Transamerica

09/30/2019*


Transamerica Multi-Managed Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 3.17%
Apple, Inc. 2.55%
Federal National Mortgage Association, 3.50%, TBA 2.39%
Federal National Mortgage Association, 3.00%, TBA 2.37%
Amazon.com, Inc. 2.01%
Mastercard, Inc., Class A 1.13%
Alphabet, Inc., Class A 1.08%
U.S. Treasury Bill, 2.19%, due 10/03/2019 1.00%
Comcast Corp., Class A 1.00%
Alphabet, Inc., Class C 0.99%
Berkshire Hathaway, Inc., Class B 0.97%
Federal National Mortgage Association, 4.00%, TBA 0.95%
Chevron Corp. 0.94%
Coca-Cola Co. 0.90%
Citigroup, Inc. 0.82%
Bank of America Corp. 0.80%
Merck & Co., Inc. 0.75%
Home Depot, Inc. 0.72%
Verizon Communications, Inc. 0.71%
Medtronic PLC 0.70%
UnitedHealth Group, Inc. 0.70%
Procter & Gamble Co. 0.69%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.66%
Automatic Data Processing, Inc. 0.66%
Thermo Fisher Scientific, Inc. 0.64%
Honeywell International, Inc. 0.64%
Texas Instruments, Inc. 0.63%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.61%
Facebook, Inc., Class A 0.61%
Johnson & Johnson 0.60%
Visa, Inc., A Shares 0.58%
NextEra Energy, Inc. 0.58%
Eaton Corp. PLC 0.58%
Philip Morris International, Inc. 0.57%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.56%
Accenture PLC, Class A 0.56%
Intercontinental Exchange, Inc. 0.55%
Morgan Stanley 0.55%
Wells Fargo & Co. 0.55%
Cigna Corp. 0.54%
PayPal Holdings, Inc. 0.54%
Norfolk Southern Corp. 0.53%
Charter Communications, Inc., Class A 0.53%
Boston Scientific Corp. 0.50%
AbbVie, Inc. 0.50%
salesforce.com, Inc. 0.50%
Lowe's Cos., Inc. 0.49%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.49%
Analog Devices, Inc. 0.49%
General Dynamics Corp. 0.48%
United Technologies Corp. 0.46%
Zimmer Biomet Holdings, Inc. 0.46%
Eli Lilly & Co. 0.44%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 0.44%
AutoZone, Inc. 0.42%
Xcel Energy, Inc. 0.42%
Yum! Brands, Inc. 0.42%
Federal National Mortgage Association, 2.50%, TBA 0.41%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.41%
EOG Resources, Inc. 0.41%
Mondelez International, Inc., Class A 0.41%
Netflix, Inc. 0.40%
Sheffield Receivable, 2.18%, due 11/19/2019 0.40%
TJX Cos., Inc. 0.39%
Capital One Financial Corp. 0.38%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.38%
Banco Santander SA, 2.22%, due 11/08/2019 0.38%
NVIDIA Corp. 0.37%
Union Pacific Corp. 0.37%
MetLife, Inc. 0.37%
Marathon Petroleum Corp. 0.37%
Old Line Funding LLC, 2.15%, due 10/18/2019 0.36%
U.S. Treasury Note, 2.37%, due 01/31/2023 0.36%
NXP Semiconductors NV 0.35%
Federal National Mortgage Association, 3.00%, TBA 0.35%
Hartford Financial Services Group, Inc. 0.35%
Charta LLC, 2.29%, due 10/25/2019 0.35%
Daimler Finance North America LLC, 2.19%, due 11/12/2019 0.35%
Bennington Stark Capital Co. LLC, 2.16%, due 11/21/2019 0.35%
Gotham Funding Corp., 2.18%, due 12/13/2019 0.35%
Macquarie Bank, Ltd., 2.17%, due 12/20/2019 0.35%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.34%
Edison International 0.34%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.34%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.34%
Expedia Group, Inc. 0.34%
American Electric Power Co., Inc. 0.32%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 0.32%
KeyCorp 0.30%
Teradyne, Inc. 0.30%
Alpine Securitization, 2.19%, due 11/21/2019 0.29%
Prologis, Inc., REIT 0.29%
Bristol-Myers Squibb Co. 0.29%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 0.29%
AvalonBay Communities, Inc., REIT 0.29%
Cummins, Inc. 0.29%
Pioneer Natural Resources Co. 0.29%
NIKE, Inc., Class B 0.28%
Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 0.28%
Best Buy Co., Inc. 0.28%
Le Fayette Asset Securitization LLC, 2.14%, due 12/03/2019 0.28%
Pfizer, Inc. 0.27%
U.S. Treasury Note, 2.37%, due 12/31/2020 0.27%
Anthem, Inc. 0.26%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.26%
Eastman Chemical Co. 0.26%
Liberty Funding LLC, 2.12%, due 11/21/2019 0.26%
ONEOK, Inc. 0.26%
U.S. Treasury Note, 2.50%, due 12/31/2020 0.25%
U.S. Treasury Note, 2.87%, due 09/30/2023 0.25%
Northrop Grumman Corp. 0.25%
Electronic Arts, Inc. 0.25%
Walt Disney Co. 0.25%
Stanley Black & Decker, Inc. 0.24%
Equinix, Inc., REIT 0.24%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.24%
U.S. Treasury Note, 2.62%, due 08/15/2020 0.24%
Boeing Co. 0.24%
American International Group, Inc. 0.24%
Celgene Corp. 0.24%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.24%
Ingersoll-Rand PLC 0.24%
PepsiCo, Inc. 0.24%
Ridgefield Funding Co., 2.19%, due 11/19/2019 0.23%
Lexington Parker Capital Co. LLC, 2.34%, due 10/02/2019 0.23%
Charles Schwab Corp. 0.23%
Victory Receivables, 2.18%, due 12/13/2019 0.23%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.23%
Cognizant Technology Solutions Corp., Class A 0.22%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.22%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.22%
Motel 6 Trust, Series 2017-MTL6, Class C, 3.42%, due 08/15/2034 0.22%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 0.22%
Diamondback Energy, Inc. 0.22%
Vertex Pharmaceuticals, Inc. 0.22%
Entergy Corp. 0.22%
Bank of America Corp., 3.36%, due 01/23/2026 0.22%
Cedar Springs Capital Co. LLC, 2.16%, due 12/04/2019 0.22%
SBA Tower Trust, 2.83%, due 01/15/2050 0.22%
Biogen, Inc. 0.21%
U.S. Treasury Note, 2.87%, due 05/15/2049 0.21%
U.S. Treasury Bond, 3.12%, due 02/15/2042 0.21%
Advance Auto Parts, Inc. 0.21%
COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 0.21%
Celanese Corp. 0.21%
Hilton Worldwide Holdings, Inc. 0.21%
New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 0.20%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.20%
Ocwen Master Advance Receivables Trust, Series 2019-T1, Class AT1, 2.51%, due 08/15/2050 0.20%
Ocwen Master Advance Receivables Trust, Series 2019-T2, Class AT2, 2.41%, due 08/15/2051 0.20%
O'Reilly Automotive, Inc. 0.20%
CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 3.50%, due 10/18/2030 0.20%
Masco Corp. 0.19%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.19%
Ross Stores, Inc. 0.19%
General Mills, Inc. 0.19%
U.S. Treasury Note, 2.00%, due 02/28/2021 0.19%
U.S. Treasury Note, 3.12%, due 11/15/2028 0.19%
U.S. Treasury Note, 2.37%, due 05/15/2029 0.19%
Altria Group, Inc. 0.19%
DuPont de Nemours, Inc. 0.19%
McDonald's Corp. 0.18%
Deere & Co. 0.18%
General Motors Co. 0.18%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.18%
Advanced Micro Devices, Inc. 0.18%
Linde PLC 0.18%
VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 0.18%
Concord Minutemen Capital Co., 2.36%, due 10/01/2019 0.17%
Sumitomo Mitsui Banking Corp., 2.15%, due 10/24/2019 0.17%
Crown Point Capital Co., 2.32%, due 11/01/2019 0.17%
Atlantic Asset Securitization LLC, 2.10%, due 12/17/2019 0.17%
Alexion Pharmaceuticals, Inc. 0.17%
SunTrust Banks, Inc. 0.17%
Sempra Energy 0.17%
Exxon Mobil Corp. 0.17%
Allstate Corp. 0.17%
Parker-Hannifin Corp. 0.17%
Lennar Corp., Class A 0.16%
Caterpillar, Inc. 0.16%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.16%
U.S. Treasury Note, 2.00%, due 01/31/2020 0.16%
Constellation Brands, Inc., Class A 0.16%
Dow, Inc. 0.16%
CGRBS Commercial Mortgage Trust, Series 2013-VN05, Class B, 3.70%, due 03/13/2035 0.16%
HP, Inc. 0.15%
Park Aerospace Holdings, Ltd., 5.50%, due 02/15/2024 0.15%
Verizon Communications, Inc., 5.50%, due 03/16/2047 0.15%
New Residential Advanced Receivables Trust, Series 2019-T3, Class AT3, 2.51%, due 10/20/2052 0.15%
COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 0.15%
Intuit, Inc. 0.15%
Duke Energy Corp., 3.75%, due 09/01/2046 0.15%
Crown Holdings, Inc. 0.15%
CIFC Funding, Ltd., Series 2017-3A, Class A1, 3.49%, due 07/20/2030 0.14%
Discovery, Inc., Class C 0.14%
Cisco Systems, Inc. 0.14%
Discovery, Inc., Class A 0.14%
U.S. Treasury Note, 1.12%, due 06/30/2021 0.14%
Occidental Petroleum Corp., 5.55%, due 03/15/2026 0.14%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.14%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.14%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.14%
Delta Air Lines, Inc. 0.14%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.14%
Fiserv, Inc. 0.13%
Commerzbank AG, 8.12%, due 09/19/2023 0.13%
Regeneron Pharmaceuticals, Inc. 0.13%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.13%
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 0.13%
JPMorgan Chase & Co., 3.79%, due 07/23/2024 0.13%
Banco Santander SA, 2.70%, due 06/27/2024 0.13%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.13%
KLA Corp. 0.13%
Goldman Sachs Group, Inc., 5.25%, due 07/27/2021 0.13%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.13%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.12%
AT&T, Inc., 3.40%, due 05/15/2025 0.12%
PACCAR, Inc. 0.12%
Franklin Resources, Inc. 0.12%
BlackRock, Inc. 0.12%
U.S. Treasury Note, 1.62%, due 05/15/2026 0.12%
Discover Bank, 3.45%, due 07/27/2026 0.12%
Federal Realty Investment Trust, REIT 0.12%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.12%
Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 0.12%
Allergan PLC 0.12%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 0.12%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.12%
Magna International, Inc. 0.12%
JPMorgan Chase & Co., 4.12%, due 12/15/2026 0.12%
UBS AG, 7.62%, due 08/17/2022 0.12%
Ameriprise Financial, Inc. 0.12%
Corteva, Inc. 0.12%
BPCE SA, 2.70%, due 10/01/2029 0.12%
U.S. Treasury Note, 1.00%, due 11/30/2019 0.12%
Bank of America Corp., 3.41%, due 12/20/2028 0.12%
Synchrony Financial 0.12%
COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 0.12%
Hartford Financial Services Group, Inc., 2.80%, due 08/19/2029 0.11%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.11%
Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 0.11%
TD Ameritrade Holding Corp. 0.11%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.11%
Altice, Inc., Class A 0.11%
NBCUniversal Media LLC, 4.37%, due 04/01/2021 0.11%
Keysight Technologies, Inc., 4.55%, due 10/30/2024 0.11%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.11%
Reinsurance Group of America, Inc., 3.90%, due 05/15/2029 0.11%
Caesars Palace Las Vegas Trust, Series 2017-VICI, Class A, 3.53%, due 10/15/2034 0.11%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.11%
Illumina, Inc. 0.11%
Shell International Finance BV, 2.50%, due 09/12/2026 0.11%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.11%
Intuitive Surgical, Inc. 0.11%
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 0.11%
New Residential Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.52%, due 08/15/2053 0.11%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.10%
BMW Capital LLC, 2.80%, due 04/11/2026 0.10%
Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75%, due 03/25/2058 0.10%
DTE Electric Co., 4.30%, due 07/01/2044 0.10%
COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 0.10%
Invesco, Ltd. 0.10%
Enterprise Products Operating LLC, 4.25%, due 02/15/2048 0.10%
Highwoods Realty, LP, 3.05%, due 02/15/2030 0.10%
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 0.10%
Fifth Third Bancorp 0.10%
Walmart, Inc., 3.62%, due 12/15/2047 0.10%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.10%
U.S. Treasury Bill, 2.01%, due 11/07/2019 0.10%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.10%
Commercial Mortgage Pass-Through Certificates Trust, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 0.10%
New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 0.10%
SBA Tower Trust, 3.44%, due 03/15/2048 0.10%
Ventas, Inc., REIT 0.10%
AbbVie, Inc., 3.20%, due 05/14/2026 0.10%
Microsoft Corp., 3.30%, due 02/06/2027 0.10%
Noble Energy, Inc., 3.25%, due 10/15/2029 0.10%
U.S. Treasury Note, 2.87%, due 08/15/2028 0.10%
Citigroup, Inc., 3.35%, due 04/24/2025 0.09%
Danske Bank A/S, 3.24%, due 12/20/2025 0.09%
Quest Diagnostics, Inc., 4.20%, due 06/30/2029 0.09%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.09%
Lazard Group LLC, 4.50%, due 09/19/2028 0.09%
Intel Corp., 2.87%, due 05/11/2024 0.09%
RenaissanceRe Finance, Inc., 3.45%, due 07/01/2027 0.09%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.09%
Intel Corp. 0.09%
Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 0.09%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.09%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 0.09%
JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 0.09%
BNP Paribas SA, 4.40%, due 08/14/2028 0.09%
Petroleos Mexicanos, 6.84%, due 01/23/2030 0.09%
State of California, 7.95%, due 03/01/2036 0.09%
Snap-on, Inc. 0.09%
Arthur J. Gallagher & Co. 0.09%
Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 0.09%
Hasbro, Inc. 0.09%
Regions Financial Corp. 0.09%
Boeing Co., 3.50%, due 03/01/2039 0.09%
Western Digital Corp., 4.75%, due 02/15/2026 0.09%
Equity Residential, REIT 0.09%
Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 0.09%
Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 0.09%
Ally Financial, Inc., 4.12%, due 03/30/2020 0.09%
SBA Tower Trust, 3.16%, due 04/09/2047 0.09%
NBCUniversal Media LLC, 4.45%, due 01/15/2043 0.09%
National Australia Bank, Ltd., 3.93%, due 08/02/2034 0.09%
New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 0.09%
SBA Tower Trust, 2.87%, due 07/15/2046 0.09%
American Express Co. 0.09%
Everest Re Group, Ltd. 0.09%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 0.09%
HD Supply Holdings, Inc. 0.08%
EPR Properties, 4.75%, due 12/15/2026 0.08%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.08%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.08%
WEA Finance LLC, 4.12%, due 09/20/2028 0.08%
Apple, Inc., 2.85%, due 02/23/2023 0.08%
JPMorgan Chase & Co., 6.40%, due 05/15/2038 0.08%
Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 3.46%, due 01/20/2031 0.08%
Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 3.64%, due 04/15/2029 0.08%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.08%
Packaging Corp. of America 0.08%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.08%
BB-UBS Trust, Series 2012-TFT, Class C, 3.58%, due 06/05/2030 0.08%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.08%
LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 0.08%
New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 0.08%
WestRock Co. 0.08%
T-Mobile, Inc. 0.08%
Lloyds Banking Group PLC, 2.90%, due 11/07/2023 0.08%
Waste Management, Inc., 3.20%, due 06/15/2026 0.08%
Tencent Holdings, Ltd., 3.28%, due 04/11/2024 0.08%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 01/15/2024 0.08%
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 0.08%
CVS Health Corp., 2.12%, due 06/01/2021 0.08%
Aventura Mall Trust, Series 2013-AVM, Class A, 3.86%, due 12/05/2032 0.08%
Service Properties Trust, 5.00%, due 08/15/2022 0.08%
Baidu, Inc., 4.37%, due 05/14/2024 0.07%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.07%
Indonesia Government International Bond, 4.75%, due 01/08/2026 0.07%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 0.07%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.07%
Host Hotels & Resorts, Inc., REIT 0.07%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.07%
Colombia Government International Bond, 4.50%, due 01/28/2026 0.07%
Kilroy Realty, LP, 4.25%, due 08/15/2029 0.07%
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.07%
Mont Blanc Capital Corp., 2.31%, due 11/05/2019 0.07%
State of California, 7.30%, due 10/01/2039 0.07%
Lam Research Corp., 3.75%, due 03/15/2026 0.07%
BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 0.07%
Citizens Financial Group, Inc. 0.07%
Black Hills Corp., 4.25%, due 11/30/2023 0.07%
Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 0.07%
Ameriprise Financial, Inc., 3.70%, due 10/15/2024 0.07%
New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 0.07%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.07%
Becton Dickinson and Co. 0.07%
Core Industrial Trust, Series 2015-CALW, Class B, 3.25%, due 02/10/2034 0.07%
Nokia OYJ, 3.37%, due 06/12/2022 0.07%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.07%
AstraZeneca PLC, 4.37%, due 08/17/2048 0.07%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.07%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.07%
Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 3.41%, due 10/20/2028 0.07%
Boston Properties, Inc., REIT 0.06%
State of California, 7.60%, due 11/01/2040 0.06%
Duke Energy Progress LLC, 3.60%, due 09/15/2047 0.06%
JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 0.06%
Lincoln National Corp., 3.62%, due 12/12/2026 0.06%
LyondellBasell Industries NV, Class A 0.06%
ICG CLO, Ltd., Series 2014-1A, Class A1R, 3.49%, due 01/20/2030 0.06%
Public Storage, REIT 0.06%
McKesson Corp. 0.06%
KLA Corp., 4.10%, due 03/15/2029 0.06%
Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 0.06%
Sysco Corp., 3.30%, due 07/15/2026 0.06%
Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 0.06%
Ralph Lauren Corp. 0.06%
Southwest Airlines Co. 0.06%
First Horizon National Corp., 3.50%, due 12/15/2020 0.06%
AstraZeneca PLC, 2.37%, due 06/12/2022 0.06%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.06%
Ford Motor Credit Co. LLC, 4.54%, due 08/01/2026 0.06%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.06%
Morgan Stanley, 5.00%, due 11/24/2025 0.06%
BAT Capital Corp., 2.76%, due 08/15/2022 0.06%
Expedia Group, Inc., 3.80%, due 02/15/2028 0.06%
Fiserv, Inc., 3.50%, due 07/01/2029 0.06%
VEREIT Operating Partnership, LP, 4.62%, due 11/01/2025 0.06%
PacifiCorp, 3.60%, due 04/01/2024 0.06%
American Electric Power Co., Inc., 2.95%, due 12/15/2022 0.06%
Exelon Corp. 0.06%
FedEx Corp., 3.30%, due 03/15/2027 0.06%
Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 0.06%
Athene Global Funding, 3.00%, due 07/01/2022 0.06%
United Technologies Corp., 4.12%, due 11/16/2028 0.06%
Bayer Finance LLC, 3.00%, due 10/08/2021 0.06%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.49%, due 08/15/2046 0.06%
Waste Management, Inc. 0.06%
Federal National Mortgage Association, 3.50%, TBA 0.06%
General Motors Co., 6.25%, due 10/02/2043 0.06%
Abbott Laboratories, 3.75%, due 11/30/2026 0.06%
CRH America Finance, Inc., 4.50%, due 04/04/2048 0.06%
Royal Caribbean Cruises, Ltd. 0.06%
General Electric Co., Series MTN, 6.87%, due 01/10/2039 0.06%
Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 0.05%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.05%
BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 3.22%, due 07/18/2027 0.05%
Duke Energy Corp., 3.75%, due 04/15/2024 0.05%
New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 0.05%
Palmer Square CLO, Ltd., Series 2015-2A, Class A1AR, 3.54%, due 07/20/2030 0.05%
Ally Financial, Inc., 3.87%, due 05/21/2024 0.05%
Cigna Corp., 4.12%, due 11/15/2025 0.05%
United Airlines Holdings, Inc. 0.05%
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.05%
Amgen, Inc. 0.05%
Federal National Mortgage Association, 5.00%, due 04/01/2039 0.05%
Syngenta Finance NV, 3.93%, due 04/23/2021 0.05%
Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 0.05%
CNA Financial Corp., 3.90%, due 05/01/2029 0.05%
VICI Properties, Inc., REIT 0.05%
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.05%
Booking Holdings, Inc. 0.05%
Energy Transfer Operating, LP, 5.95%, due 10/01/2043 0.05%
Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 0.05%
Dominion Energy, Inc., 2.57%, due 07/01/2020 0.05%
American Tower Trust #1, 3.65%, due 03/15/2048 0.05%
Lyft, Inc., Class A 0.05%
Energy Transfer Operating, LP, 5.15%, due 02/01/2043 0.05%
Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 0.05%
Digital Realty Trust, Inc., REIT 0.05%
BorgWarner, Inc., 3.37%, due 03/15/2025 0.05%
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.05%
Life Storage, LP, 4.00%, due 06/15/2029 0.05%
Progressive Corp. 0.04%
Martin Marietta Materials, Inc., 3.50%, due 12/15/2027 0.04%
ERAC Finance LLC, 3.85%, due 11/15/2024 0.04%
BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 0.04%
Altria Group, Inc., 4.80%, due 02/14/2029 0.04%
American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 0.04%
Newmont Goldcorp Corp. 0.04%
Penske Truck Leasing Co., LP / PTL Finance Corp., 3.45%, due 07/01/2024 0.04%
Pernod Ricard SA, 4.45%, due 01/15/2022 0.04%
HCP, Inc., 3.50%, due 07/15/2029 0.04%
CSX Corp., 3.80%, due 11/01/2046 0.04%
Federal National Mortgage Association, 5.50%, due 12/01/2041 0.04%
Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 0.04%
Motorola Solutions, Inc. 0.04%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.04%
Merck & Co., Inc., 3.40%, due 03/07/2029 0.04%
Citigroup, Inc., 4.50%, due 01/14/2022 0.04%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.04%
Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 0.04%
Energy Transfer Operating, LP, 4.90%, due 02/01/2024 0.04%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.04%
Saudi Arabia Government International Bond, 2.37%, due 10/26/2021 0.04%
Cintas Corp. 0.04%
Royal Bank of Scotland Group PLC, 4.51%, due 06/25/2024 0.04%
COMM Mortgage Trust, Series 2016-GCT, Class C, 3.57%, due 08/10/2029 0.04%
Bennington Stark Capital Co. LLC, 2.21%, due 11/12/2019 0.04%
Altria Group, Inc., 4.40%, due 02/14/2026 0.04%
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 0.04%
Sprint Corp., 7.87%, due 09/15/2023 0.04%
Wells Fargo & Co., 5.90%, due 06/15/2024 0.04%
HCA Healthcare, Inc., 6.25%, due 02/15/2021 0.04%
Energy Transfer Operating, LP, 7.60%, due 02/01/2024 0.04%
Booking Holdings, Inc., 3.60%, due 06/01/2026 0.04%
Royal Bank of Scotland Group PLC, 6.40%, due 10/21/2019 0.04%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.04%
Petroleos Mexicanos, 6.50%, due 01/23/2029 0.04%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.12%, due 07/15/2023 0.04%
Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 0.04%
Lincoln National Corp. 0.04%
Concho Resources, Inc. 0.04%
AT&T, Inc. 0.04%
Constellation Brands, Inc., 3.15%, due 08/01/2029 0.04%
MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 0.04%
321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 0.04%
Conagra Brands, Inc. 0.04%
Expedia Group, Inc., 3.25%, due 02/15/2030 0.04%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.04%
Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 0.04%
ERAC Finance LLC, 2.70%, due 11/01/2023 0.04%
State of California, 7.70%, due 11/01/2030 0.04%
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 0.04%
Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 0.04%
U.S. Treasury Note, 2.62%, due 12/15/2021 0.04%
Alcon Finance Corp., 2.75%, due 09/23/2026 0.04%
Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 0.03%
Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 0.03%
Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 0.03%
Mid-America Apartment Communities, Inc., REIT 0.03%
Panama Government International Bond, 3.87%, due 03/17/2028 0.03%
Amphenol Corp., 2.80%, due 02/15/2030 0.03%
CK Hutchison International 17 II, Ltd., 2.25%, due 09/29/2020 0.03%
New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 0.03%
S&P Global, Inc. 0.03%
Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 0.03%
NXP BV / NXP Funding LLC, 4.87%, due 03/01/2024 0.03%
Doosan Heavy Industries & Construction Co., Ltd., 2.12%, due 04/27/2020 0.03%
Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 0.03%
Appalachian Power Co., 3.40%, due 06/01/2025 0.03%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.03%
Kimberly-Clark Corp. 0.03%
International Paper Co., 4.75%, due 02/15/2022 0.03%
Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 0.03%
Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 0.03%
Northwest Airlines Pass-Through Trust, 7.02%, due 05/01/2021 0.03%
Kansas City Southern 0.03%
New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 0.03%
CVS Health Corp., 4.10%, due 03/25/2025 0.03%
CSMC Trust, Series 2014-4R, Class 21A1, 2.80%, due 12/27/2035 0.03%
Ameriprise Financial, Inc., 3.00%, due 03/22/2022 0.03%
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.03%
Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 0.03%
Freeport-McMoRan, Inc. 0.03%
SPS Servicer Advance Receivables Trust, Series 2016-T2, Class AT2, 2.75%, due 11/15/2049 0.03%
SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 0.03%
Brazil Government International Bond, 4.25%, due 01/07/2025 0.03%
Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 0.03%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.03%
Markel Corp., 3.35%, due 09/17/2029 0.03%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.03%
HCA, Inc., 4.12%, due 06/15/2029 0.03%
Indonesia Government International Bond, 5.37%, due 10/17/2023 0.03%
GS Mortgage Securities Corp. II, Series 2013-KING, Class E, 3.54%, due 12/10/2027 0.03%
UBS Group AG, 3.12%, due 08/13/2030 0.03%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.02%
Citigroup Capital XIII, 8.63% 0.02%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2010-C1, Class B, 5.95%, due 06/15/2043 0.02%
Skandinaviska Enskilda Banken AG, 2.19%, due 11/06/2019 0.02%
Republic of Poland Government International Bond, 3.00%, due 03/17/2023 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
BorgWarner, Inc. 0.02%
DXC Technology Co., 4.75%, due 04/15/2027 0.02%
H&R Block, Inc. 0.02%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.02%
AstraZeneca PLC, 4.00%, due 01/17/2029 0.02%
Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 0.02%
Martin Marietta Materials, Inc., 4.25%, due 12/15/2047 0.02%
Avery Dennison Corp. 0.02%
EOG Resources, Inc., 2.45%, due 04/01/2020 0.02%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.02%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.02%
General Motors Co., 4.87%, due 10/02/2023 0.02%
Sprint Corp., 7.25%, due 09/15/2021 0.02%
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
American Express Co., 4.05%, due 12/03/2042 0.02%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.02%
Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 0.02%
Morgan Stanley, Series MTN, 4.43%, due 01/23/2030 0.02%
HCA, Inc., 5.25%, due 04/15/2025 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.02%
MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 0.02%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 0.02%
VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 0.02%
Skyworks Solutions, Inc. 0.02%
Shell International Finance BV, 3.75%, due 09/12/2046 0.02%
Entergy Arkansas LLC, 3.70%, due 06/01/2024 0.02%
America Movil SAB de CV, 4.37%, due 07/16/2042 0.02%
Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 0.02%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.02%
U.S. Treasury Note, 2.37%, due 02/29/2024 0.02%
Western Midstream Operating, LP, 5.37%, due 06/01/2021 0.02%
Sierra Timeshare Conduit Receivables Funding LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 0.01%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.01%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.01%
CMS Energy Corp., 4.87%, due 03/01/2044 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 0.01%
Federal National Mortgage Association, 3.32%, due 10/25/2023 0.01%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 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%
Keysight Technologies, Inc., 4.60%, due 04/06/2027 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2039 0.01%
Qatar Government International Bond, 3.87%, due 04/23/2023 0.01%
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.01%
Peru Government International Bond, 7.35%, due 07/21/2025 0.01%
PacifiCorp, 5.75%, due 04/01/2037 0.01%
Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 0.01%
U.S. Treasury Bill, 2.00%, due 12/12/2019 0.01%
Sprint Capital Corp., 6.87%, due 11/15/2028 0.01%
Federal National Mortgage Association, 6.00%, due 02/01/2041 0.01%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.01%
Federal National Mortgage Association, 6.00%, due 08/01/2036 0.01%
Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 0.01%
Petroleos Mexicanos, 7.69%, due 01/23/2050 0.01%
COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 0.01%
TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 0.01%
Viacom, Inc., Class B 0.01%
TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 0.01%
Federal National Mortgage Association, 5.00%, due 10/01/2039 0.01%
Provident Funding Mortgage Loan Trust, Series 2005-1, Class 3A1, 2.59%, due 05/25/2035 0.01%
Sensata Technologies, Inc. Co., 4.37%, due 02/15/2030 0.01%
MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2042 0.01%
Federal National Mortgage Association, 6.50%, due 05/01/2040 0.01%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.01%
Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 0.01%
Williams Cos., Inc., 5.40%, due 03/04/2044 0.01%
Federal National Mortgage Association, 5.50%, due 06/01/2039 0.01%
NRZ Advance Receivables Trust, Series 2016-T3, Class AT3, 2.83%, due 10/15/2051 0.01%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.01%
Federal National Mortgage Association, 3.50%, due 10/01/2028 0.01%
CIT Group, Inc., 4.12%, due 03/09/2021 0.01%
Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 0.01%
Federal National Mortgage Association, 6.00%, due 04/01/2040 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2029 0.01%
Williams Cos., Inc., 7.87%, due 09/01/2021 0.01%
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 2.16%, due 12/25/2036 0.01%
BB-UBS Trust, Interest Only STRIPS, Series 2012-SHOW, Class XA, 0.73%, due 11/05/2036 0.01%
New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 0.01%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 0.01%
President & Fellows of Harvard College, 3.61%, due 10/01/2037 0.01%
Federal National Mortgage Association, 6.00%, due 01/01/2040 0.01%
Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 0.01%
CMS Energy Corp., 3.87%, due 03/01/2024 0.01%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.01%
Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 0.01%
New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 0.00%**
Federal National Mortgage Association, 5.50%, due 08/01/2037 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%**
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, 4.57%, due 02/01/2043 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2028 0.00%**
COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class B, 3.05%, due 03/22/2032 0.00%**
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 0.00%**
Crown Castle Towers LLC, 3.72%, due 07/15/2043 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 0.78%, due 02/16/2053 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-3A, Class A, 2.58%, due 09/20/2032 0.00%**
SCE Trust III, Series H, 5.75% 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, 6.00%, due 02/01/2038 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, 5.50%, due 04/01/2041 0.00%**
Federal National Mortgage Association, 5.50%, due 11/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.00%**
Nexen, Inc., 5.87%, due 03/10/2035 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2025 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2040 0.00%**
Jefferies Resecuritization Trust, Series 2009-R7, Class 1A1, 4.25%, due 02/26/2036 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 12/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Futures Contracts, Long, S&P 500® E-Mini Index 0.00%**
Net Other Assets (Liabilities) -5.58%**