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We also saw poor performance from our overweight to the Midstream sector, which suffered from a new issue overhang and looming event risk. Spre continued to drift wider in most asset-backed securities, but spread moves were largely offset by swap spread tightening. Agency mortgage valuations are a little tighter on an option-adjusted spread basis and remain in the middle of the recent range to nominal spread measures.

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Washington, D. Investment Company Act file Exact name of registrant as specified in charter. Anadarko Petroleum.

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Higher quality non-agency mortgages sold off while price declines were partially offset by elevated yields. Core-based portfolios have increased exposure to high yield and high grade corporates given valuations that rival the cheapest levels of the past five years. We look to maintain an underweight on the basis and look for spread widening to get neutral. Date of fiscal year end: October 31, Date of reporting period: October 31, Item 1.

However, looser underwriting standards and the potential for slowing in the broader economy will make strong due diligence and credit work paramount. Logan Circle Partners, L. Investment Objective. If spre were to widen materially from current levels, we would consider increasing our exposure further.

Greece is once again in the rearview mirror, for now, and most have commodities settled into a range that investors are gaining comfort with.

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Positive excess return of our overweight position to shorter duration CMBS was somewhat offset by spread widening in the longer duration part of the curve. Apollo Management Holdings. Barclays US Aggregate Index is an index generally representing fixed-rate, investment-grade government bonds, corporate debt securities, mortgage-backed securities, and asset-backed securities with minimum maturity dates of at least one year.

The economy remains healthy domestically but we are mindful of global growth pressures from abroad, specifically China and Europe. Bank of America. Performance Summary. Additionally we recorded gains from our participation in a handful of new issues. Ten year U. Treasury rates were volatile over the course of the year starting at 2.

Having recently increased our allocation to corporates, the portfolio is currently in recycling mode, suggesting that we will be selling existing holdings to fund further purchases.

The performance data quoted herein represents past performance and the return and value of an investment in the Fund will fluctuate so that, when redeemed, may be worth less than its original cost. Energy Transfer Partners. American Tower Trust I. Ameriprise Financial.

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The spread between BBB and A corporates currently resides at nearly 90 basis points the widest gap since September We will likely continue to lend to companies that are borrowing to make what we deem to be good acquisitions and that have demonstrated the willingness and ability to pay down debt in coming quarters.

Within non-agency mortgages, we will look to maintain our high quality holdings and look to add on technical selling pressure, if it were to arise. DCP Midstream Operating.

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Within ABS we will look for opportunities in the new issue market to add at elevated spre. Our underweight exposure to Emerging Markets provided positive sector selection attribution. Mead Johnson Nutrition.

Petroleos Mexicanos. We continued to add to specified mortgages which benefited from both the weakness of the financing markets as well as their convexity advantage in the rate rally. New issuance volume will be relatively robust and amidst an uncertain macro background, we feel spre are biased to move wider. Non-Agency mortgages have seen diminished liquidity recently and they have not widened as much as competing spread products.

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Reports to Stockholders. American International Group. Kraft Heinz Foods. Chesapeake Energy. We prefer to trade the range here, selling when the year U. Treasury moves closer to 1. Agency mortgages remain in the context of fair value but weak financing and technical pressures keep us less constructive on the asset class.

Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares. The sector continues to enjoy safe haven status due to its solid balance sheets and low event risk.

On the other side of the same coin, due to spread widening upon debt financed acquisitions, we will strive to avoid the secondary bonds of potential acquirers.

Please note that one cannot invest directly in an unmanaged index. The accompanying notes are an integral part of the financial statements. From a sector standpoint, our overweight to financials was a positive contributor to performance.

If such fees and expenses were included in the index returns, the performance would have been lower.

Oaks, PA Address of principal executive offices Zip code. Name and address of agent for service. There are no assurances that the Fund will meet its stated objectives. Rates exposure had a negative impact on performance. We also enjoyed solid security selection within Retail.

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One Freedom Valley Drive. The portfolio benefited from being short and having a ificant spread advantage. While CMBS spre have held in well relative to other bond sectors, we are cautious because new issue deals continue to show declining underwriting standards.

Investment Adviser:. Spre widened throughout the 3rd quarter as new issue was impacted by the dual impact of perceived lower quality collateral coming to market at the same time as the seemingly numerous macro events constrained dealer balance sheets, Federal Rate Decision on Sept 17 threduced liquidity normally seen in summer, etc. Performance was driven from both sector and security selection. While ABS spre have re-priced wider, we expect heavy supply to require good new issue spread concessions.

There can be no assurance that the views expressed above will prove accurate and should not be relied upon as a reliable indicator of future events. Our high yield exposure was a negative contributor to performance. Non-Agency Mortgages had a neutral impact on performance. Agency mortgage exposure had a slight negative impact on performance. We also saw two-year and year U. Our short duration positioning detracted from performance, however, active duration management and a curve flattening bias benefited.

Enterprise Products Operating. Definition of Comparative Index.

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Most of our positive contributors in high yield came from the financial sector, where fundamental trends are still positive. Reynolds American. See definition of comparative index on 4. Within credit, we see BBBs attractive versus single A corporates. Our overweight to Retail was also a good sector decision as consumer cyclical sectors outperformed. Ongoing weakness in the to be announced TBA dollar roll markets, near-term technical pressure from continued higher issuance and uncertainty around yield-based bank demand in a hiking cycle may cause mortgage spre to widen.

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SEI Investments. We will look to continue to add to low pay-up specified pools to add both yield. Williams Partners. Risky assets are far more appropriately priced and we are comfortable having a lower quality risk profile. American Express Credit. From a duration perspective, we remain slightly short our benchmarks, but not enough to really move the needle one way or another.