Transamerica

07/31/2018*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 3.34%
Mastercard, Inc., Class A 2.39%
Alphabet, Inc., Class C 2.34%
U.S. Treasury Note, 2.37%, due 04/30/2020 2.23%
Boeing Co. 2.16%
US Bancorp 1.80%
Adobe Systems, Inc. 1.75%
Apple, Inc. 1.75%
LyondellBasell Industries NV, Class A 1.68%
Altria Group, Inc. 1.67%
Home Depot, Inc. 1.63%
U.S. Treasury Bond, 3.12%, due 05/15/2048 1.60%
U.S. Treasury Note, 2.50%, due 06/30/2020 1.57%
Costco Wholesale Corp. 1.45%
CME Group, Inc. 1.40%
McDonald's Corp. 1.38%
CSX Corp. 1.29%
U.S. Treasury Note, 2.50%, due 05/31/2020 1.29%
U.S. Treasury Bond, 2.75%, due 11/15/2047 1.29%
Merck & Co., Inc. 1.25%
Comcast Corp., Class A 1.22%
Intel Corp. 1.21%
Medtronic PLC 1.21%
U.S. Treasury Note, 2.25%, due 02/29/2020 1.18%
General Dynamics Corp. 1.10%
Accenture PLC, Class A 1.06%
NIKE, Inc., Class B 1.04%
TD Ameritrade Holding Corp. 1.04%
U.S. Treasury Note, 1.75%, due 11/30/2019 1.03%
Abbott Laboratories 1.01%
Sysco Corp. 0.98%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.92%
Honeywell International, Inc. 0.88%
Allergan PLC 0.88%
Eli Lilly & Co. 0.85%
CBRE Group, Inc., Class A 0.84%
Synchrony Financial 0.84%
Anadarko Petroleum Corp. 0.80%
General Motors Co. 0.78%
Lam Research Corp. 0.74%
Aetna, Inc. 0.72%
Bank of America Corp. 0.72%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.70%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.68%
Federal National Mortgage Association, 4.00%, TBA 0.67%
Suncor Energy, Inc. 0.66%
Blackstone Group, LP 0.61%
Estee Lauder Cos., Inc., Class A 0.60%
Kroger Co. 0.59%
United Parcel Service, Inc., Class B 0.57%
Booking Holdings, Inc. 0.56%
U.S. Treasury Note, 2.25%, due 03/31/2020 0.54%
Suncor Energy, Inc. 0.53%
Federal National Mortgage Association, 5.00%, TBA 0.52%
Bristol-Myers Squibb Co. 0.51%
Hasbro, Inc. 0.51%
American Express Co. 0.49%
Stanley Black & Decker, Inc. 0.48%
Progressive Corp. 0.48%
Deere & Co. 0.47%
Hershey Co. 0.47%
Crown Castle International Corp., REIT 0.45%
3M Co. 0.44%
Corning, Inc. 0.41%
U.S. Treasury Note, 2.75%, due 02/15/2028 0.39%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2048 0.37%
Delta Air Lines, Inc. 0.35%
Six Flags Entertainment Corp. 0.34%
Parker-Hannifin Corp. 0.33%
salesforce.com, Inc. 0.33%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.32%
Federal National Mortgage Association, 4.00%, due 06/01/2048 0.30%
Activision Blizzard, Inc. 0.30%
Hilton Worldwide Holdings, Inc. 0.30%
Bank of America Corp., Series MTN, 2.50%, due 10/21/2022 0.29%
U.S. Treasury Note, 2.62%, due 07/31/2020 0.29%
BBCMS Mortgage Trust, Series 2018-TALL, Class A, 2.79%, due 03/15/2037 0.29%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.29%
Norwegian Cruise Line Holdings, Ltd. 0.29%
Clorox Co. 0.29%
U.S. Treasury Note, 2.00%, due 01/31/2020 0.28%
CitiBank NA, 2.66%, due 05/01/2020 0.27%
Madison Square Garden Co., Class A 0.27%
Goldman Sachs Capital I, 6.34%, due 02/15/2034 0.27%
Outfront Media, Inc., REIT 0.25%
MGM Growth Properties LLC, Class A, REIT 0.24%
Automatic Data Processing, Inc. 0.24%
AbbVie, Inc. 0.24%
American Express Credit Corp., 2.12%, due 03/18/2019 0.23%
PPL WEM, Ltd. / Western Power Distribution, Ltd., 5.37%, due 05/01/2021 0.23%
U.S. Treasury Note, 1.50%, due 10/31/2019 0.22%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2046 0.22%
Goldman Sachs Group, Inc. 0.22%
Morgan Stanley 0.22%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.22%
Federal National Mortgage Association, 5.00%, TBA 0.21%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.21%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.20%
Trimble, Inc., 4.90%, due 06/15/2028 0.20%
WM Wrigley Jr. Co., 2.40%, due 10/21/2018 0.20%
BellSouth LLC, 4.33%, due 04/26/2021 0.20%
Royal Bank of Canada, Series MTN, 2.72%, due 04/30/2021 0.19%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.19%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2046 0.19%
JPMorgan Chase Bank NA, 2.67%, due 04/26/2021 0.18%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.18%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.18%
Federal National Mortgage Association Connecticut Avenue Securities, 5.06%, due 07/25/2024 0.18%
JPMorgan Chase Bank NA, 3.08%, due 04/26/2021 0.17%
U.S. Treasury Note, 2.25%, due 08/15/2027 0.17%
HD Supply, Inc., 5.75%, due 04/15/2024 0.17%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.17%
Verisk Analytics, Inc., 5.80%, due 05/01/2021 0.17%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.16%
U.S. Treasury Note, 1.87%, due 12/31/2019 0.16%
Kennedy-Wilson, Inc., 5.87%, due 04/01/2024 0.16%
CVS Health Corp., 4.30%, due 03/25/2028 0.16%
Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 0.16%
Continental Resources, Inc., 5.00%, due 09/15/2022 0.16%
HSBC Holdings PLC, 2.92%, due 05/18/2021 0.15%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2048 0.15%
Applebee's Funding LLC / IHOP Funding LLC, Series 2014-1, Class A2, 4.27%, due 09/05/2044 0.15%
Alexandria Real Estate Equities, Inc., 4.60%, due 04/01/2022 0.15%
Voya CLO, Ltd., Series 2018-1A, Class A1, 3.29%, due 04/19/2031 0.15%
Reckson Operating Partnership, LP, 7.75%, due 03/15/2020 0.15%
Carlyle US CLO, Ltd., Series 2018-1A, Class A1, 3.07%, due 04/20/2031 0.15%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.14%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.14%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 6.56%, due 02/25/2024 0.14%
Octagon Investment Partners 36, Ltd., Series 2018-1A, Class A1, 3.30%, due 04/15/2031 0.14%
Magnetite VIII, Ltd., Series 2014-8A, Class AR2, 3.31%, due 04/15/2031 0.13%
LCM XVIII, LP, Series 18A, Class A1R, 3.36%, due 04/20/2031 0.13%
Total System Services, Inc., 4.80%, due 04/01/2026 0.13%
WinWater Mortgage Loan Trust, Series 2015-5, Class A5, 3.50%, due 08/20/2045 0.13%
Trimble, Inc., 4.75%, due 12/01/2024 0.13%
AmeriCredit Automobile Receivables Trust, Series 2015-3, Class D, 3.34%, due 08/08/2021 0.13%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.13%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.13%
Voya CLO, Ltd., Series 2018-2A, Class A1, 3.37%, due 07/15/2031 0.12%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.12%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.12%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.12%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.12%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 0.12%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.12%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2047 0.12%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.12%
Federal National Mortgage Association, 3.00%, due 02/01/2057 0.12%
U.S. Treasury Bond, 3.00%, due 05/15/2047 0.12%
Unitymedia GmbH, 6.12%, due 01/15/2025 0.11%
CVS Health Corp., 4.10%, due 03/25/2025 0.11%
Station Place Securitization Trust, Series 2017-LD1, Class A, 2.86%, due 11/25/2050 0.11%
Carlyle Global Market Strategies CLO, Ltd., Series 2014-2RA, Class A1, 3.03%, due 05/15/2031 0.11%
Federal National Mortgage Association, 3.50%, due 10/01/2047 0.11%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.11%
MGM Resorts International, 6.75%, due 10/01/2020 0.11%
Federal National Mortgage Association, 3.00%, due 05/25/2048 0.11%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.11%
Centene Corp., 5.37%, due 06/01/2026 0.11%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.11%
JPMorgan Chase & Co., Series MTN, 2.29%, due 08/15/2021 0.11%
Verisk Analytics, Inc., 5.50%, due 06/15/2045 0.10%
Continental Resources, Inc., 4.50%, due 04/15/2023 0.10%
Bain Capital Credit CLO, Series 2018-1A, Class A1, 3.32%, due 04/23/2031 0.10%
Gentiva Health Services, Inc., 1st Lien Term Loan, TBD, due 07/02/2025 0.10%
Dryden Senior Loan Fund, Series 2018-64A, Class A, 3.18%, due 04/18/2031 0.10%
Cheniere Corpus Christi Holdings LLC, 5.12%, due 06/30/2027 0.10%
Freeport-McMoRan, Inc., 3.55%, due 03/01/2022 0.10%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.10%
Charles Schwab Corp., 2.64%, due 05/21/2021 0.10%
First Data Corp., 7.00%, due 12/01/2023 0.10%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.10%
CSC Holdings LLC, 5.37%, due 02/01/2028 0.10%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 5.66%, due 04/25/2024 0.10%
E*TRADE Financial Corp., 3.80%, due 08/24/2027 0.10%
EQT Midstream Partners, LP, 5.50%, due 07/15/2028 0.10%
Sequoia Mortgage Trust, Series 2018-CH2, Class A12, 4.00%, due 06/25/2048 0.10%
AT&T, Inc., 4.10%, due 02/15/2028 0.09%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.09%
Northrop Grumman Corp., 2.55%, due 10/15/2022 0.09%
Government National Mortgage Association, 3.00%, due 02/20/2048 0.09%
Teva Pharmaceutical Finance Netherlands III BV, 3.15%, due 10/01/2026 0.09%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.09%
E*TRADE Financial Corp., 2.95%, due 08/24/2022 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2047 0.09%
CIFC Funding, Ltd., Series 2018-2A, Class A1, 3.09%, due 04/20/2031 0.09%
Teck Resources, Ltd., 8.50%, due 06/01/2024 0.09%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.09%
Verisk Analytics, Inc., 4.87%, due 01/15/2019 0.09%
Raymond James Financial, Inc., 4.95%, due 07/15/2046 0.09%
Vulcan Materials Co., 4.50%, due 04/01/2025 0.08%
Georgia-Pacific LLC, 3.60%, due 03/01/2025 0.08%
Federal Home Loan Mortgage Corp., 4.00%, due 08/01/2047 0.08%
Crown Castle Towers LLC, 4.24%, due 07/15/2048 0.08%
IHS Markit, Ltd., 4.75%, due 02/15/2025 0.08%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.08%
First Republic Bank, 4.62%, due 02/13/2047 0.08%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.08%
BHMS, Series 2018-ATLS, Class A, 3.32%, due 07/15/2035 0.08%
Teva Pharmaceutical Finance Netherlands III BV, 6.00%, due 04/15/2024 0.08%
Bean Creek CLO, Ltd., Series 2015-1A, Class AR, 3.36%, due 04/20/2031 0.08%
EnLink Midstream Partners, LP, 4.85%, due 07/15/2026 0.08%
BBCMS Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.07%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.07%
General Motors Financial Co., Inc., 3.55%, due 04/09/2021 0.07%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.25%, due 03/15/2021 0.07%
Sounds Point CLO IV-R, Ltd., Series 2013-3RA, Class A, 3.65%, due 04/18/2031 0.07%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.07%
Magnetite XV, Ltd., Series 2015-15A, Class AR, 3.34%, due 07/25/2031 0.07%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.07%
Sempra Energy, 2.83%, due 01/15/2021 0.07%
Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR, 3.30%, due 04/15/2031 0.07%
Alexandria Real Estate Equities, Inc., 2.75%, due 01/15/2020 0.07%
Southern Co., 2.95%, due 07/01/2023 0.07%
HCA, Inc., 5.00%, due 03/15/2024 0.07%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.07%
DR Horton, Inc., 3.75%, due 03/01/2019 0.07%
Energy Transfer Partners, LP / Regency Energy Finance Corp., 5.87%, due 03/01/2022 0.07%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.07%
Enbridge Energy Partners, LP, 5.87%, due 10/15/2025 0.07%
JPMorgan Chase & Co., 4.12%, due 12/15/2026 0.07%
Caesars Palace Las Vegas Trust, Series 2017-VICI, Class E, 4.35%, due 10/15/2034 0.07%
NuStar Logistics, LP, 5.62%, due 04/28/2027 0.06%
WellCare Health Plans, Inc., 5.25%, due 04/01/2025 0.06%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.06%
TD Ameritrade Holding Corp., 3.62%, due 04/01/2025 0.06%
Steel Dynamics, Inc., 4.12%, due 09/15/2025 0.06%
CF Industries, Inc., 5.37%, due 03/15/2044 0.06%
Gentiva Health Services, Inc., 1st Lien Delayed Draw Term Loan, TBD, due 07/02/2025 0.06%
Federal National Mortgage Association, 4.00%, due 12/01/2047 0.06%
Centene Corp., 6.12%, due 02/15/2024 0.06%
Charles Schwab Corp., 3.00%, due 03/10/2025 0.06%
Total System Services, Inc., 3.80%, due 04/01/2021 0.06%
Crown Castle International Corp., 3.20%, due 09/01/2024 0.06%
Ball Corp., 4.37%, due 12/15/2020 0.06%
Owens Corning, 4.20%, due 12/01/2024 0.06%
Centene Corp., 4.75%, due 01/15/2025 0.06%
Unitymedia Hessen GMBH & Co. KG / Unitymedia NRW GMBH, 5.00%, due 01/15/2025 0.06%
CVS Health Corp., 5.05%, due 03/25/2048 0.06%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.06%
BAMLL Commercial Mortgage Securities Trust, Series 2013-WBRK, Class A, 3.53%, due 03/10/2037 0.06%
Citigroup, Inc., 3.20%, due 10/21/2026 0.06%
Warner Media LLC, 3.60%, due 07/15/2025 0.06%
Energy Transfer Partners, LP, 6.00%, due 06/15/2048 0.06%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.06%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.06%
Morgan Stanley, 3.95%, due 04/23/2027 0.06%
AT&T, Inc., 5.15%, due 11/15/2046 0.06%
SVB Financial Group, 5.37%, due 09/15/2020 0.06%
Flatiron CLO 18, Ltd., Series 2018-1A, Class A, 3.41%, due 04/17/2031 0.06%
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.05%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.05%
Atrium IX, Series 9A, Class AR, 3.55%, due 05/28/2030 0.05%
Federal National Mortgage Association, 4.00%, due 06/01/2048 0.05%
Carlyle Global Market Strategies CLO, Ltd., Series 2016-1A, Class A2R, 3.79%, due 04/20/2027 0.05%
Caesars Palace Las Vegas Trust, Series 2017-VICI, Class D, 4.35%, due 10/15/2034 0.05%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.05%
Sabine Pass Liquefaction LLC, 5.00%, due 03/15/2027 0.05%
Energy Transfer Equity, LP, 4.25%, due 03/15/2023 0.05%
CIFC Funding, Ltd., Series 2018-1A, Class A, 3.15%, due 04/18/2031 0.05%
Martin Marietta Materials, Inc., 4.25%, due 07/02/2024 0.05%
UBM PLC, 5.75%, due 11/03/2020 0.05%
CVS Health Corp., 4.75%, due 12/01/2022 0.05%
Energy Transfer Equity, LP, 5.87%, due 01/15/2024 0.05%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.05%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class A, 3.47%, due 05/17/2027 0.05%
Sequoia Mortgage Trust, Series 2018-CH3, Class A11, 4.00%, due 08/25/2048 0.05%
Energy Transfer Partners, LP, 4.95%, due 06/15/2028 0.05%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.05%
Carlyle Global Market Strategies CLO, Ltd., Series 2016-2A, Class A2R, Zero Coupon, due 07/15/2027 0.05%
Caesars Palace Las Vegas Trust, Series 2017-VICI, Class C, 4.13%, due 10/15/2034 0.05%
Verizon Owner Trust, Series 2016-2A, Class C, 2.36%, due 05/20/2021 0.05%
Aetna, Inc., 2.80%, due 06/15/2023 0.05%
Kinder Morgan Energy Partners, LP, 5.00%, due 10/01/2021 0.05%
Crown Castle Towers LLC, 3.72%, due 07/15/2043 0.05%
Wyndham Destinations, Inc., 4.15%, due 04/01/2024 0.05%
Becton Dickinson and Co., 2.89%, due 06/06/2022 0.05%
Teva Pharmaceutical Finance Netherlands III BV, 2.80%, due 07/21/2023 0.05%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.05%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.05%
MGM Resorts International, 6.62%, due 12/15/2021 0.05%
Santander Drive Auto Receivables Trust, Series 2015-4, Class D, 3.53%, due 08/16/2021 0.04%
CIFC Funding, Ltd., Series 2013-4A, Class A1RR, 3.14%, due 04/27/2031 0.04%
Amazon.com, Inc., 2.80%, due 08/22/2024 0.04%
CSMLT Trust, Series 2015-2, Class A6, 3.50%, due 08/25/2045 0.04%
Raymond James Financial, Inc., 3.62%, due 09/15/2026 0.04%
Raymond James Financial, Inc., 5.62%, due 04/01/2024 0.04%
Dryden 55 CLO, Ltd., Series 2018-55A, Class A1, 3.06%, due 04/15/2031 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.04%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.04%
Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 0.04%
AmeriCredit Automobile Receivables Trust, Series 2016-1, Class D, 3.59%, due 02/08/2022 0.04%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.04%
Teck Resources, Ltd., 4.75%, due 01/15/2022 0.04%
Federal National Mortgage Association, 3.50%, TBA 0.04%
Microchip Technology, Inc., 3.92%, due 06/01/2021 0.04%
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc., 5.62%, due 05/01/2024 0.04%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.04%
Rockwell Collins, Inc., 3.20%, due 03/15/2024 0.04%
Federal National Mortgage Association Connecticut Avenue Securities, 4.66%, due 05/25/2024 0.04%
Duke Energy Corp., 2.40%, due 08/15/2022 0.04%
CF Industries, Inc., 4.50%, due 12/01/2026 0.04%
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.04%
Freeport-McMoRan, Inc., 4.55%, due 11/14/2024 0.04%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.04%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.04%
Citigroup, Inc., 4.60%, due 03/09/2026 0.04%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.04%
E*TRADE Financial Corp., 4.50%, due 06/20/2028 0.04%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.04%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.04%
Syngenta Finance NV, 3.69%, due 04/24/2020 0.04%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2048 0.04%
Freeport-McMoRan, Inc., 5.45%, due 03/15/2043 0.04%
Toll Brothers Finance Corp., 5.87%, due 02/15/2022 0.04%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.04%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.12%, due 01/15/2025 0.04%
Citizens Bank NA, 2.65%, due 05/26/2022 0.04%
Duke Energy Corp., 1.80%, due 09/01/2021 0.04%
Exeter Automobile Receivables Trust, Series 2018-2A, Class C, 3.69%, due 03/15/2023 0.04%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.04%
Syngenta Finance NV, 3.93%, due 04/23/2021 0.03%
Flagship Credit Auto Trust, Series 2016-3, Class C, 2.72%, due 07/15/2022 0.03%
Energy Transfer Equity, LP, 5.50%, due 06/01/2027 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.03%
Towd Point Mortgage Trust, Series 2018-3, Class A1, 3.75%, due 05/25/2058 0.03%
Wachovia Bank Commercial Mortgage Trust, Series 2007-C30, Class AJ, 5.41%, due 12/15/2043 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%
UnitedHealth Group, Inc., 2.37%, due 10/15/2022 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.03%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.03%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.03%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2010-C2, Class E, 5.64%, due 11/15/2043 0.03%
Ally Financial, Inc., 8.00%, due 12/31/2018 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.03%
Federal National Mortgage Association, 4.50%, due 04/01/2048 0.03%
LCM XIV, LP, Series 14A, Class AR, 3.43%, due 07/20/2031 0.03%
SL Green Realty Corp., 5.00%, due 08/15/2018 0.03%
Williams Partners, LP, 3.60%, due 03/15/2022 0.03%
Williams Cos., Inc., 3.70%, due 01/15/2023 0.03%
Starwood Retail Property Trust, Series 2014-STAR, Class D, 5.32%, due 11/15/2027 0.03%
Steel Dynamics, Inc., 5.00%, due 12/15/2026 0.03%
Charles Schwab Corp., 3.25%, due 05/21/2021 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.03%
PFS Financing Corp., Series 2017-D, Class A, 2.40%, due 10/17/2022 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.03%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.62%, due 01/15/2024 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.03%
Federal National Mortgage Association, 4.50%, due 12/01/2046 0.03%
Masonite International Corp., 5.62%, due 03/15/2023 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.03%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.03%
Teck Resources, Ltd., 4.50%, due 01/15/2021 0.03%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.03%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.03%
Sherwin-Williams Co., 2.75%, due 06/01/2022 0.03%
Toll Brothers Finance Corp., 4.00%, due 12/31/2018 0.03%
Freeport-McMoRan, Inc., 3.10%, due 03/15/2020 0.03%
Evergreen Credit Card Trust, Series 2018-1, Class A, 2.95%, due 03/15/2023 0.03%
AT&T, Inc., 5.25%, due 03/01/2037 0.03%
Wyndham Destinations, Inc., 4.50%, due 04/01/2027 0.03%
Federal National Mortgage Association, 4.50%, due 11/01/2047 0.03%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.03%
Sysco Corp., 2.50%, due 07/15/2021 0.03%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class C, 4.16%, due 09/15/2027 0.03%
Voya CLO, Ltd., Series 2015-2A, Class BR, 3.84%, due 07/23/2027 0.03%
EnLink Midstream Partners, LP, 4.15%, due 06/01/2025 0.03%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.03%
General Dynamics Corp., 2.73%, due 05/11/2021 0.03%
General Dynamics Corp., 2.64%, due 05/11/2020 0.03%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.03%
BAMLL Commercial Mortgage Securities Trust, Series 2014-FL1, Class E, 4.05%, due 12/15/2031 0.03%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.02%
Wyndham Destinations, Inc., 5.10%, due 10/01/2025 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2046 0.02%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-UES, Class E, 3.62%, due 09/05/2032 0.02%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.02%
Angel Oak Mortgage Trust LLC, Series 2018-AOMT, Class A1, 3.67%, due 07/27/2048 0.02%
OSCAR US Funding Trust V, Series 2016-2A, Class A4, 2.99%, due 12/15/2023 0.02%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.02%
Station Place Securitization Trust, Series 2017-LD1, Class B, 3.06%, due 11/25/2050 0.02%
Federal National Mortgage Association, 4.50%, due 09/01/2047 0.02%
Westlake Automobile Receivables Trust, Series 2018-2A, Class C, 3.50%, due 01/16/2024 0.02%
AmeriCredit Automobile Receivables Trust, Series 2015-2, Class D, 3.00%, due 06/08/2021 0.02%
Anglo American Capital PLC, 4.12%, due 09/27/2022 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Owens Corning, 3.40%, due 08/15/2026 0.02%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.02%
Santander Drive Auto Receivables Trust, Series 2015-1, Class D, 3.24%, due 04/15/2021 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Syngenta Finance NV, 4.44%, due 04/24/2023 0.02%
Syngenta Finance NV, 4.89%, due 04/24/2025 0.02%
Federal National Mortgage Association, 3.50%, due 03/01/2048 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%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 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%
Arconic, Inc., 5.87%, due 02/23/2022 0.02%
Federal National Mortgage Association, 3.50%, due 04/01/2044 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Citizens Financial Group, Inc., 4.35%, due 08/01/2025 0.02%
Federal National Mortgage Association, 3.50%, due 09/01/2047 0.02%
Motiva Enterprises LLC, 5.75%, due 01/15/2020 0.02%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.02%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.02%
MGM Resorts International, 7.75%, due 03/15/2022 0.02%
Senior Housing Properties Trust, 6.75%, due 04/15/2020 0.02%
OSCAR US Funding Trust V, Series 2016-2A, Class A3, 2.73%, due 12/15/2020 0.02%
Teck Resources, Ltd., 6.25%, due 07/15/2041 0.02%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C, 3.85%, due 10/14/2025 0.02%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.02%
Kinder Morgan, Inc., 5.20%, due 03/01/2048 0.02%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 0.02%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-WIKI, Class D, 4.00%, due 10/05/2031 0.01%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.01%
Westlake Automobile Receivables Trust, Series 2018-2A, Class B, 3.20%, due 01/16/2024 0.01%
NRG Energy, Inc., 2016 Term Loan B, Term Loan B, TBD, due 06/30/2023 0.01%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 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%
NextEra Energy Operating Partners, LP, 4.25%, due 09/15/2024 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.01%
Government National Mortgage Association, 4.00%, due 08/15/2047 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2042 0.01%
Wachovia Bank Commercial Mortgage Trust, Series 2007-C34, Class AJ, 6.15%, due 05/15/2046 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
BAMLL Commercial Mortgage Securities Trust, Series 2014-FL1, Class D, 5.06%, due 12/15/2031 0.01%
Toll Brothers Finance Corp., 4.37%, due 04/15/2023 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
IHS Markit, Ltd., 5.00%, due 11/01/2022 0.01%
Senior Housing Properties Trust, 6.75%, due 12/15/2021 0.01%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-WIKI, Class C, 3.55%, due 10/05/2031 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 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, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.01%
EQT Midstream Partners, LP, 4.75%, due 07/15/2023 0.01%
Teva Pharmaceutical Finance Co., BV, 2.95%, due 12/18/2022 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.50%, due 12/15/2026 0.01%
Drive Auto Receivables Trust, Series 2017-1, Class D, 3.84%, due 03/15/2023 0.01%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.01%
MGM Resorts International, 6.00%, due 03/15/2023 0.01%
Government National Mortgage Association, 4.50%, due 10/20/2041 0.01%
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
EQT Midstream Partners, LP, 4.00%, due 08/01/2024 0.01%
Westlake Automobile Receivables Trust, Series 2018-1A, Class D, 3.41%, due 05/15/2023 0.01%
Westlake Automobile Receivables Trust, Series 2018-1A, Class C, 2.92%, due 05/15/2023 0.01%
Centene Corp., 4.75%, due 05/15/2022 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.01%
Government National Mortgage Association, 4.00%, due 08/20/2047 0.01%
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 01/01/2046 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.00%**
Towd Point Mortgage Trust, Series 2015-3, Class A1A, 3.50%, due 03/25/2054 0.00%**
Federal National Mortgage Association, 4.50%, due 06/01/2047 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%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 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, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2037 0.00%**
Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25%, due 03/25/2058 0.00%**
Net Other Assets (Liabilities) 0.26%

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.