Transamerica

08/31/2020*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 4.95%
Apple, Inc. 3.59%
Amazon.com, Inc. 3.28%
Mastercard, Inc., Class A 2.49%
Alphabet, Inc., Class C 2.43%
Adobe, Inc. 2.04%
UnitedHealth Group, Inc. 2.00%
Home Depot, Inc. 1.95%
Merck & Co., Inc. 1.46%
McDonald's Corp. 1.41%
Accenture PLC, Class A 1.32%
U.S. Treasury Bond, 1.25%, due 05/15/2050 1.27%
Comcast Corp., Class A 1.27%
Progressive Corp. 1.22%
Abbott Laboratories 1.19%
Costco Wholesale Corp. 1.13%
Lam Research Corp. 1.12%
NVIDIA Corp. 1.10%
General Dynamics Corp. 0.98%
Thermo Fisher Scientific, Inc. 0.98%
Eli Lilly & Co. 0.97%
Dollar General Corp. 0.96%
Bristol-Myers Squibb Co. 0.95%
salesforce.com, Inc. 0.94%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.92%
Honeywell International, Inc. 0.91%
Procter & Gamble Co. 0.91%
Intel Corp. 0.86%
Federal National Mortgage Association, 1.00%, due 07/01/2048 0.86%
NIKE, Inc., Class B 0.84%
Bank of America Corp. 0.80%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.78%
Texas Instruments, Inc. 0.77%
Monster Beverage Corp. 0.77%
Blackstone Group, Inc., Class A 0.76%
Deere & Co. 0.72%
U.S. Treasury Note, 1.12%, due 02/28/2022 0.70%
Morgan Stanley 0.70%
Walt Disney Co. 0.70%
CME Group, Inc. 0.69%
CSX Corp. 0.65%
Medtronic PLC 0.64%
Altria Group, Inc. 0.59%
Crown Castle International Corp., REIT 0.58%
AbbVie, Inc. 0.56%
United Parcel Service, Inc., Class B 0.53%
Starbucks Corp. 0.53%
American Express Co. 0.53%
Hilton Worldwide Holdings, Inc. 0.50%
Hasbro, Inc. 0.45%
U.S. Treasury Note, 0.25%, due 06/30/2025 0.44%
Hershey Co. 0.44%
CBRE Group, Inc., Class A 0.43%
Sherwin-Williams Co. 0.43%
Corning, Inc. 0.41%
Government National Mortgage Association, 2.50%, TBA 0.38%
Sempra Energy 0.35%
U.S. Treasury Note, 0.62%, due 08/15/2030 0.34%
T-Mobile US, Inc. 0.33%
Marsh & McLennan Cos., Inc. 0.29%
MGM Growth Properties LLC, Class A, REIT 0.29%
Motorola Solutions, Inc. 0.29%
S&P Global, Inc. 0.29%
Stryker Corp. 0.28%
Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 0.28%
JPMorgan Chase & Co., 2.08%, due 04/22/2026 0.28%
Intuitive Surgical, Inc. 0.28%
Charles Schwab Corp., 5.37%, due 06/01/2025 0.27%
Sysco Corp. 0.27%
Bank of America Corp., 2.59%, due 04/29/2031 0.26%
Government National Mortgage Association, 4.00%, due 05/20/2048 0.25%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.25%
Clorox Co. 0.25%
JPMorgan Chase & Co., 2.95%, due 05/13/2031 0.24%
Ameren Corp., 3.50%, due 01/15/2031 0.23%
Morgan Stanley, 2.18%, due 04/28/2026 0.22%
T-Mobile USA, Inc., 3.75%, due 04/15/2027 0.22%
Estee Lauder Cos., Inc., Class A 0.22%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.21%
Molina Healthcare, Inc., 4.37%, due 06/15/2028 0.21%
Federal National Mortgage Association, 3.00%, due 03/01/2050 0.20%
Booking Holdings, Inc., 4.10%, due 04/13/2025 0.20%
Trimble, Inc., 4.90%, due 06/15/2028 0.20%
Westinghouse Air Brake Technologies Corp., 4.95%, due 09/15/2028 0.19%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.19%
Citigroup, Inc., 3.88%, due 01/10/2028 0.19%
Booking Holdings, Inc. 0.19%
PPL WEM, Ltd. / Western Power Distribution PLC, 5.37%, due 05/01/2021 0.18%
Elanco Animal Health, Inc., Term Loan B, 1.90%, due 08/01/2027 0.17%
Broadridge Financial Solutions, Inc., 2.90%, due 12/01/2029 0.17%
Experian Finance PLC, 2.75%, due 03/08/2030 0.17%
Bank of America Corp., 3.70%, due 04/24/2028 0.17%
Station Place Securitization Trust, Series 2019-10, Class A, 1.08%, due 10/24/2020 0.16%
Federal National Mortgage Association, 3.00%, due 11/01/2048 0.16%
Federal National Mortgage Association, 4.00%, due 09/01/2049 0.16%
Bank of New York Mellon Corp., 4.70%, due 09/20/2025 0.16%
Level 3 Financing, Inc., 3.87%, due 11/15/2029 0.16%
Southern Co., 3.70%, due 04/30/2030 0.16%
Aramark Services, Inc., 6.37%, due 05/01/2025 0.15%
Sysco Corp., 5.95%, due 04/01/2030 0.15%
JPMorgan Chase & Co., 3.96%, due 01/29/2027 0.15%
BNP Paribas SA, 2.58%, due 08/12/2035 0.15%
JPMorgan Chase & Co., 4.45%, due 12/05/2029 0.14%
Hasbro, Inc., 3.55%, due 11/19/2026 0.14%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.14%
Truist Financial Corp., Series R, 4.75% 0.14%
Goldman Sachs Group, Inc., 4.16%, due 10/01/2020 0.14%
TransCanada PipeLines, Ltd., 4.10%, due 04/15/2030 0.14%
Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 0.14%
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.66%, due 10/25/2049 0.14%
Broadcom, Inc., 4.70%, due 04/15/2025 0.14%
Citigroup, Inc., 4.41%, due 03/31/2031 0.13%
Prudential Financial, Inc., 3.70%, due 10/01/2050 0.13%
Federal National Mortgage Association REMIC, 3.00%, due 11/25/2049 0.13%
Federal National Mortgage Association, 3.50%, due 02/01/2057 0.13%
HCA, Inc., 3.50%, due 09/01/2030 0.13%
Hasbro, Inc., 3.90%, due 11/19/2029 0.13%
Centene Corp., 4.62%, due 12/15/2029 0.13%
Huntington Ingalls Industries, Inc., 4.20%, due 05/01/2030 0.13%
Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 0.12%
Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 0.12%
Sirius XM Radio, Inc., 4.12%, due 07/01/2030 0.12%
Thermo Fisher Scientific, Inc., 4.49%, due 03/25/2030 0.12%
Activision Blizzard, Inc. 0.12%
Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2031 0.12%
Booking Holdings, Inc., 4.50%, due 04/13/2027 0.12%
Equifax, Inc., 2.60%, due 12/01/2024 0.12%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.12%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.12%
UBS Group AG, 1.36%, due 01/30/2027 0.12%
Spruce Hill Mortgage Loan Trust, Series 2020-SH2, Class A1, 3.40%, due 06/25/2055 0.12%
Dominion Energy, Inc., 3.37%, due 04/01/2030 0.12%
Broadcom, Inc., 3.15%, due 11/15/2025 0.12%
Marriott International, Inc., 5.75%, due 05/01/2025 0.12%
Camden Property Trust, 2.80%, due 05/15/2030 0.11%
Hess Midstream Operations, LP, 5.12%, due 06/15/2028 0.11%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.25%, due 02/01/2031 0.11%
Microchip Technology, Inc., 2.67%, due 09/01/2023 0.11%
Micron Technology, Inc., 2.49%, due 04/24/2023 0.11%
Centene Corp., 5.37%, due 06/01/2026 0.11%
Federal National Mortgage Association, 3.00%, due 09/01/2046 0.11%
Boeing Co., 4.50%, due 05/01/2023 0.11%
Sysco Corp., 6.60%, due 04/01/2040 0.11%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.11%
Alexandria Real Estate Equities, Inc., 4.90%, due 12/15/2030 0.10%
Centene Corp., 4.25%, due 12/15/2027 0.10%
Wells Fargo & Co., Series MTN, 2.16%, due 02/11/2026 0.10%
Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 0.10%
Apollo Global Management, Inc. 0.10%
Cos.tar Group, Inc., 2.80%, due 07/15/2030 0.10%
General Dynamics Corp., 3.50%, due 04/01/2027 0.10%
CSC Holdings LLC, 4.12%, due 12/01/2030 0.10%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.10%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.10%
Barclays PLC, 6.12%, due 12/15/2025 0.10%
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.10%
Lowe's Cos., Inc., 4.50%, due 04/15/2030 0.10%
Broadcom, Inc., 4.15%, due 11/15/2030 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 02/01/2057 0.10%
VMware, Inc., 4.65%, due 05/15/2027 0.10%
Element Solutions, Inc., 3.87%, due 09/01/2028 0.10%
Boeing Co., 5.70%, due 05/01/2040 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%
Mastercard, Inc., 3.35%, due 03/26/2030 0.10%
O'Reilly Automotive, Inc., 3.90%, due 06/01/2029 0.09%
Keysight Technologies, Inc., 3.00%, due 10/30/2029 0.09%
Avery Dennison Corp., 2.65%, due 04/30/2030 0.09%
Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 0.09%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.09%
Baxter International, Inc., 3.75%, due 10/01/2025 0.09%
Mello Warehouse Securitization Trust, Series 2018-W1, Class A, 1.02%, due 11/25/2051 0.09%
McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 0.09%
HSBC Holdings PLC, 1.64%, due 04/18/2026 0.09%
Natwest Group PLC, 3.03%, due 11/28/2035 0.09%
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M2, 2.27%, due 10/25/2039 0.09%
Bank of America Corp., 6.25%, due 09/05/2024 0.09%
Lowe's Cos., Inc., 5.12%, due 04/15/2050 0.09%
DaVita, Inc., 3.75%, due 02/15/2031 0.09%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.09%
Hudbay Minerals, Inc., 7.25%, due 01/15/2023 0.09%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.09%
Microchip Technology, Inc., 4.25%, due 09/01/2025 0.09%
Leidos, Inc., 4.37%, due 05/15/2030 0.09%
CSC Holdings LLC, 4.62%, due 12/01/2030 0.09%
Berkshire Hathaway Energy Co., 4.25%, due 10/15/2050 0.09%
Mastercard, Inc., 3.30%, due 03/26/2027 0.09%
American Water Capital Corp., 3.45%, due 05/01/2050 0.09%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.09%
Connecticut Avenue Securities Trust, Series 2020-R02, Class 2M2, 2.17%, due 01/25/2040 0.09%
Equinix, Inc., 3.20%, due 11/18/2029 0.09%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.09%
Boeing Co., 3.60%, due 05/01/2034 0.09%
Equifax, Inc., 2.60%, due 12/15/2025 0.09%
AutoZone, Inc., 1.65%, due 01/15/2031 0.09%
Westinghouse Air Brake Technologies Corp., 3.20%, due 06/15/2025 0.09%
BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/2041 0.09%
Booking Holdings, Inc., 4.62%, due 04/13/2030 0.09%
VMware, Inc., 4.50%, due 05/15/2025 0.09%
MSCI, Inc., 3.87%, due 02/15/2031 0.09%
Constellium SE, 5.75%, due 05/15/2024 0.08%
Cheniere Corpus Christi Holdings LLC, 3.70%, due 11/15/2029 0.08%
BANK, Series 2019-BN18, Class A4, 3.58%, due 05/15/2062 0.08%
T-Mobile USA, Inc., 3.50%, due 04/15/2025 0.08%
Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 0.08%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.08%
AutoZone, Inc., 3.75%, due 04/18/2029 0.08%
General Motors Co., 5.00%, due 10/01/2028 0.08%
Broadcom, Inc., 4.30%, due 11/15/2032 0.08%
Choice Hotels International, Inc., 3.70%, due 12/01/2029 0.08%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.08%
Sysco Corp., 6.60%, due 04/01/2050 0.08%
BX Commercial Mortgage Trust, Series 2019-XL, Class A, 1.08%, due 10/15/2036 0.08%
BNP Paribas SA, 3.05%, due 01/13/2031 0.08%
DaVita, Inc., 4.62%, due 06/01/2030 0.08%
Equifax, Inc., 3.10%, due 05/15/2030 0.08%
Trimble, Inc., 4.75%, due 12/01/2024 0.08%
Federal National Mortgage Association, 3.50%, due 11/01/2048 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%
Mondelez International Holdings BV, 2.25%, due 09/19/2024 0.08%
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 0.08%
AT&T, Inc., 3.50%, due 02/01/2061 0.08%
Sysco Corp., 5.65%, due 04/01/2025 0.08%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.08%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.08%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 0.08%
United Parcel Service, Inc., 5.30%, due 04/01/2050 0.08%
Northrop Grumman Corp., 4.40%, due 05/01/2030 0.08%
Agree, LP, 2.90%, due 10/01/2030 0.07%
Crown Castle International Corp., 3.10%, due 11/15/2029 0.07%
T-Mobile USA, Inc., 3.87%, due 04/15/2030 0.07%
Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 0.07%
Government National Mortgage Association, 5.00%, due 08/20/2048 0.07%
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 2.17%, due 07/25/2039 0.07%
Nordstrom, Inc., 4.37%, due 04/01/2030 0.07%
Global Payments, Inc., 4.80%, due 04/01/2026 0.07%
Comcast Corp., 3.30%, due 04/01/2027 0.07%
Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 0.07%
IHS Markit, Ltd., 4.75%, due 02/15/2025 0.07%
T-Mobile USA, Inc., 6.37%, due 03/01/2025 0.07%
Coca-Cola Co., 3.37%, due 03/25/2027 0.07%
Allegheny Technologies, Inc., 5.87%, due 12/01/2027 0.07%
Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 0.07%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.07%
Morgan Stanley Capital I Trust, Series 2018-H4, Class A4, 4.31%, due 12/15/2051 0.07%
Intercontinental Exchange, Inc., 2.10%, due 06/15/2030 0.07%
American Water Capital Corp., 2.80%, due 05/01/2030 0.07%
Avantor Funding, Inc., 4.62%, due 07/15/2028 0.07%
BANK, Series 2019-BN23, Class A3, 2.92%, due 12/15/2052 0.07%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.07%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.07%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 0.07%
Oncor Electric Delivery Co. LLC, 3.80%, due 06/01/2049 0.07%
ONEOK, Inc., 6.35%, due 01/15/2031 0.07%
AbbVie, Inc., 3.80%, due 03/15/2025 0.07%
BBCMS Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.07%
Baxter International, Inc., 3.95%, due 04/01/2030 0.07%
Pacific Gas & Electric Co., 2.50%, due 02/01/2031 0.07%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Trust REMIC, 1.87%, due 01/25/2050 0.07%
General Dynamics Corp., 3.25%, due 04/01/2025 0.07%
Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 0.07%
Citigroup, Inc., 5.95%, due 01/30/2023 0.07%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.07%
ServiceNow, Inc., 1.40%, due 09/01/2030 0.07%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.07%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.07%
CSC Holdings LLC, 3.37%, due 02/15/2031 0.07%
AT&T, Inc., 4.50%, due 03/09/2048 0.07%
Dollar General Corp., 4.12%, due 04/03/2050 0.06%
Centene Corp., 3.37%, due 02/15/2030 0.06%
Royalty Pharma PLC, 3.30%, due 09/02/2040 0.06%
Federal Home Loan Mortgage Corp., 3.17%, due 06/25/2050 0.06%
Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 0.06%
Dollar General Corp., 3.50%, due 04/03/2030 0.06%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.06%
Royalty Pharma PLC, 3.55%, due 09/02/2050 0.06%
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, 4.19%, due 06/07/2049 0.06%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.06%
Angel Oak Mortgage Trust, Series 2020-3, Class A2, 2.41%, due 04/25/2065 0.06%
Federal National Mortgage Association, 3.00%, due 03/01/2047 0.06%
Federal National Mortgage Association Connecticut Avenue Securities, 2.17%, due 03/25/2031 0.06%
MSCI, Inc., 3.62%, due 09/01/2030 0.06%
AbbVie, Inc., 2.60%, due 11/21/2024 0.06%
Wells Fargo Mortgage-Backed Securities Trust, Series 2019-4, Class A3, 3.50%, due 09/25/2049 0.06%
VCAT LLC, Series 2020-NPL1, Class A1, 3.67%, due 08/25/2050 0.06%
Leidos, Inc., 3.62%, due 05/15/2025 0.06%
Boeing Co., 5.80%, due 05/01/2050 0.06%
BNP Paribas SA, 4.70%, due 01/10/2025 0.06%
United Parcel Service, Inc., 3.90%, due 04/01/2025 0.06%
Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 2.32%, due 09/25/2031 0.06%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.06%
Planet Fitness Master Issuer LLC, Series 2019-1A, Class A2, 3.85%, due 12/05/2049 0.06%
Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 0.06%
Raymond James Financial, Inc., 4.95%, due 07/15/2046 0.06%
AEP Transmission Co. LLC, 3.65%, due 04/01/2050 0.06%
Verisk Analytics, Inc., 3.62%, due 05/15/2050 0.06%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.06%
CVS Health Corp., 4.30%, due 03/25/2028 0.06%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.06%
Federal Home Loan Mortgage Corp., 3.00%, due 05/01/2050 0.06%
GS Mortgage Securities Trust, Series 2020-GC47, Class A5, 2.37%, due 05/12/2053 0.06%
General Electric Co., 5.00%, due 01/21/2021 0.06%
Crown Castle International Corp., 4.30%, due 02/15/2029 0.06%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.06%
Diageo Capital PLC, 1.37%, due 09/29/2025 0.06%
Booz Allen Hamilton, Inc., 3.87%, due 09/01/2028 0.06%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.06%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.06%
Brown & Brown, Inc., 4.50%, due 03/15/2029 0.06%
Connecticut Avenue Securities Trust, Series 2018-R07, Class 1M2, 2.57%, due 04/25/2031 0.05%
Vulcan Materials Co., 3.50%, due 06/01/2030 0.05%
Thermo Fisher Scientific, Inc., 4.13%, due 03/25/2025 0.05%
General Electric Co., Series MTN, 6.75%, due 03/15/2032 0.05%
AbbVie, Inc., 3.25%, due 10/01/2022 0.05%
Otis Worldwide Corp., 2.05%, due 04/05/2025 0.05%
Santander Consumer Auto Receivables Trust, Series 2020-AA, Class A, 1.37%, due 10/15/2024 0.05%
Diageo Capital PLC, 2.00%, due 04/29/2030 0.05%
GS Mortgage Securities Trust, Series 2018-GS9, Class A4, 3.99%, due 03/10/2051 0.05%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.05%
BX Commercial Mortgage Trust, Series 2018-IND, Class A, 0.91%, due 11/15/2035 0.05%
AT&T, Inc., 1.65%, due 02/01/2028 0.05%
Ecolab, Inc., 4.80%, due 03/24/2030 0.05%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.05%
Morgan Stanley Capital I Trust, Series 2016-UB11, Class A4, 2.78%, due 08/15/2049 0.05%
Federal National Mortgage Association Connecticut Avenue Securities, 5.17%, due 07/25/2025 0.05%
Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 0.05%
Intercontinental Exchange, Inc., 3.00%, due 09/15/2060 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.05%
BANK, Series 2019-BN17, Class A4, 3.71%, due 04/15/2052 0.05%
Analog Devices, Inc., 2.95%, due 04/01/2025 0.05%
Northrop Grumman Corp., 5.25%, due 05/01/2050 0.05%
CVS Health Corp., 4.12%, due 04/01/2040 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.05%
NextEra Energy Capital Holdings, Inc., 2.75%, due 05/01/2025 0.05%
Angel Oak Mortgage Trust, Series 2019-6, Class A1, 2.62%, due 11/25/2059 0.05%
HSBC Holdings PLC, 2.35%, due 08/18/2031 0.05%
U.S. Treasury Bond, 1.12%, due 05/15/2040 0.05%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.05%
CarMax Auto Owner Trust, Series 2017-3, Class C, 2.72%, due 05/15/2023 0.05%
Morgan Stanley Capital I Trust, Series 2018-H3, Class A5, 4.17%, due 07/15/2051 0.05%
Boeing Co., 5.93%, due 05/01/2060 0.05%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.05%
PayPal Holdings, Inc., 2.30%, due 06/01/2030 0.05%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.05%
PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 0.05%
Hasbro, Inc., 3.00%, due 11/19/2024 0.05%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.05%
Equinix, Inc., 2.15%, due 07/15/2030 0.05%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.05%
Lowe's Cos., Inc., 5.00%, due 04/15/2040 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.05%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.05%
AT&T, Inc., 4.85%, due 03/01/2039 0.05%
Citigroup, Inc., 5.95%, due 05/15/2025 0.04%
Federal National Mortgage Association, 2.50%, due 11/01/2034 0.04%
Crown Castle International Corp., 3.65%, due 09/01/2027 0.04%
Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2I, 4.26%, due 09/05/2048 0.04%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.04%
PRPM LLC, Series 2019-2A, Class A1, 3.96%, due 04/25/2024 0.04%
CVS Health Corp., 5.05%, due 03/25/2048 0.04%
HCA, Inc., 5.37%, due 02/01/2025 0.04%
Bristol-Myers Squibb Co., 3.40%, due 07/26/2029 0.04%
GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/2053 0.04%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.04%
BAE Systems PLC, 3.40%, due 04/15/2030 0.04%
WFRBS Commercial Mortgage Trust, Series 2014-C25, Class A5, 3.63%, due 11/15/2047 0.04%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.04%
Benchmark Mortgage Trust, Series 2020-B16, Class A5, 2.73%, due 02/15/2053 0.04%
CHT Mortgage Trust, Series 2017-CSMO, Class A, 1.09%, due 11/15/2036 0.04%
Angel Oak Mortgage Trust, Series 2019-5, Class A1, 2.59%, due 10/25/2049 0.04%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.04%
BNP Paribas SA, 2.81%, due 11/19/2025 0.04%
Diageo Capital PLC, 2.12%, due 04/29/2032 0.04%
Verizon Communications, Inc., 3.00%, due 03/22/2027 0.04%
Federal National Mortgage Association, 4.00%, due 12/01/2047 0.04%
Federal National Mortgage Association Connecticut Avenue Securities, 3.72%, due 07/25/2029 0.04%
HCA, Inc., 5.87%, due 02/01/2029 0.04%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 0.04%
Wells Fargo & Co., 2.18%, due 04/30/2026 0.04%
BX Trust, Series 2019-OC11, Class B, 3.60%, due 12/09/2041 0.04%
Verisk Analytics, Inc., 5.50%, due 06/15/2045 0.04%
Raymond James Financial, Inc., 4.65%, due 04/01/2030 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%
Bank of America Corp., 6.10%, due 03/17/2025 0.04%
United Parcel Service, Inc., 5.20%, due 04/01/2040 0.04%
AT&T, Inc., 4.75%, due 05/15/2046 0.04%
First Republic Bank, 4.62%, due 02/13/2047 0.04%
BX Trust, Series 2019-OC11, Class C, 3.85%, due 12/09/2041 0.04%
PayPal Holdings, Inc., 1.65%, due 06/01/2025 0.04%
BANK, Series 2019-BN20, Class A3, 3.01%, due 09/15/2062 0.04%
Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, due 06/15/2049 0.04%
Government National Mortgage Association, 3.00%, TBA 0.04%
Equinix, Inc., 2.90%, due 11/18/2026 0.04%
Comcast Corp., 4.60%, due 10/15/2038 0.04%
Connecticut Avenue Securities Trust, Series 2019-R04, Class 2M2, 2.27%, due 06/25/2039 0.04%
Intercontinental Exchange, Inc., 1.85%, due 09/15/2032 0.04%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.04%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.04%
Mars, Inc., 2.70%, due 04/01/2025 0.04%
Cargill, Inc., 2.12%, due 04/23/2030 0.04%
Northrop Grumman Corp., 5.15%, due 05/01/2040 0.04%
Boeing Co., 4.87%, due 05/01/2025 0.04%
Service Corp. International, 3.37%, due 08/15/2030 0.04%
Cigna Corp., 2.40%, due 03/15/2030 0.04%
COLT Mortgage Loan Trust, Series 2020-3, Class A1, 1.50%, due 04/27/2065 0.04%
COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 0.04%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A2, 2.62%, due 01/28/2050 0.03%
PRPM LLC, Series 2020-2, Class A1, 3.67%, due 08/25/2025 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.03%
DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 0.03%
Intercontinental Exchange, Inc., 2.65%, due 09/15/2040 0.03%
BBCMS Mortgage Trust, Series 2017-DELC, Class A, 1.01%, due 08/15/2036 0.03%
FLIR Systems, Inc., 2.50%, due 08/01/2030 0.03%
Elanco Animal Health, Inc., 5.27%, due 08/28/2023 0.03%
Royalty Pharma PLC, 1.75%, due 09/02/2027 0.03%
Fox Corp., 4.03%, due 01/25/2024 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2047 0.03%
General Electric Co., 3.45%, due 05/01/2027 0.03%
Pacific Gas & Electric Co., 2.10%, due 08/01/2027 0.03%
J.M. Smucker Co., 2.37%, due 03/15/2030 0.03%
Santander Drive Auto Receivables Trust, Series 2020-1, Class A2A, 2.07%, due 01/17/2023 0.03%
Mid-America Apartments, LP, 1.70%, due 02/15/2031 0.03%
Procter & Gamble Co., 3.55%, due 03/25/2040 0.03%
Starwood Mortgage Residential Trust, Series 2020-2, Class A1, 2.71%, due 04/25/2060 0.03%
PRPM LLC, Series 2019-3A, Class A1, 3.35%, due 07/25/2024 0.03%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.03%
GS Mortgage Securities Trust, Series 2018-GS10, Class A5, 4.15%, due 07/10/2051 0.03%
Federal National Mortgage Association, 3.50%, due 07/01/2049 0.03%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2031 0.03%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.03%
Credit Agricole SA, 1.90%, due 06/16/2026 0.03%
UBS Group AG, 1.00%, due 07/30/2024 0.03%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.03%
ONEOK, Inc., 5.85%, due 01/15/2026 0.03%
McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 0.03%
CVS Health Corp., 2.70%, due 08/21/2040 0.03%
Black Hills Corp., 2.50%, due 06/15/2030 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, 4.42%, due 01/25/2029 0.03%
Energy Transfer Operating, LP, 5.50%, due 06/01/2027 0.03%
Comcast Corp., 3.75%, due 04/01/2040 0.03%
Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2, 2.47%, due 08/25/2031 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.03%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.03%
Uniform Mortgage-Backed Security, 4.00%, TBA 0.03%
General Motors Co., 4.20%, due 10/01/2027 0.03%
Sequoia Mortgage Trust, Series 2013-5, Class A1, 2.50%, due 05/25/2043 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.03%
Campbell Soup Co., 3.95%, due 03/15/2025 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 0.03%
DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 0.03%
Verizon Communications, Inc., 4.00%, due 03/22/2050 0.03%
McDonald's Corp., Series MTN, 3.30%, due 07/01/2025 0.03%
Royalty Pharma PLC, 1.20%, due 09/02/2025 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.03%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.03%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.03%
Comcast Corp., 3.15%, due 03/01/2026 0.03%
United Auto Credit Securitization Trust, Series 2019-1, Class C, 3.16%, due 08/12/2024 0.03%
Morgan Stanley Capital I Trust, Series 2019-H6, Class A4, 3.41%, due 06/15/2052 0.03%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.03%
AT&T, Inc., 5.25%, due 03/01/2037 0.03%
T-Mobile USA, Inc., 2.55%, due 02/15/2031 0.03%
Mars, Inc., 4.20%, due 04/01/2059 0.03%
Procter & Gamble Co., 3.60%, due 03/25/2050 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.03%
Federal National Mortgage Association, 3.00%, due 01/01/2050 0.03%
United Rentals North America, Inc., 3.87%, due 02/15/2031 0.03%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.03%
Pfizer, Inc., 2.62%, due 04/01/2030 0.03%
PayPal Holdings, Inc., 3.25%, due 06/01/2050 0.03%
HCA, Inc., 5.62%, due 09/01/2028 0.03%
Comcast Corp., 3.10%, due 04/01/2025 0.03%
Mondelez International, Inc., 2.12%, due 04/13/2023 0.03%
Federal National Mortgage Association Connecticut Avenue Securities, 5.87%, due 04/25/2028 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2032 0.03%
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 0.03%
Global Payments, Inc., 3.20%, due 08/15/2029 0.03%
Cigna Corp., 3.40%, due 03/15/2050 0.02%
J.M. Smucker Co., 3.55%, due 03/15/2050 0.02%
CVS Health Corp., 4.25%, due 04/01/2050 0.02%
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.02%
Federal National Mortgage Association Connecticut Avenue Securities, 2.52%, due 01/25/2031 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.02%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.02%
Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 0.02%
Boston Scientific Corp., 4.00%, due 03/01/2029 0.02%
Takeda Pharmaceutical Co., Ltd., 3.02%, due 07/09/2040 0.02%
Cargill, Inc., 1.37%, due 07/23/2023 0.02%
JPMorgan Mortgage Trust, Series 2019-LTV2, Class A11, 1.07%, due 12/25/2049 0.02%
Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 0.02%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.02%
Connecticut Avenue Securities Trust, Series 2020-R01, Class 1M1, 0.97%, due 01/25/2040 0.02%
Wendy's Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 0.02%
Procter & Gamble Co., 3.00%, due 03/25/2030 0.02%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.02%
HCA, Inc., 5.87%, due 02/15/2026 0.02%
DH Europe Finance II SARL, 2.60%, due 11/15/2029 0.02%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.02%
PRPM LLC, Series 2019-1A, Class A1, 4.50%, due 01/25/2024 0.02%
Towd Point HE Trust, Series 2019-HE1, Class A1, 1.07%, due 04/25/2048 0.02%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.02%
BANK, Series 2018-BN12, Class A4, 4.25%, due 05/15/2061 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.02%
General Dynamics Corp., 4.25%, due 04/01/2050 0.02%
Sensata Technologies, Inc., 3.75%, due 02/15/2031 0.02%
Keurig Dr. Pepper, Inc., 3.80%, due 05/01/2050 0.02%
Great Wolf Trust, Series 2019-WOLF, Class C, 1.79%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2046 0.02%
Raymond James Financial, Inc., 5.62%, due 04/01/2024 0.02%
Sysco Corp., 2.50%, due 07/15/2021 0.02%
Choice Hotels International, Inc., 3.70%, due 01/15/2031 0.02%
Federal National Mortgage Association, 4.50%, due 08/01/2048 0.02%
CVS Health Corp., 4.10%, due 03/25/2025 0.02%
T-Mobile USA, Inc., 1.50%, due 02/15/2026 0.02%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.02%
Sysco Corp., 2.40%, due 02/15/2030 0.02%
Intercontinental Exchange, Inc., 3.75%, due 12/01/2025 0.02%
Westinghouse Air Brake Technologies Corp., 3.45%, due 11/15/2026 0.02%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.02%
Great Wolf Trust, Series 2019-WOLF, Class B, 1.49%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.02%
T-Mobile USA, Inc., 2.05%, due 02/15/2028 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%
Provident Funding Mortgage Trust, Series 2020-1, Class A5, 3.00%, due 02/25/2050 0.02%
Federal National Mortgage Association, 4.50%, due 04/01/2048 0.02%
DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 0.02%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.02%
Upjohn, Inc., 3.85%, due 06/22/2040 0.02%
Great Wolf Trust, Series 2019-WOLF, Class A, 1.19%, due 12/15/2036 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.02%
PRPM LLC, Series 2020-1A, Class A1, 2.98%, due 02/25/2025 0.02%
ONEOK, Inc., 7.15%, due 01/15/2051 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%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2034 0.02%
Lam Research Corp., 4.00%, due 03/15/2029 0.02%
Government National Mortgage Association, 4.00%, due 12/15/2047 0.02%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.02%
Federal National Mortgage Association, 3.50%, due 03/01/2047 0.02%
Federal National Mortgage Association, 5.00%, due 05/01/2048 0.02%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.02%
Upjohn, Inc., 2.30%, due 06/22/2027 0.02%
HCA, Inc., 5.37%, due 09/01/2026 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%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
Intuit, Inc., 1.35%, due 07/15/2027 0.02%
Sequoia Mortgage Trust, Series 2020-2, Class A19, 3.50%, due 03/25/2050 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2049 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.02%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 0.02%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.02%
East Ohio Gas Co., 3.00%, due 06/15/2050 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.02%
Citizens Financial Group, Inc., 4.35%, due 08/01/2025 0.02%
O'Reilly Automotive, Inc., 4.35%, due 06/01/2028 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.02%
Cigna Corp., 3.20%, due 03/15/2040 0.02%
Intuit, Inc., 0.95%, due 07/15/2025 0.02%
Drive Auto Receivables Trust, Series 2019-2, Class A3, 3.04%, due 03/15/2023 0.02%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.11%, due 07/25/2047 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2034 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.02%
Upjohn, Inc., 1.65%, due 06/22/2025 0.02%
Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, due 11/25/2048 0.02%
Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 0.02%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.01%
Leidos, Inc., 2.95%, due 05/15/2023 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 07/01/2047 0.01%
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A2II, 3.08%, due 07/25/2047 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2033 0.01%
BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 0.01%
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class A1, 2.52%, due 01/28/2050 0.01%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
GLP Capital, LP / GLP Financing II, Inc., 3.35%, due 09/01/2024 0.01%
Mondelez International, Inc., 2.75%, due 04/13/2030 0.01%
USAA Capital Corp., 2.12%, due 05/01/2030 0.01%
Cigna Corp., 3.40%, due 09/17/2021 0.01%
MGM Resorts International, 7.75%, due 03/15/2022 0.01%
Federal National Mortgage Association Connecticut Avenue Securities, 6.07%, due 10/25/2028 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 0.01%
BX Commercial Mortgage Trust, Series 2019-XL, Class B, 1.24%, due 10/15/2036 0.01%
Federal National Mortgage Association, 2.50%, due 01/01/2050 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class C, 3.85%, due 10/14/2025 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class D, 4.40%, due 01/14/2028 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2034 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.01%
Federal National Mortgage Association, 3.50%, due 04/01/2044 0.01%
East Ohio Gas Co., 1.30%, due 06/15/2025 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
Sequoia Mortgage Trust, Series 2019-3, Class A2, 3.50%, due 09/25/2049 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2047 0.01%
Government National Mortgage Association, 4.50%, due 02/20/2048 0.01%
East Ohio Gas Co., 2.00%, due 06/15/2030 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.01%
Federal National Mortgage Association, 4.50%, due 09/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
CVS Health Corp., 3.00%, due 08/15/2026 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 05/20/2048 0.01%
Sequoia Mortgage Trust, Series 2013-7, Class A2, 3.00%, due 06/25/2043 0.01%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.01%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.01%
Boeing Co., 2.25%, due 06/15/2026 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.01%
Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 1.07%, due 07/25/2049 0.01%
Verizon Communications, Inc., 4.52%, due 09/15/2048 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%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 0.01%
Citigroup, Inc., 5.90%, due 02/15/2023 0.01%
IHS Markit, Ltd., 5.00%, due 11/01/2022 0.01%
General Motors Co., 5.40%, due 04/01/2048 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 03/01/2050 0.01%
Federal National Mortgage Association Connecticut Avenue Securities, 5.07%, due 11/25/2024 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
Angel Oak Mortgage Trust, Series 2018-2, Class A1, 3.67%, due 07/27/2048 0.01%
MSCI, Inc., 4.00%, due 11/15/2029 0.01%
Federal National Mortgage Association, 3.00%, due 05/01/2043 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%
Government National Mortgage Association, 4.00%, due 08/20/2047 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2049 0.01%
Government National Mortgage Association, 4.00%, due 08/15/2047 0.01%
Energy Transfer Operating, LP, 4.95%, due 06/15/2028 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2042 0.01%
GLP Capital, LP / GLP Financing II, Inc., 5.30%, due 01/15/2029 0.01%
Wendy's Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Royalty Pharma PLC, 2.20%, due 09/02/2030 0.01%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 0.01%
Federal National Mortgage Association, 3.00%, due 08/01/2049 0.01%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 09/01/2049 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 01/01/2043 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2047 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%
Sequoia Mortgage Trust, Series 2013-9, Class A1, 3.50%, due 07/25/2043 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2043 0.00%**
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2050 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 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 08/01/2049 0.00%**
AbbVie, Inc., 2.80%, due 03/15/2023 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2044 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 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 National Mortgage Association, 4.00%, due 06/01/2047 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, 3.00%, due 01/01/2046 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2042 0.00%**
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2042 0.00%**
Federal National Mortgage Association, 4.50%, due 10/01/2047 0.00%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 3.50%, due 11/01/2043 0.00%**
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 0.00%**
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.00%**
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 3.00%, due 06/01/2057 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, 4.00%, due 07/01/2047 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2037 0.00%**
Net Other Assets (Liabilities) 0.47%

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.