‡ 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)
- Andrew Benson (Investing since 2008)
- Paul D. Scanlon, CFA (Investing since 1986)
Lipper ranking ‡ as of 08/31/21
Category: BALANCED FUNDS
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 13% | 15/118 |
| 1 yr. | 56% | 90/162 |
| 3 yrs. | 9% | 13/156 |
| 5 yrs. | 13% | 17/137 |
Risk characteristics as of 08/31/21
| Avg. Eff. Maturity | 8.42 |
| Avg. Eff. Duration | 6.39 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | 2.03 |
| Beta | 0.63 |
| R squared | 0.98 |
| Standard deviation (3 yrs.) | 11.65 |
Maturity details
| 0 to 1 yr. | 3.19% |
| 1 to 5 yrs. | 40.53% |
| 5 to 10 yrs. | 36.93% |
| 10 to 15 yrs. | 2.19% |
| Over 15 yrs. | 17.16% |
Quality ratings
| AAA | 57.29% |
| AA | 3.27% |
| A | 10.56% |
| BBB | 23.76% |
| BB | 2.49% |
| CCC and Below | 0.04% |
| Not Rated | 2.59% |
Quick facts as of 08/31/21
| Fiscal Year End | December |
| Asset Class | Putnam Capital Manager |
| Subaccount Status | Open to new investors |
| Number of issues | 485 |
| Turnover (fiscal year end) | 113% |
| Net Assets | $249M |
| Inception Date | 04/30/98 |
Holdings
| Microsoft | 4.08% |
| Alphabet | 3.54% |
| Amazon | 3.13% |
| Apple | 2.57% |
| 2.03% | |
| Us Treasury N/B 02.7500 08/15/2042 | 1.58% |
| Us Treasury N/B 01.1250 02/28/2025 | 1.48% |
| Us Treasury N/B 02.7500 02/15/2024 | 1.48% |
| Citigroup | 1.36% |
| Nvidia | 1.35% |
| Top 10 holdings, total: | 22.60% |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| 1: Microsoft | 4.08% |
| 2: Alphabet | 3.54% |
| 3: Amazon | 3.13% |
| 4: Apple | 2.57% |
| 5: Facebook | 2.03% |
| 6: Us Treasury N/B 02.7500 08/15/2042 | 1.58% |
| 7: Us Treasury N/B 01.1250 02/28/2025 | 1.48% |
| 8: Us Treasury N/B 02.7500 02/15/2024 | 1.48% |
| 9: Citigroup | 1.36% |
| 10: Nvidia | 1.35% |
| Holdings represent 22.60% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| 1: Microsoft | 3.91% |
| 2: Alphabet | 3.34% |
| 3: Amazon | 3.03% |
| 4: Apple | 2.50% |
| 5: Facebook | 1.91% |
| 6: Us Treasury N/B 02.7500 08/15/2042 | 1.62% |
| 7: Us Treasury N/B 01.5000 03/31/2023 | 1.53% |
| 8: Us Treasury N/B 02.7500 02/15/2024 | 1.52% |
| 9: Us Treasury N/B 01.1250 02/28/2025 | 1.51% |
| 10: Citigroup | 1.30% |
| Holdings represent 22.17% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| 1: Microsoft | 3.86% |
| 2: Amazon | 3.10% |
| 3: Alphabet | 2.94% |
| 4: Apple | 2.71% |
| 5: Facebook | 1.76% |
| 6: Us Treasury N/B 02.7500 08/15/2042 | 1.60% |
| 7: Us Treasury N/B 01.5000 03/31/2023 | 1.56% |
| 8: Us Treasury N/B 02.7500 02/15/2024 | 1.54% |
| 9: Us Treasury N/B 01.1250 02/28/2025 | 1.53% |
| 10: Citigroup | 1.39% |
| Holdings represent 21.99% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| 1: Microsoft | 3.61% |
| 2: Amazon | 2.95% |
| 3: Alphabet | 2.89% |
| 4: Apple | 2.51% |
| 5: Facebook | 1.69% |
| 6: Us Treasury N/B 01.5000 03/31/2023 | 1.59% |
| 7: Us Treasury N/B 02.7500 02/15/2024 | 1.57% |
| 8: Citigroup | 1.57% |
| 9: Us Treasury N/B 02.7500 08/15/2042 | 1.48% |
| 10: Us Treasury N/B 02.1250 12/31/2022 | 1.38% |
| Holdings represent 21.24% of portfolio | |
| MICROSOFT CORP SEDOL 2588173 | 3.86% | AMAZON.COM INC SEDOL 2000019 | 3.10% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.94% | APPLE INC SEDOL 2046251 | 2.71% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.76% | US TREASURY N/B 02.7500 08/15/2042 | 1.58% | US TREASURY N/B 01.5000 03/31/2023 | 1.56% | US TREASURY N/B 02.7500 02/15/2024 | 1.53% | US TREASURY N/B 01.1250 02/28/2025 | 1.52% | CITIGROUP INC SEDOL 2297907 | 1.39% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.35% | NVIDIA CORP SEDOL 2379504 | 1.25% | US TREASURY N/B 01.6250 10/31/2023 | 1.17% | HOME DEPOT INC SEDOL 2434209 | 1.17% | FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 1.17% | US TREASURY N/B 00.2500 06/15/2023 | 1.14% | US TREASURY N/B 02.3750 08/15/2024 | 1.12% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 1.07% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.04% | US TREASURY N/B 02.2500 11/15/2027 | 1.04% | MASTERCARD INC - A SEDOL B121557 | 1.00% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.97% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.95% | ADOBE INC SEDOL 2008154 | 0.94% | FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.89% | UNION PACIFIC CORP SEDOL 2914734 | 0.88% | EXXON MOBIL CORP SEDOL 2326618 | 0.82% | US TREASURY N/B 01.2500 05/15/2050 | 0.82% | NRG ENERGY INC SEDOL 2212922 | 0.80% | US TREASURY N/B 02.1250 12/31/2022 | 0.80% | TESLA INC SEDOL B616C79 | 0.79% | FNMA FN30 BP3443 UMBS 02.5000 05/01/2051 | 0.78% | PEPSICO INC SEDOL 2681511 | 0.78% | NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.76% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.75% | S&P500 EMINI FUT SEP21 ESU1 | 0.71% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.69% | ABBVIE INC SEDOL B92SR70 | 0.67% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.66% | T-MOBILE US INC SEDOL B94Q9V0 | 0.62% | WALMART INC SEDOL 2936921 | 0.62% | ORACLE CORP SEDOL 2661568 | 0.61% | FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.58% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.58% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.57% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.56% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.55% | KKR & CO INC SEDOL BG1FRR1 | 0.54% | TARGET CORP SEDOL 2259101 | 0.53% | DANAHER CORP SEDOL 2250870 | 0.53% | APPLIED MATERIALS INC SEDOL 2046552 | 0.53% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.53% | PRUDENTIAL PLC SEDOL 0709954 | 0.50% | EVOLUTION AB SEDOL BJXSCH4 | 0.49% | EATON CORP PLC SEDOL B8KQN82 | 0.48% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.47% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.47% | ABBOTT LABORATORIES SEDOL 2002305 | 0.46% | SEA LTD-ADR SEDOL BYWD7L4 | 0.46% | JOHNSON & JOHNSON SEDOL 2475833 | 0.44% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.44% | US TREASURY N/B 01.6250 02/15/2026 | 0.44% | US TREASURY N/B 03.0000 02/15/2047 | 0.43% | COCA-COLA CO/THE SEDOL 2206657 | 0.42% | GNMA GII30 BX9597 02.0000 01/20/2051 | 0.42% | ON SEMICONDUCTOR CORP SEDOL 2583576 | 0.42% | APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.41% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.41% | EXELON CORP SEDOL 2670519 | 0.41% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.40% | FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.40% | MORGAN STANLEY | 0.40% | NEXTERA ENERGY INC SEDOL 2328915 | 0.40% | AXA SA SEDOL 7088429 | 0.39% | CLIMATE CHANGE CRISI | 0.37% | CIGNA CORP SEDOL BHJ0775 | 0.36% | ELI LILLY & CO SEDOL 2516152 | 0.35% | NIKE INC -CL B SEDOL 2640147 | 0.34% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.34% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.31% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.31% | EMERSON ELECTRIC CO SEDOL 2313405 | 0.30% | BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.29% | BIOGEN INC SEDOL 2455965 | 0.29% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.28% | QUILTER PLC SEDOL BDCXV26 | 0.28% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.28% | VONTIER CORP SEDOL BH4GV32 | 0.27% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.27% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.26% | DEERE & CO SEDOL 2261203 | 0.25% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.25% | MERCK & CO. INC. SEDOL 2778844 | 0.25% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.25% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.24% | PFIZER INC SEDOL 2684703 | 0.24% | AVERY DENNISON CORP SEDOL 2066408 | 0.24% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.24% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.24% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.23% | ANTHEM INC SEDOL BSPHGL4 | 0.23% | CARMAX INC SEDOL 2983563 | 0.22% | FNMA FN30 BR9082 UMBS 02.5000 04/01/2051 | 0.22% | UNITED RENTALS INC SEDOL 2134781 | 0.22% | WALT DISNEY CO/THE SEDOL 2270726 | 0.22% | MORGAN STANLEY 04.3500 09/08/2026 | 0.21% | DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.21% | ROYAL DUTCH SHELL PLC-A SHS SEDOL B03MLX2 | 0.21% | AIA GROUP LTD SEDOL B4TX8S1 | 0.20% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.20% | DEXCOM INC SEDOL B0796X4 | 0.20% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.19% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.19% | LINDE PLC SEDOL BZ12WP8 | 0.19% | TJX COMPANIES INC SEDOL 2989301 | 0.19% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.19% | ALTRIA GROUP INC | 0.19% | PULTEGROUP INC SEDOL 2708841 | 0.18% | GNMA GII30 CB2835 03.5000 04/20/2051 | 0.18% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.18% | CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.18% | MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.18% | AMEREN CORPORATION SEDOL 2050832 | 0.18% | CSX CORP SEDOL 2160753 | 0.18% | APPLE INC 02.8000 02/08/2061 | 0.17% | GENERAL ELECTRIC CO SEDOL 2380498 | 0.17% | FNMA FN30 BP9872 UMBS 02.5000 07/01/2050 | 0.17% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.17% | BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.17% | FNMA FN30 BR9622 UMBS 02.5000 05/01/2051 | 0.17% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.17% | US TREASURY N/B 01.5000 02/15/2030 | 0.17% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% | COSTAR GROUP INC SEDOL 2262864 | 0.17% | CVS HEALTH CORP SEDOL 2577609 | 0.17% | CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.17% | BROADCOM INC 04.1500 11/15/2030 | 0.17% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.17% | PENN NATIONAL GAMING INC SEDOL 2682105 | 0.16% | UBS AG REGS 05.1250 05/15/2024 | 0.16% | COOPER COS INC/THE SEDOL 2222631 | 0.16% | MICROSOFT CORP 02.9210 03/17/2052 | 0.16% | AMGEN INC SEDOL 2023607 | 0.16% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.16% | TOTALENERGIES SE SEDOL B15C557 | 0.16% | INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.15% | MSBAM 2016-C28 A4 03.5440 01/15/2049 | 0.15% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.15% | IRONWOOD PHARMACEUTICALS INC SEDOL B3MZ6K5 | 0.15% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% | ABBVIE INC 03.2000 11/21/2029 | 0.14% | CITIGROUP INC 04.7500 05/18/2046 | 0.14% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.14% | NEWMONT CORP SEDOL 2636607 | 0.14% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.14% | GNMA GII30 CB2964 03.5000 04/20/2051 | 0.14% | GENERAL MOTORS CO SEDOL B665KZ5 | 0.13% | GILEAD SCIENCES INC SEDOL 2369174 | 0.13% | CITIGROUP INC 04.4500 09/29/2027 | 0.12% | CORTEVA INC SEDOL BK73B42 | 0.12% | AT&T INC 03.3000 02/01/2052 | 0.12% | CGCMT 2018-B2 A4 04.0090 03/10/2051 | 0.12% | INTUITIVE SURGICAL INC SEDOL 2871301 | 0.12% | ARAMARK SEDOL BH3XG17 | 0.12% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.12% | WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.12% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.11% | CIT GROUP INC. 05.2500 03/07/2025 | 0.11% | FREEPORT-MCMORAN INC SEDOL 2352118 | 0.11% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.11% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% | HASBRO INC SEDOL 2414580 | 0.11% | AON PLC 04.2500 12/12/2042 | 0.10% | HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.10% | MCKESSON CORP SEDOL 2378534 | 0.10% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.10% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% | BOEING CO/THE SEDOL 2108601 | 0.10% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% | US BANCORP 03.0000 07/30/2029 | 0.10% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.10% | NETFLIX INC 04.3750 11/15/2026 | 0.10% | DOW INC SEDOL BHXCF84 | 0.10% | PHILLIPS 66 SEDOL B78C4Y8 | 0.10% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.10% | ORACLE CORP 03.6500 03/25/2041 | 0.10% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% | LIMITED BRANDS INC | 0.10% | VERIZON COMM 04.3290 09/21/2028 | 0.10% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.10% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.10% | BALL CORP SEDOL 2073022 | 0.09% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.09% | CENTERPOINT ENERGY INC SEDOL 2440637 | 0.09% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.09% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.09% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.09% | LENNAR CORP 04.7500 11/29/2027 | 0.09% | ADVANCE AUTO PARTS | 0.09% | COMCAST CORP 03.4500 02/01/2050 | 0.09% | ECOLAB INC SEDOL 2304227 | 0.09% | GNMA GII30 CB2832 03.5000 04/20/2051 | 0.09% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.09% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.09% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.09% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.09% | FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.09% | AT&T INC 02.3000 06/01/2027 | 0.09% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.09% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.09% | CAE INC SEDOL 2162760 | 0.09% | CITIGROUP INC 03.8750 02/18/2051 | 0.09% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.09% | EQUINIX INC 03.2000 11/18/2029 | 0.09% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.08% | MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.08% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% | FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.08% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% | MSC 2012-C4 D 144A 05.6005 03/15/2045 | 0.08% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.08% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.08% | SERVICENOW INC 01.4000 09/01/2030 | 0.08% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.08% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.08% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.08% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.07% | FISERV INC 04.2000 10/01/2028 | 0.07% | ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.07% | ZOETIS INC 03.9000 08/20/2028 | 0.07% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.07% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% | FHLMC FR30 QB1971 UMBS 02.5000 07/01/2050 | 0.07% | GSMS 2014-GC22 C 04.8457 06/10/2047 | 0.07% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | AMAZON.COM INC 04.0500 08/22/2047 | 0.06% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% | VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.06% | COMCAST CORP 03.9990 11/01/2049 | 0.06% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.06% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.06% | FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.06% | AT&T INC 02.2500 02/01/2032 | 0.06% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% | MSC 2018-L1 A4 04.4070 10/15/2051 | 0.06% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | ALPHABET INC 02.2500 08/15/2060 | 0.06% | SOARING EAGLE PIPE P/P | 0.06% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.06% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.06% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.06% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.06% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.05% | CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.05% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.05% | BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.05% | FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.05% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | AIR LEASE CORP 03.0000 09/15/2023 | 0.05% | DIVERSEY HOLDINGS LTD SEDOL BNTJ2L3 | 0.05% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | BOEING CO 05.9300 05/01/2060 | 0.05% | COMCAST CORP 02.3500 01/15/2027 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.05% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.05% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.05% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% | FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.05% | OSHKOSH CORP 04.6000 05/15/2028 | 0.05% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 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 | 0.04% | GNMA GII30 CB2833 03.5000 04/20/2051 | 0.04% | AMGEN INC 04.6630 06/15/2051 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.04% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.04% | CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.04% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.04% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.04% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.04% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.04% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% | ZOETIS INC 03.0000 09/12/2027 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | FISERV INC 03.5000 07/01/2029 | 0.04% | 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% | BUNGE LTD SEDOL 2788713 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% | BANK 2019-BN19 AS 03.4460 08/15/2061 | 0.04% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% | PACIFICORP 02.7000 09/15/2030 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.04% | AMAZON.COM INC 01.5000 06/03/2030 | 0.04% | 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% | GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | L3HARRIS TECH INC 01.8000 01/15/2031 | 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% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.03% | FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.03% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.03% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% | HCA INC 05.2500 06/15/2026 | 0.03% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.03% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% | JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | HCA INC 04.1250 06/15/2029 | 0.03% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.03% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.03% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% | MICROSOFT CORP 02.4000 08/08/2026 | 0.03% | MOODY'S CORPORATION 02.5500 08/18/2060 | 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% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.03% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.02% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% | QVC INC 04.8500 04/01/2024 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 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% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.02% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% | FNMA FN30 734836 05.0000 08/01/2033 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 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% | HCA INC 03.5000 07/15/2051 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | GBP/USD 09/15/2021 BCAP-FX | 0.02% | GBP/USD 09/15/2021 GSFX | 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% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | WFRBS 2011-C3 D 144A 05.5199 03/15/2044 | 0.02% | AMGEN INC 02.6000 08/19/2026 | 0.02% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.02% | LNSTR 2015-3 AS 144A 03.3670 04/20/2048 | 0.02% | SEK/USD 09/15/2021 BCAP-FX | 0.02% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | ENERGY TRANSFER LP 07.6000 02/01/2024 | 0.01% | FNMA FN30 995023 05.5000 08/01/2037 | 0.01% | GBP/USD 09/15/2021 WPAC | 0.01% | AIR LEASE CORP 04.6250 10/01/2028 | 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% | FNMA FN30 555591 05.5000 07/01/2033 | 0.01% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.01% | CAS 2017-C01 1EB1 01.3415 07/25/2029 | 0.01% | ENERGY TRANSFER LP 05.9500 12/01/2025 | 0.01% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 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% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% | PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | COMCAST CORP 03.1500 03/01/2026 | 0.01% | COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.01% | FNMA FN30 995018 05.5000 06/01/2038 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | FNMA FN30 889982 05.5000 11/01/2038 | 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% | 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% | CAD/USD 07/21/2021 GSFX | 0.01% | EUR/USD 09/15/2021 BCAP-FX | 0.01% | EUR/USD 09/15/2021 CITI | 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 | 0.00% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% | HCA INC 05.0000 03/15/2024 | 0.00% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% | DKK/USD 09/15/2021 CITI | 0.00% | EUR/USD 09/15/2021 HSBCB | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | SEK/USD 09/15/2021 BANKAM | 0.00% | SEK/USD 09/15/2021 UBS | 0.00% | CAD/USD 07/21/2021 UBS | 0.00% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% | GBP/USD 09/15/2021 BANKAM | 0.00% | THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GBP/USD 09/15/2021 MSCIL | 0.00% | HKD/USD 08/18/2021 SSBT | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | EUR/USD 09/15/2021 UBS | -0.00% | EUR/USD 09/15/2021 WPAC | -0.00% | CAD/USD 07/21/2021 JPMCB | -0.00% | CAD/USD 07/21/2021 SSBT | -0.00% | CAD/USD 07/21/2021 BCAP-FX | -0.00% | CAD/USD 07/21/2021 CITI | -0.00% | CAD/USD 07/21/2021 WPAC | -0.00% | GBP/USD 09/15/2021 HSBCB | -0.00% | GBP/USD 09/15/2021 SSBT | -0.00% | GBP/USD 09/15/2021 UBS | -0.00% | GBP/USD 09/15/2021 CITI | -0.01% | GBP/USD 09/15/2021 JPMCB | -0.01% | FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -0.42% | GNMA GII30 TBA 04.5000 07/01/2051 | -0.44% |
| MICROSOFT CORP SEDOL 2588173 | 3.64% | APPLE INC SEDOL 2046251 | 2.71% | AMAZON.COM INC SEDOL 2000019 | 2.68% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.46% | US TREASURY N/B 01.5000 03/31/2023 | 1.65% | US TREASURY N/B 02.7500 02/15/2024 | 1.62% | US TREASURY N/B 02.3750 08/15/2024 | 1.59% | CITIGROUP INC SEDOL 2297907 | 1.54% | US TREASURY N/B 02.7500 08/15/2042 | 1.50% | US TREASURY N/B 01.5000 02/15/2030 | 1.47% | US TREASURY N/B 02.1250 12/31/2022 | 1.43% | FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 1.26% | US TREASURY N/B 01.6250 10/31/2023 | 1.25% | HOME DEPOT INC SEDOL 2434209 | 1.23% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.21% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.17% | NXP SEMICONDUCTORS NV SEDOL B505PN7 | 1.11% | US TREASURY N/B 01.7500 06/30/2022 | 1.08% | S&P500 EMINI FUT JUN21 ESM1 | 1.04% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.02% | MASTERCARD INC - A SEDOL B121557 | 1.02% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.02% | FISERV INC SEDOL 2342034 | 1.00% | US TREASURY N/B 01.1250 02/28/2025 | 1.00% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.97% | UNION PACIFIC CORP SEDOL 2914734 | 0.95% | FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 0.95% | US TREASURY N/B 01.7500 09/30/2022 | 0.83% | ADOBE INC SEDOL 2008154 | 0.83% | TESLA INC SEDOL B616C79 | 0.83% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.80% | NUANCE COMMUNICATIONS INC SEDOL 2402121 | 0.80% | PEPSICO INC SEDOL 2681511 | 0.79% | EXXON MOBIL CORP SEDOL 2326618 | 0.76% | APPLIED MATERIALS INC SEDOL 2046552 | 0.74% | US TREASURY N/B 01.2500 05/15/2050 | 0.73% | ABBVIE INC SEDOL B92SR70 | 0.73% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.70% | NRG ENERGY INC SEDOL 2212922 | 0.70% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.70% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.68% | ON SEMICONDUCTOR CORP SEDOL 2583576 | 0.64% | WALMART INC SEDOL 2936921 | 0.61% | T-MOBILE US INC SEDOL B94Q9V0 | 0.61% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.58% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.57% | ABBOTT LABORATORIES SEDOL 2002305 | 0.56% | PRUDENTIAL PLC SEDOL 0709954 | 0.56% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.55% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.54% | THOMSON REUTERS CORP SEDOL BFXPT09 | 0.54% | JOHNSON & JOHNSON SEDOL 2475833 | 0.51% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.50% | EATON CORP PLC SEDOL B8KQN82 | 0.49% | KKR & CO INC SEDOL BG1FRR1 | 0.47% | US TREASURY N/B 01.6250 02/15/2026 | 0.47% | US TREASURY N/B 03.0000 02/15/2047 | 0.46% | GNMA GII30 TBA 03.5000 04/01/2051 | 0.46% | TARGET CORP SEDOL 2259101 | 0.46% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.46% | EXELON CORP SEDOL 2670519 | 0.45% | ORACLE CORP SEDOL 2661568 | 0.44% | CIGNA CORP SEDOL BHJ0775 | 0.44% | COCA-COLA CO/THE SEDOL 2206657 | 0.44% | GNMA GII30 BX9597 02.0000 01/20/2051 | 0.44% | FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.44% | AXA SA SEDOL 7088429 | 0.44% | NEXTERA ENERGY INC SEDOL 2328915 | 0.44% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.43% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.43% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.41% | DANAHER CORP SEDOL 2250870 | 0.40% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.40% | ELI LILLY & CO SEDOL 2516152 | 0.38% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.38% | WALT DISNEY CO/THE SEDOL 2270726 | 0.37% | SEA LTD-ADR SEDOL BYWD7L4 | 0.37% | MORGAN STANLEY | 0.36% | CLIMATE CHANGE CRISI | 0.36% | NIKE INC -CL B SEDOL 2640147 | 0.34% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.32% | QUILTER PLC SEDOL BDCXV26 | 0.31% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.31% | APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.31% | ALTRIA GROUP INC | 0.30% | EMERSON ELECTRIC CO SEDOL 2313405 | 0.30% | DEERE & CO SEDOL 2261203 | 0.30% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.29% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.29% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.29% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.29% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.29% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.28% | VONTIER CORP SEDOL BH4GV32 | 0.27% | MERCK & CO. INC. SEDOL 2778844 | 0.27% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.26% | AVERY DENNISON CORP SEDOL 2066408 | 0.26% | DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.25% | PFIZER INC SEDOL 2684703 | 0.25% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.24% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.24% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.24% | CARMAX INC SEDOL 2983563 | 0.24% | UNITED RENTALS INC SEDOL 2134781 | 0.24% | ANTHEM INC SEDOL BSPHGL4 | 0.23% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.23% | AMEREN CORPORATION SEDOL 2050832 | 0.22% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.22% | MORGAN STANLEY 04.3500 09/08/2026 | 0.22% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.22% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.21% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.21% | AMGEN INC SEDOL 2023607 | 0.20% | BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.20% | BIOGEN INC SEDOL 2455965 | 0.20% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.20% | TJX COMPANIES INC SEDOL 2989301 | 0.20% | AIA GROUP LTD SEDOL B4TX8S1 | 0.19% | CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.19% | ROYAL DUTCH SHELL PLC-A SHS SEDOL B03MLX2 | 0.19% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.19% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.19% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.19% | CSX CORP SEDOL 2160753 | 0.18% | SOUTHERN CO/THE SEDOL 2829601 | 0.18% | BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.18% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.18% | GENERAL ELECTRIC CO SEDOL 2380498 | 0.18% | COSTAR GROUP INC SEDOL 2262864 | 0.18% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.18% | CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.18% | UBS AG REGS 05.1250 05/15/2024 | 0.17% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.17% | TOTAL SE SEDOL B15C557 | 0.17% | APPLE INC 02.8000 02/08/2061 | 0.17% | BROADCOM INC 04.1500 11/15/2030 | 0.17% | DEXCOM INC SEDOL B0796X4 | 0.17% | VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.17% | NEWMONT CORP SEDOL 2636607 | 0.16% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.16% | MICROSOFT CORP 02.9210 03/17/2052 | 0.16% | MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.16% | INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.15% | PENN NATIONAL GAMING INC SEDOL 2682105 | 0.15% | ABBVIE INC 03.2000 11/21/2029 | 0.15% | DOW INC SEDOL BHXCF84 | 0.15% | HUMANA INC SEDOL 2445063 | 0.14% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.14% | ARAMARK SEDOL BH3XG17 | 0.14% | CITIGROUP INC 04.7500 05/18/2046 | 0.14% | CORTEVA INC SEDOL BK73B42 | 0.14% | GENERAL MOTORS CO SEDOL B665KZ5 | 0.14% | FREEPORT-MCMORAN INC SEDOL 2352118 | 0.14% | BOEING CO/THE SEDOL 2108601 | 0.13% | CITIGROUP INC 04.4500 09/29/2027 | 0.13% | COOPER COS INC/THE SEDOL 2222631 | 0.13% | KKR & CO INC 06.0000 CUM CV PFD | 0.12% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.12% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.12% | HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.12% | AT&T INC 03.3000 02/01/2052 | 0.12% | CIT GROUP INC. 05.2500 03/07/2025 | 0.12% | WEC ENERGY GROUP INC 02.3063 05/15/2067 | 0.12% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.12% | HASBRO INC SEDOL 2414580 | 0.11% | PULTEGROUP INC SEDOL 2708841 | 0.11% | MCKESSON CORP SEDOL 2378534 | 0.11% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% | T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.11% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.11% | BALL CORP SEDOL 2073022 | 0.11% | FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.11% | AVANTOR INC SEDOL BJLT387 | 0.11% | US BANCORP 03.0000 07/30/2029 | 0.11% | NETFLIX INC 04.3750 11/15/2026 | 0.10% | AON PLC 04.2500 12/12/2042 | 0.10% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.10% | PENTAIR PLC SEDOL BLS09M3 | 0.10% | HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.10% | PHILLIPS 66 SEDOL B78C4Y8 | 0.10% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% | VERIZON COMM 04.3290 09/21/2028 | 0.10% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.10% | ORACLE CORP 03.6500 03/25/2041 | 0.10% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.10% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.10% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.10% | LENNAR CORP 04.7500 11/29/2027 | 0.10% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.09% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.09% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.09% | AT&T INC 02.3000 06/01/2027 | 0.09% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.09% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.09% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.09% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.09% | COMCAST CORP 03.4500 02/01/2050 | 0.09% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.09% | CITIGROUP INC 03.8750 02/18/2051 | 0.09% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.09% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.09% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.09% | EQUINIX INC 03.2000 11/18/2029 | 0.09% | EXACT SCIENCES CORP SEDOL 2719951 | 0.09% | MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.09% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.09% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% | ADVANCE AUTO PARTS | 0.08% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.08% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% | ECOLAB INC SEDOL 2304227 | 0.08% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.08% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.08% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | FEDEX CORP SEDOL 2142784 | 0.08% | SERVICENOW INC 01.4000 09/01/2030 | 0.08% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.08% | ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.08% | NUTRIEN LTD USD 02.9500 05/13/2030 | 0.08% | FISERV INC 04.2000 10/01/2028 | 0.08% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% | BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.07% | LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.07% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.07% | GSMS 2014-GC22 C 04.6921 06/10/2047 | 0.07% | ZOETIS INC 03.9000 08/20/2028 | 0.07% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% | AMERISOURCEBERGEN CORP | 0.07% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% | MSC 2012-C4 D P/P 144A 05.4195 03/15/2045 | 0.07% | LNSTR 2015-3 AS P/P 144A 03.1733 04/20/2048 | 0.07% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.07% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% | VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.06% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.06% | AMAZON.COM INC 04.0500 08/22/2047 | 0.06% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% | COMCAST CORP 03.1500 03/01/2026 | 0.06% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.06% | COMCAST CORP 03.9990 11/01/2049 | 0.06% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.06% | AT&T INC 04.3000 02/15/2030 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% | BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.06% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.06% | ALPHABET INC 02.2500 08/15/2060 | 0.06% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.06% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.06% | CAE INC SEDOL 2162760 | 0.06% | CIGNA CORP 03.7500 07/15/2023 | 0.06% | CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.06% | IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.06% | INNOVIVA INC SEDOL BDDXF67 | 0.05% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% | AIR LEASE CORP 03.0000 09/15/2023 | 0.05% | BUNGE LTD SEDOL 2788713 | 0.05% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.05% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.05% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% | OSHKOSH CORP 04.6000 05/15/2028 | 0.05% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% | AMAZON.COM INC 03.1500 08/22/2027 | 0.05% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.05% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.05% | WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.05% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.05% | T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.05% | AMGEN INC 04.6630 06/15/2051 | 0.04% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.04% | BOEING CO 04.8750 05/01/2025 | 0.04% | CAIRN ENERGY PLC SEDOL BN0SMB9 | 0.04% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.04% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% | ZOETIS INC 03.0000 09/12/2027 | 0.04% | DIVERSEY HOLDINGS LTD SEDOL BNTJ2L3 | 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% | FISERV INC 03.5000 07/01/2029 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% | PACIFICORP 02.7000 09/15/2030 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.04% | AMAZON.COM INC 01.5000 06/03/2030 | 0.04% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.04% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.04% | HCA INC 05.2500 06/15/2026 | 0.03% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% | TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.03% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% | JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.03% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% | HCA INC 04.1250 06/15/2029 | 0.03% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | MICROSOFT CORP 02.4000 08/08/2026 | 0.03% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.03% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.03% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.03% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.03% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.03% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 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% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.02% | QVC INC 04.8500 04/01/2024 | 0.02% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% | FNMA FN30 734836 05.0000 08/01/2033 | 0.02% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% | CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% | CVS HEALTH CORP 04.7800 03/25/2038 | 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% | CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.02% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 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% | HCA INC. 05.5000 06/15/2047 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% | WFRBS 2011-C3 D P/P 144A 05.8490 03/15/2044 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 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% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% | FNMA FN30 995023 05.5000 08/01/2037 | 0.02% | AMGEN INC 02.6000 08/19/2026 | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.02% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.02% | AIR LEASE CORP 03.2500 10/01/2029 | 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% | FNMA FN30 555591 05.5000 07/01/2033 | 0.01% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | AIR LEASE CORP 04.6250 10/01/2028 | 0.01% | CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% | SUNOCO LOGISTICS PARTNER 05.9500 12/01/2025 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | GBP/USD 06/16/2021 BCAP-FX | 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% | PROLOGIS LP 02.1250 04/15/2027 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.01% | FNMA FN30 995018 05.5000 06/01/2038 | 0.01% | GBP/USD 06/16/2021 GSFX | 0.01% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% | GBP/USD 06/16/2021 WPAC | 0.01% | COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.01% | FNMA FN30 889982 05.5000 11/01/2038 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 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% | ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 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% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | CITIGROUP INC 03.6680 07/24/2028 | 0.00% | HCA INC 05.0000 03/15/2024 | 0.00% | BGC PARTNERS INC 05.1250 05/27/2021 | 0.00% | EUR/USD 06/16/2021 BCAP-FX | 0.00% | EUR/USD 06/16/2021 CITI | 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% | EUR/USD 06/16/2021 HSBCB | 0.00% | CAD/USD 04/21/2021 GSFX | 0.00% | CAD/USD 04/21/2021 UBS | 0.00% | CAD/USD 04/21/2021 CITI | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GBP/USD 06/16/2021 BANKAM | 0.00% | HKD/USD 05/20/2021 SSBT | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | CAD/USD 04/21/2021 JPMCB | -0.00% | CAD/USD 04/21/2021 WPAC | -0.00% | EUR/USD 06/16/2021 UBS | -0.00% | EUR/USD 06/16/2021 WPAC | -0.00% | CAD/USD 04/21/2021 BCAP-FX | -0.00% | GBP/USD 06/16/2021 HSBCB | -0.00% | GBP/USD 06/16/2021 SSBT | -0.00% | GBP/USD 06/16/2021 UBS | -0.00% | GBP/USD 06/16/2021 CITI | -0.00% | GBP/USD 06/16/2021 JPMCB | -0.00% | CAD/USD 04/21/2021 SSBT | -0.00% | FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -0.44% | GNMA GII30 TBA 04.5000 04/01/2051 | -0.47% |
Portfolio Composition as of 08/31/21
| Common stock | 62.89% |
| Corporate bonds and notes | 14.49% |
| Treasury | 13.07% |
| Agency pass-through | 6.97% |
| Cash and net other assets | 1.70% |
| Commercial MBS | 0.79% |
| Municipal bonds | 0.08% |
| 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 08/31/21
| Information technology | 25.04% |
|---|---|
| Consumer discretionary | 14.67% |
| Health care | 12.94% |
| Financials | 11.09% |
| Communication services | 10.59% |
| Industrials | 8.81% |
| Consumer staples | 5.72% |
| Utilities | 3.13% |
| Materials | 2.70% |
| Other | 5.31% |
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