Transamerica

07/31/2020*


Transamerica PIMCO Tactical - Conservative VP

Security Description % of Total Net Assets
U.S. Treasury Bill, 0.13%, due 10/22/2020 16.98%
U.S. Treasury Bond, 4.50%, due 08/15/2039 9.23%
U.S. Treasury Bond, 2.00%, due 02/15/2050 6.47%
U.S. Treasury Bill, 0.10%, due 10/29/2020 5.03%
U.S. Treasury Note, 1.87%, due 03/31/2022 4.93%
Uniform Mortgage-Backed Security, 4.00%, TBA 4.77%
U.S. Treasury Bill, 0.13%, due 10/22/2020 4.21%
Uniform Mortgage-Backed Security, 3.50%, TBA 4.12%
U.S. Treasury Bill, 0.17%, due 09/10/2020 4.11%
U.S. Treasury Note, 1.87%, due 04/30/2022 3.99%
U.S. Treasury Note, 1.50%, due 02/15/2030 3.35%
U.S. Treasury Bond, 4.25%, due 11/15/2040 2.14%
Uniform Mortgage-Backed Security, 4.00%, TBA 2.13%
U.S. Treasury Bond, 4.25%, due 05/15/2039 1.83%
U.S. Treasury Bond, 3.12%, due 11/15/2041 1.31%
U.S. Treasury Bond, 4.37%, due 05/15/2041 1.28%
Uniform Mortgage-Backed Security, 2.00%, TBA 1.26%
Uniform Mortgage-Backed Security, 2.50%, TBA 1.17%
U.S. Treasury Bond, 3.12%, due 05/15/2048 1.15%
Government National Mortgage Association, 3.50%, TBA 1.14%
Qatar Government International Bond, 2.37%, due 06/02/2021 0.96%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.94%
Bank of America Corp., 3.41%, due 12/20/2028 0.87%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.86%
Uniform Mortgage-Backed Security, 1.50%, TBA 0.83%
U.S. Treasury Inflation-Indexed Note, 0.50%, due 01/15/2028 0.83%
U.S. Treasury Note, 2.00%, due 12/31/2021 0.77%
Nationwide Building Society, 3.90%, due 07/21/2025 0.73%
U.S. Treasury Bond, 3.12%, due 08/15/2044 0.70%
Futures Contracts, Long, S&P 500® E-Mini Index 0.70%
Option Purchased, PUT, S&P 500® Index 0.70%
Federal Home Loan Bank Discount Notes, 0.12%, due 08/25/2020 0.61%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.58%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.52%
Tokyo Metropolitan Government, 2.00%, due 05/17/2021 0.51%
Japan Finance Organization for Municipalities, 2.12%, due 10/25/2023 0.50%
Dexia Credit Local SA, 1.87%, due 09/15/2021 0.48%
Alexandria Real Estate Equities, Inc., 4.30%, due 01/15/2026 0.43%
Government National Mortgage Association, 0.97%, due 05/20/2066 0.43%
Bayer US Finance II LLC, 4.62%, due 06/25/2038 0.42%
DTE Electric Co., 3.70%, due 06/01/2046 0.42%
Entergy Mississippi LLC, 2.85%, due 06/01/2028 0.41%
Ford Credit Auto Owner Trust, Series 2016-2, Class A, 2.03%, due 12/15/2027 0.41%
Lloyds Banking Group PLC, 4.55%, due 08/16/2028 0.41%
U.S. Treasury Bill, 0.09%, due 08/25/2020 0.41%
U.S. Cash Management Bill, 0.13%, due 10/20/2020 0.41%
Towd Point Mortgage Funding, Series 2019-GR4A, Class A1, 1.10%, due 10/20/2051 0.41%
Piedmont Natural Gas Co., Inc., 3.50%, due 06/01/2029 0.40%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.40%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.21%, due 04/25/2028 0.39%
Sabine Pass Liquefaction LLC, 5.75%, due 05/15/2024 0.39%
U.S. Treasury Bill, 0.11%, due 08/20/2020 0.37%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.37%
DBUBS Mortgage Trust, Series 2017-BRBK, Class A, 3.45%, due 10/10/2034 0.37%
Federal National Mortgage Association, 4.50%, due 02/01/2050 0.37%
BNP Paribas SA, 4.70%, due 01/10/2025 0.34%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.34%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.34%
Province of Quebec, 2.50%, due 04/20/2026 0.34%
Worldwide Plaza Trust, Series 2017-WWP, Class A, 3.52%, due 11/10/2036 0.34%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A4, 3.37%, due 10/15/2048 0.34%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 10/01/2025 0.33%
U.S. Treasury Note, 2.75%, due 04/30/2023 0.33%
HSBC Holdings PLC, 2.84%, due 06/04/2031 0.32%
Loomis Sayles CLO II, Ltd., Series 2015-2A, Class A1R, 1.17%, due 04/15/2028 0.31%
Indonesia Government International Bond, 4.45%, due 02/11/2024 0.30%
Southwestern Electric Power Co., 6.20%, due 03/15/2040 0.29%
Enel Finance International NV, 2.65%, due 09/10/2024 0.29%
Wells Fargo & Co., Series MTN, 2.16%, due 02/11/2026 0.28%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2048 0.28%
Dell International LLC / EMC Corp., 8.10%, due 07/15/2036 0.28%
Dryden XXV Senior Loan Fund, Series 2012-25A, Class ARR, 1.17%, due 10/15/2027 0.27%
Norwegian Air Shuttle Pass-Through Trust, 4.87%, due 11/10/2029 0.27%
American Tower Corp., 4.40%, due 02/15/2026 0.27%
Venture XIV CLO, Ltd., Series 2013-14A, Class ARR, 1.40%, due 08/28/2029 0.27%
Natixis Commercial Mortgage Securities Trust, Series 2019-10K, Class A, 3.62%, due 05/15/2039 0.26%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.26%
CCO Holdings LLC / CCO Holdings Capital Corp., 4.75%, due 03/01/2030 0.25%
Futures Contracts, Long, E-Mini Russell 2000® Index 0.25%
GE Capital Funding LLC, 4.40%, due 05/15/2030 0.25%
Government National Mortgage Association, 0.97%, due 06/20/2066 0.25%
ONEOK, Inc., 4.35%, due 03/15/2029 0.25%
Southern California Edison Co., 4.00%, due 04/01/2047 0.24%
Comcast Corp., 4.75%, due 03/01/2044 0.24%
Westpac Banking Corp., 2.25%, due 11/09/2020 0.24%
Enterprise Products Operating LLC, 3.20%, due 02/15/2052 0.24%
Kansas City Southern, 4.95%, due 08/15/2045 0.24%
CVS Health Corp., 5.05%, due 03/25/2048 0.23%
Zephyrus Capital Aviation Partners LLC, Term Loan, 4.60%, due 10/15/2038 0.23%
Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 0.23%
Boston Scientific Corp., 3.37%, due 05/15/2022 0.23%
American Tower Corp., 3.37%, due 10/15/2026 0.23%
Pennsylvania Electric Co., 3.60%, due 06/01/2029 0.23%
Southern California Gas Co., 4.12%, due 06/01/2048 0.23%
Mid-America Apartments, LP, 4.00%, due 11/15/2025 0.22%
U.S. Treasury Note, 0.37%, due 04/30/2025 0.22%
Truist Financial Corp., 5.10%, due 03/01/2030 0.22%
Westinghouse Air Brake Technologies Corp., 4.40%, due 03/15/2024 0.22%
Kilroy Realty, LP, 4.37%, due 10/01/2025 0.22%
JPMorgan Mortgage Acquisition Trust, Series 2007-CH5, Class A5, 0.43%, due 06/25/2037 0.22%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.22%
Ferguson Finance PLC, 3.25%, due 06/02/2030 0.22%
Natwest Group PLC, 8.62%, due 08/15/2021 0.21%
Sumitomo Mitsui Financial Group, Inc., 2.13%, due 07/08/2030 0.21%
Deutsche Bank AG, 1.53%, due 02/04/2021 0.20%
AT&T, Inc., 4.35%, due 03/01/2029 0.20%
Avangrid, Inc., 3.80%, due 06/01/2029 0.20%
Essex Portfolio, LP, 4.00%, due 03/01/2029 0.20%
Brixmor Operating Partnership, LP, 1.30%, due 02/01/2022 0.20%
Crown Point CLO 5, Ltd., Series 2018-5A, Class A, 1.21%, due 07/17/2028 0.20%
AEP Texas, Inc., 3.95%, due 06/01/2028 0.20%
National Retail Properties, Inc., 4.80%, due 10/15/2048 0.20%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.20%, due 03/15/2028 0.20%
New Residential Mortgage Loan Trust, Series 2019-RPL3, Class A1, 2.75%, due 07/25/2059 0.20%
Valero Energy Corp., 4.00%, due 04/01/2029 0.19%
Barclays PLC, Series MTN, 3.25%, due 02/12/2027 0.19%
Kuwait International Government Bond, 3.50%, due 03/20/2027 0.19%
Sinopec Group Overseas Development, Ltd., 4.12%, due 09/12/2025 0.19%
Abu Dhabi Government International Bond, 3.12%, due 10/11/2027 0.19%
Weyerhaeuser Co., 4.62%, due 09/15/2023 0.19%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.19%
VEREIT Operating Partnership, LP, 4.62%, due 11/01/2025 0.19%
Barclays PLC, 3.65%, due 03/16/2025 0.19%
La Hipotecaria El Salvadorian Mortgage Trust, Series 2016-1A, Class A, 3.35%, due 01/15/2046 0.19%
AHS Hospital Corp., 5.02%, due 07/01/2045 0.19%
U.S. Treasury Bond, 2.25%, due 08/15/2049 0.18%
SMB Private Education Loan Trust, Series 2016-B, Class A2B, 1.62%, due 02/17/2032 0.18%
Legacy Mortgage Asset Trust, Series 2019-GS3, Class A1, 3.75%, due 04/25/2059 0.18%
Woodside Finance, Ltd., 3.70%, due 03/15/2028 0.18%
Federal Home Loan Mortgage Corp. REMIC, 0.52%, due 01/15/2038 0.18%
U.S. Treasury Note, 1.87%, due 07/31/2022 0.18%
Stichting AK Rabobank Certificaten, Zero Coupon, due 12/29/2049 0.18%
Mitsubishi UFJ Financial Group, Inc., 2.04%, due 07/17/2030 0.17%
Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 0.17%
State of California, 7.35%, due 11/01/2039 0.17%
Peru Government International Bond, 5.94%, due 02/12/2029 0.17%
AT&T, Inc., 1.49%, due 06/12/2024 0.17%
Arbor Realty Commercial Real Estate Notes, Ltd., Series 2019-FL1, Class A, 1.32%, due 05/15/2037 0.17%
LoanCore Issuer, Ltd., Series 2019-CRE2, Class A, 1.30%, due 05/15/2036 0.17%
Natwest Group PLC, 4.89%, due 05/18/2029 0.16%
Zoetis, Inc., 3.90%, due 08/20/2028 0.16%
BAMLL Commercial Mortgage Securities Trust, Series 2019-RLJ, Class A, 1.22%, due 04/15/2036 0.16%
McDonald's Corp., Series MTN, 3.80%, due 04/01/2028 0.16%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 5.15%, due 09/20/2029 0.16%
UBS Group AG, 4.12%, due 09/24/2025 0.16%
Northwell Healthcare, Inc., 3.97%, due 11/01/2046 0.16%
Micron Technology, Inc., 4.18%, due 02/15/2027 0.16%
BAT Capital Corp., 4.39%, due 08/15/2037 0.16%
Fortune Brands Home & Security, Inc., 4.00%, due 06/15/2025 0.15%
Zais CLO, Ltd., Series 2014-1A, Class A1AR, 1.42%, due 04/15/2028 0.15%
Barclays PLC, 4.33%, due 01/10/2028 0.15%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 0.15%
Pacific Gas & Electric Co., 4.25%, due 03/15/2046 0.15%
AIB Group PLC, 4.75%, due 10/12/2023 0.15%
WP Carey, Inc., 4.60%, due 04/01/2024 0.15%
Walt Disney Co., 2.65%, due 01/13/2031 0.15%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 4.73%, due 09/20/2029 0.15%
Syngenta Finance NV, 5.18%, due 04/24/2028 0.15%
Uropa Securities PLC, Series 2008-1, Class A, 0.40%, due 06/10/2059 0.15%
Fidelity National Financial, Inc., 3.40%, due 06/15/2030 0.15%
Bank of Ireland Group PLC, 4.50%, due 11/25/2023 0.15%
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR9, Class 2A, 2.25%, due 08/25/2046 0.15%
Yara International ASA, 3.14%, due 06/04/2030 0.15%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2022 0.15%
Seagate HDD Cayman, 4.12%, due 01/15/2031 0.15%
Dominion Energy Gas Holdings LLC, 2.50%, due 11/15/2024 0.15%
Santander Holdings USA, Inc., 3.45%, due 06/02/2025 0.15%
Pertamina Persero PT, 4.17%, due 01/21/2050 0.15%
UniCredit SpA, 6.57%, due 01/14/2022 0.14%
Black Hills Corp., 2.50%, due 06/15/2030 0.14%
Mizuho Financial Group, Inc., 2.83%, due 07/16/2025 0.14%
Barclays PLC, 4.61%, due 02/15/2023 0.14%
Microsoft Corp., 4.10%, due 02/06/2037 0.14%
Dolphin Energy, Ltd. LLC, 5.50%, due 12/15/2021 0.14%
Suntory Holdings, Ltd., 2.25%, due 10/16/2024 0.14%
NextEra Energy Capital Holdings, Inc., 3.20%, due 02/25/2022 0.14%
Stryker Corp., 1.95%, due 06/15/2030 0.14%
Adventist Health System, 2.43%, due 09/01/2024 0.14%
LeasePlan Corp. NV, 2.87%, due 10/24/2024 0.14%
Infor, Inc., 1.75%, due 07/15/2025 0.14%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.14%
Peru Government International Bond, 5.94%, due 02/12/2029 0.14%
Sabra Health Care, LP, 4.80%, due 06/01/2024 0.14%
Amgen, Inc., 4.40%, due 05/01/2045 0.14%
Japan Finance Organization for Municipalities, 2.12%, due 04/13/2021 0.14%
Huntsman International LLC, 4.50%, due 05/01/2029 0.14%
Reliance Standard Life Global Funding II, 2.75%, due 01/21/2027 0.14%
International Flavors & Fragrances, Inc., 3.40%, due 09/25/2020 0.14%
Mizuho Financial Group, Inc., 1.31%, due 09/11/2024 0.14%
Angel Oak Mortgage Trust, Series 2020-4, Class A1, 1.46%, due 06/25/2065 0.14%
Lloyds Bank Corporate Markets PLC, 0.76%, due 10/26/2020 0.14%
Banco BTG Pactual SA, 4.50%, due 01/10/2025 0.14%
Nissan Motor Acceptance Corp., 2.80%, due 01/13/2022 0.14%
Banco de Credito del Peru, 4.65%, due 09/17/2024 0.13%
Texas Transportation Commission State Highway Fund, 4.00%, due 10/01/2033 0.13%
Rockies Express Pipeline LLC, 4.80%, due 05/15/2030 0.13%
Fortress Transportation & Infrastructure Investors LLC, 6.50%, due 10/01/2025 0.13%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.12%
Alabama Power Co., 3.45%, due 10/01/2049 0.12%
Mill City Mortgage Loan Trust, Series 2019-GS2, Class A1, 2.75%, due 08/25/2059 0.12%
United Airlines Pass-Through Trust, 3.10%, due 04/07/2030 0.12%
IHS Markit, Ltd., 4.75%, due 08/01/2028 0.12%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.12%
Broadcom, Inc., 5.00%, due 04/15/2030 0.12%
RELX Capital, Inc., 4.00%, due 03/18/2029 0.12%
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 4.87%, due 07/17/2049 0.12%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.12%
State of Israel, 3.37%, due 01/15/2050 0.12%
VMware, Inc., 4.65%, due 05/15/2027 0.12%
American Tower Corp., 4.00%, due 06/01/2025 0.12%
CHRISTUS Health, 4.34%, due 07/01/2028 0.12%
Citigroup, Inc., 4.40%, due 06/10/2025 0.12%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.11%
OneMain Finance Corp., 8.87%, due 06/01/2025 0.11%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.11%
Principal Life Global Funding II, 3.00%, due 04/18/2026 0.11%
UDR, Inc., 3.00%, due 08/15/2031 0.11%
SVB Financial Group, 3.12%, due 06/05/2030 0.11%
NGPL PipeCo LLC, 4.87%, due 08/15/2027 0.11%
Vodafone Group PLC, 3.75%, due 01/16/2024 0.11%
Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 0.11%
IPALCO Enterprises, Inc., 3.70%, due 09/01/2024 0.11%
AP Moller - Maersk A/S, 3.87%, due 09/28/2025 0.11%
Standard Industries, Inc., 4.37%, due 07/15/2030 0.11%
Pacific Gas & Electric Co., 4.25%, due 08/01/2023 0.11%
Bay Area Toll Authority, Series S1, 6.91%, due 04/01/2040 0.11%
AbbVie, Inc., 2.60%, due 11/21/2024 0.11%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.11%
Oracle Corp., 2.95%, due 05/15/2025 0.11%
Bemis Co., Inc., 2.63%, due 06/19/2030 0.11%
Healthpeak Properties, Inc., 2.87%, due 01/15/2031 0.11%
NetApp, Inc., 2.70%, due 06/22/2030 0.11%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.11%
Interstate Power & Light Co., 2.30%, due 06/01/2030 0.11%
Nomura Holdings, Inc., 2.64%, due 01/16/2025 0.11%
New York City Transitional Finance Authority Future Tax Secured Revenue, Series A-4, 2.01%, due 05/01/2025 0.11%
Walt Disney Co., 2.00%, due 09/01/2029 0.11%
Palmer Square Loan Funding, Ltd., Series 2018-4A, Class A1, 1.29%, due 11/15/2026 0.11%
ChaseFlex Trust, Series 2007-2, Class A1, 0.45%, due 05/25/2037 0.11%
New York State Urban Development Corp., 1.82%, due 03/15/2029 0.10%
Diamondback Energy, Inc., 2.87%, due 12/01/2024 0.10%
Centrais Eletricas Brasileiras SA, 4.62%, due 02/04/2030 0.10%
Midwest Connector Capital Co. LLC, 3.90%, due 04/01/2024 0.10%
American Campus Communities Operating Partnership, LP, 2.85%, due 02/01/2030 0.10%
New Residential Mortgage Loan Trust, Series 2020-RPL1, Class A1, 2.75%, due 11/25/2059 0.10%
Gallatin CLO IX, Ltd., Series 2018-1A, Class A, 1.32%, due 01/21/2028 0.10%
Mitsubishi UFJ Financial Group, Inc., 2.23%, due 03/01/2021 0.10%
Fremont Home Loan Trust, Series 2005-1, Class M5, 1.23%, due 06/25/2035 0.10%
Republic of South Africa Government International Bond, 4.85%, due 09/30/2029 0.10%
SP Group Treasury Pte, Ltd., 3.37%, due 02/27/2029 0.10%
Saxon Asset Securities Trust, Series 2005-4, Class M2, 0.62%, due 11/25/2037 0.10%
Futures Contracts, Long, MSCI EAFE Index 0.10%
Towd Point Mortgage Trust, Series 2019-4, Class A1, 2.90%, due 10/25/2059 0.10%
Credit Suisse Mortgage Capital Certificates, Series 2019-RPL4, Class A1, 3.52%, due 08/26/2058 0.09%
AT&T, Inc., 4.30%, due 02/15/2030 0.09%
Hackensack Meridian Health, Inc., 4.50%, due 07/01/2057 0.09%
Futures Contracts, Long, Euro-BTP Italy Government Bond 0.09%
Saudi Government International Bond, Series MTN, 4.50%, due 04/22/2060 0.09%
Bell Canada, Inc., 4.30%, due 07/29/2049 0.09%
Union Pacific Corp., 4.10%, due 09/15/2067 0.09%
Towd Point Mortgage Trust, Series 2019-HY2, Class A1, 1.17%, due 05/25/2058 0.09%
Niagara Mohawk Power Corp., 4.11%, due 11/28/2042 0.09%
Master Asset-Backed Securities Trust, Series 2004-WMC3, Class M1, 0.99%, due 10/25/2034 0.09%
Alexandria Real Estate Equities, Inc., 4.50%, due 07/30/2029 0.08%
Apple, Inc., 4.65%, due 02/23/2046 0.08%
PHEAA Student Loan Trust, Series 2016-2A, Class A, 1.12%, due 11/25/2065 0.08%
Encore Credit Receivables Trust, Series 2005-1, Class M1, 0.83%, due 07/25/2035 0.08%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.08%
Towd Point Mortgage Trust, Series 2019-SJ3, Class A1, 3.00%, due 11/25/2059 0.08%
Crown Castle International Corp., 4.45%, due 02/15/2026 0.08%
Aggregator of Loans Backed by Assets PLC, Series 2015-1, Class A, 1.94%, due 04/24/2049 0.08%
Tencent Holdings, Ltd., 3.97%, due 04/11/2029 0.08%
Eni SpA, 4.75%, due 09/12/2028 0.08%
County of Baltimore, 3.30%, due 07/01/2046 0.08%
Dell International LLC / EMC Corp., 5.30%, due 10/01/2029 0.08%
Discover Financial Services, 4.50%, due 01/30/2026 0.08%
Great-West Lifeco Finance, LP, 4.04%, due 05/17/2028 0.08%
DBGS Mortgage Trust, Series 2019-1735, Class A, 3.84%, due 04/10/2037 0.08%
Peru Government International Bond, 8.20%, due 08/12/2026 0.08%
Flex, Ltd., 4.75%, due 06/15/2025 0.08%
Memorial Sloan-Kettering Cancer Center, 2.95%, due 01/01/2050 0.08%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2044 0.08%
Banco Santander SA, 3.49%, due 05/28/2030 0.08%
County of Miami-Dade Aviation Revenue, Series C, 3.86%, due 10/01/2029 0.08%
Mountain View CLO, Ltd., Series 2014-1A, Class ARR, 1.07%, due 10/15/2026 0.07%
AT&T, Inc., 3.65%, due 06/01/2051 0.07%
Bear Stearns Asset-Backed Securities Trust, Series 2005-SD1, Class 2M2, 1.37%, due 01/25/2045 0.07%
U.S. Treasury Note, 1.87%, due 06/30/2026 0.07%
Michigan Tobacco Settlement Finance Authority, Series A, 7.30%, due 06/01/2034 0.07%
Wells Fargo & Co., Series MTN, 3.00%, due 02/19/2025 0.07%
Marvell Technology Group, Ltd., 4.20%, due 06/22/2023 0.07%
Federal National Mortgage Association, 4.00%, due 09/01/2048 0.07%
Level 3 Financing, Inc., 3.87%, due 11/15/2029 0.07%
Equinix, Inc., 2.62%, due 11/18/2024 0.07%
Deutsche Bank AG, 3.96%, due 11/26/2025 0.07%
BOC Aviation, Ltd., 3.50%, due 10/10/2024 0.07%
Sands China, Ltd., 4.60%, due 08/08/2023 0.07%
Uniform Mortgage-Backed Security, 3.50%, TBA 0.07%
Sydney Airport Finance Co. Pty, Ltd., 3.90%, due 03/22/2023 0.07%
Brighthouse Holdings LLC, 6.50%, due 07/27/2037 0.07%
Qatar Government International Bond, 4.50%, due 01/20/2022 0.07%
Southwest Airlines Co., 5.12%, due 06/15/2027 0.07%
Ashtead Capital, Inc., 4.00%, due 05/01/2028 0.07%
GLP Capital, LP / GLP Financing II, Inc., 4.00%, due 01/15/2030 0.07%
Yale University, 1.48%, due 04/15/2030 0.07%
AT&T, Inc., 2.25%, due 02/01/2032 0.07%
Federal National Mortgage Association REMIC, 0.72%, due 02/25/2041 0.07%
Microsoft Corp., 2.52%, due 06/01/2050 0.07%
Fairstone Financial, Inc., 7.87%, due 07/15/2024 0.07%
SBA Tower Trust, 1.88%, due 07/15/2050 0.07%
New Jersey Transportation Trust Fund Authority, 2.55%, due 06/15/2023 0.07%
Las Vegas Sands Corp., 2.90%, due 06/25/2025 0.07%
Federal National Mortgage Association, 3.50%, due 06/01/2045 0.07%
Flex, Ltd., 4.87%, due 06/15/2029 0.07%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 04/03/2026 0.07%
CSMC Trust, Series 2019-RPL9, Class A1, 3.07%, due 10/27/2059 0.07%
Federal Home Loan Mortgage Corp. REMIC, 0.57%, due 09/15/2045 0.07%
Park Aerospace Holdings, Ltd., 5.50%, due 02/15/2024 0.06%
Sasol Financing USA LLC, 5.87%, due 03/27/2024 0.06%
Spirit AeroSystems, Inc., 3.85%, due 06/15/2026 0.06%
Bancorp Commercial Mortgage Trust, Series 2019-CRE6, Class A, 1.22%, due 09/15/2036 0.06%
RASC Trust, Series 2007-KS2, Class AI4, 0.39%, due 02/25/2037 0.06%
Fair Isaac Corp., 4.00%, due 06/15/2028 0.06%
Tobacco Settlement Finance Authority, Series A, 7.46%, due 06/01/2047 0.06%
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.06%
Bacardi, Ltd., 4.70%, due 05/15/2028 0.06%
British Airways Pass-Through Trust, 3.80%, due 03/20/2033 0.06%
Apple, Inc., 3.35%, due 02/09/2027 0.06%
Baring BDC Static CLO, Ltd., Series 2019-1A, Class A1, 1.29%, due 04/15/2027 0.06%
British Airways Pass-Through Trust, 3.35%, due 12/15/2030 0.06%
General Electric Co., 5.00%, due 01/21/2021 0.05%
Halcyon Loan Advisors Funding, Ltd., Series 2014-3A, Class AR, 1.35%, due 10/22/2025 0.05%
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.71%, due 09/15/2043 0.05%
Merrill Lynch Mortgage Investors Trust, Series 2003-B, Class A1, 0.85%, due 04/25/2028 0.05%
State of Wisconsin, Series A, 2.09%, due 05/01/2026 0.05%
Kraft Heinz Foods Co., 3.95%, due 07/15/2025 0.05%
CHL Mortgage Pass-Through Trust, Series 2004-J3, Class A7, 5.50%, due 05/25/2034 0.05%
New York Life Insurance Co., 4.45%, due 05/15/2069 0.05%
Tennessee Gas Pipeline Co. LLC, 7.00%, due 10/15/2028 0.04%
Southern California Edison Co., 4.65%, due 10/01/2043 0.04%
Travelers Cos., Inc., 3.75%, due 05/15/2046 0.04%
Bacardi, Ltd., 5.15%, due 05/15/2038 0.04%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.04%
Energy Transfer Operating, LP, 7.50%, due 07/01/2038 0.04%
AT&T, Inc., 4.50%, due 05/15/2035 0.04%
HCA, Inc., 4.12%, due 06/15/2029 0.04%
Southern California Edison Co., 4.05%, due 03/15/2042 0.04%
General Electric Co., Series MTN, 5.55%, due 01/05/2026 0.04%
Southern California Edison Co., 3.90%, due 03/15/2043 0.04%
Alexandria Real Estate Equities, Inc., 3.95%, due 01/15/2027 0.04%
Synchrony Financial, 5.15%, due 03/19/2029 0.04%
UnitedHealth Group, Inc., 2.90%, due 05/15/2050 0.04%
Apple, Inc., 2.90%, due 09/12/2027 0.04%
GLP Capital, LP / GLP Financing II, Inc., 5.37%, due 04/15/2026 0.04%
Bacardi, Ltd., 4.45%, due 05/15/2025 0.04%
Flagship CLO VIII, Ltd., Series 2014-8A, Class ARR, 1.12%, due 01/16/2026 0.04%
Boston Scientific Corp., 2.65%, due 06/01/2030 0.04%
U.S. Treasury Note, 2.00%, due 11/30/2022 0.04%
Edison International, 3.55%, due 11/15/2024 0.04%
Uropa Securities PLC, Series 2008-1, Class M1, 0.55%, due 06/10/2059 0.04%
Entergy Louisiana LLC, 3.30%, due 12/01/2022 0.04%
University of California, 1.61%, due 05/15/2030 0.03%
Syngenta Finance NV, 3.12%, due 03/28/2022 0.03%
Aircastle, Ltd., 5.50%, due 02/15/2022 0.03%
Santander Group Holdings PLC, 3.12%, due 01/08/2021 0.03%
Eurosail PLC, Series 2006-4X, Class A3C, 0.36%, due 12/10/2044 0.03%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.83%, due 02/25/2023 0.03%
CenterPoint Energy, Inc., 6.12%, due 09/01/2023 0.03%
Wynn Macau, Ltd., 5.12%, due 12/15/2029 0.03%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.03%
Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 0.03%
FFMLT Trust, Series 2005-FF2, Class M4, 1.05%, due 03/25/2035 0.03%
Spirit AeroSystems, Inc., 3.95%, due 06/15/2023 0.03%
Uropa Securities PLC, Series 2008-1, Class B, 0.95%, due 06/10/2059 0.03%
CVP Cascade CLO-1, Ltd., Series 2013-CLO1, Class A1R, 1.42%, due 01/16/2026 0.03%
American Airlines Pass-Through Trust, 3.50%, due 08/15/2033 0.03%
Tagua Leasing LLC, 1.58%, due 11/16/2024 0.03%
Uropa Securities PLC, Series 2008-1, Class M2, 0.75%, due 06/10/2059 0.03%
Avery Point IV CLO, Ltd., Series 2014-1A, Class AR, 1.34%, due 04/25/2026 0.03%
Helios Leasing I LLC, 1.56%, due 09/28/2024 0.03%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.02%
Southern Pacific Financing PLC, Series 2005-B, Class A, 0.38%, due 06/10/2043 0.02%
American Airlines Pass-Through Trust, 3.25%, due 04/15/2030 0.02%
Federal Home Loan Mortgage Corp. REMIC, 0.57%, due 02/15/2041 0.02%
Odebrecht Drilling Norbe VIII / IX, Ltd., 6.35%, due 12/01/2021 0.02%
Southwest Airlines Co. Pass-Through Trust, 6.65%, due 08/01/2022 0.02%
Doric Nimrod Air Finance Alpha, Ltd. Pass-Through Trust, 5.12%, due 11/30/2024 0.02%
Spirit Airlines Pass-Through Trust, 4.10%, due 10/01/2029 0.02%
Amazon.com, Inc., 2.50%, due 06/03/2050 0.02%
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.02%
S&P Global, Inc., 4.40%, due 02/15/2026 0.02%
Federal National Mortgage Association, 4.00%, due 10/01/2048 0.02%
HarborView Mortgage Loan Trust, Series 2005-4, Class 3A1, 3.61%, due 07/19/2035 0.02%
American Airlines Pass-Through Trust, 4.00%, due 01/15/2027 0.02%
Energy Transfer Operating, LP, 4.75%, due 01/15/2026 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%
Lazard Group LLC, 3.75%, due 02/13/2025 0.01%
Zimmer Biomet Holdings, Inc., 3.15%, due 04/01/2022 0.01%
Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS, Series 2013-C8, Class XA, 0.97%, due 12/15/2048 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.39%, due 01/15/2038 0.01%
Comcast Corp., 4.40%, due 08/15/2035 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.00%, due 03/25/2028 0.01%
Utah State Board of Regents, Series 1, 0.91%, due 12/26/2031 0.01%
Swap Agreement, Receive, 3-Month CAD-CDOR 0.01%
Sydney Airport Finance Co. Pty, Ltd., 3.37%, due 04/30/2025 0.01%
First American Financial Corp., 4.60%, due 11/15/2024 0.01%
Pacific Gas & Electric Co., 3.50%, due 06/15/2025 0.01%
Woodside Finance, Ltd., 3.65%, due 03/05/2025 0.01%
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA8 0.01%
Northstar Education Finance, Inc., Series 2012-1, Class A, 0.87%, due 12/26/2031 0.01%
U.S. Treasury Bond, 2.87%, due 05/15/2049 0.00%**
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA9 0.00%**
Banc of America Mortgage Trust, Series 2004-D, Class 2A2, 3.81%, due 05/25/2034 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Bear Stearns Alt-A Trust, Series 2005-5, Class 1A1, 0.61%, due 07/25/2035 0.00%**
Futures Contracts, Short, 2-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, U.K. Gilt -0.01%**
Uniform Mortgage-Backed Security -0.02%**
Futures Contracts, Short, Euro OAT -0.03%**
Futures Contracts, Short, German Euro Bund -0.03%**
Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note -0.05%**
Swap Agreement, Pay, North America Investment Grade Index - Series 31 -0.07%**
Apple, Inc., 4.65%, due 02/23/2046 -0.08%**
Futures Contracts, Short, U.S. Treasury Ultra Bond -0.16%**
Futures Contracts, Short, 30-Year U.S. Treasury Bond -0.22%**
Uniform Mortgage-Backed Security, 3.00%, TBA -0.40%**
Net Other Assets (Liabilities) -40.91%**

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.