Transamerica

01/31/2020*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 4.28%
Mastercard, Inc., Class A 2.99%
Apple, Inc. 2.48%
Alphabet, Inc., Class C 2.41%
U.S. Treasury Bond, 2.25%, due 08/15/2049 1.80%
UnitedHealth Group, Inc. 1.77%
McDonald's Corp. 1.74%
Home Depot, Inc. 1.64%
Adobe, Inc. 1.47%
Boeing Co. 1.47%
Merck & Co., Inc. 1.37%
Comcast Corp., Class A 1.29%
General Dynamics Corp. 1.22%
US Bancorp 1.20%
Costco Wholesale Corp. 1.20%
Accenture PLC, Class A 1.19%
Altria Group, Inc. 1.18%
Intel Corp. 1.14%
Sysco Corp. 1.04%
LyondellBasell Industries NV, Class A 1.03%
U.S. Treasury Note, 1.75%, due 07/31/2024 1.00%
Bristol-Myers Squibb Co. 1.00%
Amazon.com, Inc. 0.97%
Abbott Laboratories 0.96%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.94%
Bank of America Corp. 0.94%
Eli Lilly & Co. 0.93%
Blackstone Group, Inc., Class A 0.93%
Lam Research Corp. 0.91%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.91%
CME Group, Inc. 0.90%
Walt Disney Co. 0.87%
U.S. Treasury Note, 2.00%, due 05/31/2024 0.85%
NIKE, Inc., Class B 0.85%
Progressive Corp. 0.85%
CSX Corp. 0.84%
Hilton Worldwide Holdings, Inc. 0.82%
Texas Instruments, Inc. 0.78%
American Express Co. 0.71%
Medtronic PLC 0.70%
U.S. Treasury Note, 2.37%, due 05/15/2029 0.68%
salesforce.com, Inc. 0.67%
Synchrony Financial 0.64%
Hasbro, Inc. 0.62%
Thermo Fisher Scientific, Inc. 0.61%
Honeywell International, Inc. 0.58%
Morgan Stanley 0.58%
Crown Castle International Corp., REIT 0.58%
NVIDIA Corp. 0.58%
Procter & Gamble Co. 0.57%
Deere & Co. 0.57%
Government National Mortgage Association, 4.00%, due 05/20/2048 0.55%
Government National Mortgage Association, 3.50%, TBA 0.55%
Delta Air Lines, Inc. 0.54%
Corning, Inc. 0.51%
CBRE Group, Inc., Class A 0.49%
Norwegian Cruise Line Holdings, Ltd. 0.49%
Hershey Co. 0.48%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2049 0.46%
Estee Lauder Cos., Inc., Class A 0.42%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.40%
U.S. Treasury Note, 2.87%, due 11/30/2023 0.40%
U.S. Treasury Note, 1.50%, due 09/15/2022 0.39%
Monster Beverage Corp. 0.39%
MGM Growth Properties LLC, Class A, REIT 0.37%
United Parcel Service, Inc., Class B 0.36%
Government National Mortgage Association, 5.00%, due 04/20/2049 0.36%
General Motors Co. 0.35%
Stanley Black & Decker, Inc. 0.35%
Dollar General Corp. 0.35%
Government National Mortgage Association, 4.00%, due 04/20/2049 0.34%
Suncor Energy, Inc. 0.34%
TD Ameritrade Holding Corp. 0.33%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 0.33%
Citigroup, Inc., 3.88%, due 01/10/2028 0.31%
EOG Resources, Inc. 0.31%
Outfront Media, Inc., REIT 0.30%
Suncor Energy, Inc. 0.30%
Westinghouse Air Brake Technologies Corp., 4.95%, due 09/15/2028 0.26%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.24%
Federal National Mortgage Association, 3.00%, due 10/01/2049 0.24%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2049 0.23%
GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 0.22%
HCA, Inc., 4.12%, due 06/15/2029 0.22%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.22%
JPMorgan Chase & Co., 4.45%, due 12/05/2029 0.22%
Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2031 0.22%
CVS Health Corp., 5.05%, due 03/25/2048 0.21%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.20%
Experian Finance PLC, 2.75%, due 03/08/2030 0.20%
Bank of America Corp., 3.70%, due 04/24/2028 0.20%
Clorox Co. 0.20%
Trimble, Inc., 4.90%, due 06/15/2028 0.20%
PPL WEM, Ltd. / Western Power Distribution PLC, 5.37%, due 05/01/2021 0.19%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.19%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.19%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.19%
Kraft Heinz Foods Co., 3.00%, due 06/01/2026 0.19%
Bank of America Corp., 4.30%, due 01/28/2025 0.19%
Cheniere Corpus Christi Holdings LLC, 3.70%, due 11/15/2029 0.18%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.18%
Federal National Mortgage Association, 4.00%, due 09/01/2049 0.18%
Hasbro, Inc., 3.90%, due 11/19/2029 0.17%
JPMorgan Chase & Co., 3.96%, due 01/29/2027 0.17%
Centene Corp., 4.62%, due 12/15/2029 0.17%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.16%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.16%
Federal National Mortgage Association, 4.00%, due 05/01/2049 0.16%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.16%
Station Place Securitization Trust, 1.96%, due 10/24/2020 0.15%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.15%
JPMorgan Chase & Co., 4.60%, due 02/01/2025 0.15%
Morgan Stanley, Series MTN, 4.43%, due 01/23/2030 0.15%
Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 0.15%
U.S. Treasury Bond, 2.37%, due 11/15/2049 0.15%
Federal National Mortgage Association REMIC, 3.00%, due 11/25/2049 0.14%
Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 0.14%
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.66%, due 10/25/2049 0.14%
WPX Energy, Inc., 4.50%, due 01/15/2030 0.14%
Federal National Mortgage Association, 3.50%, due 02/01/2057 0.14%
Station Place Securitization Trust, Series 2019-4, Class A, Zero Coupon, due 06/24/2020 0.14%
Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 0.14%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.14%
Equifax, Inc., 2.60%, due 12/01/2024 0.14%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2046 0.14%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.13%
Wells Fargo & Co., Series MTN, 2.87%, due 10/30/2030 0.13%
Centene Corp., 5.37%, due 06/01/2026 0.13%
Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 0.13%
Morgan Stanley, 3.95%, due 04/23/2027 0.13%
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.13%
Micron Technology, Inc., 5.32%, due 02/06/2029 0.13%
Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 0.13%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.13%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.13%
Synchrony Financial, 5.15%, due 03/19/2029 0.12%
Federal National Mortgage Association, 3.00%, due 09/01/2046 0.12%
Federal Home Loan Mortgage Corp., 4.00%, due 09/01/2049 0.12%
Hess Midstream Operations, LP, 5.12%, due 06/15/2028 0.12%
Boeing Co., 3.60%, due 05/01/2034 0.12%
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 3.66%, due 07/25/2039 0.12%
Trimble, Inc., 4.75%, due 12/01/2024 0.12%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.12%
General Electric Co., 5.00%, due 01/21/2021 0.12%
JPMorgan Chase & Co., 3.78%, due 02/01/2028 0.12%
BNP Paribas SA, 3.05%, due 01/13/2031 0.12%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.11%
T-Mobile USA, Inc., 6.37%, due 03/01/2025 0.11%
McDonald's Corp., Series MTN, 2.62%, due 09/01/2029 0.11%
General Mills, Inc., 4.20%, due 04/17/2028 0.11%
Level 3 Financing, Inc., 3.87%, due 11/15/2029 0.11%
Centene Corp., 4.25%, due 12/15/2027 0.11%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.11%
CVS Health Corp., 4.10%, due 03/25/2025 0.11%
General Motors Co., 5.00%, due 10/01/2028 0.11%
Bristol-Myers Squibb Co., 4.25%, due 10/26/2049 0.11%
Synchrony Financial, 3.95%, due 12/01/2027 0.11%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.11%
CyrusOne, LP / CyrusOne Finance Corp., 3.45%, due 11/15/2029 0.10%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.10%
U.S. Treasury Note, 1.62%, due 02/15/2026 0.10%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.10%
Oncor Electric Delivery Co. LLC, 3.80%, due 06/01/2049 0.10%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.10%
Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 0.10%
U.S. Treasury Note, 2.37%, due 04/30/2020 0.10%
Wells Fargo & Co., 5.87%, due 06/15/2025 0.10%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.10%
Nordstrom, Inc., 4.37%, due 04/01/2030 0.10%
NRG Energy, Inc., 3.75%, due 06/15/2024 0.10%
AT&T, Inc., 4.35%, due 03/01/2029 0.10%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.10%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.10%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.10%
Hess Corp., 4.30%, due 04/01/2027 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.10%
CIT Bank NA, 2.96%, due 09/27/2025 0.10%
Bank of America Corp., 6.25%, due 09/05/2024 0.10%
Mello Warehouse Securitization Trust, Series 2018-W1, Class A, 2.51%, due 11/25/2051 0.10%
AmeriCredit Automobile Receivables Trust, Series 2015-3, Class D, 3.34%, due 08/08/2021 0.10%
CSC Holdings LLC, 6.50%, due 02/01/2029 0.10%
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 3.76%, due 10/25/2039 0.10%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.10%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.10%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.10%
O'Reilly Automotive, Inc., 3.90%, due 06/01/2029 0.10%
Hudbay Minerals, Inc., 7.25%, due 01/15/2023 0.09%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.09%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2048 0.09%
Uniform Mortgage-Backed Security, 4.00%, TBA 0.09%
Keysight Technologies, Inc., 3.00%, due 10/30/2029 0.09%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.09%
Broadcom, Inc., 4.75%, due 04/15/2029 0.09%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.09%
Crown Castle International Corp., 3.10%, due 11/15/2029 0.09%
Campbell Soup Co., 4.15%, due 03/15/2028 0.09%
BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/2041 0.09%
Constellium SE, 5.75%, due 05/15/2024 0.09%
Steel Dynamics, Inc., 5.50%, due 10/01/2024 0.09%
Raymond James Financial, Inc., 4.95%, due 07/15/2046 0.09%
BX Commercial Mortgage Trust, Series 2019-XL, Class A, 2.59%, due 10/15/2036 0.09%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.09%
Federal National Mortgage Association, 3.50%, due 11/01/2048 0.09%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 0.09%
HollyFrontier Corp., 5.87%, due 04/01/2026 0.09%
Equinix, Inc., 3.20%, due 11/18/2029 0.08%
Federal National Mortgage Association, 3.00%, due 02/01/2057 0.08%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.08%
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.08%
Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 3.81%, due 09/25/2031 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2047 0.08%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.08%
Comcast Corp., 4.25%, due 10/15/2030 0.08%
Choice Hotels International, Inc., 3.70%, due 12/01/2029 0.08%
Federal National Mortgage Association, 3.66%, due 03/25/2031 0.08%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.08%
Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 0.08%
Boeing Co., 3.20%, due 03/01/2029 0.08%
Reckson Operating Partnership, LP, 7.75%, due 03/15/2020 0.08%
PayPal Holdings, Inc., 2.85%, due 10/01/2029 0.08%
Allegheny Technologies, Inc., 5.87%, due 12/01/2027 0.08%
AutoZone, Inc., 3.75%, due 04/18/2029 0.08%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.08%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.87%, due 01/15/2027 0.08%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.08%
EQM Midstream Partners, LP, 5.50%, due 07/15/2028 0.08%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.08%
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, 4.19%, due 06/07/2049 0.08%
Mondelez International Holdings BV, 2.25%, due 09/19/2024 0.08%
AbbVie, Inc., 4.05%, due 11/21/2039 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 0.08%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.08%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 0.08%
IHS Markit, Ltd., 4.75%, due 02/15/2025 0.07%
Global Payments, Inc., 4.80%, due 04/01/2026 0.07%
Benchmark Mortgage Trust, Series 2018-B8, Class A5, 4.23%, due 01/15/2052 0.07%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2048 0.07%
Morgan Stanley Capital I Trust, Series 2018-H4, Class A4, 4.31%, due 12/15/2051 0.07%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, Series 2020-DNA1, Class M2, 3.35%, due 01/25/2050 0.07%
Continental Resources, Inc., 5.00%, due 09/15/2022 0.07%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.07%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 0.07%
BX Commercial Mortgage Trust, Series 2018-IND, Class A, 2.42%, due 11/15/2035 0.07%
BBCMS Mortgage Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.07%
Citigroup, Inc., 5.95%, due 01/30/2023 0.07%
AT&T, Inc., 4.75%, due 05/15/2046 0.07%
JPMorgan Chase & Co., 2.73%, due 10/15/2030 0.07%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 0.07%
Federal National Mortgage Association, 3.00%, due 03/01/2047 0.07%
Allergan Funding SCS, 3.80%, due 03/15/2025 0.07%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.07%
Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.85%, due 12/05/2049 0.07%
Oncor Electric Delivery Co. LLC, 3.70%, due 11/15/2028 0.07%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.07%
Starbucks Corp., 4.45%, due 08/15/2049 0.07%
AT&T, Inc., 4.50%, due 03/09/2048 0.07%
Avolon Holdings Funding, Ltd., 3.25%, due 02/15/2027 0.07%
AT&T, Inc., 4.85%, due 03/01/2039 0.06%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.06%
AbbVie, Inc., 2.95%, due 11/21/2026 0.06%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 04/15/2058 0.06%
Hasbro, Inc., 3.55%, due 11/19/2026 0.06%
Qorvo, Inc., 5.50%, due 07/15/2026 0.06%
Comcast Corp., 4.95%, due 10/15/2058 0.06%
HCA, Inc., 4.50%, due 02/15/2027 0.06%
Goldman Sachs Group, Inc., 4.95%, due 02/10/2025 0.06%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.06%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.06%
BNP Paribas SA, 4.70%, due 01/10/2025 0.06%
AbbVie, Inc., 2.60%, due 11/21/2024 0.06%
General Electric Co., Series MTN, 6.75%, due 03/15/2032 0.06%
AT&T, Inc., 5.15%, due 11/15/2046 0.06%
Synchrony Financial, Series A, 5.62% 0.06%
Broadcom, Inc., 4.25%, due 04/15/2026 0.06%
Station Place Securitization Trust, Series 2019-WL1, Class E, 3.06%, due 08/25/2052 0.06%
Brown & Brown, Inc., 4.50%, due 03/15/2029 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.06%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.06%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2049 0.06%
Uniform Mortgage-Backed Security, 4.00%, TBA 0.06%
Uniform Mortgage-Backed Security, 4.50%, TBA 0.06%
CVS Health Corp., 4.30%, due 03/25/2028 0.06%
Comcast Corp., 4.15%, due 10/15/2028 0.06%
Crown Castle International Corp., 4.30%, due 02/15/2029 0.06%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.06%
Allergan Finance LLC, 3.25%, due 10/01/2022 0.06%
Comcast Corp., 4.60%, due 10/15/2038 0.06%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.05%
AT&T, Inc., 3.60%, due 07/15/2025 0.05%
Tallgrass Energy Partners, LP / Tallgrass Energy Finance Corp., 4.75%, due 10/01/2023 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.05%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.05%
Continental Resources, Inc., 4.50%, due 04/15/2023 0.05%
JPMorgan Mortgage Trust, Series 2019-7, Class A11, 2.56%, due 02/25/2050 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.05%
BANK, Series 2020-BN25, Class A5, 2.64%, due 01/15/2063 0.05%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.05%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.05%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.05%
Centene Corp., 6.12%, due 02/15/2024 0.05%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.05%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.05%
Federal National Mortgage Association, 2.50%, due 01/01/2035 0.05%
Novelis Corp., 4.75%, due 01/30/2030 0.05%
Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 0.05%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.05%
Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 0.05%
McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 0.05%
Morgan Stanley Capital I Trust, Series 2018-H3, Class A5, 4.17%, due 07/15/2051 0.05%
Citigroup, Inc., 5.95%, due 05/15/2025 0.05%
CyrusOne, LP / CyrusOne Finance Corp., 2.90%, due 11/15/2024 0.05%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.05%
Hasbro, Inc., 3.00%, due 11/19/2024 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.05%
Campbell Soup Co., 3.95%, due 03/15/2025 0.05%
Mars, Inc., 3.20%, due 04/01/2030 0.05%
Government National Mortgage Association, 3.00%, TBA 0.05%
BX Trust, Series 2019-OC11, Class B, 3.60%, due 12/09/2041 0.05%
BX Trust, Series 2019-OC11, Class C, 3.85%, due 12/09/2041 0.05%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.05%
Mars, Inc., 4.20%, due 04/01/2059 0.05%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.05%
Comcast Corp., 3.15%, due 03/01/2026 0.04%
Crown Castle International Corp., 3.65%, due 09/01/2027 0.04%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.04%
PayPal Holdings, Inc., 2.40%, due 10/01/2024 0.04%
Equinix, Inc., 2.62%, due 11/18/2024 0.04%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.04%
HCA, Inc., 5.12%, due 06/15/2039 0.04%
Keurig Dr. Pepper, Inc., 5.08%, due 05/25/2048 0.04%
GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/2053 0.04%
Bank of America Corp., 6.10%, due 03/17/2025 0.04%
Benchmark Mortgage Trust, Series 2020-B16, Class A5, 2.73%, due 12/15/2057 0.04%
BNP Paribas SA, 2.81%, due 11/19/2025 0.04%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 0.04%
Bristol-Myers Squibb Co., 3.40%, due 07/26/2029 0.04%
Federal National Mortgage Association, 2.50%, due 11/01/2034 0.04%
First Republic Bank, 4.62%, due 02/13/2047 0.04%
DH Europe Finance II Sarl, 2.20%, due 11/15/2024 0.04%
PRPM, Series 2019-GS1, Class A1, 3.50%, due 10/25/2024 0.04%
CIT Group, Inc., 5.25%, due 03/07/2025 0.04%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.04%
HCA, Inc., 5.87%, due 02/01/2029 0.04%
Comcast Corp., 2.65%, due 02/01/2030 0.04%
Verisk Analytics, Inc., 5.50%, due 06/15/2045 0.04%
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.04%
Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, due 06/15/2049 0.04%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.04%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.04%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.04%
Raymond James Financial, Inc., 5.62%, due 04/01/2024 0.04%
Micron Technology, Inc., 4.97%, due 02/06/2026 0.04%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
JPMorgan Mortgage Trust, Series 2019-LTV2, Class A11, 2.56%, due 12/25/2049 0.04%
PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 0.04%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.04%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust, Series 2019-DNA4, Class M2, 3.61%, due 10/25/2049 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
Equinix, Inc., 2.90%, due 11/18/2026 0.04%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.04%
Mars, Inc., 2.70%, due 04/01/2025 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 0.04%
Verus Securitization Trust, Series 2020-1, Class A3, 2.72%, due 01/25/2060 0.04%
DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 0.04%
Vistra Operations Co. LLC, 5.50%, due 09/01/2026 0.04%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.04%
HCA, Inc., 5.37%, due 02/01/2025 0.04%
Elanco Animal Health, Inc., 4.90%, due 08/28/2028 0.04%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.04%
Federal National Mortgage Association, 2.50%, due 10/01/2034 0.03%
Elanco Animal Health, Inc., 4.27%, due 08/28/2023 0.03%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 3.46%, due 07/25/2030 0.03%
Fox Corp., 4.03%, due 01/25/2024 0.03%
General Motors Co., 5.40%, due 04/01/2048 0.03%
Kraft Heinz Foods Co., 4.62%, due 01/30/2029 0.03%
Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 0.03%
Federal National Mortgage Association, 4.50%, due 08/01/2048 0.03%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.03%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.03%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.03%
Energy Transfer Operating, LP, 5.50%, due 06/01/2027 0.03%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.03%
Towd Point HE Trust, Series 2019-HE1, Class A1, 2.56%, due 04/25/2048 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.03%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.03%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.03%
Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 0.03%
General Motors Co., 4.20%, due 10/01/2027 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.03%
Federal National Mortgage Association, 3.50%, due 04/01/2043 0.03%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.03%
DH Europe Finance II Sarl, 3.40%, due 11/15/2049 0.03%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.03%
Western Midstream Operating, LP, 4.05%, due 02/01/2030 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2031 0.03%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.03%
DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.03%
Station Place Securitization Trust, Series 2019-WL1, Class D, 2.86%, due 08/25/2052 0.03%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.03%
U.S. Treasury Note, 1.37%, due 08/31/2026 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.03%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.03%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.03%
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.03%
General Motors Co., 5.95%, due 04/01/2049 0.03%
AT&T, Inc., 5.25%, due 03/01/2037 0.03%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2048 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.03%
HCA, Inc., 5.62%, due 09/01/2028 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.03%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 0.03%
Great Wolf Trust, Series 2019-WOLF, Class C, 3.30%, due 12/15/2036 0.03%
Global Payments, Inc., 3.20%, due 08/15/2029 0.03%
HCA, Inc., 5.87%, due 02/15/2026 0.02%
Boston Scientific Corp., 4.00%, due 03/01/2029 0.02%
Wendys Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 0.02%
Federal National Mortgage Association, 4.50%, due 04/01/2048 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.02%
Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 0.02%
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2, 3.76%, due 06/25/2039 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.02%
Government National Mortgage Association, 4.00%, due 12/15/2047 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.02%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.02%
Sysco Corp., 2.50%, due 07/15/2021 0.02%
DH Europe Finance II Sarl, 2.60%, due 11/15/2029 0.02%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 0.02%
Great Wolf Trust, Series 2019-WOLF, Class B, 3.01%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2032 0.02%
Petroleos Mexicanos, 6.84%, due 01/23/2030 0.02%
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.02%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.02%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.02%
Westinghouse Air Brake Technologies Corp., 3.45%, due 11/15/2026 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.02%
Petroleos Mexicanos, 7.69%, due 01/23/2050 0.02%
Global Payments, Inc., 4.15%, due 08/15/2049 0.02%
Great Wolf Trust, Series 2019-WOLF, Class A, 2.71%, due 12/15/2036 0.02%
DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 0.02%
Synchrony Financial, 4.37%, due 03/19/2024 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
Great Wolf Trust, Series 2019-WOLF, Class D, 3.60%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.02%
Western Midstream Operating, LP, 3.10%, due 02/01/2025 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2050 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.02%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2034 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.02%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.02%
Lam Research Corp., 4.00%, due 03/15/2029 0.02%
CVS Health Corp., 3.25%, due 08/15/2029 0.02%
BANK, Series 2019-BN24, Class A3, 2.96%, due 11/15/2062 0.02%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.02%
Citizens Financial Group, Inc., 4.35%, due 08/01/2025 0.02%
Federal National Mortgage Association, 4.50%, due 11/01/2047 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2046 0.02%
Western Midstream Operating, LP, 5.25%, due 02/01/2050 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.11%, due 07/25/2047 0.02%
BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.02%
O'Reilly Automotive, Inc., 4.35%, due 06/01/2028 0.02%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.02%
Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, due 11/25/2048 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2050 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Government National Mortgage Association, 4.50%, due 02/20/2048 0.02%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.02%
Kinder Morgan, Inc., 5.20%, due 03/01/2048 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A2II, 3.08%, due 07/25/2047 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
GLP Capital, LP / GLP Financing II, Inc., 3.35%, due 09/01/2024 0.01%
HCA, Inc., 5.37%, due 09/01/2026 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.01%
MGM Resorts International, 7.75%, due 03/15/2022 0.01%
BX Commercial Mortgage Trust, Series 2019-XL, Class B, 2.75%, due 10/15/2036 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.01%
Federal National Mortgage Association, 3.00%, due 12/01/2049 0.01%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.01%
Boeing Co., 3.25%, due 03/01/2028 0.01%
Federal National Mortgage Association, 4.50%, due 09/01/2047 0.01%
Cigna Corp., 3.40%, due 09/17/2021 0.01%
Federal National Mortgage Association, 3.50%, due 04/01/2044 0.01%
Federal National Mortgage Association, 3.50%, due 07/01/2049 0.01%
Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 2.56%, due 07/25/2049 0.01%
Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C, 3.85%, due 10/14/2025 0.01%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.01%
Federal National Mortgage Association, 3.50%, due 05/01/2046 0.01%
Federal National Mortgage Association, 2.50%, due 01/01/2050 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2050 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2033 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.01%
Angel Oak Mortgage Trust I LLC, Series 2018-2, Class A1, 3.67%, due 07/27/2048 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
CVS Health Corp., 3.00%, due 08/15/2026 0.01%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.01%
Boeing Co., 2.25%, due 06/15/2026 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2049 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2048 0.01%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.01%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.01%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 2.86%, due 07/25/2029 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2050 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association, 2.26%, due 07/25/2030 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2049 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2031 0.01%
Citigroup, Inc., 5.90%, due 02/15/2023 0.01%
IHS Markit, Ltd., 5.00%, due 11/01/2022 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.01%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.01%
JPMorgan Mortgage Trust, Series 2019-5, Class A11, 2.56%, due 11/25/2049 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Government National Mortgage Association, 4.00%, due 08/20/2047 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 04/01/2040 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2042 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2031 0.01%
Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Energy Transfer Operating, LP, 4.95%, due 06/15/2028 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.01%
GLP Capital, LP / GLP Financing II, Inc., 5.30%, due 01/15/2029 0.01%
Government National Mortgage Association, 4.00%, due 08/15/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2048 0.01%
Wendys Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 0.01%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2046 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 08/01/2049 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 0.01%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.01%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 01/01/2050 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2044 0.00%**
Centene Corp., 4.75%, due 05/15/2022 0.00%**
Allergan, Inc., 2.80%, due 03/15/2023 0.00%**
Federal National Mortgage Association, 3.00%, due 01/01/2046 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 3.00%, due 11/01/2034 0.00%**
Federal National Mortgage Association, 2.61%, due 10/25/2029 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.00%**
Federal National Mortgage Association, 3.00%, due 12/01/2034 0.00%**
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.00%**
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 3.50%, due 11/01/2043 0.00%**
Federal National Mortgage Association, 4.00%, due 10/01/2046 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.00%**
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 0.00%**
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.00%**
Federal National Mortgage Association, 2.81%, due 09/25/2029 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.00%**
Federal National Mortgage Association, 2.38%, due 01/25/2031 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2037 0.00%**
Federal National Mortgage Association, 2.41%, due 02/25/2030 0.00%**
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.00%**
Net Other Assets (Liabilities) 0.56%

The information, data, analyses, and opinions contained herein may include, or be derived from, information provided by the sub-adviser to the fund as of the date specified and are provided solely for informational purposes and therefore are not an offer to buy or sell a security. There is no assurance that the securities are held beyond the indicated date and as a result data may vary.