Transamerica

03/31/2020*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 4.18%
Mastercard, Inc., Class A 2.61%
Apple, Inc. 2.09%
UnitedHealth Group, Inc. 1.86%
Alphabet, Inc., Class C 1.81%
U.S. Treasury Note, 0.50%, due 03/31/2025 1.80%
U.S. Treasury Bond, 2.25%, due 08/15/2049 1.61%
Home Depot, Inc. 1.54%
Adobe, Inc. 1.53%
Amazon.com, Inc. 1.51%
U.S. Treasury Note, 0.37%, due 03/31/2022 1.50%
Merck & Co., Inc. 1.47%
U.S. Treasury Note, 1.12%, due 02/28/2022 1.45%
McDonald's Corp. 1.39%
U.S. Treasury Bond, 2.75%, due 08/15/2042 1.32%
Comcast Corp., Class A 1.17%
Costco Wholesale Corp. 1.13%
Intel Corp. 1.10%
Altria Group, Inc. 1.10%
Accenture PLC, Class A 1.08%
Federal National Mortgage Association, 3.00%, due 02/01/2047 1.06%
Eli Lilly & Co. 1.06%
General Dynamics Corp. 1.05%
Bristol-Myers Squibb Co. 1.02%
Progressive Corp. 1.01%
Abbott Laboratories 1.00%
Lam Research Corp. 0.84%
CME Group, Inc. 0.82%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.81%
Blackstone Group, Inc., Class A 0.79%
Dollar General Corp. 0.78%
Thermo Fisher Scientific, Inc. 0.75%
NIKE, Inc., Class B 0.75%
Procter & Gamble Co. 0.70%
Texas Instruments, Inc. 0.66%
NVIDIA Corp. 0.65%
Boeing Co. 0.65%
Crown Castle International Corp., REIT 0.64%
Medtronic PLC 0.63%
Walt Disney Co. 0.62%
Government National Mortgage Association, 4.00%, due 05/20/2048 0.61%
salesforce.com, Inc. 0.60%
CSX Corp. 0.59%
Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 0.57%
Deere & Co. 0.57%
U.S. Treasury Note, 2.12%, due 05/31/2021 0.56%
Bank of America Corp. 0.54%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2049 0.54%
American Express Co. 0.53%
US Bancorp 0.52%
Sysco Corp. 0.52%
Honeywell International, Inc. 0.51%
Monster Beverage Corp. 0.50%
Hasbro, Inc. 0.50%
U.S. Treasury Note, 2.87%, due 11/30/2023 0.48%
Hershey Co. 0.47%
Citigroup, Inc., 4.41%, due 03/31/2031 0.47%
U.S. Treasury Note, 1.50%, due 09/15/2022 0.46%
Starbucks Corp. 0.42%
CBRE Group, Inc., Class A 0.42%
Hilton Worldwide Holdings, Inc. 0.40%
United Parcel Service, Inc., Class B 0.38%
Government National Mortgage Association, 5.00%, due 04/20/2049 0.35%
Government National Mortgage Association, 4.00%, due 04/20/2049 0.35%
Corning, Inc. 0.34%
Morgan Stanley 0.33%
MGM Growth Properties LLC, Class A, REIT 0.31%
Federal National Mortgage Association, 3.00%, due 10/01/2049 0.29%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.28%
Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2031 0.28%
U.S. Treasury Note, 1.50%, due 02/15/2030 0.26%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.25%
Clorox Co. 0.25%
Wells Fargo & Co., Series MTN, 2.16%, due 02/11/2026 0.23%
PPL WEM, Ltd. / Western Power Distribution PLC, 5.37%, due 05/01/2021 0.23%
Westinghouse Air Brake Technologies Corp., 4.95%, due 09/15/2028 0.23%
Citigroup, Inc., 3.88%, due 01/10/2028 0.23%
Wells Fargo & Co., Series MTN, 4.47%, due 04/04/2031 0.22%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 0.22%
Experian Finance PLC, 2.75%, due 03/08/2030 0.22%
Trimble, Inc., 4.90%, due 06/15/2028 0.22%
Marsh & McLennan Cos., Inc. 0.22%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.21%
Federal National Mortgage Association, 4.00%, due 09/01/2049 0.21%
Elanco Animal Health, Inc., Term Loan B, TBD, due 02/04/2027 0.21%
JPMorgan Chase & Co., 4.45%, due 12/05/2029 0.21%
Station Place Securitization Trust, Series 2019-4, Class A, Zero Coupon, due 06/24/2020 0.20%
General Motors Co. 0.20%
Oracle Corp., 2.80%, due 04/01/2027 0.20%
Station Place Securitization Trust, Series 2019-10, Class A, 1.96%, due 10/24/2020 0.20%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.19%
JPMorgan Chase & Co., 3.96%, due 01/29/2027 0.19%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.19%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.19%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.19%
Bank of America Corp., 3.70%, due 04/24/2028 0.18%
Ameren Corp., 3.50%, due 01/15/2031 0.18%
Centene Corp., 4.62%, due 12/15/2029 0.18%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.18%
Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 0.18%
JPMorgan Chase & Co., 4.49%, due 03/24/2031 0.18%
Hasbro, Inc., 3.90%, due 11/19/2029 0.17%
Federal National Mortgage Association REMIC, 3.00%, due 11/25/2049 0.17%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.17%
Morgan Stanley, Series MTN, 4.43%, due 01/23/2030 0.17%
Federal National Mortgage Association, 3.00%, due 03/01/2050 0.17%
Suncor Energy, Inc. 0.17%
Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 0.16%
Federal National Mortgage Association, 3.50%, due 02/01/2057 0.16%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.16%
Synchrony Financial 0.16%
U.S. Treasury Bond, 2.37%, due 11/15/2049 0.16%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2046 0.15%
Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 0.15%
Cheniere Corpus Christi Holdings LLC, 3.70%, due 11/15/2029 0.15%
Thermo Fisher Scientific, Inc., 4.49%, due 03/25/2030 0.15%
Morgan Stanley, 3.95%, due 04/23/2027 0.15%
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.15%
Equifax, Inc., 2.60%, due 12/01/2024 0.15%
Suncor Energy, Inc. 0.15%
Outfront Media, Inc., REIT 0.15%
Federal National Mortgage Association, 3.00%, due 09/01/2046 0.14%
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.66%, due 10/25/2049 0.14%
Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 0.14%
Estee Lauder Cos., Inc., Class A 0.14%
CIT Bank NA, 2.96%, due 09/27/2025 0.14%
Federal National Mortgage Association, 3.00%, due 03/01/2050 0.14%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.14%
HCA, Inc., 3.50%, due 09/01/2030 0.13%
Trimble, Inc., 4.75%, due 12/01/2024 0.13%
Centene Corp., 5.37%, due 06/01/2026 0.13%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.13%
Mastercard, Inc., 3.35%, due 03/26/2030 0.13%
T-Mobile USA, Inc., 6.37%, due 03/01/2025 0.13%
Lowe's Cos., Inc., 4.50%, due 04/15/2030 0.13%
Sysco Corp, 6.60%, due 04/01/2050 0.13%
Sysco Corp, 5.95%, due 04/01/2030 0.13%
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 2.94%, due 07/25/2039 0.13%
Federal National Mortgage Association, 3.00%, due 02/01/2057 0.12%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.12%
BNP Paribas SA, 3.05%, due 01/13/2031 0.12%
General Mills, Inc., 4.20%, due 04/17/2028 0.12%
Dominion Energy, Inc., 3.37%, due 04/01/2030 0.12%
Visa, Inc., 1.90%, due 04/15/2027 0.12%
CVS Health Corp., 4.10%, due 03/25/2025 0.12%
McDonald's Corp., Series MTN, 2.62%, due 09/01/2029 0.12%
Charles Schwab Corp., 4.62%, due 03/22/2030 0.12%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.12%
Lowe's Cos., Inc., 4.00%, due 04/15/2025 0.12%
Centene Corp., 4.25%, due 12/15/2027 0.12%
General Dynamics Corp., 3.50%, due 04/01/2027 0.12%
Huntington Ingalls Industries, Inc., 4.20%, due 05/01/2030 0.12%
Boeing Co., 3.60%, due 05/01/2034 0.12%
Berkshire Hathaway Energy Co., 4.25%, due 10/15/2050 0.11%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.11%
Wells Fargo & Co., Series MTN, 2.87%, due 10/30/2030 0.11%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.11%
Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 0.11%
General Electric Co., 5.00%, due 01/21/2021 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.11%
Mello Warehouse Securitization Trust, Series 2018-W1, Class A, 1.79%, due 11/25/2051 0.11%
JPMorgan Chase & Co., 3.78%, due 02/01/2028 0.11%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.11%
NRG Energy, Inc., 3.75%, due 06/15/2024 0.11%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.11%
Alexandria Real Estate Equities, Inc., 4.90%, due 12/15/2030 0.11%
Synchrony Financial, 5.15%, due 03/19/2029 0.11%
Oncor Electric Delivery Co. LLC, 3.80%, due 06/01/2049 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2048 0.11%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.11%
Level 3 Financing, Inc., 3.87%, due 11/15/2029 0.11%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.11%
Sysco Corp, 6.60%, due 04/01/2040 0.11%
Wells Fargo & Co., 5.87%, due 06/15/2025 0.11%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.11%
Baxter International, Inc., 3.75%, due 10/01/2025 0.11%
Coca-Cola Co., 3.37%, due 03/25/2027 0.11%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.10%
McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 0.10%
Bank of America Corp., 6.25%, due 09/05/2024 0.10%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.10%
Berkshire Hathaway Energy Co., 3.70%, due 07/15/2030 0.10%
United Parcel Service, Inc., 5.30%, due 04/01/2050 0.10%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 0.10%
Mastercard, Inc., 3.30%, due 03/26/2027 0.10%
Avery Dennison Corp., 2.65%, due 04/30/2030 0.10%
Federal National Mortgage Association, 3.50%, due 11/01/2048 0.10%
Crown Castle International Corp., 3.10%, due 11/15/2029 0.10%
Keysight Technologies, Inc., 3.00%, due 10/30/2029 0.10%
O'Reilly Automotive, Inc., 3.90%, due 06/01/2029 0.10%
Steel Dynamics, Inc., 5.50%, due 10/01/2024 0.10%
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 3.04%, due 10/25/2039 0.10%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.10%
Lowe's Cos., Inc., 5.12%, due 04/15/2050 0.10%
General Dynamics Corp., 3.62%, due 04/01/2030 0.10%
Comcast Corp., 4.25%, due 10/15/2030 0.10%
Charles Schwab Corp., 4.20%, due 03/24/2025 0.10%
Hess Midstream Operations, LP, 5.12%, due 06/15/2028 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2047 0.10%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.10%
Hudbay Minerals, Inc., 7.25%, due 01/15/2023 0.10%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.09%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.09%
BX Commercial Mortgage Trust, Series 2019-XL, Class A, 1.62%, due 10/15/2036 0.09%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.09%
Coca-Cola Co., 4.20%, due 03/25/2050 0.09%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.09%
Baxter International, Inc., 3.95%, due 04/01/2030 0.09%
Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 3.09%, due 09/25/2031 0.09%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.09%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.09%
Federal National Mortgage Association Connecticut Avenue Securities, 2.94%, due 03/25/2031 0.09%
Constellium SE, 5.75%, due 05/15/2024 0.09%
PayPal Holdings, Inc., 2.85%, due 10/01/2029 0.09%
Nordstrom, Inc., 4.37%, due 04/01/2030 0.09%
BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/2041 0.09%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.09%
Mondelez International Holdings BV, 2.25%, due 09/19/2024 0.09%
Equinix, Inc., 3.20%, due 11/18/2029 0.09%
WPX Energy, Inc., 4.50%, due 01/15/2030 0.09%
Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 0.09%
AutoZone, Inc., 3.75%, due 04/18/2029 0.09%
Northrop Grumman Corp., 4.40%, due 05/01/2030 0.09%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.09%
Comcast Corp., 3.40%, due 04/01/2030 0.09%
Comcast Corp., 3.30%, due 04/01/2027 0.09%
Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2, 2.94%, due 01/25/2040 0.09%
BAMLL Re-REMIC Trust, Principal Only STRIPS, Series 2013-FRR1, Class B2, due 05/26/2020 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2048 0.08%
Morgan Stanley Capital I Trust, Series 2018-H4, Class A4, 4.31%, due 12/15/2051 0.08%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.08%
Boeing Co., 3.20%, due 03/01/2029 0.08%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.08%
Mastercard, Inc., 3.85%, due 03/26/2050 0.08%
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, 4.19%, due 06/07/2049 0.08%
JPMorgan Chase & Co., 2.73%, due 10/15/2030 0.08%
IHS Markit, Ltd., 4.75%, due 02/15/2025 0.08%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.08%
Federal National Mortgage Association, 3.00%, due 03/01/2047 0.08%
Visa, Inc., 2.05%, due 04/15/2030 0.08%
Oracle Corp., 2.50%, due 04/01/2025 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 0.08%
BX Commercial Mortgage Trust, Series 2018-IND, Class A, 1.45%, due 11/15/2035 0.08%
General Dynamics Corp., 3.25%, due 04/01/2025 0.08%
Hess Corp., 4.30%, due 04/01/2027 0.08%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 0.08%
General Motors Co., 5.00%, due 10/01/2028 0.08%
Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 0.08%
Allegheny Technologies, Inc., 5.87%, due 12/01/2027 0.08%
Global Payments, Inc., 4.80%, due 04/01/2026 0.08%
Allergan Funding SCS, 3.80%, due 03/15/2025 0.08%
HollyFrontier Corp., 5.87%, due 04/01/2026 0.08%
Choice Hotels International, Inc., 3.70%, due 12/01/2029 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 0.08%
Citigroup, Inc., 5.95%, due 01/30/2023 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.08%
Coca-Cola Co., 3.45%, due 03/25/2030 0.08%
Oncor Electric Delivery Co. LLC, 3.70%, due 11/15/2028 0.07%
Starbucks Corp., 4.45%, due 08/15/2049 0.07%
Federal National Mortgage Association, 2.50%, due 01/01/2035 0.07%
BBCMS Mortgage Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.07%
AT&T, Inc., 4.50%, due 03/09/2048 0.07%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.07%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.07%
General Dynamics Corp., 4.25%, due 04/01/2040 0.07%
Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 0.07%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.07%
AT&T, Inc., 4.85%, due 03/01/2039 0.07%
Centene Corp., 3.37%, due 02/15/2030 0.07%
PepsiCo, Inc., 2.25%, due 03/19/2025 0.07%
AbbVie, Inc., 2.60%, due 11/21/2024 0.07%
United Parcel Service, Inc., 3.90%, due 04/01/2025 0.07%
Hasbro, Inc., 3.55%, due 11/19/2026 0.07%
MSCI, Inc., 3.62%, due 09/01/2030 0.07%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.07%
Lowe's Cos., Inc., 5.00%, due 04/15/2040 0.07%
BNP Paribas SA, 4.70%, due 01/10/2025 0.07%
PepsiCo, Inc., 3.62%, due 03/19/2050 0.07%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.07%
CVS Health Corp., 5.05%, due 03/25/2048 0.07%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.07%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.07%
Brown & Brown, Inc., 4.50%, due 03/15/2029 0.07%
Federal National Mortgage Association, 4.00%, due 12/01/2047 0.06%
Comcast Corp., 4.15%, due 10/15/2028 0.06%
Raymond James Financial, Inc., 4.95%, due 07/15/2046 0.06%
CVS Health Corp., 4.30%, due 03/25/2028 0.06%
Allergan Finance LLC, 3.25%, due 10/01/2022 0.06%
General Electric Co., Series MTN, 6.75%, due 03/15/2032 0.06%
Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.06%
United Parcel Service, Inc., 4.45%, due 04/01/2030 0.06%
Thermo Fisher Scientific, Inc., 4.13%, due 03/25/2025 0.06%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 04/15/2058 0.06%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.06%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.06%
Otis Worldwide Corp., 2.05%, due 04/05/2025 0.06%
Crown Castle International Corp., 4.30%, due 02/15/2029 0.06%
GS Mortgage Securities Trust, Series 2018-GS9, Class A4, 3.99%, due 03/10/2051 0.06%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.06%
Federal National Mortgage Association Connecticut Avenue Securities, Series 2017-C01, Class 1M2, 4.49%, due 07/25/2029 0.06%
Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.85%, due 12/05/2049 0.06%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.06%
Drive Auto Receivables Trust, Series 2019-2, Class A3, 3.04%, due 03/15/2023 0.06%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.06%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.06%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.06%
Procter & Gamble Co., 3.55%, due 03/25/2040 0.06%
NIKE, Inc., 2.75%, due 03/27/2027 0.06%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.06%
Northrop Grumman Corp., 5.25%, due 05/01/2050 0.06%
AP Transmission Co. LLC, 3.65%, due 04/01/2050 0.06%
Federal National Mortgage Association, 2.50%, due 11/01/2034 0.06%
Government National Mortgage Association, 3.00%, TBA 0.06%
Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 0.06%
Ecolab, Inc., 4.80%, due 03/24/2030 0.06%
JM Smucker Co., 2.37%, due 03/15/2030 0.06%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.06%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 2.64%, due 01/25/2050 0.06%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.05%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.05%
Morgan Stanley Capital I Trust, Series 2018-H3, Class A5, 4.17%, due 07/15/2051 0.05%
Uniform Mortgage-Backed Security, 4.00%, TBA 0.05%
McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 0.05%
JPMorgan Mortgage Trust, Series 2019-7, Class A11, 1.84%, due 02/25/2050 0.05%
Comcast Corp., 4.95%, due 10/15/2058 0.05%
Campbell Soup Co., 3.95%, due 03/15/2025 0.05%
Mars, Inc., 3.20%, due 04/01/2030 0.05%
CVS Health Corp., 4.12%, due 04/01/2040 0.05%
Comcast Corp., 3.15%, due 03/01/2026 0.05%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.05%
Hasbro, Inc., 3.00%, due 11/19/2024 0.05%
Carrier Global Corp., 2.24%, due 02/15/2025 0.05%
Bristol-Myers Squibb Co., 3.40%, due 07/26/2029 0.05%
Citigroup, Inc., 5.95%, due 05/15/2025 0.05%
PayPal Holdings, Inc., 2.40%, due 10/01/2024 0.05%
GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/2053 0.05%
Verizon Communications, Inc., 3.00%, due 03/22/2027 0.05%
Benchmark Mortgage Trust, Series 2020-B16, Class A5, 2.73%, due 02/15/2053 0.05%
Crown Castle International Corp., 3.65%, due 09/01/2027 0.05%
HCA, Inc., 5.37%, due 02/01/2025 0.05%
Equinix, Inc., 2.62%, due 11/18/2024 0.05%
BNP Paribas SA, 2.81%, due 11/19/2025 0.05%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.05%
Federal National Mortgage Association, 3.50%, due 12/01/2043 0.05%
Coca-Cola Co., 2.95%, due 03/25/2025 0.05%
Comcast Corp., 2.65%, due 02/01/2030 0.05%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.05%
PRPM, Series 2019-GS1, Class A1, 3.50%, due 10/25/2024 0.05%
Mars, Inc., 4.20%, due 04/01/2059 0.05%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.05%
Federal National Mortgage Association, 3.50%, due 07/01/2049 0.05%
DH Europe Finance II Sarl, 2.20%, due 11/15/2024 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.05%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.05%
Procter & Gamble Co., 2.80%, due 03/25/2027 0.05%
Synchrony Financial, Series A, 5.62% 0.05%
Verisk Analytics, Inc., 5.50%, due 06/15/2045 0.05%
Station Place Securitization Trust, Series 2019-WL1, Class E, 2.34%, due 08/25/2052 0.05%
AT&T, Inc., 4.75%, due 05/15/2046 0.05%
Bank of America Corp., 6.10%, due 03/17/2025 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.05%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.04%
Raymond James Financial, Inc., 5.62%, due 04/01/2024 0.04%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.04%
HCA, Inc., 5.87%, due 02/01/2029 0.04%
United Parcel Service, Inc., 5.20%, due 04/01/2040 0.04%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 0.04%
Comcast Corp., 4.60%, due 10/15/2038 0.04%
PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 0.04%
Sequoia Mortgage Trust, Series 2013-5, Class A1, 2.50%, due 05/25/2043 0.04%
NIKE, Inc., 3.25%, due 03/27/2040 0.04%
Raymond James Financial, Inc., 4.65%, due 04/01/2030 0.04%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.04%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.04%
CIT Group, Inc., 5.25%, due 03/07/2025 0.04%
AT&T, Inc., 3.60%, due 07/15/2025 0.04%
First Republic Bank, 4.62%, due 02/13/2047 0.04%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.04%
BX Trust, Series 2019-OC11, Class B, 3.60%, due 12/09/2041 0.04%
Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, due 06/15/2049 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.04%
Verizon Communications, Inc., 3.15%, due 03/22/2030 0.04%
Mars, Inc., 2.70%, due 04/01/2025 0.04%
Sysco Corp, 5.65%, due 04/01/2025 0.04%
Northrop Grumman Corp., 5.15%, due 05/01/2040 0.04%
BX Trust, Series 2019-OC11, Class C, 3.85%, due 12/09/2041 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 0.04%
Federal National Mortgage Association, 2.50%, due 10/01/2034 0.04%
Sequoia Mortgage Trust, Series 2019-CH2, Class A1, 4.50%, due 08/25/2049 0.04%
Carrier Global Corp., 2.49%, due 02/15/2027 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%
Cigna Corp., 2.40%, due 03/15/2030 0.04%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A2, 2.62%, due 01/28/2050 0.04%
JPMorgan Mortgage Trust, Series 2019-LTV2, Class A11, 1.84%, due 12/25/2049 0.04%
Equinix, Inc., 2.90%, due 11/18/2026 0.04%
Federal National Mortgage Association, 4.50%, due 08/01/2048 0.04%
Fox Corp., 4.03%, due 01/25/2024 0.04%
Elanco Animal Health, Inc., 5.02%, due 08/28/2023 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.04%
HSBC Holdings PLC, 4.95%, due 03/31/2030 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.04%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.04%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.04%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.04%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.04%
NIKE, Inc., 2.40%, due 03/27/2025 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.04%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.04%
GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.15%, due 07/10/2051 0.04%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.04%
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.04%
Federal National Mortgage Association, 3.50%, due 04/01/2043 0.04%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.04%
Comcast Corp., 3.75%, due 04/01/2040 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2031 0.04%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.04%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.03%
Visa, Inc., 2.70%, due 04/15/2040 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2032 0.03%
Towd Point HE Trust, Series 2019-HE1, Class A1, 1.84%, due 04/25/2048 0.03%
Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2, 3.24%, due 08/25/2031 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.03%
Verizon Communications, Inc., 4.00%, due 03/22/2050 0.03%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 2.74%, due 07/25/2030 0.03%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust, 2.89%, due 10/25/2049 0.03%
DH Europe Finance II Sarl, 3.40%, due 11/15/2049 0.03%
McDonald's Corp., Series MTN, 3.30%, due 07/01/2025 0.03%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.03%
Procter & Gamble Co., 3.60%, due 03/25/2050 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, 3.29%, due 01/25/2031 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.03%
General Mills, Inc., 2.87%, due 04/15/2030 0.03%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.03%
AT&T, Inc., 5.25%, due 03/01/2037 0.03%
Comcast Corp., 3.10%, due 04/01/2025 0.03%
DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 0.03%
Pfizer, Inc., 2.62%, due 04/01/2030 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.03%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.03%
Provident Funding Mortgage Trust, Series 2020-1, Class A5, 3.00%, due 02/25/2050 0.03%
NIKE, Inc., 3.37%, due 03/27/2050 0.03%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.03%
Energy Transfer Operating, LP, 5.50%, due 06/01/2027 0.03%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.03%
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.03%
General Motors Co., 4.20%, due 10/01/2027 0.03%
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.03%
Procter & Gamble Co., 2.45%, due 03/25/2025 0.03%
HCA, Inc., 5.62%, due 09/01/2028 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.03%
Federal National Mortgage Association, 4.50%, due 04/01/2048 0.03%
Procter & Gamble Co., 3.00%, due 03/25/2030 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 0.03%
Government National Mortgage Association, 4.00%, due 12/15/2047 0.03%
Federal National Mortgage Association, 5.00%, due 05/01/2048 0.03%
Elanco Animal Health, Inc., 5.65%, due 08/28/2028 0.03%
General Motors Co., 5.40%, due 04/01/2048 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.03%
Global Payments, Inc., 3.20%, due 08/15/2029 0.03%
Boston Scientific Corp., 4.00%, due 03/01/2029 0.03%
Cigna Corp., 3.40%, due 03/15/2050 0.03%
BANK, Series 2018-BN12, Class A4, 4.25%, due 05/15/2061 0.03%
Sysco Corp., 2.50%, due 07/15/2021 0.03%
General Dynamics Corp., 4.25%, due 04/01/2050 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.03%
CVS Health Corp., 4.25%, due 04/01/2050 0.03%
HCA, Inc., 5.87%, due 02/15/2026 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.03%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.03%
Great Wolf Trust, Series 2019-WOLF, Class C, 2.33%, due 12/15/2036 0.03%
JM Smucker Co., 3.55%, due 03/15/2050 0.03%
Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 0.03%
DH Europe Finance II Sarl, 2.60%, due 11/15/2029 0.03%
Wendy's Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 0.03%
Crown Castle International Corp., 4.15%, due 07/01/2050 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.02%
Crown Castle International Corp., 3.30%, due 07/01/2030 0.02%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.02%
Great Wolf Trust, Series 2019-WOLF, Class B, 2.03%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.02%
Federal National Mortgage Association, 2.50%, due 12/01/2032 0.02%
Sequoia Mortgage Trust, Series 2020-2, Class A19, 3.50%, due 03/25/2050 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.02%
Station Place Securitization Trust, Series 2019-WL1, Class D, 2.14%, due 08/25/2052 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.02%
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2, 3.04%, due 06/25/2039 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2050 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.02%
Westinghouse Air Brake Technologies Corp., 3.45%, due 11/15/2026 0.02%
PepsiCo, Inc., 2.62%, due 03/19/2027 0.02%
PepsiCo, Inc., 3.87%, due 03/19/2060 0.02%
Synchrony Financial, 4.37%, due 03/19/2024 0.02%
DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2034 0.02%
Great Wolf Trust, Series 2019-WOLF, Class A, 1.73%, due 12/15/2036 0.02%
SYSCO Corp., 2.40%, due 02/15/2030 0.02%
Federal National Mortgage Association, 4.50%, due 11/01/2047 0.02%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1, 2.52%, due 01/28/2050 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.02%
Lam Research Corp., 4.00%, due 03/15/2029 0.02%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.02%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.02%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.02%
BANK, Series 2019-BN24, Class A3, 2.96%, due 11/15/2062 0.02%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.02%
HCA, Inc., 5.37%, due 09/01/2026 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.02%
Citizens Financial Group, Inc., 4.35%, due 08/01/2025 0.02%
PRPM LLC, Series 2020-1A, Class A1, 2.98%, due 02/25/2025 0.02%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2032 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2050 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2033 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.11%, due 07/25/2047 0.02%
Federal Home Loan Mortgage Corp., Series 2019-HQA2, Class M2, 2.99%, due 04/25/2049 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
O'Reilly Automotive, Inc., 4.35%, due 06/01/2028 0.02%
Federal National Mortgage Association, 4.50%, due 09/01/2047 0.02%
Cigna Corp., 3.20%, due 03/15/2040 0.02%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 0.02%
Federal National Mortgage Association, 3.00%, due 12/01/2049 0.02%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.02%
Government National Mortgage Association, 4.50%, due 02/20/2048 0.02%
Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, due 11/25/2048 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A2II, 3.08%, due 07/25/2047 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Cigna Corp., 3.40%, due 09/17/2021 0.02%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.02%
Federal National Mortgage Association, 3.50%, due 04/01/2044 0.02%
Federal National Mortgage Association, 2.50%, due 01/01/2050 0.02%
MGM Resorts International, 7.75%, due 03/15/2022 0.02%
Federal National Mortgage Association, 3.50%, due 05/01/2046 0.02%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 0.02%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C, 3.85%, due 10/14/2025 0.02%
BX Commercial Mortgage Trust, Series 2019-XL, Class B, 1.78%, due 10/15/2036 0.01%
Boeing Co., 3.25%, due 03/01/2028 0.01%
Federal Home Loan Mortgage Corp. REMIC, Series 2019-HQA4, Class M1, 1.71%, due 11/25/2049 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2050 0.01%
GLP Capital, LP / GLP Financing II, Inc., 3.35%, due 09/01/2024 0.01%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.01%
BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 0.01%
Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 1.84%, due 07/25/2049 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.01%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2049 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 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%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2032 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2050 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 10/01/2047 0.01%
Boeing Co., 2.25%, due 06/15/2026 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%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 0.01%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.01%
IHS Markit, Ltd., 5.00%, due 11/01/2022 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 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%
Citigroup, Inc., 5.90%, due 02/15/2023 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2031 0.01%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 2.14%, due 07/25/2029 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
MSCI, Inc., 4.00%, due 11/15/2029 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2042 0.01%
Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 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%
JPMorgan Mortgage Trust, Series 2019-5, Class A11, 1.84%, due 11/25/2049 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.01%
Federal National Mortgage Association, 3.00%, due 01/01/2043 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, 3.00%, due 08/01/2049 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 0.01%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 01/01/2050 0.01%
Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 0.01%
Federal National Mortgage Association Connecticut Avenue Securities, 1.54%, due 07/25/2030 0.01%
Energy Transfer Operating, LP, 4.95%, due 06/15/2028 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.01%
GLP Capital, LP / GLP Financing II, Inc., 5.30%, due 01/15/2029 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2044 0.01%
Centene Corp., 4.75%, due 05/15/2022 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Allergan, Inc., 2.80%, due 03/15/2023 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 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%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.00%**
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.00%**
Federal National Mortgage Association, 3.00%, due 11/01/2034 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.00%**
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.00%**
Federal National Mortgage Association, 3.00%, due 12/01/2034 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2042 0.00%**
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.00%**
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2049 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.00%**
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2049 0.00%**
Federal National Mortgage Association Connecticut Avenue Securities, 1.89%, due 10/25/2029 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%**
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%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.00%**
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.00%**
Federal National Mortgage Association, 3.00%, due 06/01/2057 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association Connecticut Avenue Securities, 1.66%, due 01/25/2031 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 Connecticut Avenue Securities, 2.09%, due 09/25/2029 0.00%**
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.00%**
Net Other Assets (Liabilities) 0.65%

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.