Transamerica

05/31/2021*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 4.57%
Alphabet, Inc., Class C 3.32%
Apple, Inc. 2.89%
Amazon.com, Inc. 2.76%
Mastercard, Inc., Class A 2.16%
UnitedHealth Group, Inc. 2.08%
U.S. Treasury Note, 0.50%, due 02/28/2026 1.78%
U.S. Treasury Note, 0.12%, due 02/28/2023 1.74%
Adobe, Inc. 1.68%
Lam Research Corp. 1.64%
Bank of America Corp. 1.54%
Home Depot, Inc. 1.53%
Morgan Stanley 1.38%
Comcast Corp., Class A 1.35%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 04/15/2023 1.31%
McDonald's Corp. 1.29%
NVIDIA Corp. 1.20%
U.S. Treasury Note, 0.12%, due 04/30/2023 1.14%
Honeywell International, Inc. 1.10%
Eli Lilly & Co. 1.04%
Deere & Co. 1.03%
Progressive Corp. 1.03%
Costco Wholesale Corp. 1.02%
American Express Co. 1.01%
United Parcel Service, Inc., Class B 1.01%
U.S. Treasury Note, 0.75%, due 04/30/2026 0.99%
Texas Instruments, Inc. 0.95%
Abbott Laboratories 0.92%
Procter & Gamble Co. 0.92%
Dollar General Corp. 0.90%
U.S. Treasury Bond, 1.62%, due 11/15/2050 0.88%
NIKE, Inc., Class B 0.86%
CME Group, Inc. 0.85%
U.S. Treasury Note, 0.87%, due 11/15/2030 0.84%
Walt Disney Co. 0.82%
U.S. Treasury Note, 0.37%, due 01/31/2026 0.82%
AbbVie, Inc. 0.79%
Merck & Co., Inc. 0.76%
U.S. Treasury Note, 1.62%, due 05/15/2031 0.75%
Thermo Fisher Scientific, Inc. 0.75%
Monster Beverage Corp. 0.72%
salesforce.com, Inc. 0.69%
Government National Mortgage Association, 2.00%, TBA 0.65%
Hilton Worldwide Holdings, Inc. 0.65%
General Dynamics Corp. 0.64%
U.S. Treasury Bond, 1.37%, due 08/15/2050 0.62%
Booking Holdings, Inc. 0.61%
Activision Blizzard, Inc. 0.60%
Starbucks Corp. 0.59%
Accenture PLC, Class A 0.57%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.53%
Medtronic PLC 0.53%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.52%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.50%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.50%
CSX Corp. 0.49%
Hasbro, Inc. 0.46%
Sherwin-Williams Co. 0.45%
Edwards Lifesciences Corp. 0.43%
L3 Harris Technologies, Inc. 0.43%
Hershey Co. 0.43%
Fidelity National Information Services, Inc. 0.41%
Corning, Inc. 0.40%
Aptiv PLC 0.39%
Federal Home Loan Mortgage Corp., 2.00%, due 05/01/2041 0.39%
Motorola Solutions, Inc. 0.38%
Cadence Design Systems, Inc. 0.37%
Rockwell Automation, Inc. 0.36%
Government National Mortgage Association, 2.50%, TBA 0.35%
Illumina, Inc. 0.35%
CBRE Group, Inc., Class A 0.34%
Southwest Airlines Co. 0.34%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2031 0.32%
U.S. Treasury Bond, 1.87%, due 02/15/2041 0.32%
Sysco Corp. 0.31%
Netflix, Inc. 0.31%
Stryker Corp. 0.30%
Advanced Micro Devices, Inc. 0.30%
AstraZeneca PLC, ADR 0.27%
Intuitive Surgical, Inc. 0.27%
Charles Schwab Corp., 5.37%, due 06/01/2025 0.26%
S&P Global, Inc. 0.25%
Estee Lauder Cos., Inc., Class A 0.25%
Federal National Mortgage Association, 3.50%, due 07/01/2048 0.25%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.25%
U.S. Treasury Bond, 1.37%, due 11/15/2040 0.23%
Autodesk, Inc. 0.23%
Bank of America Corp., 2.59%, due 04/29/2031 0.23%
JPMorgan Chase & Co., 2.95%, due 05/13/2031 0.22%
Trane Technologies PLC 0.21%
Molina Healthcare, Inc., 4.37%, due 06/15/2028 0.20%
Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 0.19%
Citigroup, Inc., 3.88%, due 01/10/2028 0.17%
HCA, Inc., 3.50%, due 09/01/2030 0.17%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.16%
Clorox Co. 0.16%
Elanco Animal Health, Inc., Term Loan B, 1.86%, due 08/02/2027 0.16%
1011778 BC ULC / New Red Finance, Inc., 4.00%, due 10/15/2030 0.16%
U.S. Treasury Bond, 2.25%, due 05/15/2041 0.16%
GE Capital International Funding Co. Unlimited Co., 4.41%, due 11/15/2035 0.16%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.50%, due 05/01/2032 0.16%
U.S. Treasury Bond, 1.87%, due 02/15/2051 0.16%
GCI LLC, 4.75%, due 10/15/2028 0.16%
Bank of New York Mellon Corp., 4.70%, due 09/20/2025 0.15%
TransDigm, Inc., 4.62%, due 01/15/2029 0.15%
Government National Mortgage Association, 4.00%, due 05/20/2048 0.14%
Truist Financial Corp., Series R, 4.75% 0.14%
Bank of America Corp., 3.70%, due 04/24/2028 0.14%
U.S. Treasury Note, 0.25%, due 05/15/2024 0.13%
U.S. Treasury Note, 1.12%, due 02/15/2031 0.13%
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.66%, due 10/25/2049 0.13%
Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 0.13%
Prudential Financial, Inc., 3.70%, due 10/01/2050 0.13%
Organon Finance 1 LLC, 4.12%, due 04/30/2028 0.13%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.50%, due 04/15/2029 0.13%
Hasbro, Inc., 3.90%, due 11/19/2029 0.13%
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A, 0.90%, due 04/15/2038 0.13%
Life Mortgage Trust, Series 2021-BMR, Class A, 0.80%, due 03/15/2038 0.12%
Morgan Stanley, 3.95%, due 04/23/2027 0.12%
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class A, 1.08%, due 05/15/2036 0.12%
Citigroup, Inc., 4.41%, due 03/31/2031 0.12%
Go Daddy Operating Co. LLC / GD Finance Co., Inc., 3.50%, due 03/01/2029 0.12%
HSBC Holdings PLC, 1.58%, due 05/24/2027 0.12%
BNP Paribas SA, 2.58%, due 08/12/2035 0.12%
JPMorgan Chase & Co., 3.96%, due 01/29/2027 0.12%
Axalta Coating Systems LLC, 3.37%, due 02/15/2029 0.12%
Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 0.12%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 2.61%, due 11/25/2050 0.12%
Agree, LP, 2.90%, due 10/01/2030 0.11%
Morgan Stanley, 2.18%, due 04/28/2026 0.11%
First Republic Bank, Series K, 4.12% 0.11%
Lithia Motors, Inc., 3.87%, due 06/01/2029 0.11%
Sirius XM Radio, Inc., 4.12%, due 07/01/2030 0.11%
Hess Midstream Operations, LP, 5.12%, due 06/15/2028 0.11%
Santander Drive Auto Receivables Trust, Series 2020-3, Class D, 1.64%, due 11/16/2026 0.11%
MSCI, Inc., 3.62%, due 09/01/2030 0.11%
National Australia Bank Ltd., 2.99%, due 05/21/2031 0.11%
BX Trust, Series 2020-FOX, Class A, 1.10%, due 11/15/2032 0.11%
Vantage Data Centers LLC, Series 2020-1A, Class A2, 1.64%, due 09/15/2045 0.11%
Microchip Technology, Inc., 2.67%, due 09/01/2023 0.11%
Cold Storage Trust, Series 2020-ICE5, Class A, 1.00%, due 11/15/2037 0.11%
JPMorgan Chase & Co., 1.57%, due 04/22/2027 0.11%
T-Mobile USA, Inc., 2.62%, due 02/15/2029 0.11%
Boeing Co., 4.50%, due 05/01/2023 0.10%
Dominion Energy, Inc., 3.37%, due 04/01/2030 0.10%
SVB Financial Group, 4.10%, due 02/15/2031 0.10%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.25%, due 02/01/2031 0.10%
Centene Corp., 5.37%, due 06/01/2026 0.10%
Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.87%, due 03/01/2031 0.10%
Continental Resources, Inc., 5.75%, due 01/15/2031 0.10%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.10%
TSMC Global Ltd., 1.75%, due 04/23/2028 0.10%
Centene Corp., 4.25%, due 12/15/2027 0.10%
TSMC Global Ltd., 1.25%, due 04/23/2026 0.10%
Arbys Funding LLC, Series 2020-1A, Class A2, 3.23%, due 07/30/2050 0.10%
Federal National Mortgage Association, 3.00%, due 11/01/2048 0.10%
T-Mobile USA, Inc., 3.75%, due 04/15/2027 0.10%
Aramark Services, Inc., 6.37%, due 05/01/2025 0.10%
Qorvo, Inc., 3.37%, due 04/01/2031 0.10%
Experian Finance PLC, 2.75%, due 03/08/2030 0.10%
Federal National Mortgage Association REMIC, 3.00%, due 11/25/2049 0.09%
Elanco Animal Health, Inc., 5.27%, due 08/28/2023 0.09%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.50%, due 01/15/2030 0.09%
Marvell Technology, Inc., 2.95%, due 04/15/2031 0.09%
Yum! Brands, Inc., 4.62%, due 01/31/2032 0.09%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.09%
MPT Operating Partnership, LP / MPT Finance Corp., 3.50%, due 03/15/2031 0.09%
Broadcom, Inc., 4.15%, due 11/15/2030 0.09%
CoStar Group, Inc., 2.80%, due 07/15/2030 0.09%
Element Solutions, Inc., 3.87%, due 09/01/2028 0.09%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.09%
Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2031 0.09%
CSC Holdings LLC, 4.12%, due 12/01/2030 0.09%
Cheniere Energy, Inc., 4.62%, due 10/15/2028 0.09%
Ally Financial, Inc., 4.70%, due 05/15/2026 0.09%
HSBC Holdings PLC, 1.64%, due 04/18/2026 0.09%
Bank of America Corp., 6.25%, due 09/05/2024 0.09%
Natwest Group PLC, 3.03%, due 11/28/2035 0.09%
Service Corp. International, 4.00%, due 05/15/2031 0.09%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.09%
Microchip Technology, Inc., 4.25%, due 09/01/2025 0.09%
Westpac Banking Corp., 2.66%, due 11/15/2035 0.09%
Federal National Mortgage Association, 3.00%, due 02/01/2057 0.08%
Booz Allen Hamilton, Inc., 3.87%, due 09/01/2028 0.08%
DaVita, Inc., 3.75%, due 02/15/2031 0.08%
Morgan Stanley, 1.79%, due 02/13/2032 0.08%
Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2, 2.09%, due 01/25/2040 0.08%
Preston Ridge Partners Mortgage Trust, Series 2020-3, Class A1, 2.85%, due 09/25/2025 0.08%
Cheniere Corpus Christi Holdings LLC, 3.70%, due 11/15/2029 0.08%
NRG Energy, Inc., 3.62%, due 02/15/2031 0.08%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.08%
Constellium SE, 5.75%, due 05/15/2024 0.08%
Broadridge Financial Solutions, Inc., 2.60%, due 05/01/2031 0.08%
CSC Holdings LLC, 4.62%, due 12/01/2030 0.08%
Choice Hotels International, Inc., 3.70%, due 12/01/2029 0.08%
Boeing Co., 3.62%, due 02/01/2031 0.08%
MSCI, Inc., 3.87%, due 02/15/2031 0.08%
SK Hynix, Inc., 1.50%, due 01/19/2026 0.08%
BANK, Series 2019-BN18, Class A4, 3.58%, due 05/15/2062 0.08%
Broadcom, Inc., 3.75%, due 02/15/2051 0.08%
Trimble, Inc., 4.75%, due 12/01/2024 0.08%
Level 3 Financing, Inc., 3.87%, due 11/15/2029 0.08%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.08%
Allegheny Technologies, Inc., 5.87%, due 12/01/2027 0.08%
Marvell Technology, Inc., 4.87%, due 06/22/2028 0.08%
BX Commercial Mortgage Trust, Series 2019-XL, Class A, 1.02%, due 10/15/2036 0.08%
Sysco Corp., 6.60%, due 04/01/2040 0.08%
Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 0.08%
BX Trust, Series 2021-LBA, Class AV, 0.90%, due 02/15/2036 0.07%
Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 0.07%
Broadcom, Inc., 4.30%, due 11/15/2032 0.07%
DaVita, Inc., 4.62%, due 06/01/2030 0.07%
Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 0.07%
NRG Energy, Inc., 3.37%, due 02/15/2029 0.07%
Federal National Mortgage Association, 3.00%, due 09/01/2046 0.07%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.07%
Morgan Stanley, 4.35%, due 09/08/2026 0.07%
Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 0.07%
ONEOK, Inc., 6.35%, due 01/15/2031 0.07%
Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.62%, due 03/01/2029 0.07%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 2.01%, due 12/25/2050 0.07%
IHS Markit Ltd., 4.75%, due 02/15/2025 0.07%
Global Payments, Inc., 4.80%, due 04/01/2026 0.07%
Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 0.07%
U.S. Treasury Note, 1.12%, due 02/29/2028 0.07%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.07%
CF Hippolyta LLC, Series 2021-1A, Class A1, 1.53%, due 03/15/2061 0.07%
BX Trust, Series 2021-LBA, Class AJV, 0.90%, due 02/15/2036 0.07%
Nordstrom, Inc., 4.37%, due 04/01/2030 0.07%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.07%
Air Lease Corp., 1.87%, due 08/15/2026 0.07%
General Electric Co., 3.51%, due 09/15/2021 0.07%
Morgan Stanley Capital I Trust, Series 2018-H4, Class A4, 4.31%, due 12/15/2051 0.07%
Crowdstrike Holdings, Inc., 3.00%, due 02/15/2029 0.07%
Broadcom, Inc., 3.46%, due 04/15/2034 0.07%
BBCMS Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.06%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 0.06%
BANK, Series 2019-BN23, Class A3, 2.92%, due 12/15/2052 0.06%
Citigroup, Inc., 5.95%, due 01/30/2023 0.06%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.06%
CIM Trust, Series 2021-NR1, Class A1, 2.56%, due 07/25/2055 0.06%
U.S. Treasury Note, 1.25%, due 04/30/2028 0.06%
Bank of America Corp., 3.97%, due 03/05/2029 0.06%
Atotech BV, Term Loan B, 3.00%, due 03/18/2028 0.06%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.06%
Cheniere Energy Partners, LP, 4.00%, due 03/01/2031 0.06%
MHC Commercial Mortgage Trust, Series 2021-MHC, Class C, 1.45%, due 04/15/2038 0.06%
Life Mortgage Trust, Series 2021-BMR, Class C, 1.20%, due 03/15/2038 0.06%
Royalty Pharma PLC, 3.55%, due 09/02/2050 0.06%
Pilgrim's Pride Corp., 4.25%, due 04/15/2031 0.06%
Trimble, Inc., 4.90%, due 06/15/2028 0.06%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.06%
Credit Suisse Mortgage Trust, Zero Coupon, due 04/15/2023 0.06%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.06%
Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.85%, due 12/05/2049 0.06%
CSC Holdings LLC, 3.37%, due 02/15/2031 0.06%
Marvell Technology, Inc., 1.65%, due 04/15/2026 0.06%
Crown Castle International Corp., 3.10%, due 11/15/2029 0.06%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 0.06%
Dollar General Corp., 4.12%, due 04/03/2050 0.06%
Oak Street Investment Grade Net Lease Fund, Series 2020-1A, Class A1, 1.85%, due 11/20/2050 0.06%
Wingstop Funding LLC, Series 2020-1A, Class A2, 2.84%, due 12/05/2050 0.06%
Westinghouse Air Brake Technologies Corp., 4.95%, due 09/15/2028 0.06%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.06%
BVRT Financing Trust, 0.01%, due 11/10/2032 0.06%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 2.26%, due 08/25/2033 0.06%
Kraft Heinz Foods Co., 5.00%, due 06/04/2042 0.06%
SK Hynix, Inc., 2.37%, due 01/19/2031 0.06%
Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A, 1.54%, due 03/20/2026 0.06%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 3.75%, due 12/01/2031 0.06%
BNP Paribas SA, 4.70%, due 01/10/2025 0.06%
T-Mobile USA, Inc., 3.50%, due 04/15/2025 0.06%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.05%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.05%
Brown & Brown, Inc., 4.50%, due 03/15/2029 0.05%
PRPM LLC, Series 2020-4, Class A1, 2.95%, due 10/25/2025 0.05%
Newday Funding Master Issuer PLC, Series 2021-1A, Class A2, 1.11%, due 03/15/2029 0.05%
Diageo Capital PLC, 1.37%, due 09/29/2025 0.05%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.05%
AT&T, Inc., 3.80%, due 12/01/2057 0.05%
GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.37%, due 05/12/2053 0.05%
Lumen Technologies, Inc., 6.45%, due 06/15/2021 0.05%
Morgan Stanley, 1.59%, due 05/04/2027 0.05%
Westlake Automobile Receivables Trust, Series 2020-1A, Class D, 2.80%, due 06/16/2025 0.05%
Federal National Mortgage Association, 2.50%, due 01/01/2051 0.05%
Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class A1, 3.40%, due 06/25/2055 0.05%
BVRT Financing Trust, 0.01%, due 01/10/2033 0.05%
Verizon Communications, Inc., 3.55%, due 03/22/2051 0.05%
Agree, LP, 2.00%, due 06/15/2028 0.05%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.05%
Charles Schwab Corp., 4.00%, due 12/01/2030 0.05%
GS Mortgage Securities Trust, Series 2018-GS9, Class A4, 3.99%, due 03/10/2051 0.05%
BVRT Financing Trust, Series 2021-2F, Class M1, 1.56%, due 01/10/2032 0.05%
Diageo Capital PLC, 2.00%, due 04/29/2030 0.05%
Morgan Stanley Capital I Trust, Series 2016-UB11, Class A4, 2.78%, due 08/15/2049 0.05%
Vantage Data Centers LLC, Series 2020-2A, Class A2, 1.99%, due 09/15/2045 0.05%
280 Park Avenue Mortgage Trust, Series 2017-280P, Class A, 0.98%, due 09/15/2034 0.05%
Cold Storage Trust, Series 2020-ICE5, Class C, 1.75%, due 11/15/2037 0.05%
Cold Storage Trust, Series 2020-ICE5, Class B, 1.40%, due 11/15/2037 0.05%
U.S. Treasury Bond, 1.12%, due 05/15/2040 0.05%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.05%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.05%
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.05%
Analog Devices, Inc., 2.95%, due 04/01/2025 0.05%
BANK, Series 2019-BN17, Class A4, 3.71%, due 04/15/2052 0.05%
Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 0.05%
NextEra Energy Capital Holdings, Inc., 2.75%, due 05/01/2025 0.05%
Taco Bell Funding LLC, Series 2018-1A, Class A2I, 4.31%, due 11/25/2048 0.05%
Federal National Mortgage Association, 3.00%, due 03/01/2047 0.05%
Exeter Automobile Receivables Trust, Series 2021-1A, Class D, 1.08%, due 11/16/2026 0.05%
Boeing Co., 3.95%, due 08/01/2059 0.04%
CarMax Auto Owner Trust, Series 2017-3, Class C, 2.72%, due 05/15/2023 0.04%
Morgan Stanley Capital I Trust, Series 2018-H3, Class A5, 4.17%, due 07/15/2051 0.04%
T-Mobile USA, Inc., 2.25%, due 02/15/2026 0.04%
T-Mobile USA, Inc., 3.00%, due 02/15/2041 0.04%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.04%
Citigroup, Inc., 5.95%, due 05/15/2025 0.04%
Broadcom, Inc., 3.41%, due 04/15/2033 0.04%
CSC Holdings LLC, 5.00%, due 11/15/2031 0.04%
Government National Mortgage Association, 5.00%, due 08/20/2048 0.04%
CHT Mortgage Trust, Series 2017-CSMO, Class A, 1.03%, due 11/15/2036 0.04%
Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2I, 4.26%, due 09/05/2048 0.04%
Citigroup, Inc., 5.00%, due 09/12/2024 0.04%
BX Trust, Series 2019-OC11, Class C, 3.85%, due 12/09/2041 0.04%
Equinix, Inc., 2.15%, due 07/15/2030 0.04%
HCA, Inc., 5.37%, due 02/01/2025 0.04%
ZAXBY'S FUNDING LLC, Series 2021-1A, Class A2, 3.23%, due 07/30/2051 0.04%
Crown Castle International Corp., 3.65%, due 09/01/2027 0.04%
BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/2041 0.04%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.04%
BNP Paribas SA, 2.81%, due 11/19/2025 0.04%
Westinghouse Air Brake Technologies Corp., 3.20%, due 06/15/2025 0.04%
Centene Corp., 3.00%, due 10/15/2030 0.04%
Angel Oak Mortgage Trust, Series 2020-3, Class A2, 2.41%, due 04/25/2065 0.04%
GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/2053 0.04%
CVS Health Corp., 5.05%, due 03/25/2048 0.04%
Citigroup, Inc., 5.35%, due 05/15/2023 0.04%
Benchmark Mortgage Trust, Series 2020-B16, Class A5, 2.73%, due 02/15/2053 0.04%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 0.04%
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class A4, 3.80%, due 12/15/2048 0.04%
Verizon Communications, Inc., 3.00%, due 03/22/2027 0.04%
JPMorgan Chase & Co., 2.08%, due 04/22/2026 0.04%
SVB Financial Group, 1.80%, due 02/02/2031 0.04%
HCA, Inc., 5.87%, due 02/01/2029 0.04%
Diageo Capital PLC, 2.12%, due 04/29/2032 0.04%
First Republic Bank, 4.62%, due 02/13/2047 0.04%
Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, due 11/25/2048 0.04%
Hasbro, Inc., 6.35%, due 03/15/2040 0.04%
PayPal Holdings, Inc., 1.65%, due 06/01/2025 0.04%
Agree, LP, 2.60%, due 06/15/2033 0.04%
Sysco Corp., 6.60%, due 04/01/2050 0.04%
Kraft Heinz Foods Co., 4.87%, due 10/01/2049 0.04%
Hasbro, Inc., 5.10%, due 05/15/2044 0.04%
Federal National Mortgage Association Connecticut Avenue Securities, 3.64%, due 07/25/2029 0.04%
Connecticut Avenue Securities Trust, Series 2018-R07, Class 1M2, 2.49%, due 04/25/2031 0.04%
Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, due 06/15/2049 0.04%
BX Commercial Mortgage Trust, Series 2018-IND, Class A, 0.85%, due 11/15/2035 0.04%
General Dynamics Corp., 3.50%, due 04/01/2027 0.04%
BANK, Series 2019-BN20, Class A3, 3.01%, due 09/15/2062 0.04%
Twilio, Inc., 3.87%, due 03/15/2031 0.04%
Boeing Co., 4.87%, due 05/01/2025 0.04%
NGPL PipeCo LLC, 3.25%, due 07/15/2031 0.04%
Taco Bell Funding LLC, Series 2016-1A, Class A23, 4.97%, due 05/25/2046 0.04%
Twilio, Inc., 3.62%, due 03/15/2029 0.04%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 3.24%, due 09/25/2050 0.03%
Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 2.24%, due 09/25/2031 0.03%
Credit Suisse Mortgage Capital Certificates, Zero Coupon, due 12/15/2023 0.03%
VASA Trust, Series 2021-VASA, Class A, 1.00%, due 07/15/2039 0.03%
JPMorgan Chase Bank NA - Chase Auto Credit Linked Notes, Series 2021-1, Class B, 0.87%, due 09/25/2028 0.03%
JPMorgan Chase & Co., 4.60%, due 02/01/2025 0.03%
BBCMS Mortgage Trust, Series 2017-DELC, Class A, 0.95%, due 08/15/2036 0.03%
Boeing Co., 3.25%, due 02/01/2028 0.03%
Federal National Mortgage Association, 2.50%, due 11/01/2034 0.03%
Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A , 1.25%, due 02/15/2040 0.03%
JPMorgan Chase & Co., 5.00%, due 08/01/2024 0.03%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.03%
Air Lease Corp., 3.00%, due 02/01/2030 0.03%
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2, 2.19%, due 06/25/2039 0.03%
Bank of America Corp., 5.20%, due 06/01/2023 0.03%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.03%
Service Corp. International, 3.37%, due 08/15/2030 0.03%
DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 0.03%
Fox Corp., 4.03%, due 01/25/2024 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, 4.34%, due 04/25/2029 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, 5.09%, due 07/25/2025 0.03%
Sensata Technologies, Inc., 3.75%, due 02/15/2031 0.03%
Energy Transfer, LP, 5.50%, due 06/01/2027 0.03%
Marvell Technology, Inc., 4.20%, due 06/22/2023 0.03%
Boeing Co., 2.19%, due 02/04/2026 0.03%
GS Mortgage Securities Corp. II, Series 2018-GS10, Class A5, 4.15%, due 07/10/2051 0.03%
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 2.09%, due 07/25/2039 0.03%
Credit Agricole SA, 1.90%, due 06/16/2026 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.03%
Verizon Communications, Inc., 2.10%, due 03/22/2028 0.03%
Lumen Technologies, Inc., 5.80%, due 03/15/2022 0.03%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.03%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 5.64%, due 07/25/2028 0.03%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.03%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.03%
HCA, Inc., 5.25%, due 06/15/2049 0.03%
Goldman Sachs Group, Inc., 4.95%, due 02/10/2025 0.03%
NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A, 3.84%, due 12/25/2025 0.03%
DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 0.03%
Skyworks Solutions, Inc., 1.80%, due 06/01/2026 0.03%
Preston Ridge Partners Mortgage Trust, Series 2020-5, Class A1, 3.10%, due 11/25/2025 0.03%
VCAT LLC, Series 2020-NPL1, Class A1, 3.67%, due 08/25/2050 0.03%
Comcast Corp., 3.75%, due 04/01/2040 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, 4.34%, due 01/25/2029 0.03%
VCAT LLC, Series 2021-NPL1, Class A1, 2.28%, due 12/26/2050 0.03%
Angel Oak Mortgage Trust, Series 2019-5, Class A1, 2.59%, due 10/25/2049 0.03%
Morgan Stanley Capital I Trust, Series 2019-H6, Class A4, 3.41%, due 06/15/2052 0.03%
CF Hippolyta LLC, Series 2021-1A, Class B1, 1.98%, due 03/15/2061 0.03%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 2.31%, due 08/25/2033 0.03%
Skyworks Solutions, Inc., 3.00%, due 06/01/2031 0.02%
HCA, Inc., 5.62%, due 09/01/2028 0.02%
Angel Oak Mortgage Trust, Series 2019-6, Class A1, 2.62%, due 11/25/2059 0.02%
Federal National Mortgage Association Connecticut Avenue Securities, 2.74%, due 02/25/2030 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 0.02%
Energy Transfer, LP, 5.87%, due 01/15/2024 0.02%
Federal National Mortgage Association Connecticut Avenue Securities, 5.79%, due 04/25/2028 0.02%
Great Wolf Trust, Series 2019-WOLF, Class C, 1.73%, due 12/15/2036 0.02%
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class C, 1.53%, due 05/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.02%
HCA, Inc., 5.87%, due 02/15/2026 0.02%
Wendy's Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 0.02%
COLT Mortgage Loan Trust, Series 2020-3, Class A1, 1.50%, due 04/27/2065 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.02%
Choice Hotels International, Inc., 3.70%, due 01/15/2031 0.02%
BANK, Series 2018-BN12, Class A4, 4.25%, due 05/15/2061 0.02%
BX Trust, Series 2019-OC11, Class B, 3.60%, due 12/09/2041 0.02%
Sysco Corp., 2.50%, due 07/15/2021 0.02%
Great Wolf Trust, Series 2019-WOLF, Class B, 1.43%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
ONEOK, Inc., 7.15%, due 01/15/2051 0.02%
Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 0.02%
COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 0.02%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.02%
HCA, Inc., 5.50%, due 06/15/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2047 0.02%
BX Trust, Series 2020-FOX, Class C, 1.65%, due 11/15/2032 0.02%
BX Trust, Series 2020-FOX, Class B, 1.45%, due 11/15/2032 0.02%
Federal National Mortgage Association, 2.50%, due 10/01/2050 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2032 0.02%
Uniform Mortgage-Backed Security, 1.50%, TBA 0.02%
Great Wolf Trust, Series 2019-WOLF, Class A, 1.13%, due 12/15/2036 0.02%
DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 0.02%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A2, 2.62%, due 01/28/2050 0.02%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.02%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.02%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.02%
Skyworks Solutions, Inc., 0.90%, due 06/01/2023 0.02%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.02%
HCA, Inc., 5.37%, due 09/01/2026 0.02%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.02%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.02%
BANK, Series 2019-BN24, Class A3, 2.96%, due 11/15/2062 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.02%
BVRT Financing Trust, 1.61%, due 07/01/2033 0.02%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.11%, due 07/25/2047 0.02%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.02%
Brown & Brown, Inc., 2.37%, due 03/15/2031 0.02%
PRPM LLC, Series 2020-1A, Class A1, 2.98%, due 02/25/2025 0.01%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 0.01%
Sequoia Mortgage Trust, Series 2013-5, Class A1, 2.50%, due 05/25/2043 0.01%
Exeter Automobile Receivables Trust, Series 2021-1A, Class C, 0.74%, due 01/15/2026 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.01%
Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2, 2.39%, due 08/25/2031 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2046 0.01%
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 2.19%, due 10/25/2039 0.01%
MGM Resorts International, 7.75%, due 03/15/2022 0.01%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.01%
BX Commercial Mortgage Trust, Series 2019-XL, Class B, 1.18%, due 10/15/2036 0.01%
Mondelez International, Inc., 2.75%, due 04/13/2030 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C, 3.85%, due 10/14/2025 0.01%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.01%
Federal National Mortgage Association, 5.00%, due 05/01/2048 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.01%
Federal National Mortgage Association Connecticut Avenue Securities, 2.44%, due 01/25/2031 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.01%
Federal National Mortgage Association, 2.50%, due 01/01/2050 0.01%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust, 2.04%, due 10/25/2049 0.01%
Federal National Mortgage Association, 3.00%, due 10/01/2034 0.01%
Federal National Mortgage Association, 4.50%, due 08/01/2048 0.01%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.01%
Federal National Mortgage Association Connecticut Avenue Securities, 5.99%, due 10/25/2028 0.01%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2033 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2047 0.01%
East Ohio Gas Co., 2.00%, due 06/15/2030 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.01%
Citigroup, Inc., 6.30%, due 05/15/2024 0.01%
Federal National Mortgage Association, 3.50%, due 07/01/2047 0.01%
Government National Mortgage Association, 4.00%, due 12/15/2047 0.01%
Sequoia Mortgage Trust, Series 2020-2, Class A19, 3.50%, due 03/25/2050 0.01%
AT&T, Inc., 3.65%, due 09/15/2059 0.01%
IHS Markit Ltd., 5.00%, due 11/01/2022 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
MSCI, Inc., 4.00%, due 11/15/2029 0.01%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1, 2.52%, due 01/28/2050 0.01%
Energy Transfer, LP, 4.95%, due 06/15/2028 0.01%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.01%
Government National Mortgage Association, 4.50%, due 02/20/2048 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.01%
GLP Capital, LP / GLP Financing II, Inc., 5.30%, due 01/15/2029 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2032 0.01%
Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 0.01%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 04/01/2040 0.01%
Federal National Mortgage Association Connecticut Avenue Securities, 4.99%, due 11/25/2024 0.01%
Government National Mortgage Association, 4.00%, due 08/20/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2042 0.01%
Federal National Mortgage Association, 3.00%, due 08/01/2049 0.00%**
Federal Home Loan Mortgage Corp., 2.50%, due 01/01/2050 0.00%**
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.00%**
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.00%**
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.00%**
Angel Oak Mortgage Trust, Series 2018-2, Class A1, 3.67%, due 07/27/2048 0.00%**
Government National Mortgage Association, 4.00%, due 08/15/2047 0.00%**
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 0.00%**
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.00%**
Government National Mortgage Association, 4.50%, due 05/20/2048 0.00%**
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.00%**
Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2044 0.00%**
Santander Drive Auto Receivables Trust, Series 2020-1, Class A2A, 2.07%, due 01/17/2023 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.00%**
Federal National Mortgage Association, 3.00%, due 12/01/2034 0.00%**
Federal National Mortgage Association, 3.00%, due 11/01/2034 0.00%**
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Lakeview Loan Servicing LLC, 1.90%, due 07/10/2032 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.00%**
Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2043 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2042 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 0.00%**
Federal National Mortgage Association, 3.00%, due 01/01/2046 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, 3.00%, due 06/01/2057 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2037 0.00%**
Federal National Mortgage Association Connecticut Avenue Securities, 2.09%, due 03/25/2031 0.00%**
Net Other Assets (Liabilities) 0.02%

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.