Transamerica

03/31/2021*


Transamerica Multi-Managed Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 3.80%
Apple, Inc. 3.60%
Amazon.com, Inc. 2.69%
Uniform Mortgage-Backed Security, 2.50%, TBA 1.64%
Uniform Mortgage-Backed Security, 3.00%, TBA 1.45%
Alphabet, Inc., Class A 1.41%
Facebook, Inc., Class A 1.28%
Uniform Mortgage-Backed Security, 2.00%, TBA 1.21%
Alphabet, Inc., Class C 1.14%
Berkshire Hathaway, Inc., Class B 1.01%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.95%
Mastercard, Inc., Class A 0.92%
Tesla, Inc. 0.91%
UnitedHealth Group, Inc. 0.81%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.79%
Visa, Inc., Class A 0.77%
Procter & Gamble Co. 0.74%
Accenture PLC, Class A 0.70%
AbbVie, Inc. 0.66%
Lowe's Cos., Inc. 0.64%
Texas Instruments, Inc. 0.64%
Netflix, Inc. 0.64%
Thermo Fisher Scientific, Inc. 0.64%
NVIDIA Corp. 0.60%
Home Depot, Inc. 0.59%
Comcast Corp., Class A 0.59%
U.S. Treasury Note, 1.75%, due 11/30/2021 0.58%
Deere & Co. 0.57%
Applied Materials, Inc. 0.57%
NextEra Energy, Inc. 0.55%
Bristol-Myers Squibb Co. 0.55%
Medtronic PLC 0.54%
Wells Fargo & Co. 0.53%
Morgan Stanley 0.52%
PayPal Holdings, Inc. 0.51%
S&P Global, Inc. 0.51%
Norfolk Southern Corp. 0.51%
Lam Research Corp. 0.49%
T-Mobile US, Inc. 0.49%
Eli Lilly & Co. 0.49%
Johnson & Johnson 0.48%
Coca-Cola Co. 0.47%
Honeywell International, Inc. 0.45%
Intuit, Inc. 0.44%
Goldman Sachs Group, Inc. 0.44%
Verizon Communications, Inc. 0.44%
Citigroup, Inc. 0.43%
Analog Devices, Inc. 0.43%
Merck & Co., Inc. 0.42%
Philip Morris International, Inc. 0.42%
Eaton Corp. PLC 0.42%
Trane Technologies PLC 0.42%
NIKE, Inc., Class B 0.42%
Bank of America Corp. 0.40%
Abbott Laboratories 0.40%
Chevron Corp. 0.40%
National Australia Bank, Ltd., 0.13%, due 05/06/2021 0.39%
U.S. Treasury Bond, 1.25%, due 05/15/2050 0.39%
U.S. Treasury Note, 0.12%, due 12/31/2022 0.39%
Charter Communications, Inc., Class A 0.39%
Anglesea Funding PLC, 0.16%, due 04/06/2021 0.39%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.39%
Cigna Corp. 0.38%
Manhattan Asset Funding Co. LLC, 0.13%, due 05/27/2021 0.37%
Macquarie Bank, Ltd., 0.16%, due 06/07/2021 0.37%
Altria Group, Inc. 0.37%
Stanley Black & Decker, Inc. 0.36%
Mondelez International, Inc., Class A 0.36%
Victory Receivables Corp., 0.20%, due 04/01/2021 0.36%
Sumitomo Mitsui Brokerage Corp., 0.15%, due 06/02/2021 0.36%
Britannia Funding Co., 0.16%, due 05/18/2021 0.36%
FedEx Corp. 0.35%
salesforce.com, Inc. 0.35%
Progressive Corp. 0.34%
U.S. Treasury Note, 1.62%, due 05/15/2026 0.34%
Advanced Micro Devices, Inc. 0.34%
Skandinaviska Enskilda Banken AB, 0.14%, due 05/18/2021 0.34%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.33%
U.S. Treasury Note, 0.62%, due 08/15/2030 0.33%
NXP Semiconductors NV 0.33%
Uniform Mortgage-Backed Security, 4.00%, TBA 0.32%
Zimmer Biomet Holdings, Inc. 0.32%
U.S. Treasury Note, 0.62%, due 05/15/2030 0.31%
Raytheon Technologies Corp. 0.31%
PPG Industries, Inc. 0.31%
U.S. Treasury Note, 1.62%, due 02/15/2026 0.31%
U.S. Treasury Bill, 0.09%, due 04/01/2021 0.30%
Lennar Corp., Class A 0.30%
Intercontinental Exchange, Inc. 0.30%
Pioneer Natural Resources Co. 0.30%
U.S. Treasury Note, 1.75%, due 07/31/2021 0.30%
AutoZone, Inc. 0.30%
Eastman Chemical Co. 0.29%
McKesson Corp. 0.29%
Parker-Hannifin Corp. 0.29%
Walt Disney Co. 0.29%
US Bancorp 0.29%
Booking Holdings, Inc. 0.29%
Capital One Financial Corp. 0.29%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.29%
Prologis, Inc., REIT 0.29%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.29%
Societe Generale SA, 0.14%, due 06/04/2021 0.28%
U.S. Treasury Bill, 0.04%, due 05/06/2021 0.28%
U.S. Treasury Note, 1.50%, due 02/15/2030 0.28%
NRZ Advance Receivables Trust, Series 2020-T2, Class AT2, 1.47%, due 09/15/2053 0.28%
Seagate Technology PLC 0.27%
State Street Corp. 0.27%
Natixis, 0.20%, due 04/01/2021 0.27%
Union Pacific Corp. 0.27%
Ocwen Master Advance Receivables Trust, Series 2020-T1, Class AT1, 1.27%, due 08/15/2052 0.26%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.26%
Best Buy Co., Inc. 0.26%
Kimberly-Clark Corp. 0.26%
DnB Bank ASA, 0.15%, due 04/28/2021 0.26%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 0.26%
TJX Cos., Inc. 0.26%
Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 0.25%
Alexion Pharmaceuticals, Inc. 0.25%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.25%
COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 0.25%
Boston Scientific Corp. 0.25%
Equinix, Inc., REIT 0.24%
Intel Corp. 0.24%
Oracle Corp. 0.23%
U.S. Treasury Bill, 0.03%, due 06/10/2021 0.23%
Old Line Funding LLC, 0.17%, due 04/13/2021 0.23%
Williams Cos., Inc. 0.23%
U.S. Treasury Note, 1.75%, due 05/15/2023 0.23%
U.S. Treasury Note, 2.50%, due 01/31/2024 0.23%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.22%
Truist Financial Corp. 0.22%
U.S. Treasury Note, 0.25%, due 08/31/2025 0.22%
Cisco Systems, Inc. 0.22%
Vertex Pharmaceuticals, Inc. 0.22%
ING Funding LLC, 0.14%, due 06/03/2021 0.22%
Sempra Energy 0.22%
CMS Energy Corp. 0.21%
Northrop Grumman Corp. 0.21%
KeyCorp 0.21%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.38%, due 06/25/2030 0.21%
Masco Corp. 0.21%
Estee Lauder Cos., Inc., Class A 0.21%
Sheffield Receivable, 0.16%, due 05/04/2021 0.21%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 0.20%
Constellation Brands, Inc., Class A 0.20%
Chubb, Ltd. 0.20%
Leidos Holdings, Inc. 0.20%
Regions Financial Corp. 0.20%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 0.20%
Costco Wholesale Corp. 0.20%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.20%
Yum! Brands, Inc. 0.20%
Linde PLC 0.19%
EOG Resources, Inc. 0.19%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2030 0.19%
Ameren Corp. 0.19%
SBA Tower Trust, 2.83%, due 01/15/2050 0.19%
U.S. Treasury Note, 1.75%, due 11/15/2029 0.18%
Citigroup, Inc., 3.52%, due 10/27/2028 0.18%
Hartford Financial Services Group, Inc. 0.18%
ConocoPhillips 0.18%
General Motors Co. 0.18%
Target Corp. 0.18%
Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 0.18%
U.S. Treasury Note, 2.25%, due 11/15/2025 0.18%
T. Rowe Price Group, Inc. 0.18%
CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 1.43%, due 10/18/2030 0.17%
CSMC Trust, Series 2021-RPL2, Class A1A, 1.11%, due 01/25/2060 0.17%
Allstate Corp. 0.17%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.17%
Anthem, Inc. 0.17%
Microchip Technology, Inc. 0.17%
Chariot Funding LLC, 0.20%, due 04/05/2021 0.17%
Hilton Worldwide Holdings, Inc. 0.17%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.17%
Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.73%, due 03/25/2058 0.16%
VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 0.16%
Phillips 66 0.16%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.16%
Regeneron Pharmaceuticals, Inc. 0.16%
LMA SA / LMA Americas LLC, 0.18%, due 04/06/2021 0.15%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.15%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.15%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.15%
Illumina, Inc. 0.15%
U.S. Treasury Bond, 3.12%, due 02/15/2042 0.15%
New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B, 3.50%, due 08/25/2059 0.15%
Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75%, due 10/25/2060 0.15%
U.S. Treasury Note, 3.12%, due 11/15/2028 0.15%
Swedbank AB, 0.15%, due 05/18/2021 0.15%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.15%
Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class A, 0.99%, due 11/20/2037 0.15%
Dollar Tree, Inc. 0.14%
Magna International, Inc. 0.14%
Duke Energy Corp. 0.14%
Public Service Enterprise Group, Inc. 0.14%
Sheffield Receivable, 0.14%, due 06/01/2021 0.14%
Camden Property Trust, REIT 0.14%
U.S. Treasury Inflation-Indexed Bond, 0.25%, due 02/15/2050 0.14%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.14%
Biogen, Inc. 0.14%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.14%
Workday, Inc., Class A 0.14%
Xcel Energy, Inc. 0.14%
Southwest Airlines Co. 0.14%
COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 0.13%
JPMorgan Chase & Co., 2.95%, due 05/13/2031 0.13%
United Parcel Service, Inc., Class B 0.13%
WestRock Co. 0.13%
CIFC Funding, Ltd., Series 2017-3A, Class A1, 1.44%, due 07/20/2030 0.13%
Mont Blanc Capital Corp., 0.15%, due 06/21/2021 0.13%
TSMC Global, Ltd., 1.37%, due 09/28/2030 0.13%
New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 0.13%
Becton Dickinson & Co. 0.13%
Aviation Capital Group LLC, 5.50%, due 12/15/2024 0.13%
DTE Electric Co., 4.30%, due 07/01/2044 0.13%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.13%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.13%
Enterprise Products Operating LLC, 4.25%, due 02/15/2048 0.12%
Carter's, Inc. 0.12%
Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 0.12%
Otis Worldwide Corp. 0.12%
Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class B, 3.44%, due 12/10/2036 0.12%
Verizon Communications, Inc., 2.98%, due 10/30/2056 0.12%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.12%
Credit Agricole SA, 3.25%, due 01/14/2030 0.12%
Reinsurance Group of America, Inc., 2.84%, due 12/15/2065 0.12%
Duke Energy Corp., 3.75%, due 09/01/2046 0.12%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.12%
Mid-America Apartment Communities, Inc., REIT 0.12%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.12%
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 0.11%
Diamondback Energy, Inc. 0.11%
Fairfax Financial Holdings, Ltd., 3.37%, due 03/03/2031 0.11%
O'Reilly Automotive, Inc. 0.11%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.11%
UniCredit SpA, 2.56%, due 09/22/2026 0.11%
Charles Schwab Corp., 4.00%, due 06/01/2026 0.11%
Air Products & Chemicals, Inc. 0.11%
General Dynamics Corp. 0.11%
Snap-on, Inc. 0.11%
Occidental Petroleum Corp., 5.55%, due 03/15/2026 0.11%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 0.11%
Indonesia Government International Bond, 4.75%, due 01/08/2026 0.11%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.10%
COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 0.10%
Commerzbank AG, 8.12%, due 09/19/2023 0.10%
National Bank of Canada, 0.14%, due 05/10/2021 0.10%
Chariot Funding LLC, 0.13%, due 06/16/2021 0.10%
UBS Group AG, 2.09%, due 02/11/2032 0.10%
U.S. Treasury Bond, 3.00%, due 02/15/2049 0.10%
Walmart, Inc., 3.62%, due 12/15/2047 0.10%
DuPont de Nemours, Inc. 0.10%
Boeing Co., 3.50%, due 03/01/2039 0.10%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.10%
Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 0.10%
Verizon Communications, Inc., 1.68%, due 10/30/2030 0.10%
Discover Bank, 4.65%, due 09/13/2028 0.10%
Bank of America Corp., 3.41%, due 12/20/2028 0.10%
Palmer Square CLO, Ltd., Series 2015-2A, Class A1R2, 1.32%, due 07/20/2030 0.10%
Barclays PLC, 5.20%, due 05/12/2026 0.10%
Prudential Financial, Inc. 0.10%
Lyft, Inc., Class A 0.10%
BAT Capital Corp., 2.25%, due 03/25/2028 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 0.09%
Celanese Corp. 0.09%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.09%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.09%
JPMorgan Chase & Co., 2.73%, due 10/15/2030 0.09%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.09%
COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 0.09%
Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 0.09%
LMA SA / LMA Americas LLC, 0.15%, due 06/07/2021 0.09%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.09%
Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 0.09%
Shell International Finance BV, 2.50%, due 09/12/2026 0.09%
CVS Health Corp., 3.75%, due 04/01/2030 0.09%
Chariot Funding LLC, 0.17%, due 04/26/2021 0.09%
7-Eleven, Inc., 1.80%, due 02/10/2031 0.09%
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 0.09%
Intuitive Surgical, Inc. 0.09%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.09%
Boeing Co., 5.15%, due 05/01/2030 0.09%
BMW US Capital LLC, 2.80%, due 04/11/2026 0.09%
Quest Diagnostics, Inc., 4.20%, due 06/30/2029 0.09%
UBS AG, 7.62%, due 08/17/2022 0.09%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.09%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.09%
Baidu, Inc., 4.37%, due 05/14/2024 0.09%
Highwoods Realty, LP, 3.05%, due 02/15/2030 0.09%
QUALCOMM, Inc. 0.09%
U.S. Treasury Note, 2.87%, due 08/15/2028 0.09%
Macquarie Bank, Ltd., 3.62%, due 06/03/2030 0.08%
Commercial Mortgage Pass-Through Certificates Trust, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 0.08%
Western Digital Corp., 4.75%, due 02/15/2026 0.08%
Keurig Dr. Pepper, Inc., 3.20%, due 05/01/2030 0.08%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.08%
Delta Air Lines, Inc. 0.08%
Credit Suisse Group AG, 3.80%, due 06/09/2023 0.08%
SBA Tower Trust, 3.44%, due 03/15/2048 0.08%
Charta LLC, 0.17%, due 04/14/2021 0.08%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.45%, due 08/25/2023 0.08%
JPMorgan Chase & Co., 4.12%, due 12/15/2026 0.08%
Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75%, due 06/25/2057 0.08%
Microsoft Corp., 3.30%, due 02/06/2027 0.08%
Pfizer, Inc. 0.08%
Ford Motor Credit Co. LLC, 3.37%, due 11/13/2025 0.08%
Booz Allen Hamilton Holding Corp. 0.08%
Cheniere Energy, Inc. 0.08%
Petroleos Mexicanos, 6.84%, due 01/23/2030 0.08%
Lazard Group LLC, 4.50%, due 09/19/2028 0.08%
Prudential Financial, Inc., 3.70%, due 10/01/2050 0.08%
Kroger Co. 0.08%
Danske Bank A/S, 3.24%, due 12/20/2025 0.08%
Marsh & McLennan Cos., Inc. 0.08%
LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 0.08%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.08%
Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A, 1.33%, due 07/20/2037 0.08%
Ventas, Inc., REIT 0.08%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.07%
Mont Blanc Capital Corp., 0.15%, due 06/10/2021 0.07%
Keysight Technologies, Inc., 4.60%, due 04/06/2027 0.07%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.07%
Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 0.07%
Freeport-McMoRan, Inc. 0.07%
U.S. Treasury Note, 2.37%, due 01/31/2023 0.07%
Centene Corp., 3.00%, due 10/15/2030 0.07%
Tencent Holdings, Ltd., 3.28%, due 04/11/2024 0.07%
American International Group, Inc. 0.07%
NBCUniversal Media LLC, 4.45%, due 01/15/2043 0.07%
Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 1.41%, due 01/20/2031 0.07%
Micron Technology, Inc. 0.07%
JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 0.07%
DENTSPLY SIRONA, Inc., 3.25%, due 06/01/2030 0.07%
General Electric Co., Series MTN, 6.87%, due 01/10/2039 0.07%
SBA Tower Trust, 3.16%, due 04/09/2047 0.07%
Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 1.58%, due 04/15/2029 0.07%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 0.07%
Crown Holdings, Inc. 0.07%
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 0.07%
MarketAxess Holdings, Inc. 0.07%
Equinix, Inc., 5.37%, due 05/15/2027 0.07%
SBA Tower Trust, 1.88%, due 07/15/2050 0.07%
T-Mobile USA, Inc., 3.87%, due 04/15/2030 0.07%
Apple, Inc., 2.85%, due 02/23/2023 0.07%
Duke Energy Progress LLC, 3.60%, due 09/15/2047 0.07%
Campbell Soup Co., 2.37%, due 04/24/2030 0.07%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.07%
Koninklijke Philips NV, 5.00%, due 03/15/2042 0.07%
U.S. Treasury Note, 1.12%, due 06/30/2021 0.07%
Fiserv, Inc., 3.50%, due 07/01/2029 0.07%
Kinder Morgan, Inc. 0.07%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.07%
Cintas Corp. 0.06%
Pioneer Natural Resources Co., 2.15%, due 01/15/2031 0.06%
Colombia Government International Bond, 4.50%, due 01/28/2026 0.06%
JetBlue Pass-Through Trust, 2.75%, due 11/15/2033 0.06%
Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 0.06%
CyrusOne, LP / CyrusOne Finance Corp., 2.90%, due 11/15/2024 0.06%
Australia & New Zealand Banking Group, Ltd., 2.57%, due 11/25/2035 0.06%
U.S. Treasury Note, 0.25%, due 05/31/2025 0.06%
Altria Group, Inc., 2.45%, due 02/04/2032 0.06%
Altice USA, Inc., Class A 0.06%
DexCom, Inc. 0.06%
BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 0.06%
Credit Suisse Group AG, 3.75%, due 03/26/2025 0.06%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.06%
Nokia OYJ, 3.37%, due 06/12/2022 0.06%
Health Care Service Corp., 2.20%, due 06/01/2030 0.06%
VEREIT Operating Partnership, LP, 2.20%, due 06/15/2028 0.06%
Rackspace Technology Global, Inc., 3.50%, due 02/15/2028 0.06%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 0.06%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.06%
Carlisle Cos., Inc., 3.75%, due 12/01/2027 0.06%
New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 0.06%
Ally Financial, Inc., 3.87%, due 05/21/2024 0.06%
Lam Research Corp., 3.75%, due 03/15/2026 0.06%
Weyerhaeuser Co., 4.00%, due 04/15/2030 0.06%
Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 0.06%
Deutsche Bank AG, 3.72%, due 01/14/2032 0.06%
New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 0.06%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.06%
Black Hills Corp., 4.25%, due 11/30/2023 0.06%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.06%
Carrier Global Corp., 2.72%, due 02/15/2030 0.06%
ICG CLO, Ltd., Series 2014-1A, Class A1R, 1.44%, due 01/20/2030 0.06%
ViacomCBS, Inc., 4.20%, due 05/19/2032 0.06%
Royalty Pharma PLC, 2.20%, due 09/02/2030 0.06%
Syngenta Finance NV, 3.93%, due 04/23/2021 0.06%
Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 1.36%, due 10/20/2028 0.06%
U.S. Treasury Note, 2.12%, due 06/30/2022 0.06%
Edwards Lifesciences Corp. 0.06%
Natwest Group PLC, 3.03%, due 11/28/2035 0.06%
Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 0.06%
Sun Communities, Inc., REIT 0.06%
Nutrition & Biosciences, Inc., 2.30%, due 11/01/2030 0.05%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.05%
General Motors Co., 6.25%, due 10/02/2043 0.05%
Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 0.05%
UnitedHealth Group, Inc., 2.00%, due 05/15/2030 0.05%
CRH America Finance, Inc., 4.50%, due 04/04/2048 0.05%
American International Group, Inc., 4.25%, due 03/15/2029 0.05%
Baxter International, Inc. 0.05%
Allianz SE, 3.50%, due 11/17/2025 0.05%
Experian Finance PLC, 2.75%, due 03/08/2030 0.05%
AbbVie, Inc., 4.05%, due 11/21/2039 0.05%
Verisk Analytics, Inc. 0.05%
Sysco Corp., 3.30%, due 07/15/2026 0.05%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.05%
Infor, Inc., 1.75%, due 07/15/2025 0.05%
Bayer US Finance II LLC, 4.37%, due 12/15/2028 0.05%
Bennington Stark Capital Co. LLC, 0.16%, due 05/04/2021 0.05%
Concord Minutemen Capital Co., 0.15%, due 05/10/2021 0.05%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.05%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.05%
Alcon Finance Corp., 2.75%, due 09/23/2026 0.05%
Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 0.05%
Smith & Nephew PLC, 2.03%, due 10/14/2030 0.05%
National Retail Properties, Inc., 2.50%, due 04/15/2030 0.05%
New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 0.05%
Alphabet, Inc., 1.10%, due 08/15/2030 0.05%
Morgan Stanley, 5.00%, due 11/24/2025 0.05%
AstraZeneca PLC, 2.37%, due 06/12/2022 0.05%
Pacific Gas & Electric Co., 2.50%, due 02/01/2031 0.05%
Simon Property Group, LP, 1.75%, due 02/01/2028 0.05%
Amgen, Inc., 2.20%, due 02/21/2027 0.05%
Dollar General Corp. 0.05%
PacifiCorp, 3.60%, due 04/01/2024 0.05%
LyondellBasell Industries NV, Class A 0.05%
Expedia Group, Inc., 3.80%, due 02/15/2028 0.05%
Old Line Funding LLC, 0.16%, due 06/15/2021 0.05%
American Electric Power Co., Inc., 2.95%, due 12/15/2022 0.05%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.05%
Ameriprise Financial, Inc. 0.05%
Amphenol Corp., 2.80%, due 02/15/2030 0.05%
Xilinx, Inc., 2.37%, due 06/01/2030 0.05%
Level 3 Financing, Inc., 3.40%, due 03/01/2027 0.05%
Packaging Corp. of America 0.05%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.05%
Equity Lifestyle Properties, Inc., REIT 0.05%
Fortinet, Inc. 0.05%
Bristol-Myers Squibb Co., 1.45%, due 11/13/2030 0.05%
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.05%
Adobe, Inc., 2.15%, due 02/01/2027 0.05%
American International Group, Inc., 4.20%, due 04/01/2028 0.05%
New Residential Advance Receivables Trust, Series 2020-T1, Class AT1, 1.42%, due 08/15/2053 0.05%
Amgen, Inc. 0.05%
BB-UBS Trust, Series 2012-TFT, Class C, 3.46%, due 06/05/2030 0.05%
AstraZeneca PLC, 4.37%, due 08/17/2048 0.05%
BAT Capital Corp., 4.90%, due 04/02/2030 0.05%
Cigna Corp., 2.40%, due 03/15/2030 0.05%
Hewlett Packard Enterprise Co., 4.45%, due 10/02/2023 0.05%
Element Fleet Management Corp., 3.85%, due 06/15/2025 0.05%
Anthem, Inc., 2.25%, due 05/15/2030 0.04%
Duke Energy Corp., 3.75%, due 04/15/2024 0.04%
Centene Corp., 3.37%, due 02/15/2030 0.04%
Waste Connections, Inc., 2.60%, due 02/01/2030 0.04%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.04%
New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 0.04%
SPS Servicer Advance Receivables Trust II, Series 2020-T1, Class AT1, 1.28%, due 11/15/2052 0.04%
JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 0.04%
American Tower Trust #1, 3.65%, due 03/15/2048 0.04%
Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 0.04%
Quanta Services, Inc., 2.90%, due 10/01/2030 0.04%
QUALCOMM, Inc., 3.25%, due 05/20/2050 0.04%
Voya Financial, Inc. 0.04%
Public Storage, REIT 0.04%
FleetCor Technologies, Inc. 0.04%
Societe Generale SA, 0.15%, due 06/02/2021 0.04%
Intel Corp., 2.87%, due 05/11/2024 0.04%
Equifax, Inc., 2.60%, due 12/01/2024 0.04%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.75%, due 01/30/2026 0.04%
Ashtead Capital, Inc., 4.25%, due 11/01/2029 0.04%
BorgWarner, Inc., 3.37%, due 03/15/2025 0.04%
KLA Corp., 3.30%, due 03/01/2050 0.04%
BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 1.15%, due 07/18/2027 0.04%
Banco Santander SA, 2.74%, due 12/03/2030 0.04%
BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 0.04%
Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2026 0.04%
Energy Transfer Operating, LP, 5.95%, due 10/01/2043 0.04%
Citigroup Mortgage Loan Trust, Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 0.04%
Energy Transfer Operating, LP, 5.15%, due 02/01/2043 0.04%
Masco Corp., 2.00%, due 02/15/2031 0.04%
New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50%, due 12/25/2057 0.04%
Sensata Technologies, Inc., 4.37%, due 02/15/2030 0.04%
L3 Harris Technologies, Inc., 2.90%, due 12/15/2029 0.04%
Life Storage, LP, 4.00%, due 06/15/2029 0.04%
Volkswagen Group of America Finance LLC, 1.62%, due 11/24/2027 0.04%
Cargill, Inc., 1.70%, due 02/02/2031 0.04%
ERAC USA Finance LLC, 3.85%, due 11/15/2024 0.04%
Centene Corp. 0.04%
AbbVie, Inc., 3.20%, due 05/14/2026 0.04%
Intuit, Inc., 1.35%, due 07/15/2027 0.04%
Sprint Corp., 7.87%, due 09/15/2023 0.04%
Saudi Arabia Government International Bond, 2.37%, due 10/26/2021 0.04%
Aviation Capital Group LLC, 1.95%, due 01/30/2026 0.04%
Chevron USA, Inc., 3.25%, due 10/15/2029 0.04%
Healthpeak Properties, Inc., 3.50%, due 07/15/2029 0.04%
Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 0.04%
Ingersoll Rand, Inc. 0.04%
Deutsche Bank AG, 2.12%, due 11/24/2026 0.04%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.04%
Waters Corp. 0.04%
Chile Government International Bond, 3.50%, due 01/25/2050 0.04%
Lam Research Corp., 1.90%, due 06/15/2030 0.04%
ERAC USA Finance LLC, 3.30%, due 12/01/2026 0.04%
American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 0.03%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.03%
Merck & Co., Inc., 3.40%, due 03/07/2029 0.03%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.03%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.03%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.35%, due 08/15/2046 0.03%
Xylem, Inc., 1.95%, due 01/30/2028 0.03%
Petroleos Mexicanos, 6.50%, due 01/23/2029 0.03%
CVS Health Corp., 2.70%, due 08/21/2040 0.03%
Energy Transfer Operating, LP, 4.90%, due 02/01/2024 0.03%
Royal Caribbean Cruises, Ltd. 0.03%
Motorola Solutions, Inc. 0.03%
Boardwalk Pipelines, LP, 3.40%, due 02/15/2031 0.03%
BAE Systems PLC, 3.40%, due 04/15/2030 0.03%
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class B, 3.77%, due 02/10/2048 0.03%
Element Fleet Management Corp., 1.60%, due 04/06/2024 0.03%
Federal National Mortgage Association, 5.00%, due 04/01/2039 0.03%
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 0.03%
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 0.03%
HCA, Inc., 4.12%, due 06/15/2029 0.03%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.03%
Wells Fargo & Co., 5.90%, due 06/15/2024 0.03%
New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 0.03%
Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 0.03%
Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 0.03%
Energy Transfer Operating, LP, 7.60%, due 02/01/2024 0.03%
Zoetis, Inc., 2.00%, due 05/15/2030 0.03%
Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 0.03%
Constellation Brands, Inc., 3.15%, due 08/01/2029 0.03%
Panama Government International Bond, 3.87%, due 03/17/2028 0.03%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.03%
ERAC USA Finance LLC, 2.70%, due 11/01/2023 0.03%
Biogen, Inc., 2.25%, due 05/01/2030 0.03%
Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 0.03%
U.S. Treasury Bond, 2.87%, due 05/15/2049 0.03%
Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 0.03%
Federal National Mortgage Association, 5.50%, due 12/01/2041 0.03%
Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 0.03%
Appalachian Power Co., 3.40%, due 06/01/2025 0.03%
Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 0.03%
Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 0.03%
Corporate Office Properties, LP, 2.25%, due 03/15/2026 0.03%
Viatris, Inc., 2.30%, due 06/22/2027 0.03%
Wells Fargo & Co., 3.90%, due 03/15/2026 0.03%
Apple, Inc., 2.65%, due 05/11/2050 0.03%
Brazil Government International Bond, 4.25%, due 01/07/2025 0.03%
Avery Dennison Corp. 0.03%
321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 0.03%
ABIOMED, Inc. 0.03%
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.03%
Realty Income Corp., 3.25%, due 01/15/2031 0.03%
Abbott Laboratories, 1.40%, due 06/30/2030 0.03%
Realty Income Corp., REIT 0.02%
Micron Technology, Inc., 2.49%, due 04/24/2023 0.02%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.02%
SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 0.02%
NXP BV / NXP Funding LLC / NXP USA, Inc., 3.40%, due 05/01/2030 0.02%
T-Mobile USA, Inc., 3.50%, due 04/15/2031 0.02%
UDR, Inc., REIT 0.02%
Broadcom, Inc., 1.95%, due 02/15/2028 0.02%
Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 0.02%
Indonesia Government International Bond, 5.37%, due 10/17/2023 0.02%
Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 0.02%
D.R. Horton, Inc. 0.02%
HCA, Inc., 5.25%, due 04/15/2025 0.02%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.02%
Republic of Poland Government International Bond, 3.00%, due 03/17/2023 0.02%
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 0.02%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.02%
Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 0.02%
New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 0.02%
U.S. Treasury Bond, 1.37%, due 08/15/2050 0.02%
WP Carey, Inc., 2.40%, due 02/01/2031 0.02%
Citigroup Capital XIII, 6.58% 0.02%
Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 0.02%
MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 0.02%
New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 0.02%
AstraZeneca PLC, 4.00%, due 01/17/2029 0.02%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.02%
Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 0.02%
Interpublic Group of Cos., Inc. 0.02%
Sprint Corp., 7.25%, due 09/15/2021 0.02%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.02%
General Motors Co., 4.87%, due 10/02/2023 0.02%
Expedia Group, Inc., 2.95%, due 03/15/2031 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.02%
Cabot Oil & Gas Corp. 0.02%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 0.02%
American Express Co., 4.05%, due 12/03/2042 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.02%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 0.02%
Fox Corp., Class A 0.02%
America Movil SAB de CV, 4.37%, due 07/16/2042 0.01%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.01%
Entergy Arkansas LLC, 3.70%, due 06/01/2024 0.01%
Shell International Finance BV, 3.75%, due 09/12/2046 0.01%
Corporate Office Properties, LP, 2.75%, due 04/15/2031 0.01%
Thunder Bay Funding LLC, 0.13%, due 06/09/2021 0.01%
Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 0.01%
Sprint Capital Corp., 6.87%, due 11/15/2028 0.01%
CMS Energy Corp., 4.87%, due 03/01/2044 0.01%
Crowdstrike Holdings, Inc., 3.00%, due 02/15/2029 0.01%
Saudi Arabian Oil Co., 1.25%, due 11/24/2023 0.01%
Qatar Government International Bond, 3.87%, due 04/23/2023 0.01%
MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 0.01%
Sensata Technologies BV, 4.00%, due 04/15/2029 0.01%
Peru Government International Bond, 7.35%, due 07/21/2025 0.01%
PacifiCorp, 5.75%, due 04/01/2037 0.01%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.01%
Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 0.01%
Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 0.01%
Federal National Mortgage Association, 3.32%, due 10/25/2023 0.01%
Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 0.01%
Seagate HDD Cayman, 4.12%, due 01/15/2031 0.01%
VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 0.01%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2039 0.01%
COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 0.01%
Petroleos Mexicanos, 7.69%, due 01/23/2050 0.01%
Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 0.01%
Sierra Timeshare Conduit Receivables Funding LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 0.01%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.01%
NRZ Advance Receivables Trust, Series 2020-T3, Class AT3, 1.31%, due 10/15/2052 0.01%
Federal National Mortgage Association, 6.00%, due 02/01/2041 0.01%
Futures Contracts, Long, S&P 500® E-Mini Index 0.01%
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 0.01%
Williams Cos., Inc., 5.40%, due 03/04/2044 0.01%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.01%
CSMC Trust, Series 2014-4R, Class 21A1, 0.79%, due 12/27/2035 0.01%
Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 0.01%
Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2026 0.01%
Federal National Mortgage Association, 6.50%, due 05/01/2040 0.01%
Federal National Mortgage Association, 5.00%, due 10/01/2039 0.01%
Federal National Mortgage Association, 6.00%, due 08/01/2036 0.01%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 0.01%
Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 0.01%
Williams Cos., Inc., 7.87%, due 09/01/2021 0.01%
Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 0.01%
Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 0.01%
Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 0.01%
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 0.25%, due 12/25/2036 0.01%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2029 0.00%**
Federal National Mortgage Association, 3.50%, due 10/01/2028 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2042 0.00%**
Federal National Mortgage Association, 5.50%, due 06/01/2039 0.00%**
Federal National Mortgage Association, 6.00%, due 04/01/2040 0.00%**
Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 0.00%**
CMS Energy Corp., 3.87%, due 03/01/2024 0.00%**
Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 0.00%**
Federal National Mortgage Association, 6.00%, due 01/01/2040 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 0.00%**
BB-UBS Trust, Interest Only STRIPS, Series 2012-SHOW, Class XA, 0.59%, due 11/05/2036 0.00%**
MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 0.00%**
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.00%**
Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 0.00%**
Federal National Mortgage Association, 5.50%, due 08/01/2037 0.00%**
Federal National Mortgage Association, 1.89%, due 02/01/2043 0.00%**
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 0.00%**
Crown Castle Towers LLC, 3.72%, due 07/15/2043 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2028 0.00%**
SCE Trust III, Series H, 5.75% 0.00%**
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.00%**
Federal National Mortgage Association, 5.50%, due 01/01/2038 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 07/01/2037 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2037 0.00%**
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 11/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2041 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 0.70%, due 02/16/2053 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2025 0.00%**
Federal National Mortgage Association, 6.00%, due 12/01/2038 0.00%**
Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2024 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 4.50%, due 07/01/2025 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.00%**
Net Other Assets (Liabilities) -5.02%**