| Weight (%) | Total Return (%) | Active Return (%) | Price Effect (%) | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sector | Portfolio | Benchmark | Over/Under | Portfolio | Benchmark | Active | Income Effect | Price Effect | Shift | Twist | Sector | Issuer | Residual | ||||
| Corporate | 46.41 | 24.46 | 21.95 |
Total Return
|
|||||||||||||
| Agency | 32.31 | 26.85 | 5.46 | ||||||||||||||
| Treasury | 17.73 | 47.27 | -29.54 | ||||||||||||||
| Mortgage | 3.55 | 1.42 | 2.13 | ||||||||||||||
| Total | 100.00 | 100.00 | - | ||||||||||||||
