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. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, Strategic Intermediate Municipal Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects 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 by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is 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 has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are 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 R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Allocation
George Putnam Balanced Fund (Class Y) (PGEYX)
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 that produces 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 and assets |
Yesterday’s close | 52-week high | 52-week low | Net assets and outstanding shares |
|---|---|---|---|---|
| Net asset value |
$19.98
0.96% | $0.19 |
$25.82
11/08/21 |
$19.35
06/16/22 |
Download CSV |
Net assets and outstanding shares
Fund facts as of 05/31/22
Total net assets
$1,740.45M
$1,740.45M
Turnover (fiscal year end)
93%
93%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
591
591
Fiscal year-end
July
July
CUSIP / Fund code
37252M603 / 1802
37252M603 / 1802
Inception date
03/31/94
03/31/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PGEYX
PGEYX
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (R6 share) (PDF) |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
The end of the Great Moderation
Russia's invasion of Ukraine may stop the string of more moderate business cycles since 1982 and raise the risk of recession.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)
-6.01%
Worst 5-year annualized return
(for period ending 03/31/09)
9.17%
Average 5-year annualized return
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -11.86% | 6.04% | 7.40% | 8.62% |
| After sales charge | N/A | N/A | N/A | N/A |
| George Putnam Blended Index | -10.03% | 6.64% | 7.62% | 8.67% |
| S&P 500 Index | -10.62% | 10.60% | 11.31% | 12.96% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/22 | -5.76% | - | |
| YTD as of 07/01/22 | -15.67% | - | |
Yield
| Distribution rate before sales charge as of 07/01/22 |
1.08% |
|---|---|
| Distribution rate after sales charge as of 07/01/22 |
1.08% |
| 30-day SEC yield as of 06/30/22 | 1.65% |
Risk-adjusted performance as of 05/31/22
| Alpha (3 yrs.) | -1.00 |
|---|---|
| Sharpe ratio (3 yrs.) | 0.78 |
| Treynor ratio (3 yrs.) | 8.85 |
| Information ratio (3 yrs.) | -0.35 |
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 11.87% |
|---|---|
| Beta | 1.05 |
| R-squared | 0.99 |
Fixed income statistics as of 05/31/22
| Average effective duration | 6.26 yrs. |
|---|
Capture ratio as of 05/31/22
| Up-market (3 yrs.) | 102.46 |
|---|---|
| Down-market (3 yrs.) | 107.98 |
Lipper rankings as of 05/31/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 140/533 | 27% |
| 3 yrs. | 68/503 | 14% |
| 5 yrs. | 39/485 | 9% |
| 10 yrs. | 34/401 | 9% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 706 | |
| 3 yrs. | 706 | |
| 5 yrs. | 645 | |
| 10 yrs. | 475 |
Distributions
| Record/Ex dividend date | 05/25/22 |
|---|---|
| Payable date | 05/27/22 |
| Income | $0.054 |
| 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 | 3.99% |
|---|---|
| Apple | 2.93% |
| Amazon | 2.70% |
| Us Treasury N/B 01.1250 02/28/2025 | 2.16% |
| Alphabet | 2.10% |
| Us Treasury N/B 00.6250 10/15/2024 | 1.85% |
| Us Treasury N/B 02.3750 08/15/2024 | 1.67% |
| Mastercard | 1.48% |
| Us Treasury N/B 01.6250 02/15/2026 | 1.46% |
| Us Treasury N/B 02.7500 08/15/2042 | 1.45% |
| Top 10 holdings, percent of portfolio | 21.79% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Microsoft | |
| Apple | |
| Amazon | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Alphabet | |
| Us Treasury N/B 00.6250 10/15/2024 | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Mastercard | |
| Us Treasury N/B 01.6250 02/15/2026 | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Holdings represent 21.79% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Microsoft | |
| Apple | |
| Amazon | |
| Alphabet | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Us Treasury N/B 00.6250 10/15/2024 | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Mastercard | |
| Us Treasury N/B 01.6250 02/15/2026 | |
| Us Treasury N/B 02.7500 02/15/2024 | |
| Holdings represent 22.17% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Microsoft | |
| Amazon | |
| Apple | |
| Alphabet | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Mastercard | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Us Treasury N/B 01.6250 02/15/2026 | |
| Us Treasury N/B 02.7500 02/15/2024 | |
| Holdings represent 22.28% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Microsoft | |
| Amazon | |
| Apple | |
| Alphabet | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Mastercard | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Us Treasury N/B 01.6250 02/15/2026 | |
| Us Treasury N/B 02.7500 02/15/2024 | |
| Holdings represent 21.86% of portfolio | |
| MICROSOFT CORP SEDOL 2588173 | 4.18% |
|---|---|
| AMAZON.COM INC SEDOL 2000019 | 3.45% |
| APPLE INC SEDOL 2046251 | 3.17% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 2.51% |
| US TREASURY N/B 01.1250 02/28/2025 | 2.00% |
| US TREASURY N/B 02.3750 08/15/2024 | 1.54% |
| MASTERCARD INC - A SEDOL B121557 | 1.44% |
| US TREASURY N/B 02.7500 08/15/2042 | 1.36% |
| US TREASURY N/B 01.6250 02/15/2026 | 1.35% |
| US TREASURY N/B 02.7500 02/15/2024 | 1.25% |
| TESLA INC SEDOL B616C79 | 1.23% |
| UNION PACIFIC CORP SEDOL 2914734 | 1.11% |
| HOME DEPOT INC SEDOL 2434209 | 1.10% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 1.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 1.09% |
| S&P500 EMINI FUT JUN22 ESM2 | 1.08% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.08% |
| NRG ENERGY INC SEDOL 2212922 | 1.00% |
| US TREASURY N/B 01.6250 10/31/2023 | 0.99% |
| CITIGROUP INC SEDOL 2297907 | 0.97% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.97% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.96% |
| ORACLE CORP SEDOL 2661568 | 0.95% |
| US TREASURY N/B 01.6250 05/15/2031 | 0.92% |
| US TREASURY N/B 01.6250 09/30/2026 | 0.91% |
| US TREASURY N/B 01.5000 02/15/2030 | 0.90% |
| QUALCOMM INC SEDOL 2714923 | 0.89% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.85% |
| ABBVIE INC SEDOL B92SR70 | 0.85% |
| PEPSICO INC SEDOL 2681511 | 0.84% |
| INTUIT INC SEDOL 2459020 | 0.82% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.81% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.80% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.76% |
| US TREASURY N/B 00.6250 10/15/2024 | 0.73% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.72% |
| NVIDIA CORP SEDOL 2379504 | 0.71% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.68% |
| US TREASURY N/B 02.2500 11/15/2027 | 0.67% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.67% |
| US TREASURY N/B 03.0000 02/15/2047 | 0.66% |
| WALMART INC SEDOL 2936921 | 0.65% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.63% |
| ADOBE INC SEDOL 2008154 | 0.61% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.61% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.61% |
| SALESFORCE INC SEDOL 2310525 | 0.61% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.59% |
| FNMA FN30 BP3443 UMBS 02.5000 05/01/2051 | 0.56% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.54% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.53% |
| ANTHEM INC SEDOL BSPHGL4 | 0.53% |
| FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 0.52% |
| DANAHER CORP SEDOL 2250870 | 0.50% |
| US TREASURY N/B 01.8750 02/15/2051 | 0.50% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.49% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.49% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.49% |
| US TREASURY N/B 00.2500 06/15/2023 | 0.49% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.48% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.48% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.46% |
| TARGET CORP SEDOL 2259101 | 0.46% |
| US TREASURY N/B 01.2500 05/15/2050 | 0.43% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.41% |
| PFIZER INC SEDOL 2684703 | 0.39% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.37% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.36% |
| PULTEGROUP INC SEDOL 2708841 | 0.34% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.34% |
| ELI LILLY & CO SEDOL 2516152 | 0.34% |
| NEXTERA ENERGY INC SEDOL 2328915 | 0.34% |
| CORTEVA INC SEDOL BK73B42 | 0.34% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.33% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.33% |
| CONOCOPHILLIPS | 0.31% |
| MERCK & CO. INC. SEDOL 2778844 | 0.31% |
| SHELL PLC SEDOL BP6MXD8 | 0.30% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.30% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.30% |
| KKR & CO INC SEDOL BG1FRR1 | 0.29% |
| DEERE & CO SEDOL 2261203 | 0.28% |
| UNITY SOFTWARE INC SEDOL BLFDXH8 | 0.27% |
| AXA SA SEDOL 7088429 | 0.27% |
| CIGNA CORP SEDOL BHJ0775 | 0.27% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.26% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.26% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.25% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.25% |
| QUILTER PLC SEDOL BDCXV26 | 0.25% |
| FNMA FN30 BR9082 UMBS 02.5000 04/01/2051 | 0.24% |
| FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.24% |
| UNITED RENTALS INC SEDOL 2134781 | 0.24% |
| SILVERGATE CAPITAL CORP-CL A SEDOL BJ1DBR4 | 0.23% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.22% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.22% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.22% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.22% |
| LINDE PLC SEDOL BZ12WP8 | 0.21% |
| VONTIER CORP SEDOL BH4GV32 | 0.21% |
| NIKE INC -CL B SEDOL 2640147 | 0.21% |
| CSX CORP SEDOL 2160753 | 0.20% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.20% |
| AMEREN CORPORATION SEDOL 2050832 | 0.20% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.19% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.19% |
| FNMA FN30 BR9622 UMBS 02.5000 05/01/2051 | 0.18% |
| DEXCOM INC SEDOL B0796X4 | 0.18% |
| MSBAM 2016-C28 A4 03.5440 01/15/2049 | 0.18% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.18% |
| ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B8 | 0.18% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.18% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.17% |
| CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.17% |
| GNMA GII30 CB2835 03.5000 04/20/2051 | 0.17% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.17% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.17% |
| BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.17% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.17% |
| AVANTOR INC SEDOL BJLT387 | 0.16% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.16% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 0.16% |
| CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.16% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 0.16% |
| MCKESSON CORP SEDOL 2378534 | 0.16% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.16% |
| CARMAX INC SEDOL 2983563 | 0.16% |
| AMGEN INC SEDOL 2023607 | 0.16% |
| APPLE INC 02.8000 02/08/2061 | 0.16% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.16% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.16% |
| CVS HEALTH CORP SEDOL 2577609 | 0.16% |
| ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.15% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.15% |
| FNMA FN30 BP9872 UMBS 02.5000 07/01/2050 | 0.15% |
| PENN NATIONAL GAMING INC SEDOL 2682105 | 0.15% |
| UBS AG REGS 05.1250 05/15/2024 | 0.14% |
| BROADCOM INC 04.1500 11/15/2030 | 0.14% |
| ILLUMINA INC SEDOL 2613990 | 0.14% |
| ARAMARK SEDOL BH3XG17 | 0.13% |
| ABBVIE INC 03.2000 11/21/2029 | 0.13% |
| ALTRIA GROUP INC | 0.13% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.13% |
| FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.13% |
| OLAPLEX HOLDINGS INC SEDOL BNKJ933 | 0.13% |
| MSC 2018-L1 A4 04.4070 10/15/2051 | 0.13% |
| VIATRIS INC 04.0000 06/22/2050 | 0.13% |
| COMM 2014-CR18 C 04.7465 07/15/2047 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| GNMA GN30 784660 04.0000 12/15/2040 | 0.12% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.12% |
| IRONWOOD PHARMACEUTICALS INC SEDOL B3MZ6K5 | 0.11% |
| 4FRONT VENTURES CORP SEDOL BKFGXD6 | 0.11% |
| AGNICO EAGLE MINES LTD SEDOL 2009823 | 0.11% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.11% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.11% |
| VERIZON COMM 04.3290 09/21/2028 | 0.11% |
| CRH PLC-SPONSORED ADR SEDOL 2160816 | 0.11% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 0.11% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.10% |
| GNMA GII30 MA3802 03.0000 07/20/2046 | 0.10% |
| CAE INC SEDOL 2162760 | 0.10% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | 0.10% |
| GNMA GII30 CB2964 03.5000 04/20/2051 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | 0.10% |
| GNMA GII30 BX9597 02.0000 01/20/2051 | 0.10% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.10% |
| CGCMT 2018-B2 A4 04.0090 03/10/2051 | 0.10% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.09% |
| BOEING CO/THE SEDOL 2108601 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.09% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.09% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.09% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.09% |
| COOPER COS INC/THE SEDOL 2222631 | 0.09% |
| NETFLIX INC 04.3750 11/15/2026 | 0.09% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.09% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.09% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.09% |
| WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.09% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.09% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.09% |
| TJX COMPANIES INC SEDOL 2989301 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| FNMA FN30 BQ2814 UMBS 02.5000 09/01/2050 | 0.08% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.08% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.08% |
| COMCAST CORP 03.4500 02/01/2050 | 0.08% |
| ORACLE CORP 03.6500 03/25/2041 | 0.08% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.08% |
| LENNAR CORP 04.7500 11/29/2027 | 0.08% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.08% |
| AIR LEASE CORP 03.0000 02/01/2030 | 0.08% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.08% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.08% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.08% |
| GOGREEN INVESTMENTS CORP SEDOL BMVRFD1 | 0.08% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| AT&T INC 03.3000 02/01/2052 | 0.08% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.08% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.08% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.08% |
| EQUINIX INC 03.2000 11/18/2029 | 0.08% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.07% |
| GNMA GII30 BJ1330 05.0000 02/20/2049 | 0.07% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.07% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.07% |
| LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.07% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.07% |
| FHLMC FR30 ZS3542 UMBS 04.0000 07/01/2042 | 0.07% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.07% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.07% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.07% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.07% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.07% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.07% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.07% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.07% |
| AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.07% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.07% |
| ZOETIS INC 03.9000 08/20/2028 | 0.07% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.06% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.06% |
| BATH & BODY WORKS INC SEDOL BNNTGJ5 | 0.06% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.06% |
| FNMA FN15 BM3058 UMBS 03.0000 12/01/2030 | 0.06% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.06% |
| GNMA GII30 CB2832 03.5000 04/20/2051 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.0000 05/01/2028 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| AT&T INC 02.3000 06/01/2027 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.06% |
| BURLINGTON STORES INC SEDOL BF311Y5 | 0.06% |
| CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.06% |
| FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.06% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.06% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.06% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.06% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.06% |
| FHLMC FR30 QB1971 UMBS 02.5000 07/01/2050 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.06% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.06% |
| WARBY PARKER INC-CLASS A SEDOL BLGZN51 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| FN BF0091 | 0.05% |
| FNMA FN30 FM1696 UMBS 03.5000 09/01/2049 | 0.05% |
| MSC 2012-C4 D 144A 05.4667 03/15/2045 | 0.05% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.05% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.05% |
| AT&T INC 02.2500 02/01/2032 | 0.05% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.05% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.05% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 0.05% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.05% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.05% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| ALPHABET INC 02.2500 08/15/2060 | 0.05% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.05% |
| FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| TOTALENERGIES SE SEDOL B15C557 | 0.05% |
| COMCAST CORP 03.9990 11/01/2049 | 0.05% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.05% |
| ISTAR INC. 04.2500 08/01/2025 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.04% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.04% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.04% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.04% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.04% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| GNMA GII30 CB2833 03.5000 04/20/2051 | 0.04% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| BANK 2019-BN19 AS 03.4460 08/15/2061 | 0.04% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.04% |
| JPMCC 2012-C6 D 05.2697 05/15/2045 | 0.04% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.04% |
| CREDIT SUISSE AG P/P 144A 06.5000 08/08/2023 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| ALPHABET INC 01.9980 08/15/2026 | 0.04% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.04% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.04% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.04% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.04% |
| FNMA FN30 BJ6741 UMBS 04.5000 05/01/2048 | 0.04% |
| VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.04% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.04% |
| FNMA FN15 AS0285 UMBS 02.0000 08/01/2028 | 0.04% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.04% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% |
| BMW FINANCE NV P/P 144A 02.8500 08/14/2029 | 0.03% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.03% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PACIFICORP 02.7000 09/15/2030 | 0.03% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.03% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.03% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.03% |
| FNMA FN15 AT8509 UMBS 02.0000 08/01/2028 | 0.03% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.03% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% |
| DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.03% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% |
| WORKDAY INC 03.7000 04/01/2029 | 0.03% |
| AMAZON.COM INC 02.1000 05/12/2031 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| FNMA FN30 BO9900 UMBS 03.5000 12/01/2049 | 0.03% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| APPLE INC. 03.8500 05/04/2043 | 0.03% |
| ENERGY TRANSFER LP 07.6000 02/01/2024 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.03% |
| VIATRIS INC 02.3000 06/22/2027 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.03% |
| FHLMC FR30 ZM5692 UMBS 04.0000 02/01/2048 | 0.03% |
| HCA INC 05.0000 03/15/2024 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.02% |
| GNMA GII30 BE2219 03.5000 01/20/2048 | 0.02% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| FNMA FN15 AS0001 UMBS 02.0000 07/01/2028 | 0.02% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.02% |
| FORD MOTOR CREDIT CO LLC 02.9000 02/10/2029 | 0.02% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.02% |
| PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| CAS 2016-C01 1M2 07.2066 08/25/2028 | 0.02% |
| GNMA GII30 BE2220 03.5000 01/20/2048 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.02% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.02% |
| ORACLE CORP 03.9500 03/25/2051 | 0.02% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.02% |
| GNMA GII30 BE2222 03.5000 01/20/2048 | 0.02% |
| PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.02% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.02% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| FNMA FN15 AB6335 UMBS 02.0000 10/01/2027 | 0.02% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.02% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| HCA INC 03.5000 07/15/2051 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BI6858 04.5000 03/20/2049 | 0.02% |
| JPMCC 2012-C8 D 144A 04.6745 10/15/2045 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BANK OF AMERICA CORP 01.5860 09/15/2026 | 0.01% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.01% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| EMIR 2018-1 M1 01.8869 11/25/2028 | 0.01% |
| FNMA FN15 AP6055 UMBS 02.0000 07/01/2028 | 0.01% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BK3755 05.0000 02/20/2049 | 0.01% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2012-LC4 C 05.4674 12/10/2044 | 0.01% |
| FNMA FN30 AB9369 UMBS 03.5000 05/01/2043 | 0.01% |
| FNMA FN30 BK4129 UMBS 04.5000 06/01/2048 | 0.01% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.01% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AT2746 UMBS 03.5000 05/01/2043 | 0.01% |
| GBP/USD 06/15/2022 BCAP-FX | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| CAS 2017-C01 1EB1 01.7066 07/25/2029 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BE2221 03.5000 01/20/2048 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PARAMOUNT GLOBAL 04.0000 01/15/2026 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% |
| FNMA FN15 MA1542 UMBS 02.0000 08/01/2028 | 0.01% |
| FNMA FN30 734836 05.0000 08/01/2033 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FNMA FN15 AB7525 UMBS 02.0000 01/01/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.01% |
| HMIR 2018-1 M1 144A 02.0566 10/25/2028 | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZL4505 UMBS 03.5000 12/01/2042 | 0.01% |
| FHLMC FR30 ZS3713 UMBS 03.5000 04/01/2043 | 0.01% |
| FNMA FN15 AB7707 UMBS 02.0000 01/01/2028 | 0.01% |
| FNMA FN15 MA1346 UMBS 02.0000 02/01/2028 | 0.01% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.01% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.01% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.01% |
| GBP/USD 06/15/2022 WPAC | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.00% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.00% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.00% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.00% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.00% |
| FNMA FN30 AA0839 UMBS 05.0000 01/01/2039 | 0.00% |
| FNMA FN30 AY0773 UMBS 03.5000 03/01/2045 | 0.00% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.00% |
| AT&T INC 03.5500 09/15/2055 | 0.00% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.00% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| CAS 2016-C02 1M2 06.4566 09/25/2028 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| APPLE INC 01.6500 05/11/2030 | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| EUR/USD 06/15/2022 CITI | 0.00% |
| EUR/USD 06/15/2022 GSFX | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| HKD/USD 05/18/2022 SSBT | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| SGD/USD 05/18/2022 JPMCB | 0.00% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| DKK/USD 06/15/2022 BANKAM | 0.00% |
| EUR/USD 06/15/2022 HSBCB | 0.00% |
| EUR/USD 06/15/2022 SSBT | 0.00% |
| FHLMC FR30 ZS0858 UMBS 06.0000 03/01/2035 | 0.00% |
| FNR 2001-79 BI IO 00.2662 03/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| PARAMOUNT GLOBAL 04.2000 05/19/2032 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TMO 20220617 P 500.00GSI | 0.00% |
| CAD/USD 04/20/2022 BCAP-FX | -0.00% |
| CAD/USD 04/20/2022 GSFX | -0.00% |
| CAD/USD 04/20/2022 JPMCB | -0.00% |
| CAD/USD 04/20/2022 CITI | -0.01% |
| CAD/USD 04/20/2022 UBS | -0.01% |
| GNMA GII30 TBA 04.0000 04/01/2052 | -0.27% |
| MICROSOFT CORP SEDOL 2588173 | 4.18% |
|---|---|
| ALPHABET INC-CL A SEDOL BYVY8G0 | 3.24% |
| AMAZON.COM INC SEDOL 2000019 | 3.18% |
| APPLE INC SEDOL 2046251 | 2.46% |
| US TREASURY N/B 01.1250 02/28/2025 | 1.94% |
| NVIDIA CORP SEDOL 2379504 | 1.60% |
| US TREASURY N/B 02.3750 08/15/2024 | 1.49% |
| US TREASURY N/B 02.7500 08/15/2042 | 1.42% |
| HOME DEPOT INC SEDOL 2434209 | 1.38% |
| MASTERCARD INC - A SEDOL B121557 | 1.35% |
| US TREASURY N/B 02.7500 02/15/2024 | 1.20% |
| US TREASURY N/B 00.2500 06/15/2023 | 1.15% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 1.14% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.12% |
| TESLA INC SEDOL B616C79 | 1.12% |
| INTUIT INC SEDOL 2459020 | 1.11% |
| CITIGROUP INC SEDOL 2297907 | 1.09% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.98% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.97% |
| US TREASURY N/B 01.6250 10/31/2023 | 0.95% |
| US TREASURY N/B 01.5000 03/31/2023 | 0.90% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.90% |
| US TREASURY N/B 01.5000 02/15/2030 | 0.90% |
| US TREASURY N/B 01.6250 09/30/2026 | 0.89% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.88% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.87% |
| PEPSICO INC SEDOL 2681511 | 0.86% |
| ADOBE INC SEDOL 2008154 | 0.84% |
| NRG ENERGY INC SEDOL 2212922 | 0.84% |
| S&P500 EMINI FUT MAR22 ESH2 | 0.83% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.78% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.75% |
| ABBVIE INC SEDOL B92SR70 | 0.74% |
| ORACLE CORP SEDOL 2661568 | 0.72% |
| US TREASURY N/B 00.6250 10/15/2024 | 0.70% |
| US TREASURY N/B 03.0000 02/15/2047 | 0.69% |
| US TREASURY N/B 02.2500 11/15/2027 | 0.66% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.64% |
| US TREASURY N/B 01.6250 05/15/2031 | 0.63% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.62% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.61% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.60% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.60% |
| KKR & CO INC SEDOL BG1FRR1 | 0.59% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.59% |
| WALMART INC SEDOL 2936921 | 0.58% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.56% |
| FNMA FN30 BP3443 UMBS 02.5000 05/01/2051 | 0.56% |
| UNITY SOFTWARE INC SEDOL BLFDXH8 | 0.56% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.56% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.55% |
| FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 0.54% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.54% |
| DANAHER CORP SEDOL 2250870 | 0.52% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.51% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.49% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.49% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.49% |
| US TREASURY N/B 01.6250 02/15/2026 | 0.49% |
| EXELON CORP SEDOL 2670519 | 0.47% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.47% |
| PFIZER INC SEDOL 2684703 | 0.47% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.47% |
| TARGET CORP SEDOL 2259101 | 0.46% |
| US TREASURY N/B 01.2500 05/15/2050 | 0.45% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.44% |
| NEXTERA ENERGY INC SEDOL 2328915 | 0.44% |
| PULTEGROUP INC SEDOL 2708841 | 0.44% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.42% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.41% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.41% |
| AXA SA SEDOL 7088429 | 0.40% |
| EATON CORP PLC SEDOL B8KQN82 | 0.37% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.34% |
| US TREASURY N/B 01.8750 02/15/2051 | 0.34% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.32% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.32% |
| ELI LILLY & CO SEDOL 2516152 | 0.31% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.30% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.30% |
| QUALCOMM INC SEDOL 2714923 | 0.28% |
| MORGAN STANLEY | 0.27% |
| FNMA FN30 BR9082 UMBS 02.5000 04/01/2051 | 0.27% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.26% |
| CORTEVA INC SEDOL BK73B42 | 0.26% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.26% |
| ANTHEM INC SEDOL BSPHGL4 | 0.25% |
| FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.25% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.25% |
| QUILTER PLC SEDOL BDCXV26 | 0.25% |
| CIGNA CORP SEDOL BHJ0775 | 0.24% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.24% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.24% |
| NIKE INC -CL B SEDOL 2640147 | 0.24% |
| VONTIER CORP SEDOL BH4GV32 | 0.24% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.24% |
| MERCK & CO. INC. SEDOL 2778844 | 0.23% |
| OLAPLEX HOLDINGS INC SEDOL BNKJ933 | 0.22% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.22% |
| DEERE & CO SEDOL 2261203 | 0.22% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.22% |
| LINDE PLC SEDOL BZ12WP8 | 0.21% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.21% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B03MLX2 | 0.20% |
| UNITED RENTALS INC SEDOL 2134781 | 0.20% |
| FNMA FN30 BR9622 UMBS 02.5000 05/01/2051 | 0.20% |
| CARMAX INC SEDOL 2983563 | 0.20% |
| CVS HEALTH CORP SEDOL 2577609 | 0.19% |
| CSX CORP SEDOL 2160753 | 0.19% |
| AMEREN CORPORATION SEDOL 2050832 | 0.19% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.19% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.19% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.18% |
| MSBAM 2016-C28 A4 03.5440 01/15/2049 | 0.18% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.17% |
| APPLE INC 02.8000 02/08/2061 | 0.17% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.17% |
| GNMA GII30 CB2835 03.5000 04/20/2051 | 0.17% |
| CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.16% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.16% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 0.16% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 0.16% |
| BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.16% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.16% |
| TOTALENERGIES SE SEDOL B15C557 | 0.15% |
| CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.15% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.15% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.15% |
| FNMA FN30 BP9872 UMBS 02.5000 07/01/2050 | 0.15% |
| VIATRIS INC 04.0000 06/22/2050 | 0.15% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.14% |
| BROADCOM INC 04.1500 11/15/2030 | 0.14% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.14% |
| ALTRIA GROUP INC | 0.14% |
| CONOCOPHILLIPS | 0.14% |
| UBS AG REGS 05.1250 05/15/2024 | 0.14% |
| AMGEN INC SEDOL 2023607 | 0.14% |
| FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.13% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.13% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.13% |
| DEXCOM INC SEDOL B0796X4 | 0.13% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| PENN NATIONAL GAMING INC SEDOL 2682105 | 0.12% |
| ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.12% |
| GNMA GN30 784660 04.0000 12/15/2040 | 0.12% |
| MCKESSON CORP SEDOL 2378534 | 0.12% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.12% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.12% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.12% |
| COMM 2014-CR18 C 04.7493 07/15/2047 | 0.12% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.12% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.12% |
| ARAMARK SEDOL BH3XG17 | 0.12% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.12% |
| MODERNA INC SEDOL BGSXTS3 | 0.11% |
| GNMA GII30 MA3802 03.0000 07/20/2046 | 0.11% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.11% |
| COOPER COS INC/THE SEDOL 2222631 | 0.11% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.11% |
| VERIZON COMM 04.3290 09/21/2028 | 0.11% |
| SILVERGATE CAPITAL CORP-CL A SEDOL BJ1DBR4 | 0.10% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.10% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.10% |
| ECOLAB INC SEDOL 2304227 | 0.10% |
| TJX COMPANIES INC SEDOL 2989301 | 0.10% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2052 | 0.10% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.10% |
| GNMA GII30 CB2964 03.5000 04/20/2051 | 0.10% |
| BALL CORP SEDOL 2073022 | 0.10% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.10% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.10% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2052 | 0.10% |
| GNMA GII30 BX9597 02.0000 01/20/2051 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| CGCMT 2018-B2 A4 04.0090 03/10/2051 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.09% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.09% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.09% |
| BOEING CO/THE SEDOL 2108601 | 0.09% |
| BURLINGTON STORES INC SEDOL BF311Y5 | 0.09% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.09% |
| NETFLIX INC 04.3750 11/15/2026 | 0.09% |
| WEC ENERGY GROUP INC 02.2685 05/15/2067 | 0.09% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.09% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.09% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.09% |
| BATH & BODY WORKS INC SEDOL BNNTGJ5 | 0.09% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.09% |
| FNMA FN30 BQ2814 UMBS 02.5000 09/01/2050 | 0.09% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| COMCAST CORP 03.4500 02/01/2050 | 0.08% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.08% |
| LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.08% |
| AT&T INC 03.3000 02/01/2052 | 0.08% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.08% |
| LENNAR CORP 04.7500 11/29/2027 | 0.08% |
| AIR LEASE CORP 03.0000 02/01/2030 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.08% |
| GNMA GII30 BJ1330 05.0000 02/20/2049 | 0.08% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.08% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.08% |
| CAE INC SEDOL 2162760 | 0.08% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.08% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.08% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.08% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.08% |
| EQUINIX INC 03.2000 11/18/2029 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| VMWARE INC 02.2000 08/15/2031 | 0.08% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.07% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.07% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.07% |
| GOGREEN INVESTMENTS CORP SEDOL BMVRFD1 | 0.07% |
| WARBY PARKER INC-CLASS A SEDOL BLGZN51 | 0.07% |
| AON PLC 04.2500 12/12/2042 | 0.07% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.07% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.07% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.07% |
| FHLMC FR30 ZS3542 UMBS 04.0000 07/01/2042 | 0.07% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.07% |
| GNMA GII30 CB2832 03.5000 04/20/2051 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| FNMA FN15 BM3058 UMBS 03.0000 12/01/2030 | 0.07% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% |
| NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.07% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.07% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.07% |
| ZOETIS INC 03.9000 08/20/2028 | 0.07% |
| FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.06% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.06% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.06% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.06% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.06% |
| AT&T INC 02.3000 06/01/2027 | 0.06% |
| DOW INC SEDOL BHXCF84 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.0000 05/01/2028 | 0.06% |
| CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.06% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.06% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.06% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.06% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.06% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNMA FN30 FM1696 UMBS 03.5000 09/01/2049 | 0.06% |
| FHLMC FR30 QB1971 UMBS 02.5000 07/01/2050 | 0.06% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.06% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.06% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.06% |
| FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| FN BF0091 | 0.06% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.05% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.05% |
| GNMA GII30 CB2833 03.5000 04/20/2051 | 0.05% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.05% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.05% |
| ALPHABET INC 02.2500 08/15/2060 | 0.05% |
| AT&T INC 02.2500 02/01/2032 | 0.05% |
| COMCAST CORP 03.9990 11/01/2049 | 0.05% |
| CIGNA CORP 03.7500 07/15/2023 | 0.05% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.05% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.05% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 0.05% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 0.05% |
| DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.05% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 0.05% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.05% |
| BIOGEN INC SEDOL 2455965 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| MSC 2012-C4 D 144A 05.4122 03/15/2045 | 0.05% |
| MSC 2018-L1 A4 04.4070 10/15/2051 | 0.05% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.05% |
| CAPRICORN ENERGY PLC SEDOL BN0SMB9 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.05% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.05% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.05% |
| BOEING CO 05.9300 05/01/2060 | 0.05% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.05% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.04% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.04% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.04% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.04% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.04% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| BANK 2019-BN19 AS 03.4460 08/15/2061 | 0.04% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.04% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% |
| DIVERSEY HOLDINGS LTD SEDOL BNTJ2L3 | 0.04% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.04% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| ALBEMARLE CORP SEDOL 2046853 | 0.04% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.04% |
| CREDIT SUISSE AG P/P 144A 06.5000 08/08/2023 | 0.04% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.04% |
| NEWMONT CORP SEDOL 2636607 | 0.04% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% |
| ALPHABET INC 01.9980 08/15/2026 | 0.04% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| FNMA FN15 AS0285 UMBS 02.0000 08/01/2028 | 0.04% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.04% |
| VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.04% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| FNMA FN30 BJ6741 UMBS 04.5000 05/01/2048 | 0.04% |
| JPMCC 2012-C6 D 05.1223 05/15/2045 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 03.3690 12/14/2046 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.04% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.03% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.03% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.03% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.03% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.03% |
| FNMA FN15 AT8509 UMBS 02.0000 08/01/2028 | 0.03% |
| PACIFICORP 02.7000 09/15/2030 | 0.03% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| GINKGO BIOWORKS HOLDINGS INC SEDOL BN6KXF0 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FNMA FN30 BO9900 UMBS 03.5000 12/01/2049 | 0.03% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.03% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.03% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.03% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.03% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| APPLE INC. 03.8500 05/04/2043 | 0.03% |
| FHLMC FR30 ZM5692 UMBS 04.0000 02/01/2048 | 0.03% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| VIATRIS INC 02.3000 06/22/2027 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.03% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.03% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.03% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.02% |
| ENERGY TRANSFER LP 07.6000 02/01/2024 | 0.02% |
| FNMA FN15 AS0001 UMBS 02.0000 07/01/2028 | 0.02% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.02% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.02% |
| GNMA GII30 BE2219 03.5000 01/20/2048 | 0.02% |
| HCA INC 05.0000 03/15/2024 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| CAS 2016-C01 1M2 06.8528 08/25/2028 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.02% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% |
| ORACLE CORP 03.9500 03/25/2051 | 0.02% |
| SUMITOMO MITSUI P/P 144A 04.4360 04/02/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| GNMA GII30 BE2220 03.5000 01/20/2048 | 0.02% |
| GNMA GII30 BE2222 03.5000 01/20/2048 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.02% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FNMA FN15 AB6335 UMBS 02.0000 10/01/2027 | 0.02% |
| GNMA GII30 BK3755 05.0000 02/20/2049 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 BI6858 04.5000 03/20/2049 | 0.02% |
| HCA INC 03.5000 07/15/2051 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 0.02% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| FNMA FN15 AP6055 UMBS 02.0000 07/01/2028 | 0.02% |
| FNMA FN30 BK4129 UMBS 04.5000 06/01/2048 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.01% |
| AUTONATION INC 04.5000 10/01/2025 | 0.01% |
| BANK OF AMERICA CORP 00.9628 09/15/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| JPMCC 2012-C8 D 144A 04.6716 10/15/2045 | 0.01% |
| CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.01% |
| CIT BANK NA 02.9690 09/27/2025 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| EMIR 2018-1 M1 01.8019 11/25/2028 | 0.01% |
| FNMA FN30 AB9369 UMBS 03.5000 05/01/2043 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BE2221 03.5000 01/20/2048 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% |
| COMM 2012-LC4 C 05.5582 12/10/2044 | 0.01% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AT2746 UMBS 03.5000 05/01/2043 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.01% |
| SABMILLER HLDG INC 04.9500 01/15/2042 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.01% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% |
| FNMA FN15 MA1542 UMBS 02.0000 08/01/2028 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| FNMA FN15 AB7525 UMBS 02.0000 01/01/2028 | 0.01% |
| FNMA FN30 734836 05.0000 08/01/2033 | 0.01% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FNMA FN15 AB7707 UMBS 02.0000 01/01/2028 | 0.01% |
| FNMA FN15 MA1346 UMBS 02.0000 02/01/2028 | 0.01% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.01% |
| HMIR 2018-1 M1 144A 01.7019 10/25/2028 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| FHLMC FR30 ZL4505 UMBS 03.5000 12/01/2042 | 0.01% |
| FHLMC FR30 ZS3713 UMBS 03.5000 04/01/2043 | 0.01% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BE1440 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.01% |
| FNMA FN30 AY0773 UMBS 03.5000 03/01/2045 | 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% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.01% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.00% |
| FNMA FN30 AA0839 UMBS 05.0000 01/01/2039 | 0.00% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.00% |
| GBP/USD 03/16/2022 CITI | 0.00% |
| GBP/USD 03/16/2022 JPMCB | 0.00% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.00% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.00% |
| SGD/USD 02/16/2022 BANKAM | 0.00% |
| AT&T INC 03.5500 09/15/2055 | 0.00% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% |
| GBP/USD 03/16/2022 SSBT | 0.00% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.00% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| CAD/USD 01/19/2022 CITI | 0.00% |
| CAS 2016-C02 1M2 06.1028 09/25/2028 | 0.00% |
| DKK/USD 03/16/2022 MSCIL | 0.00% |
| GBP/USD 03/16/2022 HSBCB | 0.00% |
| SGD/USD 02/16/2022 JPMCB | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| APPLE INC 01.6500 05/11/2030 | 0.00% |
| CAD/USD 01/19/2022 BCAP-FX | 0.00% |
| CAD/USD 01/19/2022 GSFX | 0.00% |
| CAD/USD 01/19/2022 UBS | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| GBP/USD 03/16/2022 UBS | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| EUR/USD 03/16/2022 HSBCB | 0.00% |
| EUR/USD 03/16/2022 UBS | 0.00% |
| EUR/USD 03/16/2022 WPAC | 0.00% |
| FHLMC FR30 ZS0858 UMBS 06.0000 03/01/2035 | 0.00% |
| FNR 2001-79 BI IO 00.2662 03/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| HKD/USD 02/16/2022 SSBT | 0.00% |
| SEK/USD 03/16/2022 UBS | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| DKK/USD 03/16/2022 CITI | -0.00% |
| EUR/USD 03/16/2022 BCAP-FX | -0.00% |
| EUR/USD 03/16/2022 CITI | -0.00% |
| GBP/USD 03/16/2022 BANKAM | -0.00% |
| GBP/USD 03/16/2022 GSFX | -0.01% |
| GBP/USD 03/16/2022 BCAP-FX | -0.01% |
| GBP/USD 03/16/2022 WPAC | -0.01% |
| GNMA GII30 TBA 04.0000 01/01/2052 | -0.26% |
Portfolio composition as of 05/31/22
| Common stock | 60.49% |
|---|---|
| Treasury | 15.14% |
| Corporate bonds and notes | 14.34% |
| Agency pass-through | 6.25% |
| Cash and net other assets | 2.84% |
| Commercial MBS | 0.83% |
| Municipal bonds | 0.06% |
| Residential MBS (non-agency) | 0.05% |
Fixed income statistics as of 05/31/22
| Average effective maturity | 8.52 yrs. |
|---|---|
| Average effective duration | 6.26 yrs. |
Maturity detail as of 05/31/22
| 0 - 1 yr. | 4.59% |
|---|---|
| 1 - 5 yrs. | 36.66% |
| 5 - 10 yrs. | 39.47% |
| 10 - 15 yrs. | 3.37% |
| Over 15 yrs. | 15.91% |
Quality rating as of 05/31/22
| AAA | 59.00% |
|---|---|
| AA | 2.70% |
| A | 10.72% |
| BBB | 22.70% |
| BB | 2.17% |
| B | 0.09% |
| Not Rated | 2.62% |
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, 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 05/31/22
| Information technology | 25.38% |
|---|---|
| Health care | 14.36% |
| Consumer discretionary | 12.72% |
| Financials | 9.78% |
| Industrials | 8.85% |
| Communication services | 6.87% |
| Consumer staples | 6.52% |
| Energy | 5.17% |
| Materials | 3.36% |
| Other | 6.99% |
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 | 0.94% | 1.69% | 1.69% | 1.44% | 1.19% | 0.71% | 0.61% | 0.69% |
| What you pay | 0.94% | 1.69% | 1.69% | 1.44% | 1.19% | 0.71% | 0.61% | 0.69% |
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 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, 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.