Transamerica

06/30/2020*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 5.02%
Apple, Inc. 2.85%
Mastercard, Inc., Class A 2.31%
Amazon.com, Inc. 2.25%
Alphabet, Inc., Class C 2.21%
UnitedHealth Group, Inc. 2.12%
Adobe, Inc. 1.94%
Home Depot, Inc. 1.92%
Merck & Co., Inc. 1.52%
McDonald's Corp. 1.37%
Accenture PLC, Class A 1.33%
Comcast Corp., Class A 1.24%
Lam Research Corp. 1.21%
Eli Lilly & Co. 1.20%
Progressive Corp. 1.15%
Intel Corp. 1.13%
Abbott Laboratories 1.11%
Costco Wholesale Corp. 1.10%
General Dynamics Corp. 1.10%
U.S. Treasury Bond, 2.75%, due 08/15/2042 1.07%
Bristol-Myers Squibb Co. 1.03%
Dollar General Corp. 1.02%
Thermo Fisher Scientific, Inc. 0.93%
Blackstone Group, Inc., Class A 0.91%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.89%
Honeywell International, Inc. 0.89%
Procter & Gamble Co. 0.88%
NVIDIA Corp. 0.88%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.85%
NIKE, Inc., Class B 0.83%
Texas Instruments, Inc. 0.78%
U.S. Treasury Bond, 2.37%, due 11/15/2049 0.73%
salesforce.com, Inc. 0.73%
Morgan Stanley 0.72%
CME Group, Inc. 0.72%
Bank of America Corp. 0.72%
Monster Beverage Corp. 0.71%
Altria Group, Inc. 0.69%
Crown Castle International Corp., REIT 0.67%
CSX Corp. 0.66%
Walt Disney Co. 0.66%
AbbVie, Inc. 0.64%
Medtronic PLC 0.62%
U.S. Treasury Note, 0.25%, due 06/30/2025 0.60%
Deere & Co. 0.60%
American Express Co. 0.55%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.53%
Starbucks Corp. 0.51%
Hasbro, Inc. 0.48%
CBRE Group, Inc., Class A 0.46%
Hilton Worldwide Holdings, Inc. 0.46%
Hershey Co. 0.43%
US Bancorp 0.42%
Sherwin-Williams Co. 0.41%
Government National Mortgage Association, 2.50%, TBA 0.40%
United Parcel Service, Inc., Class B 0.40%
Corning, Inc. 0.40%
T-Mobile US, Inc. 0.33%
MGM Growth Properties LLC, Class A, REIT 0.32%
Marsh & McLennan Cos., Inc. 0.31%
Government National Mortgage Association, 4.00%, due 05/20/2048 0.31%
Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 0.30%
JPMorgan Chase & Co., 2.08%, due 04/22/2026 0.30%
S&P Global, Inc. 0.29%
Charles Schwab Corp., 5.37%, due 06/01/2025 0.29%
Sempra Energy 0.28%
Clorox Co. 0.27%
Bank of America Corp., 2.59%, due 04/29/2031 0.27%
Sysco Corp. 0.27%
U.S. Treasury Note, 1.50%, due 02/15/2030 0.26%
Government National Mortgage Association, 5.00%, due 04/20/2049 0.26%
Stryker Corp. 0.26%
JPMorgan Chase & Co., 2.95%, due 05/13/2031 0.25%
Ameren Corp., 3.50%, due 01/15/2031 0.24%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.24%
Westinghouse Air Brake Technologies Corp., 4.95%, due 09/15/2028 0.24%
Morgan Stanley, 2.18%, due 04/28/2026 0.23%
T-Mobile USA, Inc., 3.75%, due 04/15/2027 0.23%
Federal National Mortgage Association, 3.00%, due 03/01/2050 0.22%
Intuitive Surgical, Inc. 0.22%
Molina Healthcare, Inc., 4.37%, due 06/15/2028 0.22%
U.S. Treasury Note, 0.50%, due 03/31/2025 0.22%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.22%
Booking Holdings, Inc., 4.10%, due 04/13/2025 0.21%
Synchrony Financial 0.21%
Trimble, Inc., 4.90%, due 06/15/2028 0.21%
Estee Lauder Cos., Inc., Class A 0.21%
PPL WEM, Ltd. / Western Power Distribution PLC, 5.37%, due 05/01/2021 0.20%
Citigroup, Inc., 3.88%, due 01/10/2028 0.20%
Federal National Mortgage Association, 3.00%, due 11/01/2048 0.18%
Elanco Animal Health, Inc., Term Loan B, TBD, due 02/04/2027 0.18%
Experian Finance PLC, 2.75%, due 03/08/2030 0.18%
Bank of America Corp., 3.70%, due 04/24/2028 0.18%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.18%
Federal National Mortgage Association, 4.00%, due 09/01/2049 0.18%
Wells Fargo & Co., Series MTN, 2.16%, due 02/11/2026 0.18%
Station Place Securitization Trust, Series 2019-10, Class A, 1.08%, due 10/24/2020 0.18%
Wells Fargo & Co., 2.18%, due 04/30/2026 0.17%
Southern Co., 3.70%, due 04/30/2030 0.17%
Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 0.17%
Bank of New York Mellon Corp., 4.70%, due 09/20/2025 0.16%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.16%
Sysco Corp., 5.95%, due 04/01/2030 0.16%
Aramark Services, Inc., 6.37%, due 05/01/2025 0.16%
JPMorgan Chase & Co., 3.96%, due 01/29/2027 0.16%
Cheniere Corpus Christi Holdings LLC, 3.70%, due 11/15/2029 0.16%
JPMorgan Chase & Co., 4.45%, due 12/05/2029 0.16%
Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 0.15%
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.66%, due 10/25/2049 0.15%
Federal National Mortgage Association REMIC, 3.00%, due 11/25/2049 0.15%
TransCanada PipeLines, Ltd., 4.10%, due 04/15/2030 0.15%
U.S. Treasury Note, 0.62%, due 05/15/2030 0.15%
Broadcom, Inc., 4.70%, due 04/15/2025 0.14%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.14%
Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class A1, 3.40%, due 06/25/2055 0.14%
Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 0.14%
Citigroup, Inc., 4.41%, due 03/31/2031 0.14%
Goldman Sachs Group, Inc., 4.36%, due 07/31/2020 0.14%
Federal National Mortgage Association, 3.50%, due 02/01/2057 0.14%
Hasbro, Inc., 3.90%, due 11/19/2029 0.14%
Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2031 0.13%
Centene Corp., 4.62%, due 12/15/2029 0.13%
Huntington Ingalls Industries, Inc., 4.20%, due 05/01/2030 0.13%
Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 0.13%
Thermo Fisher Scientific, Inc., 4.49%, due 03/25/2030 0.13%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.13%
Equifax, Inc., 2.60%, due 12/01/2024 0.13%
HCA, Inc., 3.50%, due 09/01/2030 0.13%
Booking Holdings, Inc., 4.50%, due 04/13/2027 0.13%
Sirius XM Radio, Inc., 4.12%, due 07/01/2030 0.12%
Broadcom, Inc., 3.15%, due 11/15/2025 0.12%
Federal National Mortgage Association, 3.00%, due 09/01/2046 0.12%
Camden Property Trust, 2.80%, due 05/15/2030 0.12%
Apollo Global Management, Inc. 0.12%
Microchip Technology, Inc., 2.67%, due 09/01/2023 0.12%
Dominion Energy, Inc., 3.37%, due 04/01/2030 0.12%
Marriott International, Inc., 5.75%, due 05/01/2025 0.12%
Micron Technology, Inc., 2.49%, due 04/24/2023 0.12%
Sysco Corp., 6.60%, due 04/01/2040 0.12%
Boeing Co., 4.50%, due 05/01/2023 0.12%
Centene Corp., 5.37%, due 06/01/2026 0.12%
Hess Midstream Operations, LP, 5.12%, due 06/15/2028 0.12%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.11%
Lowe's Cos., Inc., 4.00%, due 04/15/2025 0.11%
Government National Mortgage Association, 5.00%, due 05/20/2048 0.11%
Alexandria Real Estate Equities, Inc., 4.90%, due 12/15/2030 0.11%
Centene Corp., 4.25%, due 12/15/2027 0.11%
Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 0.11%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.11%
General Dynamics Corp., 3.50%, due 04/01/2027 0.11%
Wells Fargo & Co., Series MTN, 2.87%, due 10/30/2030 0.11%
Federal National Mortgage Association, 3.00%, due 02/01/2057 0.11%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.11%
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.11%
Level 3 Financing, Inc., 3.87%, due 11/15/2029 0.11%
Equinix, Inc., 1.80%, due 07/15/2027 0.11%
Cos.tar Group, Inc., 2.80%, due 07/15/2030 0.11%
Lowe's Cos., Inc., 4.50%, due 04/15/2030 0.11%
AbbVie, Inc., 3.45%, due 03/15/2022 0.11%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.11%
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 2.28%, due 10/25/2039 0.10%
CSC Holdings LLC, 4.12%, due 12/01/2030 0.10%
Morgan Stanley, 3.95%, due 04/23/2027 0.10%
Wells Fargo & Co., Series MTN, 1.65%, due 06/02/2024 0.10%
Broadcom, Inc., 4.15%, due 11/15/2030 0.10%
Boeing Co., 5.70%, due 05/01/2040 0.10%
Mastercard, Inc., 3.35%, due 03/26/2030 0.10%
Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 0.10%
O'Reilly Automotive, Inc., 3.90%, due 06/01/2029 0.10%
VMware, Inc., 4.65%, due 05/15/2027 0.10%
Keysight Technologies, Inc., 3.00%, due 10/30/2029 0.10%
Baxter International, Inc., 3.75%, due 10/01/2025 0.10%
Mello Warehouse Securitization Trust, Series 2018-W1, Class A, 1.03%, due 11/25/2051 0.10%
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 2.18%, due 07/25/2039 0.10%
McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 0.10%
Avery Dennison Corp., 2.65%, due 04/30/2030 0.10%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.10%
Lowe's Cos., Inc., 5.12%, due 04/15/2050 0.10%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.10%
Wells Fargo & Co., 5.87%, due 06/15/2025 0.10%
CVS Health Corp., 4.10%, due 03/25/2025 0.10%
Hudbay Minerals, Inc., 7.25%, due 01/15/2023 0.09%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.09%
Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2, 2.18%, due 01/25/2040 0.09%
Berkshire Hathaway Energy Co., 4.25%, due 10/15/2050 0.09%
Bank of America Corp., 6.25%, due 09/05/2024 0.09%
Mastercard, Inc., 3.30%, due 03/26/2027 0.09%
Microchip Technology, Inc., 4.25%, due 09/01/2025 0.09%
Charles Schwab Corp., 4.20%, due 03/24/2025 0.09%
Leidos, Inc., 4.37%, due 05/15/2030 0.09%
American Water Capital Corp., 3.45%, due 05/01/2050 0.09%
Steel Dynamics, Inc., 5.50%, due 10/01/2024 0.09%
Equifax, Inc., 2.60%, due 12/15/2025 0.09%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.09%
Equinix, Inc., 3.20%, due 11/18/2029 0.09%
BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/2041 0.09%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.09%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.09%
BANK, Series 2019-BN18, Class A4, 3.58%, due 05/15/2062 0.09%
Booking Holdings, Inc., 4.62%, due 04/13/2030 0.09%
Constellium SE, 5.75%, due 05/15/2024 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2048 0.09%
Westinghouse Air Brake Technologies Corp., 3.20%, due 06/15/2025 0.09%
Government National Mortgage Association, 5.00%, due 08/20/2048 0.09%
Boeing Co., 3.60%, due 05/01/2034 0.09%
MSCI, Inc., 3.87%, due 02/15/2031 0.09%
T-Mobile USA, Inc., 3.50%, due 04/15/2025 0.09%
VMware, Inc., 4.50%, due 05/15/2025 0.09%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.09%
Sysco Corp., 6.60%, due 04/01/2050 0.09%
BX Commercial Mortgage Trust, Series 2019-XL, Class A, 1.10%, due 10/15/2036 0.09%
AutoZone, Inc., 3.75%, due 04/18/2029 0.09%
Federal National Mortgage Association, 3.50%, due 11/01/2048 0.09%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 0.08%
Trimble, Inc., 4.75%, due 12/01/2024 0.08%
Equifax, Inc., 3.10%, due 05/15/2030 0.08%
BNP Paribas SA, 3.05%, due 01/13/2031 0.08%
General Motors Co., 5.00%, due 10/01/2028 0.08%
Mondelez International Holdings BV, 2.25%, due 09/19/2024 0.08%
Choice Hotels International, Inc., 3.70%, due 12/01/2029 0.08%
Broadcom, Inc., 4.30%, due 11/15/2032 0.08%
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 0.08%
Global Payments, Inc., 2.90%, due 05/15/2030 0.08%
Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 0.08%
WPX Energy, Inc., 4.50%, due 01/15/2030 0.08%
Sysco Corp., 5.65%, due 04/01/2025 0.08%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.08%
DaVita, Inc., 4.62%, due 06/01/2030 0.08%
Northrop Grumman Corp., 4.40%, due 05/01/2030 0.08%
United Parcel Service, Inc., 5.30%, due 04/01/2050 0.08%
Federal National Mortgage Association Connecticut Avenue Securities, 2.18%, due 03/25/2031 0.08%
T-Mobile USA, Inc., 6.37%, due 03/01/2025 0.08%
Global Payments, Inc., 4.80%, due 04/01/2026 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 0.08%
Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 2.33%, due 09/25/2031 0.08%
Crown Castle International Corp., 3.10%, due 11/15/2029 0.08%
Comcast Corp., 3.30%, due 04/01/2027 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 0.08%
Coca-Cola Co., 3.37%, due 03/25/2027 0.08%
T-Mobile USA, Inc., 3.87%, due 04/15/2030 0.08%
IHS Markit, Ltd., 4.75%, due 02/15/2025 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 0.08%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.08%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.08%
Nordstrom, Inc., 4.37%, due 04/01/2030 0.08%
Morgan Stanley Capital I Trust, Series 2018-H4, Class A4, 4.31%, due 12/15/2051 0.08%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.08%
American Water Capital Corp., 2.80%, due 05/01/2030 0.08%
Allegheny Technologies, Inc., 5.87%, due 12/01/2027 0.07%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 0.07%
BANK, Series 2019-BN23, Class A3, 2.92%, due 12/15/2052 0.07%
Pacific Gas & Electric Co., 2.50%, due 02/01/2031 0.07%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.07%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.07%
ONEOK, Inc., 6.35%, due 01/15/2031 0.07%
AbbVie, Inc., 3.80%, due 03/15/2025 0.07%
General Dynamics Corp., 3.25%, due 04/01/2025 0.07%
Oncor Electric Delivery Co. LLC, 3.80%, due 06/01/2049 0.07%
Baxter International, Inc., 3.95%, due 04/01/2030 0.07%
BBCMS Mortgage Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.07%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 1.88%, due 01/25/2050 0.07%
Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 0.07%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.07%
PayPal Holdings, Inc., 3.25%, due 06/01/2050 0.07%
AT&T, Inc., 4.50%, due 03/09/2048 0.07%
Wells Fargo Mortgage-Backed Securities Trust, Series 2019-4, Class A3, 3.50%, due 09/25/2049 0.07%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.07%
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, 4.19%, due 06/07/2049 0.07%
Dollar General Corp., 4.12%, due 04/03/2050 0.07%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.07%
BX Commercial Mortgage Trust, Series 2018-IND, Class A, 0.93%, due 11/15/2035 0.07%
Federal National Mortgage Association, 3.00%, due 03/01/2047 0.07%
Citigroup, Inc., 5.95%, due 01/30/2023 0.07%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.07%
Centene Corp., 3.37%, due 02/15/2030 0.07%
Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 0.07%
Dollar General Corp., 3.50%, due 04/03/2030 0.07%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.07%
Angel Oak Mortgage Trust LLC, Series 2020-3, Class A2, 2.41%, due 04/25/2065 0.07%
Hasbro, Inc., 3.55%, due 11/19/2026 0.07%
AbbVie, Inc., 2.60%, due 11/21/2024 0.06%
PepsiCo, Inc., 2.25%, due 03/19/2025 0.06%
United Parcel Service, Inc., 3.90%, due 04/01/2025 0.06%
BNP Paribas SA, 4.70%, due 01/10/2025 0.06%
Boeing Co., 5.80%, due 05/01/2050 0.06%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.06%
Santander Consumer Auto Receivables Trust, Series 2020-AA, Class A, 1.37%, due 10/15/2024 0.06%
Leidos, Inc., 3.62%, due 05/15/2025 0.06%
MSCI, Inc., 3.62%, due 09/01/2030 0.06%
Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2050 0.06%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.06%
Verisk Analytics, Inc., 3.62%, due 05/15/2050 0.06%
CVS Health Corp., 4.30%, due 03/25/2028 0.06%
AEP Transmission Co. LLC, 3.65%, due 04/01/2050 0.06%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.06%
Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 0.06%
General Electric Co., 5.00%, due 01/21/2021 0.06%
GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.37%, due 05/12/2053 0.06%
Federal National Mortgage Association Connecticut Avenue Securities, Series 2015-C03, Class 1M2, 5.18%, due 07/25/2025 0.06%
Diageo Capital PLC, 1.37%, due 09/29/2025 0.06%
Raymond James Financial, Inc., 4.95%, due 07/15/2046 0.06%
Crown Castle International Corp., 4.30%, due 02/15/2029 0.06%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.06%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.06%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.06%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.06%
Thermo Fisher Scientific, Inc., 4.13%, due 03/25/2025 0.06%
Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.85%, due 12/05/2049 0.06%
Brown & Brown, Inc., 4.50%, due 03/15/2029 0.06%
AbbVie, Inc., 3.25%, due 10/01/2022 0.06%
Otis Worldwide Corp., 2.05%, due 04/05/2025 0.06%
Diageo Capital PLC, 2.00%, due 04/29/2030 0.06%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.06%
Vulcan Materials Co., 3.50%, due 06/01/2030 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.06%
Angel Oak Mortgage Trust, Series 2019-6, Class A1, 2.62%, due 11/25/2059 0.06%
General Electric Co., Series MTN, 6.75%, due 03/15/2032 0.06%
GS Mortgage Securities Trust, Series 2018-GS9, Class A4, 3.99%, due 03/10/2051 0.06%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.06%
Ecolab, Inc., 4.80%, due 03/24/2030 0.05%
Morgan Stanley Capital I Trust, Series 2016-UB11, Class A4, 2.78%, due 08/15/2049 0.05%
J.M. Smucker Co., 2.37%, due 03/15/2030 0.05%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.05%
CVS Health Corp., 4.12%, due 04/01/2040 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%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.05%
Northrop Grumman Corp., 5.25%, due 05/01/2050 0.05%
Analog Devices, Inc., 2.95%, due 04/01/2025 0.05%
Government National Mortgage Association, 5.00%, due 06/20/2048 0.05%
NextEra Energy Capital Holdings, Inc., 2.75%, due 05/01/2025 0.05%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.05%
Federal National Mortgage Association Connecticut Avenue Securities, Series 2017-C01, Class 1M2, 3.73%, due 07/25/2029 0.05%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.05%
PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 0.05%
Morgan Stanley Capital I Trust, Series 2018-H3, Class A5, 4.17%, due 07/15/2051 0.05%
CarMax Auto Owner Trust, Series 2017-3, Class C, 2.72%, due 05/15/2023 0.05%
Federal National Mortgage Association, 4.00%, due 12/01/2047 0.05%
PayPal Holdings, Inc., 2.30%, due 06/01/2030 0.05%
Hasbro, Inc., 3.00%, due 11/19/2024 0.05%
Federal National Mortgage Association, 2.50%, due 11/01/2034 0.05%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.05%
PRPM LLC, Series 2019-2A, Class A1, 3.96%, due 04/25/2024 0.05%
Boeing Co., 5.93%, due 05/01/2060 0.05%
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2, 2.28%, due 06/25/2039 0.05%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.05%
Angel Oak Mortgage Trust, Series 2019-5, Class A1, 2.59%, due 10/25/2049 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.05%
AT&T, Inc., 4.85%, due 03/01/2039 0.05%
Lowe's Cos., Inc., 5.00%, due 04/15/2040 0.05%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.05%
Equinix, Inc., 2.15%, due 07/15/2030 0.05%
Keurig Dr. Pepper, Inc., 3.80%, due 05/01/2050 0.05%
Equinix, Inc., 2.62%, due 11/18/2024 0.05%
Crown Castle International Corp., 3.65%, due 09/01/2027 0.05%
CVS Health Corp., 5.05%, due 03/25/2048 0.05%
PayPal Holdings, Inc., 2.40%, due 10/01/2024 0.05%
Bristol-Myers Squibb Co., 3.40%, due 07/26/2029 0.05%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.05%
WFRBS Commercial Mortgage Trust, Series 2014-C25, Class A5, 3.63%, due 11/15/2047 0.05%
GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/2053 0.05%
Benchmark Mortgage Trust, Series 2020-B16, Class A5, 2.73%, due 02/15/2053 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.05%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.05%
Diageo Capital PLC, 2.12%, due 04/29/2032 0.05%
CHT Mortgage Trust, Series 2017-CSMO, Class A, 1.11%, due 11/15/2036 0.05%
Verizon Communications, Inc., 3.00%, due 03/22/2027 0.05%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.05%
BAE Systems PLC, 3.40%, due 04/15/2030 0.05%
BNP Paribas SA, 2.81%, due 11/19/2025 0.05%
HCA, Inc., 5.37%, due 02/01/2025 0.04%
Citigroup, Inc., 5.95%, due 05/15/2025 0.04%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 0.04%
DH Europe Finance II SARL, 2.20%, due 11/15/2024 0.04%
Morgan Stanley Capital I Trust, Series 2015-UBS8, Class A4, 3.80%, due 12/15/2048 0.04%
BX Trust, Series 2019-OC11, Class B, 3.60%, due 12/09/2041 0.04%
United Parcel Service, Inc., 5.20%, due 04/01/2040 0.04%
Raymond James Financial, Inc., 4.65%, due 04/01/2030 0.04%
AT&T, Inc., 4.75%, due 05/15/2046 0.04%
Verisk Analytics, Inc., 5.50%, due 06/15/2045 0.04%
PayPal Holdings, Inc., 1.65%, due 06/01/2025 0.04%
First Republic Bank, 4.62%, due 02/13/2047 0.04%
HCA, Inc., 5.87%, due 02/01/2029 0.04%
COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 0.04%
BANK, Series 2019-BN20, Class A3, 3.01%, due 09/15/2062 0.04%
Bank of America Corp., 6.10%, due 03/17/2025 0.04%
Government National Mortgage Association, 3.00%, TBA 0.04%
BX Trust, Series 2019-OC11, Class C, 3.85%, due 12/09/2041 0.04%
Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, due 06/15/2049 0.04%
JPMorgan Mortgage Trust, Series 2019-7, Class A11, 1.08%, due 02/25/2050 0.04%
Federal National Mortgage Association, 3.50%, due 12/01/2043 0.04%
Equinix, Inc., 2.90%, due 11/18/2026 0.04%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.04%
Comcast Corp., 4.60%, due 10/15/2038 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2047 0.04%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.04%
COLT Mortgage Loan Trust, Series 2020-3, Class A1, 1.50%, due 04/27/2065 0.04%
AT&T, Inc., 3.60%, due 07/15/2025 0.04%
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.04%
Cargill, Inc., 2.12%, due 04/23/2030 0.04%
Boeing Co., 4.87%, due 05/01/2025 0.04%
Starwood Mortgage Residential Trust, Series 2020-2, Class A1, 2.71%, due 04/25/2060 0.04%
Mars, Inc., 2.70%, due 04/01/2025 0.04%
Federal National Mortgage Association Connecticut Avenue Securities, Series 2016-C04, Class 1M2, 4.43%, due 01/25/2029 0.04%
Northrop Grumman Corp., 5.15%, due 05/01/2040 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
Cigna Corp., 2.40%, due 03/15/2030 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.04%
DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 0.04%
PRPM LLC, Series 2019-3A, Class A1, 3.35%, due 07/25/2024 0.04%
Santander Drive Auto Receivables Trust, Series 2020-1, Class A2A, 2.07%, due 01/17/2023 0.04%
Pacific Gas & Electric Co., 2.10%, due 08/01/2027 0.04%
JPMorgan Mortgage Trust, Series 2020-4, Class A11, 1.44%, due 11/25/2050 0.04%
BBCMS Mortgage Trust, Series 2017-DELC, Class A, 1.03%, due 08/15/2036 0.04%
Fox Corp., 4.03%, due 01/25/2024 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
Federal Home Loan Mortgage Corp., 1.00%, due 06/25/2050 0.04%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.04%
Sequoia Mortgage Trust, Series 2013-5, Class A1, 2.50%, due 05/25/2043 0.04%
Federal National Mortgage Association, 3.50%, due 07/01/2049 0.04%
Elanco Animal Health, Inc., 5.02%, due 08/28/2023 0.04%
General Electric Co., 3.45%, due 05/01/2027 0.03%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.03%
Procter & Gamble Co., 3.55%, due 03/25/2040 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-R02, Class 1M2, 2.48%, due 08/25/2031 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 0.03%
Credit Agricole SA, 1.90%, due 06/16/2026 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.03%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A2, 2.62%, due 01/28/2050 0.03%
ONEOK, Inc., 5.85%, due 01/15/2026 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.03%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.03%
Energy Transfer Operating, LP, 5.50%, due 06/01/2027 0.03%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2031 0.03%
McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 0.03%
Black Hills Corp., 2.50%, due 06/15/2030 0.03%
Comcast Corp., 3.75%, due 04/01/2040 0.03%
Uniform Mortgage-Backed Security, 4.00%, TBA 0.03%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.03%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.03%
Verizon Communications, Inc., 4.00%, due 03/22/2050 0.03%
Campbell Soup Co., 3.95%, due 03/15/2025 0.03%
Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M1, 0.98%, due 01/25/2040 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, Series 2015-C04, Class 1M2, 5.88%, due 04/25/2028 0.03%
General Motors Co., 4.20%, due 10/01/2027 0.03%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.03%
DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 0.03%
Federal National Mortgage Association, 3.50%, due 04/01/2043 0.03%
McDonald's Corp., Series MTN, 3.30%, due 07/01/2025 0.03%
Sequoia Mortgage Trust, Series 2019-CH2, Class A1, 4.50%, due 08/25/2049 0.03%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.03%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.03%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.03%
United Auto Credit Securitization Trust, Series 2019-1, Class C, 3.16%, due 08/12/2024 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, 2.53%, due 01/25/2031 0.03%
Comcast Corp., 3.15%, due 03/01/2026 0.03%
Federal National Mortgage Association, 4.50%, due 08/01/2048 0.03%
JPMorgan Mortgage Trust, Series 2020-3, Class A11, 2.16%, due 08/25/2050 0.03%
Mars, Inc., 4.20%, due 04/01/2059 0.03%
Morgan Stanley Capital I Trust, Series 2019-H6, Class A4, 3.41%, due 06/15/2052 0.03%
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.03%
Drive Auto Receivables Trust, Series 2019-2, Class A3, 3.04%, due 03/15/2023 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.03%
Procter & Gamble Co., 3.60%, due 03/25/2050 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2032 0.03%
AT&T, Inc., 5.25%, due 03/01/2037 0.03%
JPMorgan Mortgage Trust, Series 2019-LTV2, Class A11, 1.08%, due 12/25/2049 0.03%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.03%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.03%
T-Mobile USA, Inc., 2.55%, due 02/15/2031 0.03%
Comcast Corp., 3.10%, due 04/01/2025 0.03%
Pfizer, Inc., 2.62%, due 04/01/2030 0.03%
Mondelez International, Inc., 2.12%, due 04/13/2023 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.03%
Towd Point HE Trust, Series 2019-HE1, Class A1, 1.08%, due 04/25/2048 0.03%
Cigna Corp., 3.40%, due 03/15/2050 0.03%
HCA, Inc., 5.62%, due 09/01/2028 0.03%
CVS Health Corp., 4.25%, due 04/01/2050 0.03%
Global Payments, Inc., 3.20%, due 08/15/2029 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 0.03%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.03%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2046 0.03%
Cargill, Inc., 1.37%, due 07/23/2023 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.03%
Boston Scientific Corp., 4.00%, due 03/01/2029 0.03%
J.M. Smucker Co., 3.55%, due 03/15/2050 0.03%
PRPM LLC, Series 2019-1A, Class A1, 4.50%, due 01/25/2024 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.03%
Wendy's Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 0.03%
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.03%
Takeda Pharmaceutical Co., Ltd., 3.02%, due 07/09/2040 0.03%
Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 0.03%
Procter & Gamble Co., 3.00%, due 03/25/2030 0.03%
Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 0.02%
Provident Funding Mortgage Trust, Series 2020-1, Class A5, 3.00%, due 02/25/2050 0.02%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.02%
DH Europe Finance II SARL, 2.60%, due 11/15/2029 0.02%
BANK, Series 2018-BN12, Class A4, 4.25%, due 05/15/2061 0.02%
Great Wolf Trust, Series 2019-WOLF, Class C, 1.81%, due 12/15/2036 0.02%
General Dynamics Corp., 4.25%, due 04/01/2050 0.02%
HCA, Inc., 5.87%, due 02/15/2026 0.02%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.02%
Sysco Corp., 2.50%, due 07/15/2021 0.02%
JPMorgan Mortgage Trust, Series 2019-INV1, Class A11, 1.13%, due 10/25/2049 0.02%
Federal National Mortgage Association, 4.50%, due 04/01/2048 0.02%
Raymond James Financial, Inc., 5.62%, due 04/01/2024 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.02%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.02%
T-Mobile USA, Inc., 1.50%, due 02/15/2026 0.02%
Sysco Corp., 2.40%, due 02/15/2030 0.02%
PayPal Holdings, Inc., 1.35%, due 06/01/2023 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 0.02%
Great Wolf Trust, Series 2019-WOLF, Class B, 1.51%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.02%
Westinghouse Air Brake Technologies Corp., 3.45%, due 11/15/2026 0.02%
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Government National Mortgage Association, 4.00%, due 12/15/2047 0.02%
Federal National Mortgage Association, 5.00%, due 05/01/2048 0.02%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.02%
T-Mobile USA, Inc., 2.05%, due 02/15/2028 0.02%
DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
Keurig Dr. Pepper, Inc., 3.20%, due 05/01/2030 0.02%
PRPM LLC, Series 2020-1A, Class A1, 2.98%, due 02/25/2025 0.02%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.02%
PepsiCo, Inc., 2.62%, due 03/19/2027 0.02%
Great Wolf Trust, Series 2019-WOLF, Class A, 1.21%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
Upjohn, Inc., 3.85%, due 06/22/2040 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.02%
ONEOK, Inc., 7.15%, due 01/15/2051 0.02%
U.S. Treasury Bond, 1.12%, due 05/15/2040 0.02%
Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.02%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.02%
Sequoia Mortgage Trust, Series 2020-2, Class A19, 3.50%, due 03/25/2050 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.02%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.02%
Lam Research Corp., 4.00%, due 03/15/2029 0.02%
Upjohn, Inc., 2.30%, due 06/22/2027 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.02%
BANK, Series 2019-BN24, Class A3, 2.96%, due 11/15/2062 0.02%
HCA, Inc., 5.37%, due 09/01/2026 0.02%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 0.02%
Intuit, Inc., 1.35%, due 07/15/2027 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2034 0.02%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
Citizens Financial Group, Inc., 4.35%, due 08/01/2025 0.02%
Cigna Corp., 3.20%, due 03/15/2040 0.02%
O'Reilly Automotive, Inc., 4.35%, due 06/01/2028 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.11%, due 07/25/2047 0.02%
Intuit, Inc., 0.95%, due 07/15/2025 0.02%
East Ohio Gas Co., 3.00%, due 06/15/2050 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.02%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1, 2.52%, due 01/28/2050 0.02%
Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, due 11/25/2048 0.02%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.02%
Federal National Mortgage Association Connecticut Avenue Securities, Series 2016-C03, Class 2M2, 6.08%, due 10/25/2028 0.02%
Upjohn, Inc., 1.65%, due 06/22/2025 0.02%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2033 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A2II, 3.08%, due 07/25/2047 0.02%
Leidos, Inc., 2.95%, due 05/15/2023 0.02%
BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Cigna Corp., 3.40%, due 09/17/2021 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.01%
GLP Capital, LP / GLP Financing II, Inc., 3.35%, due 09/01/2024 0.01%
Sequoia Mortgage Trust, Series 2019-3, Class A2, 3.50%, due 09/25/2049 0.01%
Mondelez International, Inc., 2.75%, due 04/13/2030 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2047 0.01%
USAA Capital Corp., 2.12%, due 05/01/2030 0.01%
DH Europe Finance II SARL, 3.40%, due 11/15/2049 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
BX Commercial Mortgage Trust, Series 2019-XL, Class B, 1.26%, due 10/15/2036 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.01%
MGM Resorts International, 7.75%, due 03/15/2022 0.01%
Federal National Mortgage Association, 2.50%, due 01/01/2050 0.01%
Federal National Mortgage Association, 3.50%, due 04/01/2044 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C, 3.85%, due 10/14/2025 0.01%
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.01%
Government National Mortgage Association, 4.50%, due 02/20/2048 0.01%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.01%
East Ohio Gas Co., 1.30%, due 06/15/2025 0.01%
Federal National Mortgage Association, 4.50%, due 09/01/2047 0.01%
Sequoia Mortgage Trust, Series 2013-7, Class A2, 3.00%, due 06/25/2043 0.01%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.01%
CVS Health Corp., 3.00%, due 08/15/2026 0.01%
East Ohio Gas Co., 2.00%, due 06/15/2030 0.01%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.01%
Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 1.08%, due 07/25/2049 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Boeing Co., 2.25%, due 06/15/2026 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2050 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2032 0.01%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association Connecticut Avenue Securities, 5.08%, due 11/25/2024 0.01%
Angel Oak Mortgage Trust I LLC, Series 2018-2, Class A1, 3.67%, due 07/27/2048 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.01%
IHS Markit, Ltd., 5.00%, due 11/01/2022 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%
Citigroup, Inc., 5.90%, due 02/15/2023 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 04/01/2040 0.01%
MSCI, Inc., 4.00%, due 11/15/2029 0.01%
General Motors Co., 5.40%, due 04/01/2048 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 National Mortgage Association, 4.50%, due 11/01/2042 0.01%
Federal Home Loan Mortgage Corp. REMIC, 0.93%, due 02/25/2050 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Energy Transfer Operating, LP, 4.95%, due 06/15/2028 0.01%
Government National Mortgage Association, 4.00%, due 08/15/2047 0.01%
Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 0.01%
Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 0.01%
GLP Capital, LP / GLP Financing II, Inc., 5.30%, due 01/15/2029 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%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.01%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.01%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 01/01/2050 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2043 0.01%
JPMorgan Mortgage Trust, Series 2019-5, Class A11, 1.08%, due 11/25/2049 0.01%
Sequoia Mortgage Trust, Series 2013-9, Class A1, 3.50%, due 07/25/2043 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.00%**
Centene Corp., 4.75%, due 05/15/2022 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2044 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
AbbVie, Inc., 2.80%, due 03/15/2023 0.00%**
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 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, 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 09/01/2047 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.00%**
Federal National Mortgage Association, 3.00%, due 11/01/2034 0.00%**
Federal National Mortgage Association, 3.00%, due 01/01/2046 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 National Mortgage Association, 4.50%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 08/01/2047 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 National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.00%**
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 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 Home Loan Mortgage Corp. REMIC, 0.95%, due 11/25/2049 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, 4.00%, due 07/01/2047 0.00%**
Federal National Mortgage Association Connecticut Avenue Securities, 1.13%, due 10/25/2029 0.00%**
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.00%**
T-Mobile US, Inc., Exercise Price $0.19, Expiration Date 07/27/2020 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2037 0.00%**
Net Other Assets (Liabilities) 0.58%

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.