Transamerica

04/30/2019*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 3.64%
Mastercard, Inc., Class A 2.67%
Alphabet, Inc., Class C 2.22%
Boeing Co. 2.22%
Apple, Inc. 1.79%
McDonald's Corp. 1.78%
US Bancorp 1.76%
UnitedHealth Group, Inc. 1.69%
Home Depot, Inc. 1.63%
Costco Wholesale Corp. 1.53%
Altria Group, Inc. 1.50%
Federal National Mortgage Association, 4.00%, TBA 1.50%
Comcast Corp., Class A 1.44%
CSX Corp. 1.41%
Merck & Co., Inc. 1.40%
General Dynamics Corp. 1.38%
Adobe, Inc. 1.35%
LyondellBasell Industries NV, Class A 1.30%
Intel Corp. 1.25%
U.S. Treasury Note, 3.12%, due 11/15/2028 1.22%
Accenture PLC, Class A 1.18%
U.S. Treasury Note, 2.37%, due 04/30/2020 1.10%
Abbott Laboratories 1.10%
Sysco Corp. 0.99%
Eli Lilly & Co. 0.98%
Synchrony Financial 0.98%
U.S. Treasury Note, 2.87%, due 08/15/2028 0.97%
TD Ameritrade Holding Corp. 0.92%
Walt Disney Co. 0.87%
NIKE, Inc., Class B 0.86%
AbbVie, Inc. 0.86%
Texas Instruments, Inc. 0.85%
CME Group, Inc. 0.83%
Lam Research Corp. 0.78%
Amazon.com, Inc. 0.78%
General Motors Co. 0.77%
Bank of America Corp. 0.76%
Medtronic PLC 0.71%
Morgan Stanley 0.71%
U.S. Treasury Note, 2.62%, due 12/31/2023 0.68%
Corning, Inc. 0.67%
Blackstone Group, LP 0.66%
U.S. Treasury Note, 2.87%, due 10/31/2023 0.64%
Hilton Worldwide Holdings, Inc. 0.64%
U.S. Treasury Note, 2.50%, due 01/31/2024 0.62%
Progressive Corp. 0.60%
Deere & Co. 0.57%
American Express Co. 0.56%
Government National Mortgage Association, 5.00%, TBA 0.56%
Estee Lauder Cos., Inc., Class A 0.56%
Kroger Co. 0.55%
Crown Castle International Corp., REIT 0.54%
Allergan PLC 0.54%
Delta Air Lines, Inc. 0.54%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2047 0.53%
Hershey Co. 0.52%
Hasbro, Inc. 0.51%
United Parcel Service, Inc., Class B 0.49%
Honeywell International, Inc. 0.49%
CBRE Group, Inc., Class A 0.46%
Stanley Black & Decker, Inc. 0.46%
EOG Resources, Inc. 0.46%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.45%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.45%
Suncor Energy, Inc. 0.40%
Federal Home Loan Mortgage Corp., 4.00%, due 08/01/2048 0.40%
Bristol-Myers Squibb Co. 0.39%
Citigroup, Inc., 3.88%, due 01/10/2028 0.39%
U.S. Treasury Bond, 3.00%, due 02/15/2049 0.37%
U.S. Treasury Bond, 3.37%, due 11/15/2048 0.37%
Suncor Energy, Inc. 0.36%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 0.35%
Federal National Mortgage Association, 4.50%, TBA 0.34%
Parker-Hannifin Corp. 0.34%
Clorox Co. 0.33%
JPMorgan Chase & Co., 4.45%, due 12/05/2029 0.33%
Bank of America Corp., 3.70%, due 04/24/2028 0.31%
Norwegian Cruise Line Holdings, Ltd. 0.31%
salesforce.com, Inc. 0.31%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.28%
Bank of America Corp., Series MTN, 2.50%, due 10/21/2022 0.28%
Six Flags Entertainment Corp. 0.27%
Outfront Media, Inc., REIT 0.27%
Goldman Sachs Capital I, 6.34%, due 02/15/2034 0.25%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.25%
MGM Growth Properties LLC, Class A, REIT 0.25%
Wabtec Corp., 4.95%, due 09/15/2028 0.25%
U.S. Treasury Note, 2.87%, due 09/30/2023 0.23%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.22%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2046 0.21%
PPL WEM, Ltd. / Western Power Distribution, Ltd., 5.37%, due 05/01/2021 0.21%
GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 0.20%
U.S. Treasury Note, 2.75%, due 02/15/2028 0.20%
ELI Lilly & Co., 3.37%, due 03/15/2029 0.20%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.20%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.20%
Western Digital Corp., 4.75%, due 02/15/2026 0.19%
NVIDIA Corp. 0.19%
Novelis Corp., 5.87%, due 09/30/2026 0.19%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.19%
Morgan Stanley, Series MTN, 4.43%, due 01/23/2030 0.18%
AT&T, Inc., 4.35%, due 03/01/2029 0.18%
Trimble, Inc., 4.90%, due 06/15/2028 0.18%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.17%
JPMorgan Chase & Co., 3.96%, due 01/29/2027 0.17%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.17%
Citigroup, Inc., 3.35%, due 04/24/2025 0.16%
U.S. Treasury Note, 2.25%, due 08/15/2027 0.16%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.16%
Kraft Heinz Foods Co., 3.00%, due 06/01/2026 0.16%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2046 0.16%
TEX Operations Co. LLC, Term Loan B, 4.48%, due 08/04/2023 0.16%
Federal National Mortgage Association, 3.50%, due 02/01/2057 0.16%
Mello Warehouse Securitization Trust, Series 2018-W1, Class A, 3.32%, due 11/25/2051 0.16%
Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 0.16%
Campbell Soup Co., 4.80%, due 03/15/2048 0.15%
Verisk Analytics, Inc., 5.80%, due 05/01/2021 0.15%
Morgan Stanley, 3.95%, due 04/23/2027 0.15%
Station Place Securitization Trust, Series 2019-4, Class A, 1.00%, due 06/24/2020 0.15%
Federal Home Loan Mortgage Corp., 4.00%, due 08/01/2048 0.15%
BBCMS Mortgage Trust, Series 2018-TALL, Class A, 3.19%, due 03/15/2037 0.15%
Station Place Securitization Trust, Series 2018-7, Class A, 3.34%, due 09/24/2019 0.14%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.14%
Applebee's Funding LLC / IHOP Funding LLC, Series 2014-1, Class A2, 4.27%, due 09/05/2044 0.14%
Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 0.14%
CSC Holdings LLC, 6.50%, due 02/01/2029 0.14%
Centene Corp., 5.37%, due 06/01/2026 0.14%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2048 0.14%
Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 0.14%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.14%
KFC Holding Co., Term Loan B, 4.22%, due 04/03/2025 0.13%
WRKCo, Inc., 4.90%, due 03/15/2029 0.13%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.13%
Reckson Operating Partnership, LP, 7.75%, due 03/15/2020 0.13%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.13%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.13%
Total System Services, Inc., 4.80%, due 04/01/2026 0.12%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.12%
T-Mobile USA, Inc., 6.37%, due 03/01/2025 0.12%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.12%
Trimble, Inc., 4.75%, due 12/01/2024 0.12%
AmeriCredit Automobile Receivables Trust, Series 2015-3, Class D, 3.34%, due 08/08/2021 0.12%
JPMorgan Chase & Co., 3.78%, due 02/01/2028 0.12%
Ford Motor Credit Co. LLC, Series MTN, 4.38%, due 01/08/2026 0.12%
CommScope, Inc., 6.00%, due 03/01/2026 0.11%
Continental Resources, Inc., 5.00%, due 09/15/2022 0.11%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.11%
Freeport-McMoRan, Inc., 3.55%, due 03/01/2022 0.11%
BX Commercial Mortgage Trust, Series 2018-IND, Class A, 3.22%, due 11/15/2035 0.11%
GlaxoSmithKline Capital PLC, 3.37%, due 06/01/2029 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.11%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.11%
General Mills, Inc., 4.20%, due 04/17/2028 0.11%
CVS Health Corp., 4.10%, due 03/25/2025 0.11%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.11%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2048 0.11%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.11%
WinWater Mortgage Loan Trust, Series 2015-5, Class A5, 3.50%, due 08/20/2045 0.11%
Bank of America Corp., Series MTN, 3.97%, due 02/07/2030 0.11%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.11%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.11%
Government National Mortgage Association, 4.50%, TBA 0.10%
Station Place Securitization Trust, Series 2017-LD1, Class A, 3.27%, due 11/25/2050 0.10%
Hudbay Minerals, Inc., 7.25%, due 01/15/2023 0.10%
Bank of Montreal, 3.30%, due 02/05/2024 0.10%
General Electric Co., 5.00%, due 01/21/2021 0.10%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.10%
Ford Motor Credit Co. LLC, 5.11%, due 05/03/2029 0.10%
Newell Brands, Inc., 4.20%, due 04/01/2026 0.10%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.10%
Viacom, Inc., 5.85%, due 09/01/2043 0.10%
JPMorgan Chase & Co., Series MTN, 2.29%, due 08/15/2021 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2047 0.10%
JPMorgan Chase & Co., 3.70%, due 05/06/2030 0.10%
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.10%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.10%
Federal National Mortgage Association, 3.00%, due 02/01/2057 0.10%
Federal National Mortgage Association REMICS, 3.00%, due 05/25/2048 0.10%
Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 0.10%
Continental Resources, Inc., 4.50%, due 04/15/2023 0.10%
Steel Dynamics, Inc., 5.50%, due 10/01/2024 0.10%
Federal National Mortgage Association, 3.50%, due 11/01/2048 0.10%
Boeing Co., 3.60%, due 05/01/2034 0.10%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 0.10%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.09%
EQM Midstream Partners, LP, 5.50%, due 07/15/2028 0.09%
Verisk Analytics, Inc., 5.50%, due 06/15/2045 0.09%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.09%
Federal National Mortgage Association Connecticut Avenue Securities, 5.47%, due 07/25/2024 0.09%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.09%
Ventas Realty, LP, 3.50%, due 04/15/2024 0.09%
Dryden Senior Loan Fund, Series 2018-64A, Class A, 3.75%, due 04/18/2031 0.09%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.09%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.09%
Energy Transfer Operating, LP, 6.00%, due 06/15/2048 0.09%
Government National Mortgage Association, 2.93%, due 02/20/2049 0.08%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.08%
EnLink Midstream Partners, LP, 4.15%, due 06/01/2025 0.08%
BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A, 3.32%, due 09/15/2034 0.08%
Boeing Co., 3.20%, due 03/01/2029 0.08%
Walmart, Inc., 3.25%, due 07/08/2029 0.08%
Walmart, Inc., 3.05%, due 07/08/2026 0.08%
Walmart, Inc., 2.85%, due 07/08/2024 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2048 0.08%
Raymond James Financial, Inc., 4.95%, due 07/15/2046 0.08%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.08%
Georgia-Pacific LLC, 3.60%, due 03/01/2025 0.08%
Ford Motor Credit Co. LLC, 3.81%, due 11/02/2027 0.08%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.08%
AutoZone, Inc., 3.75%, due 04/18/2029 0.08%
Federal National Mortgage Association, 3.00%, due 03/01/2047 0.08%
Broadcom, Inc., 3.62%, due 10/15/2024 0.08%
Teck Resources, Ltd., 8.50%, due 06/01/2024 0.08%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.08%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.08%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2038 0.08%
AbbVie, Inc., 3.75%, due 11/14/2023 0.08%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.08%
IHS Markit, Ltd., 4.75%, due 02/15/2025 0.08%
Government National Mortgage Association, 2.93%, due 02/20/2049 0.08%
General Motors Co., 5.00%, due 10/01/2028 0.08%
First Republic Bank, 4.62%, due 02/13/2047 0.07%
BBCMS Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.07%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2039 0.07%
Campbell Soup Co., 4.15%, due 03/15/2028 0.07%
Sequoia Mortgage Trust, Series 2018-CH2, Class A12, 4.00%, due 06/25/2048 0.07%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 0.07%
Allergan Funding SCS, 3.80%, due 03/15/2025 0.07%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.07%
Bean Creek CLO, Ltd., Series 2015-1A, Class AR, 3.61%, due 04/20/2031 0.07%
Allegheny Technologies, Inc., 5.95%, due 01/15/2021 0.07%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.25%, due 03/15/2021 0.07%
U.S. Treasury Note, 2.87%, due 11/30/2023 0.07%
Dell International LLC / EMC Corp., 5.30%, due 10/01/2029 0.07%
Ball Corp., 4.37%, due 12/15/2020 0.07%
E*TRADE Financial Corp., 3.80%, due 08/24/2027 0.07%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.07%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2049 0.07%
Voya CLO, Ltd., Series 2018-1A, Class A1, 3.54%, due 04/19/2031 0.07%
Sounds Point CLO IV-R, Ltd., Series 2013-3RA, Class A, 3.75%, due 04/18/2031 0.07%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.07%
Magnetite XV, Ltd., Series 2015-15A, Class AR, 3.59%, due 07/25/2031 0.07%
Southern Co., 2.95%, due 07/01/2023 0.06%
AT&T, Inc., 4.75%, due 05/15/2046 0.06%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.06%
Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR, 3.56%, due 04/15/2031 0.06%
Tallgrass Energy Partners, LP / Tallgrass Energy Finance Corp., 4.75%, due 10/01/2023 0.06%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.06%
Comcast Corp., 4.25%, due 10/15/2030 0.06%
Lowe's Cos., Inc., 3.65%, due 04/05/2029 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.06%
Mars, Inc., 3.95%, due 04/01/2049 0.06%
Cigna Corp., 3.75%, due 07/15/2023 0.06%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.06%
AT&T, Inc., 4.85%, due 03/01/2039 0.06%
AT&T, Inc., 4.50%, due 03/09/2048 0.06%
CVS Health Corp., 5.05%, due 03/25/2048 0.06%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.06%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.06%
Federal Home Loan Mortgage Corp., 4.50%, due 07/01/2038 0.06%
Broadcom, Inc., 4.25%, due 04/15/2026 0.06%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.06%
Carlyle US CLO, Ltd., Series 2018-1A, Class A1, 3.61%, due 04/20/2031 0.06%
Constellium NV, 5.75%, due 05/15/2024 0.06%
U.S. Treasury Note, 2.37%, due 02/29/2024 0.06%
Federal National Mortgage Association, 4.00%, due 12/01/2047 0.06%
Allergan Finance LLC, 3.25%, due 10/01/2022 0.06%
LCM XVIII, LP, Series 18A, Class A1R, 3.61%, due 04/20/2031 0.06%
Centene Corp., 6.12%, due 02/15/2024 0.06%
Vistra Operations Co. LLC, 5.62%, due 02/15/2027 0.06%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.06%
Comcast Corp., 4.15%, due 10/15/2028 0.06%
AT&T, Inc., 5.15%, due 11/15/2046 0.06%
CVS Health Corp., 4.30%, due 03/25/2028 0.06%
Octagon Loan Funding, Ltd., Series 2014-1A, Class ARR, 3.86%, due 11/18/2031 0.06%
Comcast Corp., 4.95%, due 10/15/2058 0.06%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.05%
Warner Media LLC, 3.60%, due 07/15/2025 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.05%
E*TRADE Financial Corp., 2.95%, due 08/24/2022 0.05%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.05%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.05%
Cheniere Energy Partners, LP, 5.62%, due 10/01/2026 0.05%
Crown Castle International Corp., 4.30%, due 02/15/2029 0.05%
Federal National Mortgage Association, 4.50%, due 11/01/2038 0.05%
Comcast Corp., 4.60%, due 10/15/2038 0.05%
Verizon Communications, Inc., 5.01%, due 08/21/2054 0.05%
Carlyle Global Market Strategies CLO, Ltd., Series 2014-2RA, Class A1, 3.73%, due 05/15/2031 0.05%
Atrium IX, Series 9A, Class AR, 3.86%, due 05/28/2030 0.05%
Energy Transfer Operating, LP, 4.25%, due 03/15/2023 0.05%
Hess Corp., 4.30%, due 04/01/2027 0.05%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.05%
Magnetite VIII, Ltd., Series 2014-8A, Class AR2, 3.57%, due 04/15/2031 0.05%
HD Supply, Inc., Term Loan B5, 4.23%, due 10/17/2023 0.05%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.05%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.05%
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 0.05%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.05%
Octagon Investment Partners 36, Ltd., Series 2018-1A, Class A1, 3.75%, due 04/15/2031 0.05%
Campbell Soup Co., 3.95%, due 03/15/2025 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.05%
Carlyle Global Market Strategies CLO, Ltd., Series 2016-1A, Class A2R, 4.04%, due 04/20/2027 0.05%
Brown & Brown, Inc., 4.50%, due 03/15/2029 0.05%
Federal National Mortgage Association, 4.50%, due 08/01/2048 0.05%
UBM PLC, 5.75%, due 11/03/2020 0.05%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.05%
NuStar Logistics, LP, 5.62%, due 04/28/2027 0.05%
CVS Health Corp., 4.75%, due 12/01/2022 0.05%
Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 0.05%
Comcast Corp., 3.15%, due 03/01/2026 0.05%
Mars, Inc., 3.20%, due 04/01/2030 0.05%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.05%
Federal National Mortgage Association, 4.00%, due 06/01/2048 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.04%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.04%
Carlyle Global Market Strategies CLO, Ltd., Series 2016-2A, Class A2R, 4.09%, due 07/15/2027 0.04%
Kinder Morgan Energy Partners, LP, 5.00%, due 10/01/2021 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.04%
MGM Resorts International, 6.62%, due 12/15/2021 0.04%
Raymond James Financial, Inc., 5.62%, due 04/01/2024 0.04%
Valvoline, Inc., 4.37%, due 08/15/2025 0.04%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.04%
Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 0.04%
Mars, Inc., 4.20%, due 04/01/2059 0.04%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.04%
Dryden 55 CLO, Ltd., Series 2018-55A, Class A1, 3.61%, due 04/15/2031 0.04%
Crown Castle International Corp., 5.20%, due 02/15/2049 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2038 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.04%
Synchrony Financial, 5.15%, due 03/19/2029 0.04%
Vistra Operations Co. LLC, 5.50%, due 09/01/2026 0.04%
DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 0.04%
WRKCo, Inc., 4.65%, due 03/15/2026 0.04%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.04%
Keurig Dr. Pepper, Inc., 5.08%, due 05/25/2048 0.04%
Government National Mortgage Association, 2.98%, due 02/20/2049 0.04%
AmeriGas Partners, LP / AmeriGas Finance Corp., 5.50%, due 05/20/2025 0.04%
Mars, Inc., 2.70%, due 04/01/2025 0.04%
Aramark Services, Inc., Term Loan B2, 4.23%, due 03/28/2024 0.04%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.04%
CF Industries, Inc., 4.50%, due 12/01/2026 0.04%
Federal National Mortgage Association, 3.50%, due 04/01/2043 0.04%
Elanco Animal Health, Inc., 4.27%, due 08/28/2023 0.04%
Wells Fargo Mortgage-Backed Securities Trust, Series 2019-1, Class A3, 4.00%, due 11/25/2048 0.04%
Fox Corp., 4.03%, due 01/25/2024 0.04%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.04%
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.03%
Elanco Animal Health, Inc., 4.90%, due 08/28/2028 0.03%
CSMLT Trust, Series 2015-2, Class A6, 3.50%, due 08/25/2045 0.03%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 11/01/2038 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.03%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.03%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.03%
CommScope, Inc., 5.50%, due 03/01/2024 0.03%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.03%
Energy Transfer Operating, LP, 5.50%, due 06/01/2027 0.03%
Voya CLO, Ltd., Series 2018-2A, Class A1, 3.59%, due 07/15/2031 0.03%
Kraft Heinz Foods Co., 4.62%, due 01/30/2029 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2048 0.03%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.03%
Duke Energy Corp., 1.80%, due 09/01/2021 0.03%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.03%
Sequoia Mortgage Trust, Series 2018-CH3, Class A11, 4.00%, due 08/25/2048 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2048 0.03%
Verizon Communications, Inc., 3.87%, due 02/08/2029 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.03%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.03%
Valvoline, Inc., 5.50%, due 07/15/2024 0.03%
DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.03%
Tallgrass Energy Partners, LP / Tallgrass Energy Finance Corp., 5.50%, due 09/15/2024 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.03%
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.03%
Government National Mortgage Association, 4.00%, due 12/15/2047 0.03%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.03%
LCM XIV, LP, Series 14A, Class AR, 3.62%, due 07/20/2031 0.03%
Towd Point Mortgage Trust, Series 2018-3, Class A1, 3.75%, due 05/25/2058 0.03%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 0.03%
Federal National Mortgage Association, 4.50%, due 04/01/2048 0.03%
Teva Pharmaceutical Finance Co., BV, 3.65%, due 11/10/2021 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.03%
Kraft Heinz Foods Co., 4.00%, due 06/15/2023 0.03%
Energy Transfer Operating, LP, 6.12%, due 12/15/2045 0.03%
Sequoia Mortgage Trust, Series 2018-7, Class A4, 4.00%, due 09/25/2048 0.03%
AT&T, Inc., 5.25%, due 03/01/2037 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.03%
E*TRADE Financial Corp., 4.50%, due 06/20/2028 0.03%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Wabtec Corp., 4.40%, due 03/15/2024 0.02%
Antero Resources Corp., 5.12%, due 12/01/2022 0.02%
Sysco Corp., 2.50%, due 07/15/2021 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.02%
Boston Scientific Corp., 4.00%, due 03/01/2029 0.02%
Qorvo, Inc., 5.50%, due 07/15/2026 0.02%
Government National Mortgage Association, 2.83%, due 10/20/2048 0.02%
Nutrien, Ltd., 5.00%, due 04/01/2049 0.02%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.02%
Voya CLO, Ltd., Series 2015-2A, Class BR, 4.09%, due 07/23/2027 0.02%
Federal National Mortgage Association, 4.00%, due 04/01/2048 0.02%
Federal National Mortgage Association, 4.50%, due 11/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.02%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.02%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.02%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.02%
Micron Technology, Inc., 5.50%, due 02/01/2025 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.02%
WRKCo, Inc., 4.00%, due 03/15/2028 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.02%
Masonite International Corp., 5.62%, due 03/15/2023 0.02%
NRG Energy, Inc., 5.75%, due 01/15/2028 0.02%
Station Place Securitization Trust, Series 2017-LD1, Class B, 3.47%, due 11/25/2050 0.02%
JPMorgan Mortgage Trust, Series 2018-8, Class A13, 4.00%, due 01/25/2049 0.02%
Synchrony Financial, 4.37%, due 03/19/2024 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2046 0.02%
Sequoia Mortgage Trust, Series 2018-7, Class A19, 4.00%, due 09/25/2048 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.50%, due 04/15/2029 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 09/01/2047 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Lowe's Cos., Inc., 4.55%, due 04/05/2049 0.02%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.02%
Nutrien, Ltd., 4.20%, due 04/01/2029 0.02%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.02%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.02%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.02%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
JBS USA LUX SA / JBS USA Finance, Inc., 5.87%, due 07/15/2024 0.02%
Angel Oak Mortgage Trust LLC, Series 2018-AOMT, Class A1, 3.67%, due 07/27/2048 0.02%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 0.02%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Verisk Analytics, Inc., 4.12%, due 09/12/2022 0.02%
Citizens Financial Group, Inc., 4.35%, due 08/01/2025 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
HCA, Inc., 4.50%, due 02/15/2027 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Wells Fargo Mortgage-Backed Securities Trust, Series 2018-1, Class A17, 3.50%, due 07/25/2047 0.02%
Federal National Mortgage Association, 3.50%, due 04/01/2044 0.02%
Sequoia Mortgage Trust, Series 2019-1, Class A4, 4.00%, due 02/25/2049 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%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.02%
DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.01%
Cigna Corp., 3.40%, due 09/17/2021 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Kinder Morgan, Inc., 5.20%, due 03/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
Boeing Co., 3.25%, due 03/01/2028 0.01%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 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%
Elanco Animal Health, Inc., 3.91%, due 08/27/2021 0.01%
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
Entegris, Inc., 4.62%, due 02/10/2026 0.01%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.01%
Boeing Co., 2.25%, due 06/15/2026 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2049 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%
Government National Mortgage Association, 4.00%, due 08/15/2047 0.01%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2042 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.01%
IHS Markit, Ltd., 5.00%, due 11/01/2022 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Micron Technology, Inc., 4.97%, due 02/06/2026 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%
U.S. Treasury Note, 2.12%, due 03/31/2024 0.01%
Synchrony Financial, 3.95%, due 12/01/2027 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, 4.00%, due 11/01/2047 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%
Energy Transfer Operating, LP, 4.95%, due 06/15/2028 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%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
WRKCo, Inc., 3.37%, due 09/15/2027 0.01%
WRKCo, Inc., 3.75%, due 03/15/2025 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%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.01%
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2044 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Centene Corp., 4.75%, due 05/15/2022 0.01%
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 3.00%, due 01/01/2046 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Allergan, Inc., 2.80%, due 03/15/2023 0.00%**
Wachovia Bank Commercial Mortgage Trust, Series 2007-C34, Class AJ, 6.31%, due 05/15/2046 0.00%**
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.00%**
AmeriGas Partners, LP / AmeriGas Finance Corp., 5.62%, due 05/20/2024 0.00%**
NRG Energy, Inc., Term Loan B, 4.23%, due 06/30/2023 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 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, 3.50%, due 11/01/2043 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Towd Point Mortgage Trust, Series 2015-3, Class A1A, 3.50%, due 03/25/2054 0.00%**
Federal National Mortgage Association, 4.00%, due 10/01/2046 0.00%**
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.00%**
Oracle Corp., 3.90%, due 05/15/2035 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 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, 3.50%, due 07/01/2046 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%**
Steel Dynamics, Inc., 4.12%, due 09/15/2025 0.00%**
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.00%**
U.S. Treasury Note, 2.87%, due 11/30/2025 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2037 0.00%**
Axalta Coating Systems Holdings, Inc., Term Loan B3, 4.35%, due 06/01/2024 0.00%**
Net Other Assets (Liabilities) 0.76%

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.