Transamerica

09/30/2019*


Transamerica Janus Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 3.73%
Mastercard, Inc., Class A 2.74%
Alphabet, Inc., Class C 2.19%
Boeing Co. 2.15%
Apple, Inc. 1.92%
McDonald's Corp. 1.86%
Home Depot, Inc. 1.79%
Costco Wholesale Corp. 1.77%
US Bancorp 1.76%
UnitedHealth Group, Inc. 1.51%
Merck & Co., Inc. 1.44%
Comcast Corp., Class A 1.44%
General Dynamics Corp. 1.35%
Federal National Mortgage Association, 4.00%, TBA 1.30%
LyondellBasell Industries NV, Class A 1.26%
Adobe, Inc. 1.24%
Accenture PLC, Class A 1.19%
CSX Corp. 1.18%
Altria Group, Inc. 1.09%
Sysco Corp. 1.08%
U.S. Treasury Bond, 2.25%, due 08/15/2049 1.08%
U.S. Treasury Note, 2.37%, due 05/15/2029 1.01%
Abbott Laboratories 0.99%
Intel Corp. 0.98%
CME Group, Inc. 0.94%
Synchrony Financial 0.92%
Texas Instruments, Inc. 0.90%
NIKE, Inc., Class B 0.89%
Progressive Corp. 0.87%
Bristol-Myers Squibb Co. 0.86%
Walt Disney Co. 0.84%
Lam Research Corp. 0.84%
U.S. Treasury Note, 2.00%, due 05/31/2024 0.81%
Eli Lilly & Co. 0.80%
Blackstone Group, Inc., Class A 0.79%
TD Ameritrade Holding Corp. 0.79%
Amazon.com, Inc. 0.76%
Hilton Worldwide Holdings, Inc. 0.76%
Medtronic PLC 0.71%
Bank of America Corp. 0.70%
Deere & Co. 0.65%
Hasbro, Inc. 0.64%
Hershey Co. 0.62%
Honeywell International, Inc. 0.61%
Morgan Stanley 0.60%
Delta Air Lines, Inc. 0.59%
Corning, Inc. 0.58%
Crown Castle International Corp., REIT 0.57%
Thermo Fisher Scientific, Inc. 0.56%
American Express Co. 0.54%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2047 0.52%
Norwegian Cruise Line Holdings, Ltd. 0.50%
U.S. Treasury Note, 2.37%, due 04/30/2020 0.50%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2049 0.49%
Estee Lauder Cos., Inc., Class A 0.46%
CBRE Group, Inc., Class A 0.45%
NVIDIA Corp. 0.45%
United Parcel Service, Inc., Class B 0.45%
Government National Mortgage Association, 5.00%, TBA 0.45%
U.S. Treasury Note, 1.75%, due 07/31/2024 0.44%
Stanley Black & Decker, Inc. 0.44%
salesforce.com, Inc. 0.43%
General Motors Co. 0.42%
Clorox Co. 0.41%
Citigroup, Inc., 3.88%, due 01/10/2028 0.40%
AT&T, Inc., 4.35%, due 03/01/2029 0.40%
Wabtec Corp., 4.95%, due 09/15/2028 0.38%
MGM Growth Properties LLC, Class A, REIT 0.37%
Suncor Energy, Inc. 0.37%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 0.37%
Federal Home Loan Mortgage Corp., 4.00%, due 08/01/2048 0.34%
JPMorgan Chase & Co., 4.45%, due 12/05/2029 0.34%
EOG Resources, Inc. 0.34%
Suncor Energy, Inc. 0.33%
Parker-Hannifin Corp. 0.33%
Bank of America Corp., 3.70%, due 04/24/2028 0.33%
Outfront Media, Inc., REIT 0.30%
Federal National Mortgage Association, 4.50%, TBA 0.29%
Ford Motor Credit Co. LLC, 5.11%, due 05/03/2029 0.29%
Kroger Co. 0.29%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.27%
Federal National Mortgage Association, 3.00%, due 10/01/2049 0.26%
U.S. Treasury Note, 1.75%, due 07/31/2021 0.26%
HCA, Inc., 4.12%, due 06/15/2029 0.26%
U.S. Treasury Note, 2.87%, due 05/15/2049 0.24%
Trimble, Inc., 4.90%, due 06/15/2028 0.24%
Federal National Mortgage Association, 3.50%, due 12/01/2045 0.24%
U.S. Treasury Note, 1.75%, due 06/30/2024 0.22%
Morgan Stanley, Series MTN, 4.43%, due 01/23/2030 0.21%
Vistra Operations Co. LLC, 5.62%, due 02/15/2027 0.21%
CVS Health Corp., 5.05%, due 03/25/2048 0.21%
WRKCo, Inc., 4.90%, due 03/15/2029 0.21%
ELI Lilly & Co., 3.37%, due 03/15/2029 0.21%
Hess Corp., 4.30%, due 04/01/2027 0.21%
PPL WEM, Ltd. / Western Power Distribution, Ltd., 5.37%, due 05/01/2021 0.21%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.20%
Energy Transfer Operating, LP, 6.12%, due 12/15/2045 0.20%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.20%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2046 0.20%
Kraft Heinz Foods Co., 3.00%, due 06/01/2026 0.19%
Federal National Mortgage Association, 4.00%, due 09/01/2049 0.18%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.18%
Federal National Mortgage Association, 3.00%, due 02/01/2047 0.18%
General Electric Co., 5.00%, due 01/21/2021 0.18%
JPMorgan Chase & Co., 3.96%, due 01/29/2027 0.17%
Federal National Mortgage Association, 4.00%, due 05/01/2049 0.17%
Dell International LLC / EMC Corp., 5.87%, due 06/15/2021 0.17%
Government National Mortgage Association, 4.50%, due 08/15/2046 0.17%
Federal National Mortgage Association, 3.00%, TBA 0.17%
PayPal Holdings, Inc., 2.85%, due 10/01/2029 0.16%
Station Place Securitization Trust, 3.45%, due 10/24/2020 0.16%
Morgan Stanley, 3.95%, due 04/23/2027 0.16%
Novelis Corp., 5.87%, due 09/30/2026 0.16%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.16%
Mello Warehouse Securitization Trust, Series 2018-W1, Class A, 2.86%, due 11/25/2051 0.15%
Drive Auto Receivables Trust, Series 2017-1, Class E, 5.17%, due 09/16/2024 0.15%
Federal National Mortgage Association, 3.50%, due 02/01/2057 0.15%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2046 0.15%
Station Place Securitization Trust, Series 2019-4, Class A, Zero Coupon, due 06/24/2020 0.15%
Exxon Mobil Corp., 3.09%, due 08/16/2049 0.15%
Marvell Technology Group, Ltd., 4.87%, due 06/22/2028 0.14%
CSC Holdings LLC, 6.50%, due 02/01/2029 0.14%
Federal Home Loan Mortgage Corp., 4.00%, due 08/01/2048 0.14%
Huntington Ingalls Industries, Inc., 5.00%, due 11/15/2025 0.14%
Centene Corp., 5.37%, due 06/01/2026 0.14%
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.14%
AmeriGas Partners, LP / AmeriGas Finance Corp., 5.50%, due 05/20/2025 0.14%
Drive Auto Receivables Trust, Series 2017-2, Class E, 5.27%, due 11/15/2024 0.14%
NRG Energy, Inc., 6.62%, due 01/15/2027 0.14%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.13%
Vistra Operations Co. LLC, 5.00%, due 07/31/2027 0.13%
Crown Castle International Corp., 5.20%, due 02/15/2049 0.13%
Total System Services, Inc., 4.80%, due 04/01/2026 0.13%
CSC Holdings LLC, 5.75%, due 01/15/2030 0.13%
Micron Technology, Inc., 5.32%, due 02/06/2029 0.13%
Government National Mortgage Association, 4.00%, due 01/15/2045 0.13%
Reckson Operating Partnership, LP, 7.75%, due 03/15/2020 0.13%
Boeing Co., 3.60%, due 05/01/2034 0.13%
Six Flags Entertainment Corp. 0.13%
Newell Brands, Inc., 5.37%, due 04/01/2036 0.13%
Exxon Mobil Corp., 2.44%, due 08/16/2029 0.13%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.12%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.12%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2048 0.12%
Trimble, Inc., 4.75%, due 12/01/2024 0.12%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.12%
JPMorgan Chase & Co., 3.78%, due 02/01/2028 0.12%
T-Mobile, Inc., 6.37%, due 03/01/2025 0.12%
BBCMS Mortgage Trust, Series 2018-TALL, Class A, 2.74%, due 03/15/2037 0.12%
GlaxoSmithKline Capital PLC, 3.37%, due 06/01/2029 0.12%
AmeriCredit Automobile Receivables Trust, Series 2015-3, Class D, 3.34%, due 08/08/2021 0.12%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.11%
Ford Motor Credit Co. LLC, Series MTN, 4.38%, due 01/08/2026 0.11%
Broadcom, Inc., Series A, 8.00% 0.11%
Crown Castle International Corp., 3.10%, due 11/15/2029 0.11%
McDonald's Corp., Series MTN, 2.62%, due 09/01/2029 0.11%
General Mills, Inc., 4.20%, due 04/17/2028 0.11%
Government National Mortgage Association, 3.50%, due 05/20/2049 0.11%
Bank of America Corp., Series MTN, 3.97%, due 02/07/2030 0.11%
CVS Health Corp., 4.10%, due 03/25/2025 0.11%
Federal National Mortgage Association, 3.50%, due 08/01/2046 0.11%
Freeport-McMoRan, Inc., 3.55%, due 03/01/2022 0.11%
Viacom, Inc., 5.85%, due 09/01/2043 0.11%
Synchrony Financial, 5.15%, due 03/19/2029 0.11%
Newell Brands, Inc., 4.20%, due 04/01/2026 0.11%
U.S. Treasury Note, 1.62%, due 02/15/2026 0.11%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.11%
GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 0.11%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.11%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.11%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.11%
BX Commercial Mortgage Trust, Series 2018-IND, Class A, 2.77%, due 11/15/2035 0.10%
Oncor Electric Delivery Co. LLC, 3.80%, due 06/01/2049 0.10%
Bank of Montreal, Series MTN, 3.30%, due 02/05/2024 0.10%
JPMorgan Chase & Co., 3.70%, due 05/06/2030 0.10%
Government National Mortgage Association, 4.50%, TBA 0.10%
NRG Energy, Inc., 3.75%, due 06/15/2024 0.10%
Federal National Mortgage Association, 3.50%, due 08/01/2056 0.10%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.10%
Ford Motor Credit Co. LLC, 3.81%, due 11/02/2027 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2048 0.10%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2033 0.10%
Hudbay Minerals, Inc., 7.25%, due 01/15/2023 0.10%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 0.10%
Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 0.10%
NRG Energy, Inc., 4.45%, due 06/15/2029 0.10%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.10%
HCA, Inc., 4.50%, due 02/15/2027 0.10%
U.S. Treasury Note, 2.87%, due 11/30/2023 0.10%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.10%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.10%
Georgia-Pacific LLC, 3.16%, due 11/15/2021 0.10%
O'Reilly Automotive, Inc., 3.90%, due 06/01/2029 0.10%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.10%
General Motors Co., 5.00%, due 10/01/2028 0.10%
Continental Resources, Inc., 4.50%, due 04/15/2023 0.10%
Ventas Realty, LP, 3.50%, due 04/15/2024 0.09%
Constellium SE, 5.75%, due 05/15/2024 0.09%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2048 0.09%
Steel Dynamics, Inc., 5.50%, due 10/01/2024 0.09%
Federal National Mortgage Association, 3.50%, due 11/01/2048 0.09%
Campbell Soup Co., 4.15%, due 03/15/2028 0.09%
Cboe Global Markets, Inc., 3.65%, due 01/12/2027 0.09%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.09%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2047 0.09%
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.09%
Mars, Inc., 3.95%, due 04/01/2049 0.09%
Federal National Mortgage Association, 3.00%, due 02/01/2057 0.09%
Broadcom, Inc., 4.75%, due 04/15/2029 0.09%
Energy Transfer Operating, LP, 6.00%, due 06/15/2048 0.09%
Raymond James Financial, Inc., 4.95%, due 07/15/2046 0.09%
Federal National Mortgage Association, 3.00%, due 03/01/2046 0.09%
EQM Midstream Partners, LP, 5.50%, due 07/15/2028 0.09%
Federal National Mortgage Association, 5.00%, due 07/01/2044 0.09%
HollyFrontier Corp., 5.87%, due 04/01/2026 0.09%
Campbell Soup Co., 4.80%, due 03/15/2048 0.09%
Boeing Co., 3.20%, due 03/01/2029 0.09%
Comcast Corp., 4.25%, due 10/15/2030 0.09%
Synchrony Financial, 3.95%, due 12/01/2027 0.08%
Wabtec Corp., 4.40%, due 03/15/2024 0.08%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.08%
AutoZone, Inc., 3.75%, due 04/18/2029 0.08%
U.S. Treasury Note, 2.25%, due 04/30/2024 0.08%
CIT Bank NA, 2.96%, due 09/27/2025 0.08%
Sirius XM Radio, Inc., 5.50%, due 07/01/2029 0.08%
CommScope, Inc., 6.00%, due 03/01/2026 0.08%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.75%, due 04/01/2048 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/2049 0.08%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.08%
Mondelez International Holdings BV, 2.25%, due 09/19/2024 0.08%
Oncor Electric Delivery Co. LLC, 2.75%, due 06/01/2024 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2II, 4.47%, due 08/25/2049 0.08%
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.08%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2048 0.08%
Jack in the Box Funding LLC, Series 2019-1A, Class A2I, 3.98%, due 08/25/2049 0.08%
NGPL PipeCo LLC, 4.37%, due 08/15/2022 0.08%
Federal National Mortgage Association, 4.00%, due 05/01/2048 0.08%
Diamond Sports Group LLC / Diamond Sports Finance Co., 5.37%, due 08/15/2026 0.08%
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.08%
IHS Markit, Ltd., 4.75%, due 02/15/2025 0.08%
Tallgrass Energy Partners, LP / Tallgrass Energy Finance Corp., 4.75%, due 10/01/2023 0.08%
Continental Resources, Inc., 5.00%, due 09/15/2022 0.08%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2I, 4.11%, due 07/25/2048 0.08%
Federal National Mortgage Association, 3.00%, due 03/01/2047 0.08%
Bausch Health Cos., Inc., 7.00%, due 03/15/2024 0.08%
BBCMS Mortgage Trust, Series 2015-SRCH, Class A2, 4.19%, due 08/10/2035 0.07%
Allegheny Technologies, Inc., 5.95%, due 01/15/2021 0.07%
Federal National Mortgage Association Connecticut Avenue Securities, 4.01%, due 03/25/2031 0.07%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.07%
AT&T, Inc., 4.75%, due 05/15/2046 0.07%
Allergan Funding SCS, 3.80%, due 03/15/2025 0.07%
Connecticut Avenue Securities Trust, Series 2019-R03, Class 1M2, 4.16%, due 09/25/2031 0.07%
Oncor Electric Delivery Co. LLC, 3.70%, due 11/15/2028 0.07%
Service Corp. International, 5.12%, due 06/01/2029 0.07%
Jones Lang LaSalle, Inc., 4.40%, due 11/15/2022 0.07%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 0.07%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2038 0.07%
Starbucks Corp., 4.45%, due 08/15/2049 0.07%
Qorvo, Inc., 5.50%, due 07/15/2026 0.07%
Ball Corp., 4.37%, due 12/15/2020 0.07%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.25%, due 03/15/2021 0.07%
AT&T, Inc., 4.50%, due 03/09/2048 0.07%
Freeport-McMoRan, Inc., 5.00%, due 09/01/2027 0.07%
Southern Co., 2.95%, due 07/01/2023 0.07%
AT&T, Inc., 4.85%, due 03/01/2039 0.07%
Lowe's Cos., Inc., 3.65%, due 04/05/2029 0.07%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2049 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.06%
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, 4.19%, due 06/07/2049 0.06%
HCA, Inc., 5.25%, due 06/15/2049 0.06%
Reliance Steel & Aluminum Co., 4.50%, due 04/15/2023 0.06%
CenturyLink, Inc., 6.45%, due 06/15/2021 0.06%
Freeport-McMoRan, Inc., 5.25%, due 09/01/2029 0.06%
Comcast Corp., 4.95%, due 10/15/2058 0.06%
Cigna Corp., 3.75%, due 07/15/2023 0.06%
Federal National Mortgage Association, 4.50%, due 02/01/2046 0.06%
Broadcom, Inc., 4.25%, due 04/15/2026 0.06%
AT&T, Inc., 5.15%, due 11/15/2046 0.06%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.06%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.06%
EnLink Midstream Partners, LP, 4.15%, due 06/01/2025 0.06%
Bristol-Myers Squibb Co., 4.25%, due 10/26/2049 0.06%
CVS Health Corp., 4.30%, due 03/25/2028 0.06%
Comcast Corp., 4.15%, due 10/15/2028 0.06%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.06%
MDC Holdings, Inc., 5.50%, due 01/15/2024 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 0.06%
Allergan Finance LLC, 3.25%, due 10/01/2022 0.06%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.06%
Verizon Communications, Inc., 5.01%, due 08/21/2054 0.06%
Federal National Mortgage Association, 3.50%, due 04/01/2048 0.06%
AT&T, Inc., 3.60%, due 07/15/2025 0.06%
Comcast Corp., 4.60%, due 10/15/2038 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2048 0.06%
Crown Castle International Corp., 4.30%, due 02/15/2029 0.06%
Centene Corp., 6.12%, due 02/15/2024 0.06%
Netflix, Inc., 4.37%, due 11/15/2026 0.05%
IQVIA, Inc., 5.00%, due 05/15/2027 0.05%
Cheniere Energy Partners, LP, 5.62%, due 10/01/2026 0.05%
Dell International LLC / EMC Corp., 5.30%, due 10/01/2029 0.05%
Entegris, Inc., 4.62%, due 02/10/2026 0.05%
Federal Home Loan Mortgage Corp., 4.50%, due 07/01/2038 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2043 0.05%
Federal National Mortgage Association Connecticut Avenue Securities, 5.01%, due 07/25/2024 0.05%
Energy Transfer Operating, LP, 4.25%, due 03/15/2023 0.05%
Netflix, Inc., 5.37%, due 11/15/2029 0.05%
Brown & Brown, Inc., 4.50%, due 03/15/2029 0.05%
Campbell Soup Co., 3.95%, due 03/15/2025 0.05%
McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 0.05%
Kraft Heinz Foods Co., 4.87%, due 10/01/2049 0.05%
Mars, Inc., 3.20%, due 04/01/2030 0.05%
NuStar Logistics, LP, 5.62%, due 04/28/2027 0.05%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.05%
Kraft Heinz Foods Co., 3.75%, due 04/01/2030 0.05%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.05%
JPMorgan Mortgage Trust, Series 2019-LTV2, Class A11, 2.91%, due 12/25/2049 0.05%
Comcast Corp., 3.15%, due 03/01/2026 0.05%
Crown Castle International Corp., 3.65%, due 09/01/2027 0.05%
PayPal Holdings, Inc., 2.40%, due 10/01/2024 0.05%
Federal National Mortgage Association, 4.50%, due 11/01/2038 0.05%
CVS Health Corp., 4.75%, due 12/01/2022 0.05%
Juniper Networks, Inc., 3.75%, due 08/15/2029 0.05%
Fidelity National Information Services, Inc., 5.00%, due 10/15/2025 0.05%
UBM PLC, 5.75%, due 11/03/2020 0.05%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.05%
Federal National Mortgage Association, 3.50%, due 02/01/2045 0.04%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.04%
Mars, Inc., 4.20%, due 04/01/2059 0.04%
Government National Mortgage Association, 4.00%, due 07/15/2047 0.04%
BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class A, 2.87%, due 09/15/2034 0.04%
Bristol-Myers Squibb Co., 3.40%, due 07/26/2029 0.04%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.04%
U.S. Treasury Note, 2.37%, due 02/29/2024 0.04%
HCA, Inc., 5.12%, due 06/15/2039 0.04%
Federal National Mortgage Association, 4.00%, due 06/01/2048 0.04%
Keurig Dr. Pepper, Inc., 5.08%, due 05/25/2048 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.04%
Kinder Morgan Energy Partners, LP, 5.00%, due 10/01/2021 0.04%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 3.81%, due 07/25/2030 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 12/01/2048 0.04%
NRG Energy, Inc., 5.25%, due 06/15/2029 0.04%
Government National Mortgage Association, 3.50%, due 06/20/2049 0.04%
Raymond James Financial, Inc., 5.62%, due 04/01/2024 0.04%
MGM Resorts International, 6.62%, due 12/15/2021 0.04%
Towd Point HE Trust, Series 2019-HE1, Class A1, 2.91%, due 04/25/2048 0.04%
First Republic Bank, 4.62%, due 02/13/2047 0.04%
Federal National Mortgage Association, 4.00%, due 02/01/2049 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.04%
Verisk Analytics, Inc., 5.50%, due 06/15/2045 0.04%
Micron Technology, Inc., 4.97%, due 02/06/2026 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.04%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.04%
Federal National Mortgage Association, 4.50%, due 08/01/2048 0.04%
CF Industries, Inc., 4.50%, due 12/01/2026 0.04%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.04%
WRKCo, Inc., 4.65%, due 03/15/2026 0.04%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.04%
Vistra Operations Co. LLC, 5.50%, due 09/01/2026 0.04%
DB Master Finance LLC, Series 2019-1A, Class A2I, 3.78%, due 05/20/2049 0.04%
Mars, Inc., 2.70%, due 04/01/2025 0.04%
CommScope, Inc., 5.50%, due 03/01/2024 0.04%
U.S. Treasury Bond, 3.00%, due 02/15/2049 0.04%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.04%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2047 0.04%
Elanco Animal Health, Inc., 4.27%, due 08/28/2023 0.04%
Fox Corp., 4.03%, due 01/25/2024 0.04%
Elanco Animal Health, Inc., 4.90%, due 08/28/2028 0.04%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.03%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.03%
Federal National Mortgage Association, 3.50%, due 04/01/2043 0.03%
Kraft Heinz Foods Co., 4.62%, due 01/30/2029 0.03%
Energy Transfer Operating, LP, 5.50%, due 06/01/2027 0.03%
General Motors Financial Co., Inc., 4.35%, due 01/17/2027 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2031 0.03%
Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 0.03%
Mylan, Inc., 4.55%, due 04/15/2028 0.03%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 09/01/2038 0.03%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.03%
JPMorgan Mortgage Trust, Series 2019-7, Class A11, 2.92%, due 02/25/2050 0.03%
Cenovus Energy, Inc., 4.25%, due 04/15/2027 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2048 0.03%
Verizon Communications, Inc., 3.87%, due 02/08/2029 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.03%
BXP Trust, Series 2017-GM, Class A, 3.37%, due 06/13/2039 0.03%
Qorvo, Inc., 4.37%, due 10/15/2029 0.03%
GLP Capital, LP / GLP Financing II, Inc., 5.25%, due 06/01/2025 0.03%
Federal National Mortgage Association, 4.50%, due 06/01/2047 0.03%
Federal National Mortgage Association, 3.50%, due 10/01/2042 0.03%
DB Master Finance LLC, Series 2019-1A, Class A23, 4.35%, due 05/20/2049 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2048 0.03%
New Residential Mortgage Loan Trust, Series 2018-2A, Class A1, 4.50%, due 02/25/2058 0.03%
JPMorgan Mortgage Trust, Series 2019-6, Class A11, 2.91%, due 12/25/2049 0.03%
Credit Acceptance Auto Loan Trust, Series 2018-2A, Class B, 3.94%, due 07/15/2027 0.03%
Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 0.03%
U.S. Treasury Note, 1.37%, due 08/31/2026 0.03%
Micron Technology, Inc., 5.50%, due 02/01/2025 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2043 0.03%
Tallgrass Energy Partners, LP / Tallgrass Energy Finance Corp., 5.50%, due 09/15/2024 0.03%
Federal National Mortgage Association, 4.50%, due 03/01/2045 0.03%
Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2II, 4.72%, due 06/07/2049 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2048 0.03%
AT&T, Inc., 5.25%, due 03/01/2037 0.03%
Government National Mortgage Association, 4.00%, due 12/15/2047 0.03%
Kraft Heinz Foods Co., 5.00%, due 06/04/2042 0.03%
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 03/01/2048 0.03%
Federal National Mortgage Association, 4.50%, due 04/01/2048 0.03%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2048 0.03%
Global Payments, Inc., 3.20%, due 08/15/2029 0.03%
Arroyo Mortgage Trust, Series 2018-1, Class A1, 3.76%, due 04/25/2048 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.03%
Boston Scientific Corp., 4.00%, due 03/01/2029 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, due 10/23/2045 0.03%
Federal Home Loan Mortgage Corp., 3.50%, due 09/01/2049 0.02%
Federal National Mortgage Association, 4.11%, due 06/25/2039 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2048 0.02%
Sysco Corp., 2.50%, due 07/15/2021 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2048 0.02%
Wendys Funding LLC, Series 2018-1A, Class A2I, 3.57%, due 03/15/2048 0.02%
Kinder Morgan, Inc., 5.55%, due 06/01/2045 0.02%
Kraft Heinz Foods Co., 4.62%, due 10/01/2039 0.02%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.02%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.02%
Station Place Securitization Trust, Series 2019-WL1, Class E, 3.41%, due 08/25/2052 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 07/01/2046 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
JBS USA LUX SA / JBS USA Finance, Inc., 5.87%, due 07/15/2024 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2045 0.02%
Federal National Mortgage Association, 4.00%, due 04/01/2048 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.02%
Petroleos Mexicanos, 6.84%, due 01/23/2030 0.02%
WRKCo, Inc., 4.00%, due 03/15/2028 0.02%
Wabtec Corp., 3.45%, due 11/15/2026 0.02%
Federal National Mortgage Association, 4.50%, due 06/01/2048 0.02%
Synchrony Financial, 4.37%, due 03/19/2024 0.02%
NRG Energy, Inc., 5.75%, due 01/15/2028 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.02%
Government National Mortgage Association, 4.00%, due 11/15/2047 0.02%
Petroleos Mexicanos, 7.69%, due 01/23/2050 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Federal National Mortgage Association, 3.00%, due 10/01/2045 0.02%
Global Payments, Inc., 4.15%, due 08/15/2049 0.02%
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.50%, due 04/15/2029 0.02%
Federal National Mortgage Association, 2.61%, due 07/25/2030 0.02%
Nutrien, Ltd., 4.20%, due 04/01/2029 0.02%
Humana, Inc., 3.12%, due 08/15/2029 0.02%
Federal National Mortgage Association, 4.50%, due 05/01/2048 0.02%
Federal National Mortgage Association, 4.50%, due 11/01/2047 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 05/01/2046 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.02%
Lam Research Corp., 4.00%, due 03/15/2029 0.02%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.02%
Federal National Mortgage Association, 4.50%, due 10/01/2044 0.02%
Federal National Mortgage Association, 4.50%, due 07/01/2047 0.02%
Citizens Financial Group, Inc., 3.75%, due 07/01/2024 0.02%
CVS Health Corp., 3.25%, due 08/15/2029 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.02%
Citizens Financial Group, Inc., 4.35%, due 08/01/2025 0.02%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.02%
O'Reilly Automotive, Inc., 4.35%, due 06/01/2028 0.02%
Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A11, 2.91%, due 07/25/2049 0.02%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Federal National Mortgage Association, 4.50%, due 09/01/2047 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 02/01/2044 0.02%
Sequoia Mortgage Trust, Series 2018-7, Class A19, 4.00%, due 09/25/2048 0.02%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.02%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, 3.21%, due 07/25/2029 0.02%
Kinder Morgan, Inc., 5.20%, due 03/01/2048 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2049 0.02%
DB Master Finance LLC, Series 2019-1A, Class A2II, 4.02%, due 05/20/2049 0.02%
Wells Fargo Mortgage-Backed Securities Trust, Series 2018-1, Class A17, 3.50%, due 07/25/2047 0.02%
MGM Resorts International, 7.75%, due 03/15/2022 0.02%
Federal National Mortgage Association, 3.50%, due 04/01/2044 0.02%
GLP Capital, LP / GLP Financing II, Inc., 3.35%, due 09/01/2024 0.01%
Boeing Co., 3.25%, due 03/01/2028 0.01%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.01%
Cigna Corp., 3.40%, due 09/17/2021 0.01%
Federal National Mortgage Association, 3.50%, due 05/01/2046 0.01%
Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 0.01%
OneMain Direct Auto Receivables Trust, Series 2018-1A, Class 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%
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.01%
Angel Oak Mortgage Trust I LLC, Series 2018-AOMT, Class A1, 3.67%, due 07/27/2048 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 01/01/2048 0.01%
Connecticut Avenue Securities Trust, Series 2019-R05, Class 1M2, 4.01%, due 07/25/2039 0.01%
JPMorgan Mortgage Trust, Series 2019-5, Class A11, 2.91%, due 11/25/2049 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 01/01/2048 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2047 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2048 0.01%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.01%
Domino's Pizza Master Issuer LLC, Series 2018-1A, Class A2II, 4.32%, due 07/25/2048 0.01%
Station Place Securitization Trust, Series 2019-WL1, Class D, 3.21%, due 08/25/2052 0.01%
Synchrony Financial, 2.85%, due 07/25/2022 0.01%
Federal National Mortgage Association, 3.00%, due 11/01/2046 0.01%
Netflix, Inc., 5.87%, due 11/15/2028 0.01%
Boeing Co., 2.25%, due 06/15/2026 0.01%
CVS Health Corp., 3.00%, due 08/15/2026 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 09/01/2049 0.01%
Federal National Mortgage Association, 4.00%, due 03/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2049 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 12/01/2031 0.01%
Federal National Mortgage Association, 3.00%, due 05/01/2043 0.01%
Government National Mortgage Association, 4.00%, due 08/20/2047 0.01%
IHS Markit, Ltd., 5.00%, due 11/01/2022 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 04/01/2040 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%
U.S. Treasury Note, 2.12%, due 03/31/2024 0.01%
Federal National Mortgage Association, 4.50%, due 11/01/2042 0.01%
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.01%
Federal Home Loan Mortgage Corp., 2.50%, due 11/01/2031 0.01%
Federal Home Loan Mortgage Corp., 5.00%, due 09/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2047 0.01%
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., 3.00%, due 10/01/2049 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2048 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2046 0.01%
Federal National Mortgage Association, 4.00%, due 11/01/2047 0.01%
Wendys Funding LLC, Series 2018-1A, Class A2II, 3.88%, due 03/15/2048 0.01%
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.01%
Federal National Mortgage Association, 3.00%, due 08/01/2049 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 08/01/2049 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.01%
Federal National Mortgage Association, 3.50%, due 12/01/2047 0.01%
WRKCo, Inc., 3.37%, due 09/15/2027 0.01%
WRKCo, Inc., 3.75%, due 03/15/2025 0.01%
Federal National Mortgage Association, 3.16%, due 09/25/2029 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2048 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 Home Loan Mortgage Corp., 3.50%, due 12/01/2044 0.01%
Federal National Mortgage Association, 2.96%, due 10/25/2029 0.01%
Centene Corp., 4.75%, due 05/15/2022 0.01%
Allergan, Inc., 2.80%, due 03/15/2023 0.00%**
Federal National Mortgage Association, 3.00%, due 01/01/2046 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%**
Government National Mortgage Association, 4.00%, due 08/20/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 08/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 0.00%**
Federal National Mortgage Association, 2.76%, due 02/25/2030 0.00%**
Federal National Mortgage Association, 4.00%, due 06/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.00%**
Federal National Mortgage Association, 4.00%, due 08/01/2047 0.00%**
AmeriGas Partners, LP / AmeriGas Finance Corp., 5.62%, due 05/20/2024 0.00%**
Federal National Mortgage Association, 2.73%, due 01/25/2031 0.00%**
Federal Home Loan Mortgage Corp., 3.50%, due 08/01/2049 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, 4.00%, due 07/01/2047 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%**
Wachovia Bank Commercial Mortgage Trust, Series 2007-C34, Class AJ, 6.28%, due 05/15/2046 0.00%**
Federal National Mortgage Association, 3.00%, due 02/01/2043 0.00%**
Federal National Mortgage Association, 2.76%, due 02/25/2030 0.00%**
Federal National Mortgage Association, 4.00%, due 10/01/2046 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., 3.00%, due 08/01/2049 0.00%**
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2046 0.00%**
Federal National Mortgage Association, 4.00%, due 07/01/2047 0.00%**
Federal National Mortgage Association, 4.50%, due 05/01/2047 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, 3.50%, due 02/01/2045 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2037 0.00%**
U.S. Treasury Note, 2.50%, due 01/31/2024 0.00%**
Net Other Assets (Liabilities) 0.24%

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.