‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Capital Manager
George Putnam Balanced Fund Subaccount
The subaccount seeks to provide a balanced investment composed of a well diversified portfolio of stocks and bonds which produce both capital growth and current income.
Fund description
The subaccount seeks its dual objectives of capital growth and current income by investing in a combination of value stocks and fixed-income securities. The equity portion targets stocks of large companies that are currently undervalued and undergoing positive changes. The fixed-income portion includes government, corporate, and mortgage-backed securities. The subaccount typically has a 60%-70% allocation to stocks and a 30%-40% position in bonds.
Sales story
A prudent balance of stocks and bonds A balanced approach: The fund seeks conservative growth plus income through a mix of roughly 60% stocks and 40% bonds.Seeking reduced volatility: The fund's focus on undervalued stocks and primarily high-quality bonds is designed to reduce volatility for conservative and income-oriented investors.A rigorous process: The fund's experienced portfolio managers use rigorous fundamental investment research to find opportunities and manage risk.
Management team
- Kathryn B. Lakin (Investing since 2008)
- Emily E. Shanks (Investing since 1999)
Lipper ranking ‡ as of 02/28/21
Category: BALANCED FUNDS
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 14% | 16/119 |
| 1 yr. | 27% | 45/166 |
| 3 yrs. | 13% | 18/149 |
| 5 yrs. | 11% | 14/134 |
Risk characteristics as of 02/28/21
| Avg. Eff. Maturity | 7.98 |
| Avg. Eff. Duration | 6.02 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | 1.93 |
| Beta | 0.63 |
| R squared | 0.98 |
| Standard deviation (3 yrs.) | 11.65 |
Maturity details
| 0 to 1 yr. | 3.70% |
| 1 to 5 yrs. | 49.97% |
| 5 to 10 yrs. | 28.24% |
| 10 to 15 yrs. | 1.92% |
| Over 15 yrs. | 16.17% |
Quality ratings
| AAA | 56.94% |
| AA | 3.78% |
| A | 12.15% |
| BBB | 22.02% |
| BB | 1.74% |
| CCC and Below | 0.06% |
| Not Rated | 3.31% |
Quick facts as of 03/31/21
| Fiscal Year End | December |
| Asset Class | Putnam Capital Manager |
| Subaccount Status | Open to new investors |
| Number of issues | 448 |
| Turnover (fiscal year end) | 113% |
| Net Assets | $228M |
| Inception Date | 04/30/98 |
Holdings
| Microsoft | 3.64% |
| Apple | 2.83% |
| Amazon | 2.72% |
| Alphabet | 2.51% |
| Us Treasury N/B 01.5000 03/31/2023 | 1.69% |
| Us Treasury N/B 02.7500 02/15/2024 | 1.65% |
| Us Treasury N/B 02.3750 08/15/2024 | 1.62% |
| Us Treasury N/B 02.7500 08/15/2042 | 1.58% |
| Us Treasury N/B 02.1250 12/31/2022 | 1.46% |
| Paypal Holdings | 1.31% |
| Top 10 holdings, total: | 21.01% |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| 1: Microsoft | 3.64% |
| 2: Apple | 2.83% |
| 3: Amazon | 2.72% |
| 4: Alphabet | 2.51% |
| 5: Us Treasury N/B 01.5000 03/31/2023 | 1.69% |
| 6: Us Treasury N/B 02.7500 02/15/2024 | 1.65% |
| 7: Us Treasury N/B 02.3750 08/15/2024 | 1.62% |
| 8: Us Treasury N/B 02.7500 08/15/2042 | 1.58% |
| 9: Us Treasury N/B 02.1250 12/31/2022 | 1.46% |
| 10: Paypal Holdings | 1.31% |
| Holdings represent 21.01% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| 1: Microsoft | 3.68% |
| 2: Apple | 3.15% |
| 3: Amazon | 2.91% |
| 4: Alphabet | 2.16% |
| 5: Us Treasury N/B 02.7500 08/15/2042 | 1.73% |
| 6: Us Treasury N/B 01.5000 03/31/2023 | 1.71% |
| 7: Us Treasury N/B 02.7500 02/15/2024 | 1.70% |
| 8: Us Treasury N/B 02.3750 08/15/2024 | 1.66% |
| 9: Us Treasury N/B 02.1250 12/31/2022 | 1.48% |
| 10: Fnma Fn30 Ma4158 Umbs 02.0000 10/01/2050 | 1.37% |
| Holdings represent 21.55% of portfolio | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| 1: Microsoft | 3.49% |
| 2: Amazon | 3.01% |
| 3: Apple | 2.75% |
| 4: Alphabet | 2.12% |
| 5: Us Treasury N/B 02.7500 08/15/2042 | 1.78% |
| 6: Us Treasury N/B 01.5000 03/31/2023 | 1.69% |
| 7: Us Treasury N/B 02.1250 12/31/2022 | 1.46% |
| 8: Fnma Fn30 Ma4158 Umbs 02.0000 10/01/2050 | 1.37% |
| 9: Paypal Holdings | 1.29% |
| 10: Us Treasury N/B 01.6250 10/31/2023 | 1.28% |
| Holdings represent 20.24% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| 1: Microsoft | 3.45% |
| 2: Amazon | 3.01% |
| 3: Apple | 2.54% |
| 4: Alphabet | 2.18% |
| 5: Us Treasury N/B 02.7500 08/15/2042 | 1.85% |
| 6: Us Treasury N/B 01.5000 03/31/2023 | 1.74% |
| 7: Us Treasury N/B 02.1250 12/31/2022 | 1.52% |
| 8: Us Treasury N/B 02.0000 02/15/2022 | 1.47% |
| 9: Fnma Fn30 Ma4158 Umbs 02.0000 10/01/2050 | 1.42% |
| 10: Facebook | 1.32% |
| Holdings represent 20.50% of portfolio | |
| MICROSOFT CORP SEDOL 2588173 | 3.49% | AMAZON.COM INC SEDOL 2000019 | 3.00% | APPLE INC SEDOL 2046251 | 2.75% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.12% | US TREASURY N/B 02.7500 08/15/2042 | 1.76% | US TREASURY N/B 01.5000 03/31/2023 | 1.68% | US TREASURY N/B 02.1250 12/31/2022 | 1.46% | FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 1.37% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.29% | US TREASURY N/B 01.6250 10/31/2023 | 1.27% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.17% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.15% | US TREASURY N/B 01.7500 06/30/2022 | 1.11% | CITIGROUP INC SEDOL 2297907 | 1.10% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.08% | ADOBE INC SEDOL 2008154 | 1.08% | US TREASURY N/B 02.0000 02/15/2022 | 1.06% | FISERV INC SEDOL 2342034 | 1.06% | NXP SEMICONDUCTORS NV SEDOL B505PN7 | 1.03% | US TREASURY N/B 01.1250 02/28/2025 | 1.03% | MASTERCARD INC - A SEDOL B121557 | 1.01% | HOME DEPOT INC SEDOL 2434209 | 1.00% | FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.96% | UNION PACIFIC CORP SEDOL 2914734 | 0.94% | TESLA INC SEDOL B616C79 | 0.94% | CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.94% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.90% | PEPSICO INC SEDOL 2681511 | 0.89% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.87% | US TREASURY N/B 01.7500 09/30/2022 | 0.85% | NRG ENERGY INC SEDOL 2212922 | 0.83% | ABBVIE INC SEDOL B92SR70 | 0.83% | TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.82% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.74% | QUALCOMM INC SEDOL 2714923 | 0.73% | US TREASURY N/B 03.0000 02/15/2047 | 0.73% | T-MOBILE US INC SEDOL B94Q9V0 | 0.72% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.72% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.67% | WALMART INC SEDOL 2936921 | 0.67% | US TREASURY N/B 02.7500 02/15/2024 | 0.66% | MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.66% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.66% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.64% | US TREASURY N/B 01.2500 05/15/2050 | 0.60% | US TREASURY N/B 02.3750 08/15/2024 | 0.59% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.58% | S&P500 EMINI FUT MAR21 ESH1 | 0.58% | JOHNSON & JOHNSON SEDOL 2475833 | 0.58% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.56% | NEXTERA ENERGY INC SEDOL 2328915 | 0.52% | US TREASURY N/B 01.6250 02/15/2026 | 0.49% | EATON CORP PLC SEDOL B8KQN82 | 0.48% | US TREASURY N/B 01.5000 02/15/2030 | 0.48% | COCA-COLA CO/THE SEDOL 2206657 | 0.48% | SEA LTD-ADR SEDOL BYWD7L4 | 0.48% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.47% | GNMA GII30 TBA 03.5000 01/01/2051 | 0.47% | FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.47% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.47% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.46% | TARGET CORP SEDOL 2259101 | 0.46% | PRUDENTIAL PLC SEDOL 0709954 | 0.45% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.44% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.44% | CIGNA CORP SEDOL BHJ0775 | 0.44% | ABBOTT LABORATORIES SEDOL 2002305 | 0.43% | ELI LILLY & CO SEDOL 2516152 | 0.43% | EXELON CORP SEDOL 2670519 | 0.43% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.42% | KKR & CO INC SEDOL BG1FRR1 | 0.41% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.41% | DANAHER CORP SEDOL 2250870 | 0.40% | MORGAN STANLEY | 0.40% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.40% | SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.39% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.39% | NIKE INC -CL B SEDOL 2640147 | 0.38% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.37% | AXA SA SEDOL 7088429 | 0.35% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.35% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.34% | MERCK & CO. INC. SEDOL 2778844 | 0.34% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.33% | AMGEN INC SEDOL 2023607 | 0.31% | INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.30% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.29% | THOMSON REUTERS CORP SEDOL BFXPT09 | 0.28% | PFIZER INC SEDOL 2684703 | 0.28% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.28% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.28% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.27% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.27% | VONTIER CORP SEDOL BH4GV32 | 0.27% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.26% | DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.26% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.26% | ALTRIA GROUP INC | 0.26% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.25% | ANGLO AMER PLC SEDOL B1XZS82 | 0.25% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.25% | EMERSON ELECTRIC CO SEDOL 2313405 | 0.25% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.25% | QUILTER PLC SEDOL BDCXV26 | 0.24% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.24% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.24% | MORGAN STANLEY 04.3500 09/08/2026 | 0.24% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.22% | TJX COMPANIES INC SEDOL 2989301 | 0.22% | TOTAL SE SEDOL B15C557 | 0.22% | COSTAR GROUP INC SEDOL 2262864 | 0.22% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.21% | VERIZON COMM 04.3290 09/21/2028 | 0.21% | DEERE & CO SEDOL 2261203 | 0.21% | MICROSOFT CORP 03.7000 08/08/2046 | 0.21% | BIOGEN INC SEDOL 2455965 | 0.21% | CARMAX INC SEDOL 2983563 | 0.21% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% | AMEREN CORPORATION SEDOL 2050832 | 0.20% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% | CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.20% | ZOETIS INC SEDOL B95WG16 | 0.20% | COOPER COS INC/THE SEDOL 2222631 | 0.19% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.19% | FREEPORT-MCMORAN INC SEDOL 2352118 | 0.19% | CSX CORP SEDOL 2160753 | 0.19% | NEWMONT CORP SEDOL 2636607 | 0.19% | ROYAL DUTCH SHELL PLC-A SHS SEDOL B03MLX2 | 0.19% | BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.19% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% | BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.18% | BROADCOM INC 04.1500 11/15/2030 | 0.18% | SOUTHERN CO/THE SEDOL 2829601 | 0.18% | CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.18% | UNITED RENTALS INC SEDOL 2134781 | 0.18% | HASBRO INC SEDOL 2414580 | 0.18% | AVANTOR INC SEDOL BJLT387 | 0.18% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.18% | DEXCOM INC SEDOL B0796X4 | 0.18% | UBS AG REGS 05.1250 05/15/2024 | 0.18% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.18% | AIA GROUP LTD SEDOL B4TX8S1 | 0.17% | GENERAL ELECTRIC CO SEDOL 2380498 | 0.16% | SPAQ/FISKER | 0.16% | CITIGROUP INC 04.7500 05/18/2046 | 0.16% | ABBVIE INC 03.2000 11/21/2029 | 0.16% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.15% | ARAMARK SEDOL BH3XG17 | 0.14% | PENN NATIONAL GAMING INC SEDOL 2682105 | 0.14% | HUMANA INC SEDOL 2445063 | 0.14% | CITIGROUP INC 04.4500 09/29/2027 | 0.14% | WYNN RESORTS LTD SEDOL 2963811 | 0.14% | DOW INC SEDOL BHXCF84 | 0.13% | AT&T INC 03.3000 02/01/2052 | 0.13% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.13% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% | AVERY DENNISON CORP SEDOL 2066408 | 0.12% | CIT GROUP INC. 05.2500 03/07/2025 | 0.12% | AON PLC 04.2500 12/12/2042 | 0.12% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.12% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.12% | US BANCORP 03.0000 07/30/2029 | 0.11% | GENERAL MOTORS CO SEDOL B665KZ5 | 0.11% | WEC ENERGY GROUP INC 02.3335 05/15/2067 | 0.11% | BOEING CO/THE SEDOL 2108601 | 0.11% | MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.11% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.11% | LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.11% | BALL CORP SEDOL 2073022 | 0.11% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.11% | KKR & CO INC 06.0000 CUM CV PFD | 0.11% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.11% | COMCAST CORP 03.4500 02/01/2050 | 0.10% | CIGNA CORP 03.7500 07/15/2023 | 0.10% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.10% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% | FEDEX CORP SEDOL 2142784 | 0.10% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.10% | PHILLIPS 66 SEDOL B78C4Y8 | 0.10% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.10% | CORTEVA INC SEDOL BK73B42 | 0.10% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.10% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.10% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.10% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.10% | AT&T INC 02.3000 06/01/2027 | 0.10% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.10% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.10% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.10% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.10% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.10% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.09% | APPLE INC 04.3750 05/13/2045 | 0.09% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.09% | MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.09% | PENTAIR PLC SEDOL BLS09M3 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.09% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | INNOVIVA INC SEDOL BDDXF67 | 0.08% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.08% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.08% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.08% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% | FISERV INC 04.2000 10/01/2028 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% | ZOETIS INC 03.9000 08/20/2028 | 0.08% | ECOLAB INC SEDOL 2304227 | 0.08% | ORACLE CORP 02.6500 07/15/2026 | 0.08% | ADVANCE AUTO PARTS | 0.07% | AMAZON.COM INC 04.0500 08/22/2047 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.07% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% | COMCAST CORP 03.9990 11/01/2049 | 0.07% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.07% | ALPHABET INC 02.2500 08/15/2060 | 0.07% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% | GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.07% | LNSTR 2015-3 AS P/P 144A 03.1852 04/20/2048 | 0.07% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.07% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.07% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% | AT&T INC 04.3000 02/15/2030 | 0.07% | COMCAST CORP 03.1500 03/01/2026 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.06% | PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.06% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.06% | ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.06% | BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | MSC 2012-C4 D P/P 144A 05.4185 03/15/2045 | 0.06% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.06% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.06% | CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.06% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | AIR LEASE CORP 03.0000 09/15/2023 | 0.05% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.05% | WILLIAMS COS INC SEDOL 2967181 | 0.05% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.05% | OSHKOSH CORP 04.6000 05/15/2028 | 0.05% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.05% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% | AMAZON.COM INC 03.1500 08/22/2027 | 0.05% | AMGEN INC 04.6630 06/15/2051 | 0.05% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.05% | CAIRN ENERGY PLC SEDOL B74CDH8 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | ALBEMARLE CORP SEDOL 2046853 | 0.05% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.05% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.05% | WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.05% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.05% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.05% | BOEING CO 04.8750 05/01/2025 | 0.05% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.04% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% | ZOETIS INC 03.0000 09/12/2027 | 0.04% | ONEOK INC SEDOL 2130109 | 0.04% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | FISERV INC 03.5000 07/01/2029 | 0.04% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.04% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% | WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% | PACIFICORP 02.7000 09/15/2030 | 0.04% | SUMMIT MATERIALS INC -CL A SEDOL BW9JPS4 | 0.04% | AMAZON.COM INC 01.5000 06/03/2030 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.04% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.04% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.04% | GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.04% | HCA INC 05.2500 06/15/2026 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.04% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.03% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.03% | HCA INC 04.1250 06/15/2029 | 0.03% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.03% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.03% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% | JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.03% | MICROSOFT CORP 02.4000 08/08/2026 | 0.03% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.03% | BUNGE LTD SEDOL 2788713 | 0.03% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.03% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% | FOX CORP 03.0500 04/07/2025 | 0.03% | FOX CORP 04.0300 01/25/2024 | 0.03% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.03% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% | QVC INC 04.8500 04/01/2024 | 0.02% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% | FNMA FN30 734836 05.0000 08/01/2033 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | WFRBS 2011-C3 D P/P 144A 05.6424 03/15/2044 | 0.02% | CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.02% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | FNMA FN30 995023 05.5000 08/01/2037 | 0.02% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% | VIATRIS INC SEDOL BMWS3X9 | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% | AMGEN INC 02.6000 08/19/2026 | 0.02% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% | FNMA FN30 555591 05.5000 07/01/2033 | 0.02% | AIR LEASE CORP 03.2500 10/01/2029 | 0.02% | ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.02% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% | YELLOW CAKE PLC 144A SEDOL BF50RG4 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.01% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | SUNOCO LOGISTICS PARTNER 05.9500 12/01/2025 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | FNMA FN30 995018 05.5000 06/01/2038 | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.01% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.01% | FNMA FN30 889982 05.5000 11/01/2038 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% | COMM 2014-UBS6 C 04.4459 12/10/2047 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | AT&T INC 04.7500 05/15/2046 | 0.01% | INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% | CAD/USD 01/20/2021 GSFX | 0.01% | CAD/USD 01/20/2021 UBS | 0.01% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | CAD/USD 01/20/2021 WPAC | 0.00% | CITIGROUP INC 03.6680 07/24/2028 | 0.00% | GBP/USD 03/17/2021 JPMCB | 0.00% | HCA INC 05.0000 03/15/2024 | 0.00% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% | GBP/USD 03/17/2021 CITI | 0.00% | GBP/USD 03/17/2021 UBS | 0.00% | GBP/USD 03/17/2021 SSBT | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% | GBP/USD 03/17/2021 HSBCB | 0.00% | EUR/USD 03/17/2021 UBS | 0.00% | EUR/USD 03/17/2021 WPAC | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GBP/USD 03/17/2021 BANKAM | 0.00% | HKD/USD 02/17/2021 SSBT | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | EUR/USD 03/17/2021 BCAP-FX | -0.00% | EUR/USD 03/17/2021 CITI | -0.00% | EUR/USD 03/17/2021 HSBCB | -0.00% | CAD/USD 01/20/2021 CITI | -0.00% | CAD/USD 01/20/2021 JPMCB | -0.01% | CAD/USD 01/20/2021 BCAP-FX | -0.01% | CAD/USD 01/20/2021 PSBS | -0.01% | GBP/USD 03/17/2021 BCAP-FX | -0.01% | GBP/USD 03/17/2021 GSFX | -0.01% | GBP/USD 03/17/2021 WPAC | -0.01% | GNMA GII30 TBA 04.5000 01/01/2051 | -0.48% |
| MICROSOFT CORP SEDOL 2588173 | 3.64% | AMAZON.COM INC SEDOL 2000019 | 3.12% | APPLE INC SEDOL 2046251 | 2.66% | US TREASURY N/B 02.7500 08/15/2042 | 1.97% | US TREASURY N/B 01.5000 03/31/2023 | 1.82% | ALPHABET INC-CL A SEDOL BYVY8G0 | 1.74% | US TREASURY N/B 02.1250 12/31/2022 | 1.59% | US TREASURY N/B 02.0000 02/15/2022 | 1.54% | FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 1.49% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.40% | US TREASURY N/B 01.6250 10/31/2023 | 1.38% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.26% | HOME DEPOT INC SEDOL 2434209 | 1.24% | US TREASURY N/B 01.7500 06/30/2022 | 1.20% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.18% | ADOBE INC SEDOL 2008154 | 1.16% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.13% | FISERV INC SEDOL 2342034 | 1.11% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.06% | FNMA FN30 TBA UMBS 04.5000 10/01/2050 | 1.04% | NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.99% | UNION PACIFIC CORP SEDOL 2914734 | 0.95% | PEPSICO INC SEDOL 2681511 | 0.93% | US TREASURY N/B 01.7500 09/30/2022 | 0.92% | MASTERCARD INC - A SEDOL B121557 | 0.87% | US TREASURY N/B 03.0000 02/15/2047 | 0.87% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.86% | TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.81% | S&P500 EMINI FUT DEC20 ESZ0 | 0.80% | WALMART INC SEDOL 2936921 | 0.79% | ABBVIE INC SEDOL B92SR70 | 0.79% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.78% | CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.77% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.74% | CITIGROUP INC SEDOL 2297907 | 0.73% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.72% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.69% | SALESFORCE.COM INC SEDOL 2310525 | 0.68% | NRG ENERGY INC SEDOL 2212922 | 0.68% | T-MOBILE US INC SEDOL B94Q9V0 | 0.65% | JOHNSON & JOHNSON SEDOL 2475833 | 0.62% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.62% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.60% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.57% | MONOLITHIC POWER SYSTEMS INC SEDOL B01Z7J1 | 0.56% | TARGET CORP SEDOL 2259101 | 0.55% | NEXTERA ENERGY INC SEDOL 2328915 | 0.54% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.54% | EATON CORP PLC SEDOL B8KQN82 | 0.54% | US TREASURY N/B 01.6250 02/15/2026 | 0.53% | US TREASURY N/B 02.7500 02/15/2024 | 0.52% | FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.51% | GNMA GII30 TBA 03.5000 10/01/2050 | 0.51% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.50% | MERCK & CO. INC. SEDOL 2778844 | 0.49% | CIGNA CORP SEDOL BHJ0775 | 0.48% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.46% | DANAHER CORP SEDOL 2250870 | 0.46% | ABBOTT LABORATORIES SEDOL 2002305 | 0.45% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.44% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.43% | EXELON CORP SEDOL 2670519 | 0.42% | ELI LILLY & CO SEDOL 2516152 | 0.41% | AMGEN INC SEDOL 2023607 | 0.40% | KKR & CO INC SEDOL BG1FRR1 | 0.39% | US TREASURY N/B 01.2500 05/15/2050 | 0.39% | PRUDENTIAL PLC SEDOL 0709954 | 0.39% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.39% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.38% | NIKE INC -CL B SEDOL 2640147 | 0.38% | NVIDIA CORP SEDOL 2379504 | 0.37% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.37% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.37% | SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.36% | CREE INC SEDOL 2232351 | 0.36% | COCA-COLA CO/THE SEDOL 2206657 | 0.35% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.33% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.33% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.32% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.32% | E*TRADE FINANCIAL CORPORATION | 0.32% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.31% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.30% | ALTRIA GROUP INC | 0.30% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.30% | INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.30% | AXA SA SEDOL 7088429 | 0.30% | WEX INC SEDOL B8383P2 | 0.29% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.29% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.28% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.28% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.28% | FEDEX CORP SEDOL 2142784 | 0.28% | FREEPORT-MCMORAN INC SEDOL 2352118 | 0.27% | BIOGEN INC SEDOL 2455965 | 0.27% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.26% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.26% | BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.26% | UNITED RENTALS INC SEDOL 2134781 | 0.26% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.25% | MORGAN STANLEY 04.3500 09/08/2026 | 0.25% | NEWMONT CORP SEDOL 2636607 | 0.25% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.25% | COSTAR GROUP INC SEDOL 2262864 | 0.24% | CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.24% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.24% | AMEREN CORPORATION SEDOL 2050832 | 0.24% | CARMAX INC SEDOL 2983563 | 0.24% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.24% | ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.23% | VERIZON COMM 04.3290 09/21/2028 | 0.23% | CONAGRA BRANDS INC SEDOL 2215460 | 0.23% | PFIZER INC SEDOL 2684703 | 0.23% | MICROSOFT CORP 03.7000 08/08/2046 | 0.22% | INTUITIVE SURGICAL INC SEDOL 2871301 | 0.22% | TOTAL SE SEDOL B15C557 | 0.22% | BP PLC SEDOL 0798059 | 0.21% | CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.21% | LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.21% | BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.20% | COOPER COS INC/THE SEDOL 2222631 | 0.20% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.20% | UPJOHN INC P/P 144A 04.0000 06/22/2050 | 0.20% | BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.19% | CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.19% | ANGLO AMER PLC SEDOL B1XZS82 | 0.19% | UBS AG REGS 05.1250 05/15/2024 | 0.19% | HASBRO INC SEDOL 2414580 | 0.19% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.19% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.19% | DEERE & CO SEDOL 2261203 | 0.19% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.18% | 3M CO | 0.18% | DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.18% | AVANTOR INC SEDOL BJLT387 | 0.18% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.17% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.16% | OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.16% | CITIGROUP INC 04.7500 05/18/2046 | 0.16% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.16% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.16% | DOW INC SEDOL BHXCF84 | 0.16% | HUMANA INC SEDOL 2445063 | 0.16% | SPAQ/FISKER | 0.16% | AIA GROUP LTD SEDOL B4TX8S1 | 0.15% | DOMINION ENERGY INC SEDOL 2542049 | 0.15% | CITIGROUP INC 04.4500 09/29/2027 | 0.15% | DEXCOM INC SEDOL B0796X4 | 0.15% | QUILTER PLC SEDOL BDCXV26 | 0.15% | PENN NATIONAL GAMING INC SEDOL 2682105 | 0.14% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.14% | AT&T INC 03.3000 02/01/2052 | 0.14% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.14% | ILLUMINA INC SEDOL 2613990 | 0.14% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.13% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.12% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.12% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.12% | US BANCORP 03.0000 07/30/2029 | 0.12% | AON PLC 04.2500 12/12/2042 | 0.12% | CIT GROUP INC. 05.2500 03/07/2025 | 0.12% | WEC ENERGY GROUP INC 02.3926 05/15/2067 | 0.12% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.12% | PHILLIPS 66 SEDOL B78C4Y8 | 0.11% | CIGNA CORP 03.7500 07/15/2023 | 0.11% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.11% | AVERY DENNISON CORP SEDOL 2066408 | 0.11% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.11% | BALL CORP SEDOL 2073022 | 0.11% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.11% | COMCAST CORP 03.4500 02/01/2050 | 0.11% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.11% | GILEAD SCIENCES INC SEDOL 2369174 | 0.11% | ARAMARK SEDOL BH3XG17 | 0.11% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% | KKR & CO INC 06.0000 CUM CV PFD | 0.11% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.11% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.11% | GENERAL ELECTRIC CO SEDOL 2380498 | 0.11% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.11% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.11% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% | AT&T INC 02.3000 06/01/2027 | 0.10% | EQUINIX INC 03.2000 11/18/2029 | 0.10% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% | WYNN RESORTS LTD SEDOL 2963811 | 0.10% | AT&T INC 04.1000 02/15/2028 | 0.10% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.10% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.10% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.10% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.10% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.10% | MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.10% | YELLOW CAKE PLC 144A SEDOL BF50RG4 | 0.10% | APPLE INC 04.3750 05/13/2045 | 0.10% | TJX COMPANIES INC SEDOL 2989301 | 0.10% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% | WILLIAMS COS INC SEDOL 2967181 | 0.10% | BOEING CO/THE SEDOL 2108601 | 0.09% | SERVICENOW INC 01.4000 09/01/2030 | 0.09% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.09% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.09% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.09% | CAIRN ENERGY PLC SEDOL B74CDH8 | 0.09% | FISERV INC 04.2000 10/01/2028 | 0.09% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.09% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | ZOETIS INC 03.9000 08/20/2028 | 0.09% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.08% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% | ADVANCE AUTO PARTS | 0.08% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% | ORACLE CORP 02.6500 07/15/2026 | 0.08% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.08% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.08% | ECOLAB INC SEDOL 2304227 | 0.08% | AMAZON.COM INC 04.0500 08/22/2047 | 0.08% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% | LNSTR 2015-3 AS P/P 144A 03.3512 04/20/2048 | 0.08% | PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.08% | VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% | COMCAST CORP 03.9990 11/01/2049 | 0.07% | ALPHABET INC 02.2500 08/15/2060 | 0.07% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.07% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.07% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.07% | GSMS 2014-GC22 C 04.8485 06/10/2047 | 0.07% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.07% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% | AT&T INC 04.3000 02/15/2030 | 0.07% | COMCAST CORP 03.1500 03/01/2026 | 0.07% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.07% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.07% | ALBEMARLE CORP SEDOL 2046853 | 0.07% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.07% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.07% | BROADCOM INC 04.1500 11/15/2030 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.07% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.06% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.06% | CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.06% | MSC 2012-C4 D P/P 144A 05.5994 03/15/2045 | 0.06% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.06% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.06% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.06% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | AIR LEASE CORP 03.0000 09/15/2023 | 0.06% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.05% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.05% | OSHKOSH CORP 04.6000 05/15/2028 | 0.05% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | AMGEN INC 04.6630 06/15/2051 | 0.05% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.05% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.05% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.05% | WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.05% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.05% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.05% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.05% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.05% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.05% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.05% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.05% | SUMMIT MATERIALS INC -CL A SEDOL BW9JPS4 | 0.05% | ZOETIS INC 03.0000 09/12/2027 | 0.05% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% | BOEING CO 04.8750 05/01/2025 | 0.05% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.05% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.05% | WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.05% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | LINDE PLC SEDOL BZ12WP8 | 0.04% | PACIFICORP 02.7000 09/15/2030 | 0.04% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% | AMAZON.COM INC 01.5000 06/03/2030 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.04% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.04% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.04% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.04% | HCA INC 05.2500 06/15/2026 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.04% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.04% | GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.04% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.04% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% | HCA INC 04.1250 06/15/2029 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | MICROSOFT CORP 02.4000 08/08/2026 | 0.04% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.04% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.03% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.03% | JPMORGAN CHASE & CO 01.2801 05/15/2047 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.03% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.03% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% | FOX CORP 03.0500 04/07/2025 | 0.03% | FOX CORP 04.0300 01/25/2024 | 0.03% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% | GBP/USD 12/16/2020 BCAP-FX | 0.03% | GBP/USD 12/16/2020 GSFX | 0.03% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% | FNMA FN30 734836 05.0000 08/01/2033 | 0.03% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.03% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | QVC INC 04.8500 04/01/2024 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% | CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% | WFRBS 2011-C3 D P/P 144A 05.8526 03/15/2044 | 0.02% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% | VMWARE INC 03.9000 08/21/2027 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.02% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | FNMA FN30 995023 05.5000 08/01/2037 | 0.02% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | FNMA FN30 555591 05.5000 07/01/2033 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | AMGEN INC 02.6000 08/19/2026 | 0.02% | AVIATION CAPITAL GRP P/P 144A 07.1250 10/15/2020 | 0.02% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.02% | AIR LEASE CORP 03.2500 10/01/2029 | 0.02% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% | KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.02% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | CAS 2017-C01 1EB1 01.3981 07/25/2029 | 0.01% | COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.01% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% | SUNOCO LOGISTICS PARTNER 05.9500 12/01/2025 | 0.01% | AIR LEASE CORP 04.6250 10/01/2028 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | FNMA FN30 995018 05.5000 06/01/2038 | 0.01% | GBP/USD 12/16/2020 WPAC | 0.01% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | FNMA FN30 889982 05.5000 11/01/2038 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% | COMM 2014-UBS6 C 04.5945 12/10/2047 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | AT&T INC 04.7500 05/15/2046 | 0.01% | ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% | CITIGROUP INC 03.6680 07/24/2028 | 0.00% | GBP/USD 12/16/2020 BANKAM | 0.00% | HCA INC 05.0000 03/15/2024 | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | CAD/USD 10/21/2020 GSFX | 0.00% | CAD/USD 10/21/2020 UBS | 0.00% | EUR/USD 12/16/2020 BCAP-FX | 0.00% | EUR/USD 12/16/2020 CITI | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.00% | EUR/USD 12/16/2020 HSBCB | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | HKD/USD 11/18/2020 SSBT | 0.00% | EUR/USD 12/16/2020 UBS | -0.00% | EUR/USD 12/16/2020 WPAC | -0.00% | CAD/USD 10/21/2020 CITI | -0.00% | CAD/USD 10/21/2020 BCAP-FX | -0.00% | CAD/USD 10/21/2020 JPMCB | -0.00% | CAD/USD 10/21/2020 SSBT | -0.00% | GBP/USD 12/16/2020 SSBT | -0.01% | GBP/USD 12/16/2020 UBS | -0.01% | GBP/USD 12/16/2020 CITI | -0.01% | GBP/USD 12/16/2020 JPMCB | -0.01% | GNMA GII30 TBA 04.5000 10/01/2050 | -0.52% |
Portfolio Composition as of 02/28/21
| Common stock | 60.64% |
| Treasury | 15.06% |
| Corporate bonds and notes | 14.88% |
| Agency pass-through | 6.00% |
| Cash and net other assets | 2.84% |
| Commercial MBS | 0.48% |
| Municipal bonds | 0.09% |
| Residential MBS (non-agency) | 0.01% |
Consider these risks before investing: The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Top Industry Sectors as of 02/28/21
| Information technology | 25.67% |
|---|---|
| Health care | 12.87% |
| Consumer discretionary | 12.66% |
| Financials | 11.30% |
| Communication services | 9.98% |
| Industrials | 9.36% |
| Consumer staples | 5.77% |
| Utilities | 2.96% |
| Cash and net other assets | 2.84% |
| Other | 6.59% |
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