 14.1 | |||||
Industrials | 10.1 | |||||
Financials | 9.6 | |||||
Energy | 7.8 | |||||
Consumer staples | 7.7 | |||||
Materials | 6.8 | |||||
Telecommunication services | 2.2 | |||||
Utilities | 1.2 | |||||
Short-term investments and other | 5.6 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 19.2 | |||||
Consumer discretionary | 14.4 | |||||
Health care | 13.5 | |||||
Industrials | 11.5 | |||||
Information technology | 11.3 | |||||
Consumer staples | 5.4 | |||||
Materials | 4.6 | |||||
Telecommunication services | 3.7 | |||||
Utilities | 3.6 | |||||
Energy | 3.3 | |||||
Short-term investments and other | 9.5 |
Sector Weighting** | % of Total | |||||
---|---|---|---|---|---|---|
Consumer discretionary | 16.6 | |||||
Information technology | 15.8 | |||||
Financials | 14.8 | |||||
Consumer staples | 9.7 | |||||
Health care | 8.1 | |||||
Energy | 7.6 | |||||
Industrials | 5.3 | |||||
Materials | 2.9 | |||||
Telecommunication services | 2.9 | |||||
Utilities | 1.7 | |||||
Short-term investments and other | 14.6 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Health care | 26.4 | |||||
Information technology | 25.1 | |||||
Consumer discretionary | 23.4 | |||||
Industrials | 10.2 | |||||
Financials | 6.9 | |||||
Materials | 3.3 | |||||
Consumer staples | 2.7 | |||||
Energy | 1.6 | |||||
Short-term investments and other | 0.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 35.4 | |||||
Consumer discretionary | 29.5 | |||||
Health care | 20.7 | |||||
Financials | 3.3 | |||||
Energy | 3.1 | |||||
Consumer staples | 2.9 | |||||
Industrials | 2.7 | |||||
Materials | 2.1 | |||||
Short-term investments and other | 0.3 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Common stocks | 62.2 | |||||
Corporate bonds | 19.0 | |||||
Term loans | 5.2 | |||||
Preferred securities | 2.7 | |||||
Asset backed securities | 0.1 | |||||
Convertible bonds | 0.1 | |||||
Short-term investments and other | 10.7 |
Underlying Funds* | % of Total | |||||
---|---|---|---|---|---|---|
Affiliated Investment Companies | 100.0 | |||||
Equity | 69.9 | |||||
Fixed Income | 30.1 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 32.9 | |||||
Materials | 16.8 | |||||
Energy | 13.7 | |||||
Industrials | 10.8 | |||||
Consumer discretionary | 8.1 | |||||
Information technology | 7.4 | |||||
Consumer staples | 4.0 | |||||
Utilities | 2.8 | |||||
Telecommunication services | 1.4 | |||||
Health care | 0.3 | |||||
Short-term investments and other | 1.8 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 21.4 | |||||
Industrials | 13.8 | |||||
Consumer discretionary | 13.0 | |||||
Energy | 11.4 | |||||
Information technology | 10.8 | |||||
Health care | 6.6 | |||||
Utilities | 6.3 | |||||
Materials | 5.2 | |||||
Consumer staples | 4.6 | |||||
Telecommunication services | 3.9 | |||||
Short-term investments and other | 3.0 |
Industry Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Banks | 54.8 | |||||
Capital markets | 20.6 | |||||
Insurance | 11.1 | |||||
Real estate investment trusts | 4.3 | |||||
Consumer finance | 2.5 | |||||
IT services | 1.4 | |||||
Diversified financial services | 1.1 | |||||
Short-term investments and other | 4.2 |
Asset Allocation* | % of Total | |||||
---|---|---|---|---|---|---|
Conservative Allocation | 33.4 | |||||
International Small Cap | 33.4 | |||||
International | 33.2 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Consumer discretionary | 31.2 | |||||
Financials | 30.2 | |||||
Information technology | 14.2 | |||||
Industrials | 7.5 | |||||
Energy | 6.1 | |||||
Health care | 3.8 | |||||
Materials | 2.2 | |||||
Consumer staples | 2.1 | |||||
Short-term investments and other | 2.7 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 35.9 | |||||
Consumer discretionary | 15.9 | |||||
Information technology | 11.0 | |||||
Consumer staples | 9.9 | |||||
Energy | 9.4 | |||||
Industrials | 8.7 | |||||
Health care | 6.3 | |||||
Materials | 2.5 | |||||
Short-term investments and other | 0.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 24.4 | |||||
Health care | 17.8 | |||||
Information technology | 12.3 | |||||
Energy | 12.0 | |||||
Consumer discretionary | 11.9 | |||||
Industrials | 6.4 | |||||
Telecommunication services | 5.9 | |||||
Materials | 4.9 | |||||
Consumer staples | 2.8 | |||||
Short-term investments and other | 1.6 |
Industry Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Biotechnology | 31.7 | |||||
Health care providers and services | 25.6 | |||||
Pharmaceuticals | 20.4 | |||||
Health care equipment and supplies | 9.0 | |||||
Life sciences tools and services | 2.0 | |||||
Food and staples retailing | 2.0 | |||||
Industrial conglomerates | 1.7 | |||||
Electronic equipment, instruments and components | 0.9 | |||||
Health care technology | 0.5 | |||||
Professional services | 0.5 | |||||
Insurance | 0.2 | |||||
Specialty retail | 0.2 | |||||
Diversified financial services | 0.1 | |||||
Short-term investments and other | 5.2 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Energy | 18.8 | |||||
Consumer discretionary | 18.6 | |||||
Telecommunication services | 13.2 | |||||
Industrials | 10.9 | |||||
Health care | 9.1 | |||||
Consumer staples | 7.3 | |||||
Utilities | 7.0 | |||||
Materials | 5.9 | |||||
Information technology | 3.7 | |||||
Financials | 2.5 | |||||
Short-term investments and other | 3.0 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 26.8 | |||||
Consumer discretionary | 11.5 | |||||
Industrials | 10.8 | |||||
Consumer staples | 9.5 | |||||
Health care | 8.6 | |||||
Information technology | 7.3 | |||||
Materials | 7.3 | |||||
Energy | 7.1 | |||||
Telecommunication services | 4.9 | |||||
Utilities | 3.3 | |||||
Short-term investments and other | 2.9 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Consumer discretionary | 23.3 | |||||
Financials | 20.6 | |||||
Information technology | 14.3 | |||||
Industrials | 9.3 | |||||
Consumer staples | 9.3 | |||||
Health care | 8.0 | |||||
Energy | 4.6 | |||||
Materials | 3.4 | |||||
Utilities | 0.7 | |||||
Short-term investments and other | 6.5 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Industrials | 25.5 | |||||
Consumer discretionary | 19.0 | |||||
Financials | 14.8 | |||||
Materials | 10.7 | |||||
Information technology | 9.3 | |||||
Consumer staples | 6.4 | |||||
Health care | 5.8 | |||||
Energy | 3.8 | |||||
Utilities | 2.3 | |||||
Telecommunication services | 1.8 | |||||
Short-term investments and other | 0.6 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 27.9 | |||||
Energy | 15.9 | |||||
Health care | 14.5 | |||||
Industrials | 10.0 | |||||
Information technology | 9.4 | |||||
Consumer discretionary | 8.8 | |||||
Telecommunication services | 6.0 | |||||
Materials | 4.4 | |||||
Consumer staples | 2.1 | |||||
Short-term investments and other | 1.0 |
Asset Allocation* | % of Total | |||||
---|---|---|---|---|---|---|
Equity | 80.9 | |||||
Large Blend | 80.9 | |||||
Exchange-Traded Funds | 19.1 |
Asset Allocation* | % of Total | |||||
---|---|---|---|---|---|---|
Equity | 49.6 | |||||
Large Blend | 49.6 | |||||
Fixed Income | 50.4 | |||||
Intermediate Bond | 50.4 |
Asset Allocation* | % of Total | |||||
---|---|---|---|---|---|---|
Equity | 19.7 | |||||
Large Blend | 19.7 | |||||
Fixed Income | 80.3 | |||||
Intermediate Bond | 80.3 |
Asset Allocation* | % of Total | |||||
---|---|---|---|---|---|---|
Equity | 69.6 | |||||
Large Blend | 69.6 | |||||
Fixed Income | 30.4 | |||||
Intermediate Bond | 30.4 |
Asset Allocation* | % of Total | |||||
---|---|---|---|---|---|---|
Equity | 39.6 | |||||
Large Blend | 39.6 | |||||
Fixed Income | 60.4 | |||||
Intermediate Bond | 60.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 23.8 | |||||
Information technology | 16.2 | |||||
Industrials | 14.7 | |||||
Consumer discretionary | 14.2 | |||||
Health care | 9.1 | |||||
Materials | 6.8 | |||||
Energy | 4.4 | |||||
Utilities | 4.3 | |||||
Consumer staples | 4.2 | |||||
Telecommunication services | 0.2 | |||||
Short-term investments and other | 2.1 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 27.8 | |||||
Health care | 24.0 | |||||
Consumer discretionary | 20.9 | |||||
Industrials | 12.8 | |||||
Consumer staples | 5.4 | |||||
Financials | 5.3 | |||||
Materials | 2.1 | |||||
Energy | 1.4 | |||||
Short-term investments and other | 0.3 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 29.4 | |||||
Health care | 11.6 | |||||
Industrials | 10.9 | |||||
Consumer discretionary | 10.0 | |||||
Consumer staples | 8.3 | |||||
Materials | 8.1 | |||||
Utilities | 5.5 | |||||
Energy | 5.2 | |||||
Information technology | 3.2 | |||||
Telecommunication services | 0.7 | |||||
Short-term investments and other | 7.1 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Common stocks | 86.1 | |||||
Term loans | 3.5 | |||||
Corporate bonds | 2.5 | |||||
Preferred securities | 0.7 | |||||
Municipal bonds | 0.3 | |||||
Short-term investments and other | 6.9 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Retail REITs | 24.6 | |||||
Residential REITs | 17.1 | |||||
Office REITs | 15.3 | |||||
Health care REITs | 12.5 | |||||
Hotel and resort REITs | 8.1 | |||||
Specialized REITs | 7.3 | |||||
Diversified REITs | 6.0 | |||||
Industrial REITs | 5.8 | |||||
Internet software and services | 0.9 | |||||
Short-term investments and other | 2.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 76.3 | |||||
Consumer discretionary | 14.3 | |||||
Telecommunication services | 3.1 | |||||
Health care | 3.0 | |||||
Industrials | 1.5 | |||||
Financials | 0.7 | |||||
Short-term investments and other | 1.1 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 27.9 | |||||
Health care | 23.0 | |||||
Consumer discretionary | 15.8 | |||||
Industrials | 14.5 | |||||
Financials | 9.2 | |||||
Materials | 4.9 | |||||
Energy | 1.8 | |||||
Consumer staples | 1.4 | |||||
Short-term investments and other | 1.5 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 23.1 | |||||
Information technology | 16.4 | |||||
Health care | 15.5 | |||||
Consumer discretionary | 13.9 | |||||
Industrials | 12.4 | |||||
Materials | 3.8 | |||||
Energy | 3.7 | |||||
Utilities | 3.1 | |||||
Consumer staples | 3.0 | |||||
Telecommunication services | 0.8 | |||||
Short-term investments and other | 4.3 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 24.6 | |||||
Industrials | 17.7 | |||||
Information technology | 15.3 | |||||
Consumer discretionary | 13.5 | |||||
Health care | 10.7 | |||||
Materials | 6.7 | |||||
Energy | 5.6 | |||||
Consumer staples | 2.5 | |||||
Telecommunication services | 1.3 | |||||
Utilities | 0.7 | |||||
Short-term investments and other | 1.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Industrials | 26.6 | |||||
Financials | 19.8 | |||||
Health care | 12.6 | |||||
Information technology | 9.6 | |||||
Consumer discretionary | 8.7 | |||||
Energy | 6.8 | |||||
Materials | 5.8 | |||||
Consumer staples | 5.3 | |||||
Utilities | 2.9 | |||||
Short-term investments and other | 1.9 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 25.4 | |||||
Health care | 25.2 | |||||
Consumer discretionary | 15.6 | |||||
Industrials | 15.3 | |||||
Financials | 8.1 | |||||
Energy | 3.6 | |||||
Materials | 2.6 | |||||
Telecommunication services | 1.4 | |||||
Consumer staples | 1.2 | |||||
Utilities | 0.4 | |||||
Short-term investments and other | 1.2 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 29.8 | |||||
Industrials | 20.1 | |||||
Consumer discretionary | 12.0 | |||||
Information technology | 9.4 | |||||
Health care | 7.0 | |||||
Materials | 5.8 | |||||
Energy | 5.2 | |||||
Utilities | 5.0 | |||||
Consumer staples | �� | 3.3 | ||||
Short-term investments and other | 2.4 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 19.8 | |||||
Information technology | 14.1 | |||||
Health care | 13.2 | |||||
Consumer discretionary | 12.6 | |||||
Industrials | 11.0 | |||||
Consumer staples | 9.0 | |||||
Energy | 6.4 | |||||
Materials | 4.7 | |||||
Utilities | 3.1 | |||||
Telecommunication services | 2.8 | |||||
Short-term investments and other | 3.3 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 18.3 | |||||
Financials | 17.4 | |||||
Health care | 13.4 | |||||
Consumer discretionary | 13.4 | |||||
Industrials | 10.0 | |||||
Consumer staples | 8.4 | |||||
Energy | 8.1 | |||||
Materials | 3.2 | |||||
Utilities | 2.6 | |||||
Telecommunication services | 2.0 | |||||
Short-term investments and other | 3.2 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Information technology | 31.0 | |||||
Health care | 19.6 | |||||
Consumer staples | 17.0 | |||||
Energy | 9.7 | |||||
Consumer discretionary | 8.7 | |||||
Industrials | 8.6 | |||||
Financials | 2.8 | |||||
Materials | 1.1 | |||||
Short-term investments and other | 1.5 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Utilities | 58.6 | |||||
Energy | 17.7 | |||||
Telecommunication services | 13.4 | |||||
Consumer discretionary | 8.0 | |||||
Financials | 2.1 | |||||
Short-term investments and other | 0.2 |
Sector Weighting* | % of Total | |||||
---|---|---|---|---|---|---|
Financials | 27.2 | |||||
Industrials | 17.7 | |||||
Information technology | 12.6 | |||||
Consumer discretionary | 12.3 | |||||
Health care | 10.1 | |||||
Energy | 6.2 | |||||
Materials | 5.3 | |||||
Consumer staples | 2.9 | |||||
Utilities | 2.5 | |||||
Telecommunication services | 2.1 | |||||
Short-term investments and other | 1.1 |
* | 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 website at americanfunds.com/afis. |
Beginning Account Value 1/1/2015 | Ending Account Value 6/30/2015 | Expenses Paid During Period1 1/1/2015– 6/30/2015 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,011.30 | $ | 1.50 | 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 | 1,010.10 | 2.49 | 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 | 1,011.30 | 1.25 | 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 | $ | 1,053.80 | $ | 4.38 | 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 | 1,052.80 | 5.40 | 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 | 1,054.20 | 4.13 | 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 | $ | 1,033.10 | $ | 5.14 | 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 | 1,033.00 | 4.89 | 0.97 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.86 | 0.97 | % |
Beginning Account Value 1/1/2015 | Ending Account Value 6/30/2015 | Expenses Paid During Period1 1/1/2015– 6/30/2015 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Asset Allocation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,007.60 | $ | 3.04 | 0.61%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.06 | 0.61%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,007.00 | 3.78 | 0.76%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,008.90 | 1.30 | 0.26%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.30 | 0.26%2 | |||||||||||||||
American Global Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,078.80 | $ | 2.83 | 0.55%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.10 | 2.76 | 0.55%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,077.70 | 3.61 | 0.70%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.51 | 0.70%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,080.90 | 1.03 | 0.20%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.80 | 1.00 | 0.20%2 | |||||||||||||||
American Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,056.50 | $ | 3.11 | 0.61%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.06 | 0.61%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,055.90 | 3.87 | 0.76%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,058.40 | 1.33 | 0.26%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.30 | 0.26%2 | |||||||||||||||
American Growth-Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,027.90 | $ | 3.07 | 0.61%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.06 | 0.61%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,027.10 | 3.82 | 0.76%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,029.60 | 1.31 | 0.26%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.50 | 1.30 | 0.26%2 | |||||||||||||||
American International Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,052.60 | $ | 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 | 1,051.50 | 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 | 1,054.30 | 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 New World Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,037.80 | $ | 3.39 | 0.67%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.50 | 3.36 | 0.67%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,037.10 | 4.14 | 0.82%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82%2 | |||||||||||||||
Series III — Actual | 1,000.00 | 1,040.20 | 1.62 | 0.32%2 | |||||||||||||||
Series III — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.20 | 1.61 | 0.32%2 | |||||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,064.70 | $ | 4.25 | 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 | 1,063.40 | 5.27 | 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 | 1,065.00 | 3.99 | 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 | $ | 1,087.30 | $ | 4.04 | 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 | 1,086.10 | 5.07 | 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 | 1,087.90 | 3.78 | 0.73 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73 | % |
Beginning Account Value 1/1/2015 | Ending Account Value 6/30/2015 | Expenses Paid During Period1 1/1/2015– 6/30/2015 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,036.80 | $ | 4.34 | 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 | 1,036.10 | 5.35 | 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 | 1,036.80 | 4.09 | 0.81 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.80 | 4.06 | 0.81 | % | ||||||||||||||
Core Strategy Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,020.10 | $ | 0.55 | 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 | 1,018.70 | 1.55 | 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 | 1,018.70 | 0.30 | 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 | $ | 1,010.10 | $ | 5.38 | 1.08 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.41 | 1.08 | % | ||||||||||||||
Series II — Actual3 | 1,000.00 | 948.30 | 1.16 | 1.28 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses)3 | 1,000.00 | 1,003.50 | 1.19 | 1.28 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,010.10 | 5.13 | 1.03 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.16 | 1.03 | % | ||||||||||||||
Equity Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 983.30 | $ | 4.08 | 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 | 982.20 | 5.06 | 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 | 983.20 | 3.84 | 0.78 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.90 | 3.91 | 0.78 | % | ||||||||||||||
Financial Industries Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,035.10 | $ | 4.44 | 0.88 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.40 | 4.41 | 0.88 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,034.10 | 5.45 | 1.08 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.40 | 5.41 | 1.08 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,035.10 | 4.19 | 0.83 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.16 | 0.83 | % | ||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,009.20 | $ | 0.60 | 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 | 1,007.70 | 1.59 | 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 | 1,010.00 | 0.35 | 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 | $ | 1,065.20 | $ | 3.84 | 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 | 1,064.40 | 4.86 | 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 | 1,065.90 | 3.59 | 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 | $ | 1,026.30 | $ | 3.52 | 0.70 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.30 | 3.51 | 0.70 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,024.90 | 4.52 | 0.90 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.30 | 4.51 | 0.90 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,026.30 | 3.27 | 0.65 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | % |
Beginning Account Value 1/1/2015 | Ending Account Value 6/30/2015 | Expenses Paid During Period1 1/1/2015– 6/30/2015 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,015.30 | $ | 4.55 | 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 | 1,014.40 | 5.54 | 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 | 1,015.80 | 4.30 | 0.86 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Health Sciences Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,200.90 | $ | 5.40 | 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 | 1,200.00 | 6.49 | 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 | 1,201.30 | 5.13 | 0.94 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.71 | 0.94 | % | ||||||||||||||
International Core Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,067.50 | $ | 5.18 | 1.01 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.06 | 1.01 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,066.00 | 6.20 | 1.21 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.80 | 6.06 | 1.21 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,067.70 | 4.92 | 0.96 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.00 | 4.81 | 0.96 | % | ||||||||||||||
International Equity Index Trust B | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,044.80 | $ | 1.98 | 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 | 1,044.10 | 2.99 | 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 | 1,045.50 | 1.72 | 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 | $ | 1,035.60 | $ | 4.59 | 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 | 1,034.30 | 5.60 | 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 | 1,036.20 | 4.34 | 0.86 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
International Small Company Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,097.60 | $ | 5.77 | 1.11 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.56 | 1.11 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,096.80 | 6.81 | 1.31 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.30 | 6.56 | 1.31 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,098.50 | 5.52 | 1.06 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
International Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,052.60 | $ | 4.63 | 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 | 1,051.10 | 5.65 | 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 | 1,053.00 | 4.38 | 0.86 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.31 | 0.86 | % | ||||||||||||||
Lifestyle Aggressive PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,025.80 | $ | 1.11 | 0.22%2 | ||||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.70 | 1.10 | 0.22%2 | |||||||||||||||
Series II — Actual | 1,000.00 | 1,025.00 | 2.11 | 0.42%2 | |||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.70 | 2.11 | 0.42%2 | |||||||||||||||
Series NAV — Actual | 1,000.00 | 1,025.80 | 0.85 | 0.17%2 | |||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.85 | 0.17%2 |
Beginning Account Value 1/1/2015 | Ending Account Value 6/30/2015 | Expenses Paid During Period1 1/1/2015– 6/30/2015 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Balanced PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,014.80 | $ | 0.55 | 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 | 1,013.40 | 1.55 | 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 | 1,014.80 | 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 | $ | 1,006.00 | $ | 0.65 | 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 | 1,005.20 | 1.64 | 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 | 1,006.00 | 0.40 | 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 | $ | 1,019.50 | $ | 0.55 | 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 | 1,018.80 | 1.55 | 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 | 1,020.20 | 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 Moderate PS Series | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,011.50 | $ | 0.60 | 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 | 1,010.70 | 1.60 | 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 | 1,012.20 | 0.35 | 0.07%2 | |||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.40 | 0.35 | 0.07%2 | |||||||||||||||
Mid Cap Index Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,040.40 | $ | 2.28 | 0.45 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.60 | 2.26 | 0.45 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,039.20 | 3.29 | 0.65 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.60 | 3.26 | 0.65 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,040.40 | 2.02 | 0.40 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.80 | 2.01 | 0.40 | % | ||||||||||||||
Mid Cap Stock Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,088.70 | $ | 4.71 | 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 | 1,087.80 | 5.75 | 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 | 1,089.10 | 4.45 | 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 | $ | 1,030.80 | $ | 4.93 | 0.98 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.90 | 4.91 | 0.98 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,029.30 | 5.94 | 1.18 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.90 | 5.91 | 1.18 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,030.80 | 4.68 | 0.93 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93 | % | ||||||||||||||
Mutual Shares Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,022.80 | $ | 5.27 | 1.05 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.60 | 5.26 | 1.05 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,022.80 | 5.02 | 1.00 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.80 | 5.01 | 1.00 | % |
Beginning Account Value 1/1/2015 | Ending Account Value 6/30/2015 | Expenses Paid During Period1 1/1/2015– 6/30/2015 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Estate Securities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 924.80 | $ | 3.72 | 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 | 923.80 | 4.67 | 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 | 924.90 | 3.48 | 0.73 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73 | % | ||||||||||||||
Science & Technology Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,044.70 | $ | 5.42 | 1.07 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,043.80 | 6.44 | 1.27 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.50 | 6.36 | 1.27 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,045.20 | 5.17 | 1.02 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.11 | 1.02 | % | ||||||||||||||
Small Cap Growth Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,056.50 | $ | 5.71 | 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 | 1,055.60 | 6.73 | 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 | 1,057.00 | 5.46 | 1.07 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Small Cap Index Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,046.80 | $ | 2.64 | 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 | 1,045.60 | 3.65 | 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 | 1,046.70 | 2.39 | 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 | $ | 1,045.30 | $ | 5.07 | 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 | 1,044.60 | 6.08 | 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 | 1,045.80 | 4.82 | 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 | $ | 1,050.40 | $ | 5.64 | 1.11 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.30 | 5.56 | 1.11 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,049.30 | 6.66 | 1.31 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.30 | 6.56 | 1.31 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,050.50 | 5.39 | 1.06 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Small Company Growth Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,088.70 | $ | 5.49 | 1.06 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.31 | 1.06 | % | ||||||||||||||
Small Company Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,004.00 | $ | 5.32 | 1.07 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.50 | 5.36 | 1.07 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,002.90 | 6.31 | 1.27 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,018.50 | 6.36 | 1.27 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,004.50 | 5.07 | 1.02 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.11 | 1.02 | % | ||||||||||||||
Strategic Equity Allocation Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 1,028.60 | $ | 2.67 | 0.53 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.20 | 2.66 | 0.53 | % |
Beginning Account Value 1/1/2015 | Ending Account Value 6/30/2015 | Expenses Paid During Period1 1/1/2015– 6/30/2015 | Annualized Expense Ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Total Stock Market Index Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,015.10 | $ | 2.80 | 0.56 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.00 | 2.81 | 0.56 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,014.10 | 3.80 | 0.76 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.81 | 0.76 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,015.70 | 2.55 | 0.51 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.30 | 2.56 | 0.51 | % | ||||||||||||||
U.S. Equity Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 997.90 | $ | 4.11 | 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 | 996.90 | 5.10 | 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 | 997.90 | 3.86 | 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 | $ | 987.70 | $ | 4.53 | 0.92 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.61 | 0.92 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 986.40 | 5.52 | 1.12 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.20 | 5.61 | 1.12 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 987.10 | 4.29 | 0.87 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.50 | 4.36 | 0.87 | % | ||||||||||||||
Value Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,054.00 | $ | 3.92 | 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 | 1,052.60 | 4.94 | 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 | 1,054.10 | 3.67 | 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 and 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 6-30-15 was as follows: |
Portfolio | | Range | | Portfolio | | Range | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
American Funds | 0.29% – 0.78% | Lifestyle Balanced PS Series | 0.53% – 0.59% | |||||||||||
Core Strategy Trust | 0.53% – 0.59% | Lifestyle Conservative PS Series | 0.53% – 0.59% | |||||||||||
Franklin Templeton Founding Allocation Trust | 0.57% – 0.93% | Lifestyle Growth PS Series | 0.53% – 0.59% | |||||||||||
Lifestyle Aggressive PS Series | 0.09% – 0.53% | Lifestyle Moderate PS Series | 0.53% – 0.59% |
3 | For Emerging Markets Value Trust, Series II, 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 (34), and divided by 365 (to reflect the period). |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (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 - 98.4% | ||||||||||||
Consumer discretionary - 12.6% | ||||||||||||
Amazon.com, Inc. (I) | 73,350 | $ | 31,840,502 | 0.9 | % | |||||||
Comcast Corp., Class A | 482,823 | 29,036,975 | 0.8 | % | ||||||||
McDonald’s Corp. | 184,115 | 17,503,813 | 0.5 | % | ||||||||
The Home Depot, Inc. | 249,519 | 27,729,046 | 0.8 | % | ||||||||
The Walt Disney Company | 299,876 | 34,227,847 | 1.0 | % | ||||||||
OTHER SECURITIES | 306,898,806 | 8.6 | % | |||||||||
447,236,989 | ||||||||||||
Consumer staples - 9.2% | ||||||||||||
Altria Group, Inc. | 377,730 | 18,474,774 | 0.5 | % | ||||||||
CVS Health Corp. | 216,737 | 22,731,377 | 0.6 | % | ||||||||
PepsiCo, Inc. | 283,547 | 26,466,277 | 0.7 | % | ||||||||
Philip Morris International, Inc. | 297,568 | 23,856,027 | 0.7 | % | ||||||||
The Coca-Cola Company | 753,564 | 29,562,316 | 0.8 | % | ||||||||
The Procter & Gamble Company | 521,124 | 40,772,742 | 1.1 | % | ||||||||
Wal-Mart Stores, Inc. | 303,124 | 21,500,585 | 0.6 | % | ||||||||
OTHER SECURITIES | 145,204,621 | 4.2 | % | |||||||||
328,568,719 | ||||||||||||
Energy - 7.7% | ||||||||||||
Chevron Corp. | 361,205 | 34,845,446 | 1.0 | % | ||||||||
Exxon Mobil Corp. | 803,126 | 66,820,083 | 1.9 | % | ||||||||
Schlumberger, Ltd. | 243,821 | 21,014,932 | 0.6 | % | ||||||||
OTHER SECURITIES | 152,593,490 | 4.2 | % | |||||||||
275,273,951 | ||||||||||||
Financials - 16.2% | ||||||||||||
Bank of America Corp. | 2,017,301 | 34,334,463 | 1.0 | % | ||||||||
Berkshire Hathaway, Inc., Class B (I) | 350,323 | 47,682,464 | 1.3 | % | ||||||||
Citigroup, Inc. | 582,793 | 32,193,485 | 0.9 | % | ||||||||
JPMorgan Chase & Co. | 712,846 | 48,302,445 | 1.4 | % | ||||||||
State Street Corp. | 79,069 | 6,088,313 | 0.2 | % | ||||||||
Wells Fargo & Company | 900,047 | 50,618,643 | 1.4 | % | ||||||||
OTHER SECURITIES | 358,836,756 | 10.0 | % | |||||||||
578,056,569 | ||||||||||||
Health care - 15.2% | ||||||||||||
AbbVie, Inc. | 330,305 | 22,193,193 | 0.6 | % | ||||||||
Allergan PLC (I) | 75,385 | 22,876,332 | 0.6 | % | ||||||||
Amgen, Inc. | 146,048 | 22,421,289 | 0.6 | % | ||||||||
Biogen, Inc. (I) | 45,184 | 18,251,625 | 0.5 | % | ||||||||
Bristol-Myers Squibb Company | 320,203 | 21,306,308 | 0.6 | % | ||||||||
Celgene Corp. (I) | 152,355 | 17,632,806 | 0.5 | % | ||||||||
Gilead Sciences, Inc. | 282,292 | 33,050,747 | 0.9 | % | ||||||||
Johnson & Johnson | 532,661 | 51,913,141 | 1.5 | % | ||||||||
Medtronic PLC | 273,737 | 20,283,912 | 0.6 | % | ||||||||
Merck & Company, Inc. | 542,680 | 30,894,772 | 0.9 | % | ||||||||
Pfizer, Inc. | 1,182,811 | 39,659,653 | 1.1 | % | ||||||||
UnitedHealth Group, Inc. | 182,849 | 22,307,578 | 0.6 | % | ||||||||
OTHER SECURITIES | 217,655,703 | 6.2 | % | |||||||||
540,447,059 | ||||||||||||
Industrials - 10.0% | ||||||||||||
3M Company | 121,849 | 18,801,301 | 0.5 | % | ||||||||
General Electric Company | 1,935,405 | 51,423,711 | 1.4 | % | ||||||||
The Boeing Company | 123,515 | 17,134,001 | 0.5 | % |
500 Index Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Industrials (continued) | ||||||||||||
United Technologies Corp. | 159,009 | $ | 17,638,868 | 0.5 | % | |||||||
OTHER SECURITIES | 249,347,928 | 7.1 | % | |||||||||
354,345,809 | ||||||||||||
Information technology - 19.4% | ||||||||||||
Apple, Inc. | 1,106,588 | 138,793,800 | 3.9 | % | ||||||||
Cisco Systems, Inc. | 976,786 | 26,822,544 | 0.7 | % | ||||||||
Facebook, Inc., Class A (I) | 404,570 | 34,697,946 | 1.0 | % | ||||||||
Google, Inc., Class A (I) | 54,975 | 29,688,699 | 0.8 | % | ||||||||
Google, Inc., Class C (I) | 55,133 | 28,697,278 | 0.8 | % | ||||||||
IBM Corp. | 175,896 | 28,611,243 | 0.8 | % | ||||||||
Intel Corp. | 911,238 | 27,715,304 | 0.8 | % | ||||||||
MasterCard, Inc., Class A | 186,178 | 17,403,919 | 0.5 | % | ||||||||
Microsoft Corp. | 1,553,862 | 68,603,007 | 1.9 | % | ||||||||
Oracle Corp. | 612,329 | 24,676,859 | 0.7 | % | ||||||||
QUALCOMM, Inc. | 312,998 | 19,603,065 | 0.5 | % | ||||||||
Visa, Inc., Class A | 371,330 | 24,934,810 | 0.7 | % | ||||||||
OTHER SECURITIES | 218,851,409 | 6.3 | % | |||||||||
689,099,883 | ||||||||||||
Materials - 3.1% | 109,644,080 | 3.1 | % | |||||||||
Telecommunication services - 2.2% | ||||||||||||
AT&T, Inc. | 997,509 | 35,431,520 | 1.0 | % | ||||||||
Verizon Communications, Inc. | 783,441 | 36,516,185 | 1.0 | % | ||||||||
OTHER SECURITIES | 7,255,340 | 0.2 | % | |||||||||
79,203,045 | ||||||||||||
Utilities - 2.8% | 99,184,492 | 2.8 | % | |||||||||
TOTAL COMMON STOCKS (Cost $2,023,443,319) | $ | 3,501,060,596 | ||||||||||
SECURITIES LENDING COLLATERAL - 0.2% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 950,959 | 9,514,530 | 0.2 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $9,514,511) | $ | 9,514,530 | ||||||||||
SHORT-TERM INVESTMENTS - 1.7% | ||||||||||||
Repurchase agreement - 1.7% | ||||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 | ||||||||||||
at 0.000% to be repurchased at $59,551,000 on 07/01/2015, | ||||||||||||
collateralized by $60,520,000 U.S. Treasury Notes, 2.125% due | ||||||||||||
06/30/2022 (valued at $60,749,976, including interest) | $ | 59,551,000 | $ | 59,551,000 | 1.7 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $59,551,000) | $ | 59,551,000 | ||||||||||
Total Investments (500 Index Trust B) (Cost $2,092,508,830) - 100.3% | $ | 3,570,126,126 | 100.3 | % | ||||||||
Other assets and liabilities, net - (0.3%) | (12,225,505 | ) | (0.3 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 3,557,900,621 | 100.0 | % |
The accompanying notes are an integral part of the financial statements. | 14 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
All Cap Core Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 99.2% | ||||||||||||
Consumer discretionary - 11.2% | ||||||||||||
Expedia, Inc. | 40,500 | $ | 4,428,675 | 1.3 | % | |||||||
Marriott International, Inc., Class A | 49,500 | 3,682,305 | 1.1 | % | ||||||||
Skechers U.S.A., Inc., Class A (I) | 38,800 | 4,259,852 | 1.3 | % | ||||||||
Target Corp. | 31,000 | 2,530,530 | 0.7 | % | ||||||||
The Walt Disney Company | 62,900 | 7,179,406 | 2.1 | % | ||||||||
OTHER SECURITIES | 15,786,675 | 4.7 | % | |||||||||
37,867,443 | ||||||||||||
Consumer staples - 7.1% | ||||||||||||
Altria Group, Inc. | 65,300 | 3,193,823 | 1.0 | % | ||||||||
Cal-Maine Foods, Inc. (L) | 67,400 | 3,518,280 | 1.0 | % | ||||||||
CVS Health Corp. | 25,700 | 2,695,416 | 0.8 | % | ||||||||
Dr. Pepper Snapple Group, Inc. | 33,600 | 2,449,440 | 0.7 | % | ||||||||
Philip Morris International, Inc. | 44,400 | 3,559,548 | 1.1 | % | ||||||||
OTHER SECURITIES | 8,539,820 | 2.5 | % | |||||||||
23,956,327 | ||||||||||||
Energy - 7.3% | ||||||||||||
Exxon Mobil Corp. | 69,300 | 5,765,760 | 1.7 | % | ||||||||
Marathon Petroleum Corp. | 89,100 | 4,660,821 | 1.4 | % | ||||||||
Nordic American Tankers, Ltd. (L) | 186,600 | 2,655,318 | 0.8 | % | ||||||||
Tesoro Corp. | 52,100 | 4,397,761 | 1.3 | % | ||||||||
Valero Energy Corp. | 78,500 | 4,914,100 | 1.5 | % | ||||||||
OTHER SECURITIES | 2,099,384 | 0.6 | % | |||||||||
24,493,144 | ||||||||||||
Financials - 18.5% | ||||||||||||
Citigroup, Inc. | 118,800 | 6,562,513 | 2.0 | % | ||||||||
Jones Lang LaSalle, Inc. | 16,500 | 2,821,500 | 0.8 | % | ||||||||
JPMorgan Chase & Co. | 69,200 | 4,688,992 | 1.4 | % | ||||||||
McGraw-Hill Financial, Inc. | 33,100 | 3,324,895 | 1.0 | % | ||||||||
Prudential Financial, Inc. | 50,400 | 4,411,008 | 1.3 | % | ||||||||
The Goldman Sachs Group, Inc. | 26,300 | 5,491,177 | 1.6 | % | ||||||||
The Progressive Corp. | 159,900 | 4,450,017 | 1.3 | % | ||||||||
WisdomTree Investments, Inc. (L) | 137,000 | 3,009,205 | 0.9 | % | ||||||||
OTHER SECURITIES | 27,445,206 | 8.2 | % | |||||||||
62,204,513 | ||||||||||||
Health care - 16.8% | ||||||||||||
Aetna, Inc. | 22,200 | 2,829,612 | 0.8 | % | ||||||||
Amgen, Inc. | 28,300 | 4,344,616 | 1.3 | % | ||||||||
Anthem, Inc. | 29,500 | 4,842,130 | 1.4 | % | ||||||||
Bristol-Myers Squibb Company | 64,800 | 4,311,792 | 1.3 | % | ||||||||
Centene Corp. (I) | 55,400 | 4,454,160 | 1.3 | % | ||||||||
Gilead Sciences, Inc. | 57,800 | 6,767,224 | 2.0 | % | ||||||||
Hospira, Inc. (I) | 50,000 | 4,435,500 | 1.3 | % | ||||||||
Merck & Company, Inc. | 71,500 | 4,070,495 | 1.2 | % | ||||||||
UnitedHealth Group, Inc. | 49,400 | 6,026,800 | 1.8 | % | ||||||||
OTHER SECURITIES | 14,725,622 | 4.4 | % | |||||||||
56,807,951 | ||||||||||||
Industrials - 10.6% | ||||||||||||
Atlas Air Worldwide Holdings, Inc. (I) | 54,200 | 2,978,832 | 0.9 | % | ||||||||
General Dynamics Corp. | 33,600 | 4,760,784 | 1.4 | % | ||||||||
JetBlue Airways Corp. (I) | 219,600 | 4,558,896 | 1.4 | % | ||||||||
Northrop Grumman Corp. | 28,000 | 4,441,640 | 1.3 | % | ||||||||
Spirit AeroSystems Holdings, Inc., Class A (I) | 77,800 | 4,287,558 | 1.3 | % | ||||||||
OTHER SECURITIES | 14,742,182 | 4.3 | % | |||||||||
35,769,892 | ||||||||||||
Information technology - 20.3% | ||||||||||||
Apple, Inc. | 120,782 | 15,149,082 | 4.5 | % | ||||||||
Electronic Arts, Inc. (I) | 58,800 | 3,910,200 | 1.2 | % |
All Cap Core Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Information technology (continued) | ||||||||||||
EPAM Systems, Inc. (I) | 36,700 | $ | 2,614,141 | 0.8 | % | |||||||
Equinix, Inc. | 11,400 | 2,895,600 | 0.9 | % | ||||||||
FactSet Research Systems, Inc. | 18,600 | 3,022,686 | 0.9 | % | ||||||||
InterDigital, Inc. | 58,200 | 3,310,998 | 1.0 | % | ||||||||
Skyworks Solutions, Inc. | 27,700 | 2,883,570 | 0.9 | % | ||||||||
Tableau Software, Inc., Class A (I) | 25,300 | 2,917,090 | 0.9 | % | ||||||||
Tessera Technologies, Inc. | 83,300 | 3,163,734 | 0.9 | % | ||||||||
OTHER SECURITIES | 28,640,621 | 8.3 | % | |||||||||
68,507,722 | ||||||||||||
Materials - 4.5% | ||||||||||||
LyondellBasell Industries NV, Class A | 40,300 | 4,171,856 | 1.2 | % | ||||||||
Newmont Mining Corp. | 170,000 | 3,971,200 | 1.2 | % | ||||||||
The Sherwin-Williams Company | 11,800 | 3,245,236 | 1.0 | % | ||||||||
OTHER SECURITIES | 3,766,699 | 1.1 | % | |||||||||
15,154,991 | ||||||||||||
Telecommunication services - 1.1% | 3,640,950 | 1.1 | % | |||||||||
Utilities - 1.8% | 6,122,499 | 1.8 | % | |||||||||
TOTAL COMMON STOCKS (Cost $315,893,908) | $ | 334,525,432 | ||||||||||
SECURITIES LENDING COLLATERAL - 3.7% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W) (Y) | 1,251,001 | 12,516,517 | 3.7 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $12,516,531) | $ | 12,516,517 | ||||||||||
SHORT-TERM INVESTMENTS - 0.8% | ||||||||||||
Money market funds - 0.8% | ||||||||||||
State Street Institutional Liquid Reserves Fund, 0.1092% (Y) | 2,561,415 | 2,561,415 | 0.8 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,561,415) | $ | 2,561,415 | ||||||||||
Total Investments (All Cap Core Trust) (Cost $330,971,854) - 103.7% | $ | 349,603,364 | 103.7 | % | ||||||||
Other assets and liabilities, net - (3.7%) | (12,410,753 | ) | (3.7 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 337,192,611 | 100.0 | % | ||||||||
Alpha Opportunities Trust | ||||||||||||
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 95.9% | ||||||||||||
Consumer discretionary - 13.6% | ||||||||||||
Advance Auto Parts, Inc. | 62,843 | $ | 10,010,261 | 1.4 | % | |||||||
Amazon.com, Inc. (I) | 17,437 | 7,569,227 | 1.0 | % | ||||||||
D.R. Horton, Inc. | 226,223 | 6,189,461 | 0.9 | % | ||||||||
Lowe’s Companies, Inc. | 66,329 | 4,442,053 | 0.6 | % | ||||||||
McDonald’s Corp. | 63,842 | 6,069,459 | 0.8 | % | ||||||||
NVR, Inc. (I) | 4,020 | 5,386,800 | 0.7 | % | ||||||||
PulteGroup, Inc. | 376,885 | 7,594,233 | 1.1 | % | ||||||||
The Home Depot, Inc. | 40,649 | 4,517,323 | 0.6 | % | ||||||||
The TJX Companies, Inc. | 85,631 | 5,666,203 | 0.8 | % | ||||||||
OTHER SECURITIES | 41,162,784 | 5.7 | % | |||||||||
98,607,804 | ||||||||||||
Consumer staples - 4.7% | ||||||||||||
Nomad Foods, Ltd. (I) | 222,558 | 4,848,425 | 0.7 | % |
The accompanying notes are an integral part of the financial statements. | 15 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Alpha Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Consumer staples (continued) | ||||||||||||
The Coca-Cola Company | 221,074 | $ | 8,672,733 | 1.2 | % | |||||||
OTHER SECURITIES | 20,263,473 | 2.8 | % | |||||||||
33,784,631 | ||||||||||||
Energy - 5.0% | ||||||||||||
Imperial Oil, Ltd. | 123,145 | 4,755,860 | 0.7 | % | ||||||||
OTHER SECURITIES | 31,693,680 | 4.3 | % | |||||||||
36,449,540 | ||||||||||||
Financials - 16.1% | ||||||||||||
ACE, Ltd. | 70,247 | 7,142,715 | 1.0 | % | ||||||||
American International Group, Inc. | 135,518 | 8,377,723 | 1.2 | % | ||||||||
American Tower Corp. | 47,639 | 4,444,242 | 0.6 | % | ||||||||
BlackRock, Inc. | 20,749 | 7,178,739 | 1.0 | % | ||||||||
Citigroup, Inc. | 90,726 | 5,011,704 | 0.7 | % | ||||||||
M&T Bank Corp. | 39,065 | 4,880,390 | 0.7 | % | ||||||||
Markel Corp. (I) | 6,766 | 5,417,401 | 0.7 | % | ||||||||
Marsh & McLennan Companies, Inc. | 116,500 | 6,605,550 | 0.9 | % | ||||||||
MetLife, Inc. | 118,014 | 6,607,604 | 0.9 | % | ||||||||
The PNC Financial Services Group, Inc. | 98,678 | 9,438,551 | 1.3 | % | ||||||||
Wells Fargo & Company | 83,795 | 4,712,631 | 0.7 | % | ||||||||
OTHER SECURITIES | 47,022,078 | 6.4 | % | |||||||||
116,839,328 | ||||||||||||
Health care - 17.9% | ||||||||||||
Allergan PLC (I) | 25,663 | 7,787,694 | 1.1 | % | ||||||||
Becton, Dickinson and Company | 38,738 | 5,487,238 | 0.8 | % | ||||||||
Bristol-Myers Squibb Company (D) | 336,695 | 22,403,685 | 3.1 | % | ||||||||
Intuitive Surgical, Inc. (I) | 9,126 | 4,421,547 | 0.6 | % | ||||||||
Johnson & Johnson | 64,931 | 6,328,175 | 0.9 | % | ||||||||
Merck & Company, Inc. | 214,153 | 12,191,730 | 1.7 | % | ||||||||
Mylan NV (I) | 75,977 | 5,155,799 | 0.7 | % | ||||||||
TherapeuticsMD, Inc. (I) | 743,521 | 5,844,075 | 0.8 | % | ||||||||
UnitedHealth Group, Inc. | 37,896 | 4,623,312 | 0.6 | % | ||||||||
OTHER SECURITIES | 55,795,263 | 7.6 | % | |||||||||
130,038,518 | ||||||||||||
Industrials - 14.0% | ||||||||||||
Eaton Corp. PLC | 70,700 | 4,771,543 | 0.7 | % | ||||||||
Hertz Global Holdings, Inc. (I) | 270,805 | 4,906,987 | 0.7 | % | ||||||||
United Parcel Service, Inc., Class B | 56,282 | 5,454,289 | 0.8 | % | ||||||||
United Technologies Corp. | 62,798 | 6,966,182 | 1.0 | % | ||||||||
OTHER SECURITIES | 79,573,592 | 10.8 | % | |||||||||
101,672,593 | ||||||||||||
Information technology - 17.9% | ||||||||||||
Accenture PLC, Class A | 46,337 | 4,484,495 | 0.6 | % | ||||||||
Apple, Inc. (D) | 68,032 | 8,532,914 | 1.2 | % | ||||||||
Cisco Systems, Inc. | 475,214 | 13,049,376 | 1.8 | % | ||||||||
CoStar Group, Inc. (I) | 28,258 | 5,687,205 | 0.8 | % | ||||||||
Facebook, Inc., Class A (I) | 79,098 | 6,783,840 | 0.9 | % | ||||||||
Google, Inc., Class C (I) | 9,028 | 4,699,164 | 0.6 | % | ||||||||
Microsoft Corp. | 200,345 | 8,845,232 | 1.2 | % | ||||||||
NXP Semiconductors NV (I) | 85,226 | 8,369,193 | 1.2 | % | ||||||||
Zillow Group, Inc., Class A (I)(L) | 51,805 | 4,493,566 | 0.6 | % | ||||||||
OTHER SECURITIES | 65,355,978 | 9.0 | % | |||||||||
130,300,963 | ||||||||||||
Materials - 5.3% | ||||||||||||
Norbord, Inc. (L) | 270,230 | 5,670,719 | 0.8 | % | ||||||||
Praxair, Inc. | 41,638 | 4,977,823 | 0.7 | % | ||||||||
OTHER SECURITIES | 27,753,587 | 3.8 | % | |||||||||
38,402,129 |
Alpha Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Telecommunication services - 0.4% | $ | 3,115,354 | 0.4 | % | ||||||||
Utilities - 1.0% | ||||||||||||
Duke Energy Corp. | 66,043 | 4,663,957 | 0.7 | % | ||||||||
OTHER SECURITIES | 2,650,085 | 0.3 | % | |||||||||
7,314,042 | ||||||||||||
TOTAL COMMON STOCKS (Cost $647,053,998) | $ | 696,524,902 | ||||||||||
PREFERRED SECURITIES - 2.1% | ||||||||||||
Consumer discretionary - 0.1% | 329,224 | 0.1 | % | |||||||||
Financials - 0.2% | 1,640,534 | 0.2 | % | |||||||||
Health care - 0.0% | 184,748 | 0.0 | % | |||||||||
Industrials - 0.1% | 601,459 | 0.1 | % | |||||||||
Information technology - 1.7% | ||||||||||||
Uber Technologies, Inc. (I)(R) | 142,224 | 5,637,558 | 0.8 | % | ||||||||
OTHER SECURITIES | 6,835,597 | 0.9 | % | |||||||||
12,473,155 | ||||||||||||
TOTAL PREFERRED SECURITIES (Cost $9,806,819) | $ | 15,229,120 | ||||||||||
Warrants 0.1% | 854,504 | 0.1 | % | |||||||||
TOTAL WARRANTS (Cost $1,099,042) | $ | 854,504 | ||||||||||
SECURITIES LENDING COLLATERAL - 2.6% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 1,867,304 | 18,682,753 | 2.6 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $18,682,739) | $ | 18,682,753 | ||||||||||
SHORT-TERM INVESTMENTS - 1.8% | ||||||||||||
Repurchase agreement - 1.8% | ||||||||||||
Deutsche Bank Tri-Party Repurchase Agreement dated 06/30/2015 at 0.130% to be repurchased at $13,400,048 on 07/01/2015, collateralized by $5,106,400 U.S. Treasury Notes, 1.500% due 01/31/2022 (valued at $4,975,372, including interest), $7,704,948 Federal National Mortgage Association, 2.500% - 6.500% due 11/01/2020 to 07/01/2047 (valued at $8,311,070, including interest) and $358,113 Federal Home Loan Mortgage Corp., 4.000% due 05/01/2045 (valued at $381,558, including interest) | $ | 13,400,000 | $ | 13,400,000 | 1.8 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $13,400,000) | $ | 13,400,000 | ||||||||||
Total Investments (Alpha Opportunities Trust) (Cost $690,042,598) - 102.5% | $ | 744,691,279 | 102.5 | % | ||||||||
Other assets and liabilities, net - (2.5%) | (18,225,785 | ) | (2.5 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 726,465,494 | 100.0 | % |
The accompanying notes are an integral part of the financial statements. | 16 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
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 | 77,796,043 | $ | 1,618,935,655 | 100.0 | % | |||||||
TOTAL INVESTMENT COMPANIES (Cost $1,107,403,573) | $ | 1,618,935,655 | ||||||||||
Total Investments (American Asset Allocation Trust) (Cost $1,107,403,573) - 100.0% | $ | 1,618,935,655 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (67,446 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,618,868,209 | 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 | 9,288,924 | $ | 249,964,936 | 100.0 | % | |||||||
TOTAL INVESTMENT COMPANIES (Cost $218,757,041) | $ | 249,964,936 | ||||||||||
Total Investments (American Global Growth Trust) (Cost $218,757,041) - 100.0% | $ | 249,964,936 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | 82,575 | 0.0 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 250,047,511 | 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 | 14,722,702 | $ | 997,904,745 | 100.0 | % | |||||||
TOTAL INVESTMENT COMPANIES (Cost $739,804,895) | $ | 997,904,745 | ||||||||||
Total Investments (American Growth Trust) (Cost $739,804,895) - 100.0% | $ | 997,904,745 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (47,976 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 997,856,769 | 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 | 25,485,857 | $ | 1,187,895,792 | 100.0 | % | |||||||
TOTAL INVESTMENT COMPANIES (Cost $903,614,022) | $ | 1,187,895,792 | ||||||||||
Total Investments (American Growth-Income Trust) (Cost $903,614,022) - 100.0% | $ | 1,187,895,792 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (58,667 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,187,837,125 | 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 | 29,150,884 | $ | 590,013,891 | 100.0 | % | |||||||
TOTAL INVESTMENT COMPANIES (Cost $458,373,600) | $ | 590,013,891 | ||||||||||
Total Investments (American International Trust) (Cost $458,373,600) - 100.0% | $ | 590,013,891 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (35,199 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 589,978,692 | 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 | 3,647,071 | $ | 74,217,890 | 100.0 | % | |||||||
TOTAL INVESTMENT COMPANIES (Cost $81,425,573) | $ | 74,217,890 | ||||||||||
Total Investments (American New World Trust) (Cost $81,425,573) - 100.0% | $ | 74,217,890 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (19,913 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 74,197,977 | 100.0 | % |
Blue Chip Growth Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 99.6% | ||||||||||||
Consumer discretionary - 23.4% | ||||||||||||
Amazon.com, Inc. (I) | 204,989 | $ | 88,983,675 | 5.1 | % | |||||||
Hanesbrands, Inc. | 380,200 | 12,668,264 | 0.7 | % | ||||||||
Lowe’s Companies, Inc. | 354,800 | 23,760,956 | 1.4 | % | ||||||||
Netflix, Inc. (I) | 42,200 | 27,722,868 | 1.6 | % | ||||||||
O’Reilly Automotive, Inc. (I) | 91,700 | 20,722,366 | 1.2 | % |
The accompanying notes are an integral part of the financial statements. | 17 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Blue Chip Growth Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Consumer discretionary (continued) | ||||||||||||
Starbucks Corp. | 565,900 | $ | 30,340,729 | 1.7 | % | |||||||
The Home Depot, Inc. | 171,400 | 19,047,682 | 1.1 | % | ||||||||
The Priceline Group, Inc. (I) | 44,600 | 51,351,102 | 2.9 | % | ||||||||
The Walt Disney Company | 130,900 | 14,940,926 | 0.9 | % | ||||||||
Tractor Supply Company | 133,500 | 12,006,990 | 0.7 | % | ||||||||
OTHER SECURITIES | 107,450,083 | 6.1 | % | |||||||||
408,995,641 | ||||||||||||
Consumer staples - 2.7% | ||||||||||||
CVS Health Corp. | 190,400 | 19,969,152 | 1.2 | % | ||||||||
Walgreens Boots Alliance, Inc. | 150,900 | 12,741,996 | 0.7 | % | ||||||||
OTHER SECURITIES | 14,812,942 | 0.8 | % | |||||||||
47,524,090 | ||||||||||||
Energy - 1.6% | ||||||||||||
EQT Corp. | 143,400 | 11,664,156 | 0.7 | % | ||||||||
OTHER SECURITIES | 15,423,336 | 0.9 | % | |||||||||
27,087,492 | ||||||||||||
Financials - 6.9% | ||||||||||||
American Tower Corp. | 307,738 | 28,708,878 | 1.6 | % | ||||||||
Ameriprise Financial, Inc. | 93,451 | 11,674,833 | 0.7 | % | ||||||||
Intercontinental Exchange, Inc. | 55,600 | 12,432,716 | 0.7 | % | ||||||||
Morgan Stanley | 576,000 | 22,343,040 | 1.3 | % | ||||||||
State Street Corp. | 151,407 | 11,658,339 | 0.7 | % | ||||||||
TD Ameritrade Holding Corp. | 445,100 | 16,388,582 | 0.9 | % | ||||||||
OTHER SECURITIES | 17,997,830 | 1.0 | % | |||||||||
121,204,218 | ||||||||||||
Health care - 26.4% | ||||||||||||
Alexion Pharmaceuticals, Inc. (I) | 222,900 | 40,293,633 | 2.3 | % | ||||||||
Allergan PLC (I) | 142,798 | 43,333,481 | 2.5 | % | ||||||||
Anthem, Inc. | 79,100 | 12,983,474 | 0.7 | % | ||||||||
Biogen, Inc. (I) | 114,500 | 46,251,130 | 2.7 | % | ||||||||
Celgene Corp. (I) | 312,700 | 36,190,335 | 2.1 | % | ||||||||
Gilead Sciences, Inc. | 369,300 | 43,237,644 | 2.5 | % | ||||||||
Intuitive Surgical, Inc. (I) | 24,500 | 11,870,250 | 0.7 | % | ||||||||
McKesson Corp. | 233,000 | 52,380,730 | 3.0 | % | ||||||||
Regeneron Pharmaceuticals, Inc. (I) | 30,800 | 15,712,004 | 0.9 | % | ||||||||
Thermo Fisher Scientific, Inc. | 180,900 | 23,473,584 | 1.3 | % | ||||||||
UnitedHealth Group, Inc. | 159,200 | 19,422,400 | 1.1 | % | ||||||||
Valeant Pharmaceuticals International, Inc. (I) | 152,000 | 33,766,800 | 1.9 | % | ||||||||
OTHER SECURITIES | 83,348,661 | 4.7 | % | |||||||||
462,264,126 | ||||||||||||
Industrials - 10.2% | ||||||||||||
American Airlines Group, Inc. | 436,600 | 17,435,621 | 1.0 | % | ||||||||
Danaher Corp. | 565,726 | 48,420,488 | 2.8 | % | ||||||||
FedEx Corp. | 83,500 | 14,228,400 | 0.8 | % | ||||||||
Roper Technologies, Inc. | 76,600 | 13,210,436 | 0.8 | % | ||||||||
The Boeing Company | 192,700 | 26,731,344 | 1.5 | % | ||||||||
United Continental Holdings, Inc. (I) | 274,900 | 14,572,449 | 0.8 | % | ||||||||
OTHER SECURITIES | 43,964,415 | 2.5 | % | |||||||||
178,563,153 | ||||||||||||
Information technology - 25.1% | ||||||||||||
Alibaba Group Holding, Ltd., ADR (I) | 247,261 | 20,342,162 | 1.2 | % | ||||||||
Apple, Inc. | 319,000 | 40,010,575 | 2.3 | % | ||||||||
Baidu, Inc., ADR (I) | 173,700 | 34,580,196 | 2.0 | % | ||||||||
Facebook, Inc., Class A (I) | 586,908 | 50,336,165 | 2.9 | % | ||||||||
Fiserv, Inc. (I) | 164,100 | 13,592,403 | 0.8 | % | ||||||||
Google, Inc., Class A (I) | 65,066 | 35,138,243 | 2.0 | % |
Blue Chip Growth Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Information technology (continued) | ||||||||||||
Google, Inc., Class C (I) | 83,098 | $ | 43,253,340 | 2.5 | % | |||||||
MasterCard, Inc., Class A | 492,800 | 46,066,944 | 2.6 | % | ||||||||
Microsoft Corp. | 482,600 | 21,306,790 | 1.2 | % | ||||||||
salesforce.com, Inc. (I) | 380,000 | 26,459,400 | 1.5 | % | ||||||||
Tencent Holdings, Ltd. | 1,140,900 | 22,814,024 | 1.3 | % | ||||||||
Visa, Inc., Class A | 696,200 | 46,749,830 | 2.7 | % | ||||||||
OTHER SECURITIES | 38,178,377 | 2.1 | % | |||||||||
438,828,449 | ||||||||||||
Materials - 3.3% | ||||||||||||
Ecolab, Inc. | 146,700 | 16,587,369 | 1.0 | % | ||||||||
The Sherwin-Williams Company | 116,800 | 32,122,336 | 1.8 | % | ||||||||
OTHER SECURITIES | 8,326,918 | 0.5 | % | |||||||||
57,036,623 | ||||||||||||
TOTAL COMMON STOCKS (Cost $1,049,955,941) | $ | 1,741,503,792 | ||||||||||
SECURITIES LENDING COLLATERAL - 0.6% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 985,279 | 9,857,909 | 0.6 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $9,857,923) | $ | 9,857,909 | ||||||||||
SHORT-TERM INVESTMENTS - 0.3% | ||||||||||||
Money market funds - 0.3% | 4,690,905 | 0.3 | % | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $4,690,905) | $ | 4,690,905 | ||||||||||
Total Investments (Blue Chip Growth Trust) (Cost $1,064,504,769) - 100.5% | $ | 1,756,052,606 | 100.5 | % | ||||||||
Other assets and liabilities, net - (0.5%) | (8,220,990 | ) | (0.5 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,747,831,616 | 100.0 | % |
Capital Appreciation Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 99.7% | ||||||||||||
Consumer discretionary - 29.5% | ||||||||||||
Amazon.com, Inc. (I) | 76,984 | $ | 33,417,985 | 3.3 | % | |||||||
Chipotle Mexican Grill, Inc. (I) | 17,058 | 10,319,919 | 1.0 | % | ||||||||
Inditex SA | 515,041 | 16,799,246 | 1.7 | % | ||||||||
JD.com, Inc., ADR (I) | 305,327 | 10,411,651 | 1.0 | % | ||||||||
Luxottica Group SpA | 174,488 | 11,606,570 | 1.2 | % | ||||||||
Marriott International, Inc., Class A | 201,013 | 14,953,357 | 1.5 | % | ||||||||
Netflix, Inc. (I) | 36,780 | 24,162,253 | 2.4 | % | ||||||||
NIKE, Inc., Class B | 246,244 | 26,599,277 | 2.6 | % | ||||||||
O’Reilly Automotive, Inc. (I) | 59,627 | 13,474,509 | 1.3 | % | ||||||||
Starbucks Corp. | 395,841 | 21,223,015 | 2.1 | % | ||||||||
Tesla Motors, Inc. (I)(L) | 61,168 | 16,408,926 | 1.6 | % | ||||||||
The Priceline Group, Inc. (I) | 14,389 | 16,567,063 | 1.6 | % | ||||||||
The TJX Companies, Inc. | 154,566 | 10,227,632 | 1.0 | % | ||||||||
The Walt Disney Company | 208,101 | 23,752,648 | 2.4 | % | ||||||||
Time Warner, Inc. | 119,086 | 10,409,307 | 1.0 | % | ||||||||
Under Armour, Inc., Class A (I) | 162,405 | 13,551,073 | 1.4 | % | ||||||||
OTHER SECURITIES | 24,148,682 | 2.4 | % | |||||||||
298,033,113 | ||||||||||||
Consumer staples - 2.9% | ||||||||||||
Costco Wholesale Corp. | 110,921 | 14,980,990 | 1.5 | % |
The accompanying notes are an integral part of the financial statements. | 18 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Capital Appreciation Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Consumer staples (continued) | ||||||||||||
The Kroger Company | 145,367 | $ | 10,540,561 | 1.0 | % | |||||||
OTHER SECURITIES | 3,815,549 | 0.4 | % | |||||||||
29,337,100 | ||||||||||||
Energy - 3.1% | ||||||||||||
Concho Resources, Inc. (I) | 102,574 | 11,679,076 | 1.2 | % | ||||||||
Schlumberger, Ltd. | 118,540 | 10,216,963 | 1.0 | % | ||||||||
OTHER SECURITIES | 9,439,466 | 0.9 | % | |||||||||
31,335,505 | ||||||||||||
Financials - 3.3% | ||||||||||||
American Tower Corp. | 123,022 | 11,476,722 | 1.2 | % | ||||||||
McGraw-Hill Financial, Inc. | 103,828 | 10,429,523 | 1.0 | % | ||||||||
Morgan Stanley | 287,131 | 11,137,811 | 1.1 | % | ||||||||
33,044,056 | ||||||||||||
Health care - 20.7% | ||||||||||||
Abbott Laboratories | 366,436 | 17,984,679 | 1.8 | % | ||||||||
Alexion Pharmaceuticals, Inc. (I) | 79,887 | 14,441,173 | 1.4 | % | ||||||||
Allergan PLC (I) | 77,082 | 23,391,304 | 2.3 | % | ||||||||
Biogen, Inc. (I) | 63,792 | 25,768,140 | 2.5 | % | ||||||||
Bristol-Myers Squibb Company | 343,478 | 22,855,026 | 2.3 | % | ||||||||
Celgene Corp. (I) | 119,934 | 13,880,561 | 1.4 | % | ||||||||
Gilead Sciences, Inc. | 126,475 | 14,807,693 | 1.5 | % | ||||||||
Illumina, Inc. (I) | 85,657 | 18,704,063 | 1.8 | % | ||||||||
Novo Nordisk A/S, ADR | 301,610 | 16,516,164 | 1.6 | % | ||||||||
Regeneron Pharmaceuticals, Inc. (I) | 23,460 | 11,967,650 | 1.2 | % | ||||||||
Shire PLC, ADR | 74,623 | 18,020,708 | 1.8 | % | ||||||||
OTHER SECURITIES | 11,364,376 | 1.1 | % | |||||||||
209,701,537 | ||||||||||||
Industrials - 2.7% | ||||||||||||
The Boeing Company | 127,979 | 17,753,247 | 1.7 | % | ||||||||
OTHER SECURITIES | 9,828,989 | 1.0 | % | |||||||||
27,582,236 | ||||||||||||
Information technology - 35.4% | ||||||||||||
Adobe Systems, Inc. (I) | 222,899 | 18,057,048 | 1.8 | % | ||||||||
Alibaba Group Holding, Ltd., ADR (I) | 129,432 | 10,648,371 | 1.0 | % | ||||||||
Apple, Inc. | 466,315 | 58,487,559 | 5.8 | % | ||||||||
ARM Holdings PLC, ADR | 215,887 | 10,636,752 | 1.0 | % | ||||||||
Facebook, Inc., Class A (I) | 441,884 | 37,898,181 | 3.7 | % | ||||||||
FleetCor Technologies, Inc. (I) | 81,451 | 12,711,243 | 1.3 | % | ||||||||
Google, Inc., Class A (I) | 26,938 | 14,547,598 | 1.4 | % | ||||||||
Google, Inc., Class C (I) | 30,076 | 15,654,859 | 1.5 | % | ||||||||
LinkedIn Corp., Class A (I) | 77,363 | 15,985,517 | 1.6 | % | ||||||||
MasterCard, Inc., Class A | 375,602 | 35,111,275 | 3.5 | % | ||||||||
Red Hat, Inc. (I) | 198,829 | 15,097,086 | 1.5 | % | ||||||||
salesforce.com, Inc. (I) | 273,831 | 19,066,853 | 1.9 | % | ||||||||
Splunk, Inc. (I) | 158,985 | 11,068,536 | 1.1 | % | ||||||||
Tencent Holdings, Ltd. | 880,308 | 17,603,092 | 1.7 | % | ||||||||
Visa, Inc., Class A | 371,447 | 24,942,666 | 2.5 | % | ||||||||
Workday, Inc., Class A (I) | 140,857 | 10,760,066 | 1.1 | % | ||||||||
OTHER SECURITIES | 28,944,706 | 3.0 | % | |||||||||
357,221,408 | ||||||||||||
Materials - 2.1% | ||||||||||||
Monsanto Company | 125,023 | 13,326,202 | 1.3 | % | ||||||||
OTHER SECURITIES | 7,956,604 | 0.8 | % | |||||||||
21,282,806 | ||||||||||||
TOTAL COMMON STOCKS (Cost $684,492,223) | $ | 1,007,537,761 |
Capital Appreciation Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 1.7% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 1,665,424 | $ | 16,662,897 | 1.7 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $16,662,858) | $ | 16,662,897 | ||||||||||
Total Investments (Capital Appreciation Trust) (Cost $701,155,081) - 101.4% | $ | 1,024,200,658 | 101.4 | % | ||||||||
Other assets and liabilities, net - (1.4%) | (13,974,552 | ) | (1.4 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,010,226,106 | 100.0 | % |
Capital Appreciation Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 62.2% | ||||||||||||
Consumer discretionary - 6.0% | ||||||||||||
AutoZone, Inc. (I) | 14,900 | $ | 9,936,810 | 2.7 | % | |||||||
Johnson Controls, Inc. | 94,200 | 4,665,713 | 1.2 | % | ||||||||
Lowe’s Companies, Inc. | 43,900 | 2,939,983 | 0.8 | % | ||||||||
OTHER SECURITIES | 4,642,601 | 1.3 | % | |||||||||
22,185,107 | ||||||||||||
Consumer staples - 5.2% | ||||||||||||
CVS Health Corp. | 33,800 | 3,544,944 | 1.0 | % | ||||||||
General Mills, Inc. | 53,400 | 2,975,448 | 0.8 | % | ||||||||
Mondelez International, Inc., Class A | 105,200 | 4,327,928 | 1.2 | % | ||||||||
PepsiCo, Inc. | 34,200 | 3,192,228 | 0.9 | % | ||||||||
Philip Morris International, Inc. | 26,500 | 2,124,505 | 0.6 | % | ||||||||
OTHER SECURITIES | 3,112,129 | 0.7 | % | |||||||||
19,277,182 | ||||||||||||
Energy - 1.9% | ||||||||||||
Canadian Natural Resources, Ltd. | 218,800 | 5,942,608 | 1.6 | % | ||||||||
OTHER SECURITIES | 925,463 | 0.3 | % | |||||||||
6,868,071 | ||||||||||||
Financials - 9.4% | ||||||||||||
American Tower Corp. | 53,700 | 5,009,673 | 1.3 | % | ||||||||
Iron Mountain, Inc. | 103,280 | 3,201,680 | 0.9 | % | ||||||||
Marsh & McLennan Companies, Inc. | 237,400 | 13,460,580 | 3.6 | % | ||||||||
The Bank of New York Mellon Corp. | 257,200 | 10,794,684 | 2.9 | % | ||||||||
OTHER SECURITIES | 2,518,340 | 0.7 | % | |||||||||
34,984,957 | ||||||||||||
Health care - 15.0% | ||||||||||||
Abbott Laboratories | 92,300 | 4,530,084 | 1.2 | % | ||||||||
Allergan PLC (I) | 28,780 | 8,733,579 | 2.4 | % | ||||||||
Becton, Dickinson and Company | 55,612 | 7,877,440 | 2.1 | % | ||||||||
Cigna Corp. | 31,400 | 5,086,800 | 1.4 | % | ||||||||
Eli Lilly & Company | 44,000 | 3,673,560 | 1.0 | % | ||||||||
PerkinElmer, Inc. | 50,000 | 2,632,000 | 0.7 | % | ||||||||
Pfizer, Inc. | 153,484 | 5,146,319 | 1.4 | % | ||||||||
Thermo Fisher Scientific, Inc. | 78,200 | 10,147,232 | 2.7 | % | ||||||||
UnitedHealth Group, Inc. | 25,800 | 3,147,600 | 0.8 | % | ||||||||
Zoetis, Inc. | 78,791 | 3,799,302 | 1.0 | % | ||||||||
OTHER SECURITIES | 911,007 | 0.3 | % | |||||||||
55,684,923 | ||||||||||||
Industrials - 11.5% | ||||||||||||
AMETEK, Inc. | 97,800 | 5,357,484 | 1.4 | % |
The accompanying notes are an integral part of the financial statements. | 19 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Capital Appreciation Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Industrials (continued) | ||||||||||||
Danaher Corp. | 215,500 | $ | 18,444,645 | 5.0 | % | |||||||
IDEX Corp. | 30,500 | 2,396,690 | 0.7 | % | ||||||||
Pentair PLC | 33,200 | 2,282,500 | 0.6 | % | ||||||||
Roper Technologies, Inc. | 20,300 | 3,500,938 | 0.9 | % | ||||||||
The Boeing Company | 19,700 | 2,732,784 | 0.7 | % | ||||||||
Tyco International PLC | 134,200 | 5,164,016 | 1.4 | % | ||||||||
OTHER SECURITIES | 2,803,141 | 0.8 | % | |||||||||
42,682,198 | ||||||||||||
Information technology - 8.1% | ||||||||||||
Fidelity National Information Services, Inc. | 35,700 | 2,206,260 | 0.6 | % | ||||||||
Fiserv, Inc. (I) | 130,200 | 10,784,466 | 2.9 | % | ||||||||
Google, Inc., Class C (D)(I) | 5,013 | 2,609,317 | 0.7 | % | ||||||||
Microsoft Corp. | 112,000 | 4,944,800 | 1.3 | % | ||||||||
Visa, Inc., Class A (D) | 77,800 | 5,224,270 | 1.4 | % | ||||||||
OTHER SECURITIES | 4,304,596 | 1.2 | % | |||||||||
30,073,709 | ||||||||||||
Materials - 0.8% | ||||||||||||
Cytec Industries, Inc. | 47,400 | 2,869,122 | 0.8 | % | ||||||||
Telecommunication services - 0.4% | 1,529,101 | 0.4 | % | |||||||||
Utilities - 3.9% | ||||||||||||
FirstEnergy Corp. | 114,900 | 3,739,995 | 1.0 | % | ||||||||
PG&E Corp. | 165,000 | 8,101,500 | 2.2 | % | ||||||||
Xcel Energy, Inc. | 78,700 | 2,532,566 | 0.7 | % | ||||||||
14,374,061 | ||||||||||||
TOTAL COMMON STOCKS (Cost $195,614,332) | $ | 230,528,431 | ||||||||||
PREFERRED SECURITIES - 2.7% | ||||||||||||
Financials - 0.9% | ||||||||||||
American Tower Corp., 5.500% | 21,373 | 2,137,300 | 0.6 | % | ||||||||
OTHER SECURITIES | 1,044,830 | 0.3 | % | |||||||||
3,182,130 | ||||||||||||
Health care - 1.3% | ||||||||||||
Allergan PLC, 5.500% | 4,698 | 4,898,041 | 1.3 | % | ||||||||
Telecommunication services - 0.2% | 846,990 | 0.2 | % | |||||||||
Utilities - 0.3% | 953,805 | 0.3 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $9,413,727) | $ | 9,880,966 | ||||||||||
CORPORATE BONDS - 19.0% | ||||||||||||
Consumer discretionary - 4.6% | $ | 17,093,522 | 4.6 | % | ||||||||
Consumer staples - 0.3% | 1,155,416 | 0.3 | % | |||||||||
Energy - 6.4% | ||||||||||||
Exxon Mobil Corp. | ||||||||||||
0.333%, 03/01/2018 (P) | $ | 2,545,000 | 2,540,857 | 0.7 | % | |||||||
MarkWest Energy Partners LP | ||||||||||||
4.500%, 07/15/2023 | 2,550,000 | 2,499,000 | 0.7 | % | ||||||||
Range Resources Corp. | ||||||||||||
5.000%, 08/15/2022 to 03/15/2023 | 5,025,000 | 4,924,500 | 1.3 | % | ||||||||
OTHER SECURITIES | 13,811,845 | 3.7 | % | |||||||||
23,776,202 | ||||||||||||
Financials - 1.6% | 5,918,290 | 1.6 | % | |||||||||
Health care - 2.0% | 7,429,659 | 2.0 | % | |||||||||
Industrials - 1.3% | 4,738,272 | 1.3 | % | |||||||||
Information technology - 0.4% | 1,706,745 | 0.4 | % |
Capital Appreciation Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Materials - 0.3% | $ | 1,077,195 | 0.3 | % | ||||||||
Telecommunication services - 1.9% | ||||||||||||
UPCB Finance V, Ltd. | ||||||||||||
7.250%, 11/15/2021 (S) | $ | 2,205,000 | 2,381,400 | 0.7 | % | |||||||
UPCB Finance VI, Ltd. | ||||||||||||
6.875%, 01/15/2022 (S) | 2,182,500 | 2,324,363 | 0.6 | % | ||||||||
OTHER SECURITIES | 2,200,612 | 0.6 | % | |||||||||
6,906,375 | ||||||||||||
Utilities - 0.2% | 603,690 | 0.2 | % | |||||||||
TOTAL CORPORATE BONDS (Cost $70,552,844) | $ | 70,405,366 | ||||||||||
CONVERTIBLE BONDS - 0.1% | ||||||||||||
Consumer discretionary - 0.1% | 311,559 | 0.1 | % | |||||||||
TOTAL CONVERTIBLE BONDS (Cost $299,904) | $ | 311,559 | ||||||||||
TERM LOANS (M) - 5.2% | ||||||||||||
Consumer discretionary - 1.2% | 4,482,764 | 1.2 | % | |||||||||
Consumer staples - 1.4% | ||||||||||||
Kraft Heinz Foods Company | ||||||||||||
3.250%, 06/05/2020 | 3,342,292 | 3,341,457 | 0.9 | % | ||||||||
OTHER SECURITIES | 1,864,621 | 0.5 | % | |||||||||
5,206,078 | ||||||||||||
Health care - 1.0% | ||||||||||||
HCA, Inc. | ||||||||||||
2.937%, 03/31/2017 | 2,190,905 | 2,187,618 | 0.6 | % | ||||||||
OTHER SECURITIES | 1,244,613 | 0.4 | % | |||||||||
3,432,231 | ||||||||||||
Telecommunication services - 1.6% | ||||||||||||
Intelsat Jackson Holdings SA | ||||||||||||
3.750%, 06/30/2019 | 4,845,968 | 4,804,575 | 1.3 | % | ||||||||
OTHER SECURITIES | 1,179,044 | 0.3 | % | |||||||||
5,983,619 | ||||||||||||
TOTAL TERM LOANS (Cost $19,410,329) | $ | 19,104,692 | ||||||||||
Asset backed securities 0.1% | 555,579 | 0.1 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $555,520) | $ | 555,579 | ||||||||||
SECURITIES LENDING COLLATERAL - 0.0% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 6,597 | 65,999 | 0.0 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $66,000) | $ | 65,999 | ||||||||||
SHORT-TERM INVESTMENTS - 11.2% | ||||||||||||
Money market funds - 11.0% | ||||||||||||
T. Rowe Price Reserve Investment Fund, 0.0722% (Y) | 40,996,850 | 40,996,850 | 11.0 | % | ||||||||
Repurchase agreement - 0.2% | $ | 709,000 | 0.2 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $41,705,850) | $ | 41,705,850 | ||||||||||
Total Investments (Capital Appreciation Value Trust) | ||||||||||||
(Cost $337,618,506) - 100.5% | $ | 372,558,442 | 100.5 | % | ||||||||
Other assets and liabilities, net - (0.5%) | (1,755,454 | ) | (0.5 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 370,802,988 | 100.0 | % |
The accompanying notes are an integral part of the financial statements. | 20 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Core Strategy Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
AFFILIATED INVESTMENT COMPANIES (G) - 100.0% | ||||||||||||
Equity - 69.9% | ||||||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 153,588,629 | $ | 2,707,767,534 | 69.9 | % | |||||||
Fixed income - 30.1% | ||||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 85,408,598 | 1,167,535,531 | 30.1 | % | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $3,670,179,605) | $ | 3,875,303,065 | ||||||||||
COMMON STOCKS - 0.0% | ||||||||||||
Consumer discretionary - 0.0% | ||||||||||||
Urbi Desarrollos Urbanos SAB de CV (I) | 6,600 | 660 | 0.0 | % | ||||||||
Consumer staples - 0.0% | ||||||||||||
Chaoda Modern Agriculture Holdings, Ltd. (I) | 28,480 | 1,910 | 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 | 685 | 0.0 | % | ||||||||
Industrials - 0.0% | ||||||||||||
China Metal Recycling Holdings, Ltd. (I) | 7,800 | 0 | 0.0 | % | ||||||||
Virgin Australia Holdings, Ltd. (I) | 16,061 | 62 | 0.0 | % | ||||||||
Materials - 0.0% | ||||||||||||
Timminco, Ltd. (I) | 300 | 0 | 0.0 | % | ||||||||
TOTAL COMMON STOCKS (Cost $100,246) | $ | 3,317 | ||||||||||
Total Investments (Core Strategy Trust) | ||||||||||||
(Cost $3,670,279,851) - 100.0% | $ | 3,875,306,382 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | 426,006 | 0.0 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 3,875,732,388 | 100.0 | % |
Emerging Markets Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 96.2% | ||||||||||||
Australia - 0.0% | $ | 320,029 | 0.0 | % | ||||||||
Brazil - 5.7% | ||||||||||||
Banco do Brasil SA | 545,424 | 4,259,398 | 0.5 | % | ||||||||
BM&FBovespa SA | 971,988 | 3,663,986 | 0.5 | % | ||||||||
Fibria Celulose SA | 55,198 | 753,112 | 0.1 | % | ||||||||
Fibria Celulose SA, ADR (L) | 180,847 | 2,461,328 | 0.3 | % | ||||||||
JBS SA | 669,361 | 3,522,159 | 0.4 | % | ||||||||
Petroleo Brasileiro SA (I) | 491,818 | 2,219,358 | 0.3 | % | ||||||||
Petroleo Brasileiro SA, ADR (I) | 961,096 | 7,842,543 | 1.0 | % | ||||||||
Petroleo Brasileiro SA, ADR (I)(L) | 671,709 | 6,078,966 | 0.7 | % | ||||||||
Vale SA | 1,050,411 | 6,179,286 | 0.8 | % | ||||||||
OTHER SECURITIES | 10,119,745 | 1.1 | % | |||||||||
47,099,881 | ||||||||||||
Chile - 2.0% | ||||||||||||
Enersis SA, ADR | 379,515 | 6,007,722 | 0.7 | % | ||||||||
OTHER SECURITIES | 10,392,602 | 1.3 | % | |||||||||
16,400,324 |
Emerging Markets Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
China - 10.9% | ||||||||||||
Bank of China, Ltd., H Shares | 26,188,694 | $ | 16,995,974 | 2.1 | % | |||||||
China Construction Bank Corp., H Shares | 8,025,000 | 7,320,052 | 0.9 | % | ||||||||
China Petroleum & Chemical Corp., ADR | 123,152 | 10,555,353 | 1.3 | % | ||||||||
Industrial & Commercial Bank of China, Ltd., H Shares | 12,424,000 | 9,858,770 | 1.2 | % | ||||||||
OTHER SECURITIES | 44,616,702 | 5.4 | % | |||||||||
89,346,851 | ||||||||||||
Colombia - 0.4% | 2,850,866 | 0.4 | % | |||||||||
Czech Republic - 0.5% | 4,045,891 | 0.5 | % | |||||||||
Greece - 0.1% | 1,066,862 | 0.1 | % | |||||||||
Hong Kong - 3.5% | ||||||||||||
China Unicom Hong Kong, Ltd. | 1,202,000 | 1,879,190 | 0.2 | % | ||||||||
China Unicom Hong Kong, Ltd., ADR | 151,861 | 2,384,218 | 0.3 | % | ||||||||
OTHER SECURITIES | 24,616,446 | 3.0 | % | |||||||||
28,879,854 | ||||||||||||
Hungary - 0.2% | 1,809,589 | 0.2 | % | |||||||||
India - 10.4% | ||||||||||||
ICICI Bank, Ltd. | 1,453,288 | 7,052,459 | 0.9 | % | ||||||||
Reliance Industries, Ltd. | 260,778 | 4,087,284 | 0.5 | % | ||||||||
Reliance Industries, Ltd., GDR (S) | 287,121 | 8,937,613 | 1.1 | % | ||||||||
Sesa Sterlite, Ltd. | 261,131 | 709,556 | 0.1 | % | ||||||||
State Bank of India | 956,730 | 3,946,067 | 0.5 | % | ||||||||
State Bank of India, GDR | 510 | 21,073 | 0.0 | % | ||||||||
Tata Motors, Ltd. | 470,893 | 3,187,401 | 0.4 | % | ||||||||
Vedanta, Ltd., ADR | 212,366 | 2,293,553 | 0.3 | % | ||||||||
OTHER SECURITIES | 54,879,156 | 6.6 | % | |||||||||
85,114,162 | ||||||||||||
Indonesia - 2.8% | 22,933,851 | 2.8 | % | |||||||||
Malaysia - 4.3% | 35,266,679 | 4.3 | % | |||||||||
Malta - 0.0% | 21,932 | 0.0 | % | |||||||||
Mexico - 5.7% | ||||||||||||
Cemex SAB de CV, ADR (I) | 731,961 | 6,704,763 | 0.8 | % | ||||||||
Grupo Aeroportuario del Pacifico SAB de CV, ADR | 50,547 | 3,461,964 | 0.4 | % | ||||||||
Grupo Financiero Banorte SAB de CV, Series O | 1,646,277 | 9,051,774 | 1.1 | % | ||||||||
Grupo Mexico SAB de CV, Series B | 1,783,257 | 5,365,371 | 0.7 | % | ||||||||
Organizacion Soriana SAB de CV, Series B | 1,364,591 | 3,048,245 | 0.4 | % | ||||||||
OTHER SECURITIES | 19,452,735 | 2.3 | % | |||||||||
47,084,852 | ||||||||||||
Philippines - 1.4% | 11,692,245 | 1.4 | % | |||||||||
Poland - 2.2% | ||||||||||||
PGE Polska Grupa Energetyczna SA | 728,146 | 3,570,876 | 0.4 | % | ||||||||
Polski Koncern Naftowy Orlen SA | 219,318 | 4,307,656 | 0.5 | % | ||||||||
OTHER SECURITIES | 10,250,349 | 1.3 | % | |||||||||
18,128,881 | ||||||||||||
Russia - 2.5% | ||||||||||||
Gazprom OAO, ADR | 3,128,293 | 16,298,837 | 2.0 | % | ||||||||
Lukoil OAO, ADR | 71,485 | 3,149,610 | 0.4 | % | ||||||||
OTHER SECURITIES | 1,052,295 | 0.1 | % | |||||||||
20,500,742 | ||||||||||||
South Africa - 9.0% | ||||||||||||
AngloGold Ashanti, Ltd., ADR (I) | 430,478 | 3,852,778 | 0.5 | % |
The accompanying notes are an integral part of the financial statements. | 21 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Emerging Markets Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
South Africa (continued) | ||||||||||||
Barclays Africa Group, Ltd. | 337,639 | $ | 5,075,803 | 0.6 | % | |||||||
Nedbank Group, Ltd. | 173,000 | 3,435,370 | 0.4 | % | ||||||||
Sasol, Ltd. | 238,185 | 8,819,926 | 1.1 | % | ||||||||
Sasol, Ltd., ADR | 63,922 | 2,368,949 | 0.3 | % | ||||||||
Standard Bank Group, Ltd. | 757,875 | 9,973,173 | 1.2 | % | ||||||||
Steinhoff International Holdings, Ltd. | 1,237,682 | 7,832,946 | 1.0 | % | ||||||||
OTHER SECURITIES | 32,613,608 | 3.9 | % | |||||||||
73,972,553 | ||||||||||||
South Korea - 14.8% | ||||||||||||
Hana Financial Group, Inc. | 150,351 | 3,909,972 | 0.5 | % | ||||||||
Hyundai Motor Company | 62,808 | 7,646,026 | 0.9 | % | ||||||||
KB Financial Group, Inc., ADR | 283,520 | 9,319,302 | 1.2 | % | ||||||||
LG Display Company, Ltd., ADR (L) | 324,809 | 3,764,536 | 0.5 | % | ||||||||
LG Electronics, Inc. | 80,675 | 3,410,951 | 0.4 | % | ||||||||
POSCO | 33,218 | 6,651,561 | 0.8 | % | ||||||||
POSCO, ADR | 58,804 | 2,886,688 | 0.4 | % | ||||||||
Shinhan Financial Group Company, Ltd., ADR | 340,061 | 12,602,661 | 1.5 | % | ||||||||
SK Holdings Company, Ltd. | 23,923 | 4,240,342 | 0.5 | % | ||||||||
SK Innovation Company, Ltd. (I) | 36,518 | 3,981,520 | 0.5 | % | ||||||||
OTHER SECURITIES | 63,242,517 | 7.6 | % | |||||||||
121,656,076 | ||||||||||||
Taiwan - 14.8% | ||||||||||||
AU Optronics Corp., ADR | 861,425 | 3,841,956 | 0.5 | % | ||||||||
Fubon Financial Holding Company, Ltd. | 3,462,417 | 6,881,161 | 0.9 | % | ||||||||
Innolux Corp. | 6,278,561 | 3,271,218 | 0.4 | % | ||||||||
Mega Financial Holding Company, Ltd. | 5,806,098 | 5,229,723 | 0.7 | % | ||||||||
Taishin Financial Holdings Company, Ltd. | 7,680,400 | 3,199,880 | 0.4 | % | ||||||||
United Microelectronics Corp. | 9,846,794 | 4,158,747 | 0.5 | % | ||||||||
OTHER SECURITIES | 95,298,054 | 11.4 | % | |||||||||
121,880,739 | ||||||||||||
Thailand - 3.3% | ||||||||||||
PTT PCL | 868,700 | 9,233,418 | 1.1 | % | ||||||||
OTHER SECURITIES | 17,939,948 | 2.2 | % | |||||||||
27,173,366 | ||||||||||||
Turkey - 1.7% | 13,624,872 | 1.7 | % | |||||||||
Ukraine - 0.0% | 261,094 | 0.0 | % | |||||||||
TOTAL COMMON STOCKS (Cost $828,917,950) | $ | 791,132,191 | ||||||||||
PREFERRED SECURITIES - 2.0% | ||||||||||||
Brazil - 1.9% | ||||||||||||
Petroleo Brasileiro SA (I) | 658,968 | 2,693,861 | 0.3 | % | ||||||||
Vale SA | 1,571,977 | 7,877,328 | 1.0 | % | ||||||||
OTHER SECURITIES | 4,794,892 | 0.6 | % | |||||||||
15,366,081 | ||||||||||||
Chile - 0.0% | 13,148 | 0.0 | % | |||||||||
Colombia - 0.1% | 694,423 | 0.1 | % | |||||||||
Panama - 0.0% | 66,042 | 0.0 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $34,018,802) | $ | 16,139,694 | ||||||||||
RIGHTS - 0.0% | ||||||||||||
TOTAL RIGHTS (Cost $0) | $ | 5,234 |
Emerging Markets Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
WARRANTS - 0.0% | ||||||||||||
TOTAL WARRANTS (Cost $0) | $ | 11,403 | ||||||||||
SECURITIES LENDING COLLATERAL - 2.8% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 2,299,321 | 23,005,168 | 2.8 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $23,005,146) | $ | 23,005,168 | ||||||||||
SHORT-TERM INVESTMENTS - 0.7% | ||||||||||||
Money market funds - 0.7% | ||||||||||||
BlackRock Cash Funds - Prime, 0.1300% (Y) | 5,760,245 | 5,760,245 | 0.7 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,760,245) | $ | 5,760,245 | ||||||||||
Total Investments (Emerging Markets Value Trust) | ||||||||||||
(Cost $891,702,143) - 101.7% | $ | 836,053,935 | ||||||||||
Other assets and liabilities, net - (1.7%) | (13,591,795 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 822,462,140 |
Equity Income Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 97.0% | ||||||||||||
Consumer discretionary - 13.0% | ||||||||||||
Carnival Corp. | 345,000 | $ | 17,039,550 | 0.9 | % | |||||||
Kohl’s Corp. | 291,700 | 18,263,337 | 1.0 | % | ||||||||
Las Vegas Sands Corp. | 220,600 | 11,596,942 | 0.6 | % | ||||||||
Mattel, Inc. | 755,375 | 19,405,584 | 1.1 | % | ||||||||
Time Warner, Inc. | 309,100 | 27,018,431 | 1.5 | % | ||||||||
OTHER SECURITIES | 146,141,116 | 7.9 | % | |||||||||
239,464,960 | ||||||||||||
Consumer staples - 4.6% | ||||||||||||
Archer-Daniels-Midland Company | 434,300 | 20,941,946 | 1.1 | % | ||||||||
OTHER SECURITIES | 63,651,091 | 3.5 | % | |||||||||
84,593,037 | ||||||||||||
Energy - 11.4% | ||||||||||||
Apache Corp. | 480,400 | 27,685,452 | 1.5 | % | ||||||||
Canadian Natural Resources, Ltd. | 203,600 | 5,529,776 | 0.3 | % | ||||||||
Chevron Corp. | 339,400 | 32,741,918 | 1.8 | % | ||||||||
Exxon Mobil Corp. | 366,400 | 30,484,480 | 1.6 | % | ||||||||
Hess Corp. | 364,300 | 24,364,384 | 1.3 | % | ||||||||
Royal Dutch Shell PLC, ADR, Class A | 403,800 | 23,020,638 | 1.2 | % | ||||||||
OTHER SECURITIES | 66,935,105 | 3.7 | % | |||||||||
210,761,753 | ||||||||||||
Financials - 21.4% | ||||||||||||
American Express Company | 232,600 | 18,077,672 | 1.0 | % | ||||||||
Bank of America Corp. | 2,038,493 | 34,695,151 | 1.9 | % | ||||||||
JPMorgan Chase & Co. | 860,075 | 58,278,682 | 3.2 | % | ||||||||
Marsh & McLennan Companies, Inc. | 499,000 | 28,293,300 | 1.5 | % | ||||||||
MetLife, Inc. | 330,500 | 18,504,695 | 1.0 | % | ||||||||
Northern Trust Corp. | 308,900 | 23,618,494 | 1.3 | % | ||||||||
SunTrust Banks, Inc. | 522,700 | 22,486,554 | 1.2 | % | ||||||||
The PNC Financial Services Group, Inc. | 343,200 | 32,827,080 | 1.8 | % | ||||||||
U.S. Bancorp | 823,100 | 35,722,540 | 1.9 | % |
The accompanying notes are an integral part of the financial statements. | 22 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Equity Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
Wells Fargo & Company | 794,100 | $ | 44,660,184 | 2.4 | % | |||||||
OTHER SECURITIES | 77,417,692 | 4.2 | % | |||||||||
394,582,044 | ||||||||||||
Health care - 6.6% | ||||||||||||
Bristol-Myers Squibb Company | 399,125 | 26,557,778 | 1.4 | % | ||||||||
Johnson & Johnson | 318,000 | 30,992,280 | 1.7 | % | ||||||||
Merck & Company, Inc. | 454,750 | 25,888,918 | 1.4 | % | ||||||||
Pfizer, Inc. | 874,235 | 29,313,100 | 1.6 | % | ||||||||
OTHER SECURITIES | 8,839,171 | 0.5 | % | |||||||||
121,591,247 | ||||||||||||
Industrials - 13.8% | ||||||||||||
Deere & Company | 172,300 | 16,721,715 | 0.9 | % | ||||||||
Emerson Electric Company | 349,000 | 19,345,070 | 1.1 | % | ||||||||
General Electric Company | 2,164,500 | 57,510,765 | 3.1 | % | ||||||||
Honeywell International, Inc. | 181,900 | 18,548,343 | 1.0 | % | ||||||||
Illinois Tool Works, Inc. | 259,700 | 23,837,863 | 1.3 | % | ||||||||
The Boeing Company | 175,300 | 24,317,616 | 1.3 | % | ||||||||
United Parcel Service, Inc., Class B | 215,000 | 20,835,650 | 1.1 | % | ||||||||
OTHER SECURITIES | 74,162,521 | 4.0 | % | |||||||||
255,279,543 | ||||||||||||
Information technology - 10.8% | ||||||||||||
Analog Devices, Inc. | 249,500 | 16,014,158 | 0.9 | % | ||||||||
Applied Materials, Inc. | 864,400 | 16,613,768 | 0.9 | % | ||||||||
Cisco Systems, Inc. | 705,100 | 19,362,046 | 1.0 | % | ||||||||
Corning, Inc. | 815,500 | 16,089,815 | 0.9 | % | ||||||||
Dell, Inc. (I) | 1,271,400 | 19,251,273 | 1.0 | % | ||||||||
Harris Corp. | 264,900 | 20,373,459 | 1.1 | % | ||||||||
IBM Corp. | 102,300 | 16,640,118 | 0.9 | % | ||||||||
Microsoft Corp. | 425,325 | 18,778,099 | 1.0 | % | ||||||||
QUALCOMM, Inc. | 308,900 | 19,346,407 | 1.0 | % | ||||||||
Texas Instruments, Inc. | 314,800 | 16,215,348 | 0.9 | % | ||||||||
OTHER SECURITIES | 21,304,294 | 1.2 | % | |||||||||
199,988,785 | ||||||||||||
Materials - 5.2% | ||||||||||||
International Paper Company | 478,600 | 22,776,574 | 1.3 | % | ||||||||
Vulcan Materials Company | 222,300 | 18,657,639 | 1.0 | % | ||||||||
OTHER SECURITIES | 54,370,520 | 2.9 | % | |||||||||
95,804,733 | ||||||||||||
Telecommunication services - 3.9% | ||||||||||||
AT&T, Inc. | 841,949 | 29,906,028 | 1.6 | % | ||||||||
Verizon Communications, Inc. | 417,285 | 19,449,654 | 1.1 | % | ||||||||
OTHER SECURITIES | 22,136,660 | 1.2 | % | |||||||||
71,492,342 | ||||||||||||
Utilities - 6.3% | ||||||||||||
Duke Energy Corp. | 317,719 | 22,437,316 | 1.2 | % | ||||||||
Entergy Corp. | 268,400 | 18,922,200 | 1.0 | % | ||||||||
NiSource, Inc. | 594,300 | 27,094,137 | 1.5 | % | ||||||||
OTHER SECURITIES | 48,563,118 | 2.6 | % | |||||||||
117,016,771 | ||||||||||||
TOTAL COMMON STOCKS (Cost $1,259,852,854) | $ | 1,790,575,215 |
Equity Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 1.1% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 2,019,203 | $ | 20,202,529 | 1.1 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $20,202,395) | $ | 20,202,529 | ||||||||||
SHORT-TERM INVESTMENTS - 3.8% | ||||||||||||
Money market funds - 3.8% | ||||||||||||
T. Rowe Price Reserve Investment Fund, 0.0722% (Y) | 66,535,795 | 66,535,795 | 3.6 | % | ||||||||
OTHER SECURITIES | 3,000,000 | 0.2 | % | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $69,535,795) | $ | 69,535,795 | ||||||||||
Total Investments (Equity Income Trust) | ||||||||||||
(Cost $1,349,591,044) - 101.9% | $ | 1,880,313,539 | 101.9 | % | ||||||||
Other assets and liabilities, net - (1.9%) | (34,382,821 | ) | (1.9 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,845,930,718 | 100.0 | % |
Financial Industries Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 94.9% | ||||||||||||
Financials - 93.5% | ||||||||||||
American Capital, Ltd. (I) | 305,351 | $ | 4,137,506 | 2.3 | % | |||||||
American International Group, Inc. | 74,651 | 4,614,925 | 2.6 | % | ||||||||
Ameriprise Financial, Inc. | 39,716 | 4,961,720 | 2.8 | % | ||||||||
Assured Guaranty, Ltd. | 149,742 | 3,592,311 | 2.0 | % | ||||||||
Azimut Holding SpA | 105,522 | 3,088,821 | 1.7 | % | ||||||||
Bank of America Corp. | 323,565 | 5,507,076 | 3.1 | % | ||||||||
Bank of Ireland (I) | 8,184,132 | 3,312,906 | 1.8 | % | ||||||||
Barclays PLC, ADR | 284,204 | 4,672,314 | 2.6 | % | ||||||||
BB&T Corp. | 51,952 | 2,094,185 | 1.2 | % | ||||||||
Berkshire Hathaway, Inc., Class B (I) | 8,900 | 1,211,379 | 0.7 | % | ||||||||
CIT Group, Inc. | 66,084 | 3,072,245 | 1.7 | % | ||||||||
Citigroup, Inc. | 132,527 | 7,320,791 | 4.1 | % | ||||||||
CNO Financial Group, Inc. | 251,450 | 4,614,108 | 2.6 | % | ||||||||
Danske Bank A/S | 109,368 | 3,215,089 | 1.8 | % | ||||||||
Discover Financial Services | 78,723 | 4,536,019 | 2.5 | % | ||||||||
East West Bancorp, Inc. | 43,235 | 1,937,793 | 1.1 | % | ||||||||
Essex Property Trust, Inc. | 6,797 | 1,444,363 | 0.8 | % | ||||||||
FelCor Lodging Trust, Inc. | 154,371 | 1,525,185 | 0.8 | % | ||||||||
Flushing Financial Corp. | 43,445 | 912,779 | 0.5 | % | ||||||||
Gjensidige Forsikring ASA | 74,086 | 1,192,916 | 0.7 | % | ||||||||
Glacier Bancorp, Inc. | 99,765 | 2,935,086 | 1.6 | % | ||||||||
Great Western Bancorp, Inc. | 47,443 | 1,143,851 | 0.6 | % | ||||||||
Intermediate Capital Group PLC | 174,561 | 1,507,986 | 0.8 | % | ||||||||
Invesco, Ltd. | 110,074 | 4,126,674 | 2.3 | % | ||||||||
JPMorgan Chase & Co. | 100,129 | 6,784,741 | 3.8 | % | ||||||||
KeyCorp | 60,568 | 909,731 | 0.5 | % | ||||||||
KKR & Company LP | 159,044 | 3,634,155 | 2.0 | % | ||||||||
Lincoln National Corp. | 56,848 | 3,366,539 | 1.9 | % | ||||||||
M&T Bank Corp. | 13,947 | 1,742,399 | 1.0 | % | ||||||||
Regions Financial Corp. | 230,378 | 2,386,716 | 1.3 | % | ||||||||
Rexford Industrial Realty, Inc. | 74,344 | 1,083,936 | 0.6 | % | ||||||||
Royal Bank of Scotland Group PLC, ADR (I) | 271,811 | 3,008,948 | 1.7 | % | ||||||||
Sandy Spring Bancorp, Inc. | 32,922 | 921,158 | 0.5 | % | ||||||||
Schroders PLC | 56,738 | 2,831,042 | 1.6 | % | ||||||||
Simon Property Group, Inc. | 18,458 | 3,193,603 | 1.8 | % |
The accompanying notes are an integral part of the financial statements. | 23 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Financial Industries Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
SKBHC Holdings LLC (I)(R) | 516 | $ | 3,872,195 | 2.2 | % | |||||||
State Street Corp. | 25,781 | 1,985,137 | 1.1 | % | ||||||||
SunTrust Banks, Inc. | 93,793 | 4,034,975 | 2.3 | % | ||||||||
SVB Financial Group (I) | 32,608 | 4,694,900 | 2.6 | % | ||||||||
Talmer Bancorp, Inc., Class A | 76,528 | 1,281,844 | 0.7 | % | ||||||||
The Blackstone Group LP | 154,043 | 6,295,737 | 3.5 | % | ||||||||
The Carlyle Group LP | 92,471 | 2,603,059 | 1.5 | % | ||||||||
The Hartford Financial Services Group, Inc. | 58,298 | 2,423,448 | 1.4 | % | ||||||||
The PNC Financial Services Group, Inc. | 40,881 | 3,910,268 | 2.2 | % | ||||||||
U.S. Bancorp | 144,842 | 6,286,143 | 3.5 | % | ||||||||
UniCredit SpA | 702,630 | 4,722,285 | 2.6 | % | ||||||||
Union Bankshares Corp. | 74,050 | 1,720,922 | 1.0 | % | ||||||||
Wells Fargo & Company | 78,962 | 4,440,823 | 2.5 | % | ||||||||
Zions Bancorporation | 105,150 | 3,336,935 | 1.9 | % | ||||||||
OTHER SECURITIES | �� | 9,335,990 | 5.1 | % | ||||||||
167,485,657 | ||||||||||||
Information technology - 1.4% | ||||||||||||
Visa, Inc., Class A | 35,977 | 2,415,856 | 1.4 | % | ||||||||
TOTAL COMMON STOCKS (Cost $156,307,921) | $ | 169,901,513 | ||||||||||
CORPORATE BONDS - 0.4% | ||||||||||||
Financials - 0.4% | $ | 677,325 | 0.4 | % | ||||||||
TOTAL CORPORATE BONDS (Cost $660,000) | $ | 677,325 | ||||||||||
WARRANTS - 0.5% | ||||||||||||
Citigroup, Inc. (Expiration Date: 01/04/2019; Strike Price: $106.10) (I) | 185,654 | 137,384 | 0.1 | % | ||||||||
The PNC Financial Services Group, Inc. (Expiration Date: 12/31/2018; Strike Price: $67.33) (I) | 6,265 | 179,993 | 0.1 | % | ||||||||
OTHER SECURITIES | 643,913 | 0.3 | % | |||||||||
TOTAL WARRANTS (Cost $878,936) | $ | 961,290 | ||||||||||
SHORT-TERM INVESTMENTS - 1.6% | ||||||||||||
Repurchase agreement - 1.6% | ||||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 at 0.000% to be repurchased at $2,927,000 on 07/01/2015, collateralized by $2,945,000 U.S. Treasury Notes, 1.500% due 01/31/2019 (valued at $2,987,408, including interest) | $ | 2,927,000 | $ | 2,927,000 | 1.6 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,927,000) | $ | 2,927,000 | ||||||||||
Total Investments (Financial Industries Trust) (Cost $160,773,857) - 97.4% | $ | 174,467,128 | 97.4 | % | ||||||||
Other assets and liabilities, net - 2.6% | 4,675,656 | 2.6 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 179,142,784 | 100.0 | % |
Franklin Templeton Founding Allocation Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
INVESTMENT COMPANIES - 100.0% | ||||||||||||
Affiliated Investment Companies (G) - 100.0% | ||||||||||||
Equity - 66.6% | ||||||||||||
Global, Series NAV (Templeton) | 19,891,627 | $ | 395,246,633 | 33.2 | % | |||||||
Mutual Shares, Series NAV (Franklin) | 27,754,936 | 398,005,775 | 33.4 | % | ||||||||
793,252,408 | ||||||||||||
Fixed income - 33.4% | ||||||||||||
Income, Series NAV (Franklin) | 33,703,900 | 398,717,142 | 33.4 | % | ||||||||
1,191,969,550 | ||||||||||||
TOTAL INVESTMENT COMPANIES (Cost $910,939,127) | $ | 1,191,969,550 | ||||||||||
Total Investments (Franklin Templeton Founding Allocation Trust) | ||||||||||||
(Cost $910,939,127) - 100.0% | $ | 1,191,969,550 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (66,318 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,191,903,232 | 100.0 | % |
Fundamental All Cap Core Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 97.3% | ||||||||||||
Consumer discretionary - 31.2% | ||||||||||||
adidas AG | 611,849 | $ | 46,815,195 | 2.7 | % | |||||||
Amazon.com, Inc. (I) | 289,352 | 125,604,810 | 7.3 | % | ||||||||
CarMax, Inc. (I) | 504,272 | 33,387,849 | 1.9 | % | ||||||||
DeVry Education Group, Inc. | 898,927 | 26,949,831 | 1.6 | % | ||||||||
Group 1 Automotive, Inc. | 392,915 | 35,688,469 | 2.1 | % | ||||||||
Lennar Corp., Class A | 1,699,633 | 86,749,268 | 5.1 | % | ||||||||
Lowe’s Companies, Inc. | 409,215 | 27,405,129 | 1.6 | % | ||||||||
NVR, Inc. (I) | 25,266 | 33,856,440 | 2.0 | % | ||||||||
Ralph Lauren Corp. | 400,318 | 52,986,090 | 3.1 | % | ||||||||
Starbucks Corp. | 346,816 | 18,594,540 | 1.1 | % | ||||||||
Tempur Sealy International, Inc. (I) | 698,444 | 46,027,460 | 2.7 | % | ||||||||
534,065,081 | ||||||||||||
Consumer staples - 2.1% | ||||||||||||
Diageo PLC, ADR | 121,296 | 14,075,188 | 0.8 | % | ||||||||
SABMiller PLC | 437,049 | 22,661,164 | 1.3 | % | ||||||||
36,736,352 | ||||||||||||
Energy - 6.1% | ||||||||||||
Cabot Oil & Gas Corp. | 704,098 | 22,207,251 | 1.3 | % | ||||||||
National Oilwell Varco, Inc. | 200,943 | 9,701,528 | 0.6 | % | ||||||||
Range Resources Corp. | 412,301 | 20,359,423 | 1.2 | % | ||||||||
Schlumberger, Ltd. | 311,134 | 26,816,639 | 1.6 | % | ||||||||
Weatherford International PLC (I) | 2,032,857 | 24,943,155 | 1.4 | % | ||||||||
104,027,996 | ||||||||||||
Financials - 30.2% | ||||||||||||
Affiliated Managers Group, Inc. (I) | 96,779 | 21,155,889 | 1.2 | % | ||||||||
AllianceBernstein Holding LP | 2,011,494 | 59,399,418 | 3.5 | % | ||||||||
American International Group, Inc. | 1,032,350 | 63,819,877 | 3.7 | % | ||||||||
American Tower Corp. | 280,662 | 26,182,958 | 1.5 | % | ||||||||
Bank of America Corp. | 4,858,584 | 82,693,100 | 4.8 | % | ||||||||
CIT Group, Inc. | 671,866 | 31,235,050 | 1.8 | % | ||||||||
Citigroup, Inc. | 1,355,082 | 74,854,730 | 4.4 | % | ||||||||
Morgan Stanley | 1,366,208 | 52,995,208 | 3.1 | % | ||||||||
Santander Consumer USA Holdings, Inc. (I) | 1,309,547 | 33,485,117 | 2.0 | % |
The accompanying notes are an integral part of the financial statements. | 24 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Fundamental All Cap Core Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
T. Rowe Price Group, Inc. | 432,982 | $ | 33,655,691 | 2.0 | % | |||||||
The Goldman Sachs Group, Inc. | 183,845 | 38,384,998 | 2.2 | % | ||||||||
517,862,036 | ||||||||||||
Health care - 3.8% | ||||||||||||
Amgen, Inc. | 198,886 | 30,532,979 | 1.8 | % | ||||||||
AMN Healthcare Services, Inc. (I) | 857,779 | 27,097,239 | 1.6 | % | ||||||||
Castlight Health, Inc., B Shares (I) | 944,398 | 7,687,400 | 0.4 | % | ||||||||
65,317,618 | ||||||||||||
Industrials - 7.5% | ||||||||||||
IHS, Inc., Class A (I) | 226,926 | 29,189,491 | 1.7 | % | ||||||||
Sensata Technologies Holding NV (I) | 509,214 | 26,855,946 | 1.6 | % | ||||||||
The Manitowoc Company, Inc. | 237,449 | 4,654,000 | 0.3 | % | ||||||||
TransDigm Group, Inc. (I) | 126,415 | 28,401,658 | 1.6 | % | ||||||||
United Rentals, Inc. (I) | 249,406 | 21,852,954 | 1.3 | % | ||||||||
WESCO International, Inc. (I) | 247,411 | 16,982,291 | 1.0 | % | ||||||||
127,936,340 | ||||||||||||
Information technology - 14.2% | ||||||||||||
Alibaba Group | ||||||||||||
Holding, Ltd., ADR (I) | 46,938 | 3,861,589 | 0.2 | % | ||||||||
Blackhawk Network Holdings, Inc. (I) | 601,002 | 24,761,282 | 1.4 | % | ||||||||
eBay, Inc. (I) | 282,758 | 17,033,342 | 1.0 | % | ||||||||
Facebook, Inc., Class A (I) | 824,138 | 70,682,196 | 4.1 | % | ||||||||
Google, Inc., Class A (I) | 62,762 | 33,893,990 | 2.0 | % | ||||||||
Google, Inc., Class C (I) | 1,725 | 897,880 | 0.1 | % | ||||||||
LinkedIn Corp., Class A (I) | 179,677 | 37,126,659 | 2.2 | % | ||||||||
QUALCOMM, Inc. | 462,641 | 28,975,206 | 1.7 | % | ||||||||
Workday, Inc., Class A (I) | 340,790 | 26,032,948 | 1.5 | % | ||||||||
243,265,092 | ||||||||||||
Materials - 2.2% | ||||||||||||
Louisiana-Pacific Corp. (I) | 2,241,826 | 38,178,297 | 2.2 | % | ||||||||
TOTAL COMMON STOCKS (Cost $1,293,623,729) | $ | 1,667,388,812 | ||||||||||
SHORT-TERM INVESTMENTS - 1.4% | ||||||||||||
Repurchase agreement - 1.4% | ||||||||||||
Barclays Tri-Party Repurchase Agreement dated 06/30/2015 at 0.090% to be repurchased at $9,095,023 on 07/01/2015, collateralized by $8,801,800 U.S. Treasury Inflation Indexed Notes 0.125% - 2.125% due 04/15/2017 to 1/15/2019 (valued at $9,276,973, including interest) | $ | 9,095,000 | $ | 9,095,000 | 0.5 | % |
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 06/30/2015 at 0.000% to be repurchased at $14,617,000 on 07/01/2015, collateralized by $14,730,000 U.S. Treasury Notes, 1.500% due 02/28/2019 (valued at $14,909,706, including interest) | $ | 14,617,000 | $ | 14,617,000 | 0.9 | % | ||||||
23,712,000 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $23,712,000) | $ | 23,712,000 | ||||||||||
Total Investments (Fundamental All Cap Core Trust) (Cost $1,317,335,729) - 98.7% | $ | 1,691,100,812 | 98.7 | % | ||||||||
Other assets and liabilities, net - 1.3% | 21,636,103 | 1.3 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,712,736,915 | 100.0 | % |
Fundamental Large Cap Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 99.6% | ||||||||||||
Consumer discretionary - 15.9% | ||||||||||||
adidas AG | 592,347 | $ | 45,323,013 | 2.7 | % | |||||||
DeVry Education Group, Inc. | 537,933 | 16,127,231 | 0.9 | % | ||||||||
Lennar Corp., Class A | 1,398,399 | 71,374,285 | 4.2 | % | ||||||||
Lowe’s Companies, Inc. | 622,703 | 41,702,420 | 2.4 | % | ||||||||
NVR, Inc. (I) | 22,755 | 30,491,700 | 1.8 | % | ||||||||
Ralph Lauren Corp. | 159,714 | 21,139,745 | 1.2 | % | ||||||||
Tempur Sealy International, Inc. (I) | 690,482 | 45,502,764 | 2.7 | % | ||||||||
271,661,158 | ||||||||||||
Consumer staples - 9.9% | ||||||||||||
Danone SA | 256,494 | 16,614,241 | 1.0 | % | ||||||||
Diageo PLC, ADR | 186,078 | 21,592,491 | 1.3 | % | ||||||||
Heineken Holding NV | 272,171 | 19,076,318 | 1.1 | % | ||||||||
Imperial Tobacco Group PLC | 364,683 | 17,563,931 | 1.0 | % | ||||||||
PepsiCo, Inc. | 306,631 | 28,620,938 | 1.7 | % | ||||||||
Philip Morris International, Inc. | 203,720 | 16,332,232 | 0.9 | % | ||||||||
SABMiller PLC | 553,101 | 28,678,506 | 1.7 | % | ||||||||
The Procter & Gamble Company | 267,107 | 20,898,452 | 1.2 | % | ||||||||
169,377,109 | ||||||||||||
Energy - 9.4% | ||||||||||||
Apache Corp. | 426,943 | 24,604,725 | 1.5 | % | ||||||||
Cabot Oil & Gas Corp. | 763,418 | 24,078,204 | 1.4 | % | ||||||||
Chevron Corp. | 243,739 | 23,513,501 | 1.4 | % | ||||||||
Exxon Mobil Corp. | 190,117 | 15,817,734 | 0.9 | % | ||||||||
National Oilwell Varco, Inc. | 255,718 | 12,346,065 | 0.7 | % | ||||||||
Occidental Petroleum Corp. | 525,599 | 40,875,834 | 2.4 | % | ||||||||
Weatherford International PLC (I) | 1,583,369 | 19,427,938 | 1.1 | % | ||||||||
160,664,001 | ||||||||||||
Financials - 35.9% | ||||||||||||
AllianceBernstein Holding LP | 1,552,299 | 45,839,389 | 2.7 | % | ||||||||
American International Group, Inc. | 1,322,780 | 81,774,260 | 4.8 | % | ||||||||
Bank of America Corp. | 4,682,758 | 79,700,541 | 4.7 | % | ||||||||
CIT Group, Inc. | 787,822 | 36,625,845 | 2.1 | % | ||||||||
Citigroup, Inc. | 1,411,143 | 77,951,539 | 4.6 | % | ||||||||
JPMorgan Chase & Co. | 1,306,883 | 88,554,392 | 5.2 | % |
The accompanying notes are an integral part of the financial statements. | 25 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Fundamental Large Cap Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
Morgan Stanley | 1,231,857 | $ | 47,783,733 | 2.8 | % | |||||||
Santander Consumer USA Holdings, Inc. (I) | 1,194,364 | 30,539,887 | 1.8 | % | ||||||||
State Street Corp. | 340,255 | 26,199,635 | 1.5 | % | ||||||||
The Goldman Sachs Group, Inc. | 333,383 | 69,607,037 | 4.1 | % | ||||||||
Wells Fargo & Company | 475,261 | 26,728,679 | 1.6 | % | ||||||||
611,304,937 | ||||||||||||
Health care - 6.3% | ||||||||||||
Amgen, Inc. | 138,535 | 21,267,893 | 1.3 | % | ||||||||
Medtronic PLC | 416,184 | 30,839,234 | 1.8 | % | ||||||||
Merck & Company, Inc. | 481,497 | 27,411,624 | 1.6 | % | ||||||||
Novartis AG, ADR | 283,718 | 27,900,828 | 1.6 | % | ||||||||
107,419,579 | ||||||||||||
Industrials - 8.7% | ||||||||||||
Danaher Corp. | 290,873 | 24,895,820 | 1.5 | % | ||||||||
FedEx Corp. | 147,624 | 25,155,130 | 1.5 | % | ||||||||
General Electric Company | 1,993,442 | 52,965,754 | 3.1 | % | ||||||||
Sensata Technologies Holding NV (I) | 465,273 | 24,538,498 | 1.4 | % | ||||||||
United Rentals, Inc. (I) | 227,352 | 19,920,582 | 1.2 | % | ||||||||
147,475,784 | ||||||||||||
Information technology - 11.0% | ||||||||||||
Apple, Inc. | 505,080 | 63,349,659 | 3.7 | % | ||||||||
Cisco Systems, Inc. | 1,076,433 | 29,558,850 | 1.7 | % | ||||||||
Microsoft Corp. | 609,672 | 26,917,019 | 1.6 | % | ||||||||
Oracle Corp. | 381,869 | 15,389,321 | 0.9 | % | ||||||||
QUALCOMM, Inc. | 480,636 | 30,102,233 | 1.8 | % | ||||||||
Samsung Electronics Company, Ltd. | 19,180 | 21,761,344 | 1.3 | % | ||||||||
187,078,426 | ||||||||||||
Materials - 2.5% | ||||||||||||
Louisiana-Pacific Corp. (I) | 2,485,056 | 42,320,504 | 2.5 | % | ||||||||
TOTAL COMMON STOCKS (Cost $1,546,635,140) | $ | 1,697,301,498 | ||||||||||
SHORT-TERM INVESTMENTS - 0.2% | ||||||||||||
Repurchase agreement - 0.2% | ||||||||||||
Barclays Tri-Party Repurchase Agreement dated 06/30/2015 at 0.060% to be repurchased at $1,120,002 on 07/01/2015, collateralized by $825,200 U.S. Treasury Inflation Indexed Bonds, 2.125% due 02/15/2040 (valued at $1,142,484, including interest) | $ | 1,620,000 | $ | 1,620,000 | 0.1 | % |
Fundamental Large Cap Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SHORT-TERM INVESTMENTS (continued) | ||||||||||||
Repurchase agreement (continued) | ||||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 at 0.000% to be repurchased at $1,761,000 on 07/01/2015, collateralized by $1,825,000 U.S. Treasury Notes, 1.000% due 08/31/2019 (valued at $1,797,078, including interest) | $ | 1,761,000 | $ | 1,761,000 | 0.1 | % | ||||||
3,381,000 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $3,381,000) | $ | 3,381,000 | ||||||||||
Total Investments (Fundamental Large Cap Value Trust) (Cost $1,550,016,140) - 99.8% | $ | 1,700,682,498 | 99.8 | % | ||||||||
Other assets and liabilities, net - 0.2% | 3,273,376 | 0.2 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,703,955,874 | 100.0 | % |
Global Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 98.4% | ||||||||||||
Brazil - 0.9% | $ | 6,293,482 | 0.9 | % | ||||||||
Canada - 0.1% | 506,773 | 0.1 | % | |||||||||
China - 0.6% | 3,768,475 | 0.6 | % | |||||||||
Denmark - 0.7% | 4,693,731 | 0.7 | % | |||||||||
France - 9.5% | ||||||||||||
AXA SA | 416,675 | 10,563,502 | 1.6 | % | ||||||||
BNP Paribas SA | 157,428 | 9,553,181 | 1.4 | % | ||||||||
Cie Generale des Etablissements Michelin | 80,217 | 8,440,760 | 1.3 | % | ||||||||
Credit Agricole SA | 643,988 | 9,614,732 | 1.4 | % | ||||||||
Sanofi | 116,374 | 11,512,897 | 1.7 | % | ||||||||
Total SA | 214,886 | 10,540,387 | 1.6 | % | ||||||||
OTHER SECURITIES | 3,390,737 | 0.5 | % | |||||||||
63,616,196 | ||||||||||||
Germany - 5.0% | �� | |||||||||||
Deutsche Lufthansa AG (I) | 688,266 | 8,880,052 | 1.3 | % | ||||||||
Merck KGaA | 88,312 | 8,803,863 | 1.3 | % | ||||||||
Siemens AG | 76,629 | 7,752,680 | 1.2 | % | ||||||||
OTHER SECURITIES | 8,399,154 | 1.2 | % | |||||||||
33,835,749 | ||||||||||||
Hong Kong - 1.5% | ||||||||||||
Kunlun Energy Company, Ltd. | 6,808,940 | 6,919,908 | 1.1 | % | ||||||||
OTHER SECURITIES | 2,872,234 | 0.4 | % | |||||||||
9,792,142 | ||||||||||||
India - 0.3% | 1,779,301 | 0.3 | % | |||||||||
Ireland - 3.9% | ||||||||||||
CRH PLC | 486,137 | 13,705,669 | 2.0 | % | ||||||||
Medtronic PLC | 171,440 | 12,703,704 | 1.9 | % | ||||||||
26,409,373 | ||||||||||||
Israel - 2.4% | ||||||||||||
Teva Pharmaceutical Industries, Ltd., ADR | 269,510 | 15,928,041 | 2.4 | % |
The accompanying notes are an integral part of the financial statements. | 26 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Global Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Italy - 2.2% | ||||||||||||
UniCredit SpA | 1,258,062 | $ | 8,455,298 | 1.3 | % | |||||||
OTHER SECURITIES | 6,428,689 | 0.9 | % | |||||||||
14,883,987 | ||||||||||||
Japan - 2.6% | ||||||||||||
Nissan Motor Company, Ltd. | 912,300 | 9,530,756 | 1.4 | % | ||||||||
OTHER SECURITIES | 7,991,516 | 1.2 | % | |||||||||
17,522,272 | ||||||||||||
Netherlands - 4.2% | ||||||||||||
Akzo Nobel NV | 90,437 | 6,602,734 | 1.0 | % | ||||||||
ING Groep NV | 481,206 | 7,990,623 | 1.2 | % | ||||||||
OTHER SECURITIES | 13,944,313 | 2.0 | % | |||||||||
28,537,670 | ||||||||||||
Portugal - 1.1% | ||||||||||||
Galp Energia SGPS SA | 615,176 | 7,241,424 | 1.1 | % | ||||||||
Russia - 1.0% | ||||||||||||
MMC Norilsk Nickel PJSC, ADR | 408,519 | 6,883,250 | 1.0 | % | ||||||||
Singapore - 2.0% | ||||||||||||
DBS Group Holdings, Ltd. | 507,510 | 7,787,058 | 1.1 | % | ||||||||
OTHER SECURITIES | 5,846,700 | 0.9 | % | |||||||||
13,633,758 | ||||||||||||
South Korea - 5.8% | ||||||||||||
KB Financial Group, Inc., ADR | 237,588 | 7,809,518 | 1.1 | % | ||||||||
Samsung Electronics Company, Ltd. | 18,140 | 20,581,394 | 3.1 | % | ||||||||
OTHER SECURITIES | 10,679,539 | 1.6 | % | |||||||||
39,070,451 | ||||||||||||
Spain - 1.5% | ||||||||||||
Telefonica SA | 694,834 | 9,898,204 | 1.5 | % | ||||||||
Sweden - 1.8% | ||||||||||||
Getinge AB, B Shares | 361,144 | 8,694,911 | 1.3 | % | ||||||||
OTHER SECURITIES | 3,163,462 | 0.5 | % | |||||||||
11,858,373 | ||||||||||||
Switzerland - 4.5% | ||||||||||||
Credit Suisse Group AG (I) | 379,727 | 10,475,716 | 1.6 | % | ||||||||
Roche Holding AG | 49,452 | 13,865,921 | 2.1 | % | ||||||||
OTHER SECURITIES | 5,703,964 | 0.8 | % | |||||||||
30,045,601 | ||||||||||||
Thailand - 0.2% | 1,549,886 | 0.2 | % | |||||||||
Turkey - 1.1% | ||||||||||||
Turkcell Iletisim Hizmetleri AS, ADR (L) | 642,220 | 7,379,108 | 1.1 | % | ||||||||
United Kingdom - 11.5% | ||||||||||||
BP PLC | 1,014,046 | 6,729,856 | 1.0 | % | ||||||||
GlaxoSmithKline PLC | 480,113 | 9,982,421 | 1.5 | % | ||||||||
HSBC Holdings PLC | 1,004,839 | 9,020,682 | 1.3 | % | ||||||||
Kingfisher PLC | 1,932,055 | 10,538,314 | 1.6 | % | ||||||||
Sky PLC | 415,052 | 6,760,175 | 1.0 | % | ||||||||
Tesco PLC | 2,061,614 | 6,868,806 | 1.0 | % | ||||||||
OTHER SECURITIES | 27,618,794 | 4.1 | % | |||||||||
77,519,048 | ||||||||||||
United States - 34.0% | ||||||||||||
Allergan PLC (I) | 22,238 | 6,748,343 | 1.0 | % | ||||||||
American International Group, Inc. | 222,750 | 13,770,405 | 2.0 | % | ||||||||
Amgen, Inc. | 86,810 | 13,327,071 | 2.0 | % | ||||||||
Baker Hughes, Inc. | 110,260 | 6,803,042 | 1.0 | % | ||||||||
Cisco Systems, Inc. | 306,850 | 8,426,101 | 1.3 | % | ||||||||
Citigroup, Inc. | 300,860 | 16,619,506 | 2.5 | % |
Global Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
United States (continued) | ||||||||||||
Comcast Corp., Class A | 231,990 | $ | 13,905,481 | 2.1 | % | |||||||
Hewlett-Packard Company | 369,330 | 11,083,593 | 1.6 | % | ||||||||
JPMorgan Chase & Co. | 168,960 | 11,448,730 | 1.7 | % | ||||||||
Microsoft Corp. | 498,280 | 21,999,062 | 3.3 | % | ||||||||
Morgan Stanley | 203,610 | 7,898,032 | 1.2 | % | ||||||||
Pfizer, Inc. | 355,870 | 11,932,321 | 1.8 | % | ||||||||
SunTrust Banks, Inc. | 194,480 | 8,366,530 | 1.2 | % | ||||||||
Twenty-First Century Fox, Inc., Class A | 249,780 | 8,129,090 | 1.2 | % | ||||||||
United Parcel Service, Inc., Class B | 82,050 | 7,951,466 | 1.2 | % | ||||||||
OTHER SECURITIES | 59,937,704 | 8.9 | % | |||||||||
228,346,477 | ||||||||||||
TOTAL COMMON STOCKS (Cost $602,924,258) | $ | 660,992,772 | ||||||||||
SECURITIES LENDING COLLATERAL - 1.1% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 715,849 | 7,162,212 | 1.1 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $7,162,184) | $ | 7,162,212 | ||||||||||
SHORT-TERM INVESTMENTS - 1.2% | ||||||||||||
U.S. Government Agency - 1.2% | ||||||||||||
Federal Agricultural Mortgage Corp. | ||||||||||||
0.010%, 07/01/2015 * | $ | 8,000,000 | $ | 7,999,998 | 1.2 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $8,000,000) | $ | 7,999,998 | ||||||||||
Total Investments (Global Trust) (Cost $618,086,442) - 100.7% | $ | 676,154,982 | ||||||||||
Other assets and liabilities, net - (0.7%) | (4,709,982 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 671,445,000 |
Health Sciences Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 93.8% | ||||||||||||
Consumer discretionary - 0.1% | $ | 170,753 | 0.1 | % | ||||||||
Consumer staples - 2.0% | ||||||||||||
Rite Aid Corp. (I) | 593,500 | 4,955,725 | 1.2 | % | ||||||||
OTHER SECURITIES | 3,174,414 | 0.8 | % | |||||||||
8,130,139 | ||||||||||||
Financials - 0.3% | 1,335,340 | 0.3 | % | |||||||||
Health care - 88.3% | ||||||||||||
AbbVie, Inc. | 135,916 | 9,132,196 | 2.2 | % | ||||||||
ACADIA Pharmaceuticals, Inc. (I) | 62,100 | 2,600,748 | 0.6 | % | ||||||||
Aetna, Inc. | 110,000 | 14,020,600 | 3.4 | % | ||||||||
Agilent Technologies, Inc. | 116,000 | 4,475,280 | 1.1 | % | ||||||||
Alexion Pharmaceuticals, Inc. (I) | 88,500 | 15,998,145 | 3.9 | % | ||||||||
Alkermes PLC (I) | 83,300 | 5,359,522 | 1.3 | % | ||||||||
Allergan PLC (I) | 67,640 | 20,526,034 | 5.0 | % | ||||||||
Anthem, Inc. | 45,800 | 7,517,612 | 1.8 | % | ||||||||
Astellas Pharma, Inc. | 130,000 | 1,851,959 | 0.4 | % | ||||||||
Becton, Dickinson and Company | 59,600 | 8,442,340 | 2.0 | % | ||||||||
Biogen, Inc. (I) | 21,119 | 8,530,809 | 2.1 | % | ||||||||
BioMarin Pharmaceutical, Inc. (I) | 43,100 | 5,895,218 | 1.4 | % | ||||||||
Bluebird Bio, Inc. (D)(I) | 20,000 | 3,367,400 | 0.8 | % |
The accompanying notes are an integral part of the financial statements. | 27 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Health Sciences Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Health care (continued) | ||||||||||||
Bristol-Myers Squibb Company | 81,900 | $ | 5,449,626 | 1.3 | % | |||||||
Celgene Corp. (I) | 30,332 | 3,510,474 | 0.9 | % | ||||||||
Cigna Corp. | 115,000 | 18,630,000 | 4.5 | % | ||||||||
Clovis Oncology, Inc. (I) | 23,200 | 2,038,816 | 0.5 | % | ||||||||
DaVita HealthCare Partners, Inc. (I) | 76,800 | 6,103,296 | 1.5 | % | ||||||||
Eli Lilly & Company | 82,900 | 6,921,321 | 1.7 | % | ||||||||
Gilead Sciences, Inc. | 116,492 | 13,638,883 | 3.3 | % | ||||||||
HCA Holdings, Inc. (I) | 89,700 | 8,137,584 | 2.0 | % | ||||||||
Henry Schein, Inc. (I) | 16,100 | 2,288,132 | 0.6 | % | ||||||||
Humana, Inc. (D) | 36,000 | 6,886,080 | 1.7 | % | ||||||||
Incyte Corp. (I) | 93,100 | 9,701,951 | 2.4 | % | ||||||||
Insmed, Inc. (I) | 96,200 | 2,349,204 | 0.6 | % | ||||||||
Intuitive Surgical, Inc. (I) | 9,500 | 4,602,750 | 1.1 | % | ||||||||
McKesson Corp. | 53,500 | 12,027,335 | 2.9 | % | ||||||||
Medtronic PLC | 76,393 | 5,660,721 | 1.4 | % | ||||||||
Neurocrine Biosciences, Inc. (I) | 113,500 | 5,420,760 | 1.3 | % | ||||||||
Novavax, Inc. (I) | 264,200 | 2,943,188 | 0.7 | % | ||||||||
Pacira Pharmaceuticals, Inc. (I) | 25,800 | 1,824,576 | 0.4 | % | ||||||||
Prothena Corp. PLC (I) | 44,348 | 2,335,809 | 0.6 | % | ||||||||
Puma Biotechnology, Inc. (I) | 27,087 | 3,162,407 | 0.8 | % | ||||||||
Regeneron Pharmaceuticals, Inc. (I) | 17,100 | 8,723,223 | 2.1 | % | ||||||||
Sirona Dental Systems, Inc. (I) | 40,900 | 4,107,178 | 1.0 | % | ||||||||
TESARO, Inc. (I) | 37,185 | 2,186,106 | 0.5 | % | ||||||||
Teva Pharmaceutical Industries, Ltd., ADR | 85,200 | 5,035,320 | 1.2 | % | ||||||||
The Cooper Companies, Inc. | 15,335 | 2,729,170 | 0.7 | % | ||||||||
Thoratec Corp. (I) | 41,600 | 1,854,112 | 0.4 | % | ||||||||
United Therapeutics Corp. (I) | 13,700 | 2,383,115 | 0.6 | % | ||||||||
UnitedHealth Group, Inc. | 113,500 | 13,847,000 | 3.4 | % | ||||||||
Universal Health Services, Inc., Class B | 31,850 | 4,525,885 | 1.1 | % | ||||||||
Valeant Pharmaceuticals International, Inc. (I) | 67,180 | 14,924,037 | 3.6 | % | ||||||||
Vertex Pharmaceuticals, Inc. (I) | 53,604 | 6,619,022 | 1.6 | % | ||||||||
WellCare Health Plans, Inc. (I) | 26,700 | 2,264,961 | 0.5 | % | ||||||||
OTHER SECURITIES | 63,648,055 | 15.4 | % | |||||||||
364,197,960 | ||||||||||||
Industrials - 2.2% | ||||||||||||
Danaher Corp. | 83,100 | 7,112,529 | 1.8 | % | ||||||||
OTHER SECURITIES | 1,821,367 | 0.4 | % | |||||||||
8,933,896 | ||||||||||||
Information technology - 0.9% | ||||||||||||
FEI Company | 24,500 | 2,031,785 | 0.5 | % | ||||||||
Keysight Technologies, Inc. (I) | 59,000 | 1,840,210 | 0.4 | % | ||||||||
3,871,995 | ||||||||||||
TOTAL COMMON STOCKS (Cost $247,702,912) | $ | 386,640,083 | ||||||||||
PREFERRED SECURITIES - 0.9% | ||||||||||||
Consumer discretionary - 0.1% | 381,289 | 0.1 | % | |||||||||
Health care - 0.8% | ||||||||||||
Allergan PLC, 5.500% | 1,265 | 1,318,864 | 0.3 | % | ||||||||
Anthem, Inc., 5.250% | 6,600 | 336,600 | 0.1 | % | ||||||||
OTHER SECURITIES | 1,741,474 | 0.4 | % | |||||||||
3,396,938 | ||||||||||||
Information technology - 0.0% | 152,390 | 0.0 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $3,560,029) | $ | 3,930,617 |
Health Sciences Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CONVERTIBLE BONDS - 0.1% | ||||||||||||
Health care - 0.1% | $ | 529,842 | 0.1 | % | ||||||||
TOTAL CONVERTIBLE BONDS (Cost $541,000) | $ | 529,842 | ||||||||||
Rights 0.0% | 14,035 | 0.0 | % | |||||||||
TOTAL RIGHTS (Cost $8,750) | $ | 14,035 | ||||||||||
Warrants 0.0% | 49 | 0.0 | % | |||||||||
TOTAL WARRANTS (Cost $1,766) | $ | 49 | ||||||||||
SHORT-TERM INVESTMENTS - 5.7% | ||||||||||||
Money market funds - 5.7% | ||||||||||||
T. Rowe Price Reserve Investment Fund, 0.0722% (Y) | 22,815,529 | 22,815,529 | 5.5 | % | ||||||||
OTHER SECURITIES | 610,513 | 0.2 | % | |||||||||
23,426,042 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $23,426,042) | $ | 23,426,042 | ||||||||||
Total Investments (Health Sciences Trust) (Cost $275,240,499) - 100.5% | $ | 414,540,668 | 100.5 | % | ||||||||
Other assets and liabilities, net - (0.5%) | (2,217,679 | ) | (0.5 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 412,322,989 | 100.0 | % |
International Core Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 95.6% | ||||||||||||
Australia - 0.2% | $ | 1,598,122 | 0.2 | % | ||||||||
Austria - 0.4% | 2,664,450 | 0.4 | % | |||||||||
Belgium - 0.9% | 5,933,935 | 0.9 | % | |||||||||
Canada - 1.0% | ||||||||||||
Suncor Energy, Inc. | 179,300 | 4,938,287 | 0.7 | % | ||||||||
OTHER SECURITIES | 1,665,332 | 0.3 | % | |||||||||
6,603,619 | ||||||||||||
Denmark - 0.9% | 5,833,574 | 0.9 | % | |||||||||
Finland - 0.8% | 5,698,033 | 0.8 | % | |||||||||
France - 16.2% | ||||||||||||
Cie Generale des Etablissements Michelin | 35,256 | 3,709,780 | 0.5 | % | ||||||||
GDF Suez | 356,704 | 6,641,253 | 1.0 | % | ||||||||
Orange SA | 521,899 | 8,065,629 | 1.2 | % | ||||||||
Renault SA | 167,036 | 17,513,330 | 2.6 | % | ||||||||
Sanofi | 114,156 | 11,293,470 | 1.7 | % | ||||||||
Schneider Electric SE | 67,064 | 4,643,455 | 0.7 | % | ||||||||
Total SA | 641,169 | 31,450,021 | 4.7 | % | ||||||||
Vivendi SA (L) | 322,788 | 8,184,823 | 1.2 | % | ||||||||
OTHER SECURITIES | 17,333,524 | 2.6 | % | |||||||||
108,835,285 | ||||||||||||
Germany - 9.5% | ||||||||||||
BASF SE | 178,155 | 15,676,415 | 2.3 | % | ||||||||
Bayerische Motoren Werke AG | 36,792 | 4,029,265 | 0.6 | % | ||||||||
Daimler AG | 108,289 | 9,864,674 | 1.5 | % | ||||||||
Deutsche Telekom AG | 398,540 | 6,870,961 | 1.0 | % | ||||||||
E.ON SE | 379,790 | 5,064,308 | 0.8 | % | ||||||||
Siemens AG | 55,461 | 5,611,079 | 0.8 | % | ||||||||
Volkswagen AG | 2,455 | 568,448 | 0.1 | % |
The accompanying notes are an integral part of the financial statements. | 28 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
International Core Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Germany (continued) | ||||||||||||
OTHER SECURITIES | $ | 15,819,538 | 2.4 | % | ||||||||
63,504,688 | ||||||||||||
Hong Kong - 0.6% | 3,970,771 | 0.6 | % | |||||||||
Ireland - 0.3% | 1,882,308 | 0.3 | % | |||||||||
Israel - 0.6% | 4,062,124 | 0.6 | % | |||||||||
Italy - 4.7% | ||||||||||||
Enel SpA | 1,521,287 | 6,894,938 | 1.0 | % | ||||||||
Eni SpA | 711,280 | 12,633,510 | 1.9 | % | ||||||||
Telecom Italia SpA (I) | 3,369,708 | 4,282,272 | 0.6 | % | ||||||||
Telecom Italia SpA | 2,474,671 | 2,523,582 | 0.4 | % | ||||||||
OTHER SECURITIES | 5,027,711 | 0.8 | % | |||||||||
31,362,013 | ||||||||||||
Japan - 21.2% | ||||||||||||
Canon, Inc. | 117,900 | 3,824,485 | 0.6 | % | ||||||||
Honda Motor Company, Ltd. | 167,200 | 5,403,879 | 0.8 | % | ||||||||
ITOCHU Corp. | 403,000 | 5,322,508 | 0.8 | % | ||||||||
Kyocera Corp. | 108,900 | 5,661,979 | 0.9 | % | ||||||||
Mitsubishi Corp. | 311,505 | 6,848,129 | 1.0 | % | ||||||||
Mitsui & Company, Ltd. | 366,400 | 4,977,957 | 0.8 | % | ||||||||
Nippon Telegraph & Telephone Corp. | 253,200 | 9,169,829 | 1.4 | % | ||||||||
Nissan Motor Company, Ltd. | 2,281,000 | 23,829,503 | 3.6 | % | ||||||||
NTT DOCOMO, Inc. | 256,300 | 4,920,591 | 0.7 | % | ||||||||
Sumitomo Corp. | 308,600 | 3,591,925 | 0.5 | % | ||||||||
Toyota Motor Corp. | 115,600 | 7,735,638 | 1.2 | % | ||||||||
OTHER SECURITIES | 61,197,504 | 8.9 | % | |||||||||
142,483,927 | ||||||||||||
Luxembourg - 0.1% | 635,238 | 0.1 | % | |||||||||
Netherlands - 6.2% | ||||||||||||
Royal Dutch Shell PLC, A Shares | 643,656 | 18,198,720 | 2.7 | % | ||||||||
Royal Dutch Shell PLC, B Shares | 449,503 | 12,797,505 | 1.9 | % | ||||||||
OTHER SECURITIES | 10,378,791 | 1.6 | % | |||||||||
41,375,016 | ||||||||||||
New Zealand - 0.0% | 166,881 | 0.0 | % | |||||||||
Norway - 1.8% | ||||||||||||
Statoil ASA | 299,161 | 5,349,899 | 0.8 | % | ||||||||
OTHER SECURITIES | 6,515,791 | 1.0 | % | |||||||||
11,865,690 | ||||||||||||
Portugal - 0.3% | 2,040,749 | 0.3 | % | |||||||||
Singapore - 0.1% | 1,036,947 | 0.1 | % | |||||||||
Spain - 5.1% | ||||||||||||
Iberdrola SA | 850,493 | 5,742,156 | 0.9 | % | ||||||||
Repsol SA | 238,068 | 4,196,109 | 0.6 | % | ||||||||
Telefonica SA | 1,257,401 | 17,912,208 | 2.7 | % | ||||||||
OTHER SECURITIES | 6,440,008 | 0.9 | % | |||||||||
34,290,481 | ||||||||||||
Sweden - 1.6% | ||||||||||||
TeliaSonera AB | 609,291 | 3,591,001 | 0.6 | % | ||||||||
OTHER SECURITIES | 7,186,954 | 1.0 | % | |||||||||
10,777,955 | ||||||||||||
Switzerland - 2.2% | ||||||||||||
ABB, Ltd. (I) | 218,445 | 4,578,244 | 0.7 | % | ||||||||
Nestle SA | 76,732 | 5,536,262 | 0.8 | % | ||||||||
OTHER SECURITIES | 4,768,151 | 0.7 | % | |||||||||
14,882,657 | ||||||||||||
United Kingdom - 19.9% | ||||||||||||
AstraZeneca PLC | 331,271 | 20,966,093 | 3.1 | % |
International Core Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
United Kingdom (continued) | ||||||||||||
BP PLC | 3,996,360 | $ | 26,522,394 | 4.0 | % | |||||||
British American Tobacco PLC | 120,838 | 6,506,180 | 1.0 | % | ||||||||
Centrica PLC | 1,301,624 | 5,401,032 | 0.8 | % | ||||||||
GlaxoSmithKline PLC | 676,337 | 14,062,274 | 2.1 | % | ||||||||
Reckitt Benckiser Group PLC | 71,687 | 6,181,841 | 0.9 | % | ||||||||
Tesco PLC | 2,075,601 | 6,915,408 | 1.0 | % | ||||||||
Unilever PLC | 91,285 | 3,919,676 | 0.6 | % | ||||||||
Vodafone Group PLC | 4,671,157 | 17,039,784 | 2.5 | % | ||||||||
OTHER SECURITIES | 26,168,104 | 3.9 | % | |||||||||
133,682,786 | ||||||||||||
United States - 1.0% | ||||||||||||
Valeant Pharmaceuticals International, Inc. (I) | 30,574 | 6,792,015 | 1.0 | % | ||||||||
TOTAL COMMON STOCKS (Cost $651,739,902) | $ | 641,979,264 | ||||||||||
PREFERRED SECURITIES - 1.4% | ||||||||||||
Germany - 1.4% | ||||||||||||
Porsche Automobil Holding SE | 52,601 | 4,435,145 | 0.7 | % | ||||||||
Volkswagen AG | 21,420 | 4,971,137 | 0.7 | % | ||||||||
9,406,282 | ||||||||||||
TOTAL PREFERRED SECURITIES (Cost $8,693,007) | $ | 9,406,282 | ||||||||||
RIGHTS - 0.0% | ||||||||||||
Repsol SA (I)(N) | 240,711 | 124,786 | 0.0 | % | ||||||||
TOTAL RIGHTS (Cost $0) | $ | 124,786 | ||||||||||
SECURITIES LENDING COLLATERAL - 2.1% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 1,372,448 | 13,731,621 | 2.1 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $13,731,663) | $ | 13,731,621 | ||||||||||
Total Investments (International Core Trust) (Cost $674,164,572) - 99.1% | $ | 665,241,953 | ||||||||||
Other assets and liabilities, net - 0.9% | 6,296,569 | |||||||||||
TOTAL NET ASSETS - 100.0% | $ | 671,538,522 |
International Equity Index Trust B
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 96.0% | ||||||||||||
Australia - 4.9% | ||||||||||||
Australia & New Zealand Banking Group, Ltd. | 99,131 | $ | 2,460,154 | 0.4 | % | |||||||
BHP Billiton, Ltd. | 112,851 | 2,302,031 | 0.4 | % | ||||||||
Commonwealth Bank of Australia | 57,576 | 3,775,664 | 0.6 | % | ||||||||
National Australia Bank, Ltd. | 91,835 | 2,358,701 | 0.4 | % | ||||||||
Westpac Banking Corp. | 112,251 | 2,777,322 | 0.4 | % | ||||||||
OTHER SECURITIES | 18,784,396 | 2.7 | % | |||||||||
32,458,268 | ||||||||||||
Austria - 0.1% | 764,356 | 0.1 | % | |||||||||
Belgium - 0.9% | ||||||||||||
Anheuser-Busch InBev NV | 27,996 | 3,369,065 | 0.5 | % |
The accompanying notes are an integral part of the financial statements. | 29 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
International Equity Index Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Belgium (continued) | ||||||||||||
OTHER SECURITIES | $ | 2,761,867 | 0.4 | % | ||||||||
6,130,932 | ||||||||||||
Bermuda - 0.0% | 141,628 | 0.0 | % | |||||||||
Brazil - 1.0% | 6,599,356 | 1.0 | % | |||||||||
Canada - 6.2% | ||||||||||||
Royal Bank of Canada | 50,700 | 3,100,453 | 0.5 | % | ||||||||
The Bank of Nova Scotia | 43,000 | 2,219,544 | 0.3 | % | ||||||||
The Toronto-Dominion Bank (L) | 64,700 | 2,747,548 | 0.4 | % | ||||||||
OTHER SECURITIES | 32,414,315 | 5.0 | % | |||||||||
40,481,860 | ||||||||||||
Chile - 0.3% | 1,680,274 | 0.3 | % | |||||||||
China - 4.0% | ||||||||||||
China Construction Bank Corp., | ||||||||||||
H Shares | 2,932,914 | 2,675,275 | 0.4 | % | ||||||||
Tencent Holdings, Ltd. | 181,000 | 3,619,372 | 0.6 | % | ||||||||
OTHER SECURITIES | 20,206,441 | 3.0 | % | |||||||||
26,501,088 | ||||||||||||
Colombia - 0.1% | 900,685 | 0.1 | % | |||||||||
Czech Republic - 0.1% | 310,724 | 0.1 | % | |||||||||
Denmark - 1.2% | ||||||||||||
Novo Nordisk A/S, Class B | 69,778 | 3,829,059 | 0.6 | % | ||||||||
OTHER SECURITIES | 4,032,721 | 0.6 | % | |||||||||
7,861,780 | ||||||||||||
Egypt - 0.1% | 310,377 | 0.1 | % | |||||||||
Finland - 0.6% | 3,916,338 | 0.6 | % | |||||||||
France - 6.7% | ||||||||||||
BNP Paribas SA | 36,324 | 2,204,244 | 0.3 | % | ||||||||
Sanofi | 41,230 | 4,078,890 | 0.6 | % | ||||||||
Total SA | 75,310 | 3,694,036 | 0.6 | % | ||||||||
OTHER SECURITIES | 34,055,587 | 5.2 | % | |||||||||
44,032,757 | ||||||||||||
Germany - 5.8% | ||||||||||||
Allianz SE | 16,123 | 2,514,405 | 0.4 | % | ||||||||
BASF SE | 32,440 | 2,854,497 | 0.4 | % | ||||||||
Bayer AG | 29,099 | 4,075,036 | 0.6 | % | ||||||||
Daimler AG | 34,006 | 3,097,804 | 0.5 | % | ||||||||
SAP SE | 34,255 | 2,400,468 | 0.4 | % | ||||||||
Siemens AG | 28,005 | 2,833,311 | 0.4 | % | ||||||||
OTHER SECURITIES | 20,590,555 | 3.1 | % | |||||||||
38,366,076 | ||||||||||||
Greece - 0.1% | 413,760 | 0.1 | % | |||||||||
Hong Kong - 3.3% | ||||||||||||
AIA Group, Ltd. | 416,800 | 2,725,313 | 0.4 | % | ||||||||
China Mobile, Ltd. | 213,530 | 2,731,885 | 0.4 | % | ||||||||
OTHER SECURITIES | 16,498,322 | 2.5 | % | |||||||||
21,955,520 | ||||||||||||
Hungary - 0.0% | 257,805 | 0.0 | % | |||||||||
India - 1.6% | ||||||||||||
Infosys, Ltd., ADR (L) | 200,348 | 3,175,516 | 0.5 | % | ||||||||
OTHER SECURITIES | 7,191,068 | 1.1 | % | |||||||||
10,366,584 | ||||||||||||
Indonesia - 0.5% | 3,156,149 | 0.5 | % | |||||||||
Ireland - 0.6% | 4,233,712 | 0.6 | % |
International Equity Index Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Israel - 0.4% | $ | 2,798,312 | 0.4 | % | ||||||||
Italy - 1.6% | 10,585,716 | 1.6 | % | |||||||||
Japan - 16.0% | ||||||||||||
Mitsubishi UFJ Financial Group, Inc. | 447,000 | 3,215,927 | 0.5 | % | ||||||||
Toyota Motor Corp. | 95,700 | 6,403,984 | 1.0 | % | ||||||||
OTHER SECURITIES | 96,055,365 | 14.5 | % | |||||||||
105,675,276 | ||||||||||||
Jersey, Channel Islands - 0.0% | 234,162 | 0.0 | % | |||||||||
Luxembourg - 0.3% | 1,734,787 | 0.3 | % | |||||||||
Macau - 0.1% | 459,413 | 0.1 | % | |||||||||
Malaysia - 0.7% | 4,482,238 | 0.7 | % | |||||||||
Malta - 0.0% | 141,552 | 0.0 | % | |||||||||
Mexico - 1.0% | 6,477,279 | 1.0 | % | |||||||||
Netherlands - 2.5% | ||||||||||||
ING Groep NV | 134,847 | 2,239,190 | 0.3 | % | ||||||||
Royal Dutch Shell PLC, A Shares | 140,898 | 3,983,748 | 0.6 | % | ||||||||
Royal Dutch Shell PLC, B Shares | 86,119 | 2,451,838 | 0.4 | % | ||||||||
OTHER SECURITIES | 7,494,627 | 1.2 | % | |||||||||
16,169,403 | ||||||||||||
New Zealand - 0.1% | 569,330 | 0.1 | % | |||||||||
Norway - 0.4% | 2,779,411 | 0.4 | % | |||||||||
Peru - 0.1% | 667,578 | 0.1 | % | |||||||||
Philippines - 0.3% | 1,783,390 | 0.3 | % | |||||||||
Poland - 0.3% | 2,043,231 | 0.3 | % | |||||||||
Portugal - 0.1% | 721,615 | 0.1 | % | |||||||||
Russia - 0.8% | ||||||||||||
Tatneft OAO, ADR | 7,986 | 255,703 | 0.1 | % | ||||||||
VTB Bank OSJC, GDR | 50,760 | 138,702 | 0.0 | % | ||||||||
OTHER SECURITIES | 4,919,328 | 0.7 | % | |||||||||
5,313,733 | ||||||||||||
Singapore - 1.0% | 6,573,640 | 1.0 | % | |||||||||
South Africa - 1.6% | 10,759,544 | 1.6 | % | |||||||||
South Korea - 2.9% | ||||||||||||
Samsung Electronics Company, Ltd. | 3,886 | 4,409,002 | 0.7 | % | ||||||||
OTHER SECURITIES | 14,523,615 | 2.2 | % | |||||||||
18,932,617 | ||||||||||||
Spain - 2.4% | ||||||||||||
Banco Bilbao Vizcaya Argentaria SA | 224,319 | 2,210,434 | 0.3 | % | ||||||||
Banco Santander SA | 508,598 | 3,577,495 | 0.6 | % | ||||||||
Banco Santander SA, ADR | 21,368 | 137,455 | 0.0 | % | ||||||||
Telefonica SA | 158,793 | 2,262,073 | 0.4 | % | ||||||||
OTHER SECURITIES | 7,755,596 | 1.1 | % | |||||||||
15,943,053 | ||||||||||||
Sweden - 2.0% | 13,418,152 | 2.0 | % | |||||||||
Switzerland - 6.9% | ||||||||||||
Nestle SA | 113,673 | 8,201,579 | 1.3 | % | ||||||||
Novartis AG | 81,094 | 7,976,443 | 1.2 | % | ||||||||
Roche Holding AG | 24,777 | 6,947,260 | 1.1 | % | ||||||||
UBS Group AG | 127,840 | 2,712,314 | 0.4 | % | ||||||||
OTHER SECURITIES | 19,423,119 | 2.9 | % | |||||||||
45,260,715 | ||||||||||||
Taiwan - 2.2% | ||||||||||||
Taiwan Semiconductor Manufacturing Company, Ltd. | 858,227 | 3,903,748 | 0.6 | % |
The accompanying notes are an integral part of the financial statements. | 30 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
International Equity Index Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Taiwan (continued) | ||||||||||||
OTHER SECURITIES | $ | 10,737,693 | 1.6 | % | ||||||||
14,641,441 | ||||||||||||
Thailand - 0.5% | 2,963,566 | 0.5 | % | |||||||||
Turkey - 0.3% | 2,009,253 | 0.3 | % | |||||||||
United Kingdom - 12.8% | ||||||||||||
AstraZeneca PLC | 44,526 | 2,818,044 | 0.4 | % | ||||||||
Barclays PLC | 583,602 | 2,391,965 | 0.4 | % | ||||||||
BP PLC | 641,635 | 4,258,299 | 0.7 | % | ||||||||
British American Tobacco PLC | 65,648 | 3,534,631 | 0.5 | % | ||||||||
Diageo PLC | 88,787 | 2,571,237 | 0.4 | % | ||||||||
GlaxoSmithKline PLC | 171,150 | 3,558,519 | 0.5 | % | ||||||||
HSBC Holdings PLC | 675,026 | 6,044,424 | 0.9 | % | ||||||||
Lloyds Banking Group PLC | 2,014,771 | 2,704,208 | 0.4 | % | ||||||||
Prudential PLC | 89,572 | 2,158,632 | 0.3 | % | ||||||||
Unilever NV | 57,972 | 2,423,764 | 0.4 | % | ||||||||
Vodafone Group PLC | 934,005 | 3,407,131 | 0.5 | % | ||||||||
OTHER SECURITIES | 48,732,255 | 7.4 | % | |||||||||
84,603,109 | ||||||||||||
United States - 0.6% | ||||||||||||
Valeant Pharmaceuticals International, Inc. (I) | 11,100 | 2,462,351 | 0.3 | % | ||||||||
OTHER SECURITIES | 1,339,780 | 0.3 | % | |||||||||
3,802,131 | ||||||||||||
TOTAL COMMON STOCKS (Cost $499,524,130) | $ | 632,383,676 | ||||||||||
PREFERRED SECURITIES - 1.1% | ||||||||||||
Brazil - 0.6% | 3,899,576 | 0.6 | % | |||||||||
Germany - 0.4% | 2,805,531 | 0.4 | % | |||||||||
South Korea - 0.1% | ||||||||||||
Samsung Electronics Company, Ltd. | 706 | 627,437 | 0.1 | % | ||||||||
OTHER SECURITIES | 204,284 | 0.0 | % | |||||||||
831,721 | ||||||||||||
TOTAL PREFERRED SECURITIES (Cost $8,095,197) | $ | 7,536,828 | ||||||||||
RIGHTS - 0.0% | ||||||||||||
Canada - 0.0% | 120 | 0.0 | % | |||||||||
Spain - 0.0% | ||||||||||||
Zardoya Otis SA (I)(N) | 5,733 | 2,499 | 0.0 | % | ||||||||
OTHER SECURITIES | 18,736 | 0.0 | % | |||||||||
21,235 | ||||||||||||
United Kingdom - 0.0% | 14,712 | 0.0 | % | |||||||||
TOTAL RIGHTS (Cost $0) | $ | 36,067 |
International Equity Index Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 1.6% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 1,062,984 | $ | 10,635,372 | 1.6 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $10,635,411) | $ | 10,635,372 | ||||||||||
SHORT-TERM INVESTMENTS - 1.7% | ||||||||||||
Money market funds - 1.7% | ||||||||||||
AIM Short-Term Investment Trust, STIC Prime Portfolio, Institutional Class, 0.0700% (Y) | 11,092,993 | 11,092,993 | 1.7 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $11,092,993) | $ | 11,092,993 | ||||||||||
Total Investments (International Equity Index Trust B) (Cost $529,347,731) - 100.4% | $ | 661,684,936 | ||||||||||
Other assets and liabilities, net - (0.4%) | (2,681,817 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 659,003,119 |
International Growth Stock Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 93.5% | ||||||||||||
Australia - 4.2% | ||||||||||||
Amcor, Ltd. | 739,956 | $ | 7,819,499 | 1.7 | % | |||||||
OTHER SECURITIES | 11,264,076 | 2.5 | % | |||||||||
19,083,575 | ||||||||||||
Belgium - 1.2% | ||||||||||||
Anheuser-Busch InBev NV | 45,932 | 5,527,489 | 1.2 | % | ||||||||
Brazil - 4.0% | ||||||||||||
Banco Bradesco SA, ADR | 784,528 | 7,186,276 | 1.6 | % | ||||||||
BM&FBovespa SA | 2,051,834 | 7,734,552 | 1.7 | % | ||||||||
OTHER SECURITIES | 3,495,061 | 0.7 | % | |||||||||
18,415,889 | ||||||||||||
Canada - 7.2% | ||||||||||||
CGI Group, Inc., Class A (I) | 198,659 | 7,769,810 | 1.7 | % | ||||||||
Fairfax Financial Holdings, Ltd. | 9,701 | 4,783,548 | 1.0 | % | ||||||||
Suncor Energy, Inc. | 255,085 | 7,025,560 | 1.5 | % | ||||||||
OTHER SECURITIES | 13,612,472 | 3.0 | % | |||||||||
33,191,390 | ||||||||||||
China - 4.6% | ||||||||||||
Baidu, Inc., ADR (I) | 39,649 | 7,893,323 | 1.7 | % | ||||||||
Great Wall Motor Company, Ltd., H Shares | 1,169,000 | 5,730,725 | 1.3 | % | ||||||||
Industrial & Commercial Bank of China, Ltd., H Shares | 6,918,000 | 5,489,614 | 1.2 | % | ||||||||
OTHER SECURITIES | 1,895,086 | 0.4 | % | |||||||||
21,008,748 | ||||||||||||
Denmark - 2.8% | ||||||||||||
Carlsberg A/S, Class B | 82,119 | 7,440,448 | 1.6 | % | ||||||||
Novo Nordisk A/S, Class B | 94,915 | 5,208,449 | 1.2 | % | ||||||||
12,648,897 | ||||||||||||
France - 3.2% | ||||||||||||
Publicis Groupe SA | 122,419 | 9,074,082 | 2.0 | % | ||||||||
Schneider Electric SE | 83,441 | 5,777,385 | 1.2 | % | ||||||||
14,851,467 |
The accompanying notes are an integral part of the financial statements. | 31 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
International Growth Stock Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Germany - 7.4% | ||||||||||||
Allianz SE | 35,952 | $ | 5,606,765 | 1.2 | % | |||||||
Deutsche Boerse AG | 99,689 | 8,257,023 | 1.8 | % | ||||||||
ProSiebenSat.1 Media AG | 131,585 | 6,499,540 | 1.4 | % | ||||||||
SAP SE | 102,210 | 7,162,512 | 1.6 | % | ||||||||
OTHER SECURITIES | 6,402,688 | 1.4 | % | |||||||||
33,928,528 | ||||||||||||
Hong Kong - 3.2% | ||||||||||||
CK Hutchison Holdings, Ltd. | 671,968 | 9,879,260 | 2.1 | % | ||||||||
Galaxy Entertainment Group, Ltd. | 1,243,000 | 4,945,854 | 1.1 | % | ||||||||
14,825,114 | ||||||||||||
Israel - 2.4% | ||||||||||||
Teva Pharmaceutical Industries, Ltd., ADR | 188,081 | 11,115,587 | 2.4 | % | ||||||||
Japan - 7.0% | ||||||||||||
Japan Tobacco, Inc. | 232,100 | 8,250,988 | 1.8 | % | ||||||||
Toyota Motor Corp. | 101,200 | 6,772,029 | 1.5 | % | ||||||||
Yahoo Japan Corp. | 1,361,800 | 5,496,290 | 1.2 | % | ||||||||
OTHER SECURITIES | 11,466,696 | 2.5 | % | |||||||||
31,986,003 | ||||||||||||
Mexico - 2.2% | ||||||||||||
Grupo Televisa SAB, ADR | 183,269 | 7,114,503 | 1.6 | % | ||||||||
OTHER SECURITIES | 2,946,652 | 0.6 | % | |||||||||
10,061,155 | ||||||||||||
Netherlands - 1.3% | ||||||||||||
Royal Dutch Shell PLC, B Shares | 210,583 | 5,995,370 | 1.3 | % | ||||||||
Singapore - 3.5% | ||||||||||||
Avago Technologies, Ltd. | 63,952 | 8,501,139 | 1.9 | % | ||||||||
United Overseas Bank, Ltd. | 441,100 | 7,546,770 | 1.6 | % | ||||||||
16,047,909 | ||||||||||||
South Korea - 1.7% | ||||||||||||
Samsung Electronics Company, Ltd. | 6,949 | 7,884,240 | 1.7 | % | ||||||||
Spain - 1.0% | ||||||||||||
Amadeus IT Holding SA, A Shares | 119,036 | 4,751,952 | 1.0 | % | ||||||||
Sweden - 3.4% | ||||||||||||
Investor AB, B Shares | 188,039 | 7,011,163 | 1.6 | % | ||||||||
Telefonaktiebolaget LM Ericsson, B Shares | 578,946 | 6,029,802 | 1.3 | % | ||||||||
OTHER SECURITIES | 2,369,755 | 0.5 | % | |||||||||
15,410,720 | ||||||||||||
Switzerland - 9.2% | ||||||||||||
ABB, Ltd. (I) | 286,440 | 6,003,306 | 1.3 | % | ||||||||
Julius Baer Group, Ltd. (I) | 123,750 | 6,944,103 | 1.5 | % | ||||||||
Roche Holding AG | 24,870 | 6,973,337 | 1.5 | % | ||||||||
Syngenta AG | 18,584 | 7,582,679 | 1.7 | % | ||||||||
UBS Group AG | 376,868 | 7,995,811 | 1.7 | % | ||||||||
OTHER SECURITIES | 6,568,157 | 1.5 | % | |||||||||
42,067,393 | ||||||||||||
Taiwan - 1.5% | ||||||||||||
Taiwan Semiconductor Manufacturing Company, Ltd. | 1,570,000 | 7,141,333 | 1.5 | % | ||||||||
Thailand - 1.6% | ||||||||||||
Kasikornbank PCL, NVDR | 1,342,600 | 7,490,364 | 1.6 | % | ||||||||
Turkey - 1.0% | 4,398,768 | 1.0 | % | |||||||||
United Kingdom - 19.9% | ||||||||||||
Aberdeen Asset Management PLC | 768,194 | 4,872,654 | 1.1 | % | ||||||||
British American Tobacco PLC | 182,629 | 9,833,138 | 2.1 | % |
International Growth Stock Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
United Kingdom (continued) | ||||||||||||
Compass Group PLC | 435,592 | $ | 7,204,277 | 1.6 | % | |||||||
Kingfisher PLC | 1,239,811 | 6,762,498 | 1.5 | % | ||||||||
Lloyds Banking Group PLC | 4,050,250 | 5,436,209 | 1.2 | % | ||||||||
Next PLC | 39,388 | 4,610,019 | 1.0 | % | ||||||||
RELX PLC | 592,665 | 9,631,151 | 2.1 | % | ||||||||
Sky PLC | 931,992 | 15,179,855 | 3.3 | % | ||||||||
Unilever NV | 122,050 | 5,102,816 | 1.1 | % | ||||||||
WPP PLC | 495,656 | 11,125,516 | 2.4 | % | ||||||||
OTHER SECURITIES | 11,522,721 | 2.5 | % | |||||||||
91,280,854 | ||||||||||||
TOTAL COMMON STOCKS (Cost $371,174,103) | $ | 429,112,745 | ||||||||||
SHORT-TERM INVESTMENTS - 5.0% | ||||||||||||
Money market funds - 5.0% | ||||||||||||
Fidelity Institutional Money Market Government Portfolio, 0.0100% (Y) | 22,755,963 | 22,755,963 | 5.0 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $22,755,963) | $ | 22,755,963 | ||||||||||
Total Investments (International Growth Stock Trust) | ||||||||||||
(Cost $393,930,066) - 98.5% | $ | 451,868,708 | ||||||||||
Other assets and liabilities, net - 1.5% | 7,058,300 | |||||||||||
TOTAL NET ASSETS - 100.0% | $ | 458,927,008 |
International Small Company Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 99.3% | ||||||||||||
Australia - 5.9% | $ | 6,874,282 | 5.9 | % | ||||||||
Austria - 1.1% | 1,264,078 | 1.1 | % | |||||||||
Belgium - 1.5% | ||||||||||||
Ackermans & van Haaren NV | 1,818 | 259,026 | 0.2 | % | ||||||||
OTHER SECURITIES | 1,452,735 | 1.3 | % | |||||||||
1,711,761 | ||||||||||||
Bermuda - 0.3% | ||||||||||||
Hiscox, Ltd. | 18,267 | 240,906 | 0.2 | % | ||||||||
OTHER SECURITIES | 67,699 | 0.1 | % | |||||||||
308,605 | ||||||||||||
Cambodia - 0.1% | 76,567 | 0.1 | % | |||||||||
Canada - 7.7% | 9,040,892 | 7.7 | % | |||||||||
China - 0.1% | 60,460 | 0.1 | % | |||||||||
Cyprus - 0.0% | 38,278 | 0.0 | % | |||||||||
Denmark - 2.0% | ||||||||||||
Genmab A/S (I) | 3,300 | 286,831 | 0.2 | % | ||||||||
OTHER SECURITIES | 2,013,013 | 1.8 | % | |||||||||
2,299,844 | ||||||||||||
Finland - 2.5% | ||||||||||||
Amer Sports OYJ | 13,005 | 346,581 | 0.3 | % | ||||||||
OTHER SECURITIES | 2,548,439 | 2.2 | % | |||||||||
2,895,020 | ||||||||||||
France - 3.9% | ||||||||||||
Teleperformance | 4,507 | 318,631 | 0.3 | % |
The accompanying notes are an integral part of the financial statements. | 32 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
International Small Company Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
France (continued) | ||||||||||||
OTHER SECURITIES | $ | 4,251,906 | 3.6 | % | ||||||||
4,570,537 | ||||||||||||
Gabon - 0.0% | 5,658 | 0.0 | % | |||||||||
Georgia - 0.0% | 7,718 | 0.0 | % | |||||||||
Germany - 5.7% | ||||||||||||
Aurubis AG | 5,323 | 312,714 | 0.3 | % | ||||||||
Dialog Semiconductor PLC (I) | 5,567 | 301,035 | 0.3 | % | ||||||||
Freenet AG | 9,134 | 307,668 | 0.3 | % | ||||||||
MTU Aero Engines Holding AG | 2,479 | 233,314 | 0.2 | % | ||||||||
OTHER SECURITIES | 5,550,524 | 4.6 | % | |||||||||
6,705,255 | ||||||||||||
Gibraltar - 0.1% | 100,843 | 0.1 | % | |||||||||
Greece - 0.0% | 151 | 0.0 | % | |||||||||
Guernsey, Channel Islands - 0.0% | 5,569 | 0.0 | % | |||||||||
Hong Kong - 3.4% | 3,946,679 | 3.4 | % | |||||||||
India - 0.0% | 21,813 | 0.0 | % | |||||||||
Ireland - 1.9% | ||||||||||||
DCC PLC | 6,369 | 500,156 | 0.4 | % | ||||||||
Grafton Group PLC | 18,960 | 231,116 | 0.2 | % | ||||||||
Kingspan Group PLC | 10,256 | 247,648 | 0.2 | % | ||||||||
XL Group PLC | 8,521 | 316,981 | 0.3 | % | ||||||||
OTHER SECURITIES | 977,581 | 0.8 | % | |||||||||
2,273,482 | ||||||||||||
Isle of Man - 0.0% | 33,810 | 0.0 | % | |||||||||
Israel - 0.7% | 859,265 | 0.7 | % | |||||||||
Italy - 3.9% | ||||||||||||
Azimut Holding SpA | 15,042 | 440,308 | 0.4 | % | ||||||||
Banca Popolare dell’Emilia Romagna SC | 28,867 | 257,561 | 0.2 | % | ||||||||
Recordati SpA | 11,787 | 247,214 | 0.2 | % | ||||||||
OTHER SECURITIES | 3,648,144 | 3.1 | % | |||||||||
4,593,227 | ||||||||||||
Japan - 22.7% | 26,492,661 | 22.7 | % | |||||||||
Jersey, Channel Islands - 0.1% | 107,866 | 0.1 | % | |||||||||
Liechtenstein - 0.1% | 90,144 | 0.1 | % | |||||||||
Luxembourg - 0.5% | ||||||||||||
Regus PLC | 59,952 | 245,642 | 0.2 | % | ||||||||
OTHER SECURITIES | 338,708 | 0.3 | % | |||||||||
584,350 | ||||||||||||
Macau - 0.0% | 11,408 | 0.0 | % | |||||||||
Malta - 0.1% | 82,969 | 0.1 | % | |||||||||
Mongolia - 0.0% | 16,706 | 0.0 | % | |||||||||
Netherlands - 1.9% | ||||||||||||
Aalberts Industries NV | 9,501 | 282,513 | 0.2 | % | ||||||||
ASM International NV | 5,593 | 258,741 | 0.2 | % | ||||||||
OTHER SECURITIES | 1,693,236 | 1.5 | % | |||||||||
2,234,490 | ||||||||||||
New Zealand - 1.1% | 1,247,868 | 1.1 | % | |||||||||
Norway - 0.8% | 953,398 | 0.8 | % | |||||||||
Peru - 0.0% | 17,999 | 0.0 | % | |||||||||
Portugal - 0.5% | 604,520 | 0.5 | % | |||||||||
Singapore - 1.0% | 1,172,437 | 1.0 | % | |||||||||
South Africa - 0.1% | 57,975 | 0.1 | % |
International Small Company Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Spain - 2.1% | $ | 2,455,639 | 2.1 | % | ||||||||
Sweden - 2.9% | ||||||||||||
AAK AB | 4,167 | 246,805 | 0.2 | % | ||||||||
BillerudKorsnas AB | 16,111 | 253,125 | 0.2 | % | ||||||||
JM AB | 8,541 | 232,782 | 0.2 | % | ||||||||
OTHER SECURITIES | 2,691,731 | 2.3 | % | |||||||||
3,424,443 | ||||||||||||
Switzerland - 4.6% | ||||||||||||
GAM Holding AG (I) | 14,176 | 297,816 | 0.3 | % | ||||||||
Georg Fischer AG | 493 | 338,918 | 0.3 | % | ||||||||
Helvetia Holding AG | 553 | 316,092 | 0.3 | % | ||||||||
OTHER SECURITIES | 4,379,338 | 3.7 | % | |||||||||
5,332,164 | ||||||||||||
Taiwan - 0.0% | 0 | 0.0 | % | |||||||||
United Arab Emirates - 0.1% | 78,347 | 0.1 | % | |||||||||
United Kingdom - 19.7% | ||||||||||||
Bellway PLC | 10,163 | 378,559 | 0.3 | % | ||||||||
Close Brothers Group PLC | 13,584 | 325,931 | 0.3 | % | ||||||||
Daily Mail & General Trust PLC | 18,609 | 271,538 | 0.2 | % | ||||||||
DS Smith PLC | 95,268 | 577,698 | 0.5 | % | ||||||||
Essentra PLC | 22,013 | 343,291 | 0.3 | % | ||||||||
Greene King PLC (L) | 20,833 | 276,517 | 0.2 | % | ||||||||
Halma PLC | 24,767 | 296,356 | 0.3 | % | ||||||||
Henderson Group PLC | 74,992 | 307,671 | 0.3 | % | ||||||||
Howden Joinery Group PLC | 51,873 | 421,039 | 0.4 | % | ||||||||
ICAP PLC | 28,878 | 240,205 | 0.2 | % | ||||||||
IG Group Holdings PLC | 25,093 | 294,123 | 0.3 | % | ||||||||
Inchcape PLC | 29,466 | 375,085 | 0.3 | % | ||||||||
Informa PLC | 33,371 | 286,604 | 0.3 | % | ||||||||
Intermediate Capital Group PLC | 39,548 | 341,643 | 0.3 | % | ||||||||
Jazztel PLC (I) | 19,044 | 275,053 | 0.2 | % | ||||||||
Rightmove PLC | 7,789 | 400,768 | 0.3 | % | ||||||||
Rotork PLC | 64,794 | 236,858 | 0.2 | % | ||||||||
RPC Group PLC | 22,765 | 238,696 | 0.2 | % | ||||||||
Spectris PLC | 10,418 | 345,161 | 0.3 | % | ||||||||
Spirax-Sarco Engineering PLC | 5,913 | 315,370 | 0.3 | % | ||||||||
TalkTalk Telecom Group PLC (L) | 42,319 | 254,124 | 0.2 | % | ||||||||
UBM PLC | 30,356 | 255,059 | 0.2 | % | ||||||||
WH Smith PLC | 10,314 | 247,347 | 0.2 | % | ||||||||
William Hill PLC | 51,387 | 325,505 | 0.3 | % | ||||||||
OTHER SECURITIES | 15,365,169 | 13.1 | % | |||||||||
22,995,370 | ||||||||||||
United States - 0.2% | 216,690 | 0.2 | % | |||||||||
TOTAL COMMON STOCKS (Cost $107,385,471) | $ | 115,871,238 | ||||||||||
PREFERRED SECURITIES - 0.1% | ||||||||||||
Germany - 0.1% | 80,347 | 0.1 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $83,990) | $ | 80,347 | ||||||||||
RIGHTS - 0.0% | ||||||||||||
TOTAL RIGHTS (Cost $48,748) | $ | 19,666 |
The accompanying notes are an integral part of the financial statements. | 33 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
International Small Company Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 1.6% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 191,169 | $ | 1,912,682 | 1.6 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $1,912,688) | $ | 1,912,682 | ||||||||||
SHORT-TERM INVESTMENTS - 0.1% | ||||||||||||
Money market funds - 0.1% | 102,753 | 0.1 | % | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $102,753) | $ | 102,753 | ||||||||||
Total Investments (International Small Company Trust) | ||||||||||||
(Cost $109,533,650) - 101.1% | $ | 117,986,686 | ||||||||||
Other assets and liabilities, net - (1.1%) | (1,281,455 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 116,705,231 |
International Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 99.0% | ||||||||||||
Australia - 0.4% | $ | 3,867,791 | 0.4 | % | ||||||||
Belgium - 0.5% | 5,059,263 | 0.5 | % | |||||||||
Brazil - 0.6% | 6,251,094 | 0.6 | % | |||||||||
Canada - 5.2% | ||||||||||||
Cenovus Energy, Inc. | 550,500 | 8,801,829 | 0.9 | % | ||||||||
HudBay Minerals, Inc. | 1,216,100 | 10,126,053 | 1.0 | % | ||||||||
Precision Drilling Corp. | 1,516,700 | 10,200,384 | 1.1 | % | ||||||||
Suncor Energy, Inc. | 378,000 | 10,410,889 | 1.1 | % | ||||||||
OTHER SECURITIES | 10,620,418 | 1.1 | % | |||||||||
50,159,573 | ||||||||||||
China - 6.3% | ||||||||||||
China Telecom Corp., Ltd., H Shares | 20,958,427 | 12,275,353 | 1.3 | % | ||||||||
Trina Solar, Ltd., ADR (I)(L) | 1,296,991 | 15,096,975 | 1.6 | % | ||||||||
OTHER SECURITIES | 32,467,227 | 3.4 | % | |||||||||
59,839,555 | ||||||||||||
Denmark - 0.5% | 4,502,576 | 0.5 | % | |||||||||
France - 10.4% | ||||||||||||
AXA SA | 625,711 | 15,862,961 | 1.7 | % | ||||||||
BNP Paribas SA | 378,506 | 22,968,826 | 2.4 | % | ||||||||
Cie de Saint-Gobain | 197,180 | 8,900,996 | 0.9 | % | ||||||||
Cie Generale des Etablissements Michelin | 113,680 | 11,961,873 | 1.2 | % | ||||||||
Sanofi | 132,883 | 13,146,135 | 1.4 | % | ||||||||
Technip SA | 216,070 | 13,390,784 | 1.4 | % | ||||||||
Total SA | 190,846 | 9,361,199 | 1.0 | % | ||||||||
OTHER SECURITIES | 3,956,763 | 0.4 | % | |||||||||
99,549,537 | ||||||||||||
Germany - 7.8% | ||||||||||||
Bayer AG | 83,110 | 11,638,758 | 1.2 | % | ||||||||
Deutsche Boerse AG | 155,590 | 12,887,181 | 1.4 | % | ||||||||
Siemens AG | 122,841 | 12,428,023 | 1.3 | % | ||||||||
OTHER SECURITIES | 37,674,008 | 3.9 | % | |||||||||
74,627,970 | ||||||||||||
Hong Kong - 4.2% | ||||||||||||
GCL-Poly Energy Holdings, Ltd. (I) | 61,931,000 | 14,270,630 | 1.5 | % |
International Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Hong Kong (continued) | ||||||||||||
OTHER SECURITIES | $ | 25,954,575 | 2.7 | % | ||||||||
40,225,205 | ||||||||||||
India - 1.0% | 9,617,963 | 1.0 | % | |||||||||
Ireland - 1.0% | ||||||||||||
CRH PLC | 347,510 | 9,797,356 | 1.0 | % | ||||||||
Israel - 1.8% | ||||||||||||
Teva Pharmaceutical Industries, Ltd., ADR | 291,724 | 17,240,888 | 1.8 | % | ||||||||
Italy - 2.7% | ||||||||||||
Eni SpA | 555,193 | 9,861,146 | 1.0 | % | ||||||||
UniCredit SpA | 2,449,808 | 16,464,894 | 1.7 | % | ||||||||
26,326,040 | ||||||||||||
Japan - 5.8% | ||||||||||||
ITOCHU Corp. | 1,213,260 | 16,023,787 | 1.7 | % | ||||||||
Nissan Motor Company, Ltd. | 1,684,100 | 17,593,716 | 1.8 | % | ||||||||
SoftBank Group Corp. | 189,100 | 11,138,556 | 1.2 | % | ||||||||
OTHER SECURITIES | 10,718,288 | 1.1 | % | |||||||||
55,474,347 | ||||||||||||
Netherlands - 6.4% | ||||||||||||
Aegon NV | 1,797,732 | 13,264,043 | 1.4 | % | ||||||||
QIAGEN NV (I) | 420,910 | 10,344,615 | 1.1 | % | ||||||||
Royal Dutch Shell PLC, B Shares | 364,316 | 10,372,202 | 1.1 | % | ||||||||
SBM Offshore NV (I)(L) | 1,173,310 | 13,985,683 | 1.4 | % | ||||||||
OTHER SECURITIES | 13,107,082 | 1.4 | % | |||||||||
61,073,625 | ||||||||||||
Norway - 0.9% | 8,561,985 | 0.9 | % | |||||||||
Russia - 0.3% | 3,084,329 | 0.3 | % | |||||||||
Singapore - 0.8% | 7,722,992 | 0.8 | % | |||||||||
South Africa - 0.3% | 2,510,565 | 0.3 | % | |||||||||
South Korea - 13.6% | ||||||||||||
Hana Financial Group, Inc. | 859,668 | 22,356,203 | 2.3 | % | ||||||||
Hyundai Mobis Company, Ltd. | 49,336 | 9,366,322 | 1.0 | % | ||||||||
KB Financial Group, Inc., ADR | 733,361 | 24,105,576 | 2.5 | % | ||||||||
POSCO | 60,421 | 12,098,681 | 1.3 | % | ||||||||
Samsung Electronics Company, Ltd. | 35,704 | 40,509,266 | 4.2 | % | ||||||||
OTHER SECURITIES | 21,403,477 | 2.3 | % | |||||||||
129,839,525 | ||||||||||||
Spain - 1.1% | ||||||||||||
Telefonica SA | 723,867 | 10,311,791 | 1.1 | % | ||||||||
Sweden - 0.7% | 6,307,966 | 0.7 | % | |||||||||
Switzerland - 7.5% | ||||||||||||
Credit Suisse Group AG (I) | 836,789 | 23,084,910 | 2.4 | % | ||||||||
Roche Holding AG | 77,942 | 21,854,275 | 2.3 | % | ||||||||
OTHER SECURITIES | 26,677,982 | 2.8 | % | |||||||||
71,617,167 | ||||||||||||
Thailand - 0.7% | 6,504,050 | 0.7 | % | |||||||||
United Kingdom - 17.4% | ||||||||||||
Aviva PLC | 1,319,940 | 10,223,378 | 1.1 | % | ||||||||
BAE Systems PLC | 1,671,961 | 11,846,482 | 1.2 | % | ||||||||
Barclays PLC | 2,327,010 | 9,537,538 | 1.0 | % | ||||||||
BP PLC | 1,638,085 | 10,871,377 | 1.1 | % | ||||||||
GlaxoSmithKline PLC | 646,964 | 13,451,556 | 1.4 | % | ||||||||
HSBC Holdings PLC | 1,359,500 | 12,173,449 | 1.3 | % | ||||||||
Kingfisher PLC | 2,478,350 | 13,518,058 | 1.4 | % | ||||||||
Marks & Spencer Group PLC | 1,838,830 | 15,512,152 | 1.6 | % | ||||||||
Petrofac, Ltd. | 1,161,960 | 16,907,237 | 1.8 | % |
The accompanying notes are an integral part of the financial statements. | 34 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
International Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
United Kingdom (continued) | ||||||||||||
Standard Chartered PLC | 612,770 | $ | 9,813,087 | 1.0 | % | |||||||
Tesco PLC | 4,125,340 | 13,744,650 | 1.4 | % | ||||||||
Vodafone Group PLC | 2,529,442 | 9,227,082 | 1.0 | % | ||||||||
OTHER SECURITIES | 19,620,174 | 2.1 | % | |||||||||
166,446,220 | ||||||||||||
United States - 1.1% | ||||||||||||
Halliburton Company | 252,830 | 10,889,388 | 1.1 | % | ||||||||
TOTAL COMMON STOCKS (Cost $936,247,063) | $ | 947,408,761 | ||||||||||
SECURITIES LENDING COLLATERAL - 2.7% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 2,572,394 | 25,737,312 | 2.7 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $25,737,290) | $ | 25,737,312 | ||||||||||
Total Investments (International Value Trust) | ||||||||||||
(Cost $961,984,353) - 101.7% | $ | 973,146,073 | ||||||||||
Other assets and liabilities, net - (1.7%) | (16,351,120 | ) | ||||||||||
TOTAL NET ASSETS - 100.0% | $ | 956,794,953 | ||||||||||
Lifestyle Aggressive PS Series | ||||||||||||
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
AFFILIATED INVESTMENT COMPANIES (G) - 80.9% | ||||||||||||
Equity - 80.9% | ||||||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 1,066,276 | $ | 18,798,437 | 80.9 | % | |||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $18,060,177) | $ | 18,798,437 | ||||||||||
UNAFFILIATED INVESTMENT COMPANIES - 19.1% | ||||||||||||
Exchange-traded funds - 19.1% | ||||||||||||
Financial Select Sector SPDR Fund | 22,043 | 537,408 | 2.3 | % | ||||||||
Vanguard Energy ETF | 2,466 | 263,739 | 1.1 | % | ||||||||
Vanguard FTSE Emerging Markets ETF | 30,072 | 1,229,343 | 5.3 | % | ||||||||
Vanguard Health Care ETF | 2,084 | 291,677 | 1.3 | % | ||||||||
Vanguard Information Technology ETF | 6,568 | 697,719 | 3.0 | % | ||||||||
Vanguard Materials ETF | 809 | 86,935 | 0.4 | % | ||||||||
Vanguard Mid-Cap ETF | 5,571 | 709,913 | 3.1 | % | ||||||||
Vanguard REIT ETF | 3,089 | 230,717 | 1.0 | % | ||||||||
Vanguard Small-Cap ETF | 3,125 | 379,594 | 1.6 | % | ||||||||
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $4,367,353) | $ | 4,427,045 | ||||||||||
Total Investments (Lifestyle Aggressive PS Series) | ||||||||||||
(Cost $22,427,530) - 100.0% | $ | 23,225,482 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (4,660 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 23,220,822 | 100.0 | % |
Lifestyle Balanced PS Series
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
AFFILIATED INVESTMENT COMPANIES (G) - 100.0% | ||||||||||||
Equity - 49.6% | ||||||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 28,516,795 | $ | 502,751,089 | 49.6 | % | |||||||
Fixed income - 50.4% | ||||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 37,334,074 | 510,356,786 | 50.4 | % | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $986,754,846) | $ | 1,013,107,875 | ||||||||||
Total Investments (Lifestyle Balanced PS Series) | ||||||||||||
(Cost $986,754,846) - 100.0% | $ | 1,013,107,875 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (67,379 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,013,040,496 | 100.0 | % | ||||||||
Lifestyle Conservative PS Series | ||||||||||||
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
AFFILIATED INVESTMENT COMPANIES (G) - 100.0% | ||||||||||||
Equity - 19.7% | ||||||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 2,152,646 | $ | 37,951,151 | 19.7 | % | |||||||
Fixed income - 80.3% | ||||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 11,336,475 | 154,969,615 | 80.3 | % | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $191,468,269) | $ | 192,920,766 | ||||||||||
Total Investments (Lifestyle Conservative PS Series) | ||||||||||||
(Cost $191,468,269) - 100.0% | $ | 192,920,766 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (32,716 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 192,888,050 | 100.0 | % | ||||||||
Lifestyle Growth PS Series | ||||||||||||
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
AFFILIATED INVESTMENT COMPANIES (G) - 100.0% | ||||||||||||
Equity - 69.6% | ||||||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 80,841,659 | $ | 1,425,238,450 | 69.6 | % | |||||||
Fixed income - 30.4% | ||||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 45,443,367 | 621,210,824 | 30.4 | % | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $1,977,606,841) | $ | 2,046,449,274 | ||||||||||
Total Investments (Lifestyle Growth PS Series) | ||||||||||||
(Cost $1,977,606,841) - 100.0% | $ | 2,046,449,274 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (91,050 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 2,046,358,224 | 100.0 | % |
The accompanying notes are an integral part of the financial statements. | 35 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Lifestyle Moderate PS Series
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
AFFILIATED INVESTMENT COMPANIES (G) - 100.0% | ||||||||||||
Equity - 39.6% | ||||||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 7,560,014 | $ | 133,283,051 | 39.6 | % | |||||||
Fixed income - 60.4% | ||||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 14,849,939 | 202,998,660 | 60.4 | % | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $329,132,745) | $ | 336,281,711 | ||||||||||
Total Investments (Lifestyle Moderate PS Series) | ||||||||||||
(Cost $329,132,745) - 100.0% | $ | 336,281,711 | 100.0 | % | ||||||||
Other assets and liabilities, net - 0.0% | (38,462 | ) | 0.0 | % | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 336,243,249 | 100.0 | % | ||||||||
Mid Cap Index Trust | ||||||||||||
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 97.9% | ||||||||||||
Consumer discretionary - 14.2% | ||||||||||||
Advance Auto Parts, Inc. | 40,713 | $ | 6,485,174 | 0.7 | % | |||||||
Cable ONE, Inc. (I) | 2,473 | 1,052,262 | 0.1 | % | ||||||||
Foot Locker, Inc. | 77,797 | 5,213,177 | 0.6 | % | ||||||||
Jarden Corp. (I) | 99,622 | 5,155,439 | 0.6 | % | ||||||||
LKQ Corp. (I) | 169,150 | 5,115,942 | 0.6 | % | ||||||||
Polaris Industries, Inc. | 33,978 | 5,032,482 | 0.5 | % | ||||||||
Signet Jewelers, Ltd. | 44,521 | 5,709,373 | 0.6 | % | ||||||||
Williams-Sonoma, Inc. | 47,355 | 3,895,896 | 0.4 | % | ||||||||
OTHER SECURITIES | 91,616,208 | 10.1 | % | |||||||||
129,275,953 | ||||||||||||
Consumer staples - 4.2% | ||||||||||||
Church & Dwight Company, Inc. | 72,701 | 5,898,232 | 0.7 | % | ||||||||
Energizer Holdings, Inc. | 34,596 | 4,551,104 | 0.5 | % | ||||||||
Energizer Holdings, Inc. (I) | 34,657 | 1,178,338 | 0.1 | % | ||||||||
The Hain Celestial Group, Inc. (I) | 57,081 | 3,759,355 | 0.4 | % | ||||||||
The WhiteWave Foods Company (I) | 97,359 | 4,758,908 | 0.5 | % | ||||||||
OTHER SECURITIES | 18,490,756 | 2.0 | % | |||||||||
38,636,693 | ||||||||||||
Energy - 4.4% | ||||||||||||
Dresser-Rand Group, Inc. (I) | 42,771 | 3,643,234 | 0.4 | % | ||||||||
HollyFrontier Corp. | 108,882 | 4,648,173 | 0.5 | % | ||||||||
OTHER SECURITIES | 32,113,966 | 3.5 | % | |||||||||
40,405,373 | ||||||||||||
Financials - 23.8% | ||||||||||||
Alleghany Corp. (I) | 8,887 | 4,165,870 | 0.5 | % | ||||||||
Arthur J. Gallagher & Company | 93,378 | 4,416,779 | 0.5 | % | ||||||||
Everest Re Group, Ltd. | 24,713 | 4,498,013 | 0.5 | % | ||||||||
Extra Space Storage, Inc. | 61,799 | 4,030,531 | 0.4 | % | ||||||||
Federal Realty Investment Trust | 38,228 | 4,896,625 | 0.5 | % | ||||||||
HCC Insurance Holdings, Inc. | 53,196 | 4,087,581 | 0.5 | % | ||||||||
Jones Lang LaSalle, Inc. | 24,995 | 4,274,145 | 0.5 | % | ||||||||
MSCI, Inc. | 62,499 | 3,846,813 | 0.4 | % | ||||||||
New York Community Bancorp, Inc. (L) | 247,058 | 4,540,926 | 0.5 | % | ||||||||
Raymond James Financial, Inc. | 71,162 | 4,239,832 | 0.5 | % | ||||||||
Signature Bank (I) | 28,238 | 4,133,761 | 0.5 | % | ||||||||
SVB Financial Group (I) | 28,499 | 4,103,286 | 0.5 | % |
Mid Cap Index Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
UDR, Inc. | 143,987 | $ | 4,611,904 | 0.5 | % | |||||||
OTHER SECURITIES | 160,589,762 | 17.5 | % | |||||||||
216,435,828 | ||||||||||||
Health care - 9.1% | ||||||||||||
Centene Corp. (I) | 66,078 | 5,312,671 | 0.6 | % | ||||||||
Community Health Systems, Inc. (I) | 65,615 | 4,131,777 | 0.5 | % | ||||||||
Hologic, Inc. (I) | 135,942 | 5,173,953 | 0.6 | % | ||||||||
MEDNAX, Inc. (I) | 51,953 | 3,850,237 | 0.4 | % | ||||||||
Mettler-Toledo International, Inc. (I) | 15,518 | 5,298,776 | 0.6 | % | ||||||||
Omnicare, Inc. | 53,826 | 5,073,101 | 0.6 | % | ||||||||
ResMed, Inc. | 78,347 | 4,416,420 | 0.5 | % | ||||||||
The Cooper Companies, Inc. | 27,014 | 4,807,682 | 0.5 | % | ||||||||
United Therapeutics Corp. (I) | 25,713 | 4,472,776 | 0.5 | % | ||||||||
OTHER SECURITIES | 40,230,124 | 4.3 | % | |||||||||
82,767,517 | ||||||||||||
Industrials - 14.7% | ||||||||||||
Acuity Brands, Inc. | 24,182 | 4,352,276 | 0.5 | % | ||||||||
Alaska Air Group, Inc. | 72,099 | 4,645,339 | 0.5 | % | ||||||||
Fortune Brands Home & Security, Inc. | 88,605 | 4,059,881 | 0.4 | % | ||||||||
ManpowerGroup, Inc. | 43,480 | 3,886,242 | 0.4 | % | ||||||||
Towers Watson & Company, Class A | 38,530 | 4,847,074 | 0.5 | % | ||||||||
Wabtec Corp. | 53,698 | 5,060,500 | 0.6 | % | ||||||||
OTHER SECURITIES | 107,337,930 | 11.8 | % | |||||||||
134,189,242 | ||||||||||||
Information technology - 16.2% | ||||||||||||
ANSYS, Inc. (I) | 49,888 | 4,551,781 | 0.5 | % | ||||||||
CDK Global, Inc. | 89,140 | 4,811,777 | 0.5 | % | ||||||||
Gartner, Inc. (I) | 46,199 | 3,962,950 | 0.4 | % | ||||||||
Global Payments, Inc. | 36,937 | 3,821,133 | 0.4 | % | ||||||||
SunEdison, Inc. (I) | 162,081 | 4,847,843 | 0.5 | % | ||||||||
Synopsys, Inc. (I) | 86,239 | 4,368,005 | 0.5 | % | ||||||||
OTHER SECURITIES | 121,106,778 | 13.4 | % | |||||||||
147,470,267 | ||||||||||||
Materials - 6.8% | ||||||||||||
Ashland, Inc. | 34,584 | 4,215,790 | 0.5 | % | ||||||||
The Chemours Company (I) | 100,866 | 1,613,856 | 0.2 | % | ||||||||
OTHER SECURITIES | 56,026,216 | 6.1 | % | |||||||||
61,855,862 | ||||||||||||
Telecommunication services - 0.2% | 1,603,064 | 0.2 | % | |||||||||
Utilities - 4.3% | 39,559,248 | 4.3 | % | |||||||||
TOTAL COMMON STOCKS (Cost $595,028,227) | $ | 892,199,047 | ||||||||||
RIGHTS - 0.0% | ||||||||||||
Community Health Systems, Inc. | ||||||||||||
(Expiration Date: 01/27/2016) (I)(N) | 137,366 | 1,923 | 0.0 | % | ||||||||
TOTAL RIGHTS (Cost $8,929) | $ | 1,923 |
The accompanying notes are an integral part of the financial statements. | 36 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Mid Cap Index Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 2.8% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 2,566,412 | $ | 25,677,461 | 2.8 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $25,677,397) | $ | 25,677,461 | ||||||||||
SHORT-TERM INVESTMENTS - 1.8% | ||||||||||||
Repurchase agreement - 1.8% | ||||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 at 0.000% to be repurchased at $15,987,000 on 07/01/2015, collateralized by $16,250,000 U.S. Treasury Notes, 2.125% due 06/30/2022 (valued at $16,311,750, including interest) | $ | 15,987,000 | $ | 15,987,000 | 1.8 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $15,987,000) | $ | 15,987,000 | ||||||||||
Total Investments (Mid Cap Index Trust) | ||||||||||||
(Cost $636,701,553) - 102.5% | $ | 933,865,431 | 102.5 | % | ||||||||
Other assets and liabilities, net - (2.5%) | (22,382,263 | ) | (2.5 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 911,483,168 | 100.0 | % | ||||||||
Mid Cap Stock Trust | ||||||||||||
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 90.3% | ||||||||||||
Consumer discretionary - 20.6% | ||||||||||||
Advance Auto Parts, Inc. | 83,481 | $ | 13,297,688 | 1.6 | % | |||||||
Chipotle Mexican Grill, Inc. (I) | 29,874 | 18,073,471 | 2.1 | % | ||||||||
Diamond Resorts International, Inc. (I) | 452,406 | 14,273,409 | 1.7 | % | ||||||||
Dunkin’ Brands Group, Inc. | 161,297 | 8,871,335 | 1.1 | % | ||||||||
GoPro, Inc., Class A (I) | 193,350 | 10,193,412 | 1.2 | % | ||||||||
Harman International Industries, Inc. | 81,187 | 9,656,382 | 1.1 | % | ||||||||
Hilton Worldwide Holdings, Inc. (I) | 338,952 | 9,338,128 | 1.1 | % | ||||||||
IMAX Corp. (I) | 331,729 | 13,358,727 | 1.6 | % | ||||||||
Netflix, Inc. (I) | 18,870 | 12,396,458 | 1.5 | % | ||||||||
Panera Bread Company, Class A (I) | 61,567 | 10,760,065 | 1.3 | % | ||||||||
Samsonite International SA | 3,419,080 | 11,804,627 | 1.4 | % | ||||||||
Tesla Motors, Inc. (I)(L) | 52,516 | 14,087,941 | 1.7 | % | ||||||||
Wyndham Worldwide Corp. | 129,244 | 10,586,376 | 1.3 | % | ||||||||
OTHER SECURITIES | 16,902,286 | 1.9 | % | |||||||||
173,600,305 | ||||||||||||
Consumer staples - 5.4% | ||||||||||||
Monster Beverage Corp. (I) | 94,423 | 12,654,570 | 1.5 | % | ||||||||
Nomad Foods, Ltd. (I) | 1,094,577 | 23,845,354 | 2.8 | % | ||||||||
Whole Foods Market, Inc. | 236,958 | 9,345,624 | 1.1 | % | ||||||||
45,845,548 | ||||||||||||
Energy - 1.4% | 11,498,210 | 1.4 | % | |||||||||
Financials - 3.9% | ||||||||||||
CBRE Group, Inc., Class A (I) | 298,419 | 11,041,503 | 1.3 | % | ||||||||
Julius Baer Group, Ltd. (I) | 152,698 | 8,568,489 | 1.0 | % | ||||||||
Northern Trust Corp. | 169,316 | 12,945,901 | 1.5 | % | ||||||||
OTHER SECURITIES | 598,524 | 0.1 | % | |||||||||
33,154,417 |
Mid Cap Stock Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Health care - 23.8% | ||||||||||||
Allergan PLC (I) | 46,026 | $ | 13,967,050 | 1.7 | % | |||||||
Becton, Dickinson and Company | 89,718 | 12,708,555 | 1.5 | % | ||||||||
Boston Scientific Corp. (I) | 714,070 | 12,639,039 | 1.5 | % | ||||||||
Cerner Corp. (I) | 203,975 | 14,086,514 | 1.7 | % | ||||||||
DexCom, Inc. (I) | 207,157 | 16,568,417 | 2.0 | % | ||||||||
Eisai Company, Ltd. | 135,300 | 9,071,134 | 1.1 | % | ||||||||
Hologic, Inc. (I) | 252,971 | 9,628,076 | 1.1 | % | ||||||||
Insulet Corp. (I) | 325,489 | 10,085,277 | 1.2 | % | ||||||||
Intuitive Surgical, Inc. (I) | 34,845 | 16,882,403 | 2.0 | % | ||||||||
Mylan NV (I) | 172,984 | 11,738,694 | 1.4 | % | ||||||||
Regeneron Pharmaceuticals, Inc. (I) | 20,237 | 10,323,501 | 1.2 | % | ||||||||
Veeva Systems, Inc., Class A (I)(L) | 478,264 | 13,405,740 | 1.6 | % | ||||||||
OTHER SECURITIES | 50,171,796 | 5.8 | % | |||||||||
201,276,196 | ||||||||||||
Industrials - 12.3% | ||||||||||||
Acuity Brands, Inc. | 57,081 | 10,273,438 | 1.2 | % | ||||||||
AECOM (I) | 420,202 | 13,900,282 | 1.6 | % | ||||||||
AMETEK, Inc. | 198,426 | 10,869,776 | 1.3 | % | ||||||||
DigitalGlobe, Inc. (I) | 364,101 | 10,118,367 | 1.2 | % | ||||||||
Fortune Brands Home & Security, Inc. | 275,998 | 12,646,228 | 1.5 | % | ||||||||
Kansas City Southern | 92,658 | 8,450,410 | 1.0 | % | ||||||||
Landstar System, Inc. | 157,763 | 10,549,612 | 1.3 | % | ||||||||
Textron, Inc. | 244,819 | 10,926,272 | 1.3 | % | ||||||||
OTHER SECURITIES | 15,919,369 | 1.9 | % | |||||||||
103,653,754 | ||||||||||||
Information technology - 20.8% | ||||||||||||
Arista Networks, Inc. (I)(L) | 146,615 | 11,984,310 | 1.4 | % | ||||||||
CDW Corp. | 303,696 | 10,410,699 | 1.2 | % | ||||||||
Cognex Corp. | 201,422 | 9,688,398 | 1.2 | % | ||||||||
CoStar Group, Inc. (I) | 72,512 | 14,593,765 | 1.7 | % | ||||||||
Equinix, Inc. | 37,079 | 9,418,066 | 1.1 | % | ||||||||
Mobileye NV (I)(L) | 212,020 | 11,273,103 | 1.3 | % | ||||||||
NXP Semiconductors NV (I) | 149,527 | 14,683,551 | 1.8 | % | ||||||||
Shutterstock, Inc. (I)(L) | 183,500 | 10,760,440 | 1.3 | % | ||||||||
TE Connectivity, Ltd. | 173,467 | 11,153,928 | 1.3 | % | ||||||||
Workday, Inc., Class A (I) | 188,324 | 14,386,070 | 1.7 | % | ||||||||
Zillow Group, Inc., Class A (I)(L) | 126,571 | 10,978,769 | 1.3 | % | ||||||||
OTHER SECURITIES | 46,026,421 | 5.5 | % | |||||||||
175,357,520 | ||||||||||||
Materials - 2.1% | ||||||||||||
Platform Specialty Products Corp. (I) | 420,139 | 10,747,156 | 1.2 | % | ||||||||
Platform Specialty Products Corp. (I) | 28,906 | 739,415 | 0.1 | % | ||||||||
OTHER SECURITIES | 6,720,451 | 0.8 | % | |||||||||
18,207,022 | ||||||||||||
TOTAL COMMON STOCKS (Cost $662,156,798) | $ | 762,592,972 | ||||||||||
PREFERRED SECURITIES - 9.4% | ||||||||||||
Consumer discretionary - 0.3% | 2,429,107 | 0.3 | % | |||||||||
Financials - 1.4% | 11,730,781 | 1.4 | % | |||||||||
Health care - 0.2% | 1,374,179 | 0.2 | % | |||||||||
Industrials - 0.5% | 4,281,306 | 0.5 | % | |||||||||
Information technology - 7.0% | ||||||||||||
Uber Technologies, Inc. (I)(R) | 584,504 | 23,168,909 | 2.7 | % |
The accompanying notes are an integral part of the financial statements. | 37 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Mid Cap Stock Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
PREFERRED SECURITIES (continued) | ||||||||||||
Information technology (continued) | ||||||||||||
OTHER SECURITIES | $ | 35,950,527 | 4.3 | % | ||||||||
59,119,436 | ||||||||||||
TOTAL PREFERRED SECURITIES (Cost $54,188,512) | $ | 78,934,809 | ||||||||||
SECURITIES LENDING COLLATERAL - 8.4% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 7,055,801 | 70,594,700 | 8.4 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $70,594,875) | $ | 70,594,700 | ||||||||||
SHORT-TERM INVESTMENTS - 1.0% | ||||||||||||
Repurchase agreement - 1.0% | ||||||||||||
Deutsche Bank Tri-Party Repurchase Agreement dated 06/30/2015 at 0.130% to be repurchased at $8,800,032 on 07/01/2015, collateralized by $8,869,300 U.S. Treasury Notes, 2.125% due 06/30/2021 (valued at $8,976,146, including interest) | $ | 8,800,000 | $ | 8,800,000 | 1.0 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $8,800,000) | $ | 8,800,000 | ||||||||||
Total Investments (Mid Cap Stock Trust) | ||||||||||||
(Cost $795,740,185) - 109.1% | $ | 920,922,481 | 109.1 | % | ||||||||
Other assets and liabilities, net - (9.1%) | (76,835,063 | ) | (9.1 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 844,087,418 | 100.0 | % |
Mid Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 92.6% | ||||||||||||
Consumer discretionary - 10.0% | ||||||||||||
Cablevision Systems Corp., Class A | 431,600 | $ | 10,332,504 | 1.2 | % | |||||||
Coach, Inc. | 223,000 | 7,718,030 | 0.9 | % | ||||||||
Kohl’s Corp. | 214,400 | 13,423,584 | 1.6 | % | ||||||||
Mattel, Inc. | 422,100 | 10,843,749 | 1.3 | % | ||||||||
News Corp., Class A (I) | 705,500 | 10,293,245 | 1.2 | % | ||||||||
Scholastic Corp. | 145,424 | 6,417,561 | 0.8 | % | ||||||||
Tribune Media Company, Class A | 198,500 | 10,597,915 | 1.2 | % | ||||||||
OTHER SECURITIES | 15,737,551 | 1.8 | % | |||||||||
85,364,139 | ||||||||||||
Consumer staples - 8.3% | ||||||||||||
Bunge, Ltd. | 225,100 | 19,763,780 | 2.3 | % | ||||||||
Kellogg Company | 122,400 | 7,674,480 | 0.9 | % | ||||||||
Sysco Corp. | 432,400 | 15,609,640 | 1.8 | % | ||||||||
OTHER SECURITIES | 27,313,458 | 3.3 | % | |||||||||
70,361,358 | ||||||||||||
Energy - 5.2% | ||||||||||||
Cameco Corp. (L) | 489,100 | 6,984,348 | 0.8 | % | ||||||||
CONSOL Energy, Inc. | 358,747 | 7,799,160 | 0.9 | % | ||||||||
Murphy Oil Corp. | 199,700 | 8,301,529 | 1.0 | % | ||||||||
WPX Energy, Inc. (I) | 1,001,400 | 12,297,189 | 1.5 | % | ||||||||
OTHER SECURITIES | 8,788,551 | 1.0 | % | |||||||||
44,170,777 |
Mid Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials - 29.4% | ||||||||||||
Ally Financial, Inc. (I) | 514,060 | $ | 11,530,366 | 1.4 | % | |||||||
CIT Group, Inc. | 142,700 | 6,634,123 | 0.8 | % | ||||||||
CNA Financial Corp. | 244,200 | 9,330,882 | 1.1 | % | ||||||||
E*TRADE Financial Corp. (I) | 705,344 | 21,125,053 | 2.5 | % | ||||||||
First American Financial Corp. | 291,000 | 10,828,110 | 1.3 | % | ||||||||
First Horizon National Corp. | 824,049 | 12,912,848 | 1.5 | % | ||||||||
First Niagara Financial Group, Inc. | 877,800 | 8,286,432 | 1.0 | % | ||||||||
FNF Group | 230,816 | 8,537,884 | 1.0 | % | ||||||||
Kemper Corp. | 184,254 | 7,102,992 | 0.8 | % | ||||||||
Lazard, Ltd., Class A | 202,300 | 11,377,352 | 1.3 | % | ||||||||
Loews Corp. | 209,100 | 8,052,441 | 0.9 | % | ||||||||
Marsh & McLennan Companies, Inc. | 281,800 | 15,978,060 | 1.9 | % | ||||||||
Northern Trust Corp. | 276,500 | 21,141,190 | 2.5 | % | ||||||||
PHH Corp. (I) | 322,200 | 8,386,866 | 1.0 | % | ||||||||
Rayonier, Inc. | 425,500 | 10,871,525 | 1.3 | % | ||||||||
The Macerich Company | 94,400 | 7,042,240 | 0.8 | % | ||||||||
The Progressive Corp. | 270,300 | 7,522,449 | 0.9 | % | ||||||||
Waddell & Reed Financial, Inc., Class A | 140,600 | 6,651,786 | 0.8 | % | ||||||||
White Mountains Insurance Group, Ltd. | 19,100 | 12,509,354 | 1.5 | % | ||||||||
OTHER SECURITIES | 44,008,938 | 5.1 | % | |||||||||
249,830,891 | ||||||||||||
Health care - 11.6% | ||||||||||||
Hologic, Inc. (I) | 492,500 | 18,744,550 | 2.2 | % | ||||||||
Hospira, Inc. (I) | 320,400 | 28,422,684 | 3.3 | % | ||||||||
Quest Diagnostics, Inc. | 153,600 | 11,139,072 | 1.3 | % | ||||||||
Select Medical Holdings Corp. | 582,288 | 9,433,066 | 1.1 | % | ||||||||
Zoetis, Inc. | 138,000 | 6,654,360 | 0.8 | % | ||||||||
OTHER SECURITIES | 23,871,447 | 2.9 | % | |||||||||
98,265,179 | ||||||||||||
Industrials - 10.6% | ||||||||||||
C.H. Robinson Worldwide, Inc. | 206,900 | 12,908,491 | 1.5 | % | ||||||||
Cintas Corp. | 145,700 | 12,324,763 | 1.5 | % | ||||||||
KBR, Inc. | 541,500 | 10,548,420 | 1.2 | % | ||||||||
Textron, Inc. | 535,500 | 23,899,365 | 2.8 | % | ||||||||
OTHER SECURITIES | 30,551,026 | 3.6 | % | |||||||||
90,232,065 | ||||||||||||
Information technology - 3.2% | 26,872,682 | 3.2 | % | |||||||||
Materials - 8.1% | ||||||||||||
Louisiana-Pacific Corp. (I) | 488,800 | 8,324,264 | 1.0 | % | ||||||||
Newmont Mining Corp. | 367,000 | 8,573,120 | 1.0 | % | ||||||||
The Scotts Miracle-Gro Company, Class A | 115,600 | 6,844,676 | 0.8 | % | ||||||||
Vulcan Materials Company | 182,907 | 15,351,385 | 1.8 | % | ||||||||
OTHER SECURITIES | 29,761,334 | 3.5 | % | |||||||||
68,854,779 | ||||||||||||
Telecommunication services - 0.7% | 5,881,058 | 0.7 | % | |||||||||
Utilities - 5.5% | ||||||||||||
AES Corp. | 808,000 | 10,714,080 | 1.3 | % | ||||||||
CenterPoint Energy, Inc. | 351,200 | 6,683,336 | 0.8 | % | ||||||||
FirstEnergy Corp. | 639,851 | 20,827,150 | 2.4 | % | ||||||||
OTHER SECURITIES | 8,931,961 | 1.0 | % | |||||||||
47,156,527 | ||||||||||||
TOTAL COMMON STOCKS (Cost $657,581,351) | $ | 786,989,455 | ||||||||||
CONVERTIBLE BONDS - 0.3% | ||||||||||||
Industrials - 0.3% | $ | 2,873,798 | 0.3 | % | ||||||||
TOTAL CONVERTIBLE BONDS (Cost $2,827,543) | $ | 2,873,798 |
The accompanying notes are an integral part of the financial statements. | 38 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Mid Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 3.2% | ||||||||||||
John Hancock | ||||||||||||
Collateral Trust, 0.1769% (W)(Y) | 2,751,519 | $ | 27,529,497 | 3.2 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $27,529,484) | $ | 27,529,497 | ||||||||||
SHORT-TERM INVESTMENTS - 6.7% | ||||||||||||
Money market funds - 6.7% | ||||||||||||
T. Rowe Price Reserve Investment Fund, 0.0722% (Y) | 55,964,467 | 55,964,467 | 6.6 | % | ||||||||
OTHER SECURITIES | 1,000,000 | 0.1 | % | |||||||||
56,964,467 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $56,964,467) | $ | 56,964,467 | ||||||||||
Total Investments (Mid Value Trust) | ||||||||||||
(Cost $744,902,845) - 102.8% | $ | 874,357,217 | 102.8 | % | ||||||||
Other assets and liabilities, net - (2.8%) | (24,217,897 | ) | (2.8 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 850,139,320 | 100.0 | % |
Mutual Shares Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 86.1% | ||||||||||||
Consumer discretionary - 11.3% | ||||||||||||
CBS Corp., Class B | 120,897 | $ | 6,709,784 | 1.1 | % | |||||||
DIRECTV (I) | 100,190 | 9,296,630 | 1.6 | % | ||||||||
General Motors Company | 221,150 | 7,370,929 | 1.3 | % | ||||||||
Reed Elsevier PLC | 446,427 | 7,254,741 | 1.2 | % | ||||||||
Time Warner Cable, Inc. | 64,070 | 11,415,352 | 1.9 | % | ||||||||
Twenty-First Century Fox, Inc., Class B | 311,586 | 10,039,301 | 1.7 | % | ||||||||
OTHER SECURITIES | 14,649,003 | 2.5 | % | |||||||||
66,735,740 | ||||||||||||
Consumer staples - 10.0% | ||||||||||||
Altria Group, Inc. | 119,721 | 5,855,554 | 1.0 | % | ||||||||
British American Tobacco PLC | 172,636 | 9,295,154 | 1.6 | % | ||||||||
CVS Health Corp. | 56,213 | 5,895,619 | 1.0 | % | ||||||||
Imperial Tobacco Group PLC | 138,630 | 6,676,724 | 1.1 | % | ||||||||
PepsiCo, Inc. | 70,596 | 6,589,431 | 1.1 | % | ||||||||
The Kroger Company | 77,234 | 5,600,237 | 1.0 | % | ||||||||
Walgreens Boots Alliance, Inc. | 81,194 | 6,856,021 | 1.2 | % | ||||||||
OTHER SECURITIES | 11,748,230 | 2.0 | % | |||||||||
58,516,970 | ||||||||||||
Energy - 7.2% | ||||||||||||
Apache Corp. | 97,529 | 5,620,596 | 1.0 | % | ||||||||
Baker Hughes, Inc. | 106,327 | 6,560,376 | 1.1 | % | ||||||||
Marathon Oil Corp. | 207,782 | 5,514,534 | 0.9 | % | ||||||||
Royal Dutch Shell PLC, A Shares | 250,963 | 7,137,352 | 1.2 | % | ||||||||
OTHER SECURITIES | 17,349,749 | 3.0 | % | |||||||||
42,182,607 | ||||||||||||
Financials - 22.1% | ||||||||||||
ACE, Ltd. | 69,032 | 7,019,174 | 1.2 | % | ||||||||
Alleghany Corp. (I) | 13,844 | 6,489,513 | 1.1 | % | ||||||||
American International Group, Inc. | 183,535 | 11,346,134 | 1.9 | % | ||||||||
Barclays PLC | 1,380,860 | 5,659,659 | 1.0 | % | ||||||||
CIT Group, Inc. | 130,688 | 6,075,685 | 1.0 | % | ||||||||
Citigroup, Inc. | 122,965 | 6,792,587 | 1.2 | % |
Mutual Shares Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
JPMorgan Chase & Co. | 129,810 | $ | 8,795,926 | 1.5 | % | |||||||
MetLife, Inc. | 129,240 | 7,236,148 | 1.2 | % | ||||||||
The Allstate Corp. | 92,016 | 5,969,078 | 1.0 | % | ||||||||
The PNC Financial Services Group, Inc. | 124,134 | 11,873,417 | 2.0 | % | ||||||||
White Mountains Insurance Group, Ltd. | 20,381 | 13,348,332 | 2.3 | % | ||||||||
XL Group PLC | 202,460 | 7,531,512 | 1.3 | % | ||||||||
OTHER SECURITIES | 31,562,933 | 5.4 | % | |||||||||
129,700,098 | ||||||||||||
Health care - 12.2% | ||||||||||||
Eli Lilly & Company | 152,236 | 12,710,184 | 2.2 | % | ||||||||
Hospira, Inc. (I) | 94,766 | 8,406,692 | 1.4 | % | ||||||||
Medtronic PLC | 199,749 | 14,801,401 | 2.5 | % | ||||||||
Merck & Company, Inc. | 264,970 | 15,084,742 | 2.6 | % | ||||||||
Stryker Corp. | 72,572 | 6,935,706 | 1.2 | % | ||||||||
Teva Pharmaceutical Industries, Ltd., ADR | 180,931 | 10,693,022 | 1.8 | % | ||||||||
OTHER SECURITIES | 2,820,582 | 0.5 | % | |||||||||
71,452,329 | ||||||||||||
Industrials - 4.0% | ||||||||||||
A.P. Moeller - Maersk A/S, Series B | 3,645 | 6,590,308 | 1.1 | % | ||||||||
Caterpillar, Inc. | 67,223 | 5,701,855 | 1.0 | % | ||||||||
OTHER SECURITIES | 11,298,234 | 1.9 | % | |||||||||
23,590,397 | ||||||||||||
Information technology - 12.4% | ||||||||||||
Apple, Inc. | 87,100 | 10,924,518 | 1.9 | % | ||||||||
Cisco Systems, Inc. | 290,540 | 7,978,228 | 1.3 | % | ||||||||
Microsoft Corp. | 342,098 | 15,103,627 | 2.6 | % | ||||||||
Nokia OYJ | 500,813 | 3,414,021 | 0.6 | % | ||||||||
Nokia OYJ, ADR | 400,898 | 2,746,151 | 0.5 | % | ||||||||
Symantec Corp. | 361,620 | 8,407,665 | 1.4 | % | ||||||||
Xerox Corp. | 573,884 | 6,106,126 | 1.0 | % | ||||||||
OTHER SECURITIES | 18,144,050 | 3.1 | % | |||||||||
72,824,386 | ||||||||||||
Materials - 4.3% | ||||||||||||
International Paper Company | 149,964 | 7,136,787 | 1.2 | % | ||||||||
MeadWestvaco Corp. | 125,743 | 5,933,812 | 1.0 | % | ||||||||
OTHER SECURITIES | 12,374,977 | 2.1 | % | |||||||||
25,445,576 | ||||||||||||
Telecommunication services - 2.0% | ||||||||||||
Vodafone Group PLC | 2,123,006 | 7,744,497 | 1.3 | % | ||||||||
OTHER SECURITIES | 4,098,525 | 0.7 | % | |||||||||
11,843,022 | ||||||||||||
Utilities - 0.6% | 3,608,039 | 0.6 | % | |||||||||
TOTAL COMMON STOCKS (Cost $391,576,924) | $ | 505,899,164 | ||||||||||
CORPORATE BONDS - 2.5% | ||||||||||||
Consumer discretionary - 0.6% | ||||||||||||
iHeartCommunications, Inc. | ||||||||||||
9.000%, 12/15/2019 | $ | 3,977,000 | $ | 3,790,081 | 0.6 | % | ||||||
OTHER SECURITIES | — | 0.0 | % | |||||||||
3,790,081 | ||||||||||||
Energy - 0.4% | 2,052,648 | 0.4 | % | |||||||||
Information technology - 1.0% | ||||||||||||
Avaya, Inc. | ||||||||||||
7.000%, 04/01/2019 (S) | 1,707,000 | 1,668,593 | 0.3 | % |
The accompanying notes are an integral part of the financial statements. | 39 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Mutual Shares Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Information technology (continued) | ||||||||||||
Avaya, Inc. | ||||||||||||
10.500%, 03/01/2021 (S) | $ | 5,070,000 | $ | 4,182,750 | 0.7 | % | ||||||
5,851,343 | ||||||||||||
Materials - 0.1% | 467,610 | 0.1 | % | |||||||||
Utilities - 0.4% | ||||||||||||
Texas Competitive Electric Holdings Company LLC | ||||||||||||
11.500%, 10/01/2020 (H)(S) | 4,128,000 | 2,518,080 | 0.4 | % | ||||||||
TOTAL CORPORATE BONDS (Cost $18,047,143) | $ | 14,679,762 | ||||||||||
TERM LOANS (M) - 3.5% | ||||||||||||
Consumer discretionary - 2.3% | ||||||||||||
iHeartCommunications, Inc. | ||||||||||||
6.937%, 01/30/2019 | 4,025,467 | 3,709,299 | 0.7 | % | ||||||||
iHeartCommunications, Inc. | ||||||||||||
7.687%, 07/30/2019 | 1,293,886 | 1,209,514 | 0.2 | % | ||||||||
OTHER SECURITIES | 8,310,169 | 1.4 | % | |||||||||
13,228,982 | ||||||||||||
Energy - 0.0% | 95,844 | 0.0 | % | |||||||||
Information technology - 0.4% | ||||||||||||
Avaya, Inc. | ||||||||||||
4.687%, 10/26/2017 | 1,677,110 | 1,664,742 | 0.3 | % | ||||||||
Avaya, Inc. | ||||||||||||
6.500%, 03/30/2018 | 409,419 | 406,714 | 0.1 | % | ||||||||
2,071,456 | ||||||||||||
Materials - 0.1% | 767,425 | 0.1 | % | |||||||||
Utilities - 0.7% | ||||||||||||
Texas Competitive Electric Holdings Company LLC | ||||||||||||
4.648%, 10/10/2017 (H) | 7,466,240 | 4,274,422 | 0.7 | % | ||||||||
TOTAL TERM LOANS (Cost $23,736,597) | $ | 20,438,129 | ||||||||||
Municipal bonds 0.3% | 1,779,141 | 0.3 | % | |||||||||
TOTAL MUNICIPAL BONDS (Cost $2,309,446) | $ | 1,779,141 | ||||||||||
PREFERRED SECURITIES - 0.7% | ||||||||||||
Consumer discretionary - 0.7% | 3,924,914 | 0.7 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $4,401,941) | $ | 3,924,914 | ||||||||||
SECURITIES LENDING COLLATERAL - 0.1% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 83,051 | 830,938 | 0.1 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $830,936) | $ | 830,938 | ||||||||||
SHORT-TERM INVESTMENTS - 4.7% | ||||||||||||
U.S. Government - 4.7% | ||||||||||||
0.063%, 08/06/2015 * | $ | 1,000,000 | $ | 1,000,002 | 0.2 | % | ||||||
0.064%, 08/20/2015 * | 3,500,000 | 3,499,990 | 0.6 | % | ||||||||
0.065%, 08/27/2015 * | 5,000,000 | 5,000,020 | 0.9 | % | ||||||||
0.075%, 07/23/2015 * | 2,000,000 | 1,999,994 | 0.4 | % | ||||||||
0.075%, 11/19/2015 * | 6,000,000 | 5,999,292 | 1.0 | % | ||||||||
0.076%, 09/03/2015 * | 2,000,000 | 1,999,946 | 0.3 | % | ||||||||
0.085%, 11/27/2015 * | 2,000,000 | 1,999,772 | 0.3 | % | ||||||||
0.088%, 07/09/2015 * | 2,500,000 | 2,500,005 | 0.4 | % | ||||||||
0.095%, 10/08/2015 * | 2,500,000 | 2,499,845 | 0.4 | % |
Mutual Shares Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SHORT-TERM INVESTMENTS (continued) | ||||||||||||
U.S. Government (continued) | ||||||||||||
OTHER SECURITIES | $ | 1,000,000 | 0.2 | % | ||||||||
27,498,866 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $27,495,579) | $ | 27,498,866 | ||||||||||
Total Investments (Mutual Shares Trust) | ||||||||||||
(Cost $468,398,566) - 97.9% | $ | 575,050,914 | 97.9 | % | ||||||||
Other assets and liabilities, net - 2.1% | 12,259,195 | 2.1 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 587,310,109 | 100.0 | % |
Real Estate Securities Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 97.6% | ||||||||||||
Financials - 96.7% | ||||||||||||
Real estate investment trusts - 96.7% | ||||||||||||
Diversified REITs - 6.0% | ||||||||||||
American Assets Trust, Inc. | 57,990 | $ | 2,273,788 | 0.6 | % | |||||||
American Realty Capital Properties, Inc. | 342,523 | 2,784,712 | 0.7 | % | ||||||||
Cousins Properties, Inc. | 210,710 | 2,187,170 | 0.5 | % | ||||||||
Duke Realty Corp. | 302,241 | 5,612,615 | 1.4 | % | ||||||||
Spirit Realty Capital, Inc. | 907,370 | 8,774,268 | 2.2 | % | ||||||||
Store Capital Corp. | 123,548 | 2,483,315 | 0.6 | % | ||||||||
OTHER SECURITIES | 8,664 | 0.0 | % | |||||||||
24,124,532 | ||||||||||||
Health care REITs - 12.5% | ||||||||||||
HCP, Inc. | 142,979 | 5,214,444 | 1.3 | % | ||||||||
Health Care REIT, Inc. | 386,895 | 25,391,919 | 6.3 | % | ||||||||
Healthcare Trust of America, Inc., Class A | 301,549 | 7,222,099 | 1.8 | % | ||||||||
LTC Properties, Inc. | 96,100 | 3,997,760 | 1.0 | % | ||||||||
Medical Properties Trust, Inc. | 308,128 | 4,039,558 | 1.0 | % | ||||||||
National Health Investors, Inc. | 68,932 | 4,294,464 | 1.1 | % | ||||||||
50,160,244 | ||||||||||||
Hotel and resort REITs - 8.1% | ||||||||||||
Chesapeake Lodging Trust | 151,244 | 4,609,917 | 1.2 | % | ||||||||
DiamondRock Hospitality Company | 353,278 | 4,525,491 | 1.1 | % | ||||||||
Host Hotels & Resorts, Inc. | 160,913 | 3,190,905 | 0.8 | % | ||||||||
Pebblebrook Hotel Trust | 178,902 | 7,671,318 | 1.9 | % | ||||||||
Strategic Hotels & Resorts, Inc. (I) | 513,081 | 6,218,542 | 1.6 | % | ||||||||
Sunstone Hotel Investors, Inc. | 406,215 | 6,097,287 | 1.5 | % | ||||||||
32,313,460 | ||||||||||||
Industrial REITs - 5.8% | ||||||||||||
First Industrial Realty Trust, Inc. | 160,583 | 3,007,720 | 0.8 | % | ||||||||
Prologis, Inc. | 540,161 | 20,039,973 | 5.0 | % | ||||||||
23,047,693 | ||||||||||||
Office REITs - 15.3% | ||||||||||||
Alexandria Real Estate Equities, Inc. | 55,111 | 4,820,008 | 1.2 | % | ||||||||
Boston Properties, Inc. | 130,322 | 15,774,175 | 3.9 | % | ||||||||
Columbia Property Trust, Inc. | 80,591 | 1,978,509 | 0.5 | % | ||||||||
CoreSite Realty Corp. | 41,143 | 1,869,538 | 0.5 | % | ||||||||
DuPont Fabros Technology, Inc. | 141,612 | 4,170,473 | 1.0 | % | ||||||||
Hudson Pacific Properties, Inc. | 182,443 | 5,175,908 | 1.3 | % | ||||||||
Kilroy Realty Corp. | 134,022 | 8,999,577 | 2.3 | % |
The accompanying notes are an integral part of the financial statements. | 40 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Real Estate Securities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Office REITs (continued) | ||||||||||||
Mack-Cali Realty Corp. | 60,541 | $ | 1,115,771 | 0.3 | % | |||||||
Paramount Group, Inc. | 182,400 | 3,129,984 | 0.8 | % | ||||||||
Vornado Realty Trust | 144,951 | 13,760,198 | 3.4 | % | ||||||||
OTHER SECURITIES | 506,504 | 0.1 | % | |||||||||
61,300,645 | ||||||||||||
Residential REITs - 17.1% | ||||||||||||
American Residential Properties, Inc. (I) | 122,960 | 2,274,760 | 0.6 | % | ||||||||
Apartment Investment & Management Company, Class A | 251,027 | 9,270,427 | 2.3 | % | ||||||||
Camden Property Trust | 117,128 | 8,700,268 | 2.2 | % | ||||||||
Equity LifeStyle Properties, Inc. | 122,174 | 6,423,909 | 1.6 | % | ||||||||
Equity Residential | 377,378 | 26,480,614 | 6.6 | % | ||||||||
Essex Property Trust, Inc. | 58,481 | 12,427,213 | 3.1 | % | ||||||||
OTHER SECURITIES | 3,077,524 | 0.7 | % | |||||||||
68,654,715 | ||||||||||||
Retail REITs - 24.6% | ||||||||||||
DDR Corp. | 76,595 | 1,184,159 | 0.3 | % | ||||||||
Federal Realty Investment Trust | 105,472 | 13,509,908 | 3.4 | % | ||||||||
General Growth Properties, Inc. | 580,574 | 14,897,529 | 3.7 | % | ||||||||
Kimco Realty Corp. | 600,029 | 13,524,654 | 3.4 | % | ||||||||
National Retail Properties, Inc. | 247,678 | 8,671,207 | 2.2 | % | ||||||||
Pennsylvania Real Estate Investment Trust | 100,318 | 2,140,786 | 0.5 | % | ||||||||
Retail Properties of America, Inc., Class A | 179,311 | 2,497,802 | 0.6 | % | ||||||||
Simon Property Group, Inc. | 194,197 | 33,599,965 | 8.4 | % | ||||||||
The Macerich Company | 99,397 | 7,415,016 | 1.9 | % | ||||||||
OTHER SECURITIES | 989,454 | 0.2 | % | |||||||||
98,430,480 | ||||||||||||
Specialized REITs - 7.3% | ||||||||||||
CubeSmart | 311,677 | 7,218,439 | 1.8 | % | ||||||||
Extra Space Storage, Inc. | 96,179 | 6,272,794 | 1.6 | % | ||||||||
Public Storage | 69,621 | 12,836,024 | 3.2 | % | ||||||||
The GEO Group, Inc. | 84,717 | 2,893,933 | 0.7 | % | ||||||||
29,221,190 | ||||||||||||
387,252,959 | ||||||||||||
Information technology - 0.9% | ||||||||||||
Internet software and services - 0.9% | ||||||||||||
Equinix, Inc. | 14,909 | 3,786,886 | 0.9 | % | ||||||||
TOTAL COMMON STOCKS (Cost $414,941,852) | $ | 391,039,845 | ||||||||||
SHORT-TERM INVESTMENTS - 0.3% | ||||||||||||
Repurchase agreement - 0.3% | $ | 1,053,000 | 0.3 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $1,053,000) | $ | 1,053,000 | ||||||||||
Total Investments (Real Estate Securities Trust) | ||||||||||||
(Cost $415,994,852) - 97.9% | $ | 392,092,845 | 97.9 | % | ||||||||
Other assets and liabilities, net - 2.1% | 8,504,065 | 2.1 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 400,596,910 | 100.0 | % |
Science & Technology Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 98.3% | ||||||||||||
Consumer discretionary - 14.2% | ||||||||||||
Amazon.com, Inc. (I) | 45,300 | $ | 19,664,277 | 3.9 | % | |||||||
News Corp., Class A (I) | 268,000 | 3,910,120 | 0.8 | % | ||||||||
Tesla Motors, Inc. (I)(L) | 16,070 | 4,310,938 | 0.9 | % | ||||||||
The Priceline Group, Inc. (I) | 13,830 | 15,923,447 | 3.1 | % | ||||||||
Vipshop Holdings, Ltd., ADR (I) | 400,935 | 8,920,804 | 1.8 | % | ||||||||
OTHER SECURITIES | 19,190,340 | 3.7 | % | |||||||||
71,919,926 | ||||||||||||
Financials - 0.7% | ||||||||||||
American Tower Corp. | 38,900 | 3,628,981 | 0.7 | % | ||||||||
Health care - 3.0% | ||||||||||||
Intuitive Surgical, Inc. (I) | 7,900 | 3,827,550 | 0.8 | % | ||||||||
Veeva Systems, Inc., Class A (I) | 194,900 | 5,463,047 | 1.1 | % | ||||||||
OTHER SECURITIES | 5,828,552 | 1.1 | % | |||||||||
15,119,149 | ||||||||||||
Industrials - 1.5% | ||||||||||||
Nidec Corp. | 46,700 | 3,494,925 | 0.7 | % | ||||||||
OTHER SECURITIES | 3,954,094 | 0.8 | % | |||||||||
7,449,019 | ||||||||||||
Information technology - 75.8% | ||||||||||||
Adobe Systems, Inc. (I) | 52,400 | 4,244,924 | 0.8 | % | ||||||||
Alibaba Group Holding, Ltd., ADR (I) | 113,920 | 9,372,198 | 1.9 | % | ||||||||
Altera Corp. | 71,000 | 3,635,200 | 0.7 | % | ||||||||
Apple, Inc. | 161,255 | 20,225,408 | 4.0 | % | ||||||||
Avago Technologies, Ltd. | 37,110 | 4,933,032 | 1.0 | % | ||||||||
Baidu, Inc., ADR (I) | 61,050 | 12,153,834 | 2.4 | % | ||||||||
CDW Corp. | 103,300 | 3,541,124 | 0.7 | % | ||||||||
Cisco Systems, Inc. | 160,970 | 4,420,236 | 0.9 | % | ||||||||
Cognizant Technology Solutions Corp., Class A (I) | 103,150 | 6,301,434 | 1.2 | % | ||||||||
Criteo SA, ADR (I) | 128,055 | 6,104,382 | 1.2 | % | ||||||||
Dealertrack Technologies, Inc. (I) | 104,400 | 6,555,276 | 1.3 | % | ||||||||
Dell, Inc. (I) | 458,900 | 6,948,568 | 1.4 | % | ||||||||
eBay, Inc. (I) | 73,015 | 4,398,424 | 0.9 | % | ||||||||
Facebook, Inc., Class A (I) | 134,460 | 11,531,962 | 2.3 | % | ||||||||
FireEye, Inc. (I)(L) | 113,545 | 5,553,486 | 1.1 | % | ||||||||
Google, Inc., Class A (I) | 15,130 | 8,170,805 | 1.6 | % | ||||||||
Google, Inc., Class C (I) | 13,983 | 7,278,291 | 1.4 | % | ||||||||
Intuit, Inc. | 52,060 | 5,246,086 | 1.0 | % | ||||||||
Lam Research Corp. | 45,690 | 3,716,882 | 0.7 | % | ||||||||
LinkedIn Corp., Class A (I) | 39,900 | 8,244,537 | 1.6 | % | ||||||||
MasterCard, Inc., Class A | 47,255 | 4,417,397 | 0.9 | % | ||||||||
Microsoft Corp. | 592,700 | 26,167,705 | 5.2 | % | ||||||||
NetEase, Inc., ADR | 26,955 | 3,904,836 | 0.8 | % | ||||||||
Oracle Corp. | 118,480 | 4,774,744 | 0.9 | % | ||||||||
Palo Alto Networks, Inc. (I) | 64,980 | 11,352,006 | 2.2 | % | ||||||||
Red Hat, Inc. (I) | 109,100 | 8,283,963 | 1.6 | % | ||||||||
salesforce.com, Inc. (I) | 131,145 | 9,131,626 | 1.8 | % | ||||||||
SanDisk Corp. | 156,200 | 9,093,964 | 1.8 | % | ||||||||
Seagate Technology PLC | 133,300 | 6,331,750 | 1.3 | % | ||||||||
ServiceNow, Inc. (I) | 126,240 | 9,380,894 | 1.9 | % | ||||||||
SK Hynix, Inc. | 187,649 | 7,112,181 | 1.4 | % | ||||||||
Skyworks Solutions, Inc. | 117,440 | 12,225,504 | 2.4 | % | ||||||||
Splunk, Inc. (I) | 53,445 | 3,720,841 | 0.7 | % | ||||||||
Stratasys, Ltd. (I)(L) | 144,200 | 5,036,906 | 1.0 | % | ||||||||
Tableau Software, Inc., Class A (I) | 44,220 | 5,098,566 | 1.0 | % | ||||||||
Tencent Holdings, Ltd. | 342,500 | 6,848,806 | 1.4 | % | ||||||||
Trimble Navigation, Ltd. (I) | 178,600 | 4,189,956 | 0.8 | % | ||||||||
Visa, Inc., Class A | 121,235 | 8,140,930 | 1.6 | % | ||||||||
Western Digital Corp. | 86,350 | 6,771,567 | 1.3 | % |
The accompanying notes are an integral part of the financial statements. | 41 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Science & Technology Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Information technology (continued) | ||||||||||||
OTHER SECURITIES | $ | 88,174,502 | 17.7 | % | ||||||||
382,734,733 | ||||||||||||
Telecommunication services - 3.1% | ||||||||||||
SoftBank Corp. | 182,500 | 10,749,794 | 2.1 | % | ||||||||
T-Mobile US, Inc. (I) | 129,100 | 5,005,207 | 1.0 | % | ||||||||
15,755,001 | ||||||||||||
TOTAL COMMON STOCKS (Cost $451,110,103) | $ | 496,606,809 | ||||||||||
PREFERRED SECURITIES - 0.6% | ||||||||||||
Consumer discretionary - 0.1% | 592,288 | 0.1 | % | |||||||||
Information technology - 0.5% | 2,444,697 | 0.5 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $1,690,966) | $ | 3,036,985 | ||||||||||
SECURITIES LENDING COLLATERAL - 4.4% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 2,232,082 | 22,332,430 | 4.4 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $22,332,318) | $ | 22,332,430 | ||||||||||
SHORT-TERM INVESTMENTS - 1.5% | ||||||||||||
Money market funds - 1.3% | ||||||||||||
T.Rowe Price Prime Reserve Fund, 0.0722% (Y) | 5,276,978 | 5,276,978 | 1.1 | % | ||||||||
OTHER SECURITIES | 1,024,364 | 0.2 | % | |||||||||
6,301,342 | ||||||||||||
Repurchase agreement - 0.2% | $ | 1,109,000 | 0.2 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $7,410,342) | $ | 7,410,342 | ||||||||||
Total Investments (Science & Technology Trust) | ||||||||||||
(Cost $482,543,729) - 104.8% | $ | 529,386,566 | 104.8 | % | ||||||||
Other assets and liabilities, net - (4.8%) | (24,173,911 | ) | (4.8 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 505,212,655 | 100.0 | % |
Small Cap Growth Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 95.5% | ||||||||||||
Consumer discretionary - 15.8% | ||||||||||||
CST Brands, Inc. | 104,654 | $ | 4,087,785 | 0.8 | % | |||||||
Diamond Resorts International, Inc. (I) | 320,691 | 10,117,801 | 2.0 | % | ||||||||
GoPro, Inc., Class A (I) | 111,080 | 5,856,138 | 1.2 | % | ||||||||
IMAX Corp. (I) | 225,119 | 9,065,542 | 1.8 | % | ||||||||
Jack in the Box, Inc. | 56,071 | 4,943,219 | 1.0 | % | ||||||||
Skechers U.S.A., Inc., Class A (I) | 40,440 | 4,439,908 | 0.9 | % | ||||||||
Steven Madden, Ltd. (I) | 134,984 | 5,774,616 | 1.2 | % | ||||||||
Texas Roadhouse, Inc. | 131,621 | 4,926,574 | 1.0 | % | ||||||||
OTHER SECURITIES | 29,343,836 | 5.9 | % | |||||||||
78,555,419 | ||||||||||||
Consumer staples - 1.4% | 7,043,956 | 1.4 | % | |||||||||
Energy - 1.8% | ||||||||||||
RSP Permian, Inc. (I) | 183,280 | 5,152,001 | 1.1 | % |
Small Cap Growth Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Energy (continued) | ||||||||||||
OTHER SECURITIES | $ | 3,615,149 | 0.7 | % | ||||||||
8,767,150 | ||||||||||||
Financials - 9.2% | ||||||||||||
Associated Banc-Corp. | 262,232 | 5,315,443 | 1.1 | % | ||||||||
HFF, Inc., Class A | 117,009 | 4,882,786 | 1.0 | % | ||||||||
Kennedy-Wilson Holdings, Inc. | 240,830 | 5,922,010 | 1.2 | % | ||||||||
Pebblebrook Hotel Trust | 109,943 | 4,714,356 | 0.9 | % | ||||||||
PrivateBancorp, Inc. | 118,973 | 4,737,505 | 0.9 | % | ||||||||
OTHER SECURITIES | 20,238,004 | 4.1 | % | |||||||||
45,810,104 | ||||||||||||
Health care - 23.0% | ||||||||||||
Acadia Healthcare Company, Inc. (I) | 101,960 | 7,986,527 | 1.6 | % | ||||||||
Anacor Pharmaceuticals, Inc. (I) | 79,367 | 6,145,387 | 1.2 | % | ||||||||
DexCom, Inc. (I) | 124,521 | 9,959,190 | 2.0 | % | ||||||||
Envision Healthcare Holdings, Inc. (I) | 138,949 | 5,485,707 | 1.1 | % | ||||||||
HeartWare International, Inc. (I) | 78,261 | 5,688,792 | 1.1 | % | ||||||||
Insulet Corp. (I) | 230,648 | 7,146,628 | 1.4 | % | ||||||||
LDR Holding Corp. (I) | 122,071 | 5,279,571 | 1.1 | % | ||||||||
Portola Pharmaceuticals, Inc. (I) | 138,309 | 6,299,975 | 1.3 | % | ||||||||
TESARO, Inc. (I) | 85,715 | 5,039,185 | 1.0 | % | ||||||||
Veeva Systems, Inc., Class A (I)(L) | 272,733 | 7,644,706 | 1.5 | % | ||||||||
OTHER SECURITIES | 47,755,367 | 9.7 | % | |||||||||
114,431,035 | ||||||||||||
Industrials - 14.5% | ||||||||||||
Acuity Brands, Inc. | 32,045 | 5,767,459 | 1.2 | % | ||||||||
Advanced Drainage Systems, Inc. | 172,251 | 5,052,122 | 1.0 | % | ||||||||
Generac Holdings, Inc. (L) | 134,875 | 5,361,281 | 1.1 | % | ||||||||
HD Supply Holdings, Inc. (I) | 156,520 | 5,506,374 | 1.1 | % | ||||||||
Landstar System, Inc. | 108,093 | 7,228,179 | 1.4 | % | ||||||||
Masonite International Corp. (I) | 121,709 | 8,533,018 | 1.7 | % | ||||||||
Swift Transportation Company (I) | 245,541 | 5,566,414 | 1.1 | % | ||||||||
TriNet Group, Inc. (I) | 162,432 | 4,117,651 | 0.8 | % | ||||||||
OTHER SECURITIES | 25,101,225 | 5.1 | % | |||||||||
72,233,723 | ||||||||||||
Information technology - 24.9% | ||||||||||||
Arista Networks, Inc. (I)(L) | 67,035 | 5,479,441 | 1.1 | % | ||||||||
Cognex Corp. | 125,056 | 6,015,194 | 1.2 | % | ||||||||
CoStar Group, Inc. (I) | 45,803 | 9,218,312 | 1.8 | % | ||||||||
Fleetmatics Group PLC (I)(L) | 85,853 | 4,020,496 | 0.8 | % | ||||||||
HubSpot, Inc. (I)(L) | 118,766 | 5,888,418 | 1.2 | % | ||||||||
MAXIMUS, Inc. | 63,560 | 4,177,799 | 0.8 | % | ||||||||
Mellanox Technologies, Ltd. (I) | 123,464 | 5,999,116 | 1.2 | % | ||||||||
Shutterstock, Inc. (I)(L) | 83,069 | 4,871,166 | 1.0 | % | ||||||||
SunEdison, Inc. (I) | 146,502 | 4,381,875 | 0.9 | % | ||||||||
Tyler Technologies, Inc. (I) | 48,254 | 6,243,103 | 1.3 | % | ||||||||
Verint Systems, Inc. (I) | 83,803 | 5,090,613 | 1.0 | % | ||||||||
Virtusa Corp. (I) | 129,305 | 6,646,277 | 1.3 | % | ||||||||
WEX, Inc. (I) | 50,171 | 5,717,989 | 1.1 | % | ||||||||
WNS Holdings, Ltd., ADR (I) | 299,941 | 8,023,422 | 1.6 | % | ||||||||
OTHER SECURITIES | 41,879,261 | 8.6 | % | |||||||||
123,652,482 | ||||||||||||
Materials - 4.9% | ||||||||||||
Graphic Packaging Holding Company | 350,308 | 4,879,790 | 1.0 | % | ||||||||
Headwaters, Inc. (I) | 469,499 | 8,554,272 | 1.7 | % | ||||||||
Platform Specialty Products Corp. (I) | 32,433 | 829,636 | 0.2 | % | ||||||||
Platform Specialty Products Corp. (I) | 41,845 | 1,070,395 | 0.2 | % |
The accompanying notes are an integral part of the financial statements. | 42 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Small Cap Growth Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Materials (continued) | ||||||||||||
Platform Specialty Products Corp. (I) | 244,510 | $ | 6,254,566 | 1.2 | % | |||||||
OTHER SECURITIES | 2,991,728 | 0.6 | % | |||||||||
24,580,387 | ||||||||||||
TOTAL COMMON STOCKS (Cost $413,309,477) | $ | 475,074,256 | ||||||||||
PREFERRED SECURITIES - 3.0% | ||||||||||||
Information technology - 3.0% | 14,820,764 | 3.0 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $10,615,912) | $ | 14,820,764 | ||||||||||
SECURITIES LENDING COLLATERAL - 9.6% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 4,772,301 | 47,747,825 | 9.6 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $47,747,843) | $ | 47,747,825 | ||||||||||
SHORT-TERM INVESTMENTS - 2.1% | ||||||||||||
Repurchase agreement - 2.1% | ||||||||||||
Societe Generale SA Tri-Party Repurchase Agreement dated 06/30/2015 at 0.130% to be repurchased at $10,700,039 on 07/01/2015, collateralized by $10,194,300 U.S. Treasury Notes, 0.875% - 3.125% due 05/15/2017 to 05/15/2019 (valued at $10,914,024, including interest), | $ | 10,700,000 | $ | 10,700,000 | 2.1 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $10,700,000) | $ | 10,700,000 | ||||||||||
Total Investments (Small Cap Growth Trust) (Cost $482,373,232) - 110.2% | $ | 548,342,845 | 110.2 | % | ||||||||
Other assets and liabilities, net - (10.2%) | (50,683,288 | ) | (10.2 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 497,659,557 | 100.0 | % |
Small Cap Index Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 95.7% | ||||||||||||
Consumer discretionary - 13.9% | ||||||||||||
Burlington Stores, Inc. (I) | 17,717 | $ | 907,110 | 0.2 | % | |||||||
Houghton Mifflin Harcourt Company (I) | 32,199 | 811,415 | 0.2 | % | ||||||||
Tenneco, Inc. (I) | 14,229 | 817,314 | 0.2 | % | ||||||||
Vail Resorts, Inc. | 8,528 | 931,258 | 0.2 | % | ||||||||
OTHER SECURITIES | 61,056,601 | 13.1 | % | |||||||||
64,523,698 | ||||||||||||
Consumer staples - 3.0% | ||||||||||||
Casey’s General Stores, Inc. | 9,112 | 872,383 | 0.2 | % | ||||||||
TreeHouse Foods, Inc. (I) | 10,027 | 812,488 | 0.2 | % | ||||||||
OTHER SECURITIES | 12,229,573 | 2.6 | % | |||||||||
13,914,444 | ||||||||||||
Energy - 3.7% | ||||||||||||
SemGroup Corp., Class A | 10,287 | 817,611 | 0.2 | % |
Small Cap Index Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Energy (continued) | ||||||||||||
OTHER SECURITIES | $ | 16,362,422 | 3.5 | % | ||||||||
17,180,033 | ||||||||||||
Financials - 23.1% | ||||||||||||
Bank of the Ozarks, Inc. | 18,311 | 837,728 | 0.2 | % | ||||||||
CNO Financial Group, Inc. | 45,742 | 839,366 | 0.2 | % | ||||||||
CubeSmart | 38,860 | 899,998 | 0.2 | % | ||||||||
First American Financial Corp. | 25,205 | 937,878 | 0.2 | % | ||||||||
Highwoods Properties, Inc. | 21,396 | 854,770 | 0.2 | % | ||||||||
Investors Bancorp, Inc. | 81,174 | 998,440 | 0.2 | % | ||||||||
LaSalle Hotel Properties | 26,116 | 926,073 | 0.2 | % | ||||||||
MarketAxess Holdings, Inc. | 8,790 | 815,448 | 0.2 | % | ||||||||
MGIC Investment Corp. (I) | 80,084 | 911,356 | 0.2 | % | ||||||||
Prosperity Bancshares, Inc. | 16,035 | 925,861 | 0.2 | % | ||||||||
Radian Group, Inc. | 44,876 | 841,874 | 0.2 | % | ||||||||
RLJ Lodging Trust | 30,524 | 909,005 | 0.2 | % | ||||||||
Stifel Financial Corp. (I) | 15,833 | 914,197 | 0.2 | % | ||||||||
Umpqua Holdings Corp. | 51,417 | 924,992 | 0.2 | % | ||||||||
Webster Financial Corp. | 20,853 | 824,736 | 0.2 | % | ||||||||
OTHER SECURITIES | 94,348,466 | 20.1 | % | |||||||||
107,710,188 | ||||||||||||
Health care - 15.5% | ||||||||||||
Cepheid, Inc. (I) | 16,913 | 1,034,230 | 0.2 | % | ||||||||
Dyax Corp. (I) | 34,423 | 912,210 | 0.2 | % | ||||||||
HealthSouth Corp. | 21,299 | 981,032 | 0.2 | % | ||||||||
Neurocrine Biosciences, Inc. (I) | 20,102 | 960,072 | 0.2 | % | ||||||||
PAREXEL International Corp. (I) | 12,924 | 831,142 | 0.2 | % | ||||||||
STERIS Corp. | 13,795 | 888,950 | 0.2 | % | ||||||||
Team Health Holdings, Inc. (I) | 16,811 | 1,098,263 | 0.2 | % | ||||||||
Ultragenyx Pharmaceutical, Inc. (I) | 8,466 | 866,834 | 0.2 | % | ||||||||
WellCare Health Plans, Inc. (I) | 10,315 | 875,021 | 0.2 | % | ||||||||
West Pharmaceutical Services, Inc. | 16,798 | 975,628 | 0.2 | % | ||||||||
OTHER SECURITIES | 62,488,549 | 13.5 | % | |||||||||
71,911,931 | ||||||||||||
Industrials - 12.4% | ||||||||||||
HEICO Corp. (L) | 4,735 | 276,051 | 0.1 | % | ||||||||
HEICO Corp., Class A | 18,485 | 938,483 | 0.2 | % | ||||||||
Teledyne Technologies, Inc. (I) | 8,174 | 862,439 | 0.2 | % | ||||||||
Woodward, Inc. | 15,336 | 843,327 | 0.2 | % | ||||||||
OTHER SECURITIES | 54,692,203 | 11.7 | % | |||||||||
57,612,503 | ||||||||||||
Information technology - 16.4% | ||||||||||||
Aspen Technology, Inc. (I) | 20,027 | 912,230 | 0.2 | % | ||||||||
Belden, Inc. | 9,988 | 811,325 | 0.2 | % | ||||||||
Cavium, Inc. (I) | 12,953 | 891,296 | 0.2 | % | ||||||||
Dealertrack Technologies, Inc. (I) | 12,907 | 810,431 | 0.2 | % | ||||||||
EPAM Systems, Inc. (I) | 11,500 | 819,145 | 0.2 | % | ||||||||
FEI Company | 9,732 | 807,075 | 0.2 | % | ||||||||
Guidewire Software, Inc. (I) | 16,506 | 873,663 | 0.2 | % | ||||||||
Manhattan Associates, Inc. (I) | 17,347 | 1,034,749 | 0.2 | % | ||||||||
MAXIMUS, Inc. | 15,417 | 1,013,359 | 0.2 | % | ||||||||
Tyler Technologies, Inc. (I) | 7,874 | 1,018,738 | 0.2 | % | ||||||||
Verint Systems, Inc. (I) | 14,342 | 871,205 | 0.2 | % | ||||||||
OTHER SECURITIES | 66,439,617 | 14.2 | % | |||||||||
76,302,833 | ||||||||||||
Materials - 3.8% | ||||||||||||
Berry Plastics Group, Inc. (I) | 27,935 | 905,077 | 0.2 | % | ||||||||
PolyOne Corp. | 20,801 | 814,775 | 0.2 | % | ||||||||
OTHER SECURITIES | 16,063,664 | 3.4 | % | |||||||||
17,783,516 |
The accompanying notes are an integral part of the financial statements. | 43 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Small Cap Index Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Telecommunication services - 0.8% | $ | 3,901,036 | 0.8 | % | ||||||||
Utilities - 3.1% | ||||||||||||
Dynegy, Inc. (I) | 30,168 | 882,414 | 0.2 | % | ||||||||
OTHER SECURITIES | 13,587,151 | 2.9 | % | |||||||||
14,469,565 | ||||||||||||
TOTAL COMMON STOCKS (Cost $308,475,841) | $ | 445,309,747 | ||||||||||
Warrants 0.0% | 522 | 0.0 | % | |||||||||
TOTAL WARRANTS (Cost $0) | $ | 522 | ||||||||||
SECURITIES LENDING COLLATERAL - 6.8% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 3,184,754 | 31,864,098 | 6.8 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $31,863,944) | $ | 31,864,098 | ||||||||||
SHORT-TERM INVESTMENTS - 4.2% | ||||||||||||
Repurchase agreement - 4.2% | ||||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 at 0.000% to be repurchased at $19,545,000 on 07/01/2015, collateralized by $19,865,000 U.S. Treasury Notes, 2.125% due 06/30/2022 (valued at $19,940,487, including interest) | $ | 19,545,000 | $ | 19,545,000 | 4.2 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $19,545,000) | $ | 19,545,000 | ||||||||||
Total Investments (Small Cap Index Trust) (Cost $359,884,785) - 106.7% | $ | 496,719,367 | 106.7 | % | ||||||||
Other assets and liabilities, net - (6.7%) | (31,139,586 | ) | (6.7 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 465,579,781 | 100.0 | % |
Small Cap Opportunities Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 98.6% | ||||||||||||
Consumer discretionary - 13.5% | ||||||||||||
Columbia Sportswear Company | 24,444 | $ | 1,477,884 | 0.6 | % | |||||||
Helen of Troy, Ltd. (I) | 21,487 | 2,094,768 | 0.8 | % | ||||||||
Papa John’s International, Inc. | 19,552 | 1,478,327 | 0.6 | % | ||||||||
Penske Automotive Group, Inc. | 31,504 | 1,641,673 | 0.6 | % | ||||||||
The Michaels Companies, Inc. (I) | 53,445 | 1,438,205 | 0.6 | % | ||||||||
OTHER SECURITIES | 27,557,282 | 10.3 | % | |||||||||
35,688,139 | ||||||||||||
Consumer staples - 2.5% | ||||||||||||
Pinnacle Foods, Inc. | 42,061 | 1,915,458 | 0.7 | % | ||||||||
OTHER SECURITIES | 4,814,006 | 1.8 | % | |||||||||
6,729,464 | ||||||||||||
Energy - 5.6% | ||||||||||||
Scorpio Tankers, Inc. | 144,944 | 1,462,485 | 0.6 | % | ||||||||
OTHER SECURITIES | 13,237,632 | 5.0 | % | |||||||||
14,700,117 | ||||||||||||
Financials - 24.6% | ||||||||||||
American Financial Group, Inc. | 34,026 | 2,213,051 | 0.8 | % |
Small Cap Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
Bank of the Ozarks, Inc. | 34,119 | $ | 1,560,944 | 0.6 | % | |||||||
E*TRADE Financial Corp. (I) | 62,019 | 1,857,469 | 0.7 | % | ||||||||
East West Bancorp, Inc. | 36,357 | 1,629,521 | 0.6 | % | ||||||||
Glacier Bancorp, Inc. | 48,070 | 1,414,219 | 0.5 | % | ||||||||
IBERIABANK Corp. | 20,605 | 1,405,879 | 0.5 | % | ||||||||
Janus Capital Group, Inc. | 93,591 | 1,602,278 | 0.6 | % | ||||||||
Jones Lang LaSalle, Inc. | 9,684 | 1,655,964 | 0.6 | % | ||||||||
PacWest Bancorp | 32,914 | 1,539,059 | 0.6 | % | ||||||||
PrivateBancorp, Inc. | 43,539 | 1,733,723 | 0.7 | % | ||||||||
StanCorp Financial Group, Inc. | 22,099 | 1,670,905 | 0.6 | % | ||||||||
Synovus Financial Corp. | 54,042 | 1,665,574 | 0.6 | % | ||||||||
Western Alliance Bancorp (I) | 49,172 | 1,660,047 | 0.6 | % | ||||||||
OTHER SECURITIES | 43,625,103 | 16.6 | % | |||||||||
65,233,736 | ||||||||||||
Health care - 10.7% | ||||||||||||
Affymetrix, Inc. (I)(L) | 138,697 | 1,514,571 | 0.6 | % | ||||||||
Alere, Inc. (I) | 33,785 | 1,782,159 | 0.7 | % | ||||||||
AMAG Pharmaceuticals, Inc. (I) | 26,841 | 1,853,639 | 0.7 | % | ||||||||
Community Health Systems, Inc. (I) | 31,788 | 2,001,690 | 0.8 | % | ||||||||
Hill-Rom Holdings, Inc. | 27,474 | 1,492,662 | 0.6 | % | ||||||||
Impax Laboratories, Inc. (I) | 35,086 | 1,611,149 | 0.6 | % | ||||||||
LifePoint Health, Inc. (I) | 23,698 | 2,060,541 | 0.8 | % | ||||||||
Team Health Holdings, Inc. (I) | 23,170 | 1,513,696 | 0.6 | % | ||||||||
OTHER SECURITIES | 14,413,489 | 5.3 | % | |||||||||
28,243,596 | ||||||||||||
Industrials - 17.7% | ||||||||||||
Albany International Corp., Class A | 37,439 | 1,490,072 | 0.6 | % | ||||||||
Apogee Enterprises, Inc. | 38,118 | 2,006,532 | 0.8 | % | ||||||||
Dycom Industries, Inc. (I) | 36,965 | 2,175,390 | 0.8 | % | ||||||||
EnerSys | 25,224 | 1,772,995 | 0.7 | % | ||||||||
Mobile Mini, Inc. | 39,286 | 1,651,583 | 0.6 | % | ||||||||
Old Dominion Freight Line, Inc. (I) | 21,115 | 1,448,595 | 0.6 | % | ||||||||
Trex Company, Inc. (I) | 28,324 | 1,400,055 | 0.5 | % | ||||||||
Waste Connections, Inc. | 35,627 | 1,678,744 | 0.6 | % | ||||||||
OTHER SECURITIES | 33,192,001 | 12.5 | % | |||||||||
46,815,967 | ||||||||||||
Information technology - 15.3% | ||||||||||||
ARRIS Group, Inc. (I) | 53,837 | 1,647,412 | 0.6 | % | ||||||||
Blackbaud, Inc. | 26,146 | 1,489,015 | 0.6 | % | ||||||||
CACI International, Inc., Class A (I) | 19,247 | 1,556,890 | 0.6 | % | ||||||||
Cray, Inc. (I) | 48,077 | 1,418,752 | 0.5 | % | ||||||||
DST Systems, Inc. | 12,883 | 1,623,000 | 0.6 | % | ||||||||
Entegris, Inc. (I) | 102,619 | 1,495,159 | 0.6 | % | ||||||||
Luxoft Holding, Inc. (I) | 25,823 | 1,460,291 | 0.6 | % | ||||||||
MicroStrategy, Inc., Class A (I) | 8,952 | 1,522,556 | 0.6 | % | ||||||||
Tech Data Corp. (I) | 26,145 | 1,504,906 | 0.6 | % | ||||||||
OTHER SECURITIES | 26,919,043 | 10.0 | % | |||||||||
40,637,024 | ||||||||||||
Materials - 6.7% | ||||||||||||
Graphic Packaging Holding Company | 135,123 | 1,882,263 | 0.7 | % | ||||||||
Minerals Technologies, Inc. | 24,733 | 1,685,059 | 0.6 | % | ||||||||
Sensient Technologies Corp. | 21,145 | 1,445,049 | 0.6 | % | ||||||||
OTHER SECURITIES | 12,772,956 | 4.8 | % | |||||||||
17,785,327 | ||||||||||||
Telecommunication services - 1.3% | 3,434,733 | 1.3 | % | |||||||||
Utilities - 0.7% | ||||||||||||
UGI Corp. | 40,801 | 1,405,594 | 0.6 | % |
The accompanying notes are an integral part of the financial statements. | 44 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Small Cap Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Utilities (continued) | ||||||||||||
OTHER SECURITIES | $ | 434,754 | 0.1 | % | ||||||||
1,840,348 | ||||||||||||
TOTAL COMMON STOCKS (Cost $217,637,431) | $ | 261,108,451 | ||||||||||
Warrants 0.0% | 0 | 0.0 | % | |||||||||
TOTAL WARRANTS (Cost $855) | $ | 0 | ||||||||||
SECURITIES LENDING COLLATERAL - 3.8% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 1,007,423 | 10,079,468 | 3.8 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $10,079,452) | $ | 10,079,468 | ||||||||||
SHORT-TERM INVESTMENTS - 0.7% | ||||||||||||
Money market funds - 0.7% | ||||||||||||
State Street Institutional Liquid Reserves Fund, 0.1092% (Y) | 2,004,333 | 2,004,333 | 0.7 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,004,333) | $ | 2,004,333 | ||||||||||
Total Investments (Small Cap Opportunities Trust) (Cost $229,722,071) - 103.1% | $ | 273,192,252 | 103.1 | % | ||||||||
Other assets and liabilities, net - (3.1%) | (8,273,379 | ) | (3.1 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 264,918,873 | 100.0 | % |
Small Cap Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 98.1% | ||||||||||||
Consumer discretionary - 8.7% | ||||||||||||
Ascena Retail Group, Inc. (I) | 739,050 | $ | 12,308,878 | 1.7 | % | |||||||
Fred’s, Inc., Class A | 630,182 | 12,156,211 | 1.7 | % | ||||||||
Helen of Troy, Ltd. (I) | 199,330 | 19,432,673 | 2.7 | % | ||||||||
Stage Stores, Inc. (L) | 476,309 | 8,349,697 | 1.2 | % | ||||||||
The Cato Corp., Class A | 258,236 | 10,009,227 | 1.4 | % | ||||||||
OTHER SECURITIES | 275,373 | 0.0 | % | |||||||||
62,532,059 | ||||||||||||
Consumer staples - 5.3% | ||||||||||||
C&C Group PLC | 2,153,218 | 8,432,231 | 1.2 | % | ||||||||
Casey’s General Stores, Inc. | 101,150 | 9,684,101 | 1.3 | % | ||||||||
Cranswick PLC | 355,402 | 8,930,766 | 1.2 | % | ||||||||
Post Holdings, Inc. (I) | 213,020 | 11,488,169 | 1.6 | % | ||||||||
38,535,267 | ||||||||||||
Energy - 6.8% | ||||||||||||
RSP Permian, Inc. (I) | 359,470 | 10,104,702 | 1.4 | % | ||||||||
Scorpio Tankers, Inc. | 1,440,880 | 14,538,479 | 2.0 | % | ||||||||
SEACOR Holdings, Inc. (I) | 133,868 | 9,496,596 | 1.3 | % | ||||||||
OTHER SECURITIES | 14,545,200 | 2.1 | % | |||||||||
48,684,977 | ||||||||||||
Financials - 19.8% | ||||||||||||
First Midwest Bancorp, Inc. | 652,801 | 12,383,635 | 1.7 | % | ||||||||
Hancock Holding Company | 250,070 | 7,979,734 | 1.1 | % | ||||||||
International Bancshares Corp. | 493,104 | 13,249,704 | 1.8 | % | ||||||||
MB Financial, Inc. | 287,388 | 9,897,643 | 1.4 | % | ||||||||
Northwest Bancshares, Inc. | 840,980 | 10,781,364 | 1.5 | % | ||||||||
Primerica, Inc. | 227,130 | 10,377,570 | 1.4 | % |
Small Cap Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
Webster Financial Corp. | 439,250 | $ | 17,372,338 | 2.4 | % | |||||||
OTHER SECURITIES | 60,831,217 | 8.5 | % | |||||||||
142,873,205 | ||||||||||||
Health care - 12.6% | ||||||||||||
Allscripts Healthcare Solutions, Inc. (I) | 787,140 | 10,768,075 | 1.5 | % | ||||||||
Amsurg Corp. (I) | 148,950 | 10,419,053 | 1.4 | % | ||||||||
Charles River Laboratories International, Inc. (I) | 189,670 | 13,341,388 | 1.8 | % | ||||||||
Haemonetics Corp. (I) | 220,390 | 9,115,330 | 1.3 | % | ||||||||
ICU Medical, Inc. (I) | 106,946 | 10,230,454 | 1.4 | % | ||||||||
MedAssets, Inc. (I) | 376,460 | 8,304,708 | 1.2 | % | ||||||||
Phibro Animal Health Corp., Class A | 223,690 | 8,710,489 | 1.2 | % | ||||||||
STERIS Corp. | 177,280 | 11,423,923 | 1.6 | % | ||||||||
OTHER SECURITIES | 8,444,016 | 1.2 | % | |||||||||
90,757,436 | ||||||||||||
Industrials - 26.6% | ||||||||||||
ACCO Brands Corp. (I) | 1,142,670 | 8,878,546 | 1.2 | % | ||||||||
Albany International Corp., Class A | 375,534 | 14,946,253 | 2.1 | % | ||||||||
Cubic Corp. | 294,470 | 14,010,883 | 1.9 | % | ||||||||
ESCO Technologies, Inc. | 248,862 | 9,309,927 | 1.3 | % | ||||||||
Essendant, Inc. | 346,148 | 13,586,309 | 1.9 | % | ||||||||
FTI Consulting, Inc. (I) | 263,150 | 10,852,306 | 1.5 | % | ||||||||
G&K Services, Inc., Class A | 256,120 | 17,708,137 | 2.5 | % | ||||||||
GATX Corp. | 222,760 | 11,839,694 | 1.6 | % | ||||||||
Matthews International Corp., Class A | 233,820 | 12,425,195 | 1.7 | % | ||||||||
Mueller Industries, Inc. | 530,330 | 18,413,058 | 2.6 | % | ||||||||
SP Plus Corp. (I) | 450,818 | 11,770,858 | 1.6 | % | ||||||||
TriMas Corp. (I) | 255,011 | 7,548,326 | 1.1 | % | ||||||||
OTHER SECURITIES | 40,192,556 | 5.6 | % | |||||||||
191,482,048 | ||||||||||||
Information technology - 9.6% | ||||||||||||
Belden, Inc. | 268,629 | 21,820,734 | 3.0 | % | ||||||||
Coherent, Inc. (I) | 118,930 | 7,549,676 | 1.0 | % | ||||||||
Diebold, Inc. | 320,560 | 11,219,600 | 1.6 | % | ||||||||
Forrester Research, Inc. | 264,273 | 9,519,113 | 1.3 | % | ||||||||
Micrel, Inc. | 525,728 | 7,307,619 | 1.0 | % | ||||||||
ScanSource, Inc. (I) | 293,260 | 11,161,476 | 1.6 | % | ||||||||
OTHER SECURITIES | 759,462 | 0.1 | % | |||||||||
69,337,680 | ||||||||||||
Materials - 5.8% | ||||||||||||
Deltic Timber Corp. | 147,666 | 9,988,128 | 1.4 | % | ||||||||
Innospec, Inc. | 161,720 | 7,283,869 | 1.0 | % | ||||||||
Sensient Technologies Corp. | 197,530 | 13,499,200 | 1.9 | % | ||||||||
OTHER SECURITIES | 10,850,513 | 1.5 | % | |||||||||
41,621,710 | ||||||||||||
Utilities - 2.9% | ||||||||||||
The Laclede Group, Inc. | 157,930 | 8,221,836 | 1.2 | % | ||||||||
WGL Holdings, Inc. | 137,940 | 7,488,763 | 1.0 | % | ||||||||
OTHER SECURITIES | 5,221,638 | 0.7 | % | |||||||||
20,932,237 | ||||||||||||
TOTAL COMMON STOCKS (Cost $499,847,679) | $ | 706,756,619 |
The accompanying notes are an integral part of the financial statements. | 45 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Small Cap Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 0.1% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 80,806 | $ | 808,484 | 0.1 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $808,484) | $ | 808,484 | ||||||||||
SHORT-TERM INVESTMENTS - 2.6% | ||||||||||||
Repurchase agreement - 2.6% | ||||||||||||
Bank of America Tri-Party Repurchase Agreement dated 06/30/2015 at 0.120% to be repurchased at $18,300,061 on 07/01/2015, collateralized by $4,000,000 Federal National Mortgage Association, 0.000% due 01/15/2030 (valued at $2,373,240, including interest), $3,400,000 First Central Savings Bank, 3.000% due 09/13/2027 (valued at $3,281,873, including interest) and $13,360,000 Federal Home Loan Bank, 2.900% - 4.000% due 08/16/2027 - 12/08/2034 (valued at $13,011,542, including interest) | $ | 18,300,000 | $ | 18,300,000 | 2.6 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $18,300,000) | $ | 18,300,000 | ||||||||||
Total Investments (Small Cap Value Trust) (Cost $518,956,163) - 100.8% | $ | 725,865,103 | 100.8 | % | ||||||||
Other assets and liabilities, net - (0.8%) | (5,417,111 | ) | (0.8 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 720,447,992 | 100.0 | % |
Small Company Growth Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 98.8% | ||||||||||||
Consumer discretionary - 15.6% | ||||||||||||
Carter’s, Inc. | 9,450 | $ | 1,004,535 | 0.8 | % | |||||||
Domino’s Pizza, Inc. | 8,882 | 1,007,219 | 0.8 | % | ||||||||
Dunkin’ Brands Group, Inc. | 18,848 | 1,036,640 | 0.8 | % | ||||||||
G-III Apparel Group, Ltd. (I) | 23,762 | 1,671,657 | 1.3 | % | ||||||||
IMAX Corp. (I) | 25,459 | 1,025,234 | 0.8 | % | ||||||||
Jack in the Box, Inc. | 12,810 | 1,129,330 | 0.9 | % | ||||||||
Pool Corp. | 14,194 | 996,130 | 0.8 | % | ||||||||
Steven Madden, Ltd. (I) | 26,085 | 1,115,916 | 0.9 | % | ||||||||
OTHER SECURITIES | 10,675,184 | 8.5 | % | |||||||||
19,661,845 | ||||||||||||
Consumer staples - 1.2% | 1,540,383 | 1.2 | % | |||||||||
Energy - 3.6% | 4,513,763 | 3.6 | % | |||||||||
Financials - 8.1% | ||||||||||||
SVB Financial Group (I) | 9,033 | 1,300,571 | 1.0 | % | ||||||||
OTHER SECURITIES | 8,834,516 | 7.1 | % | |||||||||
10,135,087 | ||||||||||||
Health care - 25.2% | ||||||||||||
Alnylam Pharmaceuticals, Inc. (I) | 8,636 | 1,035,197 | 0.8 | % | ||||||||
Chemed Corp. (L) | 10,749 | 1,409,194 | 1.1 | % | ||||||||
Community Health Systems, Inc. (I) | 20,825 | 1,311,350 | 1.0 | % | ||||||||
DexCom, Inc. (I) | 20,514 | 1,640,710 | 1.3 | % |
Small Company Growth Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Health care (continued) | ||||||||||||
Exact Sciences Corp. (I)(L) | 52,815 | $ | 1,570,718 | 1.2 | % | |||||||
HealthSouth Corp. | 24,020 | 1,106,361 | 0.9 | % | ||||||||
Hill-Rom Holdings, Inc. | 19,677 | 1,069,051 | 0.9 | % | ||||||||
Incyte Corp., Ltd. (I) | 11,012 | 1,147,561 | 0.9 | % | ||||||||
KYTHERA Biopharmaceuticals, Inc. (I) | 13,243 | 997,330 | 0.8 | % | ||||||||
Neurocrine Biosciences, Inc. (I) | 22,227 | 1,061,562 | 0.8 | % | ||||||||
NuVasive, Inc. (I) | 23,578 | 1,117,126 | 0.9 | % | ||||||||
PAREXEL International Corp. (I) | 17,330 | 1,114,492 | 0.9 | % | ||||||||
Sirona Dental Systems, Inc. (I) | 10,687 | 1,073,189 | 0.9 | % | ||||||||
VCA, Inc. (I) | 29,118 | 1,584,165 | 1.3 | % | ||||||||
VWR Corp. (I) | 37,249 | 995,666 | 0.8 | % | ||||||||
OTHER SECURITIES | 13,424,323 | 10.7 | % | |||||||||
31,657,995 | ||||||||||||
Industrials - 15.3% | ||||||||||||
Acuity Brands, Inc. | 8,315 | 1,496,534 | 1.2 | % | ||||||||
AO Smith Corp. | 15,272 | 1,099,279 | 0.9 | % | ||||||||
CEB, Inc. | 12,072 | 1,050,988 | 0.8 | % | ||||||||
Forward Air Corp. | 19,349 | 1,011,179 | 0.8 | % | ||||||||
ITT Corp. | 25,215 | 1,054,996 | 0.8 | % | ||||||||
Knight Transportation, Inc. | 38,850 | 1,038,849 | 0.8 | % | ||||||||
TransDigm Group, Inc. (I) | 4,574 | 1,027,641 | 0.8 | % | ||||||||
WABCO Holdings, Inc. (I) | 10,117 | 1,251,675 | 1.0 | % | ||||||||
Wabtec Corp. | 12,070 | 1,137,477 | 0.9 | % | ||||||||
Watsco, Inc. | 8,957 | 1,108,339 | 0.9 | % | ||||||||
OTHER SECURITIES | 8,009,266 | 6.4 | % | |||||||||
19,286,223 | ||||||||||||
Information technology - 25.4% | ||||||||||||
ARRIS Group, Inc. (I) | 39,503 | 1,208,792 | 1.0 | % | ||||||||
Aspen Technology, Inc. (I) | 23,559 | 1,073,112 | 0.9 | % | ||||||||
Atmel Corp. | 119,042 | 1,173,159 | 0.9 | % | ||||||||
Cavium, Inc. (I) | 16,743 | 1,152,086 | 0.9 | % | ||||||||
Cognex Corp. | 20,977 | 1,008,994 | 0.8 | % | ||||||||
CoStar Group, Inc. (I) | 7,840 | 1,577,878 | 1.3 | % | ||||||||
EPAM Systems, Inc. (I) | 20,624 | 1,469,048 | 1.2 | % | ||||||||
Guidewire Software, Inc. (I) | 19,281 | 1,020,543 | 0.8 | % | ||||||||
Manhattan Associates, Inc. (I) | 49,545 | 2,955,359 | 2.3 | % | ||||||||
Mentor Graphics Corp. | 37,913 | 1,002,041 | 0.8 | % | ||||||||
MicroStrategy, Inc., Class A (I) | 6,322 | 1,075,246 | 0.9 | % | ||||||||
Qlik Technologies, Inc. (I) | 30,931 | 1,081,348 | 0.9 | % | ||||||||
The Ultimate Software Group, Inc. (I) | 6,317 | 1,038,136 | 0.8 | % | ||||||||
OTHER SECURITIES | 15,174,212 | 11.9 | % | |||||||||
32,009,954 | ||||||||||||
Materials - 2.6% | ||||||||||||
PolyOne Corp. | 27,542 | 1,078,820 | 0.8 | % | ||||||||
OTHER SECURITIES | 2,242,664 | 1.8 | % | |||||||||
3,321,484 | ||||||||||||
Telecommunication services - 1.4% | ||||||||||||
SBA Communications Corp., Class A (I) | 14,778 | 1,699,027 | 1.4 | % | ||||||||
Utilities - 0.4% | 496,666 | 0.4 | % | |||||||||
TOTAL COMMON STOCKS (Cost $91,901,505) | $ | 124,322,427 |
The accompanying notes are an integral part of the financial statements. | 46 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Small Company Growth Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 3.8% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 474,103 | $ | 4,743,500 | 3.8 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $4,743,476) | $ | 4,743,500 | ||||||||||
SHORT-TERM INVESTMENTS - 1.2% | ||||||||||||
Money market funds - 1.2% | ||||||||||||
State Street Institutional Liquid Reserves Fund, 0.1092% (Y) | 1,545,618 | 1,545,618 | 1.2 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $1,545,618) | $ | 1,545,618 | ||||||||||
Total Investments (Small Company Growth Trust) (Cost $98,190,599) - 103.8% | $ | 130,611,545 | 103.8 | % | ||||||||
Other assets and liabilities, net - (3.8%) | (4,746,207 | ) | (3.8 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 125,865,338 | 100.0 | % |
Small Company Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 97.4% | ||||||||||||
Consumer discretionary - 12.0% | ||||||||||||
Aaron’s, Inc. | 125,200 | $ | 4,533,492 | 1.4 | % | |||||||
Culp, Inc. | 74,200 | 2,300,200 | 0.7 | % | ||||||||
Dorman Products, Inc. (I)(L) | 48,700 | 2,321,042 | 0.7 | % | ||||||||
Drew Industries, Inc. | 51,000 | 2,959,020 | 0.9 | % | ||||||||
Meritage Homes Corp. (I) | 60,600 | 2,853,654 | 0.9 | % | ||||||||
Pool Corp. | 41,200 | 2,891,416 | 0.9 | % | ||||||||
OTHER SECURITIES | 22,442,030 | 6.5 | % | |||||||||
40,300,854 | ||||||||||||
Consumer staples - 3.3% | ||||||||||||
Post Holdings, Inc. (I) | 47,200 | 2,545,496 | 0.8 | % | ||||||||
PriceSmart, Inc. | 30,700 | 2,801,068 | 0.8 | % | ||||||||
SpartanNash Company | 83,520 | 2,717,741 | 0.8 | % | ||||||||
OTHER SECURITIES | 3,003,294 | 0.9 | % | |||||||||
11,067,599 | ||||||||||||
Energy - 5.2% | ||||||||||||
Matador Resources Company (I) | 98,600 | 2,465,000 | 0.7 | % | ||||||||
OTHER SECURITIES | 15,168,875 | 4.5 | % | |||||||||
17,633,875 | ||||||||||||
Financials - 29.6% | ||||||||||||
Acadia Realty Trust | 88,800 | 2,584,968 | 0.8 | % | ||||||||
Columbia Banking System, Inc. | 88,900 | 2,892,806 | 0.9 | % | ||||||||
East West Bancorp, Inc. | 134,200 | 6,014,844 | 1.8 | % | ||||||||
Glacier Bancorp, Inc. | 119,900 | 3,527,458 | 1.0 | % | ||||||||
Home BancShares, Inc. | 179,500 | 6,562,520 | 1.9 | % | ||||||||
Kilroy Realty Corp. | 35,000 | 2,350,250 | 0.7 | % | ||||||||
LaSalle Hotel Properties | 82,900 | 2,939,634 | 0.9 | % | ||||||||
ProAssurance Corp. | 127,300 | 5,882,533 | 1.7 | % | ||||||||
Radian Group, Inc. | 127,100 | 2,384,396 | 0.7 | % | ||||||||
Signature Bank (I) | 22,400 | 3,279,136 | 1.0 | % | ||||||||
SVB Financial Group (I) | 39,100 | 5,629,618 | 1.7 | % | ||||||||
Wintrust Financial Corp. | 70,400 | 3,757,952 | 1.1 | % | ||||||||
OTHER SECURITIES | 51,561,109 | 15.4 | % | |||||||||
99,367,224 | ||||||||||||
Health care - 7.0% | ||||||||||||
Atrion Corp. | 6,200 | 2,432,322 | 0.7 | % |
Small Company Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Health care (continued) | ||||||||||||
Halyard Health, Inc. (I) | 69,900 | $ | 2,830,950 | 0.8 | % | |||||||
National HealthCare Corp. | 40,250 | 2,615,848 | 0.8 | % | ||||||||
West Pharmaceutical Services, Inc. | 85,400 | 4,960,032 | 1.5 | % | ||||||||
OTHER SECURITIES | 10,789,501 | 3.2 | % | |||||||||
23,628,653 | ||||||||||||
Industrials - 20.1% | ||||||||||||
Beacon Roofing Supply, Inc. (I) | 139,800 | 4,644,156 | 1.4 | % | ||||||||
Comfort Systems USA, Inc. | 94,400 | 2,166,480 | 0.6 | % | ||||||||
ESCO Technologies, Inc. | 68,600 | 2,566,326 | 0.8 | % | ||||||||
G&K Services, Inc., Class A | 46,600 | 3,221,924 | 1.0 | % | ||||||||
Genesee & Wyoming, Inc., Class A (I) | 63,500 | 4,837,430 | 1.4 | % | ||||||||
Kirby Corp. (I) | 31,300 | 2,399,458 | 0.7 | % | ||||||||
Landstar System, Inc. | 76,000 | 5,082,120 | 1.5 | % | ||||||||
Matthews International Corp., Class A | 61,900 | 3,289,366 | 1.0 | % | ||||||||
McGrath RentCorp. | 110,730 | 3,369,514 | 1.0 | % | ||||||||
MSA Safety, Inc. | 45,800 | 2,221,758 | 0.7 | % | ||||||||
Nordson Corp. | 32,400 | 2,523,636 | 0.7 | % | ||||||||
US Ecology, Inc. | 47,000 | 2,289,840 | 0.7 | % | ||||||||
OTHER SECURITIES | 29,075,654 | 8.6 | % | |||||||||
67,687,662 | ||||||||||||
Information technology - 9.4% | ||||||||||||
Belden, Inc. | 51,100 | 4,150,853 | 1.2 | % | ||||||||
Cabot Microelectronics Corp. (I) | 60,500 | 2,850,155 | 0.9 | % | ||||||||
Littelfuse, Inc. | 41,500 | 3,937,935 | 1.2 | % | ||||||||
SYNNEX Corp. | 55,200 | 4,040,088 | 1.2 | % | ||||||||
OTHER SECURITIES | 16,601,286 | 4.9 | % | |||||||||
31,580,317 | ||||||||||||
Materials - 5.8% | ||||||||||||
Clearwater Paper Corp. (I) | 45,000 | 2,578,500 | 0.8 | % | ||||||||
Innospec, Inc. | 101,500 | 4,571,560 | 1.4 | % | ||||||||
Minerals Technologies, Inc. | 49,000 | 3,338,370 | 1.0 | % | ||||||||
OTHER SECURITIES | 8,914,944 | 2.6 | % | |||||||||
19,403,374 | ||||||||||||
Utilities - 5.0% | ||||||||||||
El Paso Electric Company | 69,500 | 2,408,870 | 0.7 | % | ||||||||
NorthWestern Corp. | 52,100 | 2,539,875 | 0.8 | % | ||||||||
PNM Resources, Inc. | 97,000 | 2,386,200 | 0.7 | % | ||||||||
Southwest Gas Corp. | 51,800 | 2,756,278 | 0.8 | % | ||||||||
OTHER SECURITIES | 6,742,065 | 2.0 | % | |||||||||
16,833,288 | ||||||||||||
TOTAL COMMON STOCKS (Cost $226,738,066) | $ | 327,502,846 | ||||||||||
Exchange-traded funds 0.2% | 693,328 | 0.2 | % | |||||||||
TOTAL EXCHANGE-TRADED FUNDS (Cost $403,071) | $ | 693,328 | ||||||||||
SECURITIES LENDING COLLATERAL - 2.0% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 676,344 | 6,766,953 | 2.0 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $6,766,977) | $ | 6,766,953 | ||||||||||
SHORT-TERM INVESTMENTS - 2.3% | ||||||||||||
Money market funds - 2.3% | ||||||||||||
T.Rowe Price Reserve Investment Fund, 0.0722% (Y) | 7,437,467 | 7,437,467 | 2.2 | % |
The accompanying notes are an integral part of the financial statements. | 47 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Small Company Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SHORT-TERM INVESTMENTS (continued) | ||||||||||||
Money market funds (continued) | ||||||||||||
OTHER SECURITIES | $ | 93,952 | 0.1 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $7,531,419) | $ | 7,531,419 | ||||||||||
Total Investments (Small Company Value Trust) (Cost $241,439,533) - 101.9% | $ | 342,494,546 | 101.9 | % | ||||||||
Other assets and liabilities, net - (1.9%) | (6,326,385 | ) | (1.9 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 336,168,161 | 100.0 | % |
Strategic Equity Allocation Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 96.5% | ||||||||||||
Consumer discretionary - 12.5% | ||||||||||||
Amazon.com, Inc. (I) | 123,950 | $ | 53,805,456 | 0.5 | % | |||||||
Comcast Corp., Class A | 815,826 | 49,063,776 | 0.5 | % | ||||||||
The Home Depot, Inc. | 421,643 | 46,857,187 | 0.5 | % | ||||||||
The Walt Disney Company | 506,678 | 57,832,227 | 0.6 | % | ||||||||
Toyota Motor Corp. | 697,652 | 46,684,967 | 0.5 | % | ||||||||
OTHER SECURITIES | 1,093,330,861 | 9.9 | % | |||||||||
1,347,574,474 | ||||||||||||
Consumer staples - 8.9% | ||||||||||||
Altria Group, Inc. | 638,319 | 31,220,182 | 0.3 | % | ||||||||
CVS Health Corp. | 366,263 | 38,413,663 | 0.4 | % | ||||||||
Nestle SA | 822,812 | 59,366,381 | 0.6 | % | ||||||||
PepsiCo, Inc. | 479,128 | 44,721,808 | 0.4 | % | ||||||||
Philip Morris International, Inc. | 502,885 | 40,316,290 | 0.4 | % | ||||||||
The Coca-Cola Company | 1,273,370 | 49,954,305 | 0.5 | % | ||||||||
The Procter & Gamble Company | 880,567 | 68,895,562 | 0.7 | % | ||||||||
Wal-Mart Stores, Inc. | 512,267 | 36,335,098 | 0.3 | % | ||||||||
OTHER SECURITIES | 590,471,953 | 5.3 | % | |||||||||
959,695,242 | ||||||||||||
Energy - 6.4% | ||||||||||||
Chevron Corp. | 610,441 | 58,889,243 | 0.6 | % | ||||||||
Exxon Mobil Corp. | 1,357,244 | 112,922,701 | 1.1 | % | ||||||||
Royal Dutch Shell PLC, A Shares | 993,735 | 28,097,005 | 0.3 | % | ||||||||
Royal Dutch Shell PLC, B Shares | 622,706 | 17,728,756 | 0.2 | % | ||||||||
Schlumberger, Ltd. | 412,153 | 35,523,467 | 0.3 | % | ||||||||
OTHER SECURITIES | 433,459,724 | 3.9 | % | |||||||||
686,620,896 | ||||||||||||
Financials - 19.8% | ||||||||||||
Bank of America Corp. | 3,408,851 | 58,018,644 | 0.6 | % | ||||||||
Berkshire Hathaway, Inc., Class B (I) | 591,971 | 80,573,173 | 0.8 | % | ||||||||
Citigroup, Inc. | 984,749 | 54,397,535 | 0.5 | % | ||||||||
HSBC Holdings PLC | 4,903,416 | 43,907,183 | 0.4 | % | ||||||||
JPMorgan Chase & Co. | 1,204,536 | 81,619,359 | 0.8 | % | ||||||||
State Street Corp. | 133,749 | 10,298,673 | 0.1 | % | ||||||||
Wells Fargo & Company | 1,520,884 | 85,534,516 | 0.8 | % | ||||||||
OTHER SECURITIES | 1,712,895,937 | 15.8 | % | |||||||||
2,127,245,020 | ||||||||||||
Health care - 13.2% | ||||||||||||
AbbVie, Inc. | 558,168 | 37,503,308 | 0.4 | % | ||||||||
Allergan PLC (I) | 127,388 | 38,657,162 | 0.4 | % | ||||||||
Amgen, Inc. | 246,802 | 37,889,043 | 0.4 | % | ||||||||
Bristol-Myers Squibb Company | 541,065 | 36,002,465 | 0.3 | % |
Strategic Equity Allocation Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Health care (continued) | ||||||||||||
Gilead Sciences, Inc. | 477,038 | $ | 55,851,609 | 0.5 | % | |||||||
Johnson & Johnson | 900,116 | 87,725,305 | 0.8 | % | ||||||||
Medtronic PLC | 462,623 | 34,280,364 | 0.3 | % | ||||||||
Merck & Company, Inc. | 917,023 | 52,206,119 | 0.5 | % | ||||||||
Novartis AG | 586,932 | 57,730,898 | 0.6 | % | ||||||||
Pfizer, Inc. | 1,998,617 | 67,013,628 | 0.6 | % | ||||||||
Roche Holding AG | 179,267 | 50,264,929 | 0.5 | % | ||||||||
UnitedHealth Group, Inc. | 308,996 | 37,697,512 | 0.4 | % | ||||||||
OTHER SECURITIES | 829,012,318 | 7.5 | % | |||||||||
1,421,834,660 | ||||||||||||
Industrials - 11.0% | ||||||||||||
3M Company | 205,935 | 31,775,771 | 0.3 | % | ||||||||
General Electric Company | 3,270,388 | 86,894,209 | 0.8 | % | ||||||||
OTHER SECURITIES | 1,064,299,329 | 9.9 | % | |||||||||
1,182,969,309 | ||||||||||||
Information technology - 14.1% | ||||||||||||
Apple, Inc. | 1,870,033 | 234,548,889 | 2.2 | % | ||||||||
Cisco Systems, Inc. | 1,650,853 | 45,332,423 | 0.4 | % | ||||||||
Facebook, Inc., Class A (I) | 683,664 | 58,634,443 | 0.6 | % | ||||||||
Google, Inc., Class A (I) | 92,902 | 50,170,796 | 0.5 | % | ||||||||
Google, Inc., Class C (I) | 93,166 | 48,493,835 | 0.5 | % | ||||||||
IBM Corp. | 297,276 | 48,354,914 | 0.5 | % | ||||||||
Intel Corp. | 1,539,857 | 46,834,751 | 0.5 | % | ||||||||
Microsoft Corp. | 2,625,932 | 115,934,898 | 1.1 | % | ||||||||
Oracle Corp. | 1,034,886 | 41,705,906 | 0.4 | % | ||||||||
QUALCOMM, Inc. | 528,974 | 33,129,642 | 0.3 | % | ||||||||
Visa, Inc., Class A | 627,399 | 42,129,843 | 0.4 | % | ||||||||
OTHER SECURITIES | 749,118,650 | 6.7 | % | |||||||||
1,514,388,990 | ||||||||||||
Materials - 4.7% | 499,965,400 | 4.7 | % | |||||||||
Telecommunication services - 2.8% | ||||||||||||
AT&T, Inc. | 1,685,544 | 59,870,523 | 0.6 | % | ||||||||
Verizon Communications, Inc. | 1,323,861 | 61,705,161 | 0.6 | % | ||||||||
OTHER SECURITIES | 179,598,355 | 1.6 | % | |||||||||
301,174,039 | ||||||||||||
Utilities - 3.1% | 334,157,354 | 3.1 | % | |||||||||
TOTAL COMMON STOCKS (Cost $8,053,934,251) | $ | 10,375,625,384 | ||||||||||
PREFERRED SECURITIES - 0.2% | ||||||||||||
Consumer discretionary - 0.1% | 14,089,494 | 0.1 | % | |||||||||
Consumer staples - 0.1% | 5,101,452 | 0.1 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $15,773,809) | $ | 19,190,946 | ||||||||||
Rights 0.0% | 123,019 | 0.0 | % | |||||||||
TOTAL RIGHTS (Cost $57,649) | $ | 123,019 | ||||||||||
Warrants 0.0% | 114,638 | 0.0 | % | |||||||||
TOTAL WARRANTS (Cost $0) | $ | 114,638 |
The accompanying notes are an integral part of the financial statements. | 48 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Strategic Equity Allocation Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 0.8% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 8,407,139 | $ | 84,115,103 | 0.8 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $84,113,893) | $ | 84,115,103 | ||||||||||
SHORT-TERM INVESTMENTS - 2.7% | ||||||||||||
Repurchase agreement - 2.7% | ||||||||||||
Repurchase Agreement with State Street Corp. dated 6/30/2015 at 0.000% to be repurchased at $293,360,000 on 07/01/2015, collateralized by $298,115,000 U.S. Treasury Notes, 2.125% due 6/30/2022 (valued at $299,247,837, including interest) | $ | 293,360,000 | $ | 293,360,000 | 2.7 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $293,360,000) | $ | 293,360,000 | ||||||||||
Total Investments (Strategic Equity Allocation Trust) (Cost $8,447,239,602) - 100.2% | $ | 10,772,529,090 | 100.2 | % | ||||||||
Other assets and liabilities, net - (0.2%) | (23,724,230 | ) | (0.2 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 10,748,804,860 | 100.0 | % |
Total Stock Market Index Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 96.8% | ||||||||||||
Consumer discretionary - 13.4% | ||||||||||||
Amazon.com, Inc. (I) | 11,063 | $ | 4,802,338 | 0.8 | % | |||||||
Comcast Corp., Class A | 60,359 | 3,629,990 | 0.6 | % | ||||||||
NIKE, Inc., Class B | 20,588 | 2,223,916 | 0.4 | % | ||||||||
The Home Depot, Inc. | 31,382 | 3,487,482 | 0.6 | % | ||||||||
The Walt Disney Company | 40,475 | 4,619,817 | 0.8 | % | ||||||||
OTHER SECURITIES | 62,085,926 | 10.2 | % | |||||||||
80,849,469 | ||||||||||||
Consumer staples - 8.4% | ||||||||||||
Altria Group, Inc. | 46,917 | �� | 2,294,710 | 0.4 | % | |||||||
CVS Health Corp. | 26,785 | 2,809,211 | 0.5 | % | ||||||||
PepsiCo, Inc. | 35,324 | 3,297,142 | 0.6 | % | ||||||||
Philip Morris International, Inc. | 36,912 | 2,959,235 | 0.5 | % | ||||||||
The Coca-Cola Company | 104,109 | 4,084,196 | 0.7 | % | ||||||||
The Procter & Gamble Company | 64,365 | 5,035,918 | 0.8 | % | ||||||||
Wal-Mart Stores, Inc. | 76,793 | 5,446,927 | 0.9 | % | ||||||||
OTHER SECURITIES | 24,862,023 | 4.0 | % | |||||||||
50,789,362 | ||||||||||||
Energy - 8.1% | ||||||||||||
Chevron Corp. | 44,769 | 4,318,865 | 0.7 | % | ||||||||
Exxon Mobil Corp. | 99,927 | 8,313,926 | 1.4 | % | ||||||||
Schlumberger, Ltd. | 30,464 | 2,625,692 | 0.4 | % | ||||||||
OTHER SECURITIES | 33,864,739 | 5.6 | % | |||||||||
49,123,222 | ||||||||||||
Financials - 17.4% | ||||||||||||
Bank of America Corp. | 250,930 | 4,270,829 | 0.7 | % | ||||||||
Berkshire Hathaway, Inc., Class B (I) | 57,603 | 7,840,344 | 1.3 | % | ||||||||
Citigroup, Inc. | 72,334 | 3,995,730 | 0.7 | % | ||||||||
JPMorgan Chase & Co. | 88,821 | 6,018,511 | 1.0 | % |
Total Stock Market Index Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
State Street Corp. | 9,811 | $ | 755,447 | 0.1 | % | |||||||
Wells Fargo & Company | 122,714 | 6,901,435 | 1.2 | % | ||||||||
OTHER SECURITIES | 75,843,856 | 12.4 | % | |||||||||
105,626,152 | ||||||||||||
Health care - 13.4% | ||||||||||||
AbbVie, Inc. | 40,992 | 2,754,264 | 0.5 | % | ||||||||
Allergan PLC (I) | 9,023 | 2,738,120 | 0.5 | % | ||||||||
Amgen, Inc. | 18,083 | 2,776,102 | 0.5 | % | ||||||||
Biogen, Inc. (I) | 5,591 | 2,258,429 | 0.4 | % | ||||||||
Bristol-Myers Squibb Company | 39,613 | 2,635,849 | 0.5 | % | ||||||||
Celgene Corp. (I) | 19,088 | 2,209,150 | 0.4 | % | ||||||||
Eli Lilly & Company | 26,475 | 2,210,398 | 0.4 | % | ||||||||
Gilead Sciences, Inc. | 35,478 | 4,153,764 | 0.7 | % | ||||||||
Johnson & Johnson | 66,261 | 6,457,797 | 1.1 | % | ||||||||
Merck & Company, Inc. | 67,633 | 3,850,347 | 0.7 | % | ||||||||
Pfizer, Inc. | 146,070 | 4,897,727 | 0.8 | % | ||||||||
UnitedHealth Group, Inc. | 22,717 | 2,771,474 | 0.5 | % | ||||||||
OTHER SECURITIES | 41,697,574 | 6.4 | % | |||||||||
81,410,995 | ||||||||||||
Industrials - 10.0% | ||||||||||||
3M Company | 15,124 | 2,333,633 | 0.4 | % | ||||||||
General Electric Company | 239,980 | 6,376,269 | 1.1 | % | ||||||||
The Boeing Company | 16,781 | 2,327,860 | 0.4 | % | ||||||||
United Technologies Corp. | 21,623 | 2,398,639 | 0.4 | % | ||||||||
OTHER SECURITIES | 47,085,028 | 7.7 | % | |||||||||
60,521,429 | ||||||||||||
Information technology - 18.3% | ||||||||||||
Apple, Inc. | 138,707 | 17,397,325 | 2.9 | % | ||||||||
Cisco Systems, Inc. | 121,634 | 3,340,070 | 0.6 | % | ||||||||
Facebook, Inc., Class A (I) | 66,665 | 5,717,524 | 1.0 | % | ||||||||
Google, Inc., Class C (I) | 16,256 | 8,461,411 | 1.4 | % | ||||||||
IBM Corp. | 23,551 | 3,830,806 | 0.7 | % | ||||||||
Intel Corp. | 112,806 | 3,430,994 | 0.6 | % | ||||||||
MasterCard, Inc., Class A | 27,372 | 2,558,735 | 0.4 | % | ||||||||
Microsoft Corp. | 195,424 | 8,627,970 | 1.4 | % | ||||||||
Oracle Corp. | 105,589 | 4,255,237 | 0.7 | % | ||||||||
QUALCOMM, Inc. | 39,325 | 2,462,925 | 0.4 | % | ||||||||
Visa, Inc., Class A | 72,669 | 4,879,723 | 0.8 | % | ||||||||
OTHER SECURITIES | 45,539,833 | 7.4 | % | |||||||||
110,502,553 | ||||||||||||
Materials - 3.2% | 19,480,238 | 3.2 | % | |||||||||
Telecommunication services - 2.0% | ||||||||||||
AT&T, Inc. | 123,704 | 4,393,909 | 0.7 | % | ||||||||
Verizon Communications, Inc. | 98,999 | 4,614,343 | 0.8 | % | ||||||||
OTHER SECURITIES | 3,208,082 | 0.5 | % | |||||||||
12,216,334 | ||||||||||||
Utilities - 2.6% | 15,815,776 | 2.6 | % | |||||||||
TOTAL COMMON STOCKS (Cost $342,544,411) | $ | 586,335,530 | ||||||||||
CORPORATE BONDS - 0.0% | ||||||||||||
Financials - 0.0% | $ | 2,758 | 0.0 | % | ||||||||
TOTAL CORPORATE BONDS (Cost $2,680) | $ | 2,758 | ||||||||||
Rights 0.0% | 0 | 0.0 | % | |||||||||
TOTAL RIGHTS (Cost $13,307) | $ | 0 | ||||||||||
Warrants 0.0% | 313 | 0.0 | % | |||||||||
TOTAL WARRANTS (Cost $18,985) | $ | 313 |
The accompanying notes are an integral part of the financial statements. | 49 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Total Stock Market Index Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 1.5% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 893,590 | $ | 8,940,545 | 1.5 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $8,940,559) | $ | 8,940,545 | ||||||||||
SHORT-TERM INVESTMENTS - 3.1% | ||||||||||||
Repurchase agreement - 3.1% | ||||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 at 0.000% to be repurchased at $18,997,000 on 07/01/2015, collateralized by $19,160,000 U.S. Treasury Notes, 2.000% - 2.750% due 06/30/2022 - 8/15/2024 (valued at $19,380,463, including interest) | $ | 18,997,000 | $ | 18,997,000 | 3.1 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $18,997,000) | $ | 18,997,000 | ||||||||||
Total Investments (Total Stock Market Index Trust) (Cost $370,516,942) - 101.4% | $ | 614,276,146 | 101.4 | % | ||||||||
Other assets and liabilities, net - (1.4%) | (8,351,937 | ) | (1.4 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 605,924,209 | 100.0 | % |
U.S. Equity Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 98.5% | ||||||||||||
Consumer discretionary - 8.7% | ||||||||||||
Amazon.com, Inc. (I) | 69,271 | $ | 30,069,848 | 3.9 | % | |||||||
McDonald’s Corp. | 47,651 | 4,530,178 | 0.6 | % | ||||||||
NIKE, Inc., Class B | 59,820 | 6,461,756 | 0.8 | % | ||||||||
TripAdvisor, Inc. (I) | 82,400 | 7,180,336 | 0.9 | % | ||||||||
OTHER SECURITIES | 18,729,318 | 2.5 | % | |||||||||
66,971,436 | ||||||||||||
Consumer staples - 17.0% | ||||||||||||
Colgate-Palmolive Company | 130,180 | 8,515,074 | 1.1 | % | ||||||||
Costco Wholesale Corp. | 39,000 | 5,267,340 | 0.7 | % | ||||||||
CVS Health Corp. | 84,700 | 8,883,336 | 1.1 | % | ||||||||
PepsiCo, Inc. | 72,876 | 6,802,246 | 0.9 | % | ||||||||
Philip Morris International, Inc. | 274,584 | 22,013,399 | 2.9 | % | ||||||||
The Coca-Cola Company | 496,100 | 19,462,003 | 2.5 | % | ||||||||
The Procter & Gamble Company | 381,500 | 29,848,560 | 3.9 | % | ||||||||
Wal-Mart Stores, Inc. | 191,080 | 13,553,304 | 1.8 | % | ||||||||
OTHER SECURITIES | 16,071,982 | 2.1 | % | |||||||||
130,417,244 | ||||||||||||
Energy - 9.7% | ||||||||||||
Chevron Corp. | 337,171 | 32,526,886 | 4.3 | % | ||||||||
ConocoPhillips | 177,400 | 10,894,134 | 1.4 | % | ||||||||
Exxon Mobil Corp. | 158,400 | 13,178,880 | 1.7 | % | ||||||||
Occidental Petroleum Corp. | 95,935 | 7,460,865 | 1.0 | % | ||||||||
OTHER SECURITIES | 10,100,666 | 1.3 | % | |||||||||
74,161,431 | ||||||||||||
Financials - 2.8% | ||||||||||||
American Express Company | 122,800 | 9,544,016 | 1.2 | % | ||||||||
JPMorgan Chase & Co. | 180,600 | 12,237,456 | 1.6 | % | ||||||||
21,781,472 |
U.S. Equity Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Health care - 19.6% | ||||||||||||
Abbott Laboratories | 225,301 | $ | 11,057,773 | 1.4 | % | |||||||
Amgen, Inc. | 40,100 | 6,156,152 | 0.8 | % | ||||||||
Biogen, Inc. (I) | 9,234 | 3,729,982 | 0.5 | % | ||||||||
Express Scripts Holding Company (I) | 251,009 | 22,324,740 | 2.9 | % | ||||||||
Johnson & Johnson | 347,300 | 33,847,858 | 4.4 | % | ||||||||
Medtronic PLC | 169,339 | 12,548,020 | 1.6 | % | ||||||||
Pfizer, Inc. | 183,000 | 6,135,990 | 0.8 | % | ||||||||
Stryker Corp. | 52,000 | 4,969,640 | 0.6 | % | ||||||||
UnitedHealth Group, Inc. | 136,322 | 16,631,284 | 2.2 | % | ||||||||
OTHER SECURITIES | 33,338,423 | 4.4 | % | |||||||||
150,739,862 | ||||||||||||
Industrials - 8.6% | ||||||||||||
3M Company | 91,500 | 14,118,450 | 1.8 | % | ||||||||
Danaher Corp. | 102,000 | 8,730,180 | 1.1 | % | ||||||||
Honeywell International, Inc. | 71,000 | 7,239,870 | 1.0 | % | ||||||||
Illinois Tool Works, Inc. | 58,141 | 5,336,762 | 0.7 | % | ||||||||
Precision Castparts Corp. | 18,500 | 3,697,595 | 0.5 | % | ||||||||
United Technologies Corp. | 36,521 | 4,051,275 | 0.5 | % | ||||||||
WABCO Holdings, Inc. (I) | 43,600 | 5,394,192 | 0.7 | % | ||||||||
OTHER SECURITIES | 17,735,591 | 2.3 | % | |||||||||
66,303,915 | ||||||||||||
Information technology - 31.0% | ||||||||||||
Accenture PLC, Class A | 79,500 | 7,694,010 | 1.0 | % | ||||||||
Apple, Inc. | 251,120 | 31,496,726 | 4.1 | % | ||||||||
Cisco Systems, Inc. | 892,219 | 24,500,334 | 3.2 | % | ||||||||
Cognizant Technology Solutions Corp., Class A (I) | 69,400 | 4,239,646 | 0.5 | % | ||||||||
eBay, Inc. (I) | 98,411 | 5,928,279 | 0.8 | % | ||||||||
EMC Corp. | 233,700 | 6,167,343 | 0.8 | % | ||||||||
Google, Inc., Class A (I) | 49,617 | 26,795,165 | 3.5 | % | ||||||||
Google, Inc., Class C (I) | 5,443 | 2,833,136 | 0.4 | % | ||||||||
IBM Corp. | 57,202 | 9,304,477 | 1.2 | % | ||||||||
Microsoft Corp. | 737,136 | 32,544,554 | 4.2 | % | ||||||||
Oracle Corp. | 653,639 | 26,341,652 | 3.4 | % | ||||||||
QUALCOMM, Inc. | 231,002 | 14,467,655 | 1.9 | % | ||||||||
Teradata Corp. (I) | 97,400 | 3,603,800 | 0.5 | % | ||||||||
Ubiquiti Networks, Inc. (L) | 146,544 | 4,676,952 | 0.6 | % | ||||||||
Yahoo!, Inc. (I) | 361,700 | 14,211,193 | 1.8 | % | ||||||||
OTHER SECURITIES | 23,247,571 | 3.1 | % | |||||||||
238,052,493 | ||||||||||||
Materials - 1.1% | ||||||||||||
Monsanto Company | 53,400 | 5,691,906 | 0.8 | % | ||||||||
OTHER SECURITIES | 2,416,720 | 0.3 | % | |||||||||
8,108,626 | ||||||||||||
TOTAL COMMON STOCKS (Cost $675,621,076) | $ | 756,536,479 | ||||||||||
Rights 0.0% | 335 | 0.0 | % | |||||||||
TOTAL RIGHTS (Cost $1,554) | $ | 335 |
The accompanying notes are an integral part of the financial statements. | 50 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
U.S. Equity Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 0.9% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 698,092 | $ | 6,984,547 | 0.9 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $6,984,526) | $ | 6,984,547 | ||||||||||
SHORT-TERM INVESTMENTS - 1.3% | ||||||||||||
Money market funds - 1.3% | ||||||||||||
State Street Institutional Treasury Money Market Fund, 0.0000% (Y) | 10,116,989 | 10,116,989 | 1.3 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $10,116,989) | $ | 10,116,989 | ||||||||||
Total Investments (U.S. Equity Trust) | ||||||||||||
(Cost $692,724,145) - 100.7% | $ | 773,638,350 | 100.7 | % | ||||||||
Other assets and liabilities, net - (0.7%) | (5,750,501 | ) | (0.7 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 767,887,849 | 100.0 | % |
Utilities Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 91.5% | ||||||||||||
Consumer discretionary - 8.0% | ||||||||||||
Altice SA (I) | 26,517 | $ | 3,658,263 | 0.8 | % | |||||||
Charter Communications, Inc., Class A (I) (L) | 28,999 | 4,966,079 | 1.1 | % | ||||||||
Comcast Corp., Special Class A | 155,262 | 9,306,404 | 2.0 | % | ||||||||
Liberty Global PLC, Series C (I) | 107,666 | 5,451,130 | 1.2 | % | ||||||||
Time Warner Cable, Inc. | 52,650 | 9,380,651 | 2.1 | % | ||||||||
OTHER SECURITIES | 3,448,032 | 0.8 | % | |||||||||
36,210,559 | ||||||||||||
Energy - 17.3% | ||||||||||||
Anadarko Petroleum Corp. | 34,033 | 2,656,616 | 0.6 | % | ||||||||
Enbridge, Inc. | 168,272 | 7,869,309 | 1.7 | % | ||||||||
Energy Transfer Equity LP | 98,706 | 6,333,964 | 1.4 | % | ||||||||
Energy Transfer Partners LP | 128,537 | 6,709,631 | 1.5 | % | ||||||||
EQT Corp. | 48,039 | 3,907,492 | 0.9 | % | ||||||||
Kinder Morgan, Inc. | 217,963 | 8,367,600 | 1.8 | % | ||||||||
Noble Energy, Inc. | 73,613 | 3,141,803 | 0.7 | % | ||||||||
Plains GP Holdings LP, Class A | 257,673 | 6,658,270 | 1.5 | % | ||||||||
SemGroup Corp., Class A | 39,985 | 3,178,008 | 0.7 | % | ||||||||
The Williams Companies, Inc. | 159,398 | 9,147,851 | 2.0 | % | ||||||||
Western Gas Equity Partners LP | 49,954 | 2,997,240 | 0.7 | % | ||||||||
Williams Partners LP | 101,513 | 4,916,275 | 1.1 | % | ||||||||
OTHER SECURITIES | 12,273,389 | 2.7 | % | |||||||||
78,157,448 | ||||||||||||
Financials - 1.4% | ||||||||||||
American Tower Corp. | 69,302 | 6,465,184 | 1.4 | % | ||||||||
Telecommunication services - 12.2% | ||||||||||||
Com Hem Holding AB | 534,546 | 4,957,913 | 1.1 | % | ||||||||
SBA Communications Corp., Class A (I) | 48,867 | 5,618,239 | 1.2 | % | ||||||||
TDC A/S | 787,335 | 5,771,439 | 1.3 | % | ||||||||
Telecom Italia SpA | 4,618,132 | 4,709,395 | 1.0 | % | ||||||||
Verizon Communications, Inc. | 137,561 | 6,411,718 | 1.4 | % | ||||||||
Vodafone Group PLC | 1,236,182 | 4,509,459 | 1.0 | % | ||||||||
OTHER SECURITIES | 22,896,282 | 5.2 | % | |||||||||
54,874,445 |
Utilities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Utilities - 52.6% | ||||||||||||
Abengoa Yield PLC (L) | 178,822 | $ | 5,600,705 | 1.2 | % | |||||||
AES Corp. | 885,326 | 11,739,423 | 2.6 | % | ||||||||
ALLETE, Inc. | 64,132 | 2,975,083 | 0.7 | % | ||||||||
American Electric Power Company, Inc. | 192,401 | 10,191,481 | 2.3 | % | ||||||||
Calpine Corp. (I) | 446,874 | 8,039,263 | 1.8 | % | ||||||||
China Resources Gas Group, Ltd. | 1,272,000 | 3,766,710 | 0.8 | % | ||||||||
CMS Energy Corp. | 101,772 | 3,240,420 | 0.7 | % | ||||||||
Dominion Resources, Inc. | 52,207 | 3,491,082 | 0.8 | % | ||||||||
DTE Energy Company | 46,648 | 3,481,807 | 0.8 | % | ||||||||
Dynegy, Inc. (I) | 322,410 | 9,430,493 | 2.1 | % | ||||||||
EDP - Energias de Portugal SA | 2,195,106 | 8,363,341 | 1.9 | % | ||||||||
EDP - Energias do Brasil SA | 852,106 | 3,154,527 | 0.7 | % | ||||||||
EDP Renovaveis SA | 1,362,914 | 9,694,685 | 2.2 | % | ||||||||
Enel SpA | 1,773,566 | 8,038,320 | 1.8 | % | ||||||||
Exelon Corp. | 466,591 | 14,660,289 | 3.3 | % | ||||||||
GDF Suez | 270,659 | 5,039,223 | 1.1 | % | ||||||||
NextEra Energy, Inc. | 160,881 | 15,771,164 | 3.5 | % | ||||||||
NiSource, Inc. | 150,426 | 6,857,921 | 1.5 | % | ||||||||
NRG Energy, Inc. | 458,391 | 10,487,986 | 2.3 | % | ||||||||
NRG Yield, Inc., Class A (L) | 51,900 | 1,141,281 | 0.3 | % | ||||||||
NRG Yield, Inc., Class C (L) | 103,570 | 2,267,147 | 0.5 | % | ||||||||
OGE Energy Corp. | 270,761 | 7,735,642 | 1.7 | % | ||||||||
PG&E Corp. | 101,105 | 4,964,256 | 1.1 | % | ||||||||
PPL Corp. | 489,530 | 14,426,449 | 3.2 | % | ||||||||
Public Service Enterprise Group, Inc. | 291,178 | 11,437,472 | 2.5 | % | ||||||||
Red Electrica Corp. SA | 42,259 | 3,393,387 | 0.8 | % | ||||||||
Sempra Energy | 126,487 | 12,514,624 | 2.8 | % | ||||||||
OTHER SECURITIES | 35,267,676 | 7.6 | % | |||||||||
237,171,857 | ||||||||||||
TOTAL COMMON STOCKS (Cost $403,188,417) | $ | 412,879,493 | ||||||||||
PREFERRED SECURITIES - 8.3% | ||||||||||||
Energy - 0.4% | ||||||||||||
Anadarko Petroleum Corp., 7.500% | 37,608 | 1,895,819 | 0.4 | % | ||||||||
Financials - 0.7% | ||||||||||||
American Tower Corp., 5.500% | 28,959 | 2,895,900 | 0.7 | % | ||||||||
Telecommunication services - 1.2% | 5,389,322 | 1.2 | % | |||||||||
Utilities - 6.0% | ||||||||||||
Dominion Resources, Inc., 6.000% | 59,617 | 3,209,183 | 0.7 | % | ||||||||
Dominion Resources, Inc., 6.125% | 51,696 | 2,770,389 | 0.6 | % | ||||||||
Dominion Resources, Inc., 6.375% | 57,415 | 2,681,281 | 0.6 | % | ||||||||
Dynegy, Inc., 5.375% | 43,534 | 4,327,280 | 0.9 | % | ||||||||
Exelon Corp., 6.500% | 150,085 | 6,807,856 | 1.5 | % | ||||||||
NextEra Energy, Inc., 5.799% | 22,023 | 1,178,231 | 0.3 | % | ||||||||
NextEra Energy, Inc., 5.889% | 63,669 | 3,929,014 | 0.9 | % | ||||||||
OTHER SECURITIES | 2,232,501 | 0.5 | % | |||||||||
27,135,735 | ||||||||||||
TOTAL PREFERRED SECURITIES (Cost $40,212,923) | $ | 37,316,776 |
The accompanying notes are an integral part of the financial statements. | 51 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Utilities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SECURITIES LENDING COLLATERAL - 2.7% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W) (Y) | 1,214,651 | $ | 12,152,822 | 2.7 | % | |||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $12,152,801) | $ | 12,152,822 | ||||||||||
SHORT-TERM INVESTMENTS - 0.1% | ||||||||||||
Repurchase agreement - 0.1% | $ | 653,000 | 0.1 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $653,000) | $ | 653,000 | ||||||||||
Total Investments (Utilities Trust) | ||||||||||||
(Cost $456,207,141) - 102.6% | $ | 463,002,091 | 102.6 | % | ||||||||
Other assets and liabilities, net - (2.6%) | (11,769,299 | ) | (2.6 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 451,232,792 | 100.0 | % |
Value Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS - 98.9% | ||||||||||||
Consumer discretionary - 12.3% | ||||||||||||
Ascena Retail Group, Inc. (I) | 858,863 | $ | 14,304,363 | 2.1 | % | |||||||
Dana Holding Corp. | 625,890 | 12,880,816 | 1.9 | % | ||||||||
DeVry Education Group, Inc. | 277,075 | 8,306,709 | 1.2 | % | ||||||||
Fossil Group, Inc. (I) | 189,324 | 13,131,513 | 2.0 | % | ||||||||
Johnson Controls, Inc. | 405,641 | 20,091,399 | 3.0 | % | ||||||||
Tegna, Inc. | 432,597 | 13,873,386 | 2.1 | % | ||||||||
OTHER SECURITIES | 7 | 0.0 | % | |||||||||
82,588,193 | ||||||||||||
Consumer staples - 2.9% | ||||||||||||
ConAgra Foods, Inc. | 438,841 | 19,186,129 | 2.9 | % | ||||||||
Energy - 6.2% | ||||||||||||
Amec Foster Wheeler PLC | 942,807 | 12,108,641 | 1.8 | % | ||||||||
Amec Foster Wheeler PLC, ADR | 38,139 | 492,756 | 0.1 | % | ||||||||
Baker Hughes, Inc. | 232,327 | 14,334,576 | 2.1 | % | ||||||||
The Williams Companies, Inc. | 256,932 | 14,745,327 | 2.2 | % | ||||||||
41,681,300 | ||||||||||||
Financials - 27.2% | ||||||||||||
ACE, Ltd. | 71,416 | 7,261,579 | 1.1 | % | ||||||||
American Capital, Ltd. (I) | 896,538 | 12,148,090 | 1.8 | % | ||||||||
Arthur J. Gallagher & Company | 204,288 | 9,662,822 | 1.4 | % | ||||||||
BB&T Corp. | 406,008 | 16,366,182 | 2.4 | % | ||||||||
Comerica, Inc. | 342,623 | 17,583,412 | 2.6 | % | ||||||||
FNF Group | 479,527 | 17,737,704 | 2.7 | % | ||||||||
Forest City Enterprises, Inc., Class A (I) | 876,807 | 19,377,435 | 2.9 | % | ||||||||
Marsh & McLennan Companies, Inc. | 176,766 | 10,022,632 | 1.5 | % | ||||||||
Northern Trust Corp. | 221,615 | 16,944,683 | 2.5 | % | ||||||||
Stifel Financial Corp. (I) | 303,376 | 17,516,930 | 2.6 | % | ||||||||
Willis Group Holdings PLC | 240,091 | 11,260,268 | 1.7 | % | ||||||||
Wintrust Financial Corp. | 304,450 | 16,251,541 | 2.4 | % | ||||||||
Zions Bancorporation | 335,471 | 10,646,172 | 1.6 | % | ||||||||
182,779,450 | ||||||||||||
Health care - 10.1% | ||||||||||||
Brookdale Senior Living, Inc. (I) | 386,971 | 13,427,894 | 2.0 | % | ||||||||
HealthSouth Corp. | 396,701 | 18,272,048 | 2.7 | % | ||||||||
PerkinElmer, Inc. | 279,242 | 14,699,299 | 2.2 | % |
Value Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Health care (continued) | ||||||||||||
Universal Health | ||||||||||||
Services, Inc., Class B | 148,850 | $ | 21,151,585 | 3.2 | % | |||||||
67,550,826 | ||||||||||||
Industrials - 17.7% | ||||||||||||
Babcock & | ||||||||||||
Wilcox Enterprises, Inc. (I) | 18,771 | 350,267 | 0.1 | % | ||||||||
Clean Harbors, Inc. (I) | 236,116 | 12,688,874 | 1.9 | % | ||||||||
Ingersoll-Rand PLC | 253,346 | 17,080,585 | 2.5 | % | ||||||||
Masco Corp. | 531,419 | 14,172,945 | 2.1 | % | ||||||||
Owens Corning | 436,421 | 18,002,366 | 2.7 | % | ||||||||
Pentair PLC | 216,610 | 14,891,938 | 2.2 | % | ||||||||
Swift Transportation Company (I) | 152,624 | 3,459,986 | 0.5 | % | ||||||||
Textron, Inc. | 381,509 | 17,026,747 | 2.5 | % | ||||||||
The Babcock & Wilcox Company | 437,503 | 14,350,098 | 2.1 | % | ||||||||
UTi Worldwide, Inc. (I) | 705,628 | 7,049,224 | 1.1 | % | ||||||||
119,073,030 | ||||||||||||
Information technology - 12.6% | ||||||||||||
Cadence Design Systems, Inc. (I) | 727,880 | 14,310,121 | 2.1 | % | ||||||||
Ciena Corp. (I) | 705,376 | 16,703,304 | 2.5 | % | ||||||||
Citrix Systems, Inc. (I) | 300,396 | 21,075,783 | 3.1 | % | ||||||||
Diebold, Inc. | 214,679 | 7,513,765 | 1.1 | % | ||||||||
NetApp, Inc. | 355,398 | 11,216,361 | 1.7 | % | ||||||||
Teradata Corp. (I) | 379,679 | 14,048,123 | 2.1 | % | ||||||||
84,867,457 | ||||||||||||
Materials - 5.3% | ||||||||||||
Eagle Materials, Inc. | 74,046 | 5,651,931 | 0.8 | % | ||||||||
Eastman Chemical Company | 194,508 | 15,914,645 | 2.4 | % | ||||||||
W.R. Grace & Company (I) | 142,935 | 14,336,381 | 2.1 | % | ||||||||
35,902,957 | ||||||||||||
Telecommunication services - 2.1% | ||||||||||||
Level 3 Communications, Inc. (I) | 272,225 | 14,338,091 | 2.1 | % | ||||||||
Utilities - 2.5% | ||||||||||||
CenterPoint Energy, Inc. | 256,034 | 4,872,327 | 0.7 | % | ||||||||
Edison International | 218,137 | 12,124,054 | 1.8 | % | ||||||||
16,996,381 | ||||||||||||
TOTAL COMMON STOCKS (Cost $547,605,821) | $ | 664,963,814 | ||||||||||
SHORT-TERM INVESTMENTS - 1.4% | ||||||||||||
Money market funds - 1.4% | ||||||||||||
State Street Institutional Liquid Reserves Fund, 0.1092% (Y) | 9,388,002 | 9,388,002 | 1.4 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $9,388,002) | $ | 9,388,002 | ||||||||||
Total Investments (Value Trust) | ||||||||||||
(Cost $556,993,823) - 100.3% | $ | 674,351,816 | 100.3 | % | ||||||||
Other assets and liabilities, net - (0.3%) | (1,851,768 | ) | (0.3 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 672,500,048 | 100.0 | % |
Percentages are based upon net assets.
Footnotes
Key to Security Abbreviations and Legend
ADR | American Depositary Receipts |
ETF | Exchange-Traded Fund |
FTSE | Financial Times and the London Stock Exchange |
The accompanying notes are an integral part of the financial statements. | 52 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
GDR | Global Depositary Receipts |
REIT | Real Estate Investment Trust |
SPDR | Standard & Poor’s 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 and/or security is in default. |
(I) | Non-income producing security. |
(L) | A portion of the security is on loan as of June 30, 2015. |
(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. |
(P) | Variable rate obligation. Securities reset coupon rates periodically. The coupon rate shown represents the rate at period end. |
(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 security represents the investment of cash collateral received for securities lending. |
(Y) | The rate shown is the annualized seven-day yield as of June 30, 2015. |
* | 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. |
The accompanying notes are an integral part of the financial statements. | 53 |
Fundamental Large Cap Value Trust | |||||||
United States | 83.8 | % | |||||
United Kingdom | 4.0 | % | |||||
Switzerland | 2.8 | % | |||||
Germany | 2.7 | % | |||||
Netherlands | 2.6 | % | |||||
Ireland | 1.8 | % | |||||
South Korea | 1.3 | % | |||||
France | 1.0 | % | |||||
Total | 100.0 | % | |||||
Strategic Equity Allocation Trust | |||||||
United States | 67.8 | % | |||||
Japan | 7.1 | % | |||||
United Kingdom | 5.9 | % | |||||
Switzerland | 3.2 | % | |||||
France | 3.0 | % | |||||
Germany | 2.7 | % | |||||
Australia | 2.2 | % | |||||
Netherlands | 1.1 | % | |||||
Spain | 1.1 | % | |||||
Ireland | 1.0 | % | |||||
Other countries | 4.9 | % | |||||
Total | 100.0 | % | |||||
Utilities Trust | |||||||
United States | 70.8 | % | |||||
Spain | 5.6 | % | |||||
Italy | 3.6 | % | |||||
United Kingdom | 2.8 | % | |||||
Canada | 2.7 | % | |||||
Brazil | 2.6 | % | |||||
Portugal | 1.9 | % | |||||
Denmark | 1.3 | % | |||||
France | 1.1 | % | |||||
Sweden | 1.1 | % | |||||
Other countries | 6.5 | % | |||||
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 | $ | 3,501,060,596 | $ | 337,086,847 | $ | 712,608,526 | $ | 1,618,935,655 | |||||||||||
Investments in affiliated issuers, at value | 9,514,530 | 12,516,517 | 18,682,753 | — | |||||||||||||||
Repurchase agreements, at value | 59,551,000 | — | 13,400,000 | — | |||||||||||||||
Total investments, at value | 3,570,126,126 | 349,603,364 | 744,691,279 | 1,618,935,655 | |||||||||||||||
Cash | 321,367 | — | — | — | |||||||||||||||
Foreign currency, at value | — | — | 1,846 | — | |||||||||||||||
Cash held at broker for futures contracts | 3,620,000 | 188,941 | — | — | |||||||||||||||
Receivable for investments sold | — | — | 6,391,289 | 499,058 | |||||||||||||||
Dividends and interest receivable | 3,994,693 | 230,977 | 788,638 | — | |||||||||||||||
Receivable for securities lending income | 12,084 | 18,374 | 40,232 | — | |||||||||||||||
Receivable for futures variation margin | 119,093 | — | — | — | |||||||||||||||
Receivable due from advisor | 30,146 | — | — | — | |||||||||||||||
Other assets | 1,346,730 | 715 | 1,515 | 3,471 | |||||||||||||||
Total assets | 3,579,570,239 | 350,042,371 | 751,914,799 | 1,619,438,184 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | 17,959 | 323,010 | — | |||||||||||||||
Foreign capital gains tax payable | — | — | 58,553 | — | |||||||||||||||
Payable for investments purchased | 1,426,819 | — | 6,211,066 | — | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | 70,354 | — | |||||||||||||||
Payable for fund shares repurchased | 10,389,250 | 203,033 | 2,276 | 470,736 | |||||||||||||||
Payable upon return of securities loaned | 9,531,325 | 12,526,200 | 18,693,409 | — | |||||||||||||||
Payable for futures variation margin | — | 53,525 | — | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 101,370 | 9,923 | 21,762 | 47,787 | |||||||||||||||
Trustees’ fees | 2,245 | 297 | 709 | 1,410 | |||||||||||||||
Other liabilities and accrued expenses | 218,609 | 38,823 | 68,166 | 50,042 | |||||||||||||||
Total liabilities | 21,669,618 | 12,849,760 | 25,449,305 | 569,975 | |||||||||||||||
Net assets | $ | 3,557,900,621 | $ | 337,192,611 | $ | 726,465,494 | $ | 1,618,868,209 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 2,037,903,617 | $ | 511,841,310 | $ | 496,868,707 | $ | 853,472,466 | |||||||||||
Undistributed net investment income (loss) | 46,000,041 | 2,478,296 | 4,096,880 | 939,919 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (2,678,158 | ) | (195,704,980 | ) | 170,978,806 | 252,923,742 | |||||||||||||
Net unrealized appreciation (depreciation) on investments | 1,476,675,121 | 18,577,985 | 54,521,101 | 511,532,082 | |||||||||||||||
Net assets | $ | 3,557,900,621 | $ | 337,192,611 | $ | 726,465,494 | $ | 1,618,868,209 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 2,082,994,319 | $ | 318,455,323 | $ | 671,359,859 | $ | 1,107,403,573 | |||||||||||
Investments in affiliated issuers, at cost | $ | 9,514,511 | $ | 12,516,531 | $ | 18,682,739 | — | ||||||||||||
Foreign currency, at cost | — | — | $ | 1,846 | — | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 9,315,479 | $ | 12,375,934 | $ | 17,240,676 | — | ||||||||||||
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 | $ | 1,992,366,166 | $ | 80,576,449 | $ | 774,915 | $ | 225,464,300 | |||||||||||
Shares outstanding | 76,719,306 | 2,798,644 | 55,151 | 14,206,086 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.97 | $ | 28.79 | $ | 14.05 | $ | 15.87 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 55,217,635 | $ | 6,692,080 | — | $ | 1,246,129,843 | ||||||||||||
Shares outstanding | 2,126,396 | 233,122 | — | 78,574,789 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.97 | $ | 28.71 | — | $ | 15.86 | ||||||||||||
Series III | |||||||||||||||||||
Net assets | — | — | — | $ | 147,274,066 | ||||||||||||||
Shares outstanding | — | — | — | 9,265,914 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | — | — | $ | 15.89 | ||||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 1,510,316,820 | $ | 249,924,082 | $ | 725,690,579 | — | ||||||||||||
Shares outstanding | 58,155,568 | 8,675,810 | 51,586,412 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.97 | $ | 28.81 | $ | 14.07 | — |
Assets | American Global Growth Trust | | American Growth Trust | | American Growth-Income Trust | | American International Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 249,964,936 | $ | 997,904,745 | $ | 1,187,895,792 | $ | 590,013,891 | |||||||||||
Total investments, at value | 249,964,936 | 997,904,745 | 1,187,895,792 | 590,013,891 | |||||||||||||||
Cash | 108,123 | — | — | — | |||||||||||||||
Receivable for investments sold | 1,695,255 | 7,806,069 | 7,722,106 | — | |||||||||||||||
Receivable for fund shares sold | — | — | — | 156,939 | |||||||||||||||
Receivable due from advisor | 904 | — | — | — | |||||||||||||||
Other assets | 494 | 2,055 | 2,508 | 1,212 | |||||||||||||||
Total assets | 251,769,712 | 1,005,712,869 | 1,195,620,406 | 590,172,042 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | — | — | — | 12,468 | |||||||||||||||
Payable for fund shares repurchased | 1,690,653 | 7,789,460 | 7,705,518 | 133,768 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 7,177 | 29,315 | 35,256 | 17,464 | |||||||||||||||
Trustees’ fees | 199 | 854 | 1,058 | 517 | |||||||||||||||
Other liabilities and accrued expenses | 24,172 | 36,471 | 41,449 | 29,133 | |||||||||||||||
Total liabilities | 1,722,201 | 7,856,100 | 7,783,281 | 193,350 | |||||||||||||||
Net assets | $ | 250,047,511 | $ | 997,856,769 | $ | 1,187,837,125 | $ | 589,978,692 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 192,074,616 | $ | 533,776,070 | $ | 598,713,688 | $ | 552,965,095 | |||||||||||
Undistributed net investment income (loss) | (229,412 | ) | (2,066,027 | ) | (280,755 | ) | 11,796 | ||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 26,994,412 | 208,046,876 | 305,122,422 | (94,638,490 | ) | ||||||||||||||
Net unrealized appreciation (depreciation) on investments | 31,207,895 | 258,099,850 | 284,281,770 | 131,640,291 | |||||||||||||||
Net assets | $ | 250,047,511 | $ | 997,856,769 | $ | 1,187,837,125 | $ | 589,978,692 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 218,757,041 | $ | 739,804,895 | $ | 903,614,022 | $ | 458,373,600 | |||||||||||
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 | $ | 10,644,031 | $ | 125,421,857 | $ | 259,813,080 | $ | 95,782,114 | |||||||||||
Shares outstanding | 622,130 | 4,931,896 | 10,531,900 | 4,931,294 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.11 | $ | 25.43 | $ | 24.67 | $ | 19.42 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 205,353,595 | $ | 770,632,728 | $ | 689,803,576 | $ | 446,390,825 | |||||||||||
Shares outstanding | 12,035,424 | 30,428,791 | 28,032,957 | 23,018,457 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.06 | $ | 25.33 | $ | 24.61 | $ | 19.39 | |||||||||||
Series III | |||||||||||||||||||
Net assets | $ | 34,049,885 | $ | 101,802,184 | $ | 238,220,469 | $ | 47,805,753 | |||||||||||
Shares outstanding | 1,991,787 | 4,010,386 | 9,654,905 | 2,464,770 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 17.10 | $ | 25.38 | $ | 24.67 | $ | 19.40 |
Assets | American New World Trust | | Blue Chip Growth Trust | | Capital Appreciation Trust | | Capital Appreciation Value Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 74,217,890 | $ | 1,746,194,697 | $ | 1,007,537,761 | $ | 371,783,443 | |||||||||||
Investments in affiliated issuers, at value | — | 9,857,909 | 16,662,897 | 65,999 | |||||||||||||||
Repurchase agreements, at value | — | — | — | 709,000 | |||||||||||||||
Total investments, at value | 74,217,890 | 1,756,052,606 | 1,024,200,658 | 372,558,442 | |||||||||||||||
Cash | — | 7,308 | — | 1,299,086 | |||||||||||||||
Foreign currency, at value | — | 633 | — | 29,447 | |||||||||||||||
Receivable for investments sold | 20,442 | 7,910,440 | 3,872,776 | 871,313 | |||||||||||||||
Receivable for fund shares sold | 14,111 | — | 79,387 | 83,803 | |||||||||||||||
Dividends and interest receivable | — | 578,884 | 349,789 | 1,222,458 | |||||||||||||||
Receivable for securities lending income | — | 5,476 | 9,765 | 1,671 | |||||||||||||||
Other assets | 144 | 3,606 | 2,097 | 807 | |||||||||||||||
Total assets | 74,252,587 | 1,764,558,953 | 1,028,514,472 | 376,067,027 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | — | 994,432 | — | |||||||||||||||
Payable for investments purchased | — | 6,486,870 | 475,528 | 3,956,848 | |||||||||||||||
Payable for fund shares repurchased | 33,157 | 192,287 | 29,016 | 266,138 | |||||||||||||||
Payable upon return of securities loaned | — | 9,870,750 | 16,677,375 | 66,000 | |||||||||||||||
Written options, at value | — | — | — | 921,368 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 2,089 | 50,706 | 29,409 | 10,673 | |||||||||||||||
Trustees’ fees | 62 | 1,413 | 853 | 268 | |||||||||||||||
Other liabilities and accrued expenses | 19,302 | 125,311 | 81,753 | 42,744 | |||||||||||||||
Total liabilities | 54,610 | 16,727,337 | 18,288,366 | 5,264,039 | |||||||||||||||
Net assets | $ | 74,197,977 | $ | 1,747,831,616 | $ | 1,010,226,106 | $ | 370,802,988 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 74,992,173 | $ | 620,094,104 | $ | 433,350,364 | $ | 264,713,829 | |||||||||||
Undistributed net investment income (loss) | (18,237 | ) | 1,624,932 | 713,057 | 2,183,042 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 6,431,724 | 434,564,841 | 253,117,215 | 69,377,371 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | (7,207,683 | ) | 691,547,739 | 323,045,470 | 34,528,746 | ||||||||||||||
Net assets | $ | 74,197,977 | $ | 1,747,831,616 | $ | 1,010,226,106 | $ | 370,802,988 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 81,425,573 | $ | 1,054,646,846 | $ | 684,492,223 | $ | 337,552,506 | |||||||||||
Investments in affiliated issuers, at cost | — | $ | 9,857,923 | $ | 16,662,858 | $ | 66,000 | ||||||||||||
Foreign currency, at cost | — | $ | 651 | — | $ | 29,374 | |||||||||||||
Premiums received on written options | — | — | — | $ | 511,870 | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | — | $ | 9,898,794 | $ | 16,717,336 | $ | 64,224 | ||||||||||||
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 | $ | 21,730,073 | $ | 314,720,580 | $ | 199,135,706 | $ | 4,413,835 | |||||||||||
Shares outstanding | 1,583,591 | 8,238,416 | 11,839,319 | 333,096 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.72 | $ | 38.20 | $ | 16.82 | $ | 13.25 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 50,751,772 | $ | 136,647,707 | $ | 71,295,377 | $ | 327,681,860 | |||||||||||
Shares outstanding | 3,703,338 | 3,619,692 | 4,314,240 | 24,811,780 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.70 | $ | 37.75 | $ | 16.53 | $ | 13.21 | |||||||||||
Series III | |||||||||||||||||||
Net assets | $ | 1,716,132 | — | — | — | ||||||||||||||
Shares outstanding | 125,200 | — | — | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.71 | — | — | — | ||||||||||||||
Series NAV | |||||||||||||||||||
Net assets | — | $ | 1,296,463,329 | $ | 739,795,023 | $ | 38,707,293 | ||||||||||||
Shares outstanding | — | 33,949,111 | 43,943,360 | 2,924,633 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | $ | 38.19 | $ | 16.84 | $ | 13.23 |
Assets | Core Strategy Trust | | Emerging Markets Value Trust | | Equity Income Trust | | Financial Industries Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 3,317 | $ | 813,048,767 | $ | 1,860,111,010 | $ | 171,540,128 | |||||||||||
Investments in affiliated issuers, at value | 3,875,303,065 | 23,005,168 | 20,202,529 | — | |||||||||||||||
Repurchase agreements, at value | — | — | — | 2,927,000 | |||||||||||||||
Total investments, at value | 3,875,306,382 | 836,053,935 | 1,880,313,539 | 174,467,128 | |||||||||||||||
Cash | — | — | 283,645 | 5,364,058 | |||||||||||||||
Foreign currency, at value | 121 | 5,395,905 | 348 | — | |||||||||||||||
Receivable for investments sold | 2,793,386 | 3,070,530 | 2,030,344 | — | |||||||||||||||
Receivable for fund shares sold | — | 55,682 | — | 7,880 | |||||||||||||||
Dividends and interest receivable | 602,811 | 3,692,895 | 2,705,159 | 177,577 | |||||||||||||||
Receivable for securities lending income | — | 46,471 | 20,908 | — | |||||||||||||||
Other assets | 8,308 | 3,495 | 4,020 | 352 | |||||||||||||||
Total assets | 3,878,711,008 | 848,318,913 | 1,885,357,963 | 180,016,995 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | — | 2,699,712 | 18,580,840 | 514,414 | |||||||||||||||
Payable for fund shares repurchased | 2,774,073 | — | 396,832 | 308,174 | |||||||||||||||
Payable upon return of securities loaned | — | 23,000,322 | 20,258,500 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 112,789 | 23,681 | 55,141 | 4,952 | |||||||||||||||
Trustees’ fees | 3,113 | 1,377 | 1,691 | 138 | |||||||||||||||
Other liabilities and accrued expenses | 88,645 | 131,681 | 134,241 | 46,533 | |||||||||||||||
Total liabilities | 2,978,620 | 25,856,773 | 39,427,245 | 874,211 | |||||||||||||||
Net assets | $ | 3,875,732,388 | $ | 822,462,140 | $ | 1,845,930,718 | $ | 179,142,784 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 3,513,633,891 | $ | 875,457,478 | $ | 1,098,047,994 | $ | 109,149,611 | |||||||||||
Undistributed net investment income (loss) | (5,642,635 | ) | 11,164,004 | 25,441,978 | 2,212,023 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 162,716,630 | (8,507,942 | ) | 191,718,195 | 54,086,721 | ||||||||||||||
Net unrealized appreciation (depreciation) on investments | 205,024,502 | (55,651,400 | ) | 530,722,551 | 13,694,429 | ||||||||||||||
Net assets | $ | 3,875,732,388 | $ | 822,462,140 | $ | 1,845,930,718 | $ | 179,142,784 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 100,246 | $ | 868,696,997 | $ | 1,329,388,649 | $ | 160,773,857 | |||||||||||
Investments in affiliated issuers, at cost | $ | 3,670,179,605 | $ | 23,005,146 | $ | 20,202,395 | — | ||||||||||||
Foreign currency, at cost | $ | 303 | $ | 5,400,330 | $ | 351 | — | ||||||||||||
Securities loaned, unaffiliated issuers, at value | — | $ | 21,910,274 | $ | 19,509,638 | — | |||||||||||||
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 | $ | 129,599,557 | $ | 3,039,193 | $ | 299,339,995 | $ | 134,248,862 | |||||||||||
Shares outstanding | 8,496,106 | 337,586 | 15,892,232 | 7,586,284 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.25 | $ | 9.00 | $ | 18.84 | $ | 17.70 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 3,586,993,362 | $ | 94,874 | $ | 155,456,431 | $ | 21,367,340 | |||||||||||
Shares outstanding | 234,550,571 | 10,549 | 8,286,541 | 1,214,066 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.29 | $ | 8.99 | $ | 18.76 | $ | 17.60 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 159,139,469 | $ | 819,328,073 | $ | 1,391,134,292 | $ | 23,526,582 | |||||||||||
Shares outstanding | 10,422,291 | 91,113,346 | 74,078,097 | 1,331,204 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 15.27 | $ | 8.99 | $ | 18.78 | $ | 17.67 |
Assets | Franklin Templeton Founding Allocation Trust | | Fundamental All Cap Core Trust | | Fundamental Large Cap Value Trust | | Global Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | — | $ | 1,667,388,812 | $ | 1,697,301,498 | $ | 668,992,770 | ||||||||||||
Investments in affiliated issuers, at value | $ | 1,191,969,550 | — | — | 7,162,212 | ||||||||||||||
Repurchase agreements, at value | — | 23,712,000 | 3,381,000 | — | |||||||||||||||
Total investments, at value | 1,191,969,550 | 1,691,100,812 | 1,700,682,498 | 676,154,982 | |||||||||||||||
Cash | — | 26,799,458 | 3,231,112 | — | |||||||||||||||
Foreign currency, at value | — | — | 164,279 | 2,108,890 | |||||||||||||||
Receivable for investments sold | 369,963 | — | 2,381,262 | 1,510,442 | |||||||||||||||
Receivable for fund shares sold | — | 186,450 | — | 20,848 | |||||||||||||||
Dividends and interest receivable | — | 592,905 | 2,690,012 | 1,180,164 | |||||||||||||||
Receivable for securities lending income | — | — | — | 20,126 | |||||||||||||||
Other assets | 2,513 | 1,359,600 | 4,393 | 1,564 | |||||||||||||||
Total assets | 1,192,342,026 | 1,720,039,225 | 1,709,153,556 | 680,997,016 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | — | 6,012,772 | 1,047,094 | 2,262,763 | |||||||||||||||
Payable for fund shares repurchased | 360,920 | 1,123,756 | 3,962,313 | 35,297 | |||||||||||||||
Payable upon return of securities loaned | — | — | — | 7,156,050 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 35,376 | 47,849 | 50,005 | 20,062 | |||||||||||||||
Trustees’ fees | 1,119 | 1,200 | 661 | 952 | |||||||||||||||
Other liabilities and accrued expenses | 41,379 | 116,733 | 137,609 | 76,892 | |||||||||||||||
Total liabilities | 438,794 | 7,302,310 | 5,197,682 | 9,552,016 | |||||||||||||||
Net assets | $ | 1,191,903,232 | $ | 1,712,736,915 | $ | 1,703,955,874 | $ | 671,445,000 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 1,082,047,345 | $ | 1,169,214,430 | $ | 1,688,695,036 | $ | 752,178,747 | |||||||||||
Undistributed net investment income (loss) | (1,838,616 | ) | 3,466,383 | 14,905,720 | 10,622,127 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (169,335,920 | ) | 166,291,750 | (150,335,119 | ) | (149,418,964 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 281,030,423 | 373,764,352 | 150,690,237 | 58,063,090 | |||||||||||||||
Net assets | $ | 1,191,903,232 | $ | 1,712,736,915 | $ | 1,703,955,874 | $ | 671,445,000 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | — | $ | 1,317,335,729 | $ | 1,550,016,140 | $ | 610,924,258 | ||||||||||||
Investments in affiliated issuers, at cost | $ | 910,939,127 | — | — | $ | 7,162,184 | |||||||||||||
Foreign currency, at cost | — | — | $ | 159,873 | $ | 2,110,284 | |||||||||||||
Securities loaned, unaffiliated issuers, at value | — | — | — | $ | 7,006,653 | ||||||||||||||
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 | $ | 43,789,286 | $ | 166,245,805 | $ | 604,647,573 | $ | 169,239,128 | |||||||||||
Shares outstanding | 3,332,929 | 6,926,654 | 33,637,878 | 8,512,947 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.14 | $ | 24.00 | $ | 17.98 | $ | 19.88 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 1,100,897,378 | $ | 57,183,226 | $ | 248,586,694 | $ | 55,950,400 | |||||||||||
Shares outstanding | 83,756,189 | 2,387,817 | 13,747,547 | 2,827,122 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.14 | $ | 23.95 | $ | 18.08 | $ | 19.79 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 47,216,568 | $ | 1,489,307,884 | $ | 850,721,607 | $ | 446,255,472 | |||||||||||
Shares outstanding | 3,594,058 | 61,807,400 | 47,302,682 | 22,464,271 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.14 | $ | 24.10 | $ | 17.98 | $ | 19.87 |
Assets | Health Sciences Trust | | International Core Trust | | International Equity Index Trust B | | International Growth Stock Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 414,540,668 | $ | 651,510,332 | $ | 651,049,564 | $ | 451,868,708 | |||||||||||
Investments in affiliated issuers, at value | — | 13,731,621 | 10,635,372 | — | |||||||||||||||
Total investments, at value | 414,540,668 | 665,241,953 | 661,684,936 | 451,868,708 | |||||||||||||||
Cash held at broker for futures contracts | — | — | 632,853 | — | |||||||||||||||
Foreign currency, at value | 26,096 | 215,352 | 6,090,727 | 5,369,431 | |||||||||||||||
Receivable for investments sold | 1,179,701 | 25,093,840 | 34,922 | 263,062 | |||||||||||||||
Receivable for fund shares sold | 69,130 | 39,096 | — | 38,013 | |||||||||||||||
Dividends and interest receivable | 139,335 | 2,309,581 | 2,608,766 | 2,026,217 | |||||||||||||||
Receivable for securities lending income | — | 84,433 | — | — | |||||||||||||||
Receivable for futures variation margin | — | — | 74,565 | — | |||||||||||||||
Receivable due from advisor | — | — | 6,178 | — | |||||||||||||||
Other assets | 846 | 1,432 | 3,487 | 998 | |||||||||||||||
Total assets | 415,955,776 | 692,985,687 | 671,136,434 | 459,566,429 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 3,463,521 | 7,543,463 | 50,836 | 527,551 | |||||||||||||||
Payable for fund shares repurchased | 81,751 | 26,953 | 1,321,196 | 22,693 | |||||||||||||||
Payable upon return of securities loaned | — | 13,711,565 | 10,631,285 | — | |||||||||||||||
Written options, at value | 23,412 | — | — | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 10,886 | 20,820 | 18,414 | 14,165 | |||||||||||||||
Trustees’ fees | 162 | 1,139 | 953 | 771 | |||||||||||||||
Other liabilities and accrued expenses | 53,055 | 143,225 | 110,631 | 74,241 | |||||||||||||||
Total liabilities | 3,632,787 | 21,447,165 | 12,133,315 | 639,421 | |||||||||||||||
Net assets | $ | 412,322,989 | $ | 671,538,522 | $ | 659,003,119 | $ | 458,927,008 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 166,149,230 | $ | 708,061,775 | $ | 523,583,949 | $ | 585,402,210 | |||||||||||
Undistributed net investment income (loss) | 987,933 | 17,102,258 | 12,696,180 | 7,360,992 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 105,856,304 | (44,691,791 | ) | (9,198,369 | ) | (191,789,005 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 139,329,522 | (8,933,720 | ) | 131,921,359 | 57,952,811 | ||||||||||||||
Net assets | $ | 412,322,989 | $ | 671,538,522 | $ | 659,003,119 | $ | 458,927,008 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 275,240,499 | $ | 660,432,909 | $ | 518,712,320 | $ | 393,930,066 | |||||||||||
Investments in affiliated issuers, at cost | — | $ | 13,731,663 | $ | 10,635,411 | — | |||||||||||||
Foreign currency, at cost | $ | 26,209 | $ | 214,024 | $ | 6,202,721 | $ | 5,347,476 | |||||||||||
Premiums received on written options | $ | 55,341 | — | — | — | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | — | $ | 13,043,603 | $ | 10,038,173 | — | |||||||||||||
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 | $ | 168,905,159 | $ | 45,567,163 | $ | 296,665,873 | $ | 2,484,086 | |||||||||||
Shares outstanding | 4,192,251 | 4,058,622 | 17,911,255 | 144,679 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 40.29 | $ | 11.23 | $ | 16.56 | $ | 17.17 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 117,438,625 | $ | 18,722,266 | $ | 20,416,411 | $ | 22,419,646 | |||||||||||
Shares outstanding | 3,030,387 | 1,654,693 | 1,232,404 | 1,305,702 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 38.75 | $ | 11.31 | $ | 16.57 | $ | 17.17 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 125,979,205 | $ | 607,249,093 | $ | 341,920,835 | $ | 434,023,276 | |||||||||||
Shares outstanding | 3,104,572 | 54,245,361 | 20,644,029 | 25,269,266 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 40.58 | $ | 11.19 | $ | 16.56 | $ | 17.18 |
Assets | International Small Company Trust | | International Value Trust | | Lifestyle Aggressive PS Series | | Lifestyle Balanced PS Series | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 116,074,004 | $ | 947,408,761 | $ | 4,427,045 | — | ||||||||||||
Investments in affiliated issuers, at value | 1,912,682 | 25,737,312 | 18,798,437 | $ | 1,013,107,875 | ||||||||||||||
Total investments, at value | 117,986,686 | 973,146,073 | 23,225,482 | 1,013,107,875 | |||||||||||||||
Cash | — | — | 84,055 | — | |||||||||||||||
Foreign currency, at value | 452,044 | 1,682,428 | — | — | |||||||||||||||
Receivable for investments sold | 30,013 | 11,088,826 | 958 | — | |||||||||||||||
Receivable for fund shares sold | 52,943 | 26,476 | — | 200,354 | |||||||||||||||
Dividends and interest receivable | 290,561 | 3,182,865 | 13,686 | — | |||||||||||||||
Receivable due from advisor | — | — | 226 | — | |||||||||||||||
Receivable for securities lending income | 9,966 | 52,236 | — | — | |||||||||||||||
Other assets | 214 | 2,446 | 1,169 | 2,761 | |||||||||||||||
Total assets | 118,822,427 | 989,181,350 | 23,325,576 | 1,013,310,990 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | 2,743,183 | — | — | |||||||||||||||
Foreign capital gains tax payable | — | 18,050 | — | — | |||||||||||||||
Payable for investments purchased | 97,770 | 3,631,290 | 76,057 | 191,065 | |||||||||||||||
Payable for fund shares repurchased | 68,500 | 85,883 | 2,268 | 1,762 | |||||||||||||||
Payable upon return of securities loaned | 1,914,739 | 25,715,411 | — | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 3,145 | 29,484 | 645 | 28,867 | |||||||||||||||
Trustees’ fees | 159 | 1,668 | — | 727 | |||||||||||||||
Other liabilities and accrued expenses | 32,883 | 161,428 | 25,784 | 48,073 | |||||||||||||||
Total liabilities | 2,117,196 | 32,386,397 | 104,754 | 270,494 | |||||||||||||||
Net assets | $ | 116,705,231 | $ | 956,794,953 | $ | 23,220,822 | $ | 1,013,040,496 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 454,790,515 | $ | 1,284,919,331 | $ | 22,285,584 | $ | 967,156,788 | |||||||||||
Undistributed net investment income (loss) | 1,570,299 | 15,735,009 | (20,879 | ) | (1,484,736 | ) | |||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (348,106,559 | ) | (355,010,361 | ) | 158,165 | 21,015,415 | |||||||||||||
Net unrealized appreciation (depreciation) on investments | 8,450,976 | 11,150,974 | 797,952 | 26,353,029 | |||||||||||||||
Net assets | $ | 116,705,231 | $ | 956,794,953 | $ | 23,220,822 | $ | 1,013,040,496 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 107,620,962 | $ | 936,247,063 | $ | 4,367,353 | — | ||||||||||||
Investments in affiliated issuers, at cost | $ | 1,912,688 | $ | 25,737,290 | $ | 18,060,177 | $ | 986,754,846 | |||||||||||
Foreign currency, at cost | $ | 453,052 | $ | 1,673,921 | — | — | |||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 1,802,034 | $ | 24,375,606 | — | — | |||||||||||||
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 | $ | 39,714,153 | $ | 93,564,442 | $ | 2,997,471 | $ | 29,087,222 | |||||||||||
Shares outstanding | 3,123,830 | 7,089,933 | 228,639 | 2,021,863 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.71 | $ | 13.20 | $ | 13.11 | $ | 14.39 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 22,760,522 | $ | 73,226,590 | $ | 19,362,468 | $ | 947,364,973 | |||||||||||
Shares outstanding | 1,793,000 | 5,563,959 | 1,478,165 | 65,792,240 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.69 | $ | 13.16 | $ | 13.10 | $ | 14.40 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 54,230,556 | $ | 790,003,921 | $ | 860,883 | $ | 36,588,301 | |||||||||||
Shares outstanding | 4,266,464 | 60,271,401 | 65,663 | 2,544,522 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 12.71 | $ | 13.11 | $ | 13.11 | $ | 14.38 |
Assets | Lifestyle Conservative PS Series | | Lifestyle Growth PS Series | | Lifestyle Moderate PS Series | | Mid Cap Index Trust | | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | — | — | — | $ | 908,187,970 | ||||||||||||||||||
Investments in affiliated issuers, at value | $ | 192,920,766 | $ | 2,046,449,274 | $ | 336,281,711 | 25,677,461 | ||||||||||||||||
Total investments, at value | 192,920,766 | 2,046,449,274 | 336,281,711 | 933,865,431 | |||||||||||||||||||
Cash | 121 | — | — | 2,177,206 | |||||||||||||||||||
Cash held at broker for futures contracts | — | — | — | 1,146,000 | |||||||||||||||||||
Receivable for investments sold | 44,568 | — | 324,166 | 11,491,425 | |||||||||||||||||||
Receivable for fund shares sold | 2,491 | 1,156,111 | 8,360 | 30,315 | |||||||||||||||||||
Dividends and interest receivable | — | — | — | 813,451 | |||||||||||||||||||
Receivable for securities lending income | — | — | — | 32,030 | |||||||||||||||||||
Receivable for futures variation margin | — | — | — | 23,775 | |||||||||||||||||||
Receivable due from advisor | 796 | — | — | — | |||||||||||||||||||
Other assets | 539 | 5,576 | 919 | 1,897 | |||||||||||||||||||
Total assets | 192,969,281 | 2,047,610,961 | 336,615,156 | 949,581,530 | |||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | — | 1,138,625 | — | 9,609,900 | |||||||||||||||||||
Payable for fund shares repurchased | 45,590 | 1,828 | 329,968 | 2,753,867 | |||||||||||||||||||
Payable upon return of securities loaned | — | — | — | 25,637,550 | |||||||||||||||||||
Payable to affiliates | |||||||||||||||||||||||
Accounting and legal services fees | 5,603 | 57,561 | 9,716 | 25,466 | |||||||||||||||||||
Trustees’ fees | 152 | 1,216 | 244 | 601 | |||||||||||||||||||
Other liabilities and accrued expenses | 29,886 | 53,507 | 31,979 | 70,978 | |||||||||||||||||||
Total liabilities | 81,231 | 1,252,737 | 371,907 | 38,098,362 | |||||||||||||||||||
Net assets | $ | 192,888,050 | $ | 2,046,358,224 | $ | 336,243,249 | $ | 911,483,168 | |||||||||||||||
Net assets consist of | |||||||||||||||||||||||
Paid-in capital | $ | 189,127,261 | $ | 1,939,632,553 | $ | 322,802,658 | $ | 493,771,517 | |||||||||||||||
Undistributed net investment income (loss) | (309,201 | ) | (3,011,172 | ) | (530,627 | ) | 7,130,026 | ||||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 2,617,493 | 40,894,410 | 6,822,252 | 113,804,542 | |||||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 1,452,497 | 68,842,433 | 7,148,966 | 296,777,083 | |||||||||||||||||||
Net assets | $ | 192,888,050 | $ | 2,046,358,224 | $ | 336,243,249 | $ | 911,483,168 | |||||||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | — | — | — | $ | 611,024,156 | ||||||||||||||||||
Investments in affiliated issuers, at cost | $ | 191,468,269 | $ | 1,977,606,841 | $ | 329,132,745 | $ | 25,677,397 | |||||||||||||||
Securities loaned, unaffiliated issuers, at value | — | — | — | $ | 24,817,345 | ||||||||||||||||||
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 | $ | 7,037,599 | $ | 40,690,814 | $ | 8,356,798 | $ | 718,940,045 | |||||||||||||||
Shares outstanding | 524,684 | 2,687,299 | 592,233 | 31,007,866 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.41 | $ | 15.14 | $ | 14.11 | $ | 23.19 | |||||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 185,253,216 | $ | 1,984,580,924 | $ | 322,967,841 | $ | 71,263,611 | |||||||||||||||
Shares outstanding | 13,807,783 | 131,043,045 | 22,868,555 | 3,086,804 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.42 | $ | 15.14 | $ | 14.12 | $ | 23.09 | |||||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 597,235 | $ | 21,086,486 | $ | 4,918,610 | $ | 121,279,512 | |||||||||||||||
Shares outstanding | 44,535 | 1,392,955 | 348,621 | 5,230,044 | |||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.41 | $ | 15.14 | $ | 14.11 | $ | 23.19 |
Assets | Mid Cap Stock Trust | | Mid Value Trust | | Mutual Shares Trust | | Real Estate Securities Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 841,527,781 | $ | 846,827,720 | $ | 574,219,976 | $ | 391,039,845 | |||||||||||
Investments in affiliated issuers, at value | 70,594,700 | 27,529,497 | 830,938 | — | |||||||||||||||
Repurchase agreements, at value | 8,800,000 | — | — | 1,053,000 | |||||||||||||||
Total investments, at value | 920,922,481 | 874,357,217 | 575,050,914 | 392,092,845 | |||||||||||||||
Cash | 56,160 | 4,466 | 13,610,107 | 228 | |||||||||||||||
Foreign currency, at value | 16 | 30,613 | 890,388 | 471 | |||||||||||||||
Receivable for investments sold | 6,125,839 | 12,328,663 | 120,599 | 22,696,614 | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | — | 735,549 | — | |||||||||||||||
Receivable for fund shares sold | — | — | 182,485 | 84,056 | |||||||||||||||
Dividends and interest receivable | 325,754 | 637,117 | 1,353,666 | 1,536,108 | |||||||||||||||
Receivable for securities lending income | 39,632 | 19,581 | 629 | — | |||||||||||||||
Other assets | 1,718 | 1,866 | 2,504,190 | 1,121 | |||||||||||||||
Total assets | 927,471,600 | 887,379,523 | 594,448,527 | 416,411,443 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 11,319,290 | 8,333,829 | 4,937,378 | 15,410,581 | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | 1,283,941 | — | |||||||||||||||
Payable for fund shares repurchased | 1,361,342 | 1,280,935 | — | 346,173 | |||||||||||||||
Payable upon return of securities loaned | 70,605,286 | 27,527,476 | 830,925 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 24,319 | 25,373 | 17,463 | 12,906 | |||||||||||||||
Trustees’ fees | 704 | 756 | 545 | 316 | |||||||||||||||
Other liabilities and accrued expenses | 73,241 | 71,834 | 68,166 | 44,557 | |||||||||||||||
Total liabilities | 83,384,182 | 37,240,203 | 7,138,418 | 15,814,533 | |||||||||||||||
Net assets | $ | 844,087,418 | $ | 850,139,320 | $ | 587,310,109 | $ | 400,596,910 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 525,006,297 | $ | 507,763,755 | $ | 383,404,696 | $ | 873,347,734 | |||||||||||
Undistributed net investment income (loss) | (2,400,271 | ) | 8,872,462 | 9,970,785 | 7,913,983 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 196,299,166 | 204,050,078 | 88,589,919 | (456,762,658 | ) | ||||||||||||||
Net unrealized appreciation (depreciation) on investments | 125,182,226 | 129,453,025 | 105,344,709 | (23,902,149 | ) | ||||||||||||||
Net assets | $ | 844,087,418 | $ | 850,139,320 | $ | 587,310,109 | $ | 400,596,910 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 725,145,310 | $ | 717,373,361 | $ | 467,567,630 | $ | 415,994,852 | |||||||||||
Investments in affiliated issuers, at cost | $ | 70,594,875 | $ | 27,529,484 | $ | 830,936 | — | ||||||||||||
Foreign currency, at cost | $ | 16 | $ | 31,405 | $ | 890,195 | $ | 552 | |||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 69,625,168 | $ | 26,549,257 | $ | 770,606 | — | ||||||||||||
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 | $ | 190,263,931 | $ | 329,951,194 | $ | 189,360,310 | $ | 87,014,747 | |||||||||||
Shares outstanding | 9,389,948 | 22,931,035 | 13,208,932 | 5,243,557 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 20.26 | $ | 14.39 | $ | 14.34 | $ | 16.59 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 101,577,121 | $ | 70,391,579 | — | $ | 54,991,122 | ||||||||||||
Shares outstanding | 5,191,596 | 4,893,724 | — | 3,311,786 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 19.57 | $ | 14.38 | — | $ | 16.60 | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 552,246,366 | $ | 449,796,547 | $ | 397,949,799 | $ | 258,591,041 | |||||||||||
Shares outstanding | 27,050,889 | 31,364,132 | 27,754,936 | 15,672,113 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 20.42 | $ | 14.34 | $ | 14.34 | $ | 16.50 |
Assets | Science & Technology Trust | | Small Cap Growth Trust | | Small Cap Index Trust | | Small Cap Opportunities Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 505,945,136 | $ | 489,895,020 | $ | 445,310,269 | $ | 263,112,784 | |||||||||||
Investments in affiliated issuers, at value | 22,332,430 | 47,747,825 | 31,864,098 | 10,079,468 | |||||||||||||||
Repurchase agreements, at value | 1,109,000 | 10,700,000 | 19,545,000 | — | |||||||||||||||
Total investments, at value | 529,386,566 | 548,342,845 | 496,719,367 | 273,192,252 | |||||||||||||||
Cash | 14 | 64,614 | 6,557 | 2,958 | |||||||||||||||
Foreign currency, at value | 1,590,984 | 9 | — | — | |||||||||||||||
Cash held at broker for futures contracts | — | — | 1,324,000 | — | |||||||||||||||
Receivable for investments sold | 4,113,259 | 9,476,569 | 51,858,490 | 3,111,620 | |||||||||||||||
Receivable for fund shares sold | 91,270 | 152,275 | 19,569 | — | |||||||||||||||
Dividends and interest receivable | 114,026 | 276,756 | 497,121 | 194,448 | |||||||||||||||
Receivable for securities lending income | 16,674 | 43,554 | 78,783 | 15,078 | |||||||||||||||
Receivable for futures variation margin | — | — | 81,176 | ||||||||||||||||
Other assets | 1,069 | 995 | 942 | 544 | |||||||||||||||
Total assets | 535,313,862 | 558,357,617 | 550,586,005 | 276,516,900 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for investments purchased | 6,373,251 | 12,874,063 | 52,352,379 | 1,420,774 | |||||||||||||||
Payable for fund shares repurchased | 1,320,533 | — | 767,588 | 48,847 | |||||||||||||||
Payable upon return of securities loaned | 22,340,050 | 47,758,539 | 31,829,007 | 10,081,383 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 14,432 | 14,323 | 12,983 | 7,871 | |||||||||||||||
Trustees’ fees | 324 | 416 | 322 | 231 | |||||||||||||||
Other liabilities and accrued expenses | 52,617 | 50,719 | 43,945 | 38,921 | |||||||||||||||
Total liabilities | 30,101,207 | 60,698,060 | 85,006,224 | 11,598,027 | |||||||||||||||
Net assets | $ | 505,212,655 | $ | 497,659,557 | $ | 465,579,781 | $ | 264,918,873 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 337,714,219 | $ | 312,431,552 | $ | 263,254,846 | $ | 199,817,978 | |||||||||||
Undistributed net investment income (loss) | (933,764 | ) | (769,956 | ) | 3,668,650 | 643,359 | |||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 121,567,029 | 120,028,348 | 61,998,479 | 20,987,355 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 46,865,171 | 65,969,613 | 136,657,806 | 43,470,181 | |||||||||||||||
Net assets | $ | 505,212,655 | $ | 497,659,557 | $ | 465,579,781 | $ | 264,918,873 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 460,211,411 | $ | 434,625,389 | $ | 328,020,841 | $ | 219,642,619 | |||||||||||
Investments in affiliated issuers, at cost | $ | 22,332,318 | $ | 47,747,843 | $ | 31,863,944 | $ | 10,079,452 | |||||||||||
Foreign currency, at cost | $ | 1,568,786 | $ | 9 | — | — | |||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 21,893,484 | $ | 47,224,278 | $ | 31,155,922 | $ | 9,778,813 | |||||||||||
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 | $ | 432,344,323 | $ | 116,822,157 | $ | 313,311,059 | $ | 110,617,259 | |||||||||||
Shares outstanding | �� | 15,280,654 | 9,468,375 | 19,435,382 | 3,352,998 | ||||||||||||||
Net asset value, offering price and redemption price per share | $ | 28.29 | $ | 12.34 | $ | 16.12 | $ | 32.99 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 45,123,033 | $ | 37,535,513 | $ | 49,244,644 | $ | 45,608,475 | |||||||||||
Shares outstanding | 1,632,712 | 3,139,518 | 3,069,896 | 1,401,228 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 27.64 | $ | 11.96 | $ | 16.04 | $ | 32.55 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 27,745,299 | $ | 343,301,887 | $ | 103,024,078 | $ | 108,693,139 | |||||||||||
Shares outstanding | 974,952 | 27,625,854 | 6,384,601 | 3,308,189 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 28.46 | $ | 12.43 | $ | 16.14 | $ | 32.86 |
Assets | Small Cap Value Trust | | Small Company Growth Trust | | Small Company Value Trust | | Strategic Equity Allocation Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 706,756,619 | $ | 125,868,045 | $ | 335,727,593 | $ | 10,395,053,987 | |||||||||||
Investments in affiliated issuers, at value | 808,484 | 4,743,500 | 6,766,953 | 84,115,103 | |||||||||||||||
Repurchase agreements, at value | 18,300,000 | — | — | 293,360,000 | |||||||||||||||
Total investments, at value | 725,865,103 | 130,611,545 | 342,494,546 | 10,772,529,090 | |||||||||||||||
Cash | 83,287 | — | — | 5,992,578 | |||||||||||||||
Foreign currency, at value | — | — | — | 5,642,739 | |||||||||||||||
Cash held at broker for futures contracts | — | — | — | 26,180,000 | |||||||||||||||
Receivable for investments sold | — | 939,266 | 565,369 | 60,427,492 | |||||||||||||||
Receivable for fund shares sold | — | — | 2,115 | 1,329,690 | |||||||||||||||
Dividends and interest receivable | 788,787 | 48,232 | 354,085 | 19,509,144 | |||||||||||||||
Receivable for securities lending income | 57 | 7,025 | 9,976 | 277,736 | |||||||||||||||
Other assets | 1,460 | 261 | 682 | 25,235 | |||||||||||||||
Total assets | 726,738,694 | 131,606,329 | 343,426,773 | 10,891,913,704 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | — | 94,121 | — | |||||||||||||||
Payable for investments purchased | 4,537,228 | 954,066 | 331,070 | 53,666,813 | |||||||||||||||
Payable for fund shares repurchased | 863,476 | 12,361 | 15,121 | — | |||||||||||||||
Payable upon return of securities loaned | 808,475 | 4,743,468 | 6,768,775 | 84,195,303 | |||||||||||||||
Payable for futures variation margin | — | — | — | 4,047,146 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 20,503 | 3,740 | 9,893 | 317,544 | |||||||||||||||
Trustees’ fees | 573 | 121 | 315 | 8,698 | |||||||||||||||
Other liabilities and accrued expenses | 60,447 | 27,235 | 39,317 | 873,340 | |||||||||||||||
Total liabilities | 6,290,702 | 5,740,991 | 7,258,612 | 143,108,844 | |||||||||||||||
Net assets | $ | 720,447,992 | $ | 125,865,338 | $ | 336,168,161 | $ | 10,748,804,860 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 378,958,346 | $ | 79,230,250 | $ | 170,753,264 | $ | 7,739,410,451 | |||||||||||
Undistributed net investment income (loss) | 3,133,029 | (212,048 | ) | 4,279,673 | 155,610,074 | ||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 131,447,766 | 14,426,190 | 60,080,211 | 535,971,963 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 206,908,851 | 32,420,946 | 101,055,013 | 2,317,812,372 | |||||||||||||||
Net assets | $ | 720,447,992 | $ | 125,865,338 | $ | 336,168,161 | $ | 10,748,804,860 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 518,147,679 | $ | 93,447,123 | $ | 234,672,556 | $ | 8,363,125,709 | |||||||||||
Investments in affiliated issuers, at cost | $ | 808,484 | $ | 4,743,476 | $ | 6,766,977 | $ | 84,113,893 | |||||||||||
Foreign currency, at cost | — | — | — | $ | 5,618,343 | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 776,579 | $ | 4,684,427 | $ | 6,566,655 | $ | 81,382,538 | |||||||||||
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 | $ | 352,585,967 | — | $ | 67,458,279 | — | |||||||||||||
Shares outstanding | 13,639,088 | — | 2,717,238 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.85 | — | $ | 24.83 | — | |||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 39,153,548 | — | $ | 55,066,235 | — | |||||||||||||
Shares outstanding | 1,521,605 | — | 2,249,401 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.73 | — | $ | 24.48 | — | |||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 328,708,477 | $ | 125,865,338 | $ | 213,643,647 | $ | 10,748,804,860 | |||||||||||
Shares outstanding | 12,740,517 | 4,184,497 | 8,615,984 | 609,770,240 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 25.80 | $ | 30.08 | $ | 24.80 | $ | 17.63 |
Assets | Total Stock Market Index Trust | | U.S. Equity Trust | | Utilities Trust | | Value Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 586,338,601 | $ | 766,653,803 | $ | 450,196,269 | $ | 674,351,816 | |||||||||||
Investments in affiliated issuers, at value | 8,940,545 | 6,984,547 | 12,152,822 | — | |||||||||||||||
Repurchase agreements, at value | 18,997,000 | — | 653,000 | — | |||||||||||||||
Total investments, at value | 614,276,146 | 773,638,350 | 463,002,091 | 674,351,816 | |||||||||||||||
Cash | 141,333 | 2,397 | 1,197,458 | — | |||||||||||||||
Foreign currency, at value | 195,049 | — | 211,497 | 442,249 | |||||||||||||||
Cash held at broker for futures contracts | 1,425,000 | — | — | — | |||||||||||||||
Receivable for investments sold | 832 | 604,182 | 376,739 | 2,638,047 | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | — | 186,467 | — | |||||||||||||||
Receivable for fund shares sold | 184,379 | — | 53,415 | 4,984 | |||||||||||||||
Dividends and interest receivable | 623,645 | 857,953 | 1,141,209 | 1,158,580 | |||||||||||||||
Receivable for securities lending income | 19,493 | 3,465 | 23,055 | — | |||||||||||||||
Receivable for futures variation margin | 44,580 | — | — | — | |||||||||||||||
Other assets | 1,345 | 1,601 | 1,047 | 1,468 | |||||||||||||||
Total assets | 616,911,802 | 775,107,948 | 466,192,978 | 678,597,144 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | — | — | — | 133,189 | |||||||||||||||
Foreign capital gains tax payable | — | — | 16,632 | — | |||||||||||||||
Payable for investments purchased | — | — | — | 3,465,727 | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | 1,648,245 | ||||||||||||||||
Payable for fund shares repurchased | 1,976,085 | 123,399 | 1,058,204 | 2,420,254 | |||||||||||||||
Payable upon return of securities loaned | 8,944,017 | 7,006,070 | 12,168,275 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 17,456 | 22,925 | 13,831 | 19,125 | |||||||||||||||
Trustees’ fees | 419 | 739 | 449 | 515 | |||||||||||||||
Other liabilities and accrued expenses | 49,616 | 66,966 | 54,550 | 58,286 | |||||||||||||||
Total liabilities | 10,987,593 | 7,220,099 | 14,960,186 | 6,097,096 | |||||||||||||||
Net assets | $ | 605,924,209 | $ | 767,887,849 | $ | 451,232,792 | $ | 672,500,048 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 337,210,266 | $ | 664,177,269 | $ | 375,454,729 | $ | 436,562,233 | |||||||||||
Undistributed net investment income (loss) | 6,600,986 | 11,718,388 | 10,802,162 | 2,617,048 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 18,690,560 | 11,077,987 | 59,675,942 | 115,944,675 | |||||||||||||||
Net unrealized appreciation (depreciation) on investments | 243,422,397 | 80,914,205 | 5,299,959 | 117,376,092 | |||||||||||||||
Net assets | $ | 605,924,209 | $ | 767,887,849 | $ | 451,232,792 | $ | 672,500,048 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 361,576,383 | $ | 685,739,619 | $ | 444,054,340 | $ | 556,993,823 | |||||||||||
Investments in affiliated issuers, at cost | $ | 8,940,559 | $ | 6,984,526 | $ | 12,152,801 | — | ||||||||||||
Foreign currency, at cost | $ | 241,727 | — | $ | 211,504 | $ | 435,476 | ||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 8,789,999 | $ | 6,924,416 | $ | 11,801,504 | — | ||||||||||||
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 | $ | 468,316,999 | $ | 129,315,029 | $ | 392,493,265 | $ | 606,586,317 | |||||||||||
Shares outstanding | 24,896,788 | 6,681,584 | 24,427,261 | 22,360,000 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 18.81 | $ | 19.35 | $ | 16.07 | $ | 27.13 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 39,678,507 | $ | 6,836,250 | $ | 19,949,911 | $ | 31,699,523 | |||||||||||
Shares outstanding | 2,117,717 | 353,609 | 1,253,460 | 1,174,041 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 18.74 | $ | 19.33 | $ | 15.92 | $ | 27.00 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 97,928,703 | $ | 631,736,570 | $ | 38,789,616 | $ | 34,214,208 | |||||||||||
Shares outstanding | 5,206,281 | 32,625,640 | 2,416,099 | 1,262,516 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 18.81 | $ | 19.36 | $ | 16.05 | $ | 27.10 |
Investment income | 500 Index Trust B | | All Cap Core Trust | | Alpha Opportunities Trust | | American Asset Allocation Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 38,584,652 | $ | 3,081,283 | $ | 5,794,362 | $ | 6,734,244 | |||||||||||
Securities lending | 95,735 | 112,088 | 290,961 | — | |||||||||||||||
Interest | 4,931 | 1,711 | 5,528 | — | |||||||||||||||
Less foreign taxes withheld | (4,727 | ) | (83 | ) | (127,744 | ) | — | ||||||||||||
Total investment income | 38,680,591 | 3,194,999 | 5,963,107 | 6,734,244 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 8,188,980 | 1,333,167 | 3,666,324 | — | |||||||||||||||
Series I distribution and service fees | 491,723 | 20,354 | 193 | 679,631 | |||||||||||||||
Series II distribution and service fees | 70,195 | 8,617 | — | 4,835,185 | |||||||||||||||
Series III distribution and service fees | — | — | — | 189,765 | |||||||||||||||
Accounting and legal services fees | 200,171 | 19,745 | 43,412 | 95,114 | |||||||||||||||
Professional fees | 38,718 | 18,718 | 23,369 | 21,703 | |||||||||||||||
Printing and postage | 42,090 | 3,734 | 6,315 | 20,357 | |||||||||||||||
Custodian fees | 203,932 | 19,823 | 61,931 | 5,221 | |||||||||||||||
Trustees’ fees | 22,913 | 2,366 | 5,296 | 11,414 | |||||||||||||||
Registration and filing fees | 4,041 | 3,484 | 3,227 | 4,391 | |||||||||||||||
Other | 18,736 | 4,987 | 7,268 | 7,320 | |||||||||||||||
Total expenses before reductions | 9,281,499 | 1,434,995 | 3,817,335 | 5,870,101 | |||||||||||||||
Less expense reductions | (4,282,445 | ) | (13,385 | ) | (143,134 | ) | (64,625 | ) | |||||||||||
Net expenses | 4,999,054 | 1,421,610 | 3,674,201 | 5,805,476 | |||||||||||||||
Net investment income (loss) | 33,681,537 | 1,773,389 | 2,288,906 | 928,768 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 27,258,503 | 28,217,319 | 54,550,340 | 1 | 49,726,435 | ||||||||||||||
Investments in affiliated issuers | (688 | ) | (1,464 | ) | (2,269 | ) | — | ||||||||||||
Capital gain distributions received from unaffiliated underlying funds | — | — | — | 114,844,208 | |||||||||||||||
Futures contracts | 7,316,010 | 276,164 | — | — | |||||||||||||||
Written options | — | — | 5,838 | — | |||||||||||||||
34,573,825 | 28,492,019 | 54,553,909 | 164,570,643 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (25,518,421 | ) | (11,523,764 | ) | (30,574,118 | )2 | (152,527,057 | ) | |||||||||||
Investments in affiliated issuers | 311 | 721 | 1,408 | — | |||||||||||||||
Futures contracts | (2,366,822 | ) | (182,185 | ) | — | — | |||||||||||||
Written options | — | — | (4,478 | ) | — | ||||||||||||||
(27,884,932 | ) | (11,705,228 | ) | (30,577,188 | ) | (152,527,057 | ) | ||||||||||||
Net realized and unrealized gain (loss) | 6,688,893 | 16,786,791 | 23,976,721 | 12,043,586 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 40,370,430 | $ | 18,560,180 | $ | 26,265,627 | $ | 12,972,354 |
1 | Net of foreign taxes of $56,762. | ||
2 | Net of $58,553 increase in deferred foreign withholding taxes. |
Investment income | American Global Growth Trust | | American Growth Trust | | American Growth-Income Trust | | American International Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 554,610 | $ | 1,477,249 | $ | 3,582,477 | $ | 2,156,252 | |||||||||||
Total investment income | 554,610 | 1,477,249 | 3,582,477 | 2,156,252 | |||||||||||||||
Expenses | |||||||||||||||||||
Series I distribution and service fees | 26,870 | 365,863 | 796,851 | 284,154 | |||||||||||||||
Series II distribution and service fees | 776,133 | 2,983,541 | 2,684,707 | 1,751,572 | |||||||||||||||
Series III distribution and service fees | 44,739 | 132,142 | 310,512 | 62,421 | |||||||||||||||
Accounting and legal services fees | 14,159 | 58,135 | 70,032 | 34,744 | |||||||||||||||
Professional fees | 13,296 | 16,740 | 17,910 | 14,403 | |||||||||||||||
Printing and postage | 2,958 | 12,485 | 15,533 | 7,607 | |||||||||||||||
Custodian fees | 5,221 | 5,221 | 5,221 | 5,221 | |||||||||||||||
Trustees’ fees | 1,671 | 6,930 | 8,422 | 4,126 | |||||||||||||||
Registration and filing fees | 4,074 | 3,826 | 4,378 | 3,814 | |||||||||||||||
Other | 2,000 | 5,066 | 5,813 | 3,544 | |||||||||||||||
Total expenses before reductions | 891,121 | 3,589,949 | 3,919,379 | 2,171,606 | |||||||||||||||
Less expense reductions | (106,308 | ) | (39,661 | ) | (47,665 | ) | (23,709 | ) | |||||||||||
Net expenses | 784,813 | 3,550,288 | 3,871,714 | 2,147,897 | |||||||||||||||
Net investment income (loss) | (230,203 | ) | (2,073,039 | ) | (289,237 | ) | 8,355 | ||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 8,336,850 | 28,166,079 | 56,243,848 | 7,552,104 | |||||||||||||||
Capital gain distributions received from unaffiliated underlying funds | 23,771,458 | 205,373,288 | 171,759,863 | 32,564,941 | |||||||||||||||
32,108,308 | 233,539,367 | 228,003,711 | 40,117,045 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (12,876,167 | ) | (174,886,655 | ) | (192,816,726 | ) | (8,366,244 | ) | |||||||||||
(12,876,167 | ) | (174,886,655 | ) | (192,816,726 | ) | (8,366,244 | ) | ||||||||||||
Net realized and unrealized gain (loss) | 19,232,141 | 58,652,712 | 35,186,985 | 31,750,801 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 19,001,938 | $ | 56,579,673 | $ | 34,897,748 | $ | 31,759,156 |
Investment income | American New World Trust | | Blue Chip Growth Trust | | Capital Appreciation Trust | | Capital Appreciation Value Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 263,126 | $ | 8,710,668 | $ | 4,467,156 | $ | 1,785,364 | |||||||||||
Securities lending | — | 27,422 | 50,625 | 3,303 | |||||||||||||||
Interest | — | 2,071 | — | 1,708,722 | |||||||||||||||
Less foreign taxes withheld | — | (2,861 | ) | (115,761 | ) | (11,935 | ) | ||||||||||||
Total investment income | 263,126 | 8,737,300 | 4,402,020 | 3,485,454 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | — | 6,907,961 | 3,583,051 | 1,505,803 | |||||||||||||||
Series I distribution and service fees | 59,090 | 79,777 | 49,555 | 1,238 | |||||||||||||||
Series II distribution and service fees | 195,557 | 171,570 | 91,701 | 413,941 | |||||||||||||||
Series III distribution and service fees | 2,228 | — | — | — | |||||||||||||||
Accounting and legal services fees | 4,121 | 100,585 | 58,389 | 21,168 | |||||||||||||||
Professional fees | 11,334 | 26,324 | 24,177 | 21,398 | |||||||||||||||
Printing and postage | 929 | 25,823 | 11,658 | 3,973 | |||||||||||||||
Custodian fees | 5,221 | 108,802 | 63,416 | 26,132 | |||||||||||||||
Trustees’ fees | 492 | 11,865 | 6,964 | 2,457 | |||||||||||||||
Registration and filing fees | 3,799 | 4,355 | 3,832 | 3,696 | |||||||||||||||
Other | 1,447 | 12,303 | 13,300 | 5,142 | |||||||||||||||
Total expenses before reductions | 284,218 | 7,449,365 | 3,906,043 | 2,004,948 | |||||||||||||||
Less expense reductions | (2,855 | ) | (336,997 | ) | (39,769 | ) | (75,791 | ) | |||||||||||
Net expenses | 281,363 | 7,112,368 | 3,866,274 | 1,929,157 | |||||||||||||||
Net investment income (loss) | (18,237 | ) | 1,624,932 | 535,746 | 1,556,297 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 365,220 | 127,025,895 | 82,319,394 | 18,790,848 | |||||||||||||||
Investments in affiliated issuers | — | 14 | (795 | ) | (1 | ) | |||||||||||||
Capital gain distributions received from unaffiliated underlying funds | 4,009,211 | — | — | — | |||||||||||||||
Futures contracts | — | — | — | 1,099,289 | |||||||||||||||
Written options | — | — | — | 159,554 | |||||||||||||||
4,374,431 | 127,025,909 | 82,318,599 | 20,049,690 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (1,665,950 | ) | (16,089,496 | ) | 4,425,673 | (9,284,785 | ) | ||||||||||||
Investments in affiliated issuers | — | (172 | ) | 39 | (1 | ) | |||||||||||||
Futures contracts | — | — | — | (170,968 | ) | ||||||||||||||
Written options | — | — | — | 1,042,153 | |||||||||||||||
(1,665,950 | ) | (16,089,668 | ) | 4,425,712 | (8,413,601 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 2,708,481 | 110,936,241 | 86,744,311 | 11,636,089 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 2,690,244 | $ | 112,561,173 | $ | 87,280,057 | $ | 13,192,386 |
Investment income | Core Strategy Trust | | Emerging Markets Value Trust | | Equity Income Trust | | Financial Industries Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | — | $ | 12,904,582 | $ | 25,332,377 | $ | 2,291,208 | ||||||||||||
Securities lending | — | 206,587 | 447,453 | 16,108 | |||||||||||||||
Interest | — | 654 | 26,712 | 9,171 | |||||||||||||||
Less foreign taxes withheld | — | (1,115,713 | ) | (221,721 | ) | (57,281 | ) | ||||||||||||
Total investment income | — | 11,996,110 | 25,584,821 | 2,259,206 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 812,782 | 4,004,533 | 7,512,669 | 650,750 | |||||||||||||||
Series I distribution and service fees | 33,339 | 765 | 78,265 | 32,077 | |||||||||||||||
Series II distribution and service fees | 4,562,166 | 22 | 205,639 | 26,851 | |||||||||||||||
Accounting and legal services fees | 126,021 | 46,984 | 109,874 | 9,725 | |||||||||||||||
Professional fees | 38,141 | 26,411 | 27,403 | 20,647 | |||||||||||||||
Printing and postage | 47,771 | 7,122 | 27,231 | 7,401 | |||||||||||||||
Custodian fees | 5,621 | 249,751 | 113,233 | 12,355 | |||||||||||||||
Trustees’ fees | 26,471 | 6,375 | 13,298 | 1,159 | |||||||||||||||
Registration and filing fees | 6,867 | 3,410 | 4,098 | 13,897 | |||||||||||||||
Other | 10,374 | 10,518 | 14,933 | 3,836 | |||||||||||||||
Total expenses before reductions | 5,669,553 | 4,355,891 | 8,106,643 | 778,698 | |||||||||||||||
Less expense reductions | — | (32,633 | ) | (366,730 | ) | (6,661 | ) | ||||||||||||
Net expenses | — | 4,323,258 | 7,739,913 | 772,037 | |||||||||||||||
Net investment income (loss) | (5,669,553 | ) | 7,672,852 | 17,844,908 | 1,487,169 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 25,117 | 3,314,017 | 46,007,964 | 857,512 | |||||||||||||||
Investments in affiliated issuers | 37,572,130 | (3,441 | ) | (2,112 | ) | (54 | ) | ||||||||||||
37,597,247 | 3,310,576 | 46,005,852 | 857,458 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (12,125 | ) | (824,395 | ) | (94,733,256 | ) | 3,451,996 | ||||||||||||
Investments in affiliated issuers | 43,917,111 | 1,834 | 1,455 | — | |||||||||||||||
43,904,986 | (822,561 | ) | (94,731,801 | ) | 3,451,996 | ||||||||||||||
Net realized and unrealized gain (loss) | 81,502,233 | 2,488,015 | (48,725,949 | ) | 4,309,454 | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 75,832,680 | $ | 10,334,002 | ($30,881,041 | ) | $ | 5,796,623 |
Investment income | Franklin Templeton Founding Allocation Trust | | Fundamental All Cap Core Trust | | Fundamental Large Cap Value Trust | | Global Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | — | $ | 8,992,294 | $ | 17,206,545 | $ | 12,731,501 | ||||||||||||
Securities lending | — | — | — | 303,147 | |||||||||||||||
Interest | — | 5,687 | — | 66,974 | |||||||||||||||
Less foreign taxes withheld | — | (154,441 | ) | (456,303 | ) | (950,497 | ) | ||||||||||||
Total investment income | — | 8,843,540 | 16,750,242 | 12,151,125 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 272,217 | 5,652,688 | 5,449,372 | 2,841,385 | |||||||||||||||
Series I distribution and service fees | 11,230 | 40,096 | 152,662 | 44,342 | |||||||||||||||
Series II distribution and service fees | 1,433,053 | 72,546 | 322,670 | 74,813 | |||||||||||||||
Accounting and legal services fees | 70,403 | 94,105 | 99,230 | 39,941 | |||||||||||||||
Professional fees | 24,680 | 26,408 | 24,062 | 31,506 | |||||||||||||||
Printing and postage | 15,307 | 18,308 | 18,686 | 10,997 | |||||||||||||||
Custodian fees | 5,221 | 105,791 | 165,092 | 133,897 | |||||||||||||||
Trustees’ fees | 8,538 | 11,001 | 10,685 | 5,098 | |||||||||||||||
Registration and filing fees | 4,087 | 4,376 | 4,268 | 12,853 | |||||||||||||||
Other | 5,851 | 11,375 | 10,298 | 6,351 | |||||||||||||||
Total expenses before reductions | 1,850,587 | 6,036,694 | 6,257,025 | 3,201,183 | |||||||||||||||
Less expense reductions | — | (64,937 | ) | (67,710 | ) | (59,369 | ) | ||||||||||||
Net expenses | — | 5,971,757 | 6,189,315 | 3,141,814 | |||||||||||||||
Net investment income (loss) | (1,850,587 | ) | 2,871,783 | 10,560,927 | 9,009,311 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | — | 89,772,313 | 48,755,462 | 23,481,569 | |||||||||||||||
Investments in affiliated issuers | 9,535,384 | — | — | (2,257 | ) | ||||||||||||||
9,535,384 | 89,772,313 | 48,755,462 | 23,479,312 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | — | 14,526,439 | (12,584,413 | ) | (20,508,198 | ) | |||||||||||||
Investments in affiliated issuers | 3,931,003 | — | — | 922 | |||||||||||||||
3,931,003 | 14,526,439 | (12,584,413 | ) | (20,507,276 | ) | ||||||||||||||
Net realized and unrealized gain (loss) | 13,466,387 | 104,298,752 | 36,171,049 | 2,972,036 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 11,615,800 | $ | 107,170,535 | $ | 46,731,976 | $ | 11,981,347 |
Investment income | Health Sciences Trust | | International Core Trust | | International Equity Index Trust B | | International Growth Stock Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 3,028,448 | $ | 17,448,915 | $ | 13,175,215 | $ | 8,596,908 | |||||||||||
Securities lending | — | 500,015 | 268,105 | — | |||||||||||||||
Interest | 5,604 | — | 106,170 | 95,106 | |||||||||||||||
Less foreign taxes withheld | (21,663 | ) | (2,064,101 | ) | (1,472,652 | ) | (849,421 | ) | |||||||||||
Total investment income | 3,012,389 | 15,884,829 | 12,076,838 | 7,842,593 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 1,811,800 | 3,233,557 | 1,732,055 | 1,963,472 | |||||||||||||||
Series I distribution and service fees | 38,179 | 11,239 | 73,033 | 628 | |||||||||||||||
Series II distribution and service fees | 142,043 | 23,087 | 26,339 | 27,631 | |||||||||||||||
Accounting and legal services fees | 21,249 | 41,527 | 36,191 | 28,267 | |||||||||||||||
Professional fees | 19,867 | 24,146 | 25,285 | 23,230 | |||||||||||||||
Printing and postage | 3,806 | 8,286 | 11,193 | 4,978 | |||||||||||||||
Custodian fees | 27,639 | 210,873 | 64,434 | 111,669 | |||||||||||||||
Trustees’ fees | 2,273 | 5,465 | 4,706 | 3,740 | |||||||||||||||
Registration and filing fees | 3,720 | 4,534 | 4,482 | 3,475 | |||||||||||||||
Other | 4,307 | 7,492 | 34,636 | 5,549 | |||||||||||||||
Total expenses before reductions | 2,074,883 | 3,570,206 | 2,012,354 | 2,172,639 | |||||||||||||||
Less expense reductions | (102,280 | ) | (28,358 | ) | (808,165 | ) | (19,249 | ) | |||||||||||
Net expenses | 1,972,603 | 3,541,848 | 1,204,189 | 2,153,390 | |||||||||||||||
Net investment income (loss) | 1,039,786 | 12,342,981 | 10,872,649 | 5,689,203 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 45,508,869 | 16,288,918 | (1,821,779 | ) | 28,429,684 | ||||||||||||||
Investments in affiliated issuers | — | (857 | ) | (517 | ) | — | |||||||||||||
Futures contracts | — | — | 788,762 | — | |||||||||||||||
Written options | (201,513 | ) | — | — | — | ||||||||||||||
45,307,356 | 16,288,061 | (1,033,534 | ) | 28,429,684 | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 22,156,835 | 22,384,879 | 18,181,160 | (15,167,730 | ) | ||||||||||||||
Investments in affiliated issuers | — | 65 | 850 | — | |||||||||||||||
Futures contracts | — | — | (376,556 | ) | — | ||||||||||||||
Written options | (38,692 | ) | — | — | — | ||||||||||||||
22,155,729 | 22,384,944 | 17,805,454 | (15,167,730 | ) | |||||||||||||||
Net realized and unrealized gain (loss) | 67,425,499 | 38,673,005 | 16,771,920 | 13,261,954 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 68,465,285 | $ | 51,015,986 | $ | 27,644,569 | $ | 18,951,157 |
Investment income | International Small Company Trust | | International Value Trust | | Lifestyle Aggressive PS Series | | Lifestyle Balanced PS Series | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 2,041,438 | $ | 21,108,180 | $ | 22,518 | — | ||||||||||||
Securities lending | 60,815 | 654,709 | — | — | |||||||||||||||
Interest | — | 3,142 | — | — | |||||||||||||||
Less foreign taxes withheld | (234,103 | ) | (2,308,017 | ) | — | — | |||||||||||||
Total investment income | 1,868,150 | 19,458,014 | 22,518 | — | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 522,710 | 4,158,703 | 14,197 | 207,510 | |||||||||||||||
Series I distribution and service fees | 9,387 | 24,114 | 623 | 7,349 | |||||||||||||||
Series II distribution and service fees | 27,212 | 94,638 | 24,069 | 1,186,674 | |||||||||||||||
Accounting and legal services fees | 6,132 | 58,868 | 1,276 | 57,105 | |||||||||||||||
Professional fees | 20,444 | 24,719 | 15,808 | 23,198 | |||||||||||||||
Printing and postage | 1,260 | 14,853 | 286 | 11,707 | |||||||||||||||
Custodian fees | 27,040 | 240,524 | 5,221 | 5,221 | |||||||||||||||
Trustees’ fees | 789 | 7,856 | 149 | 6,651 | |||||||||||||||
Registration and filing fees | 3,745 | 4,170 | 4,406 | 8,293 | |||||||||||||||
Other | 4,157 | 8,836 | 1,272 | 2,754 | |||||||||||||||
Total expenses before reductions | 622,876 | 4,637,281 | 67,307 | 1,516,462 | |||||||||||||||
Less expense reductions | (4,268 | ) | (40,295 | ) | (23,910 | ) | (25,300 | ) | |||||||||||
Net expenses | 618,608 | 4,596,986 | 43,397 | 1,491,162 | |||||||||||||||
Net investment income (loss) | 1,249,542 | 14,861,028 | (20,879 | ) | (1,491,162 | ) | |||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 1,561,107 | (3,384,835 | ) | 82,921 | — | ||||||||||||||
Investments in affiliated issuers | (188 | ) | (2,767 | ) | 55,345 | 3,626,991 | |||||||||||||
1,560,919 | (3,387,602 | ) | 138,266 | 3,626,991 | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 7,322,187 | 46,456,994 | 1 | (27,197 | ) | — | |||||||||||||
Investments in affiliated issuers | 112 | 186 | 462,114 | 11,302,098 | |||||||||||||||
7,322,299 | 46,457,180 | 434,917 | 11,302,098 | ||||||||||||||||
Net realized and unrealized gain (loss) | 8,883,218 | 43,069,578 | 573,183 | 14,929,089 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 10,132,760 | $ | 57,930,606 | $ | 552,304 | $ | 13,437,927 |
1 | Net of $153,658 decrease in deferred foreign withholding taxes. |
Investment income | Lifestyle Conservative PS Series | | Lifestyle Growth PS Series | | Lifestyle Moderate PS Series | | Mid Cap Index Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | — | — | — | $ | 6,618,005 | ||||||||||||||
Securities lending | — | — | — | 221,826 | |||||||||||||||
Interest | — | — | — | 31,024 | |||||||||||||||
Total investment income | — | — | — | 6,870,855 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 39,951 | 414,531 | 69,795 | 2,116,129 | |||||||||||||||
Series I distribution and service fees | 1,884 | 10,007 | 2,119 | 177,237 | |||||||||||||||
Series II distribution and service fees | 233,548 | 2,457,189 | 409,939 | 90,302 | |||||||||||||||
Accounting and legal services fees | 11,150 | 113,511 | 19,278 | 50,061 | |||||||||||||||
Professional fees | 18,510 | 28,889 | 19,338 | 21,938 | |||||||||||||||
Printing and postage | 2,244 | 19,952 | 3,723 | 12,355 | |||||||||||||||
Custodian fees | 5,221 | 5,221 | 5,221 | 51,305 | |||||||||||||||
Trustees’ fees | 1,319 | 12,803 | 2,242 | 5,747 | |||||||||||||||
Registration and filing fees | 6,060 | 6,105 | 6,064 | 4,074 | |||||||||||||||
Other | 1,730 | 3,880 | 1,924 | 12,177 | |||||||||||||||
Total expenses before reductions | 321,617 | 3,072,088 | 539,643 | 2,541,325 | |||||||||||||||
Less expense reductions | (12,137 | ) | (50,541 | ) | (8,510 | ) | (481,182 | ) | |||||||||||
Net expenses | 309,480 | 3,021,547 | 531,133 | 2,060,143 | |||||||||||||||
Net investment income (loss) | (309,480 | ) | (3,021,547 | ) | (531,133 | ) | 4,810,712 | ||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | — | — | — | 43,118,906 | |||||||||||||||
Investments in affiliated issuers | 576,793 | 5,608,963 | 1,143,314 | (2,938 | ) | ||||||||||||||
Futures contracts | — | — | — | 3,498,239 | |||||||||||||||
576,793 | 5,608,963 | 1,143,314 | 46,614,207 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | — | — | — | (16,166,618 | ) | ||||||||||||||
Investments in affiliated issuers | 807,790 | 34,465,319 | 3,054,427 | 1,745 | |||||||||||||||
Futures contracts | — | — | — | (1,199,711 | ) | ||||||||||||||
807,790 | 34,465,319 | 3,054,427 | (17,364,584 | ) | |||||||||||||||
Net realized and unrealized gain (loss) | 1,384,583 | 40,074,282 | 4,197,741 | 29,249,623 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 1,075,103 | $ | 37,052,735 | $ | 3,666,608 | $ | 34,060,335 |
Investment income | Mid Cap Stock Trust | | Mid Value Trust | | Mutual Shares Trust | | Real Estate Securities Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 2,196,277 | $ | 9,319,246 | $ | 7,471,554 | $ | 6,947,822 | |||||||||||
Securities lending | 856,993 | 93,160 | 89,847 | — | |||||||||||||||
Interest | 3,326 | 86,493 | 2,079,096 | — | |||||||||||||||
Less foreign taxes withheld | (16,253 | ) | (69,335 | ) | (284,936 | ) | — | ||||||||||||
Total investment income | 3,040,343 | 9,429,564 | 9,355,561 | 6,947,822 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 3,527,563 | 4,221,825 | 2,928,553 | 1,569,405 | |||||||||||||||
Series I distribution and service fees | 47,465 | 85,627 | 49,312 | 24,986 | |||||||||||||||
Series II distribution and service fees | 126,413 | 92,046 | — | 80,292 | |||||||||||||||
Accounting and legal services fees | 48,153 | 50,591 | 34,768 | 26,132 | |||||||||||||||
Professional fees | 21,491 | 21,753 | 28,260 | 20,502 | |||||||||||||||
Printing and postage | 9,984 | 11,316 | 5,200 | 5,517 | |||||||||||||||
Custodian fees | 54,119 | 54,031 | 49,971 | 25,776 | |||||||||||||||
Trustees’ fees | 5,730 | 6,058 | 4,205 | 3,022 | |||||||||||||||
Registration and filing fees | 4,038 | 3,882 | 3,234 | 4,639 | |||||||||||||||
Other | 9,809 | 7,396 | 6,657 | 4,891 | |||||||||||||||
Total expenses before reductions | 3,854,765 | 4,554,525 | 3,110,160 | 1,765,162 | |||||||||||||||
Less expense reductions | (32,869 | ) | (238,699 | ) | (23,643 | ) | (17,362 | ) | |||||||||||
Net expenses | 3,821,896 | 4,315,826 | 3,086,517 | 1,747,800 | |||||||||||||||
Net investment income (loss) | (781,553 | ) | 5,113,738 | 6,269,044 | 5,200,022 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 35,597,492 | 60,649,602 | 37,451,987 | 31,948,835 | |||||||||||||||
Investments in affiliated issuers | (7,347 | ) | (374 | ) | (150 | ) | — | ||||||||||||
35,590,145 | 60,649,228 | 37,451,837 | 31,948,835 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | 38,047,172 | (37,417,027 | ) | (29,212,146 | ) | (69,669,377 | ) | ||||||||||||
Investments in affiliated issuers | 3,944 | (176 | ) | 122 | — | ||||||||||||||
38,051,116 | (37,417,203 | ) | (29,212,024 | ) | (69,669,377 | ) | |||||||||||||
Net realized and unrealized gain (loss) | 73,641,261 | 23,232,025 | 8,239,813 | (37,720,542 | ) | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 72,859,708 | $ | 28,345,763 | $ | 14,508,857 | ($32,520,520 | ) |
Investment income | Science & Technology Trust | | Small Cap Growth Trust | | Small Cap Index Trust | | Small Cap Opportunities Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 1,723,522 | $ | 1,464,006 | $ | 3,170,569 | $ | 1,753,132 | |||||||||||
Securities lending | 98,501 | 514,828 | 482,650 | 107,935 | |||||||||||||||
Interest | 4,333 | 1,836 | 186 | 1,043 | |||||||||||||||
Less foreign taxes withheld | (27,982 | ) | — | (1,536 | ) | (1,160 | ) | ||||||||||||
Total investment income | 1,798,374 | 1,980,670 | 3,651,869 | 1,860,950 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 2,565,038 | 2,595,274 | 1,098,826 | 1,379,483 | |||||||||||||||
Series I distribution and service fees | 108,020 | 28,893 | 76,708 | 27,754 | |||||||||||||||
Series II distribution and service fees | 58,924 | 45,824 | 62,632 | 56,990 | |||||||||||||||
Accounting and legal services fees | 28,423 | 28,374 | 25,549 | 15,683 | |||||||||||||||
Professional fees | 19,937 | 19,429 | 19,048 | 18,172 | |||||||||||||||
Printing and postage | 5,365 | 6,315 | 5,135 | 2,985 | |||||||||||||||
Custodian fees | 42,427 | 29,168 | 26,086 | 18,900 | |||||||||||||||
Trustees’ fees | 3,257 | 3,380 | 2,967 | 1,881 | |||||||||||||||
Registration and filing fees | 3,549 | 4,100 | 3,421 | 4,358 | |||||||||||||||
Other | 5,100 | 9,201 | 5,001 | 4,360 | |||||||||||||||
Total expenses before reductions | 2,840,040 | 2,769,958 | 1,325,373 | 1,530,566 | |||||||||||||||
Less expense reductions | (107,902 | ) | (19,332 | ) | (130,718 | ) | (134,024 | ) | |||||||||||
Net expenses | 2,732,138 | 2,750,626 | 1,194,655 | 1,396,542 | |||||||||||||||
Net investment income (loss) | (933,764 | ) | (769,956 | ) | 2,457,214 | 464,408 | |||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 42,655,539 | 35,527,992 | 30,429,817 | 13,973,821 | |||||||||||||||
Investments in affiliated issuers | (1,126 | ) | (5,262 | ) | (4,411 | ) | (597 | ) | |||||||||||
Futures contracts | — | — | 1,201,128 | — | |||||||||||||||
42,654,413 | 35,522,730 | 31,626,534 | 13,973,224 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (19,710,083 | ) | (6,968,093 | ) | (12,964,670 | ) | (1,892,274 | ) | |||||||||||
Investments in affiliated issuers | 546 | 2,657 | 3,151 | 271 | |||||||||||||||
Futures contracts | — | — | (599,943 | ) | — | ||||||||||||||
(19,709,537 | ) | (6,965,436 | ) | (13,561,462 | ) | (1,892,003 | ) | ||||||||||||
Net realized and unrealized gain (loss) | 22,944,876 | 28,557,294 | 18,065,072 | 12,081,221 | |||||||||||||||
Increase (decrease) in net assets from operations | $ | 22,011,112 | $ | 27,787,338 | $ | 20,522,286 | $ | 12,545,629 |
Investment income | Small Cap Value Trust | | Small Company Growth Trust | | Small Company Value Trust | | Strategic Equity Allocation Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 6,223,755 | $ | 410,942 | $ | 3,599,413 | $ | 154,205,242 | |||||||||||
Securities lending | 8,647 | 62,178 | 96,866 | 2,560,806 | |||||||||||||||
Interest | 8,760 | 871 | 2,148 | 34,733 | |||||||||||||||
Less foreign taxes withheld | (1,945 | ) | — | (1,389 | ) | (6,121,425 | ) | ||||||||||||
Total investment income | 6,239,217 | 473,991 | 3,697,038 | 150,679,356 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 3,696,120 | 650,395 | 1,779,630 | 34,889,171 | |||||||||||||||
Series I distribution and service fees | 87,033 | — | 17,343 | — | |||||||||||||||
Series II distribution and service fees | 49,387 | — | 71,302 | — | |||||||||||||||
Accounting and legal services fees | 40,591 | 7,456 | 19,690 | 631,562 | |||||||||||||||
Professional fees | 20,666 | 17,479 | 18,534 | 89,361 | |||||||||||||||
Printing and postage | 8,362 | 1,070 | 4,011 | 83,608 | |||||||||||||||
Custodian fees | 42,970 | 7,386 | 19,713 | 1,015,414 | |||||||||||||||
Trustees’ fees | 4,795 | 906 | 2,390 | 74,735 | |||||||||||||||
Registration and filing fees | 3,803 | 3,008 | 3,607 | 3,149 | |||||||||||||||
Other | 6,844 | 3,380 | 4,532 | 62,868 | |||||||||||||||
Total expenses before reductions | 3,960,571 | 691,080 | 1,940,752 | 36,849,868 | |||||||||||||||
Less expense reductions | (27,672 | ) | (5,041 | ) | (105,663 | ) | (7,573,904 | ) | |||||||||||
Net expenses | 3,932,899 | 686,039 | 1,835,089 | 29,275,964 | |||||||||||||||
Net investment income (loss) | 2,306,318 | (212,048 | ) | 1,861,949 | 121,403,392 | ||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 38,685,843 | 14,866,595 | 21,770,633 | 145,853,917 | |||||||||||||||
Investments in affiliated issuers | (1,704 | ) | 485 | (611 | ) | (12,284 | ) | ||||||||||||
Futures contracts | — | — | — | 17,833,653 | |||||||||||||||
38,684,139 | 14,867,080 | 21,770,022 | 163,675,286 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (5,634,519 | ) | (3,387,517 | ) | (22,247,130 | ) | 51,179,299 | ||||||||||||
Investments in affiliated issuers | 1,217 | 314 | 232 | 6,395 | |||||||||||||||
Futures contracts | — | — | — | (7,138,019 | ) | ||||||||||||||
(5,633,302 | ) | (3,387,203 | ) | (22,246,898 | ) | 44,047,675 | |||||||||||||
Net realized and unrealized gain (loss) | 33,050,837 | 11,479,877 | (476,876 | ) | 207,722,961 | ||||||||||||||
Increase (decrease) in net assets from operations | $ | 35,357,155 | $ | 11,267,829 | $ | 1,385,073 | $ | 329,126,353 |
Investment income | Total Stock Market Index Trust | | U.S. Equity Trust | | Utilities Trust | | Value Trust | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividends | $ | 5,811,092 | $ | 13,014,629 | $ | 8,124,221 | $ | 4,309,214 | |||||||||||
Securities lending | 105,801 | 16,530 | 82,763 | — | |||||||||||||||
Interest | 3,346 | 220 | 7,452 | 6,279 | |||||||||||||||
Less foreign taxes withheld | (2,184 | ) | — | (351,411 | ) | — | |||||||||||||
Total investment income | 5,918,055 | 13,031,379 | 7,863,025 | 4,315,493 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 1,467,535 | 3,020,081 | 1,993,755 | 2,298,214 | |||||||||||||||
Series I distribution and service fees | 118,541 | 33,730 | 105,536 | 150,644 | |||||||||||||||
Series II distribution and service fees | 50,693 | 9,421 | 27,048 | 39,824 | |||||||||||||||
Accounting and legal services fees | 34,547 | 45,721 | 27,658 | 37,788 | |||||||||||||||
Professional fees | 19,946 | 23,160 | 19,249 | 20,467 | |||||||||||||||
Printing and postage | 6,894 | 8,956 | 6,004 | 8,176 | |||||||||||||||
Custodian fees | 35,187 | 45,940 | 49,099 | 39,728 | |||||||||||||||
Trustees’ fees | 3,999 | 5,570 | 3,397 | 4,438 | |||||||||||||||
Registration and filing fees | 3,425 | 3,464 | 3,368 | 3,863 | |||||||||||||||
Other | 5,738 | 9,212 | 5,723 | 6,146 | |||||||||||||||
Total expenses before reductions | 1,746,505 | 3,205,255 | 2,240,837 | 2,609,288 | |||||||||||||||
Less expense reductions | (23,689 | ) | (31,005 | ) | (18,725 | ) | (25,845 | ) | |||||||||||
Net expenses | 1,722,816 | 3,174,250 | 2,222,112 | 2,583,443 | |||||||||||||||
Net investment income (loss) | 4,195,239 | 9,857,129 | 5,640,913 | 1,732,050 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 5,955,941 | 43,968,342 | 19,563,613 | 1 | 36,221,738 | ||||||||||||||
Investments in affiliated issuers | (590 | ) | (297 | ) | (2,184 | ) | — | ||||||||||||
Futures contracts | 1,691,632 | — | — | — | |||||||||||||||
7,646,983 | 43,968,045 | 19,561,429 | 36,221,738 | ||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (1,696,456 | ) | (54,189,494 | ) | (30,461,809 | )2 | (2,661,707 | ) | |||||||||||
Investments in affiliated issuers | 269 | 110 | 728 | — | |||||||||||||||
Futures contracts | (756,278 | ) | — | — | — | ||||||||||||||
(2,452,465 | ) | (54,189,384 | ) | (30,461,081 | ) | (2,661,707 | ) | ||||||||||||
Net realized and unrealized gain (loss) | 5,194,518 | (10,221,339 | ) | (10,899,652 | ) | 33,560,031 | |||||||||||||
Increase (decrease) in net assets from operations | $ | 9,389,757 | ($364,210 | ) | ($5,258,739 | ) | $ | 35,292,081 |
1 | Net of foreign taxes of $13,010. | ||
2 | Net of $16,632 increase in deferred foreign withholding taxes. |
500 Index Trust B | All Cap Core Trust | Alpha Opportunities Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 33,681,537 | $ | 54,404,769 | $ | 1,773,389 | $ | 2,734,660 | $ | 2,288,906 | $ | 4,653,878 | |||||||||||||||
Net realized gain (loss) | 34,573,825 | 48,948,673 | 28,492,019 | 45,642,116 | 54,553,909 | 123,193,281 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (27,884,932 | ) | 301,256,198 | (11,705,228 | ) | (13,574,190 | ) | (30,577,188 | ) | (59,713,412 | ) | ||||||||||||||||
Increase (decrease) in net assets resulting from operations | 40,370,430 | 404,609,640 | 18,560,180 | 34,802,586 | 26,265,627 | 68,133,747 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (27,706,877 | ) | — | (762,795 | ) | — | (4,206 | ) | ||||||||||||||||||
Series II | — | (704,009 | ) | — | (52,866 | ) | — | — | |||||||||||||||||||
Series NAV | — | (23,733,752 | ) | — | (2,672,112 | ) | — | (4,779,040 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (24,983,182 | ) | — | — | — | (179,575 | ) | |||||||||||||||||||
Series II | — | (739,288 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (21,480,884 | ) | — | — | — | (181,774,899 | ) | |||||||||||||||||||
Total distributions | — | (99,347,992 | ) | — | (3,487,773 | ) | — | (186,737,720 | ) | ||||||||||||||||||
Total from portfolio share transactions | 52,845,740 | 130,425,317 | (31,962,843 | ) | (60,217,864 | ) | (80,679,186 | ) | (16,164,961 | ) | |||||||||||||||||
Total increase (decrease) | 93,216,170 | 435,686,965 | (13,402,663 | ) | (28,903,051 | ) | (54,413,559 | ) | (134,768,934 | ) | |||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 3,464,684,451 | 3,028,997,486 | 350,595,274 | 379,498,325 | 780,879,053 | 915,647,987 | |||||||||||||||||||||
End of period | $ | 3,557,900,621 | $ | 3,464,684,451 | $ | 337,192,611 | $ | 350,595,274 | $ | 726,465,494 | $ | 780,879,053 | |||||||||||||||
Undistributed net investment income (loss) | $ | 46,000,041 | $ | 12,318,504 | $ | 2,478,296 | $ | 704,907 | $ | 4,096,880 | $ | 1,807,974 |
American Asset Allocation Trust | American Global Growth Trust | American Growth Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 928,768 | $ | 17,051,786 | ($230,203 | ) | $ | 1,824,626 | ($2,073,039 | ) | $ | 7,642,597 | |||||||||||||||
Net realized gain (loss) | 164,570,643 | 164,164,063 | 32,108,308 | 34,996,652 | 233,539,367 | 108,062,156 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (152,527,057 | ) | (96,536,369 | ) | (12,876,167 | ) | (32,228,744 | ) | (174,886,655 | ) | (33,034,085 | ) | |||||||||||||||
Increase (decrease) in net assets resulting from operations | 12,972,354 | 84,679,480 | 19,001,938 | 4,592,534 | 56,579,673 | 82,670,668 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,468,269 | ) | — | (60,857 | ) | — | (960,173 | ) | ||||||||||||||||||
Series II | — | (12,434,973 | ) | — | (1,356,687 | ) | — | (5,471,050 | ) | ||||||||||||||||||
Series III | — | (2,212,858 | ) | — | (411,080 | ) | — | (1,234,291 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (946,068 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (5,505,668 | ) | — | — | — | — | ||||||||||||||||||||
Series III | — | (645,596 | ) | — | — | — | — | ||||||||||||||||||||
Total distributions | — | (24,213,432 | ) | — | (1,828,624 | ) | — | (7,665,514 | ) | ||||||||||||||||||
Total from portfolio share transactions | (96,693,767 | ) | (181,757,426 | ) | (14,742,236 | ) | (35,001,023 | ) | (86,943,262 | ) | (192,696,783 | ) | |||||||||||||||
Total increase (decrease) | (83,721,413 | ) | (121,291,378 | ) | 4,259,702 | (32,237,113 | ) | (30,363,589 | ) | (117,691,629 | ) | ||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,702,589,622 | 1,823,881,000 | 245,787,809 | 278,024,922 | 1,028,220,358 | 1,145,911,987 | |||||||||||||||||||||
End of period | $ | 1,618,868,209 | $ | 1,702,589,622 | $ | 250,047,511 | $ | 245,787,809 | $ | 997,856,769 | $ | 1,028,220,358 | |||||||||||||||
Undistributed net investment income (loss) | $ | 939,919 | $ | 11,151 | ($229,412 | ) | $ | 791 | ($2,066,027 | ) | $ | 7,012 |
American Growth-Income Trust | American International Trust | American New World Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($289,237 | ) | $ | 10,907,707 | $ | 8,355 | $ | 5,739,883 | ($18,237 | ) | $ | 347,816 | |||||||||||||||
Net realized gain (loss) | 228,003,711 | 199,269,267 | 40,117,045 | 10,633,235 | 4,374,431 | 10,233,281 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (192,816,726 | ) | (82,288,882 | ) | (8,366,244 | ) | (35,271,544 | ) | (1,665,950 | ) | (16,911,009 | ) | |||||||||||||||
Increase (decrease) in net assets resulting from operations | 34,897,748 | 127,888,092 | 31,759,156 | (18,898,426 | ) | 2,690,244 | (6,329,912 | ) | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,368,042 | ) | — | (944,629 | ) | — | (99,427 | ) | ||||||||||||||||||
Series II | — | (5,487,779 | ) | — | (4,123,118 | ) | — | (234,691 | ) | ||||||||||||||||||
Series III | — | (3,089,035 | ) | — | (687,217 | ) | — | (18,244 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (453,542 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (1,603,911 | ) | ||||||||||||||||||||
Series III | — | — | — | — | — | (53,467 | ) | ||||||||||||||||||||
Total distributions | — | (10,944,856 | ) | — | (5,754,964 | ) | — | (2,463,282 | ) | ||||||||||||||||||
Total from portfolio share transactions | (96,562,680 | ) | (244,211,230 | ) | (48,295,916 | ) | (73,389,593 | ) | 773,857 | (1,261,037 | ) | ||||||||||||||||
Total increase (decrease) | (61,664,932 | ) | (127,267,994 | ) | (16,536,760 | ) | (98,042,983 | ) | 3,464,101 | (10,054,231 | ) | ||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,249,502,057 | 1,376,770,051 | 606,515,452 | 704,558,435 | 70,733,876 | 80,788,107 | |||||||||||||||||||||
End of period | $ | 1,187,837,125 | $ | 1,249,502,057 | $ | 589,978,692 | $ | 606,515,452 | $ | 74,197,977 | $ | 70,733,876 | |||||||||||||||
Undistributed net investment income (loss) | ($280,755 | ) | $ | 8,482 | $ | 11,796 | $ | 3,441 | ($18,237 | ) | — |
Blue Chip Growth Trust | Capital Appreciation Trust | Capital Appreciation Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 1,624,932 | ($1,766,191 | ) | $ | 535,746 | $ | 169,344 | $ | 1,556,297 | $ | 3,614,056 | |||||||||||||||
Net realized gain (loss) | 127,025,909 | 310,695,264 | 82,318,599 | 172,206,434 | 20,049,690 | 49,873,714 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (16,089,668 | ) | (151,413,488 | ) | 4,425,712 | (71,849,933 | ) | (8,413,601 | ) | (12,558,559 | ) | ||||||||||||||||
Increase (decrease) in net assets resulting from operations | 112,561,173 | 157,515,585 | 87,280,057 | 100,525,845 | 13,192,386 | 40,929,211 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (92,286 | ) | — | (54,810 | ) | |||||||||||||||||||
Series II | — | — | — | — | — | (3,920,624 | ) | ||||||||||||||||||||
Series NAV | — | — | — | (658,003 | ) | — | (438,026 | ) | |||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (12,537,282 | ) | — | (21,234,869 | ) | — | (470,137 | ) | ||||||||||||||||||
Series II | — | (5,349,879 | ) | — | (7,864,061 | ) | — | (37,206,730 | ) | ||||||||||||||||||
Series NAV | — | (53,290,139 | ) | — | (85,396,966 | ) | — | (3,293,506 | ) | ||||||||||||||||||
Total distributions | — | (71,177,300 | ) | — | (115,246,185 | ) | — | (45,383,833 | ) | ||||||||||||||||||
Total from portfolio share transactions | (123,790,231 | ) | (283,624,301 | ) | (109,539,876 | ) | (85,432,199 | ) | (10,993,394 | ) | 8,595,434 | ||||||||||||||||
Total increase (decrease) | (11,229,058 | ) | (197,286,016 | ) | (22,259,819 | ) | (100,152,539 | ) | 2,198,992 | 4,140,812 | |||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,759,060,674 | 1,956,346,690 | 1,032,485,925 | 1,132,638,464 | 368,603,996 | 364,463,184 | |||||||||||||||||||||
End of period | $ | 1,747,831,616 | $ | 1,759,060,674 | $ | 1,010,226,106 | $ | 1,032,485,925 | $ | 370,802,988 | $ | 368,603,996 | |||||||||||||||
Undistributed net investment income (loss) | $ | 1,624,932 | — | $ | 713,057 | $ | 177,311 | $ | 2,183,042 | $ | 626,745 |
Core Strategy Trust | Emerging Markets Value Trust | Equity Income Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($5,669,553 | ) | $ | 71,048,116 | $ | 7,672,852 | $ | 16,658,224 | $ | 17,844,908 | $ | 37,897,289 | |||||||||||||||
Net realized gain (loss) | 37,597,247 | 144,440,674 | 3,310,576 | (7,834,554 | ) | 46,005,852 | 163,808,733 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 43,904,986 | 15,615,828 | (822,561 | ) | (44,511,724 | ) | (94,731,801 | ) | (50,928,399 | ) | |||||||||||||||||
Increase (decrease) in net assets resulting from operations | 75,832,680 | 231,104,618 | 10,160,867 | (35,688,054 | ) | (30,881,041 | ) | 150,777,623 | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,640,206 | ) | — | (66,248 | ) | — | (5,966,007 | ) | ||||||||||||||||||
Series II | — | (65,262,490 | ) | — | — | — | (2,819,821 | ) | |||||||||||||||||||
Series NAV | — | (3,152,365 | ) | — | (17,222,692 | ) | — | (28,359,981 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (1,075,593 | ) | — | (131,659 | ) | — | (28,326,415 | ) | ||||||||||||||||||
Series II | — | (28,815,803 | ) | — | — | — | (15,092,690 | ) | |||||||||||||||||||
Series NAV | — | (1,215,593 | ) | — | (31,106,556 | ) | — | (132,227,621 | ) | ||||||||||||||||||
Total distributions | — | (102,162,050 | ) | — | (48,527,155 | ) | — | (212,792,535 | ) | ||||||||||||||||||
Total from portfolio share transactions | (151,661,294 | ) | (256,890,572 | ) | (15,087,538 | ) | (170,540,613 | ) | (110,081,896 | ) | (70,767,811 | ) | |||||||||||||||
Total increase (decrease) | (75,828,614 | ) | (127,948,004 | ) | (4,926,671 | ) | (254,755,822 | ) | (140,962,937 | ) | (132,782,723 | ) | |||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 3,951,561,002 | 4,079,509,006 | 827,388,811 | 1,082,144,633 | 1,986,893,655 | 2,119,676,378 | |||||||||||||||||||||
End of period | $ | 3,875,732,388 | $ | 3,951,561,002 | $ | 822,462,140 | $ | 827,388,811 | $ | 1,845,930,718 | $ | 1,986,893,655 | |||||||||||||||
Undistributed net investment income (loss) | ($5,642,635 | ) | $ | 26,918 | $ | 11,164,004 | $ | 3,491,152 | $ | 25,441,978 | $ | 7,597,070 |
Financial Industries Trust | Franklin Templeton Founding Allocation Trust | Fundamental All Cap Core Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 1,487,169 | $ | 1,628,798 | ($1,850,587 | ) | $ | 37,883,211 | $ | 2,871,783 | $ | 5,190,914 | |||||||||||||||
Net realized gain (loss) | 857,458 | 56,531,391 | 9,535,384 | 25,360,809 | 89,772,313 | 210,658,967 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 3,451,996 | (43,792,256 | ) | 3,931,003 | (23,005,559 | ) | 14,526,439 | (63,407,616 | ) | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 5,796,623 | 14,367,933 | 11,615,800 | 40,238,461 | 107,170,535 | 152,442,265 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (929,939 | ) | — | (1,442,911 | ) | — | (614,028 | ) | ||||||||||||||||||
Series II | — | (118,812 | ) | — | (35,064,750 | ) | — | (127,287 | ) | ||||||||||||||||||
Series NAV | — | (165,036 | ) | — | (1,385,075 | ) | — | (6,373,977 | ) | ||||||||||||||||||
Total distributions | — | (1,213,787 | ) | — | (37,892,736 | ) | — | (7,115,292 | ) | ||||||||||||||||||
Total from portfolio share transactions | (2,926,979 | ) | (19,743,572 | ) | (77,215,639 | ) | (132,410,307 | ) | (58,721,149 | ) | (142,491,245 | ) | |||||||||||||||
Total increase (decrease) | 2,869,644 | (6,589,426 | ) | (65,599,839 | ) | (130,064,582 | ) | 48,449,386 | 2,835,728 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 176,273,140 | 182,862,566 | 1,257,503,071 | 1,387,567,653 | 1,664,287,529 | 1,661,451,801 | |||||||||||||||||||||
End of period | $ | 179,142,784 | $ | 176,273,140 | $ | 1,191,903,232 | $ | 1,257,503,071 | $ | 1,712,736,915 | $ | 1,664,287,529 | |||||||||||||||
Undistributed net investment income (loss) | $ | 2,212,023 | $ | 724,854 | ($1,838,616 | ) | $ | 11,971 | $ | 3,466,383 | $ | 594,600 |
Fundamental Large Cap Value Trust | Global Trust | Health Sciences Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 10,560,927 | $ | 13,494,157 | $ | 9,009,311 | $ | 15,386,591 | $ | 1,039,786 | ($1,659,662 | ) | |||||||||||||||
Net realized gain (loss) | 48,755,462 | 99,452,481 | 23,479,312 | 25,151,232 | 45,307,356 | 63,265,819 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (12,584,413 | ) | 7,393,174 | (20,507,276 | ) | (55,953,706 | ) | 22,118,143 | 19,724,147 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 46,731,976 | 120,339,812 | 11,981,347 | (15,415,883 | ) | 68,465,285 | 81,330,304 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (3,598,169 | ) | — | (3,583,673 | ) | — | — | |||||||||||||||||||
Series II | — | (1,008,439 | ) | — | (1,093,238 | ) | — | — | |||||||||||||||||||
Series NAV | — | (6,301,311 | ) | — | (9,809,993 | ) | — | — | |||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (15,121,472 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (12,655,648 | ) | ||||||||||||||||||||
Series NAV | — | — | — | — | — | (11,154,352 | ) | ||||||||||||||||||||
Total distributions | — | (10,907,919 | ) | — | (14,486,904 | ) | — | (38,931,472 | ) | ||||||||||||||||||
From portfolio share transactions | |||||||||||||||||||||||||||
Portfolio share transactions | (135,179,116 | ) | (3,816,007 | ) | (56,564,376 | ) | (49,137,562 | ) | 5,383,314 | 25,749,321 | |||||||||||||||||
Issued in reorganization | — | 591,081,885 | — | 115,070,385 | — | — | |||||||||||||||||||||
Total from portfolio share transactions | (135,179,116 | ) | 587,265,878 | (56,564,376 | ) | 65,932,823 | 5,383,314 | 25,749,321 | |||||||||||||||||||
Total increase (decrease) | (88,447,140 | ) | 696,697,771 | (44,583,029 | ) | 36,030,036 | 73,848,599 | 68,148,153 | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,792,403,014 | 1,095,705,243 | 716,028,029 | 679,997,993 | 338,474,390 | 270,326,237 | |||||||||||||||||||||
End of period | $ | 1,703,955,874 | $ | 1,792,403,014 | $ | 671,445,000 | $ | 716,028,029 | $ | 412,322,989 | $ | 338,474,390 | |||||||||||||||
Undistributed net investment income (loss) | $ | 14,905,720 | $ | 4,344,793 | $ | 10,622,127 | $ | 1,612,816 | $ | 987,933 | ($51,853 | ) |
International Core Trust | International Equity Index Trust B | International Growth Stock Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 12,342,981 | $ | 27,644,064 | $ | 10,872,649 | $ | 20,674,709 | $ | 5,689,203 | $ | 9,240,034 | |||||||||||||||
Net realized gain (loss) | 16,288,061 | 84,497,048 | (1,033,534 | ) | 4,825,627 | 28,429,684 | 47,094,715 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 22,384,944 | (158,403,699 | ) | 17,805,454 | (54,254,983 | ) | (15,167,730 | ) | (51,990,782 | ) | |||||||||||||||||
Increase (decrease) in net assets resulting from operations | 51,015,986 | (46,262,587 | ) | 27,644,569 | (28,754,647 | ) | 18,951,157 | 4,343,967 | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (1,662,311 | ) | — | (9,046,598 | ) | — | (51,534 | ) | ||||||||||||||||||
Series II | — | (632,003 | ) | — | (641,177 | ) | — | (364,634 | ) | ||||||||||||||||||
Series NAV | — | (26,468,363 | ) | — | (10,536,660 | ) | — | (9,358,932 | ) | ||||||||||||||||||
Total distributions | — | (28,762,677 | ) | — | (20,224,435 | ) | — | (9,775,100 | ) | ||||||||||||||||||
Total from portfolio share transactions | (106,765,748 | ) | (66,173,930 | ) | 11,037,528 | (23,347,344 | ) | (63,311,631 | ) | (67,835,478 | ) | ||||||||||||||||
Total increase (decrease) | (55,749,762 | ) | (141,199,194 | ) | 38,682,097 | (72,326,426 | ) | (44,360,474 | ) | (73,266,611 | ) | ||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 727,288,284 | 868,487,478 | 620,321,022 | 692,647,448 | 503,287,482 | 576,554,093 | |||||||||||||||||||||
End of period | $ | 671,538,522 | $ | 727,288,284 | $ | 659,003,119 | $ | 620,321,022 | $ | 458,927,008 | $ | 503,287,482 | |||||||||||||||
Undistributed net investment income (loss) | $ | 17,102,258 | $ | 4,759,277 | $ | 12,696,180 | $ | 1,823,531 | $ | 7,360,992 | $ | 1,671,789 |
International Small Company Trust | International Value Trust | Lifestyle Aggressive PS Series | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 1,249,542 | $ | 1,573,222 | $ | 14,861,028 | $ | 34,610,312 | ($20,879 | ) | $ | 339,465 | |||||||||||||||
Net realized gain (loss) | 1,560,919 | 4,731,266 | (3,387,602 | ) | 81,676,137 | 138,266 | 741,456 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 7,322,299 | (14,358,937 | ) | 46,457,180 | (257,418,355 | ) | 434,917 | 353,951 | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 10,132,760 | (8,054,449 | ) | 57,930,606 | (141,131,906 | ) | 552,304 | 1,434,872 | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (561,048 | ) | — | (3,065,848 | ) | — | (43,186 | ) | ||||||||||||||||||
Series II | — | (280,835 | ) | — | (2,203,413 | ) | — | (286,313 | ) | ||||||||||||||||||
Series NAV | — | (718,046 | ) | — | (28,619,112 | ) | — | (10,968 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (82,419 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (617,791 | ) | ||||||||||||||||||||
Series NAV | — | — | — | — | — | (20,345 | ) | ||||||||||||||||||||
Total distributions | — | (1,559,929 | ) | — | (33,888,373 | ) | — | (1,061,022 | ) | ||||||||||||||||||
Total from portfolio share transactions | 3,207,282 | (4,121,517 | ) | (138,429,601 | ) | (58,486,976 | ) | 648,808 | 21,310,649 | ||||||||||||||||||
Total increase (decrease) | 13,340,042 | (13,735,895 | ) | (80,498,995 | ) | (233,507,255 | ) | 1,201,112 | 21,684,499 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 103,365,189 | 117,101,084 | 1,037,293,948 | 1,270,801,203 | 22,019,710 | 335,211 | |||||||||||||||||||||
End of period | $ | 116,705,231 | $ | 103,365,189 | $ | 956,794,953 | $ | 1,037,293,948 | $ | 23,220,822 | $ | 22,019,710 | |||||||||||||||
Undistributed net investment income (loss) | $ | 1,570,299 | $ | 320,757 | $ | 15,735,009 | $ | 873,981 | ($20,879 | ) | — |
Lifestyle Balanced PS Series | Lifestyle Conservative PS Series | Lifestyle Growth PS Series | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($1,491,162 | ) | $ | 21,718,306 | ($309,480 | ) | $ | 5,142,266 | ($3,021,547 | ) | $ | 37,149,858 | |||||||||||||||
Net realized gain (loss) | 3,626,991 | 20,597,781 | 576,793 | 2,306,121 | 5,608,963 | 43,627,827 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 11,302,098 | 5,792,070 | 807,790 | 577,940 | 34,465,319 | 16,434,321 | |||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 13,437,927 | 48,108,157 | 1,075,103 | 8,026,327 | 37,052,735 | 97,212,006 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (675,031 | ) | — | (224,397 | ) | — | (786,892 | ) | ||||||||||||||||||
Series II | — | (20,311,910 | ) | — | (4,908,599 | ) | — | (36,091,812 | ) | ||||||||||||||||||
Series NAV | — | (727,306 | ) | — | (10,054 | ) | — | (263,227 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (475,137 | ) | — | (109,647 | ) | — | (569,029 | ) | ||||||||||||||||||
Series II | — | (16,599,350 | ) | — | (2,698,664 | ) | — | (28,205,882 | ) | ||||||||||||||||||
Series NAV | — | (448,529 | ) | — | (3,104 | ) | — | (114,351 | ) | ||||||||||||||||||
Total distributions | — | (39,237,263 | ) | — | (7,954,465 | ) | — | (66,031,193 | ) | ||||||||||||||||||
Total from portfolio share transactions | 9,489,335 | 767,864,914 | (5,013,605 | ) | 146,444,947 | 86,749,994 | 1,590,528,760 | ||||||||||||||||||||
Total increase (decrease) | 22,927,262 | 776,735,808 | (3,938,502 | ) | 146,516,809 | 123,802,729 | 1,621,709,573 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 990,113,234 | 213,377,426 | 196,826,552 | 50,309,743 | 1,922,555,495 | 300,845,922 | |||||||||||||||||||||
End of period | $ | 1,013,040,496 | $ | 990,113,234 | $ | 192,888,050 | $ | 196,826,552 | $ | 2,046,358,224 | $ | 1,922,555,495 | |||||||||||||||
Undistributed net investment income (loss) | ($1,484,736 | ) | $ | 6,426 | ($309,201 | ) | $ | 279 | ($3,011,172 | ) | $ | 10,375 |
Lifestyle Moderate PS Series | Mid Cap Index Trust | Mid Cap Stock Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($531,133 | ) | $ | 7,817,496 | $ | 4,810,712 | $ | 8,753,267 | ($781,553 | ) | ($3,278,128 | ) | |||||||||||||||
Net realized gain (loss) | 1,143,314 | 6,544,760 | 46,614,207 | 71,639,495 | 35,590,145 | 164,887,262 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | 3,054,427 | 1,406,591 | (17,364,584 | ) | (5,676,128 | ) | 38,051,116 | (92,851,204 | ) | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 3,666,608 | 15,768,847 | 34,060,335 | 74,716,634 | 72,859,708 | 68,757,930 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (201,225 | ) | — | (6,577,978 | ) | — | (198,700 | ) | ||||||||||||||||||
Series II | — | (7,535,323 | ) | — | (555,915 | ) | — | — | |||||||||||||||||||
Series NAV | — | (81,938 | ) | — | (1,036,285 | ) | — | (839,033 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (169,934 | ) | — | (39,286,251 | ) | — | (35,511,662 | ) | ||||||||||||||||||
Series II | — | (7,289,319 | ) | — | (4,303,055 | ) | — | (19,825,782 | ) | ||||||||||||||||||
Series NAV | — | (33,966 | ) | — | (5,588,815 | ) | — | (108,051,727 | ) | ||||||||||||||||||
Total distributions | — | (15,311,705 | ) | — | (57,348,299 | ) | — | (164,426,904 | ) | ||||||||||||||||||
Total from portfolio share transactions | (1,515,845 | ) | 241,139,915 | 21,597,448 | 11,297,598 | (77,086,757 | ) | 1,422,921 | |||||||||||||||||||
Total increase (decrease) | 2,150,763 | 241,597,057 | 55,657,783 | 28,665,933 | (4,227,049 | ) | (94,246,053 | ) | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 334,092,486 | 92,495,429 | 855,825,385 | 827,159,452 | 848,314,467 | 942,560,520 | |||||||||||||||||||||
End of period | $ | 336,243,249 | $ | 334,092,486 | $ | 911,483,168 | $ | 855,825,385 | $ | 844,087,418 | $ | 848,314,467 | |||||||||||||||
Undistributed net investment income (loss) | ($530,627 | ) | $ | 506 | $ | 7,130,026 | $ | 2,319,314 | ($2,400,271 | ) | ($1,618,718 | ) |
Mid Value Trust | Mutual Shares Trust | Real Estate Securities Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 5,113,738 | $ | 7,352,634 | $ | 6,269,044 | $ | 17,663,320 | $ | 5,200,022 | $ | 7,759,500 | |||||||||||||||
Net realized gain (loss) | 60,649,228 | 148,091,954 | 37,451,837 | 49,069,947 | 31,948,835 | 53,887,723 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (37,417,203 | ) | (59,437,739 | ) | (29,212,024 | ) | (19,443,810 | ) | (69,669,377 | ) | 50,927,486 | ||||||||||||||||
Increase (decrease) in net assets resulting from operations | 28,345,763 | 96,006,849 | 14,508,857 | 47,289,457 | (32,520,520 | ) | 112,574,709 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (2,576,571 | ) | — | (6,632,707 | ) | — | (1,538,681 | ) | ||||||||||||||||||
Series II | — | (410,962 | ) | — | — | — | (888,289 | ) | |||||||||||||||||||
Series NAV | — | (3,790,697 | ) | — | (14,333,919 | ) | — | (4,350,257 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (33,532,420 | ) | — | (3,722,458 | ) | — | — | |||||||||||||||||||
Series II | — | (7,431,542 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (45,649,624 | ) | — | (8,083,139 | ) | — | — | |||||||||||||||||||
Total distributions | — | (93,391,816 | ) | — | (32,772,223 | ) | — | (6,777,227 | ) | ||||||||||||||||||
Total from portfolio share transactions | (81,865,733 | ) | (63,401,158 | ) | (46,949,117 | ) | (88,869,399 | ) | (19,970,668 | ) | (18,231,518 | ) | |||||||||||||||
Total increase (decrease) | (53,519,970 | ) | (60,786,125 | ) | (32,440,260 | ) | (74,352,165 | ) | (52,491,188 | ) | 87,565,964 | ||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 903,659,290 | 964,445,415 | 619,750,369 | 694,102,534 | 453,088,098 | 365,522,134 | |||||||||||||||||||||
End of period | $ | 850,139,320 | $ | 903,659,290 | $ | 587,310,109 | $ | 619,750,369 | $ | 400,596,910 | $ | 453,088,098 | |||||||||||||||
Undistributed net investment income (loss) | $ | 8,872,462 | $ | 3,758,724 | $ | 9,970,785 | $ | 3,701,741 | $ | 7,913,983 | $ | 2,713,961 |
Science & Technology Trust | Small Cap Growth Trust | Small Cap Index Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($933,764 | ) | ($1,417,985 | ) | ($769,956 | ) | ($4,203,309 | ) | $ | 2,457,214 | $ | 4,000,427 | |||||||||||||||
Net realized gain (loss) | 42,654,413 | 85,635,181 | 35,522,730 | 89,437,575 | 31,626,534 | 37,756,279 | �� | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (19,709,537 | ) | (28,699,627 | ) | (6,965,436 | ) | (47,861,315 | ) | (13,561,462 | ) | (22,126,469 | ) | |||||||||||||||
Increase (decrease) in net assets resulting from operations | 22,011,112 | 55,517,569 | 27,787,338 | 37,372,951 | 20,522,286 | 19,630,237 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | — | — | (2,780,892 | ) | ||||||||||||||||||||
Series II | — | — | — | — | — | (374,223 | ) | ||||||||||||||||||||
Series NAV | — | — | — | — | — | (887,521 | ) | ||||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (12,251,835 | ) | — | (18,243,237 | ) | — | (18,727,971 | ) | ||||||||||||||||||
Series II | — | (1,466,657 | ) | — | (6,099,799 | ) | — | (3,293,941 | ) | ||||||||||||||||||
Series NAV | — | (614,004 | ) | — | (56,218,951 | ) | — | (5,544,553 | ) | ||||||||||||||||||
Total distributions | — | (14,332,496 | ) | — | (80,561,987 | ) | — | (31,609,101 | ) | ||||||||||||||||||
Total from portfolio share transactions | (7,791,260 | ) | 6,769,927 | (31,483,499 | ) | (22,229,637 | ) | (3,406,696 | ) | 3,081,959 | |||||||||||||||||
Total increase (decrease) | 14,219,852 | 47,955,000 | (3,696,161 | ) | (65,418,673 | ) | 17,115,590 | (8,896,905 | ) | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 490,992,803 | 443,037,803 | 501,355,718 | 566,774,391 | 448,464,191 | 457,361,096 | |||||||||||||||||||||
End of period | $ | 505,212,655 | $ | 490,992,803 | $ | 497,659,557 | $ | 501,355,718 | $ | 465,579,781 | $ | 448,464,191 | |||||||||||||||
Undistributed net investment income (loss) | ($933,764 | ) | — | ($769,956 | ) | — | $ | 3,668,650 | $ | 1,211,436 |
Small Cap Opportunities Trust | Small Cap Value Trust | Small Company Growth Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 464,408 | $ | 206,685 | $ | 2,306,318 | $ | 4,753,046 | ($212,048 | ) | ($122,747 | ) | |||||||||||||||
Net realized gain (loss) | 13,973,224 | 34,719,990 | 38,684,139 | 105,422,420 | 14,867,080 | 29,906,422 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (1,892,003 | ) | (28,482,492 | ) | (5,633,302 | ) | (61,014,608 | ) | (3,387,203 | ) | (18,789,676 | ) | |||||||||||||||
Increase (decrease) in net assets resulting from operations | 12,545,629 | 6,444,183 | 35,357,155 | 49,160,858 | 11,267,829 | 10,993,999 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (55,205 | ) | — | (2,183,600 | ) | — | — | |||||||||||||||||||
Series II | — | — | — | (180,653 | ) | — | — | ||||||||||||||||||||
Series NAV | — | (100,596 | ) | — | (2,247,587 | ) | — | — | |||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | (40,097,597 | ) | — | — | ||||||||||||||||||||
Series II | — | — | — | (4,941,599 | ) | — | — | ||||||||||||||||||||
Series NAV | — | — | — | (38,587,282 | ) | — | — | ||||||||||||||||||||
Total distributions | — | (155,801 | ) | — | (88,238,318 | ) | — | — | |||||||||||||||||||
Total from portfolio share transactions | (29,438,855 | ) | (38,516,878 | ) | (36,640,907 | ) | (34,246,536 | ) | (19,516,639 | ) | (34,843,110 | ) | |||||||||||||||
Total increase (decrease) | (16,893,226 | ) | (32,228,496 | ) | (1,283,752 | ) | (73,323,996 | ) | (8,248,810 | ) | (23,849,111 | ) | |||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 281,812,099 | 314,040,595 | 721,731,744 | 795,055,740 | 134,114,148 | 157,963,259 | |||||||||||||||||||||
End of period | $ | 264,918,873 | $ | 281,812,099 | $ | 720,447,992 | $ | 721,731,744 | $ | 125,865,338 | $ | 134,114,148 | |||||||||||||||
Undistributed net investment income (loss) | $ | 643,359 | $ | 178,951 | $ | 3,133,029 | $ | 826,711 | ($212,048 | ) | — |
Small Company Value Trust | Strategic Equity Allocation Trust | Total Stock Market Index Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 1,861,949 | $ | 2,099,222 | $ | 121,403,392 | $ | 213,509,531 | $ | 4,195,239 | $ | 7,865,436 | |||||||||||||||
Net realized gain (loss) | 21,770,022 | 46,281,289 | 163,675,286 | 398,430,589 | 7,646,983 | 18,200,971 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (22,246,898 | ) | (48,460,128 | ) | 44,047,675 | 77,288,034 | (2,452,465 | ) | 36,652,860 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 1,385,073 | (79,617 | ) | 329,126,353 | 689,228,154 | 9,389,757 | 62,719,267 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (22,912 | ) | — | — | — | (5,347,166 | ) | |||||||||||||||||||
Series II | — | — | — | — | — | (405,717 | ) | ||||||||||||||||||||
Series NAV | — | (138,998 | ) | — | (206,763,258 | ) | — | (1,118,542 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (1,683,518 | ) | — | — | — | (7,036,039 | ) | |||||||||||||||||||
Series II | — | (1,396,284 | ) | — | — | — | (635,045 | ) | |||||||||||||||||||
Series NAV | — | (5,123,819 | ) | — | (305,725,699 | ) | — | (1,447,709 | ) | ||||||||||||||||||
Total distributions | — | (8,365,531 | ) | — | (512,488,957 | ) | — | (15,990,218 | ) | ||||||||||||||||||
Total from portfolio share transactions | (23,118,566 | ) | (54,826,650 | ) | (756,749,183 | ) | (162,504,486 | ) | (5,265,817 | ) | (269,959 | ) | |||||||||||||||
Total increase (decrease) | (21,733,493 | ) | (63,271,798 | ) | (427,622,830 | ) | 14,234,711 | 4,123,940 | 46,459,090 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 357,901,654 | 421,173,452 | 11,176,427,690 | 11,162,192,979 | 601,800,269 | 555,341,179 | |||||||||||||||||||||
End of period | $ | 336,168,161 | $ | 357,901,654 | $ | 10,748,804,860 | $ | 11,176,427,690 | $ | 605,924,209 | $ | 601,800,269 | |||||||||||||||
Undistributed net investment income (loss) | $ | 4,279,673 | $ | 2,417,724 | $ | 155,610,074 | $ | 34,206,682 | $ | 6,600,986 | $ | 2,405,747 |
U.S. Equity Trust | Utilities Trust | Value Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 9,857,129 | $ | 11,188,864 | $ | 5,640,913 | $ | 15,104,199 | $ | 1,732,050 | $ | 3,371,610 | |||||||||||||||
Net realized gain (loss) | 43,968,045 | 172,471,679 | 19,561,429 | 43,655,817 | 36,221,738 | 80,508,294 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (54,189,384 | ) | (88,620,569 | ) | (30,461,081 | ) | 156,375 | (2,661,707 | ) | (20,368,243 | ) | ||||||||||||||||
Increase (decrease) in net assets resulting from operations | (364,210 | ) | 95,039,974 | (5,258,739 | ) | 58,916,391 | 35,292,081 | 63,511,661 | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (1,967,981 | ) | — | (13,928,248 | ) | — | (2,804,418 | ) | ||||||||||||||||||
Series II | — | (101,917 | ) | — | (683,184 | ) | — | (87,779 | ) | ||||||||||||||||||
Series NAV | — | (10,056,553 | ) | — | (1,211,903 | ) | — | (153,885 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | — | — | (17,042,511 | ) | — | (57,988,642 | ) | |||||||||||||||||||
Series II | — | — | — | (912,676 | ) | — | (3,227,052 | ) | |||||||||||||||||||
Series NAV | — | — | — | (1,393,915 | ) | — | (2,764,282 | ) | |||||||||||||||||||
Total distributions | — | (12,126,451 | ) | — | (35,172,437 | ) | — | (67,026,058 | ) | ||||||||||||||||||
Total from portfolio share transactions | (54,148,494 | ) | (222,136,901 | ) | (46,899,764 | ) | 6,737,448 | (26,288,148 | ) | 75,092,359 | |||||||||||||||||
Total increase (decrease) | (54,512,704 | ) | (139,223,378 | ) | (52,158,503 | ) | 30,481,402 | 9,003,933 | 71,577,962 | ||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 822,400,553 | 961,623,931 | 503,391,295 | 472,909,893 | 663,496,115 | 591,918,153 | |||||||||||||||||||||
End of period | $ | 767,887,849 | $ | 822,400,553 | $ | 451,232,792 | $ | 503,391,295 | $ | 672,500,048 | $ | 663,496,115 | |||||||||||||||
Undistributed net investment income (loss) | $ | 11,718,388 | $ | 1,861,259 | $ | 10,802,162 | $ | 5,161,249 | $ | 2,617,048 | $ | 884,998 |
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 25.68 | 0.24 | 0.05 | 0.29 | — | — | — | — | 25.97 | 1.13 | 4 | 0.54 | 5 | 0.30 | 5 | 1.88 | 5 | 1,992 | 2 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 23.34 | 0.42 | 2.68 | 3.10 | (0.39 | ) | (0.37 | ) | — | (0.76 | ) | 25.68 | 13.33 | 0.54 | 0.30 | 1.71 | 1,880 | 2 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 25.71 | 0.22 | 0.04 | 0.26 | — | — | — | — | 25.97 | 1.01 | 4 | 0.74 | 5 | 0.50 | 5 | 1.68 | 5 | 55 | 2 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 23.36 | 0.37 | 2.69 | 3.06 | (0.34 | ) | (0.37 | ) | — | (0.71 | ) | 25.71 | 13.15 | 0.74 | 0.50 | 1.51 | 55 | 2 | |||||||||||||||||||||||||||||||||||||||||||||
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 | 4 | 0.73 | 5 | 0.50 | 5 | 2.74 | 5 | 47 | 4 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 25.68 | 0.25 | 0.04 | 0.29 | — | — | — | — | 25.97 | 1.13 | 4 | 0.49 | 5 | 0.25 | 5 | 1.93 | 5 | 1,510 | 2 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 23.33 | 0.43 | 2.69 | 3.12 | (0.40 | ) | (0.37 | ) | — | (0.77 | ) | 25.68 | 13.43 | 0.49 | 0.25 | 1.76 | 1,530 | 2 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 27.32 | 0.14 | 1.33 | 1.47 | — | — | — | — | 28.79 | 5.38 | 4 | 0.86 | 5 | 0.86 | 5 | 0.99 | 5 | 81 | 122 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.15 | 0.19 | 2.23 | 2.42 | (0.25 | ) | — | — | (0.25 | ) | 27.32 | 9.64 | 0.87 | 0.86 | 0.71 | 81 | 249 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 27.27 | 0.11 | 1.33 | 1.44 | — | — | — | — | 28.71 | 5.28 | 4 | 1.06 | 5 | 1.06 | 5 | 0.77 | 5 | 7 | 122 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.10 | 0.13 | 2.24 | 2.37 | (0.20 | ) | — | — | (0.20 | ) | 27.27 | 9.46 | 1.07 | 1.06 | 0.49 | 6 | 249 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 27.33 | 0.15 | 1.33 | 1.48 | — | — | — | — | 28.81 | 5.42 | 4 | 0.81 | 5 | 0.81 | 5 | 1.05 | 5 | 250 | 122 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.16 | 0.20 | 2.23 | 2.43 | (0.26 | ) | — | — | (0.26 | ) | 27.33 | 9.69 | 0.82 | 0.81 | 0.77 | 264 | 249 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Alpha Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.60 | 0.04 | 0.41 | 0.45 | — | — | — | — | 14.05 | 3.31 | 4 | 1.06 | 5 | 1.02 | 5 | 0.56 | 5 | 1 | 47 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 16.21 | 0.08 | 1.17 | 1.25 | (0.08 | ) | (3.78 | ) | — | (3.86 | ) | 13.60 | 8.00 | 1.06 | 1.02 | 0.52 | 1 | 109 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.62 | 0.04 | 0.41 | 0.45 | — | — | — | — | 14.07 | 3.30 | 4 | 1.01 | 5 | 0.97 | 5 | 0.60 | 5 | 726 | 47 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 16.22 | 0.08 | 1.19 | 1.27 | (0.09 | ) | (3.78 | ) | — | (3.87 | ) | 13.62 | 8.12 | 1.01 | 0.97 | 0.55 | 780 | 109 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Asset Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.75 | 0.02 | 4 | 0.10 | 0.12 | — | — | — | — | 15.87 | 0.76 | 5 | 0.62 | 6,7 | 0.61 | 6,7 | 0.22 | 4,6 | 225 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.22 | 0.17 | 4 | 0.60 | 0.77 | (0.17 | ) | (0.07 | ) | — | (0.24 | ) | 15.75 | 5.05 | 0.62 | 7 | 0.61 | 7 | 1.11 | 4 | 227 | 7 | |||||||||||||||||||||||||||||||||||||||||
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 | ) | — | 8 | — | (0.17 | ) | 11.01 | 12.06 | 0.62 | 7 | 0.62 | 7 | 1.53 | 4 | 216 | 3 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.75 | — | 4 | 0.11 | 0.11 | — | — | — | — | 15.86 | 0.70 | 5 | 0.77 | 6,7 | 0.76 | 6,7 | 0.04 | 4,6 | 1,246 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.22 | 0.14 | 4 | 0.61 | 0.75 | (0.15 | ) | (0.07 | ) | — | (0.22 | ) | 15.75 | 4.89 | 0.77 | 7 | 0.76 | 7 | 0.90 | 4 | 1,320 | 7 | |||||||||||||||||||||||||||||||||||||||||
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 | ) | — | 8 | — | (0.15 | ) | 11.01 | 11.90 | 0.77 | 7 | 0.77 | 7 | 1.42 | 4 | 1,420 | 3 | |||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.75 | 0.04 | 4 | 0.10 | 0.14 | — | — | — | — | 15.89 | 0.89 | 5 | 0.27 | 6,7 | 0.26 | 6,7 | 0.54 | 4,6 | 147 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.22 | 0.21 | 4 | 0.61 | 0.82 | (0.22 | ) | (0.07 | ) | — | (0.29 | ) | 15.75 | 5.40 | 0.27 | 7 | 0.26 | 7 | 1.37 | 4 | 156 | 7 | |||||||||||||||||||||||||||||||||||||||||
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 | ) | — | 8 | — | (0.20 | ) | 11.00 | 12.54 | 0.27 | 7 | 0.27 | 7 | 1.96 | 4 | 153 | 3 | |||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 expense indirectly incurred from the underlying fund held by the portfolio. The expense ratio of the underlying fund held by the portfolio was 0.30% for the period 6-30-2015 and 0.31% for all other periods presented. 8. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Global Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.86 | — | 4,5 | 1.25 | 1.25 | — | — | — | — | 17.11 | 7.88 | 6 | �� | 0.63 | 7,8 | 0.55 | 7,8 | (0.04 | )4,8 | 11 | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.68 | 0.15 | 4 | 0.16 | 0.31 | (0.13 | ) | — | — | (0.13 | ) | 15.86 | 1.96 | 0.63 | 7 | 0.58 | 7 | 0.97 | 4 | 8 | 13 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.29 | 0.16 | 4 | 3.36 | 3.52 | (0.13 | ) | — | — | (0.13 | ) | 15.68 | 28.63 | 0.64 | 7 | 0.63 | 7 | 1.17 | 4 | 5 | 2 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.11 | 0.07 | 4 | 2.17 | 2.24 | (0.06 | ) | — | — | (0.06 | ) | 12.29 | 22.13 | 0.64 | 7 | 0.64 | 7 | 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 | 7 | 0.64 | 7 | 2.01 | 4 | 2 | 7 | |||||||||||||||||||||||||||||||||||||||
12-31-201010 | 11.27 | 0.05 | 4 | 0.04 | 0.09 | (0.11 | ) | — | — | (0.11 | ) | 11.25 | 0.81 | 6 | 0.61 | 7,8 | 0.61 | 7,8 | 4.18 | 4,8 | — | 11 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.83 | (0.02 | )4 | 1.25 | 1.23 | — | — | — | — | 17.06 | 7.77 | 6 | 0.78 | 7,8 | 0.70 | 7,8 | (0.26 | )4,8 | 205 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.65 | 0.10 | 4 | 0.19 | 0.29 | (0.11 | ) | �� | — | — | (0.11 | ) | 15.83 | 1.82 | 0.78 | 7 | 0.74 | 7 | 0.62 | 4 | 203 | 13 | |||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.27 | 0.11 | 4 | 3.38 | 3.49 | (0.11 | ) | — | — | (0.11 | ) | 15.65 | 28.43 | 0.79 | 7 | 0.78 | 7 | 0.77 | 4 | 233 | 2 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.09 | 0.04 | 4 | 2.18 | 2.22 | (0.04 | ) | — | — | (0.04 | ) | 12.27 | 22.00 | 0.79 | 7 | 0.79 | 7 | 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 | 7 | 0.79 | 7 | 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 | 7 | 0.78 | 7 | 0.91 | 4 | 199 | 8 | ||||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.82 | 0.02 | 4 | 1.26 | 1.28 | — | — | — | — | 17.10 | 8.09 | 6 | 0.28 | 7 | 0.20 | 7 | 0.23 | 4 | 34 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.64 | 0.18 | 4 | 0.18 | 0.36 | (0.18 | ) | — | — | (0.18 | ) | 15.82 | 2.31 | 0.28 | 7 | 0.24 | 7 | 1.12 | 4 | 36 | 13 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.25 | 0.24 | 4 | 3.33 | 3.57 | (0.18 | ) | — | — | (0.18 | ) | 15.64 | 29.12 | 0.29 | 7 | 0.28 | 7 | 1.68 | 4 | 40 | 2 | 9 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.08 | 0.10 | 4 | 2.17 | 2.27 | (0.10 | ) | — | — | (0.10 | ) | 12.25 | 22.49 | 0.29 | 7 | 0.29 | 7 | 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 | 7 | 0.29 | 7 | 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 | 7 | 0.28 | 7 | 1.60 | 4 | 3 | 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 6-30-15. 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 expenses indirectly incurred from underlying fund held by the portfolio. The expense ratios of the underlying fund held by the portfolio were as follows: 0.55%, 0.55%, 0.56%, 0.55%, 0.56% and 0.61% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11 and 12-31-10, respectively. 8. Annualized. 9. Excludes merger activity. 10. The inception date for Series I shares is 11-5-10. 11. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
American Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.07 | (0.04 | )4 | 1.40 | 1.36 | — | — | — | — | 25.43 | 5.65 | 5 | 0.62 | 6,7 | 0.61 | 6,7 | (0.31 | )4,7 | 125 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 22.44 | 0.20 | 4 | 1.63 | 1.83 | (0.20 | ) | — | — | (0.20 | ) | 24.07 | 8.13 | 0.62 | 6 | 0.61 | 6 | 0.85 | 4 | 118 | 7 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 23.99 | (0.06 | )4 | 1.40 | 1.34 | — | — | — | — | 25.33 | 5.59 | 5 | 0.77 | 6,7 | 0.76 | 6,7 | (0.48 | )4,7 | 771 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 22.37 | 0.14 | 4 | 1.64 | 1.78 | (0.16 | ) | — | — | (0.16 | ) | 23.99 | 7.96 | 0.77 | 6 | 0.76 | 6 | 0.63 | 4 | 804 | 7 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 23.98 | — | 4, 8 | 1.40 | 1.40 | — | — | — | — | 25.38 | 5.84 | 5 | 0.27 | 6,7 | 0.26 | 6,7 | 0.02 | 4,7 | 101,802 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 22.36 | 0.26 | 4 | 1.64 | 1.90 | (0.28 | ) | — | — | (0.28 | ) | 23.98 | 8.47 | 0.27 | 6 | 0.26 | 6 | 1.14 | 4 | 106 | 7 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 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: 0.35% ,0.35%, 0.35%, 0.34%, 0.34% and 0.34% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11 and 12-31-10, respectively. 7. Annualized. 8. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American Growth-Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.00 | — | 4,5 | 0.67 | 0.67 | — | — | — | — | 24.67 | 2.79 | 6 | 0.62 | 7,8 | 0.61 | 7,8 | (0.03 | )4,8 | 260 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.96 | 0.21 | 4 | 2.04 | 2.25 | (0.21 | ) | — | — | (0.21 | ) | 24.00 | 10.25 | 0.62 | 7 | 0.61 | 7 | 0.90 | 4 | 267 | 6 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 23.96 | (0.02 | )4 | 0.67 | 0.65 | — | — | — | — | 24.61 | 2.71 | 6 | 0.77 | 7,8 | 0.76 | 7,8 | (0.18 | )4,8 | 690 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.92 | 0.16 | 4 | 2.06 | 2.22 | (0.18 | ) | — | — | (0.18 | ) | 23.96 | 10.12 | 0.77 | 7 | 0.76 | 7 | 0.68 | 4 | 730 | 6 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 23.96 | 0.04 | 4 | 0.67 | 0.71 | — | — | — | — | 24.67 | 2.96 | 6 | 0.27 | 7,8 | 0.26 | 7,8 | 0.32 | 4,8 | 238 | 9 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.92 | 0.27 | 4 | 2.07 | 2.34 | (0.30 | ) | — | — | (0.30 | ) | 23.96 | 10.64 | 0.27 | 7 | 0.26 | 7 | 1.19 | 4 | 252 | 6 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 $0.005 per share. 6. Not annualized. 7. Ratios do not include expense indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.29%, 0.29%, 0.29%, 0.28%, 0.29% and 0.29% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11 and 12-31-10, respectively. 8. Annualized. 9. Excludes merger activity. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.45 | 0.01 | 4 | 0.96 | 0.97 | — | — | — | — | 19.42 | 5.26 | 5 | 0.62 | 6,7 | 0.62 | 6,7 | 0.12 | 4,7 | 96 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 19.23 | 0.21 | 4 | (0.79 | ) | (0.58 | ) | (0.20 | ) | — | — | (0.20 | ) | 18.45 | (3.05 | ) | 0.62 | 6 | 0.62 | 6 | 1.08 | 4 | 89 | 6 | |||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.44 | (0.01 | )4 | 0.96 | 0.95 | — | — | — | — | 19.39 | 5.15 | 5 | 0.77 | 6,7 | 0.77 | 6,7 | (0.07 | )4,7 | 446 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 19.21 | 0.15 | 4 | (0.75 | ) | (0.60 | ) | (0.17 | ) | — | — | (0.17 | ) | 18.44 | (3.15 | ) | 0.77 | 6 | 0.77 | 6 | 0.79 | 4 | 468 | 6 | |||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.40 | 0.04 | 4 | 0.96 | 1.00 | — | — | — | — | 19.40 | 5.43 | 5 | 0.27 | 6 | 0.27 | 6,7 | 0.43 | 4,7 | 48 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 19.17 | 0.26 | 4 | (0.77 | ) | (0.51 | ) | (0.26 | ) | — | — | (0.26 | ) | 18.40 | (2.66 | ) | 0.27 | 6 | 0.27 | 6 | 1.33 | 4 | 50 | 6 | |||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 the underlying fund by the portfolio. The ratios of the underlying fund held by the portfolio were as follows: 0.54%, 0.54%, 0.54%, 0.53%, 0.53% and 0.53% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11 and 12-31-10, respectively. 7. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
American New World Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.22 | 0.01 | 4 | 0.49 | 0.50 | — | — | — | — | 13.72 | 3.78 | 5 | 0.67 | 6,7 | 0.67 | 6,7 | 0.11 | 4,7 | 22 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.89 | 0.10 | 4 | (1.28 | ) | (1.18 | ) | (0.08 | ) | (0.41 | ) | — | (0.49 | ) | 13.22 | (8.21 | ) | 0.67 | 6 | 0.66 | 6 | 0.68 | 4 | 16 | 20 | ||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.21 | (0.01 | )4 | 0.50 | 0.49 | — | — | — | — | 13.70 | 3.71 | 5 | 0.82 | 6,7 | 0.82 | 6,7 | (0.12 | )4,7 | 51 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.88 | 0.05 | 4 | (1.25 | ) | (1.20 | ) | (0.06 | ) | (0.41 | ) | — | (0.46 | ) | 13.21 | (8.37 | ) | 0.82 | 6 | 0.81 | 6 | 0.37 | 4 | 53 | 20 | ||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
SERIES III | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.18 | 0.02 | 4 | 0.51 | 0.53 | — | — | — | — | 13.71 | 4.02 | 5 | 0.32 | 6,7 | 0.32 | 6,7 | 0.36 | 4,7 | 2 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.86 | 0.13 | 4 | (1.27 | ) | (1.14 | ) | (0.13 | ) | (0.41 | ) | — | (0.54 | ) | 13.18 | (7.95 | ) | 0.32 | 6 | 0.31 | 6 | 0.91 | 4 | 2 | 20 | ||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 the underlying fund held by the portfolio. The expense ratios of the underlying fund held by the portfolio were as follows: 0.78%, 0.78%, 0.79%, 0.78%, 0.80% and 0.80% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11 and 12-31-10, respectively. 7. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 35.88 | 0.03 | 2.29 | 2.32 | — | — | — | — | 38.20 | 6.47 | 4 | 0.86 | 5 | 0.83 | 5 | 0.16 | 5 | 315 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 34.23 | (0.04 | ) | 3.12 | 3.08 | — | (1.43 | ) | — | (1.43 | ) | 35.88 | 9.07 | 0.86 | 0.83 | (0.12 | ) | 313 | 26 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 35.50 | (0.01 | ) | 2.26 | 2.25 | — | — | — | — | 37.75 | 6.34 | 4 | 1.06 | 5 | 1.03 | 5 | (0.04 | )5 | 137 | 16 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 33.94 | (0.11 | ) | 3.10 | 2.99 | — | (1.43 | ) | — | (1.43 | ) | 35.50 | 8.88 | 1.06 | 1.03 | (0.32 | ) | 132 | 26 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 35.86 | 0.04 | 2.29 | 2.33 | — | — | — | — | 38.19 | 6.50 | 4 | 0.81 | 5 | 0.78 | 5 | 0.21 | 5 | 1,296 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 34.20 | (0.02 | ) | 3.11 | 3.09 | — | (1.43 | ) | — | (1.43 | ) | 35.86 | 9.11 | 0.81 | 0.78 | (0.07 | ) | 1,314 | 26 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Capital Appreciation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.47 | 0.01 | 1.34 | 1.35 | — | — | — | — | 16.82 | 8.73 | 5 | 0.78 | 6 | 0.78 | 6 | 0.08 | 6 | 199 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.78 | — | 4 | 1.50 | 1.50 | (0.01 | ) | (1.80 | ) | — | (1.81 | ) | 15.47 | 9.65 | 0.78 | 0.78 | (0.01 | ) | 196 | 33 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.22 | (0.01 | ) | 1.32 | 1.31 | — | — | — | — | 16.53 | 8.61 | 5 | 0.98 | 6 | 0.98 | 6 | (0.12 | )6 | 71 | 14 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.57 | (0.03 | ) | �� | 1.48 | 1.45 | — | (1.80 | ) | — | (1.80 | ) | 15.22 | 9.47 | 0.98 | 0.98 | (0.21 | ) | 73 | 33 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.48 | 0.01 | 1.35 | 1.36 | — | — | — | — | 16.84 | 8.79 | 5 | 0.73 | 6 | 0.73 | 6 | 0.13 | 6 | 740 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.79 | 0.01 | 1.49 | 1.50 | (0.01 | ) | (1.80 | ) | — | (1.81 | ) | 15.48 | 9.68 | 0.73 | 0.73 | 0.04 | 764 | 33 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.78 | 0.07 | 0.40 | 0.47 | — | — | — | — | 13.25 | 3.68 | 4 | 0.91 | 5 | 0.86 | 5 | 1.01 | 5 | 4 | 41 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.02 | 0.15 | 1.38 | 1.53 | (0.18 | ) | (1.59 | ) | — | (1.77 | ) | 12.78 | 12.22 | 0.91 | 0.87 | 1.18 | 4 | 69 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.75 | 0.05 | 0.41 | 0.46 | — | — | — | — | 13.21 | 3.61 | 4 | 1.11 | 5 | 1.06 | 5 | 0.81 | 5 | 328 | 41 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.99 | 0.13 | 1.37 | 1.50 | (0.15 | ) | (1.59 | ) | — | (1.74 | ) | 12.75 | 12.04 | 1.11 | 1.07 | 0.98 | 332 | 69 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.76 | 0.07 | 0.40 | 0.47 | — | — | — | — | 13.23 | 3.68 | 4 | 0.86 | 5 | 0.81 | 5 | 1.07 | 5 | 39 | 41 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.00 | 0.16 | 1.38 | 1.54 | (0.19 | ) | (1.59 | ) | — | (1.78 | ) | 12.76 | 12.38 | 0.86 | 0.82 | 1.22 | 32 | 69 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Core Strategy Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.95 | (0.01 | )4 | 0.31 | 0.30 | — | — | — | — | 15.25 | 2.01 | 5 | 0.11 | 6,7 | 0.11 | 6,7 | (0.10 | )4,7 | 130 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.48 | 0.29 | 4 | 0.60 | 0.89 | (0.30 | ) | (0.12 | ) | — | (0.42 | ) | 14.95 | 6.11 | 0.11 | 6 | 0.11 | 6 | 1.92 | 4 | 135 | 5 | |||||||||||||||||||||||||||||||||||||||||
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 | 8 | ||||||||||||||||||||||||||||||||||||||||
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 | — | 9 | 110 | 10 | |||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.66 | 0.42 | 4 | (0.39 | ) | 0.03 | (0.29 | ) | — | 11 | — | (0.29 | ) | 12.40 | 0.21 | 0.12 | 6 | 0.11 | 6 | 3.34 | 4 | — | 9 | 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 | — | 9 | 15 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.01 | (0.02 | )4 | 0.30 | 0.28 | — | — | — | — | 15.29 | 1.87 | 5 | 0.31 | 6,7 | 0.31 | 6,7 | (0.30 | )4,7 | 3,587 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.54 | 0.26 | 4 | 0.60 | 0.86 | (0.27 | ) | (0.12 | ) | — | (0.39 | ) | 15.01 | 5.91 | 0.31 | 6 | 0.31 | 6 | 1.75 | 4 | 3,658 | 5 | |||||||||||||||||||||||||||||||||||||||||
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 | 8 | ||||||||||||||||||||||||||||||||||||||||
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 | 10 | ||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.70 | 0.25 | 4 | (0.25 | ) | — | 11 | (0.26 | ) | — | 11 | — | (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 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.96 | — | 4,11 | 0.31 | 0.31 | — | — | — | — | 15.27 | 2.07 | 5 | 0.06 | 6,7 | 0.06 | 6,7 | (0.05 | )4,7 | 159 | 1 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.49 | 0.32 | 4 | 0.58 | 0.90 | (0.31 | ) | (0.12 | ) | — | (0.43 | ) | 14.96 | 6.15 | 0.06 | 6 | 0.06 | 6 | 2.13 | 4 | 159 | 5 | |||||||||||||||||||||||||||||||||||||||||
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 | 8 | ||||||||||||||||||||||||||||||||||||||||
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 | 10 | ||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.67 | 0.35 | 4 | (0.33 | ) | 0.02 | (0.29 | ) | — | 11 | — | (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 | |||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 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: 0.53%–0.59%, 0.53%–0.59%, 0.50%–0.64%, 0.49%–0.59%, 0.48%–0.50% and 0.48%–0.50% based on the mix of underlying funds held by the portfolio for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11 and 12-31-10, respectively. 7. Annualized. 8. Excludes merger activity. 9. Less than $500,000. 10. 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. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Emerging Markets Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 8.91 | 0.08 | 0.01 | 0.09 | — | — | — | — | 9.00 | 1.01 | 4 | 1.08 | 5 | 1.08 | 5 | 1.83 | 5 | 3 | 10 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 9.92 | 0.17 | (0.65 | ) | (0.48 | ) | (0.18 | ) | (0.35 | ) | — | (0.53 | ) | 8.91 | (5.50 | ) | 1.13 | 1.12 | 1.68 | 3 | 17 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153,6 | 9.48 | 0.05 | (0.54 | ) | (0.49 | ) | — | — | — | — | 8.99 | (5.17 | )4 | 1.28 | 5 | 1.28 | 5 | 5.70 | 5 | —7 | 10 | 8 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 8.90 | 0.08 | 0.01 | 0.09 | — | — | — | — | 8.99 | 1.01 | 4 | 1.03 | 5 | 1.03 | 5 | 1.82 | 5 | 819 | 10 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 9.90 | 0.17 | (0.63 | ) | (0.46 | ) | (0.19 | ) | (0.35 | ) | — | (0.54 | ) | 8.90 | (5.36 | ) | 1.08 | 1.07 | 1.70 | 824 | 17 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. The inception date for Series II shares is 5-27-15. 7. Less than $500,000. 8. Portfolio turnover is shown for the period from 1-1-15 to 6-30-15. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Equity Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.16 | 0.17 | (0.49 | ) | (0.32 | ) | — | — | — | — | 18.84 | (1.67 | )4 | 0.86 | 5 | 0.83 | 5 | 1.84 | 5 | 299 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 19.82 | 0.36 | 1.09 | 1.45 | (0.35 | ) | (1.76 | ) | — | (2.11 | ) | 19.16 | 7.47 | 0.86 | 0.83 | 1.81 | 326 | 9 | |||||||||||||||||||||||||||||||||||||||||||||
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 | 6 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.10 | 0.15 | (0.49 | ) | (0.34 | ) | — | — | — | — | 18.76 | (1.78 | )4 | 1.06 | 5 | 1.03 | 5 | 1.63 | 5 | 155 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 19.77 | 0.32 | 1.09 | 1.41 | (0.32 | ) | (1.76 | ) | — | (2.08 | ) | 19.10 | 7.23 | 1.06 | 1.03 | 1.62 | 172 | 9 | |||||||||||||||||||||||||||||||||||||||||||||
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 | 6 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.10 | 0.18 | (0.50 | ) | (0.32 | ) | — | — | — | — | 18.78 | (1.68 | )4 | 0.81 | 5 | 0.78 | 5 | 1.88 | 5 | 1,391 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 19.76 | 0.37 | 1.09 | 1.46 | (0.36 | ) | (1.76 | ) | — | (2.12 | ) | 19.10 | 7.55 | 0.81 | 0.78 | 1.87 | 1,489 | 9 | |||||||||||||||||||||||||||||||||||||||||||||
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 | 6 | ||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 (%) | |||||||||||||||||||||||||||||||||||||||||||||||
Financial Industries Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.10 | 0.15 | 0.45 | 0.60 | — | — | — | — | 17.70 | 3.51 | 4 | 0.89 | 5 | 0.88 | 5 | 1.75 | 5 | 134 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.85 | 0.15 | 1.22 | 1.37 | (0.12 | ) | — | — | (0.12 | ) | 17.10 | 8.65 | 0.93 | 0.93 | 0.95 | 132 | 113 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.02 | 0.13 | 0.45 | 0.58 | — | — | — | — | 17.60 | 3.41 | 4 | 1.09 | 5 | 1.08 | 5 | 1.55 | 5 | 21 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.78 | 0.12 | 1.21 | 1.33 | (0.09 | ) | — | — | (0.09 | ) | 17.02 | 8.42 | 1.13 | 1.13 | 0.75 | 23 | 113 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.07 | 0.15 | 0.45 | 0.60 | — | — | — | — | 17.67 | 3.51 | 4 | 0.84 | 5 | 0.83 | 5 | 1.80 | 5 | 24 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.83 | 0.16 | 1.21 | 1.37 | (0.13 | ) | — | — | (0.13 | ) | 17.07 | 8.64 | 0.88 | 0.88 | 1.00 | 22 | 113 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.02 | (0.01 | )4 | 0.13 | 0.12 | — | — | — | — | 13.14 | 0.92 | 5 | 0.12 | 6 | 0.12 | 7,6 | (0.12 | )4,6 | 44 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.05 | 0.39 | 4 | 0.01 | 0.40 | (0.43 | ) | — | — | (0.43 | ) | 13.02 | 3.01 | 0.11 | 0.11 | 7 | 2.92 | 4 | 45 | 4 | |||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.04 | (0.02 | )4 | 0.12 | 0.10 | — | — | — | — | 13.14 | 0.77 | 5 | 0.32 | 6 | 0.32 | 7,6 | (0.32 | )4,6 | 1,101 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.07 | 0.37 | 4 | — | 9 | 0.37 | (0.40 | ) | — | — | (0.40 | ) | 13.04 | 2.81 | 0.31 | 0.31 | 7 | 2.76 | 4 | 1,169 | 4 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.01 | — | 4,9 | 0.13 | 0.13 | — | — | — | — | 13.14 | 1.00 | 5 | 0.07 | 6 | 0.07 | 7,6 | (0.07 | )4,6 | 47 | — | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.04 | 0.47 | 4 | (0.07 | ) | 0.40 | (0.43 | ) | — | — | (0.43 | ) | 13.01 | 3.06 | 0.06 | 0.06 | 7 | 3.46 | 4 | 43 | 4 | ||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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: 0.57%–0.93%, 0.84%–0.98%, 0.85%–0.97%, 0.85%–1.00%, 0.85%–1.03% and 0.85%–1.03% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11 and 12-31-10, 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 22.53 | 0.04 | 1.43 | 1.47 | — | — | — | — | 24.00 | 6.52 | 4 | 0.76 | 5 | 0.75 | 5 | 0.31 | 5 | 166 | 18 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 20.61 | 0.06 | 6 | 1.95 | 2.01 | (0.09 | ) | — | — | (0.09 | ) | 22.53 | 9.74 | 0.76 | 0.75 | 0.28 | 156 | 46 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 22.50 | 0.01 | 1.44 | 1.45 | — | — | — | — | 23.95 | 6.44 | 4 | 0.96 | 5 | 0.95 | 5 | 0.11 | 5 | 57 | 18 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 20.58 | 0.02 | 6 | 1.95 | 1.97 | (0.05 | ) | — | — | (0.05 | ) | 22.50 | 9.56 | 0.96 | 0.95 | 0.08 | 59 | 46 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 22.61 | 0.04 | 1.45 | 1.49 | — | — | — | — | 24.10 | 6.59 | 4 | 0.71 | 5 | 0.70 | 5 | 0.36 | 5 | 1,489 | 18 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 20.68 | 0.07 | 6 | 1.96 | 2.03 | (0.10 | ) | — | — | (0.10 | ) | 22.61 | 9.81 | 0.71 | 0.70 | 0.33 | 1,449 | 46 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per sharee and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.05 and 0.21% for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Fundamental Large Cap Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.52 | 0.11 | 0.35 | 0.46 | — | — | — | — | 17.98 | 2.63 | 4 | 0.71 | 5 | 0.70 | 5 | 1.21 | 5 | 605 | 5 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.94 | 0.17 | 1.52 | 1.69 | (0.11 | ) | — | — | (0.11 | ) | 17.52 | 10.61 | 0.71 | 0.70 | 1.03 | 621 | 29 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.64 | �� | 0.09 | 0.35 | 0.44 | — | — | — | — | 18.08 | 2.49 | 4 | 0.91 | 5 | 0.90 | 5 | 1.01 | 5 | 249 | 5 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 16.05 | 0.13 | 1.54 | 1.67 | (0.08 | ) | — | — | (0.08 | ) | 17.64 | 10.40 | 0.91 | 0.90 | 0.74 | 268 | 29 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.52 | 0.11 | 0.35 | 0.46 | — | — | — | — | 17.98 | 2.63 | 4 | 0.66 | 5 | 0.65 | 5 | 1.26 | 5 | 851 | 5 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.94 | 0.19 | 1.51 | 1.70 | (0.12 | ) | — | — | (0.12 | ) | 17.52 | 10.66 | 0.66 | 0.65 | 1.12 | 903 | 29 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Global Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.58 | 0.26 | 0.04 | 0.30 | — | — | — | — | 19.88 | 1.53 | 4 | 0.93 | 5 | 0.91 | 5 | 2.56 | 5 | 169 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 20.50 | 0.47 | 6 | (0.99 | ) | (0.52 | ) | (0.40 | ) | — | — | (0.40 | ) | 19.58 | (2.60 | ) | 0.95 | 0.94 | 2.27 | 6 | 180 | 17 | 7 | ||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.51 | 0.23 | 0.05 | 0.28 | — | — | — | — | 19.79 | 1.44 | 4 | 1.13 | 5 | 1.11 | 5 | 2.35 | 5 | 56 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 20.43 | 0.41 | 6 | (0.97 | ) | (0.56 | ) | (0.36 | ) | — | — | (0.36 | ) | 19.51 | (2.80 | ) | 1.15 | 1.14 | 1.97 | 6 | 62 | 17 | 7 | ||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.56 | 0.26 | 0.05 | 0.31 | — | — | — | — | 19.87 | 1.58 | 4 | 0.88 | 5 | 0.86 | 5 | 2.60 | 5 | 446 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 20.47 | 0.48 | 6 | (0.98 | ) | (0.50 | ) | (0.41 | ) | — | — | (0.41 | ) | 19.56 | (2.51 | ) | 0.90 | 0.89 | 2.31 | 6 | 474 | 17 | 7 | ||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 $0.08 and 0.37% for all series, respectively. 7. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Health Sciences Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 33.55 | 0.11 | 6.63 | 6.74 | — | — | — | — | 40.29 | 20.09 | 4 | 1.04 | 5 | 0.99 | 5 | 0.59 | 5 | 169 | 19 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 29.19 | (0.16 | ) | 8.98 | 8.82 | — | (4.46 | ) | — | (4.46 | ) | 33.55 | 31.83 | 1.07 | 1.02 | (0.51 | ) | 135 | 50 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 32.30 | 0.07 | 6.38 | 6.45 | — | — | — | — | 38.75 | 20.00 | 4 | 1.24 | 5 | 1.19 | 5 | 0.39 | 5 | 117 | 19 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 28.30 | (0.22 | ) | 8.68 | 8.46 | — | (4.46 | ) | — | (4.46 | ) | 32.30 | 31.54 | 1.27 | 1.22 | (0.71 | ) | 103 | 50 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 33.78 | 0.12 | 6.68 | 6.80 | — | — | — | — | 40.58 | 20.13 | 4 | 0.99 | 5 | 0.94 | 5 | 0.64 | 5 | 126 | 19 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 29.36 | (0.15 | ) | 9.03 | 8.88 | — | (4.46 | ) | — | (4.46 | ) | 33.78 | 31.85 | 1.02 | 0.97 | (0.46 | ) | 101 | 50 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Net investment income per share and the percentage of average net assets reflects special dividends recieved by the portfolio, which amounted to $0.08 and 0.60%, respectively. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 Core Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 10.52 | 0.19 | 0.52 | 0.71 | — | — | — | — | 11.23 | 6.75 | 4 | 1.02 | 5 | 1.01 | 5 | 3.42 | 5 | 46 | 25 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.70 | 0.39 | 6 | (1.15 | ) | (0.76 | ) | (0.42 | ) | — | — | (0.42 | ) | 10.52 | (6.70 | ) | 1.07 | 1.06 | 3.33 | 6 | 42 | 75 | |||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 10.61 | 0.18 | 0.52 | 0.70 | — | — | — | — | 11.31 | 6.60 | 4 | 1.22 | 5 | 1.21 | 5 | 3.25 | 5 | 19 | 25 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.80 | 0.38 | 6 | (1.17 | ) | (0.79 | ) | (0.40 | ) | — | — | (0.40 | ) | 10.61 | (6.91 | ) | 1.27 | 1.26 | 3.20 | 6 | 17 | 75 | |||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 10.48 | 0.19 | 0.52 | 0.71 | — | — | — | — | 11.19 | 6.77 | 4 | 0.97 | 5 | 0.96 | 5 | 3.37 | 5 | 607 | 25 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.67 | 0.40 | 6 | (1.16 | ) | (0.76 | ) | (0.43 | ) | — | — | (0.43 | ) | 10.48 | (6.75 | ) | 1.02 | 1.01 | 3.42 | 6 | 668 | 75 | |||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 $0.09 and 0.73% for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Equity Index Trust B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.85 | 0.28 | 0.43 | 0.71 | — | — | — | — | 16.56 | 4.48 | 4 | 0.64 | 5 | 0.39 | 5 | 3.33 | 5 | 297 | — | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.14 | 0.52 | 6 | (1.28 | ) | (0.76 | ) | (0.53 | ) | — | — | (0.53 | ) | 15.85 | (4.61 | ) | 0.62 | 0.39 | 3.03 | 6 | 277 | 3 | |||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20127 | 14.62 | 0.03 | 0.84 | 0.87 | (0.17 | ) | — | — | (0.17 | ) | 15.32 | 5.98 | 0.63 | 0.39 | 1.38 | 254 | 4 | 8,9 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.87 | 0.26 | 0.44 | 0.70 | — | — | — | — | 16.57 | 4.41 | 4 | 0.84 | 5 | 0.59 | 5 | 3.09 | 5 | 20 | — | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.16 | 0.50 | 6 | (1.30 | ) | (0.80 | ) | (0.49 | ) | — | — | (0.49 | ) | 15.87 | (4.80 | ) | 0.82 | 0.59 | 2.88 | 6 | 21 | 3 | |||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-20127 | 14.62 | 0.03 | 0.83 | 0.86 | (0.14 | ) | — | — | (0.14 | ) | 15.34 | 5.95 | 0.83 | �� | 0.59 | 1.17 | 29 | 4 | 8,9 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.84 | 0.28 | 0.44 | 0.72 | — | — | — | — | 16.56 | 4.55 | 4 | 0.59 | 5 | 0.34 | 5 | 3.37 | 5 | 342 | — | 10 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.13 | 0.54 | 6 | (1.29 | ) | (0.75 | ) | (0.54 | ) | — | — | (0.54 | ) | 15.84 | (4.57 | ) | 0.57 | 0.34 | 3.13 | 6 | 322 | 3 | |||||||||||||||||||||||||||||||||||||||||
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 | 8 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 $0.03 and 0.33% for all series, respectively. 7. The inception date for Series I and Series II shares is 11-5-12. 8. Excludes merger activity 9. Portfolio turnover is shown for the period from 1-1-12 to 12-31-12. 10. Less than 1%. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | �� | Less distributions | Ratios to average net assets | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 Growth Stock Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 16.58 | 0.20 | 0.39 | 0.59 | — | — | — | — | 17.17 | 3.56 | 4 | 0.91 | 5 | 0.91 | 5 | 2.29 | 5 | 2 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 16.85 | 0.28 | (0.23 | ) | 0.05 | (0.32 | ) | — | — | (0.32 | ) | 16.58 | 0.20 | 0.97 | 0.97 | 1.65 | 2 | 23 | |||||||||||||||||||||||||||||||||||||||||||||
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 | 1.00 | 5 | 1.00 | 5 | (0.10 | )5 | 3 | 23 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 16.60 | 0.18 | 0.39 | 0.57 | — | — | — | — | 17.17 | 3.62 | 4 | 1.11 | 5 | 1.11 | 5 | 2.11 | 5 | 22 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 16.87 | 0.25 | (0.24 | ) | 0.01 | (0.28 | ) | — | — | (0.28 | ) | 16.60 | — | 1.17 | 1.17 | 1.44 | 21 | 23 | |||||||||||||||||||||||||||||||||||||||||||||
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 | 1.20 | 5 | (0.30 | )5 | 23 | 23 | 8 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 16.58 | 0.20 | 0.40 | 0.60 | — | — | — | — | 17.18 | 3.62 | 4 | 0.86 | 5 | 0.86 | 5 | 2.30 | 5 | 434 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 16.86 | 0.29 | (0.25 | ) | 0.04 | (0.32 | ) | — | — | (0.32 | ) | 16.58 | 0.19 | 0.92 | 0.92 | 1.70 | 479 | 23 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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. 8. Excludes merger activity. 9. Period from 9-6-10 (commencement of operations) to 12-31-10. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
International Small Company Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.58 | 0.14 | 0.99 | 1.13 | — | — | — | — | 12.71 | 9.76 | 4 | 1.12 | 5 | 1.11 | 5 | 2.27 | 5 | 40 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.61 | 0.18 | (1.04 | ) | (0.86 | ) | (0.17 | ) | — | — | (0.17 | ) | 11.58 | (6.89 | ) | 1.19 | 1.18 | 1.46 | 37 | 20 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.57 | 0.13 | 0.99 | 1.12 | — | — | — | — | 12.69 | 9.68 | 4 | 1.32 | 5 | 1.31 | 5 | 2.09 | 5 | 23 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.60 | 0.16 | (1.04 | ) | (0.88 | ) | (0.15 | ) | — | — | (0.15 | ) | 11.57 | (7.10 | ) | 1.39 | 1.38 | 1.26 | 21 | 20 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.57 | 0.14 | 1.00 | 1.14 | — | — | — | — | 12.71 | 9.85 | 4 | 1.07 | 5 | 1.06 | 5 | 2.35 | 5 | 54 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.60 | 0.18 | (1.03 | ) | (0.85 | ) | (0.18 | ) | — | — | (0.18 | ) | 11.57 | (6.85 | ) | 1.14 | 1.13 | 1.44 | 46 | 20 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
International Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.54 | 0.19 | 0.47 | 0.66 | — | — | — | — | 13.20 | 5.26 | 4 | 0.92 | 5 | 0.91 | 5 | 2.85 | 5 | 94 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.78 | 0.42 | 6 | (2.24 | ) | (1.82 | ) | (0.42 | ) | — | — | (0.42 | ) | 12.54 | (12.51 | ) | 0.97 | 0.96 | 2.91 | 6 | 95 | 34 | |||||||||||||||||||||||||||||||||||||||||
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 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.52 | 0.18 | 0.46 | 0.64 | — | — | — | — | 13.16 | 5.11 | 4 | 1.12 | 5 | 1.11 | 5 | 2.67 | 5 | 73 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.75 | 0.40 | 6 | (2.24 | ) | (1.84 | ) | (0.39 | ) | — | — | (0.39 | ) | 12.52 | (12.65 | ) | 1.17 | 1.16 | 2.74 | 6 | 74 | 34 | |||||||||||||||||||||||||||||||||||||||||
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 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.45 | 0.19 | 0.47 | 0.66 | — | — | — | — | 13.11 | 5.30 | 4 | 0.87 | 6 | 0.86 | 5 | 2.88 | 5 | 790 | 8 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.68 | 0.43 | 6 | (2.24 | ) | (1.81 | ) | (0.42 | ) | — | — | (0.42 | ) | 12.45 | (12.48 | ) | 0.92 | 0.91 | 2.95 | 6 | 868 | 34 | |||||||||||||||||||||||||||||||||||||||||
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 | 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 6-30-15. 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 $0.09 and 0.65% for all series, respectively. 7. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Aggressive PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.78 | — | 4,5 | 0.33 | 0.33 | — | — | — | — | 13.11 | 2.58 | 6 | 0.43 | 7,8 | 0.22 | 8,7 | — | 5,7,9 | 3 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.74 | 0.23 | 5 | 0.47 | 0.70 | (0.23 | ) | (0.43 | ) | — | (0.66 | ) | 12.78 | 5.42 | 0.61 | 8 | 0.19 | 8 | 1.79 | 5 | 2 | 38 | |||||||||||||||||||||||||||||||||||||||||
12-31-201310 | 12.50 | 0.13 | 5 | 0.36 | 0.49 | (0.12 | ) | — | (0.13 | ) | (0.25 | ) | 12.74 | 3.91 | 6 | 79.52 | 7,8 | 0.22 | 7,8 | 1.02 | 5,7 | 104 | — | 11 | |||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.78 | (0.01 | )5 | 0.33 | 0.32 | — | — | — | — | 13.10 | 2.50 | 6 | 0.63 | 7,8 | 0.42 | 8,7 | (0.22 | )5,7 | 19 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.74 | 0.23 | 5 | 0.44 | 0.67 | (0.20 | ) | (0.43 | ) | — | (0.63 | ) | 12.78 | 5.21 | 0.81 | 8 | 0.39 | 8 | 1.77 | 5 | 19 | 38 | |||||||||||||||||||||||||||||||||||||||||
12-31-201310 | 12.50 | 0.12 | 5 | 0.36 | 0.48 | (0.11 | ) | — | (0.13 | ) | (0.24 | ) | 12.74 | 3.85 | 6 | 79.72 | 7,8 | 0.42 | 7,8 | 0.97 | 5,7 | 127 | — | 11 | |||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.78 | — | 4,5 | 0.33 | 0.33 | — | — | — | — | 13.11 | 2.58 | 6 | 0.38 | 7,8 | 0.17 | 8,7 | 0.05 | 5,7 | 1 | 12 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.74 | 0.42 | 5 | 0.28 | 0.70 | (0.23 | ) | (0.43 | ) | — | (0.66 | ) | 12.78 | 5.47 | 0.56 | 8 | 0.14 | 8 | 3.16 | 5 | 1 | 38 | |||||||||||||||||||||||||||||||||||||||||
12-31-201310 | 12.50 | 0.13 | 5 | 0.36 | 0.49 | (0.12 | ) | — | (0.13 | ) | (0.25 | ) | 12.74 | 3.92 | 6 | 79.47 | 7,8 | 0.17 | 7,8 | 1.02 | 5,7 | 104 | — | 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 6-30-15. Unaudited. 4. Less than $0.005 per share. 5. Recognition of net investment income by the portfolio is affected by the timing and frequency of the declaration of dividends by the underlying funds in which the portfolio invests. 6. Not annualized. 7. Annualized. 8. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds held by the portfolio. The range of expense ratios of the underlying funds held by the portfolio was as follows: 0.09%–0.53%, 0.53%–0.53%, and 0.10%–0.50% for the periods ended 6-30-15, 12-31-14 and 12-31-13, respectively. 9. Less than 0.005%. 10. Period from 11-1-13 (commencement of operations) to 12-31-13. 11. Less than 1%. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 Balanced PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.18 | (0.01 | )4 | 0.22 | 0.21 | — | — | — | — | 14.39 | 1.48 | 5 | 0.11 | 6,7 | 0.11 | 6,7 | (0.11 | )4,7 | 29 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.95 | 0.42 | 4 | 0.41 | 0.83 | (0.34 | ) | (0.26 | ) | — | (0.60 | ) | 14.18 | 5.96 | 0.12 | 6 | 0.11 | 6 | 2.95 | 4 | 28 | 27 | |||||||||||||||||||||||||||||||||||||||||
12-31-20138 | 13.99 | 0.16 | 4 | 0.09 | 0.25 | (0.26 | ) | (0.03 | ) | — | (0.29 | ) | 13.95 | 1.77 | 5 | 0.14 | 6,7 | 0.12 | 6,7 | 1.12 | 4,5 | — | 9 | 37 | 10 | ||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.21 | (0.02 | )4 | 0.21 | 0.19 | — | — | — | — | 14.40 | 1.34 | 5 | 0.31 | 6,7 | 0.31 | 6,7 | (0.31 | )4,7 | 947 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.98 | 0.35 | 4 | 0.45 | 0.80 | (0.31 | ) | (0.26 | ) | — | (0.57 | ) | 14.21 | 5.74 | 0.32 | 6 | 0.31 | 6 | 2.48 | 4 | 932 | 27 | |||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.92 | 0.25 | 4 | 1.38 | 1.63 | (0.23 | ) | (0.34 | ) | — | (0.57 | ) | 13.98 | 12.68 | 0.35 | 6 | 0.34 | 6 | 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 | 6,11 | 0.40 | 6 | 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 | 6,7 | 0.40 | 6,7 | 3.12 | 4,7 | 71 | 1 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.17 | — | 4,14 | 0.21 | 0.21 | — | — | — | — | 14.38 | 1.48 | 5 | 0.06 | 6,7 | 0.06 | 6,7 | (0.06 | )4,7 | 37 | 3 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.95 | 0.47 | 4 | 0.36 | 0.83 | (0.35 | ) | (0.26 | ) | — | (0.61 | ) | 14.17 | 5.94 | 0.07 | 6 | 0.06 | 6 | 3.31 | 4 | 30 | 27 | |||||||||||||||||||||||||||||||||||||||||
12-31-20138 | 13.99 | 0.21 | 4 | 0.04 | 0.25 | (0.26 | ) | (0.03 | ) | — | (0.29 | ) | 13.95 | 1.82 | 5 | 0.10 | 6,7 | 0.08 | 6,7 | 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 6-30-15. 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: 0.53%–0.59%, 0.53%–0.59%, 0.50%–0.63%, 0.49%–1.10%, 0.73%–1.10% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, and 12-31-11, respectively. 7. Annualized. 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. 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 portfolio. 14. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Conservative PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.33 | (0.01 | )4 | 0.09 | 0.08 | — | — | — | — | 13.41 | 0.60 | 5 | 0.14 | 6,7 | 0.13 | 6,7 | (0.13 | )4,7 | 7 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.18 | 0.53 | 4 | 0.20 | 0.73 | (0.38 | ) | (0.20 | ) | — | (0.58 | ) | 13.33 | 5.55 | 0.15 | 6 | 0.13 | 6 | 3.96 | 4 | 8 | 56 | |||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.35 | (0.02 | )4 | 0.09 | 0.07 | — | — | — | — | 13.42 | 0.52 | 5 | 0.34 | 6,7 | 0.33 | 6,7 | (0.33 | )4,7 | 185 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.19 | 0.40 | 4 | 0.31 | 0.71 | (0.35 | ) | (0.20 | ) | — | (0.55 | ) | 13.35 | 5.41 | 0.35 | 6 | 0.33 | 6 | 2.99 | 4 | 188 | 56 | |||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.15 | 0.23 | 4 | 0.28 | 0.51 | (0.25 | ) | (0.22 | ) | — | (0.47 | ) | 13.19 | 3.86 | 0.43 | 6 | 0.38 | 6 | 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 | 6 | 0.40 | 6 | 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 | 4,5 | 29 | 4 | |||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.33 | (0.01 | )4 | 0.09 | 0.08 | — | — | — | — | 13.41 | 0.60 | 5 | 0.09 | 6,7 | 0.08 | 6,7 | (0.08 | )4,7 | 1 | 6 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.17 | 0.60 | 4 | 0.15 | 0.75 | (0.39 | ) | (0.20 | ) | — | (0.59 | ) | 13.33 | 5.68 | 0.10 | 6 | 0.08 | 6 | 4.44 | — | 9 | 56 | |||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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: 0.53%–0.59%, 0.53%–0.59%, 0.50%–0.63%, 0.49%–1.10%, and 0.73%–1.10% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11, respectively. 7. Annualized. 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 $0.005 per share. 12. Period from 4-29-11 (commencement of operations) to 12-31-11. 13. The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the portfolio. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 Growth PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.85 | (0.01 | )4 | 0.30 | 0.29 | — | — | — | — | 15.14 | 1.95 | 5 | 0.11 | 6,7 | 0.11 | 6,7 | (0.10 | )4,7 | 41 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.51 | 0.39 | 4 | 0.51 | 0.90 | (0.32 | ) | (0.24 | ) | — | (0.56 | ) | 14.85 | 6.17 | 0.11 | 6 | 0.11 | 6 | 2.61 | 4 | 37 | 18 | |||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.86 | (0.02 | )4 | 0.30 | 0.28 | — | — | — | — | 15.14 | 1.88 | 5 | 0.31 | 6,7 | 0.31 | 6,7 | (0.30 | )4,7 | 1,985 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.53 | 0.34 | 4 | 0.52 | 0.86 | (0.29 | ) | (0.24 | ) | — | (0.53 | ) | 14.86 | 5.88 | 0.31 | 6 | 0.31 | 6 | 2.31 | 4 | 1,873 | 18 | |||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.75 | 0.23 | 4 | 2.16 | 2.39 | (0.17 | ) | (0.44 | ) | — | (0.61 | ) | 14.53 | 18.86 | 0.34 | 6 | 0.34 | 6 | 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 | 6 | 0.39 | 6 | 0.75 | 4 | 175 | 45 | 11 | ||||||||||||||||||||||||||||||||||||||||
12-31-201112 | 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 | 4,7 | 94 | 8 | ||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.84 | — | 4,13 | 0.30 | 0.30 | — | — | — | — | 15.14 | 2.02 | 5 | 0.06 | 6,7 | 0.06 | 6,7 | (0.06 | )4,7 | 21 | 2 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.50 | 0.75 | 4 | 0.16 | 0.91 | (0.33 | ) | (0.24 | ) | — | (0.57 | ) | 14.84 | 6.22 | 0.06 | 6 | 0.06 | 6 | 5.02 | 4 | 12 | 18 | |||||||||||||||||||||||||||||||||||||||||
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 | — | 14 | 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 6-30-15. 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: 0.53%–0.59%, 0.53%–0.59%, 0.50%–0.63%, 0.49%–1.10%, and 0.73%–1.10% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, and 12-31-11, respectively. 7. Annualized. 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. 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. Period from 4-29-11 (commencement of operations) to 12-31-11. 13. Less than $0.005 per share. 14. Less than $500,000. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Moderate PS Series | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.95 | (0.01 | )4 | 0.17 | 0.16 | — | — | — | — | 14.11 | 1.15 | 5 | 0.13 | 6,8 | 0.12 | 6,8 | (0.12 | )4,6 | 8 | 4 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.82 | 0.43 | 4 | 0.38 | 0.81 | (0.36 | ) | (0.32 | ) | — | (0.68 | ) | 13.95 | 5.91 | 0.13 | 8 | 0.13 | 8 | 3.03 | 4 | 8 | 38 | |||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 13.95 | 0.18 | 4 | (0.01 | ) | 0.17 | (0.26 | ) | (0.04 | ) | — | (0.30 | ) | 13.82 | 1.23 | 5 | 0.21 | 6,8 | 0.12 | 6,8 | 1.34 | 4,6 | — | 9 | 36 | 10 | |||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.97 | (0.02 | )4 | 0.17 | 0.15 | — | — | — | — | 14.12 | 1.07 | 5 | 0.32 | 6,8 | 0.32 | 6,8 | (0.32 | )4,6 | 323 | 4 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.85 | 0.37 | 4 | 0.40 | 0.77 | (0.33 | ) | (0.32 | ) | — | (0.65 | ) | 13.97 | 5.61 | 0.33 | 8 | 0.33 | 8 | 2.64 | 4 | 323 | 38 | |||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.06 | 0.24 | 4 | 1.08 | 1.32 | (0.24 | ) | (0.29 | ) | — | (0.53 | ) | 13.85 | 10.12 | 0.40 | 8 | 0.38 | 8 | 1.75 | 4 | 92 | 36 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.04 | 0.15 | 4 | 1.00 | 1.15 | (0.12 | ) | (0.01 | ) | — | (0.13 | ) | 13.06 | 9.55 | 0.42 | 8 | 0.40 | 8 | 1.21 | 4 | 84 | 25 | |||||||||||||||||||||||||||||||||||||||||
12-31-201111 | 12.50 | 0.25 | 4 | (0.57 | )12 | (0.32 | ) | (0.09 | ) | (0.05 | ) | — | (0.14 | ) | 12.04 | (2.54 | )5 | 0.97 | 6,8 | 0.40 | 6,8 | 3.03 | 4,6 | 36 | — | 13 | |||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.94 | — | 4,14 | 0.17 | 0.17 | — | — | — | — | 14.11 | 1.22 | 5 | 0.08 | 6,8 | 0.07 | 6,8 | (0.07 | )4,6 | 5 | 4 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.82 | 0.83 | 4 | (0.02 | ) | 0.81 | (0.37 | ) | (0.32 | ) | — | (0.69 | ) | 13.94 | 5.88 | 0.08 | 8 | 0.08 | 8 | 5.89 | 4 | 3 | 38 | ||||||||||||||||||||||||||||||||||||||||
12-31-20137 | 13.95 | 0.22 | 4 | (0.04 | ) | 0.18 | (0.27 | ) | (0.04 | ) | — | (0.31 | ) | 13.82 | 1.28 | 5 | 0.16 | 6,8 | 0.08 | 6,8 | 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 6-30-15. 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: 0.53%–0.59%, 0.53%–0.59%, 0.50%–0.63%, 0.49%–1.10%, and 0.73%–1.10% for the periods ended 6-30-15, 12-31-14, 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. Period from 4-29-11 (commencement of operations) to 12-31-11. 12. 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. 13. Less than 1%. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Mid Cap Index Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 22.29 | 0.12 | 0.78 | 0.90 | — | — | — | — | 23.19 | 4.04 | 4 | 0.56 | 5 | 0.45 | 5 | 1.09 | 5 | 719 | 12 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.82 | 0.23 | 1.79 | 2.02 | (0.22 | ) | (1.33 | ) | — | (1.55 | ) | 22.29 | 9.35 | 0.56 | 0.46 | 1.05 | 679 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 22.22 | 0.10 | 0.77 | 0.87 | — | — | — | — | 23.09 | 3.92 | 4 | 0.76 | 5 | 0.65 | 5 | 0.88 | 5 | 71 | 12 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.76 | 0.19 | 1.77 | 1.96 | (0.17 | ) | (1.33 | ) | — | (1.50 | ) | 22.22 | 9.12 | 0.76 | 0.66 | 0.84 | 71 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 22.29 | 0.13 | 0.77 | 0.90 | — | — | — | — | 23.19 | 4.04 | 4 | 0.51 | 5 | 0.40 | 5 | 1.14 | 5 | 121 | 12 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.82 | 0.25 | 1.78 | 2.03 | (0.23 | ) | (1.33 | ) | — | (1.56 | ) | 22.29 | 9.40 | 0.51 | 0.41 | 1.11 | 106 | 14 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Mid Cap Stock Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.61 | (0.02 | ) | 1.67 | 1.65 | — | — | — | — | 20.26 | 8.87 | 4 | 0.92 | 5 | 0.91 | 5 | (0.19 | )5 | 190 | 38 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.07 | (0.08 | ) | 1.68 | 1.60 | (0.02 | ) | (4.04 | ) | — | (4.06 | ) | 18.61 | 8.02 | 0.92 | 0.91 | (0.37 | ) | 188 | 103 | |||||||||||||||||||||||||||||||||||||||||||
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 | — | 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 | — | — | — | 14.13 | 23.08 | 0.93 | 0.93 | (0.23 | ) | 221 | 115 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.99 | (0.04 | ) | 1.62 | 1.58 | — | — | — | — | 19.57 | 8.78 | 4 | 1.12 | 5 | 1.11 | 5 | (0.40 | )5 | 102 | 38 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 20.51 | (0.11 | ) | 1.63 | 1.52 | — | (4.04 | ) | — | (4.04 | ) | 17.99 | 7.82 | 1.12 | 1.11 | (0.58 | ) | 99 | 103 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.75 | (0.01 | ) | 1.68 | 1.67 | — | — | — | — | 20.42 | 8.91 | 4 | 0.87 | 5 | 0.86 | 5 | (0.14 | )5 | 552 | 38 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 21.19 | (0.07 | ) | 1.70 | 1.63 | (0.03 | ) | (4.04 | ) | — | (4.07 | ) | 18.75 | 8.12 | 0.87 | 0.86 | (0.32 | ) | 562 | 103 | |||||||||||||||||||||||||||||||||||||||||||
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 | — | — | — | 14.19 | 23.07 | 0.88 | 0.88 | (0.18 | ) | 466 | 115 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Mid Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.96 | 0.08 | 6 | 0.35 | 0.43 | — | — | — | — | 14.39 | 3.08 | 4 | 1.04 | 5 | 0.98 | 5 | 1.15 | 5,6 | 330 | 20 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.99 | 0.11 | 1.37 | 1.48 | (0.10 | ) | (1.41 | ) | — | (1.51 | ) | 13.96 | 10.60 | 1.04 | 0.98 | 0.77 | 347 | 32 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.97 | 0.07 | 6 | 0.34 | 0.41 | — | — | — | — | 14.38 | 2.93 | 4 | 1.24 | 5 | 1.18 | 5 | 0.95 | 5,6 | 70 | 20 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.00 | 0.08 | 1.38 | 1.46 | (0.08 | ) | (1.41 | ) | — | (1.49 | ) | 13.97 | 10.39 | 1.24 | 1.18 | 0.57 | 76 | 32 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.91 | 0.08 | 6 | 0.35 | 0.43 | — | — | — | — | 14.34 | 3.08 | 4 | 0.99 | 5 | 0.93 | 5 | 1.19 | 5,6 | 450 | 20 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.94 | 0.12 | 1.37 | 1.49 | (0.11 | ) | (1.41 | ) | — | (1.52 | ) | 13.91 | 10.70 | 0.99 | 0.93 | 0.82 | 481 | 32 | |||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 $0.02 and 0.14% for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Mutual Shares Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.02 | 0.14 | 0.18 | 0.32 | — | — | — | — | 14.34 | 2.28 | 4 | 1.05 | 5 | 1.05 | 5 | 2.02 | 5 | 189 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.75 | 0.37 | 6 | 0.63 | 1.00 | (0.47 | ) | (0.26 | ) | — | (0.73 | ) | 14.02 | 7.21 | 1.03 | 1.03 | 2.62 | 6 | 200 | 19 | |||||||||||||||||||||||||||||||||||||||||||
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 | 7 | 0.78 | 1.04 | (0.25 | ) | — | — | (0.25 | ) | 9.84 | 11.52 | 1.08 | 1.08 | 2.76 | 7 | 173 | 30 | ||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 14.02 | 0.15 | 0.17 | 0.32 | — | — | — | — | 14.34 | 2.28 | 4 | 1.00 | 5 | 1.00 | 5 | 2.07 | 5 | 398 | 13 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.74 | 0.38 | 6 | 0.64 | 1.02 | (0.48 | ) | (0.26 | ) | — | (0.74 | ) | 14.02 | 7.34 | 0.98 | 0.98 | 2.66 | 6 | 419 | 19 | |||||||||||||||||||||||||||||||||||||||||||
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 | 7 | 0.78 | 1.04 | (0.26 | ) | — | — | (0.26 | ) | 9.84 | 11.49 | 1.03 | 1.03 | 2.78 | 7 | 469 | 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 6-30-15. 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 $0.10 and 0.74% for all series, respectively. 7. Net investment income per share and the percentage of average net assets reflects special dividends received by the portfolio, which amounted to $0.11 and 1.22%, respectively. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.95 | 0.21 | (1.57 | ) | (1.36 | ) | — | — | — | — | 16.59 | (7.52 | )4 | 0.79 | 5 | 0.78 | 5 | 2.30 | 5 | 87 | 94 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.84 | 0.30 | 4.08 | 4.38 | (0.27 | ) | — | — | (0.27 | ) | 17.95 | 31.73 | 0.79 | 0.79 | 1.88 | 104 | 131 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.97 | 0.19 | (1.56 | ) | (1.37 | ) | — | — | — | — | 16.60 | (7.62 | )4 | 0.99 | 5 | 0.98 | 5 | 2.09 | 5 | 55 | 94 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.86 | 0.27 | 4.08 | 4.35 | (0.24 | ) | — | — | (0.24 | ) | 17.97 | 31.52 | 0.99 | 0.99 | 1.65 | 66 | 131 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.84 | 0.21 | (1.55 | ) | (1.34 | ) | — | — | — | — | 16.50 | (7.51 | )4 | 0.74 | 5 | 0.73 | 5 | 2.38 | 5 | 259 | 94 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.76 | 0.31 | 4.05 | 4.36 | (0.28 | ) | — | — | (0.28 | ) | 17.84 | 31.75 | 0.74 | 0.74 | 1.93 | 283 | 131 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Science & Technology Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 27.08 | (0.05 | ) | 1.26 | 1.21 | — | — | — | — | 28.29 | 4.47 | 4 | 1.11 | 5 | 1.07 | 5 | (0.35 | )5 | 432 | 59 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 24.73 | (0.07 | ) | 3.25 | 3.18 | — | (0.83 | ) | — | (0.83 | ) | 27.08 | 12.89 | 1.11 | 1.07 | (0.29 | ) | 420 | 100 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 26.48 | (0.08 | ) | 1.24 | 1.16 | — | — | — | — | 27.64 | 4.38 | 4 | 1.31 | 5 | 1.27 | 5 | (0.55 | )5 | 45 | 59 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 24.24 | (0.12 | ) | 3.19 | 3.07 | — | (0.83 | ) | — | (0.83 | ) | 26.48 | 12.70 | 1.31 | 1.27 | (0.49 | ) | 48 | 100 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 27.23 | (0.04 | ) | 1.27 | 1.23 | — | — | — | — | 28.46 | 4.52 | 4 | 1.06 | 5 | 1.02 | 5 | (0.31 | )5 | 28 | 59 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 24.85 | (0.06 | ) | 3.27 | 3.21 | — | (0.83 | ) | — | (0.83 | ) | 27.23 | 12.95 | 1.06 | 1.02 | (0.24 | ) | 23 | 100 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.68 | (0.02 | )6 | 0.68 | 0.66 | — | — | — | — | 12.34 | 5.65 | 4 | 1.13 | 5 | 1.12 | 5 | (0.33 | )5,6 | 117 | 44 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.82 | (0.10 | ) | 1.00 | 0.90 | — | (2.04 | ) | — | (2.04 | ) | 11.68 | 7.57 | 1.14 | 1.13 | (0.81 | ) | 117 | 83 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.33 | (0.03 | )6 | 0.66 | 0.63 | — | — | — | — | 11.96 | 5.56 | 4 | 1.33 | 5 | 1.32 | 5 | (0.54 | )5,6 | 38 | 44 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.52 | (0.12 | ) | 0.97 | 0.85 | — | (2.04 | ) | — | (2.04 | ) | 11.33 | 7.34 | 1.34 | 1.33 | (1.01 | ) | 35 | 83 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.76 | (0.02 | )6 | 0.69 | 0.67 | — | — | — | — | 12.43 | 5.70 | 4 | 1.08 | 5 | 1.07 | 5 | (0.28 | )5,6 | 343 | 44 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.89 | (0.09 | ) | 1.00 | 0.91 | — | (2.04 | ) | — | (2.04 | ) | 11.76 | 7.60 | 1.09 | 1.08 | (0.76 | ) | 350 | 83 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 $0.01 and 0.10% for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Index Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.40 | 0.09 | 0.63 | 0.72 | — | — | — | — | 16.12 | 4.68 | 4 | 0.57 | 5 | 0.52 | 5 | 1.10 | 5 | 313 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.83 | 0.14 | 0.55 | 0.69 | (0.14 | ) | (0.98 | ) | — | (1.12 | ) | 15.40 | 4.59 | 0.57 | 0.52 | 0.93 | 302 | 20 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.34 | 0.07 | 0.63 | 0.70 | — | — | — | — | 16.04 | 4.56 | 4 | 0.77 | 5 | 0.72 | 5 | 0.89 | 5 | 49 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.77 | 0.11 | 0.55 | 0.66 | (0.11 | ) | (0.98 | ) | — | (1.09 | ) | 15.34 | 4.41 | 0.77 | 0.72 | 0.72 | 52 | 20 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 15.42 | 0.09 | 0.63 | 0.72 | — | — | — | — | 16.14 | 4.67 | 4 | 0.52 | 5 | 0.47 | 5 | 1.15 | 5 | 103 | 14 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.84 | 0.15 | 0.56 | 0.71 | (0.15 | ) | (0.98 | ) | — | (1.13 | ) | 15.42 | 4.71 | 0.52 | 0.47 | 1.00 | 95 | 20 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 31.56 | 0.06 | 1.37 | 1.43 | — | — | — | — | 32.99 | 4.53 | 4 | 1.10 | 5 | 1.00 | 5 | 0.35 | 5 | 111 | 12 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 30.84 | 0.02 | 0.71 | 0.73 | (0.01 | ) | — | — | (0.01 | ) | 31.56 | 2.38 | 1.10 | 1.00 | 0.08 | 112 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | — | 6 | (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 | ||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 31.16 | 0.02 | 1.37 | 1.39 | — | — | — | — | 32.55 | 4.46 | 4 | 1.30 | 5 | 1.20 | 5 | 0.15 | 5 | 46 | 12 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 30.51 | (0.04 | ) | 0.69 | 0.65 | — | — | — | — | 31.16 | 2.13 | 1.30 | 1.20 | (0.12 | ) | 46 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 31.42 | 0.06 | 1.38 | 1.44 | — | — | — | — | 32.86 | 4.58 | 4 | 1.05 | 5 | 0.95 | 5 | 0.40 | 5 | 109 | 12 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 30.70 | 0.04 | 0.70 | 0.74 | (0.02 | ) | — | — | (0.02 | ) | 31.42 | 2.43 | 1.05 | 0.95 | 0.14 | 124 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Cap Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.61 | 0.08 | 4 | 1.16 | 1.24 | — | — | — | — | 25.85 | 5.04 | 5 | 1.12 | 6 | 1.11 | 6 | 0.63 | 4,6 | 353 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 26.09 | 0.16 | 7 | 1.55 | 1.71 | (0.16 | ) | (3.03 | ) | — | (3.19 | ) | 24.61 | 7.18 | 1.12 | 1.12 | 0.63 | 7 | 349 | 22 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.52 | 0.05 | 4 | 1.16 | 1.21 | — | — | — | — | 25.73 | 4.93 | 5 | 1.32 | 6 | 1.31 | 6 | 0.42 | 4,6 | 39 | 8 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 26.01 | 0.11 | 7 | 1.54 | 1.65 | (0.11 | ) | (3.03 | ) | — | (3.14 | ) | 24.52 | 6.96 | 1.32 | 1.32 | 0.43 | 7 | 43 | 22 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.56 | 0.09 | 4 | 1.15 | 1.24 | — | — | — | �� | — | 25.80 | 5.05 | 5 | 1.07 | 6 | 1.06 | 6 | 0.69 | 4,6 | 329 | 8 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 26.04 | 0.17 | 7 | 1.55 | 1.72 | (0.17 | ) | (3.03 | ) | — | (3.20 | ) | 24.56 | 7.25 | 1.07 | 1.07 | 0.68 | 7 | 330 | 22 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Net investment income per share and the percentage of average net assets reflect special dividends (unannualized) received by the portfolio, which amounted to $0.04 and 0.15%, for all series, respectively. 5. Not annualized. 6. Annualized. 7. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.06 and 0.22% for all series, respectively. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Small Company Growth Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 27.63 | (0.05 | )4 | 2.50 | 2.45 | — | — | — | — | 30.08 | 8.87 | 5 | 1.06 | 6 | 1.06 | 6 | (0.33 | )4,6 | 126 | 17 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.62 | (0.02 | )7 | 2.03 | 2.01 | — | — | — | — | 27.63 | 7.85 | 1.06 | 1.05 | (0.08 | )7 | 134 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | )8 | (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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 0.16% (unannualized) for all series, respectively. 5. Not annualized. 6. Annualized. 7. Net investment income per share and the percentage of average net assets reflect special dividends received by the portfolio, which amounted to $0.09 and 0.35%, respectively. 8. 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. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Small Company Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.72 | 0.13 | 6 | (0.02 | ) | 0.11 | — | — | — | — | 24.83 | 0.40 | 4 | 1.13 | 5 | 1.07 | 5,6 | 1.08 | 5 | 67 | 16 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.26 | 0.14 | (0.12 | ) | 0.02 | (0.01 | ) | (0.55 | ) | — | (0.56 | ) | 24.72 | 0.11 | 1.12 | 1.06 | 0.55 | 74 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.40 | 0.11 | 6 | (0.03 | ) | 0.08 | — | — | — | — | 24.48 | 0.29 | 4 | 1.33 | 5 | 1.27 | 5,6 | 0.88 | 5 | 55 | 16 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 24.99 | 0.08 | (0.12 | ) | (0.04 | ) | — | (0.55 | ) | — | (0.55 | ) | 24.40 | (0.12 | ) | 1.32 | 1.26 | 0.34 | 61 | 16 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 24.69 | 0.14 | 6 | (0.03 | ) | 0.11 | — | — | — | — | 24.80 | 0.45 | 4 | 1.08 | 5 | 1.02 | 5,6 | 1.14 | 5 | 214 | 16 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.22 | 0.15 | (0.12 | ) | 0.03 | (0.01 | ) | (0.55 | ) | — | (0.56 | ) | 24.69 | 0.14 | 1.07 | 1.01 | 0.60 | 224 | 16 | ||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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 $0.04 and 0.16% (unannualized) for all series, respectively. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Strategic Equity Allocation Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 17.14 | 0.19 | 0.30 | 0.49 | — | — | — | — | 17.63 | 2.86 | 4 | 0.66 | 5 | 0.53 | 5 | 2.19 | 5 | 10,749 | 4 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 16.85 | 0.33 | 0.75 | 1.08 | (0.32 | ) | (0.47 | ) | — | (0.79 | ) | 17.14 | 6.40 | 0.66 | 0.52 | 1.92 | 11,176 | 13 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.27 | 0.27 | 3.60 | 3.87 | (0.25 | ) | (0.04 | ) | — | (0.29 | ) | 16.85 | 29.23 | 0.66 | 0.50 | 1.77 | 11,162 | 19 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 12.50 | 0.20 | 0.70 | 0.90 | (0.13 | ) | — | — | (0.13 | ) | 13.27 | 7.26 | 4 | 0.67 | 5 | 0.49 | 5 | 2.22 | 5 | 8,003 | 10 | ||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Period from 4-16-12 (commencement of operations) to 12-31-12. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Total Stock Market Index Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.53 | 0.13 | 0.15 | 0.28 | — | — | — | — | 18.81 | 1.51 | 4 | 0.57 | 5 | 0.56 | 5 | 1.38 | 5 | 468 | 3 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.08 | 0.24 | 1.71 | 1.95 | (0.21 | ) | (0.29 | ) | — | (0.50 | ) | 18.53 | 11.47 | 0.57 | 0.56 | 1.38 | 465 | 5 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.48 | 0.11 | 0.15 | 0.26 | — | — | — | — | 18.74 | 1.41 | 4 | 0.77 | 5 | 0.76 | 5 | 1.18 | 5 | 40 | 3 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.03 | 0.21 | 1.71 | 1.92 | (0.18 | ) | (0.29 | ) | — | (0.47 | ) | 18.48 | 11.30 | 0.77 | 0.76 | 1.17 | 42 | 5 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 18.52 | 0.13 | 0.16 | 0.29 | — | — | — | — | 18.81 | 1.57 | 4 | 0.52 | 5 | 0.51 | 5 | 1.43 | 5 | 98 | 3 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.08 | 0.25 | 1.70 | 1.95 | (0.22 | ) | (0.29 | ) | — | (0.51 | ) | 18.52 | 11.46 | 0.52 | 0.51 | 1.43 | 95 | 5 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
U.S. Equity Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.39 | 0.24 | (0.28 | ) | (0.04 | ) | — | — | — | — | 19.35 | (0.21 | )4 | 0.84 | 5 | 0.83 | 5 | 2.42 | 5 | 129 | 27 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.71 | 0.22 | 1.73 | 1.95 | (0.27 | ) | — | — | (0.27 | ) | 19.39 | 11.03 | 0.84 | 0.83 | 1.21 | 138 | 55 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.39 | 0.22 | (0.28 | ) | (0.06 | ) | — | — | — | — | 19.33 | (0.31 | )4 | 1.04 | 5 | 1.03 | 5 | 2.24 | 5 | 7 | 27 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.72 | 0.19 | 1.72 | 1.91 | (0.24 | ) | — | — | (0.24 | ) | 19.39 | 10.76 | 1.04 | 1.03 | 1.01 | 8 | 55 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 19.40 | 0.24 | (0.28 | ) | (0.04 | ) | — | — | — | — | 19.36 | (0.21 | )4 | 0.79 | 5 | 0.78 | 5 | 2.47 | 5 | 632 | 27 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 17.72 | 0.23 | 1.73 | 1.96 | (0.28 | ) | — | — | (0.28 | ) | 19.40 | 11.07 | 0.79 | 0.78 | 1.26 | 676 | 55 | ||||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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. |
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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Utilities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 16.27 | 0.19 | (0.39 | ) | (0.20 | ) | — | — | — | — | 16.07 | (1.23 | )5 | 0.92 | 6 | 0.92 | 6 | 2.34 | 6 | 392 | 20 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.44 | 0.49 | 4 | 1.48 | 1.97 | (0.51 | ) | (0.63 | ) | — | (1.14 | ) | 16.27 | 12.59 | 0.93 | 0.92 | 2.93 | 4 | 441 | 53 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 16.14 | 0.17 | (0.39 | ) | (0.22 | ) | — | — | — | — | 15.92 | (1.36 | )5 | 1.12 | 6 | 1.12 | 6 | 2.13 | 6 | 20 | 20 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.32 | 0.46 | 4 | 1.47 | 1.93 | (0.48 | ) | (0.63 | ) | — | (1.11 | ) | 16.14 | 12.41 | 1.13 | 1.12 | 2.79 | 4 | 23 | 53 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 16.26 | 0.20 | (0.41 | ) | (0.21 | ) | — | — | — | — | 16.05 | (1.29 | )5 | 0.87 | 6 | 0.87 | 6 | 2.41 | 6 | 39 | 20 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 15.42 | 0.50 | 4 | 1.49 | 1.99 | (0.52 | ) | (0.63 | ) | — | (1.15 | ) | 16.26 | 12.72 | 0.88 | 0.87 | 2.98 | 4 | 40 | 53 | |||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Net investment income per share and the percentage of average net assets reflects special dividends received by the portfolio, which amounted to $0.09 and 0.52% for all series, respectively. 5. Not annualized. 6. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Value Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 25.74 | 0.07 | 1.32 | 1.39 | — | — | — | — | 27.13 | 5.40 | 4 | 0.78 | 5 | 0.77 | 5 | 0.53 | 5 | 607 | 11 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.95 | 0.14 | 2.39 | 2.53 | (0.12 | ) | (2.62 | ) | — | (2.74 | ) | 25.74 | 9.82 | 0.78 | 0.77 | 0.53 | 600 | 49 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 25.65 | 0.04 | 1.31 | 1.35 | — | — | — | — | 27.00 | 5.26 | 4 | 0.98 | 5 | 0.97 | 5 | 0.32 | 5 | 32 | 11 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.87 | 0.09 | 2.38 | 2.47 | (0.07 | ) | (2.62 | ) | — | (2.69 | ) | 25.65 | 9.61 | 0.98 | 0.97 | 0.33 | 33 | 49 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 25.71 | 0.08 | 1.31 | 1.39 | — | — | — | — | 27.10 | 5.41 | 4 | 0.73 | 5 | 0.72 | 5 | 0.59 | 5 | 34 | 11 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 25.92 | 0.15 | 2.39 | 2.54 | (0.13 | ) | (2.62 | ) | — | (2.75 | ) | 25.71 | 9.88 | 0.73 | 0.72 | 0.57 | 31 | 49 | |||||||||||||||||||||||||||||||||||||||||||||
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 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 98,607,804 | $ | 85,618,728 | $ | 12,846,265 | $ | 142,811 | |||||||||||
Consumer staples | 33,784,631 | 21,756,101 | 12,028,530 | — | |||||||||||||||
Energy | 36,449,540 | 34,373,750 | 2,075,790 | — | |||||||||||||||
Financials | 116,839,328 | 104,973,783 | 11,781,545 | 84,000 | |||||||||||||||
Health care | 130,038,518 | 120,926,600 | 9,111,918 | — | |||||||||||||||
Industrials | 101,672,593 | 92,084,494 | 9,588,099 | — | |||||||||||||||
Information technology | 130,300,963 | 115,957,295 | 14,343,668 | — | |||||||||||||||
Materials | 38,402,129 | 33,187,233 | 5,214,896 | — | |||||||||||||||
Telecommunication services | 3,115,354 | 2,465,949 | 649,405 | — | |||||||||||||||
Utilities | 7,314,042 | 6,431,376 | 882,666 | — | |||||||||||||||
Preferred securities | 15,229,120 | — | — | 15,229,120 | |||||||||||||||
Warrants | 854,504 | — | 854,504 | — | |||||||||||||||
Securities lending collateral | 18,682,753 | 18,682,753 | — | — | |||||||||||||||
Short-term investments | 13,400,000 | — | 13,400,000 | — | |||||||||||||||
Total investments in securities | $ | 744,691,279 | $ | 636,458,062 | $ | 92,777,286 | $ | 15,455,931 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Forward foreign currency contracts | ($70,354 | ) | — | ($70,354 | ) | — | |||||||||||||
Blue Chip Growth Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 408,995,641 | $ | 408,995,641 | — | — | |||||||||||||
Consumer staples | 47,524,090 | 47,524,090 | — | — | |||||||||||||||
Energy | 27,087,492 | 27,087,492 | — | — | |||||||||||||||
Financials | 121,204,218 | 121,204,218 | — | — | |||||||||||||||
Health care | 462,264,126 | 462,264,126 | — | — | |||||||||||||||
Industrials | 178,563,153 | 178,563,153 | — | — | |||||||||||||||
Information technology | 438,828,449 | 416,014,425 | $ | 22,814,024 | — | ||||||||||||||
Materials | 57,036,623 | 57,036,623 | — | — | |||||||||||||||
Securities lending collateral | 9,857,909 | 9,857,909 | — | — | |||||||||||||||
Short-term investments | 4,690,905 | 4,690,905 | — | — | |||||||||||||||
Total investments in securities | $ | 1,756,052,606 | $ | 1,733,238,582 | $ | 22,814,024 | — | ||||||||||||
Capital Appreciation Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 298,033,113 | $ | 269,627,297 | $ | 28,405,816 | — | ||||||||||||
Consumer staples | 29,337,100 | 29,337,100 | — | — | |||||||||||||||
Energy | 31,335,505 | 31,335,505 | — | — | |||||||||||||||
Financials | 33,044,056 | 33,044,056 | — | — | |||||||||||||||
Health care | 209,701,537 | 209,701,537 | — | — | |||||||||||||||
Industrials | 27,582,236 | 27,582,236 | — | — | |||||||||||||||
Information technology | 357,221,408 | 339,618,316 | 17,603,092 | — | |||||||||||||||
Materials | 21,282,806 | 21,282,806 | — | — | |||||||||||||||
Securities lending collateral | 16,662,897 | 16,662,897 | — | — | |||||||||||||||
Total investments in securities | $ | 1,024,200,658 | $ | 978,191,750 | $ | 46,008,908 | — | ||||||||||||
Capital Appreciation Value Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 22,185,107 | $ | 22,185,107 | — | — | |||||||||||||
Consumer staples | 19,277,182 | 18,704,754 | $ | 572,428 | — | ||||||||||||||
Energy | 6,868,071 | 6,868,071 | — | — | |||||||||||||||
Financials | 34,984,957 | 34,984,957 | — | — | |||||||||||||||
Health care | 55,684,923 | 55,684,923 | — | — | |||||||||||||||
Industrials | 42,682,198 | 42,682,198 | — | — | |||||||||||||||
Information technology | 30,073,709 | 30,073,709 | — | — | |||||||||||||||
Materials | 2,869,122 | 2,869,122 | — | — | |||||||||||||||
Telecommunication services | 1,529,101 | 1,529,101 | — | — | |||||||||||||||
Utilities | 14,374,061 | 14,374,061 | — | — | |||||||||||||||
Preferred securities | 9,880,966 | 9,880,966 | — | — | |||||||||||||||
Corporate bonds | 70,405,366 | — | 70,405,366 | — |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust (continued) | |||||||||||||||||||
Convertible bonds | $ | 311,559 | — | $ | 311,559 | — | |||||||||||||
Term loans | 19,104,692 | — | 19,104,692 | — | |||||||||||||||
Asset backed securities | 555,579 | — | 555,579 | — | |||||||||||||||
Securities lending collateral | 65,999 | $ | 65,999 | — | — | ||||||||||||||
Short-term investments | 41,705,850 | 40,996,850 | 709,000 | — | |||||||||||||||
Total investments in securities | $ | 372,558,442 | $ | 280,899,818 | $ | 91,658,624 | — | ||||||||||||
Other financial instruments: | |||||||||||||||||||
Written options | ($921,368 | ) | ($48,892 | ) | ($872,476 | ) | — | ||||||||||||
Core Strategy Trust | |||||||||||||||||||
Affiliated investment companies | $ | 3,875,303,065 | $ | 3,875,303,065 | — | — | |||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | 660 | — | — | $ | 660 | ||||||||||||||
Consumer staples | 1,910 | — | $ | 1,910 | — | ||||||||||||||
Health care | 685 | — | — | 685 | |||||||||||||||
Industrials | 62 | — | — | 62 | |||||||||||||||
Total investments in securities | $ | 3,875,306,382 | $ | 3,875,303,065 | $ | 1,910 | $ | 1,407 | |||||||||||
Emerging Markets Value Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Australia | $ | 320,029 | — | $ | 320,029 | — | |||||||||||||
Brazil | 47,099,881 | $ | 46,997,577 | 102,304 | — | ||||||||||||||
Chile | 16,400,324 | 6,162,440 | 10,237,884 | — | |||||||||||||||
China | 89,346,851 | 12,457,319 | 75,705,109 | $ | 1,184,423 | ||||||||||||||
Colombia | 2,850,866 | 2,829,430 | 21,436 | — | |||||||||||||||
Czech Republic | 4,045,891 | — | 4,045,891 | — | |||||||||||||||
Greece | 1,066,862 | — | — | 1,066,862 | |||||||||||||||
Hong Kong | 28,879,854 | 2,384,218 | 25,982,707 | 512,929 | |||||||||||||||
Hungary | 1,809,589 | — | 1,809,589 | — | |||||||||||||||
India | 85,114,162 | 2,293,553 | 82,743,096 | 77,513 | |||||||||||||||
Indonesia | 22,933,851 | — | 22,933,851 | — | |||||||||||||||
Malaysia | 35,266,679 | — | 35,223,552 | 43,127 | |||||||||||||||
Malta | 21,932 | — | 21,932 | — | |||||||||||||||
Mexico | 47,084,852 | 47,015,522 | 3,204 | 66,126 | |||||||||||||||
Philippines | 11,692,245 | — | 11,692,114 | 131 | |||||||||||||||
Poland | 18,128,881 | — | 18,128,881 | — | |||||||||||||||
Russia | 20,500,742 | — | 20,500,742 | — | |||||||||||||||
South Africa | 73,972,553 | 10,943,675 | 63,011,287 | 17,591 | |||||||||||||||
South Korea | 121,656,076 | 28,575,374 | 93,029,641 | 51,061 | |||||||||||||||
Taiwan | 121,880,739 | 3,841,956 | 118,006,577 | 32,206 | |||||||||||||||
Thailand | 27,173,366 | — | 27,173,366 | — | |||||||||||||||
Turkey | 13,624,872 | — | 13,620,575 | 4,297 | |||||||||||||||
Ukraine | 261,094 | — | 261,094 | — | |||||||||||||||
Preferred securities | |||||||||||||||||||
Brazil | 15,366,081 | 15,366,081 | — | — | |||||||||||||||
Chile | 13,148 | — | 13,148 | — | |||||||||||||||
Colombia | 694,423 | 675,168 | 19,255 | — | |||||||||||||||
Panama | 66,042 | — | 66,042 | — | |||||||||||||||
Rights | 5,234 | — | 5,234 | — | |||||||||||||||
Warrants | 11,403 | — | 11,403 | — | |||||||||||||||
Securities lending collateral | 23,005,168 | 23,005,168 | — | — | |||||||||||||||
Short-term investments | 5,760,245 | 5,760,245 | — | — | |||||||||||||||
Total investments in securities | $ | 836,053,935 | $ | 208,307,726 | $ | 624,689,943 | $ | 3,056,266 |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Equity Income Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 239,464,960 | $ | 239,464,960 | — | — | |||||||||||||
Consumer staples | 84,593,037 | 84,593,037 | — | — | |||||||||||||||
Energy | 210,761,753 | 210,761,753 | — | — | |||||||||||||||
Financials | 394,582,044 | 394,582,044 | — | — | |||||||||||||||
Health care | 121,591,247 | 112,752,076 | $ | 8,839,171 | — | ||||||||||||||
Industrials | 255,279,543 | 255,279,543 | — | — | |||||||||||||||
Information technology | 199,988,785 | 180,737,512 | — | $ | 19,251,273 | ||||||||||||||
Materials | 95,804,733 | 95,804,733 | — | — | |||||||||||||||
Telecommunication services | 71,492,342 | 58,552,121 | 12,940,221 | — | |||||||||||||||
Utilities | 117,016,771 | 117,016,771 | — | — | |||||||||||||||
Securities lending collateral | 20,202,529 | 20,202,529 | — | — | |||||||||||||||
Short-term investments | 69,535,795 | 69,535,795 | — | — | |||||||||||||||
Total investments in securities | $ | 1,880,313,539 | $ | 1,839,282,874 | $ | 21,779,392 | $ | 19,251,273 | |||||||||||
Financial Industries Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Financials | $ | 167,485,657 | $ | 142,148,252 | $ | 21,465,210 | $ | 3,872,195 | |||||||||||
Information technology | 2,415,856 | 2,415,856 | — | — | |||||||||||||||
Corporate bonds | 677,325 | — | 677,325 | — | |||||||||||||||
Warrants | 961,290 | 961,290 | — | — | |||||||||||||||
Short-term investments | 2,927,000 | — | 2,927,000 | — | |||||||||||||||
Total investments in securities | $ | 174,467,128 | $ | 145,525,398 | $ | 25,069,535 | $ | 3,872,195 | |||||||||||
Fundamental All Cap Core Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 534,065,081 | $ | 487,249,886 | $ | 46,815,195 | — | ||||||||||||
Consumer staples | 36,736,352 | 14,075,188 | 22,661,164 | — | |||||||||||||||
Energy | 104,027,996 | 104,027,996 | — | — | |||||||||||||||
Financials | 517,862,036 | 517,862,036 | — | — | |||||||||||||||
Health care | 65,317,618 | 65,317,618 | — | — | |||||||||||||||
Industrials | 127,936,340 | 127,936,340 | — | — | |||||||||||||||
Information technology | 243,265,092 | 243,265,092 | — | — | |||||||||||||||
Materials | 38,178,297 | 38,178,297 | — | — | |||||||||||||||
Short-term investments | 23,712,000 | — | 23,712,000 | — | |||||||||||||||
Total investments in securities | $ | 1,691,100,812 | $ | 1,597,912,453 | $ | 93,188,359 | — | ||||||||||||
Fundamental Large Cap Value Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 271,661,158 | $ | 226,338,145 | $ | 45,323,013 | — | ||||||||||||
Consumer staples | 169,377,109 | 87,444,113 | 81,932,996 | — | |||||||||||||||
Energy | 160,664,001 | 160,664,001 | — | — | |||||||||||||||
Financials | 611,304,937 | 611,304,937 | — | — | |||||||||||||||
Health care | 107,419,579 | 107,419,579 | — | — | |||||||||||||||
Industrials | 147,475,784 | 147,475,784 | — | — | |||||||||||||||
Information technology | 187,078,426 | 165,317,082 | 21,761,344 | — | |||||||||||||||
Materials | 42,320,504 | 42,320,504 | — | — | |||||||||||||||
Short-term investments | 3,381,000 | — | 3,381,000 | — | |||||||||||||||
Total investments in securities | $ | 1,700,682,498 | $ | 1,548,284,145 | $ | 152,398,353 | — | ||||||||||||
Global Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Brazil | $ | 6,293,482 | $ | 6,293,482 | — | — | |||||||||||||
Canada | 506,773 | 506,773 | — | — | |||||||||||||||
China | 3,768,475 | 3,768,475 | — | — | |||||||||||||||
Denmark | 4,693,731 | — | $ | 4,693,731 | — | ||||||||||||||
France | 63,616,196 | — | 63,616,196 | — | |||||||||||||||
Germany | 33,835,749 | — | 33,835,749 | ��� | |||||||||||||||
Hong Kong | 9,792,142 | — | 9,792,142 | — | |||||||||||||||
India | 1,779,301 | — | 1,779,301 | — |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Trust (continued) | |||||||||||||||||||
Ireland | $ | 26,409,373 | $ | 12,703,704 | $ | 13,705,669 | — | ||||||||||||
Israel | 15,928,041 | 15,928,041 | — | — | |||||||||||||||
Italy | 14,883,987 | — | 14,883,987 | — | |||||||||||||||
Japan | 17,522,272 | — | 17,522,272 | — | |||||||||||||||
Netherlands | 28,537,670 | — | 28,537,670 | — | |||||||||||||||
Portugal | 7,241,424 | — | 7,241,424 | — | |||||||||||||||
Russia | 6,883,250 | — | 6,883,250 | — | |||||||||||||||
Singapore | 13,633,758 | — | 13,633,758 | — | |||||||||||||||
South Korea | 39,070,451 | 7,809,518 | 31,260,933 | — | |||||||||||||||
Spain | 9,898,204 | — | 9,898,204 | — | |||||||||||||||
Sweden | 11,858,373 | — | 11,858,373 | — | |||||||||||||||
Switzerland | 30,045,601 | — | 30,045,601 | — | |||||||||||||||
Thailand | 1,549,886 | — | 1,549,886 | — | |||||||||||||||
Turkey | 7,379,108 | 7,379,108 | — | — | |||||||||||||||
United Kingdom | 77,519,048 | 8,517,576 | 69,001,472 | — | |||||||||||||||
United States | 228,346,477 | 228,346,477 | — | — | |||||||||||||||
Securities lending collateral | 7,162,212 | 7,162,212 | — | — | |||||||||||||||
Short-term investments | 7,999,998 | — | 7,999,998 | — | |||||||||||||||
Total investments in securities | $ | 676,154,982 | $ | 298,415,366 | $ | 377,739,616 | — | ||||||||||||
Health Sciences Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 170,753 | — | — | $ | 170,753 | |||||||||||||
Consumer staples | 8,130,139 | $ | 7,741,658 | $ | 388,481 | — | |||||||||||||
Financials | 1,335,340 | 975,031 | — | 360,309 | |||||||||||||||
Health care | 364,197,960 | 353,295,995 | 10,679,013 | 222,952 | |||||||||||||||
Industrials | 8,933,896 | 8,933,896 | — | — | |||||||||||||||
Information technology | 3,871,995 | 3,871,995 | — | — | |||||||||||||||
Preferred securities | |||||||||||||||||||
Consumer discretionary | 381,289 | — | — | 381,289 | |||||||||||||||
Health care | 3,396,938 | 1,655,464 | 517,624 | 1,223,850 | |||||||||||||||
Information technology | 152,390 | — | — | 152,390 | |||||||||||||||
Convertible bonds | 529,842 | — | 529,842 | — | |||||||||||||||
Rights | 14,035 | 14,035 | — | — | |||||||||||||||
Warrants | 49 | — | 49 | — | |||||||||||||||
Short-term investments | 23,426,042 | 23,426,042 | — | — | |||||||||||||||
Total investments in securities | $ | 414,540,668 | $ | 399,914,116 | $ | 12,115,009 | $ | 2,511,543 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Written options | ($23,413 | ) | ($23,413 | ) | — | — | |||||||||||||
International Core Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Australia | $ | 1,598,122 | — | $ | 1,498,555 | $ | 99,567 | ||||||||||||
Austria | 2,664,450 | — | 2,664,450 | — | |||||||||||||||
Belgium | 5,933,935 | — | 5,933,935 | — | |||||||||||||||
Canada | 6,603,619 | $ | 6,603,619 | �� | — | — | |||||||||||||
Denmark | 5,833,574 | — | 5,833,574 | — | |||||||||||||||
Finland | 5,698,033 | — | 5,698,033 | — | |||||||||||||||
France | 108,835,285 | — | 108,835,285 | — | |||||||||||||||
Germany | 63,504,688 | — | 63,504,688 | — | |||||||||||||||
Hong Kong | 3,970,771 | — | 3,970,771 | — | |||||||||||||||
Ireland | 1,882,308 | — | 1,882,308 | — | |||||||||||||||
Israel | 4,062,124 | 3,293,370 | 768,754 | — | |||||||||||||||
Italy | 31,362,013 | — | 31,362,013 | — | |||||||||||||||
Japan | 142,483,927 | — | 142,483,927 | — | |||||||||||||||
Luxembourg | 635,238 | — | 635,238 | — | |||||||||||||||
Netherlands | 41,375,016 | — | 41,375,016 | — | |||||||||||||||
New Zealand | 166,881 | — | 166,881 | — | |||||||||||||||
Norway | 11,865,690 | — | 11,865,690 | — | |||||||||||||||
Portugal | 2,040,749 | — | 2,040,749 | — | |||||||||||||||
Singapore | 1,036,947 | — | 1,036,947 | — |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Core Trust (continued) | |||||||||||||||||||
Spain | $ | 34,290,481 | — | $ | 34,290,481 | — | |||||||||||||
Sweden | 10,777,955 | — | 10,777,955 | — | |||||||||||||||
Switzerland | 14,882,657 | — | 14,882,657 | — | |||||||||||||||
United Kingdom | 133,682,786 | — | 133,682,786 | — | |||||||||||||||
United States | 6,792,015 | $ | 6,792,015 | — | — | ||||||||||||||
Preferred securities | 9,406,282 | — | 9,406,282 | — | |||||||||||||||
Rights | 124,786 | — | 124,786 | — | |||||||||||||||
Securities lending collateral | 13,731,621 | 13,731,621 | — | — | |||||||||||||||
Total investments in securities | $ | 665,241,953 | $ | 30,420,625 | $ | 634,721,761 | $ | 99,567 | |||||||||||
International Equity Index Trust B | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Australia | $ | 32,458,268 | — | $ | 32,445,540 | $ | 12,728 | ||||||||||||
Austria | 764,356 | — | 764,356 | — | |||||||||||||||
Belgium | 6,130,932 | — | 6,130,932 | — | |||||||||||||||
Bermuda | 141,628 | — | 141,628 | — | |||||||||||||||
Brazil | 6,599,356 | $ | 6,599,356 | — | — | ||||||||||||||
Canada | 40,481,860 | 40,481,860 | — | — | |||||||||||||||
Chile | 1,680,274 | 1,368,514 | 311,760 | — | |||||||||||||||
China | 26,501,088 | — | 26,501,088 | — | |||||||||||||||
Colombia | 900,685 | 900,685 | — | — | |||||||||||||||
Czech Republic | 310,724 | — | 310,724 | — | |||||||||||||||
Denmark | 7,861,780 | — | 7,861,780 | — | |||||||||||||||
Egypt | 310,377 | — | 310,377 | — | |||||||||||||||
Finland | 3,916,338 | — | 3,916,338 | — | |||||||||||||||
France | 44,032,757 | — | 44,032,757 | — | |||||||||||||||
Germany | 38,366,076 | — | 38,366,076 | — | |||||||||||||||
Greece | 413,760 | — | — | 413,760 | |||||||||||||||
Hong Kong | 21,955,520 | — | 21,955,520 | — | |||||||||||||||
Hungary | 257,805 | — | 257,805 | — | |||||||||||||||
India | 10,366,584 | 7,668,629 | 2,697,955 | — | |||||||||||||||
Indonesia | 3,156,149 | 7,767 | 3,148,382 | — | |||||||||||||||
Ireland | 4,233,712 | 137,063 | 4,096,649 | — | |||||||||||||||
Israel | 2,798,312 | — | 2,798,312 | — | |||||||||||||||
Italy | 10,585,716 | — | 10,585,716 | — | |||||||||||||||
Japan | 105,675,276 | — | 105,675,276 | — | |||||||||||||||
Jersey, Channel Islands | 234,162 | — | 234,162 | — | |||||||||||||||
Luxembourg | 1,734,787 | — | 1,734,787 | — | |||||||||||||||
Macau | 459,413 | — | 459,413 | — | |||||||||||||||
Malaysia | 4,482,238 | — | 4,482,238 | — | |||||||||||||||
Malta | 141,552 | — | 141,552 | — | |||||||||||||||
Mexico | 6,477,279 | 6,318,052 | 159,227 | — | |||||||||||||||
Netherlands | 16,169,403 | — | 16,169,403 | — | |||||||||||||||
New Zealand | 569,330 | — | 569,330 | — | |||||||||||||||
Norway | 2,779,411 | — | 2,779,411 | — | |||||||||||||||
Peru | 667,578 | 667,578 | — | — | |||||||||||||||
Philippines | 1,783,390 | — | 1,783,390 | — | |||||||||||||||
Poland | 2,043,231 | — | 2,043,231 | — | |||||||||||||||
Portugal | 721,615 | — | 721,615 | — | |||||||||||||||
Russia | 5,313,733 | 3,242,465 | 2,071,268 | — | |||||||||||||||
Singapore | 6,573,640 | — | 6,573,640 | — | |||||||||||||||
South Africa | 10,759,544 | — | 10,758,212 | 1,332 | |||||||||||||||
South Korea | 18,932,617 | 219,180 | 18,713,437 | — | |||||||||||||||
Spain | 15,943,053 | 137,455 | 15,805,598 | �� | — | ||||||||||||||
Sweden | 13,418,152 | — | 13,418,152 | — | |||||||||||||||
Switzerland | 45,260,715 | — | 44,939,768 | 320,947 | |||||||||||||||
Taiwan | 14,641,441 | — | 14,641,441 | — | |||||||||||||||
Thailand | 2,963,566 | — | 2,963,566 | — | |||||||||||||||
Turkey | 2,009,253 | — | 2,009,253 | — | |||||||||||||||
United Kingdom | 84,603,109 | 182,742 | 84,420,367 | — | |||||||||||||||
United States | 3,802,131 | 3,457,621 | 344,510 | — |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Equity Index Trust B (continued) | |||||||||||||||||||
Preferred securities | |||||||||||||||||||
Brazil | $ | 3,899,576 | $ | 3,899,576 | — | — | |||||||||||||
Germany | 2,805,531 | — | $ | 2,805,531 | — | ||||||||||||||
South Korea | 831,721 | — | 831,721 | — | |||||||||||||||
Rights | 36,067 | 120 | 35,947 | — | |||||||||||||||
Securities lending collateral | 10,635,372 | 10,635,372 | — | — | |||||||||||||||
Short-term investments | 11,092,993 | 11,092,993 | — | — | |||||||||||||||
Total investments in securities | $ | 661,684,936 | $ | 97,017,028 | $ | 563,919,141 | $ | 748,767 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Futures | ($287,855 | ) | ($287,855 | ) | — | — | |||||||||||||
International Growth Stock Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Australia | $ | 19,083,575 | — | $ | 19,083,575 | — | |||||||||||||
Belgium | 5,527,489 | — | 5,527,489 | — | |||||||||||||||
Brazil | 18,415,889 | $ | 18,415,889 | — | — | ||||||||||||||
Canada | 33,191,390 | 33,191,390 | — | — | |||||||||||||||
China | 21,008,748 | 7,893,323 | 13,115,425 | — | |||||||||||||||
Denmark | 12,648,897 | — | 12,648,897 | — | |||||||||||||||
France | 14,851,467 | — | 14,851,467 | — | |||||||||||||||
Germany | 33,928,528 | — | 33,928,528 | — | |||||||||||||||
Hong Kong | 14,825,114 | — | 14,825,114 | — | |||||||||||||||
Israel | 11,115,587 | 11,115,587 | — | — | |||||||||||||||
Japan | 31,986,003 | — | 31,986,003 | — | |||||||||||||||
Mexico | 10,061,155 | 10,061,155 | — | — | |||||||||||||||
Netherlands | 5,995,370 | — | 5,995,370 | — | |||||||||||||||
Singapore | 16,047,909 | 8,501,139 | 7,546,770 | — | |||||||||||||||
South Korea | 7,884,240 | — | 7,884,240 | — | |||||||||||||||
Spain | 4,751,952 | — | 4,751,952 | — | |||||||||||||||
Sweden | 15,410,720 | — | 15,410,720 | — | |||||||||||||||
Switzerland | 42,067,393 | — | 42,067,393 | — | |||||||||||||||
Taiwan | 7,141,333 | — | 7,141,333 | — | |||||||||||||||
Thailand | 7,490,364 | — | 7,490,364 | — | |||||||||||||||
Turkey | 4,398,768 | — | 4,398,768 | — | |||||||||||||||
United Kingdom | 91,280,854 | — | 91,280,854 | — | |||||||||||||||
Short-term investments | 22,755,963 | 22,755,963 | — | — | |||||||||||||||
Total investments in securities | $ | 451,868,708 | $ | 111,934,446 | $ | 339,934,262 | — | ||||||||||||
International Small Company Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Australia | $ | 6,874,282 | $ | 52,448 | $ | 6,715,680 | $ | 106,154 | |||||||||||
Austria | 1,264,078 | — | 1,264,078 | — | |||||||||||||||
Belgium | 1,711,761 | — | 1,711,761 | — | |||||||||||||||
Bermuda | 308,605 | — | 308,605 | — | |||||||||||||||
Cambodia | 76,567 | — | 76,567 | — | |||||||||||||||
Canada | 9,040,892 | 8,927,560 | 112,746 | 586 | |||||||||||||||
China | 60,460 | 20,717 | 39,743 | — | |||||||||||||||
Cyprus | 38,278 | — | 38,278 | — | |||||||||||||||
Denmark | 2,299,844 | — | 2,299,844 | — | |||||||||||||||
Finland | 2,895,020 | — | 2,895,020 | — | |||||||||||||||
France | 4,570,537 | — | 4,570,537 | — | |||||||||||||||
Gabon | 5,658 | — | 5,658 | — | |||||||||||||||
Georgia | 7,718 | — | 7,718 | — | |||||||||||||||
Germany | 6,705,255 | — | 6,705,255 | — | |||||||||||||||
Gibraltar | 100,843 | — | 100,843 | — | |||||||||||||||
Greece | 151 | — | — | 151 | |||||||||||||||
Guernsey, Channel Islands | 5,569 | — | 5,569 | — | |||||||||||||||
Hong Kong | 3,946,679 | — | 3,929,824 | 16,855 | |||||||||||||||
India | 21,813 | — | 21,813 | — | |||||||||||||||
Ireland | 2,273,482 | 316,981 | 1,956,501 | — | |||||||||||||||
Isle of Man | 33,810 | — | 33,810 | — |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Small Company Trust (continued) | |||||||||||||||||||
Israel | $ | 859,265 | $ | 17,516 | $ | 841,749 | — | ||||||||||||
Italy | 4,593,227 | — | 4,584,738 | $ | 8,489 | ||||||||||||||
Japan | 26,492,661 | — | 26,492,661 | — | |||||||||||||||
Jersey, Channel Islands | 107,866 | — | 107,866 | — | |||||||||||||||
Liechtenstein | 90,144 | — | 90,144 | — | |||||||||||||||
Luxembourg | 584,350 | — | 584,350 | — | |||||||||||||||
Macau | 11,408 | — | 11,408 | — | |||||||||||||||
Malta | 82,969 | — | 82,969 | — | |||||||||||||||
Mongolia | 16,706 | — | 16,706 | — | |||||||||||||||
Netherlands | 2,234,490 | — | 2,234,490 | — | |||||||||||||||
New Zealand | 1,247,868 | — | 1,247,868 | — | |||||||||||||||
Norway | 953,398 | — | 953,398 | — | |||||||||||||||
Peru | 17,999 | — | 17,999 | — | |||||||||||||||
Portugal | 604,520 | — | 604,520 | — | |||||||||||||||
Singapore | 1,172,437 | — | 1,170,951 | 1,486 | |||||||||||||||
South Africa | 57,975 | — | 57,975 | — | |||||||||||||||
Spain | 2,455,639 | — | 2,455,639 | — | |||||||||||||||
Sweden | 3,424,443 | — | 3,424,443 | — | |||||||||||||||
Switzerland | 5,332,164 | 50,885 | 5,281,279 | — | |||||||||||||||
United Arab Emirates | 78,347 | — | 78,347 | — | |||||||||||||||
United Kingdom | 22,995,370 | 13,098 | 22,981,382 | 890 | |||||||||||||||
United States | 216,690 | 73,723 | 142,967 | — | |||||||||||||||
Preferred securities | 80,347 | — | 80,347 | — | |||||||||||||||
Rights | 19,666 | — | 17,764 | 1,902 | |||||||||||||||
Securities lending collateral | 1,912,682 | 1,912,682 | — | — | |||||||||||||||
Short-term investments | 102,753 | 102,753 | — | — | |||||||||||||||
Total investments in securities | $ | 117,986,686 | $ | 11,488,363 | $ | 106,361,810 | $ | 136,513 | |||||||||||
International Value Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Australia | $ | 3,867,791 | — | $ | 3,867,791 | — | |||||||||||||
Belgium | 5,059,263 | — | 5,059,263 | — | |||||||||||||||
Brazil | 6,251,094 | $ | 6,251,094 | — | — | ||||||||||||||
Canada | 50,159,573 | 50,159,573 | — | — | |||||||||||||||
China | 59,839,555 | 15,096,975 | 44,742,580 | — | |||||||||||||||
Denmark | 4,502,576 | — | 4,502,576 | — | |||||||||||||||
France | 99,549,537 | — | 99,549,537 | — | |||||||||||||||
Germany | 74,627,970 | — | 74,627,970 | — | |||||||||||||||
Hong Kong | 40,225,205 | — | 40,225,205 | — | |||||||||||||||
India | 9,617,963 | — | 9,617,963 | — | |||||||||||||||
Ireland | 9,797,356 | — | 9,797,356 | — | |||||||||||||||
Israel | 17,240,888 | 17,240,888 | — | — | |||||||||||||||
Italy | 26,326,040 | — | 26,326,040 | — | |||||||||||||||
Japan | 55,474,347 | — | 55,474,347 | — | |||||||||||||||
Netherlands | 61,073,625 | — | 61,073,625 | — | |||||||||||||||
Norway | 8,561,985 | — | 8,561,985 | — | |||||||||||||||
Russia | 3,084,329 | 3,084,329 | — | — | |||||||||||||||
Singapore | 7,722,992 | — | 7,722,992 | — | |||||||||||||||
South Africa | 2,510,565 | — | 2,510,565 | — | |||||||||||||||
South Korea | 129,839,525 | 24,105,576 | 105,733,949 | — | |||||||||||||||
Spain | 10,311,791 | — | 10,311,791 | — | |||||||||||||||
Sweden | 6,307,966 | — | 6,307,966 | — | |||||||||||||||
Switzerland | 71,617,167 | — | 71,617,167 | — | |||||||||||||||
Thailand | 6,504,050 | — | 6,504,050 | — | |||||||||||||||
United Kingdom | 166,446,220 | 46 | 166,446,174 | — | |||||||||||||||
United States | 10,889,388 | 10,889,388 | — | — | |||||||||||||||
Securities lending collateral | 25,737,312 | 25,737,312 | — | — | |||||||||||||||
Total investments in securities | $ | 973,146,073 | $ | 152,565,181 | $ | 820,580,892 | — | ||||||||||||
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mid Cap Stock Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 173,600,305 | $ | 160,742,137 | $ | 11,804,627 | $ | 1,053,541 | |||||||||||
Consumer staples | 45,845,548 | 22,000,194 | 23,845,354 | — | |||||||||||||||
Energy | 11,498,210 | 11,498,210 | — | — | |||||||||||||||
Financials | 33,154,417 | 23,987,404 | 8,568,489 | 598,524 | |||||||||||||||
Health care | 201,276,196 | 184,218,929 | 17,057,267 | — | |||||||||||||||
Industrials | 103,653,754 | 103,653,754 | — | — | |||||||||||||||
Information technology | 175,357,520 | 166,793,426 | 8,564,094 | — | |||||||||||||||
Materials | 18,207,022 | 18,207,022 | — | — | |||||||||||||||
Preferred securities | 78,934,809 | — | — | 78,934,809 | |||||||||||||||
Securities lending collateral | 70,594,700 | 70,594,700 | — | — | |||||||||||||||
Short-term investments | 8,800,000 | — | 8,800,000 | — | |||||||||||||||
Total investments in securities | $ | 920,922,481 | $ | 761,695,776 | $ | 78,639,831 | $ | 80,586,874 | |||||||||||
Mid Value Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 85,364,139 | $ | 83,519,601 | $ | 1,844,538 | — | ||||||||||||
Consumer staples | 70,361,358 | 66,382,230 | 3,979,128 | — | |||||||||||||||
Energy | 44,170,777 | 44,170,777 | — | — | |||||||||||||||
Financials | 249,830,891 | 247,485,976 | 2,344,915 | — | |||||||||||||||
Health care | 98,265,179 | 98,265,179 | — | — | |||||||||||||||
Industrials | 90,232,065 | 90,232,065 | — | — | |||||||||||||||
Information technology | 26,872,682 | 26,872,682 | — | — | |||||||||||||||
Materials | 68,854,779 | 66,844,292 | 2,010,487 | — | |||||||||||||||
Telecommunication services | 5,881,058 | 5,881,058 | — | — | |||||||||||||||
Utilities | 47,156,527 | 47,156,527 | — | — | |||||||||||||||
Convertible bonds | 2,873,798 | — | 2,873,798 | — | |||||||||||||||
Securities lending collateral | 27,529,497 | 27,529,497 | — | — | |||||||||||||||
Short-term investments | 56,964,467 | 56,964,467 | — | — | |||||||||||||||
Total investments in securities | $ | 874,357,217 | $ | 861,304,351 | $ | 13,052,866 | — | ||||||||||||
Mutual Shares Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 66,735,740 | $ | 56,196,693 | $ | 10,539,047 | — | ||||||||||||
Consumer staples | 58,516,970 | 42,545,092 | 15,971,878 | — | |||||||||||||||
Energy | 42,182,607 | 27,487,588 | 14,695,019 | — | |||||||||||||||
Financials | 129,700,098 | 117,855,567 | 11,844,531 | — | |||||||||||||||
Health care | 71,452,329 | 71,452,329 | — | — | |||||||||||||||
Industrials | 23,590,397 | 16,023,565 | 7,566,832 | — | |||||||||||||||
Information technology | 72,824,386 | 64,115,256 | 8,709,130 | — | |||||||||||||||
Materials | 25,445,576 | 17,245,873 | 8,199,703 | — | |||||||||||||||
Telecommunication services | 11,843,022 | — | 11,843,022 | — | |||||||||||||||
Utilities | 3,608,039 | 3,608,039 | — | — | |||||||||||||||
Corporate bonds | 14,679,762 | — | 14,679,762 | — | |||||||||||||||
Term loans | 20,438,129 | — | 20,438,129 | — | |||||||||||||||
Municipal bonds | 1,779,141 | — | 1,779,141 | — | |||||||||||||||
Preferred securities | 3,924,914 | — | 3,924,914 | — | |||||||||||||||
Securities lending collateral | 830,938 | 830,938 | — | — | |||||||||||||||
Short-term investments | 27,498,866 | — | 27,498,866 | — | |||||||||||||||
Total investments in securities | $ | 575,050,914 | $ | 417,360,940 | $ | 157,689,974 | — | ||||||||||||
Other financial instruments: | |||||||||||||||||||
Forward foreign currency contracts | ($548,392 | ) | — | ($548,392 | ) | — | |||||||||||||
Real Estate Securities Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Financials | $ | 387,252,959 | $ | 387,244,295 | — | $ | 8,664 | ||||||||||||
Information technology | 3,786,886 | 3,786,886 | — | — | |||||||||||||||
Short-term investments | 1,053,000 | — | $ | 1,053,000 | — | ||||||||||||||
Total investments in securities | $ | 392,092,845 | $ | 391,031,181 | $ | 1,053,000 | $ | 8,664 | |||||||||||
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Science & Technology Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 71,919,926 | $ | 71,850,228 | — | $ | 69,698 | ||||||||||||
Financials | 3,628,981 | 3,628,981 | — | — | |||||||||||||||
Health care | 15,119,149 | 14,258,080 | $ | 861,069 | — | ||||||||||||||
Industrials | 7,449,019 | 3,954,094 | 3,494,925 | — | |||||||||||||||
Information technology | 382,734,733 | 346,164,173 | 28,524,906 | 8,045,654 | |||||||||||||||
Telecommunication services | 15,755,001 | 5,005,207 | 10,749,794 | — | |||||||||||||||
Preferred securities | 3,036,985 | — | — | 3,036,985 | |||||||||||||||
Securities lending collateral | 22,332,430 | 22,332,430 | — | — | |||||||||||||||
Short-term investments | 7,410,342 | 6,301,342 | 1,109,000 | — | |||||||||||||||
Total investments in securities | $ | 529,386,566 | $ | 473,494,535 | $ | 44,739,694 | $ | 11,152,337 | |||||||||||
Small Cap Growth Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 78,555,419 | $ | 75,012,042 | $ | 3,543,377 | — | ||||||||||||
Consumer staples | 7,043,956 | 5,742,041 | 1,301,915 | — | |||||||||||||||
Energy | 8,767,150 | 8,767,150 | — | — | |||||||||||||||
Financials | 45,810,104 | 45,810,104 | — | — | |||||||||||||||
Health care | 114,431,035 | 114,431,035 | — | — | |||||||||||||||
Industrials | 72,233,723 | 72,233,723 | — | — | |||||||||||||||
Information technology | 123,652,482 | 121,692,099 | 809,423 | $ | 1,150,960 | ||||||||||||||
Materials | 24,580,387 | 24,580,387 | — | — | |||||||||||||||
Preferred securities | 14,820,764 | — | — | 14,820,764 | |||||||||||||||
Securities lending collateral | 47,747,825 | 47,747,825 | — | — | |||||||||||||||
Short-term investments | 10,700,000 | — | 10,700,000 | — | �� | ||||||||||||||
Total investments in securities | $ | 548,342,845 | $ | 516,016,406 | $ | 16,354,715 | $ | 15,971,724 | |||||||||||
Small Cap Index Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 64,523,698 | $ | 64,523,698 | — | — | |||||||||||||
Consumer staples | 13,914,444 | 13,914,444 | — | — | |||||||||||||||
Energy | 17,180,033 | 17,180,033 | — | — | |||||||||||||||
Financials | 107,710,188 | 107,710,188 | — | — | |||||||||||||||
Health care | 71,911,931 | 71,891,641 | — | $ | 20,290 | ||||||||||||||
Industrials | 57,612,503 | 57,612,503 | — | — | |||||||||||||||
Information technology | 76,302,833 | 76,302,833 | — | — | |||||||||||||||
Materials | 17,783,516 | 17,783,516 | — | — | |||||||||||||||
Telecommunication services | 3,901,036 | 3,865,192 | — | 35,844 | |||||||||||||||
Utilities | 14,469,565 | 14,469,565 | — | — | |||||||||||||||
Warrants | 522 | — | $ | 522 | — | ||||||||||||||
Securities lending collateral | 31,864,098 | 31,864,098 | — | — | |||||||||||||||
Short-term investments | 19,545,000 | — | 19,545,000 | — | |||||||||||||||
Total investments in securities | $ | 496,719,367 | $ | 477,117,711 | $ | 19,545,522 | $ | 56,134 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Futures | ($176,740 | ) | ($176,740 | ) | — | — | |||||||||||||
Small Cap Opportunities Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 35,688,139 | $ | 35,688,139 | — | — | |||||||||||||
Consumer staples | 6,729,464 | 6,729,464 | — | — | |||||||||||||||
Energy | 14,700,117 | 14,700,117 | — | — | |||||||||||||||
Financials | 65,233,736 | 65,233,735 | — | $ | 1 | ||||||||||||||
Health care | 28,243,596 | 28,233,730 | — | 9,866 | |||||||||||||||
Industrials | 46,815,967 | 46,815,967 | — | — | |||||||||||||||
Information technology | 40,637,024 | 40,637,024 | — | — | |||||||||||||||
Materials | 17,785,327 | 17,785,327 | — | — | |||||||||||||||
Telecommunication services | 3,434,733 | 3,414,439 | — | 20,294 | |||||||||||||||
Utilities | 1,840,348 | 1,840,348 | — | — | |||||||||||||||
Securities lending collateral | 10,079,468 | 10,079,468 | — | — | |||||||||||||||
Short-term investments | 2,004,333 | 2,004,333 | — | — | |||||||||||||||
Total investments in securities | $ | 273,192,252 | $ | 273,162,091 | — | $ | 30,161 |
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Value Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 62,532,059 | $ | 62,532,059 | — | — | |||||||||||||
Consumer staples | 38,535,267 | 21,172,270 | $ | 17,362,997 | — | ||||||||||||||
Energy | 48,684,977 | 48,684,977 | — | — | |||||||||||||||
Financials | 142,873,205 | 142,873,205 | — | — | |||||||||||||||
Health care | 90,757,436 | 90,757,436 | — | — | |||||||||||||||
Industrials | 191,482,048 | 191,146,390 | 335,658 | — | |||||||||||||||
Information technology | 69,337,680 | 69,337,680 | — | — | |||||||||||||||
Materials | 41,621,710 | 41,621,710 | — | — | |||||||||||||||
Utilities | 20,932,237 | 20,932,237 | — | — | |||||||||||||||
Securities lending collateral | 808,484 | 808,484 | — | — | |||||||||||||||
Short-term investments | 18,300,000 | — | 18,300,000 | — | |||||||||||||||
Total investments in securities | $ | 725,865,103 | $ | 689,866,448 | $ | 35,998,655 | — | ||||||||||||
Strategic Equity Allocation Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 1,347,574,474 | $ | 923,373,190 | $ | 424,201,284 | — | ||||||||||||
Consumer staples | 959,695,242 | 600,289,906 | 359,405,336 | — | |||||||||||||||
Energy | 686,620,896 | 513,545,405 | 173,075,491 | — | |||||||||||||||
Financials | 2,127,245,020 | 1,255,149,643 | 872,027,340 | $ | 68,037 | ||||||||||||||
Health care | 1,421,834,660 | 1,046,879,486 | 374,935,895 | 19,279 | |||||||||||||||
Industrials | 1,182,969,309 | 763,835,998 | 419,133,311 | — | |||||||||||||||
Information technology | 1,514,388,990 | 1,356,684,913 | 157,704,077 | — | |||||||||||||||
Materials | 499,965,400 | 253,335,547 | 246,629,853 | — | |||||||||||||||
Telecommunication services | 301,174,039 | 138,605,890 | 162,526,153 | 41,996 | |||||||||||||||
Utilities | 334,157,354 | 213,839,253 | 120,318,101 | — | |||||||||||||||
Preferred securities | 19,190,946 | — | 19,190,946 | — | |||||||||||||||
Rights | 123,019 | 106,872 | 16,147 | — | |||||||||||||||
Warrants | 114,638 | 114,638 | — | — | |||||||||||||||
Securities lending collateral | 84,115,103 | 84,115,103 | — | — | |||||||||||||||
Short-term investments | 293,360,000 | — | 293,360,000 | — | |||||||||||||||
Total investments in securities | $ | 10,772,529,090 | $ | 7,149,875,844 | $ | 3,622,523,934 | $ | 129,312 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Futures | ($7,401,974 | ) | ($7,401,974 | ) | — | — | |||||||||||||
Total Stock Market Index Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 80,849,469 | $ | 80,846,444 | $ | 2,970 | $ | 55 | |||||||||||
Consumer staples | 50,789,362 | 50,788,393 | — | 969 | |||||||||||||||
Energy | 49,123,222 | 49,122,975 | — | 247 | |||||||||||||||
Financials | 105,626,152 | 105,626,145 | — | 7 | |||||||||||||||
Health care | 81,410,995 | 81,406,637 | — | 4,358 | |||||||||||||||
Industrials | 60,521,429 | 60,521,429 | — | — | |||||||||||||||
Information technology | 110,502,553 | 110,502,548 | — | 5 | |||||||||||||||
Materials | 19,480,238 | 19,480,186 | — | 52 | |||||||||||||||
Telecommunication services | 12,216,334 | 12,211,203 | — | 5,131 | |||||||||||||||
Utilities | 15,815,776 | 15,815,776 | — | — | |||||||||||||||
Corporate bonds | 2,758 | — | 2,758 | — | |||||||||||||||
Warrants | 313 | 306 | 7 | — | |||||||||||||||
Securities lending collateral | 8,940,545 | 8,940,545 | — | — | |||||||||||||||
Short-term investments | 18,997,000 | — | 18,997,000 | — | |||||||||||||||
Total investments in securities | $ | 614,276,146 | $ | 595,262,587 | $ | 19,002,735 | $ | 10,824 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Futures | ($290,107 | ) | ($290,107 | ) | — | — | |||||||||||||
Total Market Value at 6-30-15 | Level 1 Quoted Price | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 36,210,559 | $ | 31,766,588 | $ | 4,443,971 | — | ||||||||||||
Energy | 78,157,448 | 78,157,448 | — | — | |||||||||||||||
Financials | 6,465,184 | 6,465,184 | — | — | |||||||||||||||
Telecommunication services | 54,874,445 | 16,653,399 | 35,740,186 | $ | 2,480,860 | ||||||||||||||
Utilities | 237,171,857 | 186,921,439 | 50,250,418 | — | |||||||||||||||
Preferred securities | 37,316,776 | 37,316,776 | — | — | |||||||||||||||
Securities lending collateral | 12,152,822 | 12,152,822 | — | — | |||||||||||||||
Short-term investments | 653,000 | — | 653,000 | — | |||||||||||||||
Total investments in securities | $ | 463,002,091 | $ | 369,433,656 | $ | 91,087,575 | $ | 2,480,860 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Forward foreign currency contracts | ($1,461,778 | ) | — | ($1,461,778 | ) | — | |||||||||||||
Value Trust | |||||||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | $ | 82,588,193 | $ | 82,588,193 | — | — | |||||||||||||
Consumer staples | 19,186,129 | 19,186,129 | — | — | |||||||||||||||
Energy | 41,681,300 | 29,572,659 | $ | 12,108,641 | — | ||||||||||||||
Financials | 182,779,450 | 182,779,450 | — | — | |||||||||||||||
Health care | 67,550,826 | 67,550,826 | — | — | |||||||||||||||
Industrials | 119,073,030 | 119,073,030 | — | — | |||||||||||||||
Information technology | 84,867,457 | 84,867,457 | — | — | |||||||||||||||
Materials | 35,902,957 | 35,902,957 | — | — | |||||||||||||||
Telecommunication services | 14,338,091 | 14,338,091 | — | — | |||||||||||||||
Utilities | 16,996,381 | 16,996,381 | — | — | |||||||||||||||
Short-term investments | 9,388,002 | 9,388,002 | — | — | |||||||||||||||
Total investments in securities | $ | 674,351,816 | $ | 662,243,175 | $ | 12,108,641 | — |
Alpha Opportunities Trust | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stock | Preferred Securities | Total | ||||||||||||||
Balance as of 12-31-14 | $ | 146,454 | $ | 11,673,170 | $ | 11,819,624 | ||||||||||
Realized gain (loss) | — | 362,878 | 362,878 | |||||||||||||
Change in unrealized appreciation (depreciation) | 40,216 | 2,055,310 | 2,095,528 | |||||||||||||
Purchases | 40,141 | 2,463,343 | 2,503,484 | |||||||||||||
Sales | — | (1,325,583 | ) | (1,325,583 | ) | |||||||||||
Transfers into Level 3 | — | — | — | |||||||||||||
Transfers out of Level 3 | — | — | — | |||||||||||||
Balance as of 6-30-15 | $ | 226,811 | $ | 15,229,120 | $ | 15,455,931 | ||||||||||
Change in unrealized at period end* | $ | 40,216 | $ | 2,419,947 | $ | 2,460,163 |
Equity Income Trust | ||||||||
---|---|---|---|---|---|---|---|---|
Common Stock | ||||||||
Balance as of 12-31-14 | $ | 18,706,542 | ||||||
Realized gain (loss) | — | |||||||
Change in unrealized appreciation (depreciation) | 544,731 | |||||||
Purchases | — | |||||||
Sales | — | |||||||
Transfers into Level 3 | — | |||||||
Transfers out of Level 3 | — | |||||||
Balance as of 6-30-15 | $ | 19,251,273 | ||||||
Change in unrealized at period end* | $ | 544,731 |
Financial Industries Trust | ||||||||
---|---|---|---|---|---|---|---|---|
Financials | ||||||||
Balance as of 12-31-14 | $ | 3,239,103 | ||||||
Realized gain (loss) | — | |||||||
Change in unrealized appreciation (depreciation) | 633,092 | |||||||
Purchases | — | |||||||
Sales | — | |||||||
Transfers into Level 3 | — | |||||||
Transfers out of Level 3 | — | |||||||
Balance as of 6-30-15 | $ | 3,872,195 | ||||||
Change in unrealized at period end* | $ | 633,092 |
Mid Cap Stock Trust | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stock | Preferred Securities | Total | ||||||||||||||
Balance as of 12-31-14 | $ | 1,075,287 | $ | 64,047,479 | $ | 65,122,766 | ||||||||||
Realized gain (loss) | — | 2,517,995 | 2,517,995 | |||||||||||||
Change in unrealized appreciation (depreciation) | 286,165 | 10,401,452 | 10,687,617 | |||||||||||||
Purchases | 290,613 | 11,291,593 | 11,582,206 | |||||||||||||
Sales | — | (6,199,688 | ) | (6,199,688 | ) | |||||||||||
Transfers into Level 3 | — | — | — | |||||||||||||
Transfers out of Level 3 | — | (3,124,022 | ) | (3,124,022 | ) | |||||||||||
Balance as of 6-30-15 | $ | 1,652,065 | $ | 78,934,809 | $ | 80,586,874 | ||||||||||
Change in unrealized at period end* | $ | 286,165 | $ | 10,401,452 | $ | 10,687,617 |
Science & Technology Trust | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Consumer Discretionary | Information Technology | Total | ||||||||||||||
Balance as of 12-31-14 | $ | 377,484 | $ | 10,231,421 | $ | 10,608,905 | ||||||||||
Realized gain (loss) | — | — | — | |||||||||||||
Change in unrealized appreciation (depreciation) | 113,275 | 258,930 | 372,205 | |||||||||||||
depreciation) | — | — | — | |||||||||||||
Purchases | 171,227 | — | 171,227 | |||||||||||||
Sales | — | — | — | |||||||||||||
Transfers into Level 3 | — | — | — | |||||||||||||
Transfers out of Level 3 | — | — | — | |||||||||||||
Balance as of 6-30-15 | $ | 661,986 | $ | 10,490,351 | $ | 11,152,337 | ||||||||||
Change in unrealized at period end* | $ | 113,275 | $ | 258,931 | $ | 372,206 |
Small Cap Growth Trust | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stock | Preferred Securities | Total | ||||||||||||||
Balance as of 12-31-14 | $ | 558,902 | $ | 11,854,779 | $ | 12,413,681 | ||||||||||
Realized gain (loss) | — | — | — | |||||||||||||
Change in unrealized appreciation (depreciation) | 592,058 | 1,322,449 | 1,914,507 | |||||||||||||
Purchases | — | 3,472,486 | 3,472,486 | |||||||||||||
Sales | — | — | — | |||||||||||||
Transfers into Level 3 | — | — | — | |||||||||||||
Transfers out of Level 3 | — | (1,828,950 | ) | (1,828,950 | ) | |||||||||||
Balance as of 6-30-15 | $ | 1,150,960 | $ | 14,820,764 | $ | 15,971,724 | ||||||||||
Change in unrealized at period end* | $ | 592,058.00 | $ | 1,322,449 | $ | 1,914,507 |
* | Change in unrealized appreciation (depreciation) attributable to Level 3 securities held at period end. This balance is included in change in unrealized appreciation (depreciation) on the Statements of operations. |
Alpha Opportunities Trust | | Fair Value at 6-30-15 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 102,670 | Market Approach | EV to revenue multiple | 2.86x | |||||||||||||
Discount for lack of marketability | 10% | |||||||||||||||||
$ | 124,141 | Market Approach | Prior / recent transactions | $11.49 – $32.89 (weighted average $25.97) | ||||||||||||||
$ | 226,811 | |||||||||||||||||
Preferred Securities | $ | 3,647,459 | Market Approach | EV to revenue multiple | 1.36x – 21.50x (weighted average 8.10x) | |||||||||||||
Discount for lack of marketability | 7.5% – 25% (weighted average 11.9%) | |||||||||||||||||
$ | 184,748 | Market Approach | Midpoint IPO range | $15.00 | ||||||||||||||
Discount for lack of marketablility | 10% | |||||||||||||||||
$ | 325,039 | Market Approach | Pending transaction | $5.39 | ||||||||||||||
Discount for lack of marketability | 20% | |||||||||||||||||
$ | 635,472 | Market Approach | EV to revenue multiple | 5.13x | ||||||||||||||
WACC | 15% | |||||||||||||||||
$ | 10,436,402 | Market Approach | Prior / recent transactions | $3.30 – $44.41 (weighted average $33.67) | ||||||||||||||
$ | 15,229,120 | |||||||||||||||||
Total | $ | 15,455,931 |
Equity Income Trust | | Fair Value at 6-30-15 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 19,251,273 | Market Approach | Prior / recent transactions | $13.75 | |||||||||||||
Interest rate | 5.75% |
Financial Industries Trust | | Fair Value at 6-30-15 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 3,872,195 | Market Approach | Pending transaction | $7,855.50 | |||||||||||||
Discount for lack of marketability | 1.95% | |||||||||||||||||
Deal closing risk discount | 2.5% |
Mid Cap Stock Trust | | Fair Value at 6-30-15 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 762,928 | Market Approach | EV to revenue multiple | 2.86x | |||||||||||||
Discount for lack of marketability | 10% | |||||||||||||||||
$ | 889,137 | Market Approach | Prior / recent transactions | $11.49 – $32.89 (weighted average $25.89) | ||||||||||||||
$ | 1,652,065 | |||||||||||||||||
Preferred Securities | $ | 4,543,437 | Market Approach | EV to revenue multiple | 1.85x | |||||||||||||
Discount for lack of marketability | 17.5% | |||||||||||||||||
Allocated using OPM — Volatility | 40% | |||||||||||||||||
$ | 20,164,092 | Market Approach | EV to revenue multiple | 1.36x – 21.50x (weighted average 7.99x) | ||||||||||||||
Discount for lack of marketability | 7.5% – 25% (weighted average 12.4%) | |||||||||||||||||
$ | 2,931,792 | Market Approach | EV to revenue multiple | 5.13x | ||||||||||||||
WACC | 15% | |||||||||||||||||
$ | 1,374,179 | Market Approach | Midpoint IPO range | $15.00 | ||||||||||||||
Discount for lack of marketablility | 10% | |||||||||||||||||
$ | 2,333,816 | Market Approach | Pending transaction | $5.39 | ||||||||||||||
Discount for lack of marketability | 20% | |||||||||||||||||
$ | 47,587,493 | Market Approach | Prior / recent transactions | $3.30 – $44.41 (weighted average $31.30) | ||||||||||||||
$ | 78,934,809 | |||||||||||||||||
Total | $ | 80,586,874 |
Science & Technology Trust | | Fair Value at 6-30-15 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 1,097,086 | Market Approach | EV to revenue multiple | 11.42x – 16.08x (weighted average 11.98x) | |||||||||||||
Discount for lack of marketability | 10% – 17.5% (weighted average 16.6%) | |||||||||||||||||
$ | 69,698 | Market Approach | Prior / recent transactions | $142.24 | ||||||||||||||
$ | 6,948,568 | Market Approach | Prior / recent transactions | $13.75 | ||||||||||||||
$ | 8,115,352 | Interest rate | 5.75% | |||||||||||||||
Preferred Securities | $ | 1,747,815 | Market Approach | EV to revenue multiple | 16.08x | |||||||||||||
Discount for lack of marketability | 10% | |||||||||||||||||
$ | 1,289,170 | Market Approach | Prior / recent transactions | $32.83 – $142.24 (weighted average $83.10) | ||||||||||||||
$ | 3,036,985 | |||||||||||||||||
Total | $ | 11,152,337 |
Small Cap Growth Trust | | Fair Value at 6-30-15 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 1,150,960 | Market Approach | EV to revenue multiple | 4.57x | |||||||||||||
Probability weighted expected price | $2.25 | |||||||||||||||||
Implied discount rate at time of purchase | 37% | |||||||||||||||||
Preferred Securities | $ | 4,058,526 | Market Approach | EV to revenue multiple | 6.47x – 12.31x (weighted average 9.74x) | |||||||||||||
Discount for lack of marketability | 7.5% – 10% (weighted average 8.6%) | |||||||||||||||||
$ | 1,721,058 | Market Approach | EV to revenue multiple | 5.13x | ||||||||||||||
WACC | 15% | |||||||||||||||||
$ | 1,812,526 | Market Approach | EV to revenue multiple | 4.57x | ||||||||||||||
Probability weighted expected price | $2.25 | |||||||||||||||||
Implied discount rate at time of purchase | 37% | |||||||||||||||||
$ | 7,228,654 | Market Approach | Prior / recent transactions | $3.80 – $32.83 (weighted average $18.95) | ||||||||||||||
$ | 14,820,764 | |||||||||||||||||
Total | $ | 15,971,724 |
Unobservable Input | | Impact to Valuation if input increases | | Impact to Valuation if input decreases | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Prior/recent transactions | Increase | Decrease | ||||||||
Yield spread | Decrease | Increase | ||||||||
Enterprise value (“EV”) to revenue multiple | Increase | Decrease | ||||||||
Probability—weighted expected price | Increase | Decrease | ||||||||
Discounts for lack of marketability | Decrease | Increase | ||||||||
Implied discount rate at time of purchase | Decrease | Increase | ||||||||
Weighted Average Cost of Capital (WACC) | Decrease | Increase | ||||||||
Interest rate | Increase | Decrease | ||||||||
Midpoint IPO range | Increase | Increase | ||||||||
Pending transaction | Increase | Decrease | ||||||||
Deal Closing Risk Discount | Decrease | Increase | ||||||||
Allocated using Options Pricing Method (OPM)—Volatility | Variable | Variable |
market trading in such loans, varies significantly over time and among individual loans, and may be impacted by elongated settlement periods. During periods of infrequent trading, valuing a term loan can be more difficult and buying and selling a term loan at an acceptable price can be more difficult and delayed, which could result in a loss.
Portfolio | | Commitment Fee | ||||
---|---|---|---|---|---|---|
500 Index Trust B | $ | 780 | ||||
All Cap Core Trust | 293 | |||||
Alpha Opportunities Trust | 376 | |||||
American Asset Allocation Trust | 536 | |||||
American Global Growth Trust | 275 | |||||
American Growth Trust | 418 | |||||
American Growth-Income Trust | 458 | |||||
American International Trust | 344 | |||||
American New World Trust | 244 | |||||
Blue Chip Growth Trust | 547 | |||||
Capital Appreciation Trust | 418 | |||||
Capital Appreciation Value Trust | 291 | |||||
Core Strategy Trust | 925 | |||||
Emerging Markets Value Trust | 400 | |||||
Equity Income Trust | 588 | |||||
Financial Industries Trust | 261 | |||||
Franklin Templeton Founding Allocation Trust | 467 | |||||
Fundamental All Cap Core Trust | 514 | |||||
Fundamental Large Cap Value Trust | 434 | |||||
Global Trust | 346 | |||||
Health Sciences Trust | 282 | |||||
International Core Trust | 371 | |||||
International Equity Index Trust B | 348 | |||||
International Growth Trust | 324 | |||||
International Small Company Trust | 250 | |||||
International Value Trust | 436 | |||||
Lifestyle Aggressive PS Series | 235 | |||||
Lifestyle Balanced PS Series | 396 | |||||
Lifestyle Conservative PS Series | 262 | |||||
Lifestyle Growth PS Series | 538 | |||||
Lifestyle Moderate PS Series | 286 | |||||
Mid Cap Index Trust | 376 | |||||
Mid Cap Stock Trust | 387 | |||||
Mid Value Trust | 395 | |||||
Mutual Shares Trust | 346 | |||||
Real Estate Securities Trust | 300 | |||||
Science & Technology Trust | 311 | |||||
Small Cap Growth Trust | 322 | |||||
Small Cap Index Trust | 306 | |||||
Small Cap Opportunities Trust | 281 | |||||
Small Cap Value Trust | 358 | |||||
Small Company Growth Trust | 255 | |||||
Small Company Value Trust | 297 | |||||
Strategic Equity Allocation Trust | 2,154 | |||||
Total Stock Market Index Trust | 329 | |||||
U.S. Equity Trust | 384 | |||||
Utilities Trust | 320 | |||||
Value Trust | 344 |
TAX BASIS CAPITAL LOSS CARRYFORWARDS | NO EXPIRATION DATE | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | 2015 | | 2016 | | 2017 | | 2018 | | SHORT TERM | | LONG TERM | ||||||||||||||||
All Cap Core Trust | — | $ | 11,505,409 | $ | 212,244,607 | — | — | — | |||||||||||||||||||
American International Trust | — | — | 3,108,508 | $ | 6,927,959 | — | $ | 60,595,990 | |||||||||||||||||||
Emerging Markets Value Trust | — | — | — | — | — | 11,691,543 | |||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | — | — | 35,829,837 | 43,590,851 | — | 42,859,001 | |||||||||||||||||||||
Fundamental Large Cap Value Trust | — | 9,264,064 | 188,786,900 | — | — | — | |||||||||||||||||||||
Global Trust | — | 117,946,970 | 8,409,554 | 12,321,700 | $ | 7,783,241 | 26,232,913 | ||||||||||||||||||||
International Core Trust | — | — | 28,179,504 | 20,744,500 | — | — | |||||||||||||||||||||
International Equity Index Trust B | — | — | 623,557 | 1,514,111 | — | — | |||||||||||||||||||||
International Growth Stock Trust | $ | 75,015,016 | 143,999,317 | — | — | — | — | ||||||||||||||||||||
International Small Company Trust | — | 185,579,361 | 157,081,665 | 6,569,935 | — | — | |||||||||||||||||||||
International Value Trust | — | 81,377,718 | 268,676,893 | — | — | — | |||||||||||||||||||||
Real Estate Securities Trust | — | 297,804,639 | 189,638,704 | — | — | — | |||||||||||||||||||||
U.S. Equity Trust | — | — | 31,393,463 | — | — | — |
Portfolio | Aggregate Cost | | Unrealized Appreciation | | Unrealized (Depreciation) | | Net Unrealized Appreciation/ (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | $ | 2,172,955,661 | $ | 1,439,907,714 | ($42,737,249 | ) | $ | 1,397,170,465 | ||||||||||
All Cap Core Trust | 331,290,178 | 24,466,852 | (6,153,666 | ) | 18,313,186 | |||||||||||||
Alpha Opportunities Trust | 699,659,192 | 77,804,975 | (32,772,888 | ) | 45,032,087 | |||||||||||||
American Asset Allocation Trust | 1,152,691,953 | 466,243,702 | — | 466,243,702 | ||||||||||||||
American Global Growth Trust | 241,824,529 | 8,140,407 | — | 8,140,407 | ||||||||||||||
American Growth Trust | 816,227,932 | 181,676,813 | — | 181,676,813 | ||||||||||||||
American Growth-Income Trust | 952,859,131 | 235,036,661 | — | 235,036,661 | ||||||||||||||
American International Trust | 522,496,678 | 67,517,213 | — | 67,517,213 | ||||||||||||||
American New World Trust | 87,132,517 | — | (12,914,627 | ) | (12,914,627 | ) | ||||||||||||
Blue Chip Growth Trust | 1,065,906,142 | 702,077,656 | (11,931,192 | ) | 690,146,464 | |||||||||||||
Capital Appreciation Trust | 701,784,586 | 331,158,476 | (8,742,404 | ) | 322,416,072 | |||||||||||||
Capital Appreciation Value Trust | 337,995,315 | 38,255,032 | (3,691,905 | ) | 34,563,127 | |||||||||||||
Core Strategy Trust | 3,671,718,822 | 222,853,129 | (19,265,569 | ) | 203,587,560 | |||||||||||||
Emerging Markets Value Trust | 899,507,763 | 155,128,561 | (218,582,389 | ) | (63,453,828 | ) | ||||||||||||
Equity Income Trust | 1,366,055,292 | 587,992,852 | (73,734,605 | ) | 514,258,247 | |||||||||||||
Financial Industries Trust | 160,853,856 | 17,136,157 | (3,522,885 | ) | 13,613,272 | |||||||||||||
Franklin Templeton Founding Allocation Trust | 967,530,742 | 224,438,808 | — | 224,438,808 | ||||||||||||||
Fundamental All Cap Core Trust | 1,318,809,685 | 395,546,741 | (23,255,614 | ) | 372,291,127 | |||||||||||||
Fundamental Large Cap Value Trust | 1,551,055,757 | 206,849,309 | (57,222,568 | ) | 149,626,741 | |||||||||||||
Global Trust | 618,290,340 | 119,886,167 | (62,021,525 | ) | 57,864,642 | |||||||||||||
Health Sciences Trust | 275,821,401 | 140,594,706 | (1,875,439 | ) | 138,719,267 | |||||||||||||
International Core Trust | 686,765,805 | 41,245,203 | (62,769,055 | ) | (21,523,852 | ) | ||||||||||||
International Equity Index Trust B | 537,871,121 | 182,584,122 | (58,770,307 | ) | 123,813,815 | |||||||||||||
International Growth Stock Trust | 397,343,797 | 72,788,117 | (18,263,206 | ) | 54,524,911 | |||||||||||||
International Small Company Trust | 110,871,117 | 29,031,421 | (21,915,852 | ) | 7,115,569 | |||||||||||||
International Value Trust | 963,552,501 | 117,214,219 | (107,620,647 | ) | 9,593,572 | |||||||||||||
Lifestyle Aggressive PS Series | 22,431,627 | 886,769 | (92,914 | ) | 793,855 | |||||||||||||
Lifestyle Balanced PS Series | 986,754,846 | 26,353,029 | — | 26,353,029 | ||||||||||||||
Lifestyle Conservative PS Series | 191,468,269 | 1,452,497 | — | 1,452,497 | ||||||||||||||
Lifestyle Growth PS Series | 1,977,606,841 | 68,842,433 | — | 68,842,433 | ||||||||||||||
Lifestyle Moderate PS Series | 329,132,745 | 7,148,966 | — | 7,148,966 | ||||||||||||||
Mid Cap Index Trust | 640,125,713 | 317,403,121 | (23,663,403 | ) | 293,739,718 | |||||||||||||
Mid Cap Stock Trust | 798,326,689 | 153,460,683 | (30,864,891 | ) | 122,595,792 | |||||||||||||
Mid Value Trust | 750,210,168 | 160,925,354 | (36,778,305 | ) | 124,147,049 | |||||||||||||
Mutual Shares Trust | 469,847,189 | 130,256,266 | (25,052,541 | ) | 105,203,725 | |||||||||||||
Real Estate Securities Trust | 417,263,002 | 2,893,659 | (28,063,816 | ) | (25,170,157 | ) | ||||||||||||
Science and Technology Trust | 485,974,601 | 65,674,311 | (22,262,346 | ) | 43,411,965 | |||||||||||||
Small Cap Growth Trust | 483,246,646 | 84,363,239 | (19,267,040 | ) | 65,096,199 | |||||||||||||
Small Cap Index Trust | 365,877,959 | 150,719,739 | (19,878,331 | ) | 130,841,408 | |||||||||||||
Small Cap Opportunities Trust | 231,806,411 | 55,893,009 | (14,507,168 | ) | 41,385,841 | |||||||||||||
Small Cap Value Trust | 528,915,057 | 207,146,313 | (10,196,267 | ) | 196,950,046 | |||||||||||||
Small Company Growth Trust | 98,972,666 | 34,582,847 | (2,943,968 | ) | 31,638,879 | |||||||||||||
Small Company Value Trust | 247,383,402 | 104,258,981 | (9,147,837 | ) | 95,111,144 | |||||||||||||
Strategic Equity Allocation Trust | 8,472,831,360 | 2,623,400,252 | (323,702,522 | ) | 2,299,697,730 | |||||||||||||
Total Stock Market Index Trust | 376,254,949 | 259,294,938 | (21,273,741 | ) | 238,021,197 | |||||||||||||
U.S. Equity Trust | 694,220,740 | 103,023,029 | (23,605,419 | ) | 79,417,610 | |||||||||||||
Utilities Trust | 456,585,408 | 36,875,343 | (30,458,660 | ) | 6,416,683 | |||||||||||||
Value Trust | 557,537,261 | 135,606,265 | (18,791,710 | ) | 116,814,555 |
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 | 129 | Long | Sep 2015 | $ | 67,197,235 | $ | 66,254,400 | ($942,835 | ) | ||||||||||||||||||||
($942,835 | ) |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
All Cap Core Trust | Russell 2000 Mini Index Futures | 2 | Long | Sep 2015 | $ | 253,562 | $ | 250,080 | ($3,482 | ) | ||||||||||||||||||||
S&P 500 Index E-Mini Futures | 20 | Long | Sep 2015 | 2,104,443 | 2,054,400 | (50,043 | ) | |||||||||||||||||||||||
($53,525 | ) |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Equity Index Trust B | Mini MSCI Emerging Markets Index Future | 50 | Long | Sep 2015 | $ | 5,822,476 | $ | 5,804,370 | ($18,106 | ) | ||||||||||||||||||||
Mini MSCI EAFE Index Future | 50 | Long | Sep 2015 | 10,439,034 | 10,178,700 | (260,334 | ) | |||||||||||||||||||||||
MSCI Taiwan Index Future | 100 | Long | Jul 2015 | 2,713,585 | 2,704,170 | (9,415 | ) | |||||||||||||||||||||||
($287,855 | ) |
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 | 147 | Long | Sep 2015 | $ | 22,409,616 | $ | 22,022,070 | ($387,546 | ) | ||||||||||||||||||||
($387,546 | ) |
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 | 167 | Long | Sep 2015 | $ | 21,058,420 | $ | 20,881,680 | ($176,740 | ) | ||||||||||||||||||||
($176,740 | ) |
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 | 1,387 | Long | Sep 2015 | $ | 130,599,061 | $ | 127,187,900 | ($3,411,161 | ) | ||||||||||||||||||||
Russell 2000 Mini Index Futures | 81 | Long | Sep 2015 | 10,304,444 | 10,128,240 | (176,204 | ) | |||||||||||||||||||||||
S&P 500 Index Futures | 358 | Long | Sep 2015 | 187,185,160 | 183,868,800 | (3,316,360 | ) | |||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 181 | Long | Sep 2015 | 27,613,859 | 27,115,610 | (498,249 | ) | |||||||||||||||||||||||
($7,401,974 | ) |
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 | 24 | Long | Sep 2015 | $ | 3,024,826 | $ | 3,000,960 | ($23,866 | ) | ||||||||||||||||||||
S&P 500 Index Futures | 32 | Long | Sep 2015 | 16,675,975 | 16,435,200 | (240,775 | ) | |||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 9 | Long | Sep 2015 | 1,373,756 | 1,348,290 | (25,466 | ) | |||||||||||||||||||||||
($290,107 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | ||||||||||||||||||||||||||||||
USD 5,307,105 | JPY 657,476,000 | Goldman Sachs International | 9/16/2015 | — | ($70,354 | ) | ($70,354 | ) | ||||||||||||||||||||||
— | ($70,354 | ) | ($70,354 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Shares Trust | ||||||||||||||||||||||||||||||
EUR 96,847 | USD 107,962 | Bank of America, N.A. | 7/20/2015 | $ | 34 | — | $ | 34 | ||||||||||||||||||||||
EUR 38,799 | USD 43,245 | Credit Suisse International | 7/20/2015 | 21 | — | 21 | ||||||||||||||||||||||||
EUR 96,848 | USD 107,939 | Deutsche Bank AG London | 7/20/2015 | 58 | — | 58 | ||||||||||||||||||||||||
EUR 1,342,894 | USD 1,499,922 | State Street Bank and Trust Company | 7/20/2015 | — | ($2,443 | ) | (2,443 | ) | ||||||||||||||||||||||
GBP 4,124,212 | USD 6,359,822 | Bank of America, N.A. | 8/19/2015 | 118,173 | — | 118,173 | ||||||||||||||||||||||||
GBP 602,435 | USD 911,201 | Credit Suisse International | 8/19/2015 | 35,058 | — | 35,058 | ||||||||||||||||||||||||
GBP 104,281 | USD 163,883 | Deutsche Bank AG London | 8/19/2015 | — | (86 | ) | (86 | ) | ||||||||||||||||||||||
GBP 619,160 | USD 932,033 | HSBC Bank PLC | 8/19/2015 | 40,496 | — | 40,496 | ||||||||||||||||||||||||
GBP 1,343,085 | USD 2,055,040 | State Street Bank and Trust Company | 8/19/2015 | 54,573 | — | 54,573 | ||||||||||||||||||||||||
KRW 714,743,914 | USD 657,437 | Bank of America, N.A. | 8/12/2015 | — | (17,266 | ) | (17,266 | ) | ||||||||||||||||||||||
KRW 284,940,253 | USD 259,343 | Credit Suisse International | 8/12/2015 | — | (4,132 | ) | (4,132 | ) | ||||||||||||||||||||||
KRW 700,994,420 | USD 641,135 | HSBC Bank PLC | 8/12/2015 | — | (13,279 | ) | (13,279 | ) | ||||||||||||||||||||||
USD 2,296,165 | EUR 2,066,281 | Bank of America, N.A. | 7/20/2015 | — | (7,973 | ) | (7,973 | ) | ||||||||||||||||||||||
USD 134,301 | EUR 119,355 | Barclays Bank PLC Wholesale | 7/20/2015 | 1,206 | — | 1,206 | ||||||||||||||||||||||||
USD 2,087,416 | EUR 1,873,708 | Credit Suisse International | 7/20/2015 | — | (1,982 | ) | (1,982 | ) | ||||||||||||||||||||||
USD 4,335,466 | EUR 3,813,922 | Deutsche Bank AG London | 7/20/2015 | 82,512 | — | 82,512 | ||||||||||||||||||||||||
USD 3,003,318 | EUR 2,690,828 | HSBC Bank PLC | 7/20/2015 | 2,740 | — | 2,740 | ||||||||||||||||||||||||
USD 4,829,753 | EUR 4,233,719 | State Street Bank and Trust Company | 7/20/2015 | 108,674 | — | 108,674 | ||||||||||||||||||||||||
USD 6,679,100 | EUR 5,861,680 | Bank of America, N.A. | 11/18/2015 | 130,116 | — | 130,116 | ||||||||||||||||||||||||
USD 407,752 | EUR 367,355 | Credit Suisse International | 11/18/2015 | — | (2,677 | ) | (2,677 | ) | ||||||||||||||||||||||
USD 4,997,738 | EUR 4,419,493 | Deutsche Bank AG London | 11/18/2015 | 60,043 | — | 60,043 | ||||||||||||||||||||||||
USD 4,027,494 | EUR 3,541,635 | HSBC Bank PLC | 11/18/2015 | 70,591 | — | 70,591 | ||||||||||||||||||||||||
USD 952,680 | EUR 851,084 | State Street Bank and Trust Company | 11/18/2015 | 1,802 | — | 1,802 | ||||||||||||||||||||||||
USD 17,935,638 | GBP 11,738,048 | Bank of America, N.A. | 8/19/2015 | — | (501,588 | ) | (501,588 | ) | ||||||||||||||||||||||
USD 12,159,082 | GBP 7,946,583 | Credit Suisse International | 8/19/2015 | — | (322,800 | ) | (322,800 | ) | ||||||||||||||||||||||
USD 1,359,292 | GBP 895,785 | Deutsche Bank AG London | 8/19/2015 | — | (47,738 | ) | (47,738 | ) | ||||||||||||||||||||||
USD 12,347,271 | GBP 8,067,403 | HSBC Bank PLC | 8/19/2015 | — | (324,387 | ) | (324,387 | ) | ||||||||||||||||||||||
USD 931,404 | GBP 616,909 | State Street Bank and Trust Company | 8/19/2015 | — | (37,590 | ) | (37,590 | ) | ||||||||||||||||||||||
USD 2,164,593 | KRW 2,405,465,283 | Bank of America, N.A. | 8/12/2015 | 10,103 | — | 10,103 | ||||||||||||||||||||||||
USD 2,445,390 | KRW 2,719,436,028 | Credit Suisse International | 8/12/2015 | 9,690 | — | 9,690 | ||||||||||||||||||||||||
USD 4,116,392 | KRW 4,585,124,520 | HSBC Bank PLC | 8/12/2015 | 9,659 | — | 9,659 | ||||||||||||||||||||||||
$ | 735,549 | ($1,283,941 | ) | ($548,392 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Utilities Trust | ||||||||||||||||||||||||||||||
EUR 380,177 | USD 424,208 | Barclays Bank PLC Wholesale | 7/10/2015 | — | ($321 | ) | ($321 | ) | ||||||||||||||||||||||
EUR 299,982 | USD 333,755 | Credit Suisse International | 7/10/2015 | $ | 718 | — | 718 | |||||||||||||||||||||||
EUR 1,898,719 | USD 2,121,027 | Deutsche Bank AG London | 7/10/2015 | — | (4,004 | ) | (4,004 | ) | ||||||||||||||||||||||
EUR 2,350,028 | USD 2,619,103 | Goldman Sachs International | 7/10/2015 | 1,118 | — | 1,118 | ||||||||||||||||||||||||
EUR 1,750,647 | USD 1,961,836 | JPMorgan Chase Bank N.A. | 7/10/2015 | — | (9,911 | ) | (9,911 | ) | ||||||||||||||||||||||
EUR 730,076 | USD 821,841 | Merrill Lynch International | 7/10/2015 | — | (7,825 | ) | (7,825 | ) | ||||||||||||||||||||||
EUR 1,578,264 | USD 1,724,334 | Morgan Stanley Capital Services, Inc. | 7/10/2015 | 35,389 | — | 35,389 | ||||||||||||||||||||||||
EUR 104,575 | USD 116,514 | UBS AG | 7/10/2015 | 84 | — | 84 | ||||||||||||||||||||||||
GBP 765,015 | USD 1,170,961 | Barclays Bank PLC Wholesale | 7/10/2015 | 31,000 | — | 31,000 | ||||||||||||||||||||||||
GBP 174,166 | USD 261,496 | Citibank N.A. | 7/10/2015 | 12,147 | — | 12,147 | ||||||||||||||||||||||||
GBP 378,024 | USD 581,310 | Deutsche Bank AG London | 7/10/2015 | 12,625 | — | 12,625 | ||||||||||||||||||||||||
GBP 84,150 | USD 128,460 | Goldman Sachs International | 7/10/2015 | 3,755 | — | 3,755 | ||||||||||||||||||||||||
GBP 225,739 | USD 346,034 | JPMorgan Chase Bank N.A. | 7/10/2015 | 8,640 | — | 8,640 | ||||||||||||||||||||||||
GBP 137,786 | USD 211,046 | Merrill Lynch International | 7/10/2015 | 5,438 | — | 5,438 | ||||||||||||||||||||||||
GBP 404,564 | USD 631,868 | UBS AG | 7/10/2015 | 3,766 | — | 3,766 | ||||||||||||||||||||||||
USD 2,550,484 | EUR 2,344,238 | Citibank N.A. | 7/10/2015 | — | (63,279 | ) | (63,279 | ) | ||||||||||||||||||||||
USD 1,481,273 | EUR 1,306,214 | Credit Suisse International | 7/10/2015 | 24,879 | — | 24,879 | ||||||||||||||||||||||||
USD 5,393,072 | EUR 4,976,227 | Deutsche Bank AG London | 7/10/2015 | — | (155,290 | ) | (155,290 | ) | ||||||||||||||||||||||
USD 12,006,824 | EUR 11,026,039 | Goldman Sachs International | 7/10/2015 | — | (286,919 | ) | (286,919 | ) | ||||||||||||||||||||||
USD 19,915,076 | EUR 18,396,706 | JPMorgan Chase Bank N.A. | 7/10/2015 | — | (596,767 | ) | (596,767 | ) | ||||||||||||||||||||||
USD 1,462,167 | EUR 1,343,918 | Merrill Lynch International | 7/10/2015 | — | (36,266 | ) | (36,266 | ) | ||||||||||||||||||||||
USD 954,218 | EUR 889,541 | Morgan Stanley Capital Services, Inc. | 7/10/2015 | — | (37,596 | ) | (37,596 | ) | ||||||||||||||||||||||
USD 4,689,878 | EUR 4,160,182 | Deutsche Bank AG London | 9/17/2015 | 46,908 | — | 46,908 | ||||||||||||||||||||||||
USD 3,981,088 | GBP 2,676,694 | Barclays Bank PLC Wholesale | 7/10/2015 | — | (224,426 | ) | (224,426 | ) | ||||||||||||||||||||||
USD 25,752 | GBP 17,224 | Goldman Sachs International | 7/10/2015 | — | (1,309 | ) | (1,309 | ) | ||||||||||||||||||||||
USD 3,981,182 | GBP 2,676,694 | Merrill Lynch International | 7/10/2015 | — | (224,332 | ) | (224,332 | ) | ||||||||||||||||||||||
$ | 186,467 | ($1,648,245 | ) | ($1,461,778 | ) |
NUMBER OF CONTRACTS | PREMIUMS RECEIVED | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | |||||||||||
Outstanding, beginning of period | 17 | $ | 5,838 | ||||||||
Options written | — | — | |||||||||
Options closed | — | — | |||||||||
Options exercised | — | — | |||||||||
Options expired | (17 | ) | ($5,838 | ) | |||||||
Outstanding, end of period | — | — |
NUMBER OF CONTRACTS | PREMIUMS RECEIVED | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | |||||||||||
Outstanding, beginning of period | 4,978 | $ | 1,158,922 | ||||||||
Options written | 1,558 | 389,469 | |||||||||
Options closed | (1,715 | ) | (430,444 | ) | |||||||
Options exercised | (2,035 | ) | (416,442 | ) | |||||||
Options expired | (596 | ) | (189,635 | ) | |||||||
Outstanding, end of period | 2,190 | $ | 511,870 | ||||||||
Health Sciences Trust | |||||||||||
Outstanding, beginning of period | 119 | $ | 86,611 | ||||||||
Options written | 266 | 157,072 | |||||||||
Option closed | (87 | ) | (54,203 | ) | |||||||
Options exercised | (70 | ) | (38,881 | ) | |||||||
Options expired | (165 | ) | (95,258 | ) | |||||||
Outstanding, end of period | 63 | $ | 55,341 |
Portfolio | | Name of Issuer | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Capital Appreciation Value Trust | CALLS (OTC) | |||||||||||||||||||||||||
Citigroup Global Markets | Altria Group, Inc. | $ | 55.00 | Jan 2016 | 256 | $ | 32,030 | ($15,616 | ) | |||||||||||||||||
Citigroup Global Markets | American Tower Corp. | 105.00 | Jan 2016 | 18 | 6,449 | (2,385 | ) | |||||||||||||||||||
Citigroup Global Markets | American Tower Corp. | 115.00 | Jan 2016 | 35 | 9,249 | (1,138 | ) | |||||||||||||||||||
Citigroup Global Markets | American Tower Corp. | 110.00 | Jan 2016 | 30 | 7,140 | (1,950 | ) | |||||||||||||||||||
Citigroup Global Markets | Comcast, Corp. | 70.00 | Jan 2016 | 62 | 7,541 | (3,472 | ) | |||||||||||||||||||
Citigroup Global Markets | Comcast, Corp. | 65.00 | Jan 2016 | 94 | 11,092 | (14,758 | ) | |||||||||||||||||||
Morgan Stanley Company, Inc. | CVS Health Corp. | 90.00 | Jan 2016 | 66 | 16,687 | (106,590 | ) | |||||||||||||||||||
Morgan Stanley Company, Inc. | CVS Health Corp. | 95.00 | Jan 2016 | 66 | 10,097 | (78,210 | ) | |||||||||||||||||||
Citigroup Global Markets | CVS Health Corp. | 110.00 | Jan 2016 | 91 | 21,995 | (27,209 | ) | |||||||||||||||||||
Citigroup Global Markets | Google, Inc. | 588.38 | Jan 2016 | 22 | 52,401 | (23,870 | ) | |||||||||||||||||||
Citigroup Global Markets | Google, Inc. | 590.00 | Jan 2016 | 8 | 21,711 | (12,640 | ) | |||||||||||||||||||
Morgan Stanley Company, Inc. | Lowes Companies, Inc. | 60.00 | Jan 2016 | 166 | 32,672 | (143,590 | ) | |||||||||||||||||||
Morgan Stanley Company, Inc. | Lowes Companies, Inc. | 75.00 | Jan 2016 | 58 | 7,136 | (7,569 | ) | |||||||||||||||||||
Citigroup Global Markets | Mondelez International, Inc. | 45.00 | Jan 2016 | 95 | 8,103 | (9,120 | ) | |||||||||||||||||||
Citigroup Global Markets | Pentair, Inc. | 70.00 | Nov 2015 | 10 | 2,480 | (3,700 | ) | |||||||||||||||||||
Morgan Stanley Company, Inc. | PepsiCo. Inc. | 100.00 | Jan 2016 | 99 | 24,860 | (14,900 | ) | |||||||||||||||||||
Morgan Stanley Company, Inc. | PepsiCo. Inc. | 105.00 | Jan 2016 | 57 | 11,678 | (3,848 | ) | |||||||||||||||||||
Morgan Stanley Company, Inc. | PepsiCo. Inc. | 110.00 | Jan 2016 | 94 | 15,708 | (2,867 | ) | |||||||||||||||||||
Citigroup Global Markets | Pfizer, Inc. | 30.00 | Jan 2016 | 364 | 67,055 | (139,230 | ) | |||||||||||||||||||
Citigroup Global Markets | The Boeing Company | 140.00 | Jan 2016 | 7 | 3,232 | (4,918 | ) | |||||||||||||||||||
Citigroup Global Markets | Time Warner Cable | 180.00 | Jan 2016 | 10 | 7,535 | (8,150 | ) | |||||||||||||||||||
Citigroup Global Markets | Thermo Fisher Scientific, Inc. | 150.00 | Jan 2016 | 70 | 23,793 | (11,200 | ) | |||||||||||||||||||
Citigroup Global Markets | Unitedhealth Group, Inc. | 100.00 | Jan 2016 | 52 | 24,079 | (125,450 | ) | |||||||||||||||||||
Citigroup Global Markets | Unitedhealth Group, Inc. | 105.00 | Jan 2016 | 52 | 16,466 | (104,650 | ) | |||||||||||||||||||
Citigroup Global Markets | Visa, Inc. | 70.00 | Jan 2016 | 88 | 28,949 | (25,080 | ) | |||||||||||||||||||
Citigroup Global Markets | Visa, Inc. | 75.00 | Jan 2016 | 84 | 15,499 | (11,172 | ) | |||||||||||||||||||
Citigroup Global Markets | Visa, Inc. | 75.00 | Jan 2016 | 136 | 26,233 | (18,086 | ) | |||||||||||||||||||
2,190 | $ | 511,870 | ($921,368 | ) |
Portfolio | | Name of Issuer | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences Trust | CALLS | |||||||||||||||||||||||||
Bluebird Bio, Inc. | $ | 240.00 | Nov 2015 | 22 | $ | 24,157 | ($8,030 | ) | ||||||||||||||||||
Chimerix, Inc. | 50.00 | Aug 2015 | 12 | 1,704 | (2,130 | ) | ||||||||||||||||||||
Humana, Inc. | 220.00 | Nov 2015 | 19 | 17,043 | (3,753 | ) | ||||||||||||||||||||
Receptos, Inc. | 250.00 | Sep 2015 | 10 | 12,437 | (9,500 | ) | ||||||||||||||||||||
63 | $ | 55,341 | ($23,413 | ) |
Portfolio | | Risk | | Statement of assets and liabilities location | | Financial instruments location | | Asset Derivative Fair Value | | Liability Derivatives Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | Equity | Receivable/payable for futures | Futures† | — | ($942,835 | ) | ||||||||||||||||
— | ($942,835 | ) | ||||||||||||||||||||
All Cap Core Trust | Equity | Receivable/payable for futures | Futures† | — | ($53,525 | ) | ||||||||||||||||
— | ($53,525 | ) | ||||||||||||||||||||
Capital Appreciation Value Trust | Equity | Written options, at value | Written Options | — | ($921,368 | ) | ||||||||||||||||
— | ($921,368 | ) | ||||||||||||||||||||
Health Sciences Trust | Equity | Written options, at value | Written Options | — | ($23,413 | ) | ||||||||||||||||
— | ($23,413 | ) | ||||||||||||||||||||
International Equity Index Trust B | Equity | Receivable/payable for futures | Futures† | — | ($287,855 | ) | ||||||||||||||||
— | ($287,855 | ) | ||||||||||||||||||||
Mid Cap Index Trust | Equity | Receivable/payable for futures | Futures† | — | ($387,546 | ) | ||||||||||||||||
— | ($387,546 | ) | ||||||||||||||||||||
Mutual Shares Trust | Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 735,549 | ($1,283,941 | ) | |||||||||||||||
$ | 735,549 | ($1,283,941 | ) | |||||||||||||||||||
Small Cap Index Trust | Equity | Receivable/payable for futures | Futures† | — | ($176,740 | ) | ||||||||||||||||
— | ($176,740 | ) | ||||||||||||||||||||
Strategic Equity Allocation Trust | Equity | Receivable/payable for futures | Futures† | — | ($7,401,974 | ) | ||||||||||||||||
— | ($7,401,974 | ) | ||||||||||||||||||||
Total Stock Market Index Trust | Equity | Receivable/payable for futures | Futures† | — | ($290,107 | ) | ||||||||||||||||
— | ($290,107 | ) | ||||||||||||||||||||
Utilities Trust | Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 186,467 | ($1,648,245 | ) | |||||||||||||||
$ | 186,467 | ($1,648,245 | ) |
† | 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 | | | Written options | | Futures Contracts | | Foreign Currency Tranactions* | | Total | | ||||||||||||||||
500 Index Trust B | Equity | — | $ | 7,316,010 | — | $ | 7,316,010 | |||||||||||||||||||
— | $ | 7,316,010 | — | $ | 7,316,010 | |||||||||||||||||||||
All Cap Core Trust | Equity | — | $ | 276,164 | — | $ | 276,164 | |||||||||||||||||||
— | $ | 276,164 | — | $ | 276,164 | |||||||||||||||||||||
Alpha Opportunities Trust | Equity | $ | 5,838 | — | — | $ | 5,838 | |||||||||||||||||||
$ | 5,838 | — | — | $ | 5,838 | |||||||||||||||||||||
Capital Appreciation Value Trust | Equity | $ | 159,554 | $ | 1,099,289 | $ | 107,397 | $ | 1,366,240 | |||||||||||||||||
$ | 159,554 | $ | 1,099,289 | $ | 107,397 | $ | 1,366,240 | |||||||||||||||||||
Health Sciences Trust | Equity | ($201,513 | ) | — | — | ($201,513 | ) | |||||||||||||||||||
($201,513 | ) | — | — | ($201,513 | ) | |||||||||||||||||||||
International Equity Index Trust B | Equity | — | $ | 788,762 | — | $ | 788,762 | |||||||||||||||||||
— | $ | 788,762 | — | $ | 788,762 | |||||||||||||||||||||
Mid Cap Index Trust | Equity | — | $ | 3,498,239 | — | $ | 3,498,239 | |||||||||||||||||||
— | $ | 3,498,239 | — | $ | 3,498,239 | |||||||||||||||||||||
Mutual Shares Trust | Foreign exchange | — | — | $ | 6,203,050 | $ | 6,203,050 | |||||||||||||||||||
— | — | $ | 6,203,050 | $ | 6,203,050 | |||||||||||||||||||||
Small Cap Index Trust | Equity | — | $ | 1,201,128 | — | $ | 1,201,128 | |||||||||||||||||||
— | $ | 1,201,128 | — | $ | 1,201,128 | |||||||||||||||||||||
Strategic Equity Allocation Trust | Equity | — | $ | 17,833,653 | — | $ | 17,833,653 | |||||||||||||||||||
— | $ | 17,833,653 | — | $ | 17,833,653 | |||||||||||||||||||||
Total Stock Market Index Trust | Equity | — | $ | 1,691,632 | — | $ | 1,691,632 | |||||||||||||||||||
— | $ | 1,691,632 | — | $ | 1,691,632 | |||||||||||||||||||||
Utilities Trust | Foreign exchange | — | — | $ | 7,242,454 | $ | 7,242,454 | |||||||||||||||||||
— | — | $ | 7,242,454 | $ | 7,242,454 |
* | Realized gain/loss associated with forward foreign currency contracts is included in the caption on the Statements of operations. |
Statement of operations location — Change in Unrealized Appreciation (Depreciation) of: | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Written options | | Futures contracts | | Translation of assets and liabilities in foreign currencies* | | Total | | |||||||||||||||
500 Index Trust | Equity | — | ($2,366,822 | ) | — | ($2,366,822 | ) | |||||||||||||||||||
— | ($2,366,822 | ) | — | ($2,366,822 | ) | |||||||||||||||||||||
All Cap Core Trust | Equity | — | ($182,185 | ) | — | ($182,185 | ) | |||||||||||||||||||
— | ($182,185 | ) | — | ($182,185 | ) | |||||||||||||||||||||
Alpha Opportunities Trust | Equity | ($4,478 | ) | — | — | ($4,478 | ) | |||||||||||||||||||
($4,478 | ) | — | — | ($4,478 | ) | |||||||||||||||||||||
Capital Appreciation Value Trust | Equity | $ | 1,042,153 | ($170,968 | ) | — | $ | 871,185 | ||||||||||||||||||
Foreign currency | — | — | ($4,683 | ) | ($4,683 | ) | ||||||||||||||||||||
$ | 1,042,153 | ($170,968 | ) | ($4,683 | ) | $ | 866,502 | |||||||||||||||||||
Health Sciences Trust | Equity | ($38,692 | ) | — | — | ($38,692 | ) | |||||||||||||||||||
($38,692 | ) | — | — | ($38,692 | ) | |||||||||||||||||||||
International Equity Index Trust B | Equity | — | ($376,556 | ) | — | ($376,556 | ) | |||||||||||||||||||
— | ($376,556 | ) | — | ($376,556 | ) | |||||||||||||||||||||
Mid Cap Index Trust | Equity | — | ($1,199,711 | ) | — | ($1,199,711 | ) | |||||||||||||||||||
— | ($1,199,711 | ) | — | ($1,199,711 | ) | |||||||||||||||||||||
Mutual Shares Trust | Foreign currency | — | — | ($4,974,290 | ) | ($4,974,290 | ) | |||||||||||||||||||
— | — | ($4,974,290 | ) | ($4,974,290 | ) | |||||||||||||||||||||
Small Cap Index Trust | Equity | — | ($599,943 | ) | — | ($599,943 | ) | |||||||||||||||||||
— | ($599,943 | ) | — | ($599,943 | ) | |||||||||||||||||||||
Strategic Equity Allocation Trust | Equity | — | ($7,138,019 | ) | — | ($7,138,019 | ) | |||||||||||||||||||
— | ($7,138,019 | ) | — | ($7,138,019 | ) | |||||||||||||||||||||
Total Stock Market Index Trust | Equity | — | ($756,278 | ) | — | ($756,278 | ) | |||||||||||||||||||
— | ($756,278 | ) | — | ($756,278 | ) | |||||||||||||||||||||
Utilities Trust | Foreign currency | — | — | ($3,548,276 | ) | ($3,548,276 | ) | |||||||||||||||||||
($3,548,276 | ) | ($3,548,276 | ) |
* | Change in unrealized appreciation/depreciation associated with forward foreign currency contracts is included in the caption on the Statements 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 and 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. |
• | 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. |
• | Financial Industries 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. |
• | 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. |
• | 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. 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 average net assets; and b) 0.920% of the excess over $750 million of average net assets. When average net assets exceed $750 million, the advisory fee is 0.92% on all 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 aggregate net assets between $100 million and $500 million; and c) 1.000% of the excess over $500 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 Industries Trust | John Hancock Asset Management a division of Manulife Asset Management (US) LLC 1,3 | |||||
Franklin Templeton Founding Allocation Trust | ||||||
Fundamental All Cap Core Trust | ||||||
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 | Limited1,2 | |||||
Small Cap Index Trust | ||||||
Total Stock Market Index Trust | ||||||
Utilities Trust | Massachusetts Financial Services Company | |||||
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 |
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. |
plans of the portfolios dealing with services for shareholders and others with beneficial interests in shares of the portfolios. This expense reduction will continue in effect until terminated by the Advisor.
Portfolio | | Expense limitation as a percentage of average net assets | ||||
---|---|---|---|---|---|---|
All Cap Core Trust | 0.20% | |||||
Alpha Opportunities Trust | 0.20% | |||||
American Asset Allocation Trust | 0.10% | |||||
American Global Growth Trust | 0.10% | |||||
American Growth Trust | 0.10% | |||||
American Growth-Income Trust | 0.10% | |||||
American International Trust | 0.10% | |||||
American New World Trust | 0.10% | |||||
Blue Chip Growth Trust | 0.20% | |||||
Capital Appreciation Trust | 0.20% | |||||
Capital Appreciation Value Trust | 0.20% | |||||
Core Strategy Trust | 0.10% | |||||
Emerging Markets Value Trust | 0.25% | |||||
Equity Income Trust | 0.20% | |||||
Financial Industries Trust | 0.20% | |||||
Franklin Templeton Founding Allocation Trust | 0.10% | |||||
Fundamental All Cap Core Trust | 0.20% | |||||
Fundamental Large Cap Value Trust | 0.20% | |||||
Global Trust | 0.25% | |||||
Health Sciences Trust | 0.20% | |||||
International Core Trust | 0.25% | |||||
International Growth Stock Trust | 0.25% | |||||
International Small Company Trust | 0.25% | |||||
International Value Trust | 0.25% | |||||
Mid Cap Index Trust | 0.08% | |||||
Mid Cap Stock Trust | 0.20% | |||||
Mid Value Trust | 0.20% | |||||
Mutual Shares Trust | 0.20% | |||||
Real Estate Securities Trust | 0.20% | |||||
Science & Technology Trust | 0.20% | |||||
Small Cap Growth Trust | 0.20% | |||||
Small Cap Index Trust | 0.08% | |||||
Small Cap Opportunities Trust | 0.20% | |||||
Small Cap Value Trust | 0.20% | |||||
Small Company Growth Trust | 0.20% | |||||
Small Company Value Trust | 0.20% | |||||
Strategic Equity Allocation Trust | 0.20% | |||||
Total Stock Market Index Trust | 0.08% | |||||
U.S. Equity Trust | 0.20% | |||||
Utilities Trust | 0.20% | |||||
Value Trust | 0.20% |
Portfolio | Series I | | Series II | | Series III | | Series NAV | | Total | | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
500 Index Trust B | $ | 2,373,554 | $ | 67,734 | — | $ | 1,841,157 | $ | 4,282,445 | |||||||||||||
All Cap Core Trust | 3,156 | 268 | — | 9,961 | 13,385 | |||||||||||||||||
Alpha Opportunities Trust | 146 | — | — | 142,988 | 143,134 | |||||||||||||||||
American Asset Allocation Trust | 8,785 | 49,958 | $ | 5,882 | — | 64,625 | ||||||||||||||||
American Global Growth Trust | 3,787 | 87,407 | 15,114 | — | 106,308 | |||||||||||||||||
American Growth Trust | 4,732 | 30,832 | 4,097 | — | 39,661 | |||||||||||||||||
American Growth-Income Trust | 10,297 | 27,742 | 9,626 | — | 47,665 | |||||||||||||||||
American International Trust | 3,675 | 18,099 | 1,935 | — | 23,709 | |||||||||||||||||
American New World Trust | 766 | 2,020 | 69 | — | 2,855 | |||||||||||||||||
Blue Chip Growth Trust | 60,763 | 26,143 | — | 250,091 | 336,997 | |||||||||||||||||
Capital Appreciation Trust | 7,687 | 2,844 | — | 29,238 | 39,769 | |||||||||||||||||
Capital Appreciation Value Trust | 1,006 | 67,480 | — | 7,305 | 75,791 | |||||||||||||||||
Emerging Markets Value Trust | 119 | 1 | — | 32,513 | 32,633 | |||||||||||||||||
Equity Income Trust | 59,684 | 31,358 | — | 275,688 | 366,730 | |||||||||||||||||
Financial Industries Trust | 4,974 | 832 | — | 855 | 6,661 | |||||||||||||||||
Fundamental All Cap Core Trust | 6,221 | 2,248 | — | 56,468 | 64,937 | |||||||||||||||||
Fundamental Large Cap Value Trust | 23,674 | 10,002 | — | 34,034 | 67,710 | |||||||||||||||||
Global Trust | 14,995 | 5,058 | — | 39,316 | 59,369 | |||||||||||||||||
Health Sciences Trust | 40,972 | 30,455 | — | 30,853 | 102,280 | |||||||||||||||||
International Core Trust | 1,746 | 717 | — | 25,895 | 28,358 | |||||||||||||||||
International Equity Index Trust B | 363,408 | 26,147 | — | 418,610 | 808,165 | |||||||||||||||||
International Growth Stock Trust | 97 | 858 | — | 18,294 | 19,249 | |||||||||||||||||
International Small Company Trust | 1,456 | 844 | — | 1,968 | 4,268 | |||||||||||||||||
International Value Trust | 3,742 | 2,938 | — | 33,615 | 40,295 | |||||||||||||||||
Lifestyle Aggressive PS Series | 2,653 | 20,421 | — | 836 | 23,910 | |||||||||||||||||
Lifestyle Balanced PS Series | 735 | 23,731 | — | 834 | 25,300 | |||||||||||||||||
Lifestyle Conservative PS Series | 467 | 11,641 | — | 29 | 12,137 | |||||||||||||||||
Lifestyle Growth PS Series | 1,001 | 49,141 | — | 399 | 50,541 | |||||||||||||||||
Lifestyle Moderate PS Series | 212 | 8,198 | — | 100 | 8,510 | |||||||||||||||||
Mid Cap Index Trust | 381,995 | 38,910 | — | 60,277 | 481,182 | |||||||||||||||||
Mid Cap Stock Trust | 7,360 | 3,922 | — | 21,587 | 32,869 | |||||||||||||||||
Mid Value Trust | 92,234 | 19,824 | — | 126,641 | 238,699 | |||||||||||||||||
Mutual Shares Trust | 7,643 | — | — | 16,000 | 23,643 | |||||||||||||||||
Real Estate Securities Trust | 3,867 | 2,485 | — | 11,010 | 17,362 | |||||||||||||||||
Science & Technology Trust | 92,385 | 10,072 | — | 5,445 | 107,902 | |||||||||||||||||
Small Cap Growth Trust | 4,479 | 1,423 | — | 13,430 | 19,332 | |||||||||||||||||
Small Cap Index Trust | 88,579 | 14,455 | — | 27,684 | 130,718 | |||||||||||||||||
Small Cap Opportunities Trust | 53,921 | 22,143 | — | 57,960 | 134,024 | |||||||||||||||||
Small Cap Value Trust | 13,494 | 1,530 | — | 12,648 | 27,672 | |||||||||||||||||
Small Company Growth Trust | — | — | — | 5,041 | 5,041 | |||||||||||||||||
Small Company Value Trust | 21,331 | 17,539 | — | 66,793 | 105,663 | |||||||||||||||||
Strategic Equity Allocation Trust | — | — | — | 7,573,904 | 7,573,904 | |||||||||||||||||
Total Stock Market Index Trust | 18,379 | 1,571 | — | 3,739 | 23,689 | |||||||||||||||||
U.S. Equity Trust | 5,228 | 292 | — | 25,485 | 31,005 | |||||||||||||||||
Utilities Trust | 16,353 | 838 | — | 1,534 | 18,725 | |||||||||||||||||
Value Trust | 23,356 | 1,234 | — | 1,255 | 25,845 |
Portfolio | | Annual Effective Rate | ||||
---|---|---|---|---|---|---|
500 Index Trust B | 0.22 | % | ||||
All Cap Core Trust | 0.76 | % | ||||
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 | 0.94 | % | ||||
Equity Income Trust | 0.74 | % | ||||
Financial Industries Trust | 0.75 | % | ||||
Franklin Templeton Founding Allocation Trust | 0.04 | % | ||||
Fundamental All Cap Core Trust | 0.67 | % | ||||
Fundamental Large Cap Value Trust | 0.62 | % | ||||
Global Trust | 0.79 | % |
Portfolio | | Annual Effective Rate | ||||
---|---|---|---|---|---|---|
Health Sciences Trust | 0.90 | % | ||||
International Core Trust | 0.88 | % | ||||
International Equity Index Trust B | 0.37 | % | ||||
International Growth Stock Trust | 0.87 | % | ||||
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 | 0.03 | % | ||||
Lifestyle Growth PS Series | 0.04 | % | ||||
Lifestyle Moderate PS Series | 0.04 | % | ||||
Mid Cap Index Trust | 0.37 | % | ||||
Mid Cap Stock Trust | 0.82 | % | ||||
Mid Value Trust | 0.90 | % | ||||
Mutual Shares Trust | 0.95 | % | ||||
Real Estate Securities Trust | 0.69 | % | ||||
Science & Technology Trust | 0.97 | % | ||||
Small Cap Growth Trust | 1.03 | % | ||||
Small Cap Index Trust | 0.43 | % | ||||
Small Cap Opportunities Trust | 0.90 | % | ||||
Small Cap Value Trust | 1.03 | % | ||||
Small Company Growth Trust | 0.99 | % | ||||
Small Company Value Trust | 0.98 | % | ||||
Strategic Equity Allocation Trust | 0.49 | % | ||||
Total Stock Market Index Trust | 0.47 | % | ||||
U.S. Equity Trust | 0.75 | % | ||||
Utilities Trust | 0.82 | % | ||||
Value Trust | 0.68 | % |
* | 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 | % |
Fund | | Borrower or Lender | | Weighted Average Loan Balance | | Days Outstanding | | Weighted Average Interest Rate | | Interest Income (Expense) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHVIT Small Cap Index Trust | Borrower | $13,461,976 | 1 | 0.46 | % | ($172 | ) | |||||||||||||||
JHVIT 500 Index Trust B | Lender | $95,432,377 | 4 | 0.47 | % | $ | 4,931 | |||||||||||||||
JHVIT Mid Cap Index Trust | Lender | $30,932,446 | 1 | 0.46 | % | $ | 395 | |||||||||||||||
JHVIT Mutual Shares Trust | Lender | $22,500,000 | 1 | 0.46 | % | $ | 288 | |||||||||||||||
JHVIT Strategic Equity Allocation Trust | Lender | $60,942,281 | 5 | 0.46 | % | $ | 3,918 | |||||||||||||||
JHVIT Total Stock Market Index Trust | Lender | $23,682,424 | 3 | 0.47 | % | $ | 918 |
500 Index Trust B | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 5,271,304 | $ | 136,371,363 | 7,222,435 | $ | 177,842,601 | |||||||||||||
Distributions reinvested | — | — | 2,076,968 | 52,690,059 | |||||||||||||||
Repurchased | (1,747,414 | ) | (45,665,028 | ) | (3,845,629 | ) | (93,736,423 | ) | |||||||||||
Net increase | 3,523,890 | $ | 90,706,335 | 5,453,774 | $ | 136,796,237 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 141,082 | $ | 3,641,806 | 282,576 | $ | 7,041,397 | |||||||||||||
Distributions reinvested | — | — | 56,918 | 1,443,297 | |||||||||||||||
Repurchased | (162,273 | ) | (4,251,990 | ) | (398,136 | ) | (9,579,019 | ) | |||||||||||
Net decrease | (21,191 | ) | ($610,184 | ) | (58,642 | ) | ($1,094,325 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 965,554 | $ | 24,916,250 | 2,203,501 | $ | 53,760,276 | |||||||||||||
Distributions reinvested | — | — | 1,782,457 | 45,214,636 | |||||||||||||||
Repurchased | (2,380,678 | ) | (62,166,661 | ) | (4,272,892 | ) | (104,251,507 | ) | |||||||||||
Net decrease | (1,415,124 | ) | ($37,250,411 | ) | (286,934 | ) | ($5,276,595 | ) | |||||||||||
Total net increase | 2,087,575 | $ | 52,845,740 | 5,108,198 | $ | 130,425,317 |
All Cap Core Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 60,796 | $ | 1,743,138 | 47,457 | $ | 1,239,617 | |||||||||||||
Distributions reinvested | — | — | 28,195 | 762,795 | |||||||||||||||
Repurchased | (211,222 | ) | (6,008,795 | ) | (558,302 | ) | (14,494,255 | ) | |||||||||||
Net decrease | (150,426 | ) | ($4,265,657 | ) | (482,650 | ) | ($12,491,843 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 35,908 | $ | 1,017,231 | 39,681 | $ | 1,041,773 | |||||||||||||
Distributions reinvested | — | — | 1,962 | 52,866 | |||||||||||||||
Repurchased | (40,134 | ) | (1,144,139 | ) | (155,037 | ) | (3,961,330 | ) | |||||||||||
Net decrease | (4,226 | ) | ($126,908 | ) | (113,394 | ) | ($2,866,691 | ) | |||||||||||
Series NAV shares | �� | ||||||||||||||||||
Sold | 28,386 | $ | 813,528 | 640,674 | $ | 16,312,997 | |||||||||||||
Distributions reinvested | — | — | 98,711 | 2,672,112 | |||||||||||||||
Repurchased | (995,701 | ) | (28,383,806 | ) | (2,400,910 | ) | (63,844,439 | ) | |||||||||||
Net decrease | (967,315 | ) | ($27,570,278 | ) | (1,661,525 | ) | ($44,859,330 | ) | |||||||||||
Total net decrease | (1,121,967 | ) | ($31,962,843 | ) | (2,257,569 | ) | ($60,217,864 | ) |
Alpha Opportunities Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,245 | $ | 17,590 | 13,442 | $ | 210,037 | |||||||||||||
Distributions reinvested | — | — | 13,641 | 183,781 | |||||||||||||||
Repurchased | (1,598 | ) | (22,415 | ) | (25,214 | ) | (405,561 | ) | |||||||||||
Net increase (decrease) | (353 | ) | ($4,825 | ) | 1,869 | ($11,743 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 41,382 | $ | 588,218 | 849,501 | $ | 11,022,103 | |||||||||||||
Distributions reinvested | — | — | 13,825,679 | 186,553,939 | |||||||||||||||
Repurchased | (5,753,612 | ) | (81,262,579 | ) | (13,783,863 | ) | (213,729,260 | ) | |||||||||||
Net increase (decrease) | (5,712,230 | ) | ($80,674,361 | ) | 891,317 | ($16,153,218 | ) | ||||||||||||
Total net increase (decrease) | (5,712,583 | ) | ($80,679,186 | ) | 893,186 | ($16,164,961 | ) |
American Asset Allocation Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 611,313 | $ | 9,809,930 | 1,132,119 | $ | 17,797,284 | |||||||||||||
Distributions reinvested | — | — | 214,872 | 3,414,337 | |||||||||||||||
Repurchased | (847,010 | ) | (13,430,290 | ) | (1,435,526 | ) | (22,307,057 | ) | |||||||||||
Net decrease | (235,697 | ) | ($3,620,360 | ) | (88,535 | ) | ($1,095,436 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 16,416 | $ | 262,157 | 22,146 | $ | 343,065 | |||||||||||||
Distributions reinvested | — | — | 1,129,048 | 17,940,641 | |||||||||||||||
Repurchased | (5,212,610 | ) | (83,501,231 | ) | (11,307,462 | ) | (175,745,775 | ) | |||||||||||
Net decrease | (5,196,194 | ) | ($83,239,074 | ) | (10,156,268 | ) | ($157,462,069 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 14,215 | $ | 221,379 | 10,607 | $ | 162,841 | |||||||||||||
Distributions reinvested | — | — | 180,002 | 2,858,454 | |||||||||||||||
Repurchased | (629,635 | ) | (10,055,712 | ) | (1,674,698 | ) | (26,221,216 | ) | |||||||||||
Net decrease | (615,420 | ) | ($9,834,333 | ) | (1,484,089 | ) | ($23,199,921 | ) | |||||||||||
Total net decrease | (6,047,311 | ) | ($96,693,767 | ) | (11,728,892 | ) | ($181,757,426 | ) |
American Global Growth Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 188,111 | $ | 3,186,743 | 176,655 | $ | 2,744,931 | |||||||||||||
Distributions reinvested | — | — | 3,792 | 60,857 | |||||||||||||||
Repurchased | (41,520 | ) | (677,837 | ) | (39,212 | ) | (615,500 | ) | |||||||||||
Net increase | 146,591 | $ | 2,508,906 | 141,235 | $ | 2,190,288 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 201,236 | $ | 3,411,611 | 245,411 | $ | 3,810,084 | |||||||||||||
Distributions reinvested | — | — | 84,687 | 1,356,687 | |||||||||||||||
Repurchased | (963,310 | ) | (16,168,124 | ) | (2,412,128 | ) | (37,805,287 | ) | |||||||||||
Net decrease | (762,074 | ) | ($12,756,513 | ) | (2,082,030 | ) | ($32,638,516 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 385 | $ | 6,607 | 86,178 | $ | 1,344,454 | |||||||||||||
Distributions reinvested | — | — | 25,676 | 411,080 | |||||||||||||||
Repurchased | (266,110 | ) | (4,501,236 | ) | (401,830 | ) | (6,308,329 | ) | |||||||||||
Net decrease | (265,725 | ) | ($4,494,629 | ) | (289,976 | ) | ($4,552,795 | ) | |||||||||||
Total net decrease | (881,208 | ) | ($14,742,236 | ) | (2,230,771 | ) | ($35,001,023 | ) |
American Growth Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 190,649 | $ | 4,820,802 | 438,648 | $ | 10,233,369 | |||||||||||||
Distributions reinvested | — | — | 39,434 | 960,173 | |||||||||||||||
Repurchased | (153,623 | ) | (3,848,129 | ) | (491,696 | ) | (11,460,553 | ) | |||||||||||
Net increase (decrease) | 37,026 | $ | 972,673 | (13,614 | ) | ($267,011 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 69,277 | $ | 1,760,418 | 190,467 | $ | 4,259,363 | |||||||||||||
Distributions reinvested | — | — | 225,440 | 5,471,050 | |||||||||||||||
Repurchased | (3,156,937 | ) | (78,932,178 | ) | (7,998,923 | ) | (184,268,604 | ) | |||||||||||
Net decrease | (3,087,660 | ) | ($77,171,760 | ) | (7,583,016 | ) | ($174,538,191 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 26 | $ | 654 | 52,106 | $ | 1,170,195 | |||||||||||||
Distributions reinvested | — | — | 50,858 | 1,234,291 | |||||||||||||||
Repurchased | (427,358 | ) | (10,744,829 | ) | (873,809 | ) | (20,296,067 | ) | |||||||||||
Net decrease | (427,332 | ) | ($10,744,175 | ) | (770,845 | ) | ($17,891,581 | ) | |||||||||||
Total net decrease | (3,477,966 | ) | ($86,943,262 | ) | (8,367,475 | ) | ($192,696,783 | ) |
American Growth-Income Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 87,918 | $ | 2,143,279 | 226,737 | $ | 5,352,098 | |||||||||||||
Distributions reinvested | — | — | 97,374 | 2,368,042 | |||||||||||||||
Repurchased | (699,475 | ) | (17,270,184 | ) | (1,471,785 | ) | (33,806,201 | ) | |||||||||||
Net decrease | (611,557 | ) | ($15,126,905 | ) | (1,147,674 | ) | ($26,086,061 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 189,493 | $ | 4,613,322 | — | — | ||||||||||||||
Distributions reinvested | — | — | 226,032 | $ | 5,487,779 | ||||||||||||||
Repurchased | (2,643,987 | ) | (65,027,581 | ) | (7,628,962 | ) | (175,175,423 | ) | |||||||||||
Net decrease | (2,454,494 | ) | ($60,414,259 | ) | (7,402,930 | ) | ($169,687,644 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 43,080 | $ | 1,049,429 | 25,759 | $ | 572,429 | |||||||||||||
Distributions reinvested | — | — | 127,228 | 3,089,035 | |||||||||||||||
Repurchased | (893,124 | ) | (22,070,945 | ) | (2,247,431 | ) | (52,098,989 | ) | |||||||||||
Net decrease | (850,044 | ) | ($21,021,516 | ) | (2,094,444 | ) | ($48,437,525 | ) | |||||||||||
Total net decrease | (3,916,095 | ) | ($96,562,680 | ) | (10,645,048 | ) | ($244,211,230 | ) |
American International Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 323,969 | $ | 6,260,061 | 670,745 | $ | 12,761,780 | |||||||||||||
Distributions reinvested | — | — | 50,670 | 944,629 | |||||||||||||||
Repurchased | (192,229 | ) | (3,763,941 | ) | (726,288 | ) | (13,888,402 | ) | |||||||||||
Net increase (decrease) | 131,740 | $ | 2,496,120 | (4,873 | ) | ($181,993 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 39,037 | $ | 777,642 | 1,436,668 | $ | 26,972,764 | |||||||||||||
Distributions reinvested | — | — | 221,396 | 4,123,118 | |||||||||||||||
Repurchased | (2,412,761 | ) | (46,900,955 | ) | (5,261,531 | ) | (100,823,171 | ) | |||||||||||
Net decrease | (2,373,724 | ) | ($46,123,313 | ) | (3,603,467 | ) | ($69,727,289 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | — | — | 166,492 | $ | 3,131,332 | ||||||||||||||
Distributions reinvested | — | — | 36,983 | 687,217 | |||||||||||||||
Repurchased | (240,183 | ) | (4,668,723 | ) | (379,096 | ) | (7,298,860 | ) | |||||||||||
Net decrease | (240,183 | ) | ($4,668,723 | ) | (175,621 | ) | ($3,480,311 | ) | |||||||||||
Total net decrease | (2,482,167 | ) | ($48,295,916 | ) | (3,783,961 | ) | ($73,389,593 | ) |
American New World Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 395,113 | $ | 5,355,472 | 335,349 | $ | 4,847,195 | |||||||||||||
Distributions reinvested | — | — | 37,967 | 552,970 | |||||||||||||||
Repurchased | (48,413 | ) | (662,288 | ) | (139,728 | ) | (2,017,530 | ) | |||||||||||
Net increase | 346,700 | $ | 4,693,184 | 233,588 | $ | 3,382,635 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 102,371 | $ | 1,409,019 | 576,089 | $ | 8,498,238 | |||||||||||||
Distributions reinvested | — | — | 125,517 | 1,838,601 | |||||||||||||||
Repurchased | (378,036 | ) | (5,157,491 | ) | (1,002,480 | ) | (14,883,589 | ) | |||||||||||
Net decrease | (275,665 | ) | ($3,748,472 | ) | (300,874 | ) | ($4,546,750 | ) | |||||||||||
Series III shares | |||||||||||||||||||
Sold | 329 | $ | 4,473 | 7,125 | $ | 100,945 | |||||||||||||
Distributions reinvested | — | — | 4,969 | 71,711 | |||||||||||||||
Repurchased | (12,817 | ) | (175,328 | ) | (18,312 | ) | (269,578 | ) | |||||||||||
Net decrease | (12,488 | ) | ($170,855 | ) | (6,218 | ) | ($96,922 | ) | |||||||||||
Total net increase (decrease) | 58,547 | $ | 773,857 | (73,504 | ) | ($1,261,037 | ) |
Blue Chip Growth Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 47,119 | $ | 1,787,664 | 124,911 | $ | 4,310,000 | |||||||||||||
Distributions reinvested | — | — | 355,567 | 12,537,282 | |||||||||||||||
Repurchased | (537,514 | ) | (20,339,583 | ) | (1,584,176 | ) | (54,908,533 | ) | |||||||||||
Net decrease | (490,395 | ) | ($18,551,919 | ) | (1,103,698 | ) | ($38,061,251 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 151,189 | $ | 5,644,982 | 258,120 | $ | 9,001,003 | |||||||||||||
Distributions reinvested | — | — | 153,292 | 5,349,879 | |||||||||||||||
Repurchased | (245,685 | ) | (9,240,766 | ) | (1,083,999 | ) | (36,840,420 | ) | |||||||||||
Net decrease | (94,496 | ) | ($3,595,784 | ) | (672,587 | ) | ($22,489,538 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 69,910 | $ | 2,696,062 | 491,533 | $ | 16,838,679 | |||||||||||||
Distributions reinvested | — | — | 1,512,635 | 53,290,139 | |||||||||||||||
Repurchased | (2,761,134 | ) | (104,338,590 | ) | (8,377,415 | ) | (293,202,330 | ) | |||||||||||
Net decrease | (2,691,224 | ) | ($101,642,528 | ) | (6,373,247 | ) | ($223,073,512 | ) | |||||||||||
Total net decrease | (3,276,115 | ) | ($123,790,231 | ) | (8,149,532 | ) | ($283,624,301 | ) |
Capital Appreciation Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 125,443 | $ | 2,064,242 | 410,844 | $ | 6,406,947 | |||||||||||||
Distributions reinvested | — | — | 1,394,843 | 21,327,155 | |||||||||||||||
Repurchased | (953,033 | ) | (15,442,534 | ) | (2,128,370 | ) | (33,547,256 | ) | |||||||||||
Net decrease | (827,590 | ) | ($13,378,292 | ) | (322,683 | ) | ($5,813,154 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 112,607 | $ | 1,805,050 | 524,208 | $ | 8,086,709 | |||||||||||||
Distributions reinvested | — | — | 522,529 | 7,864,061 | |||||||||||||||
Repurchased | (569,885 | ) | (9,318,379 | ) | (1,236,096 | ) | (19,255,960 | ) | |||||||||||
Net decrease | (457,278 | ) | ($7,513,329 | ) | (189,359 | ) | ($3,305,190 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 99,324 | $ | 1,626,142 | 631,759 | $ | 9,547,779 | |||||||||||||
Distributions reinvested | — | — | 5,624,508 | 86,054,969 | |||||||||||||||
Repurchased | (5,491,709 | ) | (90,274,397 | ) | (10,766,987 | ) | (171,916,603 | ) | |||||||||||
Net decrease | (5,392,385 | ) | ($88,648,255 | ) | (4,510,720 | ) | ($76,313,855 | ) | |||||||||||
Total net decrease | (6,677,253 | ) | ($109,539,876 | ) | (5,022,762 | ) | ($85,432,199 | ) |
Capital Appreciation Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 140,812 | $ | 1,792,603 | 397,768 | $ | 5,223,934 | |||||||||||||
Distributions reinvested | — | — | 42,075 | 524,946 | |||||||||||||||
Repurchased | (133,505 | ) | (1,756,469 | ) | (220,813 | ) | (2,825,157 | ) | |||||||||||
Net increase | 7,307 | $ | 36,134 | 219,030 | $ | 2,923,723 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 231,943 | $ | 3,017,318 | 396,839 | $ | 5,080,183 | |||||||||||||
Distributions reinvested | — | �� | — | 3,307,471 | 41,127,355 | ||||||||||||||
Repurchased | (1,476,870 | ) | (19,394,544 | ) | (3,131,468 | ) | (41,211,249 | ) | |||||||||||
Net increase (decrease) | (1,244,927 | ) | ($16,377,226 | ) | 572,842 | $ | 4,996,289 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 527,194 | $ | 6,921,106 | 602,627 | $ | 7,916,466 | |||||||||||||
Distributions reinvested | — | — | 299,264 | 3,731,532 | |||||||||||||||
Repurchased | (119,590 | ) | (1,573,408 | ) | (840,974 | ) | (10,972,576 | ) | |||||||||||
Net increase | 407,604 | $ | 5,347,698 | 60,917 | $ | 675,422 | |||||||||||||
Total net increase (decrease) | (830,016 | ) | ($10,993,394 | ) | 852,789 | $ | 8,595,434 |
Core Strategy Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 64,085 | $ | 982,163 | 348,560 | $ | 5,106,497 | |||||||||||||
Distributions reinvested | — | — | 245,524 | 3,715,799 | |||||||||||||||
Repurchased | (615,053 | ) | (9,422,179 | ) | (1,358,493 | ) | (20,318,783 | ) | |||||||||||
Net decrease | (550,968 | ) | ($8,440,016 | ) | (764,409 | ) | ($11,496,487 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 1,811,422 | $ | 28,003,566 | 1,162,377 | $ | 17,428,740 | |||||||||||||
Distributions reinvested | — | — | 6,195,871 | 94,078,293 | |||||||||||||||
Repurchased | (10,995,242 | ) | (168,775,766 | ) | (25,314,361 | ) | (378,186,275 | ) | |||||||||||
Net decrease | (9,183,820 | ) | ($140,772,200 | ) | (17,956,113 | ) | ($266,679,242 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 378,318 | $ | 5,823,441 | 1,881,849 | $ | 28,201,418 | |||||||||||||
Distributions reinvested | — | — | 288,443 | 4,367,958 | |||||||||||||||
Repurchased | (548,653 | ) | (8,272,519 | ) | (758,403 | ) | (11,284,219 | ) | |||||||||||
Net increase (decrease) | (170,335 | ) | ($2,449,078 | ) | 1,411,889 | $ | 21,285,157 | ||||||||||||
Total net decrease | (9,905,123 | ) | ($151,661,294 | ) | (17,308,633 | ) | ($256,890,572 | ) |
Emerging Markets Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 26,135 | $ | 241,315 | 52,220 | $ | 511,792 | |||||||||||||
Distributions reinvested | — | — | 19,143 | 197,907 | |||||||||||||||
Repurchased | (21,437 | ) | (196,989 | ) | (182,639 | ) | (1,830,222 | ) | |||||||||||
Net increase (decrease) | 4,698 | $ | 44,326 | (111,276 | ) | ($1,120,523 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 10,549 | $ | 100,000 | — | — | ||||||||||||||
Net increase | 10,549 | $ | 100,000 | — | — | ||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,038,733 | $ | 9,414,058 | 1,683,054 | $ | 16,690,233 | |||||||||||||
Distributions reinvested | — | — | 4,693,034 | 48,329,248 | |||||||||||||||
Repurchased | (2,536,094 | ) | (24,645,922 | ) | (22,589,476 | ) | (234,439,571 | ) | |||||||||||
Net decrease | (1,497,361 | ) | ($15,231,864 | ) | (16,213,388 | ) | ($169,420,090 | ) | |||||||||||
Total net decrease | (1,482,114 | ) | ($15,087,538 | ) | (16,324,664 | ) | ($170,540,613 | ) |
Equity Income Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 5,258 | $ | 99,688 | 123,201 | $ | 2,431,015 | |||||||||||||
Distributions reinvested | — | — | 1,785,132 | 34,292,422 | |||||||||||||||
Repurchased | (1,117,247 | ) | (21,405,306 | ) | (2,463,663 | ) | (48,592,204 | ) | |||||||||||
Net decrease | (1,111,989 | ) | ($21,305,618 | ) | (555,330 | ) | ($11,868,767 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 62,029 | $ | 1,173,801 | 156,849 | $ | 3,015,780 | |||||||||||||
Distributions reinvested | — | — | 936,119 | 17,912,511 | |||||||||||||||
Repurchased | (764,657 | ) | (14,622,769 | ) | (1,861,914 | ) | (36,729,698 | ) | |||||||||||
Net decrease | (702,628 | ) | ($13,448,968 | ) | (768,946 | ) | ($15,801,407 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 300,357 | $ | 5,760,715 | 2,064,167 | $ | 39,963,832 | |||||||||||||
Distributions reinvested | — | — | 8,385,830 | 160,587,602 | |||||||||||||||
Repurchased | (4,223,752 | ) | (81,088,025 | ) | (12,345,128 | ) | (243,649,071 | ) | |||||||||||
Net decrease | (3,923,395 | ) | ($75,327,310 | ) | (1,895,131 | ) | ($43,097,637 | ) | |||||||||||
Total net decrease | (5,738,012 | ) | ($110,081,896 | ) | (3,219,407 | ) | ($70,767,811 | ) |
Financial Industries Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 442,004 | $ | 7,750,466 | 578,497 | $ | 9,279,479 | |||||||||||||
Distributions reinvested | — | — | 54,932 | 929,939 | |||||||||||||||
Repurchased | (553,718 | ) | (9,418,514 | ) | (1,286,782 | ) | (20,784,747 | ) | |||||||||||
Net decrease | (111,714 | ) | ($1,668,048 | ) | (653,353 | ) | ($10,575,329 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 78,750 | $ | 1,345,853 | 82,055 | $ | 1,324,557 | |||||||||||||
Distributions reinvested | — | — | 7,057 | 118,812 | |||||||||||||||
Repurchased | (190,143 | ) | (3,248,347 | ) | (454,742 | ) | (7,258,034 | ) | |||||||||||
Net decrease | (111,393 | ) | ($1,902,494 | ) | (365,630 | ) | ($5,814,665 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 119,968 | $ | 2,078,527 | 100,448 | $ | 1,600,686 | |||||||||||||
Distributions reinvested | — | — | 9,765 | 165,036 | |||||||||||||||
Repurchased | (83,921 | ) | (1,434,964 | ) | (317,575 | ) | (5,119,300 | ) | |||||||||||
Net increase (decrease) | 36,047 | $ | 643,563 | (207,362 | ) | ($3,353,578 | ) | ||||||||||||
Total net decrease | (187,060 | ) | ($2,926,979 | ) | (1,226,345 | ) | ($19,743,572 | ) |
Franklin Templeton Founding Allocation Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,076 | $ | 14,417 | 17,891 | $ | 241,695 | |||||||||||||
Distributions reinvested | — | — | 109,557 | 1,442,911 | |||||||||||||||
Repurchased | (153,624 | ) | (2,043,103 | ) | (638,133 | ) | (8,665,136 | ) | |||||||||||
Net decrease | (152,548 | ) | ($2,028,686 | ) | (510,685 | ) | ($6,980,530 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 74,807 | $ | 1,023,362 | 69,886 | $ | 951,688 | |||||||||||||
Distributions reinvested | — | — | 2,658,344 | 35,064,750 | |||||||||||||||
Repurchased | (6,006,563 | ) | (80,033,887 | ) | (12,888,357 | ) | (174,184,960 | ) | |||||||||||
Net decrease | (5,931,756 | ) | ($79,010,525 | ) | (10,160,127 | ) | ($138,168,522 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 322,413 | $ | 4,272,345 | 990,494 | $ | 13,307,151 | |||||||||||||
Distributions reinvested | — | — | 105,246 | 1,385,075 | |||||||||||||||
Repurchased | (33,814 | ) | (448,773 | ) | (144,558 | ) | (1,953,481 | ) | |||||||||||
Net increase | 288,599 | $ | 3,823,572 | 951,182 | $ | 12,738,745 | |||||||||||||
Total net decrease | (5,795,705 | ) | ($77,215,639 | ) | (9,719,630 | ) | ($132,410,307 | ) |
Fundamental All Cap Core Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 432,106 | $ | 10,048,697 | 507,409 | $ | 10,960,928 | |||||||||||||
Distributions reinvested | — | — | 27,312 | 614,028 | |||||||||||||||
Repurchased | (437,626 | ) | (10,274,413 | ) | (1,341,313 | ) | (28,304,887 | ) | |||||||||||
Net decrease | (5,520 | ) | ($225,716 | ) | (806,592 | ) | ($16,729,931 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 91,794 | $ | 2,144,732 | 47,151 | $ | 1,007,550 | |||||||||||||
Distributions reinvested | — | — | 5,687 | 127,287 | |||||||||||||||
Repurchased | (325,573 | ) | (7,592,356 | ) | (776,432 | ) | (16,364,898 | ) | |||||||||||
Net decrease | (233,779 | ) | ($5,447,624 | ) | (723,594 | ) | ($15,230,061 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 151,844 | $ | 3,682,399 | 94,990 | $ | 2,079,215 | |||||||||||||
Distributions reinvested | — | — | 282,372 | 6,373,977 | |||||||||||||||
Repurchased | (2,427,661 | ) | (56,730,208 | ) | (5,588,159 | ) | (118,984,445 | ) | |||||||||||
Net decrease | (2,275,817 | ) | ($53,047,809 | ) | (5,210,797 | ) | ($110,531,253 | ) | |||||||||||
Total net decrease | (2,515,116 | ) | ($58,721,149 | ) | (6,740,983 | ) | ($142,491,245 | ) |
Fundamental Large Cap Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 237,155 | $ | 4,208,543 | 1,594,681 | $ | 26,621,328 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 19,028,843 | 333,235,593 | |||||||||||||||
Distributions reinvested | — | — | 203,410 | 3,598,169 | |||||||||||||||
Repurchased | (2,051,468 | ) | (36,519,917 | ) | (2,519,265 | ) | (42,241,027 | ) | |||||||||||
Net increase (decrease) | (1,814,313 | ) | ($32,311,374 | ) | 18,307,669 | $ | 321,214,063 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 76,626 | $ | 1,354,793 | 434,982 | $ | 7,363,703 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 13,397,312 | 235,964,424 | |||||||||||||||
Distributions reinvested | — | — | 56,566 | 1,008,439 | |||||||||||||||
Repurchased | (1,545,543 | ) | (27,671,650 | ) | (1,403,249 | ) | (23,879,502 | ) | |||||||||||
Net increase (decrease) | (1,468,917 | ) | ($26,316,857 | ) | 12,485,611 | $ | 220,457,064 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 242,325 | $ | 4,246,194 | 9,290,013 | $ | 157,520,105 | |||||||||||||
Issued in reorganization (Note 12) | — | — | 1,248,859 | 21,881,868 | |||||||||||||||
Distributions reinvested | — | — | 356,730 | 6,301,311 | |||||||||||||||
Repurchased | (4,480,086 | ) | (80,797,079 | ) | (8,204,611 | ) | (140,108,533 | ) | |||||||||||
Net increase (decrease) | (4,237,761 | ) | ($76,550,885 | ) | 2,690,991 | $ | 45,594,751 | ||||||||||||
Total net increase (decrease) | (7,520,991 | ) | ($135,179,116 | ) | 33,484,271 | $ | 587,265,878 |
Global Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 19,608 | $ | 392,231 | 254,548 | $ | 5,147,049 | |||||||||||||
Issued in reorganization | — | — | 1,514,576 | 30,410,504 | |||||||||||||||
Distributions reinvested | — | — | 177,392 | 3,583,673 | |||||||||||||||
Repurchased | (716,712 | ) | (14,430,059 | ) | (1,325,653 | ) | (27,412,694 | ) | |||||||||||
Net increase (decrease) | (697,104 | ) | ($14,037,828 | ) | 620,863 | $ | 11,728,532 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 10,600 | $ | 213,251 | 82,890 | $ | 1,671,462 | |||||||||||||
Issued in reorganization | — | — | 1,879,157 | 37,550,993 | |||||||||||||||
Distributions reinvested | — | — | 54,401 | $ | 1,093,238 | ||||||||||||||
Repurchased | (352,020 | ) | (7,076,528 | ) | (489,380 | ) | (10,015,321 | ) | |||||||||||
Net increase (decrease) | (341,420 | ) | ($6,863,277 | ) | 1,527,068 | $ | 30,300,372 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 113,949 | $ | 2,257,546 | 191,861 | $ | 3,975,551 | |||||||||||||
Issued in reorganization | — | — | 2,347,755 | 47,108,888 | |||||||||||||||
Distributions reinvested | — | — | 485,910 | 9,809,993 | |||||||||||||||
Repurchased | (1,872,272 | ) | (37,920,817 | ) | (1,779,064 | ) | (36,990,513 | ) | |||||||||||
Net increase (decrease) | (1,758,323 | ) | ($35,663,271 | ) | 1,246,462 | $ | 23,903,919 | ||||||||||||
Total net increase (decrease) | (2,796,847 | ) | ($56,564,376 | ) | 3,394,393 | $ | 65,932,823 |
Health Sciences Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 440,235 | $ | 16,681,842 | 889,195 | $ | 28,041,558 | |||||||||||||
Distributions reinvested | — | — | 498,565 | 15,121,472 | |||||||||||||||
Repurchased | (259,929 | ) | (9,601,239 | ) | (1,012,758 | ) | (31,508,616 | ) | |||||||||||
Net increase | 180,306 | $ | 7,080,603 | 375,002 | $ | 11,654,414 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 249,051 | $ | 9,026,585 | 456,818 | $ | 13,894,995 | |||||||||||||
Distributions reinvested | — | — | 433,116 | 12,655,648 | |||||||||||||||
Repurchased | (416,354 | ) | (15,440,185 | ) | (902,596 | ) | (27,364,428 | ) | |||||||||||
Net decrease | (167,303 | ) | ($6,413,600 | ) | (12,662 | ) | ($813,785 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 347,689 | $ | 13,286,524 | 520,636 | $ | 16,464,404 | |||||||||||||
Distributions reinvested | — | — | 365,357 | 11,154,352 | |||||||||||||||
Repurchased | (221,600 | ) | (8,570,213 | ) | (403,798 | ) | (12,710,064 | ) | |||||||||||
Net increase | 126,089 | $ | 4,716,311 | 482,195 | $ | 14,908,692 | |||||||||||||
Total net increase | 139,092 | $ | 5,383,314 | 844,535 | $ | 25,749,321 |
International Core Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 316,792 | $ | 3,541,463 | 191,683 | $ | 2,234,411 | |||||||||||||
Distributions reinvested | — | — | 147,676 | 1,662,311 | |||||||||||||||
Repurchased | (283,287 | ) | (3,123,022 | ) | (538,033 | ) | (6,320,709 | ) | |||||||||||
Net increase (decrease) | 33,505 | $ | 418,441 | (198,674 | ) | ($2,423,987 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 189,801 | $ | 2,147,180 | 241,614 | $ | 2,871,984 | |||||||||||||
Distributions reinvested | — | — | 55,620 | $ | 632,003 | ||||||||||||||
Repurchased | (150,074 | ) | ($1,695,625 | ) | (567,648 | ) | ($6,742,525 | ) | |||||||||||
Net increase (decrease) | 39,727 | $ | 451,555 | (270,414 | ) | ($3,238,538 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 989,509 | $ | 11,100,173 | 3,517,732 | $ | 39,357,522 | |||||||||||||
Distributions reinvested | — | — | 2,359,645 | 26,468,363 | |||||||||||||||
Repurchased | (10,446,832 | ) | (118,735,917 | ) | (10,474,728 | ) | (126,337,290 | ) | |||||||||||
Net decrease | (9,457,323 | ) | ($107,635,744 | ) | (4,597,351 | ) | ($60,511,405 | ) | |||||||||||
Total net decrease | (9,384,091 | ) | ($106,765,748 | ) | (5,066,439 | ) | ($66,173,930 | ) |
International Equity Index Trust B | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,054,416 | $ | 17,707,881 | 1,482,350 | $ | 25,393,711 | |||||||||||||
Distributions reinvested | — | — | 536,576 | 9,046,598 | |||||||||||||||
Repurchased | (620,417 | ) | (10,220,358 | ) | (1,621,065 | ) | (27,697,419 | ) | |||||||||||
Net increase | 433,999 | $ | 7,487,523 | 397,861 | $ | 6,742,890 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 32,467 | $ | 546,354 | 176,921 | $ | 3,078,904 | |||||||||||||
Distributions reinvested | — | — | 37,966 | $ | 641,177 | ||||||||||||||
Repurchased | (131,115 | ) | ($2,175,453 | ) | (429,420 | ) | ($7,491,467 | ) | |||||||||||
Net decrease | (98,648 | ) | ($1,629,099 | ) | (214,533 | ) | ($3,771,386 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 762,076 | $ | 12,815,491 | 1,240,642 | $ | 20,990,607 | |||||||||||||
Distributions reinvested | — | — | 625,062 | 10,536,660 | |||||||||||||||
Repurchased | (459,094 | ) | (7,636,387 | ) | (3,322,765 | ) | (57,846,115 | ) | |||||||||||
Net increase (decrease) | 302,982 | $ | 5,179,104 | (1,457,061 | ) | ($26,318,848 | ) | ||||||||||||
Total net increase (decrease) | 638,333 | $ | 11,037,528 | (1,273,733 | ) | ($23,347,344 | ) |
International Growth Stock Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 6,459 | $ | 111,601 | 39,935 | $ | 693,115 | |||||||||||||
Distributions reinvested | — | — | 2,965 | 51,534 | |||||||||||||||
Repurchased | (8,773 | ) | (152,352 | ) | (83,051 | ) | (1,435,724 | ) | |||||||||||
Net decrease | (2,314 | ) | ($40,751 | ) | (40,151 | ) | ($691,075 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 115,696 | $ | 2,028,526 | 178,842 | $ | 3,022,746 | |||||||||||||
Distributions reinvested | — | — | 20,973 | $ | 364,634 | ||||||||||||||
Repurchased | (100,034 | ) | ($1,734,339 | ) | (283,137 | ) | ($4,828,041 | ) | |||||||||||
Net increase (decrease) | 15,662 | $ | 294,187 | (83,322 | ) | ($1,440,661 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 369,482 | $ | 6,575,645 | 512,703 | $ | 8,545,528 | |||||||||||||
Distributions reinvested | — | — | 539,388 | 9,358,932 | |||||||||||||||
Repurchased | (4,011,679 | ) | (70,140,712 | ) | (4,785,097 | ) | (83,608,202 | ) | |||||||||||
Net decrease | (3,642,197 | ) | ($63,565,067 | ) | (3,733,006 | ) | ($65,703,742 | ) | |||||||||||
Total net decrease | (3,628,849 | ) | ($63,311,631 | ) | (3,856,479 | ) | ($67,835,478 | ) |
International Small Company Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 215,156 | $ | 2,780,862 | 272,295 | $ | 3,524,319 | |||||||||||||
Distributions reinvested | — | — | 44,486 | 561,048 | |||||||||||||||
Repurchased | (247,268 | ) | (3,039,006 | ) | (786,577 | ) | (10,039,168 | ) | |||||||||||
Net decrease | (32,112 | ) | ($258,144 | ) | (469,796 | ) | ($5,953,801 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 158,950 | $ | 2,023,056 | 129,992 | $ | 1,616,179 | |||||||||||||
Distributions reinvested | — | — | 22,101 | 280,835 | |||||||||||||||
Repurchased | (164,535 | ) | (2,041,400 | ) | (536,946 | ) | (6,762,710 | ) | |||||||||||
Net decrease | (5,585 | ) | ($18,344 | ) | (384,853 | ) | ($4,865,696 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 501,938 | $ | 6,082,444 | 1,789,815 | $ | 22,861,927 | |||||||||||||
Distributions reinvested | — | — | 57,041 | 718,046 | |||||||||||||||
Repurchased | (211,671 | ) | (2,598,674 | ) | (1,351,461 | ) | (16,881,993 | ) | |||||||||||
Net increase | 290,267 | $ | 3,483,770 | 495,395 | $ | 6,697,980 | |||||||||||||
Total net increase (decrease) | 252,570 | $ | 3,207,282 | (359,254 | ) | ($4,121,517 | ) |
International Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 87,154 | $ | 1,185,177 | 213,725 | $ | 2,889,901 | |||||||||||||
Distributions reinvested | — | — | 228,918 | 3,065,848 | |||||||||||||||
Repurchased | (606,172 | ) | (8,026,425 | ) | (1,222,336 | ) | (17,726,758 | ) | |||||||||||
Net decrease | (519,018 | ) | ($6,841,248 | ) | (779,693 | ) | ($11,771,009 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 181,812 | $ | 2,485,634 | 244,167 | $ | 3,199,104 | |||||||||||||
Distributions reinvested | — | — | 164,979 | 2,203,413 | |||||||||||||||
Repurchased | (542,662 | ) | (7,219,945 | ) | (1,428,906 | ) | (20,684,096 | ) | |||||||||||
Net decrease | (360,850 | ) | ($4,734,311 | ) | (1,019,760 | ) | ($15,281,579 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 144,659 | $ | 1,990,370 | 4,267,812 | $ | 57,833,389 | |||||||||||||
Distributions reinvested | — | — | 2,152,902 | 28,619,112 | |||||||||||||||
Repurchased | (9,568,460 | ) | (128,844,412 | ) | (7,883,409 | ) | (117,886,889 | ) | |||||||||||
Net decrease | (9,423,801 | ) | ($126,854,042 | ) | (1,462,695 | ) | ($31,434,388 | ) | |||||||||||
Total net decrease | (10,303,669 | ) | ($138,429,601 | ) | (3,262,148 | ) | ($58,486,976 | ) |
Lifestyle Aggressive PS Series | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 62,954 | $ | 841,422 | 287,436 | $ | 3,607,664 | |||||||||||||
Distributions reinvested | — | — | 9,699 | 125,605 | |||||||||||||||
Repurchased | (26,051 | ) | (349,046 | ) | (113,555 | ) | (1,484,070 | ) | |||||||||||
Net increase | 36,903 | $ | 492,376 | 183,580 | $ | 2,249,199 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 78,445 | $ | 1,026,542 | 1,826,831 | $ | 23,175,139 | |||||||||||||
Distributions reinvested | — | — | 69,761 | 904,104 | |||||||||||||||
Repurchased | (90,119 | ) | (1,189,371 | ) | (416,750 | ) | (5,451,645 | ) | |||||||||||
Net increase (decrease) | (11,674 | ) | ($162,829 | ) | 1,479,842 | $ | 18,627,598 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 27,029 | $ | 350,439 | 40,471 | $ | 532,519 | |||||||||||||
Distributions reinvested | — | — | 2,418 | 31,313 | |||||||||||||||
Repurchased | (2,358 | ) | (31,178 | ) | (10,054 | ) | (129,980 | ) | |||||||||||
Net increase | 24,671 | $ | 319,261 | 32,835 | $ | 433,852 | |||||||||||||
Total net increase | 49,900 | $ | 648,808 | 1,696,257 | $ | 21,310,649 |
Lifestyle Balanced PS Series | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 182,807 | $ | 2,626,819 | 2,052,067 | $ | 28,981,085 | |||||||||||||
Distributions reinvested | — | — | 80,100 | 1,150,168 | |||||||||||||||
Repurchased | (165,253 | ) | (2,391,098 | ) | (145,484 | ) | (2,105,351 | ) | |||||||||||
Net increase | 17,554 | $ | 235,721 | 1,986,683 | $ | 28,025,902 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 2,253,252 | $ | 32,549,177 | 52,364,723 | $ | 739,247,998 | |||||||||||||
Distributions reinvested | — | — | 2,565,032 | 36,911,260 | |||||||||||||||
Repurchased | (2,024,905 | ) | (29,375,090 | ) | (4,607,172 | ) | (66,409,684 | ) | |||||||||||
Net increase | 228,347 | $ | 3,174,087 | 50,322,583 | $ | 709,749,574 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 477,990 | $ | 6,926,568 | 2,163,770 | $ | 30,755,466 | |||||||||||||
Distributions reinvested | — | — | 81,975 | 1,175,835 | |||||||||||||||
Repurchased | (58,164 | ) | (847,041 | ) | (128,561 | ) | (1,841,863 | ) | |||||||||||
Net increase | 419,826 | $ | 6,079,527 | 2,117,184 | $ | 30,089,438 | |||||||||||||
Total net increase | 665,727 | $ | 9,489,335 | 54,426,450 | $ | 767,864,914 |
Lifestyle Conservative PS Series | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 62,819 | $ | 853,764 | 810,552 | $ | 10,955,218 | |||||||||||||
Distributions reinvested | — | — | 24,851 | 334,044 | |||||||||||||||
Repurchased | (139,145 | ) | (1,884,632 | ) | (242,133 | ) | (3,297,692 | ) | |||||||||||
Net increase (decrease) | (76,326 | ) | ($1,030,868 | ) | 593,270 | $ | 7,991,570 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 839,706 | $ | 11,352,626 | 12,370,374 | $ | 166,120,136 | |||||||||||||
Distributions reinvested | — | — | 565,340 | 7,607,263 | |||||||||||||||
Repurchased | (1,149,771 | ) | (15,578,843 | ) | (2,615,609 | ) | (35,531,919 | ) | |||||||||||
Net increase (decrease) | (310,065 | ) | ($4,226,217 | ) | 10,320,105 | $ | 138,195,480 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 18,883 | $ | 255,094 | 18,226 | $ | 248,870 | |||||||||||||
Distributions reinvested | — | — | 981 | 13,158 | |||||||||||||||
Repurchased | (859 | ) | (11,614 | ) | (303 | ) | (4,131 | ) | |||||||||||
Net increase | 18,024 | $ | 243,480 | 18,904 | $ | 257,897 | |||||||||||||
Total net increase (decrease) | (368,367 | ) | ($5,013,605 | ) | 10,932,279 | $ | 146,444,947 |
Lifestyle Growth PS Series | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 326,674 | $ | 4,956,016 | 2,397,096 | $ | 35,195,753 | |||||||||||||
Distributions reinvested | — | — | 90,001 | 1,355,921 | |||||||||||||||
Repurchased | (136,646 | )�� | (2,097,950 | ) | (260,611 | ) | (3,906,148 | ) | |||||||||||
Net increase | 190,028 | $ | 2,858,066 | 2,226,486 | $ | 32,645,526 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 7,716,756 | $ | 116,642,810 | 106,255,386 | $ | 1,555,459,382 | |||||||||||||
Distributions reinvested | — | — | 4,265,196 | 64,297,694 | |||||||||||||||
Repurchased | (2,709,783 | ) | (41,449,240 | ) | (4,914,980 | ) | (74,177,569 | ) | |||||||||||
Net increase | 5,006,973 | $ | 75,193,570 | 105,605,602 | $ | 1,545,579,507 | |||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 582,653 | $ | 8,891,766 | 801,080 | $ | 12,079,069 | |||||||||||||
Distributions reinvested | — | — | 25,126 | 377,578 | |||||||||||||||
Repurchased | (12,773 | ) | (193,408 | ) | (10,225 | ) | (152,920 | ) | |||||||||||
Net increase | 569,880 | $ | 8,698,358 | 815,981 | $ | 12,303,727 | |||||||||||||
Total net increase | 5,766,881 | $ | 86,749,994 | 108,648,069 | $ | 1,590,528,760 |
Lifestyle Moderate PS Series | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 94,521 | $ | 1,335,774 | 636,447 | $ | 8,922,828 | |||||||||||||
Distributions reinvested | — | — | 26,279 | 371,159 | |||||||||||||||
Repurchased | (72,732 | ) | (1,038,844 | ) | (106,327 | ) | (1,513,092 | ) | |||||||||||
Net increase | 21,789 | $ | 296,930 | 556,399 | $ | 7,780,895 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 858,428 | $ | 12,152,086 | 17,726,576 | $ | 248,481,827 | |||||||||||||
Distributions reinvested | — | — | 1,047,418 | 14,824,642 | |||||||||||||||
Repurchased | (1,099,388 | ) | (15,650,205 | ) | (2,321,749 | ) | (33,094,513 | ) | |||||||||||
Net increase (decrease) | (240,960 | ) | ($3,498,119 | ) | 16,452,245 | $ | 230,211,956 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 126,736 | $ | 1,801,040 | 218,338 | $ | 3,112,625 | |||||||||||||
Distributions reinvested | — | — | 8,238 | 115,904 | |||||||||||||||
Repurchased | (8,205 | ) | (115,696 | ) | (5,826 | ) | (81,465 | ) | |||||||||||
Net increase | 118,531 | $ | 1,685,344 | 220,750 | $ | 3,147,064 | |||||||||||||
Total net increase (decrease) | (100,640 | ) | ($1,515,845 | ) | 17,229,394 | $ | 241,139,915 |
Mid Cap Index Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,450,450 | $ | 33,473,921 | 1,201,153 | $ | 26,598,245 | |||||||||||||
Distributions reinvested | — | — | 2,074,207 | 45,864,229 | |||||||||||||||
Repurchased | (903,652 | ) | (20,926,630 | ) | (2,930,176 | ) | (64,480,449 | ) | |||||||||||
Net increase | 546,798 | $ | 12,547,291 | 345,184 | $ | 7,982,025 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 104,926 | $ | 2,410,986 | 49,018 | $ | 1,100,454 | |||||||||||||
Distributions reinvested | — | — | 220,679 | 4,858,970 | |||||||||||||||
Repurchased | (208,658 | ) | (4,818,428 | ) | (858,192 | ) | (18,843,088 | ) | |||||||||||
Net decrease | (103,732 | ) | ($2,407,442 | ) | (588,495 | ) | ($12,883,664 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,010,025 | $ | 23,843,200 | 804,983 | $ | 17,867,419 | |||||||||||||
Distributions reinvested | — | — | 299,483 | 6,625,100 | |||||||||||||||
Repurchased | (530,488 | ) | (12,385,601 | ) | (373,332 | ) | (8,293,282 | ) | |||||||||||
Net increase | 479,537 | $ | 11,457,599 | 731,134 | $ | 16,199,237 | |||||||||||||
Total net increase | 922,603 | $ | 21,597,448 | 487,823 | $ | 11,297,598 |
Mid Cap Stock Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 64,311 | $ | 1,257,452 | 53,656 | $ | 1,000,426 | |||||||||||||
Distributions reinvested | — | — | 1,961,030 | 35,710,362 | |||||||||||||||
Repurchased | (785,118 | ) | (15,409,710 | ) | (1,709,796 | ) | (34,277,033 | ) | |||||||||||
Net increase (decrease) | (720,807 | ) | ($14,152,258 | ) | 304,890 | $ | 2,433,755 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 207,222 | $ | 3,852,030 | 182,930 | $ | 3,638,695 | |||||||||||||
Distributions reinvested | — | — | 1,125,825 | 19,825,782 | |||||||||||||||
Repurchased | (496,142 | ) | (9,410,188 | ) | (1,719,961 | ) | (33,686,271 | ) | |||||||||||
Net decrease | (288,920 | ) | ($5,558,158 | ) | (411,206 | ) | ($10,221,794 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 84,503 | $ | 1,659,146 | 952,460 | $ | 20,272,222 | |||||||||||||
Distributions reinvested | — | — | 5,937,337 | 108,890,760 | |||||||||||||||
Repurchased | (2,982,469 | ) | (59,035,487 | ) | (5,966,535 | ) | (119,952,022 | ) | |||||||||||
Net increase (decrease) | (2,897,966 | ) | ($57,376,341 | ) | 923,262 | $ | 9,210,960 | ||||||||||||
Total net increase (decrease) | (3,907,693 | ) | ($77,086,757 | ) | 816,946 | $ | 1,422,921 |
Mid Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 123,929 | $ | 1,769,188 | 1,044,940 | $ | 14,996,153 | |||||||||||||
Distributions reinvested | — | — | 2,574,680 | 36,108,991 | |||||||||||||||
Repurchased | (2,027,650 | ) | (29,213,269 | ) | (3,573,134 | ) | (50,367,033 | ) | |||||||||||
Net increase (decrease) | (1,903,721 | ) | ($27,444,081 | ) | 46,486 | $ | 738,111 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 17,455 | $ | 247,236 | 64,378 | $ | 935,273 | |||||||||||||
Distributions reinvested | — | — | 559,487 | 7,842,504 | |||||||||||||||
Repurchased | (554,153 | ) | (7,979,808 | ) | (1,335,010 | ) | (18,997,467 | ) | |||||||||||
Net decrease | (536,698 | ) | ($7,732,572 | ) | (711,145 | ) | ($10,219,690 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 333,809 | $ | 4,754,255 | 1,059,755 | $ | 14,659,213 | |||||||||||||
Distributions reinvested | — | — | 3,538,015 | 49,440,321 | |||||||||||||||
Repurchased | (3,568,152 | ) | (51,443,335 | ) | (8,145,629 | ) | (118,019,113 | ) | |||||||||||
Net decrease | (3,234,343 | ) | ($46,689,080 | ) | (3,547,859 | ) | ($53,919,579 | ) | |||||||||||
Total net decrease | (5,674,762 | ) | ($81,865,733 | ) | (4,212,518 | ) | ($63,401,158 | ) |
Mutual Shares Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 12,726 | $ | 182,484 | 179,259 | $ | 2,527,888 | |||||||||||||
Distributions reinvested | — | — | 721,024 | 10,355,165 | |||||||||||||||
Repurchased | (1,090,208 | ) | (15,770,291 | ) | (2,583,914 | ) | (36,818,415 | ) | |||||||||||
Net decrease | (1,077,482 | ) | ($15,587,807 | ) | (1,683,631 | ) | ($23,935,362 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | — | — | 87,745 | $ | 1,225,594 | ||||||||||||||
Distributions reinvested | — | — | 1,560,800 | 22,417,058 | |||||||||||||||
Repurchased | (2,169,592 | ) | ($31,361,310 | ) | (6,253,731 | ) | (88,576,689 | ) | |||||||||||
Net decrease | (2,169,592 | ) | ($31,361,310 | ) | (4,605,186 | ) | ($64,934,037 | ) | |||||||||||
Total net decrease | (3,247,074 | ) | ($46,949,117 | ) | (6,288,817 | ) | ($88,869,399 | ) |
Real Estate Securities Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 102,145 | $ | 1,864,775 | 407,720 | $ | 6,563,836 | |||||||||||||
Distributions reinvested | — | — | 89,769 | 1,538,681 | |||||||||||||||
Repurchased | (630,083 | ) | (11,454,103 | ) | (717,571 | ) | (11,615,844 | ) | |||||||||||
Net decrease | (527,938 | ) | ($9,589,328 | ) | (220,082 | ) | ($3,513,327 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 202,696 | $ | 3,788,697 | 503,436 | $ | 8,210,416 | |||||||||||||
Distributions reinvested | — | — | 51,809 | 888,289 | |||||||||||||||
Repurchased | (583,200 | ) | (10,633,491 | ) | (1,070,038 | ) | (17,384,442 | ) | |||||||||||
Net decrease | (380,504 | ) | ($6,844,794 | ) | (514,793 | ) | ($8,285,737 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 619,834 | $ | 11,299,351 | 706,632 | $ | 11,237,413 | |||||||||||||
Distributions reinvested | — | — | 255,219 | 4,350,257 | |||||||||||||||
Repurchased | (819,922 | ) | (14,835,897 | ) | (1,395,170 | ) | (22,020,124 | ) | |||||||||||
Net decrease | (200,088 | ) | ($3,536,546 | ) | (433,319 | ) | ($6,432,454 | ) | |||||||||||
Total net decrease | (1,108,530 | ) | ($19,970,668 | ) | (1,168,194 | ) | ($18,231,518 | ) |
Science & Technology Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 514,965 | $ | 14,315,412 | 1,367,045 | $ | 35,559,245 | |||||||||||||
Distributions reinvested | — | — | 459,731 | 12,251,835 | |||||||||||||||
Repurchased | (743,517 | ) | (20,885,329 | ) | (1,471,527 | ) | (37,698,390 | ) | |||||||||||
Net increase (decrease) | (228,552 | ) | ($6,569,917 | ) | 355,249 | $ | 10,112,690 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 76,188 | $ | 2,088,158 | 220,859 | $ | 5,662,298 | |||||||||||||
Distributions reinvested | — | — | 56,258 | 1,466,657 | |||||||||||||||
Repurchased | (242,786 | ) | (6,701,988 | ) | (495,368 | ) | (12,425,505 | ) | |||||||||||
Net decrease | (166,598 | ) | ($4,613,830 | ) | (218,251 | ) | ($5,296,550 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 166,958 | $ | 4,707,582 | 277,670 | $ | 7,196,132 | |||||||||||||
Distributions reinvested | — | — | 22,919 | 614,004 | |||||||||||||||
Repurchased | (47,560 | ) | (1,315,095 | ) | (227,649 | ) | (5,856,349 | ) | |||||||||||
Net increase | 119,398 | $ | 3,392,487 | 72,940 | $ | 1,953,787 | |||||||||||||
Total net increase (decrease) | (275,752 | ) | ($7,791,260 | ) | 209,938 | $ | 6,769,927 |
Small Cap Growth Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 455,681 | $ | 5,535,539 | 898,011 | $ | 11,104,023 | |||||||||||||
Distributions reinvested | — | — | 1,614,445 | 18,243,237 | |||||||||||||||
Repurchased | (1,030,414 | ) | (12,235,944 | ) | (2,417,756 | ) | (29,645,446 | ) | |||||||||||
Net increase (decrease) | (574,733 | ) | ($6,700,405 | ) | 94,700 | ($298,186 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 418,782 | $ | 4,929,706 | 371,015 | $ | 4,648,097 | |||||||||||||
Distributions reinvested | — | — | 556,044 | 6,099,799 | |||||||||||||||
Repurchased | (327,431 | ) | (3,851,978 | ) | (1,531,455 | ) | (18,332,186 | ) | |||||||||||
Net increase (decrease) | 91,351 | $ | 1,077,728 | (604,396 | ) | ($7,584,290 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 167,738 | $ | 2,044,980 | 723,648 | $ | 9,146,485 | |||||||||||||
Distributions reinvested | — | — | 4,940,154 | 56,218,951 | |||||||||||||||
Repurchased | (2,275,573 | ) | (27,905,802 | ) | (6,448,570 | ) | (79,712,597 | ) | |||||||||||
Net decrease | (2,107,835 | ) | ($25,860,822 | ) | (784,768 | ) | ($14,347,161 | ) | |||||||||||
Total net decrease | (2,591,217 | ) | ($31,483,499 | ) | (1,294,464 | ) | ($22,229,637 | ) |
Small Cap Index Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 701,825 | $ | 11,077,647 | 1,226,829 | $ | 18,780,461 | |||||||||||||
Distributions reinvested | — | — | 1,427,480 | 21,508,863 | |||||||||||||||
Repurchased | (888,959 | ) | (14,024,805 | ) | (3,070,518 | ) | (46,820,509 | ) | |||||||||||
Net decrease | (187,134 | ) | ($2,947,158 | ) | (416,209 | ) | ($6,531,185 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 19,737 | $ | 307,690 | 64,086 | $ | 978,076 | |||||||||||||
Distributions reinvested | — | — | 244,750 | 3,668,164 | |||||||||||||||
Repurchased | (318,447 | ) | (4,978,969 | ) | (990,833 | ) | (15,211,716 | ) | |||||||||||
Net decrease | (298,710 | ) | ($4,671,279 | ) | (681,997 | ) | ($10,565,476 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 674,071 | $ | 10,763,597 | 2,140,599 | $ | 32,969,447 | |||||||||||||
Distributions reinvested | — | — | 426,574 | 6,432,074 | |||||||||||||||
Repurchased | (420,103 | ) | (6,551,856 | ) | (1,256,018 | ) | (19,222,901 | ) | |||||||||||
Net increase | 253,968 | $ | 4,211,741 | 1,311,155 | $ | 20,178,620 | |||||||||||||
Total net increase (decrease) | (231,876 | ) | ($3,406,696 | ) | 212,949 | $ | 3,081,959 |
Small Cap Opportunities Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 25,787 | $ | 840,838 | 26,212 | $ | 808,779 | |||||||||||||
Distributions reinvested | — | — | 1,758 | 55,205 | |||||||||||||||
Repurchased | (227,885 | ) | (7,376,987 | ) | (731,190 | ) | (22,305,971 | ) | |||||||||||
Net decrease | (202,098 | ) | ($6,536,149 | ) | (703,220 | ) | ($21,441,987 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 57,315 | $ | 1,866,014 | 107,746 | $ | 3,249,659 | |||||||||||||
Repurchased | (134,863 | ) | (4,303,179 | ) | (506,449 | ) | (15,322,478 | ) | |||||||||||
Net decrease | (77,548 | ) | ($2,437,165 | ) | (398,703 | ) | ($12,072,819 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 42,132 | $ | 1,377,852 | 535,954 | $ | 16,178,624 | |||||||||||||
Distributions reinvested | — | — | 3,218 | 100,596 | |||||||||||||||
Repurchased | (665,928 | ) | (21,843,393 | ) | (692,395 | ) | (21,281,292 | ) | |||||||||||
Net decrease | (623,796 | ) | ($20,465,541 | ) | (153,223 | ) | ($5,002,072 | ) | |||||||||||
Total net decrease | (903,442 | ) | ($29,438,855 | ) | (1,255,146 | ) | ($38,516,878 | ) |
Small Cap Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 333,779 | $ | 8,287,455 | 269,295 | $ | 6,862,565 | |||||||||||||
Distributions reinvested | — | — | 1,798,688 | 42,281,197 | |||||||||||||||
Repurchased | (874,322 | ) | (21,913,047 | ) | (2,285,587 | ) | (57,051,516 | ) | |||||||||||
Net decrease | (540,543 | ) | ($13,625,592 | ) | (217,604 | ) | ($7,907,754 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 45,282 | $ | 1,125,073 | 220,955 | $ | 5,545,940 | |||||||||||||
Distributions reinvested | — | — | 218,999 | 5,122,252 | |||||||||||||||
Repurchased | (277,833 | ) | (6,835,341 | ) | (559,328 | ) | (14,045,433 | ) | |||||||||||
Net decrease | (232,551 | ) | ($5,710,268 | ) | (119,374 | ) | ($3,377,241 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 224,370 | $ | 5,652,678 | 244,881 | $ | 6,025,448 | |||||||||||||
Distributions reinvested | — | — | 1,740,740 | 40,834,869 | |||||||||||||||
Repurchased | (910,428 | ) | (22,957,725 | ) | (2,793,128 | ) | (69,821,858 | ) | |||||||||||
Net decrease | (686,058 | ) | ($17,305,047 | ) | (807,507 | ) | ($22,961,541 | ) | |||||||||||
Total net decrease | (1,459,152 | ) | ($36,640,907 | ) | (1,144,485 | ) | ($34,246,536 | ) |
Small Company Growth Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | — | — | 11,574 | $ | 291,431 | ||||||||||||||
Repurchased | (668,642 | ) | ($19,516,639 | ) | (1,324,076 | ) | (35,134,541 | ) | |||||||||||
Net decrease | (668,642 | ) | ($19,516,639 | ) | (1,312,502 | ) | ($34,843,110 | ) | |||||||||||
Total net decrease | (668,642 | ) | ($19,516,639 | ) | (1,312,502 | ) | ($34,843,110 | ) |
Small Company Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 6,087 | $ | 152,050 | 30,888 | $ | 765,728 | |||||||||||||
Distributions reinvested | — | — | 69,452 | 1,706,430 | |||||||||||||||
Repurchased | (268,024 | ) | (6,591,554 | ) | (587,722 | ) | (14,510,610 | ) | |||||||||||
Net decrease | (261,937 | ) | ($6,439,504 | ) | (487,382 | ) | ($12,038,452 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 20,578 | $ | 504,946 | 34,565 | $ | 824,186 | |||||||||||||
Distributions reinvested | — | — | 57,531 | 1,396,284 | |||||||||||||||
Repurchased | (253,281 | ) | (6,162,391 | ) | (614,279 | ) | (14,992,024 | ) | |||||||||||
Net decrease | (232,703 | ) | ($5,657,445 | ) | (522,183 | ) | ($12,771,554 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 67,345 | $ | 1,656,748 | 260,636 | $ | 6,220,528 | |||||||||||||
Distributions reinvested | — | — | 214,546 | 5,262,817 | |||||||||||||||
Repurchased | (510,869 | ) | (12,678,365 | ) | (1,664,926 | ) | (41,499,989 | ) | |||||||||||
Net decrease | (443,524 | ) | ($11,021,617 | ) | (1,189,744 | ) | ($30,016,644 | ) | |||||||||||
Total net decrease | (938,164 | ) | ($23,118,566 | ) | (2,199,309 | ) | ($54,826,650 | ) |
Strategic Equity Allocation Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 13,593,641 | $ | 243,740,631 | 68,702,747 | $ | 1,181,011,334 | |||||||||||||
Distributions reinvested | — | — | 29,408,346 | 512,488,957 | |||||||||||||||
Repurchased | (56,030,539 | ) | (1,000,489,814 | ) | (108,324,339 | ) | (1,856,004,777 | ) | |||||||||||
Net decrease | (42,436,898 | ) | ($756,749,183 | ) | (10,213,246 | ) | ($162,504,486 | ) | |||||||||||
Total net decrease | (42,436,898 | ) | ($756,749,183 | ) | (10,213,246 | ) | ($162,504,486 | ) |
Total Stock Market Index Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,213,792 | $ | 22,732,192 | 2,389,546 | $ | 42,003,641 | |||||||||||||
Distributions reinvested | — | — | 675,608 | 12,383,205 | |||||||||||||||
Repurchased | (1,427,697 | ) | (27,093,473 | ) | (2,753,662 | ) | (48,700,035 | ) | |||||||||||
Net increase (decrease) | (213,905 | ) | ($4,361,281 | ) | 311,492 | $ | 5,686,811 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 65,539 | $ | 1,222,696 | 224,943 | $ | 4,039,962 | |||||||||||||
Distributions reinvested | — | — | 57,025 | 1,040,762 | |||||||||||||||
Repurchased | (205,000 | ) | (3,804,133 | ) | (622,614 | ) | (10,937,949 | ) | |||||||||||
Net decrease | (139,461 | ) | ($2,581,437 | ) | (340,646 | ) | ($5,857,225 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 284,863 | $ | 5,374,713 | 428,992 | $ | 7,548,258 | |||||||||||||
Distributions reinvested | — | — | 140,005 | 2,566,251 | |||||||||||||||
Repurchased | (196,337 | ) | (3,697,812 | ) | (575,648 | ) | (10,214,054 | ) | |||||||||||
Net increase (decrease) | 88,526 | $ | 1,676,901 | (6,651 | ) | ($99,545 | ) | ||||||||||||
Total net decrease | (264,840 | ) | ($5,265,817 | ) | (35,805 | ) | ($269,959 | ) |
U.S. Equity Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 15,713 | $ | 308,440 | 86,281 | $ | 1,602,027 | |||||||||||||
Distributions reinvested | — | — | 101,235 | 1,967,981 | |||||||||||||||
Repurchased | (453,146 | ) | (8,911,779 | ) | (1,184,603 | ) | (21,924,880 | ) | |||||||||||
Net decrease | (437,433 | ) | ($8,603,339 | ) | (997,087 | ) | ($18,354,872 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 2,958 | $ | 58,202 | 26,495 | $ | 506,334 | |||||||||||||
Distributions reinvested | — | — | 5,244 | 101,917 | |||||||||||||||
Repurchased | (59,301 | ) | (1,168,860 | ) | (113,845 | ) | (2,113,646 | ) | |||||||||||
Net decrease | (56,343 | ) | ($1,110,658 | ) | (82,106 | ) | ($1,505,395 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 46,322 | $ | 905,196 | 451,279 | $ | 8,316,593 | |||||||||||||
Distributions reinvested | — | — | 517,296 | 10,056,553 | |||||||||||||||
Repurchased | (2,290,646 | ) | (45,339,693 | ) | (11,766,303 | ) | (220,649,780 | ) | |||||||||||
Net decrease | (2,244,324 | ) | ($44,434,497 | ) | (10,797,728 | ) | ($202,276,634 | ) | |||||||||||
Total net decrease | (2,738,100 | ) | ($54,148,494 | ) | (11,876,921 | ) | ($222,136,901 | ) |
Utilities Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 134,111 | $ | 2,185,831 | 2,158,579 | $ | 36,516,339 | |||||||||||||
Distributions reinvested | — | — | 1,835,142 | 30,970,759 | |||||||||||||||
Repurchased | (2,774,742 | ) | (45,679,200 | ) | (3,881,285 | ) | (63,833,793 | ) | |||||||||||
Net increase (decrease) | (2,640,631 | ) | ($43,493,369 | ) | 112,436 | $ | 3,653,305 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 57,614 | $ | 932,207 | 164,443 | $ | 2,702,765 | |||||||||||||
Distributions reinvested | — | — | 95,367 | 1,595,861 | |||||||||||||||
Repurchased | (236,295 | ) | (3,852,655 | ) | (441,531 | ) | (7,306,447 | ) | |||||||||||
Net decrease | (178,681 | ) | ($2,920,448 | ) | (181,721 | ) | ($3,007,821 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 81,610 | $ | 1,352,111 | 423,094 | $ | 6,914,819 | |||||||||||||
Distributions reinvested | — | — | 154,562 | 2,605,818 | |||||||||||||||
Repurchased | (111,637 | ) | (1,838,058 | ) | (206,490 | ) | (3,428,673 | ) | |||||||||||
Net increase (decrease) | (30,027 | ) | ($485,947 | ) | 371,166 | $ | 6,091,964 | ||||||||||||
Total net increase (decrease) | (2,849,339 | ) | ($46,899,764 | ) | 301,881 | $ | 6,737,448 |
Value Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 162,279 | $ | 4,253,875 | 3,543,408 | $ | 91,164,373 | |||||||||||||
Distributions reinvested | — | — | 2,366,488 | 60,793,060 | |||||||||||||||
Repurchased | (1,108,941 | ) | (29,546,564 | ) | (2,768,250 | ) | (72,219,724 | ) | |||||||||||
Net increase (decrease) | (946,662 | ) | ($25,292,689 | ) | 3,141,646 | $ | 79,737,709 | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 63,742 | $ | 1,684,556 | 61,468 | $ | 1,610,908 | |||||||||||||
Distributions reinvested | — | — | 129,660 | 3,314,831 | |||||||||||||||
Repurchased | (167,181 | ) | (4,413,662 | ) | (308,613 | ) | (8,027,981 | ) | |||||||||||
Net decrease | (103,439 | ) | ($2,729,106 | ) | (117,485 | ) | ($3,102,242 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 114,249 | $ | 3,037,414 | 239,780 | $ | 6,251,418 | |||||||||||||
Distributions reinvested | — | — | 113,681 | 2,918,167 | |||||||||||||||
Repurchased | (48,553 | ) | (1,303,767 | ) | (412,259 | ) | (10,712,693 | ) | |||||||||||
Net increase (decrease) | 65,696 | $ | 1,733,647 | (58,798 | ) | ($1,543,108 | ) | ||||||||||||
Total net increase (decrease) | (984,405 | ) | ($26,288,148 | ) | 2,965,363 | $ | 75,092,359 |
PORTFOLIO | | SERIES | | % BY SERIES | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Emerging Markets Value Trust | II | 100 | % | |||||||
Lifestyle Moderate PS Series | I | 1 | % | |||||||
Lifestyle Conservative Series | I | 2 | % |
PURCHASES | SALES | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | | U.S. GOVERNMENT | | OTHER ISSUERS | | U.S. GOVERNMENT | | OTHER ISSUERS | |||||||||||
500 Index Trust B | — | $ | 206,343,355 | — | $ | 54,668,550 | |||||||||||||
All Cap Core Trust | — | 414,886,942 | — | 443,815,918 | |||||||||||||||
Alpha Opportunities Trust | — | 350,905,961 | — | 433,226,987 | |||||||||||||||
American Asset Allocation Trust | — | 125,912,698 | — | 106,702,218 | |||||||||||||||
American Global Growth Trust | — | 28,439,459 | — | 19,689,022 | |||||||||||||||
American Growth Trust | — | 209,737,100 | — | 93,347,862 | |||||||||||||||
American Growth-Income Trust | — | 180,730,965 | — | 105,589,421 | |||||||||||||||
American International Trust | — | 36,233,085 | — | 51,941,578 | |||||||||||||||
American New World Trust | — | 9,530,014 | — | 4,772,214 | |||||||||||||||
Blue Chip Growth Trust | — | 281,160,497 | — | 400,167,156 | |||||||||||||||
Capital Appreciation Trust | — | 143,173,084 | — | 249,852,441 | |||||||||||||||
Capital Appreciation Value Trust | — | 132,664,855 | $ | 7,124,177 | 136,673,681 | ||||||||||||||
Core Strategy Trust | — | 25,638,525 | — | 182,955,100 | |||||||||||||||
Emerging Markets Value Trust | — | 74,447,750 | — | 94,286,339 | |||||||||||||||
Equity Income Trust | — | 105,048,659 | — | 127,000,122 | |||||||||||||||
Financial Industries Trust | — | 21,916,517 | — | 30,438,495 | |||||||||||||||
Franklin Templeton Founding Allocation Trust | — | 1,054,075 | — | 80,108,167 | |||||||||||||||
Fundamental All Cap Core Trust | — | 292,189,459 | — | 371,848,452 | |||||||||||||||
Fundamental Large Cap Value Trust | — | 82,148,888 | — | 209,876,271 | |||||||||||||||
Global Trust | — | 86,497,326 | — | 121,146,264 |
PURCHASES | SALES | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PORTFOLIO | | U.S. GOVERNMENT | | OTHER ISSUERS | | U.S. GOVERNMENT | | OTHER ISSUERS | |||||||||||
Health Science Trust | — | $ | 79,987,947 | — | $ | 69,238,522 | |||||||||||||
International Core Trust | — | 176,108,462 | — | 276,435,013 | |||||||||||||||
International Equity Index Trust B | — | 74,447,750 | — | 94,286,339 | |||||||||||||||
International Growth Stock Trust | — | 59,949,159 | — | 112,137,711 | |||||||||||||||
International Small Company Trust | — | 10,672,265 | — | 2,545,727 | |||||||||||||||
International Value Trust | — | 75,592,090 | — | 158,392,844 | |||||||||||||||
Lifestyle Aggressive PS Series | — | 3,399,321 | — | 2,778,277 | |||||||||||||||
Lifestyle Balanced PS Series | — | 36,860,305 | — | 28,849,262 | |||||||||||||||
Lifestyle Conservative PS Series | — | 11,246,838 | — | 16,581,484 | |||||||||||||||
Lifestyle Growth PS Series | — | 121,795,221 | — | 38,031,624 | |||||||||||||||
Lifestyle Moderate PS Series | — | 13,132,704 | — | 15,186,422 | |||||||||||||||
Mid Cap Index Trust | — | 139,722,829 | — | 99,667,525 | |||||||||||||||
Mid Cap Stock Trust | — | 317,957,807 | — | 390,051,241 | |||||||||||||||
Mid Value Trust | — | 163,332,845 | — | 214,951,569 | |||||||||||||||
Mutual Shares Trust | — | 73,135,842 | — | 93,765,634 | |||||||||||||||
Real Estate Securities Trust | — | 417,435,137 | — | 438,619,435 | |||||||||||||||
Science & Technology Trust | — | 291,156,708 | — | 282,569,723 | |||||||||||||||
Small Cap Growth Trust | — | 218,282,812 | — | 252,004,498 | |||||||||||||||
Small Cap Index Trust | — | 60,079,845 | — | 69,091,635 | |||||||||||||||
Small Cap Opportunities Trust | — | 32,305,984 | — | 61,924,909 | |||||||||||||||
Small Cap Value Trust | — | 58,448,508 | — | 76,382,538 | |||||||||||||||
Small Company Growth Trust | — | 22,156,149 | — | 40,949,812 | |||||||||||||||
Small Company Value Trust | — | 54,880,514 | — | 72,445,834 | |||||||||||||||
Strategic Equity Allocation Trust | — | 432,131,130 | — | 1,013,594,077 | |||||||||||||||
Total Stock Market Index Trust | — | 21,368,047 | — | 16,311,622 | |||||||||||||||
U.S. Equity Trust | — | 213,054,142 | — | 252,182,487 | |||||||||||||||
Utilities Trust | — | 96,390,244 | — | 119,578,149 | |||||||||||||||
Value Trust | — | 73,810,609 | — | 94,916,976 |
PORTFOLIO | AFFILIATED CONCENTRATION | | ||||
---|---|---|---|---|---|---|
All Cap Core Trust | 68.5 | % | ||||
Alpha Opportunities Trust | 99.1 | % | ||||
Blue Chip Growth Trust | 37.2 | % | ||||
Capital Appreciation Trust | 55.0 | % | ||||
Emerging Markets Value Trust | 90.8 | % | ||||
Equity Income Trust | 51.7 | % | ||||
Fundamental Large Cap Value Trust | 45.9 | % | ||||
Global Trust | 58.9 | % | ||||
International Core Trust | 83.9 | % | ||||
International Growth Stock Trust | 86.2 | % | ||||
International Value Trust | 66.4 | % | ||||
Mid Cap Stock Trust | 40.1 | % | ||||
Mid Value Trust | 39.4 | % | ||||
Mutual Shares Trust | 67.8 | % | ||||
Small Cap Growth Trust | 32.5 | % | ||||
Small Cap Opportunities Trust | 28.6 | % | ||||
Small Cap Value Trust | 21.0 | % | ||||
Small Company Growth Trust | 100.0 | % | ||||
Small Company Value Trust | 25.5 | % | ||||
Strategic Equity Allocation Trust | 100.0 | % | ||||
U.S. Equity Trust | 80.4 | % |
PORTFOLIO | | AFFILIATE SERIES NAV | | PERCENTAGE OF UNDERLYING PORTFOLIO’S NET ASSETS | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Core Strategy Trust | Bond Trust | 11.4 | % | |||||||
Strategic Equity Allocation Trust | 25.2 | % | ||||||||
Franklin Templeton Founding Allocation Trust | Global Trust | 58.9 | % | |||||||
Income Trust | 100.0 | % | ||||||||
Mutual Shares Trust | 67.8 | % | ||||||||
Lifestyle Balanced PS Series | Bond Trust | 5.0 | % | |||||||
Lifestyle Growth PS Series | Bond Trust | 6.1 | % | |||||||
Strategic Equity Allocation Trust | 13.3 | % |
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 | 86,493,018 | 1,640,101 | (2,724,521 | ) | 85,408,598 | — | — | ($98,081 | ) | $ | 1,167,535,531 | ||||||||||||||||||||||||
Strategic Equity Allocation | 161,588,225 | 177,267 | (8,176,863 | ) | 153,588,629 | — | — | 35,066,423 | 2,707,767,534 | ||||||||||||||||||||||||||
— | — | $ | 34,968,342 | $ | 3,875,303,065 | ||||||||||||||||||||||||||||||
Franklin Templeton Founding Allocation Trust | |||||||||||||||||||||||||||||||||||
Global | 21,387,914 | 2,368 | (1,498,655 | ) | 19,891,627 | — | — | $ | 3,858,511 | $ | 395,246,633 | ||||||||||||||||||||||||
Income | 35,148,054 | 82,211 | (1,526,365 | ) | 33,703,900 | — | — | 220,987 | 398,717,142 | ||||||||||||||||||||||||||
Mutual Shares | 29,924,528 | — | (2,169,592 | ) | 27,754,936 | — | — | 5,455,886 | 398,005,775 | ||||||||||||||||||||||||||
— | — | $ | 9,535,384 | $ | 1,191,969,550 | ||||||||||||||||||||||||||||||
Lifestyle Aggressive PS Series | |||||||||||||||||||||||||||||||||||
Strategic Equity Allocation | 1,044,047 | 79,198 | (56,969 | ) | 1,066,276 | — | — | $ | 55,345 | $ | 18,798,437 | ||||||||||||||||||||||||
Lifestyle Balanced PS Series | |||||||||||||||||||||||||||||||||||
Bond | 36,220,690 | 1,590,812 | (477,428 | ) | 37,334,074 | — | — | $ | 127,721 | $ | 510,356,786 | ||||||||||||||||||||||||
Strategic Equity Allocation | 28,902,752 | 861,405 | (1,247,362 | ) | 28,516,795 | — | — | 3,499,224 | 502,751,089 | ||||||||||||||||||||||||||
— | — | $ | 3,626,945 | $ | 1,013,107,875 | ||||||||||||||||||||||||||||||
Lifestyle Conservative PS Series | |||||||||||||||||||||||||||||||||||
Bond | 11,562,076 | 475,077 | (700,678 | ) | 11,336,475 | — | — | $ | 217,303 | $ | 154,969,615 | ||||||||||||||||||||||||
Strategic Equity Allocation | 2,271,462 | 269,484 | (388,300 | ) | 2,152,646 | — | — | 359,490 | 37,951,151 | ||||||||||||||||||||||||||
— | — | $ | 576,793 | $ | 192,920,766 | ||||||||||||||||||||||||||||||
Lifestyle Growth PS Series | |||||||||||||||||||||||||||||||||||
Bond | 42,469,864 | 4,240,777 | (1,267,274 | ) | 45,443,367 | — | — | $ | 334,437 | $ | 621,210,824 | ||||||||||||||||||||||||
Strategic Equity Allocation | 78,323,987 | 3,663,970 | (1,146,298 | ) | 80,841,659 | — | — | 5,274,438 | 1,425,238,450 | ||||||||||||||||||||||||||
— | — | $ | 5,608,875 | $ | 2,046,449,274 | ||||||||||||||||||||||||||||||
Lifestyle Moderate PS Series | |||||||||||||||||||||||||||||||||||
Bond | 14,722,667 | 583,124 | (455,852 | ) | 14,849,939 | — | — | $ | 124,640 | $ | 202,998,660 | ||||||||||||||||||||||||
Strategic Equity Allocation | 7,761,149 | 296,288 | (497,423 | ) | 7,560,014 | — | — | 1,018,642 | 133,283,051 | ||||||||||||||||||||||||||
— | — | $ | 1,143,282 | $ | 336,281,711 |
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 6-30-15 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | Birst, Inc., Series F | 3/3/2015 | $ | 269,102 | — | 46,072 | 0.0 | %* | $ | 269,102 | ||||||||||||||||||||
Bought: 46,072 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Cloudera, Inc., Series F | 2/5/2014 | $ | 229,626 | 15,771 | 15,771 | 0.1 | % | $ | 517,762 | ||||||||||||||||||||
Alpha Opportunities Trust | ConforMIS, Inc. | 8/12/2014 | $ | 218,960 | 27,370 | 27,370 | 0.0 | %* | $ | 184,748 | ||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series B | 2/28/2014 | $ | 11,360 | 865 | 865 | 0.0 | %* | $ | 16,516 | ||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series B1 | 3/3/2014 | $ | 3,401 | 259 | 259 | 0.0 | %* | $ | 4,945 | ||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series D | 3/3/2014 | $ | 8,155 | 621 | 621 | 0.0 | %* | $ | 11,857 | ||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series E | 3/3/2014 | $ | 211,051 | 16,071 | 16,071 | 0.0 | %* | $ | 306,845 | ||||||||||||||||||||
Alpha Opportunities Trust | DocuSign, Inc., Series F | 4/30/2015 | $ | 40,229 | — | 2,107 | 0.0 | %* | $ | 40,229 | ||||||||||||||||||||
Bought: 2,107 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | DraftKings, Inc. | 12/4/2014 | $ | 135,907 | 75,450 | 75,450 | 0.0 | %* | $ | 325,039 | ||||||||||||||||||||
Alpha Opportunities Trust | Dropbox, Inc., Series C | 1/28/2014 | $ | 208,108 | 10,895 | 10,895 | 0.0 | %* | $ | 193,822 | ||||||||||||||||||||
Alpha Opportunities Trust | Essence Group Holdings Corp. | 5/1/2014 | $ | 321,999 | 203,629 | 203,629 | 0.1 | % | $ | 413,367 | ||||||||||||||||||||
Alpha Opportunities Trust | Forward Venture | 11/20/2014 | $ | 446,608 | 14,346 | 14,346 | 0.1 | % | $ | 637,106 | ||||||||||||||||||||
Alpha Opportunities Trust | Jand, Inc., Class A | 4/23/2015 | $ | 40,141 | — | 3,495 | 0.0 | %* | $ | 40,141 | ||||||||||||||||||||
Bought: 3,495 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Jand, Inc., Series D | 4/23/2015 | $ | 89,643 | — | 7,805 | 0.0 | %* | $ | 89,643 | ||||||||||||||||||||
Bought: 7,805 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Lithium Technology Corp. | 8/18/2014 | $ | 578,207 | 85,197 | 118,631 | 0.1 | % | $ | 601,459 | ||||||||||||||||||||
Bought: 33,434 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Lookout, Inc., Series F | 7/31/2014 | $ | 287,565 | 25,174 | 25,174 | 0.0 | %* | $ | 291,263 | ||||||||||||||||||||
Alpha Opportunities Trust | MarkLogic Corp., Series F | 4/27/2015 | $ | 358,170 | — | 30,839 | 0.0 | %* | $ | 358,170 | ||||||||||||||||||||
Bought: 30,839 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Nutanix, Inc. | 8/25/2014 | $ | 430,389 | 32,127 | 32,127 | 0.1 | % | $ | 635,472 | ||||||||||||||||||||
Alpha Opportunities Trust | Pinterest, Inc., Series G | 3/16/2015 | $ | 1,163,695 | — | 32,419 | 0.2 | % | $ | 1,163,695 | ||||||||||||||||||||
Bought: 32,419 shares | ||||||||||||||||||||||||||||||
Alpha Opportunities Trust | Pure Storage, Inc., Series F | 4/16/2014 | $ | 985,385 | 62,660 | 62,660 | 0.2 | % | $ | 1,260,719 | ||||||||||||||||||||
Alpha Opportunities Trust | Redfin Corp. | 12/15/2014 | $ | 257,887 | 78,202 | 78,202 | 0.0 | %* | $ | 257,887 | ||||||||||||||||||||
Alpha Opportunities Trust | The Honest Company, Inc. (Common Stock) | 8/20/2014 | $ | 103,927 | 3,841 | 3,841 | 0.0 | %* | $ | 102,670 | ||||||||||||||||||||
Alpha Opportunities Trust | The Honest Company, Inc. (Preferred Stock) | 8/20/2014 | $ | 242,515 | 8,963 | 8,963 | 0.0 | %* | $ | 239,581 | ||||||||||||||||||||
Alpha Opportunities Trust | Uber Technologies, Inc. | 6/5/2014 | $ | 2,206,328 | 142,224 | 142,224 | 0.8 | % | $ | 5,637,558 |
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 6-30-15 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alpha Opportunities Trust | Veracode, Inc. | 8/26/2014 | $ | 345,534 | 18,712 | 18,712 | 0.1 | % | $ | 647,248 | ||||||||||||||||||||
Alpha Opportunities Trust | WeWork Companies, Inc., Class A | 12/8/2014 | $ | 42,527 | 2,554 | 2,554 | 0.0 | %* | $ | 84,000 | ||||||||||||||||||||
Alpha Opportunities Trust | WeWork Companies, Inc., Series D1 | 12/8/2014 | $ | 211,370 | 12,694 | 12,694 | 0.1 | % | $ | 417,500 | ||||||||||||||||||||
Alpha Opportunities Trust | WeWork Companies, Inc., Series D2 | 12/8/2014 | $ | 166,079 | 9,974 | 9,974 | 0.0 | %* | $ | 328,041 | ||||||||||||||||||||
Alpha Opportunities Trust | Zuora, Inc., Series F | 1/15/2015 | $ | 379,546 | — | 99,899 | 0.1 | % | $ | 379,546 | ||||||||||||||||||||
Bought: 99,899 shares | $ | 15,455,931 | ||||||||||||||||||||||||||||
Financial Industries Trust | SKBHC Holdings LLC | 11/8/2010 | $ | 2,579,439 | 516 | 516 | 2.2 | % | $ | 3,872,195 | ||||||||||||||||||||
Health Sciences Trust | Acerta Pharma BV, Series B | 5/12/2015 | $ | 546,687 | — | 47,538 | 0.1 | % | $ | 546,687 | ||||||||||||||||||||
Bought: 47,538 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | Beigene, Ltd., Series A | 4/21/2015 | $ | 109,312 | — | 93,429 | 0.0 | %* | $ | 109,312 | ||||||||||||||||||||
Bought: 93,429 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | Doximity, Inc. | 4/10/2014 | $ | 152,390 | 31,611 | 31,611 | 0.0 | %* | $ | 152,390 | ||||||||||||||||||||
Health Sciences Trust | Jand, Inc., Class A | 4/23/2015 | $ | 170,752 | — | 14,867 | 0.0 | %* | $ | 170,752 | ||||||||||||||||||||
Bought: 14,867 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | Jand, Inc., Series D | 4/23/2015 | $ | 381,289 | — | 33,198 | 0.1 | % | $ | 381,289 | ||||||||||||||||||||
Bought: 33,198 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | Novocure, Ltd., Series J | 6/1/2015 | $ | 497,034 | — | 3,603 | 0.1 | % | $ | 497,034 | ||||||||||||||||||||
Bought: 3,603 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | REGENXBIO, Inc., Series D | 5/15/2015 | $ | 70,817 | — | 7,400 | 0.0 | %* | $ | 70,817 | ||||||||||||||||||||
Bought: 7,400 shares | ||||||||||||||||||||||||||||||
Health Sciences Trust | RPI International Holdings LP | 5/21/2015 | $ | 360,302 | — | 3,056 | 0.1 | % | $ | 360,309 | ||||||||||||||||||||
Bought: 3,056 shares | $ | 2,288,590 | ||||||||||||||||||||||||||||
Mid Cap Stock Trust | Birst, Inc., Series F | 3/3/2015 | $ | 1,916,989 | — | 328,201 | 0.2 | % | $ | 1,916,989 | ||||||||||||||||||||
Bought: 328,201 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | ConforMIS, Inc. | 8/12/2014 | $ | 1,628,656 | 203,582 | 203,582 | 0.2 | % | $ | 1,374,179 | ||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series B | 2/28/2014 | $ | 81,224 | 6,185 | 6,185 | 0.0 | %* | $ | 118,091 | ||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series B1 | 3/3/2014 | $ | 24,334 | 1,853 | 1,853 | 0.0 | %* | $ | 35,380 | ||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series D | 3/3/2014 | $ | 58,374 | 4,445 | 4,445 | 0.0 | %* | $ | 84,869 | ||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series E | 2/28/2014 | $ | 1,509,583 | 114,951 | 114,951 | 0.3 | % | $ | 2,194,771 | ||||||||||||||||||||
Mid Cap Stock Trust | DocuSign, Inc., Series F | 4/30/2015 | $ | 291,895 | — | 15,288 | 0.0 | %* | $ | 291,895 | ||||||||||||||||||||
Bought: 15,288 shares | �� | |||||||||||||||||||||||||||||
Mid Cap Stock Trust | DraftKings, Inc. | 12/4/2014 | $ | 975,827 | 541,740 | 541,740 | 0.3 | % | $ | 2,333,816 | ||||||||||||||||||||
Mid Cap Stock Trust | Essence Group Holdings Corp. | 5/1/2014 | $ | 2,308,001 | 1,459,559 | 1,459,559 | 0.4 | % | $ | 2,962,905 | ||||||||||||||||||||
Mid Cap Stock Trust | Forward Venture | 11/20/2014 | $ | 3,219,745 | 103,425 | 103,425 | 0.5 | % | $ | 4,593,104 | ||||||||||||||||||||
Mid Cap Stock Trust | Jand, Inc., Class A | 4/23/2015 | — | 25,303 | 0.0 | %* | $ | 290,613 | ||||||||||||||||||||||
Bought: 25,303 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Jand, Inc., Series D | 4/23/2015 | — | 56,502 | 0.1 | % | $ | 648,942 | ||||||||||||||||||||||
Bought: 56,502 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Lithium Technology Corp. | 8/18/2014 | $ | 4,115,796 | 631,698 | 844,439 | 0.5 | % | $ | 4,281,306 | ||||||||||||||||||||
Bought: 212,741 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Lookout, Inc., Series F | 7/31/2014 | $ | 2,122,743 | 185,829 | 185,829 | 0.3 | % | $ | 2,150,042 | ||||||||||||||||||||
Mid Cap Stock Trust | MarkLogic Corp., Series F | 4/27/2015 | $ | 2,580,629 | — | 222,196 | 0.3 | % | $ | 2,580,629 | ||||||||||||||||||||
Bought: 222,196 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Nutanix, Inc. | 8/25/2014 | $ | 1,985,629 | 148,220 | 148,220 | 0.3 | % | $ | 2,931,792 | ||||||||||||||||||||
Mid Cap Stock Trust | One Kings Lane, Inc. | 1/28/2014 | $ | 4,666,633 | 302,694 | 302,694 | 0.5 | % | $ | 4,543,437 | ||||||||||||||||||||
Mid Cap Stock Trust | Pinterest, Inc., Series G | 3/16/2015 | $ | 2,096,941 | — | 58,418 | 0.2 | % | $ | 2,096,941 | ||||||||||||||||||||
Bought: 58,418 shares | ||||||||||||||||||||||||||||||
Mid Cap Stock Trust | Pure Storage, Inc., Series F | 4/16/2014 | $ | 3,324,267 | 211,388 | 211,388 | 0.5 | % | $ | 4,253,127 | ||||||||||||||||||||
Mid Cap Stock Trust | Redfin Corp. | 12/15/2014 | $ | 1,825,650 | 553,613 | 553,613 | 0.2 | % | $ | 1,825,650 | ||||||||||||||||||||
Mid Cap Stock Trust | The Honest Company, Inc. (Common Stock) | 8/20/2014 | $ | 772,269 | 28,542 | 28,542 | 0.1 | % | $ | 762,928 | ||||||||||||||||||||
Mid Cap Stock Trust | The Honest Company, Inc. (Preferred Stock) | 8/20/2014 | $ | 1,801,962 | 66,598 | 66,598 | 0.2 | % | $ | 1,780,165 | ||||||||||||||||||||
Mid Cap Stock Trust | Uber Technologies, Inc. | 6/5/2014 | $ | 9,067,440 | 584,504 | 584,504 | 2.7 | % | $ | 23,168,909 | ||||||||||||||||||||
Mid Cap Stock Trust | Veracode, Inc. | 8/26/2014 | $ | 2,528,610 | 136,934 | 136,934 | 0.6 | % | $ | 4,736,547 | ||||||||||||||||||||
Mid Cap Stock Trust | WeWork Companies, Inc., Class A | 12/8/2014 | $ | 303,018 | 18,198 | 18,198 | 0.1 | % | $ | 598,524 | ||||||||||||||||||||
Mid Cap Stock Trust | WeWork Companies, Inc., Series D1 | 12/8/2014 | $ | 1,506,031 | 90,446 | 90,446 | 0.4 | % | $ | 2,974,730 | ||||||||||||||||||||
Mid Cap Stock Trust | WeWork Companies, Inc., Series D2 | 12/8/2014 | $ | 1,183,315 | 71,065 | 71,065 | 0.3 | % | $ | 2,337,297 | ||||||||||||||||||||
Mid Cap Stock Trust | Zuora, Inc., Series F | 1/15/2015 | $ | 2,719,296 | — | 715,736 | 0.3 | % | $ | 2,719,296 | ||||||||||||||||||||
Bought: 715,736 shares | $ | 80,586,874 | ||||||||||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc. | 4/9/2014 | $ | 44,336 | 2,771 | 2,771 | 0.0 | %* | $ | 63,400 |
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 6-30-15 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Science & Technology Trust | Atlassian, Inc., Class A | 4/9/2014 | $ | 30,544 | 1,909 | 1,909 | 0.0 | %* | $ | 43,678 | ||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Class A Ordinary | 4/9/2014 | $ | 159,488 | 9,968 | 9,968 | 0.0 | %* | $ | 228,068 | ||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Series 1 | 4/9/2014 | $ | 77,824 | 4,864 | 4,864 | 0.0 | %* | $ | 111,288 | ||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Series 2 | 4/9/2014 | $ | 208,352 | 13,022 | 13,022 | 0.1 | % | $ | 297,943 | ||||||||||||||||||||
Science & Technology Trust | Atlassian, Inc., Series A | 4/9/2014 | $ | 154,080 | 9,630 | 9,630 | 0.0 | %* | $ | 220,334 | ||||||||||||||||||||
Science & Technology Trust | Cloudera, Inc., Series F | 2/5/2014 | $ | 309,065 | 21,227 | 21,227 | 0.1 | % | $ | 696,882 | ||||||||||||||||||||
Science & Technology Trust | Dropbox, Inc. | 5/2/2012 | $ | 67,334 | 7,441 | 7,441 | 0.0 | %* | $ | 132,375 | ||||||||||||||||||||
Science & Technology Trust | Dropbox, Inc., Series A | 5/2/2012 | $ | 83,623 | 9,241 | 9,241 | 0.0 | %* | $ | 164,397 | ||||||||||||||||||||
Science & Technology Trust | Dropbox, Inc., Series A1 | 5/2/2012 | $ | 805,424 | 89,006 | 89,006 | 0.3 | % | $ | 1,583,417 | ||||||||||||||||||||
Science & Technology Trust | Flipkart Limited | 3/19/2015 | $ | 55,860 | — | 490 | 0.0 | %* | $ | 69,698 | ||||||||||||||||||||
Bought: 490 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Flipkart Limited, Series A | 3/19/2015 | $ | 19,152 | — | 168 | 0.0 | %* | $ | 23,896 | ||||||||||||||||||||
Bought: 168 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Flipkart Limited, Series C | 3/19/2015 | $ | 33,630 | — | 295 | 0.0 | %* | $ | 41,961 | ||||||||||||||||||||
Bought: 295 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Flipkart Limited, Series E | 3/19/2015 | $ | 62,586 | — | 549 | 0.0 | %* | $ | 78,090 | ||||||||||||||||||||
Bought: 549 shares | ||||||||||||||||||||||||||||||
Science & Technology Trust | Flipkart Limited, Series G | 12/17/2014 | $ | 377,484 | 3,152 | 3,152 | 0.1 | % | $ | 448,340 | ||||||||||||||||||||
$ | 4,203,767 | |||||||||||||||||||||||||||||
Small Cap Growth Trust | Cloudera, Inc., Series F | 2/5/2014 | $ | 1,153,560 | 79,228 | 79,228 | 0.5 | % | $ | 2,601,055 | ||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series B | 2/28/2014 | $ | 38,557 | 2,936 | 2,936 | 0.0 | %* | $ | 56,057 | ||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series B1 | 3/3/2014 | $ | 11,557 | 880 | 880 | 0.0 | %* | $ | 16,802 | ||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series D | 3/3/2014 | $ | 27,709 | 2,110 | 2,110 | 0.0 | %* | $ | 40,286 | ||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series E | 3/3/2014 | $ | 716,674 | 54,573 | 54,573 | 0.2 | % | $ | 1,041,968 | ||||||||||||||||||||
Small Cap Growth Trust | DocuSign, Inc., Series F | 4/30/2015 | $ | 156,793 | — | 8,212 | 0.0 | %* | $ | 156,793 | ||||||||||||||||||||
Bought: 8,212 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | MarkLogic Corp., Series F | 4/27/2015 | $ | 1,781,885 | — | 153,423 | 0.4 | % | $ | 1,781,885 | ||||||||||||||||||||
Bought: 153,423 shares | ||||||||||||||||||||||||||||||
Small Cap Growth Trust | Nutanix, Inc. | 8/25/2014 | $ | 1,165,629 | 87,010 | 87,010 | 0.3 | % | $ | 1,721,058 | ||||||||||||||||||||
Small Cap Growth Trust | Pure Storage, Inc., Series F | 4/16/2014 | $ | 1,398,378 | 88,922 | 88,922 | 0.4 | % | $ | 1,789,111 | ||||||||||||||||||||
Small Cap Growth Trust | Telogis, Inc. (Common Stock) | 9/27/2013 | $ | 938,340 | 473,646 | 473,646 | 0.2 | % | $ | 1,150,960 | ||||||||||||||||||||
Small Cap Growth Trust | Telogis, Inc. (Preferred Stock) | 9/27/2013 | $ | 1,419,833 | 645,027 | 645,027 | 0.4 | % | $ | 1,812,526 | ||||||||||||||||||||
Small Cap Growth Trust | Veracode, Inc. | 8/26/2014 | $ | 1,211,529 | 65,609 | 65,609 | 0.5 | % | $ | 2,269,415 | ||||||||||||||||||||
Small Cap Growth Trust | Zuora, Inc., Series F | 1/15/2015 | $ | 1,533,808 | — | 403,708 | 0.3 | % | $ | 1,533,808 | ||||||||||||||||||||
Bought: 403,708 shares | $ | 15,971,724 |
* | Less than 0.05% |
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 | | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Fundamental Large Cap Value Trust | Fundamental Value Trust | $ | 591,081,885 | $ | 44,383,836 | 36,117,007 | 33,675,014 | $ | 1,260,782 | $ | 1,851,368,667 |
Net investment income | $21,586,146 | |||||
Net realized and unrealized gain (loss) | 766,845,305 | |||||
Increase (decrease) in net assets from operations | $788,431,451 |
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 TOTAL NET ASSETS AFTER COMBINATION | | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Trust | Natural Resources Trust | $ | 115,070,385 | $ | 347,288 | 12,420,853 | 5,741,488 | $ | 618,488,230 | $ | 733,558,615 |
Net investment income | $16,652,606 | |||||
Net realized and unrealized gain (loss) | (39,269,120) | |||||
Increase (decrease) in net assets from operations | (22,616,514) |
(1) | information relating to each Subadvisor’s business, including current subadvisory services to the Trust (and other funds in the John Hancock family of funds); |
(2) | the historical and current performance of each Fund and comparative performance information relating to the Fund’s benchmark and comparable funds; |
(3) | the subadvisory fee for each Fund, including any breakpoints, and comparative fee information, where available, prepared by an independent third party provider of mutual fund data; and |
(4) | information relating to the nature and scope of any material relationships and their significance to the Trust’s Advisor and unaffiliated Subadvisors. |
(1) | Each Subadvisor has extensive experience and demonstrated skills as a manager; |
(2) | Although not without variation, the performance of each Fund managed by a Subadvisor generally has been in line with or outperformed the historical performance of comparable funds and the Fund’s respective benchmarks, with the exceptions noted in Appendix A (with respect to such exceptions, the Board concluded that performance is being monitored and reasonably addressed); |
(3) | The subadvisory fees are reasonable in relation to the level and quality of services being provided; and |
(4) | With respect to those Funds that have subadvisory fees that contain breakpoints, certain breakpoints are reflected as breakpoints in the advisory fees for the Funds in order to permit shareholders to benefit from economies of scale if those Funds grow. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 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 the favorable performance relative to the peer group for the one-year period and low performance dispersion (gross of fees) relative to its benchmark. | |||||||||||
All Cap Core Trust (QS Investors, 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 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 the 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. | |||||||||||
Alpha Opportunities Trust (Wellington Management Company LLP) | 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-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 took into account management’s discussion of the Trust’s performance, including the favorable performance relative to the benchmark index for the three-year period 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. | |||||||||||
Blue Chip Growth 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-year period and outperformed 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 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. | |||||||||||
Capital Appreciation Trust (Jennison Associates LLC) | 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-year period and outperformed the average for the 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 took into account management’s discussion of the Trust’s performance, including the favorable performance relative to the benchmark index for the three-year period 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. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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. | |||||||||||
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-, 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 and benchmark index. The Board noted the Trust’s favorable performance relative to the Lipper peer group for the year-to-date period ended April 30, 2015. | |||||||||||
Equity Income 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- and five-year periods and outperformed the average for the three-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, including the favorable performance to the peer group for the three-year period. The Board took into account management’s discussion of the Trust’s expenses. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Financial Industries Trust (Manulife Asset Management (US)) | 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, including differences in the Trust’s investment strategies relative to the Lipper peer group. 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 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. | 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 higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including the favorable performance relative to the peer group for the three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Fundamental All Cap Core 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 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 took into account management’s discussion of the Trust’s performance, including the 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. | |||||||||||
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. | 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 to the peer group for the three- and five-year periods. | |||||||||||
Global Trust (Templeton Global Advisors Limited) | 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-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 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 the favorable performance relative to the benchmark index for the three-year period and to the peer group for the three- and five-year periods. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Health Sciences 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 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. | |||||||||||
International Core Trust (Grantham, Mayo, Van Otterloo & Co. LLC) | 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 equal to the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including the 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 took into account management’s discussion of the Trust’s expenses, including actions taken that have reduced 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 outperformed the average for the one-year period. | The subadviser fees for this Trust are higher 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, including the favorable performance relative to the peer group for the one-year period and low performance dispersion (gross of fees) relative to its benchmark. | |||||||||||
International Growth Stock Trust (Invesco Advisers Inc.) | Benchmark Index — The Trust outperformed 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 equal to the peer group median. Total expenses for this Trust are equal to 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-year period. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
International Small Company Trust (Dimensional Fund Advisors LP) | 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, including differences in the Trust’s investment strategies relative to the Lipper peer group. The Board noted the Trust’s favorable performance relative to the Lipper peer group for the year-to-date period ended April 30, 2015. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
International Value Trust (Franklin Templeton Investment Counsel, LLC) | 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, including differences in the Trust’s investment strategies relative to the Lipper peer group. The Board took into account management’s discussion of the Trust’s expenses, including action taken that will further reduce certain Trust expenses. | |||||||||||
Lifestyle Aggressive 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. | |||||||||||
Lifestyle Balanced PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America)) | Benchmark Index — The Series underperformed for the one- and three-year periods. Lipper Category — The Series outperformed the average for the one-year period and underperformed the average for the three-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 the favorable performance relative to the peer group for the one-year period. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Conservative PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America) | Benchmark Index — The Series underperformed for the one- and three-year periods. Lipper Category — The Series outperformed the average for the one-year period and underperformed the average for the three-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 the favorable performance relative to the peer group for the one-year period. | |||||||||||
Lifestyle Growth PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America) | Benchmark Index — The Series underperformed for the one- and three-year periods. Lipper Category — The Series underperformed 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 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. | |||||||||||
Lifestyle Moderate PS Series (Manulife Asset Management (US)) (Manulife Asset Management (North America) | Benchmark Index — The Series underperformed for the one- and three-year periods. Lipper Category — The Series underperformed 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 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. | |||||||||||
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 the favorable performance relative to the peer group for the three- and five-year periods and low performance dispersion (gross of fees) relative to its benchmark. The Board took into account management’s discussion of the Trust’s expenses. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mid Cap Stock Trust (Wellington Management Company LLP) | Benchmark Index — The Trust underperformed for the one- and five-year periods and outperformed for the three-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, including the favorable performance relative to the benchmark index for the three-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 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 peer group for the one- and three-year periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
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. | 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 peer group for the one-, three- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Real Estate Securities Trust (Deutsche Investment Management Americas, Inc./RREEF America, LLC) | 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 five-year periods and underperformed the average for the three-year period. | Subadvisory 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 the favorable performance relative to the benchmark index for the one-year period and to the peer group for the one- and five-year periods. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Science & Technology Trust (Allianz Global Investors U.S. LLC 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 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. | |||||||||||
Small Cap Growth Trust (Wellington Management Company LLP) | 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. | 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 equal to 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- and three-year periods. The Board took into account management’s discussion of the Trust’s 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 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 took into account management’s discussion of the Trust’s performance, including the favorable performance relative to the peer group for the one-, three- and five-year periods and low performance dispersion (gross of fees) relative to its benchmark. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Small Cap Opportunities Trust (Invesco Advisers Inc. Dimensional Fund Advisors LP) | Benchmark Index — The Trust underperformed for the one- and three-year periods and outperformed for 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 factors that contributed to the Trust’s one-year performance. 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 took into account management’s discussion of the Trust’s expenses. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Small Cap Value Trust (Wellington Management Company LLP) | 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- and five-year periods and matched the average for the three-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 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- and five-year periods. The Board took into account management’s discussion of the Trust’s 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, including the favorable performance relative to the peer group for the one-year period. | |||||||||||
Small Company Growth Trust (Invesco Advisers 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 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 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. | |||||||||||
Small Company 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 higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including differences in the Trust’s positioning relative to the index. The Board also took into account management’s discussion of underlying Trust expenses. | |||||||||||
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 took into account management’s discussion of the Trust’s performance, including the favorable performance relative to the peer group for the one-, three- and five-year periods and low performance dispersion (gross of fees) relative to its benchmark. The Board took into account management’s discussion of the Trust’s expenses. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 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 equal to 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. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Utilities Trust (Massachusetts Financial Services Company) | 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 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 one-year performance including differences in the Trust’s investment strategies relative to the peer group and benchmark. 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. | |||||||||||
Value Trust (Invesco Advisers Inc.) | 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. | 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 relative to the benchmark. The Board noted the Trust’s favorable performance relative to the peer group for the one-, three- and five-year periods. |
Sector weightings | 3 |
Shareholder expense example | 4 |
Portfolio of investments (See below for each portfolio’s page #) | 6 |
Statements of assets and liabilities | 10 |
Statements of operations | 11 |
Statements of changes in net assets | 12 |
Financial highlights | 13 |
Notes to financial statements | 16 |
Evaluation of advisory and subadvisory agreements by the board of trustees | 27 |
For more information | 31 |
Portfolio | Portfolio of investments | |||||
---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | 6 | |||||
Lifestyle Growth MVP | 6 | |||||
Lifestyle Balanced MVP | 7 | |||||
Lifestyle Moderate MVP | 7 | |||||
Lifestyle Conservative MVP | 8 |
Equity Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Large Cap | 46.9 | |||||
Large Blend | 16.2 | |||||
International Large Cap | 11.8 | |||||
Emerging Markets | 7.8 | |||||
U.S. Mid Cap | 6.0 | |||||
International Small Cap | 3.8 | |||||
U.S. Small Cap | 3.7 | |||||
Real Estate | 1.8 | |||||
Small Value | 0.7 | |||||
Total Equity | 98.7 | |||||
Short-term investments and other | 1.3 |
Equity Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Large Blend | 33.3 | |||||
U.S. Large Cap | 21.3 | |||||
International Large Cap | 5.4 | |||||
Emerging Markets | 3.7 | |||||
U.S. Mid Cap | 2.7 | |||||
U.S. Small Cap | 2.7 | |||||
International Small Cap | 1.8 | |||||
Small Value | 0.6 | |||||
Total Equity Asset Allocation | 71.5 |
Fixed Income Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Intermediate Bond | 21.7 | |||||
Multi-Sector Bond | 4.3 | |||||
Global Bond | 1.1 | |||||
Short-Term Bond | 0.4 | |||||
Total Fixed Income Asset Allocation | 27.5 |
Alternative Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Global Conservative Absolute Return | 0.3 | |||||
Short-term investments and other | 0.7 |
Equity Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Large Blend | 23.5 | |||||
U.S. Large Cap | 14.1 | |||||
International Large Cap | 3.6 | |||||
Emerging Markets | 3.0 | |||||
U.S. Mid Cap | 2.7 | |||||
U.S. Small Cap | 1.7 | |||||
International Small Cap | 1.3 | |||||
Small Value | 0.6 | |||||
Total Equity | 50.5 |
Fixed Income Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Intermediate Bond | 38.4 | |||||
Multi-Sector Bond | 7.2 | |||||
Global Bond | 2.0 | |||||
Short-Term Bond | 0.7 | |||||
Total Fixed Income | 48.3 |
Alternative Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Global Conservative Absolute Return | 0.4 | |||||
Short-term investments and other | 0.8 |
Equity Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Large Blend | 18.4 | |||||
U.S. Large Cap | 8.0 | |||||
International Large Cap | 4.5 | |||||
U.S. All Cap | 3.0 | |||||
U.S. Mid Cap | 1.8 | |||||
International Small Cap | 1.5 | |||||
U.S. Small Cap | 1.4 | |||||
Small Value | 0.5 | |||||
Total Equity Asset Allocation | 39.1 |
Fixed Income Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Intermediate Bond | 47.3 | |||||
Multi-Sector Bond | 8.9 | |||||
Global Bond | 2.3 | |||||
Short-Term Bond | 0.8 | |||||
Total Fixed Income Asset Allocation | 59.3 |
Alternative Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Global Conservative Absolute Return | 0.5 | |||||
Short-term investments and other | 1.1 |
Equity Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
International Large Cap | 2.9 | |||||
International Small Cap | 0.4 | |||||
Large Blend | 8.2 | |||||
Small Value | 0.7 | |||||
U.S. All Cap | 2.0 | |||||
U.S. Large Cap | 3.2 | |||||
U.S. Mid Cap | 1.1 | |||||
U.S. Small Cap | 0.4 | |||||
Total Equity Asset Allocation | 18.9 |
Fixed Income Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Intermediate Bond | 62.9 | |||||
Multi-Sector Bond | 11.9 | |||||
Global Bond | 3.4 | |||||
Short-Term Bond | 1.1 | |||||
Total Fixed Income Asset Allocation | 79.3 |
Alternative Asset Allocation | % of Total | |||||
---|---|---|---|---|---|---|
Global Conservative Absolute Return | 0.7 | |||||
Short-term investments and other | 1.1 |
* | As a percentage of total net assets. |
Beginning account value 1/1/2015 | Ending account value 6/30/2015 | Expenses paid during period1 1/1/2015 — 6/30/2015 | Annualized expense ratio2 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,008.40 | $ | 0.50 | 0.10 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.50 | 0.10 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,007.50 | 1.49 | 0.30 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,008.40 | 0.25 | 0.05 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.50 | 0.25 | 0.05 | % | ||||||||||||||
Lifestyle Growth MVP | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,007.80 | $ | 0.45 | 0.09 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,007.10 | 1.44 | 0.29 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.40 | 1.45 | 0.29 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,008.50 | 0.20 | 0.04 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.60 | 0.20 | 0.04 | % | ||||||||||||||
Lifestyle Balanced MVP | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,015.90 | $ | 0.45 | 0.09 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,015.20 | 1.45 | 0.29 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.40 | 1.45 | 0.29 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,016.60 | 0.20 | 0.04 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.60 | 0.20 | 0.04 | % |
Beginning account value 1/1/2015 | Ending account value 6/30/2015 | Expenses paid during period1 1/1/2015 — 6/30/2015 | Annualized expense ratio2 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Moderate MVP | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,015.80 | $ | 0.50 | 0.10 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.50 | 0.10 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,015.10 | 1.50 | 0.30 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.30 | 1.51 | 0.30 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,016.50 | 0.25 | 0.05 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.50 | 0.25 | 0.05 | % | ||||||||||||||
Lifestyle Conservative MVP | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,009.10 | $ | 0.45 | 0.09 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.30 | 0.45 | 0.09 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,007.50 | 1.44 | 0.29 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.40 | 1.45 | 0.29 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,009.10 | 0.20 | 0.04 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.60 | 0.20 | 0.04 | % |
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 | The portfolios’ expense ratios do not include fees and expenses indirectly incurred by the underlying funds and 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 was as follows: |
Period Ended | | Lifestyle Aggressive MVP | | Lifestyle Growth MVP | | Lifestyle Balanced MVP | | Lifestyle Conservative MVP | | Lifestyle Moderate MVP | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
6/30/2015 | 0.53% – 1.07 | % | 0.53% – 1.09 | % | 0.53% – 1.09 | % | 0.53% – 1.09 | % | 0.53% – 1.09 | % |
Shares or Principal Amount | Value | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
AFFILIATED INVESTMENT COMPANIES (G) - 98.7% | ||||||||||
Equity - 98.7% | ||||||||||
All Cap Core, Series NAV (QS Investors) | 438,277 | $ | 12,626,764 | |||||||
Alpha Opportunities, Series NAV (Wellington) | 2,087,959 | 29,377,578 | ||||||||
Blue Chip Growth, Series NAV (T. Rowe Price) | 830,132 | 31,702,741 | ||||||||
Capital Appreciation, Series NAV (Jennison) | 1,533,009 | 25,815,872 | ||||||||
Emerging Markets Value, Series NAV (DFA) | 3,729,586 | 33,528,982 | ||||||||
Equity Income, Series NAV (T. Rowe Price) | 2,173,684 | 40,821,791 | ||||||||
Fundamental Large Cap Value, Series NAV (John Hancock) (A)(1) | 2,297,947 | 41,317,091 | ||||||||
International Core, Series NAV (GMO) | 2,158,425 | 24,152,779 | ||||||||
International Growth Opportunities, Series NAV (Baillie Gifford) | 684,967 | 9,178,558 | ||||||||
International Growth Stock, Series NAV (Invesco) | 955,239 | 16,411,001 | ||||||||
International Value, Series NAV (Templeton) | 2,027,899 | 26,585,754 | ||||||||
Mid Cap Stock, Series NAV (Wellington) | 753,139 | 15,379,107 | ||||||||
Mid Value, Series NAV (T. Rowe Price) | 733,760 | 10,522,114 | ||||||||
Real Estate Securities, Series NAV (Deutsche) | 473,355 | 7,810,360 | ||||||||
Small Cap Growth, Series NAV (Wellington) | 333,912 | 4,150,527 | ||||||||
Small Cap Opportunities, Series NAV (DFA/Invesco) | 171,525 | 5,636,305 | ||||||||
Small Cap Value, Series NAV (Wellington) | 108,386 | 2,796,372 | ||||||||
Small Company Growth, Series NAV (Invesco) (I) | 90,053 | 2,708,780 | ||||||||
Small Company Value, Series NAV (T. Rowe Price) | 130,379 | 3,233,392 | ||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 1,769,500 | 31,196,286 | ||||||||
Strategic Growth, Series NAV (John Hancock) (A)(1) | 1,547,951 | 25,463,792 | ||||||||
U.S. Equity, Series NAV (GMO) | 1,238,277 | 23,973,036 | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $362,356,352) | $ | 424,388,982 | ||||||||
SHORT-TERM INVESTMENTS - 1.2% | ||||||||||
Commercial paper - 0.6% | ||||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.180%, 07/02/2015* | $ | 265,000 | $ | 264,999 | ||||||
Caisse Centrale Desjardins 0.120%, 07/02/2015* | 275,000 | 274,999 | ||||||||
Commonwealth Bank of Australia 0.100%, 07/01/2015* | 265,000 | 265,000 | ||||||||
CPPIB Capital, Inc. 0.110%, 07/22/2015* | 265,000 | 264,983 | ||||||||
John Deere Credit, Ltd. 0.120%, 07/08/2015* | 260,000 | 259,994 | ||||||||
Metlife Short Term Funding | ||||||||||
0.120%, 07/27/2015* | 250,000 | 249,978 | ||||||||
0.140%, 07/08/2015* | 260,000 | 259,993 | ||||||||
UBS Finance Delaware 0.100%, 07/06/2015* | 250,000 | 249,997 | ||||||||
United Parcel Service, Inc. 0.010%, 07/08/2015* | 280,000 | 279,999 | ||||||||
U.S. Treasury Notes - 0.6% | ||||||||||
U.S. Treasury Notes | ||||||||||
0.250%, 07/31/2015 to 10/31/2015 | 2,160,000 | 2,160,362 | ||||||||
1.250%, 09/30/2015 | 520,000 | 521,544 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,054,454) | $ | 5,051,848 | ||||||||
Total Investments (Lifestyle Aggressive MVP) (Cost $367,410,806) - 99.9% | $ | 429,440,830 | ||||||||
Other assets and liabilities, net - 0.1% | 581,247 | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 430,022,077 |
Shares or Principal Amount | Value | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
AFFILIATED INVESTMENT COMPANIES (G) - 99.3% | ||||||||||
Equity - 71.5% | ||||||||||
All Cap Core, Series NAV (QS Investors) | 4,380,234 | $ | 126,194,531 | |||||||
Alpha Opportunities, Series NAV (Wellington) | 29,586,352 | 416,279,968 | ||||||||
Blue Chip Growth, Series NAV (T. Rowe Price) | 9,425,395 | 359,955,839 | ||||||||
Capital Appreciation, Series NAV (Jennison) | 19,135,541 | 322,242,519 | ||||||||
Emerging Markets Value, Series NAV (DFA) | 48,142,588 | 432,801,865 | ||||||||
Equity Income, Series NAV (T. Rowe Price) | 27,306,346 | 512,813,184 | ||||||||
Fundamental Large Cap Value, Series NAV (John Hancock) (A)(1) | 27,106,785 | 487,379,999 | ||||||||
International Core, Series NAV (GMO) | 26,478,458 | 296,293,944 | ||||||||
International Growth Opportunities, Series NAV (Baillie Gifford) | 9,342,628 | 125,191,210 | ||||||||
International Growth Stock, Series NAV (Invesco) | 12,547,014 | 215,557,707 | ||||||||
International Value, Series NAV (Templeton) | 25,835,382 | 338,701,861 | ||||||||
Mid Cap Stock, Series NAV (Wellington) | 7,924,562 | 161,819,559 | ||||||||
Mid Value, Series NAV (T. Rowe Price) | 11,326,077 | 162,415,947 | ||||||||
Small Cap Growth, Series NAV (Wellington) | 6,779,260 | 84,266,199 | ||||||||
Small Cap Opportunities, Series NAV (DFA/Invesco) | 2,131,421 | 70,038,500 | ||||||||
Small Cap Value, Series NAV (Wellington) | 2,630,255 | 67,860,569 | ||||||||
Small Company Growth, Series NAV (Invesco) (I) | 2,293,523 | 68,989,183 | ||||||||
Small Company Value, Series NAV (T. Rowe Price) | 4,025,648 | 99,836,069 | ||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 191,985,454 | 3,384,703,556 | ||||||||
Strategic Growth, Class NAV (John Hancock) (A)(1) | 19,572,081 | 321,960,726 | ||||||||
U.S. Equity, Series NAV (GMO) | 19,997,369 | 387,149,057 | ||||||||
Fixed income - 27.5% | ||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 147,699,857 | 2,019,057,048 | ||||||||
Core Bond, Series NAV (Wells Capital) | 22,205,481 | 292,224,136 | ||||||||
Global Bond, Series NAV (PIMCO) | 11,232,921 | 135,581,352 | ||||||||
New Income, Series NAV (T. Rowe Price) | 38,787,724 | 505,404,038 | ||||||||
Short Term Government Income, Series NAV (John Hancock) (A)(1) | 3,356,077 | 41,917,397 | ||||||||
Total Return, Class NAV (PIMCO) | 17,938,219 | 244,318,540 | ||||||||
Alternative - 0.3% | ||||||||||
Global Conservative Absolute Return, Series NAV (Standard Life) | 3,907,769 | 38,452,446 | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $9,729,057,701) | $ | 11,719,406,949 | ||||||||
SHORT-TERM INVESTMENTS - 0.4% | ||||||||||
Commercial paper - 0.2% | ||||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.180%, 07/02/2015* | $ | 3,685,000 | $ | 3,684,982 | ||||||
Caisse Centrale Desjardins 0.120%, 07/02/2015* | 3,380,000 | 3,379,989 | ||||||||
Commonwealth Bank of Australia 0.100%, 07/01/2015* | 3,425,000 | 3,425,000 | ||||||||
CPPIB Capital, Inc. 0.110%, 07/22/2015* | 3,425,000 | 3,424,780 | ||||||||
John Deere Credit, Ltd. 0.120%, 07/08/2015* | 3,800,000 | 3,799,911 | ||||||||
Metlife Short Term Funding | ||||||||||
0.120%, 07/27/2015* | 2,975,000 | 2,974,742 | ||||||||
0.140%, 07/08/2015* | 3,800,000 | 3,799,897 | ||||||||
UBS Finance Delaware 0.100%, 07/06/2015* | 2,975,000 | 2,974,959 |
Shares or Principal Amount | Value | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS - (continued) | ||||||||||
U.S. Treasury Notes - 0.2% | ||||||||||
U.S. Treasury Notes | ||||||||||
0.250%, 10/31/2015 to 12/15/2015 | $ | 19,105,000 | $ | 19,115,251 | ||||||
1.250%, 09/30/2015 | 5,300,000 | 5,315,736 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $51,916,486) | $ | 51,895,247 | ||||||||
Total Investments (Lifestyle Growth MVP) (Cost $9,780,974,187) - 99.7% | $ | 11,771,302,196 | ||||||||
Other assets and liabilities, net - 0.3% | 34,127,163 | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 11,805,429,359 |
Shares or Principal Amount | Value | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
AFFILIATED INVESTMENT COMPANIES (G) - 99.2% | ||||||||||
Equity - 50.5% | ||||||||||
All Cap Core, Series NAV (QS Investors) | 3,193,272 | $ | 91,998,154 | |||||||
Alpha Opportunities, Series NAV (Wellington) | 16,047,766 | 225,792,066 | ||||||||
Blue Chip Growth, Series NAV (T. Rowe Price) | 4,999,330 | 190,924,398 | ||||||||
Capital Appreciation, Series NAV (Jennison) | 10,277,623 | 173,075,163 | ||||||||
Emerging Markets Value, Series NAV (DFA) | 31,233,398 | 280,788,249 | ||||||||
Equity Income, Series NAV (T. Rowe Price) | 14,676,522 | 275,625,090 | ||||||||
Fundamental Large Cap Value, Series NAV (John Hancock) (A)(1) | 14,135,941 | 254,164,228 | ||||||||
International Core, Series NAV (GMO) | 14,483,396 | 162,069,200 | ||||||||
International Growth Opportunities, Series NAV (Baillie Gifford) | 4,871,688 | 65,280,613 | ||||||||
International Growth Stock, Series NAV (Invesco) | 6,895,431 | 118,463,512 | ||||||||
International Value, Series NAV (Templeton) | 13,543,290 | 177,552,529 | ||||||||
Mid Cap Stock, Series NAV (Wellington) | 6,276,148 | 128,158,936 | ||||||||
Mid Value, Series NAV (T. Rowe Price) | 8,948,850 | 128,326,508 | ||||||||
Small Cap Growth, Series NAV (Wellington) | 4,290,506 | 53,330,986 | ||||||||
Small Cap Value, Series NAV (Wellington) | 2,104,175 | 54,287,723 | ||||||||
Small Company Growth, Series NAV (Invesco) (I) | 1,463,158 | 44,011,798 | ||||||||
Small Company Value, Series NAV (T. Rowe Price) | 2,621,070 | 65,002,524 | ||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 109,894,221 | 1,937,435,115 | ||||||||
Strategic Growth, Series NAV (John Hancock) (A)(1) | 10,406,250 | 171,182,810 | ||||||||
U.S. Equity, Series NAV (GMO) | 9,369,186 | 181,387,448 | ||||||||
Fixed income - 48.3% | ||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 212,632,137 | 2,906,681,314 | ||||||||
Core Bond, Series NAV (Wells Capital) | 30,062,585 | 395,623,621 | ||||||||
Global Bond, Series NAV (PIMCO) | 15,656,756 | 188,977,043 | ||||||||
New Income, Series NAV (T. Rowe Price) | 52,618,540 | 685,619,576 | ||||||||
Short Term Government Income, Series NAV (John Hancock) (A)(1) | 5,304,832 | 66,257,354 | ||||||||
Total Return, Class NAV (PIMCO) | 24,464,557 | 333,207,273 | ||||||||
Alternative - 0.4% | ||||||||||
Global Conservative Absolute Return, Series NAV (Standard Life) | 3,645,564 | 35,872,351 | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $8,330,873,927) | $ | 9,391,095,582 | ||||||||
SHORT-TERM INVESTMENTS - 0.6% | ||||||||||
Commercial paper - 0.3% | ||||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.180%, 07/02/2015* | $ | 2,950,000 | $ | 2,949,985 | ||||||
Caisse Centrale Desjardins 0.120%, 07/02/2015* | 3,140,000 | 3,139,990 | ||||||||
Commonwealth Bank of Australia 0.100%, 07/01/2015* | 3,135,000 | 3,135,000 | ||||||||
CPPIB Capital, Inc. 0.110%, 07/22/2015* | 3,135,000 | 3,134,799 | ||||||||
John Deere Credit, Ltd. 0.120%, 07/08/2015* | 2,890,000 | 2,889,933 | ||||||||
Metlife Short Term Funding | ||||||||||
0.120%, 07/27/2015* | 2,805,000 | 2,804,757 | ||||||||
0.140%, 07/08/2015* | 2,890,000 | 2,889,921 | ||||||||
UBS Finance Delaware 0.100%, 07/06/2015* | 2,805,000 | 2,804,961 | ||||||||
United Parcel Service, Inc. 0.010%, 07/08/2015* | 2,685,000 | 2,684,995 | ||||||||
U.S. Treasury Notes - 0.3% | ||||||||||
U.S. Treasury Notes | ||||||||||
0.250%, 08/15/2015 to 12/15/2015 | 18,640,000 | 18,646,897 | ||||||||
1.250%, 09/30/2015 | 7,045,000 | 7,065,917 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $52,171,875) | $ | 52,147,155 | ||||||||
Total Investments (Lifestyle Balanced MVP) (Cost $8,383,045,802) - 99.8% | $ | 9,443,242,737 | ||||||||
Other assets and liabilities, net - 0.2% | 22,584,331 | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 9,465,827,068 |
Shares or Principal Amount | Value | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
AFFILIATED INVESTMENT COMPANIES (G) - 98.9% | ||||||||||
Equity - 39.1% | ||||||||||
Alpha Opportunities, Series NAV (Wellington) | 3,436,089 | $ | 48,345,778 | |||||||
Blue Chip Growth, Series NAV (T. Rowe Price) | 1,310,235 | 50,037,873 | ||||||||
Capital Appreciation, Series NAV (Jennison) | 1,464,944 | 24,669,664 | ||||||||
Equity Income, Series NAV (T. Rowe Price) | 5,200,230 | 97,660,324 | ||||||||
Fundamental All Cap Core, Series NAV (John Hancock) (A)(1) | 5,280,397 | 83,588,678 | ||||||||
International Core, Series NAV (GMO) | 5,162,042 | 57,763,253 | ||||||||
International Growth Opportunities, Series NAV (Baillie Gifford) | 1,562,812 | 20,941,684 | ||||||||
International Growth Stock, Series NAV (Invesco) | 2,231,895 | 38,343,950 | ||||||||
International Value, Series NAV (Templeton) | 5,140,832 | 67,396,301 | ||||||||
Mid Cap Stock, Series NAV (Wellington) | 1,206,801 | 24,642,883 | ||||||||
Mid Value, Series NAV (T. Rowe Price) | 1,714,491 | 24,585,802 | ||||||||
Small Cap Growth, Series NAV (Wellington) | 1,035,463 | 12,870,800 | ||||||||
Small Cap Value, Series NAV (Wellington) | 551,976 | 14,240,976 | ||||||||
Small Company Growth, Series NAV (Invesco) (I) | 337,763 | 10,159,911 | ||||||||
Small Company Value, Series NAV (T. Rowe Price) | 620,262 | 15,382,501 | ||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 24,796,677 | 437,165,408 | ||||||||
Strategic Growth, Class NAV (John Hancock) (A)(1) | 1,480,810 | 24,359,317 | ||||||||
U.S. Equity, Series NAV (GMO) | 1,271,216 | 24,610,745 |
Shares or Principal Amount | Value | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
AFFILIATED INVESTMENT COMPANIES - (continued) | ||||||||||
Fixed income - 59.3% | ||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 76,490,317 | $ | 1,045,622,632 | |||||||
Core Bond, Series NAV (Wells Capital) | 10,743,613 | 141,385,943 | ||||||||
Global Bond, Series NAV (PIMCO) | 5,241,968 | 63,270,555 | ||||||||
New Income, Series NAV (T. Rowe Price) | 18,773,190 | 244,614,661 | ||||||||
Short Term Government Income, Series NAV (John Hancock) (A)(1) | 1,747,007 | 21,820,113 | ||||||||
Total Return, Class NAV (PIMCO) | 8,674,356 | 118,144,724 | ||||||||
Alternative - 0.5% | ||||||||||
Global Conservative Absolute Return, Series NAV (Standard Life) | 1,419,712 | 13,969,966 | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $2,507,450,568) | $ | 2,725,594,442 | ||||||||
SHORT-TERM INVESTMENTS - 0.8% | ||||||||||
Commercial paper - 0.4% | ||||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.180%, 07/02/2015* | $ | 1,315,000 | $ | 1,314,993 | ||||||
Caisse Centrale Desjardins 0.120%, 07/02/2015* | 1,390,000 | 1,389,995 | ||||||||
Commonwealth Bank of Australia 0.100%, 07/01/2015* | 1,375,000 | 1,375,000 | ||||||||
CPPIB Capital, Inc. 0.110%, 07/22/2015* | 1,375,000 | 1,374,912 | ||||||||
John Deere Credit, Ltd. 0.120%, 07/08/2015* | 1,290,000 | 1,289,970 | ||||||||
Metlife Short Term Funding | ||||||||||
0.120%, 07/27/2015* | 1,245,000 | 1,244,892 | ||||||||
0.140%, 07/08/2015* | 1,290,000 | 1,289,965 | ||||||||
UBS Finance Delaware 0.100%, 07/06/2015* | 1,245,000 | 1,244,983 | ||||||||
United Parcel Service, Inc. 0.010%, 07/08/2015* | 1,265,000 | 1,264,998 | ||||||||
U.S. Treasury Notes - 0.4% | ||||||||||
U.S. Treasury Notes | ||||||||||
0.250%, 08/15/2015 to 12/15/2015 | 8,815,000 | 8,818,355 | ||||||||
1.250%, 09/30/2015 | 2,785,000 | 2,793,269 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $23,412,322) | $ | 23,401,332 | ||||||||
Total Investments (Lifestyle Moderate MVP) (Cost $2,530,862,890) - 99.7% | $ | 2,748,995,774 | ||||||||
Other assets and liabilities, net - 0.3% | 8,334,807 | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 2,757,330,581 |
Shares or Principal Amount | Value | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
AFFILIATED INVESTMENT COMPANIES (G) - 98.9% | ||||||||||
Equity - 18.9% | ||||||||||
Blue Chip Growth, Series NAV (T. Rowe Price) | 463,165 | $ | 17,688,283 | |||||||
Capital Appreciation, Series NAV (Jennison) | 579,249 | 9,754,556 | ||||||||
Equity Income, Series NAV (T. Rowe Price) | 1,454,086 | 27,307,726 | ||||||||
Fundamental All Cap Core, Series NAV (John Hancock) (A)(1) | 2,185,831 | 34,601,708 | ||||||||
International Core, Series NAV (GMO) | 2,086,353 | 23,346,294 | ||||||||
International Growth Opportunities, Series NAV (Baillie Gifford) | 314,795 | 4,218,249 | ||||||||
International Growth Stock, Series NAV (Invesco) | 396,935 | 6,819,344 | ||||||||
International Value, Series NAV (Templeton) | 1,926,775 | 25,260,014 | ||||||||
Mid Cap Stock, Series NAV (Wellington) | 435,846 | 8,899,965 | ||||||||
Mid Value, Series NAV (T. Rowe Price) | 620,214 | 8,893,874 | ||||||||
AFFILIATED INVESTMENT COMPANIES - (continued) | ||||||||||
Equity - (continued) | ||||||||||
Small Cap Growth, Series NAV (Wellington) | 575,347 | $ | 7,151,563 | |||||||
Small Cap Value, Series NAV (Wellington) | 456,786 | 11,785,084 | ||||||||
Strategic Equity Allocation, Series NAV (John Hancock) (A)(1) | 7,598,370 | 133,959,260 | ||||||||
Fixed income - 79.3% | ||||||||||
Bond, Series NAV (John Hancock) (A)(1) | 62,888,780 | 859,689,629 | ||||||||
Core Bond, Series NAV (Wells Capital) | 8,758,236 | 115,258,391 | ||||||||
Global Bond, Series NAV (PIMCO) | 4,739,734 | 57,208,590 | ||||||||
New Income, Series NAV (T. Rowe Price) | 15,387,801 | 200,503,046 | ||||||||
Short Term Government Income, Series NAV (John Hancock) (A)(1) | 1,518,302 | 18,963,598 | ||||||||
Total Return, Class NAV (PIMCO) | 6,573,685 | 89,533,587 | ||||||||
Alternative - 0.7% | ||||||||||
Global Conservative Absolute Return, Series NAV (Standard Life) | 1,192,189 | 11,731,142 | ||||||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $1,646,720,629) | $ | 1,672,573,903 | ||||||||
SHORT-TERM INVESTMENTS - 0.8% | ||||||||||
Commercial paper - 0.4% | ||||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.180%, 07/02/2015* | $ | 785,000 | $ | 784,996 | ||||||
Caisse Centrale Desjardins 0.120%, 07/02/2015* | 815,000 | 814,997 | ||||||||
Commonwealth Bank of Australia 0.100%, 07/01/2015* | 800,000 | 800,000 | ||||||||
CPPIB Capital, Inc. 0.110%, 07/22/2015* | 800,000 | 799,949 | ||||||||
John Deere Credit, Ltd. 0.120%, 07/08/2015* | 760,000 | 759,982 | ||||||||
Metlife Short Term Funding | ||||||||||
0.120%, 07/27/2015* | 725,000 | 724,937 | ||||||||
0.140%, 07/08/2015* | 760,000 | 759,979 | ||||||||
UBS Finance Delaware 0.100%, 07/06/2015* | 725,000 | 724,990 | ||||||||
United Parcel Service, Inc. 0.010%, 07/08/2015* | 770,000 | 769,999 | ||||||||
U.S. Treasury Notes - 0.4% | ||||||||||
U.S. Treasury Notes 0.250%, 07/31/2015 to 12/15/2015 | 6,380,000 | 6,382,024 | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $13,324,680) | $ | 13,321,853 | ||||||||
Total Investments (Lifestyle Conservative MVP) (Cost $1,660,045,309) - 99.7% | $ | 1,685,895,756 | ||||||||
Other assets and liabilities, net - 0.3% | 4,343,313 | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,690,239,069 |
Footnotes | |||||||
---|---|---|---|---|---|---|---|
Percentages are based upon net assets. | |||||||
(A) | The subadvisor is an affiliate of the advisor. | ||||||
(G) | The underlying fund’s subadvisor is shown parenthetically. | ||||||
(I) | Non-income producing. | ||||||
1 | Manulife Asset Management (US) LLC is doing business as John Hancock Asset Management. | ||||||
* | 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. |
Investment companies | ||||||||
---|---|---|---|---|---|---|---|---|
Underlying Funds’ Investment Managers | ||||||||
Baillie Gifford Overseas, Ltd. | (Baillie Gifford) | |||||||
Deutsche Investment Management Americas, Inc. | (Deutsche) | |||||||
Dimensional Fund Advisors, L.P. | (DFA) | |||||||
Grantham, Mayo, Van Otterloo & Co. LLC | (GMO) | |||||||
Invesco Advisers, Inc. | (Invesco) | |||||||
Jennison Associates LLC | (Jennison) | |||||||
John Hancock Asset Management | (John Hancock) | |||||||
Pacific Investment Management Company, LLC | (PIMCO) | |||||||
QS Investors, LLC | (QS Investors) | |||||||
Standard Life Investments (Corporate Funds) Limited | (Standard Life) | |||||||
T. Rowe Price Associates, Inc. | (T. Rowe Price) | |||||||
Templeton Investment Counsel, LLC | (Templeton) | |||||||
Wellington Management Company, LLP | (Wellington) | |||||||
Wells Capital Management, Incorporated | (Wells Capital) |
The accompanying notes are an integral part of the financial statements.
Assets | | Lifestyle Aggressive MVP | | Lifestyle Growth MVP | | Lifestyle Balanced MVP | | Lifestyle Moderate MVP | | Lifestyle Conservative MVP | | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in securities, at value | $ | 5,051,848 | $ | 51,895,247 | $ | 52,147,155 | $ | 23,401,332 | $ | 13,321,853 | |||||||||||||
Investments in affiliated funds, at value | 424,388,982 | 11,719,406,949 | 9,391,095,582 | 2,725,594,442 | 1,672,573,903 | ||||||||||||||||||
Total investments, at value | 429,440,830 | 11,771,302,196 | 9,443,242,737 | 2,748,995,774 | 1,685,895,756 | ||||||||||||||||||
Cash | 608,949 | 455,183 | 1,940,483 | 2,022,903 | 2,120,228 | ||||||||||||||||||
Cash held at broker for futures contracts | — | 33,966,460 | 20,786,656 | 6,482,928 | 2,305,566 | ||||||||||||||||||
Receivable for investments sold | 153,236 | 5,841,670 | 4,086,672 | 1,524,732 | — | ||||||||||||||||||
Receivable for fund shares sold | 3,321 | 291,477 | — | 79,215 | 105,249 | ||||||||||||||||||
Dividends and interest receivable | 3,407 | 24,140 | 31,808 | 13,212 | 3,800 | ||||||||||||||||||
Receivable for futures variation margin | 16,098 | 164,493 | 223,709 | — | 7,140 | ||||||||||||||||||
Receivable due from advisor | — | 15,926 | 13,567 | 3,566 | 1,899 | ||||||||||||||||||
Other assets | 898 | 23,995 | 24,114 | 5,674 | 3,453 | ||||||||||||||||||
Total assets | 430,226,739 | 11,812,085,540 | 9,470,349,746 | 2,759,128,004 | 1,690,443,091 | ||||||||||||||||||
Liabilities | |||||||||||||||||||||||
Payable for investments purchased | — | — | — | — | 56,552 | ||||||||||||||||||
Payable for fund shares repurchased | 155,069 | 6,048,466 | 4,023,421 | 1,583,968 | 36,424 | ||||||||||||||||||
Payable for futures variation margin | — | — | — | 52,002 | — | ||||||||||||||||||
Payable to affiliates | |||||||||||||||||||||||
Accounting and legal services fees | 12,678 | 352,952 | 280,938 | 81,688 | 50,604 | ||||||||||||||||||
Trustees’ fees | 377 | 11,280 | 8,684 | 2,523 | 1,615 | ||||||||||||||||||
Other liabilities and accrued expenses | 36,538 | 243,483 | 209,635 | 77,242 | 58,827 | ||||||||||||||||||
Total liabilities | 204,662 | 6,656,181 | 4,522,678 | 1,797,423 | 204,022 | ||||||||||||||||||
Net assets | $ | 430,022,077 | $ | 11,805,429,359 | $ | 9,465,827,068 | $ | 2,757,330,581 | $ | 1,690,239,069 | |||||||||||||
Net assets consist of | |||||||||||||||||||||||
Paid-in capital | $ | 397,021,832 | $ | 9,986,294,352 | $ | 7,682,555,234 | $ | 2,284,682,107 | $ | 1,565,593,336 | |||||||||||||
Undistributed net investment income (loss) | (276,344 | ) | (14,940,857 | ) | (10,085,642 | ) | (3,081,526 | ) | (1,821,995 | ) | |||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (28,768,280 | ) | (144,074,383 | ) | 736,901,965 | 258,496,822 | 100,960,388 | ||||||||||||||||
Net unrealized appreciation (depreciation) on investments | 62,044,869 | 1,978,150,247 | 1,056,455,511 | 217,233,178 | 25,507,340 | ||||||||||||||||||
Net assets | $ | 430,022,077 | $ | 11,805,429,359 | $ | 9,465,827,068 | $ | 2,757,330,581 | $ | 1,690,239,069 | |||||||||||||
Investments in securities, at cost | $ | 5,054,454 | $ | 51,916,486 | $ | 52,171,875 | $ | 23,412,322 | $ | 13,324,680 | |||||||||||||
Investments in affiliated funds, at cost | $ | 362,356,352 | $ | 9,729,057,701 | $ | 8,330,873,927 | $ | 2,507,450,568 | $ | 1,646,720,629 | |||||||||||||
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 | $ | 94,668,322 | $ | 802,923,951 | $ | 743,485,201 | $ | 274,843,836 | $ | 183,251,031 | |||||||||||||
Shares outstanding | 8,730,088 | 56,364,935 | 52,769,878 | 20,338,332 | 14,988,716 | ||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.84 | $ | 14.25 | $ | 14.09 | $ | 13.51 | $ | 12.23 | |||||||||||||
Series II | |||||||||||||||||||||||
Net assets | $ | 121,058,338 | $ | 10,301,477,129 | $ | 7,449,993,037 | $ | 2,366,053,543 | $ | 1,455,927,436 | |||||||||||||
Shares outstanding | 11,202,735 | 725,694,452 | 531,756,407 | 176,152,812 | 119,940,319 | ||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.81 | $ | 14.20 | $ | 14.01 | $ | 13.43 | $ | 12.14 | |||||||||||||
Series NAV | |||||||||||||||||||||||
Net assets | $ | 214,295,417 | $ | 701,028,279 | $ | 1,272,348,830 | $ | 116,433,202 | $ | 51,060,602 | |||||||||||||
Shares outstanding | 19,750,470 | 49,142,692 | 90,106,401 | 8,608,632 | 4,167,463 | ||||||||||||||||||
Net asset value, offering price and redemption price per share | $ | 10.85 | $ | 14.27 | $ | 14.12 | $ | 13.53 | $ | 12.25 |
Investment income | | Lifestyle Aggressive MVP | | Lifestyle Growth MVP | | Lifestyle Balanced MVP | | Lifestyle Moderate MVP | | Lifestyle Conservative MVP | | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Income distributions received from affiliated funds | — | $ | 1,289,065 | $ | 1,744,169 | $ | 614,829 | $ | 465,936 | ||||||||||||||
Interest | $ | 11,886 | 145,538 | 159,737 | 72,108 | 54,384 | |||||||||||||||||
Total investment income | 11,886 | 1,434,603 | 1,903,906 | 686,937 | 520,320 | ||||||||||||||||||
Expenses | |||||||||||||||||||||||
Investment management fees | 105,761 | 2,865,589 | 2,267,731 | 691,392 | 430,820 | ||||||||||||||||||
Series I distribution and service fees | 25,168 | 206,511 | 189,861 | 70,233 | 46,907 | ||||||||||||||||||
Series II distribution and service fees | 160,548 | 13,474,712 | 9,691,722 | 3,059,045 | 1,904,416 | ||||||||||||||||||
Accounting and legal services fees | 25,215 | 704,130 | 560,249 | 162,946 | 101,273 | ||||||||||||||||||
Professional fees | 18,244 | 86,845 | 72,346 | 32,093 | 25,797 | ||||||||||||||||||
Printing and postage | 4,427 | 157,512 | 137,100 | 36,243 | 22,484 | ||||||||||||||||||
Custodian fees | 8,205 | 8,205 | 8,205 | 8,205 | 8,205 | ||||||||||||||||||
Trustees’ fees | 3,028 | 85,752 | 67,704 | 19,678 | 12,307 | ||||||||||||||||||
Registration and filing fees | 6,176 | 8,319 | 8,576 | 7,669 | 7,419 | ||||||||||||||||||
Other | 2,110 | 36,811 | 28,824 | 9,451 | 6,738 | ||||||||||||||||||
Total expenses before reductions | 358,882 | 17,634,386 | 13,032,318 | 4,096,955 | 2,566,366 | ||||||||||||||||||
Less expense reductions | (70,652 | ) | (1,258,926 | ) | (1,031,683 | ) | (326,979 | ) | (222,148 | ) | |||||||||||||
Net expenses | 288,230 | 16,375,460 | 12,000,635 | 3,769,976 | 2,344,218 | ||||||||||||||||||
Net investment income (loss) | (276,344 | ) | (14,940,857 | ) | (10,096,729 | ) | (3,083,039 | ) | (1,823,898 | ) | |||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||||||
Investments in securities | (35,382 | ) | (147,424 | ) | 173,372 | (107,003 | ) | (88,061 | ) | ||||||||||||||
Investments in affiliated funds | 17,260,236 | 289,199,921 | 181,948,254 | 42,940,757 | 15,629,992 | ||||||||||||||||||
Futures contracts | (11,465,778 | ) | (183,888,979 | ) | 480,849 | 8,191,553 | 3,179,549 | ||||||||||||||||
5,759,076 | 105,163,518 | 182,602,475 | 51,025,307 | 18,721,480 | |||||||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||||||
Investments in securities and translation of assets and liabilities in foreign currencies | 20,739 | (88,699 | ) | 338,311 | 193,404 | 88,338 | |||||||||||||||||
Investments in affiliated funds | (2,834,412 | ) | 13,718,557 | (5,330,395 | ) | 296,098 | (469,344 | ) | |||||||||||||||
Futures contracts | 1,229,226 | (4,098,413 | ) | (10,245,136 | ) | (3,168,554 | ) | (1,160,296 | ) | ||||||||||||||
(1,584,447 | ) | 9,531,445 | (15,237,220 | ) | (2,679,052 | ) | (1,541,302 | ) | |||||||||||||||
Net realized and unrealized gain (loss) | 4,174,629 | 114,694,963 | 167,365,255 | 48,346,255 | 17,180,178 | ||||||||||||||||||
Increase (decrease) in net assets from operations | $ | 3,898,285 | $ | 99,754,106 | $ | 157,268,526 | $ | 45,263,216 | $ | 15,356,280 |
Lifestyle Aggressive MVP | Lifestyle Growth MVP | Lifestyle Balanced MVP | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6/30/15 (unaudited) | | Year ended 12/31/14 | | Six months ended 6/30/15 (unaudited) | | Year ended 12/31/14 | | Six months ended 6/30/15 (unaudited) | | Year ended 12/31/14 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($276,344 | ) | $ | 4,757,649 | ($14,940,857 | ) | $ | 208,001,078 | ($10,096,729 | ) | $ | 201,557,647 | |||||||||||||||
Net realized gain (loss) | 5,759,076 | 52,120,026 | 105,163,518 | 1,063,937,607 | 182,602,475 | 897,989,782 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (1,584,447 | ) | (49,877,209 | ) | 9,531,445 | (978,830,558 | ) | (15,237,220 | ) | (653,982,317 | ) | ||||||||||||||||
Increase (decrease) in net assets resulting from operations | 3,898,285 | 7,000,466 | 99,754,106 | 293,108,127 | 157,268,526 | 445,565,112 | |||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (1,149,223 | ) | — | (15,137,315 | ) | — | (16,518,925 | ) | ||||||||||||||||||
Series II | — | (1,224,888 | ) | — | (179,981,176 | ) | — | (156,776,222 | ) | ||||||||||||||||||
Series NAV | — | (2,385,658 | ) | — | (12,986,583 | ) | — | (28,338,214 | ) | ||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (1,866,670 | ) | — | (8,641,015 | ) | — | (5,553,969 | ) | ||||||||||||||||||
Series II | — | (2,438,986 | ) | — | (115,550,258 | ) | — | (58,036,225 | ) | ||||||||||||||||||
Series NAV | — | (3,704,960 | ) | — | (7,212,765 | ) | — | (9,314,127 | ) | ||||||||||||||||||
Total distributions | — | (12,770,385 | ) | — | (339,509,112 | ) | — | (274,537,682 | ) | ||||||||||||||||||
From portfolio share transactions | (25,630,374 | ) | (49,803,802 | ) | (1,001,996,458 | ) | (2,860,037,502 | ) | (722,486,159 | ) | (2,124,261,553 | ) | |||||||||||||||
Total increase (decrease) | (21,732,089 | ) | (55,573,721 | ) | (902,242,352 | ) | (2,906,438,487 | ) | (565,217,633 | ) | (1,953,234,123 | ) | |||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 451,754,166 | 507,327,887 | 12,707,671,711 | 15,614,110,198 | 10,031,044,701 | 11,984,278,824 | |||||||||||||||||||||
End of period | $ | 430,022,077 | $ | 451,754,166 | $ | 11,805,429,359 | $ | 12,707,671,711 | $ | 9,465,827,068 | $ | 10,031,044,701 | |||||||||||||||
Undistributed net investment income (loss) | ($276,344 | ) | — | ($14,940,857 | ) | — | ($10,085,642 | ) | $ | 11,087 | |||||||||||||||||
Lifestyle Moderate MVP | Lifestyle Conservative MVP | ||||||||||||||||||||||||||
Increase (decrease) in net assets | | Six months ended 6/30/15 (unaudited) | | Year ended 12/31/14 | | Six months ended 6/30/15 (unaudited) | | Year ended 12/31/14 | | ||||||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | ($3,083,039 | ) | $ | 63,394,641 | ($1,823,898 | ) | $ | 45,652,154 | |||||||||||||||||||
Net realized gain (loss) | 51,025,307 | 257,871,528 | 18,721,480 | 97,719,599 | |||||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (2,679,052 | ) | (173,423,657 | ) | (1,541,302 | ) | (45,849,046 | ) | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 45,263,216 | 147,842,512 | 15,356,280 | 97,522,707 | |||||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (6,728,032 | ) | — | (5,025,262 | ) | |||||||||||||||||||||
Series II | — | (53,946,125 | ) | — | (39,304,101 | ) | |||||||||||||||||||||
Series NAV | — | (2,742,937 | ) | — | (1,339,529 | ) | |||||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (15,751,547 | ) | — | (11,305,316 | ) | |||||||||||||||||||||
Series II | — | (138,851,404 | ) | — | (98,880,117 | ) | |||||||||||||||||||||
Series NAV | — | (5,889,974 | ) | — | (2,811,879 | ) | |||||||||||||||||||||
Total distributions | — | (223,910,019 | ) | — | (158,666,204 | ) | |||||||||||||||||||||
From portfolio share transactions | (204,771,833 | ) | (465,732,957 | ) | (148,159,695 | ) | (395,778,291 | ) | |||||||||||||||||||
Total increase (decrease) | (159,508,617 | ) | (541,800,464 | ) | (132,803,415 | ) | (456,921,788 | ) | |||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 2,916,839,198 | 3,458,639,662 | 1,823,042,484 | 2,279,964,272 | |||||||||||||||||||||||
End of period | $ | 2,757,330,581 | $ | 2,916,839,198 | $ | 1,690,239,069 | $ | 1,823,042,484 | |||||||||||||||||||
Undistributed net investment income (loss) | ($3,081,526 | ) | $ | 1,513 | ($1,821,995 | ) | $ | 1,903 |
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 ($) | Net investment income (loss) ($)1,2 | 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 (%)3 | Expenses before reductions (%)4 | Expenses including reductions (%)4 | Net investment income (loss) (%)1 | Net assets, end of period (in millions) | Portfolio turnover (%) | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Aggressive MVP | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 10.75 | — | 6 | 0.09 | 0.09 | — | — | — | — | 10.84 | 0.84 | 7 | 0.13 | 8 | 0.10 | 8 | (0.05 | )7 | 95 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 10.91 | 0.11 | 0.05 | 0.16 | (0.12 | ) | (0.20 | ) | — | (0.32 | ) | 10.75 | 1.40 | 0.13 | 0.10 | 1.03 | 105 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 8.81 | 0.11 | 2.24 | 2.35 | (0.11 | ) | (0.14 | ) | — | (0.25 | ) | 10.91 | 26.72 | 0.13 | 0.12 | 1.13 | 123 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 7.66 | 0.07 | 1.20 | 1.27 | (0.08 | ) | (0.04 | ) | — | (0.12 | ) | 8.81 | 16.61 | 0.12 | 0.12 | 0.87 | 95 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 8.35 | 0.07 | (0.61 | ) | (0.54 | ) | (0.08 | ) | (0.07 | ) | — | (0.15 | ) | 7.66 | (6.50 | ) | 0.12 | 0.12 | 0.84 | 107 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 7.30 | 0.08 | 1.12 | 1.20 | (0.08 | ) | (0.07 | ) | — | (0.15 | ) | 8.35 | 16.44 | 0.12 | 0.12 | 1.02 | 129 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 10.73 | (0.02 | ) | 0.10 | 0.08 | — | — | — | — | 10.81 | 0.75 | 7 | 0.33 | 8 | 0.30 | 8 | (0.14 | )7 | 121 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 10.88 | 0.09 | 0.06 | 0.15 | (0.10 | ) | (0.20 | ) | — | (0.30 | ) | 10.73 | 1.29 | 0.33 | 0.30 | 0.78 | 136 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 8.79 | 0.08 | 2.24 | 2.32 | (0.09 | ) | (0.14 | ) | — | (0.23 | ) | 10.88 | 26.43 | 0.33 | 0.32 | 0.83 | 189 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 7.64 | 0.06 | 1.20 | 1.26 | (0.07 | ) | (0.04 | ) | — | (0.11 | ) | 8.79 | 16.43 | 0.32 | 0.32 | 0.68 | 176 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 8.33 | 0.05 | (0.61 | ) | (0.56 | ) | (0.06 | ) | (0.07 | ) | — | (0.13 | ) | 7.64 | (6.72 | ) | 0.32 | 0.32 | 0.65 | 181 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 7.29 | 0.06 | 1.12 | 1.18 | (0.07 | ) | (0.07 | ) | — | (0.14 | ) | 8.33 | 16.12 | 0.32 | 0.32 | 0.82 | 224 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 10.76 | — | 6 | 0.09 | 0.09 | — | — | — | — | 10.85 | 0.84 | 7 | 0.08 | 8 | 0.05 | 8 | (0.02 | )7 | 214 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 10.91 | 0.13 | 0.05 | 0.18 | (0.13 | ) | (0.20 | ) | — | (0.33 | ) | 10.76 | 1.54 | 0.08 | 0.05 | 1.15 | 210 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 8.81 | 0.12 | 2.24 | 2.36 | (0.12 | ) | (0.14 | ) | — | (0.26 | ) | 10.91 | 26.77 | 0.08 | 0.07 | 1.17 | 196 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 7.66 | 0.09 | 1.19 | 1.28 | (0.09 | ) | (0.04 | ) | — | (0.13 | ) | 8.81 | 16.67 | 0.07 | 0.07 | 1.06 | 152 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 8.35 | 0.09 | (0.63 | ) | (0.54 | ) | (0.08 | ) | (0.07 | ) | — | (0.15 | ) | 7.66 | (6.46 | ) | 0.07 | 0.07 | 1.06 | 118 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 7.30 | 0.09 | 1.11 | 1.20 | (0.08 | ) | (0.07 | ) | — | (0.15 | ) | 8.35 | 16.50 | 0.07 | 0.07 | 1.14 | 99 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||
1. 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. 2. Based on average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 4. 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: 0.53% – 1.07%, 0.52% – 1.08%, 0.69% – 1.12%, 0.70% – 1.10%, 0.48% – 1.10%, and 0.48% – 1.10% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11, and 12-31-10, respectively. 5. Six months ended 6-30-15. Unaudited. 6. Less than $0.005 per share. 7. Not annualized. 8. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Growth MVP | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 14.13 | (0.01 | ) | 0.13 | 0.12 | — | — | — | — | 14.25 | 0.78 | 6 | 0.11 | 7 | 0.09 | 7 | (0.05 | )6 | 803 | 2 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.23 | 0.25 | 0.06 | 0.31 | (0.26 | ) | (0.15 | ) | — | (0.41 | ) | 14.13 | 2.16 | 0.12 | 0.10 | 1.73 | 839 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.21 | 0.23 | 2.13 | 2.36 | (0.24 | ) | (0.10 | ) | — | (0.34 | ) | 14.23 | 19.34 | 0.11 | 0.11 | 1.73 | 917 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.92 | 0.18 | 1.33 | 1.51 | (0.18 | ) | (0.04 | ) | — | (0.22 | ) | 12.21 | 13.87 | 0.11 | 0.11 | 1.50 | 807 | 39 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.42 | 0.22 | (0.40 | ) | (0.18 | ) | (0.22 | ) | (0.10 | ) | — | (0.32 | ) | 10.92 | (1.60 | ) | 0.11 | 0.11 | 1.92 | 726 | 9 | 8 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.34 | 0.19 | 1.15 | 1.34 | (0.19 | ) | (0.07 | ) | — | (0.26 | ) | 11.42 | 13.02 | 0.11 | 0.11 | 1.81 | 742 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 14.10 | (0.02 | ) | 0.12 | 0.10 | — | — | — | — | 14.20 | 0.71 | 6 | 0.31 | 7 | 0.29 | 7 | (0.17 | )6 | 10,301 | 2 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.19 | 0.21 | 0.08 | 0.29 | (0.23 | ) | (0.15 | ) | — | (0.38 | ) | 14.10 | 2.04 | 0.32 | 0.30 | 1.47 | 11,165 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.18 | 0.20 | 2.12 | 2.32 | (0.21 | ) | (0.10 | ) | — | (0.31 | ) | 14.19 | 19.09 | 0.31 | 0.31 | 1.50 | 14,027 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.90 | 0.15 | 1.33 | 1.48 | (0.16 | ) | (0.04 | ) | — | (0.20 | ) | 12.18 | 13.59 | 0.31 | 0.31 | 1.27 | 12,818 | 39 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.40 | 0.19 | (0.39 | ) | (0.20 | ) | (0.20 | ) | (0.10 | ) | — | (0.30 | ) | 10.90 | (1.80 | ) | 0.31 | 0.31 | 1.66 | 12,007 | 9 | 8 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.32 | 0.17 | 1.15 | 1.32 | (0.17 | ) | (0.07 | ) | — | (0.24 | ) | 11.40 | 12.83 | 0.31 | 0.31 | 1.59 | 13,186 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 14.15 | — | 9 | 0.12 | 0.12 | — | — | — | — | 14.27 | 0.85 | 6 | 0.06 | 7 | 0.04 | 7 | (0.02 | )6 | 701 | 2 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 14.24 | 0.27 | 0.06 | 0.33 | (0.27 | ) | (0.15 | ) | — | (0.42 | ) | 14.15 | 2.28 | 0.07 | 0.05 | 1.86 | 703 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.22 | 0.25 | 2.11 | 2.36 | (0.24 | ) | (0.10 | ) | — | (0.34 | ) | 14.24 | 19.38 | 0.06 | 0.06 | 1.87 | 670 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.93 | 0.19 | 1.33 | 1.52 | (0.19 | ) | (0.04 | ) | — | (0.23 | ) | 12.22 | 13.91 | 0.06 | 0.06 | 1.58 | 521 | 39 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.43 | 0.24 | (0.42 | ) | (0.18 | ) | (0.22 | ) | (0.10 | ) | — | (0.32 | ) | 10.93 | (1.55 | ) | 0.06 | 0.06 | 2.05 | 435 | 9 | 8 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.35 | 0.21 | 1.14 | 1.35 | (0.20 | ) | (0.07 | ) | — | (0.27 | ) | 11.43 | 13.05 | 0.06 | 0.06 | 1.93 | 405 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||
1. 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. 2. Based on average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 4. Ratios do not include expenses indirectly incurred from underlying funds and can vary based on the mix of underlying funds help by the portfolio. The range of expense ratios from the underlying funds held by the portfolio was as follows: 0.53% – 1.09%, 0.52% – 1.09%, 0.50% – 1.10%, 0.49% – 1.10%, 0.48% – 1.10%, and 0.48% – 1.10% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11, and 12-31-10, respectively. 5. Six months ended 6-30-15. Unaudited. 6. Not annualized. 7. Annualized. 8. Excludes merger activity. 9. Less than $0.005 per share. |
Lifestyle Balanced MVP | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 13.87 | — | 6 | 0.22 | 0.22 | — | — | — | — | 14.09 | 1.59 | 7 | 0.11 | 8 | 0.09 | 8 | (0.03 | )7 | 743 | 4 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.69 | 0.29 | 0.30 | 0.59 | (0.31 | ) | (0.10 | ) | — | (0.41 | ) | 13.87 | 4.29 | 0.11 | 0.10 | 2.05 | 768 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.48 | 0.26 | 1.33 | 1.59 | (0.27 | ) | (0.11 | ) | — | (0.38 | ) | 13.69 | 12.78 | 0.11 | 0.11 | 1.98 | 863 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.41 | 0.22 | 1.13 | 1.35 | (0.23 | ) | (0.05 | ) | — | (0.28 | ) | 12.48 | 11.87 | 0.11 | 0.11 | 1.82 | 834 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.74 | 0.28 | (0.21 | ) | 0.07 | (0.28 | ) | (0.12 | ) | — | (0.40 | ) | 11.41 | 0.62 | 0.11 | 0.11 | 2.38 | 823 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.79 | 0.25 | 1.02 | 1.27 | (0.25 | ) | (0.07 | ) | — | (0.32 | ) | 11.74 | 11.75 | 0.11 | 0.11 | 2.19 | 832 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 13.80 | (0.02 | ) | 0.23 | 0.21 | — | — | — | — | 14.01 | 1.52 | 7 | 0.31 | 8 | 0.29 | 8 | (0.13 | )7 | 7,450 | 4 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.63 | 0.25 | 0.30 | 0.55 | (0.28 | ) | (0.10 | ) | — | (0.38 | ) | 13.80 | 4.03 | 0.31 | 0.30 | 1.80 | 7,970 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.43 | 0.23 | 1.33 | 1.56 | (0.25 | ) | (0.11 | ) | — | (0.36 | ) | 13.63 | 12.54 | 0.31 | 0.31 | 1.75 | 9,777 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.36 | 0.20 | 1.13 | 1.33 | (0.21 | ) | (0.05 | ) | — | (0.26 | ) | 12.43 | 11.70 | 0.31 | 0.31 | 1.62 | 9,828 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.69 | 0.25 | (0.20 | ) | 0.05 | (0.26 | ) | (0.12 | ) | — | (0.38 | ) | 11.36 | 0.42 | 0.31 | 0.31 | 2.09 | 9,776 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.75 | 0.22 | 1.01 | 1.23 | (0.22 | ) | (0.07 | ) | — | (0.29 | ) | 11.69 | 11.49 | 0.31 | 0.31 | 1.99 | 10,775 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 13.89 | — | 6 | 0.23 | 0.23 | — | — | — | — | 14.12 | 1.66 | 7 | 0.06 | 8 | 0.04 | 8 | — | 6,7 | 1,272 | 4 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.72 | 0.30 | 0.28 | 0.58 | (0.31 | ) | (0.10 | ) | — | (0.41 | ) | 13.89 | 4.26 | 0.06 | 0.05 | 2.15 | 1,293 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.50 | 0.28 | 1.33 | 1.61 | (0.28 | ) | (0.11 | ) | — | (0.39 | ) | 13.72 | 12.90 | 0.06 | 0.06 | 2.07 | 1,344 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.43 | 0.23 | 1.13 | 1.36 | (0.24 | ) | (0.05 | ) | — | (0.29 | ) | 12.50 | 11.90 | 0.06 | 0.06 | 1.91 | 1,237 | 32 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.76 | 0.28 | (0.20 | ) | 0.08 | (0.29 | ) | (0.12 | ) | — | (0.41 | ) | 11.43 | 0.67 | 0.06 | 0.06 | 2.39 | 1,168 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.81 | 0.25 | 1.02 | 1.27 | (0.25 | ) | (0.07 | ) | — | (0.32 | ) | 11.76 | 11.78 | 0.06 | 0.06 | 2.20 | 1,254 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||
1. 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. 2. Based on average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 4. 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: 0.53% – 1.09%, 0.52% – 1.09%, 0.50% – 1.10%, 0.49% – 1.10%, 0.48% – 1.10%, and 0.48% – 1.10% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11, and 12-31-10, respectively. 5. Six months ended 6-30-15. Unaudited. 6. Less than $0.005 per share. 7. Not annualized. 8. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Lifestyle Moderate MVP | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 13.30 | — | 6 | 0.21 | 0.21 | — | — | — | — | 13.51 | 1.58 | 7 | 0.12 | 8 | 0.10 | 8 | (0.02 | )7 | 275 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.68 | 0.31 | 0.37 | 0.68 | (0.32 | ) | (0.74 | ) | — | (1.06 | ) | 13.30 | 4.94 | 0.12 | 0.10 | 2.24 | 289 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.78 | 0.29 | 1.02 | 1.31 | (0.30 | ) | (0.11 | ) | — | (0.41 | ) | 13.68 | �� | 10.22 | 0.11 | 0.11 | 2.14 | 320 | 7 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.84 | 0.26 | 1.00 | 1.26 | (0.27 | ) | (0.05 | ) | — | (0.32 | ) | 12.78 | 10.67 | 0.11 | 0.11 | 2.07 | 315 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.01 | 0.32 | (0.04 | ) | 0.28 | (0.33 | ) | (0.12 | ) | — | (0.45 | ) | 11.84 | 2.33 | 0.11 | 0.11 | 2.65 | 301 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.15 | 0.27 | 0.91 | 1.18 | (0.27 | ) | (0.05 | ) | — | (0.32 | ) | 12.01 | 10.55 | 0.11 | 0.11 | 2.31 | 307 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 13.23 | (0.02 | ) | 0.22 | 0.20 | — | — | — | — | 13.43 | 1.51 | 7 | 0.32 | 8 | 0.30 | 8 | (0.12 | )7 | 2,366 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.62 | 0.27 | 0.37 | 0.64 | (0.29 | ) | (0.74 | ) | — | (1.03 | ) | 13.23 | 4.68 | 0.32 | 0.30 | 1.98 | 2,513 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.73 | 0.25 | 1.02 | 1.27 | (0.27 | ) | (0.11 | ) | — | (0.38 | ) | 13.62 | 9.97 | 0.31 | 0.31 | 1.89 | 3,037 | 7 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.79 | 0.23 | 1.00 | 1.23 | (0.24 | ) | (0.05 | ) | — | (0.29 | ) | 12.73 | 10.50 | 0.31 | 0.31 | 1.86 | 3,157 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.96 | 0.29 | (0.03 | ) | 0.26 | (0.31 | ) | (0.12 | ) | — | (0.43 | ) | 11.79 | 2.13 | 0.31 | 0.31 | 2.42 | 3,116 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.10 | 0.24 | 0.91 | 1.15 | (0.24 | ) | (0.05 | ) | — | (0.29 | ) | 11.96 | 10.39 | 0.31 | 0.31 | 2.10 | 3,272 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 13.31 | — | 6 | 0.22 | 0.22 | — | — | — | — | 13.53 | 1.65 | 7 | 0.07 | 8 | 0.05 | 8 | — | 6,7 | 116 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.69 | 0.34 | 0.35 | 0.69 | (0.33 | ) | (0.74 | ) | — | (1.07 | ) | 13.31 | 4.99 | 0.07 | 0.05 | 2.46 | 115 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.79 | 0.30 | 1.02 | 1.32 | (0.31 | ) | (0.11 | ) | — | (0.42 | ) | 13.69 | 10.27 | 0.06 | 0.06 | 2.23 | 102 | 7 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.85 | 0.28 | 0.98 | 1.26 | (0.27 | ) | (0.05 | ) | — | (0.32 | ) | 12.79 | 10.71 | 0.06 | 0.06 | 2.23 | 91 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.02 | 0.38 | (0.09 | ) | 0.29 | (0.34 | ) | (0.12 | ) | — | (0.46 | ) | 11.85 | 2.38 | 0.06 | 0.06 | 3.07 | 75 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.15 | 0.29 | 0.90 | 1.19 | (0.27 | ) | (0.05 | ) | — | (0.32 | ) | 12.02 | 10.69 | 0.06 | 0.06 | 2.51 | 53 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||
1. 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. 2. Based on average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 4. 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: 0.53% – 1.09%, 0.52% – 1.09%, 0.50% – 1.10%, 0.49% – 1.10%, 0.48% – 1.10%, and 0.49% – 1.23% for the periods ended 6-30-15, 12-31-14 12-31-13, 12-31-12, 12-31-11, and 12-31-10, respectively. 5. Six months ended 6-30-15. Unaudited. 6. Less than $0.005 per share. 7. Not annualized. 8. Annualized. |
Lifestyle Conservative MVP | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 12.12 | — | 6 | 0.11 | 0.11 | — | — | — | — | 12.23 | 0.91 | 7 | 0.12 | 8 | 0.09 | 8 | (0.02 | )7 | 183 | 6 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.58 | 0.32 | 0.31 | 0.63 | (0.33 | ) | (0.76 | ) | — | (1.09 | ) | 12.12 | 5.02 | 0.12 | 0.10 | 2.50 | 191 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.96 | 0.29 | 0.21 | 0.50 | (0.35 | ) | (0.53 | ) | — | (0.88 | ) | 12.58 | 3.88 | 0.11 | 0.11 | 2.24 | 218 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.56 | 0.33 | 0.73 | 1.06 | (0.32 | ) | (0.34 | ) | — | (0.66 | ) | 12.96 | 8.52 | 0.11 | 0.11 | 2.51 | 274 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.57 | 0.42 | 0.11 | 0.53 | (0.41 | ) | (0.13 | ) | — | (0.54 | ) | 12.56 | 4.23 | 0.11 | 0.11 | 3.27 | 252 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.83 | 0.29 | 0.79 | 1.08 | (0.30 | ) | (0.04 | ) | — | (0.34 | ) | 12.57 | 9.12 | 0.11 | 0.11 | 2.36 | 247 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 12.05 | (0.01 | ) | 0.10 | 0.09 | — | — | — | — | 12.14 | 0.75 | 7 | 0.32 | 8 | 0.29 | 8 | (0.12 | )7 | 1,456 | 6 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.51 | 0.29 | 0.32 | 0.61 | (0.31 | ) | (0.76 | ) | — | (1.07 | ) | 12.05 | 4.84 | 0.32 | 0.30 | 2.25 | 1,583 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.89 | 0.26 | 0.22 | 0.48 | (0.33 | ) | (0.53 | ) | — | (0.86 | ) | 12.51 | 3.69 | 0.31 | 0.31 | 1.99 | 2,014 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.50 | 0.30 | 0.73 | 1.03 | (0.30 | ) | (0.34 | ) | — | (0.64 | ) | 12.89 | 8.27 | 0.31 | 0.31 | 2.29 | 2,613 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.51 | 0.39 | 0.12 | 0.51 | (0.39 | ) | (0.13 | ) | — | (0.52 | ) | 12.50 | 4.04 | 0.31 | 0.31 | 3.05 | 2,525 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.78 | 0.27 | 0.77 | 1.04 | (0.27 | ) | (0.04 | ) | — | (0.31 | ) | 12.51 | 8.87 | 0.31 | 0.31 | 2.20 | 2,572 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20155 | 12.14 | — | 6 | 0.11 | 0.11 | — | — | — | — | 12.25 | 0.91 | 7 | 0.07 | 8 | 0.04 | 8 | 0.01 | 7 | 51 | 6 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.61 | 0.35 | 0.28 | 0.63 | (0.34 | ) | (0.76 | ) | — | (1.10 | ) | 12.14 | 4.97 | 0.07 | 0.05 | 2.71 | 50 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.98 | 0.33 | 0.19 | 0.52 | (0.36 | ) | (0.53 | ) | — | (0.89 | ) | 12.61 | 4.00 | 0.06 | 0.06 | 2.50 | 48 | 5 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.58 | 0.36 | 0.71 | 1.07 | (0.33 | ) | (0.34 | ) | — | (0.67 | ) | 12.98 | 8.55 | 0.06 | 0.06 | 2.77 | 50 | 22 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.59 | 0.46 | 0.08 | 0.54 | (0.42 | ) | (0.13 | ) | — | (0.55 | ) | 12.58 | 4.27 | 0.06 | 0.06 | 3.57 | 34 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.84 | 0.33 | 0.76 | 1.09 | (0.30 | ) | (0.04 | ) | — | (0.34 | ) | 12.59 | 9.25 | 0.06 | 0.06 | 2.67 | 30 | 34 | |||||||||||||||||||||||||||||||||||||||||||||||||
1. 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. 2. Based on average daily shares outstanding. 3. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 4. 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: 0.53% – 1.09%, 0.52% – 1.09%, 0.50% – 1.10%, 0.49% – 1.10%, 0.48% – 1.10%, and 0.48% – 1.02% for the periods ended 6-30-15, 12-31-14, 12-31-13, 12-31-12, 12-31-11, and 12-31-10, respectively. 5. Six months ended 6-30-15. Unaudited. 6. Less than $0.005 per share. 7. Not annualized. 8. Annualized. |
Portfolio | | Commitment Fee | ||||
---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | $ | 313 | ||||
Lifestyle Growth MVP | 2,601 | |||||
Lifestyle Balanced MVP | 2,078 | |||||
Lifestyle Moderate MVP | 766 | |||||
Lifestyle Conservative MVP | 568 |
CAPITAL LOSS CARRYFORWARD EXPIRING AT DECEMBER 31, | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | 2017 | | 2018 | |||||||
Lifestyle Aggressive MVP | $ | 1,132,225 | $ | 22,833,335 | |||||||
Lifestyle Growth MVP | — | 130,249,379 | |||||||||
Lifestyle Balanced MVP | — | — | |||||||||
Lifestyle Moderate MVP | — | — | |||||||||
Lifestyle Conservative MVP | — | — |
Portfolio | | Aggregate Cost | | Unrealized Appreciation | | Unrealized (Depreciation) | | Net Unrealized Appreciation/ (Depreciation) | | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | $ | 379,165,849 | $ | 60,404,606 | ($10,129,625 | ) | $ | 50,274,981 | ||||||||||
Lifestyle Growth MVP | 9,908,075,561 | 1,949,138,267 | (85,911,632 | ) | 1,863,226,635 | |||||||||||||
Lifestyle Balanced MVP | 8,481,427,324 | 1,069,912,491 | (108,097,078 | ) | 961,815,413 | |||||||||||||
Lifestyle Moderate MVP | 2,550,680,497 | 222,909,366 | (24,594,089 | ) | 198,315,277 | |||||||||||||
Lifestyle Conservative MVP | 1,669,721,772 | 41,283,719 | (25,109,735 | ) | 16,173,984 |
Fund | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis* | | Notional Value* | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | Euro FX Futures | 11 | Short | Sep 2015 | ($1,540,378 | ) | ($1,533,950 | ) | $ | 6,428 | ||||||||||||||||||||
Euro STOXX 50 Index Futures | 39 | Short | Sep 2015 | (1,498,664 | ) | (1,493,943 | ) | 4,721 | ||||||||||||||||||||||
FTSE 100 Index Futures | 18 | Short | Sep 2015 | (1,839,193 | ) | (1,836,665 | ) | 2,528 | ||||||||||||||||||||||
Great British Pound Currency Futures | 19 | Short | Sep 2015 | (1,868,472 | ) | (1,867,344 | ) | 1,128 | ||||||||||||||||||||||
Japanese Yen Currency Futures | 6 | Short | Sep 2015 | (614,344 | ) | (613,688 | ) | 656 | ||||||||||||||||||||||
Mini MSCI Emerging Markets Index Futures | 45 | Short | Sep 2015 | (2,158,992 | ) | (2,158,650 | ) | 342 | ||||||||||||||||||||||
Russell 2000 Mini Index Futures | 14 | Short | Sep 2015 | (1,746,186 | ) | (1,750,560 | ) | (4,374 | ) | |||||||||||||||||||||
S&P 500 Index E-Mini Futures | 74 | Short | Sep 2015 | (7,602,396 | ) | (7,601,280 | ) | 1,116 | ||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 20 | Short | Sep 2015 | (2,999,752 | ) | (2,996,200 | ) | 3,552 | ||||||||||||||||||||||
$ | 16,097 |
Fund | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis* | | Notional Value* | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Growth MVP | Euro FX Futures | 359 | Long | Sep 2015 | $ | 50,849,608 | $ | 50,062,550 | ($787,058 | ) | ||||||||||||||||||||
Euro STOXX 50 Index Futures | 1,235 | Long | Sep 2015 | 47,305,330 | 47,308,196 | 2,866 | ||||||||||||||||||||||||
FTSE 100 Index Futures | 645 | Long | Sep 2015 | 67,427,871 | 65,813,845 | (1,614,026 | ) | |||||||||||||||||||||||
Great British Pound Currency Futures | 684 | Long | Sep 2015 | 67,197,156 | 67,224,375 | 27,219 | ||||||||||||||||||||||||
Japanese Yen Currency Futures | 363 | Long | Sep 2015 | 36,911,961 | 37,128,094 | 216,133 | ||||||||||||||||||||||||
Mini MSCI Emerging Markets Index Futures | 1,152 | Long | Sep 2015 | 55,895,652 | 55,261,440 | (634,212 | ) | |||||||||||||||||||||||
Russell 2000 Mini Index Futures | 395 | Long | Sep 2015 | 50,090,669 | 49,390,800 | (699,869 | ) | |||||||||||||||||||||||
S&P 500 Index E-Mini Futures | 2,855 | Long | Sep 2015 | 299,235,720 | 293,265,600 | (5,970,120 | ) | |||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 640 | Long | Sep 2015 | 98,126,771 | 95,878,400 | (2,248,371 | ) | |||||||||||||||||||||||
Nikkei 225 Futures | 227 | Long | Sep 2015 | 37,379,022 | 37,522,654 | 143,632 | ||||||||||||||||||||||||
($11,563,806 | ) |
Fund | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis* | | Notional Value* | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Balanced MVP | Euro FX Futures | 212 | Long | Sep 2015 | $ | 29,505,728 | $ | 29,563,400 | $ | 57,672 | ||||||||||||||||||||
Euro STOXX 50 Index Futures | 757 | Long | Sep 2015 | 28,990,441 | 28,997,817 | 7,376 | ||||||||||||||||||||||||
FTSE 100 Index Futures | 414 | Long | Sep 2015 | 43,421,414 | 42,243,305 | (1,178,109 | ) | |||||||||||||||||||||||
Great British Pound Currency Futures | 441 | Long | Sep 2015 | 42,075,461 | 43,342,031 | 1,266,570 | ||||||||||||||||||||||||
Japanese Yen Currency Futures | 238 | Long | Sep 2015 | 23,715,917 | 24,342,938 | 627,021 | ||||||||||||||||||||||||
Mini MSCI Emerging Markets Index Futures | 939 | Long | Sep 2015 | 45,449,732 | 45,043,830 | (405,902 | ) | |||||||||||||||||||||||
Russell 2000 Mini Index Futures | 224 | Long | Sep 2015 | 28,227,868 | 28,008,960 | (218,908 | ) | |||||||||||||||||||||||
S&P 500 Index E-Mini Futures | 1,603 | Long | Sep 2015 | 167,080,081 | 164,660,160 | (2,419,921 | ) | |||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 390 | Long | Sep 2015 | 59,534,323 | 58,425,900 | (1,108,423 | ) | |||||||||||||||||||||||
Nikkei 225 Futures | 150 | Long | Sep 2015 | 25,249,908 | 24,794,705 | (455,203 | ) | |||||||||||||||||||||||
($3,827,827 | ) |
Fund | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis* | | Notional Value* | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Moderate MVP | Euro FX Futures | 89 | Long | Sep 2015 | $ | 12,394,602 | $ | 12,411,050 | $ | 16,448 | ||||||||||||||||||||
Euro STOXX 50 Index Futures | 322 | Long | Sep 2015 | 12,336,023 | 12,334,606 | (1,417 | ) | |||||||||||||||||||||||
FTSE 100 Index Futures | 155 | Long | Sep 2015 | 16,210,936 | 15,815,730 | (395,206 | ) | |||||||||||||||||||||||
Great British Pound Currency Futures | 161 | Long | Sep 2015 | 15,402,010 | 15,823,281 | 421,271 | ||||||||||||||||||||||||
Japanese Yen Currency Futures | 89 | Long | Sep 2015 | 8,887,369 | 9,103,031 | 215,662 | ||||||||||||||||||||||||
Mini MSCI Emerging Markets Index Futures | 237 | Long | Sep 2015 | 11,456,993 | 11,368,890 | (88,103 | ) | |||||||||||||||||||||||
Russell 2000 Mini Index Futures | 113 | Long | Sep 2015 | 14,215,714 | 14,129,520 | (86,194 | ) | |||||||||||||||||||||||
S&P 500 Index E-Mini Futures | 540 | Long | Sep 2015 | 56,148,432 | 55,468,800 | (679,632 | ) | |||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 133 | Long | Sep 2015 | 20,241,666 | 19,924,730 | (316,936 | ) | |||||||||||||||||||||||
Nikkei 225 Futures | 51 | Long | Sep 2015 | 8,584,969 | 8,430,200 | (154,769 | ) | |||||||||||||||||||||||
($1,068,876 | ) |
Fund | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis* | | Notional Value* | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Conservative MVP | Euro FX Futures | 35 | Long | Sep 2015 | $ | 4,877,829 | $ | 4,880,750 | $ | 2,921 | ||||||||||||||||||||
Euro STOXX 50 Index Futures | 128 | Long | Sep 2015 | 4,905,166 | 4,903,198 | (1,968 | ) | |||||||||||||||||||||||
FTSE 100 Index Futures | 58 | Long | Sep 2015 | 6,054,956 | 5,918,144 | (136,812 | ) | |||||||||||||||||||||||
Great British Pound Currency Futures | 60 | Long | Sep 2015 | 5,753,979 | 5,896,875 | 142,896 | ||||||||||||||||||||||||
Japanese Yen Currency Futures | 40 | Long | Sep 2015 | 4,010,269 | 4,091,250 | 80,981 | ||||||||||||||||||||||||
Mini MSCI Emerging Markets Index Futures | 146 | Long | Sep 2015 | 7,060,424 | 7,003,620 | (56,804 | ) | |||||||||||||||||||||||
Russell 2000 Mini Index Futures | 42 | Long | Sep 2015 | 5,291,815 | 5,251,680 | (40,135 | ) | |||||||||||||||||||||||
S&P 500 Index E-Mini Futures | 168 | Long | Sep 2015 | 17,481,046 | 17,256,960 | (224,086 | ) | |||||||||||||||||||||||
S&P Mid 400 Index E-Mini Futures | 47 | Long | Sep 2015 | 7,152,054 | 7,041,070 | (110,984 | ) | |||||||||||||||||||||||
Nikkei 225 Futures | 20 | Long | Sep 2015 | 3,359,712 | 3,305,961 | (53,751 | ) | |||||||||||||||||||||||
($397,742 | ) |
Portfolio | | Risk | | Statements of assets and liabilities location | | Financial Instruments Location | | Asset Derivatives Fair Value | | Liability Derivatives Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | Equity | Receivable for futures | Futures† | $ | 12,257 | ($4,374 | ) | |||||||||||||||
Foreign | Receivable for futures | Futures† | 8,214 | — | ||||||||||||||||||
Total | $ | 20,471 | ($4,374 | ) | ||||||||||||||||||
Lifestyle Growth MVP | Equity | Receivable for futures | Futures† | $ | 146,499 | ($11,166,599 | ) | |||||||||||||||
Foreign | Receivable for futures | Futures† | 243,352 | (787,058 | ) | |||||||||||||||||
Total | $ | 389,851 | ($11,953,657 | ) | ||||||||||||||||||
Lifestyle Balanced MVP | Equity | Receivable for futures | Futures† | $ | 7,376 | ($5,786,466 | ) | |||||||||||||||
Foreign | Receivable for futures | Futures† | 1,951,263 | — | ||||||||||||||||||
Total | $ | 1,958,639 | ($5,786,466 | ) | ||||||||||||||||||
Lifestyle Moderate MVP | Equity | Receivable for futures | Futures† | — | ($1,722,256 | ) | ||||||||||||||||
Foreign | Receivable for futures | Futures† | $ | 653,380 | — | |||||||||||||||||
Total | $ | 653,380 | ($1,722,256 | ) | ||||||||||||||||||
Lifestyle Conservative MVP | Equity | Receivable for futures | Futures† | — | ($624,540 | ) | ||||||||||||||||
Foreign | Receivable for futures | Futures† | $ | 226,798 | — | |||||||||||||||||
Total | $ | 226,798 | ($624,540 | ) |
† | Reflects cumulative appreciation/depreciation on futures as disclosed in Note 3. Only the year end variation margin is separately disclosed in the Statements of assets and liabilities. |
Statements of Operations Location — Net Realized Gain (Loss) on: | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Futures Contracts | |||||||
Lifestyle Aggressive MVP | Equity | ($11,995,987 | ) | ||||||||
Foreign | 530,209 | ||||||||||
Total | ($11,465,778 | ) | |||||||||
Lifestyle Growth MVP | Equity | (183,939,795 | ) | ||||||||
Foreign | 50,816 | ||||||||||
Total | ($183,888,979 | ) | |||||||||
Lifestyle Balanced MVP | Equity | 6,043,640 | |||||||||
Foreign | (5,562,791 | ) | |||||||||
Total | $ | 480,849 | |||||||||
Lifestyle Moderate MVP | Equity | 9,860,506 | |||||||||
Foreign | (1,668,953 | ) | |||||||||
Total | $ | 8,191,553 | |||||||||
Lifestyle Conservative MVP | Equity | 3,800,578 | |||||||||
Foreign | (621,029 | ) | |||||||||
Total | $ | 3,179,549 |
Statements of Operations Location — Change in Unrealized Appreciation (Depreciation) of: | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Fund | | Risk | | Futures Contracts | |||||||
Lifestyle Aggressive MVP | Equity | $ | 1,340,059 | ||||||||
Foreign | (110,833 | ) | |||||||||
Total | $ | 1,229,226 | |||||||||
Lifestyle Growth MVP | Equity | ($3,788,389 | ) | ||||||||
Foreign | (310,024 | ) | |||||||||
Total | ($4,098,413 | ) | |||||||||
Lifestyle Balanced MVP | Equity | ($13,033,323 | ) | ||||||||
Foreign | 2,788,187 | ||||||||||
Total | ($10,245,136 | ) | |||||||||
Lifestyle Moderate MVP | Equity | ($3,938,244 | ) | ||||||||
Foreign | 769,690 | ||||||||||
Total | ($3,168,554 | ) | |||||||||
Lifestyle Conservative MVP | Equity | ($1,443,481 | ) | ||||||||
Foreign | 283,185 | ||||||||||
Total | ($1,160,296 | ) |
providers that contain general indemnification clauses. The Trust’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust that have not yet occurred. The risk of material loss from such claims is considered remote.
| First $7.5 billion of aggregate net assets | | Excess over $7.5 billion of aggregate net assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
Affiliated fund assets | 0.05 | % | 0.04 | % | ||||||
Other assets | 0.50 | % | 0.49 | % |
Portfolio | | Series I | | Series II | | Series NAV | | Total | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | $ | 16,067 | $ | 20,492 | $ | 34,093 | $ | 70,652 | ||||||||||
Lifestyle Growth MVP | 84,546 | 1,102,236 | 72,144 | 1,258,926 | ||||||||||||||
Lifestyle Balanced MVP | 79,996 | 815,806 | 135,881 | 1,031,683 | ||||||||||||||
Lifestyle Moderate MVP | 32,270 | 281,062 | 13,647 | 326,979 | ||||||||||||||
Lifestyle Conservative MVP | 23,689 | 192,097 | 6,362 | 222,148 |
Portfolio | | Annual Effective Rate | ||||
---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | 0.02 | % | ||||
Lifestyle Balanced MVP | 0.03 | % | ||||
Lifestyle Conservative MVP | 0.02 | % | ||||
Lifestyle Growth MVP | 0.03 | % | ||||
Lifestyle Moderate MVP | 0.03 | % |
Class | | Rule 12b-1 Fee | ||||
---|---|---|---|---|---|---|
Series I | 0.15 | % | ||||
Series II | 0.35 | % |
Lifestyle Aggressive MVP | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 61,139 | $ | 671,523 | 441,351 | $ | 4,897,493 | |||||||||||||
Distributions reinvested | — | — | 277,194 | 3,015,893 | |||||||||||||||
Repurchased | (1,139,462 | ) | (12,478,290 | ) | (2,163,970 | ) | (23,899,099 | ) | |||||||||||
Net decrease | (1,078,323 | ) | ($11,806,767 | ) | (1,445,425 | ) | ($15,985,713 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 24,019 | $ | 260,820 | 1,149,645 | $ | 12,631,490 | |||||||||||||
Distributions reinvested | — | — | 337,681 | 3,663,874 | |||||||||||||||
Repurchased | (1,541,951 | ) | (16,770,701 | ) | (6,096,878 | ) | (67,065,040 | ) | |||||||||||
Net decrease | (1,517,932 | ) | ($16,509,881 | ) | (4,609,552 | ) | ($50,769,676 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,610,605 | $ | 17,510,342 | 3,844,860 | $ | 42,347,461 | |||||||||||||
Distributions reinvested | — | — | 559,795 | 6,090,618 | |||||||||||||||
Repurchased | (1,362,105 | ) | (14,824,068 | ) | (2,856,633 | ) | (31,486,492 | ) | |||||||||||
Net increase | 248,500 | $ | 2,686,274 | 1,548,022 | $ | 16,951,587 | |||||||||||||
Total net decrease | (2,347,755 | ) | ($25,630,374 | ) | (4,506,955 | ) | ($49,803,802 | ) | |||||||||||
Lifestyle Growth MVP | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 498,644 | $ | 7,140,601 | 2,676,637 | $ | 38,360,313 | |||||||||||||
Distributions reinvested | — | — | 1,666,292 | 23,778,330 | |||||||||||||||
Repurchased | (3,528,043 | ) | (50,703,356 | ) | (9,371,457 | ) | (135,595,828 | ) | |||||||||||
Net decrease | (3,029,399 | ) | ($43,562,755 | ) | (5,028,528 | ) | ($73,457,185 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 11,396,037 | $ | 161,350,000 | 36,705,019 | $ | 525,037,241 | |||||||||||||
Distributions reinvested | — | — | 20,767,871 | 295,531,434 | |||||||||||||||
Repurchased | (77,763,736 | ) | (1,111,976,640 | ) | (253,654,184 | ) | (3,644,948,000 | ) | |||||||||||
Net decrease | (66,367,699 | ) | ($950,626,640 | ) | (196,181,294 | ) | ($2,824,379,325 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 1,105,173 | $ | 15,882,026 | 3,611,572 | $ | 52,473,225 | |||||||||||||
Distributions reinvested | — | — | 1,413,510 | 20,199,348 | |||||||||||||||
Repurchased | (1,644,724 | ) | (23,689,089 | ) | (2,380,381 | ) | (34,873,565 | ) | |||||||||||
Net increase (decrease) | (539,551 | ) | ($7,807,063 | ) | 2,644,701 | $ | 37,799,008 | ||||||||||||
Total net decrease | (69,936,649 | ) | ($1,001,996,458 | ) | (198,565,121 | ) | ($2,860,037,502 | ) | |||||||||||
Lifestyle Balanced MVP | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 552,529 | $ | 7,817,985 | 330,024 | $ | 4,649,137 | |||||||||||||
Distributions reinvested | — | — | 1,581,137 | 22,072,894 | |||||||||||||||
Repurchased | (3,178,700 | ) | (44,954,495 | ) | (9,532,733 | ) | (133,800,741 | ) | |||||||||||
Net decrease | (2,626,171 | ) | ($37,136,510 | ) | (7,621,572 | ) | ($107,078,710 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | — | — | 11,410,630 | $ | 157,500,000 | ||||||||||||||
Distributions reinvested | — | — | 15,465,098 | 214,812,447 | |||||||||||||||
Repurchased | (45,653,892 | ) | ($643,615,968 | ) | (166,858,846 | ) | (2,319,703,202 | ) | |||||||||||
Net decrease | (45,653,892 | ) | ($643,615,968 | ) | (139,983,118 | ) | ($1,947,390,755 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 197,473 | $ | 2,793,649 | 834,490 | $ | 11,719,574 | |||||||||||||
Distributions reinvested | — | — | 2,693,275 | 37,652,341 | |||||||||||||||
Repurchased | (3,132,580 | ) | (44,527,330 | ) | (8,492,218 | ) | (119,164,003 | ) | |||||||||||
Net decrease | (2,935,107 | ) | ($41,733,681 | ) | (4,964,453 | ) | ($69,792,088 | ) | |||||||||||
Total net decrease | (51,215,170 | ) | ($722,486,159 | ) | (152,569,143 | ) | ($2,124,261,553 | ) |
Lifestyle Moderate MVP | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 335,896 | $ | 4,560,701 | 959,795 | $ | 13,385,265 | |||||||||||||
Distributions reinvested | — | — | 1,652,066 | 22,479,580 | |||||||||||||||
Repurchased | (1,715,206 | ) | (23,256,105 | ) | (4,267,770 | ) | (59,084,315 | ) | |||||||||||
Net decrease | (1,379,310 | ) | ($18,695,404 | ) | (1,655,909 | ) | ($23,219,470 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 265,919 | $ | 3,596,857 | 6,591,360 | $ | 91,417,021 | |||||||||||||
Distributions reinvested | — | — | 14,248,530 | 192,797,529 | |||||||||||||||
Repurchased | (14,004,445 | ) | (189,034,512 | ) | (53,928,502 | ) | (743,668,646 | ) | |||||||||||
Net decrease | (13,738,526 | ) | ($185,437,655 | ) | (33,088,612 | ) | ($459,454,096 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 500,075 | $ | 6,766,763 | 1,243,818 | $ | 17,189,863 | |||||||||||||
Distributions reinvested | — | — | 634,549 | 8,632,911 | |||||||||||||||
Repurchased | (541,627 | ) | (7,405,537 | ) | (644,252 | ) | (8,882,165 | ) | |||||||||||
Net increase (decrease) | (41,552 | ) | ($638,774 | ) | 1,234,115 | $ | 16,940,609 | ||||||||||||
Total net decrease | (15,159,388 | ) | ($204,771,833 | ) | (33,510,406 | ) | ($465,732,957 | ) | |||||||||||
Lifestyle Conservative MVP | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 394,293 | $ | 4,873,579 | 1,175,115 | $ | 14,898,297 | |||||||||||||
Distributions reinvested | — | — | 1,321,862 | 16,330,578 | |||||||||||||||
Repurchased | (1,143,639 | ) | (14,088,811 | ) | (4,101,348 | ) | (52,391,497 | ) | |||||||||||
Net decrease | (749,346 | ) | ($9,215,232 | ) | (1,604,371 | ) | ($21,162,622 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 585,599 | $ | 7,166,598 | 8,523,829 | $ | 107,233,605 | |||||||||||||
Distributions reinvested | — | — | 11,254,644 | 138,184,218 | |||||||||||||||
Repurchased | (12,020,926 | ) | (147,159,804 | ) | (49,341,963 | ) | (623,484,608 | ) | |||||||||||
Net decrease | (11,435,327 | ) | ($139,993,206 | ) | (29,563,490 | ) | ($378,066,785 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 364,785 | $ | 4,509,880 | 561,981 | $ | 7,127,124 | |||||||||||||
Distributions reinvested | — | — | 335,448 | 4,151,408 | |||||||||||||||
Repurchased | (280,164 | ) | (3,461,137 | ) | (615,808 | ) | (7,827,416 | ) | |||||||||||
Net increase | 84,621 | $ | 1,048,743 | 281,621 | $ | 3,451,116 | |||||||||||||
Total net decrease | (12,100,052 | ) | ($148,159,695 | ) | (30,886,240 | ) | ($395,778,291 | ) |
PORTFOLIO | | Purchases | | Sales | | |||||
---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | $ | 16,274,909 | $ | 50,231,159 | ||||||
Lifestyle Growth MVP | 221,377,947 | 1,381,586,316 | ||||||||
Lifestyle Balanced MVP | 362,994,500 | 1,090,135,893 | ||||||||
Lifestyle Moderate MVP | 114,332,887 | 316,777,466 | ||||||||
Lifestyle Conservative MVP | 88,788,525 | 236,156,736 |
PORTFOLIO | | Purchases | | Sales | | |||||
---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | $ | 4,303,559 | $ | 4,087,398 | ||||||
Lifestyle Growth MVP | 72,525,769 | 90,681,308 | ||||||||
Lifestyle Balanced MVP | 37,550,267 | 42,626,793 | ||||||||
Lifestyle Moderate MVP | 15,616,622 | 15,098,945 | ||||||||
Lifestyle Conservative MVP | 9,871,136 | 8,755,000 |
PORTFOLIO | | AFFILIATE CLASS NAV | | PERCENT OF UNDERLYING FUNDS’ NET ASSETS | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Growth MVP | |||||||||||
Alpha Opportunities Trust | 57.30 | % | |||||||||
Small Company Growth Trust | 54.81 | % | |||||||||
Emerging Markets Value Trust | 52.63 | % | |||||||||
US Equity Trust | 50.42 | % | |||||||||
International Growth Stock Trust | 46.97 | % | |||||||||
International Core Trust | 44.13 | % | |||||||||
Global Conservative Absolute Fund | 37.96 | % | |||||||||
All Cap Core Trust | 37.43 | % | |||||||||
International Value Trust | 35.40 | % | |||||||||
Capital Appreciation Trust | 31.90 | % | |||||||||
Strategic Equity Allocation Trust | 31.49 | % | |||||||||
Lifestyle Growth MVP (continued) | |||||||||||
New Income Trust | 30.90 | % | |||||||||
Small Company Value Trust | 29.70 | % | |||||||||
Fundamental Large Cap Value Trust | 28.60 | % | |||||||||
Equity Income Trust | 27.78 | % | |||||||||
Small Cap Opportunities Trust | 26.44 | % | |||||||||
Blue Chip Growth Trust | 20.59 | % | |||||||||
Core Bond Trust | 19.98 | % | |||||||||
Global Bond Trust | 19.80 | % | |||||||||
Bond Trust | 19.70 | % | |||||||||
Mid Cap Stock Trust | 19.17 | % | |||||||||
Mid Value Trust | 19.10 | % |
PORTFOLIO | | AFFILIATE CLASS NAV | | PERCENT OF UNDERLYING FUNDS’ NET ASSETS | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Growth MVP (continued) | |||||||||||
Small Cap Growth Trust | 16.93 | % | |||||||||
Strategic Growth | 16.30 | % | |||||||||
Small Cap Value Trust | 13.40 | % | |||||||||
Total Return Fund | 11.25 | % | |||||||||
Short Term Govt Income Trust | 11.05 | % | |||||||||
Small Cap Value Trust | 9.42 | % | |||||||||
Lifestyle Balanced MVP | |||||||||||
New Income Trust | 41.91 | % | |||||||||
Global Conservative Absolute Fund | 35.41 | % | |||||||||
Small Company Growth Trust | 34.97 | % | |||||||||
Emerging Markets Value Trust | 34.14 | % | |||||||||
Alpha Opportunities Trust | 31.08 | % | |||||||||
Bond Trust | 28.36 | % | |||||||||
Global Bond Trust | 27.60 | % | |||||||||
All Cap Core Trust | 27.28 | % | |||||||||
Core Bond Trust | 27.04 | % | |||||||||
International Growth Stock Trust | 25.81 | % | |||||||||
International Core Trust | 24.14 | % | |||||||||
US Equity Trust | 23.62 | % | |||||||||
Small Company Value Trust | 19.34 | % | |||||||||
International Value Trust | 18.56 | % | |||||||||
Strategic Equity Allocation Trust | 18.02 | % | |||||||||
Short Term Govt Income Trust | 17.47 | % | |||||||||
Capital Appreciation Trust | 17.13 | % | |||||||||
Total Return Fund | 15.35 | % | |||||||||
Mid Cap Stock Trust | 15.18 | % | |||||||||
Mid Value Trust | 15.09 | % | |||||||||
Equity Income Trust | 14.93 | % | |||||||||
Fundamental Large Cap Value Trust | 14.92 | % | |||||||||
Lifestyle Balanced MVP (continued) | |||||||||||
Blue Chip Growth Trust | 10.92 | % | |||||||||
Small Cap Growth Trust | 10.72 | % | |||||||||
Strategic Growth | 8.66 | % | |||||||||
Small Cap Value Trust | 7.54 | % | |||||||||
International Growth Opportunities Fund | 6.99 | % | |||||||||
Lifestyle Moderate MVP | |||||||||||
Fundamental All Cap Core Fund | 55.35 | % | |||||||||
New Income Trust | 14.95 | % | |||||||||
Global Conservative Absolute Fund | 13.79 | % | |||||||||
Bond Trust | 10.20 | % | |||||||||
Core Bond Trust | 9.66 | % | |||||||||
Global Bond Trust | 9.24 | % | |||||||||
International Core Trust | 8.60 | % | |||||||||
International Growth Stock Trust | 8.36 | % | |||||||||
Small Company Growth Trust | 8.07 | % | |||||||||
International Value Trust | 7.04 | % | |||||||||
Alpha Opportunities Trust | 6.65 | % | |||||||||
Short Term Govt Income Trust | 5.75 | % | |||||||||
Total Return Fund | 5.44 | % | |||||||||
Equity Income Trust | 5.29 | % | |||||||||
Lifestyle Conservative MVP | |||||||||||
Fundamental All Cap Core Fund | 22.91 | % | |||||||||
New Income Trust | 12.26 | % | |||||||||
Global Conservative Absolute Fund | 11.58 | % | |||||||||
Bond Trust | 8.39 | % | |||||||||
Global Bond Trust | 8.36 | % | |||||||||
Core Bond Trust | 7.88 | % | |||||||||
Short Term Govt Income Trust | 5.00 | % |
PORTFOLIO | | BEGINNING SHARE AMOUNT | | SHARES PURCHASED | | SHARES SOLD | | ENDING SHARE AMOUNT | | INCOME DISTRIBUTIONS RECEIVED | | CAPITAL GAINS DISTRIBUTIONS RECEIVED | | REALIZED GAIN (LOSS) | | ENDING VALUE | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP | ||||||||||||||||||||||||||||||||||
All Cap Core | 502,981 | — | (64,704 | ) | 438,277 | — | — | $ | 948,414 | $ | 12,626,764 | |||||||||||||||||||||||
Alpha Opportunities | 2,422,800 | — | (334,841 | ) | 2,087,959 | — | — | 245,357 | 29,377,578 | |||||||||||||||||||||||||
Blue Chip Growth | 975,950 | — | (145,818 | ) | 830,132 | — | — | 2,978,528 | 31,702,741 | |||||||||||||||||||||||||
Capital Appreciation | 1,846,835 | — | (313,826 | ) | 1,533,009 | — | — | 2,944,773 | 25,815,872 | |||||||||||||||||||||||||
Emerging Markets Value | 3,729,586 | — | — | 3,729,586 | — | — | — | 33,528,982 | ||||||||||||||||||||||||||
Equity Income | 2,418,476 | — | (244,792 | ) | 2,173,684 | — | — | 1,789,050 | 40,821,791 | |||||||||||||||||||||||||
Fundamental Large Cap Value | 2,636,114 | — | (338,167 | ) | 2,297,947 | — | — | 2,500,146 | 41,317,091 | |||||||||||||||||||||||||
International Core | 1,803,931 | 434,783 | (80,289 | ) | 2,158,425 | — | — | (131,174 | ) | 24,152,779 | ||||||||||||||||||||||||
International Growth Opportunities | 577,900 | 144,300 | (37,233 | ) | 684,967 | — | — | 138,580 | 9,178,558 | |||||||||||||||||||||||||
International Growth Stock | 845,406 | 169,492 | (59,659 | ) | 955,239 | — | — | 263,532 | 16,411,001 | |||||||||||||||||||||||||
International Value | 1,609,773 | 449,010 | (30,884 | ) | 2,027,899 | — | — | (56,363 | ) | 26,585,754 | ||||||||||||||||||||||||
Mid Cap Stock | 898,941 | — | (145,802 | ) | 753,139 | — | — | 1,358,573 | 15,379,107 | |||||||||||||||||||||||||
Mid Value | 825,727 | — | (91,967 | ) | 733,760 | — | — | 503,124 | 10,522,114 | |||||||||||||||||||||||||
Real Estate Securities | 523,907 | — | (50,552 | ) | 473,355 | — | — | 295,525 | 7,810,360 | |||||||||||||||||||||||||
Small Cap Growth | 386,367 | — | (52,455 | ) | 333,912 | — | — | 211,201 | 4,150,527 | |||||||||||||||||||||||||
Small Cap Opportunities | 195,741 | — | (24,216 | ) | 171,525 | — | — | 453,008 | 5,636,305 | |||||||||||||||||||||||||
Small Cap Value | 124,102 | — | (15,716 | ) | 108,386 | — | — | 176,196 | 2,796,372 | |||||||||||||||||||||||||
Small Company Growth | 107,128 | — | (17,075 | ) | 90,053 | — | — | 296,760 | 2,708,780 | |||||||||||||||||||||||||
Small Company Value | 143,147 | — | (12,768 | ) | 130,379 | — | — | 147,374 | 3,233,392 | |||||||||||||||||||||||||
Strategic Equity Allocation | 1,961,074 | 257,723 | (449,297 | ) | 1,769,500 | — | — | 53,455 | 31,196,286 | |||||||||||||||||||||||||
Strategic Growth | 1,805,641 | — | (257,690 | ) | 1,547,951 | — | — | 500,496 | 25,463,792 | |||||||||||||||||||||||||
U.S. Equity | 1,413,400 | — | (175,123 | ) | 1,238,277 | — | — | 1,643,681 | 23,973,036 | |||||||||||||||||||||||||
— | — | $ | 17,260,236 | $ | 424,388,982 |
PORTFOLIO | | BEGINNING SHARE AMOUNT | | SHARES PURCHASED | | SHARES SOLD | | ENDING SHARE AMOUNT | | INCOME DISTRIBUTIONS RECEIVED | | CAPITAL GAINS DISTRIBUTIONS RECEIVED | | REALIZED GAIN (LOSS) | | ENDING VALUE | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Growth MVP | ||||||||||||||||||||||||||||||||||
All Cap Core | 5,015,752 | — | (635,518 | ) | 4,380,234 | — | — | $ | 6,545,447 | $ | 126,194,531 | |||||||||||||||||||||||
Alpha Opportunities | 33,378,400 | — | (3,792,048 | ) | 29,586,352 | — | — | 4,294,509 | 416,279,968 | |||||||||||||||||||||||||
Blue Chip Growth | 10,943,792 | — | (1,518,397 | ) | 9,425,395 | — | — | 28,392,406 | 359,955,839 | |||||||||||||||||||||||||
Bond Trust | 157,208,386 | 1,457,726 | (10,966,255 | ) | 147,699,857 | — | — | 1,963,962 | 2,019,057,048 | |||||||||||||||||||||||||
Capital Appreciation | 22,653,233 | — | (3,517,692 | ) | 19,135,541 | — | — | 23,918,147 | 322,242,519 | |||||||||||||||||||||||||
Core Bond | 23,704,199 | — | (1,498,718 | ) | 22,205,481 | — | — | (1,216,938 | ) | 292,224,136 | ||||||||||||||||||||||||
Emerging Markets Value | 49,615,761 | — | (1,473,173 | ) | 48,142,588 | — | — | 6,482,604 | 432,801,865 | |||||||||||||||||||||||||
Equity Income | 29,351,799 | — | (2,045,453 | ) | 27,306,346 | — | — | 23,768,839 | 512,813,184 | |||||||||||||||||||||||||
Fundamental Large Cap Value | 30,383,879 | — | (3,277,094 | ) | 27,106,785 | — | — | 25,949,850 | 487,379,999 | |||||||||||||||||||||||||
Global Bond | 11,232,921 | — | — | 11,232,921 | — | — | �� | — | 135,581,352 | |||||||||||||||||||||||||
Global Conservative Absolute Return | 3,907,769 | — | — | 3,907,769 | — | — | — | 38,452,446 | ||||||||||||||||||||||||||
International Core | 29,460,780 | 434,783 | (3,417,105 | ) | 26,478,458 | — | — | (9,059,678 | ) | 296,293,944 | ||||||||||||||||||||||||
International Growth Opportunities | 10,415,462 | 144,300 | (1,217,134 | ) | 9,342,628 | — | — | 4,343,511 | 125,191,210 | |||||||||||||||||||||||||
International Growth Stock | 13,752,192 | 169,491 | (1,374,669 | ) | 12,547,014 | — | — | 5,806,440 | 215,557,707 | |||||||||||||||||||||||||
International Value | 27,994,657 | 515,844 | (2,675,119 | ) | 25,835,382 | — | — | (10,703,819 | ) | 338,701,861 | ||||||||||||||||||||||||
Mid Cap Stock | 9,394,488 | — | (1,469,926 | ) | 7,924,562 | — | — | 7,609,667 | 161,819,559 | |||||||||||||||||||||||||
Mid Value | 12,756,424 | — | (1,430,347 | ) | 11,326,077 | — | — | 12,074,426 | 162,415,947 | |||||||||||||||||||||||||
New Income | 41,468,556 | — | (2,680,832 | ) | 38,787,724 | — | — | (602,341 | ) | 505,404,038 | ||||||||||||||||||||||||
Short Term Government Income | 3,608,256 | — | (252,179 | ) | 3,356,077 | — | — | (83,903 | ) | 41,917,397 | ||||||||||||||||||||||||
Small Cap Growth | 7,819,636 | — | (1,040,376 | ) | 6,779,260 | — | — | 6,895,934 | 84,266,199 | |||||||||||||||||||||||||
Small Cap Opportunities | 2,432,099 | — | (300,678 | ) | 2,131,421 | — | — | 3,642,445 | 70,038,500 | |||||||||||||||||||||||||
Small Cap Value | 3,005,053 | — | (374,798 | ) | 2,630,255 | — | — | 6,112,466 | 67,860,569 | |||||||||||||||||||||||||
Small Company Growth | 2,718,833 | — | (425,310 | ) | 2,293,523 | — | �� | — | 5,534,983 | 68,989,183 | ||||||||||||||||||||||||
Small Company Value | 4,406,499 | — | (380,851 | ) | 4,025,648 | — | — | 2,463,653 | 99,836,069 | |||||||||||||||||||||||||
Strategic Equity Allocation | 214,606,574 | — | (22,621,120 | ) | 191,985,454 | — | — | 116,993,055 | 3,384,703,556 | |||||||||||||||||||||||||
Strategic Growth | 22,117,084 | — | (2,545,003 | ) | 19,572,081 | — | — | 4,942,585 | 321,960,726 | |||||||||||||||||||||||||
Total Return | 18,592,373 | 18,339,872 | (18,994,026 | ) | 17,938,219 | $ | 1,289,065 | — | (141,416 | ) | 244,318,540 | |||||||||||||||||||||||
U.S. Equity | 21,748,886 | — | (1,751,517 | ) | 19,997,369 | — | — | 13,273,087 | 387,149,057 | |||||||||||||||||||||||||
$ | 1,289,065 | — | $ | 289,199,921 | $ | 11,719,406,949 | ||||||||||||||||||||||||||||
Lifestyle Balanced MVP | ||||||||||||||||||||||||||||||||||
All Cap Core | 3,466,676 | 34,711 | (308,115 | ) | 3,193,272 | — | — | $ | 6,014,380 | $ | 91,998,154 | |||||||||||||||||||||||
Alpha Opportunities | 17,162,621 | 418,702 | (1,533,557 | ) | 16,047,766 | — | — | 2,207,511 | 225,792,066 | |||||||||||||||||||||||||
Blue Chip Growth | 5,417,552 | 155,966 | (574,188 | ) | 4,999,330 | — | — | 12,245,239 | 190,924,398 | |||||||||||||||||||||||||
Bond Trust | 223,748,637 | — | (11,116,500 | ) | 212,632,137 | — | — | 1,856,452 | 2,906,681,314 | |||||||||||||||||||||||||
Capital Appreciation | 11,278,089 | 297,089 | (1,297,555 | ) | 10,277,623 | — | — | 14,095,961 | 173,075,163 | |||||||||||||||||||||||||
Core Bond | 31,587,126 | — | (1,524,541 | ) | 30,062,585 | — | — | (545,205 | ) | 395,623,621 | ||||||||||||||||||||||||
Emerging Markets Value | 31,839,834 | — | (606,436 | ) | 31,233,398 | — | — | 2,451,244 | 280,788,249 | |||||||||||||||||||||||||
Equity Income | 14,898,796 | 417,754 | (640,028 | ) | 14,676,522 | — | — | 7,546,097 | 275,625,090 | |||||||||||||||||||||||||
Fundamental Large Cap Value | 14,815,137 | 439,318 | (1,118,514 | ) | 14,135,941 | — | — | 7,642,427 | 254,164,228 | |||||||||||||||||||||||||
Global Bond | 15,656,756 | — | — | 15,656,756 | — | — | — | 188,977,043 | ||||||||||||||||||||||||||
Global Conservative Absolute Return | 3,645,564 | — | — | 3,645,564 | — | — | — | 35,872,351 | ||||||||||||||||||||||||||
International Core | 19,903,114 | — | (5,419,718 | ) | 14,483,396 | — | — | 10,640,827 | 162,069,200 | |||||||||||||||||||||||||
International Growth Opportunities | 6,671,399 | — | (1,799,711 | ) | 4,871,688 | — | — | 6,718,338 | 65,280,613 | |||||||||||||||||||||||||
International Growth Stock | 9,266,578 | — | (2,371,147 | ) | 6,895,431 | — | — | 10,676,292 | 118,463,512 | |||||||||||||||||||||||||
International Value | 18,072,696 | — | (4,529,406 | ) | 13,543,290 | — | — | 11,601,797 | 177,552,529 | |||||||||||||||||||||||||
Mid Cap Stock | 7,024,952 | 97,896 | (846,700 | ) | 6,276,148 | — | — | 9,820,653 | 128,158,936 | |||||||||||||||||||||||||
Mid Value | 9,438,322 | 275,482 | (764,954 | ) | 8,948,850 | — | — | 6,369,118 | 128,326,508 | |||||||||||||||||||||||||
New Income | 55,286,525 | — | (2,667,985 | ) | 52,618,540 | — | — | 383,172 | 685,619,576 | |||||||||||||||||||||||||
Short Term Government Income | 5,575,987 | — | (271,155 | ) | 5,304,832 | — | — | (103,942 | ) | 66,257,354 | ||||||||||||||||||||||||
Small Cap Growth | 4,735,940 | — | (445,434 | ) | 4,290,506 | — | — | 3,048,676 | 53,330,986 | |||||||||||||||||||||||||
Small Cap Value | 2,259,931 | — | (155,756 | ) | 2,104,175 | — | — | 2,470,284 | 54,287,723 | |||||||||||||||||||||||||
Small Company Growth | 1,647,470 | — | (184,312 | ) | 1,463,158 | — | — | 3,762,377 | 44,011,798 | |||||||||||||||||||||||||
Small Company Value | 2,664,379 | 80,711 | (124,020 | ) | 2,621,070 | — | — | 1,741,748 | 65,002,524 | |||||||||||||||||||||||||
Strategic Equity Allocation | 120,183,339 | — | (10,289,118 | ) | 109,894,221 | — | — | 52,746,727 | 1,937,435,115 | |||||||||||||||||||||||||
Strategic Growth | 11,013,750 | 300,662 | (908,162 | ) | 10,406,250 | — | — | 1,833,301 | 171,182,810 | |||||||||||||||||||||||||
Total Return | 25,537,245 | 24,810,565 | (25,883,253 | ) | 24,464,557 | $ | 1,744,169 | — | (75,874 | ) | 333,207,273 | |||||||||||||||||||||||
U.S. Equity | 9,619,365 | 303,643 | (553,822 | ) | 9,369,186 | — | — | 6,800,654 | 181,387,448 | |||||||||||||||||||||||||
$ | 1,744,169 | — | $ | 181,948,254 | $ | 9,391,095,582 |
PORTFOLIO | | BEGINNING SHARE AMOUNT | | SHARES PURCHASED | | SHARES SOLD | | ENDING SHARE AMOUNT | | INCOME DISTRIBUTIONS RECEIVED | | CAPITAL GAINS DISTRIBUTIONS RECEIVED | | REALIZED GAIN (LOSS) | | ENDING VALUE | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Moderate MVP | ||||||||||||||||||||||||||||||||||
Alpha Opportunities | 3,767,845 | — | (331,756 | ) | 3,436,089 | — | — | $ | 344,993 | $ | 48,345,778 | |||||||||||||||||||||||
Blue Chip Growth | 1,463,468 | — | (153,233 | ) | 1,310,235 | — | — | 3,285,301 | 50,037,873 | |||||||||||||||||||||||||
Bond Trust | 80,196,903 | 435,257 | (4,141,843 | ) | 76,490,317 | — | — | 2,017,324 | 1,045,622,632 | |||||||||||||||||||||||||
Capital Appreciation | 1,652,777 | — | (187,833 | ) | 1,464,944 | — | — | 1,328,591 | 24,669,664 | |||||||||||||||||||||||||
Core Bond | 11,247,442 | — | (503,829 | ) | 10,743,613 | — | — | (152,826 | ) | 141,385,943 | ||||||||||||||||||||||||
Equity Income | 5,434,743 | — | (234,513 | ) | 5,200,230 | — | — | 2,907,682 | 97,660,324 | |||||||||||||||||||||||||
Fundamental All Cap Core | 5,866,220 | 27,388 | (613,211 | ) | 5,280,397 | — | — | 628,628 | 83,588,678 | |||||||||||||||||||||||||
Global Bond | 5,241,968 | — | — | 5,241,968 | — | — | — | 63,270,555 | ||||||||||||||||||||||||||
Global Conservative Absolute Return | 1,419,712 | — | — | 1,419,712 | — | — | — | 13,969,966 | ||||||||||||||||||||||||||
International Core | 6,429,300 | 67,124 | (1,334,382 | ) | 5,162,042 | — | — | 4,780,223 | 57,763,253 | |||||||||||||||||||||||||
International Growth Opportunities | 1,940,207 | — | (377,395 | ) | 1,562,812 | — | — | 1,394,123 | 20,941,684 | |||||||||||||||||||||||||
International Growth Stock | 2,718,655 | — | (486,760 | ) | 2,231,895 | — | — | 2,148,140 | 38,343,950 | |||||||||||||||||||||||||
International Value | 6,235,696 | 47,280 | (1,142,144 | ) | 5,140,832 | — | — | 5,690,009 | 67,396,301 | |||||||||||||||||||||||||
Mid Cap Stock | 1,373,130 | — | (166,329 | ) | 1,206,801 | — | — | 1,995,484 | 24,642,883 | |||||||||||||||||||||||||
Mid Value | 1,861,873 | — | (147,382 | ) | 1,714,491 | — | — | 1,229,188 | 24,585,802 | |||||||||||||||||||||||||
New Income | 19,653,424 | — | (880,234 | ) | 18,773,190 | — | — | 143,441 | 244,614,661 | |||||||||||||||||||||||||
Short Term Government Income | 1,841,883 | — | (94,876 | ) | 1,747,007 | — | — | — | 21,820,113 | |||||||||||||||||||||||||
Small Cap Growth | 1,142,013 | — | (106,550 | ) | 1,035,463 | — | — | 573,155 | 12,870,800 | |||||||||||||||||||||||||
Small Cap Value | 591,986 | — | (40,010 | ) | 551,976 | — | — | 627,291 | 14,240,976 | |||||||||||||||||||||||||
Small Company Growth | 379,708 | — | (41,945 | ) | 337,763 | — | — | 840,535 | 10,159,911 | |||||||||||||||||||||||||
Small Company Value | 649,612 | — | (29,350 | ) | 620,262 | — | — | 372,839 | 15,382,501 | |||||||||||||||||||||||||
Strategic Equity Allocation | 27,160,814 | — | (2,364,137 | ) | 24,796,677 | — | — | 12,603,117 | 437,165,408 | |||||||||||||||||||||||||
Strategic Growth | 1,614,286 | — | (133,476 | ) | 1,480,810 | — | — | 66,906 | 24,359,317 | |||||||||||||||||||||||||
Total Return | 9,023,303 | 8,730,800 | (9,079,747 | ) | 8,674,356 | $ | 614,829 | — | (649,651 | ) | 118,144,724 | |||||||||||||||||||||||
U.S. Equity | 1,348,422 | — | (77,206 | ) | 1,271,216 | — | — | 766,264 | 24,610,745 | |||||||||||||||||||||||||
$ | 614,829 | — | $ | 42,940,757 | $ | 2,725,594,442 | ||||||||||||||||||||||||||||
Lifestyle Conservative MVP | ||||||||||||||||||||||||||||||||||
Blue Chip Growth | 513,298 | 11,111 | (61,244 | ) | 463,165 | — | — | $ | 951,667 | $ | 17,688,283 | |||||||||||||||||||||||
Bond Trust | 67,650,873 | 275,678 | (5,037,771 | ) | 62,888,780 | — | — | 1,226,736 | 859,689,629 | |||||||||||||||||||||||||
Capital Appreciation | 650,779 | 11,262 | (82,792 | ) | 579,249 | — | — | 13,801 | 9,754,556 | |||||||||||||||||||||||||
Core Bond | 9,398,857 | — | (640,621 | ) | 8,758,236 | — | — | (363,136 | ) | 115,258,391 | ||||||||||||||||||||||||
Equity Income | 1,491,176 | 46,388 | (83,478 | ) | 1,454,086 | — | — | 579,791 | 27,307,726 | |||||||||||||||||||||||||
Fundamental All Cap Core | 2,427,610 | 41,030 | (282,809 | ) | 2,185,831 | — | — | 312,007 | 34,601,708 | |||||||||||||||||||||||||
Global Bond | 4,810,447 | — | (70,713 | ) | 4,739,734 | — | — | 138,182 | 57,208,590 | |||||||||||||||||||||||||
Global Conservative Absolute Return | 1,192,189 | — | — | 1,192,189 | — | — | — | 11,731,142 | ||||||||||||||||||||||||||
International Core | 3,177,045 | — | (1,090,692 | ) | 2,086,353 | — | — | 2,563,982 | 23,346,294 | |||||||||||||||||||||||||
International Growth Opportunities | 476,437 | — | (161,642 | ) | 314,795 | — | — | 597,946 | 4,218,249 | |||||||||||||||||||||||||
International Growth Stock | 581,464 | — | (184,529 | ) | 396,935 | — | — | 694,181 | 6,819,344 | |||||||||||||||||||||||||
International Value | 2,879,427 | — | (952,652 | ) | 1,926,775 | — | — | 3,341,525 | 25,260,014 | |||||||||||||||||||||||||
Mid Cap Stock | 495,065 | 7,717 | (66,936 | ) | 435,846 | — | — | 496,138 | 8,899,965 | |||||||||||||||||||||||||
Mid Value | 668,099 | 15,620 | (63,505 | ) | 620,214 | — | — | 287,132 | 8,893,874 | |||||||||||||||||||||||||
New Income | 16,526,580 | — | (1,138,779 | ) | 15,387,801 | — | — | (63,573 | ) | 200,503,046 | ||||||||||||||||||||||||
Short Term Government Income | 1,638,303 | — | (120,001 | ) | 1,518,302 | — | — | (41,649 | ) | 18,963,598 | ||||||||||||||||||||||||
Small Cap Growth | 631,809 | 11,259 | (67,721 | ) | 575,347 | — | — | 177,533 | 7,151,563 | |||||||||||||||||||||||||
Small Cap Value | 496,179 | 3,651 | (43,044 | ) | 456,786 | — | — | 358,042 | 11,785,084 | |||||||||||||||||||||||||
Strategic Equity Allocation | 8,403,714 | — | (805,344 | ) | 7,598,370 | — | — | 4,359,687 | 133,959,260 | |||||||||||||||||||||||||
Total Return | 6,420,061 | 6,573,685 | (6,420,061 | ) | 6,573,685 | $ | 465,936 | — | — | 89,533,587 | ||||||||||||||||||||||||
$ | 465,936 | — | $ | 15,629,992 | $ | 1,672,573,903 |
(1) | information relating to each Subadvisor’s business, including current subadvisory services to the Trust (and other funds in the John Hancock family of funds); |
(2) | the historical and current performance of each Fund and comparative performance information relating to the Fund’s benchmark and comparable funds; and |
(3) | the subadvisory fee for each Fund, including any breakpoints, and comparative fee information, where available, prepared by an independent third party provider of mutual fund data. |
(1) | Each Subadvisor has extensive experience and demonstrated skills as a manager; |
(2) | Each Fund managed by a Subadvisor generally has underperformed the historical performance of comparable funds and the Fund’s respective benchmarks, with the exceptions noted in Appendix A. The Board concluded that the Funds’ performance is being monitored and reasonably addressed; |
(3) | The subadvisory fees are reasonable in relation to the level and quality of services being provided; and |
(4) | Certain breakpoints in subadvisory fees are reflected as breakpoints in the advisory fees for the Funds in order to permit shareholders to benefit from economies of scale if those Funds grow. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Lifestyle Aggressive MVP (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 equal to 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. | |||||||||||
Lifestyle Balanced MVP (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 equal to 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. | |||||||||||
Lifestyle Conservative MVP (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 outperformed the average for the one-year period and underperformed 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 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 favorable performance relative to the peer group for the one-year period. | |||||||||||
Lifestyle Growth MVP (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. | |||||||||||
Lifestyle Moderate MVP (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. |
Portfolio compositions | 3 |
Shareholder expense example | 5 |
Summary portfolio of investments (See below for each portfolio’s page #) | 8 |
Statements of assets and liabilities | 35 |
Statements of operations | 39 |
Statements of changes in net assets | 43 |
Statement of cash flows | 46 |
Financial highlights | 47 |
Notes to financial statements | 54 |
Special shareholder meeting | 90 |
Evaluation of advisory and subadvisory agreements by the board of trustees | 91 |
For more information | 98 |
Portfolio | Summary portfolio of investments | |||||
---|---|---|---|---|---|---|
Active Bond Trust | 8 | |||||
Bond Trust | 10 | |||||
Core Bond Trust | 11 | |||||
Global Bond Trust | 13 | |||||
High Yield Trust | 15 | |||||
Income Trust | 17 | |||||
Investment Quality Bond Trust | 19 | |||||
Money Market Trust | 21 | |||||
Money Market Trust B | 22 | |||||
New Income Trust | 23 | |||||
Real Return Bond Trust | 25 | |||||
Short Term Government Income Trust | 27 | |||||
Strategic Income Opportunities Trust | 28 | |||||
Total Bond Market Trust B | 30 | |||||
Ultra Short Term Bond Trust | 31 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Corporate bonds | 39.5 | |||||
Collateralized mortgage obligations | 19.9 | |||||
U.S. Government Agency | 15.9 | |||||
Asset backed securities | 10.3 | |||||
U.S. Government | 8.0 | |||||
Capital preferred securities | 1.1 | |||||
Preferred securities | 0.6 | |||||
Foreign government obligations | 0.6 | |||||
Municipal bonds | 0.3 | |||||
Term loans | 0.2 | |||||
Convertible bonds | 0.1 | |||||
Short-term investments and other | 3.5 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Corporate bonds | 36.3 | |||||
U.S. Government Agency | 31.2 | |||||
U.S. Government | 14.6 | |||||
Asset backed securities | 11.7 | |||||
Collateralized mortgage obligations | 1.8 | |||||
Capital preferred securities | 0.7 | |||||
Preferred securities | 0.1 | |||||
Short-term investments and other | 3.6 |
Portfolio Composition** | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government | 26.9 | |||||
U.S. Government Agency | 24.5 | |||||
Corporate bonds | 21.4 | |||||
Asset backed securities | 13.7 | |||||
Collateralized mortgage obligations | 8.6 | |||||
Foreign government obligations | 1.6 | |||||
Municipal bonds | 0.9 | |||||
Short-term investments | 2.4 |
Portfolio Composition** | % of Total | |||||
---|---|---|---|---|---|---|
Foreign government obligations | 42.9 | |||||
Corporate bonds | 20.7 | |||||
U.S. Government | 13.2 | |||||
Collateralized mortgage obligations | 11.6 | |||||
U.S. Government Agency | 4.6 | |||||
Asset backed securities | 2.0 | |||||
Escrow shares | 0.2 | |||||
Municipal bonds | 0.2 | |||||
Term loans | 0.1 | |||||
Short-term investments | 4.5 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Corporate bonds | 88.1 | |||||
Term loans | 4.2 | |||||
Common stocks | 2.4 | |||||
Asset backed securities | 2.3 | |||||
Preferred securities | 1.1 | |||||
Capital preferred securities | 0.3 | |||||
Foreign government obligations | 0.3 | |||||
Convertible bonds | 0.3 | |||||
Short-term investments and other | 1.0 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Common stocks | 46.4 | |||||
Corporate bonds | 30.6 | |||||
Preferred securities | 4.5 | |||||
Equity linked securities | 4.0 | |||||
Term loans | 2.0 | |||||
Convertible bonds | 1.6 | |||||
Short-term investments and other | 10.9 |
Portfolio Composition** | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 26.0 | |||||
Corporate bonds | 25.1 | |||||
Asset backed securities | 11.8 | |||||
Collateralized mortgage obligations | 10.0 | |||||
U.S. Government | 4.0 | |||||
Term loans | 2.9 | |||||
Foreign government obligations | 2.2 | |||||
Municipal bonds | 1.4 | |||||
Preferred securities | 0.2 | |||||
Capital preferred securities | 0.1 | |||||
Short-term investments | 16.3 |
Portfolio Composition** | % of Total | |||||
---|---|---|---|---|---|---|
Commercial paper | 63.1 | |||||
Certificate of deposit | 20.9 | |||||
U.S. Government | 11.0 | |||||
Corporate interest-bearing obligations | 4.5 | |||||
U.S. Government Agency | 0.5 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Commercial paper | 59.0 | |||||
Certificate of deposit | 21.7 | |||||
U.S. Government | 11.4 | |||||
Corporate interest-bearing obligations | 4.4 | |||||
U.S. Government Agency | 3.2 | |||||
Other assets and liabilities, net | 0.3 |
Portfolio Composition** | % of Total | |||||
---|---|---|---|---|---|---|
Corporate bonds | 29.0 | |||||
U.S. Government Agency | 26.5 | |||||
U.S. Government | 17.5 | |||||
Collateralized mortgage obligations | 9.9 | |||||
Asset backed securities | 9.5 | |||||
Foreign government obligations | 2.3 | |||||
Municipal bonds | 1.2 | |||||
Term loans | 0.8 | |||||
Short-term investments | 3.3 |
Portfolio Composition** | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government | 53.3 | |||||
Foreign government obligations | 6.9 | |||||
Corporate bonds | 5.2 | |||||
Collateralized mortgage obligations | 2.8 | |||||
Asset backed securities | 1.6 | |||||
U.S. Government Agency | 1.1 | |||||
Purchased options | 0.1 | |||||
Short-term investments | 29.0 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government Agency | 71.9 | |||||
U.S. Government | 21.2 | |||||
Collateralized mortgage obligations | 5.2 | |||||
Short-term investments and other | 1.7 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Corporate bonds | 44.1 | |||||
Foreign government obligations | 20.9 | |||||
Preferred securities | 8.8 | |||||
Term loans | 7.4 | |||||
Collateralized mortgage obligations | 6.3 | |||||
Common stocks | 4.4 | |||||
Asset backed securities | 2.6 | |||||
Convertible bonds | 2.1 | |||||
Capital preferred securities | 0.4 | |||||
Purchased options | 0.2 | |||||
Short-term investments and other | 2.8 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
U.S. Government | 36.3 | |||||
U.S. Government agency | 30.4 | |||||
Corporate bonds | 25.5 | |||||
Foreign government obligations | 3.1 | |||||
Collateralized mortgage obligations | 2.1 | |||||
Municipal bonds | 0.9 | |||||
Asset backed securities | 0.4 | |||||
Short-term investments and other | 1.3 |
Portfolio Composition* | % of Total | |||||
---|---|---|---|---|---|---|
Corporate bonds | 55.9 | |||||
Asset backed securities | 17.7 | |||||
U.S. Government | 15.0 | |||||
U.S. Government Agency | 6.6 | |||||
Collateralized mortgage obligations | 3.2 | |||||
Short-term investments and other | 1.6 |
* | As a percentage of net assets. |
** | As a percentage of total investments. |
Beginning account value 1/1/2015 | Ending account value 6/30/2015 | Expenses paid during period1 1/1/2015 – 6/30/2015 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,005.10 | $ | 3.38 | 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 | 1,004.00 | 4.37 | 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 | 1,005.10 | 3.13 | 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 | $ | 1,000.70 | $ | 3.17 | 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 | 999.30 | 4.16 | 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 | 1,000.70 | 2.93 | 0.59 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.90 | 2.96 | 0.59 | % | ||||||||||||||
Core Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 999.20 | $ | 3.27 | 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 | 998.50 | 4.26 | 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 | 999.20 | 3.02 | 0.61 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.06 | 0.61 | % |
Beginning account value 1/1/2015 | Ending account value 6/30/2015 | Expenses paid during period1 1/1/2015 – 6/30/2015 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 965.70 | $ | 4.01 | 0.82 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.70 | 4.11 | 0.82 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 964.60 | 4.97 | 1.02 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,019.70 | 5.11 | 1.02 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 965.60 | 3.75 | 0.77 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.00 | 3.86 | 0.77 | % | ||||||||||||||
High Yield Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,022.80 | $ | 3.91 | 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 | 1,022.40 | 4.91 | 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 | 1,023.10 | 3.66 | 0.73 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73 | % | ||||||||||||||
Income Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 990.80 | $ | 4.15 | 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 | $ | 994.00 | $ | 3.36 | 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 | 993.10 | 4.35 | 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 | 994.80 | 3.12 | 0.63 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.70 | 3.16 | 0.63 | % | ||||||||||||||
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 | $ | 0.79 | 0.16 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,024.00 | 0.80 | 0.16 | % | ||||||||||||||
New Income Trust | |||||||||||||||||||
Series NAV — Actual | $ | 1,000.00 | $ | 999.20 | $ | 2.83 | 0.57 | % | |||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,022.00 | 2.86 | 0.57 | % | ||||||||||||||
Real Return Bond Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,000.80 | $ | 4.96 | 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 | 1,000.00 | 5.95 | 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 | 1,000.80 | 4.71 | 0.95 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.10 | 4.76 | 0.95 | % | ||||||||||||||
Short Term Government Income Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,008.10 | $ | 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 | 1,006.50 | 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 | 1,008.10 | 2.99 | 0.60 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.80 | 3.01 | 0.60 | % |
Beginning account value 1/1/2015 | Ending account value 6/30/2015 | Expenses paid during period1 1/1/2015 – 6/30/2015 | Annualized expense ratio | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Income Opportunities Trust | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 1,015.90 | $ | 3.65 | 0.73 | % | |||||||||||
Series I — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.20 | 3.66 | 0.73 | % | ||||||||||||||
Series II — Actual | 1,000.00 | 1,015.10 | 4.65 | 0.93 | % | ||||||||||||||
Series II — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,020.20 | 4.66 | 0.93 | % | ||||||||||||||
Series NAV — Actual | 1,000.00 | 1,016.70 | 3.40 | 0.68 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,021.40 | 3.41 | 0.68 | % | ||||||||||||||
Total Bond Market Trust B | |||||||||||||||||||
Series I — Actual | $ | 1,000.00 | $ | 997.10 | $ | 1.49 | 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 | 996.10 | 2.47 | 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 | 997.10 | 1.24 | 0.25 | % | ||||||||||||||
Series NAV — Hypothetical (5% annualized return before expenses) | 1,000.00 | 1,023.60 | 1.25 | 0.25 | % | ||||||||||||||
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 | 1,000.80 | 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, 2015 (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 AND AGENCY OBLIGATIONS - 23.9% | ||||||||||||
Treasury Inflation Protected Securities - 0.2% | ||||||||||||
0.250%, 01/15/2025 | $ | 2,097,606 | $ | 2,051,557 | 0.2 | % | ||||||
U.S. Treasury Bonds - 4.1% | ||||||||||||
2.500%, 02/15/2045 | 26,510,000 | 23,221,116 | 2.9 | % | ||||||||
3.125%, 02/15/2042 | 10,105,000 | 10,114,478 | 1.2 | % | ||||||||
33,335,594 | ||||||||||||
U.S. Treasury Notes - 3.7% | ||||||||||||
2.125%, 05/15/2025 | 26,641,000 | 26,114,414 | 3.2 | % | ||||||||
2.375%, 12/31/2020 | 2,500,000 | 2,575,978 | 0.3 | % | ||||||||
OTHER SECURITIES | 1,455,234 | 0.2 | % | |||||||||
30,145,626 | ||||||||||||
Federal Home Loan Bank - 0.1% | 1,010,425 | 0.1 | % | |||||||||
Federal Home Loan Mortgage Corp. - 1.5% | ||||||||||||
3.000%, 03/01/2043 | 2,078,057 | 2,079,356 | 0.3 | % | ||||||||
4.000%, 11/01/2043 to 02/01/2044 | 2,434,507 | 2,587,327 | 0.3 | % | ||||||||
4.500%, 09/01/2023 to 10/01/2041 | 6,039,056 | 6,536,624 | 0.8 | % | ||||||||
OTHER SECURITIES | 919,121 | 0.1 | % | |||||||||
12,122,428 | ||||||||||||
Federal National Mortgage Association - 13.4% | ||||||||||||
2.118%, 08/01/2034 (P) | 1,553,844 | 1,642,206 | 0.2 | % | ||||||||
3.000%, TBA (C) | 15,250,000 | 15,159,453 | 1.9 | % | ||||||||
3.000%, 07/01/2027 to 05/01/2043 | 1,998,616 | 2,024,071 | 0.3 | % | ||||||||
3.500%, 02/01/2026 to 04/01/2045 | 17,621,327 | 18,241,241 | 2.3 | % | ||||||||
4.000%, 10/01/2025 to 01/01/2044 | 13,803,597 | 14,723,407 | 1.8 | % | ||||||||
4.000%, 09/01/2044 (C) | 5,695,921 | 6,062,054 | 0.7 | % | ||||||||
4.500%, 08/01/2040 to 08/01/2041 | 17,441,022 | 18,935,546 | 2.3 | % | ||||||||
5.000%, 05/01/2018 to 04/01/2041 | 10,156,121 | 11,223,025 | 1.4 | % | ||||||||
5.500%, 02/01/2018 to 11/01/2039 | 8,543,436 | 9,603,175 | 1.2 | % | ||||||||
6.000%, 05/01/2035 to 02/01/2036 | 4,945,206 | 5,647,618 | 0.8 | % | ||||||||
6.500%, 01/01/2039 to 06/01/2039 | 1,877,563 | 2,157,981 | 0.3 | % | ||||||||
OTHER SECURITIES | 3,103,027 | 0.2 | % | |||||||||
108,522,804 | ||||||||||||
Government National Mortgage Association - 0.9% | ||||||||||||
4.000%, 02/15/2041 | 5,121,818 | 5,453,335 | 0.7 | % | ||||||||
OTHER SECURITIES | 2,046,991 | 0.2 | % | |||||||||
7,500,326 | ||||||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $193,677,632) | $ | 194,688,760 |
Active Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 0.6% | ||||||||||||
Argentina - 0.1% | $ | 1,101,447 | 0.1 | % | ||||||||
Germany - 0.2% | 1,355,504 | 0.2 | % | |||||||||
Mexico - 0.1% | 852,761 | 0.1 | % | |||||||||
Panama - 0.1% | 679,160 | 0.1 | % | |||||||||
United Kingdom - 0.1% | 394,315 | 0.1 | % | |||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $3,957,241) | $ | 4,383,187 | ||||||||||
CORPORATE BONDS - 39.5% | ||||||||||||
Consumer discretionary - 4.4% | ||||||||||||
Ford Motor Credit Company LLC 5.875%, 08/02/2021 | $ | 2,314,000 | 2,631,712 | 0.3 | % | |||||||
OTHER SECURITIES | 33,648,934 | 4.1 | % | |||||||||
36,280,646 | ||||||||||||
Consumer staples - 1.7% | 13,501,773 | 1.7 | % | |||||||||
Energy - 5.5% | 44,433,394 | 5.5 | % | |||||||||
Financials - 16.3% | ||||||||||||
Bank of America Corp. 5.000%, 05/13/2021 | 1,695,000 | 1,858,852 | 0.2 | % | ||||||||
Leucadia National Corp. 5.500%, 10/18/2023 | 1,770,000 | 1,804,873 | 0.2 | % | ||||||||
Sirius International Group, Ltd. (7.506% to 06/30/2017, then 3 month LIBOR + 3.200%) 06/30/2017 (Q)(S) | 2,430,000 | 2,539,350 | 0.3 | % | ||||||||
The Goldman Sachs Group, Inc. 5.250%, 07/27/2021 | 1,635,000 | 1,813,835 | 0.2 | % | ||||||||
OTHER SECURITIES | 124,946,153 | 15.4 | % | |||||||||
132,963,063 | ||||||||||||
Health care - 1.5% | 12,648,970 | 1.5 | % | |||||||||
Industrials - 4.1% | ||||||||||||
Textron Financial Corp. (6.000% to 02/15/2017, then 3 month LIBOR + 1.735%) 02/15/2067 (S) | 2,955,000 | 2,393,550 | 0.3 | % | ||||||||
OTHER SECURITIES | 30,763,647 | 3.8 | % | |||||||||
33,157,197 | ||||||||||||
Information technology - 0.4% | 3,481,333 | 0.4 | % | |||||||||
Materials - 1.9% | 15,100,490 | 1.9 | % | |||||||||
Telecommunication services - 1.8% | ||||||||||||
Verizon Communications, Inc. 4.272%, 01/15/2036 (S) | 2,311,000 | 2,072,824 | 0.3 | % | ||||||||
OTHER SECURITIES | 12,997,880 | 1.5 | % | |||||||||
15,070,704 | ||||||||||||
Utilities - 1.9% | ||||||||||||
NiSource Finance Corp. 4.800%, 02/15/2044 | 1,860,000 | 1,889,682 | 0.2 | % | ||||||||
OTHER SECURITIES | 13,501,969 | 1.7 | % | |||||||||
15,391,651 | ||||||||||||
TOTAL CORPORATE BONDS (Cost $311,843,409) | $ | 322,029,221 |
The accompanying notes are an integral part of the financial statements. | 8 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Active Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CAPITAL PREFERRED SECURITIES - 1.1% | ||||||||||||
Financials - 1.1% | ||||||||||||
ZFS Finance USA Trust V (6.500% to 05/09/2017, then 3 month LIBOR + 2.285%) 05/09/2067 (S) | $ | 1,580,000 | $ | 1,643,200 | 0.2 | % | ||||||
OTHER SECURITIES | 7,507,805 | 0.9 | % | |||||||||
9,151,005 | ||||||||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $8,930,836) | $ | 9,151,005 | ||||||||||
CONVERTIBLE BONDS - 0.1% | ||||||||||||
Utilities - 0.1% | 368,844 | 0.1 | % | |||||||||
TOTAL CONVERTIBLE BONDS (Cost $370,000) | $ | 368,844 | ||||||||||
TERM LOANS (M) - 0.2% | ||||||||||||
Consumer discretionary - 0.0% | 118,873 | 0.0 | % | |||||||||
Consumer staples - 0.0% | 356,870 | 0.0 | % | |||||||||
Financials - 0.0% | 271,356 | 0.0 | % | |||||||||
Industrials - 0.1% | 477,066 | 0.1 | % | |||||||||
Utilities - 0.1% | 654,281 | 0.1 | % | |||||||||
TOTAL TERM LOANS (Cost $1,898,452) | $ | 1,878,446 | ||||||||||
MUNICIPAL BONDS - 0.3% | ||||||||||||
New Jersey State Turnpike Authority 7.414%, 01/01/2040 | 1,885,000 | 2,617,718 | 0.3 | % | ||||||||
TOTAL MUNICIPAL BONDS (Cost $2,068,957) | $ | 2,617,718 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 19.9% | ||||||||||||
Commercial and residential - 15.3% | ||||||||||||
Americold 2010 LLC Trust, 7.443%, 01/14/2029 (S) | 2,265,000 | 2,579,665 | 0.3 | % | ||||||||
CHL Mortgage Pass Through Trust, 2.604%, 07/20/2034 (P) | 1,707,261 | 1,716,093 | 0.2 | % | ||||||||
Commercial Mortgage Trust (Deutsche Bank), 2.155%, 10/15/2045 | 15,976,651 | 1,645,755 | 0.2 | % | ||||||||
JPMorgan Chase Commercial Mortgage Securities Trust, 5.440%, 05/15/2045 | 2,292,000 | 2,381,638 | 0.3 | % | ||||||||
Merrill Lynch/Countrywide Commercial Mortgage Trust, 5.526%, 03/12/2051 (P) | 1,950,000 | 2,013,420 | 0.2 | % | ||||||||
Morgan Stanley Capital I Trust, 3.773%, 03/15/2045 | 2,371,500 | 2,461,008 | 0.3 | % | ||||||||
Morgan Stanley Capital I Trust, 4.295%, 09/09/2032 (P)(S) | 1,595,000 | 1,600,519 | 0.2 | % | ||||||||
TimberStar Trust, 5.668%, 10/15/2036 (S) | 2,300,000 | 2,408,953 | 0.3 | % | ||||||||
WaMu Mortgage Pass Through Certificates, 0.607%, 07/25/2045 (P) | 1,853,290 | 1,712,393 | 0.2 | % | ||||||||
OTHER SECURITIES | 106,330,457 | 13.1 | % | |||||||||
124,849,901 | ||||||||||||
Federal Home Loan Mortgage Corp. - 2.0% | ||||||||||||
3.000%, 02/15/2040 | 2,921,452 | 3,015,245 | 0.3 | % | ||||||||
OTHER SECURITIES | 13,181,275 | 1.7 | % | |||||||||
16,196,520 |
Active Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | ||||||||||||
Federal National Mortgage Association - 2.1% | ||||||||||||
2.000%, 03/25/2041 | $ | 6,772,863 | $ | 6,733,567 | 0.8 | % | ||||||
2.000%, 09/25/2041 | 1,804,405 | 1,739,093 | 0.2 | % | ||||||||
4.000%, 01/25/2041 | 2,086,727 | 2,160,472 | 0.3 | % | ||||||||
OTHER SECURITIES | 6,285,042 | 0.8 | % | |||||||||
16,918,174 | ||||||||||||
Government National Mortgage Association - 0.5% | 3,690,697 | 0.5 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $158,551,901) | $ | 161,655,292 | ||||||||||
ASSET BACKED SECURITIES - 10.3% | ||||||||||||
CKE Restaurant Holdings, Inc., | ||||||||||||
4.474%, 03/20/2043 (S) | 1,879,356 | 1,906,908 | 0.2 | % | ||||||||
Credit-Based Asset Servicing and Securitization LLC, | ||||||||||||
5.328%, 10/25/2036 (P)(S) | 2,560,000 | 2,305,505 | 0.3 | % | ||||||||
Honda Auto Receivables Owner Trust, | ||||||||||||
1.310%, 10/15/2020 | 1,640,000 | 1,643,557 | 0.2 | % | ||||||||
Specialty Underwriting & Residential Finance Trust, | ||||||||||||
0.487%, 12/25/2036 (P) | 1,760,000 | 1,705,801 | 0.2 | % | ||||||||
OTHER SECURITIES | 76,448,232 | 9.4 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $83,520,879) | $ | 84,010,003 | ||||||||||
PREFERRED SECURITIES - 0.6% | ||||||||||||
Consumer staples - 0.0% | 200,479 | 0.0 | % | |||||||||
Financials - 0.4% | 3,545,699 | 0.4 | % | |||||||||
Industrials - 0.1% | 426,685 | 0.1 | % | |||||||||
Utilities - 0.1% | 907,597 | 0.1 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $5,135,104) | $ | 5,080,460 | ||||||||||
SECURITIES LENDING COLLATERAL - 0.3% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 241,135 | 2,412,603 | 0.3 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $2,412,599) | $ | 2,412,603 | ||||||||||
SHORT-TERM INVESTMENTS - 4.3% | ||||||||||||
Money market funds - 3.5% | ||||||||||||
State Street Institutional U.S. Government Money Market Fund, 0.0000% (Y) | 28,286,965 | 28,286,965 | 3.5 | % | ||||||||
Repurchase agreement - 0.8% | ||||||||||||
Barclays Tri-Party Repurchase Agreement dated 06/30/2015 at 0.090% to be repurchased at $2,598,007 on 07/01/2015, collateralized by $2,510,900 U.S. Treasury Inflation Index Notes, 0.125% due 04/15/2017 (valued at $2,650,035, including interest) | $ | 2,598,000 | $ | 2,598,000 | 0.3 | % |
The accompanying notes are an integral part of the financial statements. | 9 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Active 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 06/30/2015 at 0.000% to be repurchased at $4,175,000 on 07/01/2015, collateralized by $4,200,000 U.S. Treasury Notes, 1.500% due 01/31/2019 (valued at $4,260,480, including interest) | $ | 4,175,000 | $ | 4,175,000 | 0.5 | % | ||||||
6,773,000 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $35,059,965) | $ | 35,059,965 | ||||||||||
Total Investments (Active Bond Trust) (Cost $807,426,975) - 101.1% | $ | 823,335,504 | 101.1 | % | ||||||||
Other assets and liabilities, net - (1.1%) | (8,683,474 | ) | (1.1 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 814,652,030 | 100.0 | % |
Bond Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 45.8% | ||||||||||||
Treasury Inflation Protected Securities - 2.1% | ||||||||||||
0.125%, 04/15/2018 | $ | 106,183,975 | $ | 107,760,158 | 1.1 | % | ||||||
0.250%, 01/15/2025 | 105,699,365 | 103,378,947 | 1.0 | % | ||||||||
211,139,105 | ||||||||||||
U.S. Treasury Bonds - 7.0% | ||||||||||||
2.500%, 02/15/2045 | 246,424,000 | 215,852,146 | 2.1 | % | ||||||||
3.125%, 11/15/2041 to 02/15/2042 | 501,955,000 | 502,709,861 | 4.9 | % | ||||||||
718,562,007 | ||||||||||||
U.S. Treasury Notes - 5.5% | ||||||||||||
1.000%, 05/15/2018 to 06/30/2019 | 90,265,000 | 89,018,566 | 0.9 | % | ||||||||
1.250%, 10/31/2018 | 130,110,000 | 130,465,721 | 1.2 | % | ||||||||
1.750%, 09/30/2019 | 123,000,000 | 124,374,156 | 1.2 | % | ||||||||
2.125%, 05/15/2025 | 228,871,000 | 224,347,136 | 2.2 | % | ||||||||
568,205,579 | ||||||||||||
Federal Farm Credit Bank - 1.0% | ||||||||||||
1.740%, 03/11/2020 | 60,150,000 | 59,719,146 | 0.6 | % | ||||||||
OTHER SECURITIES | 44,026,723 | 0.4 | % | |||||||||
103,745,869 | ||||||||||||
Federal Home Loan Bank - 0.2% | 24,892,186 | 0.2 | % | |||||||||
Federal Home Loan Mortgage Corp. - 6.1% | ||||||||||||
1.250%, 03/13/2018 | 68,900,000 | 68,843,020 | 0.7 | % | ||||||||
1.750%, 05/30/2019 | 40,395,000 | 40,804,605 | 0.4 | % | ||||||||
3.000%, 02/01/2043 to 03/01/2043 | 54,757,999 | 54,736,978 | 0.6 | % | ||||||||
3.500%, 02/01/2026 to 04/01/2044 | 114,348,510 | 118,848,436 | 1.2 | % | ||||||||
4.000%, 09/01/2041 to 11/01/2043 | 65,194,343 | 69,273,243 | 0.7 | % | ||||||||
4.500%, 08/01/2040 to 10/01/2041 | 97,816,596 | 106,240,179 | 1.0 | % |
Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | ||||||||||||
Federal Home Loan Mortgage Corp. (continued) | ||||||||||||
OTHER SECURITIES | $ | 166,058,854 | 1.5 | % | ||||||||
624,805,315 | ||||||||||||
Federal National Mortgage Association - 23.6% | ||||||||||||
1.570%, 01/09/2020 | $ | 209,075,000 | 207,234,513 | 2.0 | % | |||||||
1.600%, 01/30/2020 | 76,915,000 | 76,108,546 | 0.7 | % | ||||||||
2.311%, 10/01/2035 (P) | 46,059,634 | 49,292,422 | 0.5 | % | ||||||||
2.360%, 12/14/2022 | 50,000,000 | 49,114,850 | 0.5 | % | ||||||||
2.500%, 03/27/2023 | 45,510,000 | 44,752,577 | 0.4 | % | ||||||||
3.000%, 07/01/2027 to 04/01/2043 | 161,568,840 | 160,504,913 | 1.6 | % | ||||||||
3.500%, 11/01/2025 to 04/01/2045 | 476,741,708 | 493,901,941 | 5.0 | % | ||||||||
4.000%, 12/01/2024 to 06/01/2044 | 519,935,514 | 555,148,275 | 5.2 | % | ||||||||
4.500%, 01/01/2027 to 05/01/2042 | 387,502,267 | 420,284,220 | 4.3 | % | ||||||||
5.000%, 02/01/2033 to 02/01/2042 | 191,142,313 | 212,286,938 | 2.0 | % | ||||||||
5.500%, 02/01/2035 to 03/01/2041 | 59,807,297 | 67,334,513 | 0.7 | % | ||||||||
OTHER SECURITIES | 86,209,363 | 0.7 | % | |||||||||
2,422,173,071 | ||||||||||||
Government National Mortgage Association - 0.3% | 26,837,448 | 0.3 | % | |||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $4,652,372,847) | $ | 4,700,360,580 | ||||||||||
CORPORATE BONDS - 36.3% | ||||||||||||
Consumer discretionary - 3.5% | ||||||||||||
Delphi Corp. | ||||||||||||
5.000%, 02/15/2023 | 32,805,000 | 34,937,325 | 0.3 | % | ||||||||
Ford Motor Credit Company LLC | ||||||||||||
5.875%, 08/02/2021 | 53,334,000 | 60,656,758 | 0.6 | % | ||||||||
OTHER SECURITIES | 265,740,663 | 2.6 | % | |||||||||
361,334,746 | ||||||||||||
Consumer staples - 1.4% | ||||||||||||
Bunge, Ltd. Finance Corp. | ||||||||||||
8.500%, 06/15/2019 | 26,963,000 | 32,572,733 | 0.3 | % | ||||||||
OTHER SECURITIES | 113,661,172 | 1.1 | % | |||||||||
146,233,905 | ||||||||||||
Energy - 4.3% | ||||||||||||
Enterprise Products Operating LLC | ||||||||||||
6.500%, 01/31/2019 | 32,015,000 | 36,477,315 | 0.3 | % | ||||||||
Williams Partners LP | ||||||||||||
4.875%, 05/15/2023 to 03/15/2024 | 34,730,000 | 34,162,440 | 0.3 | % | ||||||||
OTHER SECURITIES | 367,197,947 | 3.7 | % | |||||||||
437,837,702 | ||||||||||||
Financials - 17.5% | ||||||||||||
BNP Paribas SA | ||||||||||||
2.375%, 09/14/2017 | 33,711,000 | 34,210,159 | 0.3 | % | ||||||||
HBOS PLC | ||||||||||||
6.750%, 05/21/2018 (S) | 31,463,000 | 34,867,422 | 0.3 | % | ||||||||
JPMorgan Chase & Co. | ||||||||||||
4.625%, 05/10/2021 | 36,270,000 | 39,192,056 | 0.4 | % | ||||||||
Morgan Stanley | ||||||||||||
7.300%, 05/13/2019 | 31,030,000 | 36,481,599 | 0.4 | % | ||||||||
The Goldman Sachs Group, Inc. | ||||||||||||
5.250%, 07/27/2021 | 46,290,000 | 51,353,154 | 0.5 | % |
The accompanying notes are an integral part of the financial statements. | 10 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
OTHER SECURITIES | $ | 1,599,917,128 | 15.6 | % | ||||||||
1,796,021,518 | ||||||||||||
Health care - 1.8% | ||||||||||||
Aetna, Inc. | ||||||||||||
1.500%, 11/15/2017 | $ | 34,910,000 | 34,989,804 | 0.3 | % | |||||||
OTHER SECURITIES | 145,137,683 | 1.5 | % | |||||||||
180,127,487 | ||||||||||||
Industrials - 3.7% | ||||||||||||
American Airlines 2015-1 Class A Pass Through Trust | ||||||||||||
3.375%, 05/01/2027 | 35,430,000 | 34,987,125 | 0.3 | % | ||||||||
OTHER SECURITIES | 344,271,618 | 3.4 | % | |||||||||
379,258,743 | ||||||||||||
Information technology - 0.5% | 54,428,753 | 0.5 | % | |||||||||
Materials - 1.0% | 99,599,132 | 1.0 | % | |||||||||
Telecommunication services - 0.9% | 98,095,112 | 0.9 | % | |||||||||
Utilities - 1.7% | 170,554,139 | 1.7 | % | |||||||||
TOTAL CORPORATE BONDS (Cost $3,775,410,787) | $ | 3,723,491,237 | ||||||||||
CAPITAL PREFERRED SECURITIES - 0.7% | ||||||||||||
Financials - 0.7% | 72,572,972 | 0.7 | % | |||||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $70,246,873) | $ | 72,572,972 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 1.8% | ||||||||||||
Commercial and residential - 0.1% | 15,763,664 | 0.1 | % | |||||||||
Federal Home Loan Mortgage Corp. - 1.1% | 110,867,536 | 1.1 | % | |||||||||
Federal National Mortgage Association - 0.4% | 41,406,822 | 0.4 | % | |||||||||
Government National Mortgage Association - 0.2% | 16,706,155 | 0.2 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $187,673,905) | $ | 184,744,177 | ||||||||||
ASSET BACKED SECURITIES - 11.7% | ||||||||||||
BA Credit Card Trust, | ||||||||||||
1.360%, 09/15/2020 | 41,115,000 | 40,960,038 | 0.4 | % | ||||||||
Capital One Multi-Asset Execution Trust, | ||||||||||||
1.480%, 07/15/2020 | 45,700,000 | 45,927,586 | 0.4 | % | ||||||||
Chase Issuance Trust, | ||||||||||||
1.360%, 04/15/2020 | 47,755,000 | 47,644,972 | 0.5 | % | ||||||||
Chrysler Capital Auto Receivables Trust, | ||||||||||||
1.550%, 02/18/2020 (S) | 41,245,000 | 41,112,769 | 0.4 | % | ||||||||
Citibank Credit Card Issuance Trust, | ||||||||||||
1.730%, 04/09/2020 | 34,765,000 | 35,006,930 | 0.3 | % | ||||||||
DB Master Finance LLC, | ||||||||||||
3.980%, 02/20/2045 (S) | 33,271,613 | 33,106,851 | 0.3 | % | ||||||||
Discover Card Execution Note Trust, | ||||||||||||
1.390%, 04/15/2020 | 42,075,000 | 42,169,206 | 0.4 | % | ||||||||
Ford Credit Floorplan Master Owner Trust, | ||||||||||||
1.400%, 08/15/2019 | 35,760,000 | 35,825,655 | 0.3 | % | ||||||||
Honda Auto Receivables Owner Trust, | ||||||||||||
1.310%, 10/15/2020 | 42,515,000 | 42,607,215 | 0.4 | % |
Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
ASSET BACKED SECURITIES (continued) | ||||||||||||
Nissan Auto Receivables Owner Trust, | ||||||||||||
1.500%, 09/15/2021 | $ | 42,370,000 | $ | 42,129,550 | 0.4 | % | ||||||
OTHER SECURITIES | 789,719,271 | 7.9 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $1,196,341,242) | $ | 1,196,210,043 | ||||||||||
PREFERRED SECURITIES - 0.1% | ||||||||||||
Financials - 0.1% | 10,740,016 | 0.1 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $9,785,000) | $ | 10,740,016 | ||||||||||
SHORT-TERM INVESTMENTS - 1.5% | ||||||||||||
Repurchase agreement - 1.5% | ||||||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 at 0.000% to be repurchased at $93,452,000 on 07/01/2015, collateralized by $93,975,000 U.S. Treasury Notes, 1.000% - 1.500% due 01/31/2019 to 08/31/2019 (valued at $95,321,321, including interest) | $ | 93,452,000 | $ | 93,452,000 | 0.9 | % | ||||||
Barclays Tri-Party Repurchase Agreement dated 06/30/2015 at 0.090% to be repurchased at $58,166,145 on 07/01/2015, collateralized by $51,824,700 U.S. Treasury Inflation Indexed Notes, 0.125% - 1.625% due 04/16/2016 to 07/15/2024 (valued at $57,526,387, including interest) and $1,975,800 U.S. Treasury Inflation Indexed Bonds, 0.625% due 02/15/2043 (valued at $1,803,150, including interest) | 58,166,000 | 58,166,000 | 0.6 | % | ||||||||
151,618,000 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $151,618,000) | $ | 151,618,000 | ||||||||||
Total Investments (Bond Trust) (Cost $10,043,448,654) - 97.9% | $ | 10,039,737,025 | 97.9 | % | ||||||||
Other assets and liabilities, net - 2.1% | 211,204,378 | 2.1 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 10,250,941,403 | 100.0 | % |
Core Bond Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 56.9% | ||||||||||||
U.S. Treasury Bonds - 3.0% | ||||||||||||
2.500%, 02/15/2045 | $ | 16,768,000 | $ | 14,687,728 | 1.0 | % | ||||||
3.000%, 11/15/2044 to 05/15/2045 | 14,621,000 | 14,245,060 | 1.0 | % | ||||||||
3.625%, 02/15/2044 | 9,563,000 | 10,467,000 | 0.7 | % | ||||||||
OTHER SECURITIES | 3,919,456 | 0.3 | % | |||||||||
43,319,244 | ||||||||||||
U.S. Treasury Notes - 26.8% | ||||||||||||
0.500%, 03/31/2017 | 17,027,000 | 17,001,732 | 1.2 | % |
The accompanying notes are an integral part of the financial statements. | 11 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Core Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | ||||||||||||
U.S. Treasury Notes (continued) | ||||||||||||
0.625%, 12/15/2016 to 09/30/2017 | $ | 42,086,000 | $ | 42,083,060 | 2.8 | % | ||||||
0.750%, 10/31/2017 to 04/15/2018 | 50,842,000 | 50,605,209 | 3.4 | % | ||||||||
0.875%, 01/31/2017 to 08/15/2017 | 87,943,000 | 88,294,248 | 6.0 | % | ||||||||
1.000%, 09/15/2017 to 05/15/2018 | 14,884,000 | 14,952,688 | 1.0 | % | ||||||||
1.125%, 06/15/2018 | 5,373,000 | 5,390,210 | 0.4 | % | ||||||||
1.375%, 03/31/2020 to 04/30/2020 | 60,220,000 | 59,545,406 | 4.1 | % | ||||||||
1.500%, 01/31/2019 to 05/31/2020 | 20,942,000 | 21,025,980 | 1.5 | % | ||||||||
1.625%, 06/30/2019 to 06/30/2020 | 30,167,000 | 30,284,893 | 2.0 | % | ||||||||
1.750%, 09/30/2019 | 27,304,000 | 27,609,040 | 1.9 | % | ||||||||
1.875%, 05/31/2022 | 9,739,000 | 9,621,070 | 0.7 | % | ||||||||
2.125%, 06/30/2022 to 05/15/2025 | 20,257,000 | 19,952,197 | 1.4 | % | ||||||||
2.625%, 08/15/2020 | 5,864,000 | 6,129,252 | 0.4 | % | ||||||||
392,494,985 | ||||||||||||
Federal Home Loan Mortgage Corp. - 3.5% | ||||||||||||
3.500%, TBA (C) | 7,500,000 | 7,689,875 | 0.5 | % | ||||||||
3.500%, 12/01/2028 to 01/01/2035 | 11,026,820 | 11,643,318 | 0.8 | % | ||||||||
4.500%, 08/01/2020 to 06/01/2045 | 10,924,509 | 11,548,370 | 0.8 | % | ||||||||
5.000%, 08/01/2039 to 07/01/2044 | 4,001,720 | 4,494,629 | 0.3 | % | ||||||||
OTHER SECURITIES | 15,430,195 | 1.1 | % | |||||||||
50,806,387 | ||||||||||||
Federal National Mortgage Association - 17.2% | ||||||||||||
3.000%, TBA (C) | 15,200,000 | 15,183,016 | 1.0 | % | ||||||||
3.500%, TBA (C) | 90,100,000 | 92,457,340 | 6.4 | % | ||||||||
3.500%, 12/01/2029 to 07/01/2042 | 11,613,462 | 12,237,353 | 0.8 | % | ||||||||
3.500%, 06/01/2042 to 06/01/2045 (C) | 22,661,203 | 23,351,883 | 1.8 | % | ||||||||
4.000%, 05/01/2025 to 06/01/2045 | 54,856,618 | 58,724,551 | 3.9 | % | ||||||||
4.500%, 10/01/2033 to 03/01/2045 | 13,063,047 | 14,352,384 | 1.0 | % | ||||||||
5.000%, 07/01/2041 to 07/01/2044 | 14,325,809 | 16,141,702 | 1.1 | % | ||||||||
OTHER SECURITIES | 19,736,083 | 1.2 | % | |||||||||
252,184,312 | ||||||||||||
Government National Mortgage Association - 6.1% | ||||||||||||
3.000%, TBA (C) | 7,300,000 | 7,352,653 | 0.5 | % | ||||||||
3.500%, TBA (C) | 35,600,000 | 36,794,289 | 2.5 | % | ||||||||
4.000%, TBA (C) | 20,300,000 | 21,476,288 | 1.5 | % | ||||||||
4.500%, TBA (C) | 9,700,000 | 10,444,930 | 0.7 | % | ||||||||
4.500%, 09/20/2041 to 06/20/2045 | 9,224,404 | 10,130,281 | 0.7 | % | ||||||||
OTHER SECURITIES | 3,021,914 | 0.2 | % | |||||||||
89,220,355 | ||||||||||||
Tennessee Valley Authority - 0.3% | ||||||||||||
2.875%, 09/15/2024 | 4,336,000 | 4,349,715 | 0.3 | % | ||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $834,413,492) | $ | 832,374,998 |
Core Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 1.7% | ||||||||||||
Brazil - 0.0% | $ | 488,725 | 0.0 | % | ||||||||
Canada - 0.1% | 2,066,553 | 0.1 | % | |||||||||
Colombia - 0.0% | 404,225 | 0.0 | % | |||||||||
Indonesia - 0.1% | 1,099,000 | 0.1 | % | |||||||||
Japan - 0.2% | 2,669,478 | 0.2 | % | |||||||||
Jordan - 0.3% | 4,480,090 | 0.3 | % | |||||||||
Mexico - 0.3% | 4,025,705 | 0.3 | % | |||||||||
Paraguay - 0.1% | 1,876,863 | 0.1 | % | |||||||||
Slovakia - 0.2% | 2,496,851 | 0.2 | % | |||||||||
Slovenia - 0.4% | 5,861,747 | 0.4 | % | |||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $25,718,244) | $ | 25,469,237 | ||||||||||
CORPORATE BONDS - 23.7% | ||||||||||||
Consumer discretionary - 3.1% | 44,480,370 | 3.1 | % | |||||||||
Consumer staples - 1.8% | 26,706,765 | 1.8 | % | |||||||||
Energy - 4.0% | 58,862,298 | 4.0 | % | |||||||||
Financials - 7.7% | ||||||||||||
Stadshypotek AB | ||||||||||||
1.750%, 04/09/2020 (S) | $ | 5,205,000 | 5,128,778 | 0.4 | % | |||||||
OTHER SECURITIES | 107,591,967 | 7.3 | % | |||||||||
112,720,745 | ||||||||||||
Health care - 1.7% | 24,276,526 | 1.7 | % | |||||||||
Industrials - 1.0% | 14,940,098 | 1.0 | % | |||||||||
Information technology - 0.9% | 13,211,805 | 0.9 | % | |||||||||
Materials - 0.7% | 10,621,250 | 0.7 | % | |||||||||
Telecommunication services - 1.4% | ||||||||||||
Verizon Communications, Inc. | ||||||||||||
4.862%, 08/21/2046 | 5,083,000 | 4,740,070 | 0.3 | % | ||||||||
OTHER SECURITIES | 15,551,730 | 1.1 | % | |||||||||
20,291,800 | ||||||||||||
Utilities - 1.4% | 20,936,582 | 1.4 | % | |||||||||
TOTAL CORPORATE BONDS (Cost $354,848,745) | $ | 347,048,239 | ||||||||||
Municipal bonds 1.0% | 14,127,509 | 1.0 | % | |||||||||
TOTAL MUNICIPAL BONDS (Cost $13,141,741) | $ | 14,127,509 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 9.6% | ||||||||||||
Commercial and residential - 5.0% | ||||||||||||
DBUBS Mortgage Trust, | ||||||||||||
5.002%, 11/10/2046 (S) | 4,828,000 | 5,383,094 | 0.4 | % | ||||||||
DBUBS Mortgage Trust, | ||||||||||||
4.537%, 07/10/2044 (S) | 6,111,000 | 6,698,842 | 0.4 | % | ||||||||
OTHER SECURITIES | 61,533,606 | 4.2 | % | |||||||||
73,615,542 | ||||||||||||
Federal Home Loan Mortgage Corp. - 3.1% | ||||||||||||
3.000%, 01/15/2043 | 3,999,575 | 3,989,978 | 0.3 | % | ||||||||
3.000%, 02/15/2045 | 7,333,505 | 7,320,173 | 0.5 | % | ||||||||
4.000%, 04/15/2040 | 4,392,454 | 4,708,183 | 0.3 | % | ||||||||
2.500%, 06/15/2045 | 8,856,000 | 9,008,213 | 0.6 | % | ||||||||
OTHER SECURITIES | 20,481,903 | 1.4 | % | |||||||||
45,508,450 |
The accompanying notes are an integral part of the financial statements. | 12 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Core Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | ||||||||||||
Federal National Mortgage Association - 1.5% | ||||||||||||
3.000%, 10/25/2042 | $ | 4,989,596 | $ | 4,983,144 | 0.4 | % | ||||||
3.000%, 07/25/2054 | 4,071,648 | 4,190,304 | 0.3 | % | ||||||||
OTHER SECURITIES | 11,813,497 | 0.8 | % | |||||||||
20,986,945 | ||||||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $141,186,190) | $ | 140,110,937 | ||||||||||
ASSET BACKED SECURITIES - 15.2% | ||||||||||||
Ally Master Owner Trust, 0.676%, 10/15/2019 (P) | 4,674,000 | 4,683,736 | 0.3 | % | ||||||||
Capital Auto Receivables Asset Trust, 1.310%, 12/20/2017 | 7,951,000 | 7,975,831 | 0.5 | % | ||||||||
Capital Auto Receivables Asset Trust, 1.260%, 05/21/2018 | 4,984,000 | 4,999,715 | 0.3 | % | ||||||||
Citibank Credit Card Issuance Trust, 2.150%, 07/15/2021 | 10,172,000 | 10,274,330 | 0.7 | % | ||||||||
Ford Credit Floorplan Master Owner Trust A, 0.752%, 01/15/2022 (P) | 4,715,000 | 4,708,767 | 0.3 | % | ||||||||
SLM Student Loan Trust, 0.317%, 04/25/2019 (P) | 4,717,000 | 4,669,868 | 0.3 | % | ||||||||
OTHER SECURITIES | 185,305,345 | 12.8 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $222,515,032) | $ | 222,617,592 | ||||||||||
SECURITIES LENDING COLLATERAL - 0.0% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 41,202 | 412,230 | 0.0 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $412,229) | $ | 412,230 | ||||||||||
SHORT-TERM INVESTMENTS - 2.7% | ||||||||||||
Money market funds - 2.7% | ||||||||||||
State Street Institutional Liquid Reserves Fund, 0.1092% (Y) | 38,830,339 | 38,830,339 | 2.7 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $38,830,339) | $ | 38,830,339 | ||||||||||
Total Investments (Core Bond Trust) (Cost $1,631,066,012) - 110.8% | $ | 1,620,991,081 | 110.8 | % | ||||||||
Other assets and liabilities, net - (10.8%) | (158,088,335 | ) | (10.8 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,462,902,746 | 100.0 | % |
Global Bond Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 19.3% | ||||||||||||
Treasury Inflation Protected Securities - 6.5% | ||||||||||||
0.125%, 07/15/2022 to 07/15/2024 | $ | 7,718,559 | $ | 7,523,125 | 1.1 | % | ||||||
0.250%, 01/15/2025 | 15,682,102 | 15,337,759 | 2.2 | % | ||||||||
2.375%, 01/15/2025 to 01/15/2027 | 5,893,360 | 6,950,370 | 1.0 | % |
Global Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | ||||||||||||
Treasury Inflation Protected Securities (continued) | ||||||||||||
2.500%, 01/15/2029 | $ | 8,154,282 | $ | 10,008,745 | 1.5 | % | ||||||
OTHER SECURITIES | 4,916,941 | 0.7 | % | |||||||||
44,736,940 | ||||||||||||
U.S. Treasury Bonds - 5.1% | ||||||||||||
3.625%, 08/15/2043 to 02/15/2044 | 15,400,000 | 16,858,731 | 2.5 | % | ||||||||
OTHER SECURITIES | 18,004,527 | 2.6 | % | |||||||||
34,863,258 | ||||||||||||
U.S. Treasury Notes - 2.7% | ||||||||||||
2.125%, 05/15/2025 | 7,600,000 | 7,449,778 | 1.1 | % | ||||||||
2.250%, 11/15/2024 (D) | 4,800,000 | 4,762,502 | 0.7 | % | ||||||||
OTHER SECURITIES | 6,011,734 | 0.9 | % | |||||||||
18,224,014 | ||||||||||||
Federal Home Loan Mortgage Corp. - 0.0% | 52,935 | 0.0 | % | |||||||||
Federal National Mortgage Association - 5.0% | ||||||||||||
4.500%, TBA (C) | 26,500,000 | 28,624,338 | 4.2 | % | ||||||||
OTHER SECURITIES | 5,350,708 | 0.8 | % | |||||||||
33,975,046 | ||||||||||||
Government National Mortgage Association - 0.0% | 110,548 | 0.0 | % | |||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $134,393,932) | $ | 131,962,741 | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 46.3% | ||||||||||||
Australia - 0.8% | 5,279,625 | 0.8 | % | |||||||||
Brazil - 4.6% | ||||||||||||
Federative Republic of Brazil 10.000%, 01/01/2021 to 01/01/2025 | BRL | 48,100,000 | 13,723,476 | 2.0 | % | |||||||
Federative Republic of Brazil 13.021%, 01/01/2018 (Z) | 19,400,000 | 4,569,860 | 0.6 | % | ||||||||
Federative Republic of Brazil 14.301%, 10/01/2015 (Z) | 43,700,000 | 13,578,470 | 2.0 | % | ||||||||
31,871,806 | ||||||||||||
Canada - 2.2% | 14,822,873 | 2.2 | % | |||||||||
France - 7.5% | ||||||||||||
Government of France 1.000%, 05/25/2018 | EUR | 24,700,000 | 28,368,726 | 4.1 | % | |||||||
Government of France 4.000%, 10/25/2038 | 3,300,000 | 5,024,783 | 0.7 | % | ||||||||
Government of France 4.500%, 04/25/2041 | 6,100,000 | 10,083,115 | 1.5 | % | ||||||||
OTHER SECURITIES | 8,035,977 | 1.2 | % | |||||||||
51,512,601 | ||||||||||||
Germany - 1.0% | 6,787,628 | 1.0 | % | |||||||||
Greece - 0.3% | 2,315,259 | 0.3 | % | |||||||||
Italy - 8.3% | ||||||||||||
Republic of Italy 4.500%, 05/01/2023 to 03/01/2024 | 4,800,000 | 6,320,582 | 0.9 | % | ||||||||
Republic of Italy 4.750%, 08/01/2023 (C) (S) | 14,600,000 | 19,515,953 | 2.9 | % | ||||||||
Republic of Italy 4.750%, 09/01/2044 (S) | 3,600,000 | 5,052,920 | 0.7 | % | ||||||||
Republic of Italy 5.000%, 03/01/2025 (S) | 10,000,000 | 13,665,425 | 2.0 | % |
The accompanying notes are an integral part of the financial statements. | 13 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Global Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||||||
Italy (continued) | ||||||||||||
Republic of Italy 5.000%, 09/01/2040 | EUR | 3,400,000 | $ | 4,865,691 | 0.7 | % | ||||||
OTHER SECURITIES | 7,526,271 | 1.1 | % | |||||||||
56,946,842 | ||||||||||||
Japan - 6.2% | ||||||||||||
Government of Japan 1.600%, 03/20/2033 | JPY | 1,610,000,000 | 14,341,412 | 2.1 | % | |||||||
Government of Japan 1.700%, 09/20/2032 to 09/20/2044 | 2,860,000,000 | 25,878,979 | 3.8 | % | ||||||||
OTHER SECURITIES | 2,444,047 | 0.3 | % | |||||||||
42,664,438 | ||||||||||||
Mexico - 1.0% | ||||||||||||
Government of Mexico 8.000%, 12/07/2023 | MXN | 80,000,000 | 5,751,648 | 0.8 | % | |||||||
OTHER SECURITIES | 1,000,523 | 0.2 | % | |||||||||
6,752,171 | ||||||||||||
New Zealand - 1.1% | ||||||||||||
Dominion of New Zealand 5.000%, 03/15/2019 | NZD | 6,300,000 | 4,575,292 | 0.6 | % | |||||||
OTHER SECURITIES | 3,071,973 | 0.5 | % | |||||||||
7,647,265 | ||||||||||||
Norway - 0.1% | 548,865 | 0.1 | % | |||||||||
Poland - 0.0% | 26,526 | 0.0 | % | |||||||||
Slovenia - 3.1% | ||||||||||||
Republic of Slovenia 4.750%, 05/10/2018 | $ | 7,700,000 | 8,181,897 | 1.2 | % | |||||||
OTHER SECURITIES | 12,990,703 | 1.9 | % | |||||||||
21,172,600 | ||||||||||||
Spain - 5.1% | ||||||||||||
Kingdom of Spain 3.800%, 04/30/2024 (S) | EUR | 11,200,000 | 14,085,562 | 2.1 | % | |||||||
Kingdom of Spain 4.400%, 10/31/2023 (S) | 6,900,000 | 9,038,797 | 1.3 | % | ||||||||
OTHER SECURITIES | 11,701,554 | 1.7 | % | |||||||||
34,825,913 | ||||||||||||
United Kingdom - 5.0% | ||||||||||||
Government of United Kingdom 3.250%, 01/22/2044 | GBP | 8,700,000 | 15,077,707 | 2.2 | % | |||||||
Government of United Kingdom 4.250%, 12/07/2040 (C) | 2,300,000 | 4,644,696 | 0.7 | % | ||||||||
OTHER SECURITIES | 14,455,945 | 2.1 | % | |||||||||
34,178,348 | ||||||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $349,314,850) | $ | 317,352,760 | ||||||||||
CORPORATE BONDS - 22.4% | ||||||||||||
Australia - 1.8% | ||||||||||||
Australia & New Zealand Banking Group, Ltd. 1.000%, 10/06/2015 (S) | $ | 9,800,000 | 9,816,809 | 1.4 | % | |||||||
OTHER SECURITIES | 2,309,430 | 0.4 | % | |||||||||
12,126,239 |
Global Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Belgium - 0.3% | $ | 1,748,000 | 0.3 | % | ||||||||
Brazil - 0.9% | ||||||||||||
Petrobras Global Finance BV 3.250%, 03/17/2017 | $ | 5,100,000 | 5,017,584 | 0.8 | % | |||||||
OTHER SECURITIES | 857,250 | 0.1 | % | |||||||||
5,874,834 | ||||||||||||
Denmark - 4.6% | ||||||||||||
Nykredit Realkredit A/S 1.000%, 07/01/2016 (C) | DKK | 91,900,000 | 13,863,786 | 2.0 | % | |||||||
Nykredit Realkredit A/S 2.000%, 10/01/2015 to 04/01/2016 | 57,000,000 | 8,645,623 | 1.3 | % | ||||||||
Realkredit Danmark A/S 1.000%, 04/01/2016 | 31,200,000 | 4,706,645 | 0.7 | % | ||||||||
OTHER SECURITIES | 4,380,994 | 0.6 | % | |||||||||
31,597,048 | ||||||||||||
France - 1.6% | ||||||||||||
BNP Paribas Home Loan SFH 2.200%, 11/02/2015 (S) | $ | 5,800,000 | 5,831,552 | 0.9 | % | |||||||
Cie de Financement Foncier SA 2.500%, 09/16/2015 (S) | 5,100,000 | 5,120,813 | 0.7 | % | ||||||||
10,952,365 | ||||||||||||
Germany - 1.7% | ||||||||||||
KFW 6.250%, 05/19/2021 | AUD | 9,900,000 | 8,889,271 | 1.3 | % | |||||||
OTHER SECURITIES | 2,876,235 | 0.4 | % | |||||||||
11,765,506 | ||||||||||||
Greece - 0.1% | 765,275 | 0.1 | % | |||||||||
Ireland - 0.8% | 5,658,765 | 0.8 | % | |||||||||
Italy - 1.0% | 7,199,322 | 1.0 | % | |||||||||
Ivory Coast - 0.4% | 2,501,231 | 0.4 | % | |||||||||
Japan - 0.1% | 897,552 | 0.1 | % | |||||||||
Jersey, Channel Islands - 0.4% | 2,785,884 | 0.4 | % | |||||||||
Netherlands - 0.9% | 5,998,638 | 0.9 | % | |||||||||
Portugal - 0.4% | 2,570,590 | 0.4 | % | |||||||||
Russia - 0.3% | 2,109,000 | 0.3 | % | |||||||||
Sweden - 0.5% | 3,095,866 | 0.5 | % | |||||||||
Switzerland - 1.3% | 9,224,773 | 1.3 | % | |||||||||
United Kingdom - 1.3% | 9,228,728 | 1.3 | % | |||||||||
United States - 4.0% | ||||||||||||
Opusalpha Funding, Ltd. 0.054%, 09/23/2015 | EUR | 6,300,000 | 7,021,593 | 1.0 | % | |||||||
Sprint Communications, Inc. 8.375%, 08/15/2017 | $ | 5,637,000 | 6,102,053 | 0.9 | % | |||||||
OTHER SECURITIES | 14,448,758 | 2.1 | % | |||||||||
27,572,404 | ||||||||||||
TOTAL CORPORATE BONDS (Cost $158,663,396) | $ | 153,672,020 | ||||||||||
TERM LOANS (M) - 0.1% | ||||||||||||
United Kingdom - 0.1% | 399,637 | 0.1 | % | |||||||||
TOTAL TERM LOANS (Cost $403,243) | $ | 399,637 | ||||||||||
Municipal bonds 0.2% | 1,140,544 | 0.2 | % | |||||||||
TOTAL MUNICIPAL BONDS (Cost $1,210,852) | $ | 1,140,544 |
The accompanying notes are an integral part of the financial statements. | 14 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Global Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COLLATERALIZED MORTGAGE | ||||||||||||
OBLIGATIONS - 12.5% | ||||||||||||
Fosse Master Issuer PLC, 2.669%, 10/18/2054 (P) (S) | $ | 3,100,000 | $ | 4,888,731 | 0.7 | % | ||||||
Mansard Mortgages PLC, 1.221%, 12/15/2049 (P) | $ | 6,141,057 | 9,280,798 | 1.4 | % | |||||||
NCUA Guaranteed Notes Trust, 0.555%, 11/06/2017 (P) | 5,291,775 | 5,301,797 | 0.8 | % | ||||||||
OTHER SECURITIES | 66,099,228 | 9.6 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $87,307,601) | $ | 85,570,554 | ||||||||||
Asset backed securities 2.2% | 15,175,455 | 2.2 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $15,627,274) | $ | 15,175,455 | ||||||||||
COMMON STOCKS - 0.0% | ||||||||||||
United States - 0.0% | 52,562 | 0.0 | % | |||||||||
TOTAL COMMON STOCKS (Cost $15,920) | $ | 52,562 | ||||||||||
PREFERRED SECURITIES - 0.0% | ||||||||||||
United States - 0.0% | 235,592 | 0.0 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $110,250) | $ | 235,592 | ||||||||||
ESCROW SHARES - 0.2% | ||||||||||||
United States - 0.2% | 1,189,000 | 0.2 | % | |||||||||
TOTAL ESCROW SHARES (Cost $0) | $ | 1,189,000 | ||||||||||
PURCHASED OPTIONS - 0.1% | ||||||||||||
Call options - 0.0% | 151,410 | 0.0 | % | |||||||||
Put options - 0.1% | 214,418 | 0.1 | % | |||||||||
TOTAL PURCHASED OPTIONS (Cost $1,256,351) | $ | 365,828 | ||||||||||
SHORT-TERM INVESTMENTS - 4.9% | ||||||||||||
Certificate of deposit - 1.7% | ||||||||||||
Credit Suisse 0.553%, 08/24/2015 * | $ | 6,600,000 | $ | 6,599,782 | 1.0 | % | ||||||
Intesa Sanpaolo SpA 1.656%, 04/11/2016 * | 4,700,000 | 4,711,116 | 0.7 | % | ||||||||
11,310,898 | ||||||||||||
Foreign government - 1.2% | ||||||||||||
Japan Treasury Discount Bill 0.005%, 07/06/2015 * | JPY | 1,000,000,000 | 8,170,934 | 1.2 | % | |||||||
8,170,934 | ||||||||||||
U.S. Government - 0.3% | 2,118,982 | 0.3 | % | |||||||||
U.S. Government Agency - 1.7% | 11,599,175 | 1.7 | % | |||||||||
Repurchase agreement - 0.0% | 245,000 | 0.0 | % | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $33,222,142) | $ | 33,444,989 | ||||||||||
Total Investments (Global Bond Trust) (Cost $781,525,811) - 108.2% | $ | 740,561,682 | 108.2 | % | ||||||||
Other assets and liabilities, net - (8.2%) | (55,841,959 | ) | (8.2 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 684,719,723 | 100.0 | % | ||||||||
SALE COMMITMENTS OUTSTANDING - (18.4)% | ||||||||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION - (18.4)% | ||||||||||||
3.500%, TBA (C) | $ | (10,100,000 | ) | (10,391,164 | ) | (1.5 | )% |
Global Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION (continued) | ||||||||||||
3.500%, TBA (C) | $ | (5,000,000 | ) | $ | (5,130,860 | ) | (0.7 | )% | ||||
4.000%, TBA (C) | (26,000,000 | ) | (27,450,311 | ) | (4.0 | )% | ||||||
4.500%, TBA (C) | (22,000,000 | ) | (23,770,314 | ) | (3.5 | )% | ||||||
4.500%, TBA (C) | (45,000,000 | ) | (48,540,236 | ) | (7.1 | )% | ||||||
4.000%, TBA (C) | (10,000,000 | ) | (10,581,250 | ) | (1.5 | )% | ||||||
TOTAL SALE COMMITMENTS OUTSTANDING (Cost $(126,081,172)) | $ | (125,864,135 | ) |
High Yield Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 0.3% | ||||||||||||
Brazil - 0.2% | $ | 537,531 | 0.2 | % | ||||||||
Mexico - 0.1% | 392,577 | 0.1 | % | |||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $1,310,257) | $ | 930,108 | ||||||||||
CORPORATE BONDS - 88.1% | ||||||||||||
Consumer discretionary - 17.1% | ||||||||||||
Altice Financing SA 6.625%, 02/15/2023 (S) | $ | 1,730,000 | $ | 1,717,544 | 0.6 | % | ||||||
DISH DBS Corp. 5.875%, 07/15/2022 to 11/15/2024 | 2,830,000 | 2,745,694 | 1.0 | % | ||||||||
Dollar Tree, Inc. 5.750%, 03/01/2023 (S) | 1,270,000 | 1,327,150 | 0.5 | % | ||||||||
Guitar Center, Inc. 9.625%, 04/15/2020 (L)(S) | 2,060,000 | 1,709,800 | 0.6 | % | ||||||||
MCE Finance, Ltd. 5.000%, 02/15/2021 (S) | 1,760,000 | 1,672,000 | 0.6 | % | ||||||||
NCL Corp., Ltd. 5.250%, 11/15/2019 (S) | 1,310,000 | 1,341,113 | 0.5 | % | ||||||||
New Cotai LLC, PIK 10.625%, 05/01/2019 (S) | 2,107,447 | 1,812,404 | 0.6 | % | ||||||||
Schaeffler Holding Finance BV, PIK 6.875%, 08/15/2018 (S) | EUR | 1,400,000 | 1,593,115 | 0.6 | % | |||||||
Virgin Media Finance PLC 6.000%, 10/15/2024 (S) | $ | 1,680,000 | 1,705,200 | 0.6 | % | |||||||
OTHER SECURITIES | 32,433,579 | 11.5 | % | |||||||||
48,057,599 | ||||||||||||
Consumer staples - 5.4% | ||||||||||||
DS Services of America, Inc. 10.000%, 09/01/2021 (S) | 1,100,000 | 1,287,000 | 0.5 | % | ||||||||
Pactiv LLC 8.375%, 04/15/2027 | 1,430,000 | 1,415,700 | 0.5 | % | ||||||||
Simmons Foods, Inc. 7.875%, 10/01/2021 (S) | 1,560,000 | 1,435,200 | 0.5 | % | ||||||||
OTHER SECURITIES | 11,129,963 | 3.9 | % | |||||||||
15,267,863 | ||||||||||||
Energy - 15.3% | ||||||||||||
Berry Petroleum Company LLC 6.750%, 11/01/2020 | 1,700,000 | 1,343,000 | 0.5 | % | ||||||||
Halcon Resources Corp. 8.875%, 05/15/2021 (L) | 2,010,000 | 1,321,575 | 0.5 | % |
The accompanying notes are an integral part of the financial statements. | 15 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
High Yield Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Energy (continued) | ||||||||||||
Magnum Hunter Resources Corp. 9.750%, 05/15/2020 | $ | 1,590,000 | $ | 1,423,050 | 0.5 | % | ||||||
MarkWest Energy Partners LP 4.875%, 12/01/2024 to 06/01/2025 | 2,120,000 | 2,072,300 | 0.8 | % | ||||||||
Murray Energy Corp. 11.250%, 04/15/2021 (S) | 2,130,000 | 1,789,200 | 0.6 | % | ||||||||
OTHER SECURITIES | 35,074,565 | 12.4 | % | |||||||||
43,023,690 | ||||||||||||
Financials - 8.6% | ||||||||||||
CBRE Services, Inc. 5.250%, 03/15/2025 | 1,480,000 | 1,531,800 | 0.5 | % | ||||||||
CIT Group, Inc. 5.000%, 08/15/2022 to 08/01/2023 | 2,090,000 | 2,060,150 | 0.7 | % | ||||||||
CIT Group, Inc. 5.375%, 05/15/2020 | 1,220,000 | 1,271,850 | 0.4 | % | ||||||||
CTR Partnership LP 5.875%, 06/01/2021 | 1,350,000 | 1,373,625 | 0.5 | % | ||||||||
The Royal Bank of Scotland PLC (13.125% to 03/19/2017, then 5 year Australian Dollar Swap Rate + 8.750%) 03/19/2022 | AUD | 1,550,000 | 1,367,944 | 0.5 | % | |||||||
OTHER SECURITIES | 16,593,920 | 6.0 | % | |||||||||
24,199,289 | ||||||||||||
Health care - 9.5% | ||||||||||||
Concordia Healthcare Corp. 7.000%, 04/15/2023 (S) | $ | 1,290,000 | 1,290,000 | 0.5 | % | |||||||
DJO Finco, Inc. 8.125%, 06/15/2021 (S) | 2,010,000 | 2,070,300 | 0.7 | % | ||||||||
DPx Holdings BV 7.500%, 02/01/2022 (S) | 1,310,000 | 1,365,675 | 0.5 | % | ||||||||
HCA, Inc. 5.375%, 02/01/2025 | 3,470,000 | 3,504,700 | 1.2 | % | ||||||||
IASIS Healthcare LLC 8.375%, 05/15/2019 | 1,260,000 | 1,304,100 | 0.5 | % | ||||||||
JLL/Delta Dutch Pledgeco BV, PIK 8.750%, 05/01/2020 (S) | 1,630,000 | 1,654,450 | 0.6 | % | ||||||||
Tenet Healthcare Corp. 8.125%, 04/01/2022 | 2,420,000 | 2,649,900 | 0.9 | % | ||||||||
Universal Hospital Services, Inc. 7.625%, 08/15/2020 | 1,370,000 | 1,260,400 | 0.5 | % | ||||||||
Valeant Pharmaceuticals International, Inc. 6.125%, 04/15/2025 (S) | 1,440,000 | 1,483,200 | 0.5 | % | ||||||||
OTHER SECURITIES | 10,113,626 | 3.6 | % | |||||||||
26,696,351 | ||||||||||||
Industrials - 14.0% | ||||||||||||
American Airlines 2013-1 Class C Pass Through Trust 6.125%, 07/15/2018 (S) | 1,790,000 | 1,834,750 | 0.7 | % | ||||||||
CBC Ammo LLC 7.250%, 11/15/2021 (S) | 1,450,000 | 1,359,375 | 0.5 | % | ||||||||
Jack Cooper Holdings Corp. 10.250%, 06/01/2020 (S) | 1,400,000 | 1,305,500 | 0.5 | % |
High Yield Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Industrials (continued) | ||||||||||||
Michael Baker Holdings LLC, PIK 8.875%, 04/15/2019 (S) | $ | 1,420,000 | $ | 1,299,300 | 0.5 | % | ||||||
Neovia Logistics Intermediate Holdings LLC, PIK 10.000%, 02/15/2018 (S) | 1,790,000 | 1,781,050 | 0.6 | % | ||||||||
United Airlines 2014-1 Class B Pass Through Trust 4.750%, 04/11/2022 | 1,340,000 | 1,363,450 | 0.5 | % | ||||||||
United Rentals North America, Inc. 5.750%, 11/15/2024 | 1,550,000 | 1,526,750 | 0.5 | % | ||||||||
OTHER SECURITIES | 28,909,556 | 10.2 | % | |||||||||
39,379,731 | ||||||||||||
Information technology - 3.0% | ||||||||||||
First Data Corp. 12.625%, 01/15/2021 | 1,930,000 | 2,229,150 | 0.8 | % | ||||||||
OTHER SECURITIES | 6,331,026 | 2.2 | % | |||||||||
8,560,176 | ||||||||||||
Materials - 6.6% | 18,445,125 | 6.6 | % | |||||||||
Telecommunication services - 6.0% | ||||||||||||
Cogent Communications Group, Inc. 5.375%, 03/01/2022 (S) | 1,540,000 | 1,518,825 | 0.5 | % | ||||||||
Communications Sales & Leasing, Inc. 8.250%, 10/15/2023 (S) | 1,290,000 | 1,269,038 | 0.5 | % | ||||||||
Intelsat Jackson Holdings SA 5.500%, 08/01/2023 | 1,590,000 | 1,407,150 | 0.5 | % | ||||||||
Sprint Capital Corp. 8.750%, 03/15/2032 | 5,530,000 | 5,377,926 | 1.9 | % | ||||||||
OTHER SECURITIES | 7,365,770 | 2.6 | % | |||||||||
16,938,709 | ||||||||||||
Utilities - 2.6% | ||||||||||||
Miran Mid-Atlantic Series C Pass Through Trust 10.060%, 12/30/2028 | 1,558,871 | 1,706,964 | 0.6 | % | ||||||||
NRG REMA LLC 9.237%, 07/02/2017 | 1,198,928 | 1,255,877 | 0.4 | % | ||||||||
NRG REMA LLC 9.681%, 07/02/2026 | 1,470,000 | 1,583,925 | 0.6 | % | ||||||||
OTHER SECURITIES | 2,838,644 | 1.0 | % | |||||||||
7,385,410 | ||||||||||||
TOTAL CORPORATE BONDS (Cost $268,507,145) | $ | 247,953,943 | ||||||||||
CAPITAL PREFERRED SECURITIES - 0.3% | ||||||||||||
Financials - 0.3% | 991,000 | 0.3 | % | |||||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $838,860) | $ | 991,000 | ||||||||||
CONVERTIBLE BONDS - 0.3% | ||||||||||||
Materials - 0.3% | 728,583 | 0.3 | % | |||||||||
Telecommunication services - 0.0% | 82,112 | 0.0 | % | |||||||||
TOTAL CONVERTIBLE BONDS (Cost $1,050,006) | $ | 810,695 | ||||||||||
TERM LOANS (M) - 4.2% | ||||||||||||
Consumer discretionary - 0.7% | 1,922,540 | 0.7 | % | |||||||||
Consumer staples - 0.3% | 854,525 | 0.3 | % |
The accompanying notes are an integral part of the financial statements. | 16 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
High Yield Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
TERM LOANS (M) (continued) | ||||||||||||
Energy - 1.0% | $ | 2,720,193 | 1.0 | % | ||||||||
Health care - 0.4% | 1,281,729 | 0.4 | % | |||||||||
Industrials - 1.0% | ||||||||||||
Commercial Barge Line Company | ||||||||||||
10.750%, 03/22/2020 | $ | 1,860,000 | 1,887,900 | 0.7 | % | |||||||
OTHER SECURITIES | 857,959 | 0.3 | % | |||||||||
2,745,859 | ||||||||||||
Information technology - 0.2% | 522,977 | 0.2 | % | |||||||||
Materials - 0.2% | 530,886 | 0.2 | % | |||||||||
Telecommunication services - 0.4% | 1,154,529 | 0.4 | % | |||||||||
TOTAL TERM LOANS (Cost $11,745,341) | $ | 11,733,238 | ||||||||||
ASSET BACKED SECURITIES - 2.3% | ||||||||||||
AMMC CDO, | ||||||||||||
5.874%, 04/14/2027 (P)(S) | 1,600,000 | 1,512,640 | 0.5 | % | ||||||||
OTHER SECURITIES | 4,962,261 | 1.8 | % | |||||||||
TOTAL ASSET BACKED | ||||||||||||
SECURITIES (Cost $6,469,710) | $ | 6,474,901 | ||||||||||
COMMON STOCKS - 2.4% | ||||||||||||
Consumer discretionary - 0.3% | 851,697 | 0.3 | % | |||||||||
Financials - 1.3% | ||||||||||||
Citigroup, Inc. | 32,112 | 1,773,867 | 0.6 | % | ||||||||
OTHER SECURITIES | 1,985,462 | 0.7 | % | |||||||||
3,759,329 | ||||||||||||
Health care - 0.4% | 1,113,085 | 0.4 | % | |||||||||
Industrials - 0.3% | 807,874 | 0.3 | % | |||||||||
Materials - 0.1% | 183,017 | 0.1 | % | |||||||||
TOTAL COMMON STOCKS (Cost $9,275,110) | $ | 6,715,002 | ||||||||||
PREFERRED SECURITIES - 1.1% | ||||||||||||
Energy - 0.2% | 414,011 | 0.2 | % | |||||||||
Financials - 0.9% | ||||||||||||
GMAC Capital Trust I (8.125% to 02/15/2016, then 3 month LIBOR + 5.785%) | 100,372 | 2,607,665 | 0.9 | % | ||||||||
TOTAL PREFERRED SECURITIES (Cost $3,082,658) | $ | 3,021,676 | ||||||||||
ESCROW CERTIFICATES - 0.0% | ||||||||||||
Consumer discretionary - 0.0% | 45,564 | 0.0 | % | |||||||||
TOTAL ESCROW CERTIFICATES (Cost $440,831) | $ | 45,564 | ||||||||||
SECURITIES LENDING COLLATERAL - 2.8% | ||||||||||||
John Hancock Collateral Trust, | ||||||||||||
0.1769% (W)(Y) | 781,011 | 7,814,170 | 2.8 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $7,814,151) | $ | 7,814,170 | ||||||||||
Total Investments (High Yield Trust) | ||||||||||||
(Cost $310,534,069) - 101.8% | $ | 286,490,297 | 101.8 | % | ||||||||
Other assets and liabilities, net - (1.8%) | (4,973,612 | ) | (1.8 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 281,516,685 | 100.0 | % |
Income Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS - 30.6% | ||||||||||||
Consumer discretionary - 6.1% | ||||||||||||
iHeartCommunications, Inc. | ||||||||||||
9.000%, 12/15/2019 to 09/15/2022 | $ | 3,919,000 | $ | 3,602,732 | 0.9 | % | ||||||
OTHER SECURITIES | 20,541,844 | 5.2 | % | |||||||||
24,144,576 | ||||||||||||
Consumer staples - 1.6% | 6,136,625 | 1.6 | % | |||||||||
Energy - 5.1% | ||||||||||||
Chesapeake Energy Corp. | ||||||||||||
5.750%, 03/15/2023 | 4,200,000 | 3,801,000 | 1.0 | % | ||||||||
OTHER SECURITIES | 16,588,383 | 4.1 | % | |||||||||
20,389,383 | ||||||||||||
Financials - 4.6% | ||||||||||||
JPMorgan Chase & Co. (7.900% to 04/30/2018, then 3 month LIBOR + 3.470%) | ||||||||||||
04/30/2018 (Q) | 7,500,000 | 7,933,125 | 2.0 | % | ||||||||
OTHER SECURITIES | 10,502,700 | 2.6 | % | |||||||||
18,435,825 | ||||||||||||
Health care - 1.8% | 7,216,311 | 1.8 | % | |||||||||
Industrials - 1.1% | 4,349,125 | 1.1 | % | |||||||||
Information technology - 2.8% | ||||||||||||
First Data Corp. | ||||||||||||
8.250%, 01/15/2021 (S) | 3,500,000 | 3,692,500 | 0.9 | % | ||||||||
First Data Corp. | ||||||||||||
12.625%, 01/15/2021 | 3,050,000 | 3,522,750 | 0.9 | % | ||||||||
OTHER SECURITIES | 4,088,523 | 1.0 | % | |||||||||
11,303,773 | ||||||||||||
Materials - 1.1% | 4,536,929 | 1.1 | % | |||||||||
Telecommunication services - 3.8% | ||||||||||||
Sprint Communications, Inc. | ||||||||||||
9.000%, 11/15/2018 (S) | 3,000,000 | 3,387,780 | 0.8 | % | ||||||||
T-Mobile USA, Inc. | ||||||||||||
6.633%, 04/28/2021 | 2,500,000 | 2,593,750 | 0.6 | % | ||||||||
T-Mobile USA, Inc. | ||||||||||||
6.731%, 04/28/2022 | 2,500,000 | 2,606,250 | 0.7 | % | ||||||||
OTHER SECURITIES | 6,561,948 | 1.7 | % | |||||||||
15,149,728 | ||||||||||||
Utilities - 2.6% | ||||||||||||
Dynegy, Inc. | ||||||||||||
6.750%, 11/01/2019 (S) | 4,000,000 | 4,162,000 | 1.0 | % | ||||||||
InterGen NV | ||||||||||||
7.000%, 06/30/2023 (S) | 4,000,000 | 3,560,000 | 0.9 | % | ||||||||
OTHER SECURITIES | 2,748,500 | 0.7 | % | |||||||||
10,470,500 | ||||||||||||
TOTAL CORPORATE BONDS (Cost $122,076,384) | $ | 122,132,775 | ||||||||||
CONVERTIBLE BONDS - 1.6% | ||||||||||||
Consumer discretionary - 0.9% | 3,328,683 | 0.9 | % | |||||||||
Energy - 0.7% | ||||||||||||
Cobalt International Energy, Inc. | ||||||||||||
3.125%, 05/15/2024 | 4,000,000 | 2,902,500 | 0.7 | % | ||||||||
TOTAL CONVERTIBLE BONDS (Cost $6,922,325) | $ | 6,231,183 | ||||||||||
TERM LOANS (M) - 2.0% | ||||||||||||
Consumer discretionary - 0.8% | 3,103,801 | 0.8 | % | |||||||||
Industrials - 0.6% | 2,362,739 | 0.6 | % |
The accompanying notes are an integral part of the financial statements. | 17 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
TERM LOANS (M) (continued) | ||||||||||||
Information technology - 0.6% | $ | 2,326,349 | 0.6 | % | ||||||||
TOTAL TERM LOANS (Cost $8,231,253) | $ | 7,792,889 | ||||||||||
COMMON STOCKS - 46.4% | ||||||||||||
Consumer discretionary - 2.8% | ||||||||||||
Ford Motor Company | 225,000 | 3,377,250 | 0.9 | % | ||||||||
Target Corp. | 60,000 | 4,897,800 | 1.2 | % | ||||||||
OTHER SECURITIES | 2,953,876 | 0.7 | % | |||||||||
11,228,926 | ||||||||||||
Consumer staples - 0.8% | ||||||||||||
PepsiCo, Inc. | 35,920 | 3,352,773 | 0.8 | % | ||||||||
Energy - 7.7% | ||||||||||||
BP PLC, ADR | 170,000 | 6,793,200 | 1.7 | % | ||||||||
Chevron Corp. | 50,000 | 4,823,500 | 1.2 | % | ||||||||
Royal Dutch Shell PLC, ADR, Class A | 154,414 | 8,803,142 | 2.2 | % | ||||||||
OTHER SECURITIES | 10,145,335 | 2.6 | % | |||||||||
30,565,177 | ||||||||||||
Financials - 2.5% | ||||||||||||
JPMorgan Chase & Co. | 42,160 | 2,856,762 | 0.7 | % | ||||||||
MetLife, Inc. | 55,462 | 3,105,317 | 0.8 | % | ||||||||
Wells Fargo & Company | 73,150 | 4,113,956 | 1.0 | % | ||||||||
10,076,035 | ||||||||||||
Health care - 4.7% | ||||||||||||
Merck & Company, Inc. | 67,130 | 3,821,711 | 1.0 | % | ||||||||
Pfizer, Inc. | 200,000 | 6,706,000 | 1.7 | % | ||||||||
Sanofi, ADR | 80,000 | 3,962,400 | 1.0 | % | ||||||||
OTHER SECURITIES | 4,071,151 | 1.0 | % | |||||||||
18,561,262 | ||||||||||||
Industrials - 4.7% | ||||||||||||
General Electric Company | 231,620 | 6,154,143 | 1.5 | % | ||||||||
Lockheed Martin Corp. | 19,290 | 3,586,011 | 0.9 | % | ||||||||
Waste Management, Inc. | 65,340 | 3,028,509 | 0.8 | % | ||||||||
OTHER SECURITIES | 6,050,137 | 1.5 | % | |||||||||
18,818,800 | ||||||||||||
Information technology - 3.0% | ||||||||||||
Cisco Systems, Inc. | 119,080 | 3,269,937 | 0.8 | % | ||||||||
Intel Corp. | 109,590 | 3,333,180 | 0.8 | % | ||||||||
Microsoft Corp. | 61,640 | 2,721,406 | 0.7 | % | ||||||||
Texas Instruments, Inc. | 53,370 | 2,749,089 | 0.7 | % | ||||||||
12,073,612 | ||||||||||||
Materials - 8.1% | ||||||||||||
Agrium, Inc. | 35,000 | 3,708,250 | 0.9 | % | ||||||||
BHP Billiton PLC | 161,680 | 3,178,898 | 0.8 | % | ||||||||
E.I. du Pont de Nemours & Company | 69,450 | 4,441,328 | 1.1 | % | ||||||||
LyondellBasell Industries NV, Class A | 30,000 | 3,105,600 | 0.8 | % | ||||||||
Rio Tinto PLC, ADR (L) | 134,483 | 5,542,044 | 1.4 | % | ||||||||
The Dow Chemical Company | 100,000 | 5,117,000 | 1.3 | % | ||||||||
OTHER SECURITIES | 7,231,943 | 1.8 | % | |||||||||
32,325,063 | ||||||||||||
Telecommunication services - 2.3% | ||||||||||||
AT&T, Inc. | 82,320 | 2,924,006 | 0.7 | % | ||||||||
Verizon Communications, Inc. | 65,070 | 3,032,913 | 0.8 | % | ||||||||
OTHER SECURITIES | 3,054,317 | 0.8 | % | |||||||||
9,011,236 |
Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMON STOCKS (continued) | ||||||||||||
Utilities - 9.8% | ||||||||||||
Dominion Resources, Inc. | 40,070 | $ | 2,679,481 | 0.7 | % | |||||||
Duke Energy Corp. | 47,082 | 3,324,931 | 0.8 | % | ||||||||
Exelon Corp. | 130,000 | 4,084,600 | 1.0 | % | ||||||||
NextEra Energy, Inc. | 53,345 | 5,229,410 | 1.3 | % | ||||||||
PG&E Corp. | 112,400 | 5,518,840 | 1.4 | % | ||||||||
Public Service Enterprise Group, Inc. | 70,000 | 2,749,600 | 0.7 | % | ||||||||
The Southern Company | 110,000 | 4,609,000 | 1.1 | % | ||||||||
Xcel Energy, Inc. | 100,000 | 3,218,000 | 0.8 | % | ||||||||
OTHER SECURITIES | 7,705,073 | 2.0 | % | |||||||||
39,118,935 | ||||||||||||
TOTAL COMMON STOCKS (Cost $162,001,801) | $ | 185,131,819 | ||||||||||
PREFERRED SECURITIES - 4.5% | ||||||||||||
Energy - 0.3% | 1,255,000 | 0.3 | % | |||||||||
Financials - 3.2% | ||||||||||||
Bank of America Corp., 7.250% | 5,350 | 5,949,200 | 1.5 | % | ||||||||
Wells Fargo & Company, 7.500% | 4,600 | 5,405,000 | 1.4 | % | ||||||||
OTHER SECURITIES | 1,396,675 | 0.3 | % | |||||||||
12,750,875 | ||||||||||||
Health care - 0.3% | 1,225,032 | 0.3 | % | |||||||||
Information technology - 0.2% | 795,749 | 0.2 | % | |||||||||
Utilities - 0.5% | 1,781,690 | 0.5 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $16,035,761) | $ | 17,808,346 | ||||||||||
Warrants 0.0% | 42,752 | 0.0 | % | |||||||||
TOTAL WARRANTS (Cost $208,370) | $ | 42,752 | ||||||||||
ESCROW CERTIFICATES - 0.0% | ||||||||||||
Consumer discretionary - 0.0% | 850 | 0.0 | % | |||||||||
TOTAL ESCROW CERTIFICATES (Cost $326) | $ | 850 | ||||||||||
EQUITY LINKED SECURITIES - 4.0% | ||||||||||||
Apple, Inc. (Citigroup, Inc.) | ||||||||||||
7.000%, 03/22/2016 (S) | 2,500,000 | 3,136,000 | 0.8 | % | ||||||||
OTHER SECURITIES | 12,815,858 | 3.2 | % | |||||||||
TOTAL EQUITY LINKED SECURITIES (Cost $16,210,773) | $ | 15,951,858 | ||||||||||
SECURITIES LENDING COLLATERAL - 1.7% | ||||||||||||
John Hancock Collateral Trust, 0.1769% (W)(Y) | 692,427 | 6,927,868 | 1.7 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $6,927,832) | $ | 6,927,868 | ||||||||||
SHORT-TERM INVESTMENTS - 4.4% | ||||||||||||
U.S. Government Agency - 4.4% | ||||||||||||
Federal Home Loan Discount Notes | ||||||||||||
0.010%, 07/01/2015* | $ | 17,500,000 | $ | 17,500,000 | 4.4 | % | ||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $17,500,000) | $ | 17,500,000 | ||||||||||
Total Investments (Income Trust) | ||||||||||||
(Cost $356,114,825) - 95.2% | $ | 379,520,340 | 95.2 | % | ||||||||
Other assets and liabilities, net - 4.8% | 19,278,093 | 4.8 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 398,798,433 | 100.0 | % |
The accompanying notes are an integral part of the financial statements. | 18 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Investment Quality Bond Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 39.6% | ||||||||||||
Treasury Inflation Protected Securities - 3.7% | ||||||||||||
0.250%, 01/15/2025 | $ | 11,267,141 | $ | 11,019,793 | 3.7 | % | ||||||
U.S. Treasury Bonds - 0.8% | ||||||||||||
2.500%, 02/15/2045 (D) | 2,855,000 | 2,500,803 | 0.8 | % | ||||||||
OTHER SECURITIES | 6,946 | 0.0 | % | |||||||||
2,507,749 | ||||||||||||
U.S. Treasury Notes - 0.8% | ||||||||||||
1.750%, 09/30/2019 | 2,200,000 | 2,224,578 | 0.8 | % | ||||||||
OTHER SECURITIES | 68,434 | 0.0 | % | |||||||||
2,293,012 | ||||||||||||
Federal Home Loan Mortgage Corp. - 7.1% | ||||||||||||
3.000%, TBA (C) | 5,400,000 | 5,453,157 | 1.8 | % | ||||||||
3.500%, TBA (C) | 5,800,000 | 5,955,875 | 2.0 | % | ||||||||
4.000%, TBA (C) | 2,600,000 | 2,745,641 | 0.9 | % | ||||||||
4.500%, TBA (C) | 4,000,000 | 4,316,562 | 1.5 | % | ||||||||
5.000%, TBA (C) | 2,200,000 | 2,421,031 | 0.8 | % | ||||||||
OTHER SECURITIES | 443,998 | 0.1 | % | |||||||||
21,336,264 | ||||||||||||
Federal National Mortgage Association - 23.4% | ||||||||||||
2.500%, TBA (C) | 1,700,000 | 1,713,027 | 0.5 | % | ||||||||
2.500%, 12/01/2042 to 03/01/2043 | 1,941,290 | 1,861,586 | 0.7 | % | ||||||||
2.970%, 06/01/2027 to 06/01/2030 | 1,281,000 | 1,244,719 | 0.4 | % | ||||||||
3.000%, TBA (C) | 8,700,000 | 8,648,344 | 2.9 | % | ||||||||
3.500%, TBA (C) | 38,600,000 | 39,712,765 | 13.3 | % | ||||||||
4.000%, TBA (C) | 5,600,000 | 5,925,500 | 2.0 | % | ||||||||
4.500%, TBA (C) | 6,500,000 | 7,021,524 | 2.3 | % | ||||||||
5.000%, TBA (C) | 1,800,000 | 1,988,325 | 0.7 | % | ||||||||
OTHER SECURITIES | 1,885,150 | 0.6 | % | |||||||||
70,000,940 | ||||||||||||
Government National Mortgage Association - 3.8% | ||||||||||||
3.500%, TBA (C) | 4,900,000 | 5,075,492 | 1.8 | % | ||||||||
4.000%, TBA (C) | 5,100,000 | 5,398,430 | 1.8 | % | ||||||||
OTHER SECURITIES | 719,920 | 0.2 | % | |||||||||
11,193,842 | ||||||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $118,802,602) | $ | 118,351,600 | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 2.9% | ||||||||||||
Brazil - 0.8% | ||||||||||||
Federative Republic of Brazil | ||||||||||||
6.000%, 08/15/2016 | BRL | 1,211,000 | 1,046,863 | 0.3 | % | |||||||
OTHER SECURITIES | 1,333,570 | 0.5 | % | |||||||||
2,380,433 | ||||||||||||
Chile - 0.1% | 214,233 | 0.1 | % | |||||||||
Colombia - 0.1% | 298,686 | 0.1 | % | |||||||||
Costa Rica - 0.0% | 105,408 | 0.0 | % | |||||||||
Dominican Republic - 0.1% | 195,488 | 0.1 | % | |||||||||
Indonesia - 0.2% | 538,705 | 0.2 | % | |||||||||
Mexico - 0.8% | ||||||||||||
Government of Mexico 3.000%, 12/29/2016 to 05/28/2020 (P) | MXN | 22,787,100 | 1,440,887 | 0.4 | % | |||||||
OTHER SECURITIES | 1,027,735 | 0.4 | % | |||||||||
2,468,622 |
Investment Quality Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||||||
Montenegro - 0.1% | $ | 246,848 | 0.1 | % | ||||||||
Romania - 0.0% | 139,327 | 0.0 | % | |||||||||
Russia - 0.1% | 303,990 | 0.1 | % | |||||||||
South Africa - 0.3% | 904,541 | 0.3 | % | |||||||||
Turkey - 0.1% | 191,092 | 0.1 | % | |||||||||
Uruguay - 0.2% | 790,453 | 0.2 | % | |||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $9,422,603) | $ | 8,777,826 | ||||||||||
CORPORATE BONDS - 33.2% | ||||||||||||
Consumer discretionary - 3.7% | 11,150,662 | 3.7 | % | |||||||||
Consumer staples - 1.2% | ||||||||||||
Kraft Heinz Foods Company | ||||||||||||
2.000%, 07/02/2018 (C)(S) | $ | 1,275,000 | 1,273,906 | 0.4 | % | |||||||
OTHER SECURITIES | 2,264,338 | 0.8 | % | |||||||||
3,538,244 | ||||||||||||
Energy - 3.3% | 9,892,431 | 3.3 | % | |||||||||
Financials - 14.4% | ||||||||||||
Banco Santander SA (6.250% to 03/12/2019, then 5 year Euro Swap Rate + 5.410%) 03/12/2019 (Q) | 900,000 | 983,297 | 0.3 | % | ||||||||
Bank of America Corp. | ||||||||||||
7.750%, 05/14/2038 | $ | 825,000 | 1,095,331 | 0.4 | % | |||||||
Barclays Bank PLC | ||||||||||||
6.050%, 12/04/2017 (S) | 1,130,000 | 1,229,265 | 0.4 | % | ||||||||
JPMorgan Chase & Co. | ||||||||||||
5.625%, 08/16/2043 | 905,000 | 961,877 | 0.3 | % | ||||||||
Morgan Stanley | ||||||||||||
6.625%, 04/01/2018 | 1,225,000 | 1,373,863 | 0.5 | % | ||||||||
Sun Canada Financial Company | ||||||||||||
7.250%, 12/15/2015 (S) | 1,471,000 | 1,512,415 | 0.5 | % | ||||||||
The Goldman Sachs Group, Inc. | ||||||||||||
2.375%, 01/22/2018 | 925,000 | 938,635 | 0.3 | % | ||||||||
OTHER SECURITIES | 34,968,394 | 11.7 | % | |||||||||
43,063,077 | ||||||||||||
Health care - 3.5% | ||||||||||||
Actavis Funding SCS | ||||||||||||
2.350%, 03/12/2018 | 975,000 | 980,178 | 0.3 | % | ||||||||
OTHER SECURITIES | 9,349,223 | 3.2 | % | |||||||||
10,329,401 | ||||||||||||
Industrials - 1.4% | 4,085,867 | 1.4 | % | |||||||||
Information technology - 1.2% | ||||||||||||
TSMC Global, Ltd. | ||||||||||||
1.625%, 04/03/2018 (S) | 925,000 | 913,959 | 0.3 | % | ||||||||
OTHER SECURITIES | 2,682,167 | 0.9 | % | |||||||||
3,596,126 | ||||||||||||
Materials - 1.1% | 3,384,834 | 1.1 | % | |||||||||
Telecommunication services - 2.6% | ||||||||||||
Verizon Communications, Inc. | ||||||||||||
4.672%, 03/15/2055 (S) | 1,178,000 | 1,020,837 | 0.3 | % | ||||||||
OTHER SECURITIES | 6,553,829 | 2.3 | % | |||||||||
7,574,666 | ||||||||||||
Utilities - 0.8% | 2,448,712 | 0.8 | % | |||||||||
TOTAL CORPORATE BONDS (Cost $99,499,314) | $ | 99,064,020 |
The accompanying notes are an integral part of the financial statements. | 19 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Investment Quality Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CAPITAL PREFERRED SECURITIES - 0.2% | ||||||||||||
Financials - 0.2% | $ | 560,788 | 0.2 | % | ||||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $514,734) | $ | 560,788 | ||||||||||
Municipal bonds - 1.8% | 5,464,707 | 1.8 | % | |||||||||
TOTAL MUNICIPAL BONDS (Cost $5,177,040) | $ | 5,464,707 | ||||||||||
TERM LOANS - 3.8% | ||||||||||||
Consumer discretionary - 1.5% | 4,398,247 | 1.5 | % | |||||||||
Consumer staples - 0.2% | 450,303 | 0.2 | % | |||||||||
Energy - 0.1% | 312,792 | 0.1 | % | |||||||||
Financials - 0.3% | 1,030,534 | 0.3 | % | |||||||||
Health care - 0.3% | 1,000,249 | 0.3 | % | |||||||||
Industrials - 0.3% | 1,002,368 | 0.3 | % | |||||||||
Information technology - 0.4% | 1,263,498 | 0.4 | % | |||||||||
Materials - 0.4% | 1,140,743 | 0.4 | % | |||||||||
Telecommunication services - 0.3% | 841,223 | 0.3 | % | |||||||||
TOTAL TERM LOANS (Cost $11,629,003) | $ | 11,439,957 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 13.3% | ||||||||||||
Commercial and residential - 13.1% | ||||||||||||
JPMorgan Chase Commercial | ||||||||||||
Mortgage Securities Trust, | ||||||||||||
5.336%, 05/15/2047 | $ | 877,077 | 915,671 | 0.3 | % | |||||||
LB-UBS Commercial | ||||||||||||
Mortgage Trust, | ||||||||||||
6.028%, 06/15/2038 (P) | 978,647 | 1,005,769 | 0.3 | % | ||||||||
OTHER SECURITIES | 37,147,289 | 12.5 | % | |||||||||
39,068,729 | ||||||||||||
Federal National Mortgage Association - 0.2% | 482,180 | 0.2 | % | |||||||||
Government National Mortgage Association - 0.0% | 32,536 | 0.0 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $40,103,224) | $ | 39,583,445 | ||||||||||
ASSET BACKED SECURITIES - 15.6% | ||||||||||||
Apidos CLO XVII, | ||||||||||||
1.774%, 04/17/2026 (P)(S) | 1,200,000 | 1,199,431 | 0.4 | % | ||||||||
Apidos CLO XVII, | ||||||||||||
2.324%, 04/17/2026 (P)(S) | 1,190,000 | 1,190,752 | 0.4 | % | ||||||||
Apidos CLO XXI, | ||||||||||||
1.707%, 07/18/2027 (P)(S) | 1,170,000 | 1,167,928 | 0.4 | % | ||||||||
Avery Point VI CLO, Ltd., | ||||||||||||
1.726%, 08/05/2027 (P)(S) | 1,230,000 | 1,228,352 | 0.4 | % | ||||||||
Babson CLO, Ltd., | ||||||||||||
1.709%, 04/20/2027 (P)(S) | 1,205,000 | 1,204,829 | 0.4 | % | ||||||||
CIFC Funding, Ltd., | ||||||||||||
1.636%, 12/05/2024 | 910,000 | 909,963 | 0.3 | % | ||||||||
Madison Park Funding IX, Ltd., | ||||||||||||
1.570%, 08/15/2022 (P)(S) | 1,241,000 | 1,238,339 | 0.4 | % | ||||||||
Magnetite IX, Ltd., | ||||||||||||
1.697%, 07/25/2026 (P)(S) | 915,000 | 913,041 | 0.3 | % | ||||||||
OCP CLO, Ltd., | ||||||||||||
1.804%, 04/17/2027 (P)(S) | 1,065,000 | 1,064,625 | 0.4 | % | ||||||||
OHA Loan Funding, Ltd., | ||||||||||||
1.769%, 02/15/2027 (P)(S) | 910,000 | 909,615 | 0.3 | % | ||||||||
OZLM XII, Ltd., | ||||||||||||
1.726%, 04/30/2027 (P)(S) | 1,025,000 | 1,021,516 | 0.3 | % |
Investment Quality Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
ASSET BACKED SECURITIES (continued) | ||||||||||||
Race Point IX CLO, Ltd., | ||||||||||||
1.768%, 04/15/2027 (P)(S) | $ | 945,000 | $ | 944,654 | 0.3 | % | ||||||
Symphony CLO, Ltd., | ||||||||||||
1.544%, 07/23/2023 (P)(S) | 1,235,000 | 1,233,695 | 0.4 | % | ||||||||
Venture XI CLO, Ltd., | ||||||||||||
1.575%, 11/14/2022 (P)(S) | 1,085,000 | 1,082,827 | 0.4 | % | ||||||||
Venture XXI CLO, Ltd., | ||||||||||||
1.772%, 07/15/2027 (C)(P)(S) | 915,000 | 914,476 | 0.3 | % | ||||||||
OTHER SECURITIES | 30,451,180 | 10.2 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $46,559,605) | $ | 46,675,223 | ||||||||||
PREFERRED SECURITIES - 0.2% | ||||||||||||
Financials - 0.2% | 597,080 | 0.2 | % | |||||||||
TOTAL PREFERRED SECURITIES (Cost $644,000) | $ | 597,080 | ||||||||||
PURCHASED OPTIONS - 0.0% | ||||||||||||
Call options - 0.0% | 2,018 | 0.0 | % | |||||||||
TOTAL PURCHASED OPTIONS (Cost $5,319) | $ | 2,018 | ||||||||||
SECURITIES LENDING COLLATERAL - 0.1% | ||||||||||||
John Hancock | ||||||||||||
Collateral Trust, | ||||||||||||
0.1769% (W)(Y) | 18,999 | 190,093 | 0.1 | % | ||||||||
TOTAL SECURITIES LENDING COLLATERAL (Cost $190,095) | $ | 190,093 | ||||||||||
SHORT-TERM INVESTMENTS - 21.5% | ||||||||||||
Repurchase agreement - 21.5% | ||||||||||||
Goldman Sachs Tri-Party Repurchase Agreement dated 06/30/2015 at 0.130% to be repurchased at $32,800,118 on 07/01/2015, collateralized by $13,314,052 Federal National Mortgage Association, 4.000% due 05/01/2026 - 07/01/2041 (valued at $14,147,406, including interest) and $18,097,903 Federal Home Loan Mortgage Corp., 3.500% - 4.500% due 04/01/2026 - 05/01/2041 (valued at $19,308,594, including interest) | $ | 32,800,000 | $ | 32,800,000 | 11.0 | % |
The accompanying notes are an integral part of the financial statements. | 20 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Investment Quality Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
SHORT-TERM INVESTMENTS (continued) | ||||||||||||
Repurchase agreement (continued) | ||||||||||||
Deutsche Bank Tri-Party Repurchase Agreement dated 06/30/2015 at 0.130% to be repurchased at $31,400,113 on 07/01/2015, collateralized by $32,871,500 U.S. Treasury Notes, 1.500% due 01/31/2022 (valued at $32,028,033, including interest) | $ | 31,400,000 | $ | 31,400,000 | 10.5 | % | ||||||
64,200,000 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $64,200,000) | $ | 64,200,000 | ||||||||||
Total Investments (Investment Quality Bond Trust) (Cost $396,747,539) - 132.2% | $ | 394,906,757 | 132.2 | % | ||||||||
Other assets and liabilities, net - (32.2%) | (96,258,043 | ) | (32.2 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 298,648,714 | 100.0 | % |
Money Market Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMERCIAL PAPER - 63.3% | ||||||||||||
Air Liquide US LLC 0.160%, 07/20/2015 * | $ | 25,000,000 | $ | 24,997,889 | 1.3 | % | ||||||
Air Liquide US LLC 0.210%, 07/06/2015 * | 50,000,000 | 49,998,542 | 2.5 | % | ||||||||
American Honda Finance Corp. 0.150%, 07/22/2015 * | 25,000,000 | 24,997,813 | 1.3 | % | ||||||||
Bank of Nova Scotia 0.210%, 08/24/2015 * | 21,590,000 | 21,583,199 | 1.1 | % | ||||||||
Bank of Nova Scotia 0.245%, 09/21/2015 * | 35,313,000 | 35,293,293 | 1.8 | % | ||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.240%, 07/10/2015 * | 57,000,000 | 56,996,580 | 2.9 | % | ||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.240%, 07/13/2015 * | 20,000,000 | 19,998,400 | 1.0 | % | ||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.240%, 07/16/2015 * | 21,000,000 | 20,997,900 | 1.1 | % | ||||||||
BNP Paribas SA 0.230%, 08/12/2015 * | 40,000,000 | 39,989,267 | 2.0 | % | ||||||||
BNP Paribas SA 0.230%, 09/01/2015 * | 55,000,000 | 54,978,214 | 2.8 | % | ||||||||
CAFCO LLC 0.170%, 08/25/2015 * | 41,600,000 | 41,589,196 | 2.1 | % | ||||||||
Caisse Centrale Desjardins 0.190%, 08/12/2015 * | 55,000,000 | 54,987,808 | 2.8 | % | ||||||||
Caisse Centrale Desjardins 0.200%, 09/09/2015 * | 25,000,000 | 24,990,278 | 1.3 | % | ||||||||
Cargill, Inc. 0.070%, 07/06/2015 * | 30,000,000 | 29,999,708 | 1.5 | % | ||||||||
Cargill, Inc. 0.080%, 07/06/2015* | 65,000,000 | 64,999,278 | 3.3 | % | ||||||||
Electricite de France SA 0.170%, 07/23/2015 * | 25,000,000 | 24,997,403 | 1.3 | % | ||||||||
MetLife Short Term Funding LLC 0.130%, 07/02/2015 * | 30,000,000 | 29,999,892 | 1.5 | % | ||||||||
MetLife Short Term Funding LLC 0.150%, 08/24/2015 * | 20,978,000 | 20,973,280 | 1.1 | % |
Money Market Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMERCIAL PAPER (continued) | ||||||||||||
MetLife Short Term Funding LLC 0.180%, 08/07/2015 * | $ | 17,000,000 | $ | 16,996,855 | 0.9 | % | ||||||
MetLife Short Term Funding LLC 0.180%, 08/24/2015* | 25,000,000 | 24,993,250 | 1.3 | % | ||||||||
National Bank of Canada 0.210%, 07/23/2015 * | 50,080,000 | 50,073,573 | 2.5 | % | ||||||||
National Rural Utilities Cooperative Finance Corp. 0.100%, 07/02/2015 * | 15,000,000 | 14,999,958 | 0.8 | % | ||||||||
Old Line Funding LLC 0.150%, 07/20/2015 * | 16,700,000 | 16,698,678 | 0.8 | % | ||||||||
Old Line Funding LLC 0.200%, 09/17/2015 * | 60,000,000 | 59,974,000 | 3.1 | % | ||||||||
Thunder Bay Funding LLC 0.170%, 08/20/2015 * | 18,476,000 | 18,471,638 | 0.9 | % | ||||||||
Thunder Bay Funding LLC 0.180%, 08/17/2015 * | 50,000,000 | 49,988,250 | 2.5 | % | ||||||||
Toronto-Dominion Holdings USA, Inc. 0.190%, 09/11/2015 * | 76,000,000 | 75,971,120 | 3.9 | % | ||||||||
Toronto-Dominion Holdings USA, Inc. 0.200%, 09/14/2015 * | 13,630,000 | 13,624,321 | 0.7 | % | ||||||||
Toyota Motor Credit Corp. 0.140%, 07/23/2015 * | 40,900,000 | 40,896,501 | 2.1 | % | ||||||||
Toyota Motor Credit Corp. 0.150%, 09/14/2015 * | 50,510,000 | 50,494,216 | 2.6 | % | ||||||||
Wal-Mart Stores, Inc. 0.070%, 07/13/2015 * | 86,000,000 | 85,997,993 | 4.4 | % | ||||||||
Westpac Banking Corp. 0.200%, 09/08/2015 * | 20,000,000 | 19,992,333 | 1.0 | % | ||||||||
OTHER SECURITIES | 60,639,535 | 3.1 | % | |||||||||
TOTAL COMMERCIAL PAPER (Cost $1,242,180,161) | $ | 1,242,180,161 | ||||||||||
CORPORATE INTEREST-BEARING OBLIGATIONS - 4.6% | ||||||||||||
Commonwealth Bank of Australia 0.264%, 12/02/2015 (P)(S)* | 26,000,000 | 26,000,000 | 1.3 | % | ||||||||
Wells Fargo & Company 0.479%, 10/28/2015 (P)* | 35,000,000 | 35,013,883 | 1.8 | % | ||||||||
Wells Fargo & Company 1.500%, 07/01/2015 * | 28,000,000 | 28,000,000 | 1.5 | % | ||||||||
TOTAL CORPORATE INTEREST-BEARING OBLIGATIONS (Cost $89,013,883) | $ | 89,013,883 | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 11.5% | ||||||||||||
U.S. Treasury Bills - 9.3% | ||||||||||||
0.063%, 08/20/2015 * | 60,000,000 | 59,994,792 | 3.1 | % | ||||||||
0.065%, 08/20/2015 to 08/27/2015 * | 97,000,000 | 96,990,864 | 4.9 | % | ||||||||
0.070%, 11/05/2015 * | 25,000,000 | 24,993,826 | 1.3 | % | ||||||||
U.S. Treasury Notes - 1.7% | ||||||||||||
4.500%, 11/15/2015 * | 33,750,000 | 34,301,687 | 1.7 | % | ||||||||
Federal Home Loan Bank - 0.5% | 9,699,565 | 0.5 | % | |||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $225,980,734) | $ | 225,980,734 | ||||||||||
CERTIFICATE OF DEPOSIT - 21.0% | ||||||||||||
Bank of Montreal 0.040%, 07/01/2015* | 51,000,000 | 51,000,000 | 2.6 | % | ||||||||
Bank of Montreal 0.120%, 07/02/2015 * | 27,000,000 | 27,000,000 | 1.4 | % |
The accompanying notes are an integral part of the financial statements. | 21 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Money Market Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CERTIFICATE OF DEPOSIT (continued) | ||||||||||||
Bank of Montreal 0.190%, 07/01/2015 * | $ | 18,000,000 | $ | 18,000,000 | 0.9 | % | ||||||
Bank of Nova Scotia 0.260%, 07/09/2015 * | 16,650,000 | 16,650,369 | 0.9 | % | ||||||||
Canadian Imperial Bank of Commerce 0.130%, 07/02/2015 * | 40,000,000 | 40,000,000 | 2.0 | % | ||||||||
Canadian Imperial Bank of Commerce 0.130%, 08/04/2015 * | 55,000,000 | 55,000,000 | 2.8 | % | ||||||||
Credit Suisse New York 0.240%, 07/31/2015 * | 34,000,000 | 34,000,000 | 1.7 | % | ||||||||
Credit Suisse New York 0.260%, 08/14/2015 * | 45,710,000 | 45,710,000 | 2.3 | % | ||||||||
National Bank of Canada 0.306%, 12/29/2015 (P)* | 30,000,000 | 30,000,000 | 1.5 | % | ||||||||
Sumitomo Mitsui Banking Corp. 0.180%, 07/06/2015 * | 60,000,000 | 60,000,000 | 3.1 | % | ||||||||
Sumitomo Mitsui Banking Corp. 0.250%, 09/01/2015 * | 35,000,000 | 35,000,000 | 1.8 | % | ||||||||
TOTAL CERTIFICATE OF DEPOSIT (Cost $412,360,369) | $ | 412,360,369 | ||||||||||
Total Investments (Money Market Trust) (Cost $1,969,535,147) - 100.4% | $ | 1,969,535,147 | 100.4 | % | ||||||||
Other assets and liabilities, net - (0.4%) | (7,310,465 | ) | (0.4 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,962,224,682 | 100.0 | % |
Money Market Trust B
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMERCIAL PAPER - 59.0% | ||||||||||||
Air Liquide US LLC 0.160%, 07/17/2015 * | $ | 12,000,000 | $ | 11,999,147 | 3.1 | % | ||||||
American Honda Finance Corp. 0.150%, 07/22/2015 * | 10,000,000 | 9,999,125 | 2.6 | % | ||||||||
Australia & New Zealand Banking Group, Ltd. 0.150%, 07/30/2015 * | 5,000,000 | 4,999,396 | 1.3 | % | ||||||||
Bank of Nova Scotia 0.210%, 08/24/2015 * | 4,410,000 | 4,408,611 | 1.2 | % | ||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.240%, 07/08/2015 * | 7,000,000 | 6,999,673 | 1.8 | % | ||||||||
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.250%, 09/01/2015 * | 11,000,000 | 10,995,264 | 2.9 | % | ||||||||
BNP Paribas SA 0.230%, 09/01/2015 * | 18,000,000 | 17,992,870 | 4.7 | % | ||||||||
CAFCO LLC 0.170%, 08/25/2015 * | 10,000,000 | 9,997,403 | 2.6 | % | ||||||||
Caisse Centrale Desjardins 0.180%, 07/07/2015 * | 9,000,000 | 8,999,730 | 2.4 | % | ||||||||
Caisse Centrale Desjardins 0.190%, 08/12/2015 * | 10,000,000 | 9,997,783 | 2.6 | % | ||||||||
Cargill, Inc. 0.070%, 07/02/2015 * | 12,475,000 | 12,474,978 | 3.3 | % | ||||||||
Cargill, Inc. 0.080%, 07/06/2015 * | 5,500,000 | 5,499,939 | 1.4 | % | ||||||||
Electricite de France SA 0.150%, 08/17/2015 * | 7,070,000 | 7,068,615 | 1.9 | % |
Money Market Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COMMERCIAL PAPER (continued) | ||||||||||||
Electricite de France SA 0.170%, 07/23/2015 * | $ | 10,000,000 | $ | 9,998,961 | 2.6 | % | ||||||
General Electric Capital Corp. 0.150%, 09/02/2015 * | 3,000,000 | 2,999,213 | 0.8 | % | ||||||||
MetLife Short Term Funding LLC 0.170%, 08/24/2015 * | 8,670,000 | 8,667,789 | 2.3 | % | ||||||||
MetLife Short Term Funding LLC 0.180%, 08/07/2015 * | 6,000,000 | 5,998,890 | 1.6 | % | ||||||||
MetLife Short Term Funding LLC 0.180%, 08/24/2015* | 3,500,000 | 3,499,055 | 0.9 | % | ||||||||
National Bank of Canada 0.210%, 07/23/2015 * | 9,920,000 | 9,918,727 | 2.6 | % | ||||||||
Old Line Funding LLC 0.200%, 09/08/2015 * | 8,660,000 | 8,656,680 | 2.3 | % | ||||||||
Old Line Funding LLC 0.200%, 09/17/2015 * | 9,000,000 | 8,996,100 | 2.4 | % | ||||||||
Thunder Bay Funding LLC 0.200%, 09/16/2015 * | 10,000,000 | 9,995,722 | 2.6 | % | ||||||||
Toronto-Dominion Holdings USA, Inc. 0.190%, 09/11/2015 * | 19,000,000 | 18,992,780 | 5.0 | % | ||||||||
Toyota Motor Credit Corp. 0.140%, 07/23/2015 * | 3,200,000 | 3,199,726 | 0.8 | % | ||||||||
Toyota Motor Credit Corp. 0.150%, 09/14/2015 * | 2,800,000 | 2,799,125 | 0.7 | % | ||||||||
Wal-Mart Stores, Inc. 0.070%, 07/13/2015 * | 5,000,000 | 4,999,883 | 1.3 | % | ||||||||
Westpac Banking Corp. 0.200%, 09/08/2015 * | 5,000,000 | 4,998,083 | 1.3 | % | ||||||||
TOTAL COMMERCIAL PAPER (Cost $225,153,268) | $ | 225,153,268 | ||||||||||
CORPORATE INTEREST-BEARING OBLIGATIONS - 4.4% | ||||||||||||
Commonwealth Bank of Australia 0.264%, 12/02/2015 (P)(S)* | 4,000,000 | 4,000,000 | 1.1 | % | ||||||||
Wells Fargo & Company 0.479%, 10/28/2015 (P)* | 7,000,000 | 7,002,777 | 1.8 | % | ||||||||
Wells Fargo & Company 1.500%, 07/01/2015 * | 5,620,000 | 5,620,000 | 1.5 | % | ||||||||
TOTAL CORPORATE INTEREST-BEARING OBLIGATIONS (Cost $16,622,777) | $ | 16,622,777 | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 14.6% | ||||||||||||
U.S. Treasury Bills - 9.7% | ||||||||||||
0.063%, 08/20/2015 * | 10,000,000 | 9,999,132 | 2.6 | % | ||||||||
0.065%, 08/20/2015 to 08/27/2015 * | 19,000,000 | 18,998,209 | 5.0 | % | ||||||||
0.070%, 11/05/2015 * | 8,000,000 | 7,998,024 | 2.1 | % | ||||||||
U.S. Treasury Notes - 1.7% | ||||||||||||
4.500%, 11/15/2015 * | 6,250,000 | 6,352,164 | 1.7 | % | ||||||||
Federal Home Loan Bank - 3.2% | ||||||||||||
0.050%, 08/07/2015 * | 6,400,000 | 6,399,671 | 1.7 | % | ||||||||
0.063%, 08/26/2015 * | 5,845,000 | 5,844,427 | 1.5 | % | ||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $55,591,627) | $ | 55,591,627 | ||||||||||
CERTIFICATE OF DEPOSIT - 21.7% | ||||||||||||
Bank of Montreal 0.040%, 07/01/2015* | 14,000,000 | 14,000,000 | 3.7 | % | ||||||||
Bank of Montreal 0.190%, 07/01/2015 * | 4,000,000 | 4,000,000 | 1.0 | % |
The accompanying notes are an integral part of the financial statements. | 22 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Money Market Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CERTIFICATE OF DEPOSIT (continued) | ||||||||||||
Bank of Nova Scotia 0.260%, 07/09/2015 * | $ | 3,350,000 | $ | 3,350,074 | 0.9 | % | ||||||
Bank of Nova Scotia 0.260%, 08/03/2015 * | 10,000,000 | 10,000,915 | 2.6 | % | ||||||||
Canadian Imperial Bank of Commerce 0.130%, 07/02/2015 * | 5,000,000 | 5,000,000 | 1.3 | % | ||||||||
Canadian Imperial Bank of Commerce 0.130%, 08/04/2015 * | 10,000,000 | 10,000,000 | 2.6 | % | ||||||||
Credit Suisse New York 0.240%, 07/31/2015 * | 6,000,000 | 6,000,000 | 1.6 | % | ||||||||
Credit Suisse New York 0.260%, 08/14/2015 * | 10,000,000 | 10,000,000 | 2.6 | % | ||||||||
National Bank of Canada 0.306%, 12/29/2015 (P)* | 6,000,000 | 6,000,000 | 1.6 | % | ||||||||
Sumitomo Mitsui Banking Corp. 0.240%, 08/07/2015 * | 6,585,000 | 6,585,202 | 1.7 | % | ||||||||
Sumitomo Mitsui Banking Corp. 0.240%, 08/10/2015 * | 8,000,000 | 8,000,000 | 2.1 | % | ||||||||
TOTAL CERTIFICATE OF DEPOSIT (Cost $82,936,191) | $ | 82,936,191 | ||||||||||
Total Investments (Money Market Trust B) (Cost $380,303,863) - 99.7% | $ | 380,303,863 | 99.7 | % | ||||||||
Other assets and liabilities, net - 0.3% | 1,060,434 | 0.3 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 381,364,297 | 100.0 | % |
New Income Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 44.5% | ||||||||||||
Treasury Inflation Protected Securities - 2.0% | ||||||||||||
0.625%, 01/15/2024 | $ | 22,377,656 | $ | 22,708,084 | 1.4 | % | ||||||
1.875%, 07/15/2015 | 6,415,983 | 6,433,524 | 0.4 | % | ||||||||
OTHER SECURITIES | 3,889,388 | 0.2 | % | |||||||||
33,030,996 | ||||||||||||
U.S. Treasury Bonds - 5.4% | ||||||||||||
3.000%, 11/15/2044 to 05/15/2045 | 23,955,000 | 23,326,386 | 1.4 | % | ||||||||
3.125%, 02/15/2043 | 38,055,000 | 37,927,173 | 2.3 | % | ||||||||
3.375%, 05/15/2044 | 9,275,000 | 9,696,002 | 0.6 | % | ||||||||
5.375%, 02/15/2031 | 12,650,000 | 16,970,759 | 1.1 | % | ||||||||
87,920,320 | ||||||||||||
U.S. Treasury Notes - 10.2% | ||||||||||||
0.375%, 08/31/2015 | 8,800,000 | 8,804,127 | 0.5 | % | ||||||||
0.625%, 11/30/2017 | 28,580,000 | 28,441,558 | 1.7 | % | ||||||||
0.875%, 02/28/2017 | 34,400,000 | 34,572,000 | 2.1 | % | ||||||||
1.250%, 10/31/2018 | 24,540,000 | 24,607,092 | 1.5 | % | ||||||||
1.500%, 05/31/2019 to 11/30/2019 | 55,035,000 | 55,271,869 | 3.4 | % | ||||||||
2.000%, 08/31/2021 | 9,020,000 | 9,041,143 | 0.6 | % | ||||||||
2.625%, 04/30/2016 (D) | 6,640,000 | 6,766,572 | 0.4 | % | ||||||||
167,504,361 |
New Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | ||||||||||||
U.S. Treasury Strips - 0.0% | $ | 195,588 | 0.0 | % | ||||||||
Federal Home Loan Mortgage Corp. - 3.7% | ||||||||||||
3.000%, 01/01/2043 to 06/01/2043 | $ | 17,956,684 | 17,894,015 | 1.2 | % | |||||||
3.500%, 03/01/2043 | 7,009,846 | 7,221,784 | 0.5 | % | ||||||||
4.000%, 05/01/2026 to 02/01/2041 | 12,813,386 | 13,626,259 | 0.9 | % | ||||||||
4.500%, 11/01/2018 to 10/01/2039 | 9,673,168 | 10,465,020 | 0.6 | % | ||||||||
OTHER SECURITIES | 10,734,306 | 0.5 | % | |||||||||
59,941,384 | ||||||||||||
Federal National Mortgage Association - 14.8% | ||||||||||||
2.500%, 10/01/2027 to 01/01/2043 | 23,803,209 | 23,923,688 | 1.5 | % | ||||||||
3.000%, TBA (C) | 14,610,000 | 14,523,253 | 0.9 | % | ||||||||
3.000%, 01/01/2027 to 10/01/2043 | 41,880,535 | 42,202,919 | 2.7 | % | ||||||||
3.500%, 10/01/2042 to 04/01/2045 | 15,403,734 | 15,890,705 | 1.0 | % | ||||||||
4.000%, 11/01/2025 to 01/01/2042 | 31,548,839 | 33,587,878 | 1.8 | % | ||||||||
4.500%, 05/01/2019 to 09/01/2042 | 32,901,497 | 35,579,431 | 2.2 | % | ||||||||
5.000%, 05/01/2018 to 07/01/2042 | 25,661,201 | 28,466,582 | 2.0 | % | ||||||||
5.500%, 11/01/2015 to 09/01/2041 | 15,601,657 | 17,628,126 | 1.0 | % | ||||||||
6.000%, 09/01/2017 to 10/01/2038 | 12,366,558 | 14,094,381 | 0.7 | % | ||||||||
OTHER SECURITIES | 16,292,409 | 1.0 | % | |||||||||
242,189,372 | ||||||||||||
Government National Mortgage Association - 8.4% | ||||||||||||
2.500%, 11/20/2042 to 07/20/2043 | 10,064,321 | 9,742,893 | 0.7 | % | ||||||||
3.000%, 09/20/2044 to 12/20/2044 | 16,595,912 | 16,754,759 | 1.0 | % | ||||||||
3.500%, 09/15/2041 to 04/20/2045 | 42,797,105 | 44,417,489 | 2.7 | % | ||||||||
4.000%, 09/20/2040 to 03/20/2045 | 25,509,477 | 27,082,951 | 1.9 | % | ||||||||
4.500%, 01/15/2019 to 09/20/2040 | 9,877,375 | 10,752,502 | 0.8 | % | ||||||||
5.000%, 01/15/2019 to 03/20/2041 | 6,914,528 | 7,675,557 | 0.5 | % | ||||||||
5.500%, 02/15/2029 to 06/20/2044 | 5,439,603 | 6,147,859 | 0.2 | % | ||||||||
OTHER SECURITIES | 13,858,602 | 0.6 | % | |||||||||
136,432,612 | ||||||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $719,268,716) | $ | 727,214,633 | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 2.3% | ||||||||||||
Bermuda - 0.3% | 4,523,050 | 0.3 | % | |||||||||
Brazil - 0.5% | 8,005,221 | 0.5 | % | |||||||||
Iceland - 0.1% | 1,387,332 | 0.1 | % | |||||||||
Mexico - 0.8% | 14,001,610 | 0.8 | % | |||||||||
Morocco - 0.2% | 2,631,600 | 0.2 | % | |||||||||
Poland - 0.1% | 2,312,234 | 0.1 | % |
The accompanying notes are an integral part of the financial statements. | 23 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
New Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||||||
South Africa - 0.3% | $ | 5,305,504 | 0.3 | % | ||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $41,897,396) | $ | 38,166,551 | ||||||||||
CORPORATE BONDS - 29.3% | ||||||||||||
Consumer discretionary - 4.4% | 72,299,392 | 4.4 | % | |||||||||
Consumer staples - 0.4% | 5,929,765 | 0.4 | % | |||||||||
Energy - 4.0% | 65,652,379 | 4.0 | % | |||||||||
Financials - 10.2% | ||||||||||||
Barclays Bank PLC 5.140%, 10/14/2020 | $ | 5,995,000 | 6,510,504 | 0.4 | % | |||||||
Morgan Stanley 2.125%, 04/25/2018 | 12,690,000 | 12,769,262 | 0.8 | % | ||||||||
Morgan Stanley 3.750%, 02/25/2023 | 8,280,000 | 8,381,132 | 0.5 | % | ||||||||
Morgan Stanley 5.000%, 11/24/2025 | 5,745,000 | 6,004,996 | 0.4 | % | ||||||||
The Goldman Sachs Group, Inc. 3.625%, 01/22/2023 | 13,495,000 | 13,393,288 | 0.8 | % | ||||||||
OTHER SECURITIES | 120,589,753 | 7.3 | % | |||||||||
167,648,935 | ||||||||||||
Health care - 2.9% | ||||||||||||
Medtronic, Inc. 3.500%, 03/15/2025 (S) | 7,140,000 | 7,116,267 | 0.4 | % | ||||||||
OTHER SECURITIES | 40,328,029 | 2.5 | % | |||||||||
47,444,296 | ||||||||||||
Industrials - 2.4% | 39,092,130 | 2.4 | % | |||||||||
Information technology - 1.1% | 18,037,500 | 1.1 | % | |||||||||
Materials - 0.9% | 14,277,708 | 0.9 | % | |||||||||
Telecommunication services - 2.2% | ||||||||||||
Verizon Communications, Inc. 6.400%, 09/15/2033 | 6,750,000 | 7,714,791 | 0.5 | % | ||||||||
OTHER SECURITIES | 27,926,427 | 1.7 | % | |||||||||
35,641,218 | ||||||||||||
Utilities - 0.8% | 14,023,798 | 0.8 | % | |||||||||
TOTAL CORPORATE BONDS (Cost $479,311,357) | $ | 480,047,121 | ||||||||||
Municipal bonds 1.2% | 19,867,470 | 1.2 | % | |||||||||
TOTAL MUNICIPAL BONDS (Cost $18,447,498) | $ | 19,867,470 | ||||||||||
TERM LOANS (M) - 0.8% | ||||||||||||
Consumer discretionary - 0.2% | 3,038,194 | 0.2 | % | |||||||||
Consumer staples - 0.1% | 1,031,565 | 0.1 | % | |||||||||
Financials - 0.2% | 4,156,452 | 0.2 | % | |||||||||
Health care - 0.1% | 1,046,423 | 0.1 | % | |||||||||
Information technology - 0.1% | 1,703,761 | 0.1 | % | |||||||||
Telecommunication services - 0.1% | 2,105,239 | 0.1 | % | |||||||||
TOTAL TERM LOANS (Cost $13,135,752) | $ | 13,081,634 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 10.0% | ||||||||||||
Commercial and residential - 8.7% | ||||||||||||
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG), 3.528%, 12/10/2047 | 8,805,000 | 8,931,607 | 0.5 | % |
New Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | ||||||||||||
Commercial and residential (continued) | ||||||||||||
JPMorgan Chase Commercial Mortgage Securities Trust, 5.552%, 05/12/2045 | $ | 8,464,788 | $ | 8,687,598 | 0.5 | % | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust, 5.885%, 02/12/2049 (P) | 8,480,000 | 8,986,485 | 0.5 | % | ||||||||
OTHER SECURITIES | 115,423,642 | 7.2 | % | |||||||||
142,029,332 | ||||||||||||
Federal Home Loan Mortgage Corp. - 1.0% | 17,000,393 | 1.0 | % | |||||||||
Federal National Mortgage Association - 0.2% | 3,527,136 | 0.2 | % | |||||||||
Government National Mortgage Association - 0.1% | 1,806,920 | 0.1 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $164,124,467) | $ | 164,363,781 | ||||||||||
ASSET BACKED SECURITIES - 9.6% | ||||||||||||
Ally Master Owner Trust, 1.630%, 05/15/2020 | 8,360,000 | 8,352,351 | 0.5 | % | ||||||||
Avis Budget Rental Car Funding AESOP LLC, 2.460%, 07/20/2020 (S) | 6,905,000 | 6,945,601 | 0.4 | % | ||||||||
Enterprise Fleet Financing LLC, 1.300%, 09/20/2020 (S) | 6,715,000 | 6,721,561 | 0.4 | % | ||||||||
Nordstrom Credit Card Master Note Trust II, 2.280%, 11/15/2019 (S) | 6,905,000 | 7,011,965 | 0.4 | % | ||||||||
OTHER SECURITIES | 127,358,785 | 7.9 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $156,303,406) | $ | 156,390,263 | ||||||||||
SHORT-TERM INVESTMENTS - 3.4% | ||||||||||||
Money market funds - 3.3% | ||||||||||||
T. Rowe Price Reserve Investment Fund, 0.0722% (Y) | 54,158,452 | 54,158,452 | 3.3 | % | ||||||||
Repurchase agreement - 0.1% | $ | 735,000 | 0.1 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $54,893,452) | $ | 54,893,452 | ||||||||||
Total Investments (New Income Trust) (Cost $1,647,382,044) - 101.1% | $ | 1,654,024,905 | 101.1 | % | ||||||||
Other assets and liabilities, net - (1.1%) | (18,192,237 | ) | (1.1 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 1,635,832,668 | 100.0 | % | ||||||||
SALE COMMITMENTS OUTSTANDING - (1.8)% | ||||||||||||
U.S. Government Agency - (1.8)% | ||||||||||||
3.000%, TBA (C) | (14,610,000 | ) | (14,523,253 | ) | (0.9 | )% | ||||||
3.000%, TBA (C) | (14,610,000 | ) | (14,485,587 | ) | (0.9 | )% | ||||||
(29,008,840 | ) | |||||||||||
TOTAL SALE COMMITMENTS OUTSTANDING (Cost $(29,023,678)) | $ | (29,008,840 | ) |
The accompanying notes are an integral part of the financial statements. | 24 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Real Return Bond Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 102.4% | ||||||||||||
Treasury Inflation Protected Securities - 99.9% | ||||||||||||
0.125%, 04/15/2016 to 04/15/2020 | $ | 2,888,634 | $ | 2,903,039 | 3.4 | % | ||||||
0.125%, 04/15/2017 to 01/15/2023 (C) | 20,815,504 | 20,624,562 | 24.4 | % | ||||||||
0.125%, 04/15/2018 (C)(D) | 614,702 | 623,827 | 0.7 | % | ||||||||
0.250%, 01/15/2025 | 3,795,668 | 3,712,342 | 4.4 | % | ||||||||
0.625%, 07/15/2021 (C) | 8,504,433 | 8,764,218 | 10.4 | % | ||||||||
0.750%, 02/15/2042 to 02/15/2045 | 2,677,442 | 2,426,974 | 2.8 | % | ||||||||
1.250%, 07/15/2020 (C) | 543,785 | 580,873 | 0.7 | % | ||||||||
1.375%, 02/15/2044 (C) | 2,816,184 | 2,977,895 | 3.5 | % | ||||||||
1.750%, 01/15/2028 (C) | 7,380,200 | 8,328,674 | 9.9 | % | ||||||||
2.000%, 01/15/2016 (C) | 2,984,575 | 3,027,245 | 3.6 | % | ||||||||
2.000%, 01/15/2026 (D) | 441,036 | 504,711 | 0.6 | % | ||||||||
2.125%, 01/15/2019 to 02/15/2040 (C) | 2,316,996 | 2,534,582 | 3.1 | % | ||||||||
2.375%, 01/15/2025 to 01/15/2027 (C) | 21,335,792 | 25,151,197 | 29.8 | % | ||||||||
2.500%, 07/15/2016 (C) | 563,350 | 584,036 | 0.7 | % | ||||||||
3.875%, 04/15/2029 (C) | 998,106 | 1,409,045 | 1.7 | % | ||||||||
OTHER SECURITIES | 207,182 | 0.2 | % | |||||||||
84,360,402 | ||||||||||||
U.S. Treasury Bonds - 0.5% | ||||||||||||
3.000%, 05/15/2045 | 310,000 | 302,347 | 0.4 | % | ||||||||
OTHER SECURITIES | 97,352 | 0.1 | % | |||||||||
399,699 | ||||||||||||
Federal National Mortgage Association - 2.0% | ||||||||||||
3.000%, 08/01/2043 | 1,725,569 | 1,720,379 | 2.0 | % | ||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $90,708,552) | $ | 86,480,480 | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 13.0% | ||||||||||||
France - 0.6% | ||||||||||||
Government of France 0.250%, 07/25/2018 | EUR | 416,844 | 483,185 | 0.6 | % | |||||||
Germany - 2.8% | ||||||||||||
Federal Republic of Germany, Inflation Linked Bond 0.750%, 04/15/2018 | 2,023,405 | 2,348,505 | 2.8 | % | ||||||||
Italy - 3.7% | ||||||||||||
Republic of Italy 1.700%, 09/15/2018 | 405,216 | 474,997 | 0.6 | % | ||||||||
Republic of Italy 2.250%, 04/22/2017 | 602,172 | 690,397 | 0.8 | % | ||||||||
Republic of Italy 2.350%, 09/15/2024 (S) | 1,107,738 | 1,359,907 | 1.6 | % | ||||||||
OTHER SECURITIES | 625,995 | 0.7 | % | |||||||||
3,151,296 | ||||||||||||
Mexico - 1.8% | ||||||||||||
Government of Mexico 4.000%, 11/15/2040 to 11/08/2046 | MXN | 8,011,196 | 551,134 | 0.6 | % | |||||||
Government of Mexico 4.500%, 12/04/2025 to 11/22/2035 | 9,241,210 | 672,411 | 0.9 | % | ||||||||
OTHER SECURITIES | 301,583 | 0.3 | % | |||||||||
1,525,128 |
Real Return Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||||||
New Zealand - 0.6% | ||||||||||||
Dominion of New Zealand, Index Linked Bond 2.058%, 09/20/2025 | NZD | 600,000 | $ | 416,105 | 0.5 | % | ||||||
OTHER SECURITIES | 76,329 | 0.1 | % | |||||||||
492,434 | ||||||||||||
Spain - 0.7% | 613,069 | 0.7 | % | |||||||||
United Kingdom - 2.8% | ||||||||||||
Government of United Kingdom, Inflation Linked Bond 0.125%, 03/22/2024 | GBP | 1,383,395 | 2,349,400 | 2.8 | % | |||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $12,419,280) | $ | 10,963,017 | ||||||||||
CORPORATE BONDS - 9.8% | ||||||||||||
Consumer discretionary - 0.5% | ||||||||||||
The Home Depot, Inc. 2.625%, 06/01/2022 | $ | 400,000 | 393,513 | 0.5 | % | |||||||
Energy - 2.1% | ||||||||||||
Petrobras Global Finance BV 2.643%, 03/17/2017 (P) | 700,000 | 685,440 | 0.8 | % | ||||||||
Sabine Pass LNG LP 7.500%, 11/30/2016 | 800,000 | 842,008 | 1.0 | % | ||||||||
OTHER SECURITIES | 266,790 | 0.3 | % | |||||||||
1,794,238 | ||||||||||||
Financials - 6.1% | ||||||||||||
Ally Financial, Inc. 3.600%, 05/21/2018 | 800,000 | 800,600 | 1.0 | % | ||||||||
Banca Monte dei Paschi di Siena SpA 3.625%, 04/01/2019 | EUR | 300,000 | 337,385 | 0.4 | % | |||||||
Barclays PLC (8.000% to 12/15/2020, then 5 Year Euro Swap Rate + 6.750%) 12/15/2020 (Q) | 300,000 | 354,522 | 0.4 | % | ||||||||
Depfa ACS Bank 4.875%, 10/28/2015 | $ | 400,000 | 405,274 | 0.5 | % | |||||||
Rabobank Nederland NV 4.000%, 09/10/2015 | GBP | 1,300,000 | 2,054,909 | 2.4 | % | |||||||
OTHER SECURITIES | 1,171,142 | 1.4 | % | |||||||||
5,123,832 | ||||||||||||
Industrials - 1.0% | ||||||||||||
International Lease Finance Corp. 8.625%, 09/15/2015 | $ | 700,000 | 708,750 | 0.9 | % | |||||||
OTHER SECURITIES | 115,944 | 0.1 | % | |||||||||
824,694 | ||||||||||||
Utilities - 0.1% | 100,099 | 0.1 | % | |||||||||
TOTAL CORPORATE BONDS (Cost $8,572,009) | $ | 8,236,376 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 5.4% | ||||||||||||
Commercial and residential - 4.4% | ||||||||||||
CHL Mortgage Pass Through Trust, 5.500%, 01/25/2035 | 311,172 | 316,528 | 0.4 | % |
The accompanying notes are an integral part of the financial statements. | 25 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Real Return Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | ||||||||||||
Commercial and residential (continued) | ||||||||||||
Countrywide Alternative Loan Trust, 0.357%, 05/25/2047 (P) | $ | 430,133 | $ | 369,219 | 0.4 | % | ||||||
OTHER SECURITIES | 2,967,048 | 3.6 | % | |||||||||
3,652,795 | ||||||||||||
Federal Home Loan Mortgage Corp. - 0.5% | ||||||||||||
0.636%, 09/15/2042 (P) | 333,294 | 335,210 | 0.4 | % | ||||||||
OTHER SECURITIES | 107,655 | 0.1 | % | |||||||||
442,865 | ||||||||||||
Federal National Mortgage Association - 0.5% | 420,088 | 0.5 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $4,713,766) | $ | 4,515,748 | ||||||||||
ASSET BACKED SECURITIES - 3.0% | ||||||||||||
LCM IX LP, 1.477%, 07/14/2022 (P)(S) | 391,813 | 391,771 | 0.5 | % | ||||||||
OneMain Financial Issuance Trust, 2.470%, 09/18/2024 (S) | 400,000 | 402,124 | 0.5 | % | ||||||||
Symphony CLO III, Ltd., 0.514%, 05/15/2019 (P)(S) | 359,374 | 356,489 | 0.4 | % | ||||||||
Venture VII CDO, Ltd., 0.505%, 01/20/2022 (P)(S) | 470,703 | 464,134 | 0.5 | % | ||||||||
OTHER SECURITIES | 949,924 | 1.1 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $2,560,881) | $ | 2,564,442 | ||||||||||
COMMON STOCKS - 0.0% | ||||||||||||
Financials - 0.0% | 4,576 | 0.0 | % | |||||||||
TOTAL COMMON STOCKS (Cost $1,386) | $ | 4,576 | ||||||||||
PURCHASED OPTIONS - 0.2% | ||||||||||||
Put options - 0.2% | 191,902 | 0.2 | % | |||||||||
Call options - 0.0% | 1,682 | 0.0 | % | |||||||||
TOTAL PURCHASED OPTIONS (Cost $167,051) | $ | 193,584 | ||||||||||
SHORT-TERM INVESTMENTS - 54.6% | ||||||||||||
CERTIFICATE OF DEPOSIT - 1.8% | ||||||||||||
Banco Bilbao Vizcaya Argentaria SA 0.976%, 10/23/2015 * | $ | 1,500,000 | $ | 1,499,316 | 1.8 | % | ||||||
U.S. Government - 0.7% | ||||||||||||
U.S. Treasury Bills 0.014%, 09/03/2015 * | 341,000 | 340,991 | 0.4 | % | ||||||||
OTHER SECURITIES | 295,982 | 0.3 | % | |||||||||
636,973 |
Real Return Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AGENCY - 1.9% | ||||||||||||
Federal Home Loan Bank Discount Notes 0.039%, 07/15/2015 * | $ | 1,600,000 | $ | 1,599,976 | 1.9 | % | ||||||
Repurchase agreement - 50.2% | ||||||||||||
Repurchase Agreement with Bank of Nova Scotia dated 06/30/2015 at 0.250% to be repurchased at $8,400,058 on 07/01/2015, collateralized by $8,477,000 U.S. Treasury Notes, 1.375% due 09/30/2018 (valued at $8,583,810, including interest) | 8,400,000 | 8,400,000 | 10.0 | % | ||||||||
Repurchase Agreement with Credit Suisse dated 06/30/2015 at 0.250% to be repurchased at $8,400,058 on 07/01/2015, collateralized by $8,559,000 U.S. Treasury Notes, 0.500% due 01/31/2017 (valued at $8,577,830, including interest) | 8,400,000 | 8,400,000 | 10.0 | % | ||||||||
Repurchase Agreement with Deutsche Bank dated 06/30/2015 at 0.250% to be repurchased at $8,400,058 on 07/01/2015, collateralized by $8,190,000 U.S. Treasury Notes, 2.625% due 11/15/2020 (valued at $8,594,586, including interest). | 8,400,000 | 8,400,000 | 10.0 | % | ||||||||
Repurchase Agreement with JPMorgan Chase & Co. dated 06/30/2015 at 0.140% to be repurchased at $8,400,033 on 07/01/2015, collateralized by $8,523,000 U.S. Treasury Notes, 2.000% due 05/31/2021 (valued at $8,605,673, including interest) | 8,400,000 | 8,400,000 | 9.9 | % | ||||||||
Repurchase Agreement with Toronto-Dominion Bank dated 06/30/2015 at 0.280% to be repurchased at $8,400,058 on 07/01/2015, collateralized by $8,575,000 U.S. Treasury Notes, 1.500% due 11/30/2019 (valued at $8,596,438, including interest) | 8,400,000 | 8,400,000 | 9.9 | % | ||||||||
OTHER SECURITIES | 398,000 | 0.4 | % | |||||||||
42,398,000 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $46,135,309) | $ | 46,134,265 | ||||||||||
Total Investments (Real Return Bond Trust) (Cost $165,278,234) - 188.4% | $ | 159,092,488 | 188.4 | % | ||||||||
Other assets and liabilities, net - (88.4%) | (74,666,295 | ) | (88.4 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 84,426,193 | 100.0 | % |
The accompanying notes are an integral part of the financial statements. | 26 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Short Term Government Income Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 93.1% | ||||||||||||
Treasury Inflation Protected Securities - 0.9% | ||||||||||||
0.125%, 04/15/2018 | $ | 3,377,418 | $ | 3,427,552 | 0.9 | % | ||||||
U.S. Treasury Notes - 20.3% | ||||||||||||
0.625%, 08/31/2017 to 04/30/2018 | 8,160,000 | 8,123,179 | 2.1 | % | ||||||||
0.750%, 06/30/2017 to 03/31/2018 | 20,120,000 | 20,114,148 | 5.3 | % | ||||||||
0.875%, 02/28/2017 to 01/31/2018 | 42,345,000 | 42,474,367 | 11.2 | % | ||||||||
1.625%, 06/30/2020 | 6,230,000 | 6,223,670 | 1.7 | % | ||||||||
76,935,364 | ||||||||||||
Federal Agricultural Mortgage Corp. - 16.6% | ||||||||||||
2.000%, 07/27/2016 | 20,949,000 | 21,298,492 | 5.6 | % | ||||||||
5.125%, 04/19/2017 (S) | 38,823,000 | 41,758,718 | 11.0 | % | ||||||||
63,057,210 | ||||||||||||
Federal Farm Credit Bank - 11.8% | ||||||||||||
0.900%, 12/26/2017 | 3,890,000 | 3,883,087 | 1.0 | % | ||||||||
0.970%, 09/05/2017 | 5,090,000 | 5,083,749 | 1.3 | % | ||||||||
1.240%, 11/13/2018 | 18,275,000 | 18,207,638 | 4.8 | % | ||||||||
1.480%, 01/22/2019 | 6,215,000 | 6,205,385 | 1.6 | % | ||||||||
1.540%, 04/01/2019 | 7,455,000 | 7,454,128 | 2.0 | % | ||||||||
1.850%, 06/08/2020 | 4,000,000 | 3,975,708 | 1.1 | % | ||||||||
44,809,695 | ||||||||||||
Federal Home Loan Bank - 9.3% | ||||||||||||
1.000%, 09/18/2017 to 10/16/2017 | 16,555,000 | 16,556,243 | 4.3 | % | ||||||||
1.130%, 03/27/2018 | 9,000,000 | 8,942,385 | 2.4 | % | ||||||||
1.150%, 07/25/2018 | 9,910,000 | 9,852,998 | 2.6 | % | ||||||||
35,351,626 | ||||||||||||
Federal Home Loan Mortgage Corp. - 10.5% | ||||||||||||
1.100%, 05/07/2018 | 9,395,000 | 9,326,341 | 2.5 | % | ||||||||
1.200%, 03/20/2018 | 4,415,000 | 4,412,876 | 1.2 | % | ||||||||
1.250%, 05/25/2018 | 14,200,000 | 14,212,397 | 3.7 | % | ||||||||
2.219%, 09/01/2042 (P) | 1,310,252 | 1,353,700 | 0.3 | % | ||||||||
2.340%, 09/01/2039 (P) | 561,258 | 601,865 | 0.2 | % | ||||||||
2.592%, 01/01/2044 (P) | 2,665,249 | 2,748,846 | 0.7 | % | ||||||||
3.003%, 03/01/2044 (P) | 1,394,538 | 1,442,716 | 0.4 | % | ||||||||
5.500%, 07/01/2037 to 07/01/2040 | 5,156,778 | 5,806,141 | 1.5 | % | ||||||||
OTHER SECURITIES | 4,509 | 0.0 | % | |||||||||
39,909,391 | ||||||||||||
Federal National Mortgage Association - 12.7% | ||||||||||||
0.625%, 11/14/2016 | 3,360,000 | 3,356,180 | 0.9 | % | ||||||||
1.000%, 12/12/2017 to 12/28/2017 | 13,630,000 | 13,573,788 | 3.6 | % | ||||||||
2.194%, 09/01/2043 (P) | 2,662,340 | 2,706,140 | 0.7 | % | ||||||||
2.342%, 09/01/2041 (P) | 3,008,592 | 3,226,264 | 0.8 | % | ||||||||
2.389%, 04/01/2042 (P) | 2,803,339 | 2,902,078 | 0.8 | % | ||||||||
2.487%, 02/01/2042 (P) | 4,718,472 | 5,005,508 | 1.3 | % | ||||||||
2.500%, 10/01/2027 | 3,305,206 | 3,369,374 | 0.9 | % | ||||||||
2.917%, 03/01/2044 (P) | 1,312,450 | 1,357,020 | 0.4 | % | ||||||||
3.500%, 12/01/2025 | 2,010,157 | 2,119,695 | 0.6 | % | ||||||||
5.500%, 03/01/2035 to 08/01/2040 | 4,177,968 | 4,709,442 | 1.2 | % | ||||||||
6.500%, 01/01/2039 | 5,011,114 | 5,760,992 | 1.5 | % | ||||||||
OTHER SECURITIES | 7,305 | 0.0 | % | |||||||||
48,093,786 |
Short Term Government Income Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | ||||||||||||
Government National Mortgage Association - 0.0% | $ | 901 | 0.0 | % | ||||||||
Tennessee Valley Authority - 11.0% | ||||||||||||
1.750%, 10/15/2018 | $ | 6,485,000 | 6,537,671 | 1.7 | % | |||||||
3.875%, 02/15/2021 | 13,050,000 | 14,348,749 | 3.8 | % | ||||||||
4.500%, 04/01/2018 | 10,349,000 | 11,281,331 | 3.0 | % | ||||||||
5.500%, 07/18/2017 | 8,613,000 | 9,412,373 | 2.5 | % | ||||||||
41,580,124 | ||||||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $351,476,860) | $ | 353,165,649 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 5.2% | ||||||||||||
Federal Home Loan Mortgage Corp. - 1.4% | ||||||||||||
1.169%, 11/25/2022 (P) | 5,803,275 | 357,836 | 0.1 | % | ||||||||
1.353%, 03/25/2024 (P) | 8,777,293 | 721,274 | 0.2 | % | ||||||||
1.420%, 07/25/2022 (P) | 12,483,150 | 889,424 | 0.2 | % | ||||||||
1.574%, 12/25/2021 (P) | 5,530,603 | 406,151 | 0.1 | % | ||||||||
1.826%, 07/25/2019 (P) | 7,793,241 | 443,217 | 0.1 | % | ||||||||
2.133%, 08/25/2018 (P) | 18,130,833 | 948,388 | 0.2 | % | ||||||||
OTHER SECURITIES | 1,608,129 | 0.5 | % | |||||||||
5,374,419 | ||||||||||||
Federal National Mortgage Association - 3.7% | ||||||||||||
3.500%, 08/25/2043 | 8,105,738 | 8,508,560 | 2.2 | % | ||||||||
3.551%, 01/25/2043 (P) | 745,023 | 756,803 | 0.2 | % | ||||||||
4.000%, 03/25/2039 | 4,457,870 | 4,755,491 | 1.3 | % | ||||||||
14,020,854 | ||||||||||||
Government National Mortgage Association - 0.1% | 270,602 | 0.1 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $19,449,712) | $ | 19,665,875 | ||||||||||
SHORT-TERM INVESTMENTS - 1.4% | ||||||||||||
Repurchase agreement - 1.4% | ||||||||||||
Barclays Tri-Party Repurchase Agreement dated 06/30/2015 at 0.090% to be repurchased at $2,032,005 on 07/01/2015, collateralized by $1,963,900 U.S. Treasury Inflation Indexed Notes, 0.12% - 0.250% due 04/15/2017 to 01/15/2025 (valued at $2,072,665, including interest) | 2,032,000 | 2,032,000 | 0.5 | % | ||||||||
Repurchase Agreement with State Street Corp. dated 06/30/2015 at 0.000% to be repurchased at $3,265,000 on 07/01/2015, collateralized by $3,285,000 U.S. Treasury Notes, 1.500% due 01/31/2019 (valued at $3,332,304, including interest) | 3,265,000 | 3,265,000 | 0.9 | % | ||||||||
5,297,000 | ||||||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,297,000) | $ | 5,297,000 | ||||||||||
Total Investments (Short Term Government Income Trust) (Cost $376,223,572) - 99.7% | $ | 378,128,524 | 99.7 | % | ||||||||
Other assets and liabilities, net - 0.3% | 1,125,159 | 0.3 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 379,253,683 | 100.0 | % |
The accompanying notes are an integral part of the financial statements. | 27 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Strategic Income Opportunities Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 20.9% | ||||||||||||
Australia - 2.7% | ||||||||||||
New South Wales Treasury Corp. 6.000%, 05/01/2020 to 03/01/2022 | AUD | 5,155,000 | 4,624,311 | 0.8 | % | |||||||
Queensland Treasury Corp. 4.000%, 06/21/2019 (S) | 4,080,000 | 3,309,835 | 0.6 | % | ||||||||
Queensland Treasury Corp. 6.000%, 10/21/2015 to 04/21/2016 | 6,404,000 | 5,072,565 | 1.0 | % | ||||||||
OTHER SECURITIES | 1,590,160 | 0.3 | % | |||||||||
14,596,871 | ||||||||||||
Bermuda - 0.3% | 1,291,500 | 0.3 | % | |||||||||
Canada - 3.0% | ||||||||||||
Government of Canada 1.250%, 02/01/2016 to 03/01/2018 | CAD | 6,700,000 | 5,392,526 | 1.0 | % | |||||||
Government of Canada 1.500%, 02/01/2017 to 03/01/2020 | 11,400,000 | 9,355,730 | 1.8 | % | ||||||||
OTHER SECURITIES | 1,223,488 | 0.2 | % | |||||||||
15,971,744 | ||||||||||||
Mexico - 1.5% | ||||||||||||
Government of Mexico 4.600%, 01/23/2046 | $ | 2,540,000 | 2,355,850 | 0.4 | % | |||||||
OTHER SECURITIES | 5,907,842 | 1.1 | % | |||||||||
8,263,692 | ||||||||||||
New Zealand - 3.2% | ||||||||||||
Dominion of New Zealand 5.000%, 03/15/2019 | NZD | 3,400,000 | 2,469,205 | 0.5 | % | |||||||
Dominion of New Zealand 6.000%, 12/15/2017 to 05/15/2021 | 18,220,000 | 13,765,358 | 2.5 | % | ||||||||
OTHER SECURITIES | 1,216,140 | 0.2 | % | |||||||||
17,450,703 | ||||||||||||
Norway - 1.7% | ||||||||||||
Government of Norway 3.750%, 05/25/2021 (S) | NOK | 17,290,000 | 2,497,335 | 0.5 | % | |||||||
Government of Norway 4.500%, 05/22/2019 (S) | 31,072,000 | 4,489,329 | 0.8 | % | ||||||||
OTHER SECURITIES | 2,126,542 | 0.4 | % | |||||||||
9,113,206 | ||||||||||||
Peru - 0.2% | 1,246,275 | 0.2 | % | |||||||||
Philippines - 2.1% | ||||||||||||
Republic of Philippines 5.875%, 12/16/2020 to 03/01/2032 | PHP | 157,303,440 | 3,909,309 | 0.7 | % | |||||||
Republic of Philippines 6.500%, 04/28/2021 | 106,400,000 | 2,682,521 | 0.5 | % | ||||||||
OTHER SECURITIES | 4,825,441 | 0.9 | % | |||||||||
11,417,271 | ||||||||||||
Singapore - 1.3% | ||||||||||||
Republic of Singapore 2.875%, 07/01/2015 | SGD | 3,000,000 | 2,227,197 | 0.4 | % | |||||||
OTHER SECURITIES | 4,984,294 | 0.9 | % | |||||||||
7,211,491 |
Strategic Income Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | ||||||||||||
South Korea - 1.6% | ||||||||||||
Korea Treasury Bond Principal Strips 3.286%, 09/10/2018 | KRW | 2,888,000,000 | $ | 2,443,383 | 0.5 | % | ||||||
Republic of Korea 4.000%, 03/10/2016 | 2,750,000,000 | 2,506,101 | 0.5 | % | ||||||||
OTHER SECURITIES | 3,458,344 | 0.6 | % | |||||||||
8,407,828 | ||||||||||||
Sweden - 1.5% | ||||||||||||
Kingdom of Sweden 1.500%, 11/13/2023 | SEK | 28,350,000 | 3,593,573 | 0.7 | % | |||||||
Kingdom of Sweden 5.000%, 12/01/2020 | 21,300,000 | 3,205,567 | 0.6 | % | ||||||||
OTHER SECURITIES | 1,412,665 | 0.2 | % | |||||||||
8,211,805 | ||||||||||||
Thailand - 1.8% | ||||||||||||
Kingdom of Thailand 3.250%, 06/16/2017 | THB | 187,500,000 | 5,729,554 | 1.0 | % | |||||||
Kingdom of Thailand 3.650%, 12/17/2021 | 134,000,000 | 4,200,424 | 0.8 | % | ||||||||
9,929,978 | ||||||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $123,255,298) | $ | 113,112,364 | ||||||||||
CORPORATE BONDS - 44.1% | ||||||||||||
Consumer discretionary - 7.3% | ||||||||||||
CBS Corp. 3.500%, 01/15/2025 | $ | 2,300,000 | 2,197,252 | 0.4 | % | |||||||
The Goodyear Tire & Rubber Company 7.000%, 05/15/2022 | 1,980,000 | 2,155,725 | 0.4 | % | ||||||||
OTHER SECURITIES | 34,995,220 | 6.5 | % | |||||||||
39,348,197 | ||||||||||||
Consumer staples - 3.3% | ||||||||||||
Kraft Heinz Foods Company 3.950%, 07/15/2025 (S) | 2,610,000 | 2,624,702 | 0.5 | % | ||||||||
OTHER SECURITIES | 15,384,660 | 2.8 | % | |||||||||
18,009,362 | ||||||||||||
Energy - 1.3% | 7,133,166 | 1.3 | % | |||||||||
Financials - 16.0% | ||||||||||||
American International Group, Inc. (8.175% to 05/15/2038, then 3 month LIBOR + 4.195%) 05/15/2058 | 3,195,000 | 4,230,180 | 0.8 | % | ||||||||
Bank of America Corp. 1.046%, 09/15/2026 (P) | 2,515,000 | 2,309,333 | 0.4 | % | ||||||||
CapitaMalls Asia Treasury, Ltd. 3.950%, 08/24/2017 | SGD | 3,250,000 | 2,498,918 | 0.5 | % | |||||||
General Electric Capital Australia Funding Pty, Ltd. 7.000%, 10/08/2015 | AUD | 2,800,000 | 2,185,558 | 0.4 | % | |||||||
General Electric Capital Corp. (7.125% to 06/15/2022, then 3 month LIBOR + 5.296%) 06/15/2022 (Q) | $ | 2,340,000 | 2,699,775 | 0.5 | % | |||||||
Inter-American Development Bank 6.500%, 08/20/2019 | AUD | 2,705,000 | 2,392,580 | 0.4 | % |
The accompanying notes are an integral part of the financial statements. | 28 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Strategic Income Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Financials (continued) | ||||||||||||
International Bank for Reconstruction & Development | ||||||||||||
4.625%, 02/26/2019 to 10/06/2021 | NZD | 3,825,000 | $ | 2,703,364 | 0.5 | % | ||||||
KFW | ||||||||||||
6.000%, 01/19/2016 to 08/20/2020 | AUD | 3,388,000 | 2,937,868 | 0.6 | % | |||||||
Stifel Financial Corp. | ||||||||||||
4.250%, 07/18/2024 | $ | 2,505,000 | 2,471,626 | 0.5 | % | |||||||
OTHER SECURITIES | 62,038,689 | 11.4 | % | |||||||||
86,467,891 | ||||||||||||
Health care - 6.4% | ||||||||||||
LifePoint Health, Inc. | ||||||||||||
5.500%, 12/01/2021 | 3,260,000 | 3,365,950 | 0.6 | % | ||||||||
OTHER SECURITIES | 31,057,871 | 5.8 | % | |||||||||
34,423,821 | ||||||||||||
Industrials - 1.2% | 6,780,822 | 1.2 | % | |||||||||
Information technology - 2.0% | 10,570,578 | 2.0 | % | |||||||||
Materials - 2.5% | ||||||||||||
Cemex SAB de CV | ||||||||||||
6.125%, 05/05/2025 (S) | 2,410,000 | 2,377,947 | 0.4 | % | ||||||||
OTHER SECURITIES | 11,294,326 | 2.1 | % | |||||||||
13,672,273 | ||||||||||||
Telecommunication services - 2.2% | ||||||||||||
HC2 Holdings, Inc. | ||||||||||||
11.000%, 12/01/2019 (S) | 3,025,000 | 3,085,500 | 0.6 | % | ||||||||
OTHER SECURITIES | 8,826,496 | 1.6 | % | |||||||||
11,911,996 | ||||||||||||
Utilities - 1.9% | ||||||||||||
Talen Energy Supply LLC | ||||||||||||
6.500%, 06/01/2025 (S) | 2,675,000 | 2,675,000 | 0.5 | % | ||||||||
OTHER SECURITIES | 7,630,030 | 1.4 | % | |||||||||
10,305,030 | ||||||||||||
TOTAL CORPORATE BONDS (Cost $241,741,397) | $ | 238,623,136 | ||||||||||
CAPITAL PREFERRED SECURITIES - 0.4% | ||||||||||||
Financials - 0.4% | 2,026,128 | 0.4 | % | |||||||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $1,917,529) | $ | 2,026,128 | ||||||||||
CONVERTIBLE BONDS - 2.1% | ||||||||||||
Consumer discretionary - 0.1% | 748,181 | 0.1 | % | |||||||||
Consumer staples - 0.1% | 751,311 | 0.1 | % | |||||||||
Financials - 0.4% | 2,284,788 | 0.4 | % | |||||||||
Health care - 0.7% | ||||||||||||
Anthem, Inc. | ||||||||||||
2.750%, 10/15/2042 | 1,099,000 | 2,411,618 | 0.5 | % | ||||||||
OTHER SECURITIES | 1,209,360 | 0.2 | % | |||||||||
3,620,978 | ||||||||||||
Industrials - 0.4% | 1,850,162 | 0.4 | % | |||||||||
Information technology - 0.2% | 1,201,788 | 0.2 | % | |||||||||
Utilities - 0.2% | 1,046,719 | 0.2 | % | |||||||||
TOTAL CONVERTIBLE BONDS (Cost $9,735,355) | $ | 11,503,927 |
Strategic Income Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
TERM LOANS (M) - 7.4% | ||||||||||||
Consumer discretionary - 1.3% | $ | 6,747,776 | 1.3 | % | ||||||||
Consumer staples - 0.9% | ||||||||||||
Aramark Services, Inc. | ||||||||||||
3.250%, 02/24/2021 | $ | 2,552,688 | 2,539,924 | 0.5 | % | |||||||
Kraft Heinz Foods Company | ||||||||||||
3.250%, 06/05/2020 | 2,348,348 | 2,347,761 | 0.4 | % | ||||||||
4,887,685 | ||||||||||||
Financials - 0.6% | ||||||||||||
Crown Castle Operating Company | ||||||||||||
3.000%, 01/31/2021 | 3,440,701 | 3,418,767 | 0.6 | % | ||||||||
Health care - 2.2% | ||||||||||||
Catalent Pharma Solutions, Inc. | ||||||||||||
4.250%, 05/20/2021 | 2,494,868 | 2,497,363 | 0.5 | % | ||||||||
Community Health Systems, Inc. | ||||||||||||
3.750%, 12/31/2019 | 2,148,681 | 2,147,785 | 0.4 | % | ||||||||
Mallinckrodt International Finance SA | ||||||||||||
3.250%, 03/19/2021 | 3,197,223 | 3,181,736 | 0.6 | % | ||||||||
OTHER SECURITIES | 4,308,280 | 0.7 | % | |||||||||
12,135,164 | ||||||||||||
Industrials - 0.9% | 4,844,412 | 0.9 | % | |||||||||
Information technology - 0.2% | 1,138,535 | 0.2 | % | |||||||||
Materials - 0.4% | 1,856,028 | 0.4 | % | |||||||||
Telecommunication services - 0.1% | 632,253 | 0.1 | % | |||||||||
Utilities - 0.8% | 4,328,160 | 0.8 | % | |||||||||
TOTAL TERM LOANS (Cost $40,095,136) | $ | 39,988,780 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 6.3% | ||||||||||||
Commercial and residential - 5.9% | 32,065,808 | 5.9 | % | |||||||||
Federal Home Loan Mortgage Corp. - 0.2% | 1,040,030 | 0.2 | % | |||||||||
Federal National Mortgage Association - 0.2% | 1,185,537 | 0.2 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $32,216,101) | $ | 34,291,375 | ||||||||||
ASSET BACKED SECURITIES - 2.6% | ||||||||||||
CKE Restaurant Holdings, Inc., | ||||||||||||
4.474%, 03/20/2043 (S) | 2,773,138 | 2,813,792 | 0.5 | % | ||||||||
DB Master Finance LLC, | ||||||||||||
3.980%, 02/20/2045 (S) | 3,182,025 | 3,166,268 | 0.6 | % | ||||||||
Wendys Funding LLC, | ||||||||||||
4.080%, 06/15/2045 (S) | 2,160,000 | 2,143,865 | 0.4 | % | ||||||||
OTHER SECURITIES | 5,944,509 | 1.1 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $14,054,577) | $ | 14,068,434 | ||||||||||
COMMON STOCKS - 4.4% | ||||||||||||
Consumer discretionary - 0.8% | ||||||||||||
Charter Communications, Inc., Class A (I) | 26,089 | 4,467,741 | 0.8 | % | ||||||||
OTHER SECURITIES | — | 0.0 | % | |||||||||
4,467,741 | ||||||||||||
Financials - 3.6% | 19,146,203 | 3.6 | % | |||||||||
TOTAL COMMON STOCKS (Cost $17,146,395) | $ | 23,613,944 |
The accompanying notes are an integral part of the financial statements. | 29 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Strategic Income Opportunities Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
PREFERRED SECURITIES - 8.8% | ||||||||||||
Consumer staples - 0.6% | $ | 3,185,490 | 0.6 | % | ||||||||
Financials - 4.8% | ||||||||||||
Crown Castle International Corp., 4.500% | 22,754 | 2,348,213 | 0.4 | % | ||||||||
Weyerhaeuser Company, 6.375% | 63,700 | 3,312,400 | 0.6 | % | ||||||||
OTHER SECURITIES | 20,598,722 | 3.8 | % | |||||||||
26,259,335 | ||||||||||||
Health care - 0.3% | 1,574,296 | 0.3 | % | |||||||||
Industrials - 0.6% | 3,425,745 | 0.6 | % | |||||||||
Materials - 0.2% | 918,677 | 0.2 | % | |||||||||
Telecommunication services - 0.2% | 1,019,080 | 0.2 | % | |||||||||
Utilities - 2.1% | ||||||||||||
Dominion Resources, Inc., 6.375% | 47,070 | 2,198,169 | 0.4 | % | ||||||||
Exelon Corp., 6.500% | 56,187 | 2,548,642 | 0.4 | % | ||||||||
OTHER SECURITIES | 6,741,671 | 1.3 | % | |||||||||
11,488,482 | ||||||||||||
TOTAL PREFERRED SECURITIES (Cost $47,366,631) | $ | 47,871,105 | ||||||||||
ESCROW CERTIFICATES - 0.0% | ||||||||||||
Consumer discretionary - 0.0% | 12,381 | 0.0 | % | |||||||||
TOTAL ESCROW CERTIFICATES (Cost $76) | $ | 12,381 | ||||||||||
PURCHASED OPTIONS - 0.2% | ||||||||||||
Call options - 0.1% | 921,766 | 0.1 | % | |||||||||
Put options - 0.1% | 346,185 | 0.1 | % | |||||||||
TOTAL PURCHASED OPTIONS (Cost $1,761,653) | $ | 1,267,951 | ||||||||||
SHORT-TERM INVESTMENTS - 0.6% | ||||||||||||
Repurchase agreement - 0.6% | $ | 2,980,988 | 0.6 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,980,988) | $ | 2,980,988 | ||||||||||
Total Investments (Strategic Income Opportunities Trust) (Cost $532,271,136) - 97.8% | $ | 529,360,513 | 97.8 | % | ||||||||
Other assets and liabilities, net - 2.2% | 11,885,404 | 2.2 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 541,245,917 | 100.0 | % |
Total Bond Market Trust B
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 66.7% | ||||||||||||
U.S. Treasury Bonds - 8.3% | ||||||||||||
2.500%, 02/15/2045 | $ | 14,911,000 | $ | 13,061,112 | 2.5 | % | ||||||
4.250%, 05/15/2039 to 11/15/2040 | 4,060,000 | 4,882,156 | 1.0 | % | ||||||||
4.375%, 05/15/2041 | 1,830,000 | 2,252,186 | 0.5 | % | ||||||||
4.625%, 02/15/2040 | 3,900,000 | 4,953,304 | 1.0 | % | ||||||||
4.750%, 02/15/2041 | 2,000,000 | 2,594,218 | 0.5 | % | ||||||||
7.875%, 02/15/2021 | 3,400,000 | 4,510,579 | 0.9 | % | ||||||||
8.750%, 08/15/2020 | 4,250,000 | 5,729,531 | 1.2 | % |
Total Bond Market Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | ||||||||||||
U.S. Treasury Bonds (continued) | ||||||||||||
OTHER SECURITIES | $ | 3,297,202 | 0.7 | % | ||||||||
41,280,288 | ||||||||||||
U.S. Treasury Notes - 28.0% | ||||||||||||
0.375%, 04/30/2016 to 10/31/2016 | $ | 7,900,000 | 7,894,147 | 1.6 | % | |||||||
0.500%, 09/30/2016 | 5,800,000 | 5,805,440 | 1.2 | % | ||||||||
0.625%, 12/31/2016 to 04/30/2018 | 13,600,000 | 13,575,906 | 2.7 | % | ||||||||
0.750%, 12/31/2017 | 3,700,000 | 3,690,173 | 0.8 | % | ||||||||
0.875%, 04/30/2017 | 5,000,000 | 5,023,830 | 1.0 | % | ||||||||
1.000%, 03/31/2017 | 4,000,000 | 4,028,752 | 0.8 | % | ||||||||
1.500%, 06/30/2016 to 03/31/2019 | 22,200,000 | 22,390,830 | 4.5 | % | ||||||||
1.625%, 06/30/2019 to 12/31/2019 | 13,800,000 | 13,899,427 | 2.9 | % | ||||||||
1.750%, 09/30/2019 | 7,000,000 | 7,078,204 | 1.4 | % | ||||||||
2.000%, 11/15/2021 to 02/15/2022 | 2,500,000 | 2,499,023 | 0.5 | % | ||||||||
2.125%, 05/15/2025 | 19,126,000 | 18,747,955 | 3.8 | % | ||||||||
2.750%, 02/15/2019 | 7,000,000 | 7,364,763 | 1.5 | % | ||||||||
3.000%, 09/30/2016 to 02/28/2017 | 6,720,000 | 6,962,051 | 1.4 | % | ||||||||
3.125%, 10/31/2016 to 05/15/2021 | 2,200,000 | 2,301,148 | 0.5 | % | ||||||||
3.250%, 06/30/2016 | 3,650,000 | 3,754,938 | 0.8 | % | ||||||||
4.250%, 11/15/2017 | 7,300,000 | 7,890,847 | 1.6 | % | ||||||||
OTHER SECURITIES | 4,939,711 | 1.0 | % | |||||||||
137,847,145 | ||||||||||||
Federal Farm Credit Bank - 0.2% | 919,034 | 0.2 | % | |||||||||
Federal Home Loan Bank - 0.7% | ||||||||||||
5.375%, 05/18/2016 | 2,200,000 | 2,296,419 | 0.5 | % | ||||||||
OTHER SECURITIES | 1,248,040 | 0.2 | % | |||||||||
3,544,459 | ||||||||||||
Federal Home Loan Mortgage Corp. - 6.8% | ||||||||||||
3.000%, 10/01/2042 | 3,247,777 | 3,237,120 | 0.7 | % | ||||||||
3.500%, TBA (C) | 4,300,000 | 4,415,563 | 0.9 | % | ||||||||
3.500%, 12/01/2025 | 2,378,503 | 2,508,485 | 0.5 | % | ||||||||
4.000%, 02/01/2024 to 12/01/2040 | 2,662,200 | 2,828,634 | 0.5 | % | ||||||||
4.500%, 05/01/2024 to 11/01/2041 | 5,183,809 | 5,622,719 | 1.1 | % | ||||||||
5.000%, TBA (C) | 2,300,000 | 2,531,078 | 0.5 | % | ||||||||
5.500%, 08/23/2017 to 01/01/2039 | 3,178,237 | 3,530,037 | 0.7 | % | ||||||||
OTHER SECURITIES | 8,968,242 | 1.9 | % | |||||||||
33,641,878 | ||||||||||||
Federal National Mortgage Association - 15.4% | ||||||||||||
2.500%, TBA (C) | 4,000,000 | 4,043,125 | 0.8 | % | ||||||||
2.500%, 05/01/2028 | 2,061,838 | 2,100,578 | 0.4 | % | ||||||||
3.000%, TBA (C) | 9,400,000 | 9,344,188 | 1.9 | % | ||||||||
3.000%, 01/01/2027 to 04/01/2043 | 13,336,294 | 13,565,984 | 2.8 | % | ||||||||
3.500%, TBA (C) | 3,000,000 | 3,086,484 | 0.6 | % | ||||||||
3.500%, 12/01/2025 to 02/01/2043 | 12,892,884 | 13,337,484 | 2.8 | % | ||||||||
4.000%, 08/01/2020 to 05/01/2042 | 6,734,754 | 7,165,936 | 1.5 | % | ||||||||
4.500%, 06/01/2018 to 06/01/2041 | 6,643,060 | 7,171,961 | 1.4 | % |
The accompanying notes are an integral part of the financial statements. | 30 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Total Bond Market Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | ||||||||||||
Federal National Mortgage Association (continued) | ||||||||||||
5.000%, 12/01/2018 to 07/01/2039 | $ | 3,474,632 | $ | 3,830,434 | 0.8 | % | ||||||
5.500%, 08/01/2017 to 11/01/2038 | 2,565,578 | 2,869,244 | 0.6 | % | ||||||||
7.250%, 05/15/2030 | 1,450,000 | 2,158,122 | 0.4 | % | ||||||||
OTHER SECURITIES | 7,021,019 | 1.4 | % | |||||||||
75,694,559 | ||||||||||||
Government National Mortgage Association - 7.0% | ||||||||||||
3.000%, TBA (C) | 5,000,000 | 5,040,235 | 1.0 | % | ||||||||
3.000%, 08/15/2043 | 3,029,643 | 3,060,058 | 0.6 | % | ||||||||
3.500%, TBA (C) | 2,800,000 | 2,899,531 | 0.6 | % | ||||||||
3.500%, 01/15/2043 | 5,981,300 | 6,213,542 | 1.3 | % | ||||||||
4.000%, 11/15/2026 to 02/15/2041 | 6,440,335 | 6,853,897 | 1.5 | % | ||||||||
4.500%, 05/15/2019 to 10/20/2040 | 3,767,958 | 4,100,937 | 0.9 | % | ||||||||
5.000%, 05/15/2018 to 07/20/2040 | 3,200,461 | 3,555,805 | 0.7 | % | ||||||||
OTHER SECURITIES | 2,685,187 | 0.4 | % | |||||||||
34,409,192 | ||||||||||||
Tennessee Valley Authority - 0.1% | 769,665 | 0.1 | % | |||||||||
The Financing Corp. - 0.2% | 862,547 | 0.2 | % | |||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $321,528,333) | $ | 328,968,767 | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS - 3.1% | ||||||||||||
Brazil - 0.3% | 1,672,130 | 0.3 | % | |||||||||
Canada - 0.8% | 3,899,072 | 0.8 | % | |||||||||
Chile - 0.1% | 552,075 | 0.1 | % | |||||||||
Colombia - 0.1% | 575,300 | 0.1 | % | |||||||||
Israel - 0.2% | 1,143,868 | 0.2 | % | |||||||||
Italy - 0.1% | 371,992 | 0.1 | % | |||||||||
Japan - 0.3% | 1,271,231 | 0.3 | % | |||||||||
Mexico - 0.3% | 1,523,298 | 0.3 | % | |||||||||
Panama - 0.1% | 456,950 | 0.1 | % | |||||||||
Peru - 0.1% | 450,990 | 0.1 | % | |||||||||
Philippines - 0.2% | 1,081,300 | 0.2 | % | |||||||||
Poland - 0.0% | 127,105 | 0.0 | % | |||||||||
South Africa - 0.2% | 805,120 | 0.2 | % | |||||||||
Turkey - 0.3% | 1,307,816 | 0.3 | % | |||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $14,803,849) | $ | 15,238,247 | ||||||||||
CORPORATE BONDS - 25.5% | ||||||||||||
Consumer discretionary - 2.2% | 10,805,305 | 2.2 | % | |||||||||
Consumer staples - 1.8% | 8,855,485 | 1.8 | % | |||||||||
Energy - 3.3% | 16,274,796 | 3.3 | % | |||||||||
Financials - 9.4% | 46,273,365 | 9.4 | % | |||||||||
Health care - 1.9% | 9,551,946 | 1.9 | % | |||||||||
Industrials - 1.6% | 7,677,278 | 1.6 | % | |||||||||
Information technology - 1.4% | 6,752,735 | 1.4 | % | |||||||||
Materials - 1.2% | 5,817,145 | 1.2 | % |
Total Bond Market Trust B (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Telecommunication services - 1.1% | $ | 5,378,931 | 1.1 | % | ||||||||
Utilities - 1.6% | 8,059,782 | 1.6 | % | |||||||||
TOTAL CORPORATE BONDS (Cost $116,419,944) | $ | 125,446,768 | ||||||||||
Municipal bonds - 0.9% | 4,456,174 | 0.9 | % | |||||||||
TOTAL MUNICIPAL BONDS (Cost $3,854,211) | $ | 4,456,174 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 2.1% | ||||||||||||
Commercial and residential - 1.6% | 8,132,318 | 1.6 | % | |||||||||
Federal Home Loan Mortgage Corp. - 0.5% | 2,228,809 | 0.5 | % | |||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $9,899,526) | $ | 10,361,127 | ||||||||||
Asset backed securities 0.4% | 2,093,553 | 0.4 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $2,123,262) | $ | 2,093,553 | ||||||||||
SHORT-TERM INVESTMENTS - 6.6% | ||||||||||||
Money market funds - 6.6% | ||||||||||||
State Street Institutional U.S. Government Money Market Fund, 0.0000% (Y) | 32,480,094 | 32,480,094 | 6.6 | % | ||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $32,480,094) | $ | 32,480,094 | ||||||||||
Total Investments (Total Bond Market Trust B) (Cost $501,109,219) - 105.3% | $ | 519,044,730 | 105.3 | % | ||||||||
Other assets and liabilities, net - (5.3%) | (26,218,928 | ) | (5.3 | )% | ||||||||
TOTAL NET ASSETS - 100.0% | $ | 492,825,802 | 100.0 | % |
Ultra Short Term Bond Trust
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 21.6% | ||||||||||||
U.S. Treasury Notes - 15.0% | ||||||||||||
0.250%, 08/15/2015 to 12/15/2015 | $ | 34,100,000 | $ | 34,111,429 | 15.0 | % | ||||||
34,111,429 | ||||||||||||
Federal Home Loan Mortgage Corp. - 1.8% | 4,169,738 | 1.8 | % | |||||||||
Federal National Mortgage Association - 4.3% | ||||||||||||
1.995%, 04/01/2035 (P) | 2,211,747 | 2,322,352 | 1.0 | % | ||||||||
OTHER SECURITIES | 7,444,913 | 3.3 | % | |||||||||
9,767,265 | ||||||||||||
Government National Mortgage Association - 0.5% | 1,163,431 | 0.5 | % | |||||||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $49,142,415) | $ | 49,211,863 | ||||||||||
CORPORATE BONDS - 55.9% | ||||||||||||
Consumer discretionary - 7.0% | ||||||||||||
American Honda Finance Corp. | ||||||||||||
0.657%, 05/26/2016 (P)(S) | 2,000,000 | 2,004,702 | 0.9 | % | ||||||||
Viacom, Inc. | ||||||||||||
6.250%, 04/30/2016 | 2,000,000 | 2,085,638 | 0.9 | % |
The accompanying notes are an integral part of the financial statements. | 31 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Ultra Short Term Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Consumer discretionary (continued) | ||||||||||||
OTHER SECURITIES | $ | 11,733,340 | 5.2 | % | ||||||||
15,823,680 | ||||||||||||
Consumer staples - 2.0% | ||||||||||||
Anheuser-Busch InBev Worldwide, Inc. | ||||||||||||
0.800%, 07/15/2015 | $ | 2,000,000 | 2,000,220 | 0.9 | % | |||||||
OTHER SECURITIES | 2,611,609 | 1.1 | % | |||||||||
4,611,829 | ||||||||||||
Energy - 3.0% | ||||||||||||
Anadarko Petroleum Corp. | ||||||||||||
5.950%, 09/15/2016 | 2,000,000 | 2,108,160 | 0.9 | % | ||||||||
Kinder Morgan Energy Partners LP | ||||||||||||
6.000%, 02/01/2017 | 2,000,000 | 2,129,682 | 0.9 | % | ||||||||
OTHER SECURITIES | 2,646,801 | 1.2 | % | |||||||||
6,884,643 | ||||||||||||
Financials - 22.0% | ||||||||||||
American Express Credit Corp. | ||||||||||||
2.375%, 03/24/2017 | 2,000,000 | 2,040,970 | 0.9 | % | ||||||||
American International Group, Inc. | ||||||||||||
5.050%, 10/01/2015 | 2,000,000 | 2,020,184 | 0.9 | % | ||||||||
American International Group, Inc. | ||||||||||||
5.600%, 10/18/2016 | 2,500,000 | 2,637,620 | 1.2 | % | ||||||||
AvalonBay Communities, Inc. | ||||||||||||
5.700%, 03/15/2017 | 1,780,000 | 1,909,623 | 0.8 | % | ||||||||
Bank of America NA | ||||||||||||
5.300%, 03/15/2017 | 1,775,000 | 1,879,775 | 0.8 | % | ||||||||
Capital One Financial Corp. | ||||||||||||
3.150%, 07/15/2016 | 2,000,000 | 2,037,462 | 0.9 | % | ||||||||
HCP, Inc. | ||||||||||||
3.750%, 02/01/2016 | 1,839,000 | 1,862,857 | 0.8 | % | ||||||||
ING Bank NV | ||||||||||||
2.000%, 09/25/2015 (S) | 2,000,000 | 2,005,290 | 0.9 | % | ||||||||
MetLife, Inc. | ||||||||||||
6.750%, 06/01/2016 | 2,000,000 | 2,103,868 | 0.9 | % | ||||||||
National Rural Utilities Cooperative Finance Corp. | ||||||||||||
0.582%, 11/23/2016 (P) | 2,000,000 | 2,002,334 | 0.9 | % | ||||||||
PNC Funding Corp. | ||||||||||||
5.625%, 02/01/2017 | 2,500,000 | 2,656,483 | 1.2 | % | ||||||||
Prudential Financial, Inc. | ||||||||||||
4.750%, 09/17/2015 | 2,500,000 | 2,519,343 | 1.1 | % | ||||||||
Societe Generale SA | ||||||||||||
3.500%, 01/15/2016 (S) | 2,000,000 | 2,027,160 | 0.9 | % | ||||||||
The Goldman Sachs Group, Inc. | ||||||||||||
0.676%, 07/22/2015 (P) | 2,500,000 | 2,500,173 | 1.1 | % | ||||||||
The Goldman Sachs Group, Inc. | ||||||||||||
5.350%, 01/15/2016 | 2,000,000 | 2,047,616 | 0.9 | % | ||||||||
OTHER SECURITIES | 17,736,157 | 7.8 | % | |||||||||
49,986,915 | ||||||||||||
Health care - 6.5% | ||||||||||||
AbbVie, Inc. | ||||||||||||
1.040%, 11/06/2015 (P) | 2,000,000 | 2,002,902 | 0.9 | % | ||||||||
Actavis Funding SCS | ||||||||||||
1.850%, 03/01/2017 | 3,000,000 | 3,014,262 | 1.3 | % | ||||||||
Amgen, Inc. | ||||||||||||
2.125%, 05/15/2017 | 2,000,000 | 2,031,242 | 0.9 | % | ||||||||
Amgen, Inc. | ||||||||||||
2.500%, 11/15/2016 | 2,000,000 | 2,037,154 | 0.9 | % | ||||||||
Express Scripts Holding Company | ||||||||||||
2.650%, 02/15/2017 | 2,500,000 | 2,544,465 | 1.1 | % |
Ultra Short Term Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
CORPORATE BONDS (continued) | ||||||||||||
Health care (continued) | ||||||||||||
Mylan, Inc. | ||||||||||||
1.350%, 11/29/2016 | $ | 2,000,000 | $ | 1,993,712 | 0.9 | % | ||||||
OTHER SECURITIES | 1,200,554 | 0.5 | % | |||||||||
14,824,291 | ||||||||||||
Industrials - 5.7% | ||||||||||||
Lockheed Martin Corp. | ||||||||||||
2.125%, 09/15/2016 | 2,000,000 | 2,029,086 | 0.9 | % | ||||||||
OTHER SECURITIES | 10,915,592 | 4.8 | % | |||||||||
12,944,678 | ||||||||||||
Information technology - 1.4% | ||||||||||||
Xerox Corp. | ||||||||||||
2.950%, 03/15/2017 | 2,000,000 | 2,048,224 | 0.9 | % | ||||||||
OTHER SECURITIES | 1,012,501 | 0.5 | % | |||||||||
3,060,725 | ||||||||||||
Materials - 1.7% | ||||||||||||
The Dow Chemical Company | ||||||||||||
2.500%, 02/15/2016 | 1,820,000 | 1,837,188 | 0.8 | % | ||||||||
OTHER SECURITIES | 2,028,865 | 0.9 | % | |||||||||
3,866,053 | ||||||||||||
Telecommunication services - 2.6% | ||||||||||||
AT&T, Inc. | ||||||||||||
2.400%, 08/15/2016 | 3,000,000 | 3,041,007 | 1.3 | % | ||||||||
OTHER SECURITIES | 2,877,677 | 1.3 | % | |||||||||
5,918,684 | ||||||||||||
Utilities - 4.0% | ||||||||||||
Dominion Resources, Inc. | ||||||||||||
1.950%, 08/15/2016 | 2,000,000 | 2,015,294 | 0.9 | % | ||||||||
Electricite de France SA | ||||||||||||
1.150%, 01/20/2017 (S) | 2,000,000 | 2,002,964 | 0.9 | % | ||||||||
Georgia Power Company | ||||||||||||
0.606%, 03/15/2016 (P) | 2,000,000 | 1,998,034 | 0.9 | % | ||||||||
The Southern Company | ||||||||||||
2.375%, 09/15/2015 | 2,000,000 | 2,007,074 | 0.9 | % | ||||||||
OTHER SECURITIES | 1,041,818 | 0.4 | % | |||||||||
9,065,184 | ||||||||||||
TOTAL CORPORATE BONDS (Cost $127,017,999) | $ | 126,986,682 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS - 3.2% | ||||||||||||
Federal National Mortgage Association - 3.2% | ||||||||||||
0.487%, 10/25/2032 (P) | 3,695,697 | 3,698,886 | 1.6 | % | ||||||||
0.537%, 04/25/2042 (P) | 1,817,807 | 1,812,444 | 0.8 | % | ||||||||
OTHER SECURITIES | 1,743,243 | 0.8 | % | |||||||||
7,254,573 | ||||||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $7,277,860) | $ | 7,254,573 | ||||||||||
ASSET BACKED SECURITIES - 17.7% | ||||||||||||
Ally Auto Receivables Trust, | ||||||||||||
0.800%, 10/16/2017 | 2,400,000 | 2,402,323 | 1.1 | % | ||||||||
American Express Credit Account Master Trust, | ||||||||||||
0.590%, 05/15/2018 | 3,050,000 | 3,050,647 | 1.3 | % | ||||||||
BA Credit Card Trust, | ||||||||||||
0.456%, 09/16/2019 (P) | 2,000,000 | 1,997,798 | 0.9 | % | ||||||||
Cabela’s Credit Card Master Note Trust, | ||||||||||||
2.390%, 06/17/2019 (S) | 2,000,000 | 2,030,242 | 0.9 | % |
The accompanying notes are an integral part of the financial statements. | 32 |
John Hancock Variable Insurance Trust
SUMMARY PORTFOLIO OF INVESTMENTS — June 30, 2015 (unaudited) (showing percentage of total net assets)
Ultra Short Term Bond Trust (continued)
Shares or | % of | |||||||||||
Principal | Net | |||||||||||
Amount | Value | Assets | ||||||||||
ASSET BACKED SECURITIES (continued) | ||||||||||||
Capital One Multi-Asset Execution Trust, | ||||||||||||
0.236%, 11/15/2019 (P) | $ | 2,000,000 | $ | 1,993,128 | 0.9 | % | ||||||
CarMax Auto Owner Trust, | ||||||||||||
0.970%, 04/16/2018 | 2,211,296 | 2,212,349 | 1.0 | % | ||||||||
Chase Issuance Trust, | ||||||||||||
0.590%, 08/15/2017 | 4,000,000 | 4,000,012 | 1.8 | % | ||||||||
Citibank Credit Card Issuance Trust, | ||||||||||||
0.730%, 02/07/2018 | 3,145,000 | 3,147,258 | 1.4 | % | ||||||||
Hyundai Auto Lease Securitization Trust, | ||||||||||||
0.610%, 02/15/2017 (S) | 2,213,863 | 2,213,257 | 1.0 | % | ||||||||
Mercedes-Benz Auto Receivables Trust, | ||||||||||||
0.610%, 12/17/2018 | 1,915,000 | 1,914,719 | 0.8 | % | ||||||||
Nissan Auto Receivables Owner Trust, | ||||||||||||
0.720%, 08/15/2018 | 1,800,000 | 1,796,875 | 0.8 | % | ||||||||
USAA Auto Owner Trust, | ||||||||||||
0.570%, 08/15/2017 | 2,684,470 | 2,684,449 | 1.2 | % | ||||||||
OTHER SECURITIES | 10,893,616 | 4.6 | % | |||||||||
TOTAL ASSET BACKED SECURITIES (Cost $40,351,812) | $ | 40,336,673 | ||||||||||
SHORT-TERM INVESTMENTS - 0.3% | ||||||||||||
Repurchase Agreement - 0.3% | 598,000 | 0.3 | % | |||||||||
TOTAL SHORT-TERM INVESTMENTS (Cost $598,000) | $ | 598,000 | ||||||||||
Total Investments (Ultra Short Term Bond Trust) (Cost $224,388,086) - 98.7% | $ | 224,387,791 | 98.7 | % | ||||||||
Other assets and liabilities, net - 1.3% | 2,928,582 | 1.3 | % | |||||||||
TOTAL NET ASSETS - 100.0% | $ | 227,316,373 | 100.0 | % |
Percentages are based upon net assets.
Footnotes
Key to Currency Abbreviations | ||
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
DKK | Danish Krone | |
EUR | Euro | |
GBP | British Pound | |
JPY | Japanese Yen | |
KRW | Korean Won | |
MXN | Mexican Peso | |
NOK | Norwegian Krone | |
NZD | New Zealand Dollar | |
PHP | Philippine Peso | |
SEK | Swedish Krona | |
SGD | Singapore Dollar | |
THB | Thai Baht | |
Key to Security Abbreviations and Legend | ||
ADR | American Depositary Receipts | |
LIBOR | London Interbank Offered Rate | |
PIK | Payment-in-kind | |
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. | |
(I) | Non-income producing security. | |
(L) | A portion of the security is on loan as of June 30, 2015. | |
(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 security represents the investment of cash collateral received for securities lending. | |
(Y) | The rate shown is the annualized seven-day yield as of June 30, 2015. | |
(Z) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective 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. | 33 |
High Yield Trust | |||||||||||||||
United States | 79.8 | % | |||||||||||||
Luxembourg | 3.9 | % | |||||||||||||
United Kingdom | 2.5 | % | |||||||||||||
Netherlands | 2.5 | % | |||||||||||||
Cayman Islands | 2.3 | % | |||||||||||||
Canada | 2.2 | % | |||||||||||||
Australia | 1.7 | % | |||||||||||||
Mexico | 0.9 | % | |||||||||||||
France | 0.8 | % | |||||||||||||
Ireland | 0.7 | % | |||||||||||||
Other countries | 2.7 | % | |||||||||||||
Total | 100.0 | % | |||||||||||||
Real Return Bond Trust | |||||||||||||||
United States | 78.3 | % | |||||||||||||
Italy | 4.4 | % | |||||||||||||
United Kingdom | 3.7 | % | |||||||||||||
Germany | 2.8 | % | |||||||||||||
Netherlands | 2.5 | % | |||||||||||||
Mexico | 1.8 | % | |||||||||||||
Cayman Islands | 1.7 | % | |||||||||||||
Spain | 1.5 | % | |||||||||||||
Brazil | 1.1 | % | |||||||||||||
France | 0.7 | % | |||||||||||||
Other countries | 1.5 | % | |||||||||||||
Total | 100.0 | % | |||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||
United States | 68.8 | % | |||||||||||||
Canada | 5.8 | % | |||||||||||||
Australia | 3.9 | % | |||||||||||||
New Zealand | 3.2 | % | |||||||||||||
Mexico | 3.1 | % | |||||||||||||
Philippines | 2.8 | % | |||||||||||||
Singapore | 2.2 | % | |||||||||||||
Thailand | 1.8 | % | |||||||||||||
Norway | 1.7 | % | |||||||||||||
South Korea | 1.6 | % | |||||||||||||
Other countries | 5.1 | % | |||||||||||||
Total | 100.0 | % |
The accompanying notes are an integral part of the financial statements.
Assets | | Active Bond Trust | | Bond Trust | | Core Bond Trust | | Global Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 814,149,901 | $ | 9,888,119,025 | $ | 1,620,578,851 | $ | 740,316,682 | |||||||||||
Investments in affiliated issuers, at value | 2,412,603 | — | 412,230 | — | |||||||||||||||
Repurchase agreements, at value | 6,773,000 | 151,618,000 | — | 245,000 | |||||||||||||||
Total investments, at value | 823,335,504 | 10,039,737,025 | 1,620,991,081 | 740,561,682 | |||||||||||||||
Cash | 9,392,593 | 171,338,853 | 3,783,051 | 107,710 | |||||||||||||||
Foreign currency, at value | 723,777 | — | — | 2,637,303 | |||||||||||||||
Cash held at broker for futures contracts | — | — | — | 2,546,000 | |||||||||||||||
Receivable for investments sold | 2,556,149 | — | 15,553,995 | 2,726,719 | |||||||||||||||
Receivable for delayed delivery securities sold | — | 77,154 | 328,591,759 | 201,845,156 | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | — | — | 11,051,748 | |||||||||||||||
Receivable for fund shares sold | 2,055,899 | 10,144,745 | — | 1,352,569 | |||||||||||||||
Dividends and interest receivable | 6,878,620 | 69,107,130 | 6,454,396 | 5,562,448 | |||||||||||||||
Receivable for securities lending income | 5,665 | 69,134 | 3,228 | — | |||||||||||||||
Swap contracts, at value | — | — | — | 2,256,445 | |||||||||||||||
Receivable for exchange cleared swaps | — | — | — | 8,430,249 | |||||||||||||||
Other assets | 2,979 | 24,429 | 1,586 | 683,378 | |||||||||||||||
Total assets | 844,951,186 | 10,290,498,470 | 1,975,379,096 | 979,761,407 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for collateral held by portfolio | — | — | 50,000 | 7,320,000 | |||||||||||||||
Payable for investments purchased | 6,505,715 | 32,131,594 | 23,375,848 | 656,420 | |||||||||||||||
Payable for delayed delivery securities purchased | 21,178,785 | — | 486,335,025 | 112,091,838 | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | — | — | 4,415,754 | |||||||||||||||
Payable for sale-buybacks | — | — | — | 24,918,313 | |||||||||||||||
Payable for open reverse repurchase agreement | — | — | — | 15,310,254 | |||||||||||||||
Payable for fund shares repurchased | 95,647 | 6,494,972 | 2,127,102 | 67,563 | |||||||||||||||
Payable upon return of securities loaned | 2,412,163 | — | 412,000 | — | |||||||||||||||
Written options, at value | — | — | — | 925,233 | |||||||||||||||
Payable for sale commitments outstanding, at value | — | — | — | 125,864,135 | |||||||||||||||
Swap contracts, at value | — | — | — | 1,536,361 | |||||||||||||||
Payable for futures variation margin | — | — | — | 1,794,545 | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 23,677 | 298,008 | 33,130 | 20,096 | |||||||||||||||
Trustees’ fees | 673 | 7,074 | 1,235 | 667 | |||||||||||||||
Other liabilities and accrued expenses | 82,496 | 625,419 | 142,010 | 120,505 | |||||||||||||||
Total liabilities | 30,299,156 | 39,557,067 | 512,476,350 | 295,041,684 | |||||||||||||||
Net assets | $ | 814,652,030 | $ | 10,250,941,403 | $ | 1,462,902,746 | $ | 684,719,723 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 775,732,857 | $ | 10,180,711,057 | $ | 1,454,456,223 | $ | 728,540,970 | |||||||||||
Undistributed net investment income (loss) | 31,663,450 | 187,537,113 | 14,575,257 | 13,622,975 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (7,900,633 | ) | (113,595,138 | ) | 3,946,197 | (26,166,553 | ) | ||||||||||||
Net unrealized appreciation (depreciation) on investments | 15,156,356 | (3,711,629 | ) | (10,074,931 | ) | (31,277,669 | ) | ||||||||||||
Net assets | $ | 814,652,030 | $ | 10,250,941,403 | $ | 1,462,902,746 | $ | 684,719,723 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 805,014,376 | $ | 10,043,448,654 | $ | 1,630,653,783 | $ | 781,525,811 | |||||||||||
Investments in affiliated issuers, at cost | $ | 2,412,599 | — | $ | 412,229 | — | |||||||||||||
Foreign currency, at cost | �� | $ | 1,467,865 | — | — | $ | 3,287,346 | ||||||||||||
Proceeds received on sale commitments outstanding | — | — | — | $ | 126,081,172 | ||||||||||||||
Premiums received on written options | — | — | — | $ | 1,561,473 | ||||||||||||||
Net unamortized upfront payment on swaps | — | — | — | $ | 111,014 | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 2,366,143 | — | $ | 402,324 | — | |||||||||||||
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 | $ | 46,554,348 | $ | 218,649,272 | $ | 151,328,686 | $ | 46,398,200 | |||||||||||
Shares outstanding | 4,686,606 | 15,988,002 | 11,452,810 | 3,827,209 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 9.93 | $ | 13.68 | $ | 13.21 | $ | 12.12 | |||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 201,584,748 | $ | 527,615,825 | $ | 145,627,549 | $ | 101,944,532 | |||||||||||
Shares outstanding | 20,276,627 | 38,568,062 | 11,041,843 | 8,499,305 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 9.94 | $ | 13.68 | $ | 13.19 | $ | 11.99 | |||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 566,512,934 | $ | 9,504,676,306 | $ | 1,165,946,511 | $ | 536,376,991 | |||||||||||
Shares outstanding | 56,987,902 | 695,098,404 | 88,584,406 | 44,424,243 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 9.94 | $ | 13.67 | $ | 13.16 | $ | 12.07 |
Assets | | High Yield Trust | | Income Trust | | Investment Quality Bond Trust | | Money Market Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 278,676,127 | $ | 372,592,472 | $ | 330,516,664 | $ | 1,969,535,147 | |||||||||||
Investments in affiliated issuers, at value | 7,814,170 | 6,927,868 | 190,093 | — | |||||||||||||||
Repurchase agreements, at value | — | — | 64,200,000 | — | |||||||||||||||
Total investments, at value | 286,490,297 | 379,520,340 | 394,906,757 | 1,969,535,147 | |||||||||||||||
Cash | — | 20,407,851 | 287,531 | 23,695 | |||||||||||||||
Foreign currency, at value | 319,605 | — | 2,064 | — | |||||||||||||||
Cash held at broker for futures contracts | 191,021 | — | — | — | |||||||||||||||
Receivable for investments sold | 2,971,783 | 3,112,923 | 3,362,361 | — | |||||||||||||||
Receivable for delayed delivery securities sold | 212,100 | — | 1,498,906 | — | |||||||||||||||
Receivable for forward foreign currency exchange contracts | 53,311 | — | 100,256 | — | |||||||||||||||
Receivable for fund shares sold | 75,746 | — | 2,184,257 | — | |||||||||||||||
Dividends and interest receivable | 4,891,871 | 3,111,084 | 1,658,904 | 514,085 | |||||||||||||||
Receivable for securities lending income | 23,046 | 9,692 | 252 | — | |||||||||||||||
Swap contracts, at value | — | — | 473,975 | — | |||||||||||||||
Receivable for futures variation margin | 2,844 | — | 1,724 | — | |||||||||||||||
Receivable for exchange cleared swaps | 168,898 | — | — | — | |||||||||||||||
Receivable due from advisor | — | — | — | 9,604 | |||||||||||||||
Other assets | 561 | 837 | 646 | 3,923 | |||||||||||||||
Total assets | 295,401,083 | 406,162,727 | 404,477,633 | 1,970,086,454 | |||||||||||||||
Liabilities | |||||||||||||||||||
Due to custodian | 2,304,388 | — | — | — | |||||||||||||||
Payable for investments purchased | 1,104,538 | — | 2,579,839 | — | |||||||||||||||
Payable for delayed delivery securities purchased | 2,215,567 | — | 101,534,673 | — | |||||||||||||||
Payable for forward foreign currency exchange contracts | 55,544 | — | 171,399 | — | |||||||||||||||
Payable for fund shares repurchased | 330,040 | 369,963 | — | 7,670,252 | |||||||||||||||
Payable upon return of securities loaned | 7,815,751 | 6,929,838 | 190,095 | — | |||||||||||||||
Swap contracts, at value | — | — | 1,223,338 | — | |||||||||||||||
Payable for exchange cleared swaps | — | — | 63,634 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 8,261 | 11,783 | 8,799 | 57,788 | |||||||||||||||
Trustees’ fees | 256 | 374 | 265 | 1,961 | |||||||||||||||
Other liabilities and accrued expenses | 50,053 | 52,336 | 56,877 | 131,771 | |||||||||||||||
Total liabilities | 13,884,398 | 7,364,294 | 105,828,919 | 7,861,772 | |||||||||||||||
Net assets | $ | 281,516,685 | $ | 398,798,433 | $ | 298,648,714 | $ | 1,962,224,682 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 676,914,177 | $ | 415,110,230 | $ | 284,251,007 | $ | 1,962,219,838 | |||||||||||
Undistributed net investment income (loss) | 13,423,178 | 12,521,669 | 4,955,636 | — | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (384,771,611 | ) | (52,235,490 | ) | 13,167,406 | 4,844 | |||||||||||||
Net unrealized appreciation (depreciation) on investments | (24,049,059 | ) | 23,402,024 | (3,725,335 | ) | — | |||||||||||||
Net assets | $ | 281,516,685 | $ | 398,798,433 | $ | 298,648,714 | $ | 1,962,224,682 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 302,719,918 | $ | 349,186,993 | $ | 396,557,444 | $ | 1,969,535,147 | |||||||||||
Investments in affiliated issuers, at cost | $ | 7,814,151 | $ | 6,927,832 | $ | 190,095 | — | ||||||||||||
Foreign currency, at cost | $ | 331,878 | — | $ | 6,011 | — | |||||||||||||
Net unamortized upfront payment on swaps | — | — | $ | 465,731 | — | ||||||||||||||
Securities loaned, unaffiliated issuers, at value | $ | 7,710,819 | $ | 6,713,790 | $ | 184,996 | — | ||||||||||||
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 | $ | 97,854,433 | — | $ | 179,226,834 | $ | 1,680,969,086 | ||||||||||||
Shares outstanding | 16,783,361 | — | 15,471,153 | 1,680,980,512 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 5.83 | — | $ | 11.58 | $ | 1.00 | ||||||||||||
Series II | |||||||||||||||||||
Net assets | $ | 87,956,893 | — | $ | 99,203,907 | $ | 281,255,596 | ||||||||||||
Shares outstanding | 14,834,721 | — | 8,566,011 | 281,239,344 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 5.93 | — | $ | 11.58 | $ | 1.00 | ||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 95,705,359 | $ | 398,798,433 | $ | 20,217,973 | — | ||||||||||||
Shares outstanding | 16,611,625 | 33,703,900 | 1,750,441 | — | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 5.76 | $ | 11.83 | $ | 11.55 | — |
Assets | | Money Market Trust B | | New Income Trust | | Real Return Bond Trust | | Short Term Government Income Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 380,303,863 | $ | 1,653,289,905 | $ | 116,694,488 | $ | 378,128,524 | |||||||||||
Repurchase agreements, at value | — | 735,000 | 42,398,000 | — | |||||||||||||||
Total investments, at value | 380,303,863 | 1,654,024,905 | 159,092,488 | 378,128,524 | |||||||||||||||
Cash | 2,033 | 1,347,910 | 362,506 | 5,988,580 | |||||||||||||||
Foreign currency, at value | — | 514 | 202,867 | — | |||||||||||||||
Cash held at broker for futures contracts | — | — | 142,000 | — | |||||||||||||||
Receivable for investments sold | — | 13,695,156 | 2,349,476 | — | |||||||||||||||
Receivable for delayed delivery securities sold | — | 95,579,021 | 290,478 | — | |||||||||||||||
Receivable for forward foreign currency exchange contracts | — | 391,559 | 230,959 | — | |||||||||||||||
Receivable for fund shares sold | 998,729 | — | 1,081 | — | |||||||||||||||
Dividends and interest receivable | 111,746 | 9,648,350 | 619,390 | 2,022,892 | |||||||||||||||
Receivable for securities lending income | — | 82 | — | — | |||||||||||||||
Swap contracts, at value | — | — | 38,283 | — | |||||||||||||||
Receivable for futures variation margin | — | 12,688 | — | — | |||||||||||||||
Receivable for exchange cleared swaps | — | — | 886,402 | — | |||||||||||||||
Receivable due from advisor | 4,354 | — | 875 | — | |||||||||||||||
Other assets | 1,923 | 2,725 | 276,555 | 837 | |||||||||||||||
Total assets | 381,422,648 | 1,774,702,910 | 164,493,360 | 386,140,833 | |||||||||||||||
Liabilities | |||||||||||||||||||
Payable for collateral held by portfolio | — | — | 80,000 | — | |||||||||||||||
Payable for investments purchased | — | 2,168,675 | 478,274 | 6,220,297 | |||||||||||||||
Payable for delayed delivery securities purchased | — | 103,165,815 | — | — | |||||||||||||||
Payable for forward foreign currency exchange contracts | — | 395,642 | 498,906 | — | |||||||||||||||
Payable for sale-buybacks | — | — | 77,913,804 | — | |||||||||||||||
Payable for fund shares repurchased | — | 3,903,884 | 7,744 | 599,280 | |||||||||||||||
Written options, at value | — | — | 288,582 | — | |||||||||||||||
Payable for sale commitments outstanding, at value | — | 29,008,840 | — | — | |||||||||||||||
Swap contracts, at value | — | — | 580,908 | — | |||||||||||||||
Payable for futures variation margin | — | — | 92,825 | — | |||||||||||||||
Payable to affiliates | |||||||||||||||||||
Accounting and legal services fees | 11,172 | 48,160 | 2,421 | 11,062 | |||||||||||||||
Trustees’ fees | 344 | 1,765 | 70 | 289 | |||||||||||||||
Other liabilities and accrued expenses | 46,835 | 177,461 | 123,633 | 56,222 | |||||||||||||||
Total liabilities | 58,351 | 138,870,242 | 80,067,167 | 6,887,150 | |||||||||||||||
Net assets | $ | 381,364,297 | $ | 1,635,832,668 | $ | 84,426,193 | $ | 379,253,683 | |||||||||||
Net assets consist of | |||||||||||||||||||
Paid-in capital | $ | 381,362,523 | $ | 1,581,644,091 | $ | 126,511,711 | $ | 448,120,979 | |||||||||||
Undistributed net investment income (loss) | — | 36,267,133 | 4,673,657 | 3,095,730 | |||||||||||||||
Accumulated undistributed net realized gain (loss) on investments | 1,774 | 11,329,566 | (39,165,806 | ) | (73,867,978 | ) | |||||||||||||
Net unrealized appreciation (depreciation) on investments | — | 6,591,878 | (7,593,369 | ) | 1,904,952 | ||||||||||||||
Net assets | $ | 381,364,297 | $ | 1,635,832,668 | $ | 84,426,193 | $ | 379,253,683 | |||||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 380,303,863 | $ | 1,647,382,044 | $ | 165,278,234 | $ | 376,223,572 | |||||||||||
Foreign currency, at cost | — | $ | 515 | $ | 205,517 | — | |||||||||||||
Proceeds received on sale commitments outstanding | — | $ | 29,023,678 | — | — | ||||||||||||||
Premiums received on written options | — | — | $ | 325,959 | — | ||||||||||||||
Net unamortized upfront payment on swaps | — | — | ($20,747 | ) | — | ||||||||||||||
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 | — | — | $ | 6,054,692 | $ | 47,547,393 | |||||||||||||
Shares outstanding | — | — | 504,362 | 3,808,116 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | — | $ | 12.00 | $ | 12.49 | |||||||||||||
Series II | |||||||||||||||||||
Net assets | — | — | $ | 33,821,795 | $ | 34,854,250 | |||||||||||||
Shares outstanding | — | — | 2,860,526 | 2,792,342 | |||||||||||||||
Net asset value, offering price and redemption price per share | — | — | $ | 11.82 | $ | 12.48 | |||||||||||||
Series NAV | |||||||||||||||||||
Net assets | $ | 381,364,297 | $ | 1,635,832,668 | $ | 44,549,706 | $ | 296,852,040 | |||||||||||
Shares outstanding | 381,362,517 | 125,567,254 | 3,761,323 | 23,771,130 | |||||||||||||||
Net asset value, offering price and redemption price per share | $ | 1.00 | $ | 13.03 | $ | 11.84 | $ | 12.49 |
Assets | | Strategic Income Opportunities Trust | | Total Bond Market Trust B | | Ultra Short Term Bond Trust | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investments in unaffiliated issuers, at value | $ | 526,379,525 | $ | 519,044,730 | $ | 223,789,791 | |||||||||
Repurchase agreements, at value | 2,980,988 | — | 598,000 | ||||||||||||
Total investments, at value | 529,360,513 | 519,044,730 | 224,387,791 | ||||||||||||
Cash | 3,084,399 | — | 2,724,492 | ||||||||||||
Foreign currency, at value | 2,504,794 | — | — | ||||||||||||
Cash held at broker for futures contracts | 99 | — | — | ||||||||||||
Cash segregated at custodian for derivatives | 160,000 | — | — | ||||||||||||
Receivable for investments sold | 870,120 | 90,200 | — | ||||||||||||
Receivable for forward foreign currency exchange contracts | 8,569,567 | — | — | ||||||||||||
Receivable for fund shares sold | 244,237 | 1,715,400 | 11,395 | ||||||||||||
Dividends and interest receivable | 4,624,148 | 3,393,191 | 1,265,948 | ||||||||||||
Receivable for securities lending income | — | 3,594 | — | ||||||||||||
Receivable due from advisor | — | 6,440 | — | ||||||||||||
Other assets | 1,164 | 1,079 | 456 | ||||||||||||
Total assets | 549,419,041 | 524,254,634 | 228,390,082 | ||||||||||||
Liabilities | |||||||||||||||
Due to custodian | — | 90,200 | — | ||||||||||||
Payable for investments purchased | 3,692,111 | — | — | ||||||||||||
Payable for delayed delivery securities purchased | 1,463,097 | 31,269,484 | — | ||||||||||||
Payable for forward foreign currency exchange contracts | 2,276,005 | — | — | ||||||||||||
Payable for fund shares repurchased | 638,218 | — | 1,025,472 | ||||||||||||
Payable to affiliates | |||||||||||||||
Accounting and legal services fees | 15,251 | 14,117 | 6,480 | ||||||||||||
Trustees’ fees | 375 | 361 | 228 | ||||||||||||
Other liabilities and accrued expenses | 88,067 | 54,670 | 41,529 | ||||||||||||
Total liabilities | 8,173,124 | 31,428,832 | 1,073,709 | ||||||||||||
Net assets | $ | 541,245,917 | $ | 492,825,802 | $ | 227,316,373 | |||||||||
Net assets consist of | |||||||||||||||
Paid-in capital | $ | 595,029,267 | $ | 471,382,990 | $ | 237,059,799 | |||||||||
Undistributed net investment income (loss) | 13,585,980 | 9,392,502 | 795,596 | ||||||||||||
Accumulated undistributed net realized gain (loss) on investments | (70,763,850 | ) | (5,885,201 | ) | (10,538,727 | ) | |||||||||
Net unrealized appreciation (depreciation) on investments | 3,394,520 | 17,935,511 | (295 | ) | |||||||||||
Net assets | $ | 541,245,917 | $ | 492,825,802 | $ | 227,316,373 | |||||||||
Investments in unaffiliated issuers, including repurchase agreements, at cost | $ | 532,271,136 | $ | 501,109,219 | $ | 224,388,086 | |||||||||
Foreign currency, at cost | $ | 2,526,938 | — | — | |||||||||||
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 | $ | 431,120,245 | $ | 153,797,697 | $ | 9,835,329 | |||||||||
Shares outstanding | 32,050,508 | 14,880,789 | 833,035 | ||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.45 | $ | 10.34 | $ | 11.81 | |||||||||
Series II | |||||||||||||||
Net assets | $ | 54,124,698 | $ | 63,645,135 | $ | 204,469,344 | |||||||||
Shares outstanding | 4,017,808 | 6,155,648 | 17,336,559 | ||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.47 | $ | 10.34 | $ | 11.79 | |||||||||
Series NAV | |||||||||||||||
Net assets | $ | 56,000,974 | $ | 275,382,970 | $ | 13,011,700 | |||||||||
Shares outstanding | 4,174,040 | 26,646,990 | 1,101,438 | ||||||||||||
Net asset value, offering price and redemption price per share | $ | 13.42 | $ | 10.33 | $ | 11.81 |
Investment income | | Active Bond Trust | | Bond Trust | | Core Bond Trust | | Global Bond Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 19,617,319 | $ | 143,861,853 | $ | 12,571,671 | $ | 10,286,754 | |||||||||||
Dividends | 191,937 | 299,666 | — | 3,578 | |||||||||||||||
Securities lending | 23,447 | 259,164 | 16,660 | — | |||||||||||||||
Less foreign taxes withheld | — | (326 | ) | (299 | ) | — | |||||||||||||
Total investment income | 19,832,703 | 144,420,357 | 12,588,032 | 10,290,332 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 2,470,653 | 29,154,576 | 3,474,189 | 2,451,825 | |||||||||||||||
Series I distribution and service fees | 11,941 | 56,092 | 14,492 | 12,218 | |||||||||||||||
Series II distribution and service fees | 259,281 | 674,034 | 75,048 | 133,519 | |||||||||||||||
Accounting and legal services fees | 47,166 | 593,482 | 56,505 | 40,153 | |||||||||||||||
Professional fees | 32,142 | 86,645 | 36,504 | 40,994 | |||||||||||||||
Printing and postage | 9,341 | 98,392 | 37,852 | 8,554 | |||||||||||||||
Custodian fees | 59,592 | 716,619 | 4,532 | 107,132 | |||||||||||||||
Trustees’ fees | 5,621 | 69,312 | 7,032 | 4,898 | |||||||||||||||
Registration and filing fees | 4,496 | 4,749 | 3,470 | 4,404 | |||||||||||||||
Interest expense | — | — | — | 72,636 | |||||||||||||||
Other | 6,878 | 48,885 | 10,842 | 7,970 | |||||||||||||||
Total expenses before reductions | 2,907,111 | 31,502,786 | 3,720,466 | 2,884,303 | |||||||||||||||
Less expense reductions | (31,998 | ) | (402,006 | ) | (45,888 | ) | (27,138 | ) | |||||||||||
Net expenses | 2,875,113 | 31,100,780 | 3,674,578 | 2,857,165 | |||||||||||||||
Net investment income (loss) | 16,957,590 | 113,319,577 | 8,913,454 | 7,433,167 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 1,930,137 | 48,765,192 | 2,964,286 | 4,101,709 | |||||||||||||||
Investments in affiliated issuers | (1,026 | ) | 1,341 | (58 | ) | — | |||||||||||||
Futures contracts | — | — | — | 151,431 | |||||||||||||||
Written options | — | — | — | 1,852,569 | |||||||||||||||
Swap contracts | — | — | — | (12,769,683 | ) | ||||||||||||||
1,929,111 | 48,766,533 | 2,964,228 | (6,663,974 | ) | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (14,606,620 | ) | (151,588,503 | ) | (22,306,040 | ) | (29,470,450 | ) | |||||||||||
Investments in affiliated issuers | 505 | 1,107 | 22 | — | |||||||||||||||
Futures contracts | — | — | — | (1,299,450 | ) | ||||||||||||||
Written options | — | — | — | (1,107,268 | ) | ||||||||||||||
Swap contracts | — | — | — | 7,254,816 | |||||||||||||||
(14,606,115 | ) | (151,587,396 | ) | (22,306,018 | ) | (24,622,352 | ) | ||||||||||||
Net realized and unrealized gain (loss) | (12,677,004 | ) | (102,820,863 | ) | (19,341,790 | ) | (31,286,326 | ) | |||||||||||
Increase (decrease) in net assets from operations | $ | 4,280,586 | $ | 10,498,714 | ($10,428,336 | ) | ($23,853,159 | ) |
Investment income | | High Yield Trust | | Income Trust | | Investment Quality Bond Trust | | Money Market Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 10,215,031 | $ | 5,980,386 | $ | 4,395,488 | $ | 1,625,768 | |||||||||||
Dividends | 154,085 | 4,798,835 | 22,641 | — | |||||||||||||||
Securities lending | 117,476 | 84,271 | 2,689 | — | |||||||||||||||
Less foreign taxes withheld | — | (88,890 | ) | (920 | ) | — | |||||||||||||
Total investment income | 10,486,592 | 10,774,602 | 4,419,898 | 1,625,768 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 980,826 | 1,647,815 | 886,491 | 4,781,665 | |||||||||||||||
Series I distribution and service fees | 26,379 | — | 46,093 | 426,952 | |||||||||||||||
Series II distribution and service fees | 111,680 | — | 127,874 | 369,113 | |||||||||||||||
Accounting and legal services fees | 16,388 | 23,444 | 17,579 | 115,383 | |||||||||||||||
Professional fees | 31,749 | 29,046 | 35,158 | 31,234 | |||||||||||||||
Printing and postage | 3,995 | 2,708 | 3,738 | 28,299 | |||||||||||||||
Custodian fees | 20,620 | 24,842 | 22,603 | 114,996 | |||||||||||||||
Trustees’ fees | 1,970 | 2,848 | 2,120 | 14,263 | |||||||||||||||
Registration and filing fees | 4,606 | 3,157 | 4,541 | 6,232 | |||||||||||||||
Other | 4,559 | 5,021 | 4,065 | 14,875 | |||||||||||||||
Total expenses before reductions | 1,202,772 | 1,738,881 | 1,150,262 | 5,903,012 | |||||||||||||||
Less expense reductions | (11,253 | ) | (15,964 | ) | (11,882 | ) | (4,277,244 | ) | |||||||||||
Net expenses | 1,191,519 | 1,722,917 | 1,138,380 | 1,625,768 | |||||||||||||||
Net investment income (loss) | 9,295,073 | 9,051,685 | 3,281,518 | — | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | (279,221 | ) | (9,584,680 | ) | 1,365,791 | 2,589 | |||||||||||||
Investments in affiliated issuers | (609 | ) | (1,297 | ) | (94 | ) | — | ||||||||||||
Futures contracts | (484,616 | ) | — | 1,242,159 | — | ||||||||||||||
Swap contracts | 10,612 | — | (669,686 | ) | — | ||||||||||||||
(753,834 | ) | (9,585,977 | ) | 1,938,170 | 2,589 | ||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (2,067,671 | ) | (3,160,764 | ) | (6,227,065 | ) | — | ||||||||||||
Investments in affiliated issuers | 387 | 756 | 56 | — | |||||||||||||||
Futures contracts | 296,720 | — | (1,084,386 | ) | — | ||||||||||||||
Swap contracts | (26,317 | ) | — | 371,596 | — | ||||||||||||||
(1,796,881 | ) | (3,160,008 | ) | (6,939,799 | ) | — | |||||||||||||
Net realized and unrealized gain (loss) | (2,550,715 | ) | (12,745,985 | ) | (5,001,629 | ) | 2,589 | ||||||||||||
Increase (decrease) in net assets from operations | $ | 6,744,358 | ($3,694,300 | ) | ($1,720,111 | ) | $ | 2,589 |
Investment income | | Money Market Trust B | | New Income Trust | | Real Return Bond Trust | | Short Term Government Income Trust | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 307,944 | $ | 24,627,116 | $ | 576,663 | $ | 2,564,736 | |||||||||||
Securities lending | — | 82 | — | — | |||||||||||||||
Total investment income | 307,944 | 24,627,198 | 576,663 | 2,564,736 | |||||||||||||||
Expenses | |||||||||||||||||||
Investment management fees | 975,533 | 4,613,824 | 297,370 | 1,074,910 | |||||||||||||||
Series I distribution and service fees | — | — | 1,488 | 12,295 | |||||||||||||||
Series II distribution and service fees | — | — | 44,990 | 46,595 | |||||||||||||||
Accounting and legal services fees | 22,305 | 96,029 | 4,813 | 22,017 | |||||||||||||||
Professional fees | 18,567 | 42,293 | 35,404 | 33,950 | |||||||||||||||
Printing and postage | 9,584 | 13,631 | 2,693 | 3,558 | |||||||||||||||
Custodian fees | 22,420 | 125,806 | 7,714 | 22,127 | |||||||||||||||
Trustees’ fees | 2,681 | 11,919 | 572 | 2,576 | |||||||||||||||
Registration and filing fees | 7,834 | 3,310 | 3,549 | 4,002 | |||||||||||||||
Interest expense | — | — | 81,447 | — | |||||||||||||||
Other | 4,564 | 14,870 | 4,343 | 3,615 | |||||||||||||||
Total expenses before reductions | 1,063,488 | 4,921,682 | 484,383 | 1,225,645 | |||||||||||||||
Less expense reductions | (755,544 | ) | (141,958 | ) | (36,182 | ) | (14,927 | ) | |||||||||||
Net expenses | 307,944 | 4,779,724 | 448,201 | 1,210,718 | |||||||||||||||
Net investment income (loss) | — | 19,847,474 | 128,462 | 1,354,018 | |||||||||||||||
Realized and unrealized gain (loss) | |||||||||||||||||||
Net realized gain (loss) on | |||||||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 312 | 14,339,208 | 851,002 | 620,387 | |||||||||||||||
Investments in affiliated issuers | — | 28 | — | — | |||||||||||||||
Futures contracts | — | (196,267 | ) | (259,230 | ) | (210,113 | ) | ||||||||||||
Written options | — | — | 83,602 | — | |||||||||||||||
Swap contracts | — | 965 | (1,259,754 | ) | — | ||||||||||||||
312 | 14,143,934 | (584,380 | ) | 410,274 | |||||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | — | (34,814,730 | ) | (898,198 | ) | 1,209,565 | |||||||||||||
Futures contracts | — | (49,574 | ) | (38,364 | ) | (3,523 | ) | ||||||||||||
Written options | — | — | 6,672 | — | |||||||||||||||
Swap contracts | — | 5,803 | 1,374,917 | — | |||||||||||||||
— | (34,858,501 | ) | 445,027 | 1,206,042 | |||||||||||||||
Net realized and unrealized gain (loss) | 312 | (20,714,567 | ) | (139,353 | ) | 1,616,316 | |||||||||||||
Increase (decrease) in net assets from operations | $ | 312 | ($867,093 | ) | ($10,891 | ) | $ | 2,970,334 |
Investment income | | Strategic Income Opportunities Trust | | Total Bond Market Trust B | | Ultra Short Term Bond Trust | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Interest | $ | 9,514,774 | $ | 6,987,133 | $ | 816,534 | |||||||||
Dividends | 1,507,136 | — | — | ||||||||||||
Securities lending | — | 9,241 | — | ||||||||||||
Less foreign taxes withheld | (77,149 | ) | — | — | |||||||||||
Total investment income | 10,944,761 | 6,996,374 | 816,534 | ||||||||||||
Expenses | |||||||||||||||
Investment management fees | 1,701,005 | 1,157,202 | 617,972 | ||||||||||||
Series I distribution and service fees | 106,291 | 36,509 | 2,457 | ||||||||||||
Series II distribution and service fees | 69,516 | 83,013 | 251,562 | ||||||||||||
Accounting and legal services fees | 30,188 | 28,056 | 12,867 | ||||||||||||
Professional fees | 38,157 | 26,594 | 26,792 | ||||||||||||
Printing and postage | 6,022 | 5,779 | 2,684 | ||||||||||||
Custodian fees | 56,030 | 28,282 | 12,880 | ||||||||||||
Trustees’ fees | 3,508 | 3,279 | 1,632 | ||||||||||||
Registration and filing fees | 3,783 | 6,648 | 5,168 | ||||||||||||
Other | 11,767 | 5,851 | 3,354 | ||||||||||||
Total expenses before reductions | 2,026,267 | 1,381,213 | 937,368 | ||||||||||||
Less expense reductions | (20,710 | ) | (645,059 | ) | (8,705 | ) | |||||||||
Net expenses | 2,005,557 | 736,154 | 928,663 | ||||||||||||
Net investment income (loss) | 8,939,204 | 6,260,220 | (112,129 | ) | |||||||||||
Realized and unrealized gain (loss) | |||||||||||||||
Net realized gain (loss) on | |||||||||||||||
Investments in unaffiliated issuers and foreign currency transactions | 1,965,811 | 1,220,369 | (94,257 | ) | |||||||||||
Investments in affiliated issuers | — | (535 | ) | — | |||||||||||
Futures contracts | 930,042 | — | — | ||||||||||||
Written options | 40,200 | — | — | ||||||||||||
2,936,053 | 1,219,834 | (94,257 | ) | ||||||||||||
Change in net unrealized appreciation (depreciation) of | |||||||||||||||
Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies | (3,753,165 | ) | (9,041,958 | ) | 239,827 | ||||||||||
(3,753,165 | ) | (9,041,958 | ) | 239,827 | |||||||||||
Net realized and unrealized gain (loss) | (817,112 | ) | (7,822,124 | ) | 145,570 | ||||||||||
Increase (decrease) in net assets from operations | $ | 8,122,092 | ($1,561,904 | ) | $ | 33,441 |
Active Bond Trust | Bond Trust | Core Bond Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 16,957,590 | $ | 26,451,053 | $ | 113,319,577 | $ | 209,962,486 | $ | 8,913,454 | $ | 20,966,513 | |||||||||||||||
Net realized gain (loss) | 1,929,111 | 12,370,881 | 48,766,533 | 84,057,539 | 2,964,228 | 33,294,296 | |||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (14,606,115 | ) | 17,775,425 | (151,587,396 | ) | 187,825,444 | (22,306,018 | ) | 29,309,560 | ||||||||||||||||||
Increase (decrease) in net assets resulting from operations | 4,280,586 | 56,597,359 | 10,498,714 | 481,845,469 | (10,428,336 | ) | 83,570,369 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (1,827,162 | ) | — | (6,099,488 | ) | — | (43,892 | ) | ||||||||||||||||||
Series II | — | (7,706,723 | ) | — | (13,895,529 | ) | — | (229,025 | ) | ||||||||||||||||||
Series NAV | — | (21,499,827 | ) | — | (261,655,129 | ) | — | (29,415,429 | ) | ||||||||||||||||||
Total distributions | — | (31,033,712 | ) | — | (281,650,146 | ) | — | (29,688,346 | ) | ||||||||||||||||||
From portfolio share transactions | |||||||||||||||||||||||||||
Portfolio share transactions | (26,476,748 | ) | (44,732,640 | ) | (399,268,155 | ) | 2,016,423,412 | (66,993,836 | ) | (727,040,907 | ) | ||||||||||||||||
Issued in reorganization | — | — | — | 179,420,335 | 513,006,633 | — | |||||||||||||||||||||
Total from portfolio share transactions | (26,476,748 | ) | (44,732,640 | ) | (399,268,155 | ) | 2,195,843,747 | 446,012,797 | (727,040,907 | ) | |||||||||||||||||
Total increase (decrease) | (22,196,162 | ) | (19,168,993 | ) | (388,769,441 | ) | 2,396,039,070 | 435,584,461 | (673,158,884 | ) | |||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 836,848,192 | 856,017,185 | 10,639,710,844 | 8,243,671,774 | 1,027,318,285 | 1,700,477,169 | |||||||||||||||||||||
End of period | $ | 814,652,030 | $ | 836,848,192 | $ | 10,250,941,403 | $ | 10,639,710,844 | $ | 1,462,902,746 | $ | 1,027,318,285 | |||||||||||||||
Undistributed net investment income (loss) | $ | 31,663,450 | $ | 14,705,860 | $ | 187,537,113 | $ | 74,217,536 | $ | 14,575,257 | $ | 5,661,803 | |||||||||||||||
Global Bond Trust | High Yield Trust | Income Trust | |||||||||||||||||||||||||
Increase (decrease) in net assets | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 7,433,167 | $ | 19,898,347 | $ | 9,295,073 | $ | 19,994,841 | $ | 9,051,685 | $ | 18,911,658 | |||||||||||||||
Net realized gain (loss) | (6,663,974 | ) | 4,928,292 | (753,834 | ) | 747,873 | (9,585,977 | ) | 19,983,231 | ||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (24,622,352 | ) | (1,979,169 | ) | (1,796,881 | ) | (18,563,807 | ) | (3,160,008 | ) | (17,082,061 | ) | |||||||||||||||
Increase (decrease) in net assets resulting from operations | (23,853,159 | ) | 22,847,470 | 6,744,358 | 2,178,907 | (3,694,300 | ) | 21,812,828 | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (505,797 | ) | — | (7,342,221 | ) | — | — | |||||||||||||||||||
Series II | — | (923,213 | ) | — | (5,978,244 | ) | — | — | |||||||||||||||||||
Series NAV | — | (5,630,997 | ) | — | (6,732,897 | ) | — | (18,895,462 | ) | ||||||||||||||||||
Total distributions | — | (7,060,007 | ) | — | (20,053,362 | ) | — | (18,895,462 | ) | ||||||||||||||||||
Total from portfolio share transactions | (12,803,553 | ) | (174,738,282 | ) | (10,535,372 | ) | (31,516,230 | ) | (17,314,556 | ) | (45,584,522 | ) | |||||||||||||||
Total increase (decrease) | (36,656,712 | ) | (158,950,819 | ) | (3,791,014 | ) | (49,390,685 | ) | (21,008,856 | ) | (42,667,156 | ) | |||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 721,376,435 | 880,327,254 | 285,307,699 | 334,698,384 | 419,807,289 | 462,474,445 | |||||||||||||||||||||
End of period | $ | 684,719,723 | $ | 721,376,435 | $ | 281,516,685 | $ | 285,307,699 | $ | 398,798,433 | $ | 419,807,289 | |||||||||||||||
Undistributed net investment income (loss) | $ | 13,622,975 | $ | 6,254,812 | $ | 13,423,178 | $ | 4,128,105 | $ | 12,521,669 | $ | 3,469,984 |
Investment Quality Bond Trust | Money Market Trust | Money Market Trust B | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 3,281,518 | $ | 8,327,277 | — | — | — | — | |||||||||||||||||||
Net realized gain (loss) | 1,938,170 | 13,055,136 | $ | 2,589 | $ | 2,322 | $ | 312 | $ | 1,503 | |||||||||||||||||
Change in net unrealized appreciation (depreciation) | (6,939,799 | ) | (3,802,594 | ) | — | — | — | — | |||||||||||||||||||
Increase (decrease) in net assets resulting from operations | (1,720,111 | ) | 17,579,819 | 2,589 | 2,322 | 312 | 1,503 | ||||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (5,764,105 | ) | — | — | — | — | ||||||||||||||||||||
Series II | — | (3,025,964 | ) | — | — | — | — | ||||||||||||||||||||
Series NAV | — | (570,778 | ) | — | — | — | — | ||||||||||||||||||||
From net realized gain | |||||||||||||||||||||||||||
Series I | — | (449,842 | ) | — | (50,336 | ) | — | — | |||||||||||||||||||
Series II | — | (250,755 | ) | — | (9,384 | ) | — | — | |||||||||||||||||||
Series NAV | — | (42,132 | ) | — | — | — | (6,434 | ) | |||||||||||||||||||
Total distributions | — | (10,103,576 | ) | — | (59,720 | ) | — | (6,434 | ) | ||||||||||||||||||
Total from portfolio share transactions | (15,105,992 | ) | (31,104,239 | ) | (146,966,433 | ) | (437,459,280 | ) | (15,862,836 | ) | (83,720,230 | ) | |||||||||||||||
Total increase (decrease) | (16,826,103 | ) | (23,627,996 | ) | (146,963,844 | ) | (437,516,678 | ) | (15,862,524 | ) | (83,725,161 | ) | |||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 315,474,817 | 339,102,813 | 2,109,188,526 | 2,546,705,204 | 397,226,821 | 480,951,982 | |||||||||||||||||||||
End of period | $ | 298,648,714 | $ | 315,474,817 | $ | 1,962,224,682 | $ | 2,109,188,526 | $ | 381,364,297 | $ | 397,226,821 | |||||||||||||||
Undistributed net investment income (loss) | $ | 4,955,636 | $ | 1,674,118 | — | — | — | — | |||||||||||||||||||
New Income Trust | Real Return Bond Trust | Short Term Government Income Trust | |||||||||||||||||||||||||
Increase (decrease) in net assets | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 19,847,474 | $ | 54,486,996 | $ | 128,462 | $ | 2,527,480 | $ | 1,354,018 | $ | 2,613,503 | |||||||||||||||
Net realized gain (loss) | 14,143,934 | 22,820,122 | (584,380 | ) | 1,077,424 | 410,274 | 228,190 | ||||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (34,858,501 | ) | 60,718,470 | 445,027 | 750,151 | 1,206,042 | 1,881,569 | ||||||||||||||||||||
Increase (decrease) in net assets resulting from operations | (867,093 | ) | 138,025,588 | (10,891 | ) | 4,355,055 | 2,970,334 | 4,723,262 | |||||||||||||||||||
Distributions to shareholders | |||||||||||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | — | — | (188,736 | ) | — | (1,113,596 | ) | |||||||||||||||||||
Series II | — | — | — | (1,141,317 | ) | — | (752,865 | ) | |||||||||||||||||||
Series NAV | — | (78,654,920 | ) | — | (1,249,341 | ) | — | (5,752,774 | ) | ||||||||||||||||||
Total distributions | — | (78,654,920 | ) | — | (2,579,394 | ) | — | (7,619,235 | ) | ||||||||||||||||||
Total from portfolio share transactions | (97,019,860 | ) | (1,109,060,348 | ) | 1,296,774 | (12,079,189 | ) | (15,808,718 | ) | (26,835,043 | ) | ||||||||||||||||
Total increase (decrease) | (97,886,953 | ) | (1,049,689,680 | ) | 1,285,883 | (10,303,528 | ) | (12,838,384 | ) | (29,731,016 | ) | ||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 1,733,719,621 | 2,783,409,301 | 83,140,310 | 93,443,838 | 392,092,067 | 421,823,083 | |||||||||||||||||||||
End of period | $ | 1,635,832,668 | $ | 1,733,719,621 | $ | 84,426,193 | $ | 83,140,310 | $ | 379,253,683 | $ | 392,092,067 | |||||||||||||||
Undistributed net investment income (loss) | $ | 36,267,133 | $ | 16,419,659 | $ | 4,673,657 | $ | 4,545,195 | $ | 3,095,730 | $ | 1,741,712 |
Strategic Income Opportunities Trust | Total Bond Market Trust B | Ultra Short Term Bond Trust | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Increase (decrease) in net assets | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | | Six months ended 6-30-15 (unaudited) | | Year ended 12-31-14 | |||||||||||||||
From operations | |||||||||||||||||||||||||||
Net investment income (loss) | $ | 8,939,204 | $ | 21,060,617 | $ | 6,260,220 | $ | 13,227,529 | ($112,129 | ) | ($304,421 | ) | |||||||||||||||
Net realized gain (loss) | 2,936,053 | 8,362,962 | 1,219,834 | 5,303,266 | (94,257 | ) | (83,535 | ) | |||||||||||||||||||
Change in net unrealized appreciation (depreciation) | (3,753,165 | ) | (3,826,201 | ) | (9,041,958 | ) | 9,516,481 | 239,827 | (216,286 | ) | |||||||||||||||||
Increase (decrease) in net assets resulting from operations | 8,122,092 | 25,597,378 | (1,561,904 | ) | 28,047,276 | 33,441 | (604,242 | ) | |||||||||||||||||||
Distributions to shareholders | 8,122,092 | 25,597,378 | (1,561,904 | ) | 28,047,276 | 33,441 | (604,242 | ) | |||||||||||||||||||
From net investment income | |||||||||||||||||||||||||||
Series I | — | (18,140,079 | ) | — | (4,107,616 | ) | — | (149,212 | ) | ||||||||||||||||||
Series II | — | (2,452,233 | ) | — | (2,134,399 | ) | — | (2,925,962 | ) | ||||||||||||||||||
Series NAV | — | (2,243,175 | ) | — | (9,255,361 | ) | — | (194,821 | ) | ||||||||||||||||||
Total distributions | — | (22,835,487 | ) | — | (15,497,376 | ) | — | (3,269,995 | ) | ||||||||||||||||||
Total from portfolio share transactions | 8,017,029 | 25,979,788 | 6,980,985 | 3,105,510 | (9,565,642 | ) | 19,863,375 | ||||||||||||||||||||
Total increase (decrease) | 16,139,121 | 28,741,679 | 5,419,081 | 15,655,410 | (9,532,201 | ) | 15,989,138 | ||||||||||||||||||||
Net assets | |||||||||||||||||||||||||||
Beginning of period | 525,106,796 | 496,365,117 | 487,406,721 | 471,751,311 | 236,848,574 | 220,859,436 | |||||||||||||||||||||
End of period | $ | 541,245,917 | $ | 525,106,796 | $ | 492,825,802 | $ | 487,406,721 | $ | 227,316,373 | $ | 236,848,574 | |||||||||||||||
Undistributed net investment income (loss) | $ | 13,585,980 | $ | 4,646,776 | $ | 9,392,502 | $ | 3,132,282 | $ | 795,596 | $ | 907,725 |
Real Return Bond Trust For the period ended June 30, 2015 | ||||||
---|---|---|---|---|---|---|
Cash flows from operating activities | ||||||
Net decrease in net assets from operations | ($10,891 | ) | ||||
Adjustments to reconcile net decrease in net assets from operations to net cash used in operating activities: | ||||||
Long-term investments purchased | (29,721,669 | ) | ||||
Long-term investments sold | 25,955,934 | |||||
Increase in short-term investments | (30,459,525 | ) | ||||
Net amortization of premium (discount) | (8,940 | ) | ||||
Increase in foreign currency | (20,142 | ) | ||||
Increase in cash held at broker for futures contracts | (142,000 | ) | ||||
Decrease in receivable for investments sold | 25,190,700 | |||||
Increase in receivable for delayed delivery securities sold | (290,478 | ) | ||||
Decrease in unrealized appreciation/depreciation for forward foreign currency exchange contracts | 731,963 | |||||
Decrease in dividends and interest receivable | 115,551 | |||||
Increase in unrealized appreciation/depreciation of swap contracts | (355,966 | ) | ||||
Decrease in other assets | 9,695 | |||||
Increase in receivable for exchange cleared swaps | (527,351 | ) | ||||
Decrease in payable for collateral held by portfolio | (217,000 | ) | ||||
Increase in payable for investments purchased | 478,274 | |||||
Increase in payable for written options | 73,020 | |||||
Increase in payable for futures variation margin | 41,570 | |||||
Increase in payable to affiliates | 1,603 | |||||
Increase in other liabilities and accrued expenses | 46,817 | |||||
Net change in unrealized (appreciation) depreciation on investments | (514,356 | ) | ||||
Net realized loss on investments | 1,254,204 | |||||
Net cash used in operating activities | ($8,368,987 | ) | ||||
Cash flows from financing activities | ||||||
Borrowings under sale-buybacks | $ | 407,460,835 | ||||
Repayments of sale-buybacks | (407,162,441 | ) | ||||
Increase in payable for sale-buybacks | 6,934,258 | |||||
Portfolio shares sold | 9,250,530 | |||||
Portfolio shares repurchased | (7,953,756 | ) | ||||
Increase in receivable for portfolio shares sold | (137 | ) | ||||
Decrease in payable for portfolio shares repurchased | (120,101 | ) | ||||
Net cash provided by financing activities | $ | 8,409,188 | ||||
Net increase in cash | $ | 40,201 | ||||
Cash at beginning of period | $ | 322,305 | ||||
Cash at end of period | $ | 362,506 | ||||
Supplemental disclosure of cash flow information: | ||||||
Cash paid for interest | $ | 81,447 |
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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Active Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 9.88 | 0.20 | (0.15 | ) | 0.05 | — | — | — | — | 9.93 | 0.51 | 4 | 0.69 | 5 | 0.68 | 5 | 4.12 | 5 | 47 | 31 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 9.60 | 0.31 | 0.34 | 0.65 | (0.37 | ) | — | — | (0.37 | ) | 9.88 | 6.81 | 0.69 | 0.68 | 3.13 | 49 | 62 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.16 | 0.36 | (0.33 | ) | 0.03 | (0.59 | ) | — | — | (0.59 | ) | 9.60 | 0.24 | 0.69 | 0.68 | 3.52 | 51 | 82 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.72 | 0.40 | 0.54 | 0.94 | (0.43 | ) | (0.07 | ) | — | (0.50 | ) | 10.16 | 9.71 | 0.69 | 0.68 | 3.97 | 60 | 86 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.71 | 0.48 | 0.08 | 0.56 | (0.55 | ) | — | — | (0.55 | ) | 9.72 | 5.81 | 0.68 | 0.68 | 4.73 | 67 | 101 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.20 | 0.56 | 0.70 | 1.26 | (0.75 | ) | — | — | (0.75 | ) | 9.71 | 13.85 | 0.69 | 0.69 | 5.68 | 77 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 9.90 | 0.20 | (0.16 | ) | 0.04 | — | — | — | — | 9.94 | 0.40 | 4 | 0.89 | 5 | 0.88 | 5 | 3.92 | 5 | 202 | 31 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 9.62 | 0.29 | 0.34 | 0.63 | (0.35 | ) | — | — | (0.35 | ) | 9.90 | 6.59 | 0.89 | 0.88 | 2.94 | 215 | 62 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.18 | 0.34 | (0.33 | ) | 0.01 | (0.57 | ) | — | — | (0.57 | ) | 9.62 | 0.05 | 0.89 | 0.88 | 3.31 | 253 | 82 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.74 | 0.38 | 0.54 | 0.92 | (0.41 | ) | (0.07 | ) | — | (0.48 | ) | 10.18 | 9.48 | 0.89 | 0.88 | 3.78 | 279 | 86 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.72 | 0.46 | 0.09 | 0.55 | (0.53 | ) | — | — | (0.53 | ) | 9.74 | 5.70 | 0.88 | 0.88 | 4.54 | 298 | 101 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.20 | 0.54 | 0.71 | 1.25 | (0.73 | ) | — | — | (0.73 | ) | 9.72 | 13.71 | 0.89 | 0.89 | 5.49 | 363 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 9.89 | 0.21 | (0.16 | ) | 0.05 | — | — | — | — | 9.94 | 0.51 | 4 | 0.64 | 5 | 0.63 | 5 | 4.17 | 5 | 567 | 31 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 9.60 | 0.32 | 0.35 | 0.67 | (0.38 | ) | — | — | (0.38 | ) | 9.89 | 6.97 | 0.64 | 0.63 | 3.17 | 573 | 62 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.17 | 0.36 | (0.34 | ) | 0.02 | (0.59 | ) | — | — | (0.59 | ) | 9.60 | 0.19 | 0.64 | 0.63 | 3.54 | 552 | 82 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 9.73 | 0.41 | 0.53 | 0.94 | (0.43 | ) | (0.07 | ) | — | (0.50 | ) | 10.17 | 9.76 | 0.64 | 0.63 | 4.02 | 920 | 86 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 9.71 | 0.48 | 0.10 | 0.58 | (0.56 | ) | — | — | (0.56 | ) | 9.73 | 5.97 | 0.63 | 0.63 | 4.76 | 889 | 101 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.20 | 0.57 | 0.70 | 1.27 | (0.76 | ) | — | — | (0.76 | ) | 9.71 | 13.91 | 0.64 | 0.64 | 5.75 | 903 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.67 | 0.15 | (0.14 | ) | 0.01 | — | — | — | — | 13.68 | 0.07 | 4 | 0.64 | 5 | 0.64 | 5 | 2.15 | 5 | 219 | 37 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.30 | 0.31 | 0.42 | 0.73 | (0.36 | ) | — | — | (0.36 | ) | 13.67 | 5.53 | 0.64 | 0.64 | 2.23 | 228 | 104 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.99 | 0.27 | (0.46 | ) | (0.19 | ) | (0.40 | ) | (0.10 | ) | — | (0.50 | ) | 13.30 | (1.36 | ) | 0.65 | 0.64 | 1.97 | 249 | 104 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.62 | 0.31 | 0.55 | 0.86 | (0.39 | ) | (0.10 | ) | — | (0.49 | ) | 13.99 | 6.34 | 0.65 | 0.64 | 2.23 | 244 | 114 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20117 | 13.87 | 0.02 | 0.08 | 0.10 | (0.35 | ) | — | — | (0.35 | ) | 13.62 | 0.75 | 4 | 0.66 | 5 | 0.65 | 5 | 0.75 | 5 | 230 | 108 | 6,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.69 | 0.13 | (0.14 | ) | (0.01 | ) | — | — | — | — | 13.68 | (0.07 | )4 | 0.84 | 5 | 0.84 | 5 | 1.95 | 5 | 528 | 37 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.31 | 0.28 | 0.44 | 0.72 | (0.34 | ) | — | — | (0.34 | ) | 13.69 | 5.40 | 0.84 | 0.84 | 2.03 | 558 | 104 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 14.01 | 0.24 | (0.46 | ) | (0.22 | ) | (0.38 | ) | (0.10 | ) | — | (0.48 | ) | 13.31 | (1.63 | ) | 0.85 | 0.84 | 1.77 | 629 | 104 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.64 | 0.29 | 0.54 | 0.83 | (0.36 | ) | (0.10 | ) | — | (0.46 | ) | 14.01 | 6.12 | 0.85 | 0.84 | 2.03 | 634 | 114 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20117 | 13.87 | 0.01 | 0.09 | 0.10 | (0.33 | ) | — | — | (0.33 | ) | 13.64 | 0.73 | 4 | 0.86 | 5 | 0.85 | 5 | 0.55 | 5 | 642 | 108 | 6,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.66 | 0.15 | (0.14 | ) | 0.01 | — | — | — | — | 13.67 | 0.07 | 4 | 0.59 | 5 | 0.59 | 5 | 2.20 | 5 | 9,505 | 37 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.29 | 0.31 | 0.43 | 0.74 | (0.37 | ) | — | — | (0.37 | ) | 13.66 | 5.59 | 0.59 | 0.59 | 2.25 | 9,854 | 104 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.98 | 0.28 | (0.46 | ) | (0.18 | ) | (0.41 | ) | (0.10 | ) | — | (0.51 | ) | 13.29 | (1.32 | ) | 0.60 | 0.59 | 2.03 | 7,366 | 104 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.62 | 0.32 | 0.54 | 0.86 | (0.40 | ) | (0.10 | ) | — | (0.50 | ) | 13.98 | 6.31 | 0.60 | 0.59 | 2.26 | 7,070 | 114 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.48 | 0.41 | 0.34 | 0.75 | (0.46 | ) | (0.15 | ) | — | (0.61 | ) | 13.62 | 5.58 | 0.61 | 0.60 | 2.96 | 5,101 | 108 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.88 | 0.40 | 0.46 | 0.86 | (0.26 | ) | — | 9 | — | (0.26 | ) | 13.48 | 6.65 | 0.62 | 0.62 | 2.99 | 5,369 | 99 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. The inception date for Series I and Series II shares is 10-31-11. 8. Portfolio turnover is shown for the period from 1-1-11 to 12-31-11. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Core Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.22 | 0.09 | (0.10 | ) | (0.01 | ) | — | — | — | — | 13.21 | (0.08 | )4 | 0.66 | 5 | 0.66 | 5 | 1.47 | 5 | 151 | 201 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.85 | 0.21 | 0.55 | 0.76 | (0.39 | ) | — | — | (0.39 | ) | 13.22 | 5.93 | 0.67 | 0.67 | 1.59 | 1 | 356 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.96 | 0.21 | (0.50 | ) | (0.29 | ) | (0.29 | ) | (0.53 | ) | — | (0.82 | ) | 12.85 | (2.16 | ) | 0.67 | 0.66 | 1.54 | 1 | 326 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.83 | 0.25 | 0.64 | 0.89 | (0.39 | ) | (0.37 | ) | — | (0.76 | ) | 13.96 | 6.47 | 0.67 | 0.67 | 1.79 | 2 | 367 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.68 | 0.35 | 0.77 | 1.12 | (0.44 | ) | (0.53 | ) | — | (0.97 | ) | 13.83 | 8.32 | 0.67 | 0.67 | 2.51 | 2 | 436 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.24 | 0.37 | 0.56 | 0.93 | (0.37 | ) | (0.12 | ) | — | (0.49 | ) | 13.68 | 7.08 | 0.68 | 0.68 | 2.71 | 1 | 562 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.21 | 0.08 | (0.10 | ) | (0.02 | ) | — | — | — | — | 13.19 | (0.15 | )4 | 0.86 | 5 | 0.86 | 5 | 1.27 | 5 | 146 | 201 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.84 | 0.18 | 0.55 | 0.73 | (0.36 | ) | — | — | (0.36 | ) | 13.21 | 5.73 | 0.87 | 0.87 | 1.40 | 8 | 356 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.95 | 0.18 | (0.50 | ) | (0.32 | ) | (0.26 | ) | (0.53 | ) | — | (0.79 | ) | 12.84 | (2.35 | ) | 0.87 | 0.86 | 1.34 | 9 | 326 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.82 | 0.23 | 0.63 | 0.86 | (0.36 | ) | (0.37 | ) | — | (0.73 | ) | 13.95 | 6.27 | 0.87 | 0.87 | 1.60 | 12 | 367 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.68 | 0.33 | 0.75 | 1.08 | (0.41 | ) | (0.53 | ) | — | (0.94 | ) | 13.82 | 8.04 | 0.87 | 0.87 | 2.33 | 14 | 436 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.23 | 0.34 | 0.57 | 0.91 | (0.34 | ) | (0.12 | ) | — | (0.46 | ) | 13.68 | 6.92 | 0.88 | 0.88 | 2.47 | 14 | 562 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.17 | 0.10 | (0.11 | ) | (0.01 | ) | — | — | — | — | 13.16 | (0.08 | )4 | 0.61 | 5 | 0.61 | 5 | 1.52 | 5 | 1,166 | 201 | 6 | |||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.80 | 0.22 | 0.55 | 0.77 | (0.40 | ) | — | — | (0.40 | ) | 13.17 | 6.01 | 0.62 | 0.62 | 1.65 | 1,018 | 356 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.91 | 0.22 | (0.51 | ) | (0.29 | ) | (0.29 | ) | (0.53 | ) | — | (0.82 | ) | 12.80 | (2.11 | ) | 0.62 | 0.61 | 1.60 | 1,690 | 326 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.78 | 0.26 | 0.63 | 0.89 | (0.39 | ) | (0.37 | ) | — | (0.76 | ) | 13.91 | 6.54 | 0.62 | 0.62 | 1.84 | 1,734 | 367 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.64 | 0.36 | 0.76 | 1.12 | (0.45 | ) | (0.53 | ) | — | (0.98 | ) | 13.78 | 8.32 | 0.62 | 0.62 | 2.59 | 1,676 | 436 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.20 | 0.37 | 0.57 | 0.94 | (0.38 | ) | (0.12 | ) | — | (0.50 | ) | 13.64 | 7.17 | 0.63 | 0.63 | 2.68 | 1,808 | 562 | |||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Global Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.54 | 0.13 | (0.55 | ) | (0.42 | ) | — | — | — | — | 12.12 | (3.43 | )4 | 0.83 | 5 | 0.82 | 5 | 2.11 | 5 | 46 | 54 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.39 | 0.31 | (0.04 | ) | 0.27 | (0.12 | ) | — | — | (0.12 | ) | 12.54 | 2.28 | 0.83 | 0.83 | 2.43 | 52 | 69 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.16 | 0.27 | (0.98 | ) | (0.71 | ) | (0.06 | ) | — | — | (0.06 | ) | 12.39 | (5.42 | ) | 0.85 | 0.85 | 2.11 | 60 | 123 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 13.23 | 0.36 | 0.55 | 0.91 | (0.98 | ) | — | — | (0.98 | ) | 13.16 | 7.03 | 0.86 | 0.86 | 2.71 | 75 | 131 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.92 | 0.35 | 0.82 | 1.17 | (0.86 | ) | — | — | (0.86 | ) | 13.23 | 9.08 | 0.82 | 0.81 | 2.60 | 82 | 103 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.14 | 0.32 | 0.92 | 1.24 | (0.46 | ) | — | — | (0.46 | ) | 12.92 | 10.30 | 0.83 | 0.83 | 2.50 | 91 | 394 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.42 | 0.12 | (0.55 | ) | (0.43 | ) | — | — | — | — | �� | 11.99 | (3.54 | )4 | 1.03 | 5 | 1.02 | 5 | 1.90 | 5 | 102 | 54 | |||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.27 | 0.28 | (0.03 | ) | 0.25 | (0.10 | ) | — | — | (0.10 | ) | 12.42 | 2.13 | 1.03 | 1.03 | 2.23 | 113 | 69 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.04 | 0.24 | (0.98 | ) | (0.74 | ) | (0.03 | ) | — | — | (0.03 | ) | 12.27 | (5.67 | ) | 1.05 | 1.05 | 1.91 | 137 | 123 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 13.14 | 0.33 | 0.55 | 0.88 | (0.98 | ) | — | — | (0.98 | ) | 13.04 | 6.81 | 1.06 | 1.06 | 2.51 | 164 | 131 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.84 | 0.32 | 0.82 | 1.14 | (0.84 | ) | — | — | (0.84 | ) | 13.14 | 8.85 | 1.02 | 1.01 | 2.40 | 175 | 103 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.06 | 0.29 | 0.92 | 1.21 | (0.43 | ) | — | — | (0.43 | ) | 12.84 | 10.12 | 1.03 | 1.03 | 2.30 | 195 | 394 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.49 | 0.13 | (0.55 | ) | (0.42 | ) | — | — | — | — | 12.07 | (3.44 | )4 | 0.78 | 5 | 0.77 | 5 | 2.17 | 5 | 536 | 54 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.33 | 0.32 | (0.03 | ) | 0.29 | (0.13 | ) | — | — | (0.13 | ) | 12.49 | 2.42 | 0.78 | 0.78 | 2.48 | 557 | 69 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.12 | 0.27 | (1.00 | ) | (0.73 | ) | (0.06 | ) | — | — | (0.06 | ) | 12.33 | (5.54 | ) | 0.80 | 0.80 | 2.17 | 683 | 123 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 13.18 | 0.37 | 0.55 | 0.92 | (0.98 | ) | — | — | (0.98 | ) | 13.12 | 7.15 | 0.81 | 0.81 | 2.76 | 724 | 131 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.88 | 0.35 | 0.82 | 1.17 | (0.87 | ) | — | — | (0.87 | ) | 13.18 | 9.08 | 0.77 | 0.76 | 2.65 | 703 | 103 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.10 | 0.32 | 0.93 | 1.25 | (0.47 | ) | — | — | (0.47 | ) | 12.88 | 10.40 | 0.78 | 0.78 | 2.55 | 749 | 394 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. In accordance with Accounting Standards Update 2011-03, Reconsideration of Effective Control for Repurchase Agreements, the portfolio now recognizes sale-buybacks as secured borrowings and not as purchases and sales of securities. Accordingly, the portfolio has excluded these transactions from its portfolio turnover calculation. Had these transactions been included, the portfolio turnover rate would have been 202%. The portfolio also recorded additional income and expenses which were offset by corresponding adjustments to realized and unrealized gain/loss. These adjustments had no overall impact to the per share net asset value but did increase the net investment income per share by $0.02, the ratio of net investment income to average net assets by 0.14% and the ratio of expenses to average net assets by 0.02%. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
High Yield Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 5.70 | 0.19 | (0.06 | ) | 0.13 | — | — | — | — | 5.83 | 2.28 | 4 | 0.78 | 5 | 0.78 | 5 | 6.42 | 5 | 98 | 45 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 6.09 | 0.39 | (0.36 | ) | 0.03 | (0.42 | ) | — | — | (0.42 | ) | 5.70 | 0.28 | 0.78 | 0.77 | 6.33 | 105 | 72 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 6.01 | 0.40 | 0.10 | 0.50 | (0.42 | ) | — | — | (0.42 | ) | 6.09 | 8.35 | 0.79 | 0.78 | 6.44 | 122 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 5.46 | 0.44 | 0.58 | 1.02 | (0.47 | ) | — | — | (0.47 | ) | 6.01 | 18.99 | 0.77 | 0.77 | 7.39 | 75 | 80 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 5.94 | 0.47 | (0.42 | ) | 0.05 | (0.53 | ) | — | — | (0.53 | ) | 5.46 | 0.90 | 0.77 | 0.76 | 7.68 | 74 | 91 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.17 | 0.70 | 0.38 | 1.08 | (3.31 | )7 | — | — | (3.31 | ) | 5.94 | 13.78 | 0.75 | 0.75 | 8.28 | 86 | 58 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 5.80 | 0.18 | (0.05 | ) | 0.13 | — | — | — | — | 5.93 | 2.28 | 4 | 0.98 | 5 | 0.98 | 5 | 6.23 | 5 | 88 | 45 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 6.19 | 0.39 | (0.37 | ) | 0.02 | (0.41 | ) | — | — | (0.41 | ) | 5.80 | 0.08 | 0.98 | 0.97 | 6.12 | 90 | 72 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 6.11 | 0.40 | 0.09 | 0.49 | (0.41 | ) | — | — | (0.41 | ) | 6.19 | 8.01 | 0.99 | 0.98 | 6.24 | 116 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 5.54 | 0.43 | 0.60 | 1.03 | (0.46 | ) | — | — | (0.46 | ) | 6.11 | 18.87 | 0.97 | 0.97 | 7.20 | 82 | 80 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 6.02 | 0.46 | (0.42 | ) | 0.04 | (0.52 | ) | — | — | (0.52 | ) | 5.54 | 0.67 | 0.97 | 0.96 | 7.46 | 81 | 91 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.24 | 0.68 | 0.39 | 1.07 | (3.29 | )7 | — | — | (3.29 | ) | 6.02 | 13.54 | 0.95 | 0.95 | 8.05 | 89 | 58 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 5.63 | 0.18 | (0.05 | ) | 0.13 | — | — | — | — | 5.76 | 2.31 | 4 | 0.73 | 5 | 0.73 | 5 | 6.47 | 5 | 96 | 45 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 6.02 | 0.39 | (0.36 | ) | 0.03 | (0.42 | ) | — | — | (0.42 | ) | 5.63 | 0.33 | 0.73 | 0.72 | 6.38 | 90 | 72 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 5.95 | 0.40 | 0.09 | 0.49 | (0.42 | ) | — | — | (0.42 | ) | 6.02 | 8.31 | 0.74 | 0.73 | 6.46 | 97 | 99 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 5.41 | 0.44 | 0.57 | 1.01 | (0.47 | ) | — | — | (0.47 | ) | 5.95 | 19.06 | 0.72 | 0.72 | 7.44 | 100 | 80 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 5.88 | 0.47 | (0.41 | ) | 0.06 | (0.53 | ) | — | — | (0.53 | ) | 5.41 | 1.13 | 0.72 | 0.71 | 7.77 | 83 | 91 | 6 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 8.12 | 0.73 | 0.35 | 1.08 | (3.32 | )7 | — | — | (3.32 | ) | 5.88 | 13.74 | 0.70 | 0.70 | 8.58 | 84 | 58 | 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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. 7. The amount shown for net investment income per share does not correspond with distributions from net investment income due to the timing of sales and repurchase of shares throughout the period as compared to shares outstanding at distribution date. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.94 | 0.26 | (0.37 | ) | (0.11 | ) | — | — | — | — | 11.83 | (0.92 | )4 | 0.84 | 5 | 0.84 | 5 | 4.39 | 5 | 399 | 6 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.92 | 0.52 | 0.05 | 0.57 | (0.55 | ) | — | — | (0.55 | ) | 11.94 | 4.65 | 0.85 | 0.84 | 4.17 | 420 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.86 | 0.51 | 1.08 | 1.59 | (0.53 | ) | — | — | (0.53 | ) | 11.92 | 14.75 | 0.85 | 0.85 | 4.39 | 462 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.18 | 0.60 | 0.73 | 1.33 | (0.65 | ) | — | — | (0.65 | ) | 10.86 | 13.23 | 0.86 | 0.85 | 5.56 | 414 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 10.57 | 0.62 | (0.34 | ) | 0.28 | (0.67 | ) | — | — | (0.67 | ) | 10.18 | 2.72 | 0.85 | 0.85 | 5.76 | 405 | 23 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 10.09 | 0.64 | 0.62 | 1.26 | (0.78 | ) | — | — | (0.78 | ) | 10.57 | 12.71 | 0.85 | 0.85 | 6.17 | 464 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Investment Quality Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.65 | 0.13 | (0.20 | ) | (0.07 | ) | — | — | — | — | 11.58 | (0.60 | )4 | 0.69 | 5 | 0.68 | 5 | 2.20 | 5 | 179 | 59 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.41 | 0.31 | 0.31 | 0.62 | (0.35 | ) | (0.03 | ) | — | (0.38 | ) | 11.65 | 5.47 | 0.69 | 0.69 | 2.60 | 190 | 109 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.34 | 0.32 | (0.55 | ) | (0.23 | ) | (0.47 | ) | (0.23 | ) | — | (0.70 | ) | 11.41 | (1.93 | ) | 0.69 | 0.68 | 2.68 | 205 | 79 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.71 | 0.32 | 0.57 | 0.89 | (0.26 | ) | — | — | (0.26 | ) | 12.34 | 7.59 | 0.68 | 0.68 | 2.66 | 220 | 77 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.30 | 0.41 | 0.50 | 0.91 | (0.50 | ) | — | — | (0.50 | ) | 11.71 | 8.07 | 0.68 | 0.68 | 3.49 | 222 | 62 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.09 | 0.50 | 0.32 | 0.82 | (0.61 | ) | — | — | (0.61 | ) | 11.30 | 7.45 | 0.69 | 0.69 | 4.33 | 207 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.66 | 0.12 | (0.20 | ) | (0.08 | ) | — | — | — | — | 11.58 | (0.69 | )4 | 0.89 | 5 | 0.88 | 5 | 2.00 | 5 | 99 | 59 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.42 | 0.28 | 0.32 | 0.60 | (0.33 | ) | (0.03 | ) | — | (0.36 | ) | 11.66 | 5.26 | 0.89 | 0.89 | 2.40 | 107 | 109 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.35 | 0.30 | (0.56 | ) | (0.26 | ) | (0.44 | ) | (0.23 | ) | — | (0.67 | ) | 11.42 | (2.12 | ) | 0.89 | 0.88 | 2.48 | 116 | 79 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.72 | 0.30 | 0.56 | 0.86 | (0.23 | ) | — | — | (0.23 | ) | 12.35 | 7.37 | 0.88 | 0.88 | 2.46 | 137 | 77 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.31 | 0.39 | 0.49 | 0.88 | (0.47 | ) | — | — | (0.47 | ) | 11.72 | 7.85 | 0.88 | 0.88 | 3.32 | 140 | 62 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.09 | 0.48 | 0.32 | 0.80 | (0.58 | ) | — | — | (0.58 | ) | 11.31 | 7.30 | 0.89 | 0.89 | 4.13 | 157 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.61 | 0.13 | (0.19 | ) | (0.06 | ) | — | — | — | — | 11.55 | (0.52 | )4 | 0.64 | 5 | 0.63 | 5 | 2.26 | 5 | 20 | 59 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.37 | 0.31 | 0.32 | 0.63 | (0.36 | ) | (0.03 | ) | — | (0.39 | ) | 11.61 | 5.54 | 0.64 | 0.64 | 2.63 | 19 | 109 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.30 | 0.33 | (0.56 | ) | (0.23 | ) | (0.47 | ) | (0.23 | ) | — | (0.70 | ) | 11.37 | (1.88 | ) | 0.64 | 0.63 | 2.71 | 17 | 79 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 11.67 | 0.33 | 0.56 | 0.89 | (0.26 | ) | — | — | (0.26 | ) | 12.30 | 7.66 | 0.63 | 0.63 | 2.69 | 26 | 77 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.27 | 0.41 | 0.49 | 0.90 | (0.50 | ) | — | — | (0.50 | ) | 11.67 | 8.05 | 0.63 | 0.63 | 3.54 | 18 | 62 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.06 | 0.52 | 0.31 | 0.83 | (0.62 | ) | — | — | (0.62 | ) | 11.27 | 7.53 | 0.64 | 0.64 | 4.50 | 17 | 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 6-30-15. 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Money Market Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 1.00 | — | — | 4 | — | 4 | — | — | — | — | 1.00 | 0.00 | 6 | 0.56 | 7 | 0.16 | 7 | — | 1,681 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.00 | 5 | 0.56 | 0.16 | — | 1,794 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.01 | 0.56 | 0.24 | — | 2,110 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.01 | 0.55 | 0.30 | — | 2,599 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.07 | 0.55 | 0.17 | — | 2,927 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 1.00 | — | — | — | — | — | 4 | — | — | 4 | 1.00 | — | 0.55 | 0.29 | — | 2,889 | — | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 1.00 | — | — | 4 | — | 4 | — | — | — | — | 1.00 | 0.00 | 6 | 0.76 | 7 | 0.16 | 7 | — | 281 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.00 | 5 | 0.76 | 0.16 | — | 315 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.01 | 0.76 | 0.24 | — | 436 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.01 | 0.75 | 0.30 | — | 701 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 1.00 | — | — | 4 | — | 4 | — | — | 4 | — | — | 4 | 1.00 | 0.07 | 0.75 | 0.17 | — | 923 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 1.00 | — | — | — | — | — | 4 | — | — | 4 | 1.00 | — | 0.75 | 0.29 | — | 886 | — | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Less than $0.005 per share. 5. Less than 0.005%. 6. Not annualized. 7. Annualized. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Money Market Trust B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 1.00 | — | �� | — | 6 | — | 6 | — | — | — | — | 1.00 | 0.00 | 4 | 0.55 | 5 | 0.16 | 5 | — | 381 | — | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 1.00 | — | — | 6 | — | 6 | — | — | 6 | — | — | 6 | 1.00 | 0.00 | 7 | 0.54 | 0.16 | — | 397 | — | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 1.00 | — | 6 | — | 6 | — | 6 | — | 6 | — | 6 | — | — | 6 | 1.00 | 0.01 | 0.54 | 0.23 | 0.01 | 481 | — | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 1.00 | — | 6 | — | 6 | — | 6 | — | 6 | — | 6 | — | — | 6 | 1.00 | 0.05 | 0.53 | 0.26 | 0.04 | 542 | — | ||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 1.00 | — | — | 6 | — | 6 | — | — | 6 | — | — | 6 | 1.00 | 0.08 | 0.52 | 0.19 | — | 608 | — | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 1.00 | — | 6 | — | — | 6 | — | 6 | — | — | — | 6 | 1.00 | 0.05 | 0.53 | 0.27 | 0.05 | 613 | — | ||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Less than $0.005 per share. 7. Less than 0.005%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
New Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.04 | 0.15 | (0.16 | ) | (0.01 | ) | — | — | — | — | 13.03 | (0.08 | )4 | 0.59 | 5 | 0.57 | 5 | 2.37 | 5 | 1,636 | 26 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.90 | 0.33 | 0.42 | 0.75 | (0.61 | ) | — | — | (0.61 | ) | 13.04 | 5.83 | 0.62 | 0.60 | 2.52 | 1,734 | 54 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.80 | 0.33 | (0.62 | ) | (0.29 | ) | (0.43 | ) | (0.18 | ) | — | (0.61 | ) | 12.90 | (2.12 | ) | 0.65 | 0.63 | 2.40 | 2,783 | 57 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 13.55 | 0.36 | 0.43 | 0.79 | (0.47 | ) | (0.07 | ) | — | (0.54 | ) | 13.80 | 5.91 | 0.65 | 0.63 | 2.60 | 2,853 | 77 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.36 | 0.43 | 0.35 | 0.78 | (0.56 | ) | (0.03 | ) | — | (0.59 | ) | 13.55 | 5.91 | 0.65 | 0.63 | 3.17 | 2,771 | 65 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.83 | 0.43 | 0.46 | 0.89 | (0.36 | ) | — | — | (0.36 | ) | 13.36 | 6.96 | 0.68 | 0.66 | 3.19 | 2,979 | 87 | ||||||||||||||||||||||||||||||||||||||||||||||
1. Based on average daily shares outstanding. 2. Total returns would have been lower had certain expenses not been reduced during the applicable periods. 3. Six months ended 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Real Return Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.00 | 0.02 | (0.02 | ) | — | — | — | — | — | 12.00 | 0.08 | 4 | 1.08 | 5 | 1.00 | 5 | 0.37 | 5 | 6 | 23 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.80 | 0.35 | 0.22 | 0.57 | (0.37 | ) | — | — | (0.37 | ) | 12.00 | 4.77 | 6 | 1.00 | 0.95 | 2.87 | 6 | 122 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.36 | 0.25 | (1.48 | ) | (1.23 | ) | (0.33 | ) | — | — | (0.33 | ) | 11.80 | (9.28 | ) | 0.99 | 0.98 | 1.97 | 7 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20127 | 12.49 | 0.35 | 0.75 | 1.10 | (0.23 | ) | — | — | (0.23 | ) | 13.36 | 8.86 | 0.98 | 0.98 | 2.67 | 10 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.59 | 0.28 | 1.11 | 1.39 | (0.49 | ) | — | — | (0.49 | ) | 12.49 | 12.02 | 0.83 | 0.83 | 2.27 | 10 | 496 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.98 | 0.18 | 0.85 | 1.03 | (1.42 | ) | — | — | (1.42 | ) | 11.59 | 8.83 | 0.81 | 0.81 | 1.46 | 10 | 614 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.83 | 0.01 | (0.02 | ) | (0.01 | ) | — | — | — | — | 11.82 | 0.00 | 4 | 1.28 | 5 | 1.20 | 5 | 0.14 | 5 | 34 | 23 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.64 | 0.32 | 0.21 | 0.53 | (0.34 | ) | — | — | (0.34 | ) | 11.83 | 4.53 | 6 | 1.20 | 1.15 | 2.68 | 37 | 122 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.20 | 0.20 | (1.43 | ) | (1.23 | ) | (0.33 | ) | — | — | (0.33 | ) | 11.64 | (9.42 | ) | 1.19 | 1.18 | 1.61 | 46 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20127 | 12.35 | 0.32 | 0.74 | 1.06 | (0.21 | ) | — | — | (0.21 | ) | 13.20 | 8.58 | 1.18 | 1.18 | 2.47 | 73 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.46 | 0.25 | 1.10 | 1.35 | (0.46 | ) | — | — | (0.46 | ) | 12.35 | 11.86 | 1.03 | 1.03 | 2.10 | 78 | 496 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.85 | 0.16 | 0.84 | 1.00 | (1.39 | ) | — | — | (1.39 | ) | 11.46 | 8.67 | 1.01 | 1.01 | 1.29 | 86 | 614 | ||||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.84 | 0.03 | (0.03 | ) | — | — | — | — | — | 11.84 | 0.08 | 4 | 1.03 | 5 | 0.95 | 5 | 0.43 | 5 | 45 | 23 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.64 | 0.36 | 0.22 | 0.58 | (0.38 | ) | — | — | (0.38 | ) | 11.84 | 4.88 | 6 | 0.95 | 0.90 | 2.94 | 40 | 122 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.18 | 0.25 | (1.46 | ) | (1.21 | ) | (0.33 | ) | — | — | (0.33 | ) | 11.64 | (9.25 | ) | 0.94 | 0.93 | 2.01 | 41 | 70 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20127 | 12.33 | 0.35 | 0.74 | 1.09 | (0.24 | ) | — | — | (0.24 | ) | 13.18 | 8.86 | 0.93 | 0.93 | 2.73 | 52 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 11.44 | 0.28 | 1.10 | 1.38 | (0.49 | ) | — | — | (0.49 | ) | 12.33 | 12.15 | 0.78 | 0.78 | 2.34 | 41 | 496 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 11.85 | 0.20 | 0.82 | 1.02 | (1.43 | ) | — | — | (1.43 | ) | 11.44 | 8.81 | 0.76 | 0.76 | 1.54 | 30 | 614 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Total return includes litigation settlement from JP Morgan, relating to losses on mortgage back securities occurring from 2006 to 2008, which increased total return by approximately 2.10% for Series I, 2.12% for Series II and 2.03% for Series NAV. 7. In accordance with Accounting Standards Update 2011-03, Reconsideration of Effective Control for Repurchase Agreements, the portfolio now recognizes sale-buybacks as secured borrowings and not as purchases and sales of securities. Accordingly, the portfolio has excluded these transactions from its portfolio turnover calculation. Had these transactions been included, the portfolio turnover rate would have been 856%. The portfolio also recorded additional income and expenses which were offset by corresponding adjustments to realized and unrealized gain/loss. These adjustments had no overall impact to the per share net asset value but did increase the net investment income per share by $0.18, the ratio of net investment income to average net assets by 1.36% and the ratio of expenses to average net assets by 0.13%. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Short Term Government Income Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.39 | 0.04 | 0.06 | 0.10 | — | — | — | — | 12.49 | 0.81 | 4 | 0.66 | 5 | 0.65 | 5 | 0.68 | 5 | 48 | 18 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.50 | 0.08 | 0.06 | 0.14 | (0.25 | ) | — | — | (0.25 | ) | 12.39 | 1.15 | 0.66 | 0.65 | 0.64 | 51 | 46 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.87 | 0.08 | (0.19 | ) | (0.11 | ) | (0.26 | ) | — | — | (0.26 | ) | 12.50 | (0.86 | ) | 0.65 | 0.65 | 0.62 | 63 | 55 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.93 | 0.14 | 0.02 | 0.16 | (0.22 | ) | — | — | (0.22 | ) | 12.87 | 1.21 | 0.65 | 0.65 | 1.10 | 76 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.92 | 0.16 | 0.20 | 0.36 | (0.32 | ) | (0.03 | ) | — | (0.35 | ) | 12.93 | 2.77 | 0.65 | 0.65 | 1.22 | 89 | 88 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20106 | 12.88 | 0.09 | 0.15 | 0.24 | (0.20 | ) | — | — | (0.20 | ) | 12.92 | 1.86 | 4 | 0.66 | 5 | 0.66 | 5 | 1.00 | 5 | 106 | 130 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.40 | 0.03 | 0.05 | 0.08 | — | — | — | — | 12.48 | 0.65 | 4 | 0.86 | 5 | 0.85 | 5 | 0.48 | 5 | 35 | 18 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.51 | 0.06 | 0.06 | 0.12 | (0.23 | ) | — | — | (0.23 | ) | 12.40 | 0.94 | 0.86 | 0.85 | 0.44 | 38 | 46 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.88 | 0.05 | (0.19 | ) | (0.14 | ) | (0.23 | ) | — | — | (0.23 | ) | 12.51 | (1.06 | ) | 0.85 | 0.85 | 0.43 | 49 | 55 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.94 | 0.12 | 0.01 | 0.13 | (0.19 | ) | — | — | (0.19 | ) | 12.88 | 1.01 | 0.85 | 0.85 | 0.90 | 61 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.93 | 0.13 | 0.20 | 0.33 | (0.29 | ) | (0.03 | ) | — | (0.32 | ) | 12.94 | 2.56 | 0.85 | 0.85 | 1.02 | 77 | 88 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-20106 | 12.88 | 0.07 | 0.15 | 0.22 | (0.17 | ) | — | — | (0.17 | ) | 12.93 | 1.74 | 4 | 0.86 | 5 | 0.86 | 5 | 0.80 | 5 | 86 | 130 | 7,8 | |||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 12.39 | 0.05 | 0.05 | 0.10 | — | — | — | — | 12.49 | 0.81 | 4 | 0.61 | 5 | 0.60 | 5 | 0.73 | 5 | 297 | 18 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 12.50 | 0.09 | 0.06 | 0.15 | (0.26 | ) | — | — | (0.26 | ) | 12.39 | 1.20 | 0.61 | 0.60 | 0.69 | 303 | 46 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.86 | 0.09 | (0.18 | ) | (0.09 | ) | (0.27 | ) | — | — | (0.27 | ) | 12.50 | (0.74 | ) | 0.60 | 0.60 | 0.67 | 311 | 55 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.93 | 0.15 | — | 9 | 0.15 | (0.22 | ) | — | — | (0.22 | ) | 12.86 | 1.18 | 0.60 | 0.60 | 1.14 | 417 | 71 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.92 | 0.17 | 0.19 | 0.36 | (0.32 | ) | (0.03 | ) | — | (0.35 | ) | 12.93 | 2.82 | 0.60 | 0.60 | 1.27 | 390 | 88 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 12.71 | 0.18 | 0.23 | 0.41 | (0.20 | ) | — | — | (0.20 | ) | 12.92 | 3.28 | 0.64 | 10 | 0.63 | 1.39 | 413 | 130 | 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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. The inception date for Series I and Series II shares is 4-30-10. 7. Excludes merger activity. 8. Portfolio turnover is shown for the period from 1-1-10 to 12-31-10. 9. Less than $0.005 per share. 10. Includes the impact of expense recapture which amounted to less than 0.005% of average net assets. |
Per share operating performance for a share outstanding throughout the period | Ratios and supplemental data | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Income (loss) from investment operations | Less distributions | Ratios to average net assets | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Period ended | Net asset value, beginning of period ($) | 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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.24 | 0.22 | (0.01 | ) | 0.21 | — | — | — | — | 13.45 | 1.59 | 4 | 0.74 | 5 | 0.73 | 5 | 3.36 | 5 | 431 | 27 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.17 | 0.56 | 0.11 | 0.67 | (0.60 | ) | — | — | (0.60 | ) | 13.24 | 5.14 | 0.75 | 0.74 | 4.13 | 415 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.44 | 0.65 | (0.15 | ) | 0.50 | (0.77 | ) | — | — | (0.77 | ) | 13.17 | 3.74 | 0.78 | 0.78 | 4.75 | 380 | 45 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.75 | 0.80 | 0.82 | 1.62 | (0.93 | ) | — | — | (0.93 | ) | 13.44 | 12.86 | 0.79 | 0.79 | 5.91 | 359 | 44 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.00 | 0.97 | (0.70 | ) | 0.27 | (1.52 | ) | — | — | (1.52 | ) | 12.75 | 2.02 | 0.78 | 0.78 | 6.87 | 318 | 50 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.31 | 1.16 | 0.92 | 2.08 | (1.39 | ) | — | — | (1.39 | ) | 14.00 | 15.89 | 0.82 | 0.82 | 8.25 | 307 | 68 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.27 | 0.21 | (0.01 | ) | 0.20 | — | — | — | — | 13.47 | 1.51 | 4 | 0.94 | 5 | 0.93 | 5 | 3.16 | 5 | 54 | 27 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.20 | 0.53 | 0.12 | 0.65 | (0.58 | ) | — | — | (0.58 | ) | 13.27 | 4.92 | 0.95 | 0.94 | 3.94 | 57 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.47 | 0.63 | (0.16 | ) | 0.47 | (0.74 | ) | — | — | (0.74 | ) | 13.20 | 3.53 | 0.98 | 0.98 | 4.56 | 65 | 45 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.78 | 0.77 | 0.82 | 1.59 | (0.90 | ) | — | — | (0.90 | ) | 13.47 | 12.61 | 0.99 | 0.99 | 5.72 | 73 | 44 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 14.02 | 0.94 | (0.69 | ) | 0.25 | (1.49 | ) | — | — | (1.49 | ) | 12.78 | 1.89 | 0.98 | 0.98 | �� | 6.67 | 75 | 50 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.33 | 1.16 | 0.89 | 2.05 | (1.36 | ) | — | — | (1.36 | ) | 14.02 | 15.61 | 1.02 | 1.02 | 8.01 | 91 | 68 | 6 | |||||||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 13.20 | 0.23 | (0.01 | ) | 0.22 | — | — | — | — | 13.42 | 1.67 | 4 | 0.69 | 5 | 0.68 | 5 | 3.41 | 5 | 56 | 27 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 13.13 | 0.56 | 0.12 | 0.68 | (0.61 | ) | — | — | (0.61 | ) | 13.20 | 5.21 | 0.70 | 0.69 | 4.18 | 53 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 13.41 | 0.65 | (0.15 | ) | 0.50 | (0.78 | ) | — | — | (0.78 | ) | 13.13 | 3.72 | 0.73 | 0.73 | 4.79 | 51 | 45 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.72 | 0.80 | 0.82 | 1.62 | (0.93 | ) | — | — | (0.93 | ) | 13.41 | 12.95 | 0.74 | 0.74 | 5.95 | 33 | 44 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 13.97 | 0.97 | (0.69 | ) | 0.28 | (1.53 | ) | — | — | (1.53 | ) | 12.72 | 2.08 | 0.73 | 0.73 | 6.91 | 26 | 50 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 13.29 | 1.18 | 0.90 | 2.08 | (1.40 | ) | — | — | (1.40 | ) | 13.97 | 15.90 | 0.77 | 0.77 | 8.36 | 23 | 68 | 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 6-30-15. Unaudited. 4. Not annualized. 5. Annualized. 6. Excludes merger activity. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Total Bond Market Trust B | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 10.37 | 0.13 | (0.16 | ) | (0.03 | ) | — | — | — | — | 10.34 | (0.29 | )4 | 0.56 | 5 | 0.30 | 5 | 2.54 | 5 | 154 | 31 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 10.09 | 0.29 | 0.32 | 0.61 | (0.33 | ) | — | — | (0.33 | ) | 10.37 | 6.11 | 0.56 | 0.30 | 2.76 | 135 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.71 | 0.27 | (0.53 | ) | (0.26 | ) | (0.36 | ) | — | — | (0.36 | ) | 10.09 | (2.49 | ) | 0.54 | 0.30 | 2.55 | 106 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 10.82 | 0.01 | (0.02 | ) | (0.01 | ) | (0.10 | ) | — | — | (0.10 | ) | 10.71 | (0.14 | )4 | 0.56 | 5 | 0.30 | 5 | 0.62 | 5 | 127 | 29 | 7,8 | |||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 10.38 | 0.12 | (0.16 | ) | (0.04 | ) | — | — | — | — | 10.34 | (0.39 | )4 | 0.76 | 5 | 0.50 | 5 | 2.34 | 5 | 64 | 31 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 10.10 | 0.27 | 0.32 | 0.59 | (0.31 | ) | — | — | (0.31 | ) | 10.38 | 5.90 | 0.76 | 0.50 | 2.56 | 69 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.73 | 0.25 | (0.54 | ) | (0.29 | ) | (0.34 | ) | — | — | (0.34 | ) | 10.10 | (2.77 | ) | 0.74 | 0.50 | 2.33 | 79 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-20126 | 10.82 | 0.01 | (0.02 | ) | (0.01 | ) | (0.08 | ) | — | — | (0.08 | ) | 10.73 | (0.11 | )4 | 0.76 | 5 | 0.50 | 5 | 0.42 | 5 | 145 | 29 | 7,8 | |||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 10.36 | 0.13 | (0.16 | ) | (0.03 | ) | — | — | — | — | 10.33 | (0.29 | )4 | 0.51 | 5 | 0.25 | 5 | 2.59 | 5 | 275 | 31 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 10.09 | 0.29 | 0.32 | 0.61 | (0.34 | ) | — | — | (0.34 | ) | 10.36 | 6.06 | 0.51 | 0.25 | 2.82 | 284 | 64 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 10.71 | 0.27 | (0.53 | ) | (0.26 | ) | (0.36 | ) | — | — | (0.36 | ) | 10.09 | (2.44 | ) | 0.49 | 0.25 | 2.60 | 286 | 62 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 10.46 | 0.34 | 0.09 | 0.43 | (0.18 | ) | — | — | (0.18 | ) | 10.71 | 4.08 | 0.52 | 0.25 | 3.16 | 297 | 29 | 7 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 10.15 | 0.40 | 0.37 | 0.77 | (0.46 | ) | — | — | (0.46 | ) | 10.46 | 7.60 | 0.53 | 0.25 | 3.87 | 162 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2010 | 9.97 | 0.41 | 0.24 | 0.65 | (0.47 | ) | — | — | (0.47 | ) | 10.15 | 6.50 | 0.52 | 0.25 | 3.97 | 165 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||
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 6-30-15. 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. |
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 (%) | ||||||||||||||||||||||||||||||||||||||||||||||||
Ultra Short Term Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
SERIES I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.80 | — | 4 | 0.01 | 0.01 | — | — | — | — | 11.81 | 0.08 | 5 | 0.66 | 6 | 0.65 | 6 | 0.07 | 6 | 10 | 44 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.98 | 0.01 | (0.01 | ) | — | 4 | (0.18 | ) | — | — | (0.18 | ) | 11.80 | (0.02 | ) | 0.66 | 0.65 | 0.05 | 9 | 69 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.13 | 0.02 | (0.03 | ) | (0.01 | ) | (0.14 | ) | — | — | (0.14 | ) | 11.98 | (0.07 | ) | 0.67 | 0.67 | 0.15 | 11 | 135 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.20 | 0.04 | 0.03 | 0.07 | (0.14 | ) | — | — | (0.14 | ) | 12.13 | 0.54 | 0.70 | 0.69 | 0.34 | 8 | 196 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.36 | 0.06 | (0.05 | ) | 0.01 | (0.17 | ) | — | — | (0.17 | ) | 12.20 | 0.12 | 0.72 | 7,8 | 0.72 | 0.49 | 3 | 171 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20109 | 12.50 | 0.03 | (0.05 | ) | (0.02 | ) | (0.12 | ) | — | — | (0.12 | ) | 12.36 | (0.16 | )5 | 0.88 | 6 | 0.75 | 6 | 0.60 | 6 | 2 | 56 | ||||||||||||||||||||||||||||||||||||||||
SERIES II | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.79 | (0.01 | ) | 0.01 | — | 4 | — | — | — | — | 11.79 | 0.00 | 5 | 0.86 | 6 | 0.85 | 6 | (0.12 | )6 | 204 | 44 | ||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.98 | (0.02 | ) | (0.02 | ) | (0.04 | ) | (0.15 | ) | — | — | (0.15 | ) | 11.79 | (0.30 | ) | 0.86 | 0.85 | (0.14 | ) | 214 | 69 | |||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.13 | (0.01 | ) | (0.02 | ) | (0.03 | ) | (0.12 | ) | — | — | (0.12 | ) | 11.98 | (0.27 | ) | 0.87 | 0.87 | (0.08 | ) | 202 | 135 | |||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.20 | 0.02 | 0.03 | 0.05 | (0.12 | ) | — | — | (0.12 | ) | 12.13 | 0.37 | 0.90 | 0.89 | 0.15 | 127 | 196 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.36 | 0.04 | (0.05 | ) | (0.01 | ) | (0.15 | ) | — | — | (0.15 | ) | 12.20 | (0.08 | ) | 0.92 | 7,8 | 0.92 | 0.29 | 131 | 171 | ||||||||||||||||||||||||||||||||||||||||||
12-31-20109 | 12.50 | 0.02 | (0.05 | ) | (0.03 | ) | (0.11 | ) | — | — | (0.11 | ) | 12.36 | (0.24 | )5 | 1.08 | 6 | 0.95 | 6 | 0.44 | 6 | 59 | 56 | ||||||||||||||||||||||||||||||||||||||||
SERIES NAV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20153 | 11.80 | 0.01 | — | 4 | 0.01 | — | — | — | — | 11.81 | 0.08 | 5 | 0.61 | 6 | 0.60 | 6 | 0.13 | 6 | 13 | 44 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2014 | 11.98 | 0.01 | (0.01 | ) | — | 4 | (0.18 | ) | — | — | (0.18 | ) | 11.80 | 0.03 | 0.61 | 0.60 | 0.12 | 14 | 69 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-2013 | 12.13 | 0.02 | (0.02 | ) | — | 4 | (0.15 | ) | — | — | (0.15 | ) | 11.98 | (0.02 | ) | 0.62 | 0.62 | 0.17 | 9 | 135 | |||||||||||||||||||||||||||||||||||||||||||
12-31-2012 | 12.19 | 0.05 | 0.03 | 0.08 | (0.14 | ) | — | — | (0.14 | ) | 12.13 | 0.66 | 0.65 | 0.64 | 0.39 | 4 | 196 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-2011 | 12.36 | 0.06 | (0.05 | ) | 0.01 | (0.18 | ) | — | — | (0.18 | ) | 12.19 | 0.09 | 0.67 | 7,8 | 0.67 | 0.53 | 3 | 171 | ||||||||||||||||||||||||||||||||||||||||||||
12-31-20109 | 12.50 | 0.03 | (0.05 | ) | (0.02 | ) | (0.12 | ) | — | — | (0.12 | ) | 12.36 | (0.13 | )5 | 0.83 | 6 | 0.70 | 6 | 0.63 | 6 | 1 | 56 | ||||||||||||||||||||||||||||||||||||||||
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 6-30-15. Unaudited. 4. Less than $0.005 per share. 5. Not annualized. 6. Annualized. 7. Includes the impact of expense recapture which amounted to 0.03% of average net assets. 8. Expense ratio has been revised to conform with current year presentation of expense recapture and net expense reductions. 9. Period from 7-29-10 (commencement of operations) to 12-31-10. |
| Total Market Value at 6-30-15 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | |||||||||||||||||||
U.S. Government and Agency obligations | $ | 194,688,760 | — | $ | 194,688,760 | — | |||||||||||||
Foreign government obligations | 4,383,187 | — | 4,383,187 | — | |||||||||||||||
Corporate bonds | 322,029,221 | — | 322,029,221 | — | |||||||||||||||
Capital preferred securities | 9,151,005 | — | 9,151,005 | — | |||||||||||||||
Convertible bonds | 368,844 | — | 368,844 | — | |||||||||||||||
Term loans | 1,878,446 | — | 1,878,446 | — | |||||||||||||||
Municipal bonds | 2,617,718 | — | 2,617,718 | — | |||||||||||||||
Collateralized mortgage obligations | 161,655,292 | — | 159,922,439 | $ | 1,732,853 |
| Total Market Value at 6-30-15 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust (continued) | |||||||||||||||||||
Asset backed securities | $ | 84,010,003 | — | $ | 84,010,003 | — | |||||||||||||
Preferred securities | 5,080,460 | $ | 3,894,439 | 1,185,419 | $ | 602 | |||||||||||||
Securities lending collateral | 2,412,603 | 2,412,603 | — | — | |||||||||||||||
Short-term investments | 35,059,965 | 28,286,965 | 6,773,000 | — | |||||||||||||||
Total investments in securities | $ | 823,335,504 | $ | 34,594,007 | $ | 787,008,042 | $ | 1,733,455 | |||||||||||
Core Bond Trust | |||||||||||||||||||
U.S. Government and Agency obligations | $ | 832,374,998 | — | $ | 832,374,998 | — | |||||||||||||
Foreign government obligations | 25,469,237 | — | 25,469,237 | — | |||||||||||||||
Corporate bonds | 347,048,239 | — | 345,917,559 | $ | 1,130,680 | ||||||||||||||
Municipal bonds | 14,127,509 | — | 14,127,509 | — | |||||||||||||||
Collateralized mortgage obligations | 140,110,937 | — | 140,110,937 | — | |||||||||||||||
Asset backed securities | 222,617,592 | — | 222,617,592 | — | |||||||||||||||
Securities lending collateral | 412,230 | $ | 412,230 | — | — | ||||||||||||||
Short-term investments | 38,830,339 | 38,830,339 | — | — | |||||||||||||||
Total investments in securities | $ | 1,620,991,081 | $ | 39,242,569 | $ | 1,580,617,832 | $ | 1,130,630 | |||||||||||
Global Bond Trust | |||||||||||||||||||
U.S. Government and Agency obligations | $ | 131,962,741 | — | $ | 131,962,741 | — | |||||||||||||
Foreign government obligations | 317,352,760 | — | 317,352,760 | — | |||||||||||||||
Corporate bonds | 153,672,020 | — | 153,672,020 | — | |||||||||||||||
Term loans | 399,637 | — | 399,637 | — | |||||||||||||||
Municipal bonds | 1,140,544 | — | 1,140,544 | — | |||||||||||||||
Collateralized mortgage obligations | 85,570,554 | — | 85,570,554 | — | |||||||||||||||
Asset backed securities | 15,175,455 | �� | — | 14,624,162 | $ | 551,293 | |||||||||||||
Common stocks | 52,562 | $ | 52,562 | — | — | ||||||||||||||
Preferred securities | 235,592 | 235,592 | — | — | |||||||||||||||
Escrow shares | 1,189,000 | — | 1,189,000 | — | |||||||||||||||
Purchased options | 365,828 | 67,263 | 298,565 | — | |||||||||||||||
Short-term investments | 33,444,989 | — | 33,444,989 | — | |||||||||||||||
Total investments in securities | $ | 740,561,682 | $ | 355,417 | $ | 739,654,972 | $ | 551,293 | |||||||||||
Sale commitments outstanding | ($125,864,135 | ) | — | ($125,864,135 | ) | — | |||||||||||||
Other financial instruments: | |||||||||||||||||||
Futures | ($1,831,548 | ) | ($1,831,548 | ) | — | — | |||||||||||||
Forward foreign currency contracts | $ | 6,635,994 | — | $ | 6,635,994 | — | |||||||||||||
Written options | ($925,233 | ) | — | ($925,233 | ) | — | |||||||||||||
Interest rate swaps | $ | 4,566,927 | — | $ | 4,566,927 | — | |||||||||||||
Credit default swaps | ($82,265 | ) | — | ($82,265 | ) | — | |||||||||||||
Currency swaps | $ | 1,468,651 | — | $ | 1,468,651 | — | |||||||||||||
Inflation swaps | $ | 14,038 | — | $ | 14,038 | — | |||||||||||||
High Yield Trust | |||||||||||||||||||
Foreign government obligations | $ | 930,108 | — | $ | 930,108 | — | |||||||||||||
Corporate bonds | 247,953,943 | — | 246,735,636 | $ | 1,218,307 | ||||||||||||||
Capital preferred securities | 991,000 | — | 991,000 | — | |||||||||||||||
Convertible bonds | 810,695 | — | 810,695 | — | |||||||||||||||
Term loans | 11,733,238 | — | 11,733,238 | — | |||||||||||||||
Asset backed securities | 6,474,901 | — | 6,474,901 | — | |||||||||||||||
Common stocks | 6,715,002 | $ | 3,459,246 | 183,017 | 3,072,739 | ||||||||||||||
Preferred securities | 3,021,676 | 2,607,665 | 414,011 | — | |||||||||||||||
Escrow certificates | 45,564 | — | 45,564 | — | |||||||||||||||
Securities lending collateral | 7,814,170 | 7,814,170 | — | — | |||||||||||||||
Total investments in securities | $ | 286,490,297 | $ | 13,881,081 | $ | 268,318,170 | $ | 4,291,046 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Futures | $ | 35,581 | $ | 35,581 | — | — | |||||||||||||
Forward foreign currency contracts | ($2,233 | ) | — | ($2,233 | ) | — | |||||||||||||
Credit default swaps | ($448,255 | ) | — | ($448,255 | ) | — | |||||||||||||
Income Trust | |||||||||||||||||||
Corporate bonds | $ | 122,132,775 | — | $ | 122,132,775 | — | |||||||||||||
Convertible bonds | 6,231,183 | — | 6,231,183 | — | |||||||||||||||
Term loans | 7,792,889 | — | 7,792,889 | — | |||||||||||||||
Common stocks | |||||||||||||||||||
Consumer discretionary | 11,228,926 | $ | 11,228,926 | — | — | ||||||||||||||
Consumer staples | 3,352,773 | 3,352,773 | — | — | |||||||||||||||
Energy | 30,565,177 | 30,565,177 | — | — | |||||||||||||||
Financials | 10,076,035 | 10,076,035 | — | — | |||||||||||||||
Health care | 18,561,262 | 18,561,262 | — | — | |||||||||||||||
Industrials | 18,818,800 | 17,988,073 | — | $ | 830,727 | ||||||||||||||
Information technology | 12,073,612 | 12,073,612 | — | — | |||||||||||||||
Materials | 32,325,063 | 27,167,833 | 5,157,230 | — | |||||||||||||||
Telecommunication services | 9,011,236 | 6,397,619 | 2,613,617 | — | |||||||||||||||
Utilities | 39,118,935 | 39,118,935 | — | — |
| Total Market Value at 6-30-15 | | Level 1 Quoted Price | | Level 2 Significant Observable Inputs | | Level 3 Significant Unobservable Inputs | | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Income Trust (continued) | |||||||||||||||||||
Preferred securities | |||||||||||||||||||
Energy | $ | 1,255,000 | $ | 1,224,000 | — | $ | 31,000 | ||||||||||||
Financials | 12,750,875 | 12,750,875 | — | — | |||||||||||||||
Health care | 1,225,032 | 1,225,032 | — | — | |||||||||||||||
Information technology | 795,749 | — | — | 795,749 | |||||||||||||||
Utilities | 1,781,690 | 1,781,690 | — | — | |||||||||||||||
Warrants | 42,752 | 42,752 | — | — | |||||||||||||||
Escrow certificates | 850 | — | — | 850 | |||||||||||||||
Equity linked securities | 15,951,858 | — | $ | 15,951,858 | — | ||||||||||||||
Securities lending collateral | 6,927,868 | 6,927,868 | — | — | |||||||||||||||
Short-term investments | 17,500,000 | — | 17,500,000 | — | |||||||||||||||
Total investments in securities | $ | 379,520,340 | $ | 200,482,462 | $ | 177,379,552 | $ | 1,658,326 | |||||||||||
Real Return Bond Trust | |||||||||||||||||||
U.S. Government and Agency obligations | $ | 86,480,480 | — | $ | 86,480,480 | — | |||||||||||||
Foreign government obligations | 10,963,017 | — | 10,963,017 | — | |||||||||||||||
Corporate bonds | 8,236,376 | — | 8,236,376 | — | |||||||||||||||
Collateralized mortgage obligations | 4,515,748 | — | 4,515,748 | — | |||||||||||||||
Asset backed securities | 2,564,442 | — | 2,564,442 | — | |||||||||||||||
Common stocks | 4,576 | $ | 4,576 | — | — | ||||||||||||||
Purchased options | 193,584 | 2,602 | 190,982 | — | |||||||||||||||
Short-term investments | 46,134,265 | — | 46,134,265 | — | |||||||||||||||
Total investments in securities | $ | 159,092,488 | $ | 7,178 | $ | 159,085,310 | — | ||||||||||||
Other financial instruments: | |||||||||||||||||||
Futures | ($89,739 | ) | ($89,739 | ) | — | — | |||||||||||||
Forward foreign currency contracts | (267,947 | ) | — | ($267,947 | ) | — | |||||||||||||
Written options | (288,582 | ) | — | (288,582 | ) | — | |||||||||||||
Interest rate swaps | 235,224 | — | 235,224 | — | |||||||||||||||
Credit default swaps | (13,712 | ) | — | (13,712 | ) | — | |||||||||||||
Inflation swaps | (524,493 | ) | — | (524,493 | ) | — | |||||||||||||
Strategic Income Opportunities Trust | |||||||||||||||||||
Foreign government obligations | $ | 113,112,364 | — | $ | 113,112,364 | — | |||||||||||||
Corporate bonds | 238,623,136 | — | 238,623,136 | — | |||||||||||||||
Capital preferred securities | 2,026,128 | — | 2,026,128 | — | |||||||||||||||
Convertible bonds | 11,503,927 | — | 11,503,927 | — | |||||||||||||||
Term loans | 39,988,780 | — | 39,988,780 | — | |||||||||||||||
Collateralized mortgage obligations | 34,291,375 | — | 33,664,525 | $ | 626,850 | ||||||||||||||
Asset backed securities | 14,068,434 | — | 14,068,434 | — | |||||||||||||||
Common stocks | 23,613,944 | $ | 23,613,944 | — | — | ||||||||||||||
Preferred securities | 47,871,105 | 44,883,252 | 2,987,853 | — | |||||||||||||||
Escrow certificates | 12,381 | — | — | 12,381 | |||||||||||||||
Purchased options | 1,267,951 | — | 1,267,951 | — | |||||||||||||||
Short-term investments | 2,980,988 | — | 2,980,988 | — | |||||||||||||||
Total investments in securities | $ | 529,360,513 | $ | 68,497,196 | $ | 460,224,086 | $ | 639,231 | |||||||||||
Other financial instruments: | |||||||||||||||||||
Forward foreign currency contracts | $ | 6,293,562 | — | $ | 6,293,562 | — |
High Yield Trust | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Corporate Bonds | Common Stocks | Total | ||||||||||||||
Balance as of 12-31-14 | $ | 1,493,710 | $ | 3,189,157 | $ | 4,682,867 | ||||||||||
Realized gain (loss) | 1,916 | — | 1,916 | |||||||||||||
Change in unrealized appreciation (depreciation) | 23,346 | (27,081 | ) | (3,735 | ) | |||||||||||
Purchases | 33,269 | — | 33,269 | |||||||||||||
Sales | (333,934 | ) | — | (333,934 | ) | |||||||||||
Transfers into Level 3 | — | 7,500 | 7,500 | |||||||||||||
Transfers out of Level 3 | — | (96,837 | ) | (96,837 | ) | |||||||||||
Balance as of 6-30-15 | $ | 1,218,307 | $ | 3,072,739 | $ | 4,291,046 | ||||||||||
Change in unrealized at period end* | $ | 16,356 | ($27,081 | ) | ($10,725 | ) |
* | 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 Statements of operations. |
High Yield Trust | | Fair Value at 6-30-15 | | Valuation Technique | | Unobservable Inputs | | Input/Range | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Common Stocks | $ | 7,500 | Market Approach | Prior/recent transactions | $1.00 | |||||||||||||
$ | 2,963,947 | Market Approach | EV/EBITDA multiple | 5.90x – 11.51x (weighted average 8.54x) | ||||||||||||||
Discount for lack of marketability | 10% – 17.5% (weighted average 12%) | |||||||||||||||||
$ | 2,971,447 | |||||||||||||||||
Corporate Bonds | $ | 1,218,307 | Market Approach | Yield spread | 440 bps – 756 bps (weighted average 644.07 bps) | |||||||||||||
Total | $ | 4,189,754 | * |
* | These amounts exclude valuations provided by a broker, which amounted to $101,292 |
Unobservable Input | | Impact to Valuation if input increases | | Impact to Valuation if input decreases | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Discounts for lack of marketability | Decrease | Increase | ||||||||
Enterprise value to earnings before interest, taxes, depreciation and amortization (“EV/EBITDA”) multiple | Increase | Decrease | ||||||||
Prior/recent transactions | Increase | Decrease | ||||||||
Yield spread | Decrease | Increase |
Portfolio | | Counterparty | | Borrowing Rate | | Settlement Date | | Maturity Date | | Borrowing Amount | | Payable for Reverse Repurchase Agreements | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | HSBC Bank USA* | 0.65 | % | 5/14/2015 | 7/23/2015 | $ | 15,297,273 | ($15,310,254 | ) |
* | Reverse repurchase agreement with HSBC Bank USA dated 5/14/2015 at 0.65% to be repurchased at $15,316,607 on 7/23/2015, collateralized by £8,700,000 United Kingdom Treasury Bonds, 3.250% due 1/22/2044 (valued at $15,077,707, including interest) |
Portfolio | | Counterparty | | Collateral Received | |||||
---|---|---|---|---|---|---|---|---|---|
Core Bond Trust | JPMorgan Chase Bank | $ | 50,000 |
Portfolio | | Average Borrowing | | | Weighted Average Interest Rate | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | $ | 40,510,974 | 0.179 | % | |||||||
Real Return Bond Trust | 63,388,553 | 0.128 | % |
Global Bond Trust | | Counterparty | | Payable for Sale-Buybacks | | Market Value of Securities | | Net Exposure | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP Paribas Securities Corp. | ($24,918,313 | ) | $ | 24,160,649 | ($757,664 | ) | ||||||||||||
Real Return Bond Trust | | Counterparty | | Payable for Sale-Buybacks | | Market Value of Securities | | Net Exposure | ||||||||||
BNP Paribas Securities Corp. | ($1,329,909 | ) | $ | 1,328,889 | ($1,020 | ) | ||||||||||||
BONY/Toronto Dominion Securities, Inc. | (4,780,662 | ) | 4,769,447 | (11,215 | ) | |||||||||||||
Goldman Sachs & Company | (66,962,783 | ) | 66,683,904 | (278,879 | ) | |||||||||||||
Morgan Stanley Company, Inc. | (4,840,450 | ) | 4,797,682 | (42,768 | ) | |||||||||||||
Totals | ($77,913,804 | ) | $ | 77,579,922 | ($333,882 | ) |
with the Securities and Exchange Commission (SEC) as an investment company. JHCT invests cash received as collateral as part of the securities lending program in short-term money market investments. Each portfolio will receive the benefit of any gains and bear any losses generated by JHCT with respect to the cash collateral.
Portfolio | | Amount | ||||
---|---|---|---|---|---|---|
Active Bond Trust | $ | 376 | ||||
Bond Trust | 1,875 | |||||
Core Bond Trust | 429 | |||||
Global Bond Trust | 371 | |||||
High Yield Trust | 286 | |||||
Income Trust | 310 | |||||
Investment Quality Bond Trust | 286 | |||||
Money Market Trust | 626 |
Portfolio | | Amount | ||||
---|---|---|---|---|---|---|
Money Market Trust B | $ | 306 | ||||
New Income Trust | 576 | |||||
Real Return Bond Trust | 246 | |||||
Short Term Government Income Trust | 299 | |||||
Strategic Income Opportunities Trust | 319 | |||||
Total Bond Market Trust B | 311 | |||||
Ultra Short Term Bond Trust | 273 |
pre-enactment taxable years. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being considered all short-term as under previous law.
| | | | No Expiration Date | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | 2015 | | 2016 | | 2017 | | 2018 | | Short Term | | Long Term | |||||||||||||
Active Bond Trust | — | — | — | — | $ | 267,223 | $ | 668,925 | |||||||||||||||||
Bond Trust | — | — | — | — | 74,260,485 | 23,398,234 | |||||||||||||||||||
Global Bond Trust | — | — | $ | 17,704,604 | �� | — | — | — | |||||||||||||||||
High Yield Trust | $ | 10,696,343 | $ | 88,168,936 | 255,192,811 | — | 2,230,874 | 26,829,420 | |||||||||||||||||
Income Trust | — | 4,263,540 | 30,421,084 | $ | 7,902,499 | — | — | ||||||||||||||||||
Real Return Bond Trust | — | — | 33,766,349 | 3,252,860 | 818,410 | 661,442 | |||||||||||||||||||
Short Term Government Income Trust | 1,762,463 | 6,266,872 | 49,933,390 | — | 4,163,932 | 6,647,325 | |||||||||||||||||||
Strategic Income Opportunities Trust | — | 38,706,052 | 29,809,523 | — | — | — | |||||||||||||||||||
Total Bond Market Trust B | 257,971 | 612,440 | 886,914 | — | 925,461 | 688,469 | |||||||||||||||||||
Ultra Short Term Bond Trust | — | — | — | 59,426 | 3,479,401 | 4,108,403 |
Portfolio | | Aggregate Cost | | Unrealized Appreciation | | Unrealized (Depreciation) | | Net Unrealized Appreciation/ (Depreciation) | | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust | $ | 816,344,276 | $ | 23,593,242 | ($16,602,014 | ) | $ | 6,991,228 | ||||||||||
Bond Trust | 10,112,947,247 | 95,782,233 | (168,992,455 | ) | (73,210,222 | ) | ||||||||||||
Core Bond Trust | 1,633,269,046 | 3,992,827 | (16,270,792 | ) | (12,277,965 | ) | ||||||||||||
Global Bond Trust | 784,280,847 | 6,751,738 | (50,470,903 | ) | (43,719,165 | ) | ||||||||||||
High Yield Trust | 311,741,139 | 4,605,197 | (29,856,039 | ) | (25,250,842 | ) | ||||||||||||
Income Trust | 356,176,819 | 52,034,485 | (28,690,964 | ) | 23,343,521 | |||||||||||||
Investment Quality Bond Trust | 397,796,680 | 3,557,731 | (6,447,654 | ) | (2,889,923 | ) | ||||||||||||
Money Market Trust | 1,969,535,147 | — | — | — | ||||||||||||||
Money Market Trust B | 380,303,863 | — | — | — | ||||||||||||||
New Income Trust | 1,653,259,130 | 22,868,933 | (22,103,158 | ) | 765,775 | |||||||||||||
Real Return Bond Trust | 165,477,418 | 607,895 | (6,992,825 | ) | (6,384,930 | ) | ||||||||||||
Short Term Government Income Trust | 382,070,300 | 1,592,655 | (5,534,431 | ) | (3,941,776 | ) | ||||||||||||
Strategic Income Opportunities Trust | 534,919,195 | 18,852,629 | (24,411,311 | ) | (5,558,682 | ) | ||||||||||||
Total Bond Market Trust B | 505,050,156 | 17,936,634 | (3,942,060 | ) | 13,994,574 | |||||||||||||
Ultra Short Term Bond Trust | 227,137,077 | 117,969 | (2,867,255 | ) | (2,749,286 | ) |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | 10-Year U.S. Treasury Note Futures | 980 | Long | Sep 2015 | $ | 124,633,814 | $ | 123,648,438 | ($985,376 | ) | ||||||||||||||||||||
5-Year U.S. Treasury Note Futures | 596 | Long | Sep 2015 | 71,104,788 | 71,077,657 | (27,131 | ) | |||||||||||||||||||||||
Euro-BTP Italian Government Bond Futures | 8 | Long | Sep 2015 | 1,155,839 | 1,161,316 | 5,477 | ||||||||||||||||||||||||
Euro-Buxl Futures | 48 | Long | Sep 2015 | 8,481,292 | 7,954,140 | (527,152 | ) | |||||||||||||||||||||||
German Euro BOBL Futures | 122 | Long | Sep 2015 | 17,556,665 | 17,624,389 | 67,724 | ||||||||||||||||||||||||
German Euro BUND Futures | 191 | Long | Sep 2015 | 32,834,130 | 32,366,313 | (467,817 | ) | |||||||||||||||||||||||
U.K. Long Gilt Bond Futures | 308 | Long | Sep 2015 | 55,776,711 | 56,006,951 | 230,240 | ||||||||||||||||||||||||
U.S. Treasury Long Bond Futures | 19 | Long | Sep 2015 | 2,875,561 | 2,866,031 | (9,530 | ) | |||||||||||||||||||||||
10-Year Australian Treasury Bond Futures | 65 | Short | Sep 2015 | (6,241,415 | ) | (6,281,957 | ) | (40,542 | ) | |||||||||||||||||||||
10-Year Canada Government Bond Futures | 99 | Short | Sep 2015 | (11,020,791 | ) | (11,096,878 | ) | (76,087 | ) | |||||||||||||||||||||
Eurodollar Futures | 3 | Short | Jun 2016 | (741,708 | ) | (743,062 | ) | (1,354 | ) | |||||||||||||||||||||
($1,831,548 | ) |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
High Yield Trust | 10-Year U.S. Treasury Note Futures | 85 | Short | Sep 2015 | ($10,758,348 | ) | ($10,724,609 | ) | $ | 33,739 | ||||||||||||||||||||
U.S. Treasury Long Bond Futures | 3 | Short | Sep 2015 | (454,373 | ) | (452,531 | ) | 1,842 | ||||||||||||||||||||||
$ | 35,581 |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Quality Bond Trust | 2-Year U.S. Treasury Note Futures | 122 | Long | Sep 2015 | $ | 26,638,507 | $ | 26,710,375 | $ | 71,868 | ||||||||||||||||||||
5-Year U.S. Treasury Note Futures | 102 | Long | Sep 2015 | 12,166,919 | 12,164,297 | (2,622 | ) | |||||||||||||||||||||||
U.K. Long Gilt Bond Futures | 10 | Long | Sep 2015 | 1,839,794 | 1,818,408 | (21,386 | ) | |||||||||||||||||||||||
U.S. Treasury Long Bond Futures | 36 | Long | Sep 2015 | 5,569,090 | 5,430,375 | (138,715 | ) | |||||||||||||||||||||||
U.S. Treasury Ultra Bond Futures | 94 | Long | Sep 2015 | 14,952,791 | 14,481,875 | (470,916 | ) | |||||||||||||||||||||||
10-Year U.S. Treasury Note Futures | 428 | Short | Sep 2015 | (53,944,879 | ) | (54,001,562 | ) | (56,683 | ) | |||||||||||||||||||||
($618,454 | ) |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
New Income Trust | 10-Year U.S. Treasury Note Futures | 157 | Short | Sep 2015 | ($19,819,549 | ) | ($19,808,984 | ) | $ | 10,565 | ||||||||||||||||||||
2-Year U.S. Treasury Note Futures | 166 | Short | Sep 2015 | (36,280,985 | ) | (36,343,625 | ) | (62,640 | ) | |||||||||||||||||||||
($52,075 | ) |
Portfolio | | Open Contracts | | Number of Contracts | | Position | | Expiration Date | | Notional Basis | | Notional Value | | Unrealized Appreciation (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | 5-Year U.S. Treasury Note Futures | 31 | Long | Sep 2015 | $ | 3,700,655 | $ | 3,696,992 | ($3,663 | ) | ||||||||||||||||||||
10-Year U.S. Treasury Note Futures | 19 | Long | Sep 2015 | 2,418,516 | 2,397,266 | (21,250 | ) | |||||||||||||||||||||||
Euro-BTP Italian Government Bond Futures | 6 | Long | Sep 2015 | 876,054 | 870,987 | (5,067 | ) | |||||||||||||||||||||||
Eurodollar Futures | 77 | Short | Dec 2015 | (19,135,023 | ) | (19,147,012 | ) | (11,989 | ) | |||||||||||||||||||||
Eurodollar Futures | 15 | Short | Mar 2016 | (3,717,692 | ) | (3,723,000 | ) | (5,308 | ) | |||||||||||||||||||||
Eurodollar Futures | 10 | Short | Jun 2016 | (2,473,901 | ) | (2,476,875 | ) | (2,974 | ) | |||||||||||||||||||||
Eurodollar Futures | 34 | Short | Sep 2016 | (8,389,579 | ) | (8,402,250 | ) | (12,671 | ) | |||||||||||||||||||||
Eurodollar Futures | 27 | Short | Dec 2016 | (6,648,002 | ) | (6,657,525 | ) | (9,523 | ) | |||||||||||||||||||||
Eurodollar Futures | 24 | Short | Mar 2017 | (5,899,416 | ) | (5,906,700 | ) | (7,284 | ) | |||||||||||||||||||||
German Euro BUND Futures | 5 | Short | Sep 2015 | (836,935 | ) | (847,286 | ) | (10,351 | ) | |||||||||||||||||||||
U.S. Treasury Long Bond Futures | 5 | Short | Sep 2015 | (754,560 | ) | (754,219 | ) | 341 | ||||||||||||||||||||||
($89,739 | ) |
wards include the possible failure of counterparties to meet the terms of the forward agreement, the failure of the counterparties to timely post collateral if applicable, the risk that currency movements will not favor the portfolios thereby reducing the portfolios’ total return, and the potential for losses in excess of the amounts recognized on the Statements of assets and liabilities.
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||||||||||||||
AUD 27,284,664 | USD 21,022,834 | Bank of America, N.A. | 7/2/2015 | $ | 28,653 | — | $ | 28,653 | |||||||||||||||||||||||
BRL 2,981,100 | USD 950,000 | Bank of America, N.A. | 7/2/2015 | 8,831 | — | 8,831 | |||||||||||||||||||||||||
BRL 22,689,672 | USD 7,309,817 | BNP Paribas SA | 7/2/2015 | — | ($11,991 | ) | (11,991 | ) | |||||||||||||||||||||||
BRL 9,501,894 | USD 2,996,498 | Citibank N.A. | 7/2/2015 | 59,658 | — | 59,658 | |||||||||||||||||||||||||
BRL 20,947,817 | USD 6,744,870 | Credit Suisse International | 7/2/2015 | — | (7,287 | ) | (7,287 | ) | |||||||||||||||||||||||
BRL 68,606,455 | USD 22,196,026 | Deutsche Bank AG London | 7/2/2015 | — | (129,687 | ) | (129,687 | ) | |||||||||||||||||||||||
BRL 9,747,839 | USD 3,141,829 | HSBC Bank USA | 7/2/2015 | — | (6,568 | ) | (6,568 | ) | |||||||||||||||||||||||
BRL 5,426,955 | USD 1,749,164 | JPMorgan Chase Bank N.A. | 7/2/2015 | — | (3,657 | ) | (3,657 | ) | |||||||||||||||||||||||
BRL 5,827,266 | USD 1,878,188 | UBS AG | 7/2/2015 | — | (3,927 | ) | (3,927 | ) | |||||||||||||||||||||||
BRL 5,426,955 | USD 1,715,274 | JPMorgan Chase Bank N.A. | 8/4/2015 | 10,132 | — | 10,132 | |||||||||||||||||||||||||
BRL 5,827,266 | USD 1,831,638 | UBS AG | 8/4/2015 | 21,039 | — | 21,039 | |||||||||||||||||||||||||
CNY 4,482,200 | USD 730,000 | Bank of America, N.A. | 9/8/2015 | — | (10,414 | ) | (10,414 | ) | |||||||||||||||||||||||
CNY 8,950,800 | USD 1,468,946 | Barclays Capital | 9/8/2015 | — | (31,958 | ) | (31,958 | ) | |||||||||||||||||||||||
CNY 32,283,693 | USD 5,336,196 | Citibank N.A. | 9/8/2015 | — | (153,278 | ) | (153,278 | ) | |||||||||||||||||||||||
CNY 6,380,000 | USD 1,055,680 | JPMorgan Chase Bank N.A. | 9/8/2015 | — | (31,416 | ) | (31,416 | ) | |||||||||||||||||||||||
CNY 4,368,300 | USD 710,000 | Morgan Stanley Bank, N.A. | 9/8/2015 | — | (8,700 | ) | (8,700 | ) | |||||||||||||||||||||||
DKK 23,234,600 | USD 3,474,073 | Bank of America, N.A. | 7/1/2015 | — | (2,025 | ) | (2,025 | ) | |||||||||||||||||||||||
DKK 69,595,890 | USD 10,378,152 | UBS AG | 7/1/2015 | 21,867 | — | 21,867 | |||||||||||||||||||||||||
DKK 35,110,000 | USD 5,433,347 | HSBC Bank USA | 8/12/2015 | — | (180,665 | ) | (180,665 | ) | |||||||||||||||||||||||
�� | DKK 26,994,000 | USD 4,115,566 | UBS AG | 8/12/2015 | — | (77,091 | ) | (77,091 | ) | ||||||||||||||||||||||
EUR 18,652,000 | USD 21,085,127 | Citibank N.A. | 8/12/2015 | — | (279,633 | ) | (279,633 | ) | |||||||||||||||||||||||
EUR 3,297,000 | USD 3,703,607 | Goldman Sachs Bank USA | 8/12/2015 | — | (25,947 | ) | (25,947 | ) | |||||||||||||||||||||||
EUR 7,892,000 | USD 8,915,163 | UBS AG | 8/12/2015 | — | (111,981 | ) | (111,981 | ) | |||||||||||||||||||||||
GBP 931,000 | USD 1,452,980 | JPMorgan Chase Bank N.A. | 7/2/2015 | 9,853 | — | 9,853 | |||||||||||||||||||||||||
GBP 3,387,000 | USD 5,153,764 | UBS AG | 7/2/2015 | 168,059 | — | 168,059 | |||||||||||||||||||||||||
GBP 1,719,000 | USD 2,703,401 | JPMorgan Chase Bank N.A. | 8/4/2015 | — | (3,027 | ) | (3,027 | ) | |||||||||||||||||||||||
INR 437,078,512 | USD 6,732,571 | Goldman Sachs Bank USA | 8/24/2015 | 60,507 | — | 60,507 | |||||||||||||||||||||||||
JPY 615,900,000 | USD 4,971,709 | Citibank N.A. | 7/2/2015 | 60,771 | — | 60,771 | |||||||||||||||||||||||||
JPY 1,067,500,000 | USD 8,557,368 | Credit Suisse International | 7/2/2015 | 165,106 | — | 165,106 | |||||||||||||||||||||||||
JPY 11,496,763,093 | USD 92,865,615 | HSBC Bank USA | 7/2/2015 | 1,073,701 | — | 1,073,701 | |||||||||||||||||||||||||
JPY 125,000,000 | USD 1,011,872 | JPMorgan Chase Bank N.A. | 7/2/2015 | 9,495 | — | 9,495 | |||||||||||||||||||||||||
JPY 12,368,863,093 | USD 99,829,403 | BNP Paribas SA | 8/4/2015 | 1,275,296 | — | 1,275,296 | |||||||||||||||||||||||||
MXN 218,189,092 | USD 14,070,361 | BNP Paribas SA | 7/7/2015 | — | (193,359 | ) | (193,359 | ) | |||||||||||||||||||||||
MXN 3,267,000 | USD 211,500 | Citibank N.A. | 7/7/2015 | — | (3,716 | ) | (3,716 | ) | |||||||||||||||||||||||
MXN 158,649,978 | USD 10,262,629 | Nomura Global Financial Products, Inc. | 7/7/2015 | — | (172,362 | ) | (172,362 | ) | |||||||||||||||||||||||
NZD 18,726,000 | USD 12,768,510 | UBS AG | 7/2/2015 | — | (78,836 | ) | (78,836 | ) | |||||||||||||||||||||||
PLN 14,410,000 | USD 3,890,015 | Barclays Capital | 7/30/2015 | — | (60,404 | ) | (60,404 | ) | |||||||||||||||||||||||
PLN 17,832,000 | USD 4,882,440 | Citibank N.A. | 7/30/2015 | — | (143,396 | ) | (143,396 | ) | |||||||||||||||||||||||
PLN 9,289,000 | USD 2,459,358 | Deutsche Bank AG London | 7/30/2015 | 9,293 | — | 9,293 | |||||||||||||||||||||||||
PLN 40,046,000 | USD 10,839,887 | HSBC Bank USA | 7/30/2015 | — | (197,235 | ) | (197,235 | ) | |||||||||||||||||||||||
PLN 7,497,317 | USD 2,086,014 | JPMorgan Chase Bank N.A. | 7/30/2015 | — | (93,522 | ) | (93,522 | ) | |||||||||||||||||||||||
SEK 20,460,000 | USD 2,445,823 | Bank of America, N.A. | 8/12/2015 | 24,291 | — | 24,291 | |||||||||||||||||||||||||
USD 3,128,753 | AUD 4,104,000 | Citibank N.A. | 7/2/2015 | — | (37,689 | ) | (37,689 | ) | |||||||||||||||||||||||
USD 17,877,658 | AUD 23,180,664 | Goldman Sachs Bank USA | 7/2/2015 | — | (7,387 | ) | (7,387 | ) | |||||||||||||||||||||||
USD 20,985,399 | AUD 27,284,664 | Bank of America, N.A. | 8/4/2015 | — | (28,162 | ) | (28,162 | ) | |||||||||||||||||||||||
USD 946,565 | BRL 2,981,100 | Bank of America, N.A. | 7/2/2015 | — | (12,266 | ) | (12,266 | ) | |||||||||||||||||||||||
USD 7,313,115 | BRL 22,689,672 | BNP Paribas SA | 7/2/2015 | 15,289 | — | 15,289 | |||||||||||||||||||||||||
USD 3,062,558 | BRL 9,501,894 | Citibank N.A. | 7/2/2015 | 6,403 | — | 6,403 | |||||||||||||||||||||||||
USD 7,665,870 | BRL 20,947,817 | Credit Suisse International | 7/2/2015 | 928,288 | — | 928,288 | |||||||||||||||||||||||||
USD 24,154,437 | BRL 68,606,455 | Deutsche Bank AG London | 7/2/2015 | 2,088,099 | — | 2,088,099 | |||||||||||||||||||||||||
USD 3,045,248 | BRL 9,747,839 | HSBC Bank USA | 7/2/2015 | — | (90,013 | ) | (90,013 | ) | |||||||||||||||||||||||
USD 1,734,960 | BRL 5,426,955 | JPMorgan Chase Bank N.A. | 7/2/2015 | — | (10,547 | ) | (10,547 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust (continued) | USD 1,852,572 | BRL 5,827,266 | UBS AG | 7/2/2015 | — | ($21,689 | ) | ($21,689 | ) | |||||||||||||||||||||
USD 7,228,312 | BRL 22,689,672 | BNP Paribas SA | 8/4/2015 | $ | 14,528 | — | 14,528 | |||||||||||||||||||||||
USD 11,401,820 | BRL 30,200,000 | Goldman Sachs Bank USA | 10/2/2015 | 2,001,919 | — | 2,001,919 | ||||||||||||||||||||||||
USD 5,237,227 | BRL 13,500,000 | UBS AG | 10/2/2015 | 1,035,285 | — | 1,035,285 | ||||||||||||||||||||||||
USD 4,600,000 | BRL 13,551,600 | JPMorgan Chase Bank N.A. | 1/5/2016 | 509,590 | — | 509,590 | ||||||||||||||||||||||||
USD 1,209,202 | BRL 4,198,953 | Citibank N.A. | 4/4/2016 | — | (22,488 | ) | (22,488 | ) | ||||||||||||||||||||||
USD 6,091,192 | BRL 21,072,479 | Credit Suisse International | 4/4/2016 | — | (90,052 | ) | (90,052 | ) | ||||||||||||||||||||||
USD 3,897,229 | BRL 13,055,716 | Goldman Sachs Bank USA | 4/4/2016 | 67,562 | — | 67,562 | ||||||||||||||||||||||||
USD 2,996,498 | BRL 10,462,271 | Citibank N.A. | 5/3/2016 | — | (45,621 | ) | (45,621 | ) | ||||||||||||||||||||||
USD 656,534 | CAD 820,000 | JPMorgan Chase Bank N.A. | 7/2/2015 | 9 | — | 9 | ||||||||||||||||||||||||
USD 122,165 | CHF 114,000 | Goldman Sachs Bank USA | 8/12/2015 | 43 | — | 43 | ||||||||||||||||||||||||
USD 9,839,444 | CNY 60,473,220 | Credit Suisse International | 9/8/2015 | 130,895 | — | 130,895 | ||||||||||||||||||||||||
USD 5,650,635 | DKK 38,220,000 | UBS AG | 8/12/2015 | — | (67,322 | ) | (67,322 | ) | ||||||||||||||||||||||
USD 315,298 | DKK 2,067,200 | JPMorgan Chase Bank N.A. | 10/1/2015 | 5,564 | — | 5,564 | ||||||||||||||||||||||||
USD 319,325 | DKK 2,094,000 | UBS AG | 10/1/2015 | 5,575 | — | 5,575 | ||||||||||||||||||||||||
USD 2,532,104 | DKK 16,561,000 | JPMorgan Chase Bank N.A. | 1/4/2016 | 44,059 | — | 44,059 | ||||||||||||||||||||||||
USD 2,317,037 | DKK 15,621,000 | Bank of America, N.A. | 4/1/2016 | — | (36,300 | ) | (36,300 | ) | ||||||||||||||||||||||
USD 8,003,383 | DKK 54,070,853 | HSBC Bank USA | 4/1/2016 | — | (142,507 | ) | (142,507 | ) | ||||||||||||||||||||||
USD 2,311,527 | DKK 15,579,000 | JPMorgan Chase Bank N.A. | 4/1/2016 | — | (35,483 | ) | (35,483 | ) | ||||||||||||||||||||||
USD 3,508,698 | DKK 23,234,600 | Bank of America, N.A. | 7/1/2016 | — | (4,166 | ) | (4,166 | ) | ||||||||||||||||||||||
USD 10,481,309 | DKK 69,595,890 | UBS AG | 7/1/2016 | — | (40,969 | ) | (40,969 | ) | ||||||||||||||||||||||
USD 10,565,392 | EUR 9,411,000 | Citibank N.A. | 8/12/2015 | 67,830 | — | 67,830 | ||||||||||||||||||||||||
USD 6,682,281 | EUR 5,989,231 | Credit Suisse International | 8/12/2015 | 1,554 | — | 1,554 | ||||||||||||||||||||||||
USD 557,649 | EUR 495,000 | Goldman Sachs Bank USA | 8/12/2015 | 5,498 | — | 5,498 | ||||||||||||||||||||||||
USD 8,181,720 | EUR 7,199,000 | HSBC Bank USA | 8/12/2015 | 151,549 | — | 151,549 | ||||||||||||||||||||||||
USD 3,247,049 | EUR 2,924,000 | UBS AG | 8/12/2015 | — | (14,546 | ) | (14,546 | ) | ||||||||||||||||||||||
USD 5,476,050 | JPY 683,100,000 | Bank of America, N.A. | 7/2/2015 | — | (105,516 | ) | (105,516 | ) | ||||||||||||||||||||||
USD 101,831,440 | JPY 12,622,063,093 | BNP Paribas SA | 7/2/2015 | — | (1,302,630 | ) | (1,302,630 | ) | ||||||||||||||||||||||
USD 7,962,885 | JPY 1,000,000,000 | Citibank N.A. | 7/6/2015 | — | (208,423 | ) | (208,423 | ) | ||||||||||||||||||||||
USD 7,828,140 | MXN 120,293,467 | Credit Suisse International | 7/7/2015 | 177,379 | — | 177,379 | ||||||||||||||||||||||||
USD 23,559,275 | MXN 372,440,027 | Citibank N.A. | 9/30/2015 | 11,638 | — | 11,638 | ||||||||||||||||||||||||
USD 81,978 | MYR 309,132 | UBS AG | 8/24/2015 | 377 | — | 377 | ||||||||||||||||||||||||
USD 599,706 | NOK 4,525,000 | Goldman Sachs Bank USA | 8/12/2015 | 23,116 | — | 23,116 | ||||||||||||||||||||||||
USD 11,528,507 | NZD 16,158,000 | Bank of America, N.A. | 7/2/2015 | 579,038 | — | 579,038 | ||||||||||||||||||||||||
USD 1,781,261 | NZD 2,568,000 | JPMorgan Chase Bank N.A. | 7/2/2015 | 41,056 | — | 41,056 | ||||||||||||||||||||||||
USD 12,731,545 | NZD 18,726,000 | UBS AG | 8/4/2015 | 78,508 | — | 78,508 | ||||||||||||||||||||||||
USD 4,185,205 | PLN 16,011,027 | Barclays Capital | 7/30/2015 | — | (69,896 | ) | (69,896 | ) | ||||||||||||||||||||||
USD 21,423 | PLN 77,000 | Citibank N.A. | 7/30/2015 | 960 | — | 960 | ||||||||||||||||||||||||
USD 3,035,089 | PLN 11,357,000 | HSBC Bank USA | 7/30/2015 | 16,845 | — | 16,845 | ||||||||||||||||||||||||
USD 16,997,577 | PLN 63,831,000 | JPMorgan Chase Bank N.A. | 7/30/2015 | 33,807 | — | 33,807 | ||||||||||||||||||||||||
USD 3,510,688 | SGD 4,726,000 | HSBC Bank USA | 7/24/2015 | 2,933 | — | 2,933 | ||||||||||||||||||||||||
$ | 11,051,748 | ($4,415,754 | ) | $ | 6,635,994 |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
High Yield Trust | ||||||||||||||||||||||||||||||
CAD 2,322,428 | USD 1,913,007 | Citibank N.A. London | 8/13/2015 | — | ($54,601 | ) | ($54,601 | ) | ||||||||||||||||||||||
EUR 100,000 | USD 112,490 | UBS AG London | 8/13/2015 | — | (943 | ) | (943 | ) | ||||||||||||||||||||||
USD 1,102,284 | EUR 977,098 | Citibank N.A. London | 8/13/2015 | $ | 12,358 | — | 12,358 | |||||||||||||||||||||||
USD 1,986,365 | EUR 1,744,024 | UBS AG London | 8/13/2015 | 40,953 | — | 40,953 | ||||||||||||||||||||||||
$ | 53,311 | ($55,544 | ) | ($2,233 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Quality Bond Trust | ||||||||||||||||||||||||||||||
BRL 625,000 | USD 199,808 | UBS AG | 7/2/2015 | $ | 1,215 | — | $ | 1,215 | ||||||||||||||||||||||
EUR 45,000 | USD 50,379 | State Street Bank and Trust Company | 7/31/2015 | — | ($192 | ) | (192 | ) | ||||||||||||||||||||||
EUR 2,000 | USD 2,251 | JPMorgan Chase Bank N.A. | 9/16/2015 | — | (19 | ) | (19 | ) | ||||||||||||||||||||||
EUR 170,000 | USD 191,033 | Commonwealth Bank of Australia Sydney | 9/18/2015 | — | (1,301 | ) | (1,301 | ) | ||||||||||||||||||||||
KES 7,855,000 | USD 80,112 | JPMorgan Chase Bank N.A. | 7/13/2015 | — | (1,185 | ) | (1,185 | ) | ||||||||||||||||||||||
KES 19,583,000 | USD 199,827 | Standard Chartered Bank | 7/13/2015 | — | (3,057 | ) | (3,057 | ) | ||||||||||||||||||||||
MXN 9,260,000 | USD 600,207 | Deutsche Bank AG London | 9/17/2015 | — | (14,223 | ) | (14,223 | ) | ||||||||||||||||||||||
MYR 370,000 | USD 97,638 | Deutsche Bank AG London | 9/17/2015 | — | (142 | ) | (142 | ) | ||||||||||||||||||||||
MYR 380,000 | USD 100,737 | HSBC Bank USA | 9/17/2015 | — | (606 | ) | (606 | ) | ||||||||||||||||||||||
MYR 560,000 | USD 148,384 | JPMorgan Chase Bank N.A. | 9/17/2015 | — | (822 | ) | (822 | ) | ||||||||||||||||||||||
NGN 29,556,000 | USD 145,698 | JPMorgan Chase Bank N.A. | 7/15/2015 | 2,393 | — | 2,393 | ||||||||||||||||||||||||
NGN 61,131,000 | USD 336,810 | BNP Paribas SA | 10/8/2015 | — | (38,959 | ) | (38,959 | ) | ||||||||||||||||||||||
PLN 745,000 | USD 202,374 | BNP Paribas SA | 9/17/2015 | — | (4,643 | ) | (4,643 | ) | ||||||||||||||||||||||
PLN 355,000 | USD 96,026 | JPMorgan Chase Bank N.A. | 9/17/2015 | — | (1,805 | ) | (1,805 | ) | ||||||||||||||||||||||
RSD 20,000,000 | USD 201,552 | Citibank N.A. | 9/18/2015 | — | (17,546 | ) | (17,546 | ) | ||||||||||||||||||||||
RUB 8,580,000 | USD 156,712 | JPMorgan Chase Bank N.A. | 7/17/2015 | — | (2,104 | ) | (2,104 | ) | ||||||||||||||||||||||
TRY 240,000 | USD 86,688 | Goldman Sachs International | 7/20/2015 | 2,370 | — | 2,370 | ||||||||||||||||||||||||
TRY 780,000 | USD 280,796 | Barclays Bank PLC Wholesale | 9/16/2015 | 3,969 | — | 3,969 | ||||||||||||||||||||||||
USD 195,548 | BRL 625,000 | State Street Bank and Trust Company | 7/2/2015 | — | (5,475 | ) | (5,475 | ) | ||||||||||||||||||||||
USD 201,444 | BRL 625,000 | UBS AG | 7/2/2015 | 421 | — | 421 | ||||||||||||||||||||||||
USD 97,334 | CLP 61,400,000 | Standard Chartered Bank | 9/16/2015 | 1,963 | — | 1,963 | ||||||||||||||||||||||||
USD 96,460 | CLP 61,400,000 | State Street Bank and Trust Company | 9/16/2015 | 1,090 | — | 1,090 | ||||||||||||||||||||||||
USD 79,663 | COP 204,300,000 | Standard Chartered Bank | 9/16/2015 | 1,888 | — | 1,888 | ||||||||||||||||||||||||
USD 211,358 | CZK 5,110,000 | Citibank N.A. | 9/16/2015 | 2,231 | — | 2,231 | ||||||||||||||||||||||||
USD 3,606,866 | EUR 3,216,000 | Citibank N.A. | 7/31/2015 | 20,166 | — | 20,166 | ||||||||||||||||||||||||
USD 54,021 | EUR 48,000 | JPMorgan Chase Bank N.A. | 9/16/2015 | 452 | — | 452 | ||||||||||||||||||||||||
USD 219,886 | EUR 170,000 | Citibank N.A. | 9/18/2015 | 30,155 | — | 30,155 | ||||||||||||||||||||||||
USD 392,401 | EUR 365,000 | Bank of America, N.A. | 3/15/2017 | — | (22,080 | ) | (22,080 | ) | ||||||||||||||||||||||
USD 1,042,024 | GBP 663,000 | HSBC Bank USA | 7/31/2015 | 491 | — | 491 | ||||||||||||||||||||||||
USD 423,266 | GBP 274,000 | Bank of America, N.A. | 9/16/2015 | — | (7,021 | ) | (7,021 | ) | ||||||||||||||||||||||
USD 97,380 | GHS 446,000 | Deutsche Bank AG London | 9/18/2015 | 129 | — | 129 | ||||||||||||||||||||||||
USD 79,521 | GHS 365,000 | JPMorgan Chase Bank N.A. | 9/18/2015 | — | (68 | ) | (68 | ) | ||||||||||||||||||||||
USD 101,157 | IDR 1,387,877,000 | Barclays Bank PLC Wholesale | 9/16/2015 | — | (1,239 | ) | (1,239 | ) | ||||||||||||||||||||||
USD 93,773 | IDR 1,280,470,000 | Goldman Sachs International | 9/16/2015 | — | (699 | ) | (699 | ) | ||||||||||||||||||||||
USD 138,632 | IDR 1,894,686,000 | JPMorgan Chase Bank N.A. | 9/16/2015 | — | (1,156 | ) | (1,156 | ) | ||||||||||||||||||||||
USD 84,517 | IDR 1,220,000,000 | Barclays Bank PLC Wholesale | 5/18/2016 | — | (913 | ) | (913 | ) | ||||||||||||||||||||||
USD 103,903 | IDR 1,504,000,000 | JPMorgan Chase Bank N.A. | 5/18/2016 | — | (1,413 | ) | (1,413 | ) | ||||||||||||||||||||||
USD 209,233 | MXN 3,230,000 | HSBC Bank USA | 9/17/2015 | 4,835 | — | 4,835 | ||||||||||||||||||||||||
USD 1,716,217 | MXN 26,797,000 | Royal Bank of Canada | 9/17/2015 | 20,471 | — | 20,471 | ||||||||||||||||||||||||
USD 277,357 | NGN 61,131,000 | Citibank N.A. | 10/8/2015 | — | (20,495 | ) | (20,495 | ) | ||||||||||||||||||||||
USD 153,571 | RUB 8,580,000 | JPMorgan Chase Bank N.A. | 7/17/2015 | — | (1,037 | ) | (1,037 | ) | ||||||||||||||||||||||
USD 85,620 | TRY 240,000 | Goldman Sachs International | 7/20/2015 | — | (3,438 | ) | (3,438 | ) | ||||||||||||||||||||||
USD 300,851 | UYU 8,305,000 | HSBC Bank USA | 9/16/2015 | — | (54 | ) | (54 | ) | ||||||||||||||||||||||
USD 876,785 | ZAR 11,019,000 | Citibank N.A. | 9/16/2015 | — | (17,045 | ) | (17,045 | ) | ||||||||||||||||||||||
UYU 8,305,000 | USD 303,568 | HSBC Bank USA | 9/16/2015 | — | (2,662 | ) | (2,662 | ) | ||||||||||||||||||||||
ZAR 4,070,000 | USD 324,130 | HSBC Bank USA | 9/16/2015 | 6,017 | — | 6,017 | ||||||||||||||||||||||||
$ | 100,256 | ($171,399 | ) | ($71,143 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
New Income Trust | ||||||||||||||||||||||||||||||
EUR 3,900,000 | USD 4,355,812 | Westpac Banking Corporation | 7/1/2015 | — | ($7,899 | ) | ($7,899 | ) | ||||||||||||||||||||||
INR 271,790,000 | USD 4,178,813 | Bank of America, N.A. | 8/10/2015 | $ | 56,947 | — | 56,947 | |||||||||||||||||||||||
MXN 56,750,000 | USD 3,678,615 | Royal Bank of Scotland PLC | 8/10/2015 | — | (77,941 | ) | (77,941 | ) | ||||||||||||||||||||||
SGD 3,250,000 | USD 2,437,561 | Bank of America, N.A. | 7/21/2015 | — | (25,221 | ) | (25,221 | ) | ||||||||||||||||||||||
SGD 2,375,000 | USD 1,787,192 | Standard Chartered Bank | 7/21/2015 | — | (24,329 | ) | (24,329 | ) | ||||||||||||||||||||||
USD 6,100,645 | AUD 7,990,000 | Citibank N.A. London | 9/9/2015 | — | (41,032 | ) | (41,032 | ) | ||||||||||||||||||||||
USD 6,638,041 | BRL 20,870,000 | Morgan Stanley and Company International PLC | 9/2/2015 | 73,703 | — | 73,703 | ||||||||||||||||||||||||
USD 2,049,089 | CAD 2,530,000 | Royal Bank of Canada (UK) | 9/24/2015 | 25,724 | — | 25,724 | ||||||||||||||||||||||||
USD 4,223,388 | EUR 3,900,000 | Deutsche Bank AG London | 7/1/2015 | — | (124,525 | ) | (124,525 | ) | ||||||||||||||||||||||
USD 2,208,961 | EUR 1,960,000 | Bank of America, N.A. | 9/16/2015 | 21,536 | — | 21,536 | ||||||||||||||||||||||||
USD 4,372,526 | EUR 3,910,000 | Westpac Banking Corporation | 9/30/2015 | 7,924 | — | 7,924 | ||||||||||||||||||||||||
USD 2,115,283 | JPY 253,290,000 | Morgan Stanley and Company International PLC | 7/24/2015 | 45,129 | — | 45,129 |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
New Income Trust (continued) | ||||||||||||||||||||||||||||||
USD 1,062,754 | MXN 16,075,000 | Bank of America, N.A. | 8/10/2015 | $ | 42,827 | — | $ | 42,827 | ||||||||||||||||||||||
USD 2,630,422 | MXN 40,675,000 | Citibank N.A. London | 8/10/2015 | 49,674 | — | 49,674 | ||||||||||||||||||||||||
USD 753,832 | MXN 11,410,000 | Bank of America, N.A. | 8/19/2015 | 30,346 | — | 30,346 | ||||||||||||||||||||||||
USD 2,791,398 | MXN 43,550,000 | JPMorgan Chase Bank N.A. London | 9/29/2015 | 37,749 | — | 37,749 | ||||||||||||||||||||||||
USD 4,162,289 | �� | SGD 5,625,000 | JPMorgan Chase Bank N.A. London | 7/21/2015 | — | ($12,915 | ) | (12,915 | ) | |||||||||||||||||||||
USD 2,419,665 | ZAR 30,805,000 | Barclays Bank PLC Wholesale | 9/10/2015 | — | (81,780 | ) | (81,780 | ) | ||||||||||||||||||||||
$ | 391,559 | ($395,642 | ) | ($4,083 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | ||||||||||||||||||||||||||||||
AUD 287,000 | USD 222,363 | Citibank N.A. | 7/2/2015 | — | ($928 | ) | ($928 | ) | ||||||||||||||||||||||
AUD 143,000 | USD 110,864 | HSBC Bank USA | 7/2/2015 | — | (532 | ) | (532 | ) | ||||||||||||||||||||||
BRL 150,748 | USD 48,588 | Bank of America, N.A. | 7/2/2015 | — | (102 | ) | (102 | ) | ||||||||||||||||||||||
BRL 3,970,740 | USD 1,277,569 | BNP Paribas SA | 7/2/2015 | — | (435 | ) | (435 | ) | ||||||||||||||||||||||
BRL 189,270 | USD 60,000 | Citibank N.A. | 7/2/2015 | $ | 876 | — | 876 | |||||||||||||||||||||||
BRL 4,854,770 | USD 1,591,137 | Deutsche Bank AG London | 7/2/2015 | — | (29,665 | ) | (29,665 | ) | ||||||||||||||||||||||
BRL 788,992 | USD 253,366 | Goldman Sachs Bank USA | 7/2/2015 | 403 | — | 403 | ||||||||||||||||||||||||
BRL 3,482,924 | USD 1,109,565 | BNP Paribas SA | 8/4/2015 | — | (2,230 | ) | (2,230 | ) | ||||||||||||||||||||||
EUR 587,000 | USD 664,976 | Citibank N.A. | 7/2/2015 | — | (10,558 | ) | (10,558 | ) | ||||||||||||||||||||||
EUR 470,000 | USD 517,219 | JPMorgan Chase Bank N.A. | 7/2/2015 | 6,760 | — | 6,760 | ||||||||||||||||||||||||
EUR 9,607,000 | USD 10,750,904 | Morgan Stanley Bank, N.A. | 7/2/2015 | — | (40,544 | ) | (40,544 | ) | ||||||||||||||||||||||
EUR 490,000 | USD 553,798 | UBS AG | 7/2/2015 | — | (7,522 | ) | (7,522 | ) | ||||||||||||||||||||||
GBP 3,086,000 | USD 4,857,700 | JPMorgan Chase Bank N.A. | 7/2/2015 | — | (8,823 | ) | (8,823 | ) | ||||||||||||||||||||||
INR 34,213,849 | USD 539,183 | Barclays Capital | 7/24/2015 | — | (4,203 | ) | (4,203 | ) | ||||||||||||||||||||||
INR 27,299,535 | USD 423,281 | JPMorgan Chase Bank | 7/24/2015 | 3,584 | — | 3,584 | ||||||||||||||||||||||||
INR 48,969,174 | USD 754,300 | Goldman Sachs Bank USA | 8/24/2015 | 6,779 | — | 6,779 | ||||||||||||||||||||||||
JPY 78,900,000 | USD 636,592 | BNP Paribas SA | 7/2/2015 | 8,095 | — | 8,095 | ||||||||||||||||||||||||
PLN 572,286 | USD 152,394 | JPMorgan Chase Bank N.A. | 7/30/2015 | — | (303 | ) | (303 | ) | ||||||||||||||||||||||
USD 436,836 | AUD 573,000 | Citibank N.A. | 7/2/2015 | — | (5,262 | ) | (5,262 | ) | ||||||||||||||||||||||
USD 49,000 | BRL 150,748 | Bank of America, N.A. | 7/2/2015 | 514 | — | 514 | ||||||||||||||||||||||||
USD 1,282,076 | BRL 3,970,740 | BNP Paribas SA | 7/2/2015 | 4,942 | — | 4,942 | ||||||||||||||||||||||||
USD 61,004 | BRL 189,270 | Citibank N.A. | 7/2/2015 | 128 | — | 128 | ||||||||||||||||||||||||
USD 1,568,520 | BRL 4,854,769 | Deutsche Bank AG London | 7/2/2015 | 7,049 | — | 7,049 | ||||||||||||||||||||||||
USD 256,000 | BRL 788,992 | Goldman Sachs Bank USA | 7/2/2015 | 2,231 | — | 2,231 | ||||||||||||||||||||||||
USD 1,400,000 | BRL 4,527,160 | JPMorgan Chase Bank N.A. | 4/4/2016 | 72,037 | — | 72,037 | ||||||||||||||||||||||||
USD 365,147 | EUR 333,000 | Citibank N.A. | 7/2/2015 | — | (6,098 | ) | (6,098 | ) | ||||||||||||||||||||||
USD 137,401 | EUR 121,000 | JPMorgan Chase Bank N.A. | 7/2/2015 | 2,504 | — | 2,504 | ||||||||||||||||||||||||
USD 11,670,918 | EUR 10,700,000 | UBS AG | 7/2/2015 | — | (257,974 | ) | (257,974 | ) | ||||||||||||||||||||||
USD 643,818 | EUR 575,000 | Goldman Sachs Bank USA | 8/4/2015 | 2,505 | — | 2,505 | ||||||||||||||||||||||||
USD 10,755,406 | EUR 9,607,000 | Morgan Stanley Bank, N.A. | 8/4/2015 | 40,470 | — | 40,470 | ||||||||||||||||||||||||
USD 134,441 | EUR 120,000 | UBS AG | 8/4/2015 | 602 | — | 602 | ||||||||||||||||||||||||
USD 4,741,330 | GBP 3,086,000 | HSBC Bank USA | 7/2/2015 | — | (107,547 | ) | (107,547 | ) | ||||||||||||||||||||||
USD 4,741,314 | GBP 3,013,000 | JPMorgan Chase Bank N.A. | 8/4/2015 | 8,198 | — | 8,198 | ||||||||||||||||||||||||
USD 638,108 | JPY 78,900,000 | Bank of America, N.A. | 7/2/2015 | — | (6,579 | ) | (6,579 | ) | ||||||||||||||||||||||
USD 636,804 | JPY 78,900,000 | BNP Paribas SA | 8/4/2015 | — | (8,135 | ) | (8,135 | ) | ||||||||||||||||||||||
USD 322,002 | KRW 348,728,000 | Deutsche Bank AG London | 7/24/2015 | 9,522 | — | 9,522 | ||||||||||||||||||||||||
USD 166,066 | MXN 2,575,187 | BNP Paribas SA | 7/7/2015 | 2,282 | — | 2,282 | ||||||||||||||||||||||||
USD 15,622 | MXN 241,000 | Citibank N.A. | 7/7/2015 | 294 | — | 294 | ||||||||||||||||||||||||
USD 971,371 | MXN 14,908,563 | Credit Suisse International | 7/7/2015 | 23,174 | — | 23,174 | ||||||||||||||||||||||||
USD 15,891 | MXN 248,000 | UBS AG | 7/7/2015 | 118 | — | 118 | ||||||||||||||||||||||||
USD 362,893 | MXN 5,609,970 | Nomura Global Financial | 7/7/2015 | 6,095 | — | 6,095 | ||||||||||||||||||||||||
USD 155,253 | MXN 2,454,331 | Citibank N.A. | 9/30/2015 | 77 | — | 77 | ||||||||||||||||||||||||
USD 476,423 | NZD 671,000 | Goldman Sachs Bank USA | 7/2/2015 | 21,720 | — | 21,720 | ||||||||||||||||||||||||
USD 86,996 | PLN 332,864 | Barclays Capital | 7/30/2015 | — | (1,466 | ) | (1,466 | ) | ||||||||||||||||||||||
$ | 230,959 | ($498,906 | ) | ($267,947 | ) |
Portfolio | | Contract to Buy | | Contract to Sell | | Counterparty | | Contractual Settlement Date | | Unrealized Appreciation | | Unrealized Depreciation | | Net Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Income Opportunities Trust | ||||||||||||||||||||||||||||||
AUD 8,860,000 | JPY 831,967,290 | State Street Bank and Trust Company | 7/30/2015 | $ | 25,249 | — | $ | 25,249 | ||||||||||||||||||||||
AUD 4,395,000 | USD 3,375,272 | Morgan Stanley & Company, Inc. | 7/30/2015 | 10,494 | — | 10,494 | ||||||||||||||||||||||||
AUD 4,400,000 | USD 3,377,000 | Royal Bank of Scotland PLC | 7/30/2015 | 12,618 | — | 12,618 | ||||||||||||||||||||||||
AUD 4,395,000 | USD 3,387,908 | State Street Bank and Trust Company | 7/30/2015 | — | ($2,142 | ) | (2,142 | ) | ||||||||||||||||||||||
CAD 18,330,000 | MXN 226,628,994 | Royal Bank of Canada | 7/30/2015 | 280,142 | — | 280,142 | ||||||||||||||||||||||||
CAD 5,590,431 | NZD 6,300,000 | Australia and New Zealand Banking Group | 7/30/2015 | 215,595 | — | 215,595 | ||||||||||||||||||||||||
CAD 7,244,119 | NZD 8,250,000 | Canadian Imperial Bank of Commerce | 7/30/2015 | 220,953 | — | 220,953 | ||||||||||||||||||||||||
CAD 1,083,118 | NZD 1,195,000 | JPMorgan Chase Bank N.A. | 7/30/2015 | 59,071 | — | 59,071 | ||||||||||||||||||||||||
CAD 14,578,956 | NZD 16,395,000 | Royal Bank of Canada | 7/30/2015 | 585,491 | — | 585,491 | ||||||||||||||||||||||||
CAD 1,517,638 | NZD 1,715,000 | U.S. Bank | 7/30/2015 | 55,327 | — | 55,327 | ||||||||||||||||||||||||
CAD 8,000,000 | SGD 8,681,568 | Standard Chartered Bank | 7/30/2015 | — | (40,261 | ) | (40,261 | ) | ||||||||||||||||||||||
CAD 36,811,713 | USD 29,670,000 | Bank of Montreal | 7/30/2015 | — | (207,692 | ) | (207,692 | ) | ||||||||||||||||||||||
CAD 18,865,184 | USD 15,347,519 | Bank of Nova Scotia | 7/30/2015 | — | (248,741 | ) | (248,741 | ) | ||||||||||||||||||||||
CAD 10,966,462 | USD 8,935,000 | Deutsche Bank AG London | 7/30/2015 | — | (157,977 | ) | (157,977 | ) | ||||||||||||||||||||||
CAD 19,119,757 | USD 15,535,000 | Royal Bank of Canada | 7/30/2015 | — | (232,475 | ) | (232,475 | ) | ||||||||||||||||||||||
CAD 453,702 | USD 369,545 | Toronto Dominion Bank | 7/30/2015 | — | (6,424 | ) | (6,424 | ) | ||||||||||||||||||||||
CAD 5,563,479 | USD 4,450,000 | U.S. Bank | 7/30/2015 | 2,738 | — | 2,738 | ||||||||||||||||||||||||
EUR 2,000,000 | GBP 1,477,620 | JPMorgan Chase Bank N.A. | 7/30/2015 | — | (90,762 | ) | (90,762 | ) | ||||||||||||||||||||||
EUR 6,585,000 | JPY 902,704,725 | Citibank N.A. | 7/30/2015 | — | (34,447 | ) | (34,447 | ) | ||||||||||||||||||||||
EUR 7,905,000 | USD 8,846,422 | Goldman Sachs Bank USA | 7/30/2015 | — | (30,343 | ) | (30,343 | ) | ||||||||||||||||||||||
EUR 12,210,000 | USD 13,752,165 | State Street Bank and Trust Company | 7/30/2015 | — | (134,920 | ) | (134,920 | ) | ||||||||||||||||||||||
EUR 1,335,000 | USD 1,512,288 | U.S. Bank | 7/30/2015 | — | (23,424 | ) | (23,424 | ) | ||||||||||||||||||||||
GBP 1,785,418 | EUR 2,385,000 | HSBC Bank USA | 7/30/2015 | 144,926 | — | 144,926 | ||||||||||||||||||||||||
GBP 3,300,000 | SGD 6,693,753 | HSBC Bank USA | 7/30/2015 | 216,335 | — | 216,335 | ||||||||||||||||||||||||
GBP 2,500,000 | USD 3,812,815 | Deutsche Bank AG London | 7/30/2015 | 114,564 | — | 114,564 | ||||||||||||||||||||||||
JPY 894,122,933 | EUR 6,585,000 | Citibank N.A. | 7/30/2015 | — | (35,698 | ) | (35,698 | ) | ||||||||||||||||||||||
JPY 541,427,600 | USD 4,395,000 | Citibank N.A. | 7/30/2015 | 30,439 | — | 30,439 | ||||||||||||||||||||||||
JPY 538,857,135 | USD 4,390,000 | Goldman Sachs Bank USA | 7/30/2015 | 14,429 | — | 14,429 | ||||||||||||||||||||||||
JPY 829,884,106 | USD 6,745,000 | State Street Bank and Trust Company | 7/30/2015 | 38,181 | — | 38,181 | ||||||||||||||||||||||||
MXN 221,035,580 | USD 14,310,678 | Bank of Montreal | 7/30/2015 | — | (275,547 | ) | (275,547 | ) | ||||||||||||||||||||||
NZD 5,250,000 | USD 3,654,998 | Australia and New Zealand Banking Group | 7/30/2015 | — | (106,069 | ) | (106,069 | ) | ||||||||||||||||||||||
SEK 1,300,000 | USD 158,169 | Deutsche Bank AG London | 7/30/2015 | — | (1,264 | ) | (1,264 | ) | ||||||||||||||||||||||
USD 32,015,390 | AUD 40,449,009 | Australia and New Zealand Banking Group | 7/30/2015 | 854,784 | — | 854,784 | ||||||||||||||||||||||||
USD 246,959 | AUD 321,700 | Bank of Montreal | 7/30/2015 | — | (868 | ) | (868 | ) | ||||||||||||||||||||||
USD 3,389,864 | AUD 4,395,000 | Morgan Stanley & Company, Inc. | 7/30/2015 | 4,098 | — | 4,098 | ||||||||||||||||||||||||
USD 3,396,448 | AUD 4,400,000 | Royal Bank of Scotland PLC | 7/30/2015 | 6,830 | — | 6,830 | ||||||||||||||||||||||||
USD 10,173,025 | AUD 13,255,000 | State Street Bank and Trust Company | 7/30/2015 | — | (38,199 | ) | (38,199 | ) | ||||||||||||||||||||||
USD 18,890,000 | CAD 23,504,091 | Bank of Montreal | 7/30/2015 | 78,468 | — | 78,468 | ||||||||||||||||||||||||
USD 8,935,000 | CAD 10,909,188 | Deutsche Bank AG London | 7/30/2015 | 203,816 | — | 203,816 | ||||||||||||||||||||||||
USD 22,200,000 | CAD 27,172,587 | Royal Bank of Canada | 7/30/2015 | 452,382 | — | 452,382 | ||||||||||||||||||||||||
USD 105,691,084 | CAD 127,579,179 | Toronto Dominion Bank | 7/30/2015 | 3,582,907 | — | 3,582,907 | ||||||||||||||||||||||||
USD 4,450,000 | CAD 5,542,097 | U.S. Bank | 7/30/2015 | 14,375 | — | 14,375 | ||||||||||||||||||||||||
USD 13,165,628 | EUR 11,775,000 | Citibank N.A. | 7/30/2015 | 33,517 | — | 33,517 | ||||||||||||||||||||||||
USD 3,149,022 | EUR 2,850,000 | Deutsche Bank AG London | 7/30/2015 | — | (29,451 | ) | (29,451 | ) | ||||||||||||||||||||||
USD 8,862,833 | EUR 7,905,000 | Goldman Sachs Bank USA | 7/30/2015 | 46,754 | — | 46,754 | ||||||||||||||||||||||||
USD 12,795,685 | EUR 11,520,000 | State Street Bank and Trust Company | 7/30/2015 | — | (52,037 | ) | (52,037 | ) | ||||||||||||||||||||||
USD 1,454,389 | EUR 1,335,000 | U.S. Bank | 7/30/2015 | — | (34,474 | ) | (34,474 | ) | ||||||||||||||||||||||
USD 12,264,964 | GBP 8,076,122 | HSBC Bank USA | 7/30/2015 | — | (422,232 | ) | (422,232 | ) | ||||||||||||||||||||||
USD 457,194 | GBP 300,000 | State Street Bank and Trust Company | 7/30/2015 | — | (14,091 | ) | (14,091 | ) | ||||||||||||||||||||||
USD 4,395,000 | JPY 537,653,535 | Citibank N.A. | 7/30/2015 | 409 | — | 409 | ||||||||||||||||||||||||
USD 4,390,000 | JPY 537,213,080 | Goldman Sachs Bank USA | 7/30/2015 | — | (991 | ) | (991 | ) | ||||||||||||||||||||||
USD 743,816 | NOK 5,500,000 | Bank of Montreal | 7/30/2015 | 42,778 | — | 42,778 | ||||||||||||||||||||||||
USD 847,907 | NOK 6,400,000 | Deutsche Bank AG London | 7/30/2015 | 32,153 | — | 32,153 | ||||||||||||||||||||||||
USD 9,118,202 | NOK 69,111,415 | J. Aron & Company | 7/30/2015 | 309,153 | — | 309,153 | ||||||||||||||||||||||||
USD 1,507,034 | NZD 2,159,074 | Bank of Montreal | 7/30/2015 | 47,529 | — | 47,529 | ||||||||||||||||||||||||
USD 528,113 | NZD 772,433 | Standard Chartered Bank | 7/30/2015 | 5,958 | — | 5,958 | ||||||||||||||||||||||||
USD 8,458,553 | NZD 11,362,614 | Toronto Dominion Bank | 7/30/2015 | 777,580 | — | 777,580 | ||||||||||||||||||||||||
USD 10,633,615 | SEK 88,562,064 | Citibank N.A. | 7/30/2015 | — | (55,476 | ) | (55,476 | ) | ||||||||||||||||||||||
USD 5,122,554 | SGD 6,835,536 | Bank of Montreal | 7/30/2015 | 49,524 | — | 49,524 | ||||||||||||||||||||||||
$ | 8,569,567 | ($2,276,005 | ) | $ | 6,293,562 |
Portfolio | | Market Value Range | | Reason for purchasing options | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | $61.3 thousand to $365.8 thousand | To manage duration of the portfolio, manage against anticipated interest rate changes and currency exchange rates, to maintain diversity and liquidity of the portfolio and gain exposure to foreign currency. | ||||||||
Investment Quality Bond Trust | $1.0 thousand to $2.0 thousand | To manage against currency exchange rates. | ||||||||
Real Return Bond Trust | $118.0 thousand to $193.6 thousand | To manage duration of the portfolio, manage against anticipated interest rate changes and to maintain diversity and liquidity of the portfolio. | ||||||||
Strategic Income Opportunites Trust | $976.8 thousand to $2.1 million | To manage against anticipated currency exchange rates. |
Number of Contracts/ Notional Amount | Premiums Received | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||
Outstanding, beginning of period | 115,900,000 | $ | 2,617,351 | ||||||||
Options written | 204,211,081 | 1,390,364 | |||||||||
Option closed | (114,600,000 | ) | (1,827,301 | ) | |||||||
Options exercised | (3,900,224 | ) | (144,079 | ) | |||||||
Options expired | (76,320,647 | ) | (474,862 | ) | |||||||
Outstanding, end of period | 125,290,210 | $ | 1,561,473 | ||||||||
Real Return Bond Trust | |||||||||||
Outstanding, beginning of period | 19,370,000 | $ | 246,267 | ||||||||
Options written | 36,755,057 | 305,989 | |||||||||
Option closed | (7,800,000 | ) | (108,590 | ) | |||||||
Options exercised | (3,250,018 | ) | (22,016 | ) | |||||||
Options expired | (11,737,039 | ) | (95,691 | ) | |||||||
Outstanding, end of period | 33,338,000 | $ | 325,959 |
Portfolio | | Name of Issuer | | Exercise Price | | Expiration Date | | Number of Contracts | | Premium | | Value | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | CALLS | ||||||||||||||||||||||||||
Euro BUND | 157.50 | Aug 2015 | EUR 64 | $ | 23,485 | ($20,692 | ) | ||||||||||||||||||||
$ | 23,485 | ($20,692 | ) | ||||||||||||||||||||||||
PUTS | |||||||||||||||||||||||||||
Euro BUND | 147.00 | Aug 2015 | EUR 64 | $ | 44,154 | ($27,113 | ) | ||||||||||||||||||||
Euro BUND | 148.00 | Jul 2015 | EUR 82 | 38,317 | (24,682 | ) | |||||||||||||||||||||
$ | 82,471 | ($51,795 | ) | ||||||||||||||||||||||||
Portfolio | | Description | | Counterparty | | Exercise Rate | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | CALLS | |||||||||||||||||||||||||||||||||
U.S. Dollar versus Chinese Yuan Renminbi | HSBC Bank USA | 6.60 | Feb 2016 | USD | 2,200,000 | $ | 24,690 | ($1,900 | ) | |||||||||||||||||||||||||
U.S. Dollar versus Japanese Yen | Deutsche Bank AG | 125.00 | Aug 2015 | USD | 5,200,000 | 31,928 | (27,680 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Chinese Yuan Renminbi | JPMorgan Chase Bank N.A. | 6.60 | Feb 2016 | USD | 1,790,000 | 20,406 | (1,547 | ) | ||||||||||||||||||||||||||
$ | 77,024 | ($31,127 | ) |
Portfolio | | Description | | Counterparty | | Exercise Rate | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust (continued) | PUTS | |||||||||||||||||||||||||||||||||
U.S. Dollar versus Japanese Yen | BNP Paribas | 117.00 | Jul 2015 | USD | 4,200,000 | $ | 24,303 | ($20 | ) | |||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Credit Suisse International | 3.09 | Jul 2015 | USD | 1,800,000 | 13,320 | (17,815 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Deutsche Bank AG | 3.09 | Jul 2015 | USD | 1,800,000 | 13,518 | (17,815 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Credit Suisse International | 3.03 | Jul 2015 | USD | 2,000,000 | 11,800 | (8,278 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Bank of America N.A. | 3.05 | Jul 2015 | USD | 1,800,000 | 11,322 | (10,044 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Japanese Yen | HSBC Bank USA | 118.10 | Jul 2015 | USD | 10,300,000 | 75,800 | (8,930 | ) | ||||||||||||||||||||||||||
150,063 | ($62,902 | ) | ||||||||||||||||||||||||||||||||
Portflio | | Description | | Counterparty | | Exercise Rate | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | CALLS | |||||||||||||||||||||||||||||||||
Euro versus U.S. Dollar | BNP Paribas | 1.15 | Jul 2015 | EUR | 390,000 | $ | 1,545 | ($23 | ) | |||||||||||||||||||||||||
Euro versus U.S. Dollar | UBS AG | 1.15 | Jul 2015 | EUR | 380,000 | 2,174 | (22 | ) | ||||||||||||||||||||||||||
Euro versus U.S. Dollar | Barclays Bank | 1.15 | Jul 2015 | EUR | 140,000 | 1,098 | (303 | ) | ||||||||||||||||||||||||||
Euro versus U.S. Dollar | BNP Paribas | 1.17 | Jul 2015 | EUR | 714,000 | 3,956 | (682 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Deutsche Bank AG | 2.68 | Jul 2015 | USD | 270,000 | 6,434 | (37,433 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Credit Suisse International | 4.00 | Mar 2016 | USD | 700,000 | 29,590 | (11,703 | ) | ||||||||||||||||||||||||||
$ | 44,797 | ($50,166 | ) | |||||||||||||||||||||||||||||||
PUTS | ||||||||||||||||||||||||||||||||||
Euro versus U.S. Dollar | BNP Paribas | 1.11 | Jul 2015 | EUR | 714,000 | $ | 3,593 | ($8,753 | ) | |||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Credit Suisse International | 2.95 | Jul 2015 | USD | 630,000 | 4,845 | (138 | ) | ||||||||||||||||||||||||||
U.S. Dollar versus Brazilian Real | Credit Suisse International | 2.85 | Jul 2015 | USD | 700,000 | $ | 5,005 | ($12 | ) | |||||||||||||||||||||||||
$ | 13,443 | ($8,903 | ) | |||||||||||||||||||||||||||||||
Portfolio | | Description | | Counterparty | | Floating Rate Index | | Pay/Receive Floating Rate | | Exercise Rate | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | CALLS | |||||||||||||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Barclays Bank PLC | 6-Month EURIBOR | Receive | 0.40% | Apr 2016 | EUR | 9,500,000 | $ | 34,835 | ($3,688 | ) | |||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | JPMorgan Chase Bank N.A. | 6-Month GBP LIBOR | Receive | 1.40% | Jul 2015 | GBP | 2,600,000 | 15,046 | (59 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Goldman Sachs Capital Markets | 6-Month GBP LIBOR | Receive | 1.40% | Jul 2015 | GBP | 2,600,000 | 21,619 | (2 | ) | ||||||||||||||||||||||||||||||||
30-Year Interest Rate Swap | Goldman Sachs Capital Markets | 6-Month EURIBOR | Receive | 0.75% | Sep 2015 | EUR | 2,100,000 | 56,444 | (2,263 | ) | ||||||||||||||||||||||||||||||||
$ | 127,944 | ($6,012 | ) | |||||||||||||||||||||||||||||||||||||||
PUTS | ||||||||||||||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Citibank N.A. | 3-Month USD LIBOR | Receive | 2.50% | Sep 2015 | USD | 15,100,000 | $ | 284,623 | ($14,351 | ) | |||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Bank of America N.A. | 3-Month USD LIBOR | Receive | 2.50% | Sep 2015 | USD | 30,000,000 | 570,000 | (28,512 | ) | ||||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Barclays Bank PLC | 6-Month EURIBOR | Receive | 1.40% | Apr 2016 | EUR | 9,500,000 | 82,685 | (359,443 | ) | ||||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Goldman Sachs Capital Markets | 6-Month GBP LIBOR | Receive | 1.75% | Jul 2015 | GBP | 10,900,000 | 43,267 | (28,598 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Goldman Sachs Capital Markets | 6-Month GBP LIBOR | Receive | 2.20% | Jul 2015 | GBP | 2,600,000 | 13,264 | (27,521 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Goldman Sachs Capital Markets | 6-Month GBP LIBOR | Receive | 2.20% | Jul 2015 | GBP | 2,600,000 | 8,107 | (18,197 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | JPMorgan Chase Bank N.A. | 6-Month GBP LIBOR | Receive | 2.20% | Jul 2015 | GBP | 2,600,000 | 11,869 | (15,549 | ) | ||||||||||||||||||||||||||||||||
30-Year Interest Rate Swap | Goldman Sachs Capital Markets | 6-Month EURIBOR | Receive | 1.30% | Sep 2015 | EUR | 2,100,000 | 60,871 | (259,169 | ) | ||||||||||||||||||||||||||||||||
$ | 1,074,686 | ($751,340 | ) |
Portfolio | | Description | | Counterparty | | Floating Rate Index | | Pay/Receive Floating Rate | | Exercise Rate | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | CALLS | �� | ||||||||||||||||||||||||||||||||||||||||
1-Year Interest Rate Swap | Morgan Stanley Capital Services, Inc. | 3-Month USD LIBOR | Receive | 0.66% | Jan 2016 | USD | 1,500,000 | $ | 1,500 | ($816 | ) | |||||||||||||||||||||||||||||||
1-Year Interest Rate Swap | Morgan Stanley Capital Services, Inc. | 3-Month USD LIBOR | Receive | 0.52% | Jan 2016 | USD | 1,500,000 | 900 | (365 | ) | ||||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | JPMorgan Chase Bank N.A. | 3-Month USD LIBOR | Receive | 2.91% | Sep 2015 | USD | 1,400,000 | 4,298 | (4,298 | ) | ||||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Morgan Stanley Capital Services, Inc. | 3-Month USD LIBOR | Receive | 2.91% | Sep 2015 | USD | 2,300,000 | 8,925 | (7,482 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Deutsche Bank AG | 3-Month USD LIBOR | Receive | 2.35% | Sep 2015 | USD | 1,600,000 | 10,400 | (14,446 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | JPMorgan Chase Bank N.A. | 6-Month GBP LIBOR | Receive | 1.90% | Sep 2015 | GBP | 300,000 | 2,976 | (2,641 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Goldman Sachs Capital Markets, L.P. | 6-Month GBP LIBOR | Receive | 1.75% | Aug 2015 | GBP | 300,000 | 2,587 | (911 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Citibank N.A. | 3-Month USD LIBOR | Receive | 2.05% | Jul 2015 | USD | 1,200,000 | 5,460 | (134 | ) | ||||||||||||||||||||||||||||||||
30-Year Interest Rate Swap | Morgan Stanley Capital Services, Inc. | 3-Month USD LIBOR | Receive | 2.37% | Aug 2015 | USD | 600,000 | 9,840 | (696 | ) | ||||||||||||||||||||||||||||||||
30-Year Interest Rate Swap | Morgan Stanley Capital Services, Inc. | 3-Month USD LIBOR | Receive | 2.50% | Aug 2015 | USD | 300,000 | 4,800 | (705 | ) | ||||||||||||||||||||||||||||||||
$ | 51,686 | ($32,494 | ) | |||||||||||||||||||||||||||||||||||||||
PUTS | ||||||||||||||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Morgan Stanley Capital Services, Inc. | 3-Month USD LIBOR | Receive | 2.500% | Dec 2017 | USD | 4,200,000 | $ | 140,000 | ($140,155 | ) | |||||||||||||||||||||||||||||||
5-Year Interest Rate Swap | Morgan Stanley Capital Services, Inc. | 3-Month USD LIBOR | Receive | 1.950% | Jul 2015 | USD | 3,000,000 | 10,140 | (3,355 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Deutsche Bank AG | 3-Month USD LIBOR | Receive | 2.850% | Sep 2015 | USD | 1,600,000 | 13,760 | (10,213 | ) | ||||||||||||||||||||||||||||||||
10-Year Interest Rate Swap | Goldman Sachs Capital Markets, L.P. | 6-Month GBP LIBOR | Receive | 2.400% | Aug 2015 | GBP | 300,000 | 2,587 | (2,092 | ) | ||||||||||||||||||||||||||||||||
$ | 166,487 | ($155,815 | ) |
Portfolio | | Description | | Counterparty | | Index | | Buy/Sell Protection | | Exercise Rate | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | PUTS | |||||||||||||||||||||||||||||||||||||||||
5-Year Credit Default Swap | Citibank N.A. | ITRAXX.MAIN23 | Sell | 0.90% | Aug 2015 | EUR | 500,000 | $ | 1,179 | ($1,236 | ) | |||||||||||||||||||||||||||||||
5-Year Credit Default Swap | Goldman Sachs International | ITRAXX.MAIN23 | Sell | 0.85% | Aug 2015 | EUR | 200,000 | 376 | (620 | ) | ||||||||||||||||||||||||||||||||
5-Year Credit Default Swap | Barclays Bank | ITRAXX.MAIN23 | Sell | 0.85% | Aug 2015 | EUR | 200,000 | 424 | (620 | ) | ||||||||||||||||||||||||||||||||
5-Year Credit Default Swap | BNP Paribas | ITRAXX.MAIN23 | Sell | 0.85% | Aug 2015 | EUR | 300,000 | 601 | (930 | ) | ||||||||||||||||||||||||||||||||
5-Year Credit Default Swap | Credit Suisse International | ITRAXX.MAIN23 | Sell | 0.85% | Aug 2015 | EUR | 100,000 | 206 | (310 | ) | ||||||||||||||||||||||||||||||||
5-Year Credit Default Swap | Barclays Bank | ITRAXX.MAIN23 | Sell | 0.90% | Sep 2015 | EUR | 400,000 | 856 | (1,355 | ) | ||||||||||||||||||||||||||||||||
5-Year Credit Default Swap | Goldman Sachs International | ITRAXX.MAIN23 | Sell | 0.90% | Sep 2015 | EUR | 1,700,000 | 3,476 | (5,760 | ) | ||||||||||||||||||||||||||||||||
5-Year Credit Default Swap | JPMorgan Chase Bank N.A. | ITRAXX.MAIN23 | Sell | 0.90% | Sep 2015 | EUR | 200,000 | 430 | (678 | ) | ||||||||||||||||||||||||||||||||
$ | 7,548 | ($11,509 | ) |
Portfolio | | Description | | Counterparty | | Strike Index | | Exercise Index | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | Floor-OTC CPURNSA Index | Citibank N.A. | 217.965 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Sep 2020 | USD | 2,000,000 | $ | 25,800 | ($1,365 | ) | |||||||||||||||||||||||||||
$ | 25,800 | ($1,365 | ) |
Portfolio | | Description | | Counterparty | | Initial Index | | Exercise Index | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | Floor- OTC CPURNSA Index | Citibank N.A. | 216.687 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Apr 2020 | USD | 2,600,000 | $ | 23,160 | ($1,573 | ) | |||||||||||||||||||||||||||
Floor- OTC CPURNSA Index | Citibank N.A. | 219.965 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Sep 2020 | USD | 200,000 | 2,580 | (136 | ) |
Portfolio | | Description | | Counterparty | | Initial Index | | Exercise Index | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust (continued) | Floor- OTC YOY CPURNSA Index | BNP Paribas | 236.293 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Mar 2018 | USD | 100,000 | $ | 860 | ($512 | ) | |||||||||||||||||||||||||||
Floor- OTC YOY CPURNSA Index | JPMorgan Chase Bank N.A. | 234.812 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Mar 2020 | USD | 900,000 | 10,170 | (9,843 | ) | |||||||||||||||||||||||||||||
$ | 36,770 | ($12,064 | ) |
Portfolio | | Description | | Counterparty | | Initial Index | | Exercise Index | | Expiration Date | | | Notional Amount | | Premium | | Value | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | Floor- Eurostat Eurozone HICP Ex Tob | Goldman Sachs Capital Markets, L.P. | 117.200 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Jun 2035 | EUR | $ | 300,000 | — | ($15,305 | ) | |||||||||||||||||||||||||||
Floor- OTC CPURNSA Index | Deutsche Bank AG | 236.119 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Jun 2016 | USD | 200,000 | $ | 168 | (90 | ) | ||||||||||||||||||||||||||||
Floor- OTC CPURNSA Index | JPMorgan Chase Bank | 233.916 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | Apr 2024 | USD | 600,000 | 4,365 | (1,907 | ) | |||||||||||||||||||||||||||||
Floor- OTC CPURNSA Index | JPMorgan Chase Bank | 234.781 | Maximum of ((1+0.0%)10— (Index Final/Index Initial)) or $0 | May 2024 | USD | 100,000 | 695 | (329 | ) | |||||||||||||||||||||||||||||
$ | 5,228 | ($17,631 | ) |
CPURNSA | Consumer Price All Urban Non-Seasonally Adjusted Index | |
HICP Ex Tob | Harmonized Index of Consumer Prices excluding Tobacco | |
YOY | Year over Year |
Portfolio | | Counterparty | | Notional Amount | | Currency | | USD Notional Amount | | Payments Made by Portfolio | | Payments Received by Portfolio | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank N.A. | 12,646,650 | BRL | $5,190,967 | BRL-CDI | Fixed 11.320% | Jan 2016 | ($1,972 | ) | ($29,975 | ) | ($31,947 | ) | |||||||||||||||||||||||||||||||
Exchanged Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||
2,600,000 | AUD | 2,105,089 | AUD-BBR-BBSW | Fixed 3000.% | Jun 2020 | 32,373 | (10,343 | ) | 22,030 | ||||||||||||||||||||||||||||||||||
60,500,000 | EUR | 63,930,519 | Fixed .150% | EUR-EURIBOR-Reuters | Sep 2017 | (47,241 | ) | 49,447 | 2,206 | ||||||||||||||||||||||||||||||||||
200,000 | EUR | 211,490 | EUR-EURIBOR-Reuters | Fixed 0.350% | Sep 2020 | 164 | (2,406 | ) | (2,242 | ) |
Portfolio | | Counterparty | | Notional Amount | | Currency | | USD Notional Amount | | Payments Made by Portfolio | | Payments Received by Portfolio | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust (continued) | |||||||||||||||||||||||||||||||||||||||||||
Exchanged Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||
5,800,000 | EUR | $6,355,872 | EUR-EURIBOR-Reuters | Fixed 0.750% | Sep 2025 | $ | 43,203 | $ | 235,470 | $ | 278,673 | ||||||||||||||||||||||||||||||||
2,400,000 | EUR | 2,709,960 | Fixed 2.307% | EUR-EURIBOR-Reuters | Oct 2044 | (303,375 | ) | 201,335 | (102,040 | ) | |||||||||||||||||||||||||||||||||
17,350,000 | EUR | 19,284,020 | Fixed 1.500% | EUR-EURIBOR-Reuters | Mar 2046 | (636,456 | ) | 1,753,724 | 1,117,268 | ||||||||||||||||||||||||||||||||||
8,600,000 | GBP | 12,755,083 | Fixed 1.500% | GBP-LIBOR-BBA | Sep 2017 | (90,164 | ) | 11,218 | (78,946 | ) | |||||||||||||||||||||||||||||||||
7,400,000 | GBP | 11,074,098 | GBP-LIBOR-BBA | Fixed 1.500% | Sep 2020 | (5,526 | ) | (143,689 | ) | (149,215 | ) | ||||||||||||||||||||||||||||||||
2,300,000 | GBP | 3,820,071 | Fixed 3.000% | GBP-LIBOR-BBA | Jan 2021 | (91,788 | ) | (434,474 | ) | (526,262 | ) | ||||||||||||||||||||||||||||||||
36,600,000 | GBP | 56,706,228 | Fixed 2.000% | GBP-LIBOR-BBA | Sep 2025 | 1,170,336 | (244,289 | ) | 926,047 | ||||||||||||||||||||||||||||||||||
2,100,000 | GBP | 3,312,016 | Fixed 2.000% | GBP-LIBOR-BBA | Sep 2045 | 294,873 | (39,773 | ) | 255,100 | ||||||||||||||||||||||||||||||||||
6,770,000,000 | JPY | 56,690,097 | Fixed 5.000% | JPY-LIBOR-BBA | Sep 2021 | (667,836 | ) | 156,896 | (510,940 | ) | |||||||||||||||||||||||||||||||||
5,380,000,000 | JPY | 52,544,149 | JPY-LIBOR-BBA | Fixed 1.500% | Jun 2033 | 287,349 | 2,267,317 | 2,554,666 | |||||||||||||||||||||||||||||||||||
410,000,000 | JPY | 3,469,290 | JPY-LIBOR-BBA | Fixed 1.250% | Jun 2035 | 68,770 | (68,314 | ) | 456 | ||||||||||||||||||||||||||||||||||
60,000,000 | JPY | 511,531 | JPY-LIBOR-BBA | Fixed 1.500% | Dec 2044 | (21,513 | ) | 18,297 | (3,216 | ) | |||||||||||||||||||||||||||||||||
190,300,000 | MXN | 13,486,172 | MXN-TIIE-Banxico | Fixed 4.300% | Sep 2016 | 26,169 | 25,066 | 51,235 | |||||||||||||||||||||||||||||||||||
98,700,000 | MXN | 6,424,464 | MXN-TIIE-Banxico | Fixed 5.615% | Jun 2020 | 31,662 | 49,737 | 81,399 | |||||||||||||||||||||||||||||||||||
10,000,000 | MXN | �� | 770,342 | MXN-TIIE-Banxico | Fixed 5.640% | Jun 2021 | — | 119 | 119 | ||||||||||||||||||||||||||||||||||
27,200,000 | MXN | 2,106,935 | MXN-TIIE-Banxico | Fixed 5.630% | Jul 2021 | 1,018 | (4,574 | ) | (3,556 | ) | |||||||||||||||||||||||||||||||||
12,000,000 | MXN | 858,222 | MXN-TIIE-Banxico | Fixed 6.985% | May 2034 | 29,699 | (26,894 | ) | 2,805 | ||||||||||||||||||||||||||||||||||
1,400,000 | SEK | 171,033 | SEK-STIBOR-SIDE | Fixed 1.020% | Jan 2025 | — | (7,486 | ) | (7,486 | ) | |||||||||||||||||||||||||||||||||
3,000,000 | SEK | 366,499 | SEK-STIBOR-SIDE | Fixed 1.030% | Jan 2025 | — | (15,629 | ) | (15,629 | ) | |||||||||||||||||||||||||||||||||
1,700,000 | SEK | 207,683 | SEK-STIBOR-SIDE | Fixed 1.010% | Jan 2025 | — | (9,285 | ) | (9,285 | ) | |||||||||||||||||||||||||||||||||
4,000,000 | SEK | 485,971 | SEK-STIBOR-SIDE | Fixed 1.085% | Jan 2025 | — | (18,630 | ) | (18,630 | ) | |||||||||||||||||||||||||||||||||
3,400,000 | SEK | 413,075 | SEK-STIBOR-SIDE | Fixed 1.080% | Jan 2025 | — | (16,030 | ) | (16,030 | ) | |||||||||||||||||||||||||||||||||
30,200,000 | USD | 30,200,000 | Fixed 1.250% | USD-LIBOR-BBA | Dec 2016 | (110,089 | ) | (10,648 | ) | (120,737 | ) | ||||||||||||||||||||||||||||||||
239,400,000 | USD | 239,400,000 | Fixed 1.300% | USD-LIBOR-BBA | May 2017 | 27,992 | (348,956 | ) | (320,964 | ) | |||||||||||||||||||||||||||||||||
9,800,000 | USD | 9,800,000 | Fixed 2.000% | USD-LIBOR-BBA | Dec 2020 | 43,629 | 170,840 | 214,469 | |||||||||||||||||||||||||||||||||||
83,200,000 | USD | 83,200,000 | Fixed 2.250% | USD-LIBOR-BBA | Dec 2022 | 693,031 | (237,850 | ) | 455,181 | ||||||||||||||||||||||||||||||||||
53,800,000 | USD | 53,800,000 | Fixed 2.500% | USD-LIBOR-BBA | Dec 2025 | 680,195 | (157,797 | ) | 522,398 | ||||||||||||||||||||||||||||||||||
$742,360,876 | $ | 1,454,503 | $ | 3,112,424 | $ | 4,566,927 | |||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Notional Amount | | Currency | | USD Notional Amount | | Payments Made by Fund/Portfolio | | Payments Received by Fund/Portfolio | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Quality Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | 5,100,000 | USD | $5,100,000 | Fixed 4.3175% | 3 Month LIBOR | Dec 2028 | — | ($991,054 | ) | ($991,054 | ) | ||||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | 2,100,000 | USD | 2,100,000 | Fixed 3.425% | 3 Month LIBOR | Jun 2039 | — | (202,156 | ) | (202,156 | ) | ||||||||||||||||||||||||||||||||
Exchange Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||
515,000 | USD | 515,000 | Fixed 3.465% | USD-LIBOR-BBA | Jun 2035 | — | (3,290 | ) | (3,290 | ) | |||||||||||||||||||||||||||||||||
815,000 | USD | 815,000 | USD-LIBOR-BBA | Fixed 3.36% | Jun 2025 | — | 4,366 | �� | 4,366 | ||||||||||||||||||||||||||||||||||
$8,530,000 | — | ($1,192,134 | ) | ($1,192,134 | ) | ||||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Notional Amount | | Currency | | USD Notional Amount | | Payments Made by Portfolio | | Payments Received by Portfolio | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
Bank of America N.A. | 192,112 | BRL | $97,072 | BRL-CDI | Fixed 13.030% | Jan 2018 | ($422 | ) | $ | 406 | ($16 | ) | |||||||||||||||||||||||||||||||
Barclays Capital | 1,280,749 | BRL | 655,093 | BRL-CDI | Fixed 13.030% | Jan 2018 | (251 | ) | 144 | (107 | ) | ||||||||||||||||||||||||||||||||
BNP Paribas | 640,374 | BRL | 322,581 | BRL-CDI | Fixed 13.030% | Jan 2018 | 607 | (660 | ) | (53 | ) | ||||||||||||||||||||||||||||||||
Deutsches Bank AG | 2,241,310 | BRL | 1,141,308 | BRL-CDI | Fixed 13.030% | Jan 2018 | (1,597 | ) | 1,409 | (188 | ) | ||||||||||||||||||||||||||||||||
HSBC Banks | 327,190 | BRL | 174,034 | BRL-CDI | Fixed 12.360% | Jan 2018 | (1,458 | ) | (624 | ) | (2,082 | ) | |||||||||||||||||||||||||||||||
HSBC Banks | 1,280,749 | BRL | 643,811 | BRL-CDI | Fixed 13.030% | Jan 2018 | (2,106 | ) | 1,999 | (107 | ) | ||||||||||||||||||||||||||||||||
HSBC Banks | 2,736,876 | BRL | 1,395,809 | BRL-CDI | Fixed 13.2195% | Jan 2018 | — | 1,603 | 1,603 | ||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | 1,664,973 | BRL | 841,424 | BRL-CDI | Fixed 13.030% | Jan 2018 | (3,368 | ) | 3,229 | (139 | ) | ||||||||||||||||||||||||||||||||
UBS AG | 523,503 | BRL | 278,697 | BRL-CDI | Fixed 12.360% | Jan 2018 | (2,227 | ) | (1,104 | ) | (3,331 | ) | |||||||||||||||||||||||||||||||
Exchange Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||
22,600,000 | MXN | 5,300,000 | Fixed 4.035% | MXN-TIIE-Banxico | Feb 2017 | 4,261 | (5,294 | ) | (1,033 | ) | |||||||||||||||||||||||||||||||||
5,300,000 | USD | 7,000,000 | Fixed 1.300% | USD-LIBOR-BBA | May 2017 | 81 | (7,186 | ) | (7,105 | ) | |||||||||||||||||||||||||||||||||
6,800,000 | GBP | 10,025,920 | Fixed 1.500% | GBP-LIBOR-BBA | Sep 2017 | (67,166 | ) | 4,744 | (62,422 | ) | |||||||||||||||||||||||||||||||||
4,300,000 | USD | 1,800,000 | Fixed 1.500% | USD-LIBOR-BBA | Dec 2017 | (17,406 | ) | (4,599 | ) | (22,005 | ) | ||||||||||||||||||||||||||||||||
25,600,000 | MXN | 1,503,744 | MXN-TIIE-Banxico | Fixed 5.675% | Nov 2021 | 37,484 | (46,706 | ) | (9,222 | ) |
Portfolio | | Counterparty | | Notional Amount | | Currency | | USD Notional Amount | | Payments Made by Portfolio | | Payments Received by Portfolio | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust (continued) | |||||||||||||||||||||||||||||||||||||||||||
Exchange Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||
2,400,000 | EUR | $4,300,000 | Fixed 0.750% | EUR-EURIBOR-Reuters | Sep 2025 | ($31,026 | ) | $ | 146,340 | $ | 115,314 | ||||||||||||||||||||||||||||||||
700,000 | GBP | 1,746,070 | Fixed 2.000% | GBP-LIBOR-BBA | Sep 2025 | (31,484 | ) | 49,195 | 17,711 | ||||||||||||||||||||||||||||||||||
7,000,000 | USD | 653,312 | Fixed 2.500% | USD-LIBOR-BBA | Dec 2025 | 104,774 | (36,804 | ) | 67,970 | ||||||||||||||||||||||||||||||||||
440,000 | GBP | 2,557,400 | Fixed 2.00% | GBP-LIBOR-BBA | Sep 2045 | (1,465 | ) | 54,914 | 53,449 | ||||||||||||||||||||||||||||||||||
1,800,000 | USD | 108,665 | Fixed 2.750% | USD-LIBOR-BBA | Dec 2045 | 100,301 | (6,875 | ) | 93,426 | ||||||||||||||||||||||||||||||||||
100,000 | EUR | 1,041,005 | EUR-EURIBOR-Reuters | Fixed 1.500% | Mar 2046 | 19,959 | (26,398 | ) | (6,439 | ) | |||||||||||||||||||||||||||||||||
$41,585,945 | $ | 107,491 | $ | 127,733 | $ | 235,224 | |||||||||||||||||||||||||||||||||||||
BBA | The British Bankers’ Association | |
CDI | Brazil Interbank Deposit Rate | |
EURIBOR | Euro Interbank Offered Rate | |
LIBOR | London Interbank Offered Rate | |
STIBOR | Stockholm Interbank Offered Rate | |
TIIE | Tasa de Interes Interbancaria de Equilibrio (Interbank Equilibrium Interest Rate) |
Portfolio | | Counterparty | | Receive | | Pay | | Maturity Date* | | | Notional Amount of Currency Received | | Notional Amount of Currency Delivered | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
Bank of America N.A. | Floating rate equal to 3 Month EUR-LIBOR less 0.1000% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2020 | EUR | 10,000,000 | $ | 11,100,000 | $ | 59,421 | $ | 100,935 | $ | 160,356 | ||||||||||||||||||||||||||||||
Bank of America N.A. | Floating rate equal to 3 Month EUR-LIBOR less 0.2000% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2025 | EUR | 2,200,000 | 2,400,200 | 7,371 | 109,632 | 117,003 | ||||||||||||||||||||||||||||||||||
Bank of America N.A. | Floating rate equal to 3 Month CHF-LIBOR less 0.2300% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2017 | CHF | 1,800,000 | 1,927,195 | 3,983 | (5,747 | ) | (1,764 | ) | ||||||||||||||||||||||||||||||||
BNP Paribas SA | Floating rate equal to 3 Month EUR-LIBOR less 0.1000% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2020 | EUR | 19,900,000 | 21,730,800 | 230,207 | 693,343 | 923,550 | ||||||||||||||||||||||||||||||||||
Citibank N.A. | Floating rate equal to 3 Month EUR-LIBOR less 0.2000% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2025 | EUR | 7,290,000 | 7,946,100 | 183,622 | 59,464 | 243,086 | ||||||||||||||||||||||||||||||||||
Citibank N.A. | Floating rate equal to 3 Month EUR-LIBOR less 0.1000% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2020 | EUR | 22,700,000 | 25,424,000 | 211,435 | (294,674 | ) | (83,239 | ) | ||||||||||||||||||||||||||||||||
Credit Suisse International | Floating rate equal to 3 Month CHF-LIBOR less 0.2300% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2017 | CHF | 1,800,000 | 1,904,762 | 2,018 | 43,049 | 45,067 | ||||||||||||||||||||||||||||||||||
Deutsche Bank AG | Floating rate equal to 3 Month EUR-LIBOR less 0.1000% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2020 | EUR | 11,600,000 | 12,911,960 | 180,586 | (178,150 | ) | 2,436 | |||||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | Floating rate equal to 3 Month CHF-LIBOR less 0.2300% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2017 | CHF | 5,900,000 | 6,309,053 | (15,089 | ) | 53,179 | 38,090 |
Portfolio | | Counterparty | | Receive | | Pay | | Maturity Date* | | | Notional Amount of Currency Received | | Notional Amount of Currency Delivered | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust (continued) | |||||||||||||||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | Floating rate equal to 3 Month EUR-LIBOR less 0.2000% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2025 | EUR | 3,300,000 | $ | 3,696,000 | $ | 23,429 | ($51,697 | ) | ($28,268 | ) | ||||||||||||||||||||||||||||||
UBS AG | Floating rate equal to 3 Month CHF-LIBOR less 0.2300% based on the notional amount of the currency received | Floating rate equal to 3 Month USD-LIBOR based on the notional amount of currency delivered | Dec 2017 | CHF | 4,400,000 | 4,693,333 | (11,737 | ) | 64,071 | 52,334 | |||||||||||||||||||||||||||||||||
$ | 100,043,403 | $ | 875,246 | $593,405 | $ | 1,468,651 | |||||||||||||||||||||||||||||||||||||
* | At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered. |
Portfolio | | Counterparty | | Reference Obligation | | Notional Amount | | Currency | | USD Notional Amount | | Pay (Receive) Fixed Rate | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
Bank of America N.A. | Computer Sciences Corporation | 2,050,000 | USD | $ | 2,050,000 | (0.970 | )% | Mar 2018 | — | ($34,911 | ) | ($34,911 | ) | ||||||||||||||||||||||||||||||
Bank of America N.A. | Starwood Hotels & Resorts Worldwide, Inc. | 3,000,000 | USD | 3,000,000 | (1.490 | )% | Jun 2018 | — | (38,496 | ) | (38,496 | ) | |||||||||||||||||||||||||||||||
Barclays Capital | iTraxx Europe Sub Financials Series 22 Version 1 | 3,300,000 | EUR | 3,698,971 | (1.000 | )% | Dec 2019 | — | (2,078 | ) | (2,078 | ) | |||||||||||||||||||||||||||||||
BNP Paribas | iTraxx Europe Sub Financials Series 23 Version 1 | 800,000 | EUR | $ | 901,640 | (1.000 | )% | Jun 2020 | $ | 35,496 | (27,988 | ) | 7,508 | ||||||||||||||||||||||||||||||
BNP Paribas | UBS AG | 1,800,000 | USD | 1,800,000 | (1.000 | )% | Mar 2017 | 195,316 | 238,702 | 434,018 | |||||||||||||||||||||||||||||||||
Citibank N.A | UBS AG | 1,300,000 | USD | 1,300,000 | (1.000 | )% | Mar 2017 | — | 662 | 662 | |||||||||||||||||||||||||||||||||
Deutsche Bank AG | Marsh & Mclennan Companies, Inc. | 1,100,000 | USD | 1,100,000 | (0.800 | )% | Sep 2015 | 12,809 | 3,977 | 16,786 | |||||||||||||||||||||||||||||||||
Goldman Sachs International | iTraxx Europe Sub Financials Series 23 Version 1 | 3,000,000 | EUR | 3,381,151 | (1.000 | )% | Jun 2020 | 48,772 | 14,176 | 62,948 | |||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services Inc. | iTraxx Europe Sub Financials Series 22 Version 1 | 13,100,000 | EUR | 14,907,149 | (1.000 | )% | Dec 2019 | 62,346 | 17,388 | 79,734 | |||||||||||||||||||||||||||||||||
The Royal Bank of Scotland PLC | The Cleveland Electric Illuminating Company | 3,000,000 | USD | 3,000,000 | (0.940 | )% | Jun 2017 | 4,471 | (2,751 | ) | 1,720 | ||||||||||||||||||||||||||||||||
$ | 35,138,911 | $ | 359,210 | $ | 168,681 | $ | 527,891 | ||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Reference Obligation | | Notional Amount | | Currency | | USD Notional Amount | | (Pay)/ Received Fixed Rate | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
High Yield Trust | |||||||||||||||||||||||||||||||||||||||||||
Exchange Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||
MARKIT CDX.NA.HY.23 | 5,703,600 | EUR | $ | 6,358,656 | (0.500 | )% | Dec 2019 | ($421,938 | ) | ($26,317 | ) | ($448,255 | ) | ||||||||||||||||||||||||||||||
$ | 6,358,656 | ($421,938 | ) | ($26,317 | ) | ($448,255 | ) | ||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Reference Obligation | | Notional Amount | | Currency | | USD Notional Amount | | (Pay)/ Received Fixed Rate | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Quality Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
Goldman Sachs International | Brazil Republic | 135,000 | USD | $ | 135,000 | (1.000 | )% | Dec 2019 | $ | 5,234 | $ | 2,461 | $ | 7,695 | |||||||||||||||||||||||||||||
Goldman Sachs International | CDX-EMS22V1-5Y | 1,812,000 | USD | 1,812,000 | (1.000 | )% | Dec 2019 | 206,028 | (10,510 | ) | 195,518 | ||||||||||||||||||||||||||||||||
Goldman Sachs International | CDX-EMS22V1-5Y | 2,475,000 | USD | 2,475,000 | (1.000 | )% | Dec 2019 | 280,328 | (13,271 | ) | 267,057 | ||||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | Brazil Republic | 65,000 | USD | 65,000 | (1.000 | )% | Dec 2019 | 2,956 | 749 | 3,705 | |||||||||||||||||||||||||||||||||
Exchange Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||
CDX-NAHYS24V1-5Y | 9,204,030 | USD | 9,204,030 | (5.000 | )% | Jun 2020 | (645,400 | ) | 58,547 | (586,853 | ) | ||||||||||||||||||||||||||||||||
$ | 13,691,030 | ($150,854 | ) | $ | 37,976 | ($112,878 | ) | ||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Reference Obligation | | Implied Credit Spread and/or credit rating at 6-30-15 | | Notional Amount | | Currency | | USD Notional Amount | | Pay (Receive) Fixed Rate | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||
Bank of America N.A. | French Republic | 0.31% | 1,800,000 | USD | $1,800,000 | 0.250% | Mar 2020 | ($12,807 | ) | $ | 8,238 | ($4,569 | ) | ||||||||||||||||||||||||||||||||||
Bank of America N.A. | Republic of Italy | 1.12% | 200,000 | USD | 200,000 | 1.000% | Jun 2019 | (3,268 | ) | 2,370 | (898 | ) | |||||||||||||||||||||||||||||||||||
Bank of America N.A. | Republic of Italy | 1.17% | 400,000 | USD | 400,000 | 1.000% | Sep 2019 | (1,583 | ) | (1,006 | ) | (2,589 | ) | ||||||||||||||||||||||||||||||||||
Barclays Capital | French Republic | 0.31% | 1,700,000 | USD | 1,700,000 | 0.250% | Mar 2020 | (10,645 | ) | 6,330 | (4,315 | ) | |||||||||||||||||||||||||||||||||||
Barclays Capital | People’s Republic of China | 0.66% | 600,000 | USD | 600,000 | 1.000% | Mar 2019 | 740 | 6,730 | 7,470 | |||||||||||||||||||||||||||||||||||||
Citibank N.A. | Federative Republic of Brazil | 2.20% | 700,000 | USD | 700,000 | 1.000% | Mar 2019 | (21,357 | ) | (8,225 | ) | (29,582 | ) | ||||||||||||||||||||||||||||||||||
Citibank N.A. | French Republic | 0.31% | 1,400,000 | USD | 1,400,000 | 0.250% | Mar 2020 | (11,580 | ) | 8,027 | (3,553 | ) | |||||||||||||||||||||||||||||||||||
Citibank N.A. | French Republic | 0.32% | 300,000 | USD | 300,000 | 0.250% | Jun 2020 | (1,733 | ) | 683 | (1,050 | ) | |||||||||||||||||||||||||||||||||||
Citibank N.A. | Republic of Italy | 1.17% | 3,200,000 | USD | 3,200,000 | 1.000% | Sep 2019 | 6,368 | (27,081 | ) | (20,713 | ) | |||||||||||||||||||||||||||||||||||
Citibank N.A. | Russian Federation | 3.33% | 4,900,000 | USD | 4,900,000 | 1.000% | Dec 2019 | (471,739 | ) | 9,960 | (461,779 | ) | |||||||||||||||||||||||||||||||||||
Deutsche Bank AG | Federative Republic of Brazil | 2.20% | 2,400,000 | USD | 2,400,000 | 1.000% | Mar 2019 | (72,020 | ) | (29,405 | ) | (101,425 | ) | ||||||||||||||||||||||||||||||||||
Deutsche Bank AG | People’s Republic of China | 0.66% | 600,000 | USD | 600,000 | 1.000% | Mar 2019 | 211 | 7,259 | 7,470 | |||||||||||||||||||||||||||||||||||||
Goldman Sachs International | Federative Republic of Brazil | 2.20% | 600,000 | USD | 600,000 | 1.000% | Mar 2019 | (19,131 | ) | (6,225 | ) | (25,356 | ) | ||||||||||||||||||||||||||||||||||
Goldman Sachs International | French Republic | 0.31% | 3,300,000 | USD | 3,300,000 | 0.250% | Mar 2020 | (22,624 | ) | 14,248 | (8,376 | ) | |||||||||||||||||||||||||||||||||||
Goldman Sachs International | French Republic | 0.32% | 700,000 | USD | 700,000 | 0.250% | Jun 2020 | (3,705 | ) | 1,255 | (2,450 | ) | |||||||||||||||||||||||||||||||||||
Goldman Sachs International | Hellenic Republic | 311.06% | 150,000 | USD | 150,000 | 1.000% | Sep 2015 | (6,340 | ) | (62,368 | ) | (68,708 | ) |
Portfolio | | Counterparty | | Reference Obligation | | Implied Credit Spread and/or credit rating at 6-30-15 | | Notional Amount | | Currency | | USD Notional Amount | | Pay (Receive) Fixed Rate | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust (continued) | |||||||||||||||||||||||||||||||||||||||||||||||
Goldman Sachs International | Russian Federation | 3.33% | 700,000 | USD | $700,000 | 1.000% | Dec 2019 | ($74,859 | ) | $ | 8,891 | ($65,968 | ) | ||||||||||||||||||||||||||||||||||
Goldman Sachs International | United Mexican States | 1.11% | 800,000 | USD | 800,000 | 1.000% | Sep 2019 | 5,805 | (9,163 | ) | (3,358 | ) | |||||||||||||||||||||||||||||||||||
HSBC Bank USA | Federative Republic of Brazil | 2.29% | 1,800,000 | USD | 1,800,000 | 1.000% | Sep 2019 | (42,765 | ) | (48,590 | ) | (91,355 | ) | ||||||||||||||||||||||||||||||||||
HSBC Bank USA | French Republic | 0.31% | 4,400,000 | USD | 4,400,000 | 0.250% | Mar 2020 | (37,270 | ) | 26,102 | (11,168 | ) | |||||||||||||||||||||||||||||||||||
HSBC Bank USA | United Mexican States | 1.11% | 600,000 | USD | 600,000 | 1.000% | Sep 2019 | 4,232 | (6,751 | ) | (2,519 | ) | |||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Federative Republic of Brazil | 2.20% | 200,000 | USD | 200,000 | 1.000% | Mar 2019 | (6,141 | ) | (2,311 | ) | (8,452 | ) | ||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank N.A. | French Republic | 0.31% | 2,500,000 | USD | 2,500,000 | 0.250% | Mar 2020 | (17,930 | ) | 11,585 | (6,345 | ) | |||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank N.A. | French Republic | 0.32% | 600,000 | USD | 600,000 | 0.250% | Jun 2020 | (3,178 | ) | 1,078 | (2,100 | ) | |||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China | 0.66% | 1,400,000 | USD | 1,400,000 | 1.000% | Mar 2019 | 3,457 | 13,973 | 17,430 | |||||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank N.A. | Russian Federation | 3.33% | 1,200,000 | USD | 1,200,000 | 1.000% | Dec 2019 | (128,754 | ) | 15,665 | (113,089 | ) | |||||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services, Inc. | Federative Republic of Brazil | 2.20% | 4,700,000 | USD | 4,700,000 | 1.000% | Mar 2019 | (150,321 | ) | (48,303 | ) | (198,624 | ) | ||||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services, Inc. | Federative Republic of Brazil | 2.29% | 1,000,000 | USD | 1,000,000 | 1.000% | Sep 2019 | (24,181 | ) | (26,572 | ) | (50,753 | ) | ||||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services, Inc. | French Republic | 0.31% | 1,700,000 | USD | 1,700,000 | 0.250% | Mar 2020 | (11,194 | ) | 6,879 | (4,315 | ) | |||||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services, Inc. | People’s Republic of China | 0.66% | 200,000 | USD | 200,000 | 1.000% | Mar 2019 | (140 | ) | 2,630 | 2,490 | ||||||||||||||||||||||||||||||||||||
Exchange Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||||||
CDX.NA.HY.24 | 3.55% | 9,405,000 | USD | 9,405,000 | 5.000% | Jun 2020 | 655,837 | (56,483 | ) | 599,354 | |||||||||||||||||||||||||||||||||||||
iTraxx Europe Senior Financials Series 23 Version 1 | 0.90% | 9,100,000 | EUR | 10,315,308 | 1.000% | Jun 2020 | 95,348 | (46,309 | ) | 49,039 | |||||||||||||||||||||||||||||||||||||
$64,470,308 | ($383,267 | ) | ($226,889 | ) | ($610,156 | ) | |||||||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Reference Obligation | | Implied Credit Spread and/or credit rating at 6-30-15 | | Notional Amount | | Currency | | USD Notional Amount | | (Pay)/ Received Fixed Rate | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Investment Quality Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||
Goldman Sachs International | Turkey Republic | 2.17% | 535,000.00 | USD | $535,000 | 1.00% | Jun 2020 | ($27,756 | ) | ($1,060 | ) | ($28,816 | ) | ||||||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | Malaysia Republic | 1.30% | 95,000.00 | USD | 95,000 | 1.00% | Jun 2020 | (1,059 | ) | (253 | ) | (1,312 | ) | ||||||||||||||||||||||||||||||||||
Exchange Cleared Swaps | |||||||||||||||||||||||||||||||||||||||||||||||
CDX-NAIGS24V1-5Y | 0.70% | 5,245,000.00 | USD | 5,245,000 | 1.00% | Jun 2020 | ($86,043 | ) | $ | 10,211 | ($75,832 | ) | |||||||||||||||||||||||||||||||||||
ITRAXX-EUROPES23V1-5Y | 0.75% | 2,975,000.00 | EUR | 3,316,678 | 1.00% | Jun 2020 | 64,901 | (23,811 | ) | 41,090 | |||||||||||||||||||||||||||||||||||||
ITRAXX-XOVERS23V1-5Y | 3.27% | 265,000.00 | EUR | 295,435 | 5.00% | Jun 2020 | 26,842 | (18,702 | ) | 8,140 | |||||||||||||||||||||||||||||||||||||
$9,487,113 | ($23,115 | ) | ($33,615 | ) | ($56,730 | ) | |||||||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Reference Obligation | | Implied Credit Spread and/or credit rating at 6-30-15 | | Notional Amount | | Currency | | USD Notional Amount | | (Pay)/ Receive Fixed Rate | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | |||||||||||||||||||||||||||||||||||||||||||||||
Barclays Bank PLC | Republic of Indonesia | 1.49% | 500,000 | USD | $500,000 | 1.000% | Dec 2019 | ($11,721 | ) | $ | 1,500 | ($10,221 | ) | ||||||||||||||||||||||||||||||||||
Bank of America N.A | Republic of Indonesia | 1.49% | 100,000 | USD | 100,000 | 1.000% | Dec 2019 | (2,047 | ) | 3 | (2,044 | ) | |||||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services | JSC “GAZPROM” | 3.05% | 100,000 | USD | 100,000 | 1.000% | Mar 2016 | (4,816 | ) | 3,369 | (1,447 | ) | |||||||||||||||||||||||||||||||||||
$700,000 | ($18,584 | ) | $ | 4,872 | ($13,712 | ) | |||||||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Notional Amount | | Currency | | USD Notional Amount | | Payments Made by Portfolio | | Payments Received by Portfolio | | Maturity Date | | Unamortized Upfront Payment | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
Bank of America N.A. | 500,000 | GBP | $942,591 | UK-RPI | Fixed 3.543% | May 2045 | $ | 1,857 | $ | 9,953 | $ | 11,810 | |||||||||||||||||||||||||||||||
Citibank N.A. | 600,000 | GBP | 314,690 | UK-RPI | Fixed 3.537% | May 2045 | 5,785 | 5,949 | 11,734 | ||||||||||||||||||||||||||||||||||
Deutsche Bank AG | 700,000 | GBP | 469,545 | UK-RPI | Fixed 3.535% | May 2045 | 5,340 | 7,402 | 12,742 | ||||||||||||||||||||||||||||||||||
Goldman Sachs International | 600,000 | GBP | 944,070 | UK-RPI | Fixed 3.310% | May 2030 | — | (7,027 | ) | (7,027 | ) | ||||||||||||||||||||||||||||||||
Goldman Sachs International | 600,000 | GBP | 944,070 | UK-RPI | Fixed 3.311% | May 2030 | — | (6,862 | ) | (6,862 | ) | ||||||||||||||||||||||||||||||||
Goldman Sachs International | 200,000 | GBP | 786,725 | UK-RPI | Fixed 3.495% | May 2045 | — | (1,741 | ) | (1,741 | ) | ||||||||||||||||||||||||||||||||
Goldman Sachs International | 500,000 | GBP | 786,950 | UK-RPI | Fixed 3.313% | May 2030 | — | (5,513 | ) | (5,513 | ) | ||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services, Inc. | 300,000 | GBP | 1,099,981 | UK-RPI | Fixed 3.503% | May 2045 | — | (1,105 | ) | (1,105 | ) | ||||||||||||||||||||||||||||||||
$6,288,622 | $ | 12,982 | $ | 1,056 | $ | 14,038 | |||||||||||||||||||||||||||||||||||||
Portfolio | | Counterparty | | Notional Amount | | Currency | | USD Notional Amount | | Payments Made by Portfolio | | Payments Received by Portfolio | | Maturity Date | | Unamortized Upfront Payment Paid (Received) | | Unrealized Appreciation (Depreciation) | | Market Value | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Real Return Bond Trust | |||||||||||||||||||||||||||||||||||||||||||
BNP Paribas SA | 300,000 | USD | $800,000 | Fixed 1.825% | USA-CPI-U | Nov 2016 | ($61 | ) | ($6,618 | ) | ($6,679 | ) | |||||||||||||||||||||||||||||||
BNP Paribas SA | 800,000 | USD | 4,900,000 | Fixed 1.9075% | USA-CPI-U | Apr 2017 | — | (23,521 | ) | (23,521 | ) | ||||||||||||||||||||||||||||||||
BNP Paribas SA | 4,900,000 | USD | 300,000 | Fixed 2.250% | USA-CPI-U | Jul 2017 | 5,157 | (262,648 | ) | (257,491 | ) | ||||||||||||||||||||||||||||||||
BNP Paribas SA | 100,000 | GBP | 153,815 | UK RPI All Items NSA | Fixed 3.400% | Jun 2030 | 470 | 100 | 570 | ||||||||||||||||||||||||||||||||||
Citibank N.A. | 300,000 | GBP | 448,230 | UK RPI All Items NSA | Fixed 3.190% | Apr 2030 | — | (11,533 | ) | (11,533 | ) | ||||||||||||||||||||||||||||||||
Citibank N.A. | 100,000 | GBP | 152,515 | UK RPI All Items NSA | Fixed 3.350% | May 2030 | — | (72 | ) | (72 | ) | ||||||||||||||||||||||||||||||||
Citibank N.A. | 200,000 | GBP | 313,940 | UK RPI All Items NSA | Fixed 3.430% | Jun 2030 | 138 | 2,619 | 2,757 | ||||||||||||||||||||||||||||||||||
Credit Suisse International | 100,000 | GBP | 159,770 | UK RPI All Items NSA | Fixed 3.430% | Jun 2030 | (68 | ) | 1,446 | 1,378 | |||||||||||||||||||||||||||||||||
Credit Suisse International | 100,000 | GBP | 156,970 | UK RPI All Items NSA | Fixed 3.5275% | Sep 2044 | (422 | ) | 5,862 | 5,440 | |||||||||||||||||||||||||||||||||
Credit Suisse International | 100,000 | GBP | 161,795 | UK RPI All Items NSA | Fixed 3.500% | Oct 2044 | 1,542 | 2,039 | 3,581 | ||||||||||||||||||||||||||||||||||
Credit Suisse International | 100,000 | GBP | 160,915 | UK RPI All Items NSA | Fixed 3.550% | Nov 2044 | 384 | 6,061 | 6,445 | ||||||||||||||||||||||||||||||||||
Deutsche Bank AG | 800,000 | USD | 400,000 | Fixed 0.070% | USA-CPI-U | Dec 2015 | — | 2,768 | 2,768 | ||||||||||||||||||||||||||||||||||
Deutsche Bank AG | 500,000 | USD | 500,000 | Fixed 1.825% | USA-CPI-U | Nov 2016 | (104 | ) | (11,027 | ) | (11,131 | ) | |||||||||||||||||||||||||||||||
Deutsche Bank AG | 800,000 | USD | 800,000 | Fixed 1.845% | USA-CPI-U | Nov 2016 | — | (18,304 | ) | (18,304 | ) | ||||||||||||||||||||||||||||||||
Deutsche Bank AG | 400,000 | USD | 800,000 | Fixed 2.560% | USA-CPI-U | May 2023 | — | (34,022 | ) | (34,022 | ) | ||||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | 300,000 | USD | 300,000 | Fixed 2.175% | USA-CPI-U | Oct 2018 | (187 | ) | (11,910 | ) | (12,097 | ) | |||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | 200,000 | EUR | 150,395 | FRC-EXT-CPI | Fixed 1.625% | Jun 2025 | — | (731 | ) | (731 | ) | ||||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | 720,000 | GBP | 224,810 | UK RPI All Items NSA | Fixed 3.140% | Jan 2030 | — | (26,221 | ) | (26,221 | ) | ||||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | 200,000 | GBP | 200,000 | USA-CPI-U | Fixed 2.060% | May 2030 | — | (1,242 | ) | (1,242 | ) | ||||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | 100,000 | GBP | 153,815 | UK RPI All Items NSA | Fixed 3.400% | Jun 2030 | 313 | 257 | 570 | ||||||||||||||||||||||||||||||||||
Goldman Sachs Bank USA | 100,000 | GBP | 1,096,992 | UK RPI All Items NSA | Fixed 3.3575% | Apr 2035 | — | (4,081 | ) | (4,081 | ) | ||||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | 100,000 | GBP | 163,385 | UK RPI All Items NSA | Fixed 3.400% | Jun 2030 | (51 | ) | 621 | 570 | |||||||||||||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | 100,000 | GBP | 153,815 | UK RPI All Items NSA | Fixed 3.500% | Sep 2044 | 144 | 5,296 | 5,440 | ||||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services | 200,000 | GBP | 321,775 | UK RPI All Items NSA | Fixed 3.320% | May 2017 | — | (1,794 | ) | (1,794 | ) | ||||||||||||||||||||||||||||||||
Morgan Stanley Capital Services | 200,000 | GBP | 309,110 | UK RPI All Items NSA | Fixed 3.500% | Oct 2044 | (1,923 | ) | 9,084 | 7,161 | |||||||||||||||||||||||||||||||||
Royal Bank of Scotland | 400,000 | USD | $2,700,000 | Fixed 1.935% | USA-CPI-U | Oct 2016 | — | (10,371 | ) | (10,371 | ) | ||||||||||||||||||||||||||||||||
Royal Bank of Scotland | 2,700,000 | USD | 400,000 | Fixed 2.250% | USA-CPI-U | Jul 2017 | 3,327 | (145,210 | ) | (141,883 | ) | ||||||||||||||||||||||||||||||||
$16,382,047 | $ | 8,659 | ($533,152 | ) | ($524,493 | ) | |||||||||||||||||||||||||||||||||||||
USA-CPI-UConsumer Price All Urban Non-Seasonally Adjusted Index
Portfolio | | Risk | | Statements of Assets and Liabilities location | | Financial instruments location | | Asset Derivatives Fair Value | | Liability Derivatives Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | Interest rate | Receivable/payable for futures | Futures† | $ | 303,441 | ($2,134,989 | ) | |||||||||||||||
Interest rate | Written options, at value | Written options | — | (831,204 | ) | |||||||||||||||||
Foreign currency | Written options, at value | Written options | — | (94,029 | ) | |||||||||||||||||
Foreign currency | Swap contracts, at value | Currency Swapsˆ | 1,581,923 | (113,272 | ) | |||||||||||||||||
Interest rate | Swap contracts, at value | Interest rate swapsˆ | 6,484,052 | (1,917,125 | ) | |||||||||||||||||
Interest rate | Swap contracts, at value | Inflation swapsˆ | 36,286 | (22,248 | ) | |||||||||||||||||
Interest rate | Investments in unaffiliated issuers, at value* | Purchased options | 365,828 | — | ||||||||||||||||||
Credit | Swap contracts, at value | Credit default swapsˆ | 1,286,629 | (1,368,894 | ) | |||||||||||||||||
Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 11,051,748 | (4,415,754 | ) | |||||||||||||||||
$ | 21,109,907 | ($10,897,515 | ) | |||||||||||||||||||
High Yield Trust | Credit | Swap contracts, at value | Credit default swapsˆ | — | ($448,255 | ) | ||||||||||||||||
Interest rate | Receivable/payable for futures | Futures† | $ | 35,581 | — | |||||||||||||||||
Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 53,311 | (55,544 | ) | |||||||||||||||||
$ | 88,892 | ($503,799 | ) | |||||||||||||||||||
Investment Quality Bond Trust | Interest rate | Receivable/payable for futures | Futures† | $ | 71,868 | ($690,322 | ) | |||||||||||||||
Interest rate | Swap contracts, at value | Interest rate swapsˆ | 4,366 | (1,196,500 | ) | |||||||||||||||||
Credit | Swap contracts, at value | Credit default swapsˆ | 523,205 | (692,813 | ) | |||||||||||||||||
Foreign currency | Investments in unaffiliated issuers, at value* | Purchased options | 2,018 | — | ||||||||||||||||||
Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 100,256 | (171,399 | ) | |||||||||||||||||
$ | 701,713 | ($2,751,034 | ) | |||||||||||||||||||
New Income Trust | Interest rate | Receivable/payable for futures | Futures† | $ | 10,565 | ($62,640 | ) | |||||||||||||||
Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 391,559 | (395,642 | ) | |||||||||||||||||
$ | 402,124 | ($458,282 | ) | |||||||||||||||||||
Real Return Bond Trust | Interest rate | Receivable/payable for futures | Futures† | $ | 341 | ($90,080 | ) | |||||||||||||||
Interest rate | Written options, at value | Written options | — | (218,004 | ) | |||||||||||||||||
Credit | Written options, at value | Written options | — | (11,509 | ) | |||||||||||||||||
Foreign currency | Written options, at value | Written options | — | (59,069 | ) | |||||||||||||||||
Interest rate | Swap contracts, at value | Interest rate swapsˆ | 349,473 | (114,249 | ) | |||||||||||||||||
Interest rate | Swap contracts, at value | Inflation swapsˆ | 36,680 | (561,173 | ) | |||||||||||||||||
Interest rate | Investments in unaffiliated issuers, at value* | Purchased options | 193,584 | — | ||||||||||||||||||
Credit | Swap contracts, at value | Credit default swapsˆ | — | (13,712 | ) | |||||||||||||||||
Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | 230,959 | (498,906 | ) | |||||||||||||||||
$ | 811,037 | ($1,566,702 | ) | |||||||||||||||||||
Strategic Income Opportunities Trust | Foreign currency | Receivable/payable for forward foreign currency exchange contracts | Forward foreign currency contracts | $ | 8,569,567 | ($2,276,005 | ) | |||||||||||||||
Foreign currency | Investments in unaffiliated issuers, at value* | Purchased options | 1,267,951 | — | ||||||||||||||||||
$ | 9,837,518 | ($2,276,005 | ) |
† | Reflects cumulative appreciation/depreciation on futures as disclosed in Note 3. Only the year end variation margin is separately disclosed in the Statements of assets and liabilities. |
* | Purchased options are included in the Portfolio’s Investments |
ˆ | Reflects cumulative appreciation/depreciation on swap contracts. Year end variation margin for centrally cleared swaps and appreciation/depreciation for OTC swaps are shown separately in the Statements of assets and liabilities. |
OTC Financial Instruments | | Asset | | Liability | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | ||||||||||
Forward foreign currency contracts | $ | 11,051,748 | ($4,415,754 | ) | ||||||
Purchased options | 298,566 | — | ||||||||
Written options | — | (852,746 | ) | |||||||
Inflation swaps | 36,286 | (22,248 | ) | |||||||
Interest rate swaps | — | (31,947 | ) | |||||||
Credit default swaps | 638,236 | (1,368,894 | ) | |||||||
Currency Swaps | 1,581,923 | (113,272 | ) | |||||||
Totals | $ | 13,606,759 | ($6,804,861 | ) |
OTC Financial Instruments | | Asset | | Liability | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Strategic Income Opportunites Trust | ||||||||||
Foreign forward currency contracts | $ | 8,569,567 | ($2,276,005 | ) | ||||||
Purchased options | 1,267,951 | — | ||||||||
Totals | $ | 9,837,518 | ($2,276,005 | ) |
Counterparty | | Total Market Value of OTC Derivatives | | Collateral Posted by Counterparty | | Collateral Posted by Portfolio | | Net Exposure | | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust | ||||||||||||||||||
Bank of America, N.A. | $ | 697,839 | $ | 280,011 | — | $ | 417,828 | |||||||||||
Barclays Capital | (480,722 | ) | — | $ | 579,273 | 98,551 | ||||||||||||
BNP Paribas SA | 1,164,023 | 260,032 | — | 903,991 | ||||||||||||||
Citibank N.A. | (1,004,607 | ) | — | 998,780 | (5,827 | ) | ||||||||||||
Credit Suisse International | 1,348,343 | 1,090,103 | — | 258,240 | ||||||||||||||
Deutsche Bank AG | 1,910,673 | 2,290,259 | — | (379,586 | ) | |||||||||||||
Goldman Sachs Capital Markets | 1,666,972 | 1,900,210 | 193,834 | (39,404 | ) | |||||||||||||
HSBC Bank USA | 516,765 | 340,004 | — | 176,761 | ||||||||||||||
JPMorgan Chase Bank N.A. | 324,255 | — | — | 324,255 | ||||||||||||||
Morgan Stanley Capital Services, Inc. | (137,684 | ) | — | — | (137,684 | ) | ||||||||||||
Nomura Global Financial Products, Inc. | (172,362 | ) | — | — | (172,362 | ) | ||||||||||||
The Royal Bank of Scotland PLC | 1,720 | — | — | 1,720 | ||||||||||||||
UBS AG | 966,683 | 890,096 | — | 76,587 | ||||||||||||||
Totals | $ | 6,801,898 | $ | 7,050,715 | $ | 1,771,887 | $ | 1,523,070 |
Counterparty | | Total Market Value of OTC Derivatives | | Collateral Posted by Counterparty | | Collateral Posted by Portfolio | | Net Exposure | | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Strategic Income Opportunities Trust | ||||||||||||||||||
Australia and New Zealand Banking Group | $ | 964,310 | $ | 1,270,000 | — | ($305,690 | ) | |||||||||||
Bank of Montreal | (265,808 | ) | — | — | (265,808 | ) | ||||||||||||
Bank of Nova Scotia | (248,741 | ) | — | — | (248,741 | ) | ||||||||||||
Canadian Imperial Bank of Commerce | 220,953 | — | — | 220,953 | ||||||||||||||
CIBC Bank and Trust | 121,455 | — | — | 121,455 | ||||||||||||||
Citibank N.A. | (61,256 | ) | — | $ | 160,000 | 98,744 | ||||||||||||
Deutsche Bank AG London | 435,167 | 350,000 | — | 85,167 | ||||||||||||||
Goldman Sachs Bank USA | 312,397 | 340,000 | — | (27,603 | ) | |||||||||||||
HSBC Bank USA | (60,971 | ) | — | — | (60,971 | ) | ||||||||||||
J. Aron & Company | 309,153 | — | — | 309,153 | ||||||||||||||
JPMorgan Chase Bank N.A. | (31,691 | ) | — | — | (31,691 | ) | ||||||||||||
Morgan Stanley & Company, Inc. | 14,592 | — | — | 14,592 | ||||||||||||||
RBC Dominion Securities | 526,417 | 1,391,094 | — | (864,677 | ) | |||||||||||||
Royal Bank of Canada | 1,085,540 | — | — | 1,085,540 | ||||||||||||||
Royal Bank of Scotland PLC | 19,448 | — | — | 19,448 | ||||||||||||||
Standard Chartered Bank | (34,303 | ) | — | — | (34,303 | ) | ||||||||||||
State Street Bank and Trust Company | (177,959 | ) | — | — | (177,959 | ) | ||||||||||||
Toronto Dominion Bank | 4,418,268 | 3,118,306 | — | 1,299,962 | ||||||||||||||
U.S. Bank | 14,542 | 24,650 | — | (10,108 | ) | |||||||||||||
Totals | $ | 7,561,513 | $ | 6,494,050 | $ | 160,000 | $ | 1,227,463 |
Statements of operations Location—Net Realized Gain (Loss) on: | ||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Investments (Purchased options) | | Written options | | Futures contracts | | Swap contracts | | Investments in unaffiliated issuers and foreign currency transactions* | | Total | ||||||||||||||||
Global Bond Trust | Interest rate | ($11,130 | ) | $ | 138,745 | $ | 151,431 | ($3,802,966 | ) | — | ($3,523,920 | ) | ||||||||||||||||||
Credit | — | (14,074 | ) | — | (102,826 | ) | — | (116,900 | ) | |||||||||||||||||||||
Equity | — | — | — | 2,151 | — | 2,151 | ||||||||||||||||||||||||
Foreign currency | 228,852 | 1,727,898 | — | (8,866,042 | ) | $ | 13,174,755 | 6,265,463 | ||||||||||||||||||||||
�� | Total | $ | 217,722 | $ | 1,852,569 | $ | 151,431 | ($12,769,683 | ) | $ | 13,174,755 | $ | 2,626,794 | |||||||||||||||||
High Yield Trust | Interest rate | — | — | ($484,616 | ) | $ | 1,815 | — | ($482,801 | ) | ||||||||||||||||||||
Credit | — | — | — | 8,797 | — | 8,797 | ||||||||||||||||||||||||
Foreign currency | — | — | — | — | $ | 278,725 | 278,725 | |||||||||||||||||||||||
Total | — | — | ($484,616 | ) | $ | 10,612 | $ | 278,725 | ($195,279 | ) | ||||||||||||||||||||
Investment Quality Bond Trust | Interest rate | ($82,867 | ) | — | $ | 1,242,159 | ($166,861 | ) | — | $ | 992,431 | |||||||||||||||||||
Credit | — | — | — | (502,825 | ) | — | (502,825 | ) | ||||||||||||||||||||||
Foreign currency | (39,070 | ) | — | — | $ | 531,385 | 492,315 | |||||||||||||||||||||||
Total | ($121,937 | ) | — | $ | 1,242,159 | ($669,686 | ) | $ | 531,385 | $ | 981,921 | |||||||||||||||||||
New Income Trust | Interest rate | — | — | ($196,267 | ) | — | — | ($196,267 | ) | |||||||||||||||||||||
Credit | — | — | — | $ | 965 | — | 965 | |||||||||||||||||||||||
Foreign currency | — | — | — | — | $ | 2,280,597 | 2,280,597 | |||||||||||||||||||||||
Total | — | — | ($196,267 | ) | $ | 965 | $ | 2,280,597 | $ | 2,085,295 | ||||||||||||||||||||
Real Return Bond Trust | Interest rate | ($39,624 | ) | $ | 59,497 | ($259,230 | ) | ($1,277,784 | ) | — | ($1,517,141 | ) | ||||||||||||||||||
Credit | — | 2,984 | — | 14,059 | — | 17,043 | ||||||||||||||||||||||||
Equity | — | — | — | 3,971 | — | 3,971 | ||||||||||||||||||||||||
Foreign currency | — | 21,121 | — | — | $ | 1,700,061 | 1,721,182 | |||||||||||||||||||||||
Total | ($39,624 | ) | $ | 83,602 | ($259,230 | ) | ($1,259,754 | ) | $ | 1,700,061 | $ | 225,055 | ||||||||||||||||||
Short-Term Government Income Trust | Interest rate | — | — | ($210,113 | ) | — | — | ($210,113 | ) | |||||||||||||||||||||
Total | — | — | ($210,113 | ) | — | — | ($210,113 | ) | ||||||||||||||||||||||
Strategic Income Opportunities Trust | Interest rate | — | — | $ | 930,042 | — | — | $ | 930,042 | |||||||||||||||||||||
Foreign currency | $ | 3,004,714 | $ | 40,200 | — | — | $ | 2,292,520 | 5,337,434 | |||||||||||||||||||||
Total | $ | 3,004,714 | 40,200 | $ | 930,042 | — | $ | 2,292,520 | $ | 6,267,476 |
* | Realized gain/loss associated with forward foreign currency contracts is included in this caption on the Statements of operations. |
Statements of operations Location—Change in Unrealized Appreciation (Depreciation) of: | ||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Investments (Purchased Options) | | Written Options | | Futures contracts | | Swap contracts | | Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies* | | Total | ||||||||||||||||
Global Bond Trust | Interest rate | ($32,003 | ) | ($73,051 | ) | ($1,299,450 | ) | $ | 4,821,256 | — | $ | 3,416,752 | ||||||||||||||||||
Credit | �� | — | — | 646,646 | — | 646,646 | ||||||||||||||||||||||||
Foreign currency | (97,388 | ) | (1,034,217 | ) | — | 1,786,914 | ($4,427,752 | ) | (3,772,443 | ) | ||||||||||||||||||||
Total | ($129,391 | ) | ($1,107,268 | ) | ($1,299,450 | ) | $ | 7,254,816 | ($4,427,752 | ) | $ | 290,955 | ||||||||||||||||||
High Yield Trust | Credit | — | — | — | ($26,317 | ) | — | ($26,317 | ) | |||||||||||||||||||||
Interest rate | — | — | $ | 296,720 | — | — | 296,720 | |||||||||||||||||||||||
Foreign currency | — | — | — | — | ($96,596 | ) | (96,596 | ) | ||||||||||||||||||||||
Total | — | — | $ | 296,720 | ($26,317 | ) | ($96,596 | ) | $ | 173,807 | ||||||||||||||||||||
Investment Quality Bond Trust | Interest rate | $ | 82,272 | — | ($1,084,386 | ) | $ | 1,494,056 | — | $ | 491,942 | |||||||||||||||||||
Credit | — | — | — | (1,122,460 | ) | — | (1,122,460 | ) | ||||||||||||||||||||||
Foreign currency | 12,494 | — | — | — | ($178,003 | ) | (165,509 | ) | ||||||||||||||||||||||
Total | $ | 94,766 | — | ($1,084,386 | ) | $ | 371,596 | ($178,003 | ) | ($796,027 | ) | |||||||||||||||||||
New Income Trust | Interest rate | — | — | ($49,574 | ) | — | — | ($49,574 | ) | |||||||||||||||||||||
Credit | — | — | — | $ | 5,803 | — | 5,803 | |||||||||||||||||||||||
Foreign currency | — | — | — | — | $ | 306,656 | 306,656 | |||||||||||||||||||||||
Total | — | — | ($49,574 | ) | $ | 5,803 | $ | 306,656 | $ | 262,885 | ||||||||||||||||||||
Real Return Bond Trust | Interest rate | $ | 52,203 | $ | 4,570 | ($38,364 | ) | $ | 1,357,682 | — | $ | 1,376,091 | ||||||||||||||||||
Credit | — | (6,093 | ) | — | 17,235 | — | 11,142 | |||||||||||||||||||||||
Foreign currency | — | 8,195 | — | — | ($731,963 | ) | (723,768 | ) | ||||||||||||||||||||||
Total | $ | 52,203 | $ | 6,672 | ($38,364 | ) | $ | 1,374,917 | ($731,963 | ) | $ | 663,465 |
Statements of operations Location—Change in Unrealized Appreciation (Depreciation) of: | ||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Risk | | Investments (Purchased Options) | | Written Options | | Futures contracts | | Swap contracts | | Investments in unaffiliated issuers and translation of assets and liabilities in foreign currencies* | | Total | ||||||||||||||||
Short-Term Government Income Trust | Interest rate | — | — | ($3,523 | ) | — | — | ($3,523 | ) | |||||||||||||||||||||
Total | — | — | ($3,523 | ) | — | — | ($3,523 | ) | ||||||||||||||||||||||
Strategic Income Opportunities Trust | Foreign currency | ($1,119,222 | ) | — | — | — | $ | 3,359,888 | $ | 2,240,666 | ||||||||||||||||||||
Total | ($1,119,222 | ) | — | — | — | $ | 3,359,888 | $ | 2,240,666 |
* | Change in unrealized appreciation/depreciation associated with forward foreign currency contracts is included in this caption on the Statements of operations. |
• | Active Bond Trust — a) 0.60% of the first $2.5 billion of aggregate net assets; b) 0.575% of aggregate net assets between $2.5 billion and $5.0 billion; and c) 0.55% of the excess over $5.0 billion of aggregate net assets. |
• | Bond Trust — a) 0.65% of the first $500 million of aggregate net assets; b) 0.60% of aggregate net assets between $500 million and $1.5 billion; c) 0.575% of aggregate net assets between $1.5 billion and $2.5 billion; and d) 0.55% of the excess over $2.5 billion of aggregate net assets. |
• | Core Bond Trust — a) 0.69% of the first $200 million of aggregate net assets; b) 0.64% of aggregate net assets between $200 million and $400 million; and c) 0.57% of the excess over $400 million of aggregate net assets. |
• | Global Bond Trust — 0.70% of the aggregate net assets. |
• | High Yield Trust — a) 0.70% of the first $500 million of aggregate net assets and b) 0.65% of the excess over $500 million of aggregate net assets. |
• | Income Trust — Aggregate net assets for this portfolio include the net assets of Income Trust, International Value Trust, Global Trust and Mutual Shares Trust, the net assets of similar funds of JHF II for all the funds listed and JHF II International Small Cap Fund. The financial statements for the other portfolios listed are not included in this report. The monthly management fee paid on these assets is a) 1.075% on the first $50 million of aggregate net assets; b) 0.915% of aggregate net assets between $50 million and $200 million; c) 0.825% of the aggregate net assets between $200 million and $500 million; and d) 0.80% of the excess over $500 million of aggregate net assets. (When aggregate net assets exceed $500 million, the rate is 0.80% of all assets.) |
• | Investment Quality Bond Trust — a) 0.60% of the first $500 million of aggregate net assets and b) 0.55% of the excess over $500 million of aggregate net assets. |
• | Money Market Trust — a) 0.50% of the first $500 million of aggregate net assets and b) 0.47% of the excess over $500 million of aggregate net assets. |
• | Money Market Trust B — a) 0.50% of the first $500 million of average net assets and b) 0.47% of the excess over $500 million of average net assets. |
• | New Income Trust — a) If the average net assets of the portfolio are less than $100 million i) 0.725% of the first $50 million average net assets and ii) 0.675% of the next $50 million average net assets; b) 0.650% of average net assets if the average net assets are between $100 million and $250 million; c) 0.600% of average net assets if the average net assets are between $250 million and $500 million; d) if the average net assets are between $500 million and $1 billion i) 0.575% of the first $500 million average net assets and ii) 0.550% of average net assets of the next $500 million and e) 0.550% of average net assets if the average net assets exceed $1 billion. |
• | Real Return Bond Trust — a) 0.70% of the first $1 billion of aggregate net assets and b) 0.65% of the excess over $1 billion of aggregate net assets. |
• | Short Term Government Income Trust — a) 0.57% of the first $250 million of aggregate net assets and b) 0.55% of the excess over $250 million of aggregate net assets. |
• | Strategic Income Opportunities Trust — a) 0.70% of the first $500 million of aggregate net assets; b) 0.65% of aggregate net assets between $500 million and $3.5 billion; and c) 0.60% of the excess over $3.5 billion of aggregate net assets. |
• | Total Bond Market Trust B — a) 0.47% of the first $1.5 billion of aggregate net assets and b) 0.46% of the excess over $1.5 billion of aggregate net assets. |
• | Ultra Short Term Bond Trust — a) 0.55% of the first $250 million of average net assets and b) 0.53% of the excess over $250 million of average net assets. |
Portfolio | | Subadvisor | ||||
---|---|---|---|---|---|---|
Active Bond Trust | Declaration Management and Research, LLC1 and John Hancock Asset Management a division of Manulife Asset Management (US) LLC1 | |||||
Bond Trust | John Hancock Asset Management a division of Manulife Asset Management (US) LLC1 | |||||
Core Bond Trust | Wells Capital Management, Inc. | |||||
Global Bond Trust | Pacific Investment Management Company, LLC | |||||
High Yield Trust | Western Asset Management Company | |||||
Income Trust | Franklin Advisers, Inc. | |||||
Investment Quality Bond Trust | Wellington Management Company, LLP | |||||
Money Market Trust | John Hancock Asset Management a division of Manulife Asset Management (North America) Limited1 | |||||
Money Market Trust B | John Hancock Asset Management a division of Manulife Asset Management (North America) Limited1 | |||||
New Income Trust | T. Rowe Price Associates, Inc. | |||||
Real Return Bond Trust | Pacific Investment Management Company, LLC | |||||
Short Term Government Income Trust | John Hancock Asset Management a division of Manulife Asset Management (US) LLC1 | |||||
Strategic Income Opportunities Trust | John Hancock Asset Management a division of Manulife Asset Management (US) LLC1 | |||||
Total Bond Market Trust B | Declaration Management and Research, LLC1 | |||||
Ultra Short Term Bond Trust | John Hancock Asset Management a division of Manulife Asset Management (US) LLC1 |
1 | An affiliate of the Advisor. |
Portfolio | | Expense limitation as a percentage of average net assets | ||||
---|---|---|---|---|---|---|
Active Bond Trust | 0.15% | |||||
Bond Trust | 0.15% | |||||
Core Bond Trust | 0.15% | |||||
Global Bond Trust | 0.15% | |||||
High Yield Trust | 0.15% | |||||
Income Trust | 0.15% | |||||
Investment Quality Bond Trust | 0.15% | |||||
Money Market Trust | 0.15% | |||||
New Income Trust | 0.15% | |||||
Real Return Bond Trust | 0.15% | |||||
Short Term Government Income Trust | 0.15% | |||||
Strategic Income Opportunities Trust | 0.15% | |||||
Ultra Short Term Bond Trust | 0.15% |
Expense reimbursement by class | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | Series I | | Series II | | Series NAV | | Total | ||||||||||||
Active Bond Trust | $ | 1,850 | $ | 8,033 | $ | 22,115 | $ | 31,998 | ||||||||||||
Bond Trust | 8,691 | 20,882 | 372,433 | 402,006 | ||||||||||||||||
Core Bond Trust | 2,283 | 2,356 | 41,249 | 45,888 | ||||||||||||||||
Global Bond Trust | 1,892 | 4,135 | 21,111 | 27,138 | ||||||||||||||||
High Yield Trust | 4,088 | 3,463 | 3,702 | 11,253 | ||||||||||||||||
Income Trust | — | — | 15,964 | 15,964 | ||||||||||||||||
Investment Quality Bond Trust | 7,142 | 3,962 | 778 | 11,882 | ||||||||||||||||
Money Market Trust | 3,395,069 | 882,175 | — | 4,277,244 | ||||||||||||||||
Money Market Trust B | — | — | 755,544 | 755,544 | ||||||||||||||||
New Income Trust | — | — | 141,958 | 141,958 | ||||||||||||||||
Real Return Bond Trust | 2,548 | 14,900 | 18,734 | 36,182 | ||||||||||||||||
Short Term Government Income Trust | 1,905 | 1,443 | 11,579 | 14,927 | ||||||||||||||||
Strategic Income Opportunities Trust | 16,480 | 2,153 | 2,077 | 20,710 | ||||||||||||||||
Total Bond Market Trust B | 191,555 | 86,930 | 366,574 | 645,059 | ||||||||||||||||
Ultra Short Term Bond Trust | 382 | 7,794 | 529 | 8,705 |
Portfolio | | Annual Effective Rate | ||||
---|---|---|---|---|---|---|
Active Bond Trust | 0.59% | |||||
Bond Trust | 0.55% | |||||
Core Bond Trust | 0.58% | |||||
Global Bond Trust | 0.69% | |||||
High Yield Trust | 0.67% | |||||
Income Trust | 0.79% | |||||
Investment Quality Bond Trust | 0.57% | |||||
Money Market Trust | 0.13% | |||||
Money Market Trust B | 0.11% | |||||
New Income Trust | 0.53% | |||||
Real Return Bond Trust | 0.61% | |||||
Short Term Government Income Trust | 0.55% | |||||
Strategic Income Opportunities Trust | 0.63% | |||||
Total Bond Market Trust B | 0.21% | |||||
Ultra Short Term Bond Trust | 0.54% |
Class | | Rule 12b-1 Fee | |||
---|---|---|---|---|---|
Series I | 0.15% | ||||
Series II | 0.35% |
Portfolio | | Borrower or Lender | | Weighted Average Loan Balance | | Days Outstanding | | Weighted Average Interest Rate | | Interest Income | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bond Trust | Lender | $ | 47,000,000 | 1 | 0.46 | % | $ | 607 |
Active Bond Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 115,611 | $ | 1,154,722 | 321,239 | $ | 3,216,031 | |||||||||||||
Distributions reinvested | — | — | 183,807 | 1,827,162 | |||||||||||||||
Repurchased | (374,419 | ) | (3,745,951 | ) | (839,256 | ) | (8,363,050 | ) | |||||||||||
Net decrease | (258,808 | ) | ($2,591,229 | ) | (334,210 | ) | ($3,319,857 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 366,419 | $ | 3,661,094 | 539,145 | $ | 5,423,571 | |||||||||||||
Distributions reinvested | — | — | 773,953 | 7,706,723 | |||||||||||||||
Repurchased | (1,784,365 | ) | (17,867,155 | ) | (5,970,186 | ) | (59,527,564 | ) | |||||||||||
Net decrease | (1,417,946 | ) | ($14,206,061 | ) | (4,657,088 | ) | ($46,397,270 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 491,061 | $ | 4,918,225 | 2,578,287 | $ | 25,873,655 | |||||||||||||
Distributions reinvested | — | — | 2,161,318 | 21,499,827 | |||||||||||||||
Repurchased | (1,458,786 | ) | (14,597,683 | ) | (4,258,505 | ) | (42,388,995 | ) | |||||||||||
Net increase (decrease) | (967,725 | ) | ($9,679,458 | ) | 481,100 | $ | 4,984,487 | ||||||||||||
Total net decrease | (2,644,479 | ) | ($26,476,748 | ) | (4,510,198 | ) | ($44,732,640 | ) |
Bond Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 499,976 | $ | 6,906,668 | 320,724 | $ | 4,420,713 | |||||||||||||
Distributions reinvested | — | — | 445,591 | 6,099,488 | |||||||||||||||
Repurchased | (1,203,808 | ) | (16,620,535 | ) | (2,793,235 | ) | (38,311,436 | ) | |||||||||||
Net decrease | (703,832 | ) | ($9,713,867 | ) | (2,026,920 | ) | ($27,791,235 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 999,629 | $ | 13,770,743 | 674,388 | $ | 9,317,560 | |||||||||||||
Issued in reorganization (Note 9) | — | — | 73,641 | 1,021,330 | |||||||||||||||
Distributions reinvested | — | — | 1,013,973 | 13,895,529 | |||||||||||||||
Repurchased | (3,171,751 | ) | (43,834,482 | ) | (8,257,581 | ) | (113,030,768 | ) | |||||||||||
Net decrease | (2,172,122 | ) | ($30,063,739 | ) | (6,495,579 | ) | ($88,796,349 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 5,925,688 | $ | 81,812,089 | 261,724,860 | $ | 3,601,154,037 | |||||||||||||
Issued in reorganization (Note 9) | — | — | 12,862,968 | 178,399,005 | |||||||||||||||
Distributions reinvested | — | — | 19,119,429 | 261,655,129 | |||||||||||||||
Repurchased | (31,942,593 | ) | (441,302,638 | ) | (126,817,964 | ) | (1,728,776,840 | ) | |||||||||||
Net increase (decrease) | (26,016,905 | ) | ($359,490,549 | ) | 166,889,293 | $ | 2,312,431,331 | ||||||||||||
Total net increase (decrease) | (28,892,859 | ) | ($399,268,155 | ) | 158,366,794 | $ | 2,195,843,747 |
Core Bond Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 314,295 | $ | 4,230,098 | 28,457 | $ | 378,197 | |||||||||||||
Issued in reorganization (Note 9) | 11,468,071 | 154,715,892 | — | — | |||||||||||||||
Distributions reinvested | — | — | 3,318 | 43,892 | |||||||||||||||
Repurchased | (442,211 | ) | (5,875,677 | ) | (33,042 | ) | (436,844 | ) | |||||||||||
Net increase (decrease) | 11,340,155 | $ | 153,070,313 | (1,267 | ) | ($14,755 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 74,995 | $ | 997,349 | 282,600 | $ | 3,723,924 | |||||||||||||
Issued in reorganization (Note 9) | 11,126,674 | 149,886,010 | — | — | |||||||||||||||
Distributions reinvested | — | — | 17,332 | 229,025 | |||||||||||||||
Repurchased | (772,691 | ) | (10,311,724 | ) | (352,133 | ) | (4,650,706 | ) | |||||||||||
Net increase (decrease) | 10,428,978 | $ | 140,571,635 | (52,201 | ) | ($697,757 | ) | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 376,413 | $ | 4,994,187 | 8,686,999 | $ | 116,126,943 | |||||||||||||
Issued in reorganization (Note 9) | 15,509,241 | 208,404,731 | — | — | |||||||||||||||
Distributions reinvested | — | — | 2,233,963 | 29,415,429 | |||||||||||||||
Repurchased | (4,589,983 | ) | (61,028,069 | ) | (65,743,465 | ) | (871,870,767 | ) | |||||||||||
Net increase (decrease) | 11,295,671 | $ | 152,370,849 | (54,822,503 | ) | ($726,328,395 | ) | ||||||||||||
Total net increase (decrease) | 33,064,804 | $ | 446,012,797 | (54,875,971 | ) | ($727,040,907 | ) |
Global Bond Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 42,462 | $ | 525,601 | 80,911 | $ | 1,034,000 | |||||||||||||
Distributions reinvested | — | — | 40,431 | 505,797 | |||||||||||||||
Repurchased | (349,546 | ) | (4,343,468 | ) | (830,984 | ) | (10,622,393 | ) | |||||||||||
Net decrease | (307,084 | ) | ($3,817,867 | ) | (709,642 | ) | ($9,082,596 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 374,476 | $ | 4,568,740 | 204,286 | $ | 2,563,501 | |||||||||||||
Distributions reinvested | — | — | 74,453 | 923,213 | |||||||||||||||
Repurchased | (967,057 | ) | (11,867,545 | ) | (2,366,122 | ) | (29,909,816 | ) | |||||||||||
Net decrease | (592,581 | ) | ($7,298,805 | ) | (2,087,383 | ) | ($26,423,102 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 309,638 | $ | 3,810,182 | 352,400 | $ | 4,458,870 | |||||||||||||
Distributions reinvested | — | — | 451,926 | 5,630,997 | |||||||||||||||
Repurchased | (443,467 | ) | (5,497,063 | ) | (11,643,867 | ) | (149,322,451 | ) | |||||||||||
Net decrease | (133,829 | ) | ($1,686,881 | ) | (10,839,541 | ) | ($139,232,584 | ) | |||||||||||
Total net decrease | (1,033,494 | ) | ($12,803,553 | ) | (13,636,566 | ) | ($174,738,282 | ) |
High Yield Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 1,504,542 | $ | 8,653,982 | 2,633,432 | $ | 16,028,572 | |||||||||||||
Distributions reinvested | — | — | 1,238,343 | 7,342,221 | |||||||||||||||
Repurchased | (3,233,975 | ) | (18,779,230 | ) | (5,359,829 | ) | (33,327,000 | ) | |||||||||||
Net decrease | (1,729,433 | ) | ($10,125,248 | ) | (1,488,054 | ) | ($9,956,207 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 1,874,718 | $ | 11,027,870 | 2,342,277 | $ | 14,740,367 | |||||||||||||
Distributions reinvested | — | — | 991,084 | 5,978,244 | |||||||||||||||
Repurchased | (2,492,226 | ) | (14,668,897 | ) | (6,629,764 | ) | (42,201,495 | ) | |||||||||||
Net decrease | (617,508 | ) | ($3,641,027 | ) | (3,296,403 | ) | ($21,482,884 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 2,664,074 | $ | 15,183,784 | 8,454,902 | $ | 52,226,728 | |||||||||||||
Distributions reinvested | — | — | 1,150,441 | 6,732,897 | |||||||||||||||
Repurchased | (2,092,809 | ) | (11,952,881 | ) | (9,642,255 | ) | (59,036,764 | ) | |||||||||||
Net increase (decrease) | 571,265 | $ | 3,230,903 | (36,912 | ) | ($77,139 | ) | ||||||||||||
Total net decrease | (1,775,676 | ) | ($10,535,372 | ) | (4,821,369 | ) | ($31,516,230 | ) |
Income Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 82,211 | $ | 1,006,268 | 192,497 | $ | 2,362,301 | |||||||||||||
Distributions reinvested | — | — | 1,525,698 | 18,895,462 | |||||||||||||||
Repurchased | (1,526,365 | ) | (18,320,824 | ) | (5,370,667 | ) | (66,842,285 | ) | |||||||||||
Net decrease | (1,444,154 | ) | ($17,314,556 | ) | (3,652,472 | ) | ($45,584,522 | ) |
Investment Quality Bond Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 280,765 | $ | 3,284,578 | 374,715 | $ | 4,426,658 | |||||||||||||
Distributions reinvested | — | — | 530,713 | 6,213,947 | |||||||||||||||
Repurchased | (1,101,830 | ) | (12,921,521 | ) | (2,615,655 | ) | (30,793,319 | ) | |||||||||||
Net decrease | (821,065 | ) | ($9,636,943 | ) | (1,710,227 | ) | ($20,152,714 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 229,674 | $ | 2,686,159 | 385,789 | $ | 4,552,997 | |||||||||||||
Distributions reinvested | — | — | 279,657 | 3,276,719 | |||||||||||||||
Repurchased | (806,341 | ) | (9,455,231 | ) | (1,708,216 | ) | (20,077,334 | ) | |||||||||||
Net decrease | (576,667 | ) | ($6,769,072 | ) | (1,042,770 | ) | ($12,247,618 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 196,681 | $ | 2,303,871 | 320,231 | $ | 3,759,409 | |||||||||||||
Distributions reinvested | — | — | 52,492 | 612,910 | |||||||||||||||
Repurchased | (86,081 | ) | (1,003,848 | ) | (262,657 | ) | (3,076,226 | ) | |||||||||||
Net increase | 110,600 | $ | 1,300,023 | 110,066 | $ | 1,296,093 | |||||||||||||
Total net decrease | (1,287,132 | ) | ($15,105,992 | ) | (2,642,931 | ) | ($31,104,239 | ) |
Money Market Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 76,988,831 | $ | 76,988,831 | 190,167,996 | $ | 190,167,996 | |||||||||||||
Distributions reinvested | — | — | 50,336 | 50,336 | |||||||||||||||
Repurchased | (189,823,592 | ) | (189,823,592 | ) | (506,682,537 | ) | (506,682,537 | ) | |||||||||||
Net decrease | (112,834,761 | ) | ($112,834,761 | ) | (316,464,205 | ) | ($316,464,205 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | — | — | 89,253 | $ | 89,253 | ||||||||||||||
Distributions reinvested | — | — | 9,384 | 9,384 | |||||||||||||||
Repurchased | (34,131,672 | ) | ($34,131,672 | ) | (121,093,712 | ) | (121,093,712 | ) | |||||||||||
Net decrease | (34,131,672 | ) | ($34,131,672 | ) | (120,995,075 | ) | ($120,995,075 | ) | |||||||||||
Total net decrease | (146,966,433 | ) | ($146,966,433 | ) | (437,459,280 | ) | ($437,459,280 | ) |
Money Market Trust B | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 100,886,387 | $ | 100,886,387 | 153,231,906 | $ | 153,231,906 | |||||||||||||
Distributions reinvested | — | — | 6,434 | 6,434 | |||||||||||||||
Repurchased | (116,749,223 | ) | (116,749,223 | ) | (236,958,570 | ) | (236,958,570 | ) | |||||||||||
Net decrease | (15,862,836 | ) | ($15,862,836 | ) | (83,720,230 | ) | ($83,720,230 | ) |
New Income Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | — | — | 6,741,502 | $ | 89,981,883 | ||||||||||||||
Distributions reinvested | — | — | 5,997,916 | 78,654,920 | |||||||||||||||
Repurchased | (7,367,830 | ) | ($97,019,860 | ) | (95,565,598 | ) | (1,277,697,151 | ) | |||||||||||
Net decrease | (7,367,830 | ) | ($97,019,860 | ) | (82,826,180 | ) | ($1,109,060,348 | ) |
Real Return Bond Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 80,520 | $ | 977,384 | 55,004 | $ | 675,528 | |||||||||||||
Distributions reinvested | — | — | 15,432 | 188,736 | |||||||||||||||
Repurchased | (73,385 | ) | (892,350 | ) | (182,556 | ) | (2,214,256 | ) | |||||||||||
Net increase (decrease) | 7,135 | $ | 85,034 | (112,120 | ) | ($1,349,992 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 31,190 | $ | 373,941 | 191,230 | $ | 2,322,636 | |||||||||||||
Distributions reinvested | — | — | 94,637 | 1,141,317 | |||||||||||||||
Repurchased | (334,805 | ) | (4,004,498 | ) | (1,038,582 | ) | (12,509,045 | ) | |||||||||||
Net decrease | (303,615 | ) | ($3,630,557 | ) | (752,715 | ) | ($9,045,092 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 658,162 | $ | 7,899,205 | 526,191 | $ | 6,368,625 | |||||||||||||
Distributions reinvested | — | — | 103,594 | 1,249,341 | |||||||||||||||
Repurchased | (254,172 | ) | (3,056,908 | ) | (765,048 | ) | (9,302,071 | ) | |||||||||||
Net increase (decrease) | 403,990 | $ | 4,842,297 | (135,263 | ) | ($1,684,105 | ) | ||||||||||||
Total net increase (decrease) | 107,510 | $ | 1,296,774 | (1,000,098 | ) | ($12,079,189 | ) |
Short Term Government Income Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 139,252 | $ | 1,736,359 | 760,845 | $ | 9,560,400 | |||||||||||||
Distributions reinvested | — | — | 89,416 | 1,113,596 | |||||||||||||||
Repurchased | (455,156 | ) | (5,670,528 | ) | (1,731,361 | ) | (21,698,920 | ) | |||||||||||
Net decrease | (315,904 | ) | ($3,934,169 | ) | (881,100 | ) | ($11,024,924 | ) | |||||||||||
Series II shares | |||||||||||||||||||
Sold | 350,240 | $ | 4,364,653 | 938,362 | $ | 11,783,056 | |||||||||||||
Distributions reinvested | — | — | 60,402 | 752,865 | |||||||||||||||
Repurchased | (651,873 | ) | (8,129,998 | ) | (1,798,034 | ) | (22,563,071 | ) | |||||||||||
Net decrease | (301,633 | ) | ($3,765,345 | ) | (799,270 | ) | ($10,027,150 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 887,920 | $ | 11,085,189 | 5,158,624 | $ | 64,436,744 | |||||||||||||
Distributions reinvested | — | — | 461,870 | 5,752,774 | |||||||||||||||
Repurchased | (1,539,524 | ) | (19,194,393 | ) | (6,040,600 | ) | (75,972,487 | ) | |||||||||||
Net decrease | (651,604 | ) | ($8,109,204 | ) | (420,106 | ) | ($5,782,969 | ) | |||||||||||
Total net decrease | (1,269,141 | ) | ($15,808,718 | ) | (2,100,476 | ) | ($26,835,043 | ) |
Strategic Income Opportunities Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||||||
Series I shares | |||||||||||||||||||||||
Sold | 1,967,568 | $ | 26,564,734 | 3,359,128 | $ | 45,349,735 | |||||||||||||||||
Distributions reinvested | — | — | 1,366,109 | 18,140,079 | |||||||||||||||||||
Repurchased | (1,265,080 | ) | (17,029,875 | ) | (2,243,129 | ) | (30,364,825 | ) | |||||||||||||||
Net increase | 702,488 | $ | 9,534,859 | 2,482,108 | $ | 33,124,989 | |||||||||||||||||
Series II shares | |||||||||||||||||||||||
Sold | 70,058 | $ | 946,475 | 245,154 | $ | 3,313,579 | |||||||||||||||||
Distributions reinvested | — | — | 184,112 | 2,452,233 | |||||||||||||||||||
Repurchased | (332,595 | ) | (4,487,973 | ) | (1,070,907 | ) | (14,519,824 | ) | |||||||||||||||
Net decrease | (262,537 | ) | ($3,541,498 | ) | (641,641 | ) | ($8,754,012 | ) | |||||||||||||||
Series NAV shares | |||||||||||||||||||||||
Sold | 692,498 | $ | 9,372,585 | 1,254,514 | $ | 16,826,716 | |||||||||||||||||
Distributions reinvested | — | — | 169,421 | 2,243,175 | |||||||||||||||||||
Repurchased | (548,426 | ) | (7,348,917 | ) | (1,295,843 | ) | (17,461,080 | ) | |||||||||||||||
Net increase | 144,072 | $ | 2,023,668 | 128,092 | $ | 1,608,811 | |||||||||||||||||
Total net increase | 584,023 | $ | 8,017,029 | 1,968,559 | $ | 25,979,788 |
Total Bond Market Trust B | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 2,381,916 | $ | 24,919,125 | 3,378,338 | $ | 35,260,194 | |||||||||||||
Distributions reinvested | — | — | 396,689 | 4,107,616 | |||||||||||||||
Repurchased | (483,226 | ) | (5,036,468 | ) | (1,345,559 | ) | (13,982,804 | ) | |||||||||||
Net increase | 1,898,690 | $ | 19,882,657 | 2,429,468 | $ | 25,385,006 | |||||||||||||
Series II shares | |||||||||||||||||||
Sold | 767,381 | $ | 8,042,976 | 2,909,204 | $ | 30,432,935 | |||||||||||||
Distributions reinvested | — | — | 205,797 | 2,134,399 | |||||||||||||||
Repurchased | (1,221,217 | ) | (12,796,935 | ) | (4,320,373 | ) | (44,784,322 | ) | |||||||||||
Net decrease | (453,836 | ) | ($4,753,959 | ) | (1,205,372 | ) | ($12,216,988 | ) | |||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 868,025 | $ | 9,080,416 | 2,641,427 | $ | 27,408,737 | |||||||||||||
Distributions reinvested | — | — | 893,622 | 9,255,361 | |||||||||||||||
Repurchased | (1,649,253 | ) | (17,228,129 | ) | (4,493,606 | ) | (46,726,606 | ) | |||||||||||
Net decrease | (781,228 | ) | ($8,147,713 | ) | (958,557 | ) | ($10,062,508 | ) | |||||||||||
Total net increase | 663,626 | $ | 6,980,985 | 265,539 | $ | 3,105,510 |
Ultra Short Term Bond Trust | Six months ended 6/30/15 | Year ended 12/31/14 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Shares | Amount | Shares | Amount | ||||||||||||||||
Series I shares | |||||||||||||||||||
Sold | 814,297 | $ | 9,618,660 | 2,149,800 | $ | 25,719,420 | |||||||||||||
Distributions reinvested | — | — | 12,595 | 149,212 | |||||||||||||||
Repurchased | (781,208 | ) | (9,229,068 | ) | (2,241,740 | ) | (26,812,621 | ) | |||||||||||
Net increase (decrease) | 33,089 | $ | 389,592 | (79,345 | ) | ($943,989 | ) | ||||||||||||
Series II shares | |||||||||||||||||||
Sold | 6,462,340 | $ | 76,286,431 | 18,764,829 | $ | 224,220,686 | |||||||||||||
Distributions reinvested | — | — | 247,115 | 2,925,962 | |||||||||||||||
Repurchased | (7,258,489 | ) | (85,678,461 | ) | (17,715,439 | ) | (211,388,314 | ) | |||||||||||
Net increase (decrease) | (796,149 | ) | ($9,392,030 | ) | 1,296,505 | $ | 15,758,334 | ||||||||||||
Series NAV shares | |||||||||||||||||||
Sold | 178,148 | $ | 2,104,081 | 657,410 | $ | 7,865,148 | |||||||||||||
Distributions reinvested | — | — | 16,460 | 194,821 | |||||||||||||||
Repurchased | (225,703 | ) | (2,667,285 | ) | (251,572 | ) | (3,010,939 | ) | |||||||||||
Net increase (decrease) | (47,555 | ) | ($563,204 | ) | 422,298 | $ | 5,049,030 | ||||||||||||
Total net increase (decrease) | (810,615 | ) | ($9,565,642 | ) | 1,639,458 | $ | 19,863,375 |
Purchase | Sales and Maturities | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | | U.S. Government | | Other issuers | | U.S. Government | | Other issuers | |||||||||||
Active Bond Trust | $ | 138,614,378 | $ | 112,590,436 | $ | 121,366,108 | $ | 153,997,351 | |||||||||||
Bond Trust | 1,997,590,394 | 1,812,154,103 | 2,761,747,773 | 1,410,100,455 | |||||||||||||||
Core Bond Trust | 1,866,777,588 | 762,108,283 | 1,756,435,188 | 934,980,688 | |||||||||||||||
Global Bond Trust | 56,447,007 | 260,559,853 | 40,445,710 | 320,294,232 | |||||||||||||||
High Yield Trust | 8,989,567 | 131,268,126 | 9,009,737 | 117,548,430 | |||||||||||||||
Income Trust | — | 24,200,104 | — | 48,358,154 | |||||||||||||||
Investment Quality Bond Trust | 74,248,486 | 140,368,232 | 103,313,168 | 169,309,712 | |||||||||||||||
New Income Trust | 104,829,705 | 322,314,457 | 146,415,438 | 326,527,432 | |||||||||||||||
Real Return Bond Trust | 18,472,923 | 11,248,746 | 15,252,897 | 10,703,037 | |||||||||||||||
Short Term Government Income Trust | 6,220,022 | 61,736,888 | — | 78,258,786 | |||||||||||||||
Strategic Income Opportunities Trust | — | 185,624,521 | — | 140,487,225 | |||||||||||||||
Total Bond Market Trust B | 84,858,893 | 75,082,955 | 75,257,700 | 78,863,135 | |||||||||||||||
Ultra Short Term Bond Trust | 49,035,781 | 51,854,945 | 6,001,836 | 88,965,712 |
Portfolio | | Affilated Concentration | |||
---|---|---|---|---|---|
Bond Trust | 92.6% | ||||
Core Bond Trust | 64.6% | ||||
Global Bond Trust | 65.0% | ||||
Income Trust | 100.0% | ||||
New Income Trust | 100.0% | ||||
Short Term Government Income Trust | 39.3% |
ACQUIRING PORTFOLIO | | ACQUIRED PORTFOLIO | | NET ASSET VALUE OF THE ACQUIRED PORTFOLIO | | SHARES REDEEMED BY THE ACQUIRED PORTFOLIO | | SHARES ISSUED BY THE ACQUIRING PORTFOLIO | | ACQUIRING PORTFOLIO NET ASSETS PRIOR TO COMBINATION | | ACQUIRING PORTFOLIO TOTAL NET ASSETS AFTER COMBINATION | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Core Bond Trust | Total Return Trust | $ | 513,006,633 | 44,226,144 | 38,103,986 | $ | 1,012,403,433 | $ | 1,525,410,066 |
Net investment income | $16,861,060 | |||
Net realized and unrealized gain (loss) | 26,556,032 | |||
Increase (decrease) in net assets from operations | $43,417,092 |
ACQUIRING PORTFOLIO | | ACQUIRED PORTFOLIO | | 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 TOTAL NET ASSETS AFTER COMBINATION | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Bond Trust | Bond PS Series | $ | 179,420,335 | $ | 1,062,546 | 14,169,577 | 12,936,609 | $ | 10,303,418,959 | $ | 10,482,839,294 |
Proposal One: | Approval of an Agreement and Plan of Reorganization providing for the reorganization of Total Return Trust into Core Bond Trust |
FOR | AGAINST | ABSTAIN | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
78,117,543.338 | 5,673,311.526 | 12,761,693.715 |
(1) | information relating to each Subadvisor’s business, including current subadvisory services to the Trust (and other funds in the John Hancock family of funds); |
(2) | the historical and current performance of each Fund and comparative performance information relating to the Fund’s benchmark and comparable funds; |
(3) | the subadvisory fee for each Fund, including any breakpoints, and comparative fee information, where available, prepared by an independent third party provider of mutual fund data; and |
(4) | information relating to the nature and scope of any material relationships and their significance to the Trust’s Advisor and unaffiliated Subadvisors. |
(1) | Each Subadvisor has extensive experience and demonstrated skills as a manager; |
(2) | Although not without variation, the performance of each Fund managed by a Subadvisor generally has been in line with or outperformed the historical performance of comparable funds and the Fund’s respective benchmarks, with the exceptions noted in Appendix A (with respect to such exceptions, the Board concluded that performance is being monitored and reasonably addressed); |
(3) | The subadvisory fees are reasonable in relation to the level and quality of services being provided; and |
(4) | With respect to those Funds that have subadvisory fees that contain breakpoints, certain breakpoints are reflected as breakpoints in the advisory fees for the Funds in order to permit shareholders to benefit from economies of scale if those Funds grow. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Active Bond Trust (Declaration Management & Research LLC) (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. | 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 equal to 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. | |||||||||||
Bond Trust (Manulife Asset Management (US)) | Benchmark Index — The Trust underperformed for the one-year period and outperformed for the three-year period. Lipper Category — The Trust underperformed 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 higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including the favorable performance relative to the benchmark index for the three-year period. The Board took into account management’s discussion of the factors that contributed to the Trust’s performance, noting the differences between the investment policies of the Trust and those of its peer group, including the conservative credit positioning of the Trust that may lead to underperformance relative to peers during periods in which credit spreads are tightening. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
Core Bond Trust (Wells Capital Management Incorporated) | 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- and five-year periods and underperformed the average for the three-year period. | 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 higher than the peer group median. | The Board took into account management’s discussion of the Trust’s performance, including the favorable performance relative to the benchmark index for the three- and five year periods and to the peer group for the one- and five-year periods. The Board took into account management’s discussion of the Trust’s expenses. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Bond Trust (Pacific Investment Management Company LLC) | Benchmark Index — The Trust outperformed for the one-, 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. | 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 factors that contributed to the Trust’s three- and five- year performance relative to its peer group. The Board noted that the Trust’s five- year performance was only slightly below the peer group. The Board noted the Trust’s favorable performance relative to the benchmark index for the one-, three- and five-year periods and to the peer group for the one-year period. The Board took into account management’s discussion of the Trust’s expenses. | |||||||||||
High Yield Trust (Western Asset Management Company) (Western Asset Management Company Limited) | 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-year period and outperformed 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 the favorable performance relative to the benchmark index for the three-year period 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. | |||||||||||
Income Trust (Franklin Advisers, Inc.) | 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. | 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, including the favorable performance relative 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 action taken that will further reduce certain Trust expenses. | |||||||||||
Investment Quality Bond Trust (Wellington Management Company, LLP) | 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 took into account management’s discussion of the Trust’s performance, including the 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. |
Portfolio (Subadviser) | | Performance as of 12-31-2014 | | Fees and Expenses | | Comments | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Money Market Trust B |