Transamerica

08/31/2020*


Transamerica PIMCO Tactical - Growth VP

Security Description % of Total Net Assets
U.S. Treasury Bill, 0.14%, due 09/08/2020 12.81%
U.S. Treasury Bill, 0.14%, due 09/08/2020 12.81%
U.S. Treasury Bill, 0.16%, due 10/01/2020 7.43%
U.S. Treasury Bill, 0.10%, due 09/22/2020 5.97%
U.S. Treasury Bond, 4.50%, due 08/15/2039 3.99%
Futures Contracts, Long, S&P 500® E-Mini Index 3.85%
U.S. Treasury Bond, 2.00%, due 02/15/2050 3.70%
Uniform Mortgage-Backed Security, 4.00%, TBA 2.90%
U.S. Treasury Note, 2.25%, due 02/15/2027 2.79%
U.S. Treasury Bill, 0.13%, due 10/22/2020 2.33%
U.S. Treasury Note, 1.87%, due 03/31/2022 1.87%
Federal National Mortgage Association, 4.00%, due 09/01/2050 1.67%
U.S. Treasury Note, 1.50%, due 02/15/2030 1.55%
Uniform Mortgage-Backed Security, 3.00%, TBA 1.54%
Uniform Mortgage-Backed Security, 4.00%, TBA 1.37%
Option Purchased, PUT, S&P 500® Index, Exercise Price $2650.00, Expiration Date 06/18/2021 1.36%
Uniform Mortgage-Backed Security, 3.50%, TBA 1.35%
Federal Home Loan Mortgage Corp., 0.25%, due 08/24/2023 1.18%
U.S. Treasury Bond, 4.25%, due 11/15/2040 1.05%
Futures Contracts, Long, MSCI EAFE Index 0.96%
U.S. Treasury Bond, 4.25%, due 05/15/2039 0.90%
U.S. Treasury Bond, 1.37%, due 08/15/2050 0.88%
Government National Mortgage Association, 4.00%, TBA 0.79%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.77%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.73%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.71%
U.S. Treasury Bill, 0.10%, due 10/29/2020 0.54%
Futures Contracts, Long, E-Mini Russell 2000® Index 0.51%
Westpac Banking Corp., 2.25%, due 11/09/2020 0.49%
U.S. Treasury Bond, 3.12%, due 11/15/2041 0.45%
Federal National Mortgage Association, 0.87%, due 08/05/2030 0.43%
Qatar Government International Bond, 2.37%, due 06/02/2021 0.41%
Bank of America Corp., 3.41%, due 12/20/2028 0.41%
U.S. Treasury Bond, 2.87%, due 11/15/2046 0.41%
Government National Mortgage Association, 3.50%, TBA 0.38%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.37%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.36%
U.S. Treasury Inflation-Indexed Note, 0.50%, due 01/15/2028 0.36%
U.S. Treasury Strip Principal, Principal Only STRIPS, due 05/15/2050 0.34%
Japan Finance Organization for Municipalities, 2.12%, due 04/13/2021 0.31%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.31%
Uniform Mortgage-Backed Security, 4.50%, TBA 0.25%
Comcast Corp., 4.75%, due 03/01/2044 0.24%
Uniform Mortgage-Backed Security, 1.50%, TBA 0.24%
Tokyo Metropolitan Government, 2.00%, due 05/17/2021 0.23%
American Tower Corp., 4.00%, due 06/01/2025 0.22%
Citigroup, Inc., 4.40%, due 06/10/2025 0.22%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.22%
Japan Finance Organization for Municipalities, 2.12%, due 10/25/2023 0.21%
Oracle Corp., 2.95%, due 05/15/2025 0.21%
U.S. Treasury Bond, 3.00%, due 11/15/2044 0.21%
Dexia Credit Local SA, 1.87%, due 09/15/2021 0.21%
Government National Mortgage Association, 0.96%, due 05/20/2066 0.20%
Entergy Mississippi LLC, 2.85%, due 06/01/2028 0.20%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 01/15/2048 0.19%
Lloyds Banking Group PLC, 4.55%, due 08/16/2028 0.18%
Bayer US Finance II LLC, 4.62%, due 06/25/2038 0.18%
Towd Point Mortgage Funding, Series 2019-GR4A, Class A1, 1.10%, due 10/20/2051 0.18%
DTE Electric Co., 3.70%, due 06/01/2046 0.18%
Ford Credit Auto Owner Trust, Series 2016-2, Class A, 2.03%, due 12/15/2027 0.18%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 10/01/2025 0.18%
Piedmont Natural Gas Co., Inc., 3.50%, due 06/01/2029 0.18%
Sabine Pass Liquefaction LLC, 5.75%, due 05/15/2024 0.18%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.33%, due 04/25/2028 0.17%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.17%
Province of Quebec, 2.50%, due 04/20/2026 0.17%
DBUBS Mortgage Trust, Series 2017-BRBK, Class A, 3.45%, due 10/10/2034 0.17%
U.S. Treasury Note, 2.12%, due 03/31/2024 0.16%
Alexandria Real Estate Equities, Inc., 4.30%, due 01/15/2026 0.16%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.16%
Sinopec Group Overseas Development, Ltd., 4.12%, due 09/12/2025 0.15%
Loomis Sayles CLO II, Ltd., Series 2015-2A, Class A1R, 1.17%, due 04/15/2028 0.14%
Indonesia Government International Bond, 4.45%, due 02/11/2024 0.14%
Worldwide Plaza Trust, Series 2017-WWP, Class A, 3.52%, due 11/10/2036 0.14%
Southwestern Electric Power Co., 6.20%, due 03/15/2040 0.14%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A4, 3.37%, due 10/15/2048 0.14%
Dell International LLC / EMC Corp., 8.10%, due 07/15/2036 0.14%
Wells Fargo & Co., Series MTN, 2.16%, due 02/11/2026 0.13%
Federal Home Loan Mortgage Corp. REMIC, 0.56%, due 09/15/2045 0.13%
Norwegian Air Shuttle Pass-Through Trust, 4.87%, due 11/10/2029 0.13%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2048 0.13%
Venture XIV CLO, Ltd., Series 2013-14A, Class ARR, 1.28%, due 08/28/2029 0.13%
Government National Mortgage Association, 0.96%, due 06/20/2066 0.13%
American Tower Corp., 4.40%, due 02/15/2026 0.12%
Federal National Mortgage Association, 3.79%, due 01/01/2029 0.12%
UBS Group AG, 4.12%, due 09/24/2025 0.12%
Valero Energy Corp., 4.00%, due 04/01/2029 0.12%
American Tower Corp., 3.37%, due 10/15/2026 0.12%
BNP Paribas SA, 4.70%, due 01/10/2025 0.11%
Dryden XXV Senior Loan Fund, Series 2012-25A, Class ARR, 1.17%, due 10/15/2027 0.11%
Pennsylvania Electric Co., 3.60%, due 06/01/2029 0.11%
Natixis Commercial Mortgage Securities Trust, Series 2019-10K, Class A, 3.62%, due 05/15/2039 0.11%
Truist Financial Corp., 5.10%, due 03/01/2030 0.11%
Energy Transfer Operating, LP, 4.75%, due 01/15/2026 0.11%
Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 0.11%
Santander Holdings USA, Inc., 3.45%, due 06/02/2025 0.11%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.75%, due 03/01/2030 0.11%
U.S. Treasury Note, 2.00%, due 06/30/2024 0.11%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.11%
Enel Finance International NV, 2.65%, due 09/10/2024 0.11%
Imperial Brands Finance PLC, 3.12%, due 07/26/2024 0.11%
GE Capital Funding LLC, 4.40%, due 05/15/2030 0.11%
HSBC Holdings PLC, 2.84%, due 06/04/2031 0.11%
ONEOK, Inc., 4.35%, due 03/15/2029 0.11%
Sumitomo Mitsui Financial Group, Inc., 2.13%, due 07/08/2030 0.11%
Alabama Power Co., 1.45%, due 09/15/2030 0.10%
Federal National Mortgage Association, 0.37%, due 08/25/2025 0.10%
Mid-America Apartments, LP, 4.00%, due 11/15/2025 0.10%
Brixmor Operating Partnership, LP, 1.30%, due 02/01/2022 0.10%
Crown Point CLO 5, Ltd., Series 2018-5A, Class A, 1.21%, due 07/17/2028 0.10%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.10%
CVS Health Corp., 5.05%, due 03/25/2048 0.10%
Boston Scientific Corp., 3.37%, due 05/15/2022 0.10%
Kilroy Realty, LP, 4.37%, due 10/01/2025 0.10%
Zephyrus Capital Aviation Partners LLC, Term Loan, 4.60%, due 10/15/2038 0.10%
Southern California Gas Co., 4.12%, due 06/01/2048 0.10%
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1, 2.75%, due 07/25/2059 0.10%
Enterprise Products Operating LLC, 3.20%, due 02/15/2052 0.10%
JPMorgan Mortgage Acquisition Trust, Series 2007-CH5, Class A5, 0.43%, due 06/25/2037 0.09%
Natwest Group PLC, 4.89%, due 05/18/2029 0.09%
AT&T, Inc., 4.35%, due 03/01/2029 0.09%
Avangrid, Inc., 3.80%, due 06/01/2029 0.09%
Essex Portfolio, LP, 4.00%, due 03/01/2029 0.09%
McDonald's Corp., Series MTN, 3.80%, due 04/01/2028 0.09%
Southern California Edison Co., 4.65%, due 10/01/2043 0.09%
AEP Texas, Inc., 3.95%, due 06/01/2028 0.09%
National Retail Properties, Inc., 4.80%, due 10/15/2048 0.09%
Broadcom, Inc., 4.30%, due 11/15/2032 0.09%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.20%, due 03/15/2028 0.09%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.09%
Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 0.09%
Nationwide Building Society, 3.90%, due 07/21/2025 0.09%
Kuwait International Government Bond, 3.50%, due 03/20/2027 0.09%
Federal National Mortgage Association, 3.50%, due 07/01/2049 0.09%
Weyerhaeuser Co., 4.62%, due 09/15/2023 0.09%
Abu Dhabi Government International Bond, 3.12%, due 10/11/2027 0.09%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.94%, due 04/10/2033 0.09%
VEREIT Operating Partnership, LP, 4.62%, due 11/01/2025 0.09%
Mitsubishi UFJ Financial Group, Inc., 2.12%, due 03/01/2021 0.09%
WP Carey, Inc., 4.60%, due 04/01/2024 0.08%
Southern California Edison Co., 4.00%, due 04/01/2047 0.08%
Barclays PLC, 3.65%, due 03/16/2025 0.08%
Bank of Ireland Group PLC, 4.50%, due 11/25/2023 0.08%
Natwest Group PLC, 3.87%, due 09/12/2023 0.08%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2022 0.08%
Kansas City Southern, 4.95%, due 08/15/2045 0.08%
Ferguson Finance PLC, 3.25%, due 06/02/2030 0.08%
Federal Home Loan Mortgage Corp. REMIC, 0.52%, due 01/15/2038 0.08%
Woodside Finance, Ltd., 3.70%, due 03/15/2028 0.08%
Natwest Group PLC, 8.62%, due 08/15/2021 0.08%
SMB Private Education Loan Trust, Series 2016-B, Class A2B, 1.61%, due 02/17/2032 0.08%
Sabra Health Care, LP, 4.80%, due 06/01/2024 0.08%
La Hipotecaria El Salvadorian Mortgage Trust, Series 2016-1A, Class A, 3.35%, due 01/15/2046 0.08%
Credit Suisse Group AG, 2.19%, due 06/05/2026 0.08%
Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 0.08%
MET Tower Global Funding, 0.63%, due 01/17/2023 0.08%
Deutsche Bank AG, 1.53%, due 02/04/2021 0.08%
Royalty Pharma PLC, 0.75%, due 09/02/2023 0.08%
Sasol Financing USA LLC, 5.87%, due 03/27/2024 0.08%
Arbor Realty Commercial Real Estate Notes, Ltd., Series 2019-FL1, Class A, 1.31%, due 05/15/2037 0.08%
LoanCore Issuer, Ltd., Series 2019-CRE2, Class A, 1.29%, due 05/15/2036 0.08%
BAMLL Commercial Mortgage Securities Trust, Series 2019-RLJ, Class A, 1.21%, due 04/15/2036 0.07%
Fortune Brands Home & Security, Inc., 4.00%, due 06/15/2025 0.07%
Stichting AK Rabobank Certificaten, Zero Coupon, due 12/29/2049 0.07%
AHS Hospital Corp., 5.02%, due 07/01/2045 0.07%
Zais CLO, Ltd., Series 2014-1A, Class A1AR, 1.42%, due 04/15/2028 0.07%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.82%, due 02/25/2023 0.07%
Uropa Securities PLC, Series 2008-1, Class A, 0.40%, due 06/10/2059 0.07%
Pacific Gas & Electric Co., 3.75%, due 07/01/2028 0.07%
Pacific Gas & Electric Co., 3.45%, due 07/01/2025 0.07%
Legacy Mortgage Asset Trust, Series 2019-GS3, Class A1, 3.75%, due 04/25/2059 0.07%
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR9, Class 2A, 2.18%, due 08/25/2046 0.07%
Texas Transportation Commission State Highway Fund, 4.00%, due 10/01/2033 0.06%
Amgen, Inc., 4.40%, due 05/01/2045 0.06%
State of California, 7.35%, due 11/01/2039 0.06%
Saudi Government International Bond, Series MTN, 4.50%, due 04/22/2060 0.06%
Alexandria Real Estate Equities, Inc., 4.50%, due 07/30/2029 0.06%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.06%
Microsoft Corp., 4.10%, due 02/06/2037 0.06%
IHS Markit, Ltd., 4.75%, due 08/01/2028 0.06%
Israel Government International Bond, 3.87%, due 07/03/2050 0.06%
Zoetis, Inc., 3.90%, due 08/20/2028 0.06%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.06%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.06%
RELX Capital, Inc., 4.00%, due 03/18/2029 0.06%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 5.15%, due 09/20/2029 0.06%
Peru Government International Bond, 5.94%, due 02/12/2029 0.06%
VMware, Inc., 4.65%, due 05/15/2027 0.06%
General Electric Co., Series MTN, 5.55%, due 01/05/2026 0.06%
Eni SpA, 4.75%, due 09/12/2028 0.06%
U.S. Treasury Note, 2.37%, due 05/15/2029 0.06%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.06%
CHRISTUS Health, 4.34%, due 07/01/2028 0.06%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.06%
Barclays PLC, 4.33%, due 01/10/2028 0.06%
OneMain Finance Corp., 8.87%, due 06/01/2025 0.06%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.06%
Northwell Healthcare, Inc., 3.97%, due 11/01/2046 0.06%
Principal Life Global Funding II, 3.00%, due 04/18/2026 0.06%
SVB Financial Group, 3.12%, due 06/05/2030 0.06%
State of Israel, 3.37%, due 01/15/2050 0.06%
County of Miami-Dade Aviation Revenue, Series C, 3.86%, due 10/01/2029 0.06%
Syngenta Finance NV, 5.18%, due 04/24/2028 0.06%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.06%
AIB Group PLC, 4.75%, due 10/12/2023 0.06%
Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 0.06%
United Airlines Pass-Through Trust, 3.10%, due 04/07/2030 0.06%
Southwest Airlines Co., 5.12%, due 06/15/2027 0.06%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.06%
AP Moller - Maersk A/S, 3.87%, due 09/28/2025 0.06%
Level 3 Financing, Inc., 3.87%, due 11/15/2029 0.06%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 4.73%, due 09/20/2029 0.06%
Walt Disney Co., 2.65%, due 01/13/2031 0.06%
Seagate HDD Cayman, 4.12%, due 01/15/2031 0.06%
IPALCO Enterprises, Inc., 3.70%, due 09/01/2024 0.06%
Fidelity National Financial, Inc., 3.40%, due 06/15/2030 0.06%
Yara International ASA, 3.14%, due 06/04/2030 0.06%
Bemis Co., Inc., 2.63%, due 06/19/2030 0.06%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.06%
Deutsche Bank AG, 3.96%, due 11/26/2025 0.06%
Dominion Energy Gas Holdings LLC, 2.50%, due 11/15/2024 0.05%
Healthpeak Properties, Inc., 2.87%, due 01/15/2031 0.05%
New York City Transitional Finance Authority Future Tax Secured Revenue, Series A-4, 2.01%, due 05/01/2025 0.05%
Standard Industries, Inc., 4.37%, due 07/15/2030 0.05%
BOC Aviation, Ltd., 3.50%, due 10/10/2024 0.05%
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 4.37%, due 02/05/2050 0.05%
AT&T, Inc., 3.65%, due 06/01/2051 0.05%
Nomura Holdings, Inc., 2.64%, due 01/16/2025 0.05%
Black Hills Corp., 2.50%, due 06/15/2030 0.05%
Barclays PLC, 4.61%, due 02/15/2023 0.05%
Dolphin Energy, Ltd. LLC, 5.50%, due 12/15/2021 0.05%
Interstate Power & Light Co., 2.30%, due 06/01/2030 0.05%
Qatar Government International Bond, 4.50%, due 01/20/2022 0.05%
NetApp, Inc., 2.70%, due 06/22/2030 0.05%
Suntory Holdings, Ltd., 2.25%, due 10/16/2024 0.05%
LeasePlan Corp. NV, 2.87%, due 10/24/2024 0.05%
NextEra Energy Capital Holdings, Inc., 3.20%, due 02/25/2022 0.05%
Walt Disney Co., 2.00%, due 09/01/2029 0.05%
Volkswagen Group of America Finance LLC, 4.00%, due 11/12/2021 0.05%
Infor, Inc., 1.75%, due 07/15/2025 0.05%
Reliance Standard Life Global Funding II, 2.75%, due 01/21/2027 0.05%
Hanwha Energy USA Holdings Corp., 2.37%, due 07/30/2022 0.05%
Banco BTG Pactual SA, 4.50%, due 01/10/2025 0.05%
Stryker Corp., 1.95%, due 06/15/2030 0.05%
New York State Urban Development Corp., 1.82%, due 03/15/2029 0.05%
Block Financial LLC, 3.87%, due 08/15/2030 0.05%
AbbVie, Inc., 2.60%, due 11/21/2024 0.05%
Centrais Eletricas Brasileiras SA, 4.62%, due 02/04/2030 0.05%
Pertamina Persero PT, 4.17%, due 01/21/2050 0.05%
Peru Government International Bond, 5.94%, due 02/12/2029 0.05%
Boardwalk Pipelines, LP, 3.40%, due 02/15/2031 0.05%
Mitsubishi UFJ Financial Group, Inc., 1.10%, due 07/26/2023 0.05%
Midwest Connector Capital Co. LLC, 3.90%, due 04/01/2024 0.05%
HSBC Holdings PLC, 1.69%, due 09/12/2026 0.05%
Mizuho Financial Group, Inc., 1.31%, due 09/11/2024 0.05%
International Flavors & Fragrances, Inc., 3.40%, due 09/25/2020 0.05%
MPLX, LP, 1.75%, due 03/01/2026 0.05%
Hyatt Hotels Corp., 3.24%, due 09/01/2022 0.05%
Lloyds Bank Corporate Markets PLC, 0.76%, due 10/26/2020 0.05%
American Campus Communities Operating Partnership, LP, 2.85%, due 02/01/2030 0.05%
Motorola Solutions, Inc., 2.30%, due 11/15/2030 0.05%
New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75%, due 11/25/2059 0.05%
Rockies Express Pipeline LLC, 4.80%, due 05/15/2030 0.05%
Angel Oak Mortgage Trust, Series 2020-4, Class A1, 1.46%, due 06/25/2065 0.05%
Concho Resources, Inc., 2.40%, due 02/15/2031 0.05%
Fremont Home Loan Trust, Series 2005-1, Class M5, 1.24%, due 06/25/2035 0.05%
Fortress Transportation & Infrastructure Investors LLC, 6.50%, due 10/01/2025 0.05%
ChaseFlex Trust, Series 2007-2, Class A1, 0.45%, due 05/25/2037 0.05%
Towd Point Mortgage Trust, Series 2019-4, Class A1, 2.90%, due 10/25/2059 0.05%
Federal National Mortgage Association, 3.50%, due 06/01/2045 0.05%
Credit Suisse Mortgage Capital Certificates, Series 2019-RPL4, Class A1, 3.51%, due 08/26/2058 0.05%
Southern Pacific Financing PLC, Series 2005-B, Class A, 0.38%, due 06/10/2043 0.05%
Mill City Mortgage Loan Trust, Series 2019-GS2, Class A1, 2.75%, due 08/25/2059 0.05%
Palmer Square Loan Funding, Ltd., Series 2018-4A, Class A1, 1.18%, due 11/15/2026 0.05%
Diamondback Energy, Inc., 2.87%, due 12/01/2024 0.04%
British Airways Pass-Through Trust, 3.80%, due 03/20/2033 0.04%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.04%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.04%
Federal National Mortgage Association, 4.50%, due 06/01/2039 0.04%
Nissan Motor Acceptance Corp., 2.80%, due 01/13/2022 0.04%
Las Vegas Sands Corp., 2.90%, due 06/25/2025 0.04%
Adventist Health System, 2.43%, due 09/01/2024 0.04%
Futures Contracts, Short, U.S. Treasury Ultra Bond 0.04%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.04%
Bay Area Toll Authority, Series S1, 6.91%, due 04/01/2040 0.04%
Federal Home Loan Mortgage Corp. REMIC, 0.56%, due 02/15/2041 0.04%
Master Asset-Backed Securities Trust, Series 2004-WMC3, Class M1, 1.00%, due 10/25/2034 0.04%
Peru Government International Bond, 8.20%, due 08/12/2026 0.04%
PHEAA Student Loan Trust, Series 2016-2A, Class A, 1.12%, due 11/25/2065 0.04%
Crown Castle International Corp., 4.45%, due 02/15/2026 0.04%
Mountain View CLO, Ltd., Series 2014-1A, Class ARR, 1.07%, due 10/15/2026 0.03%
Hackensack Meridian Health, Inc., 4.50%, due 07/01/2057 0.03%
Encore Credit Receivables Trust, Series 2005-1, Class M1, 0.83%, due 07/25/2035 0.03%
Tennessee Gas Pipeline Co. LLC, 7.00%, due 10/15/2028 0.03%
Barings BDC Static CLO, Ltd., Series 2019-1A, Class A1, 1.29%, due 04/15/2027 0.03%
Bell Canada, Inc., 4.30%, due 07/29/2049 0.03%
Towd Point Mortgage Trust, Series 2019-HY2, Class A1, 1.17%, due 05/25/2058 0.03%
New York Life Insurance Co., 4.45%, due 05/15/2069 0.03%
Niagara Mohawk Power Corp., 4.11%, due 11/28/2042 0.03%
Union Pacific Corp., 4.10%, due 09/15/2067 0.03%
Travelers Cos., Inc., 3.75%, due 05/15/2046 0.03%
Broadcom, Inc., 5.00%, due 04/15/2030 0.03%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.03%
Microsoft Corp., 2.52%, due 06/01/2050 0.03%
Bacardi, Ltd., 4.70%, due 05/15/2028 0.03%
Great-West Lifeco Finance, LP, 4.04%, due 05/17/2028 0.03%
Pacific Gas & Electric Co., 3.50%, due 06/15/2025 0.03%
MASTR Alternative Loan Trust, Series 2003-9, Class 4A1, 5.25%, due 11/25/2033 0.03%
Tencent Holdings, Ltd., 3.97%, due 04/11/2029 0.03%
HCA, Inc., 4.12%, due 06/15/2029 0.03%
Huntington Ingalls Industries, Inc., 4.20%, due 05/01/2030 0.03%
Flex, Ltd., 4.87%, due 06/15/2029 0.03%
Discover Financial Services, 4.50%, due 01/30/2026 0.03%
Apple, Inc., 3.35%, due 02/09/2027 0.03%
County of Baltimore, 3.30%, due 07/01/2046 0.03%
Alexandria Real Estate Equities, Inc., 3.95%, due 01/15/2027 0.03%
Federal National Mortgage Association REMIC, 0.72%, due 02/25/2041 0.03%
Flex, Ltd., 4.75%, due 06/15/2025 0.03%
Bacardi, Ltd., 4.45%, due 05/15/2025 0.03%
Huntsman International LLC, 4.50%, due 05/01/2029 0.03%
Flagship CLO VIII, Ltd., Series 2014-8A, Class ARR, 1.12%, due 01/16/2026 0.03%
UDR, Inc., 3.00%, due 08/15/2031 0.03%
BAT Capital Corp., 4.39%, due 08/15/2037 0.03%
Wells Fargo & Co., Series MTN, 3.00%, due 02/19/2025 0.03%
Southern California Edison Co., 3.90%, due 03/15/2043 0.03%
Memorial Sloan-Kettering Cancer Center, 2.95%, due 01/01/2050 0.03%
Edison International, 3.55%, due 11/15/2024 0.03%
UnitedHealth Group, Inc., 2.90%, due 05/15/2050 0.03%
State of Wisconsin, Series A, 2.09%, due 05/01/2026 0.03%
Sydney Airport Finance Co. Pty, Ltd., 3.90%, due 03/22/2023 0.03%
Fairstone Financial, Inc., 7.87%, due 07/15/2024 0.03%
T-Mobile USA, Inc., 2.55%, due 02/15/2031 0.03%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.03%
Fair Isaac Corp., 4.00%, due 06/15/2028 0.03%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.03%
JetBlue Pass-Through Trust, 4.00%, due 05/15/2034 0.03%
Brighthouse Holdings LLC, 6.50%, due 07/27/2037 0.03%
Aircastle, Ltd., 5.50%, due 02/15/2022 0.03%
American Tower Corp., 2.10%, due 06/15/2030 0.03%
Yale University, 1.48%, due 04/15/2030 0.03%
University of California, 1.61%, due 05/15/2030 0.03%
CenterPoint Energy, Inc., 6.12%, due 09/01/2023 0.03%
SBA Tower Trust, 1.88%, due 07/15/2050 0.03%
AT&T, Inc., 2.25%, due 02/01/2032 0.03%
New Jersey Transportation Trust Fund Authority, 2.55%, due 06/15/2023 0.03%
Great-West Lifeco US Finance, LP, 0.90%, due 08/12/2025 0.03%
Textron, Inc., 2.45%, due 03/15/2031 0.03%
Park Aerospace Holdings, Ltd., 5.50%, due 02/15/2024 0.03%
Halcyon Loan Advisors Funding, Ltd., Series 2014-3A, Class AR, 1.35%, due 10/22/2025 0.03%
Alphabet, Inc., 1.90%, due 08/15/2040 0.02%
CSMC Trust, Series 2019-RPL9, Class A1, 3.05%, due 10/27/2059 0.02%
Equinix, Inc., 2.62%, due 11/18/2024 0.02%
Saxon Asset Securities Trust, Series 2005-4, Class M2, 0.62%, due 11/25/2037 0.02%
Futures Contracts, Short, 30-Year U.S. Treasury Bond 0.02%
Tobacco Settlement Finance Authority, Series A, 7.46%, due 06/01/2047 0.02%
Merrill Lynch Mortgage Investors Trust, Series 2003-B, Class A1, 0.85%, due 04/25/2028 0.02%
Spirit AeroSystems, Inc., 3.85%, due 06/15/2026 0.02%
Activision Blizzard, Inc., 2.50%, due 09/15/2050 0.02%
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.72%, due 09/15/2043 0.02%
RASC Trust, Series 2007-KS2, Class AI4, 0.39%, due 02/25/2037 0.02%
Bancorp Commercial Mortgage Trust, Series 2019-CRE6, Class A, 1.21%, due 09/15/2036 0.02%
Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 0.02%
Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1, 3.27%, due 09/25/2035 0.02%
Vodafone Group PLC, 3.75%, due 01/16/2024 0.02%
Michigan Tobacco Settlement Finance Authority, Series A, 7.30%, due 06/01/2034 0.02%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.02%
Spirit AeroSystems, Inc., 3.95%, due 06/15/2023 0.02%
United Airlines Pass-Through Trust, 3.10%, due 01/07/2030 0.02%
FFMLT Trust, Series 2005-FF2, Class M4, 1.06%, due 03/25/2035 0.02%
Towd Point Mortgage Trust, Series 2019-SJ3, Class A1, 3.00%, due 11/25/2059 0.02%
Syngenta Finance NV, 3.12%, due 03/28/2022 0.02%
American Airlines Pass-Through Trust, 3.50%, due 08/15/2033 0.02%
Kraft Heinz Foods Co., 3.95%, due 07/15/2025 0.02%
American Airlines Pass-Through Trust, 3.25%, due 04/15/2030 0.02%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.02%
Uropa Securities PLC, Series 2008-1, Class M1, 0.55%, due 06/10/2059 0.02%
Spirit Airlines Pass-Through Trust, 4.10%, due 10/01/2029 0.02%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.02%
Eurosail PLC, Series 2006-4X, Class A3C, 0.36%, due 12/10/2044 0.02%
Santander Group Holdings PLC, 3.12%, due 01/08/2021 0.02%
Energy Transfer Operating, LP, 7.50%, due 07/01/2038 0.02%
Apple, Inc., 2.90%, due 09/12/2027 0.01%
Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note 0.01%
Amazon.com, Inc., 2.50%, due 06/03/2050 0.01%
Uropa Securities PLC, Series 2008-1, Class B, 0.95%, due 06/10/2059 0.01%
Avery Point IV CLO, Ltd., Series 2014-1A, Class AR, 1.34%, due 04/25/2026 0.01%
Uropa Securities PLC, Series 2008-1, Class M2, 0.75%, due 06/10/2059 0.01%
CVP Cascade CLO-1, Ltd., Series 2013-CLO1, Class A1R, 1.42%, due 01/16/2026 0.01%
Odebrecht Drilling Norbe VIII / IX, Ltd., 6.35%, due 12/01/2021 0.01%
American Airlines Pass-Through Trust, 4.00%, due 01/15/2027 0.01%
Credit Suisse First Boston Mortgage Securities Corp., Series 2004-AR7, Class 2A1, 3.32%, due 11/25/2034 0.01%
Tagua Leasing LLC, 1.58%, due 11/16/2024 0.01%
Helios Leasing I LLC, 1.56%, due 09/28/2024 0.01%
Utah State Board of Regents, Series 1, 0.92%, due 12/26/2031 0.01%
Northstar Education Finance, Inc., Series 2012-1, Class A, 0.87%, due 12/26/2031 0.01%
HarborView Mortgage Loan Trust, Series 2005-4, Class 3A1, 3.61%, due 07/19/2035 0.01%
Zimmer Biomet Holdings, Inc., 3.55%, due 04/01/2025 0.01%
MortgageIT Trust, Series 2005-2, Class 1A1, 0.69%, due 05/25/2035 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR4, Class A5, 3.55%, due 04/25/2035 0.01%
Zimmer Biomet Holdings, Inc., 3.15%, due 04/01/2022 0.01%
Lazard Group LLC, 3.75%, due 02/13/2025 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.24%, due 01/15/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.00%, due 03/25/2028 0.00%**
Comcast Corp., 4.40%, due 08/15/2035 0.00%**
Cox Communications, Inc., 4.60%, due 08/15/2047 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS, Series 2013-C8, Class XA, 1.10%, due 12/15/2048 0.00%**
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA8 0.00%**
First American Financial Corp., 4.60%, due 11/15/2024 0.00%**
Sydney Airport Finance Co. Pty, Ltd., 3.37%, due 04/30/2025 0.00%**
Woodside Finance, Ltd., 3.65%, due 03/05/2025 0.00%**
Futures Contracts, Short, U.K. Gilt 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.00%**
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA9 0.00%**
Federal National Mortgage Association, 4.50%, due 01/01/2041 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2041 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2041 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Federal National Mortgage Association, 4.50%, due 07/01/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 03/01/2039 0.00%**
Bear Stearns Alt-A Trust, Series 2005-5, Class 1A1, 0.61%, due 07/25/2035 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 34, Exercise Rate 0.90%, Expiration Date 10/21/2020 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 34, Exercise Rate 1.00%, Expiration Date 12/16/2020 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 34, Exercise Rate 1.00%, Expiration Date 11/18/2020 0.00%**
Swap Agreement, Receive, MSCI Emerging Markets Index - Series 33 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Futures Contracts, Long, Euro-BTP Italy Government Bond 0.00%**
Futures Contracts, Short, Euro OAT -0.01%**
Futures Contracts, Short, 5-Year U.S. Treasury Note -0.01%**
Swap Agreement, Pay, North America Investment Grade Index - Series 31 -0.03%**
Net Other Assets (Liabilities) -7.73%**

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.