SYMMETRY EUITY PORTFOLIO CLASS - Mackenzie Investments · 2020-05-22 · SYMMETRY EUITY PORTFOLIO CLASS MANAGED ASSET PORTFOLIO A NOTE ON FORWARD-LOOKING STATEMENTS This report may

SYMMETRY EQUITY PORTFOLIO CLASS

MANAGED ASSET PORTFOLIO

A NOTE ON FORWARD-LOOKING STATEMENTSThis report may contain forward-looking statements that reflect our current expectations or forecasts of future events. Forward-looking statements include statements that are predictive in nature, depend upon or refer to future events or conditions, or include words such as “expects”, “anticipates”, “intends”, “plans”, “believes”, “estimates”, “preliminary”, “typical” and other similar expressions. In addition, these statements may relate to future corporate actions, future financial performance of a fund or a security and their future investment strategies and prospects. Forward-looking statements are inherently subject to, among other things, risks, uncertainties and assumptions that could cause actual events, results, performance or prospects to differ materially from those expressed in, or implied by, these forward-looking statements. These risks, uncertainties and assumptions include, without limitation, general economic, political and market factors in North America and internationally, interest and foreign exchange rates, the volatility of global equity and capital markets, business competition, technological change, changes in government regulations, changes in securities laws and regulations, changes in tax laws, unexpected judicial or regulatory proceedings, catastrophic events and the ability of Mackenzie to attract or retain key employees. The foregoing list of important risks, uncertainties and assumptions is not exhaustive. Please consider these and other factors carefully and do not place undue reliance on forward-looking statements.

The forward-looking information contained in this report is current only as of the date of this report. There should not be an expectation that such information will in all circumstances be updated, supplemented or revised whether as a result of new information, changing circumstances, future events or otherwise.

This Interim Management Report of Fund Performance contains financial highlights but does not contain either the interim financial report or annual financial statements of the investment fund. You may obtain a copy of the interim financial report or annual financial statements, at no cost, by contacting us using one of the methods noted under Fund Formation and Series Information or by visiting the SEDAR website at www.sedar.com. Securityholders may also contact us using one of these methods to request a copy of the investment fund’s proxy voting policies and procedures, proxy voting disclosure record or quarterly portfolio disclosure. For more information, please refer to the Fund’s Simplified Prospectus, Annual Information Form and Fund Facts, which may also be obtained, at no cost, using any of the methods outlined above.For the Fund’s current net asset values per security and for more recent information on general market events, please visit our website.

Interim Management Report of Fund PerformanceFor the Six-Month Period Ended September 30, 2019



Management Discussion of Fund PerformanceNovember 12, 2019

This Management Discussion of Fund Performance presents the portfolio management team’s view on the significant factors and developments during the period ended September 30, 2019, that have affected the Fund’s performance and outlook. If the Fund was established during the period, “period” represents the period from inception to the end of the fiscal period. For information on the Fund’s longer-term performance, as applicable, please refer to the Past Performance section of the report. In this report, “Mackenzie” refers to Mackenzie Financial Corporation, the manager of the Fund. In addition, net asset value (“NAV”) refers to the value of the Fund as calculated for transaction purposes, on which the discussion of Fund performance is based.

RiskThe risks of the Fund remain as discussed in the Fund’s Simplified Prospectus.

The Fund is suitable for medium- to long-term investors looking for a managed asset portfolio fund to hold as part of their portfolio, who can handle the volatility of stock markets and who have a low to medium tolerance for risk. The Fund is not recommended for registered plans. Before June 28, 2019, the Fund was deemed suitable for investors who had a medium tolerance for risk.

Results of Operations

Investment PerformanceThe performance of the Fund’s Series A and Series LB securities is discussed below. The performance of all series is shown in the Past Performance section of the report. Where series returns differ, it is primarily because different levels of fees and expenses were charged to each series, or because securities of a series were not issued and outstanding for the entire reporting period. Please refer to the Fund Formation and Series Information section of this report for the varying management and administration fees payable by each series.

During the period, the Fund’s Series A and Series LB securities returned −0.4% (after deducting fees and expenses paid by the series). This compares with a return of 2.9% for a blended index composed of a 90% weighting in the Fund’s broad-based index, the MSCI AC (All Country) World (Net) Index (returned 2.6%), and a 10% weighting in the S&P/TSX Composite Index (returned 5.1%). All index and series returns are calculated on a total return basis in Canadian dollar terms. Investors cannot invest in an index without incurring fees, expenses and commissions, which are not reflected in the index returns.

Global equities rose slightly in the period. From May to August, global manufacturing sectors contracted. Geopolitical uncertainty weighed on business capital investment and on global industry. The European Central Bank announced new stimulus measures to support the Eurozone economy. The U.S. Federal Reserve cut the federal funds rate by 25 basis points in July and again in September. Despite volatility, Canadian equity markets ended the period higher. Oil prices ended lower in response to slowing global economic growth. The Bank of Canada kept its policy interest rate unchanged.

Within the MSCI AC (All Country) World (Net) Index, Egypt, Russia and Turkey were the strongest-performing countries in Canadian dollar terms, while Argentina, Pakistan and Chile were the weakest. From a sector perspective, utilities, information technology and consumer staples were the strongest performers, while energy, materials and health care were the weakest.

Within the S&P/TSX Composite Index, information technology, utilities and financials were the strongest sectors, while health care, energy and communication services were the weakest.

The following discussion reflects the Fund’s allocation decisions and the activities and performance of its underlying investment funds and other directly held securities. The Fund underperformed both the broad-based index and the blended index, with stock selection in the United States and Japan detracting from performance. Given the Fund’s mandate, the return of the blended index is a more meaningful comparison.

Stock selection in the information technology and communication services sectors also detracted from performance relative to the blended index.

Conversely, holdings in China and stock selection in Canada contributed to performance. In sector terms, stock selection in health care and underweight exposure to energy contributed.

Active management of foreign currency exposure detracted from performance. The Fund had overweight exposure to the British pound as it depreciated relative to the Canadian dollar.

The Fund used long and short futures to manage its exposures to specific asset classes and markets, and these holdings contributed to performance overall.

Over the period, portfolio activity and market effect resulted in increased exposure to Canada, Australia and Switzerland, and decreased exposure to the United States. At the sector level, exposure to financials increased.

Net AssetsThe Fund’s NAV declined by 7.4% to $239.4 million at September 30, 2019, from $258.4 million at March 31, 2019. This change was composed primarily of $0.2 million in net losses (after including dividend and interest income) from investment performance, after deducting fees and expenses, $18.2 million in net redemptions, and $0.6 million in cash distributions.

Fees and ExpensesThe annualized management expense ratios (“MERs”) for Series A of 2.48% and for Series LB of 2.59% during the period ended September 30, 2019, were slightly lower than the MERs for the year ended March 31, 2019, which were 2.50% for Series A and 2.62% for Series LB. The MERs (before and after waivers or absorptions, if any) for all series are presented in the Financial Highlights section of this report. The MERs for Series B, Series F5, Series I, Series PWT8, Series LW and Series LW5 decreased due to the Fund’s decreased investment in third party ETFs and decreases in the management and/or administration fee rates effective June 1, 2018, August 17, 2018, and/or November 23, 2018, as noted in the Fund Formation and Series Information section of the report. The MERs for Series I, Series PWT8, Series LW and Series LW5 also decreased due to a decrease in fund costs.

INTERIM MANAGEMENT REPORT OF FUND PERFORMANCE | For the Period Ended September 30, 2019



Recent DevelopmentsOn July 19, 2019, Nelson Arruda of the Mackenzie Multi-Asset Strategies team assumed responsibility from Alain Bergeron as lead portfolio manager of the Fund.

For much of the period, markets focused on the U.S.–China trade war and the negative impacts on global growth. In the United States, growth has slowed largely due to weaker trade and manufacturing. However, the Multi-Asset Strategies team believes domestically focused sectors such as personal consumption and housing may help the U.S. economy avoid recession. In Canada, the economy has had strong jobs and wage growth.

Internationally, many economies that are more heavily dependent on global trade, such as Germany, have suffered from the trade disruptions. Major central banks around the globe, including the Federal Reserve and the European Central Bank, have initiated or are maintaining ultra-easy monetary policy, with lower to negative interest rates and large-scale asset purchases. The team believes such measures may remain in place until growth significantly re-accelerates. In the team’s view, the Bank of Canada will have a less accommodative policy than that of its global counterparts.

Related Party TransactionsThe following arrangements result in fees paid by the Fund to Mackenzie or to companies affiliated with the Fund.

Management and Administration ServicesFor each applicable series, the Fund paid management fees and administration fees to Mackenzie at the annual rates specified under Fund Formation and Series Information in this report and as more fully described in the Prospectus. In return for the administration fees, Mackenzie pays all costs and expenses (other than certain specified fund costs) required to operate the Fund that are not included in management fees. See also Management Fees.

Other Related Party TransactionsSeries S securities are offered on a prospectus-exempt basis to London Life Insurance Company, The Great-West Life Assurance Company and The Canada Life Assurance Company (collectively, the “Related Insurance Companies”), all of which are companies affiliated with Mackenzie. The Related Insurance Companies are moving to formally amalgamate into one company, The Canada Life Assurance Company, effective January 1, 2020. This amalgamation is subject to a policyholder vote and other regulatory approvals. At September 30, 2019, the Related Insurance Companies owned 2.2% of the Fund’s NAV. All related party transactions are based on the NAV per security on each transaction day.

At September 30, 2019, Mackenzie had an investment of $0.1 million in the Fund (0.1% of the Fund’s NAV).

The Fund did not rely on an approval, positive recommendation or standing instruction from the Mackenzie Funds’ Independent Review Committee with respect to any related party transactions.

Past PerformanceThe following bar charts present the performance of each series of the Fund for each of the fiscal periods shown. The charts show, in percentage terms, how much an investment made on the first day of each fiscal period, or on the series inception or reinstatement date, as applicable, would have increased or decreased by the last day of the fiscal period presented. Series inception or reinstatement dates can be found under Fund Formation and Series Information.

On September 28, 2012, the Fund changed its mandate to invest primarily in other mutual funds to gain exposure to Canadian and foreign equities and other asset classes, rather than investing mainly in equities directly. The past performance before this date was achieved under the previous objectives.

Graphs are 147 pts apart.1 - Copy paste graph from xcel to this �le and move to the side.2 - Remove outer and inner borders using the open selection tool.3 - Using the open selection tool select the bars and change to 50% black4 - (THIS ONLY FOR SEMI ANNUAL) Holding the option key, select the top left point of the current bar; run action 1. Function 55 - Select entire graph and run action 2. Shift Function 56 - Using the open selection tool select one rule and run action 3. Function 67 - Using open selection tool, select left axis and all negative values and align right.8 - Select title and �rst value in left axis and align left.9 - Select title and all left axis values and move 6 pts to the left.10 - Fix left tick marks.11 - Move all positive values 1 pt left — GENERALLY12 - Move all negative values 3 pts left — GENERALLY IN INDESIGN: New style based on Body copy, change lead to auto and change to 0 above and 17 below. Remove keep options. The graph holder is 216 points wide by 130 points deep.

–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)

Mar-19Mar-18Mar-17Mar-16Mar-15Mar-14Mar-13Mar-12Mar-11Mar-10

Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F5 (formerly Series F6)

0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT5 (formerly Series PWT6)

–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T5 (formerly Series T6)

–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW5 (formerly Series LW6)

–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX





–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX





–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX





–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX





–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX


–0.4

0.74.515.3

–7.1

11.821.6

8.8

–2.8

11.4

32.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series A

–0.4

0.74.515.2

–7.1

11.821.7

8.910.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series AR

–0.4

0.64.315.3

–7.0

11.921.8

9.0

–2.5 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series B

–0.4

0.64.415.4

–7.0

12.021.9

9.1

–2.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series C

0.01.55.516.5

–6.1

12.95.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series D

0.32.15.616.8

–5.8

13.323.3

10.3

–1.4

13.0

34.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F

0.42.15.816.9

–8.3 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



0.58.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series F8

0.21.85.616.6

–4.9 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB

0.31.95.716.7

–5.0 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series FB5

–0.1

1.35.115.9

–6.6

12.322.3

9.5

–2.3

12.014.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series G

0.01.45.216.0

–6.5

12.522.4

9.6

–2.1

12.2

33.7

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series I

0.93.27.118.4

–4.5

14.925.1

12.0

0.0

14.5

36.2

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series O

–0.2

1.04.715.7

–6.7

12.39.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PW

0.32.15.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB

0.52.45.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWFB5

–0.9

–20%

0%

20%

40%

60%

Sep-19(6 mo.)


Series PWR

–0.2

1.04.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.2

1.04.815.9

–6.1 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWT8

0.93.27.118.4

–4.5

14.9

2.4

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX

0.93.27.018.4

–4.5

9.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series PWX8

0.93.27.018.3

–4.6

14.825.0

11.93.6

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series S

–0.4

0.64.415.3

–7.1

11.821.7

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.3

0.84.515.2

–7.2

11.721.6

8.9

–2.8

11.5

32.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series T8

0.72.96.818.1

–4.8

14.624.6

11.5

–0.4

14.2

35.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series W

–0.4

0.64.315.1

–7.3

11.621.4

8.90.0

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LB

0.37.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF

0.57.9

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LF5

–0.4

0.64.315.2

–7.2

11.721.6

2.1

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LM

–0.3

0.8

–0.8

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LW

–0.3

0.8

–0.8 –20%

0%

20%

40%

60%

Sep-19 (6 mo.)



–0.4

0.54.415.1

–7.3

11.51.5

–20%

0%

20%

40%

60%

Sep-19 (6 mo.)


Series LX




Summary of Investment Portfolio at September 30, 2019

Effective Portfolio Allocation % of NAVEquities 97.0

Equities 84.1 Long futures * 12.8 Short futures ** 0.1

Bonds 1.8 Bonds 1.8 Short futures † 0.0

Other assets (liabilities) 1.4 Mutual funds 1.0 Cash and short-term investments †† (1.2) Effective Regional Allocation % of NAVUnited States 36.2 Canada 18.5 Other 15.9 Japan 4.6 United Kingdom 4.6 China 3.3 Switzerland 3.2 Germany 2.9 Australia 2.6 France 1.7 Netherlands 1.6 Other assets (liabilities) 1.4 Sweden 1.3 Taiwan 1.3 South Korea 1.2 Spain 0.9 Cash and short-term investments †† (1.2) Effective Sector Allocation % of NAVFinancials 18.8 Other equities futures 12.7 Information technology 11.4 Industrials 10.0 Consumer discretionary 8.6 Health care 8.4 Consumer staples 6.8 Materials 5.1 Communication services 4.7 Energy 4.1 Real estate 3.5 Utilities 2.7 Other assets (liabilities) 1.4 Other 1.2 Mutual funds 1.0 Corporate bonds 0.8 Cash and short-term investments †† (1.2) Effective Net Currency Exposure % of NAVU.S. dollar 31.8 Canadian dollar 26.2 Euro 10.4 Other 9.5 British pound 7.3 Japanese yen 4.8 Swiss franc 3.7 Hong Kong dollar 3.5 Australian dollar 2.8

The effective allocation shows the portfolio, regional, sector or net currency exposure of the Fund calculated by combining its direct and indirect investments.

Top 25 Long HoldingsIssuer/Underlying Fund % of NAVSymmetry Comprehensive Equity Fund Series R 38.6 Symmetry US Equity Fund Series R 27.0 Symmetry Canadian Equity Fund Series R 10.0 Cash and short-term investments 5.1 Mackenzie Emerging Markets Small Cap Fund Series R 4.3 Mackenzie Global Dividend Fund Series R 3.9 Mackenzie Multi-Strategy Absolute Return Fund Series R 2.7 Vanguard Value ETF 2.2 Mackenzie Emerging Markets Large Cap Fund Series R 1.6 Mackenzie Global Macro Fund Series R 0.9 Mackenzie Sovereign Bond Fund Series R 0.5 Mackenzie Enhanced Equity Risk Premia Fund Series R 0.5 Symmetry EAFE Equity Fund Series R 0.5 Mackenzie Enhanced Fixed Income Risk Premia Fund Series R 0.4 Vanguard Growth ETF 0.3 Mackenzie Global Inflation-Linked Fund Series R 0.1 Mackenzie Canadian Money Market Fund Series R 0.1 Highland Therapeutics Inc. 0.0 Euro STOXX 50 Futures * 0.0 FTSE 100 Index Futures * 0.0 North Sound Pharmaceuticals Inc. 0.0 ECI Exploration and Mining Inc. 0.0 Symmetry Canadian Bond Fund Series R 0.0 Symmetry Global Bond Fund Series R 0.0 S&P/TSX 60 Index Futures * (0.0)

Top long positions as a percentage of total net asset value 98.7

Top 25 Short Holdings Issuer % of NAV

U.S. Treasury Note 10-Year Futures † 0.0Mini MSCI Emerging Markets Index Futures ** 0.1

Top short positions as a percentage of total net asset value 0.1

* Notional principal values represent 8.4% of NAV for Euro STOXX 50 Futures, 1.3% of NAV for FTSE 100 Index Futures, 0.1% of NAV for S&P/TSX 60 Index Futures, 2.2% of NAV for S&P 500 E-mini Futures and 0.7% of NAV for Russell 2000 Index Mini Futures.

** Notional principal values represent –2.4% of NAV for Mini MSCI Emerging Markets Index Futures.

† Notional principal values represent –0.0% of NAV for U.S. Treasury Note 10-Year Futures.

†† A portion of the Fund’s effective cash allocation is invested in Series R securities of a money market fund managed by Mackenzie.

For the prospectus and other information about the underlying fund(s) held in the portfolio, visit www.mackenzieinvestments.com or www.sedar.com.The investments and percentages may have changed since September 30, 2019, due to the ongoing portfolio transactions of the Fund. Quarterly updates of holdings are available within 60 days of the end of each quarter except for March 31, the Fund’s fiscal year-end, when they are available within 90 days.




Financial Highlights The following tables show selected key financial information about the Fund and are intended to help you understand the Fund’s financial performance for each of the fiscal periods presented below. If during the period a fund or series was established or reinstated, “period” represents the period from inception or reinstatement to the end of that fiscal period. Series inception or reinstatement dates can be found under Fund Formation and Series Information.

THE FUND’S NET ASSETS PER SECURITY ($)1

Series ASep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period 13.88 14.12 13.93 12.14 13.20 12.18 Increase (decrease) from operations:

Total revenue 0.26 0.33 0.30 0.26 0.28 0.21 Total expenses (0.17) (0.34) (0.35) (0.35) (0.35) (0.35)Realized gains (losses) for the period 0.18 0.67 0.94 1.09 0.51 2.66 Unrealized gains (losses) for the period (0.31) (0.47) (0.29) 0.82 (1.37) (1.14)

Total increase (decrease) from operations2 (0.04) 0.19 0.60 1.82 (0.93) 1.38

Distributions:From net investment income

(excluding dividends) – – – – – – From dividends – – (0.04) (0.06) (0.03) (0.42)From capital gains (0.52) (0.34) (0.39) – (0.09) – Return of capital – – – – – –

Total annual distributions3 (0.52) (0.34) (0.43) (0.06) (0.12) (0.42)Net assets, end of period 13.31 13.88 14.12 13.93 12.14 13.20

Series ARSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series BSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series CSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







(1) These calculations are prescribed by securities regulations and are not intended to be a reconciliation between opening and closing net assets per security. This information is derived from the Fund’s unaudited interim financial statements and audited annual financial statements. The net assets per security presented in the financial statements may differ from the net asset value per security calculated for fund pricing purposes. An explanation of these differences can be found in the Notes to Financial Statements.

(2) Net assets and distributions are based on the actual number of securities outstanding at the relevant time. The increase/decrease from operations is based on the weighted average number of securities outstanding over the fiscal period.

(3) Distributions were paid in cash/reinvested in additional securities of the Fund, or both.




Series DSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015


Total revenue 0.23 0.30 0.27 0.23 0.25 0.17 Total expenses (0.10) (0.20) (0.20) (0.19) (0.19) (0.18)Realized gains (losses) for the period 0.15 0.27 0.34 1.00 (0.79) 1.47 Unrealized gains (losses) for the period (0.28) (0.41) (0.27) 0.73 (1.23) (0.96)

Total increase (decrease) from operations2 – (0.04) 0.14 1.77 (1.96) 0.50




Series FSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Total increase (decrease) from operations2 0.05 0.15 0.76 2.29 (0.87) 1.64


(excluding dividends) – – – – – – From dividends – (0.03) (0.12) (0.09) (0.06) (0.54)From capital gains (0.81) (0.50) (0.64) – (0.26) – Return of capital – – – – – –


Series F5 (formerly Series F6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period 12.19 13.13 13.86 12.70 15.00 n/a Increase (decrease) from operations:

Total revenue 0.22 0.30 0.29 0.26 0.20 n/a Total expenses (0.06) (0.13) (0.17) (0.17) (0.12) n/a Realized gains (losses) for the period (0.15) 0.44 0.91 1.15 (0.29) n/a Unrealized gains (losses) for the period (0.27) (0.42) (0.28) 0.84 (1.00) n/a

Total increase (decrease) from operations2 (0.26) 0.19 0.75 2.08 (1.21) n/a


(excluding dividends) – – – – – n/a From dividends – (0.03) (0.11) (0.08) (0.07) n/a From capital gains (0.64) (0.42) (0.57) – (0.41) n/a Return of capital (0.28) (0.76) (0.81) (0.84) (0.59) n/a

Total annual distributions3 (0.92) (1.21) (1.49) (0.92) (1.07) n/a Net assets, end of period 11.32 12.19 13.13 13.86 12.70 n/a

Series F8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period 15.59 15.00 n/a n/a n/a n/a Increase (decrease) from operations:

Total revenue 0.28 0.17 n/a n/a n/a n/a Total expenses (0.05) (0.05) n/a n/a n/a n/aRealized gains (losses) for the period 0.19 1.29 n/a n/a n/a n/aUnrealized gains (losses) for the period (0.34) (0.23) n/a n/a n/a n/a

Total increase (decrease) from operations2 0.08 1.18 n/a n/a n/a n/a


(excluding dividends) – – n/a n/a n/a n/aFrom dividends – (0.09) n/a n/a n/a n/aFrom capital gains (0.92) – n/a n/a n/a n/aReturn of capital (0.59) (0.50) n/a n/a n/a n/a

Total annual distributions3 (1.51) (0.59) n/a n/a n/a n/aNet assets, end of period 14.16 15.59 n/a n/a n/a n/a

THE FUND’S NET ASSETS PER SECURITY ($)1 (cont’d)




Series FBSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015


Total revenue 0.20 0.26 0.23 0.19 0.09 n/a Total expenses (0.07) (0.14) (0.15) (0.14) (0.06) n/a Realized gains (losses) for the period 0.12 0.95 0.31 0.81 0.43 n/a Unrealized gains (losses) for the period (0.24) (0.36) (0.22) 0.61 (0.47) n/a

Total increase (decrease) from operations2 0.01 0.71 0.17 1.47 (0.01) n/a


(excluding dividends) – – – – – n/a From dividends – (0.01) (0.08) (0.06) (0.04) n/a From capital gains (0.52) (0.34) (0.43) – (0.24) n/a Return of capital – – – – – n/a


Series FB5Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015


Total revenue 0.24 0.33 0.31 0.28 0.14 n/a Total expenses (0.08) (0.17) (0.19) (0.21) (0.09) n/a Realized gains (losses) for the period 0.17 0.56 0.98 1.23 (0.08) n/a Unrealized gains (losses) for the period (0.30) (0.46) (0.30) 0.90 (0.70) n/a

Total increase (decrease) from operations2 0.03 0.26 0.80 2.20 (0.73) n/a


(excluding dividends) – – – – – n/a From dividends – (0.02) (0.12) (0.08) (0.07) n/a From capital gains (0.67) (0.46) (0.59) – (0.36) n/a Return of capital (0.31) (0.71) (0.72) (0.75) (0.31) n/a


Series GSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series ISep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015











Series PWFSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period n/a n/a 12.12 10.42 11.33 10.22 Increase (decrease) from operations:

Total revenue n/a n/a 0.26 0.22 0.24 0.18 Total expenses n/a n/a (0.15) (0.13) (0.13) (0.13)Realized gains (losses) for the period n/a n/a 0.85 0.94 0.34 2.60 Unrealized gains (losses) for the period n/a n/a (0.25) 0.71 (1.19) (0.98)

Total increase (decrease) from operations2 n/a n/a 0.71 1.74 (0.74) 1.67


(excluding dividends) n/a n/a – – – – From dividends n/a n/a (0.10) (0.07) (0.04) (0.27)From capital gains n/a n/a (0.52) – (0.23) – Return of capital n/a n/a – – – –

Total annual distributions3 n/a n/a (0.62) (0.07) (0.27) (0.27)Net assets, end of period n/a n/a 12.21 12.12 10.42 11.33

Series PWF6Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period n/a n/a 15.00 n/a n/a n/a Increase (decrease) from operations:

Total revenue n/a n/a 0.30 n/a n/a n/a Total expenses n/a n/a (0.16) n/a n/a n/aRealized gains (losses) for the period n/a n/a 1.07 n/a n/a n/aUnrealized gains (losses) for the period n/a n/a (0.30) n/a n/a n/a

Total increase (decrease) from operations2 n/a n/a 0.91 n/a n/a n/a


(excluding dividends) n/a n/a – n/a n/a n/aFrom dividends n/a n/a (0.13) n/a n/a n/aFrom capital gains n/a n/a (0.79) n/a n/a n/aReturn of capital n/a n/a (0.89) n/a n/a n/a

Total annual distributions3 n/a n/a (1.81) n/a n/a n/aNet assets, end of period n/a n/a 14.01 n/a n/a n/a

Series OSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015


Total revenue 0.31 0.41 0.37 0.32 0.34 0.25 Total expenses – – – – – – Realized gains (losses) for the period 0.29 0.70 1.24 1.57 0.84 3.35 Unrealized gains (losses) for the period (0.38) (0.58) (0.36) 1.03 (1.69) (1.40)





Series PWSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015











Series PWRSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period 10.00 n/a n/a n/a n/a n/a Increase (decrease) from operations:

Total revenue 0.19 n/a n/a n/a n/a n/a Total expenses (0.11) n/a n/a n/a n/a n/aRealized gains (losses) for the period (0.10) n/a n/a n/a n/a n/aUnrealized gains (losses) for the period (0.23) n/a n/a n/a n/a n/a

Total increase (decrease) from operations2 (0.25) n/a n/a n/a n/a n/a


(excluding dividends) – n/a n/a n/a n/a n/aFrom dividends – n/a n/a n/a n/a n/aFrom capital gains – n/a n/a n/a n/a n/aReturn of capital – n/a n/a n/a n/a n/a

Total annual distributions3 – n/a n/a n/a n/a n/aNet assets, end of period 9.91 n/a n/a n/a n/a n/a

Series PWT5 (formerly Series PWT6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period 12.89 13.92 15.00 n/a n/a n/a Increase (decrease) from operations:

Total revenue 0.24 0.32 0.30 n/a n/a n/a Total expenses (0.14) (0.29) (0.32) n/a n/a n/aRealized gains (losses) for the period 0.16 0.28 1.14 n/a n/a n/aUnrealized gains (losses) for the period (0.29) (0.44) (0.29) n/a n/a n/a

Total increase (decrease) from operations2 (0.03) (0.13) 0.83 n/a n/a n/a


(excluding dividends) – – – n/a n/a n/aFrom dividends – – (0.06) n/a n/a n/aFrom capital gains (0.52) (0.35) (0.79) n/a n/a n/aReturn of capital (0.30) (0.81) (0.89) n/a n/a n/a

Total annual distributions3 (0.82) (1.16) (1.74) n/a n/a n/aNet assets, end of period 12.04 12.89 13.92 n/a n/a n/a

Series PWFBSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Total increase (decrease) from operations2 0.05 0.15 2.21 n/a n/a n/a


(excluding dividends) – – – n/a n/a n/aFrom dividends – (0.02) (0.09) n/a n/a n/aFrom capital gains (0.51) (0.33) (0.53) n/a n/a n/aReturn of capital – – – n/a n/a n/a


Series PWFB5Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Total increase (decrease) from operations2 0.07 1.82 0.82 n/a n/a n/a


(excluding dividends) – – – n/a n/a n/aFrom dividends – (0.05) (0.14) n/a n/a n/aFrom capital gains (0.72) (0.48) (0.79) n/a n/a n/aReturn of capital (0.31) (0.71) (0.75) n/a n/a n/a






Series PWT8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Net assets, beginning of period 11.43 12.66 13.59 12.83 15.00 n/aIncrease (decrease) from operations:

Total revenue 0.21 0.29 0.28 0.26 0.28 n/a Total expenses (0.12) (0.25) (0.29) (0.28) (0.29) n/a Realized gains (losses) for the period 0.13 0.35 1.28 1.17 0.54 n/a Unrealized gains (losses) for the period (0.25) (0.40) (0.27) 0.83 (1.40) n/a

Total increase (decrease) from operations2 (0.03) (0.01) 1.00 1.98 (0.87) n/a


(excluding dividends) – – – – – n/aFrom dividends – – (0.05) (0.07) (0.04) n/aFrom capital gains (0.46) (0.33) (0.44) – (0.17) n/aReturn of capital (0.43) (1.01) (1.07) (1.11) (1.09) n/a

Total annual distributions3 (0.89) (1.34) (1.56) (1.18) (1.30) n/aNet assets, end of period 10.53 11.43 12.66 13.59 12.83 n/a

Series PWXSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series PWX8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015





(excluding dividends) – – – – – – From dividends – (0.08) (0.18) (0.10) (0.07) (0.59)From capital gains (0.73) (0.52) (0.74) – (0.42) – Return of capital (0.44) (1.04) (1.09) (1.14) (1.19) (0.50)


Series SSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015











Series T5 (formerly Series T6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015





(excluding dividends) – – – – – – From dividends – – (0.03) (0.05) (0.03) (0.45)From capital gains (0.41) (0.28) (0.35) – (0.08) – Return of capital (0.26) (0.70) (0.74) (0.76) (0.79) (0.78)


Series T8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series WSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series LBSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Total increase (decrease) from operations2 (0.04) (0.27) 0.92 2.09 (0.97) 1.52








Series LFSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Total increase (decrease) from operations2 (0.05) 1.08 n/a n/a n/a n/a


(excluding dividends) – – n/a n/a n/a n/aFrom dividends – (0.06) n/a n/a n/a n/aFrom capital gains (0.64) – n/a n/a n/a n/aReturn of capital – – n/a n/a n/a n/a


Series LF5Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Total increase (decrease) from operations2 0.08 1.18 n/a n/a n/a n/a


(excluding dividends) – – n/a n/a n/a n/aFrom dividends – (0.10) n/a n/a n/a n/aFrom capital gains (0.96) – n/a n/a n/a n/aReturn of capital (0.37) (0.19) n/a n/a n/a n/a


Series LMSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series LWSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015


Total revenue 0.18 0.23 0.07 n/a n/a n/a Total expenses (0.11) (0.22) (0.08) n/a n/a n/aRealized gains (losses) for the period 0.13 0.58 (0.22) n/a n/a n/aUnrealized gains (losses) for the period (0.21) (0.32) (0.07) n/a n/a n/a

Total increase (decrease) from operations2 (0.01) 0.27 (0.30) n/a n/a n/a


(excluding dividends) – – – n/a n/a n/aFrom dividends – – (0.11) n/a n/a n/aFrom capital gains (0.37) (0.35) – n/a n/a n/aReturn of capital – – – n/a n/a n/a






Series LW5 (formerly Series LW6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015


Total revenue 0.24 0.33 0.10 n/a n/a n/a Total expenses (0.15) (0.32) (0.11) n/a n/a n/aRealized gains (losses) for the period 0.21 0.73 (0.25) n/a n/a n/aUnrealized gains (losses) for the period (0.29) (0.46) (0.10) n/a n/a n/a

Total increase (decrease) from operations2 0.01 0.28 (0.36) n/a n/a n/a


(excluding dividends) – – – n/a n/a n/aFrom dividends – – (0.16) n/a n/a n/aFrom capital gains (0.51) (0.51) – n/a n/a n/aReturn of capital (0.31) (0.84) (0.30) n/a n/a n/a


Series LXSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015


Total revenue 0.23 0.32 0.30 0.27 0.31 0.25 Total expenses (0.16) (0.34) (0.37) (0.39) (0.41) (0.45)Realized gains (losses) for the period 0.15 0.03 1.32 1.25 (0.59) 3.33 Unrealized gains (losses) for the period (0.28) (0.44) (0.29) 0.87 (1.55) (1.36)





RATIOS AND SUPPLEMENTAL DATA

Series ASep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 67,768 75,702 111,839 164,660 173,566 208,633 Securities outstanding (000)1 5,090 5,454 7,922 11,821 14,299 15,809 Management expense ratio (%)2 2.48 2.50 2.48 2.68 2.74 2.76 Management expense ratio before

waivers or absorptions (%)2 2.48 2.50 2.48 2.68 2.74 2.76 Trading expense ratio (%)3 0.20 0.21 0.18 0.22 0.18 0.13 Portfolio turnover rate (%)4 27.97 106.37 61.04 75.71 30.82 84.52 Net asset value per security ($) 13.31 13.88 14.12 13.93 12.14 13.20

Series ARSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 20,295 18,813 12,610 8,351 4,734 2,817 Securities outstanding (000)1 1,254 1,115 735 493 321 176 Management expense ratio (%)2 2.49 2.51 2.49 2.68 2.75 2.74 Management expense ratio before


Series BSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 8,973 9,539 13,341 17,466 18,228 22,223 Securities outstanding (000)1 633 646 889 1,178 1,411 1,582 Management expense ratio (%)2 2.48 2.58 2.67 2.66 2.66 2.66 Management expense ratio before



(1) This information is provided as at the end of the fiscal period shown.

(2) Management expense ratio is based on total expenses (excluding commissions and other portfolio transaction costs) for the stated period and is expressed as an annualized percentage of daily average net asset value during the period. If in the period a series was established or reinstated, the management expense ratio is annualized from the date of inception or reinstatement. Mackenzie may waive or absorb operating expenses at its discretion and stop waiving or absorbing such expenses at any time without notice.

(3) The trading expense ratio represents total commissions and other portfolio transaction costs expressed as an annualized percentage of daily average net asset value during the period.

(4) The Fund’s portfolio turnover rate indicates how actively the Fund’s portfolio advisor manages its portfolio investments. A portfolio turnover rate of 100% is equivalent to the Fund buying and selling all of the securities in its portfolio once in the course of the period. The higher a fund’s portfolio turnover rate in a period, the greater the trading costs payable by the fund in the period, and the greater the chance of an investor receiving taxable capital gains in the year. There is not necessarily a relationship between a high turnover rate and the performance of a fund. The portfolio turnover rate is not provided when the Fund is less than one year old. The value of any trades to realign the Fund’s portfolio after a fund merger, if any, is excluded from the portfolio turnover rate.




Series CSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 5,713 6,200 8,366 10,400 10,611 12,949 Securities outstanding (000)1 402 418 555 698 818 918 Management expense ratio (%)2 2.58 2.60 2.59 2.58 2.58 2.58 Management expense ratio before


Series DSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 211 209 9 1 1 1 Securities outstanding (000)1 18 17 1 – – 0.09 Management expense ratio (%)2 1.67 1.67 1.65 1.65 1.65 1.66 Management expense ratio before


Series FSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 22,364 21,723 6,440 8,109 4,783 4,920 Securities outstanding (000)1 1,505 1,391 407 516 354 335 Management expense ratio (%)2 1.06 1.10 1.35 1.35 1.35 1.38 Management expense ratio before


Series F5 (formerly Series F6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 34 108 81 81 70 n/a Securities outstanding (000)1 3 9 6 6 5 n/a Management expense ratio (%)2 1.00 1.06 1.27 1.27 1.30 n/aManagement expense ratio before

waivers or absorptions (%)2 1.00 1.06 1.27 1.27 1.30 n/aTrading expense ratio (%)3 0.20 0.21 0.18 0.22 0.18 n/aPortfolio turnover rate (%)4 27.97 106.37 61.04 75.71 30.82 n/aNet asset value per security ($) 11.32 12.19 13.13 13.86 12.70 n/a

Series F8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 1 1 n/a n/a n/a n/a Securities outstanding (000)1 – – n/a n/a n/a n/a Management expense ratio (%)2 1.08 1.09 n/a n/a n/a n/a Management expense ratio before

waivers or absorptions (%)2 1.08 1.09 n/a n/a n/a n/a Trading expense ratio (%)3 0.20 0.21 n/a n/a n/a n/aPortfolio turnover rate (%)4 27.97 106.37 n/a n/a n/a n/a Net asset value per security ($) 14.16 15.59 n/a n/a n/a n/a

Series FBSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 215 134 60 1 17 n/a Securities outstanding (000)1 21 13 6 – 2 n/a Management expense ratio (%)2 1.33 1.35 1.40 1.42 1.38 n/aManagement expense ratio before


Series FB5Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 1 1 1 1 1 n/a Securities outstanding (000)1 – – – – – n/a Management expense ratio (%)2 1.42 1.44 1.43 1.42 1.37 n/aManagement expense ratio before


Series GSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 232 248 211 175 115 69 Securities outstanding (000)1 13 13 11 9 7 4 Management expense ratio (%)2 1.90 1.92 1.90 2.10 2.23 2.24 Management expense ratio before


RATIOS AND SUPPLEMENTAL DATA (cont’d)




Series ISep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 271 287 904 865 842 1,327 Securities outstanding (000)1 19 20 61 59 66 96 Management expense ratio (%)2 1.76 1.83 1.83 2.01 2.07 2.11 Management expense ratio before


Series OSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 7,624 12,644 13,213 14,990 9,509 19,764 Securities outstanding (000)1 466 731 752 854 637 1,218 Management expense ratio (%)2 0.01 0.03 0.02 0.01 0.01 – Management expense ratio before

waivers or absorptions (%)2 0.01 0.03 0.02 0.01 0.01 – Trading expense ratio (%)3 0.20 0.21 0.18 0.22 0.18 0.13 Portfolio turnover rate (%)4 27.97 106.37 61.04 75.71 30.82 84.52 Net asset value per security ($) 16.36 17.30 17.57 17.55 14.93 16.23

Series PWSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 79,742 85,875 67,695 22,525 17,997 15,157 Securities outstanding (000)1 6,591 6,798 5,278 1,775 1,634 1,266 Management expense ratio (%)2 2.14 2.18 2.26 2.26 2.26 2.25 Management expense ratio before


Series PWFSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 n/a n/a 14,806 9,625 5,416 4,398 Securities outstanding (000)1 n/a n/a 1,213 794 520 388 Management expense ratio (%)2 n/a n/a 1.19 1.17 1.19 1.16 Management expense ratio before

waivers or absorptions (%)2 n/a n/a 1.19 1.17 1.19 1.16 Trading expense ratio (%)3 n/a n/a 0.18 0.22 0.18 0.13 Portfolio turnover rate (%)4 n/a n/a 61.04 75.71 30.82 84.52 Net asset value per security ($) n/a n/a 12.20 12.12 10.42 11.33

Series PWF6Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 n/a n/a 37 n/a n/a n/a Securities outstanding (000)1 n/a n/a 3 n/a n/a n/a Management expense ratio (%)2 n/a n/a 1.12 n/a n/a n/a Management expense ratio before

waivers or absorptions (%)2 n/a n/a 1.12 n/a n/a n/a Trading expense ratio (%)3 n/a n/a 0.18 n/a n/a n/aPortfolio turnover rate (%)4 n/a n/a 61.04 n/a n/a n/a Net asset value per security ($) n/a n/a 14.01 n/a n/a n/a

Series PWFBSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 219 251 94 n/a n/a n/a Securities outstanding (000)1 23 26 9 n/a n/a n/a Management expense ratio (%)2 1.07 1.10 1.20 n/a n/a n/a Management expense ratio before

waivers or absorptions (%)2 1.07 1.10 1.20 n/a n/a n/a Trading expense ratio (%)3 0.20 0.21 0.18 n/a n/a n/aPortfolio turnover rate (%)4 27.97 106.37 61.04 n/a n/a n/a Net asset value per security ($) 9.34 9.81 9.95 n/a n/a n/a

Series PWFB5Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 1 1 1 n/a n/a n/a Securities outstanding (000)1 – – – n/a n/a n/a Management expense ratio (%)2 1.08 1.12 1.20 n/a n/a n/a Management expense ratio before


Series PWRSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 383 n/a n/a n/a n/a n/a Securities outstanding (000)1 39 n/a n/a n/a n/a n/a Management expense ratio (%)2 2.11 n/a n/a n/a n/a n/a Management expense ratio before

waivers or absorptions (%)2 2.11 n/a n/a n/a n/a n/a Trading expense ratio (%)3 0.20 n/a n/a n/a n/a n/aPortfolio turnover rate (%)4 27.97 n/a n/a n/a n/a n/a Net asset value per security ($) 9.91 n/a n/a n/a n/a n/a





Series PWT5 (formerly Series PWT6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 426 435 243 n/a n/a n/a Securities outstanding (000)1 35 34 17 n/a n/a n/a Management expense ratio (%)2 2.19 2.19 2.27 n/a n/a n/a Management expense ratio before


Series PWT8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 588 564 268 103 39 n/aSecurities outstanding (000)1 56 49 21 8 3 n/aManagement expense ratio (%)2 2.11 2.20 2.19 2.16 2.25 n/aManagement expense ratio before


Series PWXSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 4,194 4,230 5,721 4,414 3,102 3,212 Securities outstanding (000)1 365 348 463 358 296 282 Management expense ratio (%)2 0.01 0.03 0.02 0.01 0.01 – Management expense ratio before


Series PWX8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 681 769 1 863 859 975 Securities outstanding (000)1 64 66 – 62 66 64 Management expense ratio (%)2 0.01 0.03 0.01 0.01 0.01 – Management expense ratio before


Series SSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 5,150 4,681 2,781 405 260 290 Securities outstanding (000)1 317 272 159 23 18 18 Management expense ratio (%)2 0.04 0.06 0.05 0.04 0.04 0.04 Management expense ratio before


Series T5 (formerly Series T6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Series T8Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 148 153 449 1,092 1,083 885 Securities outstanding (000)1 18 17 46 104 108 75 Management expense ratio (%)2 2.39 2.42 2.48 2.71 2.81 2.82 Management expense ratio before


Series WSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Series LBSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015



Series LFSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 513 136 n/a n/a n/a n/a Securities outstanding (000)1 51 13 n/a n/a n/a n/a Management expense ratio (%)2 1.10 1.09 n/a n/a n/a n/a Management expense ratio before


Series LF5Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 1 1 n/a n/a n/a n/a Securities outstanding (000)1 – – n/a n/a n/a n/a Management expense ratio (%)2 1.08 1.08 n/a n/a n/a n/a Management expense ratio before


Series LMSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 294 334 665 1,812 2,165 1,583 Securities outstanding (000)1 21 23 42 108 139 88 Management expense ratio (%)2 2.59 2.62 2.61 2.73 2.81 2.84 Management expense ratio before


Series LWSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 5,125 6,047 6,239 n/a n/a n/a Securities outstanding (000)1 560 633 636 n/a n/a n/a Management expense ratio (%)2 2.25 2.36 2.33 n/a n/a n/a Management expense ratio before


Series LW5 (formerly Series LW6)Sep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015

Total net asset value ($000)1 758 1,224 1,356 n/a n/a n/a Securities outstanding (000)1 61 93 94 n/a n/a n/a Management expense ratio (%)2 2.25 2.36 2.33 n/a n/a n/a Management expense ratio before


Series LXSep. 30

2019Mar. 31

2019Mar. 31

2018Mar. 31

2017Mar. 31

2016Mar. 31

2015







Management FeesThe management fee for each applicable series is calculated and accrued daily as a percentage of its NAV. The Fund’s management fees were used by Mackenzie to pay for the costs of managing the investment portfolio of the Fund and/or the underlying fund(s), as applicable, including providing investment analysis and recommendations, making investment decisions, making brokerage arrangements for the purchase and sale of the investment portfolio, and providing other services. Mackenzie also used the management fees to fund sales commissions, trailing commissions and any other compensation (collectively “distribution-related payments”) to registered dealers and brokers whose clients invest in the Fund.

LBC Financial Services Inc. (“LBC”) is the principal distributor for the LBC series securities of the Fund (as listed under Fund Formation and Series Information) and receives a portion of the management fees that the Fund pays to Mackenzie. Under this arrangement, LBC was entitled to approximately 23% of the total management fees that Mackenzie received from the LBC series of all Mackenzie funds during the period. Mackenzie is responsible for paying all distribution-related payments to LBC-authorized dealers whose clients invest in the LBC series of the Fund.

The following dealers affiliated with Mackenzie may be entitled to distribution-related payments from Mackenzie on the same basis as unrelated registered brokers and dealers: IPC Securities Corporation, Investors Group Securities Inc., IPC Investment Corporation and Investors Group Financial Services Inc.

Mackenzie used approximately 43% of the total management fee revenues received from all Mackenzie funds during the period to fund distribution-related payments to registered dealers and brokers. In comparison, such distribution-related payments for the Fund represented on average 38% of the management fees paid by all applicable series of the Fund during the period. The actual percentage for each series may be higher or lower than the average depending on the level of trailing commissions and sales commissions paid for that series.




Fund Formation and Series InformationThe Fund may have undergone a number of changes, such as a reorganization or a change in manager, mandate or name. A history of the major changes affecting the Fund in the last 10 years can be found in the Fund’s Annual Information Form.

Date of Formation November 30, 2006

The Fund may issue an unlimited number of securities of each series. The number of issued and outstanding securities of each series is disclosed in Financial Highlights.

Series Offered by Mackenzie Financial Corporation (180 Queen Street West, Toronto, Ontario, M5V 3K1; 1-800-387-0614; www.mackenzieinvestments.com)

Series A, Series T5 and Series T8 securities are offered to retail investors investing a minimum of $500 ($5,000 for Series T5 and Series T8). Investors in Series T5 and Series T8 securities also want to receive a monthly cash flow of 5% or 8% per year, respectively. Before January 1, 2019, Series T5 securities were known as Series T6.

Series AR securities are offered to retail investors in a Registered Disability Savings Plan offered by Mackenzie.

Series D securities are offered to retail investors investing a minimum of $500 through a discount brokerage or other account approved by Mackenzie.

Series F, Series F5 and Series F8 securities are offered to investors who are enrolled in a dealer-sponsored fee-for-service or wrap program, who are subject to an asset-based fee rather than commissions on each transaction and who invest at least $500 ($5,000 for Series F5 and Series F8); they are also available to employees of Mackenzie and its subsidiaries, and directors of Mackenzie. Investors in Series F5 and Series F8 securities also want to receive a monthly cash flow of 5% or 8% per year, respectively. Before January 1, 2019, Series F5 securities were known as Series F6.

Series FB and Series FB5 securities are offered to retail investors investing a minimum of $500. Investors are required to negotiate their advisor service fee, which cannot exceed 1.50%, with their financial advisor. Investors in Series FB5 securities also want to receive a monthly cash flow of 5% per year.

Series O securities are offered only to investors investing a minimum of $500,000 who are enrolled in Mackenzie Portfolio Architecture Service or Open Architecture Service; certain institutional investors; investors in a qualified group plan, and certain qualifying employees of Mackenzie and its subsidiaries.

Series PW, Series PWT5 and Series PWT8 securities are offered through our Private Wealth Solutions to certain high net worth investors who invest a minimum of $100,000. Investors in Series PWT5 and Series PWT8 securities also want to receive a monthly cash flow of 5% or 8% per year, respectively. Before January 1, 2019, Series PWT5 securities were known as Series PWT6.

Series PWFB and Series PWFB5 securities are offered through our Private Wealth Solutions to certain high net worth investors who invest a minimum of $100,000. Investors are required to negotiate their advisor service fee, which cannot exceed 1.50%, with their financial advisor. Investors in Series PWFB5 securities also want to receive a monthly cash flow of 5% per year.

Series PWR securities are offered through our Private Wealth Solutions to certain high net worth investors who invest a minimum of $100,000 in a Registered Disability Savings Plan offered by Mackenzie.

Series PWX and Series PWX8 securities are offered through our Private Wealth Solutions to certain high net worth investors who invest a minimum of $100,000. Investors are required to negotiate their advisor service fee, which cannot exceed 1.50%, with their financial advisor. Investors in Series PWX8 securities also want to receive a monthly cash flow of 8% per year.

Series S securities are offered to the Related Insurance Companies and certain other mutual funds, but may be sold to other investors as determined by Mackenzie.

Series B and Series C securities were created specifically for the purpose of implementing mergers affecting the Fund and are not available for sale.

Series G securities are no longer available for sale, except for additional purchases by investors who have held these securities since December 11, 2017.

Series I and Series W securities are no longer available for sale.

Series PWF and Series PWF6 securities are no longer available for sale. Effective June 1, 2018, Series PWF and Series PWF6 securities were consolidated into Series F and Series F6 (now Series F5) securities, respectively.

Series Distributed by LBC Financial Services Inc. (1360 René-Lévesque Blvd. West, 13th Floor, Montréal, Québec H3G 0A9; 1-800-522-1846; www.laurentianbank.ca/mackenzie)

Series LB and Series LX securities are offered to retail investors investing a minimum of $500 ($5,000 for Series LX). Investors in Series LX securities also want to receive a monthly cash flow of 5% per year.

Series LF and Series LF5 securities are offered to retail investors investing a minimum of $500 ($5,000 for Series LF5), who are enrolled in the LBC Private Banking sponsored fee-for-service program. Investors in Series LF5 securities also want to receive a monthly cash flow of 5% per year.

Series LW and Series LW5 securities are offered through our Preferred Pricing Program to certain high net worth investors who invest a minimum of $100,000. Investors in Series LW5 securities also want to receive a monthly cash flow of 5% per year. Before January 1, 2019, Series LW5 securities were known as Series LW6.




Series LM securities are no longer available for sale, except that pre-authorized contribution plans that were in place as at November 25, 2015, may continue.

An investor in the Fund may choose among different purchase options that are available under each series. These purchase options are a sales charge purchase option, a redemption charge purchase option, various low-load purchase options and a no-load purchase option. The charges under the sales charge purchase option are negotiated by investors with their dealers. The charges under the redemption charge and low-load purchase options are paid to Mackenzie if an investor redeems securities of the Fund during specific periods. Not all purchase options are available under each series of the Fund, and the charges for each purchase option may vary among the different series. For further details on these purchase options, please refer to the Fund’s Simplified Prospectus and Fund Facts.

SeriesInception/

Reinstatement DateManagement

FeesAdministration

FeesNet Asset Value per Security ($)

Sep. 30, 2019 Mar. 31, 2019

Series A December 8, 2006 2.00% 0.25% 13.31 13.88 Series AR December 29, 2011 2.00% 0.25% 16.18 16.87 Series B May 6, 2011 2.00%(4) 0.25%(5) 14.17 14.76 Series C May 6, 2011 2.02% 0.31% 14.23 14.82 Series D January 6, 2014 1.25% 0.20% 11.82 12.38 Series F December 8, 2006 0.80%(6) 0.15%(11) 14.86 15.62 Series F5(13) August 4, 2015 0.80%(6) 0.15%(11) 11.32 12.19 Series F8 October 24, 2018 0.80% 0.15% 14.16 15.59 Series FB October 26, 2015 1.00% 0.25% 10.13 10.63 Series FB5 October 26, 2015 1.00% 0.25% 12.41 13.35 Series G July 29, 2009 1.50% 0.25% 18.41 19.26 Series I December 8, 2006 1.40% 0.25% 14.03 14.68 Series O December 8, 2006 –(1) –* 16.36 17.30 Series PW October 21, 2013 1.80%(7) 0.15% 12.10 12.63 Series PWF None issued (8) 0.90% 0.15% – – Series PWF6 None issued (9) 0.90% 0.15% – – Series PWFB April 3, 2017 0.80%(10) 0.15% 9.34 9.81 Series PWFB5 April 3, 2017 0.80%(10) 0.15% 12.30 13.26 Series PWR April 1, 2019 1.80% 0.15% 9.91 – Series PWT5(13) April 3, 2017 1.80%(7) 0.15% 12.04 12.89 Series PWT8 April 29, 2015 1.80%(7) 0.15% 10.53 11.43 Series PWX January 15, 2014 –(2) – (2) 11.49 12.15 Series PWX8 November 5, 2014 –(2) – (2) 10.59 11.66 Series S July 15, 2011 –(1) 0.03% 16.27 17.19 Series T5(13) February 20, 2008 2.00% 0.25% 10.41 11.12 Series T8 January 29, 2008 2.00% 0.25% 8.19 8.89 Series W December 8, 2006 –(3) 0.25% 16.08 16.97 Series LB March 15, 2012 2.00% 0.25% 14.47 15.08 Series LF December 7, 2018 0.80% 0.15% 10.12 10.72 Series LF5 December 7, 2018 0.80% 0.15% 14.65 15.90 Series LM February 7, 2013 2.00% 0.25% 13.83 14.76 Series LW December 1, 2017 1.80%(12) 0.15% 9.16 9.55 Series LW5(13) December 1, 2017 1.80%(12) 0.15% 12.35 13.20 Series LX January 20, 2014 2.00% 0.25% 11.85 12.65

* Not applicable.

Fund Formation and Series Information (cont’d)




Fund Formation and Series Information (cont’d)

(1) This fee is negotiable and payable directly to Mackenzie by investors in this series.

(2) This fee is payable directly to Mackenzie by investors in this series through redemptions of their securities.

(3) The management fee for Series W securities is payable directly by the investor to Mackenzie.

(4) Prior to August 17, 2018, the the management fee for Series B was charged to the Fund at a rate of 2.10%.

(5) Prior to August 17, 2018, the the administration fee for Series B was charged to the Fund at a rate of 0.31%.

(6) Prior to June 1, 2018, the management fee for this series was charged to the Fund at a rate of 1.00%.


(8) The series’ original start date was January 16, 2014. All securities in the series were consolidated into Series F on June 1, 2018.

(9) The series’ original start date was April 3, 2017. All securities in the series were consolidated into Series F6 (now Series F5) on June 1, 2018.


(11) Prior to June 1, 2018, the administration fee for this series was charged to the Fund at a rate of 0.20%.

(12) Prior to November 23, 2018, the management fee for this series was charged to the Fund at a rate of 1.90%.

(13) Before January 1, 2019, Series F5, Series PWT5, Series T5 and Series LW5 securities were known as Series F6, Series PWT6, Series T6 and Series LW6, respectively.


SYMMETRY EUITY PORTFOLIO CLASS - Mackenzie Investments · 2020-05-22 · SYMMETRY EUITY PORTFOLIO CLASS MANAGED ASSET PORTFOLIO A NOTE ON FORWARD-LOOKING STATEMENTS This report may

Documents