‡ 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 09/30/20
Category: BALANCED FUNDS
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 14% | 16/119 |
| 1 yr. | 10% | 15/165 |
| 3 yrs. | 12% | 17/149 |
| 5 yrs. | 11% | 14/132 |
Risk characteristics as of 09/30/20
| Avg. Eff. Maturity | 7.93 |
| Avg. Eff. Duration | 5.93 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | 1.69 |
| Beta | 0.63 |
| R squared | 0.98 |
| Standard deviation (3 yrs.) | 11.14 |
Maturity details
| 0 to 1 yr. | 3.84% |
| 1 to 5 yrs. | 47.32% |
| 5 to 10 yrs. | 29.81% |
| 10 to 15 yrs. | 1.67% |
| Over 15 yrs. | 17.36% |
Quality ratings
| AAA | 55.47% |
| AA | 3.06% |
| A | 13.84% |
| BBB | 23.19% |
| BB | 1.07% |
| CCC and Below | 0.01% |
| Not Rated | 3.36% |
Quick facts as of 09/30/20
| Fiscal Year End | December |
| Asset Class | Putnam Capital Manager |
| Subaccount Status | Open to new investors |
| Number of issues | 449 |
| Turnover (fiscal year end) | 128% |
| Net Assets | $208M |
| Inception Date | 04/30/98 |
Holdings
| Microsoft | 3.64% |
| Amazon | 3.12% |
| Apple | 2.66% |
| Us Treasury N/B 02.7500 08/15/2042 | 1.98% |
| Us Treasury N/B 01.5000 03/31/2023 | 1.82% |
| Alphabet | 1.74% |
| Us Treasury N/B 02.1250 12/31/2022 | 1.59% |
| Us Treasury N/B 02.0000 02/15/2022 | 1.55% |
| Fnma Fn30 Ma4158 Umbs 02.0000 10/01/2050 | 1.49% |
| Procter + Gamble Co | 1.40% |
| Top 10 holdings, total: | 20.99% |
| Top 10 holdings as of 09/30/20 | |
|---|---|
| 1: Microsoft | 3.64% |
| 2: Amazon | 3.12% |
| 3: Apple | 2.66% |
| 4: Us Treasury N/B 02.7500 08/15/2042 | 1.98% |
| 5: Us Treasury N/B 01.5000 03/31/2023 | 1.82% |
| 6: Alphabet | 1.74% |
| 7: Us Treasury N/B 02.1250 12/31/2022 | 1.59% |
| 8: Us Treasury N/B 02.0000 02/15/2022 | 1.55% |
| 9: Fnma Fn30 Ma4158 Umbs 02.0000 10/01/2050 | 1.49% |
| 10: Procter + Gamble Co | 1.40% |
| Holdings represent 20.99% of portfolio | |
| Top 10 holdings as of 08/31/20 | |
|---|---|
| 1: Microsoft | 3.78% |
| 2: Amazon | 3.31% |
| 3: Apple | 2.87% |
| 4: Us Treasury N/B 02.7500 08/15/2042 | 1.91% |
| 5: Alphabet | 1.88% |
| 6: Us Treasury N/B 01.5000 03/31/2023 | 1.78% |
| 7: Us Treasury N/B 02.1250 12/31/2022 | 1.54% |
| 8: Us Treasury N/B 02.0000 02/15/2022 | 1.50% |
| 9: Fnma Fn30 Ma4158 Umbs 02.0000 09/01/2050 | 1.44% |
| 10: Facebook | 1.37% |
| Holdings represent 21.38% of portfolio | |
| Top 10 holdings as of 07/31/20 | |
|---|---|
| 1: Microsoft | 3.60% |
| 2: Amazon | 3.20% |
| 3: Apple | 2.48% |
| 4: Us Treasury N/B 02.7500 08/15/2042 | 2.11% |
| 5: Us Treasury N/B 01.5000 03/31/2023 | 1.87% |
| 6: Alphabet | 1.87% |
| 7: Us Treasury N/B 02.1250 12/31/2022 | 1.62% |
| 8: Us Treasury N/B 02.0000 02/15/2022 | 1.59% |
| 9: Us Treasury N/B 03.0000 02/15/2047 | 1.57% |
| 10: Activision Blizzard | 1.55% |
| Holdings represent 21.46% of portfolio | |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| 1: Microsoft | 3.77% |
| 2: Amazon | 2.95% |
| 3: Apple | 2.28% |
| 4: Alphabet | 2.15% |
| 5: Us Treasury N/B 02.7500 08/15/2042 | 2.12% |
| 6: Us Treasury N/B 01.5000 03/31/2023 | 1.96% |
| 7: Us Treasury N/B 02.1250 12/31/2022 | 1.70% |
| 8: Us Treasury N/B 02.0000 02/15/2022 | 1.67% |
| 9: Activision Blizzard | 1.61% |
| 10: Us Treasury N/B 03.0000 02/15/2047 | 1.58% |
| Holdings represent 21.79% of portfolio | |
| 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% |
| MICROSOFT CORP SEDOL 2588173 | 3.77% | AMAZON.COM INC SEDOL 2000019 | 2.96% | APPLE INC SEDOL 2046251 | 2.28% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.15% | US TREASURY N/B 02.7500 08/15/2042 | 2.11% | US TREASURY N/B 01.5000 03/31/2023 | 1.95% | US TREASURY N/B 02.1250 12/31/2022 | 1.70% | US TREASURY N/B 02.0000 02/15/2022 | 1.65% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.61% | US TREASURY N/B 03.0000 02/15/2047 | 1.57% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.49% | US TREASURY N/B 01.6250 10/31/2023 | 1.48% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.29% | US TREASURY N/B 01.7500 06/30/2022 | 1.29% | HOME DEPOT INC SEDOL 2434209 | 1.22% | US TREASURY N/B 01.8750 11/30/2021 | 1.11% | FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 1.10% | ADOBE INC SEDOL 2008154 | 1.07% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.06% | NXP SEMICONDUCTORS NV SEDOL B505PN7 | 1.04% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.01% | US TREASURY N/B 01.7500 09/30/2022 | 0.99% | PEPSICO INC SEDOL 2681511 | 0.94% | CITIGROUP INC SEDOL 2297907 | 0.94% | ABBVIE INC SEDOL B92SR70 | 0.92% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.91% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.91% | UNION PACIFIC CORP SEDOL 2914734 | 0.88% | NVIDIA CORP SEDOL 2379504 | 0.85% | MASTERCARD INC - A SEDOL B121557 | 0.85% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.83% | S&P500 EMINI FUT SEP20 ESU0 | 0.79% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.79% | WALMART INC SEDOL 2936921 | 0.77% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.74% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.71% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.69% | CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.68% | JOHNSON & JOHNSON SEDOL 2475833 | 0.68% | NRG ENERGY INC SEDOL 2212922 | 0.64% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.62% | CIGNA CORP SEDOL BHJ0775 | 0.58% | SALESFORCE.COM INC SEDOL 2310525 | 0.56% | GNMA GII30 TBA 03.5000 07/01/2050 | 0.54% | NEXTERA ENERGY INC SEDOL 2328915 | 0.54% | FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 0.54% | EATON CORP PLC SEDOL B8KQN82 | 0.51% | CREE INC SEDOL 2232351 | 0.50% | MERCK & CO. INC. SEDOL 2778844 | 0.50% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.50% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.49% | TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.49% | EXELON CORP SEDOL 2670519 | 0.48% | TARGET CORP SEDOL 2259101 | 0.48% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.47% | FISERV INC SEDOL 2342034 | 0.46% | PRUDENTIAL PLC SEDOL 0709954 | 0.46% | BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.45% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.45% | HP INC SEDOL BYX4D52 | 0.43% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.42% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.42% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.41% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.41% | DANAHER CORP SEDOL 2250870 | 0.41% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.40% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.38% | T-MOBILE US INC SEDOL B94Q9V0 | 0.38% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.38% | KKR & CO INC SEDOL BG1FRR1 | 0.37% | SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.37% | AXA SA SEDOL 7088429 | 0.37% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.36% | FREEPORT-MCMORAN INC SEDOL 2352118 | 0.35% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.34% | E*TRADE FINANCIAL CORPORATION | 0.34% | WEX INC SEDOL B8383P2 | 0.34% | US TREASURY N/B 02.2500 11/15/2027 | 0.34% | COCA-COLA CO/THE SEDOL 2206657 | 0.34% | ABBOTT LABORATORIES SEDOL 2002305 | 0.34% | ALTRIA GROUP INC | 0.33% | US TREASURY N/B 02.7500 02/15/2024 | 0.33% | NIKE INC -CL B SEDOL 2640147 | 0.32% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.32% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.31% | BP PLC SEDOL 0798059 | 0.31% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.31% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.30% | INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.30% | ELI LILLY & CO SEDOL 2516152 | 0.29% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.29% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.28% | AMEREN CORPORATION SEDOL 2050832 | 0.28% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.27% | LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.27% | MORGAN STANLEY 04.3500 09/08/2026 | 0.27% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.26% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.26% | UNITED RENTALS INC SEDOL 2134781 | 0.26% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.26% | CARMAX INC SEDOL 2983563 | 0.26% | COSTAR GROUP INC SEDOL 2262864 | 0.25% | ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.25% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.25% | APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.24% | VERIZON COMM 04.3290 09/21/2028 | 0.24% | BIOGEN INC SEDOL 2455965 | 0.24% | MICROSOFT CORP 03.7000 08/08/2046 | 0.24% | CONAGRA BRANDS INC SEDOL 2215460 | 0.23% | PFIZER INC SEDOL 2684703 | 0.22% | CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.22% | ROYALTY PHARMA PLC- CL A SEDOL BMVP7Y0 | 0.21% | CENTENE CORP SEDOL 2807061 | 0.21% | NEWMONT CORP SEDOL 2636607 | 0.21% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.21% | GILEAD SCIENCES INC SEDOL 2369174 | 0.20% | BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.20% | UBS AG REGS 05.1250 05/15/2024 | 0.20% | FEDEX CORP SEDOL 2142784 | 0.20% | ANGLO AMER PLC SEDOL B1XZS82 | 0.20% | 3M CO | 0.19% | NETFLIX INC SEDOL 2857817 | 0.19% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.19% | TOTAL SA SEDOL B15C557 | 0.19% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.18% | STRYKER CORP SEDOL 2853688 | 0.18% | PHILLIPS 66 SEDOL B78C4Y8 | 0.18% | OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.18% | CITIGROUP INC 04.7500 05/18/2046 | 0.18% | DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.17% | AVANTOR INC SEDOL BJLT387 | 0.17% | YELLOW CAKE PLC 144A SEDOL BF50RG4 | 0.17% | QUILTER PLC SEDOL BDCXV26 | 0.17% | DTE ENERGY COMPANY SEDOL 2280220 | 0.16% | HASBRO INC SEDOL 2414580 | 0.16% | HUMANA INC SEDOL 2445063 | 0.16% | DEERE & CO SEDOL 2261203 | 0.16% | AIA GROUP LTD SEDOL B4TX8S1 | 0.16% | CITIGROUP INC 04.4500 09/29/2027 | 0.16% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.15% | DOW INC SEDOL BHXCF84 | 0.15% | LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.14% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.14% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.14% | WYNN RESORTS LTD SEDOL 2963811 | 0.13% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.13% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.13% | CIT GROUP INC. 05.2500 03/07/2025 | 0.13% | US BANCORP 03.0000 07/30/2029 | 0.13% | GENERAL ELECTRIC CO SEDOL 2380498 | 0.13% | AON PLC USD 04.2500 12/12/2042 | 0.12% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.12% | WEC ENERGY GROUP INC 02.5049 05/15/2067 | 0.12% | CIGNA CORP 03.7500 07/15/2023 | 0.12% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% | AMGEN INC SEDOL 2023607 | 0.12% | OUTFRONT MEDIA INC SEDOL BSP6611 | 0.12% | COMCAST CORP 03.4500 02/01/2050 | 0.12% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.12% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% | WILLIAMS COS INC SEDOL 2967181 | 0.12% | BALL CORP SEDOL 2073022 | 0.12% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% | PARKER HANNIFIN CORP SEDOL 2671501 | 0.12% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.12% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.11% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.11% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.11% | COOPER COS INC/THE SEDOL 2222631 | 0.11% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.11% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% | AT&T INC 02.3000 06/01/2027 | 0.11% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% | EQUINIX INC 03.2000 11/18/2029 | 0.11% | AT&T INC 04.1000 02/15/2028 | 0.11% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.11% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.11% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.10% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.10% | DASSAULT SYSTEMES SA SEDOL 5330047 | 0.10% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% | APPLE INC 04.3750 05/13/2045 | 0.10% | BOEING CO 04.8750 05/01/2025 | 0.10% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.10% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.10% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.10% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.10% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.10% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% | TJX COMPANIES INC SEDOL 2989301 | 0.09% | FISERV INC 04.2000 10/01/2028 | 0.09% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 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% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.09% | ZOETIS INC 03.9000 08/20/2028 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | AVERY DENNISON CORP SEDOL 2066408 | 0.09% | CAIRN ENERGY PLC SEDOL B74CDH8 | 0.09% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.09% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.09% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% | ORACLE CORP 02.6500 07/15/2026 | 0.08% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.08% | ARAMARK SEDOL BH3XG17 | 0.08% | AMAZON.COM INC 04.0500 08/22/2047 | 0.08% | CMS ENERGY CORP SEDOL 2219224 | 0.08% | ECOLAB INC SEDOL 2304227 | 0.08% | LNSTR 2015-3 AS P/P 144A 03.3604 04/20/2048 | 0.08% | ADVANCE AUTO PARTS | 0.08% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.08% | PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.08% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% | COMCAST CORP 03.9990 11/01/2049 | 0.08% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.08% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% | COMCAST CORP 03.1500 03/01/2026 | 0.08% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% | AT&T INC 04.3000 02/15/2030 | 0.08% | BOEING CO/THE SEDOL 2108601 | 0.08% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% | GSMS 2014-GC22 C 04.8467 06/10/2047 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.07% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.07% | BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.07% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.07% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.07% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.07% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.06% | LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.06% | MSC 2012-C4 D P/P 144A 05.5995 03/15/2045 | 0.06% | BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.06% | IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.06% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.06% | AIR LEASE CORP 03.0000 09/15/2023 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | AMGEN INC 04.6630 06/15/2051 | 0.06% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.06% | ALBEMARLE CORP SEDOL 2046853 | 0.06% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.06% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.06% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.06% | WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% | 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% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.05% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.05% | ZOETIS INC 03.0000 09/12/2027 | 0.05% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.05% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.05% | WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.05% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% | PACIFICORP 02.7000 09/15/2030 | 0.05% | AMAZON.COM INC 01.5000 06/03/2030 | 0.05% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% | PENN NATIONAL GAMING INC SEDOL 2682105 | 0.05% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% | ALPHABET INC 01.9980 08/15/2026 | 0.05% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.05% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% | LINDE PLC SEDOL BZ12WP8 | 0.05% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 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% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 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% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 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% | UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.04% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.04% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% | HCA INC 04.1250 06/15/2029 | 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 | 0.04% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.04% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.04% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.04% | VIACOMCBS INC 04.2000 06/01/2029 | 0.04% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.04% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.03% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | BROADCOM INC P/P 144A 03.4590 09/15/2026 | 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% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% | THE AES CORPORATION 05.1250 09/01/2027 | 0.03% | FOX CORP 03.0500 04/07/2025 | 0.03% | FOX CORP 04.0300 01/25/2024 | 0.03% | JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% | SUMMIT MATERIALS INC -CL A SEDOL BW9JPS4 | 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% | QVC INC 04.8500 04/01/2024 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% | CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 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% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.02% | FNMA FN30 995023 05.5000 08/01/2037 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% | CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | VMWARE INC 03.9000 08/21/2027 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | HCA INC 05.5000 06/15/2047 | 0.02% | MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 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% | WFRBS 2011-C3 D P/P 144A 05.8524 03/15/2044 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 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% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% | FNMA FN30 555591 05.5000 07/01/2033 | 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% | 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% | ENERGY TRAN PTNR 07.6000 02/01/2024 | 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% | AIR LEASE CORP 03.2500 10/01/2029 | 0.02% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% | COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 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 01.4345 07/25/2029 | 0.02% | FNMA FN30 995018 05.5000 06/01/2038 | 0.02% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.02% | SUNOCO LOGISTICS PARTNER 05.9500 12/01/2025 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.01% | FNMA FN30 889982 05.5000 11/01/2038 | 0.01% | GBP/USD 09/16/2020 BCAP-FX | 0.01% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | GBP/USD 09/16/2020 GSFX | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | COMM 2014-UBS6 C 04.5949 12/10/2047 | 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% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% | GBP/USD 09/16/2020 WPAC | 0.01% | ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | CITIGROUP INC 03.6680 07/24/2028 | 0.01% | CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.01% | HCA INC 05.0000 03/15/2024 | 0.01% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% | CAD/USD 07/15/2020 GSFX | 0.00% | CAD/USD 07/15/2020 UBS | 0.00% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.00% | GBP/USD 09/16/2020 BANKAM | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | EUR/USD 09/16/2020 HSBCB | 0.00% | FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% | CAD/USD 07/15/2020 SSBT | 0.00% | CHF/USD 09/16/2020 UBS | 0.00% | EUR/USD 09/16/2020 BCAP-FX | 0.00% | EUR/USD 09/16/2020 UBS | 0.00% | EUR/USD 09/16/2020 WPAC | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | HKD/USD 08/19/2020 SSBT | 0.00% | EUR/USD 09/16/2020 CITI | -0.00% | CHF/USD 09/16/2020 JPMCB | -0.00% | GBP/USD 09/16/2020 SSBT | -0.00% | CAD/USD 07/15/2020 CITI | -0.00% | GBP/USD 09/16/2020 UBS | -0.00% | GBP/USD 09/16/2020 CITI | -0.00% | GBP/USD 09/16/2020 JPMCB | -0.00% | CAD/USD 07/15/2020 BCAP-FX | -0.01% | CAD/USD 07/15/2020 JPMCB | -0.01% | GNMA GII30 TBA 04.5000 07/01/2050 | -0.55% |
Portfolio Composition as of 09/30/20
| Common stock | 60.47% |
| Corporate bonds and notes | 15.28% |
| Treasury | 12.77% |
| Agency pass-through | 7.47% |
| Cash and net other assets | 3.39% |
| Commercial MBS | 0.51% |
| Municipal bonds | 0.10% |
| 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 09/30/20
| Information technology | 27.37% |
|---|---|
| Health care | 13.39% |
| Consumer discretionary | 11.87% |
| Industrials | 9.43% |
| Communication services | 9.28% |
| Financials | 8.37% |
| Consumer staples | 7.43% |
| Cash and net other assets | 3.39% |
| Utilities | 3.24% |
| Other | 6.23% |
0