‡ 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 Allstate Advisor
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)
Daily pricing as of 07/07/20
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $20.251788 | $19.610826 |
| Unit Value Change | -0.114385 | -0.110846 |
Lipper ranking ‡ as of 05/31/20
Category: BALANCED FUNDS
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 11% | 13/119 |
| 1 yr. | 8% | 12/165 |
| 3 yrs. | 7% | 10/147 |
| 5 yrs. | 12% | 15/132 |
Quick facts as of 06/30/20
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor |
| Subaccount Status | Open to new investors |
| Number of issues | 429 |
| Turnover (fiscal year end) | 128% |
| Net Assets | $195M |
| Inception Date | 05/01/98 |
Performance
Performance as of 06/30/20
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 14.05% | 0.41% | 7.60% | 7.77% | 6.70% | 8.51% | 3.57% |
| Standardized | 4.33% | -8.36% | -1.67% | 3.05% | 3.12% | 6.28% | 0.30% |
| With optional enhanced death benefit | |||||||
| Unit Value | 14.01% | 0.34% | 7.44% | 7.61% | 6.54% | 8.34% | 3.41% |
| Standardized | 4.29% | -8.43% | -1.82% | 2.88% | 2.95% | 6.10% | 0.08% |
| Actual performance | |||||||
| Unit Value | 14.05% | 0.41% | 7.60% | 7.77% | 6.70% | 8.51% | 3.33% |
| Standardized | 4.33% | -8.36% | -1.67% | 3.05% | 3.12% | 6.28% | -0.22% |
| With optional enhanced death benefit | |||||||
| Unit Value | 14.01% | 0.34% | 7.44% | 7.61% | 6.54% | 8.34% | 3.17% |
| Standardized | 4.29% | -8.43% | -1.82% | 2.88% | 2.95% | 6.10% | -0.45% |
Annual Performance at NAV
| 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 |
|---|---|---|---|---|---|---|---|---|---|
| 9.44% | 1.49% | 11.12% | 16.62% | 9.29% | -2.37% | 6.66% | 13.65% | -4.36% | 22.46% |
| With optional enhanced death benefit | |||||||||
| 9.27% | 1.33% | 10.96% | 16.44% | 9.13% | -2.51% | 6.50% | 13.48% | -4.50% | 22.27% |
Restated performance
Monthly as of 06/30/20 |
|
|---|---|
| Unit Value | 1.79% |
| Standardized | -7.07% |
YTD as of 07/07/20 |
|
|---|---|
| Unit Value | 1.69% |
| Standardized | -7.17% |
With optional enhanced death benefit
Monthly as of 06/30/20 |
|
|---|---|
| Unit Value | 1.78% |
| Standardized | -7.09% |
YTD as of 07/07/20 |
|
|---|---|
| Unit Value | 1.61% |
| Standardized | -7.24% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 05/31/20
| Avg. Eff. Maturity | 7.67 |
| Avg. Eff. Duration | 5.67 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | 1.33 |
| Beta | 0.63 |
| R Squared | 0.98 |
| Standard Deviation (3 yrs.) | 10.64 |
Maturity Details
| 0 to 1 yr. | 2.59% |
| 1 to 5 yrs. | 55.33% |
| 5 to 10 yrs. | 23.58% |
| 10 to 15 yrs. | 1.74% |
| Over 15 yrs. | 16.76% |
Quality Ratings
| AAA | 60.72% |
| AA | 1.85% |
| A | 11.49% |
| BBB | 22.44% |
| BB | 1.18% |
| CCC and Below | 0.01% |
| Not Rated | 2.31% |
Holdings
| Microsoft | 3.57% |
| Amazon | 2.68% |
| Alphabet | 2.28% |
| Us Treasury N/B 02.1250 12/31/2022 | 2.21% |
| Us Treasury N/B 02.7500 08/15/2042 | 2.17% |
| Apple | 2.14% |
| Us Treasury N/B 01.5000 03/31/2023 | 2.01% |
| Us Treasury N/B 02.0000 02/15/2022 | 1.82% |
| Activision Blizzard | 1.63% |
| 1.63% | |
| Top 10 holdings, total: | 22.14% |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| 1: Microsoft | 3.57% |
| 2: Amazon | 2.68% |
| 3: Alphabet | 2.28% |
| 4: Us Treasury N/B 02.1250 12/31/2022 | 2.21% |
| 5: Us Treasury N/B 02.7500 08/15/2042 | 2.17% |
| 6: Apple | 2.14% |
| 7: Us Treasury N/B 01.5000 03/31/2023 | 2.01% |
| 8: Us Treasury N/B 02.0000 02/15/2022 | 1.82% |
| 9: Activision Blizzard | 1.63% |
| 10: Facebook | 1.63% |
| Holdings represent 22.14% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| 1: Microsoft | 3.76% |
| 2: Amazon | 2.97% |
| 3: Us Treasury N/B 02.1250 12/31/2022 | 2.30% |
| 4: Us Treasury N/B 02.7500 08/15/2042 | 2.29% |
| 5: Alphabet | 2.19% |
| 6: Apple | 2.13% |
| 7: Us Treasury N/B 02.0000 02/15/2022 | 1.89% |
| 8: Us Treasury N/B 01.6250 10/31/2023 | 1.58% |
| 9: Activision Blizzard | 1.56% |
| 10: Us Treasury N/B 01.7500 06/30/2022 | 1.39% |
| Holdings represent 22.06% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| 1: Microsoft | 3.67% |
| 2: Amazon | 2.59% |
| 3: Us Treasury N/B 02.1250 12/31/2022 | 2.54% |
| 4: Us Treasury N/B 02.7500 08/15/2042 | 2.51% |
| 5: Alphabet | 2.10% |
| 6: Us Treasury N/B 02.0000 02/15/2022 | 2.10% |
| 7: Apple | 2.04% |
| 8: Us Treasury N/B 01.6250 10/31/2023 | 1.76% |
| 9: Us Treasury N/B 01.7500 06/30/2022 | 1.53% |
| 10: Us Treasury N/B 01.8750 11/30/2021 | 1.50% |
| Holdings represent 22.34% of portfolio | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| 1: Microsoft | 3.25% |
| 2: Us Treasury N/B 02.1250 12/31/2022 | 2.27% |
| 3: Us Treasury N/B 02.7500 08/15/2042 | 2.14% |
| 4: Amazon | 2.08% |
| 5: Alphabet | 2.01% |
| 6: Us Treasury N/B 01.6250 10/31/2023 | 2.00% |
| 7: Apple | 1.93% |
| 8: Us Treasury N/B 02.0000 02/15/2022 | 1.88% |
| 9: Us Treasury N/B 03.0000 02/15/2047 | 1.44% |
| 10: Us Treasury N/B 01.7500 06/30/2022 | 1.37% |
| Holdings represent 20.37% of portfolio | |
| MICROSOFT CORP SEDOL 2588173 | 3.67% | AMAZON.COM INC SEDOL 2000019 | 2.59% | US TREASURY N/B 02.1250 12/31/2022 | 2.53% | US TREASURY N/B 02.7500 08/15/2042 | 2.51% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.10% | US TREASURY N/B 02.0000 02/15/2022 | 2.09% | APPLE INC SEDOL 2046251 | 2.04% | US TREASURY N/B 01.6250 10/31/2023 | 1.75% | US TREASURY N/B 01.7500 06/30/2022 | 1.53% | US TREASURY N/B 01.8750 11/30/2021 | 1.49% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.49% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.36% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.29% | US TREASURY N/B 01.7500 09/30/2022 | 1.17% | HOME DEPOT INC SEDOL 2434209 | 1.17% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.15% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 1.12% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 1.10% | US TREASURY N/B 03.0000 02/15/2047 | 1.08% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 1.07% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.03% | ADOBE INC SEDOL 2008154 | 0.98% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.98% | NVIDIA CORP SEDOL 2379504 | 0.98% | WALMART INC SEDOL 2936921 | 0.94% | US TREASURY N/B 02.6250 06/15/2021 | 0.90% | ABBVIE INC SEDOL B92SR70 | 0.89% | MASTERCARD INC - A SEDOL B121557 | 0.88% | PEPSICO INC SEDOL 2681511 | 0.88% | CIGNA CORP SEDOL BHJ0775 | 0.85% | CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.85% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.84% | CITIGROUP INC SEDOL 2297907 | 0.77% | JOHNSON & JOHNSON SEDOL 2475833 | 0.77% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.71% | MERCK & CO. INC. SEDOL 2778844 | 0.71% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.70% | FNMA FN30 TBA UMBS 04.5000 04/01/2050 | 0.65% | NRG ENERGY INC SEDOL 2212922 | 0.65% | GNMA GII30 TBA 03.5000 04/01/2050 | 0.64% | NETFLIX INC SEDOL 2857817 | 0.64% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.64% | LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.62% | FISERV INC SEDOL 2342034 | 0.62% | BP PLC SEDOL 0798059 | 0.61% | CLARIVATE ANALYTICS PLC SEDOL BJJN444 | 0.59% | UNION PACIFIC CORP SEDOL 2914734 | 0.59% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.58% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.57% | SALESFORCE.COM INC SEDOL 2310525 | 0.55% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.54% | NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.53% | PRUDENTIAL PLC SEDOL 0709954 | 0.53% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.52% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.50% | EATON CORP PLC SEDOL B8KQN82 | 0.50% | NEXTERA ENERGY INC SEDOL 2328915 | 0.49% | SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.49% | PFIZER INC SEDOL 2684703 | 0.49% | BIOGEN INC SEDOL 2455965 | 0.48% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.45% | TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.45% | TARGET CORP SEDOL 2259101 | 0.45% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.44% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.43% | ABBOTT LABORATORIES SEDOL 2002305 | 0.43% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.42% | COCA-COLA CO/THE SEDOL 2206657 | 0.42% | BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.42% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.41% | US TREASURY N/B 02.2500 11/15/2027 | 0.40% | S&P500 EMINI FUT JUN20 ESM0 | 0.39% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.39% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.38% | KKR & CO INC -A SEDOL BG1FRR1 | 0.36% | NIKE INC -CL B SEDOL 2640147 | 0.35% | INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.35% | DANAHER CORP SEDOL 2250870 | 0.34% | CREE INC SEDOL 2232351 | 0.34% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.34% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.33% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.32% | E*TRADE FINANCIAL CORPORATION | 0.32% | DASSAULT SYSTEMES SA SEDOL 5330047 | 0.30% | APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.30% | MORGAN STANLEY 04.3500 09/08/2026 | 0.29% | AXA SA SEDOL 7088429 | 0.29% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.29% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.28% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.27% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.27% | VERIZON COMM 04.3290 09/21/2028 | 0.27% | HP INC SEDOL BYX4D52 | 0.27% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.27% | COSTAR GROUP INC SEDOL 2262864 | 0.27% | ZOETIS INC SEDOL B95WG16 | 0.27% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.25% | CENTENE CORP SEDOL 2807061 | 0.25% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.25% | GILEAD SCIENCES INC SEDOL 2369174 | 0.25% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.25% | ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.24% | FREEPORT-MCMORAN INC SEDOL 2352118 | 0.24% | DOMINION ENERGY INC SEDOL 2542049 | 0.23% | AMEREN CORPORATION SEDOL 2050832 | 0.23% | ALTRIA GROUP INC | 0.23% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.23% | UNITED RENTALS INC SEDOL 2134781 | 0.22% | UBS AG REGS 05.1250 05/15/2024 | 0.22% | 3M CO | 0.21% | PHILLIPS 66 SEDOL B78C4Y8 | 0.21% | ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.20% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.20% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.20% | HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.20% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.20% | QUILTER PLC SEDOL BDCXV26 | 0.19% | HASBRO INC SEDOL 2414580 | 0.19% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.19% | CARMAX INC SEDOL 2983563 | 0.18% | CITIGROUP INC 04.7500 05/18/2046 | 0.18% | EXELON CORP SEDOL 2670519 | 0.18% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.18% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.17% | ANGLO AMER PLC SEDOL B1XZS82 | 0.17% | CMS ENERGY CORP SEDOL 2219224 | 0.17% | DEERE & CO SEDOL 2261203 | 0.17% | CITIGROUP INC 04.4500 09/29/2027 | 0.17% | YELLOW CAKE PLC 144A SEDOL BF50RG4 | 0.17% | GENERAL ELECTRIC CO SEDOL 2380498 | 0.17% | HUMANA INC SEDOL 2445063 | 0.16% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% | INTUITIVE SURGICAL INC SEDOL 2871301 | 0.16% | YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.16% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.15% | WYNN RESORTS LTD SEDOL 2963811 | 0.15% | WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.15% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.15% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.14% | CIT GROUP INC. 05.2500 03/07/2025 | 0.14% | US BANCORP 03.0000 07/30/2029 | 0.14% | BALL CORP SEDOL 2073022 | 0.14% | COOPER COS INC/THE SEDOL 2222631 | 0.14% | CIGNA CORP 03.7500 07/15/2023 | 0.14% | AON PLC USD 04.2500 12/12/2042 | 0.14% | DOW INC SEDOL BHXCF84 | 0.14% | COMCAST CORP 03.4500 02/01/2050 | 0.13% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% | MYLAN NV SEDOL BVFMFG8 | 0.13% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.13% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.13% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.13% | AMGEN INC SEDOL 2023607 | 0.13% | FEDEX CORP SEDOL 2142784 | 0.13% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.13% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.12% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.12% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% | TJX COMPANIES INC SEDOL 2989301 | 0.12% | APPLE INC 04.3750 05/13/2045 | 0.12% | AT&T INC 04.1000 02/15/2028 | 0.12% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.12% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.12% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.11% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% | MSC 2012-C4 D P/P 144A 05.4195 03/15/2045 | 0.11% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.11% | EQUINIX INC 03.2000 11/18/2029 | 0.11% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.11% | PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.11% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.10% | CONAGRA BRANDS INC SEDOL 2215460 | 0.10% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.10% | AVERY DENNISON CORP SEDOL 2066408 | 0.10% | FISERV INC 04.2000 10/01/2028 | 0.10% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.10% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.10% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.10% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.10% | AMAZON.COM INC 04.0500 08/22/2047 | 0.10% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.10% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.10% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.10% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% | ORACLE CORP 02.6500 07/15/2026 | 0.10% | ZOETIS INC 03.9000 08/20/2028 | 0.10% | ELI LILLY & CO SEDOL 2516152 | 0.09% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.09% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% | GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.09% | NEWMONT CORP SEDOL 2636607 | 0.09% | PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.09% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% | COMCAST CORP 03.9990 11/01/2049 | 0.09% | LINDE PLC SEDOL BZ12WP8 | 0.09% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.09% | BECTON DICKINSON AND CO SEDOL 2087807 | 0.08% | COMCAST CORP 03.1500 03/01/2026 | 0.08% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | PARKER HANNIFIN CORP SEDOL 2671501 | 0.08% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% | WILLIAMS COS INC SEDOL 2967181 | 0.08% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% | AT&T INC 04.3000 02/15/2030 | 0.08% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% | ECOLAB INC SEDOL 2304227 | 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% | JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.08% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.08% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.08% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | GSMS 2014-GC22 C 04.6907 06/10/2047 | 0.07% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.07% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.07% | LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.07% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.07% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% | BOEING CO/THE SEDOL 2108601 | 0.07% | WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.07% | ADVANCE AUTO PARTS | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | CAIRN ENERGY PLC SEDOL B74CDH8 | 0.06% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.06% | AMGEN INC 04.6630 06/15/2051 | 0.06% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.06% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.06% | ARAMARK SEDOL BH3XG17 | 0.06% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.06% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.06% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.06% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | OSHKOSH CORP 04.6000 05/15/2028 | 0.06% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.06% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% | AIR LEASE CORP 03.0000 09/15/2023 | 0.06% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.06% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.06% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.06% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% | ALPHABET INC 01.9980 08/15/2026 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 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 P/P 144A 02.5650 02/15/2030 | 0.05% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.05% | MICROSOFT CORP 03.7000 08/08/2046 | 0.05% | ALBEMARLE CORP SEDOL 2046853 | 0.05% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.05% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.05% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.05% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.05% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.05% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.05% | NRG P/P 144A 03.7500 06/15/2024 | 0.05% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.05% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.05% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | OPORTUN FINANCIAL CORP SEDOL BKTC5L2 | 0.04% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.04% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | HCA INC 05.2500 06/15/2026 | 0.04% | MICROSOFT CORP 02.4000 08/08/2026 | 0.04% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.04% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% | KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.04% | GBP/USD 06/17/2020 BCAP-FX | 0.04% | HCA INC 04.1250 06/15/2029 | 0.04% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.04% | WFRBS 2011-C3 D P/P 144A 05.6807 03/15/2044 | 0.04% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.04% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% | GBP/USD 06/17/2020 GSFX | 0.04% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.04% | VIACOMCBS INC 04.6000 01/15/2045 | 0.04% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.04% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% | AES CORP/THE 05.1250 09/01/2027 | 0.04% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.04% | JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.04% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.04% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.04% | FOX CORP 04.0300 01/25/2024 | 0.04% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% | SUMMIT MATERIALS INC -CL A SEDOL BW9JPS4 | 0.04% | VIACOMCBS INC 04.2000 06/01/2029 | 0.04% | FNMA FN30 734836 05.0000 08/01/2033 | 0.03% | PROLOGIS LP 02.2500 04/15/2030 | 0.03% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.03% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% | CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% | FNMA FN30 995023 05.5000 08/01/2037 | 0.03% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% | CLOROX COMPANY SEDOL 2204026 | 0.03% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.03% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% | VIACOMCBS INC 02.9000 01/15/2027 | 0.03% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | QVC INC 04.8500 04/01/2024 | 0.03% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% | VMWARE INC 03.9000 08/21/2027 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | FNMA FN30 555591 05.5000 07/01/2033 | 0.02% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | GBP/USD 06/17/2020 UBS | 0.02% | HCA INC 05.5000 06/15/2047 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% | AMGEN INC 02.6000 08/19/2026 | 0.02% | AVIATION CAPITAL GRP P/P 144A 07.1250 10/15/2020 | 0.02% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% | CAD/USD 04/15/2020 BCAP-FX | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | CAD/USD 04/15/2020 JPMCB | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | FNMA FN30 995018 05.5000 06/01/2038 | 0.02% | GBP/USD 06/17/2020 WPAC | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% | COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.02% | ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | AIR LEASE CORP 03.2500 10/01/2029 | 0.02% | FNMA FN30 889982 05.5000 11/01/2038 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.02% | PROLOGIS LP 02.1250 04/15/2027 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CAD/USD 04/15/2020 CITI | 0.01% | CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% | SUNOCO LOGISTICS PARTNER 05.9500 12/01/2025 | 0.01% | AIR LEASE CORP 04.6250 10/01/2028 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.01% | CAD/USD 04/15/2020 SSBT | 0.01% | COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.01% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.01% | GBP/USD 06/17/2020 SSBT | 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% | CAD/USD 04/15/2020 GSFX | 0.01% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% | GBP/USD 06/17/2020 BANKAM | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | BGC PARTNERS INC 05.1250 05/27/2021 | 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% | BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.00% | EUR/USD 06/17/2020 CITI | 0.00% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% | CNH/USD 05/20/2020 HSBCB | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | CAD/USD 04/15/2020 UBS | -0.01% |
| MICROSOFT CORP SEDOL 2588173 | 3.03% | US TREASURY N/B 02.1250 12/31/2022 | 2.12% | APPLE INC SEDOL 2046251 | 1.98% | ALPHABET INC-CL A SEDOL BYVY8G0 | 1.90% | US TREASURY N/B 01.6250 10/31/2023 | 1.85% | US TREASURY N/B 02.7500 08/15/2042 | 1.81% | US TREASURY N/B 02.0000 02/15/2022 | 1.78% | AMAZON.COM INC SEDOL 2000019 | 1.75% | US TREASURY N/B 03.0000 02/15/2047 | 1.29% | US TREASURY N/B 01.7500 06/30/2022 | 1.29% | US TREASURY N/B 01.8750 11/30/2021 | 1.27% | BP PLC SEDOL 0798059 | 1.26% | US TREASURY N/B 02.2500 02/15/2021 | 1.22% | BANK OF AMERICA CORP SEDOL 2295677 | 1.22% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.21% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.18% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.15% | CITIGROUP INC SEDOL 2297907 | 1.11% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.11% | COCA-COLA CO/THE SEDOL 2206657 | 1.03% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 1.03% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 1.02% | HOME DEPOT INC SEDOL 2434209 | 1.01% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 1.00% | US TREASURY N/B 01.7500 09/30/2022 | 0.99% | ADOBE INC SEDOL 2008154 | 0.97% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.93% | CIGNA CORP SEDOL BHJ0775 | 0.92% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.83% | MASTERCARD INC - A SEDOL B121557 | 0.77% | US TREASURY N/B 02.6250 06/15/2021 | 0.77% | JPMORGAN CHASE & CO SEDOL 2190385 | 0.76% | US TREASURY N/B 02.2500 11/15/2027 | 0.76% | WALMART INC SEDOL 2936921 | 0.75% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.74% | MERCK & CO. INC. SEDOL 2778844 | 0.71% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.69% | JOHNSON & JOHNSON SEDOL 2475833 | 0.68% | FISERV INC SEDOL 2342034 | 0.67% | NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.65% | CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.65% | GENERAL MOTORS CO SEDOL B665KZ5 | 0.64% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.62% | TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.60% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.58% | ABBVIE INC SEDOL B92SR70 | 0.58% | PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.57% | NVIDIA CORP SEDOL 2379504 | 0.57% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.57% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.56% | FNMA FN30 TBA UMBS 04.5000 01/01/2050 | 0.56% | NETFLIX INC SEDOL 2857817 | 0.55% | WORLD WRESTLING ENTERTAIN-A SEDOL 2503529 | 0.55% | GNMA GII30 TBA 03.5000 01/01/2050 | 0.54% | NRG ENERGY INC SEDOL 2212922 | 0.54% | ON SEMICONDUCTOR CORP SEDOL 2583576 | 0.54% | LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.53% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.53% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.53% | ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.52% | EATON CORP PLC SEDOL B8KQN82 | 0.52% | ABBOTT LABORATORIES SEDOL 2002305 | 0.49% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.49% | PRUDENTIAL PLC SEDOL 0709954 | 0.49% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.48% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.47% | UNION PACIFIC CORP SEDOL 2914734 | 0.46% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.44% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.44% | NEXTERA ENERGY INC SEDOL 2328915 | 0.44% | AMGEN INC SEDOL 2023607 | 0.43% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.42% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.42% | VERIZON COMM 04.3290 09/21/2028 | 0.42% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.40% | PFIZER INC SEDOL 2684703 | 0.40% | NIKE INC -CL B SEDOL 2640147 | 0.38% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.38% | BLACKROCK INC SEDOL 2494504 | 0.38% | FREEPORT-MCMORAN INC SEDOL 2352118 | 0.37% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.36% | BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.34% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.34% | APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.33% | DANAHER CORP SEDOL 2250870 | 0.32% | WYNN RESORTS LTD SEDOL 2963811 | 0.32% | DASSAULT SYSTEMES SA SEDOL 5330047 | 0.31% | INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.31% | ELI LILLY & CO SEDOL 2516152 | 0.31% | RAYTHEON COMPANY SEDOL 2758051 | 0.30% | SALESFORCE.COM INC SEDOL 2310525 | 0.30% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.30% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.29% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.29% | RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.29% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.28% | CREE INC SEDOL 2232351 | 0.28% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.28% | UNITED TECHNOLOGIES CORP SEDOL 2915500 | 0.28% | WELLS FARGO & CO SEDOL 2649100 | 0.28% | HERSHEY CO/THE SEDOL 2422806 | 0.27% | ZOETIS INC SEDOL B95WG16 | 0.27% | SOUTHERN CO/THE SEDOL 2829601 | 0.26% | E*TRADE FINANCIAL CORPORATION | 0.26% | CARMAX INC SEDOL 2983563 | 0.26% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.26% | MORGAN STANLEY 04.3500 09/08/2026 | 0.26% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.26% | INTUITIVE SURGICAL INC SEDOL 2871301 | 0.25% | HASBRO INC SEDOL 2414580 | 0.25% | NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.25% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.24% | TJX COMPANIES INC SEDOL 2989301 | 0.24% | BOEING CO/THE SEDOL 2108601 | 0.24% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.24% | KKR & CO INC -A SEDOL BG1FRR1 | 0.24% | YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.23% | ANGLO AMER PLC SEDOL B1XZS82 | 0.23% | UNITED RENTALS INC SEDOL 2134781 | 0.23% | AMEREN CORPORATION SEDOL 2050832 | 0.22% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.22% | PEPSICO INC SEDOL 2681511 | 0.21% | STANLEY BLACK & DECKER INC SEDOL B3Q2FJ4 | 0.21% | COMCAST CORP 03.4500 02/01/2050 | 0.21% | EXELON CORP SEDOL 2670519 | 0.21% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.21% | TYSON FOODS INC-CL A SEDOL 2909730 | 0.21% | US BANCORP 03.0000 07/30/2029 | 0.21% | UBS AG REGS 05.1250 05/15/2024 | 0.20% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.20% | DEERE & CO SEDOL 2261203 | 0.19% | GENERAL ELECTRIC CO SEDOL 2380498 | 0.19% | DOW INC SEDOL BHXCF84 | 0.18% | CIGNA CORP 03.7500 07/15/2023 | 0.18% | HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.18% | ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.17% | ENCANA CORP SEDOL 2793193 | 0.17% | CITIGROUP INC 04.7500 05/18/2046 | 0.17% | ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.17% | AT&T INC 04.3500 03/01/2029 | 0.17% | CAIRN ENERGY PLC SEDOL B74CDH8 | 0.17% | BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.17% | AIR CANADA SEDOL BSDHYK1 | 0.16% | YELLOW CAKE PLC 144A SEDOL BF50RG4 | 0.16% | BIOGEN INC SEDOL 2455965 | 0.16% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.16% | CITIGROUP INC 04.4500 09/29/2027 | 0.15% | SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.15% | TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.15% | WEC ENERGY GROUP INC 04.0224 05/15/2067 | 0.15% | SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.15% | CVS HEALTH CORP SEDOL 2577609 | 0.15% | TOTAL CAPITAL INTL SA USD 02.8290 01/10/2030 | 0.14% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.14% | 3M CO | 0.14% | CIT GROUP INC. 05.2500 03/07/2025 | 0.14% | KOSMOS ENERGY LTD SEDOL BHK15K6 | 0.14% | LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.14% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.14% | LINDE PLC SEDOL BZ12WP8 | 0.14% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.13% | ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% | GILEAD SCIENCES INC SEDOL 2369174 | 0.13% | METTLER-TOLEDO INTERNATIONAL SEDOL 2126249 | 0.13% | AON PLC USD 04.2500 12/12/2042 | 0.12% | BALL CORP SEDOL 2073022 | 0.12% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.12% | ARAMARK SEDOL BH3XG17 | 0.12% | ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.12% | INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.12% | MSC 2012-C4 D P/P 144A 05.4193 03/15/2045 | 0.12% | COSTAR GROUP INC SEDOL 2262864 | 0.11% | AXA SA SEDOL 7088429 | 0.11% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.11% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.11% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.11% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% | UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.11% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% | AT&T INC 04.1000 02/15/2028 | 0.10% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% | BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.10% | ADVANCE AUTO PARTS | 0.10% | FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% | APPLE INC 04.3750 05/13/2045 | 0.10% | PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.10% | WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.10% | BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.10% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 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% | TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.09% | FISERV INC 04.2000 10/01/2028 | 0.09% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.09% | OPORTUN FIN CORP P/P | 0.09% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.09% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.09% | AVERY DENNISON CORP SEDOL 2066408 | 0.09% | FASTENAL CO SEDOL 2332262 | 0.09% | GSMS 2014-GC22 C 04.6908 06/10/2047 | 0.09% | WALT DISNEY COMP 07.7500 01/20/2024 | 0.09% | KELLOGG CO SEDOL 2486813 | 0.09% | ZOETIS INC 03.9000 08/20/2028 | 0.09% | EOG RESOURCES INC 04.1500 01/15/2026 | 0.08% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.08% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% | ORACLE CORP 02.6500 07/15/2026 | 0.08% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% | AMAZON.COM INC 04.0500 08/22/2047 | 0.08% | ECOLAB INC SEDOL 2304227 | 0.08% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.08% | FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.08% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.08% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 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 | 0.07% | AT&T INC 04.3000 02/15/2030 | 0.07% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.07% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.07% | CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.07% | ECOLAB INC 03.2500 12/01/2027 | 0.07% | OSHKOSH CORP 04.6000 05/15/2028 | 0.07% | QUILTER PLC SEDOL BDCXV26 | 0.07% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.06% | JPMORGAN CHASE & CO 05.3000 12/29/2049 | 0.06% | AIR LEASE CORP 03.0000 09/15/2023 | 0.06% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% | WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% | SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.06% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.06% | ULTA BEAUTY INC SEDOL B28TS42 | 0.06% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.06% | L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.06% | WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.06% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.06% | AMAZON.COM INC 03.1500 08/22/2027 | 0.06% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.06% | S&P GLOBAL INC 04.4000 02/15/2026 | 0.06% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.05% | BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.05% | EQUINIX INC 05.3750 05/15/2027 | 0.05% | AMGEN INC 04.6630 06/15/2051 | 0.05% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.05% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.05% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.05% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.05% | COMCAST CORP 03.9990 11/01/2049 | 0.05% | ALBEMARLE CORP SEDOL 2046853 | 0.05% | AUTONATION INC. 05.5000 02/01/2020 | 0.05% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.05% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.05% | FISERV INC 03.5000 07/01/2029 | 0.05% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% | SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.05% | VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.05% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.05% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% | SUMMIT MATERIALS INC -CL A SEDOL BW9JPS4 | 0.05% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% | LEGRAND FRANCE USD 08.5000 02/15/2025 | 0.04% | VIACOMCBS INC 04.6000 01/15/2045 | 0.04% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% | ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.04% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | NRG P/P 144A 03.7500 06/15/2024 | 0.04% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% | MICROSOFT CORP 03.7000 08/08/2046 | 0.04% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% | KINDER MORGAN INC 03.1500 01/15/2023 | 0.04% | TRUIST FIN CORP 04.8000 12/31/2099 | 0.04% | WFRBS 2011-C3 D P/P 144A 05.6832 03/15/2044 | 0.04% | BECTON DICKINSON AND CO 03.7000 06/06/2027 | 0.04% | CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.04% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% | HCA INC 05.2500 06/15/2026 | 0.04% | L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% | SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.04% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.04% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 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% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.04% | HCA INC 04.1250 06/15/2029 | 0.04% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.04% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% | AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.04% | MICROSOFT CORP 02.4000 08/08/2026 | 0.04% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% | VIACOMCBS INC 04.2000 06/01/2029 | 0.04% | AES CORP/THE 05.1250 09/01/2027 | 0.03% | FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.03% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.03% | AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.03% | CBRE SERVICES INC 04.8750 03/01/2026 | 0.03% | CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.03% | GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.03% | FOX CORP P/P 144A 04.0300 01/25/2024 | 0.03% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% | VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% | FNMA FN30 734836 05.0000 08/01/2033 | 0.03% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% | QVC INC 04.8500 04/01/2024 | 0.03% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.03% | KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% | FNMA FN30 995023 05.5000 08/01/2037 | 0.03% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 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% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 0.02% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% | VMWARE INC 03.9000 08/21/2027 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% | ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | FNMA FN30 555591 05.5000 07/01/2033 | 0.02% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% | HCA INC 05.5000 06/15/2047 | 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% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 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% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 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% | AIR LEASE CORP 03.2500 10/01/2029 | 0.02% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% | FNMA FN30 995018 05.5000 06/01/2038 | 0.02% | MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | CAS 2017-C01 1EB1 03.0420 07/25/2029 | 0.02% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% | COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.02% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% | FNMA FN30 889982 05.5000 11/01/2038 | 0.02% | JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% | SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.02% | SUNOCO LOGISTICS PARTNER 05.9500 12/01/2025 | 0.02% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% | CBRE SERVICES INC 05.2500 03/15/2025 | 0.01% | ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | BMIR 2017-1 M1 P/P 144A 03.4920 10/25/2027 | 0.01% | COMM 2014-UBS6 C 04.4492 12/10/2047 | 0.01% | HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.01% | ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 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% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 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% | MIDAMERICAN FUNDING LLC 06.9270 03/01/2029 | 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% | FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.00% | FIRSTENERGY CORP 04.8500 07/15/2047 | 0.00% | TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% | ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | CAD/USD 01/15/2020 GSFX | -0.00% | CAD/USD 01/15/2020 CITI | -0.00% | CNH/USD 02/19/2020 HSBCB | -0.00% | CAD/USD 01/15/2020 JPMCB | -0.00% | GBP/USD 03/18/2020 CITI | -0.00% | CAD/USD 01/15/2020 BCAP-FX | -0.00% | CAD/USD 01/15/2020 SSBT | -0.00% | EUR/USD 03/18/2020 CITI | -0.00% | GBP/USD 03/18/2020 BANKAM | -0.01% | GBP/USD 03/18/2020 BCAP-FX | -0.02% | GBP/USD 03/18/2020 GSFX | -0.02% |
Portfolio Composition as of 05/31/20
| Common stock | 60.54% |
| Treasury | 15.70% |
| Corporate bonds and notes | 13.90% |
| Agency pass-through | 6.76% |
| Cash and net other assets | 2.61% |
| Commercial MBS | 0.38% |
| 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 05/31/20
| Information technology | 23.71% |
|---|---|
| Health care | 15.30% |
| Consumer discretionary | 11.78% |
| Communication services | 11.55% |
| Financials | 9.83% |
| Industrials | 8.24% |
| Consumer staples | 7.39% |
| Utilities | 3.54% |
| Materials | 2.90% |
| Other | 5.76% |
0
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 7.00% |
| 2 | 7.00% |
| 3 | 6.00% |
| 4 | 5.00% |
| 5 | 4.00% |
| 6 | 3.00% |
| 7 | 2.00% |
| 8+ | 0.00% |