Transamerica

04/30/2020*


Transamerica BlackRock Global Allocation VP

Security Description % of Total Net Assets
U.S. Treasury Inflation-Indexed Bond, 0.50%, due 04/15/2024 2.91%
U.S. Treasury Note, 1.75%, due 11/15/2029 2.70%
SPDR Gold Shares 2.07%
Microsoft Corp. 1.99%
Amazon.com, Inc. 1.93%
Apple, Inc. 1.72%
Alphabet, Inc., Class C 1.58%
U.S. Treasury Bill, 1.52%, due 06/11/2020 1.43%
U.S. Treasury Bill, 0.08%, due 06/04/2020 1.36%
U.S. Treasury Inflation-Indexed Bond, 0.12%, due 10/15/2024 1.31%
SPDR S&P 500 ETF Trust 1.30%
U.S. Treasury Bill, 0.77%, due 08/27/2020 1.28%
Japan Government Thirty Year Bond, 0.40%, due 09/20/2049 1.16%
U.S. Treasury Bond, 2.37%, due 11/15/2049 1.13%
U.S. Treasury Bill, 1.57%, due 05/28/2020 1.13%
UnitedHealth Group, Inc. 1.10%
Mastercard, Inc., Class A 0.93%
U.S. Treasury Bill, 0.07%, due 06/16/2020 0.91%
Charter Communications, Inc., Class A 0.86%
iShares iBoxx $ Investment Grade Corporate Bond ETF 0.84%
Japan Treasury Discount Bill, 0.00%, due 07/27/2020 0.84%
Comcast Corp., Class A 0.83%
U.S. Treasury Bill, 0.10%, due 08/13/2020 0.83%
U.S. Treasury Bill, 1.55%, due 08/06/2020 0.83%
Siemens AG 0.77%
Italy Buoni Poliennali del Tesoro, 1.35%, due 04/01/2030 0.77%
NextEra Energy, Inc. 0.77%
Australia Government Bond, 3.00%, due 03/21/2047 0.76%
U.S. Cash Management Bill, 0.12%, due 09/22/2020 0.75%
Japan Treasury Discount Bill, 0.00%, due 05/25/2020 0.75%
Starbucks Corp. 0.74%
Japan Treasury Discount Bill, 0.00%, due 05/11/2020 0.74%
Johnson & Johnson 0.74%
salesforce.com, Inc. 0.74%
Roche Holding AG 0.74%
JPMorgan Chase & Co. 0.73%
Raytheon Technologies Corp. 0.73%
Taiwan Semiconductor Manufacturing Co., Ltd. 0.72%
U.S. Treasury Inflation-Indexed Bond, 0.12%, due 04/15/2025 0.71%
Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 0.70%
Japan Treasury Discount Bill, 0.00%, due 05/11/2020 0.70%
Bank of America Corp. 0.69%
McDonald's Corp. 0.68%
Air Products & Chemicals, Inc. 0.67%
French Republic Government Bond OAT, Zero Coupon, due 11/25/2029 0.66%
Danone SA 0.64%
Facebook, Inc., Class A 0.64%
Vodafone Group PLC 0.62%
Anthem, Inc. 0.61%
D.R. Horton, Inc. 0.59%
Union Pacific Corp. 0.59%
Merck & Co., Inc. 0.57%
PPG Industries, Inc. 0.57%
Enel SpA 0.56%
Koninklijke Philips NV 0.54%
Sanofi 0.53%
Tencent Holdings, Ltd. 0.52%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 04/15/2023 0.51%
Pfizer, Inc. 0.51%
Thermo Fisher Scientific, Inc. 0.51%
Japan Treasury Discount Bill, 0.00%, due 05/07/2020 0.51%
Italy Buoni Poliennali del Tesoro, 3.85%, due 09/01/2049 0.51%
Lowe's Cos., Inc. 0.51%
Autodesk, Inc. 0.50%
Home Depot, Inc. 0.50%
ASML Holding NV 0.50%
Marsh & McLennan Cos., Inc. 0.50%
Walmart, Inc. 0.49%
UniCredit SpA 0.48%
Alibaba Group Holding, Ltd., ADR 0.47%
AIA Group, Ltd. 0.47%
Abbott Laboratories 0.46%
U.S. Treasury Bill, 0.01%, due 07/23/2020 0.45%
Nestle SA 0.44%
Emerson Electric Co. 0.43%
Japan Treasury Discount Bill, 0.00%, due 05/07/2020 0.43%
U.S. Treasury Note, 1.75%, due 11/15/2020 0.43%
Bristol-Myers Squibb Co. 0.42%
Japan Treasury Discount Bill, 0.00%, due 07/20/2020 0.42%
VMware, Inc., Class A 0.42%
International Flavors & Fragrances, Inc. 0.41%
Astellas Pharma, Inc. 0.40%
TJX Cos., Inc. 0.39%
NVIDIA Corp. 0.38%
Enbridge, Inc. 0.38%
Unilever NV 0.38%
HCA Healthcare, Inc. 0.36%
FleetCor Technologies, Inc. 0.36%
Japan Treasury Discount Bill, 0.00%, due 06/22/2020 0.36%
Japan Treasury Discount Bill, 0.00%, due 06/22/2020 0.36%
Becton Dickinson and Co. 0.36%
AbbVie, Inc. 0.35%
Safran SA 0.35%
Japan Treasury Discount Bill, 0.00%, due 07/20/2020 0.35%
Gilead Sciences, Inc. 0.34%
U.S. Treasury Bill, 0.40%, due 05/28/2020 0.34%
Agilent Technologies, Inc. 0.34%
Shin-Etsu Chemical Co., Ltd. 0.33%
NXP Semiconductors NV 0.33%
Ajinomoto Co., Inc. 0.32%
Lennar Corp., Class A 0.31%
Hoya Corp. 0.30%
Uber Technologies, Inc. 0.30%
U.S. Treasury Bill, 0.62%, due 08/20/2020 0.30%
Sun Hung Kai Properties, Ltd. 0.29%
Global Payments, Inc. 0.29%
Citigroup, Inc. 0.27%
ServiceNow, Inc. 0.26%
L3 Harris Technologies, Inc. 0.26%
Cellnex Telecom SA 0.26%
Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 0.25%
Fortive Corp. 0.25%
Costco Wholesale Corp. 0.25%
East Japan Railway Co. 0.24%
Murata Manufacturing Co., Ltd. 0.24%
Truist Financial Corp. 0.24%
U.S. Treasury Inflation-Indexed Bond, 0.12%, due 01/15/2030 0.24%
EssilorLuxottica SA 0.23%
AstraZeneca PLC 0.23%
CapitaLand, Ltd. 0.23%
PayPal Holdings, Inc. 0.23%
U.S. Treasury Bill, 0.22%, due 05/12/2020 0.23%
U.S. Treasury Bill, 1.51%, due 06/11/2020 0.23%
Adobe, Inc. 0.22%
Unilever PLC 0.22%
Boston Scientific Corp. 0.22%
Suzuki Motor Corp. 0.22%
Neste OYJ 0.21%
Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 0.21%
Vertex Pharmaceuticals, Inc. 0.21%
Capital One Financial Corp. 0.21%
Wells Fargo Bank NA, 2.08%, due 09/09/2022 0.21%
TransDigm, Inc., 6.25%, due 03/15/2026 0.21%
Japan Treasury Discount Bill, 0.00%, due 05/25/2020 0.21%
Applied Materials, Inc. 0.20%
Prologis, Inc., REIT 0.20%
ING Groep NV 0.20%
Walt Disney Co. 0.19%
Oracle Corp. 0.19%
Aptiv PLC 0.19%
Japan Treasury Discount Bill, 0.00%, due 05/18/2020 0.19%
Charles Schwab Corp. 0.18%
Microchip Technology, Inc. 0.18%
Comcast Corp., 3.70%, due 04/15/2024 0.18%
Lloyds Bank PLC, Series MTN, 13.00%, due 01/22/2029 0.17%
Chubb, Ltd. 0.17%
Subaru Corp. 0.17%
Adyen NV 0.16%
Japan Treasury Discount Bill, 0.00%, due 06/22/2020 0.15%
Japan Airlines Co., Ltd. 0.14%
Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2050 0.14%
Colgate-Palmolive Co. 0.14%
HSBC Holdings PLC, 6.37%, due 09/17/2024 0.14%
Xilinx, Inc. 0.14%
Japan Treasury Discount Bill, 0.00%, due 05/18/2020 0.13%
Micron Technology, Inc. 0.13%
Liberty Media Corp. - Liberty SiriusXM, Class C 0.12%
Berkshire Hathaway, Inc., Class B 0.12%
Peloton Interactive, Inc., Class A 0.12%
iShares Russell 2000 ETF 0.12%
Oracle Corp., 3.60%, due 04/01/2040 0.12%
ING Groep NV, 4.10%, due 10/02/2023 0.12%
RAI Way SpA 0.11%
Oracle Corp., 2.95%, due 04/01/2030 0.11%
T-Mobile USA, Inc., 3.87%, due 04/15/2030 0.11%
Oracle Corp., 2.80%, due 04/01/2027 0.11%
Intuitive Surgical, Inc. 0.11%
Japan Treasury Discount Bill, 0.00%, due 06/22/2020 0.11%
T-Mobile USA, Inc., 3.75%, due 04/15/2027 0.11%
Williams Cos., Inc. 0.11%
iShares S&P 500 Value ETF 0.11%
JPMorgan Chase & Co., 4.02%, due 12/05/2024 0.11%
Hess Corp. 0.11%
Consumer Discretionary Select Sector SPDR Fund 0.11%
Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 0.11%
Edwards Lifesciences Corp. 0.11%
Industrial Select Sector SPDR Fund 0.10%
Bank of America Corp., 2.59%, due 04/29/2031 0.10%
HCA, Inc., 3.50%, due 09/01/2030 0.10%
LVMH Moet Hennessy Louis Vuitton SE 0.10%
Intuit, Inc. 0.10%
Financial Select Sector SPDR Fund 0.10%
Citigroup, Inc., 3.10%, due 04/08/2026 0.10%
Spain Government Bond, 2.70%, due 10/31/2048 0.10%
Azul SA, ADR 0.10%
Motorola Solutions, Inc. 0.09%
Exxon Mobil Corp., 2.99%, due 03/19/2025 0.09%
Citigroup Capital XIII, 7.13% 0.09%
Goldman Sachs Group, Inc., 3.62%, due 02/20/2024 0.09%
SLM Private Education Loan Trust, Series 2010-C, Class A5, 5.56%, due 10/15/2041 0.09%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.09%
JPMorgan Chase & Co., 2.08%, due 04/22/2026 0.09%
Becton Dickinson and Co., 2.89%, due 06/06/2022 0.09%
GMAC Capital Trust I, Series 2, 7.47% 0.09%
Palantir Technologies, Inc., 0.00% 0.09%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.09%
Newmont Corp. 0.09%
Pioneer Natural Resources Co. 0.09%
Netflix, Inc. 0.08%
Wheaton Precious Metals Corp. 0.08%
Vistra Operations Co. LLC, 5.62%, due 02/15/2027 0.08%
Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 0.08%
SPDR S&P Oil & Gas Exploration & Production ETF 0.08%
Barrick Gold Corp. 0.08%
iShares China Large-Cap ETF 0.08%
KBC Group NV 0.08%
American Tower Corp., REIT 0.07%
Becton Dickinson and Co., 3.12%, due 11/08/2021 0.07%
Enterprise Products Operating LLC, 3.35%, due 03/15/2023 0.07%
Goldman Sachs Group, Inc., 5.37%, due 05/29/2020 0.07%
Liberty Media Corp. - Liberty SiriusXM, Class A 0.07%
PepsiCo, Inc. 0.07%
iHeartCommunications, Inc., 6.37%, due 05/01/2026 0.07%
Citigroup, Inc., 5.95%, due 08/15/2020 0.07%
Kingdee International Software Group Co., Ltd. 0.07%
BNP Paribas SA 0.07%
Wells Fargo & Co., Series MTN, 5.01%, due 04/04/2051 0.07%
Visa, Inc., Class A 0.06%
UBS Group AG, 4.12%, due 09/24/2025 0.06%
Ellaktor Value PLC, 6.37%, due 12/15/2024 0.06%
Marvell Technology Group, Ltd. 0.06%
Splunk, Inc. 0.06%
Masco Corp. 0.06%
Qatar Government International Bond, 3.40%, due 04/16/2025 0.06%
Weyerhaeuser Co., REIT 0.06%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.06%
Palo Alto Networks, Inc. 0.06%
Citigroup, Inc., 3.35%, due 04/24/2025 0.06%
KDDI Corp. 0.06%
Tesla, Inc. 0.06%
Infineon Technologies AG 0.06%
Home Depot, Inc., 3.30%, due 04/15/2040 0.06%
Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 0.06%
US Bancorp 0.06%
Mitsubishi Estate Co., Ltd. 0.06%
Citigroup, Inc., 4.41%, due 03/31/2031 0.06%
United Overseas Bank, Ltd. 0.06%
Knorr-Bremse AG 0.06%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.06%
Shell International Finance BV, 2.37%, due 04/06/2025 0.05%
Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 0.05%
Wells Fargo & Co., 3.06%, due 04/30/2041 0.05%
Centene Corp., 5.37%, due 06/01/2026 0.05%
Verizon Communications, Inc. 0.05%
VanEck Vectors Semiconductor ETF 0.05%
Fortinet, Inc. 0.05%
Vonovia SE 0.05%
Cadence Design Systems, Inc. 0.05%
Berkeley Group Holdings PLC 0.05%
Keyence Corp. 0.05%
CapitaLand, Ltd., 1.95%, due 10/17/2023 0.05%
BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 0.05%
Forestar Group, Inc., 5.00%, due 03/01/2028 0.05%
Hangzhou Hikvision Digital Technology Co., Ltd., A Shares 0.05%
Mondelez International, Inc., Class A 0.05%
Vistra Energy Corp. 0.05%
Zoetis, Inc. 0.05%
Nippon Telegraph & Telephone Corp. 0.05%
Okta, Inc. 0.05%
Meituan Dianping, Class B 0.05%
Argentina Republic Government International Bond, 6.87%, due 01/26/2027 0.05%
Guardant Health, Inc. 0.05%
Centene Corp., 4.75%, due 01/15/2025 0.05%
JPMorgan Chase & Co., 3.10%, due 04/22/2051 0.05%
Argentina Republic Government International Bond, 5.87%, due 01/11/2028 0.05%
Crowdstrike Holdings, Inc., Class A 0.05%
China Overseas Land & Investment, Ltd. 0.05%
Aier Eye Hospital Group Co., Ltd., A Shares 0.05%
Hartford Financial Services Group, Inc. 0.05%
Yum China Holdings, Inc. 0.05%
Prudential Financial, Inc., 5.87%, due 09/15/2042 0.05%
CH Robinson Worldwide, Inc. 0.04%
Alibaba Group Holding, Ltd. 0.04%
Cie de Saint-Gobain 0.04%
Medtronic PLC 0.04%
Baxter International, Inc. 0.04%
Williams Cos., Inc., 3.70%, due 01/15/2023 0.04%
Exxon Mobil Corp., 3.45%, due 04/15/2051 0.04%
Marathon Petroleum Corp. 0.04%
Travelers Cos., Inc. 0.04%
Wells Fargo & Co., Series L, 7.50% 0.04%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.04%
HSBC Holdings PLC, 3.26%, due 03/13/2023 0.04%
Trip.Com Group, Ltd., ADR 0.04%
Kweichow Moutai Co., Ltd., A Shares 0.04%
American Express Co., 4.02%, due 06/15/2020 0.04%
NCSoft Corp. 0.04%
Stryker Corp. 0.04%
Intesa Sanpaolo SpA 0.04%
Erste Group Bank AG 0.04%
Wells Fargo & Co. 0.04%
Kakao Corp. 0.04%
Lowe's Cos., Inc., 5.12%, due 04/15/2050 0.04%
Ferguson PLC 0.04%
CVS Health Corp., 3.75%, due 04/01/2030 0.04%
LG Chem, Ltd. 0.04%
Freeport-McMoRan, Inc. 0.04%
Huazhu Group, Ltd., ADR 0.04%
Citigroup, Inc., 5.31%, due 03/26/2041 0.04%
First Quantum Minerals, Ltd. 0.04%
Newcrest Mining, Ltd. 0.04%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.04%
Exxon Mobil Corp. 0.04%
Wuxi Biologics Cayman, Inc. 0.04%
Hang Lung Properties, Ltd. 0.04%
ResMed, Inc. 0.04%
ANTA Sports Products, Ltd. 0.04%
Shenzhen Inovance Technology Co., Ltd., A Shares 0.04%
Eiffage SA 0.03%
Exelon Corp. 0.03%
Allergan Sales LLC, 5.00%, due 12/15/2021 0.03%
Parsley Energy LLC / Parsley Finance Corp., 5.25%, due 08/15/2025 0.03%
Advanced Info Service PCL 0.03%
Silergy Corp. 0.03%
Henkel AG & Co. KGaA, 2.46% 0.03%
Norton Lifelock, Inc. 0.03%
PTC, Inc. 0.03%
T-Mobile USA, Inc., 3.50%, due 04/15/2025 0.03%
Zscaler, Inc. 0.03%
Jardine Matheson Holdings, Ltd. 0.03%
Hundsun Technologies, Inc., A Shares 0.03%
DBS Group Holdings, Ltd. 0.03%
NetEase, Inc., ADR 0.03%
Buckeye Partners, LP, 4.12%, due 03/01/2025 0.03%
Prudential Financial, Inc., 5.62%, due 06/15/2043 0.03%
Snam SpA 0.03%
KraneShares CSI China Internet ETF 0.03%
Navient Private Education Loan Trust, Series 2014-AA, Class A3, 2.41%, due 10/15/2031 0.03%
Spirit AeroSystems, Inc., 7.50%, due 04/15/2025 0.03%
Alibaba Health Information Technology, Ltd. 0.03%
Abu Dhabi Government International Bond, 3.12%, due 04/16/2030 0.03%
NVIDIA Corp., 3.50%, due 04/01/2050 0.03%
ONEOK, Inc., 2.75%, due 09/01/2024 0.03%
Intouch Holdings PCL, F Shares 0.03%
Bank Central Asia Tbk PT 0.03%
Uni-President Enterprises Corp. 0.03%
China International Travel Service Corp., Ltd., A Shares 0.03%
McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 0.03%
Glodon Co., Ltd., A Shares 0.03%
Wuhan Raycus Fiber Laser Technologies Co., Ltd., A Shares 0.03%
Fortune Brands Home & Security, Inc. 0.03%
Yageo Corp. 0.03%
Simply Good Foods Co. 0.03%
Proofpoint, Inc. 0.03%
CLP Holdings, Ltd. 0.03%
Chunghwa Telecom Co., Ltd. 0.03%
BioMarin Pharmaceutical, Inc. 0.03%
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares 0.03%
Jeronimo Martins SGPS SA 0.03%
Autobio Diagnostics Co., Ltd., A Shares 0.03%
Wynn Resorts, Ltd. 0.03%
Guangzhou Baiyun International Airport Co., Ltd., A Shares 0.03%
Venus MedTech Hangzhou, Inc., H Shares 0.03%
HKT Trust & HKT, Ltd. 0.02%
Mattamy Group Corp., 4.62%, due 03/01/2030 0.02%
Zillow Group, Inc., Class C 0.02%
Shanghai International Airport Co., Ltd., A Shares 0.02%
Yihai International Holding, Ltd. 0.02%
Alexion Pharmaceuticals, Inc. 0.02%
Hangzhou Tigermed Consulting Co., Ltd., A Shares 0.02%
Yifeng Pharmacy Chain Co., Ltd., A Shares 0.02%
General Electric Co., 4.35%, due 05/01/2050 0.02%
Hon Hai Precision Industry Co., Ltd. 0.02%
Energy Transfer Operating, LP, 4.05%, due 03/15/2025 0.02%
WuXi AppTec Co., Ltd., A Shares 0.02%
New Oriental Education & Technology Group, Inc., ADR 0.02%
Venustech Group, Inc., A Shares 0.02%
Singapore Telecommunications, Ltd. 0.02%
Asymchem Laboratories Tianjin Co., Ltd., A Shares 0.02%
CSC Holdings LLC, 5.50%, due 05/15/2026 0.02%
SMB Private Education Loan Trust, Series 2019-A, Class A2A, 3.44%, due 07/15/2036 0.02%
Hangzhou Robam Appliances Co., Ltd., A Shares 0.02%
Quintis Pty, Ltd. 0.02%
Sarepta Therapeutics, Inc. 0.02%
Bio City Development Co. BV, 8.00%, due 07/06/2020 0.02%
Societe Generale SA 0.02%
Philip Morris International, Inc. 0.02%
Alcon, Inc. 0.02%
CK Infrastructure Holdings, Ltd. 0.02%
HSBC Holdings PLC, 4.95%, due 03/31/2030 0.02%
AAC Technologies Holdings, Inc. 0.02%
Apellis Pharmaceuticals, Inc. 0.02%
U.S. Oil Fund, LP 0.02%
iHeartCommunications, Inc., 8.37%, due 05/01/2027 0.02%
Argentina Republic Government International Bond, 7.82%, due 12/31/2033 0.02%
VICI Properties, LP / VICI Note Co., Inc., 4.12%, due 08/15/2030 0.02%
Fubon Financial Holding Co., Ltd. 0.02%
Haidilao International Holding, Ltd. 0.02%
Sodexo SA 0.02%
Gree Electric Appliances, Inc. of Zhuhai, A Shares 0.02%
China Merchants Bank Co., Ltd., H Shares 0.02%
Haier Smart Home Co., Ltd., A Shares 0.02%
Itau Unibanco Holding SA, 9.01% 0.02%
Want Want China Holdings, Ltd. 0.02%
CVS Health Corp., 3.62%, due 04/01/2027 0.02%
Amoy Diagnostics Co., Ltd., A Shares 0.02%
Foshan Haitian Flavouring & Food Co., Ltd., A Shares 0.02%
Industrial & Commercial Bank of China, Ltd., H Shares 0.02%
Seattle Genetics, Inc. 0.02%
Guangdong Marubi Biotechnology Co., Ltd., A Shares 0.02%
ComfortDelGro Corp., Ltd. 0.02%
VICI Properties, LP / VICI Note Co., Inc., 3.50%, due 02/15/2025 0.02%
Han's Laser Technology Industry Group Co., Ltd., A Shares 0.02%
DexCom, Inc. 0.02%
WH Group, Ltd. 0.02%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.02%
General Electric Co., 3.62%, due 05/01/2030 0.02%
Formosa Plastics Corp. 0.02%
POSCO 0.02%
Cathay Financial Holding Co., Ltd. 0.02%
iShares NASDAQ Biotechnology ETF 0.02%
VICI Properties, LP / VICI Note Co., Inc., 3.75%, due 02/15/2027 0.02%
Illumina, Inc. 0.02%
Inner Mongolia Yili Industrial Group Co., Ltd., A Shares 0.02%
USB Capital IX, 3.50%, due 05/29/2020 0.02%
Nan Ya Plastics Corp. 0.02%
Guangzhou Automobile Group Co., Ltd., H Shares 0.02%
Inspur Electronic Information Industry Co., Ltd., A Shares 0.02%
Formosa Chemicals & Fibre Corp. 0.02%
Argentina Republic Government International Bond, 3.37%, due 01/15/2023 0.02%
Dollar Tree, Inc. 0.02%
JBS SA 0.02%
State Street Corp., 2.90%, due 03/30/2026 0.02%
Jiangsu Hengrui Medicine Co., Ltd., A Shares 0.02%
Ping An Insurance Group Co. of China, Ltd., A Shares 0.02%
General Electric Co., 4.25%, due 05/01/2040 0.02%
Insulet Corp. 0.02%
Parsley Energy LLC / Parsley Finance Corp., 5.37%, due 01/15/2025 0.02%
Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 0.02%
Yonyou Network Technology Co., Ltd., A Shares 0.02%
Brilliance China Automotive Holdings, Ltd. 0.01%
NIKE, Inc., 2.40%, due 03/27/2025 0.01%
Hysan Development Co., Ltd. 0.01%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.01%
Nevro Corp. 0.01%
iShares MSCI Emerging Markets ETF 0.01%
iShares iBoxx High Yield Corporate Bond ETF 0.01%
Hengan International Group Co., Ltd. 0.01%
Regeneron Pharmaceuticals, Inc. 0.01%
Schlumberger, Ltd. 0.01%
Las Vegas Sands Corp. 0.01%
Cia Cervecerias Unidas SA, ADR 0.01%
Guangzhou Automobile Group Co., Ltd., A Shares 0.01%
Thai Beverage PCL 0.01%
Marsh & McLennan Cos., Inc., 4.37%, due 03/15/2029 0.01%
PTC Therapeutics, Inc. 0.01%
Tupras Turkiye Petrol Rafinerileri AS 0.01%
Liberty Broadband Corp., Class C 0.01%
Goldman Sachs Group, Inc., 4.75%, due 10/21/2045 0.01%
Formosa Petrochemical Corp. 0.01%
Genmab A/S 0.01%
Procter & Gamble Co. 0.01%
Lenovo Group, Ltd. 0.01%
Centene Corp., 4.25%, due 12/15/2027 0.01%
Buckeye Partners, LP, 4.35%, due 10/15/2024 0.01%
Maeda Road Construction Co., Ltd. 0.01%
Tenet Healthcare Corp., 4.87%, due 01/01/2026 0.01%
China Oilfield Services, Ltd., H Shares 0.01%
eBay, Inc. 0.01%
Expedia Group, Inc. 0.01%
Toagosei Co., Ltd. 0.01%
Tenet Healthcare Corp., 4.62%, due 07/15/2024 0.01%
China Mobile, Ltd. 0.01%
Eli Lilly & Co. 0.01%
Deutsche Post AG 0.00%**
NEC Corp. 0.00%**
United Rentals North America, Inc., 4.87%, due 01/15/2028 0.00%**
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.50%, due 04/15/2029 0.00%**
Avantor, Inc., 6.00%, due 10/01/2024 0.00%**
Booking Holdings, Inc. 0.00%**
LG Electronics, Inc. 0.00%**
Mitsubishi Heavy Industries, Ltd. 0.00%**
Sirius XM Radio, Inc., 5.00%, due 08/01/2027 0.00%**
GlaxoSmithKline PLC 0.00%**
Cerner Corp. 0.00%**
Sirius XM Radio, Inc., 4.62%, due 07/15/2024 0.00%**
Tenet Healthcare Corp., 6.25%, due 02/01/2027 0.00%**
AON PLC 0.00%**
DaVita, Inc., 5.00%, due 05/01/2025 0.00%**
Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 0.00%**
Hilton Domestic Operating Co., Inc., 5.12%, due 05/01/2026 0.00%**
MPT Operating Partnership, LP / MPT Finance Corp., 5.00%, due 10/15/2027 0.00%**
Newell Brands, Inc., 4.35%, due 04/01/2023 0.00%**
China Telecom Corp., Ltd., H Shares 0.00%**
United Airlines Holdings, Inc. 0.00%**
Cheniere Energy Partners, LP, 5.25%, due 10/01/2025 0.00%**
Bausch Health Cos., Inc., 5.50%, due 11/01/2025 0.00%**
Great Wall Motor Co., Ltd., A Shares 0.00%**
Shinhan Financial Group Co., Ltd. 0.00%**
Novartis AG 0.00%**
Vistra Operations Co. LLC, 5.00%, due 07/31/2027 0.00%**
Sirius XM Radio, Inc., 5.50%, due 07/01/2029 0.00%**
NRG Energy, Inc., 6.62%, due 01/15/2027 0.00%**
CNOOC, Ltd. 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 6.62%, due 06/15/2024 0.00%**
Tenet Healthcare Corp., 5.12%, due 05/01/2025 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 5.75%, due 03/15/2025 0.00%**
Intel Corp. 0.00%**
QUALCOMM, Inc. 0.00%**
Fiat Chrysler Automobiles NV 0.00%**
Intercontinental Exchange, Inc. 0.00%**
SK Telecom Co., Ltd. 0.00%**
ESH Hospitality, Inc., 5.25%, due 05/01/2025 0.00%**
United Rentals North America, Inc., 6.50%, due 12/15/2026 0.00%**
China Unicom Hong Kong, Ltd. 0.00%**
Nissan Motor Co., Ltd. 0.00%**
Target Corp. 0.00%**
Centene Corp., 5.25%, due 04/01/2025 0.00%**
Hewlett Packard Enterprise Co. 0.00%**
Constellation Software, Inc. 0.00%**
Quicken Loans, Inc., 5.75%, due 05/01/2025 0.00%**
Delta Air Lines, Inc. 0.00%**
Aramark Services, Inc., 5.00%, due 02/01/2028 0.00%**
DuPont de Nemours, Inc. 0.00%**
NRG Energy, Inc., 7.25%, due 05/15/2026 0.00%**
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc., 5.62%, due 05/01/2024 0.00%**
Henkel AG & Co. KGaA 0.00%**
JD.com, Inc., ADR 0.00%**
XPO Logistics, Inc., 6.75%, due 08/15/2024 0.00%**
United Rentals North America, Inc., 5.87%, due 09/15/2026 0.00%**
Cheniere Energy Partners, LP, 5.62%, due 10/01/2026 0.00%**
Sirius XM Radio, Inc., 5.37%, due 07/15/2026 0.00%**
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.00%**
MediaTek, Inc. 0.00%**
United Rentals North America, Inc., 5.50%, due 05/15/2027 0.00%**
Vistra Operations Co. LLC, 5.50%, due 09/01/2026 0.00%**
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.00%**
Okumura Corp. 0.00%**
Koninklijke Ahold Delhaize NV 0.00%**
AGL Energy, Ltd. 0.00%**
Yum! Brands, Inc. 0.00%**
Sirius XM Radio, Inc., 5.37%, due 04/15/2025 0.00%**
RELX PLC 0.00%**
Willis Towers Watson PLC 0.00%**
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.00%**
Hennes & Mauritz AB, B Shares 0.00%**
China Resources Pharmaceutical Group, Ltd. 0.00%**
Sirius XM Radio, Inc., 3.87%, due 08/01/2022 0.00%**
Public Storage, REIT 0.00%**
Quicken Loans, Inc., 5.25%, due 01/15/2028 0.00%**
AMC Networks, Inc., 5.00%, due 04/01/2024 0.00%**
Howard Hughes Corp., 5.37%, due 03/15/2025 0.00%**
Thomson Reuters Corp. 0.00%**
Momo, Inc., ADR 0.00%**
Sunoco, LP / Sunoco Finance Corp., 4.87%, due 01/15/2023 0.00%**
CrownRock, LP / CrownRock Finance, Inc., 5.62%, due 10/15/2025 0.00%**
H&E Equipment Services, Inc., 5.62%, due 09/01/2025 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.87%, due 04/15/2026 0.00%**
Endeavor Energy Resources, LP / EER Finance, Inc., 5.75%, due 01/30/2028 0.00%**
Stanley Black & Decker, Inc. 0.00%**
Anhui Conch Cement Co., Ltd., H Shares 0.00%**
NRG Energy, Inc., 5.75%, due 01/15/2028 0.00%**
Otsuka Holdings Co., Ltd. 0.00%**
Argentina Republic Government International Bond, 5.25%, due 01/15/2028 0.00%**
Hanesbrands, Inc., 4.62%, due 05/15/2024 0.00%**
Kia Motors Corp. 0.00%**
Pilgrim's Pride Corp., 5.87%, due 09/30/2027 0.00%**
Six Flags Entertainment Corp., 4.87%, due 07/31/2024 0.00%**
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.62%, due 04/01/2025 0.00%**
Schneider Electric SE 0.00%**
Walgreens Boots Alliance, Inc. 0.00%**
BHP Group, Ltd. 0.00%**
Lamb Weston Holdings, Inc., 4.62%, due 11/01/2024 0.00%**
United Parcel Service, Inc., Class B 0.00%**
Lamb Weston Holdings, Inc., 4.87%, due 11/01/2026 0.00%**
NRG Energy, Inc., 5.25%, due 06/15/2029 0.00%**
AGC, Inc. 0.00%**
Centene Corp., 5.37%, due 08/15/2026 0.00%**
Cisco Systems, Inc. 0.00%**
Elanco Animal Health, Inc., 5.02%, due 08/28/2023 0.00%**
China CITIC Bank Corp., Ltd., H Shares 0.00%**
Incyte Corp. 0.00%**
Western Digital Corp. 0.00%**
Kroger Co. 0.00%**
China Resources Power Holdings Co., Ltd. 0.00%**
HP, Inc. 0.00%**
Dell Technologies, Inc., Class C 0.00%**
Level 3 Financing, Inc., 5.25%, due 03/15/2026 0.00%**
HD Supply, Inc., 5.37%, due 10/15/2026 0.00%**
FMG Resources August 2006 Pty, Ltd., 5.12%, due 05/15/2024 0.00%**
Hyundai Mobis Co., Ltd. 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 3.50%, due 02/15/2023 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.87%, due 01/15/2029 0.00%**
Rolls-Royce Holdings PLC 0.00%**
China Resources Cement Holdings, Ltd. 0.00%**
Sunoco, LP / Sunoco Finance Corp., 5.50%, due 02/15/2026 0.00%**
Franklin Resources, Inc. 0.00%**
Petrobras Distribuidora SA 0.00%**
Electronic Arts, Inc. 0.00%**
Marriott Ownership Resorts, Inc. / ILG LLC, 6.50%, due 09/15/2026 0.00%**
FMG Resources August 2006 Pty, Ltd., 4.75%, due 05/15/2022 0.00%**
NetFlix, Inc., 5.50%, due 02/15/2022 0.00%**
Cintas Corp. 0.00%**
Vipshop Holdings, Ltd., ADR 0.00%**
Molina Healthcare, Inc., 5.37%, due 11/15/2022 0.00%**
FamilyMart Co., Ltd. 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.50%, due 07/15/2027 0.00%**
LafargeHolcim, Ltd. 0.00%**
ONEOK, Inc. 0.00%**
United Rentals North America, Inc., 4.62%, due 10/15/2025 0.00%**
AT&T, Inc. 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 7.50%, due 03/15/2026 0.00%**
Beijing Enterprises Holdings, Ltd. 0.00%**
AMC Networks, Inc., 4.75%, due 08/01/2025 0.00%**
Deutsche Boerse AG 0.00%**
CME Group, Inc. 0.00%**
iHeartCommunications, Inc., 5.25%, due 08/15/2027 0.00%**
Telefonaktiebolaget LM Ericsson, B Shares 0.00%**
Asustek Computer, Inc. 0.00%**
Zhuzhou CRRC Times Electric Co., Ltd., H Shares 0.00%**
Level 3 Financing, Inc., 5.12%, due 05/01/2023 0.00%**
Hitachi, Ltd. 0.00%**
Lennar Corp., 4.50%, due 04/30/2024 0.00%**
Workday, Inc., Class A 0.00%**
Lamar Media Corp., 5.75%, due 02/01/2026 0.00%**
Amgen, Inc. 0.00%**
Lam Research Corp. 0.00%**
Crown Castle International Corp., REIT 0.00%**
United Microelectronics Corp. 0.00%**
Fosun International, Ltd. 0.00%**
CGI, Inc. 0.00%**
Kumba Iron Ore, Ltd. 0.00%**
Coca-Cola European Partners PLC 0.00%**
Summit Materials LLC / Summit Materials Finance Corp., 6.12%, due 07/15/2023 0.00%**
PICC Property & Casualty Co., Ltd., H Shares 0.00%**
Outfront Media Capital LLC / Outfront Media Capital Corp., 5.00%, due 08/15/2027 0.00%**
Colfax Corp., 6.00%, due 02/15/2024 0.00%**
Nokia OYJ 0.00%**
Moody's Corp. 0.00%**
Dali Foods Group Co., Ltd. 0.00%**
Parsley Energy LLC / Parsley Finance Corp., 5.62%, due 10/15/2027 0.00%**
Country Garden Services Holdings Co., Ltd. 0.00%**
Fortum Oyj 0.00%**
Texas Instruments, Inc. 0.00%**
Sunoco, LP / Sunoco Finance Corp., 6.00%, due 04/15/2027 0.00%**
Goodman Group, REIT 0.00%**
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.87%, due 04/01/2027 0.00%**
Seven & i Holdings Co., Ltd. 0.00%**
Churchill Downs, Inc., 5.50%, due 04/01/2027 0.00%**
Lennar Corp., 4.12%, due 01/15/2022 0.00%**
CNP Assurances 0.00%**
Petroleo Brasileiro SA 0.00%**
B3 SA - Brasil Bolsa Balcao 0.00%**
Tenet Healthcare Corp., 4.62%, due 09/01/2024 0.00%**
Brookfield Residential Properties, Inc. / Brookfield Residential US Corp., 6.25%, due 09/15/2027 0.00%**
Tempur Sealy International, Inc., 5.50%, due 06/15/2026 0.00%**
Terex Corp., 5.62%, due 02/01/2025 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.75%, due 03/15/2024 0.00%**
US Concrete, Inc., 6.37%, due 06/01/2024 0.00%**
Clean Harbors, Inc., 4.87%, due 07/15/2027 0.00%**
MTN Group, Ltd. 0.00%**
Tokyo Electron, Ltd. 0.00%**
Endesa SA 0.00%**
XPO Logistics, Inc., 6.12%, due 09/01/2023 0.00%**
China East Education Holdings, Ltd. 0.00%**
Charles River Laboratories International, Inc., 5.50%, due 04/01/2026 0.00%**
Wilmar International, Ltd. 0.00%**
Teleflex, Inc., 4.62%, due 11/15/2027 0.00%**
William Carter Co., 5.62%, due 03/15/2027 0.00%**
FMG Resources August 2006 Pty, Ltd., 5.12%, due 03/15/2023 0.00%**
Darling Ingredients, Inc., 5.25%, due 04/15/2027 0.00%**
Standard Industries, Inc., 5.00%, due 02/15/2027 0.00%**
MultiChoice Group 0.00%**
Kunlun Energy Co., Ltd. 0.00%**
Elanco Animal Health, Inc., 4.66%, due 08/27/2021 0.00%**
AutoZone, Inc. 0.00%**
IQVIA Holdings, Inc. 0.00%**
Lennar Corp., 4.75%, due 04/01/2021 0.00%**
Aramark Services, Inc., 4.75%, due 06/01/2026 0.00%**
Masonite International Corp., 5.37%, due 02/01/2028 0.00%**
Brambles, Ltd. 0.00%**
Electricite de France SA 0.00%**
Wyndham Hotels & Resorts, Inc., 5.37%, due 04/15/2026 0.00%**
WPX Energy, Inc., 5.75%, due 06/01/2026 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.12%, due 02/01/2025 0.00%**
Cedar Fair, LP / Canada's Wonderland Co. / Magnum Management Corp., 5.37%, due 04/15/2027 0.00%**
LI Ning Co., Ltd. 0.00%**
American International Group, Inc. 0.00%**
Wesfarmers, Ltd. 0.00%**
Cedar Fair, LP, 5.25%, due 07/15/2029 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.37%, due 02/01/2027 0.00%**
HeidelbergCement AG 0.00%**
Bausch Health Cos., Inc., 5.75%, due 08/15/2027 0.00%**
Endeavor Energy Resources, LP / EER Finance, Inc., 5.50%, due 01/30/2026 0.00%**
LG Uplus Corp. 0.00%**
NTT Data Corp. 0.00%**
Beijing Capital International Airport Co., Ltd., H Shares 0.00%**
Olympus Corp. 0.00%**
Fairfax Financial Holdings, Ltd. 0.00%**
Vivendi SA 0.00%**
Hana Financial Group, Inc. 0.00%**
Chevron Corp. 0.00%**
Grupo Bimbo SAB de CV, Series A 0.00%**
Fieldwood Energy LLC, 2nd Lien Term Loan, TBD, due 04/11/2023 0.00%**
Celltrion, Inc. 0.00%**
KB Financial Group, Inc. 0.00%**
Coca-Cola Co. 0.00%**
FUJIFILM Holdings Corp. 0.00%**
Synchrony Financial 0.00%**
FedEx Corp. 0.00%**
Engie SA 0.00%**
Compass Group PLC 0.00%**
Amorepacific Group 0.00%**
Fomento Economico Mexicano SAB de CV 0.00%**
Ameriprise Financial, Inc. 0.00%**
Engie Brasil Energia SA 0.00%**
Banco Santander Brasil SA 0.00%**
Bank of New York Mellon Corp. 0.00%**
Cummins, Inc. 0.00%**
Petroleo Brasileiro SA, 6.73% 0.00%**
Nutrien, Ltd. 0.00%**
Coloplast A/S, Class B 0.00%**
AvalonBay Communities, Inc., REIT 0.00%**
Repsol SA 0.00%**
Polski Koncern Naftowy Orlen SA 0.00%**
Liberty Global PLC, Class C 0.00%**
Carrefour SA 0.00%**
Telefonica SA 0.00%**
Tsingtao Brewery Co., Ltd., H Shares 0.00%**
Banco do Brasil SA 0.00%**
Omron Corp. 0.00%**
Centrais Eletricas Brasileiras SA, 8.63% 0.00%**
Agile Group Holdings, Ltd. 0.00%**
Anglo American Platinum, Ltd. 0.00%**
CVS Health Corp. 0.00%**
China Longyuan Power Group Corp., Ltd., H Shares 0.00%**
Jiangxi Copper Co., Ltd., H Shares 0.00%**
China United Network Communications, Ltd., A Shares 0.00%**
Hershey Co. 0.00%**
Haitong Securities Co., Ltd., H Shares 0.00%**
Sekisui House, Ltd. 0.00%**
Bayer AG 0.00%**
Eaton Corp. PLC 0.00%**
Experian PLC 0.00%**
Sompo Holdings, Inc. 0.00%**
Fujitsu, Ltd. 0.00%**
Evonik Industries AG 0.00%**
UCB SA 0.00%**
SGS SA 0.00%**
Republic Services, Inc. 0.00%**
Weichai Power Co., Ltd., H Shares 0.00%**
BP PLC 0.00%**
Rakuten, Inc. 0.00%**
Sinopec Shanghai Petrochemical Co., Ltd., H Shares 0.00%**
Aspen Pharmacare Holdings, Ltd. 0.00%**
HUYA, Inc., ADR 0.00%**
Amorepacific Corp. 0.00%**
General Electric Co. 0.00%**
Hansoh Pharmaceutical Group Co., Ltd. 0.00%**
BIM Birlesik Magazalar AS 0.00%**
China National Building Material Co., Ltd., H Shares 0.00%**
Toshiba Corp. 0.00%**
BHP Group PLC 0.00%**
Tingyi Holding Corp. 0.00%**
Renesas Electronics Corp. 0.00%**
Shenzhen Goodix Technology Co., Ltd., A Shares 0.00%**
AP Moller - Maersk A/S, Class A 0.00%**
Corteva, Inc. 0.00%**
Dentsu Group, Inc. 0.00%**
Guotai Junan Securities Co., Ltd., H Shares 0.00%**
Huadian Power International Corp., Ltd., H Shares 0.00%**
Centrais Eletricas Brasileiras SA 0.00%**
Riyad Bank 0.00%**
Ford Motor Co. 0.00%**
America Movil SAB de CV, Series L 0.00%**
Imperial Oil, Ltd. 0.00%**
Shionogi & Co., Ltd. 0.00%**
Monster Beverage Corp. 0.00%**
Tencent Music Entertainment Group, ADR 0.00%**
Cenovus Energy, Inc. 0.00%**
Banco Bradesco SA, 14.16% 0.00%**
Woolworths Group, Ltd. 0.00%**
Old Mutual, Ltd. 0.00%**
Coles Group, Ltd. 0.00%**
Canon, Inc. 0.00%**
Merck KGaA 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Woodside Petroleum, Ltd. 0.00%**
Glencore PLC 0.00%**
Wirecard AG 0.00%**
Power Assets Holdings, Ltd. 0.00%**
AngloGold Ashanti, Ltd. 0.00%**
Airbus SE 0.00%**
Discover Financial Services 0.00%**
George Weston, Ltd. 0.00%**
Recruit Holdings Co., Ltd. 0.00%**
Alfa SAB de CV, Class A 0.00%**
Naturgy Energy Group SA 0.00%**
Banco BTG Pactual SA 0.00%**
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., A Shares 0.00%**
Royal Dutch Shell PLC, A Shares 0.00%**
Huadong Medicine Co., Ltd., A Shares 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Fieldwood Energy, Inc. 0.00%**
NMC Health PLC 0.00%**
Swap Agreement, Receive, iShares iBoxx High Yield Corporate Bond ETF 0.00%**
Netflix, Inc. -0.08%**
iShares iBoxx $ Investment Grade Corporate Bond ETF -0.17%**
Net Other Assets (Liabilities) 1.65%