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, 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, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income 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 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 |
$25.17
-0.12% | $-0.03 |
$25.20
10/26/21 |
$21.62
10/30/20 |
Fund facts as of 09/30/21
Total net assets
$1,923.48M
$1,923.48M
Turnover (fiscal year end)
93%
93%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
594
594
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
Portfolio Manager
Co-Head of Corporate and Tax-exempt Credit
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (R6 share) (PDF) |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
At the crossroads of pandemic, policy, disruption, and inflation
Strains on supply chains, rising prices, slowing growth, and shifting policies have pushed up volatility and changed our tactical stance.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)
9.08%
Average 5-year annualized return
Total return (%) as of 09/30/21
Annual performance as of 09/30/21
Annualized Total return (%) as of 09/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 16.91% | 12.49% | 11.90% | 11.24% |
| After sales charge | 10.19% | 10.29% | 10.58% | 10.58% |
| George Putnam Blended Index | 16.91% | 12.41% | 11.64% | 11.41% |
| S&P 500 Index | 30.00% | 15.99% | 16.90% | 16.63% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/21 | -3.43% | -8.98% | |
| YTD as of 10/27/21 | 12.73% | 6.24% | |
Yield
| Distribution rate before sales charge as of 10/27/21 |
0.57% |
|---|---|
| Distribution rate after sales charge as of 10/27/21 |
0.54% |
| 30-day SEC yield as of 09/30/21 (after sales charge) |
0.41% |
Risk-adjusted performance as of 09/30/21
| Alpha (3 yrs.) | -0.71 |
|---|---|
| Sharpe ratio (3 yrs.) | 0.95 |
| Treynor ratio (3 yrs.) | 10.67 |
| Information ratio (3 yrs.) | 0.06 |
Volatility as of 09/30/21
| Standard deviation (3 yrs.) | 11.96% |
|---|---|
| Beta | 1.07 |
| R-squared | 0.99 |
Fixed income statistics as of 09/30/21
| Average effective duration | 6.43 yrs. |
|---|
Capture ratio as of 09/30/21
| Up-market (3 yrs.) | 103.95 |
|---|---|
| Down-market (3 yrs.) | 107.95 |
Lipper rankings as of 09/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 313/532 | 59% |
| 3 yrs. | 27/505 | 6% |
| 5 yrs. | 29/478 | 7% |
| 10 yrs. | 41/394 | 11% |
Morningstar Ratings™ as of 09/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 653 | |
| 3 yrs. | 653 | |
| 5 yrs. | 596 | |
| 10 yrs. | 427 |
Distributions
| Record/Ex dividend date | 08/26/21 |
|---|---|
| Payable date | 08/30/21 |
| Income | $0.036 |
| 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 | 3.89% |
|---|---|
| Alphabet | 3.35% |
| Amazon | 3.03% |
| Apple | 2.44% |
| Us Treasury N/B 01.1250 02/28/2025 | 2.07% |
| 1.85% | |
| Us Treasury N/B 02.3750 08/15/2024 | 1.59% |
| Us Treasury N/B 02.7500 08/15/2042 | 1.48% |
| Citigroup | 1.33% |
| Us Treasury N/B 02.7500 02/15/2024 | 1.29% |
| Top 10 holdings, percent of portfolio | 22.32% |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Microsoft | |
| Alphabet | |
| Amazon | |
| Apple | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Citigroup | |
| Us Treasury N/B 02.7500 02/15/2024 | |
| Holdings represent 22.32% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Microsoft | |
| Alphabet | |
| Amazon | |
| Apple | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Nvidia | |
| Citigroup | |
| Holdings represent 22.42% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Microsoft | |
| Alphabet | |
| Amazon | |
| Apple | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Us Treasury N/B 02.7500 02/15/2024 | |
| Citigroup | |
| Holdings represent 21.92% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Microsoft | |
| Amazon | |
| Alphabet | |
| Apple | |
| Us Treasury N/B 02.3750 08/15/2024 | |
| Us Treasury N/B 01.1250 02/28/2025 | |
| Us Treasury N/B 02.7500 08/15/2042 | |
| Citigroup | |
| Paypal Holdings | |
| Holdings represent 21.69% of portfolio | |
| MICROSOFT CORP SEDOL 2588173 | 3.89% |
|---|---|
| ALPHABET INC-CL A SEDOL BYVY8G0 | 3.35% |
| AMAZON.COM INC SEDOL 2000019 | 3.03% |
| APPLE INC SEDOL 2046251 | 2.44% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.86% |
| US TREASURY N/B 02.3750 08/15/2024 | 1.59% |
| US TREASURY N/B 01.1250 02/28/2025 | 1.56% |
| US TREASURY N/B 02.7500 08/15/2042 | 1.47% |
| CITIGROUP INC SEDOL 2297907 | 1.33% |
| US TREASURY N/B 02.7500 02/15/2024 | 1.29% |
| NVIDIA CORP SEDOL 2379504 | 1.27% |
| US TREASURY N/B 00.2500 06/15/2023 | 1.22% |
| HOME DEPOT INC SEDOL 2434209 | 1.18% |
| US TREASURY N/B 01.5000 03/31/2023 | 1.17% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.16% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.02% |
| US TREASURY N/B 01.6250 10/31/2023 | 1.01% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.00% |
| MASTERCARD INC - A SEDOL B121557 | 0.96% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.92% |
| ADOBE INC SEDOL 2008154 | 0.92% |
| TESLA INC SEDOL B616C79 | 0.88% |
| INTUIT INC SEDOL 2459020 | 0.82% |
| NRG ENERGY INC SEDOL 2212922 | 0.82% |
| PEPSICO INC SEDOL 2681511 | 0.80% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.77% |
| S&P500 EMINI FUT DEC21 ESZ1 | 0.74% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.73% |
| US TREASURY N/B 03.0000 02/15/2047 | 0.71% |
| US TREASURY N/B 02.2500 11/15/2027 | 0.70% |
| ORACLE CORP SEDOL 2661568 | 0.69% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.67% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.65% |
| FNMA FN30 BP3443 UMBS 02.5000 05/01/2051 | 0.65% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.65% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.64% |
| ABBVIE INC SEDOL B92SR70 | 0.63% |
| US TREASURY N/B 01.5000 02/15/2030 | 0.63% |
| US TREASURY N/B 02.1250 12/31/2022 | 0.63% |
| FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 0.60% |
| WALMART INC SEDOL 2936921 | 0.60% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.59% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.59% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.58% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.57% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.55% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.55% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.54% |
| KKR & CO INC SEDOL BG1FRR1 | 0.54% |
| DANAHER CORP SEDOL 2250870 | 0.53% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.53% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.52% |
| US TREASURY N/B 01.6250 02/15/2026 | 0.52% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.52% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.51% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.51% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.50% |
| TARGET CORP SEDOL 2259101 | 0.48% |
| US TREASURY N/B 01.6250 09/30/2026 | 0.48% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.46% |
| US TREASURY N/B 01.2500 05/15/2050 | 0.46% |
| EXELON CORP SEDOL 2670519 | 0.45% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.45% |
| NEXTERA ENERGY INC SEDOL 2328915 | 0.45% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.43% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.43% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.42% |
| AXA SA SEDOL 7088429 | 0.41% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.40% |
| EATON CORP PLC SEDOL B8KQN82 | 0.39% |
| MORGAN STANLEY | 0.38% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.35% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.34% |
| ON SEMICONDUCTOR CORP SEDOL 2583576 | 0.33% |
| FNMA FN30 BR9082 UMBS 02.5000 04/01/2051 | 0.32% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.30% |
| CIGNA CORP SEDOL BHJ0775 | 0.30% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.29% |
| FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.29% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.29% |
| NIKE INC -CL B SEDOL 2640147 | 0.29% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.28% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.28% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.28% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.28% |
| VONTIER CORP SEDOL BH4GV32 | 0.28% |
| ELI LILLY & CO SEDOL 2516152 | 0.27% |
| PFIZER INC SEDOL 2684703 | 0.27% |
| QUILTER PLC SEDOL BDCXV26 | 0.25% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.24% |
| MERCK & CO. INC. SEDOL 2778844 | 0.24% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.24% |
| DEERE & CO SEDOL 2261203 | 0.24% |
| FNMA FN30 BR9622 UMBS 02.5000 05/01/2051 | 0.23% |
| UNITED RENTALS INC SEDOL 2134781 | 0.23% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B03MLX2 | 0.22% |
| ANTHEM INC SEDOL BSPHGL4 | 0.22% |
| CLIMATE CHANGE CRISI | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| IRONWOOD PHARMACEUTICALS INC SEDOL B3MZ6K5 | 0.21% |
| CARMAX INC SEDOL 2983563 | 0.21% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.20% |
| MODERNA INC SEDOL BGSXTS3 | 0.20% |
| LINDE PLC SEDOL BZ12WP8 | 0.20% |
| PULTEGROUP INC SEDOL 2708841 | 0.20% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.20% |
| AMEREN CORPORATION SEDOL 2050832 | 0.20% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.19% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.19% |
| MSBAM 2016-C28 A4 03.5440 01/15/2049 | 0.19% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.18% |
| DEXCOM INC SEDOL B0796X4 | 0.18% |
| GNMA GII30 CB2835 03.5000 04/20/2051 | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| APPLE INC 02.8000 02/08/2061 | 0.17% |
| CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.17% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.17% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.17% |
| COSTAR GROUP INC SEDOL 2262864 | 0.17% |
| CVS HEALTH CORP SEDOL 2577609 | 0.17% |
| FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.17% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 0.17% |
| VORNADO REALTY TRUST SEDOL 2933632 | 0.17% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 0.17% |
| BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.17% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.16% |
| CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.16% |
| TJX COMPANIES INC SEDOL 2989301 | 0.16% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.16% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.16% |
| TOTALENERGIES SE SEDOL B15C557 | 0.16% |
| FNMA FN30 BP9872 UMBS 02.5000 07/01/2050 | 0.16% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.16% |
| CSX CORP SEDOL 2160753 | 0.16% |
| VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.16% |
| PENN NATIONAL GAMING INC SEDOL 2682105 | 0.15% |
| BROADCOM INC 04.1500 11/15/2030 | 0.15% |
| UBS AG REGS 05.1250 05/15/2024 | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| GNMA GN30 784660 04.0000 12/15/2040 | 0.14% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.14% |
| AMGEN INC SEDOL 2023607 | 0.14% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.14% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.14% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.13% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.13% |
| GNMA GII30 MA3802 03.0000 07/20/2046 | 0.13% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.13% |
| COMM 2014-CR18 C 04.9142 07/15/2047 | 0.13% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.12% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.12% |
| CORTEVA INC SEDOL BK73B42 | 0.12% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.12% |
| NEWMONT CORP SEDOL 2636607 | 0.12% |
| COOPER COS INC/THE SEDOL 2222631 | 0.11% |
| VERIZON COMM 04.3290 09/21/2028 | 0.11% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.11% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.11% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 0.11% |
| ARAMARK SEDOL BH3XG17 | 0.11% |
| US BANCORP 03.0000 07/30/2029 | 0.11% |
| BALL CORP SEDOL 2073022 | 0.11% |
| GNMA GII30 CB2964 03.5000 04/20/2051 | 0.11% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2051 | 0.11% |
| MCKESSON CORP SEDOL 2378534 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | 0.10% |
| GNMA GII30 BX9597 02.0000 01/20/2051 | 0.10% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| CGCMT 2018-B2 A4 04.0090 03/10/2051 | 0.10% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 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% |
| BOEING CO/THE SEDOL 2108601 | 0.10% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.10% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.10% |
| FNMA FN30 BQ2814 UMBS 02.5000 09/01/2050 | 0.10% |
| NETFLIX INC 04.3750 11/15/2026 | 0.10% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% |
| GNMA GII30 BJ1330 05.0000 02/20/2049 | 0.10% |
| WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.10% |
| ECOLAB INC SEDOL 2304227 | 0.09% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.09% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.09% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.09% |
| VMWARE INC 02.2000 08/15/2031 | 0.09% |
| COMCAST CORP 03.4500 02/01/2050 | 0.09% |
| ADVANCE AUTO PARTS | 0.09% |
| LENNAR CORP 04.7500 11/29/2027 | 0.09% |
| WARBY PARKER INC-CLASS A SEDOL BLGZN51 | 0.09% |
| AIR LEASE CORP 03.0000 02/01/2030 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.09% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.09% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.09% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.09% |
| AT&T INC 03.3000 02/01/2052 | 0.08% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.08% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.08% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.08% |
| BATH & BODY WORKS INC SEDOL BNNTGJ5 | 0.08% |
| CAE INC SEDOL 2162760 | 0.08% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.08% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.08% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.08% |
| EQUINIX INC 03.2000 11/18/2029 | 0.08% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.08% |
| GNMA GII30 CB2832 03.5000 04/20/2051 | 0.08% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.08% |
| CONOCOPHILLIPS | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.08% |
| FNMA FN15 BM3058 UMBS 03.0000 12/01/2030 | 0.08% |
| FHLMC FR30 ZS3542 UMBS 04.0000 07/01/2042 | 0.08% |
| FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.08% |
| ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.08% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.08% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.08% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% |
| AON PLC 04.2500 12/12/2042 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| US TREASURY N/B 01.8750 02/15/2051 | 0.08% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.07% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.07% |
| SOARING EAGLE PIPE P/P | 0.07% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.07% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.07% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.07% |
| FNMA FN30 FM1696 UMBS 03.5000 09/01/2049 | 0.07% |
| ZOETIS INC 03.9000 08/20/2028 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.07% |
| GNMA GII30 CB2833 03.5000 04/20/2051 | 0.07% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.07% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.07% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.07% |
| FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.0000 05/01/2028 | 0.07% |
| AT&T INC 02.3000 06/01/2027 | 0.07% |
| DOW INC SEDOL BHXCF84 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.07% |
| CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.06% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.06% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 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% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.06% |
| FN BF0091 | 0.06% |
| MICROSOFT CORP 02.9210 03/17/2052 | 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% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.06% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.06% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.06% |
| AT&T INC 02.2500 02/01/2032 | 0.06% |
| BURLINGTON STORES INC SEDOL BF311Y5 | 0.06% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.06% |
| ALPHABET INC 02.2500 08/15/2060 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| COMCAST CORP 03.9990 11/01/2049 | 0.06% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.06% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.06% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| DIVERSEY HOLDINGS LTD SEDOL BNTJ2L3 | 0.05% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| CAIRN ENERGY PLC SEDOL BN0SMB9 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 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% |
| VICTORIA'S SECRET & CO SEDOL BNNTGH3 | 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% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.05% |
| LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.05% |
| MSC 2012-C4 D 144A 05.5392 03/15/2045 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.05% |
| BOEING CO 05.9300 05/01/2060 | 0.05% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.05% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.05% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| SILVERGATE CAPITAL CORP-CL A SEDOL BJ1DBR4 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.05% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.05% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.05% |
| FNMA FN30 BJ6741 UMBS 04.5000 05/01/2048 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.05% |
| 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% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.04% |
| FNMA FN15 AS0285 UMBS 02.0000 08/01/2028 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.04% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.04% |
| ALPHABET INC 01.9980 08/15/2026 | 0.04% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 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 MA2737 UMBS 03.0000 09/01/2046 | 0.04% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 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% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.04% |
| ALBEMARLE CORP SEDOL 2046853 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.04% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% |
| VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.04% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.04% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| FNMA FN15 AT8509 UMBS 02.0000 08/01/2028 | 0.04% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.04% |
| JPMCC 2012-C6 D 05.3102 05/15/2045 | 0.04% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 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 | 0.04% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.04% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 0.04% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.04% |
| PACIFICORP 02.7000 09/15/2030 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 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% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| FNMA FN30 BO9900 UMBS 03.5000 12/01/2049 | 0.03% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| FHLMC FR30 ZM5692 UMBS 04.0000 02/01/2048 | 0.03% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 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% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.03% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.03% |
| GNMA GII30 BE2219 03.5000 01/20/2048 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| VIATRIS INC P/P 144A 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% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.03% |
| FNMA FN15 AS0001 UMBS 02.0000 07/01/2028 | 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% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% |
| ENERGY TRANSFER LP 07.6000 02/01/2024 | 0.03% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.03% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 0.03% |
| HCA INC 05.0000 03/15/2024 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.03% |
| GNMA GII30 BE2222 03.5000 01/20/2048 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FNMA FN30 BK4129 UMBS 04.5000 06/01/2048 | 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% |
| 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% |
| GNMA GII30 BK3755 05.0000 02/20/2049 | 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% |
| GNMA GII30 BE2220 03.5000 01/20/2048 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 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% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| FNMA FN15 AB6335 UMBS 02.0000 10/01/2027 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 BI6858 04.5000 03/20/2049 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 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% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 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% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 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 FN15 AP6055 UMBS 02.0000 07/01/2028 | 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% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| GBP/USD 12/15/2021 BCAP-FX | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| GNMA GII30 BE2221 03.5000 01/20/2048 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.02% |
| AUTONATION INC 04.5000 10/01/2025 | 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 FN30 AB9369 UMBS 03.5000 05/01/2043 | 0.02% |
| GBP/USD 12/15/2021 WPAC | 0.02% |
| BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.01% |
| CAS 2017-C01 1EB1 01.3360 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% |
| COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.01% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.01% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.01% |
| FNMA FN30 AT2746 UMBS 03.5000 05/01/2043 | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| BG ENERGY CAP PLC P/P 144A 04.0000 10/15/2021 | 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% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| FNMA FN15 MA1542 UMBS 02.0000 08/01/2028 | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 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% |
| COMM 2012-LC4 C 05.7003 12/10/2044 | 0.01% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% |
| GBP/USD 12/15/2021 GSFX | 0.01% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| CROWN CASTLE INTL CORP 03.3000 07/01/2030 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FNMA FN15 AB7525 UMBS 02.0000 01/01/2028 | 0.01% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BC0462 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% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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 734836 05.0000 08/01/2033 | 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 BQ7315 05.0000 10/20/2049 | 0.01% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% |
| KEURIG DR PEPPER INC 03.2000 05/01/2030 | 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% |
| ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% |
| FHLMC FR30 ZL4505 UMBS 03.5000 12/01/2042 | 0.01% |
| GNMA GII30 AW5280 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BA8385 03.5000 10/20/2047 | 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% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| EUR/USD 12/15/2021 BCAP-FX | 0.01% |
| FNMA FN30 995023 05.5000 08/01/2037 | 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% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.01% |
| FNMA FN30 AY0773 UMBS 03.5000 03/01/2045 | 0.01% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| SEK/USD 12/15/2021 BCAP-FX | 0.01% |
| FNMA FN30 AA0839 UMBS 05.0000 01/01/2039 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| GBP/USD 12/15/2021 BANKAM | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.00% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.00% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| EUR/USD 12/15/2021 CITI | 0.00% |
| GNMA GII30 BE5896 03.5000 10/20/2047 | 0.00% |
| GNMA GN30 AZ3486 03.5000 11/15/2047 | 0.00% |
| AT&T INC 03.5500 09/15/2055 | 0.00% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.00% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% |
| EUR/USD 12/15/2021 HSBCB | 0.00% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.00% |
| GNMA GII30 BE5898 03.5000 10/20/2047 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 GSFX | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| APPLE INC 01.6500 05/11/2030 | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| SEK/USD 12/15/2021 BANKAM | 0.00% |
| SEK/USD 12/15/2021 UBS | 0.00% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.00% |
| CAD/USD 10/20/2021 SSBT | 0.00% |
| FHLMC FR30 ZS0858 UMBS 06.0000 03/01/2035 | 0.00% |
| FNR 2001-79 BI IO 00.2635 03/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| HKD/USD 11/17/2021 SSBT | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| EUR/USD 12/15/2021 UBS | -0.00% |
| EUR/USD 12/15/2021 WPAC | -0.00% |
| GBP/USD 12/15/2021 SSBT | -0.00% |
| GBP/USD 12/15/2021 UBS | -0.00% |
| GBP/USD 12/15/2021 HSBCB | -0.00% |
| GBP/USD 12/15/2021 CITI | -0.01% |
| GBP/USD 12/15/2021 JPMCB | -0.01% |
| GNMA GII30 TBA 04.0000 10/01/2051 | -0.28% |
| MICROSOFT CORP SEDOL 2588173 | 3.83% |
|---|---|
| AMAZON.COM INC SEDOL 2000019 | 3.08% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 2.92% |
| APPLE INC SEDOL 2046251 | 2.69% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 1.75% |
| US TREASURY N/B 02.3750 08/15/2024 | 1.62% |
| US TREASURY N/B 01.1250 02/28/2025 | 1.59% |
| US TREASURY N/B 02.7500 08/15/2042 | 1.49% |
| CITIGROUP INC SEDOL 2297907 | 1.36% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 1.34% |
| US TREASURY N/B 02.7500 02/15/2024 | 1.31% |
| NVIDIA CORP SEDOL 2379504 | 1.24% |
| US TREASURY N/B 00.2500 06/15/2023 | 1.23% |
| US TREASURY N/B 01.5000 03/31/2023 | 1.18% |
| HOME DEPOT INC SEDOL 2434209 | 1.16% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 1.04% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 1.04% |
| US TREASURY N/B 01.6250 10/31/2023 | 1.02% |
| MASTERCARD INC - A SEDOL B121557 | 1.00% |
| S&P500 EMINI FUT SEP21 ESU1 | 0.98% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.97% |
| ADOBE INC SEDOL 2008154 | 0.95% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.94% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.88% |
| US TREASURY N/B 01.2500 05/15/2050 | 0.81% |
| NRG ENERGY INC SEDOL 2212922 | 0.80% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.80% |
| TESLA INC SEDOL B616C79 | 0.78% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.77% |
| PEPSICO INC SEDOL 2681511 | 0.77% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.76% |
| US TREASURY N/B 03.0000 02/15/2047 | 0.72% |
| US TREASURY N/B 02.2500 11/15/2027 | 0.72% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.69% |
| ABBVIE INC SEDOL B92SR70 | 0.67% |
| FNMA FN30 BP3443 UMBS 02.5000 05/01/2051 | 0.66% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.66% |
| FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 0.64% |
| US TREASURY N/B 01.5000 02/15/2030 | 0.64% |
| US TREASURY N/B 02.1250 12/31/2022 | 0.64% |
| ORACLE CORP SEDOL 2661568 | 0.62% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.62% |
| WALMART INC SEDOL 2936921 | 0.61% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.60% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.58% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.56% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.55% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.55% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.54% |
| DANAHER CORP SEDOL 2250870 | 0.53% |
| US TREASURY N/B 01.6250 02/15/2026 | 0.53% |
| KKR & CO INC SEDOL BG1FRR1 | 0.53% |
| TARGET CORP SEDOL 2259101 | 0.52% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.52% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.50% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.49% |
| EATON CORP PLC SEDOL B8KQN82 | 0.48% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.47% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.46% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.46% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.44% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.43% |
| ON SEMICONDUCTOR CORP SEDOL 2583576 | 0.42% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.42% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.40% |
| EXELON CORP SEDOL 2670519 | 0.40% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.40% |
| NEXTERA ENERGY INC SEDOL 2328915 | 0.40% |
| MORGAN STANLEY | 0.39% |
| AXA SA SEDOL 7088429 | 0.38% |
| CLIMATE CHANGE CRISI | 0.36% |
| CIGNA CORP SEDOL BHJ0775 | 0.36% |
| ELI LILLY & CO SEDOL 2516152 | 0.35% |
| NIKE INC -CL B SEDOL 2640147 | 0.34% |
| FNMA FN30 BR9082 UMBS 02.5000 04/01/2051 | 0.33% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.32% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.32% |
| FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.31% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.30% |
| BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.29% |
| BIOGEN INC SEDOL 2455965 | 0.29% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.27% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.27% |
| QUILTER PLC SEDOL BDCXV26 | 0.27% |
| VONTIER CORP SEDOL BH4GV32 | 0.27% |
| MERCK & CO. INC. SEDOL 2778844 | 0.26% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.25% |
| DEERE & CO SEDOL 2261203 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.25% |
| PFIZER INC SEDOL 2684703 | 0.25% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.25% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.24% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.24% |
| FNMA FN30 BR9622 UMBS 02.5000 05/01/2051 | 0.24% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.24% |
| ANTHEM INC SEDOL BSPHGL4 | 0.23% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.22% |
| CARMAX INC SEDOL 2983563 | 0.21% |
| UNITED RENTALS INC SEDOL 2134781 | 0.21% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.21% |
| FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.20% |
| MORGAN STANLEY 04.3500 09/08/2026 | 0.20% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B03MLX2 | 0.20% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.20% |
| DEXCOM INC SEDOL B0796X4 | 0.20% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.19% |
| LINDE PLC SEDOL BZ12WP8 | 0.19% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.19% |
| MSBAM 2016-C28 A4 03.5440 01/15/2049 | 0.19% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.19% |
| GNMA GII30 CB2835 03.5000 04/20/2051 | 0.18% |
| ALTRIA GROUP INC | 0.18% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.18% |
| TJX COMPANIES INC SEDOL 2989301 | 0.18% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.18% |
| APPLE INC 02.8000 02/08/2061 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.18% |
| AMEREN CORPORATION SEDOL 2050832 | 0.17% |
| MOLSON COORS BEVERAGE CO - B SEDOL B067BM3 | 0.17% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.17% |
| CSX CORP SEDOL 2160753 | 0.17% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.17% |
| BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.17% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.17% |
| CVS HEALTH CORP SEDOL 2577609 | 0.17% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 0.17% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% |
| CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.16% |
| COSTAR GROUP INC SEDOL 2262864 | 0.16% |
| PENN NATIONAL GAMING INC SEDOL 2682105 | 0.16% |
| FNMA FN30 BP9872 UMBS 02.5000 07/01/2050 | 0.16% |
| COOPER COS INC/THE SEDOL 2222631 | 0.16% |
| AMGEN INC SEDOL 2023607 | 0.16% |
| GNMA GN30 784660 04.0000 12/15/2040 | 0.16% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.16% |
| GNMA GII30 MA3802 03.0000 07/20/2046 | 0.16% |
| VIATRIS INC P/P 144A 04.0000 06/22/2050 | 0.16% |
| BROADCOM INC 04.1500 11/15/2030 | 0.16% |
| TOTALENERGIES SE SEDOL B15C557 | 0.15% |
| UBS AG REGS 05.1250 05/15/2024 | 0.15% |
| INTERCONTINENTAL EXCHANGE IN SEDOL BFSSDS9 | 0.15% |
| IRONWOOD PHARMACEUTICALS INC SEDOL B3MZ6K5 | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.14% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.14% |
| NEWMONT CORP SEDOL 2636607 | 0.14% |
| GILEAD SCIENCES INC SEDOL 2369174 | 0.13% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.13% |
| COMM 2014-CR18 C 04.9146 07/15/2047 | 0.13% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.13% |
| CORTEVA INC SEDOL BK73B42 | 0.13% |
| ARAMARK SEDOL BH3XG17 | 0.12% |
| INTUITIVE SURGICAL INC SEDOL 2871301 | 0.12% |
| VERIZON COMM 04.3290 09/21/2028 | 0.12% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.11% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.11% |
| BOEING CO/THE SEDOL 2108601 | 0.11% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.11% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.11% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 0.11% |
| US BANCORP 03.0000 07/30/2029 | 0.11% |
| GNMA GII30 CB2964 03.5000 04/20/2051 | 0.11% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.11% |
| GNMA GII30 BJ1330 05.0000 02/20/2049 | 0.11% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.11% |
| GNMA GII30 BX9597 02.0000 01/20/2051 | 0.11% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.10% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.10% |
| CGCMT 2018-B2 A4 04.0090 03/10/2051 | 0.10% |
| HASBRO INC SEDOL 2414580 | 0.10% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.10% |
| FNMA FN30 BQ2814 UMBS 02.5000 09/01/2050 | 0.10% |
| HARTFORD FINANCIAL SVCS GRP SEDOL 2476193 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| MCKESSON CORP SEDOL 2378534 | 0.10% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.10% |
| DOW INC SEDOL BHXCF84 | 0.10% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.10% |
| NETFLIX INC 04.3750 11/15/2026 | 0.10% |
| ORACLE CORP 03.6500 03/25/2041 | 0.10% |
| PHILLIPS 66 SEDOL B78C4Y8 | 0.10% |
| FHLMC FR30 RA1102 UMBS 04.0000 07/01/2049 | 0.10% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% |
| FNMA FN30 FM1696 UMBS 03.5000 09/01/2049 | 0.10% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.10% |
| LIMITED BRANDS INC | 0.10% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.10% |
| WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.10% |
| BALL CORP SEDOL 2073022 | 0.09% |
| ECOLAB INC SEDOL 2304227 | 0.09% |
| CENTERPOINT ENERGY INC SEDOL 2440637 | 0.09% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.09% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| COMCAST CORP 03.4500 02/01/2050 | 0.09% |
| FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.09% |
| FNMA FN15 BM3058 UMBS 03.0000 12/01/2030 | 0.09% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.09% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.09% |
| LENNAR CORP 04.7500 11/29/2027 | 0.09% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.09% |
| ADVANCE AUTO PARTS | 0.09% |
| AT&T INC 03.3000 02/01/2052 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| FHLMC FR30 ZS3542 UMBS 04.0000 07/01/2042 | 0.09% |
| CAE INC SEDOL 2162760 | 0.09% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.09% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.08% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.08% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.08% |
| MSC 2012-C4 D 144A 05.6005 03/15/2045 | 0.08% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% |
| EQUINIX INC 03.2000 11/18/2029 | 0.08% |
| GNMA GII30 CB2832 03.5000 04/20/2051 | 0.08% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.08% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 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% |
| FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.08% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.08% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.08% |
| AON PLC 04.2500 12/12/2042 | 0.08% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.08% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.08% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.08% |
| FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.08% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.08% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.07% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.07% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.07% |
| ZOETIS INC 03.9000 08/20/2028 | 0.07% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| GNMA GII30 CB2833 03.5000 04/20/2051 | 0.07% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.07% |
| ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.07% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.07% |
| AT&T INC 02.3000 06/01/2027 | 0.07% |
| FN BF0091 | 0.07% |
| CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.07% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.06% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.06% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 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% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.06% |
| FHLMC FR30 QB1971 UMBS 02.5000 07/01/2050 | 0.06% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.06% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.06% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.06% |
| AT&T INC 02.2500 02/01/2032 | 0.06% |
| CIGNA CORP 03.7500 07/15/2023 | 0.06% |
| COMCAST CORP 03.9990 11/01/2049 | 0.06% |
| FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.06% |
| SOARING EAGLE PIPE P/P | 0.06% |
| ALPHABET INC 02.2500 08/15/2060 | 0.06% |
| COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.06% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.06% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.06% |
| FNMA FN30 BJ6741 UMBS 04.5000 05/01/2048 | 0.06% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 0.06% |
| FNMA FN30 AL8994 UMBS 04.0000 09/01/2045 | 0.05% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.05% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.05% |
| MSC 2018-L1 A4 04.4070 10/15/2051 | 0.05% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.05% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | 0.05% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 0.05% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.05% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| DIVERSEY HOLDINGS LTD SEDOL BNTJ2L3 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.05% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.05% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| BOEING CO 05.9300 05/01/2060 | 0.05% |
| FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.05% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.05% |
| FNMA FN15 AS0285 UMBS 02.0000 08/01/2028 | 0.05% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.05% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| BANK 2019-BN19 AS 03.4460 08/15/2061 | 0.05% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.05% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.05% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.04% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% |
| FNMA FN15 AT8509 UMBS 02.0000 08/01/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.04% |
| COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.04% |
| FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.04% |
| CREDIT SUISSE AG P/P 144A 06.5000 08/08/2023 | 0.04% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 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% |
| APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.04% |
| BUNGE LTD SEDOL 2788713 | 0.04% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% |
| FHLMC FR30 ZM5692 UMBS 04.0000 02/01/2048 | 0.04% |
| FNMA FN30 AU1625 UMBS 03.5000 07/01/2043 | 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% |
| 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% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| JPMCC 2012-C6 D 05.3126 05/15/2045 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.04% |
| PACIFICORP 02.7000 09/15/2030 | 0.04% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.04% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.03% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.03% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.03% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.03% |
| DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% |
| DUKE ENERGY CAROLINAS 04.2500 12/15/2041 | 0.03% |
| FNMA FN30 BO9900 UMBS 03.5000 12/01/2049 | 0.03% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.03% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 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% |
| FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.03% |
| FNMA FN15 AS0001 UMBS 02.0000 07/01/2028 | 0.03% |
| FNMA FN30 AL6919 UMBS 05.5000 01/01/2038 | 0.03% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.03% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| FNMA FN30 BC1445 UMBS 03.0000 07/01/2046 | 0.03% |
| GNMA GII30 BE2219 03.5000 01/20/2048 | 0.03% |
| HCA INC 04.1250 06/15/2029 | 0.03% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.03% |
| N TX HWY-TXB-B 06.7180 01/01/2049 | 0.03% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| FNMA FN30 BC1489 UMBS 03.0000 08/01/2046 | 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% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.03% |
| ENERGY TRANSFER LP 07.6000 02/01/2024 | 0.03% |
| FNMA FN30 BK4129 UMBS 04.5000 06/01/2048 | 0.03% |
| HCA INC 05.0000 03/15/2024 | 0.03% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.03% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| GNMA GII30 BE2222 03.5000 01/20/2048 | 0.03% |
| GNMA GII30 BK3755 05.0000 02/20/2049 | 0.03% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 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% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% |
| FNMA FN30 BN2701 UMBS 04.5000 11/01/2048 | 0.02% |
| GNMA GII30 673972 03.0000 08/20/2046 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| FNMA FN15 AB6335 UMBS 02.0000 10/01/2027 | 0.02% |
| GNMA GII30 BD7925 03.5000 11/20/2047 | 0.02% |
| GNMA GII30 BE2220 03.5000 01/20/2048 | 0.02% |
| QVC INC 04.8500 04/01/2024 | 0.02% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| COMCAST CORP 06.5000 11/15/2035 | 0.02% |
| FNMA FN30 AB7936 UMBS 03.0000 02/01/2043 | 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% |
| FNMA FN15 AP6055 UMBS 02.0000 07/01/2028 | 0.02% |
| GNMA GII30 BI6858 04.5000 03/20/2049 | 0.02% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 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% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% |
| JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 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% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% |
| GNMA GII30 BE2221 03.5000 01/20/2048 | 0.02% |
| HCA INC 03.5000 07/15/2051 | 0.02% |
| BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.02% |
| COOPERATIEVE RABOBANK UA USD 03.7500 07/21/2026 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.02% |
| FNMA FN30 AB9369 UMBS 03.5000 05/01/2043 | 0.02% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AMGEN INC 02.6000 08/19/2026 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.02% |
| AUTONATION INC 04.5000 10/01/2025 | 0.02% |
| FHLMC FR30 ZA4202 UMBS 03.0000 03/01/2043 | 0.02% |
| FNMA FN30 AT2746 UMBS 03.5000 05/01/2043 | 0.02% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GNMA GII30 BE1441 03.5000 11/20/2047 | 0.02% |
| SEK/USD 09/15/2021 BCAP-FX | 0.02% |
| BANK OF AMERICA CORP 00.8789 09/15/2026 | 0.01% |
| CAS 2017-C01 1EB1 01.3415 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% |
| COOPERATIEVE RABOBANK UA USD 04.6250 12/01/2023 | 0.01% |
| EMIR 2018-1 M1 01.7915 11/25/2028 | 0.01% |
| FNMA FN15 MA1542 UMBS 02.0000 08/01/2028 | 0.01% |
| GBP/USD 09/15/2021 BCAP-FX | 0.01% |
| GNMA GII30 BQ7315 05.0000 10/20/2049 | 0.01% |
| GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| BG ENERGY CAP PLC P/P 144A 04.0000 10/15/2021 | 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% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FNMA FN15 AB7525 UMBS 02.0000 01/01/2028 | 0.01% |
| GBP/USD 09/15/2021 WPAC | 0.01% |
| GNMA GII30 AT9856 03.0000 10/20/2046 | 0.01% |
| GNMA GII30 BE1437 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BQ7313 04.5000 10/20/2049 | 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% |
| COMM 2012-LC4 C 05.7184 12/10/2044 | 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 FN30 734836 05.0000 08/01/2033 | 0.01% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.01% |
| GNMA GII30 BA8386 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BD7924 03.5000 11/20/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| BURLINGTON STORES INC SEDOL BF311Y5 | 0.01% |
| FNMA FN15 AB7707 UMBS 02.0000 01/01/2028 | 0.01% |
| FNMA FN15 MA1346 UMBS 02.0000 02/01/2028 | 0.01% |
| GBP/USD 09/15/2021 GSFX | 0.01% |
| GNMA GII30 BA8388 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BC0462 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 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% |
| EUR/USD 09/15/2021 BCAP-FX | 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 FN30 AY0773 UMBS 03.5000 03/01/2045 | 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 BE1440 03.5000 11/20/2047 | 0.01% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% |
| FNMA FN30 995023 05.5000 08/01/2037 | 0.01% |
| GNMA GII30 BB3013 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BB3019 03.5000 11/20/2047 | 0.01% |
| GNMA GII30 BC0461 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BE5899 03.5000 01/20/2048 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 0.01% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| AT&T INC 04.7500 05/15/2046 | 0.01% |
| FNMA FN30 555591 05.5000 07/01/2033 | 0.01% |
| GBP/USD 09/15/2021 BANKAM | 0.01% |
| GNMA GII30 BC0460 03.5000 10/20/2047 | 0.01% |
| GNMA GII30 BE5897 03.5000 10/20/2047 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.01% |
| FNMA FN30 995018 05.5000 06/01/2038 | 0.01% |
| FNMA FN30 AA0839 UMBS 05.0000 01/01/2039 | 0.01% |
| GNMA GII30 AT8064 03.0000 08/20/2046 | 0.01% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| EUR/USD 09/15/2021 CITI | 0.00% |
| FNMA FN30 889982 05.5000 11/01/2038 | 0.00% |
| GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.00% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EUR/USD 09/15/2021 HSBCB | 0.00% |
| GNMA GII30 BC0459 03.5000 10/20/2047 | 0.00% |
| GNMA GII30 BE5896 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% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.00% |
| CAD/USD 07/21/2021 GSFX | 0.00% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SEK/USD 09/15/2021 UBS | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| GNMA GII30 BD3297 03.5000 11/20/2047 | 0.00% |
| WALT DISNEY COMPAN 04.7500 09/15/2044 | 0.00% |
| APPLE INC 01.6500 05/11/2030 | 0.00% |
| CAD/USD 07/21/2021 WPAC | 0.00% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| GNMA GN30 AZ3487 03.5000 11/15/2047 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.00% |
| CAD/USD 07/21/2021 SSBT | 0.00% |
| FHLMC FR30 ZS0858 UMBS 06.0000 03/01/2035 | 0.00% |
| FNR 2001-79 BI IO 00.2685 03/25/2045 | 0.00% |
| FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| CAD/USD 07/21/2021 JPMCB | -0.00% |
| EUR/USD 09/15/2021 UBS | -0.00% |
| EUR/USD 09/15/2021 WPAC | -0.00% |
| GBP/USD 09/15/2021 SSBT | -0.00% |
| CAD/USD 07/21/2021 BCAP-FX | -0.00% |
| CAD/USD 07/21/2021 UBS | -0.00% |
| GBP/USD 09/15/2021 HSBCB | -0.00% |
| CAD/USD 07/21/2021 CITI | -0.00% |
| GBP/USD 09/15/2021 UBS | -0.00% |
| GBP/USD 09/15/2021 CITI | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.01% |
| GNMA GII30 TBA 04.0000 07/01/2051 | -0.28% |
Portfolio composition as of 09/30/21
| Common stock | 60.92% |
|---|---|
| Corporate bonds and notes | 14.39% |
| Treasury | 13.81% |
| Agency pass-through | 6.93% |
| Cash and net other assets | 2.96% |
| Commercial MBS | 0.85% |
| Municipal bonds | 0.07% |
| Residential MBS (non-agency) | 0.07% |
Fixed income statistics as of 09/30/21
| Average effective maturity | 8.41 yrs. |
|---|---|
| Average effective duration | 6.43 yrs. |
Maturity detail as of 09/30/21
| 0 - 1 yr. | 3.94% |
|---|---|
| 1 - 5 yrs. | 41.27% |
| 5 - 10 yrs. | 35.74% |
| 10 - 15 yrs. | 2.12% |
| Over 15 yrs. | 16.93% |
Quality rating as of 09/30/21
| AAA | 57.31% |
|---|---|
| AA | 3.45% |
| A | 10.53% |
| BBB | 23.25% |
| BB | 2.19% |
| Not Rated | 3.27% |
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 09/30/21
| Information technology | 24.38% |
|---|---|
| Consumer discretionary | 14.50% |
| Health care | 13.16% |
| Financials | 10.93% |
| Communication services | 10.15% |
| Industrials | 8.59% |
| Consumer staples | 5.51% |
| Utilities | 3.04% |
| Cash and net other assets | 2.96% |
| Other | 6.78% |
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 | 0.97% | 1.72% | 1.72% | 1.47% | 1.22% | 0.72% | 0.62% | 0.72% |
| What you pay | 0.97% | 1.72% | 1.72% | 1.47% | 1.22% | 0.72% | 0.62% | 0.72% |
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, 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.