‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Advisor Preferred
George Putnam Balanced Fund Subaccount
The subaccount seeks to provide a balanced investment composed of a well diversified portfolio of stocks and bonds which produce both capital growth and current income.
Fund description
The subaccount seeks its dual objectives of capital growth and current income by investing in a combination of value stocks and fixed-income securities. The equity portion targets stocks of large companies that are currently undervalued and undergoing positive changes. The fixed-income portion includes government, corporate, and mortgage-backed securities. The subaccount typically has a 60%-70% allocation to stocks and a 30%-40% position in bonds.
Sales story
A prudent balance of stocks and bonds A balanced approach The fund seeks conservative growth plus income through a mix of roughly 60% stocks and 40% bonds.Seeking reduced volatility The fund's focus on undervalued stocks and primarily high-quality bonds is designed to reduce volatility for conservative and income-oriented investors.A rigorous process The fund's experienced portfolio managers use rigorous fundamental investment research to find opportunities and manage risk.
Management team
- Kathryn B. Lakin (Investing since 2008)
- Andrew Benson (Investing since 2008)
- Paul D. Scanlon, CFA (Investing since 1986)
Daily pricing as of 06/27/22
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $21.291059 | $20.585644 |
| Unit Value Change | -0.07616 | -0.073892 |
Lipper ranking ‡ as of 02/28/22
Category: BALANCED FUNDS
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 12% | 14/120 |
| 1 yr. | 28% | 45/161 |
| 3 yrs. | 15% | 24/160 |
| 5 yrs. | 15% | 22/146 |
Quick facts as of 02/28/22
| Fiscal Year End | December |
| Asset Class | Putnam Advisor Preferred |
| Subaccount Status | Open to new investors |
| Number of issues | 497 |
| Turnover (fiscal year end) | 97% |
| Net Assets | $235M |
| Inception Date | 04/30/98 |
Performance
Performance as of 03/31/22
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | -6.19% | -6.19% | 3.45% | 9.99% | 8.49% | 7.77% | 3.67% |
| Standardized | -8.07% | -8.07% | 1.45% | 9.99% | 8.49% | 7.77% | 3.67% |
| With optional enhanced death benefit | |||||||
| Unit Value | -6.22% | -6.22% | 3.30% | 9.83% | 8.33% | 7.61% | 3.51% |
| Standardized | -8.10% | -8.10% | 1.30% | 9.83% | 8.33% | 7.61% | 3.51% |
| Actual performance | |||||||
| Unit Value | -6.19% | -6.19% | 3.45% | 9.99% | 8.49% | 7.77% | 4.02% |
| Standardized | -8.07% | -8.07% | 1.45% | 9.99% | 8.49% | 7.77% | 4.02% |
| With optional enhanced death benefit | |||||||
| Unit Value | -6.22% | -6.22% | 3.30% | 9.83% | 8.33% | 7.61% | 3.31% |
| Standardized | -8.10% | -8.10% | 1.30% | 9.83% | 8.33% | 7.61% | 3.31% |
Annual Performance at NAV
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 |
|---|---|---|---|---|---|---|---|---|---|
| 10.67% | 16.15% | 8.85% | -2.76% | 6.23% | 13.19% | -4.75% | 21.96% | 13.50% | 12.08% |
| With optional enhanced death benefit | |||||||||
| 10.50% | 15.97% | 8.69% | -2.91% | 6.07% | 13.02% | -4.89% | 21.78% | 13.33% | 11.91% |
Restated performance
Monthly as of 05/31/22 |
|
|---|---|
| Unit Value | 0.35% |
| Standardized | -1.65% |
YTD as of 06/27/22 |
|
|---|---|
| Unit Value | -16.02% |
| Standardized | -17.70% |
With optional enhanced death benefit
Monthly as of 05/31/22 |
|
|---|---|
| Unit Value | 0.34% |
| Standardized | -1.66% |
YTD as of 06/27/22 |
|
|---|---|
| Unit Value | -16.09% |
| Standardized | -17.76% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 02/28/22
| Avg. Eff. Maturity | 8.52 |
| Avg. Eff. Duration | 6.42 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | 0.23 |
| Beta | 0.65 |
| R Squared | 0.97 |
| Standard Deviation (3 yrs.) | 11.45 |
Maturity Details
| 0 to 1 yr. | 4.09% |
| 1 to 5 yrs. | 41.64% |
| 5 to 10 yrs. | 35.51% |
| 10 to 15 yrs. | 1.82% |
| Over 15 yrs. | 16.94% |
Quality Ratings
| AAA | 58.62% |
| AA | 2.46% |
| A | 10.10% |
| BBB | 23.85% |
| BB | 2.37% |
| B | 0.13% |
| CCC and Below | 0.04% |
| Not Rated | 2.43% |
Holdings
| Microsoft Corp Sedol 2588173 | 4.05% |
| Amazon.Com Inc Sedol 2000019 | 3.23% |
| Apple Inc Sedol 2046251 | 2.98% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 2.43% |
| Us Treasury N/B 01.1250 02/28/2025 | 1.98% |
| Us Treasury N/B 02.7500 08/15/2042 | 1.56% |
| Us Treasury N/B 01.6250 02/15/2026 | 1.50% |
| Mastercard Inc - A Sedol B121557 | 1.45% |
| Us Treasury N/B 00.6250 10/15/2024 | 1.23% |
| Us Treasury N/B 01.6250 10/31/2023 | 1.18% |
| Top 10 holdings, total: | 21.60% |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| 1: Microsoft Corp Sedol 2588173 | 4.05% |
| 2: Amazon.Com Inc Sedol 2000019 | 3.23% |
| 3: Apple Inc Sedol 2046251 | 2.98% |
| 4: Alphabet Inc-Cl A Sedol Byvy8g0 | 2.43% |
| 5: Us Treasury N/B 01.1250 02/28/2025 | 1.98% |
| 6: Us Treasury N/B 02.7500 08/15/2042 | 1.56% |
| 7: Us Treasury N/B 01.6250 02/15/2026 | 1.50% |
| 8: Mastercard Inc - A Sedol B121557 | 1.45% |
| 9: Us Treasury N/B 00.6250 10/15/2024 | 1.23% |
| 10: Us Treasury N/B 01.6250 10/31/2023 | 1.18% |
| Holdings represent 21.60% of portfolio | |
| Top 10 holdings as of 01/31/22 | |
|---|---|
| 1: Microsoft | 4.09% |
| 2: Amazon | 2.97% |
| 3: Apple | 2.96% |
| 4: Alphabet | 2.36% |
| 5: Us Treasury N/B 01.1250 02/28/2025 | 1.94% |
| 6: Us Treasury N/B 02.7500 08/15/2042 | 1.56% |
| 7: Mastercard | 1.51% |
| 8: Us Treasury N/B 01.6250 02/15/2026 | 1.47% |
| 9: Home Depot | 1.26% |
| 10: Citigroup | 1.22% |
| Holdings represent 21.34% of portfolio | |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| 1: Microsoft | 4.15% |
| 2: Alphabet | 3.23% |
| 3: Amazon | 3.17% |
| 4: Apple | 2.44% |
| 5: Us Treasury N/B 01.1250 02/28/2025 | 1.88% |
| 6: Nvidia | 1.60% |
| 7: Us Treasury N/B 02.7500 08/15/2042 | 1.55% |
| 8: Home Depot | 1.37% |
| 9: Mastercard | 1.34% |
| 10: Us Treasury N/B 00.6250 10/15/2024 | 1.16% |
| Holdings represent 21.89% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| 1: Microsoft | 4.14% |
| 2: Amazon | 3.40% |
| 3: Alphabet | 3.27% |
| 4: Apple | 2.31% |
| 5: Us Treasury N/B 01.1250 02/28/2025 | 1.91% |
| 6: Nvidia | 1.89% |
| 7: Us Treasury N/B 02.7500 08/15/2042 | 1.58% |
| 8: Meta Platforms | 1.38% |
| 9: Home Depot | 1.34% |
| 10: Us Treasury N/B 01.5000 03/31/2023 | 1.29% |
| Holdings represent 22.51% of portfolio | |
| MICROSOFT CORP SEDOL 2588173 | 4.17% | AMAZON.COM INC SEDOL 2000019 | 3.42% | APPLE INC SEDOL 2046251 | 3.15% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.50% | US TREASURY N/B 01.1250 02/28/2025 | 1.92% | US TREASURY N/B 02.7500 08/15/2042 | 1.47% | US TREASURY N/B 01.6250 02/15/2026 | 1.45% | MASTERCARD INC - A SEDOL B121557 | 1.44% | S&P500 EMINI FUT JUN22 ESM2 | 1.35% | TESLA INC SEDOL B616C79 | 1.22% | US TREASURY N/B 00.6250 10/15/2024 | 1.20% | US TREASURY N/B 01.6250 10/31/2023 | 1.16% | US TREASURY N/B 02.7500 02/15/2024 | 1.13% | UNION PACIFIC CORP SEDOL 2914734 | 1.10% | HOME DEPOT INC SEDOL 2434209 | 1.09% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 1.09% | EXXON MOBIL CORP SEDOL 2326618 | 1.09% | US TREASURY N/B 02.3750 08/15/2024 | 1.08% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.07% | NRG ENERGY INC SEDOL 2212922 | 1.00% | US TREASURY N/B 02.2500 11/15/2027 | 0.98% | CITIGROUP INC SEDOL 2297907 | 0.97% | US TREASURY N/B 01.6250 05/15/2031 | 0.96% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.96% | FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 0.96% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.95% | ORACLE CORP SEDOL 2661568 | 0.94% | QUALCOMM INC SEDOL 2714923 | 0.88% | FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 0.88% | ABBVIE INC SEDOL B92SR70 | 0.85% | T-MOBILE US INC SEDOL B94Q9V0 | 0.84% | PEPSICO INC SEDOL 2681511 | 0.84% | INTUIT INC SEDOL 2459020 | 0.81% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.80% | META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.79% | US TREASURY N/B 01.6250 09/30/2026 | 0.76% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.76% | BANK OF AMERICA CORP SEDOL 2295677 | 0.72% | NVIDIA CORP SEDOL 2379504 | 0.70% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.67% | FNMA FN30 BP3443 UMBS 02.5000 05/01/2051 | 0.67% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.66% | WALMART INC SEDOL 2936921 | 0.64% | JOHNSON & JOHNSON SEDOL 2475833 | 0.62% | ADOBE INC SEDOL 2008154 | 0.60% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.60% | SALESFORCE INC SEDOL 2310525 | 0.60% | COCA-COLA CO/THE SEDOL 2206657 | 0.60% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.58% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.54% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.53% | ANTHEM INC SEDOL BSPHGL4 | 0.53% | DANAHER CORP SEDOL 2250870 | 0.50% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.49% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.48% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.48% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.48% | FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.48% | US TREASURY N/B 01.2500 05/15/2050 | 0.47% | APOLLO GLOBAL MANAGEMENT INC SEDOL BN44JF6 | 0.46% | TARGET CORP SEDOL 2259101 | 0.45% | US TREASURY N/B 01.8750 02/15/2051 | 0.42% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.41% | US TREASURY N/B 03.0000 02/15/2047 | 0.40% | GNMA GII30 BX9597 02.0000 01/20/2051 | 0.39% | US TREASURY N/B 00.2500 06/15/2023 | 0.39% | PFIZER INC SEDOL 2684703 | 0.39% | PRUDENTIAL PLC SEDOL 0709954 | 0.37% | WALT DISNEY CO/THE SEDOL 2270726 | 0.36% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.34% | NEXTERA ENERGY INC SEDOL 2328915 | 0.34% | PULTEGROUP INC SEDOL 2708841 | 0.34% | ELI LILLY & CO SEDOL 2516152 | 0.34% | CORTEVA INC SEDOL BK73B42 | 0.34% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.33% | SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.32% | FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.32% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.32% | CONOCOPHILLIPS | 0.31% | MERCK & CO. INC. SEDOL 2778844 | 0.31% | US TREASURY N/B 01.5000 02/15/2030 | 0.30% | SHELL PLC SEDOL BP6MXD8 | 0.30% | EMERSON ELECTRIC CO SEDOL 2313405 | 0.30% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.30% | DEERE & CO SEDOL 2261203 | 0.29% | KKR & CO INC SEDOL BG1FRR1 | 0.29% | AXA SA SEDOL 7088429 | 0.27% | UNITY SOFTWARE INC SEDOL BLFDXH8 | 0.27% | CIGNA CORP SEDOL BHJ0775 | 0.27% | AVERY DENNISON CORP SEDOL 2066408 | 0.26% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 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 | 0.24% | UNITED RENTALS INC SEDOL 2134781 | 0.23% | SILVERGATE CAPITAL CORP-CL A SEDOL BJ1DBR4 | 0.23% | BANCO SANTANDER SA USD 03.2250 11/22/2032 | 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% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.20% | NIKE INC -CL B SEDOL 2640147 | 0.20% | CSX CORP SEDOL 2160753 | 0.20% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.20% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.20% | AMEREN CORPORATION SEDOL 2050832 | 0.20% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% | MORGAN STANLEY 04.3500 09/08/2026 | 0.20% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.19% | INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.18% | MSC 2018-L1 A4 04.4070 10/15/2051 | 0.18% | BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.18% | DEXCOM INC SEDOL B0796X4 | 0.18% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.18% | BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.18% | ASCENDIS PHARMA A/S - ADR SEDOL BV9G6B8 | 0.18% | CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.17% | BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.17% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.17% | GNMA GII30 CB2835 03.5000 04/20/2051 | 0.17% | CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.17% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.17% | AIA GROUP LTD SEDOL B4TX8S1 | 0.16% | AVANTOR INC SEDOL BJLT387 | 0.16% | FNMA FN30 BR9082 UMBS 02.5000 04/01/2051 | 0.16% | FNMA FN30 BP9872 UMBS 02.5000 07/01/2050 | 0.16% | MCKESSON CORP SEDOL 2378534 | 0.16% | CARMAX INC SEDOL 2983563 | 0.16% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.16% | AMGEN INC SEDOL 2023607 | 0.16% | CVS HEALTH CORP SEDOL 2577609 | 0.16% | PPG INDUSTRIES INC SEDOL 2698470 | 0.16% | VORNADO REALTY TRUST SEDOL 2933632 | 0.16% | APPLE INC 02.8000 02/08/2061 | 0.16% | UBS AG REGS 05.1250 05/15/2024 | 0.16% | BROADCOM INC 04.1500 11/15/2030 | 0.15% | ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.15% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.15% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.15% | GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.15% | MICROSOFT CORP 02.9210 03/17/2052 | 0.15% | PENN NATIONAL GAMING INC SEDOL 2682105 | 0.15% | MSBAM 2016-C28 A4 03.5440 01/15/2049 | 0.14% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.14% | ILLUMINA INC SEDOL 2613990 | 0.14% | VIATRIS INC 04.0000 06/22/2050 | 0.14% | ABBVIE INC 03.2000 11/21/2029 | 0.13% | FNMA FN30 BR9622 UMBS 02.5000 05/01/2051 | 0.13% | ARAMARK SEDOL BH3XG17 | 0.13% | ALTRIA GROUP INC | 0.13% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.13% | OLAPLEX HOLDINGS INC SEDOL BNKJ933 | 0.13% | GNMA GII30 CB2964 03.5000 04/20/2051 | 0.13% | CITIGROUP INC 04.7500 05/18/2046 | 0.12% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.12% | CITIGROUP INC 04.4500 09/29/2027 | 0.12% | IRONWOOD PHARMACEUTICALS INC SEDOL B3MZ6K5 | 0.11% | 4FRONT VENTURES CORP SEDOL BKFGXD6 | 0.11% | CGCMT 2018-B2 A4 04.0090 03/10/2051 | 0.11% | AGNICO EAGLE MINES LTD SEDOL 2009823 | 0.11% | AT&T INC 03.3000 02/01/2052 | 0.11% | WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.11% | MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.11% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.11% | BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% | CRH PLC-SPONSORED ADR SEDOL 2160816 | 0.10% | AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.10% | GENERAL MOTORS CO SEDOL B665KZ5 | 0.10% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% | CAE INC SEDOL 2162760 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.10% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.10% | NETFLIX INC 04.3750 11/15/2026 | 0.10% | BOEING CO/THE SEDOL 2108601 | 0.09% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.09% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.09% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.09% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.09% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.09% | AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.09% | COOPER COS INC/THE SEDOL 2222631 | 0.09% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.09% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.09% | VERIZON COMM 04.3290 09/21/2028 | 0.09% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% | CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.09% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.09% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.09% | TJX COMPANIES INC SEDOL 2989301 | 0.09% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.09% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% | US BANCORP 02.4910 11/03/2036 | 0.09% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.08% | LENNAR CORP 04.7500 11/29/2027 | 0.08% | ORACLE CORP 03.6500 03/25/2041 | 0.08% | AT&T INC 02.3000 06/01/2027 | 0.08% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.08% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.08% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 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% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.08% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.08% | WESTLAKE CORP 03.1250 08/15/2051 | 0.08% | AT&T INC 02.5500 12/01/2033 | 0.08% | COMCAST CORP 03.4500 02/01/2050 | 0.08% | GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.08% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.08% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.08% | EQUINIX INC 03.2000 11/18/2029 | 0.08% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.08% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.08% | ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.08% | FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.08% | GOGREEN INVESTMENTS CORP SEDOL BMVRFD1 | 0.08% | AIR LEASE CORP 03.0000 02/01/2030 | 0.08% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.08% | FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.08% | LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.08% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.07% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.07% | FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.07% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.07% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% | APPLE INC 04.3750 05/13/2045 | 0.07% | LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.07% | SERVICENOW INC 01.4000 09/01/2030 | 0.07% | BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.07% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.07% | CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.07% | NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.07% | SALESFORCE INC 02.9000 07/15/2051 | 0.07% | GNMA GII30 CB2832 03.5000 04/20/2051 | 0.07% | SALESFORCE INC 03.0500 07/15/2061 | 0.07% | SEA LTD-ADR SEDOL BYWD7L4 | 0.07% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.07% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.07% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.06% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.06% | ZOETIS INC 03.9000 08/20/2028 | 0.06% | CARDINAL HEALTH INC SEDOL 2175672 | 0.06% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 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% | BERRY GLOBAL INC 01.5700 01/15/2026 | 0.06% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.06% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.06% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.06% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.06% | VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.06% | AMAZON.COM INC 04.0500 08/22/2047 | 0.06% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.06% | FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.06% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% | BATH & BODY WORKS INC SEDOL BNNTGJ5 | 0.06% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% | FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.06% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.06% | WARBY PARKER INC-CLASS A SEDOL BLGZN51 | 0.06% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% | ERAC USA FINANCE LLC P/P 144A 03.8500 11/15/2024 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | AT&T INC 02.2500 02/01/2032 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% | COMCAST CORP 03.9990 11/01/2049 | 0.05% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.05% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.05% | ALPHABET INC 02.2500 08/15/2060 | 0.05% | ECOLAB INC 03.2500 12/01/2027 | 0.05% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.05% | GSMS 2014-GC22 C 04.6877 06/10/2047 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.05% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.05% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.05% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.05% | BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | THE AES CORPORATION 02.4500 01/15/2031 | 0.05% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% | TOTALENERGIES SE SEDOL B15C557 | 0.05% | AIR LEASE CORP 03.0000 09/15/2023 | 0.05% | CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | MSC 2012-C4 D 144A 05.4667 03/15/2045 | 0.05% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.05% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.05% | FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.05% | ISTAR INC. 04.2500 08/01/2025 | 0.05% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% | COMCAST CORP 02.3500 01/15/2027 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.05% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% | FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.04% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% | OSHKOSH CORP 04.6000 05/15/2028 | 0.04% | AMAZON.COM INC 03.1500 08/22/2027 | 0.04% | BOEING CO 05.9300 05/01/2060 | 0.04% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.04% | WESTLAKE CORP 02.8750 08/15/2041 | 0.04% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.04% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.04% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | AMGEN INC 04.6630 06/15/2051 | 0.04% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.04% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.04% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | ZOETIS INC 03.0000 09/12/2027 | 0.04% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.04% | GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.04% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.04% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.04% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.04% | CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% | NETFLIX INC. 05.8750 11/15/2028 | 0.04% | PACIFICORP 02.7000 09/15/2030 | 0.04% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.04% | AMAZON.COM INC 02.1000 05/12/2031 | 0.03% | BANK 2019-BN19 AS 03.4460 08/15/2061 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% | NRG P/P 144A 03.7500 06/15/2024 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.03% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.03% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 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% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | JPMORGAN CHASE & CO 01.5064 05/15/2047 | 0.03% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% | DT MIDSTREAM INC P/P 144A 04.3000 04/15/2032 | 0.03% | HCA INC 05.2500 06/15/2026 | 0.03% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% | WORKDAY INC 03.7000 04/01/2029 | 0.03% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% | VIATRIS INC 02.3000 06/22/2027 | 0.03% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% | HCA INC 04.1250 06/15/2029 | 0.03% | MICROSOFT CORP 02.4000 08/08/2026 | 0.03% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.03% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.03% | BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.03% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.03% | GNMA GII30 CB2833 03.5000 04/20/2051 | 0.03% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.03% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.03% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% | PARAMOUNT GLOBAL 04.2000 06/01/2029 | 0.03% | FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.02% | GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.02% | COMM 2012-CR1 AM 03.9120 05/15/2045 | 0.02% | PROLOGIS LP 02.2500 04/15/2030 | 0.02% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | AUTONATION INC 02.4000 08/01/2031 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% | QVC INC 04.8500 04/01/2024 | 0.02% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.02% | PARAMOUNT GLOBAL 02.9000 01/15/2027 | 0.02% | WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.02% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% | ORACLE CORP 03.9500 03/25/2051 | 0.02% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% | CA TXB-VAR PURP 07.5000 04/01/2034 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% | CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.02% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | GENERAL MOTORS FINL CO 03.1000 01/12/2032 | 0.02% | HCA INC 03.5000 07/15/2051 | 0.02% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% | FNMA FN30 734836 05.0000 08/01/2033 | 0.02% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.02% | AMGEN INC 02.6000 08/19/2026 | 0.01% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% | ENERGY TRANSFER LP 07.6000 02/01/2024 | 0.01% | GBP/USD 06/15/2022 BCAP-FX | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.01% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.01% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% | WFRBS 2011-C3 D 144A 05.2938 03/15/2044 | 0.01% | AIR LEASE CORP 04.6250 10/01/2028 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% | LNSTR 2015-3 AS 144A 03.1649 04/20/2048 | 0.01% | NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | ENERGY TRANSFER LP 05.9500 12/01/2025 | 0.01% | FNMA FN30 995023 05.5000 08/01/2037 | 0.01% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | CAS 2017-C01 1EB1 01.7066 07/25/2029 | 0.01% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% | FNMA FN30 555591 05.5000 07/01/2033 | 0.01% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 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% | COMCAST CORP 03.1500 03/01/2026 | 0.01% | COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% | COMM 2014-UBS6 C 04.4436 12/10/2047 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | FNMA FN30 995018 05.5000 06/01/2038 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | PARAMOUNT GLOBAL 04.0000 01/15/2026 | 0.01% | AT&T INC 04.7500 05/15/2046 | 0.01% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.01% | FNMA FN30 889982 05.5000 11/01/2038 | 0.01% | INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% | GBP/USD 06/15/2022 GSFX | 0.00% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.00% | CITIGROUP INC 03.6680 07/24/2028 | 0.00% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.00% | HCA INC 05.0000 03/15/2024 | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 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% | HKD/USD 05/18/2022 SSBT | 0.00% | SGD/USD 05/18/2022 JPMCB | 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% | EUR/USD 06/15/2022 UBS | 0.00% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 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 JPMCB | -0.00% | CAD/USD 04/20/2022 CITI | -0.00% | CAD/USD 04/20/2022 UBS | -0.00% | CAD/USD 04/20/2022 WPAC | -0.00% | FNMA FN30 TBA UMBS 02.0000 04/01/2052 | -0.40% | GNMA GII30 TBA 04.5000 04/01/2052 | -0.44% |
| MICROSOFT CORP SEDOL 2588173 | 4.15% | ALPHABET INC-CL A SEDOL BYVY8G0 | 3.23% | AMAZON.COM INC SEDOL 2000019 | 3.17% | APPLE INC SEDOL 2046251 | 2.44% | US TREASURY N/B 01.1250 02/28/2025 | 1.87% | NVIDIA CORP SEDOL 2379504 | 1.60% | US TREASURY N/B 02.7500 08/15/2042 | 1.54% | HOME DEPOT INC SEDOL 2434209 | 1.37% | MASTERCARD INC - A SEDOL B121557 | 1.34% | US TREASURY N/B 01.5000 03/31/2023 | 1.26% | META PLATFORMS INC-CLASS A SEDOL B7TL820 | 1.14% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 1.11% | TESLA INC SEDOL B616C79 | 1.11% | US TREASURY N/B 01.6250 10/31/2023 | 1.11% | INTUIT INC SEDOL 2459020 | 1.10% | CITIGROUP INC SEDOL 2297907 | 1.09% | US TREASURY N/B 02.7500 02/15/2024 | 1.08% | US TREASURY N/B 00.2500 06/15/2023 | 1.08% | US TREASURY N/B 02.3750 08/15/2024 | 1.05% | S&P500 EMINI FUT MAR22 ESH2 | 1.04% | FNMA FN30 MA4158 UMBS 02.0000 10/01/2050 | 0.99% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.97% | US TREASURY N/B 02.2500 11/15/2027 | 0.97% | UNION PACIFIC CORP SEDOL 2914734 | 0.96% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.89% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.87% | UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.87% | PEPSICO INC SEDOL 2681511 | 0.85% | FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 0.85% | NRG ENERGY INC SEDOL 2212922 | 0.84% | ADOBE INC SEDOL 2008154 | 0.84% | US TREASURY N/B 01.6250 05/15/2031 | 0.80% | SALESFORCE.COM INC SEDOL 2310525 | 0.77% | US TREASURY N/B 01.6250 09/30/2026 | 0.75% | EXXON MOBIL CORP SEDOL 2326618 | 0.74% | ABBVIE INC SEDOL B92SR70 | 0.73% | ORACLE CORP SEDOL 2661568 | 0.72% | US TREASURY N/B 00.6250 10/15/2024 | 0.71% | FNMA FN30 BP3443 UMBS 02.5000 05/01/2051 | 0.67% | ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.63% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.61% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.61% | VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.60% | BANK OF AMERICA CORP SEDOL 2295677 | 0.59% | THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.59% | KKR & CO INC SEDOL BG1FRR1 | 0.59% | WALMART INC SEDOL 2936921 | 0.58% | AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.57% | UNITY SOFTWARE INC SEDOL BLFDXH8 | 0.56% | CENOVUS ENERGY INC SEDOL B57FG04 | 0.55% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.54% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.53% | DANAHER CORP SEDOL 2250870 | 0.52% | FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.50% | US TREASURY N/B 01.2500 05/15/2050 | 0.50% | RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.49% | OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.48% | ABBOTT LABORATORIES SEDOL 2002305 | 0.48% | APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.47% | EXELON CORP SEDOL 2670519 | 0.47% | JOHNSON & JOHNSON SEDOL 2475833 | 0.47% | PFIZER INC SEDOL 2684703 | 0.47% | TARGET CORP SEDOL 2259101 | 0.46% | REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.44% | NEXTERA ENERGY INC SEDOL 2328915 | 0.44% | PULTEGROUP INC SEDOL 2708841 | 0.43% | US TREASURY N/B 03.0000 02/15/2047 | 0.42% | COCA-COLA CO/THE SEDOL 2206657 | 0.42% | PRUDENTIAL PLC SEDOL 0709954 | 0.42% | US TREASURY N/B 01.6250 02/15/2026 | 0.42% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.41% | AXA SA SEDOL 7088429 | 0.40% | GNMA GII30 BX9597 02.0000 01/20/2051 | 0.39% | EATON CORP PLC SEDOL B8KQN82 | 0.37% | FNMA FN30 BM5477 UMBS 04.5000 02/01/2049 | 0.35% | BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.34% | FNMA FN30 CA7298 UMBS 02.5000 10/01/2050 | 0.34% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.32% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.32% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.30% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.30% | ELI LILLY & CO SEDOL 2516152 | 0.30% | US TREASURY N/B 01.5000 02/15/2030 | 0.30% | QUALCOMM INC SEDOL 2714923 | 0.28% | FNMA FN30 FM2046 UMBS 03.5000 12/01/2049 | 0.28% | MORGAN STANLEY | 0.26% | EMERSON ELECTRIC CO SEDOL 2313405 | 0.26% | AVERY DENNISON CORP SEDOL 2066408 | 0.26% | CORTEVA INC SEDOL BK73B42 | 0.26% | CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.25% | ANTHEM INC SEDOL BSPHGL4 | 0.25% | QUILTER PLC SEDOL BDCXV26 | 0.24% | CIGNA CORP SEDOL BHJ0775 | 0.24% | INTUITIVE SURGICAL INC SEDOL 2871301 | 0.24% | BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.24% | BIO-RAD LABORATORIES-A SEDOL 2098508 | 0.24% | NIKE INC -CL B SEDOL 2640147 | 0.24% | US TREASURY N/B 01.8750 02/15/2051 | 0.24% | VONTIER CORP SEDOL BH4GV32 | 0.24% | WALT DISNEY CO/THE SEDOL 2270726 | 0.23% | MERCK & CO. INC. SEDOL 2778844 | 0.23% | DEERE & CO SEDOL 2261203 | 0.22% | BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.22% | OLAPLEX HOLDINGS INC SEDOL BNKJ933 | 0.22% | FNMA FN30 FM1521 UMBS 04.0000 05/01/2049 | 0.22% | METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.22% | O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.21% | GNMA GII30 BI6858 04.5000 03/20/2049 | 0.21% | LINDE PLC SEDOL BZ12WP8 | 0.21% | ROYAL DUTCH SHELL PLC-A SHS SEDOL B03MLX2 | 0.20% | UNITED RENTALS INC SEDOL 2134781 | 0.20% | CARMAX INC SEDOL 2983563 | 0.20% | MORGAN STANLEY 04.3500 09/08/2026 | 0.20% | CVS HEALTH CORP SEDOL 2577609 | 0.19% | INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.19% | CSX CORP SEDOL 2160753 | 0.19% | AMEREN CORPORATION SEDOL 2050832 | 0.19% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.18% | FNMA FN30 BR9082 UMBS 02.5000 04/01/2051 | 0.18% | APPLE INC 02.8000 02/08/2061 | 0.17% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.17% | CISCO SYSTEMS INC. 03.6250 03/04/2024 | 0.17% | FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.17% | GNMA GII30 CB2835 03.5000 04/20/2051 | 0.17% | BRISTOL-MYERS SQUIBB CO 02.7500 02/15/2023 | 0.16% | FNMA FN30 BP9872 UMBS 02.5000 07/01/2050 | 0.16% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.16% | VIATRIS INC 04.0000 06/22/2050 | 0.16% | VORNADO REALTY TRUST SEDOL 2933632 | 0.16% | CREDIT SUISSE NEW YORK 01.0000 05/05/2023 | 0.16% | FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.16% | BROADCOM INC 04.1500 11/15/2030 | 0.16% | MICROSOFT CORP 02.9210 03/17/2052 | 0.16% | TOTALENERGIES SE SEDOL B15C557 | 0.15% | UBS AG REGS 05.1250 05/15/2024 | 0.15% | FNMA FN30 BR9622 UMBS 02.5000 05/01/2051 | 0.15% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.15% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.15% | AIA GROUP LTD SEDOL B4TX8S1 | 0.15% | GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.14% | MSBAM 2016-C28 A4 03.5440 01/15/2049 | 0.14% | ALTRIA GROUP INC | 0.14% | CONOCOPHILLIPS | 0.14% | AMGEN INC SEDOL 2023607 | 0.14% | ABBVIE INC 03.2000 11/21/2029 | 0.14% | CITIGROUP INC 04.7500 05/18/2046 | 0.13% | GNMA GII30 MA3802 03.0000 07/20/2046 | 0.13% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.13% | GENERAL MOTORS CO SEDOL B665KZ5 | 0.13% | DEXCOM INC SEDOL B0796X4 | 0.13% | GNMA GII30 CB2964 03.5000 04/20/2051 | 0.13% | PENN NATIONAL GAMING INC SEDOL 2682105 | 0.12% | ALAMOS GOLD INC-CLASS A SEDOL BYNBW45 | 0.12% | SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.12% | MCKESSON CORP SEDOL 2378534 | 0.12% | SEA LTD-ADR SEDOL BYWD7L4 | 0.12% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.12% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.12% | ARAMARK SEDOL BH3XG17 | 0.12% | CITIGROUP INC 04.4500 09/29/2027 | 0.12% | AT&T INC 03.3000 02/01/2052 | 0.12% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.12% | MODERNA INC SEDOL BGSXTS3 | 0.11% | WEC ENERGY GROUP INC 02.2685 05/15/2067 | 0.11% | CGCMT 2018-B2 A4 04.0090 03/10/2051 | 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% | CIT GROUP INC. 05.2500 03/07/2025 | 0.10% | FNMA FN30 FM1876 UMBS 03.5000 11/01/2049 | 0.10% | SILVERGATE CAPITAL CORP-CL A SEDOL BJ1DBR4 | 0.10% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% | ECOLAB INC SEDOL 2304227 | 0.10% | TJX COMPANIES INC SEDOL 2989301 | 0.10% | GENERAL DYNAMICS CORP SEDOL 2365161 | 0.10% | CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% | AON PLC 04.2500 12/12/2042 | 0.10% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.10% | BALL CORP SEDOL 2073022 | 0.10% | FORD MOTOR CREDI 03.6250 06/17/2031 | 0.10% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.10% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% | GNMA GII30 OBD1715 03.5000 11/20/2047 | 0.10% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.10% | CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.10% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.10% | NETFLIX INC 04.3750 11/15/2026 | 0.09% | BOEING CO/THE SEDOL 2108601 | 0.09% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.09% | DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.09% | BURLINGTON STORES INC SEDOL BF311Y5 | 0.09% | CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.09% | ORACLE CORP 03.6500 03/25/2041 | 0.09% | VERIZON COMM 04.3290 09/21/2028 | 0.09% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.09% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% | US BANCORP 02.4910 11/03/2036 | 0.09% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.09% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.09% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.09% | INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.09% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.09% | BPCE SA P/P 144A 05.1500 07/21/2024 | 0.09% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.09% | COMCAST CORP 03.4500 02/01/2050 | 0.08% | LENNAR CORP 04.7500 11/29/2027 | 0.08% | LEVI STRAUSS & CO- CLASS A SEDOL BHRWS81 | 0.08% | SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.08% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.08% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.08% | AT&T INC 02.3000 06/01/2027 | 0.08% | AT&T INC 02.5500 12/01/2033 | 0.08% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.08% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.08% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.08% | ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% | GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.08% | CITIGROUP INC 03.8750 02/18/2051 | 0.08% | EQUINIX INC 03.2000 11/18/2029 | 0.08% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 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% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.08% | ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.08% | BNP PARIBAS P/P 144A 04.6250 02/25/2031 | 0.08% | CAE INC SEDOL 2162760 | 0.08% | STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.08% | AIR LEASE CORP 03.0000 02/01/2030 | 0.08% | BATH & BODY WORKS INC SEDOL BNNTGJ5 | 0.08% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% | FNMA FN30 BR0780 UMBS 02.5000 11/01/2050 | 0.08% | MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.08% | VMWARE INC 02.2000 08/15/2031 | 0.08% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.08% | AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.08% | FNMA FN30 BR3215 UMBS 02.5000 12/01/2050 | 0.08% | GNMA GII30 CB2832 03.5000 04/20/2051 | 0.08% | LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.08% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.08% | SERVICENOW INC 01.4000 09/01/2030 | 0.07% | OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.07% | BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.07% | GOGREEN INVESTMENTS CORP SEDOL BMVRFD1 | 0.07% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.07% | WARBY PARKER INC-CLASS A SEDOL BLGZN51 | 0.07% | NUTRIEN LTD. USD 02.9500 05/13/2030 | 0.07% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.07% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.07% | ZOETIS INC 03.9000 08/20/2028 | 0.07% | GSMS 2014-GC22 C 04.6889 06/10/2047 | 0.06% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.06% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.06% | FHLMC FR30 QB1971 UMBS 02.5000 07/01/2050 | 0.06% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.06% | DOW INC SEDOL BHXCF84 | 0.06% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.06% | AMAZON.COM INC 04.0500 08/22/2047 | 0.06% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% | FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.06% | GNMA GII30 OBD1716 03.5000 11/20/2047 | 0.06% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.06% | DEUTSCHE BANK NY 02.3110 11/16/2027 | 0.06% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% | VERIZON COMMUNICATIONS 03.1500 03/22/2030 | 0.06% | COMCAST CORP 03.9990 11/01/2049 | 0.06% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.06% | FNMA FN30 BR0360 UMBS 02.5000 12/01/2050 | 0.06% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.06% | ALPHABET INC 02.2500 08/15/2060 | 0.06% | AT&T INC 02.2500 02/01/2032 | 0.06% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.06% | DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% | MSC 2018-L1 A4 04.4070 10/15/2051 | 0.06% | T-MOBILE US INC SEDOL B94Q9V0 | 0.06% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.06% | CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.06% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.06% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.05% | AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.05% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.05% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% | BERRY GLOBAL INC 01.6500 01/15/2027 | 0.05% | ECOLAB INC 03.2500 12/01/2027 | 0.05% | THE AES CORPORATION 02.4500 01/15/2031 | 0.05% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.05% | CGCMT 2014-GC21 C 04.7800 05/10/2047 | 0.05% | CROWN CASTLE INTL CORP 02.2500 01/15/2031 | 0.05% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.05% | BIOGEN INC SEDOL 2455965 | 0.05% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% | CIGNA CORP 03.7500 07/15/2023 | 0.05% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% | BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.05% | CAPRICORN ENERGY PLC SEDOL BN0SMB9 | 0.05% | FNMA FN30 BR6622 UMBS 02.5000 02/01/2051 | 0.05% | AIR LEASE CORP 03.0000 09/15/2023 | 0.05% | BOEING CO 05.9300 05/01/2060 | 0.05% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.05% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.05% | COMCAST CORP 02.3500 01/15/2027 | 0.05% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.05% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.04% | FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.04% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% | MSC 2012-C4 D 144A 05.4122 03/15/2045 | 0.04% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.04% | CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.04% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.04% | FNMA FN30 BR0875 UMBS 02.5000 03/01/2051 | 0.04% | OSHKOSH CORP 04.6000 05/15/2028 | 0.04% | EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.04% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% | AMAZON.COM INC 03.1500 08/22/2027 | 0.04% | AMGEN INC 04.6630 06/15/2051 | 0.04% | DIVERSEY HOLDINGS LTD SEDOL BNTJ2L3 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.04% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.04% | ALBEMARLE CORP SEDOL 2046853 | 0.04% | BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.04% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.04% | BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.04% | NEWMONT CORP SEDOL 2636607 | 0.04% | THE BOEING COMPANY 04.8750 05/01/2025 | 0.04% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.04% | ZOETIS INC 03.0000 09/12/2027 | 0.04% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.04% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% | N TX HWY-TXB-B 06.7180 01/01/2049 | 0.04% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.04% | GNMA GII30 OBD1714 03.5000 11/20/2047 | 0.04% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.04% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.04% | AMAZON.COM INC 01.5000 06/03/2030 | 0.04% | CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.04% | GNMA GII30 CB2833 03.5000 04/20/2051 | 0.04% | NETFLIX INC. 05.8750 11/15/2028 | 0.04% | PACIFICORP 02.7000 09/15/2030 | 0.04% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.04% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | BANK 2019-BN19 AS 03.4460 08/15/2061 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.03% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% | DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.03% | NRG P/P 144A 03.7500 06/15/2024 | 0.03% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.03% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.03% | COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.03% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% | GINKGO BIOWORKS HOLDINGS INC SEDOL BN6KXF0 | 0.03% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | APPALACHIAN POWER CO 05.8000 10/01/2035 | 0.03% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% | HCA INC 05.2500 06/15/2026 | 0.03% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% | PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.03% | VIATRIS INC 02.3000 06/22/2027 | 0.03% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.03% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.03% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.03% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.03% | BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.03% | CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | HCA INC 04.1250 06/15/2029 | 0.03% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.03% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.03% | CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.03% | MICROSOFT CORP 02.4000 08/08/2026 | 0.03% | ONCOR ELECTRIC DELI 05.7500 03/15/2029 | 0.03% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.03% | GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | FHLMC FR30 QC0325 UMBS 02.5000 02/01/2051 | 0.02% | PROLOGIS LP 02.2500 04/15/2030 | 0.02% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% | AUTONATION INC 02.4000 08/01/2031 | 0.02% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% | TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.02% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% | OH UNIV-TXB-C-BABS 04.9100 06/01/2040 | 0.02% | ORACLE CORP 03.9500 03/25/2051 | 0.02% | PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.02% | QVC INC 04.8500 04/01/2024 | 0.02% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.02% | AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.02% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 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% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.02% | CHARTER COMM OPT LLC/CAP 02.8000 04/01/2031 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.02% | HCA INC 03.5000 07/15/2051 | 0.02% | KEURIG DR PEPPER INC 03.2000 05/01/2030 | 0.02% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% | CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.02% | FNMA FN30 734836 05.0000 08/01/2033 | 0.02% | GENERAL MOTORS CO 05.2000 04/01/2045 | 0.02% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% | WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.02% | AMGEN INC 02.6000 08/19/2026 | 0.01% | BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% | AIR LEASE CORP 03.2500 10/01/2029 | 0.01% | ENERGY TRANSFER LP 07.6000 02/01/2024 | 0.01% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% | AIR LEASE CORP 04.6250 10/01/2028 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.01% | CC HLDG GS V LLC/CRO 03.8490 04/15/2023 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% | FNMA FN30 995023 05.5000 08/01/2037 | 0.01% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% | LNSTR 2015-3 AS 144A 03.1657 04/20/2048 | 0.01% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% | ENERGY TRANSFER LP 05.9500 12/01/2025 | 0.01% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% | KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% | AUTONATION INC 04.5000 10/01/2025 | 0.01% | COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% | ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.01% | FNMA FN30 555591 05.5000 07/01/2033 | 0.01% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% | PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% | SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% | OSHKOSH CORP 03.1000 03/01/2030 | 0.01% | COMCAST CORP 03.1500 03/01/2026 | 0.01% | COMM 2014-UBS6 C 04.4393 12/10/2047 | 0.01% | COMMONWEALTH EDISON CO 05.8750 02/01/2033 | 0.01% | FNMA FN30 995018 05.5000 06/01/2038 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% | FNMA FN30 889982 05.5000 11/01/2038 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | AT&T INC 04.7500 05/15/2046 | 0.01% | INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | ROGERS COMMUNICATIONS IN USD 08.7500 05/01/2032 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.00% | CITIGROUP INC 03.6680 07/24/2028 | 0.00% | GBP/USD 03/16/2022 CITI | 0.00% | GBP/USD 03/16/2022 JPMCB | 0.00% | GBP/USD 03/16/2022 UBS | 0.00% | HCA INC 05.0000 03/15/2024 | 0.00% | SGD/USD 02/16/2022 BANKAM | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | GBP/USD 03/16/2022 SSBT | 0.00% | GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.00% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 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% | CAD/USD 01/19/2022 BCAP-FX | 0.00% | CAD/USD 01/19/2022 CITI | 0.00% | CAD/USD 01/19/2022 JPMCB | 0.00% | CAD/USD 01/19/2022 WPAC | 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% | FPLUS 1997-3 B1 07.7900 11/10/2023 | 0.00% | GBP/USD 03/16/2022 BANKAM | 0.00% | GBP/USD 03/16/2022 MSCIL | 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% | 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 WPAC | -0.01% | GBP/USD 03/16/2022 GSFX | -0.01% | GBP/USD 03/16/2022 BCAP-FX | -0.01% | FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -0.40% | GNMA GII30 TBA 04.5000 01/01/2052 | -0.42% |
Portfolio Composition as of 02/28/22
| Common stock | 60.21% |
| Treasury | 15.07% |
| Corporate bonds and notes | 14.97% |
| Agency pass-through | 6.20% |
| Cash and net other assets | 2.63% |
| Commercial MBS | 0.83% |
| Municipal bonds | 0.08% |
| Residential MBS (non-agency) | 0.01% |
Consider these risks before investing: The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Top Industry Sectors as of 02/28/22
| Information technology | 26.23% |
|---|---|
| Consumer discretionary | 13.92% |
| Health care | 13.62% |
| Financials | 10.59% |
| Industrials | 8.96% |
| Communication services | 7.23% |
| Consumer staples | 6.36% |
| Energy | 3.88% |
| Materials | 2.83% |
| Other | 6.38% |
0
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 2.00% |
| 2 | 1.00% |
| 3+ | 0.00% |