Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which have been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. Returns at public offering price (after sales charge) for class N shares reflect the current maximum initial sales charge of 1.50%. Class R5/R6 shares, available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R5/R6 shares before their inception are derived from the historical performance of class Y shares, which have not been adjusted for the lower expenses; had they, returns would have been higher. Class A shares of Putnam money market funds have no initial sales charge. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses, without which returns would be lower.
Active Allocation
George Putnam Balanced Fund (Class A) (PGEOX)
A prudent balance of stocks and bonds since 1937
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Highlights
Objective
The fund seeks to provide a balanced investment composed of a well-diversified portfolio of stocks and bonds which produce both capital growth and current income.
Strategy and process
- Balanced approach: One of the pioneering mutual funds, it offers a mix of stocks and bonds in a classic balanced portfolio.
- Seeks lower volatility: A focus on high-quality bonds helps manage volatility, while high-conviction stocks can help drive relative returns.
- Disciplined process: Experienced portfolio managers use rigorous fundamental research to find opportunities and manage risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$21.87
0.32% | $0.07 |
$21.87
08/04/20 |
$16.56
03/23/20 |
Fund facts as of 07/31/20
Total net assets
$1,541.76M
$1,541.76M
Turnover (fiscal year end)
143%
143%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
530
530
Fiscal year-end
July
July
CUSIP / Fund code
37252M108 / 0002
37252M108 / 0002
Inception date
11/05/37
11/05/37
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PGEOX
PGEOX
Management team
Director of Equity Research
Co-Head of Fixed Income
Portfolio Manager
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (R6 share) (PDF) |
| Fact Sheet (Y share) (PDF) |
| Fact Sheet (A share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
22.26%
Best 5-year annualized return
(for period ending 06/30/87)
-6.23%
Worst 5-year annualized return
(for period ending 03/31/09)
9.04%
Average 5-year annualized return
Total return (%) as of 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 9.07% | 9.17% | 8.05% | 9.80% |
| After sales charge | 2.80% | 7.03% | 6.78% | 9.15% |
| S&P 500 Index | 7.51% | 10.73% | 10.73% | 13.99% |
| Bloomberg Barclays U.S. Aggregate Bond Index | 8.74% | 5.32% | 4.30% | 3.82% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/20 | 4.03% | -1.95% | |
| YTD as of 08/03/20 | 5.74% | -0.34% | |
Yield
| Distribution rate before sales charge as of 08/03/20 |
1.30% |
|---|---|
| Distribution rate after sales charge as of 08/03/20 |
1.23% |
| 30-day SEC yield as of 07/31/20 (after sales charge) |
0.55% |
Risk-adjusted performance as of 06/30/20
| Alpha (3 yrs.) | 1.78 |
|---|---|
| Sharpe ratio (3 yrs.) | 0.70 |
| Treynor ratio (3 yrs.) | 11.90 |
| Information ratio (3 yrs.) | -0.25 |
Volatility as of 06/30/20
| Standard deviation (3 yrs.) | 10.70% |
|---|---|
| Beta | 0.63 |
| R-squared | 0.98 |
Capture ratio as of 06/30/20
| Up-market (3 yrs.) | 67.52 |
|---|---|
| Down-market (3 yrs.) | 58.07 |
Lipper rankings as of 06/30/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 25/542 | 5% |
| 3 yrs. | 21/521 | 5% |
| 5 yrs. | 29/486 | 6% |
| 10 yrs. | 38/406 | 10% |
Morningstar Ratings™ as of 06/30/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 636 | |
| 3 yrs. | 636 | |
| 5 yrs. | 558 | |
| 10 yrs. | 412 |
Distributions
| Record/Ex dividend date | 05/27/20 |
|---|---|
| Payable date | 05/29/20 |
| Income | $0.071 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Microsoft | 3.77% |
|---|---|
| Amazon | 2.95% |
| Apple | 2.28% |
| Alphabet | 2.15% |
| Us Treasury N/B 03.0000 02/15/2047 | 1.88% |
| Us Treasury N/B 02.7500 08/15/2042 | 1.85% |
| Us Treasury N/B 01.6250 10/31/2023 | 1.64% |
| Activision Blizzard | 1.61% |
| Us Treasury N/B 01.5000 03/31/2023 | 1.55% |
| Us Treasury N/B 01.7500 06/30/2022 | 1.52% |
| Top 10 holdings, percent of portfolio | 21.20% |
| Top 10 holdings as of 06/30/20 | |
|---|---|
| Microsoft | |
| Amazon | |
| Apple | |
| Alphabet | |
| Us Treasury N/B 03.0000 02/15/2047 | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Us Treasury N/B 01.6250 10/31/2023 | |
| Activision Blizzard | |
| Us Treasury N/B 01.5000 03/31/2023 | |
| Us Treasury N/B 01.7500 06/30/2022 | |
| Holdings represent 21.20% of portfolio | |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Microsoft | |
| Amazon | |
| Alphabet | |
| Apple | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Us Treasury N/B 01.6250 10/31/2023 | |
| Us Treasury N/B 03.0000 02/15/2047 | |
| Activision Blizzard | |
| Us Treasury N/B 01.5000 03/31/2023 | |
| Holdings represent 20.83% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Microsoft | |
| Amazon | |
| Alphabet | |
| Apple | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Us Treasury N/B 01.6250 10/31/2023 | |
| Us Treasury N/B 01.7500 06/30/2022 | |
| Activision Blizzard | |
| Us Treasury N/B 01.7500 09/30/2022 | |
| Us Treasury N/B 02.1250 12/31/2022 | |
| Holdings represent 21.19% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Microsoft | |
| Amazon | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Alphabet | |
| Apple | |
| Us Treasury N/B 01.6250 10/31/2023 | |
| Us Treasury N/B 01.7500 06/30/2022 | |
| Us Treasury N/B 01.7500 09/30/2022 | |
| Us Treasury N/B 02.1250 12/31/2022 | |
| Us Treasury N/B 01.8750 11/30/2021 | |
| Holdings represent 21.15% of portfolio | |
| MICROSOFT CORP SEDOL 2588173 | 3.77% |
|---|---|
| AMAZON.COM INC SEDOL 2000019 | 2.95% |
| APPLE INC SEDOL 2046251 | 2.28% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 2.15% |
| US TREASURY N/B 03.0000 02/15/2047 | 1.86% |
| US TREASURY N/B 02.7500 08/15/2042 | 1.83% |
| US TREASURY N/B 01.6250 10/31/2023 | 1.64% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.61% |
| US TREASURY N/B 01.5000 03/31/2023 | 1.54% |
| US TREASURY N/B 01.7500 06/30/2022 | 1.52% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.49% |
| US TREASURY N/B 01.7500 09/30/2022 | 1.45% |
| US TREASURY N/B 02.1250 12/31/2022 | 1.40% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.29% |
| HOME DEPOT INC SEDOL 2434209 | 1.22% |
| ADOBE INC SEDOL 2008154 | 1.06% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.06% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 1.04% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.00% |
| PEPSICO INC SEDOL 2681511 | 0.94% |
| CITIGROUP INC SEDOL 2297907 | 0.94% |
| S&P500 EMINI FUT SEP20 ESU0 | 0.93% |
| ABBVIE INC SEDOL B92SR70 | 0.92% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.91% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.87% |
| NVIDIA CORP SEDOL 2379504 | 0.85% |
| MASTERCARD INC - A SEDOL B121557 | 0.84% |
| US TREASURY N/B 01.8750 11/30/2021 | 0.82% |
| US TREASURY N/B 02.0000 02/15/2022 | 0.77% |
| WALMART INC SEDOL 2936921 | 0.76% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.74% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.71% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 0.71% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.68% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.67% |
| US TREASURY N/B 02.7500 02/15/2024 | 0.67% |
| NRG ENERGY INC SEDOL 2212922 | 0.64% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.62% |
| CIGNA CORP SEDOL BHJ0775 | 0.58% |
| GNMA GII30 TBA 03.5000 07/01/2050 | 0.57% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.55% |
| NEXTERA ENERGY INC SEDOL 2328915 | 0.54% |
| EATON CORP PLC SEDOL B8KQN82 | 0.51% |
| CREE INC SEDOL 2232351 | 0.50% |
| MERCK & CO. INC. SEDOL 2778844 | 0.50% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.50% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.49% |
| EXELON CORP SEDOL 2670519 | 0.48% |
| TARGET CORP SEDOL 2259101 | 0.48% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.47% |
| FISERV INC SEDOL 2342034 | 0.46% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.46% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.45% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.45% |
| FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.43% |
| HP INC SEDOL BYX4D52 | 0.42% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.42% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.42% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.41% |
| DANAHER CORP SEDOL 2250870 | 0.41% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.40% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.38% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.37% |
| GNMA GII30 MA3802 03.0000 07/20/2046 | 0.37% |
| KKR & CO INC SEDOL BG1FRR1 | 0.37% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.37% |
| AXA SA SEDOL 7088429 | 0.36% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.35% |
| WEX INC SEDOL B8383P2 | 0.34% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.34% |
| E*TRADE FINANCIAL CORPORATION | 0.34% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.34% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.34% |
| ALTRIA GROUP INC | 0.33% |
| NIKE INC -CL B SEDOL 2640147 | 0.32% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.32% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.31% |
| BP PLC SEDOL 0798059 | 0.31% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.31% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.30% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.30% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.29% |
| GNMA GN30 784660 04.0000 12/15/2040 | 0.29% |
| ELI LILLY & CO SEDOL 2516152 | 0.29% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.29% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.28% |
| AMEREN CORPORATION SEDOL 2050832 | 0.28% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.27% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.27% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.27% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.27% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.26% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.26% |
| UNITED RENTALS INC SEDOL 2134781 | 0.26% |
| CARMAX INC SEDOL 2983563 | 0.26% |
| COSTAR GROUP INC SEDOL 2262864 | 0.25% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.25% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.25% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.24% |
| BIOGEN INC SEDOL 2455965 | 0.24% |
| CONAGRA BRANDS INC SEDOL 2215460 | 0.23% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.22% |
| CARRIER GLOBAL CORP SEDOL BK4N0D7 | 0.22% |
| PFIZER INC SEDOL 2684703 | 0.22% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2050 | 0.22% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 0.22% |
| FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.21% |
| ROYALTY PHARMA PLC- CL A SEDOL BMVP7Y0 | 0.21% |
| CENTENE CORP SEDOL 2807061 | 0.21% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2050 | 0.21% |
| NEWMONT CORP SEDOL 2636607 | 0.21% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.21% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.20% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.20% |
| GNMA GII30 BJ1330 05.0000 02/20/2049 | 0.20% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.20% |
| FEDEX CORP SEDOL 2142784 | 0.20% |
| FNMA FN30 FM1696 UMBS 03.5000 09/01/2049 | 0.20% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.20% |
| UBS AG REGS 05.1250 05/15/2024 | 0.19% |
| 3M CO | 0.19% |
| NETFLIX INC SEDOL 2857817 | 0.19% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.19% |
| TOTAL SA SEDOL B15C557 | 0.19% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.18% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.18% |
| FHLMC FR30 ZS3542 UMBS 04.0000 07/01/2042 | 0.18% |
| STRYKER CORP SEDOL 2853688 | 0.18% |
| FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.18% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.17% |
| AVANTOR INC SEDOL BJLT387 | 0.17% |
| YELLOW CAKE PLC 144A SEDOL BF50RG4 | 0.17% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.17% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.17% |
| QUILTER PLC SEDOL BDCXV26 | 0.16% |
| DTE ENERGY COMPANY SEDOL 2280220 | 0.16% |
| FNMA FN15 BM3058 UMBS 03.0000 12/01/2030 | 0.16% |
| HASBRO INC SEDOL 2414580 | 0.16% |
| HUMANA INC SEDOL 2445063 | 0.16% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.16% |
| DEERE & CO SEDOL 2261203 | 0.16% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.15% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% |
| DOW INC SEDOL BHXCF84 | 0.15% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.14% |
| US BANCORP 03.0000 07/30/2029 | 0.14% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.14% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2050 | 0.14% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.14% |
| COMM 2014-CR18 C 04.8821 07/15/2047 | 0.14% |
| CIGNA CORP 03.7500 07/15/2023 | 0.14% |
| FNMA FN30 BK4129 UMBS 04.5000 06/01/2048 | 0.13% |
| AT&T INC 04.1000 02/15/2028 | 0.13% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.13% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.13% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.13% |
| WYNN RESORTS LTD SEDOL 2963811 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| COMCAST CORP 03.4500 02/01/2050 | 0.13% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.12% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.12% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.12% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.12% |
| AMGEN INC SEDOL 2023607 | 0.12% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.12% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.12% |
| WILLIAMS COS INC SEDOL 2967181 | 0.12% |
| BALL CORP SEDOL 2073022 | 0.12% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.12% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.12% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| COOPER COS INC/THE SEDOL 2222631 | 0.11% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.11% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.11% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.11% |
| EQUINIX INC 03.2000 11/18/2029 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.11% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.11% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.11% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.11% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.11% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.11% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.10% |
| WEC ENERGY GROUP INC 02.5049 05/15/2067 | 0.10% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.10% |
| FISERV INC 04.2000 10/01/2028 | 0.10% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.10% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% |
| BOEING CO 04.8750 05/01/2025 | 0.10% |
| FN BF0091 | 0.10% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.10% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.10% |
| ZOETIS INC 03.9000 08/20/2028 | 0.10% |
| AON PLC USD 04.2500 12/12/2042 | 0.10% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| TJX COMPANIES INC SEDOL 2989301 | 0.09% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.09% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.09% |
| CAIRN ENERGY PLC SEDOL B74CDH8 | 0.09% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.09% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.09% |
| FHLMC FR30 ZM5692 UMBS 04.0000 02/01/2048 | 0.09% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.09% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.09% |
| AT&T INC 02.3000 06/01/2027 | 0.09% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.09% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| FNMA FN30 BJ6741 UMBS 04.5000 05/01/2048 | 0.08% |
| CMS ENERGY CORP SEDOL 2219224 | 0.08% |
| ECOLAB INC SEDOL 2304227 | 0.08% |
| FNMA FN15 AS0285 UMBS 02.0000 08/01/2028 | 0.08% |
| ADVANCE AUTO PARTS | 0.08% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.08% |
| PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.08% |
| FNMA FN15 AT8509 UMBS 02.0000 08/01/2028 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.08% |
| BOEING CO/THE SEDOL 2108601 | 0.08% |
| COMCAST CORP 03.9990 11/01/2049 | 0.08% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.07% |
| AT&T INC 04.3000 02/15/2030 | 0.07% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.07% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.07% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.07% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.07% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.07% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.07% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2050 | 0.07% |
| GNMA GII30 BK3755 05.0000 02/20/2049 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.07% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.07% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.07% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.07% |
| MSC 2012-C4 D P/P 144A 05.5995 03/15/2045 | 0.07% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.07% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.06% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.06% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.06% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.06% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.06% |
| FNMA FN15 AS0001 UMBS 02.0000 07/01/2028 | 0.06% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.06% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.06% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.06% |
| ALBEMARLE CORP SEDOL 2046853 | 0.06% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.05% |
| CREDIT SUISSE AG P/P 144A 06.5000 08/08/2023 | 0.05% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.05% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.05% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.05% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.05% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.05% |
| BURLINGTON STORES INC SEDOL BF311Y5 | 0.05% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.05% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.05% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.05% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.05% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.05% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.05% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.05% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.05% |
| GNMA GII30 BE2222 03.5000 01/20/2048 | 0.05% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.05% |
| PACIFICORP 02.7000 09/15/2030 | 0.05% |
| PENN NATIONAL GAMING INC SEDOL 2682105 | 0.05% |
| CAS 2016-C01 1M2 06.9345 08/25/2028 | 0.05% |
| LINDE PLC SEDOL BZ12WP8 | 0.05% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FNMA FN30 BO9900 UMBS 03.5000 12/01/2049 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.04% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.04% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.04% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| JPMCC 2012-C6 D 05.3242 05/15/2045 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.04% |
| APPLE INC 03.8500 05/04/2043 | 0.04% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| FNMA FN15 AB6335 UMBS 02.0000 10/01/2027 | 0.04% |
| GNMA GII30 BI6858 04.5000 03/20/2049 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| GNMA GII30 BE2219 03.5000 01/20/2048 | 0.04% |
| ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.04% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| ORACLE CORP 02.6500 07/15/2026 | 0.04% |
| UPJOHN INC P/P 144A 02.3000 06/22/2027 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| COMCAST CORP 03.1500 03/01/2026 | 0.04% |
| GNMA GII30 BE2220 03.5000 01/20/2048 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% |
| ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.04% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.04% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.04% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.04% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| FNMA FN15 AP6055 UMBS 02.0000 07/01/2028 | 0.03% |
| FOX CORP 04.0300 01/25/2024 | 0.03% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.03% |
| CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| JPMORGAN CHASE & CO 01.3924 05/15/2047 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| COMM 2012-LC4 C 05.7207 12/10/2044 | 0.03% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.03% |
| FNMA FN30 AB9369 UMBS 03.5000 05/01/2043 | 0.03% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.03% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.03% |
| AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.03% |
| SUMMIT MATERIALS INC -CL A SEDOL BW9JPS4 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.03% |
| FNMA FN30 AT2746 UMBS 03.5000 05/01/2043 | 0.03% |
| FOX CORP 03.0500 04/07/2025 | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.03% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.03% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 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% |
| QVC INC 04.8500 04/01/2024 | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| VMWARE INC 03.9000 08/21/2027 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GNMA GII30 BE2221 03.5000 01/20/2048 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.8263 10/15/2045 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FNMA FN15 MA1542 UMBS 02.0000 08/01/2028 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FNMA FN15 AB7525 UMBS 02.0000 01/01/2028 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| FNMA FN30 AY0773 UMBS 03.5000 03/01/2045 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 | 0.02% |
| FNMA FN15 AB7707 UMBS 02.0000 01/01/2028 | 0.02% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 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% |
| FNMA FN15 MA1346 UMBS 02.0000 02/01/2028 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.02% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.02% |
| AUTONATION INC 04.5000 10/01/2025 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| FNMA FN30 734836 05.0000 08/01/2033 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| APPLE INC 03.4500 05/06/2024 | 0.02% |
| AVIATION CAPITAL GRP P/P 144A 07.1250 10/15/2020 | 0.02% |
| BANK OF AMERICA CORP 01.0734 09/15/2026 | 0.02% |
| BG ENERGY CAP PLC P/P 144A 04.0000 10/15/2021 | 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% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.02% |
| CAS 2017-C01 1EB1 01.4345 07/25/2029 | 0.02% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.02% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.02% |
| CIT BANK NA 02.9690 09/27/2025 | 0.02% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% |
| FHLMC FR30 ZL4505 UMBS 03.5000 12/01/2042 | 0.02% |
| FHLMC FR30 ZS3713 UMBS 03.5000 04/01/2043 | 0.02% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.02% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.02% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.02% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.02% |
| STACR 2014-HQ2 M2 02.3845 09/25/2024 | 0.02% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.02% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| ABBVIE INC P/P 144A 03.4500 03/15/2022 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.01% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.01% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| GBP/USD 09/16/2020 BCAP-FX | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7845 10/25/2028 | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| FNMA FN30 AA0839 UMBS 05.0000 01/01/2039 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| BROADCOM INC P/P 144A 03.4590 09/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.01% |
| GBP/USD 09/16/2020 BANKAM | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| CAD/USD 07/15/2020 SSBT | 0.01% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.01% |
| GBP/USD 09/16/2020 GSFX | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% |
| CAS 2016-C02 1M2 06.1845 09/25/2028 | 0.01% |
| GBP/USD 09/16/2020 WPAC | 0.01% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.01% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.01% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| EUR/USD 09/16/2020 HSBCB | 0.00% |
| APPLE INC 01.6500 05/11/2030 | 0.00% |
| CHF/USD 09/16/2020 UBS | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| EUR/USD 09/16/2020 UBS | 0.00% |
| EUR/USD 09/16/2020 WPAC | 0.00% |
| FHLMC FR30 ZS0858 UMBS 06.0000 03/01/2035 | 0.00% |
| FNR 2001-79 BI IO 00.2684 03/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| EUR/USD 09/16/2020 BCAP-FX | -0.00% |
| EUR/USD 09/16/2020 CITI | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CHF/USD 09/16/2020 JPMCB | -0.00% |
| GBP/USD 09/16/2020 SSBT | -0.00% |
| GBP/USD 09/16/2020 UBS | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -0.00% |
| GBP/USD 09/16/2020 CITI | -0.00% |
| GBP/USD 09/16/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CITI | -0.01% |
| GNMA GII30 TBA 04.0000 07/01/2050 | -0.36% |
| MICROSOFT CORP SEDOL 2588173 | 3.66% |
|---|---|
| AMAZON.COM INC SEDOL 2000019 | 2.59% |
| US TREASURY N/B 02.7500 08/15/2042 | 2.14% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 2.10% |
| APPLE INC SEDOL 2046251 | 2.04% |
| US TREASURY N/B 01.6250 10/31/2023 | 1.90% |
| US TREASURY N/B 01.7500 06/30/2022 | 1.77% |
| US TREASURY N/B 01.7500 09/30/2022 | 1.69% |
| US TREASURY N/B 02.1250 12/31/2022 | 1.63% |
| US TREASURY N/B 01.8750 11/30/2021 | 1.58% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 1.49% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.35% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.29% |
| US TREASURY N/B 03.0000 02/15/2047 | 1.22% |
| HOME DEPOT INC SEDOL 2434209 | 1.17% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.15% |
| US TREASURY N/B 02.6250 06/15/2021 | 1.14% |
| 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 02.0000 02/15/2022 | 0.89% |
| ABBVIE INC SEDOL B92SR70 | 0.89% |
| PEPSICO INC SEDOL 2681511 | 0.88% |
| MASTERCARD INC - A SEDOL B121557 | 0.88% |
| CIGNA CORP SEDOL BHJ0775 | 0.85% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.84% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.84% |
| CITIGROUP INC SEDOL 2297907 | 0.77% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.76% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.71% |
| MERCK & CO. INC. SEDOL 2778844 | 0.71% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.70% |
| GNMA GII30 TBA 03.5000 04/01/2050 | 0.66% |
| NRG ENERGY INC SEDOL 2212922 | 0.65% |
| US TREASURY N/B 02.0000 11/30/2020 | 0.64% |
| NETFLIX INC SEDOL 2857817 | 0.64% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.64% |
| FISERV INC SEDOL 2342034 | 0.61% |
| BP PLC SEDOL 0798059 | 0.61% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.60% |
| CLARIVATE ANALYTICS PLC SEDOL BJJN444 | 0.59% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.59% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.57% |
| FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.55% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.53% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.53% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.52% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.52% |
| NEXTERA ENERGY INC SEDOL 2328915 | 0.49% |
| EATON CORP PLC SEDOL B8KQN82 | 0.48% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.48% |
| PFIZER INC SEDOL 2684703 | 0.48% |
| GNMA GII30 MA3802 03.0000 07/20/2046 | 0.47% |
| BIOGEN INC SEDOL 2455965 | 0.47% |
| 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% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.43% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.42% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.42% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.42% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.41% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.40% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.39% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.38% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.38% |
| KKR & CO INC -A SEDOL BG1FRR1 | 0.36% |
| GNMA GN30 784660 04.0000 12/15/2040 | 0.36% |
| NIKE INC -CL B SEDOL 2640147 | 0.36% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.35% |
| DANAHER CORP SEDOL 2250870 | 0.35% |
| 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 | 0.33% |
| E*TRADE FINANCIAL CORPORATION | 0.32% |
| DASSAULT SYSTEMES SA SEDOL 5330047 | 0.30% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.30% |
| VERIZON COMM 04.3290 09/21/2028 | 0.29% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.29% |
| AXA SA SEDOL 7088429 | 0.28% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.28% |
| FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.28% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.27% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.27% |
| HP INC SEDOL BYX4D52 | 0.27% |
| COSTAR GROUP INC SEDOL 2262864 | 0.27% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.27% |
| ZOETIS INC SEDOL B95WG16 | 0.27% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.26% |
| CENTENE CORP SEDOL 2807061 | 0.26% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2050 | 0.25% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.25% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 0.25% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.25% |
| FNMA FN30 FM1696 UMBS 03.5000 09/01/2049 | 0.25% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.25% |
| GNMA GII30 BJ1330 05.0000 02/20/2049 | 0.25% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.24% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.24% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.24% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.24% |
| AMEREN CORPORATION SEDOL 2050832 | 0.23% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.23% |
| DOMINION ENERGY INC SEDOL 2542049 | 0.23% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.23% |
| ALTRIA GROUP INC | 0.23% |
| FHLMC FR30 ZS3542 UMBS 04.0000 07/01/2042 | 0.22% |
| FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.22% |
| UNITED RENTALS INC SEDOL 2134781 | 0.22% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.22% |
| 3M CO | 0.21% |
| UBS AG REGS 05.1250 05/15/2024 | 0.21% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.21% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.20% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.20% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.20% |
| FNMA FN15 BM3058 UMBS 03.0000 12/01/2030 | 0.20% |
| FNMA FN30 BK4129 UMBS 04.5000 06/01/2048 | 0.19% |
| QUILTER PLC SEDOL BDCXV26 | 0.19% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.19% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.19% |
| HASBRO INC SEDOL 2414580 | 0.19% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.19% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.19% |
| CARMAX INC SEDOL 2983563 | 0.18% |
| EXELON CORP SEDOL 2670519 | 0.18% |
| CMS ENERGY CORP SEDOL 2219224 | 0.17% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.17% |
| DEERE & CO SEDOL 2261203 | 0.17% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.17% |
| YELLOW CAKE PLC 144A SEDOL BF50RG4 | 0.17% |
| HUMANA INC SEDOL 2445063 | 0.16% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.16% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.16% |
| HARTFORD FINL SVCS GRP 06.6250 03/30/2040 | 0.16% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.16% |
| YUM CHINA HOLDINGS INC SEDOL BYW4289 | 0.16% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.16% |
| WYNN RESORTS LTD SEDOL 2963811 | 0.16% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.15% |
| US BANCORP 03.0000 07/30/2029 | 0.15% |
| CIGNA CORP 03.7500 07/15/2023 | 0.15% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.15% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.14% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.14% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.14% |
| AT&T INC 04.1000 02/15/2028 | 0.14% |
| COMCAST CORP 03.4500 02/01/2050 | 0.14% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
| BALL CORP SEDOL 2073022 | 0.14% |
| COOPER COS INC/THE SEDOL 2222631 | 0.14% |
| DOW INC SEDOL BHXCF84 | 0.14% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.13% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.13% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.13% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.13% |
| MYLAN NV SEDOL BVFMFG8 | 0.13% |
| AMGEN INC SEDOL 2023607 | 0.13% |
| FEDEX CORP SEDOL 2142784 | 0.13% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.13% |
| FNMA FN30 BJ6741 UMBS 04.5000 05/01/2048 | 0.13% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.12% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.12% |
| WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.12% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.12% |
| FN BF0091 | 0.12% |
| MSC 2012-C4 D P/P 144A 05.4195 03/15/2045 | 0.12% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.12% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.12% |
| TJX COMPANIES INC SEDOL 2989301 | 0.12% |
| FHLMC FR30 ZM5692 UMBS 04.0000 02/01/2048 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| BURLINGTON STORES INC SEDOL BF311Y5 | 0.11% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.11% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.11% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.11% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.11% |
| FISERV INC 04.2000 10/01/2028 | 0.11% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.11% |
| EQUINIX INC 03.2000 11/18/2029 | 0.11% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.11% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.11% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.11% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| CONAGRA BRANDS INC SEDOL 2215460 | 0.10% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.10% |
| FNMA FN15 AS0285 UMBS 02.0000 08/01/2028 | 0.10% |
| AON PLC USD 04.2500 12/12/2042 | 0.10% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.10% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| FNMA FN15 AT8509 UMBS 02.0000 08/01/2028 | 0.10% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.10% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.10% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.10% |
| ZOETIS INC 03.9000 08/20/2028 | 0.10% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.10% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.10% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.10% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.10% |
| ELI LILLY & CO SEDOL 2516152 | 0.09% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| NEWMONT CORP SEDOL 2636607 | 0.09% |
| PACKAGING CORP OF AMERICA SEDOL 2504566 | 0.09% |
| LINDE PLC SEDOL BZ12WP8 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.09% |
| COMCAST CORP 03.9990 11/01/2049 | 0.09% |
| GNMA GII30 BK3755 05.0000 02/20/2049 | 0.09% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.08% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.08% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.08% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.08% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 0.08% |
| WILLIAMS COS INC SEDOL 2967181 | 0.08% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| ECOLAB INC SEDOL 2304227 | 0.08% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.08% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.08% |
| AT&T INC 04.3000 02/15/2030 | 0.08% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.08% |
| JPMORGAN CHASE & CO 04.6000 01/23/2050 | 0.08% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.08% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.08% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.08% |
| LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.07% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.07% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.07% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.07% |
| AMGEN INC 04.6630 06/15/2051 | 0.07% |
| FNMA FN15 AS0001 UMBS 02.0000 07/01/2028 | 0.07% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.07% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.07% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.07% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.07% |
| ADVANCE AUTO PARTS | 0.07% |
| BOEING CO/THE SEDOL 2108601 | 0.07% |
| SHIRE ACQ INV IE 03.2000 09/23/2026 | 0.07% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.06% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.06% |
| CAIRN ENERGY PLC SEDOL B74CDH8 | 0.06% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.06% |
| ALPHABET INC 01.9980 08/15/2026 | 0.06% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.06% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.06% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.06% |
| COMCAST CABLE COMMUNICAT 09.4550 11/15/2022 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.06% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.06% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.06% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.06% |
| CREDIT SUISSE AG P/P 144A 06.5000 08/08/2023 | 0.06% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.06% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.06% |
| VODAFONE GROUP PLC USD 04.3750 05/30/2028 | 0.06% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.06% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.06% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.06% |
| GNMA GII30 BE2222 03.5000 01/20/2048 | 0.06% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.06% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.05% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.05% |
| OPORTUN FINANCIAL CORP SEDOL BKTC5L2 | 0.05% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.05% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.05% |
| ALBEMARLE CORP SEDOL 2046853 | 0.05% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.05% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.05% |
| JPMCC 2012-C6 D 05.1571 05/15/2045 | 0.05% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.05% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.05% |
| FNMA FN15 AB6335 UMBS 02.0000 10/01/2027 | 0.05% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.05% |
| FNMA FN30 BO9900 UMBS 03.5000 12/01/2049 | 0.05% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.05% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| GNMA GII30 BI6858 04.5000 03/20/2049 | 0.05% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.05% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.05% |
| S&P GLOBAL INC 04.4000 02/15/2026 | 0.05% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.05% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.05% |
| GNMA GII30 BE2219 03.5000 01/20/2048 | 0.05% |
| GNMA GII30 BE2220 03.5000 01/20/2048 | 0.05% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.04% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.04% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.04% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.04% |
| ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.04% |
| ORACLE CORP 02.6500 07/15/2026 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.04% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.04% |
| VIACOMCBS INC 04.6000 01/15/2045 | 0.04% |
| COMCAST CORP 03.1500 03/01/2026 | 0.04% |
| FNMA FN15 AP6055 UMBS 02.0000 07/01/2028 | 0.04% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| SHIRE ACQ INV IRELAND DA USD 02.8750 09/23/2023 | 0.04% |
| HCA INC 05.0000 03/15/2024 | 0.04% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| FNMA FN30 AB9369 UMBS 03.5000 05/01/2043 | 0.04% |
| CAPITAL ONE BANK USA NA 03.3750 02/15/2023 | 0.04% |
| ENERGY TRAN PTNR 07.6000 02/01/2024 | 0.04% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| FOX CORP 04.0300 01/25/2024 | 0.04% |
| JPMORGAN CHASE & CO 02.6918 05/15/2047 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| COMM 2012-LC4 C 05.5369 12/10/2044 | 0.04% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.04% |
| SUMMIT MATERIALS INC -CL A SEDOL BW9JPS4 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.03% |
| FNMA FN30 AT2746 UMBS 03.5000 05/01/2043 | 0.03% |
| GBP/USD 06/17/2020 BCAP-FX | 0.03% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.03% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.03% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.03% |
| AES CORP/THE 05.1250 09/01/2027 | 0.03% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.03% |
| CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.03% |
| AMERICAN TOWER CORP 03.3750 10/15/2026 | 0.03% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.03% |
| FNMA FN15 MA1542 UMBS 02.0000 08/01/2028 | 0.03% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.03% |
| GNMA GII30 BE2221 03.5000 01/20/2048 | 0.03% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.03% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.03% |
| VMWARE INC 03.9000 08/21/2027 | 0.03% |
| CLOROX COMPANY SEDOL 2204026 | 0.03% |
| EMIR 2018-1 M1 02.6466 11/25/2028 | 0.03% |
| FNMA FN15 AB7525 UMBS 02.0000 01/01/2028 | 0.03% |
| GBP/USD 06/17/2020 BANKAM | 0.03% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.03% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.03% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.03% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% |
| QVC INC 04.8500 04/01/2024 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| FNMA FN15 AB7707 UMBS 02.0000 01/01/2028 | 0.03% |
| FNMA FN15 MA1346 UMBS 02.0000 02/01/2028 | 0.03% |
| FNMA FN30 AY0773 UMBS 03.5000 03/01/2045 | 0.03% |
| JPMCC 2012-C8 D P/P 144A 04.6748 10/15/2045 | 0.03% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CAD/USD 04/15/2020 GSFX | 0.02% |
| CROWN CASTLE INTL CORP 04.8750 04/15/2022 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| GBP/USD 06/17/2020 GSFX | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.02% |
| GBP/USD 06/17/2020 UBS | 0.02% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.02% |
| HCA INC 05.5000 06/15/2047 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 | 0.02% |
| FNMA FN30 734836 05.0000 08/01/2033 | 0.02% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.02% |
| STACR 2014-HQ2 M2 03.1466 09/25/2024 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| APPLE INC 03.4500 05/06/2024 | 0.02% |
| AVIATION CAPITAL GRP P/P 144A 07.1250 10/15/2020 | 0.02% |
| CAD/USD 04/15/2020 CITI | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.1500 01/23/2025 | 0.02% |
| BG ENERGY CAP PLC P/P 144A 04.0000 10/15/2021 | 0.02% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.02% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| AUTONATION INC 04.5000 10/01/2025 | 0.02% |
| BANK OF AMERICA CORP 01.5005 09/15/2026 | 0.02% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.02% |
| FHLMC FR30 ZL4505 UMBS 03.5000 12/01/2042 | 0.02% |
| FHLMC FR30 ZS3713 UMBS 03.5000 04/01/2043 | 0.02% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.02% |
| GBP/USD 06/17/2020 WPAC | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.02% |
| CIT BANK NA 02.9690 09/27/2025 | 0.02% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.02% |
| CAD/USD 04/15/2020 BCAP-FX | 0.02% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.02% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.02% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.02% |
| ROYAL BK SCOTLND GRP PLC USD 03.8750 09/12/2023 | 0.02% |
| ALLERGAN FUNDING SCS USD 03.4500 03/15/2022 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.02% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.02% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.02% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.02% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.02% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FIRSTENERGY CORP 04.8500 07/15/2047 | 0.01% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.01% |
| AXA SA P/P 144A 06.3790 12/29/2049 | 0.01% |
| FNMA FN30 AA0839 UMBS 05.0000 01/01/2039 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.01% |
| CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.01% |
| EUR/USD 06/17/2020 BCAP-FX | 0.01% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% |
| CAD/USD 04/15/2020 JPMCB | 0.01% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.01% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.01% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.01% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.01% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.01% |
| AT&T INC 02.9500 07/15/2026 | 0.00% |
| FIRSTENERGY CORP 03.9000 07/15/2027 | 0.00% |
| BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| ALLY FINANCIAL INC 03.8750 05/21/2024 | 0.00% |
| CNH/USD 05/20/2020 HSBCB | 0.00% |
| EUR/USD 06/17/2020 CITI | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| FHLMC FR30 ZS0858 UMBS 06.0000 03/01/2035 | 0.00% |
| FNR 2001-79 BI IO 00.2731 03/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| CAD/USD 04/15/2020 SSBT | -0.01% |
| GNMA GII30 TBA 04.0000 04/01/2050 | -0.42% |
Portfolio composition as of 06/30/20
| Common stock | 60.45% |
|---|---|
| Corporate bonds and notes | 14.46% |
| Treasury | 13.57% |
| Agency pass-through | 7.54% |
| Cash and net other assets | 3.27% |
| Commercial MBS | 0.51% |
| Residential MBS (non-agency) | 0.11% |
| Municipal bonds | 0.09% |
Fixed income statistics as of 06/30/20
| Average effective maturity | 7.87 yrs. |
|---|---|
| Average effective duration | 5.84 yrs. |
Maturity detail as of 06/30/20
| 0 - 1 yr. | 3.09% |
|---|---|
| 1 - 5 yrs. | 52.99% |
| 5 - 10 yrs. | 25.16% |
| 10 - 15 yrs. | 1.65% |
| Over 15 yrs. | 17.11% |
Quality rating as of 06/30/20
| AAA | 57.32% |
|---|---|
| AA | 2.14% |
| A | 12.91% |
| BBB | 23.76% |
| BB | 1.03% |
| CCC and Below | 0.01% |
| Not Rated | 2.83% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
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, asset class, 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.
Top industry sectors as of 06/30/20
| Information technology | 25.10% |
|---|---|
| Health care | 14.05% |
| Consumer discretionary | 11.15% |
| Communication services | 10.83% |
| Industrials | 9.28% |
| Financials | 9.20% |
| Consumer staples | 7.25% |
| Utilities | 3.47% |
| Cash and net other assets | 3.27% |
| Other | 6.40% |
0
The unclassified sector (where applicable) includes exchange traded funds and other securities not able to be classified by sector.
Sectors will vary over time.
Represents the equity portion of the portfolio.
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.99% | 1.74% | 1.74% | 1.49% | 1.24% | 0.73% | 0.63% | 0.74% |
| What you pay | 0.99% | 1.74% | 1.74% | 1.49% | 1.24% | 0.73% | 0.63% | 0.74% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | 3.50% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | 2.50% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | 1.50% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | 1.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class M | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- | -- |
The S&P 500 Index is an unmanaged index of common stock performance. The Bloomberg Barclays U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed income securities. You cannot invest directly in an index.
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, asset class, 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.