Vantagepoint PLUS Fund Summary Fund Holdings as of

Transcription

1 These holdings are unaudited and intended for ICMA-RC Plan Sponsor, ICMA-RC Participant, or Consultant use only. This information is current only as of the date on this report and subject to change. Not for use by the general public. This presentation is the property of ICMA-RC and may not be reproduced or redistributed in any manner without permission. Vantagepoint PLUS Fund Tier 1 - Cash Buffer 1 JP Morgan STIF Aaa AAA AAA 369,594, % % 2.30% 0.10 Variable Evergreen 8/2/2016 n/a Northern Trust STIF Aaa AAA AAA 238,985, % % 2.26% 0.13 Variable Evergreen 7/27/2016 n/a Total Cash Buffer Aaa AAA AAA 608,580, % % 2.28% 0.11 Tier 2 - Shorter Duration Focus Tier 2 - Separate Account & Synthetic GICs 2,9 New York Life Ins. Co. GA Aaa AA+ AAA 220,581, % 98.47% 2.03% 1.90 Variable Evergreen 4/1/2016 n/a Pacific Life Ins. Co. G A2 A A 220,107, % 98.75% 2.44% 1.62 Variable Evergreen 12/1/2010 n/a Prudential Ins. Co. of America GA T2 Aa2 AA- AA+ 237,276, % 98.48% 1.96% 1.85 Variable Evergreen 12/14/2009 n/a Transamerica Premier Life Ins. Co. MDA00902TR Aa2 AA- AA 237,152, % 97.81% 1.86% 1.81 Variable Evergreen 12/14/2009 n/a Total Tier 2 Shorter Duration Focus Aa2 AA- AA 915,117, % 98.37% 2.07% 1.80 Tier 3 - Ladder Maturity Focus 1 Tier 3 - Traditional GICs 1 Jackson National Life Ins. Co. G A1 AA- AA- 19,913, % % 2.04% n/a Fixed Maturing 5/25/ /17/2018 Jackson National Life Ins. Co. G A1 AA- AA- 29,402, % % 2.45% n/a Fixed Maturing 6/26/2013 8/15/2019 Jackson National Life Ins. Co. G A1 AA- AA- 39,104, % % 2.56% n/a Fixed Maturing 8/16/2013 9/16/2019 Jackson National Life Ins. Co. G A1 AA- AA- 38,965, % % 2.80% n/a Fixed Maturing 9/11/ /15/2019 Jackson National Life Ins. Co. G A1 AA- AA- 29,124, % % 2.01% n/a Fixed Maturing 5/23/2014 4/15/2020 Jackson National Life Ins. Co. G A1 AA- AA- 29,091, % % 2.05% n/a Fixed Maturing 6/19/2014 4/15/2020 Jackson National Life Ins. Co. G A1 AA- AA- 37,059, % % 2.65% n/a Fixed Maturing 6/8/ /15/2021 Jackson National Life Ins. Co. G A1 AA- AA- 36,887, % % 2.66% n/a Fixed Maturing 7/23/ /15/2021 Jackson National Life Ins. Co. G A1 AA- AA- 36,480, % % 2.50% n/a Fixed Maturing 1/28/2016 7/15/2022 Jackson National Life Ins. Co. G A1 AA- AA- 36,509, % % 2.45% n/a Fixed Maturing 2/29/2016 8/15/2022 Jackson National Life Ins. Co. G A1 AA- AA- 36,480, % % 2.50% n/a Fixed Maturing 3/28/2016 9/15/2022 Jackson National Life Ins. Co. G A1 AA- AA- 34,585, % % 2.90% n/a Fixed Maturing 2/16/ /15/2023 Lincoln National Life Ins. Co A1 AA- A+ 55,908, % % 2.45% n/a Fixed Maturing 9/16/2016 9/15/2021 Metropolitan Life Ins. Co Aa3 AA- AA- 39,717, % % 2.15% n/a Fixed Maturing 8/17/2012 2/15/2019 Metropolitan Life Ins. Co Aa3 AA- AA- 39,488, % % 2.09% n/a Fixed Maturing 10/26/2012 6/17/2019 Metropolitan Life Ins. Co Aa3 AA- AA- 38,918, % % 2.38% n/a Fixed Maturing 3/7/ /16/2019 Metropolitan Life Ins. Co Aa3 AA- AA- 29,378, % % 2.08% n/a Fixed Maturing 4/17/ /15/2019 Metropolitan Life Ins. Co Aa3 AA- AA- 38,688, % % 2.52% n/a Fixed Maturing 4/25/2014 2/17/2020 Metropolitan Life Ins. Co Aa3 AA- AA- 28,932, % % 2.15% n/a Fixed Maturing 7/23/2014 7/15/2020 Metropolitan Life Ins. Co Aa3 AA- AA- 38,265, % % 2.34% n/a Fixed Maturing 8/21/2014 9/15/2020 Metropolitan Life Ins. Co Aa3 AA- AA- 38,088, % % 2.38% n/a Fixed Maturing 11/20/ /16/2020 Metropolitan Life Ins. Co Aa3 AA- AA- 28,477, % % 2.30% n/a Fixed Maturing 12/19/2014 2/16/2021 Metropolitan Life Ins. Co Aa3 AA- AA- 37,673, % % 2.35% n/a Fixed Maturing 4/30/2015 6/15/2021 TEL: FAX: TOLL FREE: EN ESPAÑOL LLAME AL: INTERNET: Page 1 of 5

2 Vantagepoint PLUS Fund Metropolitan Life Ins. Co Aa3 AA- AA- 36,973, % % 2.55% n/a Fixed Maturing 8/28/2015 1/18/2022 Metropolitan Life Ins. Co Aa3 AA- AA- 36,764, % % 2.50% n/a Fixed Maturing 10/26/2015 4/15/2022 Metropolitan Life Ins. Co Aa3 AA- AA- 36,383, % % 2.30% n/a Fixed Maturing 7/15/2016 1/17/2023 Metropolitan Life Ins. Co Aa3 AA- AA- 36,222, % % 2.25% n/a Fixed Maturing 8/22/2016 4/17/2023 Metropolitan Life Ins. Co Aa3 AA- AA- 35,791, % % 2.37% n/a Fixed Maturing 10/28/2016 8/15/2023 Metropolitan Life Ins. Co Aa3 AA- AA- 34,943, % % 2.80% n/a Fixed Maturing 11/28/2016 9/15/2023 Metropolitan Life Ins. Co Aa3 AA- AA- 54,169, % % 2.90% n/a Fixed Maturing 12/12/2017 3/15/2024 Metropolitan Life Ins. Co Aa3 AA- AA- 54,931, % % 3.22% n/a Fixed Maturing 3/28/2018 4/15/2024 Metropolitan Life Ins. Co Aa3 AA- AA- 52,116, % % 3.66% n/a Fixed Maturing 5/18/2018 8/15/2024 Metropolitan Life Ins. Co Aa3 AA- AA- 56,806, % % 3.47% n/a Fixed Maturing 7/6/ /16/2024 Metropolitan Life Ins. Co Aa3 AA- AA- 51,721, % % 3.48% n/a Fixed Maturing 7/17/ /16/2024 Metropolitan Life Ins. Co Aa3 AA- AA- 54,801, % % 3.26% n/a Fixed Maturing 8/31/2018 2/18/2025 Minnesota Life Ins. Co. A Aa3 AA- AA 43,920, % % 3.52% n/a Fixed Maturing 9/25/2018 3/17/2025 New York Life Ins. Co. GA Aaa AA+ AAA 29,775, % % 2.01% n/a Fixed Maturing 3/21/2014 3/15/2019 New York Life Ins. Co. GA Aaa AA+ AAA 39,369, % % 2.17% n/a Fixed Maturing 9/15/2014 8/15/2019 New York Life Ins. Co. GA Aaa AA+ AAA 134,599, % % 2.42% n/a Fixed Maturing 9/17/2015 9/15/2020 New York Life Ins. Co. GA Aaa AA+ AAA 135,011, % % 2.23% n/a Fixed Maturing 9/30/2015 9/15/2020 Principal Life Ins. Co A1 A+ AA- 34,746, % % 2.72% n/a Fixed Maturing 11/3/2017 1/16/2024 Principal Life Ins. Co A1 A+ AA- 52,659, % % 3.50% n/a Fixed Maturing 4/20/2018 6/17/2024 Principal Life Ins. Co A1 A+ AA- 51,849, % % 3.65% n/a Fixed Maturing 6/15/ /15/2024 Principal Life Ins. Co A1 A+ AA- 53,277, % % 3.36% n/a Fixed Maturing 8/24/2018 2/18/2025 Protective Life Ins. Co. GA 2091 A1 AA- A+ 49,832, % % 2.40% n/a Fixed Maturing 11/7/ /17/2018 Prudential Ins. Co. of America GA A1 AA- AA- 19,947, % % 2.10% n/a Fixed Maturing 6/15/ /15/2018 Prudential Ins. Co. of America GA A1 AA- AA- 19,987, % % 2.00% n/a Fixed Maturing 7/20/ /15/2018 Prudential Ins. Co. of America GA A1 AA- AA- 39,600, % % 2.05% n/a Fixed Maturing 8/30/2012 4/15/2019 Prudential Ins. Co. of America GA A1 AA- AA- 39,454, % % 2.08% n/a Fixed Maturing 9/21/2012 6/17/2019 Prudential Ins. Co. of America GA A1 AA- AA- 46,293, % % 2.25% n/a Fixed Maturing 8/10/2016 3/15/2023 Prudential Ins. Co. of America GA A1 AA- AA- 46,275, % % 2.25% n/a Fixed Maturing 8/19/2016 3/15/2023 Prudential Ins. Co. of America GA A1 AA- AA- 35,317, % % 2.80% n/a Fixed Maturing 5/16/2017 6/15/2023 Total Laddered Maturity Products Aa3 AA- AA- 2,230,687, % % 2.61% 0.00 TEL: FAX: TOLL FREE: EN ESPAÑOL LLAME AL: INTERNET: Page 2 of 5

3 Vantagepoint PLUS Fund Tier 4 - Total Return Focus Tier 4 - Separate Account & Synthetic GICs 2,9 Massachusetts Mutual Life Ins. Co Aa2 AA+ AA+ 604,681, % 96.77% 2.58% 3.79 Variable Evergreen 3/24/2018 n/a New York Life Ins. Co. GA Aaa AA+ AAA 763,849, % 96.92% 2.61% 4.61 Variable Evergreen 4/1/2016 n/a Pacific Life Ins. Co. G Aa3 AA- AA 1,786,044, % 99.27% 3.07% 5.23 Variable Evergreen 12/1/2010 n/a Principal Life Ins. Co. GA Aa3 A+ AA 562,622, % 97.95% 2.61% 3.95 Variable Evergreen 8/1/2013 n/a Prudential Ins. Co. of America GA T4 Aa2 AA- AA 1,106,511, % 97.86% 2.74% 4.40 Variable Evergreen 12/14/2009 n/a Transamerica Premier Life Ins. Co. MDA00903TR Aa2 AA AA 1,451,885, % 97.83% 2.47% 3.20 Variable Evergreen 12/1/2010 n/a Total Tier 4 Total Return Focus Aa2 AA- AA 6,275,595, % 98.04% 2.73% 4.29 Fund Totals and Averages Aa2 AA- AA 10,029,981, % 98.63% 2.61% 2.85 Total Synthetic GICs - Tier 2 and Tier 4 Aa3 AA- AA 5,601,601, % 98.37% 2.68% 3.98 Total Separate Account GICs - Tier 2 and Tier 4 Aa1 AA+ AAA 1,589,111, % 97.08% 2.52% 3.92 Total - Tier 2 and Tier 4 Aa2 AA- AA 7,190,713, % 98.08% 2.64% 3.97 TEL: FAX: TOLL FREE: EN ESPAÑOL LLAME AL: INTERNET: Page 3 of 5

4 Tier Issuer Type Issuer Name Investment Manager/Fund Mandate $ Market Value % of Total Market Value 2 Separate Account GIC New York Life Ins. Co. New York Life Investors Short Duration Core 217,208, % 2 Synthetic GIC Pacific Life Ins. Co. Pacific Asset Management Short Duration Corporate 217,345, % 2 Synthetic GIC Prudential Ins. Co. of America Prudential Global Investment Short Duration Core 233,677, % 2 Synthetic GIC Transamerica Premier Life Ins. Co. ICMA-RC: Short Duration Bond Fund Short Duration Core 231,950, % 4 Separate Account GIC Massachusetts Mutual Life Ins. Co. Dodge and Cox Intermediate Core 291,823, % 4 Separate Account GIC Massachusetts Mutual Life Ins. Co. Loomis Sayles Intermediate Core 293,311, % 4 Separate Account GIC New York Life Ins. Co. New York Life Investors Intermediate Core 740,326, % 4 Synthetic GIC Pacific Life Ins. Co. Pacific Asset Management Floating Rate Loans 100,552, % 4 Synthetic GIC Pacific Life Ins. Co. Schroder Investment Management Securitized Credit 253,101, % 4 Synthetic GIC Pacific Life Ins. Co. PIMCO Core 668,191, % 4 Synthetic GIC Pacific Life Ins. Co. Western Asset Core 751,098, % 4 Synthetic GIC Principal Life Ins. Co. Principal Global Investors Intermediate Core 551,101, % 4 Synthetic GIC Prudential Ins. Co. of America Prudential Global Investment Intermediate Core 1,082,818, % 4 Synthetic GIC Transamerica Premier Life Ins. Co. BlackRock STIF STIF 273,599, % 4 Synthetic GIC Transamerica Premier Life Ins. Co. Loomis Sayles Intermediate Corporate 519,866, % 4 Synthetic GIC Transamerica Premier Life Ins. Co. DoubleLine Mortgage 626,904, % TOTAL 7,052,877, % Returns available on request TEL: FAX: TOLL FREE: EN ESPAÑOL LLAME AL: INTERNET: Page 4 of 5

5 Disclosures: The Fund is an investment option of VantageTrust, a group trust established and maintained by VantageTrust Company, LLC, a wholly owned subsidiary of ICMA-RC. VantageTrust provides for the commingling of assets of certain trusts and plans as described in its Declaration of Trust, and is only available for investment by such eligible trusts and plans. The Fund is not a mutual fund. Its units are not deposits of VantageTrust Company and are not insured by the Federal Deposit Insurance Corporation or any other agency. The Fund is a security that has not been registered under the Securities Act of 1933 and is exempt from investment company registration under the Investment Company Act of For additional information regarding the Fund, including a description of the principal risks, please consult the VantageTrust Funds Disclosure Memorandum, which is available when you log in at or upon request by calling The short-term Credit Ratings for the Cash Buffer are P1/A-1 and represent the weighted average short-term equivalent ratings of the underlying securities held in the JP Morgan STIF and the Northern Trust STIF. For consistency, the short term ratings of P1/A-1 are equated to the long-term ratings of Aaa/AAA. The Credit Rating shown for each Traditional GIC is the credit rating of the issuer. 2. The relevant Credit Ratings shown for the Tiers 2 and 4 Synthetic GIC portions of the portfolio are the average credit ratings of the underlying securities or funds/portfolios of securities and not those of the wrap providers unless the market-to-book value ratio is less than 100% on a combined Tier 2 and 4 basis; if so, only the difference between market-to-book value when it is less than 100% for that synthetic GIC issuer reflects the weighted average credit quality of that wrap provider with the majority of the balance reflecting the weighted average credit quality of the underlying securities or underlying funds/portfolios of securities. The relevant Credit Ratings shown for the Tiers 2 and 4 Separate Account GICs are the credit ratings of the issuer. 3. Moody's Investors Service, Standard & Poor's ("S&P"), and Fitch Ratings are Nationally Recognized Statistical Rating Organizations (NRSROs), which publish credit opinions, research, and ratings on issuers of securities, fixed-income securities, and other credit obligations. These firms are not affiliated with ICMA-RC. 4. Market-to-Book - represents the ratio of the market or fair value of the underlying securities/funds/portfolios to the book or contract value of the underlying securities/funds/portfolios. All PLUS Fund contracts are accounted for at book or contract value. 5. Rate/Yield - represents the contract rate/yield on the contract/fund. 6. Rate Type - Variable (Rate changes periodically) or Fixed (Rate does not change). 7. Maturity Structure - Evergreen (managed on a constant duration basis with no final payout date/s) or Maturing (specified Final Maturity Date with possible earlier staggered payout dates and/or an earlier call date). 8. An unaudited list of the securities/funds backing the Synthetic GICs is available upon request to ICMA-RC plan sponsors by calling or to ICMA-RC participants by calling The Synthetic GICs consist of wrap contracts backed by fixed income funds/portfolios managed by various fixed income managers selected and monitored by ICMA-RC. New York Life Ins. Co. wraps and owns the separate account assets managed by NYL Investors.. Massachusetts Mutual Ins. Co. wraps and owns the separate account assets manage by Dodge & Cox and Loomis Sayles. See the previous page for a listing. 10. Effective duration measures the interest rate sensitivity of the underlying portfolio. For the portion of the Fund invested in Traditional GICs, an effective duration of zero is assigned since their current values are not impacted by interest rate changes. If a calculated duration is assigned to Traditional GICs it would be 2.46 and the Fund s overall duration would be 3.40 for September 30, CC: TEL: FAX: TOLL FREE: EN ESPAÑOL LLAME AL: INTERNET: Page 5 of 5