Transamerica

08/31/2020*


Transamerica Multi-Managed Balanced VP

Security Description % of Total Net Assets
Apple, Inc. 4.85%
Microsoft Corp. 4.19%
Amazon.com, Inc. 3.40%
Uniform Mortgage-Backed Security, 3.00%, TBA 2.34%
Uniform Mortgage-Backed Security, 3.50%, TBA 1.94%
Facebook, Inc., Class A 1.41%
Alphabet, Inc., Class A 1.30%
Mastercard, Inc., Class A 1.14%
Alphabet, Inc., Class C 1.04%
Berkshire Hathaway, Inc., Class B 0.99%
Procter & Gamble Co. 0.93%
PayPal Holdings, Inc. 0.85%
salesforce.com, Inc. 0.84%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.81%
UnitedHealth Group, Inc. 0.77%
Merck & Co., Inc. 0.74%
Netflix, Inc. 0.74%
Home Depot, Inc. 0.72%
Thermo Fisher Scientific, Inc. 0.72%
Verizon Communications, Inc. 0.69%
AbbVie, Inc. 0.66%
Honeywell International, Inc. 0.66%
NextEra Energy, Inc. 0.64%
Citigroup, Inc. 0.64%
Charter Communications, Inc., Class A 0.61%
Lowe's Cos., Inc. 0.60%
Bristol-Myers Squibb Co. 0.59%
Texas Instruments, Inc. 0.58%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.57%
U.S. Treasury Note, 0.62%, due 05/15/2030 0.57%
NVIDIA Corp. 0.57%
Visa, Inc., Class A 0.56%
Johnson & Johnson 0.56%
Medtronic PLC 0.54%
Comcast Corp., Class A 0.54%
U.S. Treasury Bond, 3.12%, due 02/15/2042 0.50%
Norfolk Southern Corp. 0.49%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.49%
Eli Lilly & Co. 0.47%
Chariot Funding LLC, 0.23%, due 10/05/2020 0.47%
Intuit, Inc. 0.46%
Philip Morris International, Inc. 0.46%
Accenture PLC, Class A 0.44%
Chevron Corp. 0.43%
Eaton Corp. PLC 0.42%
Coca-Cola Co. 0.41%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.40%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.39%
S&P Global, Inc. 0.39%
Mondelez International, Inc., Class A 0.39%
BlackRock, Inc. 0.39%
NIKE, Inc., Class B 0.39%
Best Buy Co., Inc. 0.38%
Morgan Stanley 0.38%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.37%
Analog Devices, Inc. 0.37%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.37%
Anglesea Funding PLC, 0.22%, due 11/04/2020 0.37%
Zimmer Biomet Holdings, Inc. 0.37%
U.S. Treasury Bill, 0.13%, due 10/01/2020 0.37%
Uniform Mortgage-Backed Security, 4.00%, TBA 0.37%
Altria Group, Inc. 0.37%
T-Mobile US, Inc. 0.36%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.36%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.35%
Target Corp. 0.35%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.35%
Advanced Micro Devices, Inc. 0.35%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.35%
Mont Blanc Capital Corp., 0.17%, due 11/20/2020 0.35%
Ridgefield Funding Co., 0.20%, due 11/17/2020 0.35%
U.S. Treasury Note, 1.75%, due 11/15/2029 0.34%
U.S. Treasury Note, 2.37%, due 05/15/2029 0.34%
International Business Machines Corp. 0.34%
McKesson Corp. 0.33%
Sheffield Receivable, 0.25%, due 09/01/2020 0.33%
Equinix, Inc., REIT 0.33%
Progressive Corp. 0.32%
Korea Development Bank, 0.23%, due 10/05/2020 0.32%
Concord Minutemen Capital Co., 0.20%, due 11/19/2020 0.32%
Prologis, Inc., REIT 0.32%
Bank of America Corp. 0.31%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.31%
Entergy Corp. 0.31%
Baxter International, Inc. 0.30%
Cummins, Inc. 0.30%
Allstate Corp. 0.30%
Wells Fargo & Co. 0.29%
Constellation Brands, Inc., Class A 0.29%
Kimberly-Clark Corp. 0.29%
U.S. Treasury Bill, 0.09%, due 11/05/2020 0.29%
Cigna Corp. 0.29%
Parker-Hannifin Corp. 0.29%
Raytheon Technologies Corp. 0.29%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.28%
Costco Wholesale Corp. 0.28%
Barton Capital Corp., 0.27%, due 09/10/2020 0.28%
LMA Americas LLC, 0.24%, due 10/08/2020 0.28%
Booking Holdings, Inc. 0.27%
Ocwen Master Advance Receivables Trust, Series 2020-T1, Class AT1, 1.27%, due 08/15/2052 0.27%
AutoZone, Inc. 0.27%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 0.27%
U.S. Treasury Note, 1.50%, due 02/15/2030 0.27%
Starbird Funding Corp., 0.23%, due 09/02/2020 0.27%
Gotham Funding Corp., 0.17%, due 11/10/2020 0.27%
Simon Property Group, Inc., 0.20%, due 11/03/2020 0.27%
Cancara Asset Securitisation LLC, 0.21%, due 12/03/2020 0.27%
NXP Semiconductors NV 0.26%
Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 0.26%
Vertex Pharmaceuticals, Inc. 0.26%
COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 0.26%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.26%
Northrop Grumman Corp. 0.26%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.25%
TJX Cos., Inc. 0.24%
Lam Research Corp. 0.24%
Regeneron Pharmaceuticals, Inc. 0.24%
New Residential Advanced Receivables Trust, Series 2019-T3, Class AT3, 2.51%, due 09/15/2052 0.24%
Stanley Black & Decker, Inc. 0.24%
Pioneer Natural Resources Co. 0.23%
Lennar Corp., Class A 0.23%
U.S. Treasury Bill, 0.16%, due 09/10/2020 0.23%
Eastman Chemical Co. 0.23%
CSX Corp. 0.23%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.22%
EOG Resources, Inc. 0.22%
Leidos Holdings, Inc. 0.22%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 0.21%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.21%
Manhattan Asset Funding Co. LLC, 0.25%, due 09/01/2020 0.21%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 0.21%
Masco Corp. 0.21%
Anthem, Inc. 0.21%
Capital One Financial Corp. 0.20%
Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75%, due 03/25/2058 0.20%
Atlantic Asset Securitization LLC, 0.22%, due 09/10/2020 0.20%
Linde PLC 0.20%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.20%
Citigroup, Inc., 3.52%, due 10/27/2028 0.20%
Alexion Pharmaceuticals, Inc. 0.19%
Bank of America Corp., 3.36%, due 01/23/2026 0.19%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.19%
Automatic Data Processing, Inc. 0.19%
KeyCorp 0.19%
Trane Technologies PLC 0.19%
SBA Tower Trust, 2.83%, due 01/15/2050 0.19%
Becton Dickinson & Co. 0.19%
Motel 6 Trust, Series 2017-MTL6, Class C, 1.56%, due 08/15/2034 0.19%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.19%
Workday, Inc., Class A 0.19%
New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B, 3.50%, due 08/25/2059 0.18%
Boston Scientific Corp. 0.18%
CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 1.48%, due 10/18/2030 0.18%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.18%
Phillips 66 0.18%
Chubb, Ltd. 0.17%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.17%
Yum! Brands, Inc. 0.17%
U.S. Treasury Note, 2.12%, due 06/30/2022 0.17%
Illumina, Inc. 0.17%
Public Service Enterprise Group, Inc. 0.17%
VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 0.17%
Skandinaviska Enskilda Banken AB, 0.17%, due 11/17/2020 0.17%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.16%
General Dynamics Corp. 0.16%
Cisco Systems, Inc. 0.16%
U.S. Treasury Note, 3.12%, due 11/15/2028 0.16%
Biogen, Inc. 0.16%
Deere & Co. 0.16%
DNB Bank ASA, 0.22%, due 10/07/2020 0.16%
New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 0.16%
American Express Co. 0.16%
Carrier Global Corp. 0.16%
Qorvo, Inc. 0.15%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.15%
Micron Technology, Inc. 0.15%
Emerson Electric Co. 0.15%
State Street Corp. 0.15%
Lexington Parker Capital Co. LLC, 0.22%, due 11/12/2020 0.15%
Intercontinental Exchange, Inc. 0.15%
DTE Energy Co. 0.15%
Celanese Corp. 0.15%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.14%
Hilton Worldwide Holdings, Inc. 0.14%
Verizon Communications, Inc., 5.50%, due 03/16/2047 0.14%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.14%
CMS Energy Corp. 0.14%
Goldman Sachs Group, Inc. 0.14%
COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 0.14%
Duke Energy Corp., 3.75%, due 09/01/2046 0.14%
Regions Financial Corp. 0.14%
Ross Stores, Inc. 0.14%
HP, Inc. 0.14%
Camden Property Trust, REIT 0.14%
CIFC Funding, Ltd., Series 2017-3A, Class A1, 1.49%, due 07/20/2030 0.13%
Air Products & Chemicals, Inc. 0.13%
Enterprise Products Operating LLC, 4.25%, due 02/15/2048 0.13%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.13%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.13%
QUALCOMM, Inc. 0.13%
U.S. Treasury Bond, 3.00%, due 02/15/2049 0.13%
Credit Agricole SA, 3.25%, due 01/14/2030 0.13%
Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 0.13%
Dow, Inc. 0.13%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.12%
Microchip Technology, Inc. 0.12%
Marsh & McLennan Cos., Inc. 0.12%
Applied Materials, Inc. 0.12%
DuPont de Nemours, Inc. 0.12%
Intuitive Surgical, Inc. 0.12%
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 0.12%
Aviation Capital Group LLC, 5.50%, due 12/15/2024 0.12%
Avery Dennison Corp. 0.12%
Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class B, 3.44%, due 12/10/2036 0.12%
Citizens Financial Group, Inc. 0.12%
Crown Holdings, Inc. 0.12%
Dollar Tree, Inc. 0.12%
Reinsurance Group of America, Inc., 3.90%, due 05/15/2029 0.12%
Pfizer, Inc. 0.11%
Carter's, Inc. 0.11%
Newmont Corp. 0.11%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 0.11%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.11%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.11%
Alphabet, Inc., 1.10%, due 08/15/2030 0.11%
Mid-America Apartment Communities, Inc., REIT 0.11%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.11%
General Motors Co. 0.11%
COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 0.11%
Commerzbank AG, 8.12%, due 09/19/2023 0.11%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.11%
Xcel Energy, Inc. 0.11%
Sumitomo Mitsui Brokerage Corp., 0.21%, due 10/29/2020 0.11%
Cancara Asset Securitisation LLC, 0.19%, due 11/19/2020 0.11%
Bank of America Corp., 3.41%, due 12/20/2028 0.11%
Discover Bank, 3.45%, due 07/27/2026 0.11%
Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A, 1.33%, due 07/20/2037 0.10%
Intel Corp. 0.10%
U.S. Treasury Note, 2.25%, due 11/15/2025 0.10%
Amgen, Inc. 0.10%
Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75%, due 06/25/2057 0.10%
Occidental Petroleum Corp., 5.55%, due 03/15/2026 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 0.10%
Palmer Square CLO, Ltd., Series 2015-2A, Class A1R2, 1.37%, due 07/20/2030 0.10%
Discovery, Inc., Class A 0.10%
Shell International Finance BV, 2.50%, due 09/12/2026 0.10%
Exxon Mobil Corp. 0.10%
Boeing Co., 3.50%, due 03/01/2039 0.10%
Discovery, Inc., Class C 0.10%
Southwest Airlines Co. 0.10%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.10%
New Residential Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.52%, due 08/15/2053 0.10%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.10%
COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 0.10%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.10%
SPS Servicer Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.32%, due 10/15/2052 0.10%
Quest Diagnostics, Inc., 4.20%, due 06/30/2029 0.10%
U.S. Treasury Note, 2.87%, due 08/15/2028 0.10%
DTE Electric Co., 4.30%, due 07/01/2044 0.09%
BMW US Capital LLC, 2.80%, due 04/11/2026 0.09%
UBS AG, 7.62%, due 08/17/2022 0.09%
Southern Co. 0.09%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.09%
JPMorgan Chase & Co., 2.95%, due 05/13/2031 0.09%
Simon Property Group, Inc., 0.25%, due 09/04/2020 0.09%
Walmart, Inc., 3.62%, due 12/15/2047 0.09%
Keurig Dr. Pepper, Inc., 3.20%, due 05/01/2030 0.09%
Magna International, Inc. 0.09%
LMA Americas LLC, 0.19%, due 11/04/2020 0.09%
JPMorgan Chase & Co., 3.10%, due 04/22/2041 0.09%
Highwoods Realty, LP, 3.05%, due 02/15/2030 0.09%
Banco Santander SA, 2.74%, due 05/28/2025 0.09%
BAT Capital Corp., 3.22%, due 08/15/2024 0.09%
Baidu, Inc., 4.37%, due 05/14/2024 0.09%
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 0.09%
Hartford Financial Services Group, Inc. 0.09%
JPMorgan Chase & Co., 4.12%, due 12/15/2026 0.09%
Microsoft Corp., 3.30%, due 02/06/2027 0.09%
Commercial Mortgage Pass-Through Certificates Trust, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 0.09%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 0.09%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.45%, due 08/25/2023 0.09%
Kroger Co. 0.09%
Western Digital Corp., 4.75%, due 02/15/2026 0.09%
MSCI, Inc. 0.09%
Charta LLC, 0.22%, due 10/19/2020 0.09%
Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 0.09%
SBA Tower Trust, 3.44%, due 03/15/2048 0.09%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.08%
Markel Corp., 3.35%, due 09/17/2029 0.08%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.08%
Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 0.08%
Lazard Group LLC, 4.50%, due 09/19/2028 0.08%
DexCom, Inc. 0.08%
Prudential Financial, Inc., 3.70%, due 10/01/2050 0.08%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.08%
Danske Bank A/S, 3.24%, due 12/20/2025 0.08%
NBCUniversal Media LLC, 4.45%, due 01/15/2043 0.08%
JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 0.08%
Keysight Technologies, Inc., 4.60%, due 04/06/2027 0.08%
Union Pacific Corp. 0.08%
Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 0.08%
CVS Health Corp., 3.75%, due 04/01/2030 0.08%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.08%
Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 0.08%
LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 0.08%
Intercontinental Exchange, Inc., 1.85%, due 09/15/2032 0.08%
MarketAxess Holdings, Inc. 0.08%
Petroleos Mexicanos, 6.84%, due 01/23/2030 0.08%
U.S. Treasury Note, 2.37%, due 01/31/2023 0.08%
Sempra Energy 0.08%
New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 0.08%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 0.08%
Tencent Holdings, Ltd., 3.28%, due 04/11/2024 0.08%
Campbell Soup Co., 2.37%, due 04/24/2030 0.07%
Boeing Co., 5.15%, due 05/01/2030 0.07%
Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 1.46%, due 01/20/2031 0.07%
T-Mobile USA, Inc., 3.87%, due 04/15/2030 0.07%
SBA Tower Trust, 3.16%, due 04/09/2047 0.07%
Cintas Corp. 0.07%
Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 1.61%, due 04/15/2029 0.07%
U.S. Treasury Note, 0.12%, due 05/31/2022 0.07%
Equinix, Inc., 5.37%, due 05/15/2027 0.07%
Snap-on, Inc. 0.07%
Fiserv, Inc., 3.50%, due 07/01/2029 0.07%
Indonesia Government International Bond, 4.75%, due 01/08/2026 0.07%
Apple, Inc., 2.85%, due 02/23/2023 0.07%
SBA Tower Trust, 1.88%, due 07/15/2050 0.07%
Diamondback Energy, Inc. 0.07%
TE Connectivity, Ltd. 0.07%
Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 0.07%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.07%
Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 0.07%
U.S. Treasury Note, 1.12%, due 06/30/2021 0.07%
LyondellBasell Industries NV, Class A 0.07%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.07%
DaVita, Inc. 0.07%
New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 0.07%
State of California, 7.30%, due 10/01/2039 0.07%
Ventas, Inc., REIT 0.07%
Colombia Government International Bond, 4.50%, due 01/28/2026 0.07%
Cheniere Energy, Inc. 0.07%
U.S. Treasury Note, 0.25%, due 05/31/2025 0.07%
Edwards Lifesciences Corp. 0.07%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.06%
State of California, 7.60%, due 11/01/2040 0.06%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.06%
JetBlue Pass-Through Trust, 2.75%, due 11/15/2033 0.06%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.06%
Verisk Analytics, Inc. 0.06%
Weyerhaeuser Co., 4.00%, due 04/15/2030 0.06%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.06%
BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 0.06%
Kinder Morgan, Inc. 0.06%
Lam Research Corp., 3.75%, due 03/15/2026 0.06%
Carlisle Cos., Inc., 3.75%, due 12/01/2027 0.06%
Nokia OYJ, 3.37%, due 06/12/2022 0.06%
New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 0.06%
Delta Air Lines, Inc. 0.06%
Service Properties Trust, 5.00%, due 08/15/2022 0.06%
Carrier Global Corp., 2.72%, due 02/15/2030 0.06%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.06%
Duke Energy Progress LLC, 3.60%, due 09/15/2047 0.06%
Altice USA, Inc., Class A 0.06%
Royalty Pharma PLC, 2.20%, due 09/02/2030 0.06%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.06%
Macquarie Bank, Ltd., 3.62%, due 06/03/2030 0.06%
Black Hills Corp., 4.25%, due 11/30/2023 0.06%
Natwest Group PLC, 3.03%, due 11/28/2035 0.06%
T. Rowe Price Group, Inc. 0.06%
Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 1.41%, due 10/20/2028 0.06%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 0.06%
Syngenta Finance NV, 3.93%, due 04/23/2021 0.06%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.06%
DENTSPLY SIRONA, Inc., 3.25%, due 06/01/2030 0.06%
Anheuser-Busch InBev Worldwide, Inc., 3.50%, due 06/01/2030 0.06%
ICG CLO, Ltd., Series 2014-1A, Class A1R, 1.49%, due 01/20/2030 0.06%
Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 0.06%
Experian Finance PLC, 2.75%, due 03/08/2030 0.06%
American International Group, Inc., 4.25%, due 03/15/2029 0.06%
Equity Lifestyle Properties, Inc., REIT 0.06%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.06%
Bayer US Finance II LLC, 4.37%, due 12/15/2028 0.06%
WestRock Co. 0.06%
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.06%
Santander UK Group Holdings PLC, 5.62%, due 09/15/2045 0.06%
Infor, Inc., 1.75%, due 07/15/2025 0.06%
Xilinx, Inc., 2.37%, due 06/01/2030 0.06%
AstraZeneca PLC, 4.37%, due 08/17/2048 0.05%
Alcon Finance Corp., 2.75%, due 09/23/2026 0.05%
Lloyds Banking Group PLC, 3.87%, due 07/09/2025 0.05%
Sysco Corp., 3.30%, due 07/15/2026 0.05%
Amphenol Corp., 2.80%, due 02/15/2030 0.05%
CRH America Finance, Inc., 4.50%, due 04/04/2048 0.05%
Stryker Corp., 1.95%, due 06/15/2030 0.05%
Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 0.05%
New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 0.05%
Morgan Stanley, 5.00%, due 11/24/2025 0.05%
NVIDIA Corp., 2.85%, due 04/01/2030 0.05%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.05%
Amgen, Inc., 2.20%, due 02/21/2027 0.05%
American International Group, Inc. 0.05%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.05%
Pacific Gas & Electric Co., 2.50%, due 02/01/2031 0.05%
Williams Cos., Inc. 0.05%
AstraZeneca PLC, 2.37%, due 06/12/2022 0.05%
National Retail Properties, Inc., 2.50%, due 04/15/2030 0.05%
PacifiCorp, 3.60%, due 04/01/2024 0.05%
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 0.05%
American Electric Power Co., Inc., 2.95%, due 12/15/2022 0.05%
Electronic Arts, Inc. 0.05%
General Motors Co., 6.25%, due 10/02/2043 0.05%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.49%, due 08/15/2046 0.05%
Level 3 Financing, Inc., 3.40%, due 03/01/2027 0.05%
Adobe, Inc., 2.15%, due 02/01/2027 0.05%
U.S. Treasury Note, 2.87%, due 09/30/2023 0.05%
American International Group, Inc., 4.20%, due 04/01/2028 0.05%
Cigna Corp., 2.40%, due 03/15/2030 0.05%
JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 0.05%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.05%
BAT Capital Corp., 4.90%, due 04/02/2030 0.05%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.05%
QUALCOMM, Inc., 3.25%, due 05/20/2050 0.05%
Anthem, Inc., 2.25%, due 05/15/2030 0.05%
BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 1.20%, due 07/18/2027 0.05%
CyrusOne, LP / CyrusOne Finance Corp., 2.90%, due 11/15/2024 0.05%
Waste Connections, Inc., 2.60%, due 02/01/2030 0.05%
Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 0.05%
New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50%, due 12/25/2057 0.05%
New Residential Advance Receivables Trust Advance Receivables Backed, Series 2020-T1, Class AT1, 1.42%, due 08/15/2053 0.05%
Expedia Group, Inc., 3.80%, due 02/15/2028 0.05%
Altria Group, Inc., 3.40%, due 05/06/2030 0.05%
Hewlett Packard Enterprise Co., 4.45%, due 10/02/2023 0.05%
Centene Corp., 3.37%, due 02/15/2030 0.05%
Duke Energy Corp., 3.75%, due 04/15/2024 0.05%
Element Fleet Management Corp., 3.85%, due 06/15/2025 0.05%
UnitedHealth Group, Inc., 2.00%, due 05/15/2030 0.05%
KLA Corp., 3.30%, due 03/01/2050 0.05%
Ally Financial, Inc., 3.87%, due 05/21/2024 0.05%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.05%
FleetCor Technologies, Inc. 0.05%
General Electric Co., Series MTN, 6.87%, due 01/10/2039 0.04%
American Tower Trust #1, 3.65%, due 03/15/2048 0.04%
CNA Financial Corp., 3.90%, due 05/01/2029 0.04%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.04%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.04%
Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 0.04%
Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 0.04%
Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 0.04%
Intel Corp., 2.87%, due 05/11/2024 0.04%
Equifax, Inc., 2.60%, due 12/01/2024 0.04%
Sun Communities, Inc., REIT 0.04%
Chile Government International Bond, 3.50%, due 01/25/2050 0.04%
L3 Harris Technologies, Inc., 2.90%, due 12/15/2029 0.04%
Packaging Corp. of America 0.04%
BorgWarner, Inc., 3.37%, due 03/15/2025 0.04%
Federal National Mortgage Association, 5.00%, due 04/01/2039 0.04%
Martin Marietta Materials, Inc., 3.50%, due 12/15/2027 0.04%
New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 0.04%
Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 0.04%
BB-UBS Trust, Series 2012-TFT, Class C, 3.58%, due 06/05/2030 0.04%
Life Storage, LP, 4.00%, due 06/15/2029 0.04%
Truist Financial Corp. 0.04%
BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 0.04%
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 0.04%
CSX Corp., 3.80%, due 11/01/2046 0.04%
Voya Financial, Inc. 0.04%
Pernod Ricard SA, 4.45%, due 01/15/2022 0.04%
Intuit, Inc., 1.35%, due 07/15/2027 0.04%
Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 0.04%
Conagra Brands, Inc. 0.04%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.04%
AbbVie, Inc., 3.20%, due 05/14/2026 0.04%
Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 0.04%
Fortinet, Inc. 0.04%
Healthpeak Properties, Inc., 3.50%, due 07/15/2029 0.04%
Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 0.04%
Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 0.04%
Barclays PLC, 5.20%, due 05/12/2026 0.04%
Lam Research Corp., 1.90%, due 06/15/2030 0.04%
Noble Energy, Inc., 3.25%, due 10/15/2029 0.04%
ERAC USA Finance LLC, 3.85%, due 11/15/2024 0.04%
Sprint Corp., 7.87%, due 09/15/2023 0.04%
Martin Marietta Materials, Inc., 4.25%, due 12/15/2047 0.04%
Kansas City Southern 0.04%
Saudi Government International Bond, 2.37%, due 10/26/2021 0.04%
Merck & Co., Inc., 3.40%, due 03/07/2029 0.04%
CVS Health Corp., 2.70%, due 08/21/2040 0.04%
U.S. Treasury Bond, 2.87%, due 05/15/2049 0.04%
Xylem, Inc., 1.95%, due 01/30/2028 0.04%
COMM Mortgage Trust, Series 2016-GCT, Class C, 3.57%, due 08/10/2029 0.04%
AbbVie, Inc., 4.05%, due 11/21/2039 0.04%
Energy Transfer Operating, LP, 5.15%, due 02/01/2043 0.04%
ERAC USA Finance LLC, 3.30%, due 12/01/2026 0.04%
BAE Systems PLC, 3.40%, due 04/15/2030 0.04%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.04%
Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 0.04%
Energy Transfer Operating, LP, 5.95%, due 10/01/2043 0.04%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.04%
Zoetis, Inc., 2.00%, due 05/15/2030 0.04%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 0.04%
Boardwalk Pipelines, LP, 3.40%, due 02/15/2031 0.03%
American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 0.03%
Energy Transfer Operating, LP, 4.90%, due 02/01/2024 0.03%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.03%
Federal National Mortgage Association, 5.50%, due 12/01/2041 0.03%
FirstEnergy Corp. 0.03%
Constellation Brands, Inc., 3.15%, due 08/01/2029 0.03%
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 0.03%
Petroleos Mexicanos, 6.50%, due 01/23/2029 0.03%
Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 0.03%
Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 0.03%
Panama Government International Bond, 3.87%, due 03/17/2028 0.03%
Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 0.03%
Biogen, Inc., 2.25%, due 05/01/2030 0.03%
BNP Paribas SA, 2.21%, due 06/09/2026 0.03%
Wells Fargo & Co., 5.90%, due 06/15/2024 0.03%
Energy Transfer Operating, LP, 7.60%, due 02/01/2024 0.03%
National Australia Bank, Ltd., 3.93%, due 08/02/2034 0.03%
Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 0.03%
CK Hutchison International 17 II, Ltd., 2.25%, due 09/29/2020 0.03%
Motorola Solutions, Inc. 0.03%
Apple, Inc., 2.65%, due 05/11/2050 0.03%
Mid-America Apartments, LP, 1.70%, due 02/15/2031 0.03%
ERAC USA Finance LLC, 2.70%, due 11/01/2023 0.03%
State of California, 7.70%, due 11/01/2030 0.03%
Lloyds Banking Group PLC, 2.90%, due 11/07/2023 0.03%
Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 0.03%
Health Care Service Corp., 2.20%, due 06/01/2030 0.03%
Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 0.03%
Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 0.03%
Atlantic Asset Securitization LLC, 0.17%, due 11/06/2020 0.03%
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 0.03%
321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 0.03%
Appalachian Power Co., 3.40%, due 06/01/2025 0.03%
Upjohn, Inc., 2.30%, due 06/22/2027 0.03%
ABIOMED, Inc. 0.03%
Lyft, Inc., Class A 0.03%
Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 0.03%
Abbott Laboratories, 1.40%, due 06/30/2030 0.03%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.03%
Brazil Government International Bond, 4.25%, due 01/07/2025 0.03%
Agree, LP, 2.90%, due 10/01/2030 0.03%
Realty Income Corp., REIT 0.03%
Realty Income Corp., 3.25%, due 01/15/2031 0.03%
CSX Corp., 3.80%, due 04/15/2050 0.03%
Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 0.03%
MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 0.03%
New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 0.03%
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.03%
Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 0.03%
MetLife, Inc. 0.03%
NXP BV / NXP Funding LLC / NXP USA, Inc., 3.40%, due 05/01/2030 0.03%
SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 0.03%
HCA, Inc., 4.12%, due 06/15/2029 0.03%
Micron Technology, Inc., 2.49%, due 04/24/2023 0.03%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.03%
Indonesia Government International Bond, 5.37%, due 10/17/2023 0.02%
New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 0.02%
Futures Contracts, Long, S&P 500® E-Mini Index 0.02%
Republic of Poland Government International Bond, 3.00%, due 03/17/2023 0.02%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.02%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.02%
Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 0.02%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.02%
Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 0.02%
UDR, Inc., REIT 0.02%
Citigroup Capital XIII, 6.63% 0.02%
Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 0.02%
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.02%
AstraZeneca PLC, 4.00%, due 01/17/2029 0.02%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.02%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.02%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.02%
Cabot Oil & Gas Corp. 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
Sprint Corp., 7.25%, due 09/15/2021 0.02%
American Express Co., 4.05%, due 12/03/2042 0.02%
General Motors Co., 4.87%, due 10/02/2023 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
HCA, Inc., 5.25%, due 04/15/2025 0.02%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.02%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
CSMC Trust, Series 2014-4R, Class 21A1, 0.83%, due 12/27/2035 0.02%
America Movil SAB de CV, 4.37%, due 07/16/2042 0.02%
Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 0.02%
Shell International Finance BV, 3.75%, due 09/12/2046 0.01%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 0.01%
Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 0.01%
Entergy Arkansas LLC, 3.70%, due 06/01/2024 0.01%
MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 0.01%
Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 0.01%
Macquarie Bank, Ltd., 0.26%, due 10/02/2020 0.01%
CMS Energy Corp., 4.87%, due 03/01/2044 0.01%
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 0.01%
Sprint Capital Corp., 6.87%, due 11/15/2028 0.01%
H&R Block, Inc. 0.01%
VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 0.01%
Qatar Government International Bond, 3.87%, due 04/23/2023 0.01%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.01%
Peru Government International Bond, 7.35%, due 07/21/2025 0.01%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.01%
U.S. Treasury Bill, 0.16%, due 09/10/2020 0.01%
Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 0.01%
PacifiCorp, 5.75%, due 04/01/2037 0.01%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2039 0.01%
Federal National Mortgage Association, 3.32%, due 10/25/2023 0.01%
Seagate HDD Cayman, 4.12%, due 01/15/2031 0.01%
Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 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%
Federal National Mortgage Association, 6.00%, due 02/01/2041 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 0.01%
COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2026 0.01%
Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 0.01%
Petroleos Mexicanos, 7.69%, due 01/23/2050 0.01%
New Residential Advanced Receivables Trust, Series 2019-T4, Class AT4, 2.32%, due 10/15/2051 0.01%
Federal National Mortgage Association, 6.00%, due 08/01/2036 0.01%
Federal National Mortgage Association, 5.00%, due 10/01/2039 0.01%
Williams Cos., Inc., 5.40%, due 03/04/2044 0.01%
Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 0.01%
Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 0.01%
Federal National Mortgage Association, 6.50%, due 05/01/2040 0.01%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.01%
Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 0.01%
Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 0.01%
CIT Group, Inc., 4.12%, due 03/09/2021 0.01%
Federal National Mortgage Association, 5.50%, due 06/01/2039 0.01%
New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2042 0.01%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.01%
Federal National Mortgage Association, 3.50%, due 10/01/2028 0.01%
President & Fellows of Harvard College, 3.61%, due 10/01/2037 0.01%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 0.01%
Williams Cos., Inc., 7.87%, due 09/01/2021 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2029 0.01%
Federal National Mortgage Association, 6.00%, due 04/01/2040 0.01%
MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 0.01%
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 0.32%, due 12/25/2036 0.01%
Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 0.01%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.01%
Federal National Mortgage Association, 6.00%, due 01/01/2040 0.00%**
BB-UBS Trust, Series 2012-SHOW, Class XA, 0.73%, due 11/05/2036 0.00%**
New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 0.00%**
CMS Energy Corp., 3.87%, due 03/01/2024 0.00%**
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.00%**
New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 0.00%**
Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 0.00%**
Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 0.00%**
University of California, Series AD, 4.85%, due 05/15/2112 0.00%**
Federal National Mortgage Association, 5.50%, due 08/01/2037 0.00%**
Federal National Mortgage Association, 3.51%, due 02/01/2043 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 0.00%**
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2028 0.00%**
Crown Castle Towers LLC, 3.72%, due 07/15/2043 0.00%**
SCE Trust III, Series H, 5.75% 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-3A, Class A, 2.58%, due 09/20/2032 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 07/01/2037 0.00%**
Federal National Mortgage Association, 5.50%, due 01/01/2038 0.00%**
COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 0.73%, due 02/16/2053 0.00%**
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2037 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2041 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%**
CNOOC Petroleum North America ULC, 5.87%, due 03/10/2035 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, 4.50%, due 07/01/2025 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, 6.00%, due 12/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Net Other Assets (Liabilities) -5.04%**