|
07/31/2020* |
Transamerica BlackRock Global Allocation VP
| Security Description | % of Total Net Assets |
|---|---|
| Swap Agreement, Receive, MSCI Daily TR Gross USA USD Index | 2.57% |
| Hellenic Republic Government Bond, 3.75%, due 01/30/2028 | 2.54% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 1.85% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 1.84% |
| U.S. Treasury Note, 1.37%, due 10/31/2020 | 1.83% |
| U.S. Treasury Note, 1.87%, due 07/31/2022 | 1.78% |
| Japan Government Ten Year Bond, 0.10%, due 06/20/2026 | 1.30% |
| Apple, Inc. | 1.21% |
| Microsoft Corp. | 0.93% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.90% |
| U.K. Gilt, 3.50%, due 01/22/2045 | 0.88% |
| Amazon.com, Inc. | 0.86% |
| U.S. Treasury Note, 2.12%, due 05/15/2025 | 0.85% |
| D.R. Horton, Inc. | 0.79% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 | 0.73% |
| Lennar Corp., Class A | 0.72% |
| Swap Agreement, Receive, Invesco MSCI Emerging Markets UCITS ETF | 0.70% |
| Japan Government Thirty Year Bond, Series 64, 0.40%, due 09/20/2049 | 0.67% |
| Japan Government Ten Year Bond, 0.10%, due 03/20/2030 | 0.65% |
| U.S. Treasury Bond, 1.12%, due 05/15/2040 | 0.60% |
| French Republic Government Bond OAT, Zero Coupon, due 11/25/2029 | 0.57% |
| U.S. Treasury Note, 0.50%, due 04/30/2027 | 0.55% |
| Japan Government Thirty Year Bond, Series 11, 1.70%, due 06/20/2033 | 0.53% |
| Australia Government Bond, 2.50%, due 05/21/2030 | 0.52% |
| NVR, Inc. | 0.50% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.49% |
| Japan Government Twenty Year Bond, 0.40%, due 03/20/2040 | 0.43% |
| Nestle SA | 0.43% |
| Marriott International, Inc., Class A | 0.42% |
| Spain Government Bond, 1.60%, due 04/30/2025 | 0.41% |
| U.S. Treasury Note, 1.75%, due 11/15/2020 | 0.39% |
| Facebook, Inc., Class A | 0.39% |
| PulteGroup, Inc. | 0.38% |
| Canada Government Bond, 1.25%, due 06/01/2030 | 0.35% |
| Italy Buoni Poliennali del Tesoro, 1.75%, due 07/01/2024 | 0.35% |
| Bundesrepublik Deutschland Bundesanleihe, 0.25%, due 02/15/2029 | 0.34% |
| Hilton Worldwide Holdings, Inc. | 0.33% |
| Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 | 0.33% |
| Kingdom of Belgium Government Bond, 1.90%, due 06/22/2038 | 0.33% |
| JPMorgan Chase & Co. | 0.33% |
| Italy Buoni Poliennali del Tesoro, 2.45%, due 09/01/2050 | 0.33% |
| Japan Government Twenty Year Bond, 0.60%, due 06/20/2037 | 0.30% |
| Alphabet, Inc., Class C | 0.30% |
| Roche Holding AG | 0.29% |
| Alphabet, Inc., Class A | 0.28% |
| New Zealand Government Bond, 2.75%, due 04/15/2037 | 0.28% |
| Toyota Motor Corp. | 0.27% |
| AIA Group, Ltd. | 0.27% |
| Bundesrepublik Deutschland Bundesanleihe, 4.25%, due 07/04/2039 | 0.27% |
| French Republic Government Bond OAT, 1.50%, due 05/25/2050 | 0.26% |
| Swap Agreement, Receive, MSCI Japan Net Total Return USD Index | 0.26% |
| Mexico Bonos, Series M, 8.50%, due 05/31/2029 | 0.25% |
| U.K. Gilt, 1.62%, due 10/22/2028 | 0.25% |
| Johnson & Johnson | 0.25% |
| Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 | 0.23% |
| Bank of America Corp. | 0.23% |
| U.K. Gilt, 4.25%, due 09/07/2039 | 0.23% |
| Novartis AG | 0.22% |
| Netherlands Government Bond, Zero Coupon, due 07/15/2030 | 0.21% |
| Procter & Gamble Co. | 0.21% |
| Visa, Inc., Class A | 0.21% |
| Japan Government Five Year Bond, 0.10%, due 12/20/2023 | 0.21% |
| Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 | 0.21% |
| ASML Holding NV | 0.20% |
| SAP SE | 0.20% |
| Kreditanstalt fuer Wiederaufbau, Series MTN, 1.12%, due 09/15/2032 | 0.20% |
| Wells Fargo Bank NA, 2.08%, due 09/09/2022 | 0.20% |
| Province of Ontario, 2.05%, due 06/02/2030 | 0.20% |
| European Investment Bank, Series MTN, 0.05%, due 05/24/2024 | 0.20% |
| Province of Quebec, 1.90%, due 09/01/2030 | 0.20% |
| Province of British Columbia, 2.20%, due 06/18/2030 | 0.19% |
| Korea Electric Power Corp., 1.12%, due 06/15/2025 | 0.19% |
| Province of Quebec, 1.35%, due 05/28/2030 | 0.19% |
| Home Depot, Inc. | 0.18% |
| Province of Ontario, 2.30%, due 06/15/2026 | 0.18% |
| UnitedHealth Group, Inc. | 0.18% |
| Mastercard, Inc., Class A | 0.18% |
| Portugal Obrigacoes do Tesouro OT, 0.70%, due 10/15/2027 | 0.17% |
| AstraZeneca PLC | 0.17% |
| Berkshire Hathaway, Inc., Class B | 0.17% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.17% |
| Lloyds Bank PLC, Series MTN, 13.00%, due 01/22/2029 | 0.17% |
| Republic of Austria Government Bond, 4.15%, due 03/15/2037 | 0.17% |
| Comcast Corp., 3.70%, due 04/15/2024 | 0.17% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.16% |
| NVIDIA Corp. | 0.16% |
| Verizon Communications, Inc. | 0.15% |
| Toll Brothers, Inc. | 0.15% |
| Sanofi | 0.15% |
| Sun Hung Kai Properties, Ltd. | 0.15% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.15% |
| Ecopetrol SA, 5.87%, due 09/18/2023 | 0.15% |
| Petronas Capital, Ltd., Series MTN, 3.50%, due 03/18/2025 | 0.15% |
| Capital One Financial Corp., 3.30%, due 10/30/2024 | 0.15% |
| Federal Home Loan Mortgage Corp., 2.50%, due 06/01/2050 | 0.15% |
| Novo Nordisk A/S, Class B | 0.14% |
| Indonesia Government International Bond, 1.75%, due 04/24/2025 | 0.14% |
| Synchrony Bank, 3.00%, due 06/15/2022 | 0.14% |
| BPCE SA, 5.15%, due 07/21/2024 | 0.14% |
| Italy Buoni Poliennali del Tesoro, 1.85%, due 07/01/2025 | 0.14% |
| AT&T, Inc. | 0.14% |
| Medtronic Global Holdings SCA, 1.12%, due 03/07/2027 | 0.14% |
| Walt Disney Co. | 0.14% |
| PayPal Holdings, Inc. | 0.14% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.14% |
| Pfizer, Inc. | 0.14% |
| Adobe, Inc. | 0.14% |
| Australia Government Bond, 3.00%, due 03/21/2047 | 0.14% |
| Daimler AG | 0.13% |
| InterContinental Hotels Group PLC | 0.13% |
| Intel Corp. | 0.13% |
| Netflix, Inc. | 0.13% |
| Masco Corp. | 0.13% |
| Merck & Co., Inc. | 0.13% |
| Verizon Communications, Inc., 1.37%, due 10/27/2026 | 0.13% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.13% |
| Vulcan Materials Co. | 0.13% |
| Siemens AG | 0.13% |
| Anheuser-Busch InBev SA, Series MTN, 2.75%, due 03/17/2036 | 0.13% |
| Shopify, Inc., Class A | 0.13% |
| Cisco Systems, Inc. | 0.13% |
| Comcast Corp., Class A | 0.13% |
| Emerson Electric Co., Series MTN, 1.25%, due 10/15/2025 | 0.13% |
| CaixaBank SA, Series MTN, 0.75%, due 04/18/2023 | 0.13% |
| TOTAL SE | 0.13% |
| Coca-Cola Co. | 0.12% |
| AT&T, Inc., 1.80%, due 09/05/2026 | 0.12% |
| PepsiCo, Inc., Series MTN, 2.62%, due 04/28/2026 | 0.12% |
| ASR Nederland NV, 5.00%, due 09/30/2024 | 0.12% |
| TOTAL SE, Series MTN, 2.70%, due 05/05/2023 | 0.12% |
| PepsiCo, Inc. | 0.12% |
| Orange SA, Series MTN, 5.00%, due 10/01/2026 | 0.12% |
| Royal Bank of Canada | 0.12% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.12% |
| Citigroup, Inc. | 0.12% |
| Tesla, Inc. | 0.12% |
| Martin Marietta Materials, Inc. | 0.12% |
| Banco Santander SA, Series MTN, 3.12%, due 01/19/2027 | 0.12% |
| GlaxoSmithKline PLC | 0.12% |
| Walmart, Inc. | 0.12% |
| Meritage Homes Corp. | 0.12% |
| Malaysia Government Bond, 3.89%, due 11/16/2027 | 0.12% |
| L'Oreal SA | 0.11% |
| Abbott Laboratories | 0.11% |
| Unilever NV | 0.11% |
| Saudi Arabian Oil Co., Series MTN, 3.50%, due 04/16/2029 | 0.11% |
| Allianz SE | 0.11% |
| Oracle Corp., 3.60%, due 04/01/2040 | 0.11% |
| CapitaLand, Ltd. | 0.11% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.11% |
| Exxon Mobil Corp. | 0.11% |
| TJX Cos., Inc., 3.87%, due 04/15/2030 | 0.11% |
| Muenchener Rueckversicherungs-Gesellschaft AG, Series MTN, 6.00%, due 05/26/2041 | 0.11% |
| Georgia-Pacific LLC, 2.30%, due 04/30/2030 | 0.11% |
| HSBC Holdings PLC | 0.11% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.11% |
| AT&T, Inc., 2.90%, due 12/04/2026 | 0.11% |
| Crown Castle International Corp., 3.30%, due 07/01/2030 | 0.11% |
| Oracle Corp., 2.95%, due 04/01/2030 | 0.11% |
| NiSource, Inc., 3.60%, due 05/01/2030 | 0.11% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.11% |
| Target Corp., 2.65%, due 09/15/2030 | 0.11% |
| Chile Government International Bond, 3.50%, due 01/25/2050 | 0.11% |
| AbbVie, Inc. | 0.11% |
| Deere & Co., 3.10%, due 04/15/2030 | 0.11% |
| Wells Fargo & Co. | 0.11% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.11% |
| Accor SA | 0.11% |
| Procter & Gamble Co., 3.00%, due 03/25/2030 | 0.11% |
| Commonwealth Bank of Australia | 0.11% |
| Thermo Fisher Scientific, Inc. | 0.11% |
| American Tower Corp., 2.40%, due 03/15/2025 | 0.11% |
| Fox Corp., 4.70%, due 01/25/2029 | 0.11% |
| Oracle Corp., 2.80%, due 04/01/2027 | 0.11% |
| Olympic Tower Mortgage Trust, Series 2017-OT, Class A, 3.56%, due 05/10/2039 | 0.11% |
| Spain Government Bond, 2.70%, due 10/31/2048 | 0.10% |
| Intel Corp., 3.90%, due 03/25/2030 | 0.10% |
| Visa, Inc., 3.15%, due 12/14/2025 | 0.10% |
| Cooperatieve Rabobank UA, 3.95%, due 11/09/2022 | 0.10% |
| Diageo PLC | 0.10% |
| Pertamina Persero PT, Series MTN, 6.50%, due 11/07/2048 | 0.10% |
| Dollar Tree, Inc., 3.70%, due 05/15/2023 | 0.10% |
| CSL, Ltd. | 0.10% |
| Palantir Technologies, Inc., 0.00% | 0.10% |
| Iberdrola SA | 0.10% |
| International Business Machines Corp., 3.00%, due 05/15/2024 | 0.10% |
| Chevron Corp. | 0.10% |
| Air Liquide SA | 0.10% |
| salesforce.com, Inc. | 0.10% |
| Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 | 0.10% |
| Kingdom of Belgium Government Bond, 1.70%, due 06/22/2050 | 0.10% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.10% |
| Toronto-Dominion Bank | 0.10% |
| Enel SpA | 0.10% |
| Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2050 | 0.10% |
| Walt Disney Co., 2.65%, due 01/13/2031 | 0.10% |
| KB Home | 0.10% |
| Mexico Government International Bond, 4.50%, due 04/22/2029 | 0.09% |
| McDonald's Corp. | 0.09% |
| Volkswagen AG, 0.00% | 0.09% |
| BHP Group, Ltd. | 0.09% |
| Africa Finance Corp., Series MTN, 4.37%, due 04/17/2026 | 0.09% |
| MDC Holdings, Inc. | 0.09% |
| Amgen, Inc. | 0.09% |
| Korea International Bond, 2.00%, due 06/19/2024 | 0.09% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.09% |
| Costco Wholesale Corp. | 0.09% |
| Accenture PLC, Class A | 0.09% |
| British American Tobacco PLC | 0.09% |
| Exxon Mobil Corp., 2.99%, due 03/19/2025 | 0.09% |
| General Motors Co. | 0.09% |
| Bristol-Myers Squibb Co. | 0.09% |
| BP PLC | 0.09% |
| Honda Motor Co., Ltd. | 0.09% |
| Verizon Communications, Inc., 3.50%, due 11/01/2024 | 0.09% |
| SLM Private Education Loan Trust, Series 2010-C, Class A5, 4.92%, due 10/15/2041 | 0.09% |
| ONGC Videsh Vankorneft Pte, Ltd., 3.75%, due 07/27/2026 | 0.09% |
| NextEra Energy, Inc. | 0.09% |
| Bayer AG | 0.09% |
| Canadian National Railway Co. | 0.09% |
| Sweden Government Bond, 0.75%, due 05/12/2028 | 0.09% |
| Reckitt Benckiser Group PLC | 0.09% |
| Fidelity National Financial, Inc. | 0.08% |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.08% |
| JPMorgan Chase & Co., 2.08%, due 04/22/2026 | 0.08% |
| Linde PLC | 0.08% |
| Schneider Electric SE | 0.08% |
| Rio Tinto PLC | 0.08% |
| Eli Lilly & Co. | 0.08% |
| Medtronic PLC | 0.08% |
| Small Business Origination Loan Trust DAC, Series 2019-2, Class A, 1.26%, due 03/15/2028 | 0.08% |
| Transurban Finance Co. Pty, Ltd., Series MTN, 2.00%, due 08/28/2025 | 0.08% |
| Broadcom, Inc. | 0.08% |
| Oracle Corp. | 0.08% |
| Becton Dickinson & Co., 2.89%, due 06/06/2022 | 0.08% |
| Danaher Corp. | 0.08% |
| Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2050 | 0.08% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.08% |
| Unilever PLC | 0.08% |
| ING Groep NV, Series MTN, 1.37%, due 01/11/2028 | 0.08% |
| Whitbread PLC | 0.08% |
| Nederlandse Waterschapsbank NV, 1.00%, due 05/28/2030 | 0.08% |
| Swap Agreement, Receive, JPMorgan SU1VB Index | 0.08% |
| Enbridge, Inc. | 0.08% |
| NIKE, Inc., Class B | 0.08% |
| QUALCOMM, Inc. | 0.08% |
| Union Pacific Corp. | 0.08% |
| Finland Government Bond, 1.12%, due 04/15/2034 | 0.08% |
| ProLogis Euro Finance LLC, 1.87%, due 01/05/2029 | 0.08% |
| Texas Instruments, Inc. | 0.08% |
| Banque Federative du Credit Mutuel SA, Series MTN, 0.75%, due 07/17/2025 | 0.08% |
| Philip Morris International, Inc. | 0.08% |
| BNP Paribas SA, Series MTN, 1.12%, due 06/11/2026 | 0.08% |
| Hyatt Hotels Corp., Class A | 0.08% |
| Chubb INA Holdings, Inc., 0.87%, due 06/15/2027 | 0.08% |
| Ferrari NV | 0.08% |
| Burlington Northern Santa Fe LLC, 4.55%, due 09/01/2044 | 0.08% |
| BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A, 2.84%, due 08/14/2034 | 0.07% |
| Vistra Operations Co. LLC, 5.62%, due 02/15/2027 | 0.07% |
| American Tower Corp., REIT | 0.07% |
| Watsco, Inc. | 0.07% |
| Bayerische Motoren Werke AG | 0.07% |
| Level 3 Financing, Inc., 3.40%, due 03/01/2027 | 0.07% |
| Deutsche Telekom AG | 0.07% |
| BAT Capital Corp., 3.55%, due 08/15/2027 | 0.07% |
| Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 | 0.07% |
| Ford Motor Co. | 0.07% |
| Royal Dutch Shell PLC, A Shares | 0.07% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 0.07% |
| Lowe's Cos., Inc. | 0.07% |
| NIKE, Inc., 2.85%, due 03/27/2030 | 0.07% |
| Exeter Automobile Receivables Trust, Series 2018-2A, Class D, 4.04%, due 03/15/2024 | 0.07% |
| Union Pacific Corp., 3.95%, due 09/10/2028 | 0.07% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A1, 3.57%, due 02/15/2036 | 0.07% |
| Enterprise Products Operating LLC, 3.35%, due 03/15/2023 | 0.07% |
| AbbVie, Inc., 3.20%, due 11/21/2029 | 0.07% |
| International Business Machines Corp. | 0.07% |
| Becton Dickinson & Co., 3.12%, due 11/08/2021 | 0.07% |
| Denmark Government Bond, 0.50%, due 11/15/2029 | 0.07% |
| Zurich Insurance Group AG | 0.07% |
| Honeywell International, Inc. | 0.07% |
| adidas AG | 0.07% |
| Indonesia Treasury Bond, 8.25%, due 05/15/2029 | 0.07% |
| Republic of Poland Government Bond, 2.50%, due 07/25/2027 | 0.07% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class LNC3, 4.74%, due 12/15/2046 | 0.07% |
| BASF SE | 0.07% |
| Choice Hotels International, Inc. | 0.07% |
| Wells Fargo & Co., Series MTN, 5.01%, due 04/04/2051 | 0.07% |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 | 0.07% |
| Russian Federal Bond - OFZ, 7.95%, due 10/07/2026 | 0.06% |
| United Parcel Service, Inc., Class B | 0.06% |
| Lockheed Martin Corp. | 0.06% |
| Scotts Miracle-Gro Co. | 0.06% |
| Prosus NV | 0.06% |
| Royal Dutch Shell PLC, B Shares | 0.06% |
| Futures Contracts, Long, Gold 100 oz | 0.06% |
| Swap Agreement, Receive, JPMorgan SU1VB Index | 0.06% |
| Barrick Gold Corp. | 0.06% |
| Koninklijke Philips NV | 0.06% |
| UBS Group AG, 4.12%, due 09/24/2025 | 0.06% |
| Bank of Nova Scotia | 0.06% |
| Cigna Corp., 3.05%, due 10/15/2027 | 0.06% |
| BNP Paribas SA | 0.06% |
| Cie Generale des Etablissements Michelin SCA | 0.06% |
| Vinci SA | 0.06% |
| Indonesia Treasury Bond, 8.37%, due 03/15/2034 | 0.06% |
| US Bancorp | 0.06% |
| Starbucks Corp. | 0.06% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.63%, due 01/25/2027 | 0.06% |
| Aptiv PLC | 0.06% |
| Airbus SE | 0.06% |
| ABB, Ltd. | 0.06% |
| Fidelity National Information Services, Inc. | 0.06% |
| Raytheon Technologies Corp. | 0.06% |
| UBS Group AG | 0.06% |
| Anheuser-Busch InBev SA | 0.06% |
| ONEOK Partners, LP, 4.90%, due 03/15/2025 | 0.06% |
| Boeing Co. | 0.06% |
| Kering SA | 0.06% |
| 3M Co. | 0.06% |
| Gilead Sciences, Inc. | 0.06% |
| Owens Corning | 0.06% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.06% |
| BHP Group PLC | 0.06% |
| NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 | 0.06% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 | 0.06% |
| Danone SA | 0.05% |
| Truist Financial Corp. | 0.05% |
| Lonza Group AG | 0.05% |
| S&P Global, Inc. | 0.05% |
| Deutsche Post AG | 0.05% |
| Wyndham Hotels & Resorts, Inc. | 0.05% |
| Charter Communications, Inc., Class A | 0.05% |
| Shell International Finance BV, 2.37%, due 04/06/2025 | 0.05% |
| CPS Auto Receivables Trust, Series 2016-C, Class D, 5.92%, due 06/15/2022 | 0.05% |
| CVS Health Corp. | 0.05% |
| Kroger Co., 2.20%, due 05/01/2030 | 0.05% |
| Brookfield Asset Management, Inc., Class A | 0.05% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.05% |
| ServiceNow, Inc. | 0.05% |
| Mondelez International, Inc., Class A | 0.05% |
| AXA SA | 0.05% |
| American Credit Acceptance Receivables Trust, Series 2020-2, Class C, 3.88%, due 04/13/2026 | 0.05% |
| Intuitive Surgical, Inc. | 0.05% |
| Mohawk Industries, Inc. | 0.05% |
| Italy Buoni Poliennali del Tesoro, 1.40%, due 05/26/2025 | 0.05% |
| EssilorLuxottica SA | 0.05% |
| BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 | 0.05% |
| TC Energy Corp. | 0.05% |
| Advanced Micro Devices, Inc. | 0.05% |
| PNC Financial Services Group, Inc. | 0.05% |
| Centene Corp., 5.37%, due 06/01/2026 | 0.05% |
| Muenchener Rueckversicherungs-Gesellschaft AG | 0.05% |
| Westpac Banking Corp. | 0.05% |
| Prologis, Inc., REIT | 0.05% |
| Intuit, Inc. | 0.05% |
| National Grid PLC | 0.05% |
| Altria Group, Inc. | 0.05% |
| RELX PLC | 0.05% |
| First American Financial Corp. | 0.05% |
| Becton Dickinson & Co. | 0.05% |
| Vodafone Group PLC | 0.05% |
| Caterpillar, Inc. | 0.05% |
| Marriott Vacations Worldwide Corp. | 0.05% |
| Safran SA | 0.05% |
| Pernod Ricard SA | 0.05% |
| Banco Santander SA | 0.05% |
| Cigna Corp., 4.37%, due 10/15/2028 | 0.05% |
| Canadian Pacific Railway, Ltd. | 0.05% |
| Telefonaktiebolaget LM Ericsson, B Shares | 0.05% |
| Givaudan SA | 0.05% |
| Zoetis, Inc. | 0.05% |
| Prudential PLC | 0.05% |
| Magna International, Inc. | 0.05% |
| Crown Castle International Corp., REIT | 0.05% |
| Anthem, Inc. | 0.05% |
| Wesfarmers, Ltd. | 0.04% |
| Deutsche Boerse AG | 0.04% |
| BlackRock, Inc. | 0.04% |
| Equinix, Inc., REIT | 0.04% |
| Exxon Mobil Corp., 3.45%, due 04/15/2051 | 0.04% |
| Centene Corp., 4.75%, due 01/15/2025 | 0.04% |
| Vertex Pharmaceuticals, Inc. | 0.04% |
| Infineon Technologies AG | 0.04% |
| Netherlands Government Bond, 2.75%, due 01/15/2047 | 0.04% |
| Vonovia SE | 0.04% |
| OBX Trust, Series 2020-EXP1, Class 1A8, 3.50%, due 02/25/2060 | 0.04% |
| Bank of Montreal | 0.04% |
| National Australia Bank, Ltd. | 0.04% |
| Dominion Energy, Inc. | 0.04% |
| American Express Co. | 0.04% |
| Spain Government Bond, 3.45%, due 07/30/2066 | 0.04% |
| Williams Cos., Inc., 3.70%, due 01/15/2023 | 0.04% |
| Australia & New Zealand Banking Group, Ltd. | 0.04% |
| Cigna Corp. | 0.04% |
| Lowe's Cos., Inc., 5.12%, due 04/15/2050 | 0.04% |
| London Stock Exchange Group PLC | 0.04% |
| Stryker Corp. | 0.04% |
| NXP Semiconductors NV | 0.04% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.04% |
| Goldman Sachs Group, Inc. | 0.04% |
| Woolworths Group, Ltd. | 0.04% |
| TJX Cos., Inc. | 0.04% |
| Citigroup, Inc., 2.57%, due 06/03/2031 | 0.04% |
| Cie Financiere Richemont SA | 0.04% |
| HSBC Holdings PLC, 3.26%, due 03/13/2023 | 0.04% |
| Air Products & Chemicals, Inc. | 0.04% |
| Koninklijke Ahold Delhaize NV | 0.04% |
| Activision Blizzard, Inc. | 0.04% |
| Target Corp. | 0.04% |
| Booking Holdings, Inc. | 0.04% |
| Intesa Sanpaolo SpA | 0.04% |
| Duke Energy Corp. | 0.04% |
| Fiat Chrysler Automobiles NV | 0.04% |
| Colgate-Palmolive Co. | 0.04% |
| Home Depot, Inc., 3.30%, due 04/15/2040 | 0.04% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.04% |
| Industria de Diseno Textil SA | 0.04% |
| Atlas Copco AB, A Shares | 0.04% |
| Applied Materials, Inc. | 0.04% |
| BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 | 0.04% |
| Chubb, Ltd. | 0.04% |
| National Australia Bank, Ltd., Series MTN, 0.62%, due 08/30/2023 | 0.04% |
| CRH PLC | 0.04% |
| Experian PLC | 0.04% |
| CME Group, Inc. | 0.04% |
| Canadian Imperial Bank of Commerce | 0.04% |
| Illinois Tool Works, Inc. | 0.04% |
| M/I Homes, Inc. | 0.04% |
| Flagship Credit Auto Trust, Series 2020-2, Class C, 3.80%, due 04/15/2026 | 0.04% |
| Alimentation Couche-Tard, Inc., Class B | 0.04% |
| Marsh & McLennan Cos., Inc. | 0.04% |
| Franco-Nevada Corp. | 0.04% |
| Lowe's Cos., Inc., 3.65%, due 04/05/2029 | 0.04% |
| Southern Co. | 0.04% |
| Continental AG | 0.04% |
| ING Groep NV | 0.04% |
| Fiserv, Inc. | 0.04% |
| DSV Panalpina A/S | 0.04% |
| Micron Technology, Inc. | 0.04% |
| Automatic Data Processing, Inc. | 0.04% |
| Sherwin-Williams Co. | 0.04% |
| Republic of Austria Government Bond, 2.10%, due 09/20/2117 | 0.04% |
| Macquarie Group, Ltd. | 0.04% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.04% |
| Deere & Co. | 0.04% |
| Koninklijke DSM NV | 0.04% |
| Nokia OYJ | 0.04% |
| General Electric Co. | 0.04% |
| Illumina, Inc. | 0.04% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.04% |
| Bridgestone Corp. | 0.04% |
| Denso Corp. | 0.04% |
| Investor AB, B Shares | 0.04% |
| Newmont Corp. | 0.03% |
| Kone OYJ, Class B | 0.03% |
| Credit Suisse Group AG | 0.03% |
| Global Payments, Inc. | 0.03% |
| Sika AG | 0.03% |
| Boston Scientific Corp. | 0.03% |
| CSX Corp. | 0.03% |
| Lam Research Corp. | 0.03% |
| E.ON SE | 0.03% |
| Intercontinental Exchange, Inc. | 0.03% |
| Northrop Grumman Corp. | 0.03% |
| Orsted A/S | 0.03% |
| Hermes International | 0.03% |
| Progressive Corp. | 0.03% |
| Heineken NV | 0.03% |
| Tesco PLC | 0.03% |
| Rio Tinto, Ltd. | 0.03% |
| Volvo AB, B Shares | 0.03% |
| Kimberly-Clark Corp. | 0.03% |
| Autodesk, Inc. | 0.03% |
| Humana, Inc. | 0.03% |
| Nordea Bank Abp | 0.03% |
| Norfolk Southern Corp. | 0.03% |
| Engie SA | 0.03% |
| Peugeot SA | 0.03% |
| Alcon, Inc. | 0.03% |
| Manulife Financial Corp. | 0.03% |
| Transurban Group | 0.03% |
| Regeneron Pharmaceuticals, Inc. | 0.03% |
| Edwards Lifesciences Corp. | 0.03% |
| MercadoLibre, Inc. | 0.03% |
| Ecolab, Inc. | 0.03% |
| Dassault Systemes SE | 0.03% |
| Louisiana-Pacific Corp. | 0.03% |
| ONEOK, Inc., 2.75%, due 09/01/2024 | 0.03% |
| Vestas Wind Systems A/S | 0.03% |
| Biogen, Inc. | 0.03% |
| Aon PLC, Class A | 0.03% |
| Orange SA | 0.03% |
| Dollar General Corp. | 0.03% |
| Anglo American PLC | 0.03% |
| Eni SpA | 0.03% |
| Porsche Automobil Holding SE, 0.00% | 0.03% |
| Glencore PLC | 0.03% |
| Abu Dhabi Government International Bond, 3.12%, due 04/16/2030 | 0.03% |
| Lloyds Banking Group PLC | 0.03% |
| Swiss Re AG | 0.03% |
| Wheaton Precious Metals Corp. | 0.03% |
| Navient Private Education Loan Trust, Series 2014-AA, Class A3, 1.77%, due 10/15/2031 | 0.03% |
| Moody's Corp. | 0.03% |
| Suncor Energy, Inc. | 0.03% |
| LafargeHolcim, Ltd. | 0.03% |
| NVIDIA Corp., 3.50%, due 04/01/2050 | 0.03% |
| Waste Management, Inc. | 0.03% |
| Square, Inc., Class A | 0.03% |
| Amadeus IT Group SA | 0.03% |
| Constellation Software, Inc. | 0.03% |
| RWE AG | 0.03% |
| United Overseas Bank, Ltd. | 0.03% |
| T-Mobile US, Inc. | 0.03% |
| New Zealand Government Bond, 1.50%, due 05/15/2031 | 0.03% |
| Extended Stay America, Inc. | 0.03% |
| Vivendi SA | 0.03% |
| Genmab A/S | 0.03% |
| Banco Bilbao Vizcaya Argentaria SA | 0.03% |
| McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 | 0.03% |
| Barclays PLC | 0.03% |
| Jardine Matheson Holdings, Ltd. | 0.03% |
| Fresenius SE & Co. KGaA | 0.03% |
| Wolters Kluwer NV | 0.03% |
| UFP Industries, Inc. | 0.03% |
| Estee Lauder Cos., Inc., Class A | 0.03% |
| Sandvik AB | 0.03% |
| Kerry Group PLC, Class A | 0.03% |
| Sun Life Financial, Inc. | 0.03% |
| Capgemini SE | 0.03% |
| Assa Abloy AB, B Shares | 0.03% |
| American Electric Power Co., Inc. | 0.03% |
| Analog Devices, Inc. | 0.03% |
| Legrand SA | 0.03% |
| Roper Technologies, Inc. | 0.03% |
| FedEx Corp. | 0.03% |
| Baxter International, Inc. | 0.03% |
| Digital Realty Trust, Inc., REIT | 0.03% |
| eBay, Inc. | 0.03% |
| Compass Group PLC | 0.03% |
| Geely Automobile Holdings, Ltd. | 0.03% |
| Geberit AG | 0.03% |
| Neste OYJ | 0.03% |
| U.S. Treasury Bill, 0.15%, due 01/28/2021 | 0.03% |
| Eagle Materials, Inc. | 0.03% |
| ConocoPhillips | 0.03% |
| STMicroelectronics NV | 0.03% |
| DexCom, Inc. | 0.03% |
| DuPont de Nemours, Inc. | 0.03% |
| Eaton Corp. PLC | 0.03% |
| Subaru Corp. | 0.03% |
| Electronic Arts, Inc. | 0.03% |
| Coloplast A/S, Class B | 0.03% |
| Essity AB, Class B | 0.03% |
| BAE Systems PLC | 0.03% |
| Charles Schwab Corp. | 0.03% |
| Canadian Natural Resources, Ltd. | 0.02% |
| Akzo Nobel NV | 0.02% |
| Fresenius Medical Care AG & Co. KGaA | 0.02% |
| Hang Lung Properties, Ltd. | 0.02% |
| Exelon Corp. | 0.02% |
| UniCredit SpA | 0.02% |
| Cie de Saint-Gobain | 0.02% |
| Cognizant Technology Solutions Corp., Class A | 0.02% |
| General Mills, Inc. | 0.02% |
| Ferguson PLC | 0.02% |
| Centene Corp. | 0.02% |
| Telefonica SA | 0.02% |
| L3 Harris Technologies, Inc. | 0.02% |
| Energy Transfer Operating, LP, 4.05%, due 03/15/2025 | 0.02% |
| Emerson Electric Co. | 0.02% |
| Deutsche Bank AG | 0.02% |
| Goodman Group, REIT | 0.02% |
| General Dynamics Corp. | 0.02% |
| MGIC Investment Corp. | 0.02% |
| O'Reilly Automotive, Inc. | 0.02% |
| Adyen NV | 0.02% |
| General Electric Co., 4.35%, due 05/01/2050 | 0.02% |
| Xcel Energy, Inc. | 0.02% |
| Henkel AG & Co. KGaA, 2.19% | 0.02% |
| Agnico Eagle Mines, Ltd. | 0.02% |
| Lululemon Athletica, Inc. | 0.02% |
| Partners Group Holding AG | 0.02% |
| Deutsche Wohnen SE | 0.02% |
| HCA Healthcare, Inc. | 0.02% |
| Quintis Pty, Ltd. | 0.02% |
| Blackstone Group, Inc., Class A | 0.02% |
| Hexagon AB, B Shares | 0.02% |
| IDEXX Laboratories, Inc. | 0.02% |
| Nutrien, Ltd. | 0.02% |
| Veeva Systems, Inc., Class A | 0.02% |
| Newcrest Mining, Ltd. | 0.02% |
| Teleperformance | 0.02% |
| Merck KGaA | 0.02% |
| Fortis, Inc. | 0.02% |
| SMB Private Education Loan Trust, Series 2019-A, Class A2A, 3.44%, due 07/15/2036 | 0.02% |
| SBA Communications Corp., REIT | 0.02% |
| Sempra Energy | 0.02% |
| Assicurazioni Generali SpA | 0.02% |
| SSE PLC | 0.02% |
| Twilio, Inc., Class A | 0.02% |
| T. Rowe Price Group, Inc. | 0.02% |
| Fortescue Metals Group, Ltd. | 0.02% |
| Bio City Development Co. BV, 8.00%, due 07/06/2022 | 0.02% |
| Sampo OYJ, A Shares | 0.02% |
| MSCI, Inc. | 0.02% |
| UCB SA | 0.02% |
| Skandinaviska Enskilda Banken AB, Class A | 0.02% |
| Hungary Government Bond, 3.00%, due 08/21/2030 | 0.02% |
| Ross Stores, Inc. | 0.02% |
| Symrise AG | 0.02% |
| Valeo SA | 0.02% |
| Splunk, Inc. | 0.02% |
| CGI, Inc. | 0.02% |
| First Republic Bank | 0.02% |
| Smith & Nephew PLC | 0.02% |
| Coles Group, Ltd. | 0.02% |
| Dow, Inc. | 0.02% |
| Monster Beverage Corp. | 0.02% |
| BorgWarner, Inc. | 0.02% |
| NIO, Inc., ADR | 0.02% |
| Carlsberg A/S, Class B | 0.02% |
| Amphenol Corp., Class A | 0.02% |
| Cellnex Telecom SA | 0.02% |
| Norway Government Bond, 1.37%, due 08/19/2030 | 0.02% |
| Allstate Corp. | 0.02% |
| SGS SA | 0.02% |
| IHS Markit, Ltd. | 0.02% |
| Legal & General Group PLC | 0.02% |
| Public Storage, REIT | 0.02% |
| ResMed, Inc. | 0.02% |
| Futures Contracts, Short, Nikkei 225 Index | 0.02% |
| KLA Corp. | 0.02% |
| Synopsys, Inc. | 0.02% |
| Cadence Design Systems, Inc. | 0.02% |
| Bank of New York Mellon Corp. | 0.02% |
| Atlas Copco AB, B Shares | 0.02% |
| Restaurant Brands International, Inc. | 0.02% |
| MetLife, Inc. | 0.02% |
| TE Connectivity, Ltd. | 0.02% |
| Walgreens Boots Alliance, Inc. | 0.02% |
| Svenska Handelsbanken AB, A Shares | 0.02% |
| Agilent Technologies, Inc. | 0.02% |
| Imperial Brands PLC | 0.02% |
| KBC Group NV | 0.02% |
| PACCAR, Inc. | 0.02% |
| Swedbank AB, A Shares | 0.02% |
| Capital One Financial Corp. | 0.02% |
| National Bank of Canada | 0.02% |
| Constellation Brands, Inc., Class A | 0.02% |
| WEC Energy Group, Inc. | 0.02% |
| Cummins, Inc. | 0.02% |
| Workday, Inc., Class A | 0.02% |
| Johnson Controls International PLC | 0.02% |
| Travelers Cos., Inc. | 0.02% |
| AutoZone, Inc. | 0.02% |
| Verisk Analytics, Inc. | 0.02% |
| Kinder Morgan, Inc. | 0.02% |
| UPM-Kymmene OYJ | 0.02% |
| Equinor ASA | 0.02% |
| Public Service Enterprise Group, Inc. | 0.02% |
| Intact Financial Corp. | 0.02% |
| Eversource Energy | 0.02% |
| Clorox Co. | 0.02% |
| Sumitomo Electric Industries, Ltd. | 0.02% |
| Rogers Communications, Inc., Class B | 0.02% |
| Willis Towers Watson PLC | 0.02% |
| Kirkland Lake Gold, Ltd. | 0.02% |
| Nissan Motor Co., Ltd. | 0.02% |
| American International Group, Inc. | 0.02% |
| Zimmer Biomet Holdings, Inc. | 0.02% |
| CoStar Group, Inc. | 0.02% |
| Xilinx, Inc. | 0.02% |
| Ashtead Group PLC | 0.02% |
| Sartorius AG, 0.11% | 0.02% |
| Yum! Brands, Inc. | 0.02% |
| Enterprise Products Operating LLC, 3.90%, due 02/15/2024 | 0.02% |
| Cintas Corp. | 0.02% |
| Kroger Co. | 0.02% |
| ANSYS, Inc. | 0.02% |
| DNB ASA | 0.02% |
| Twitter, Inc. | 0.02% |
| Thomson Reuters Corp. | 0.02% |
| Trane Technologies PLC | 0.02% |
| Waste Connections, Inc. | 0.02% |
| Aflac, Inc. | 0.02% |
| Fastenal Co. | 0.02% |
| Shangri-La Asia, Ltd. | 0.02% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class C, 4.59%, due 12/17/2036 | 0.02% |
| Standard Chartered PLC | 0.02% |
| EOG Resources, Inc. | 0.02% |
| IQVIA Holdings, Inc. | 0.02% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.02% |
| Segro PLC, REIT | 0.02% |
| Lear Corp. | 0.02% |
| Delivery Hero SE | 0.02% |
| Prudential Financial, Inc. | 0.02% |
| Societe Generale SA | 0.02% |
| EDP - Energias de Portugal SA | 0.02% |
| Toyota Industries Corp. | 0.02% |
| PPG Industries, Inc. | 0.02% |
| Aviva PLC | 0.02% |
| Volkswagen AG | 0.02% |
| Otis Worldwide Corp. | 0.02% |
| DBS Group Holdings, Ltd. | 0.02% |
| Consolidated Edison, Inc. | 0.02% |
| Palo Alto Networks, Inc. | 0.02% |
| HP, Inc. | 0.02% |
| Swisscom AG | 0.02% |
| Phillips 66 | 0.02% |
| American Water Works Co., Inc. | 0.02% |
| Hennes & Mauritz AB, B Shares | 0.02% |
| Just Eat Takeaway.com NV | 0.02% |
| Edenred | 0.02% |
| Woodside Petroleum, Ltd. | 0.02% |
| Skyworks Solutions, Inc. | 0.02% |
| Veolia Environnement SA | 0.02% |
| Sysco Corp. | 0.02% |
| Chipotle Mexican Grill, Inc. | 0.02% |
| Schlumberger, Ltd. | 0.02% |
| Novozymes A/S, B Shares | 0.02% |
| Beiersdorf AG | 0.02% |
| Pembina Pipeline Corp. | 0.02% |
| Swedish Match AB | 0.02% |
| Ferrovial SA | 0.02% |
| McKesson Corp. | 0.02% |
| Worldline SA | 0.02% |
| Corning, Inc. | 0.02% |
| Archer-Daniels-Midland Co. | 0.02% |
| Microchip Technology, Inc. | 0.02% |
| FleetCor Technologies, Inc. | 0.02% |
| Swiss Life Holding AG | 0.02% |
| Stanley Black & Decker, Inc. | 0.02% |
| Rockwell Automation, Inc. | 0.02% |
| Repsol SA | 0.02% |
| Chr Hansen Holding A/S | 0.02% |
| Flutter Entertainment PLC | 0.02% |
| State Street Corp. | 0.02% |
| DocuSign, Inc. | 0.02% |
| Kraft Heinz Co. | 0.02% |
| Marathon Petroleum Corp. | 0.02% |
| Futures Contracts, Long, WTI Crude | 0.02% |
| TransDigm Group, Inc. | 0.02% |
| Sonova Holding AG | 0.02% |
| Parker-Hannifin Corp. | 0.02% |
| NN Group NV | 0.02% |
| Fifth Third Bancorp | 0.02% |
| Motorola Solutions, Inc. | 0.02% |
| McCormick & Co., Inc. | 0.02% |
| Rentokil Initial PLC | 0.01% |
| Credit Agricole SA | 0.01% |
| Church & Dwight Co., Inc. | 0.01% |
| VeriSign, Inc. | 0.01% |
| Open Text Corp. | 0.01% |
| Marvell Technology Group, Ltd. | 0.01% |
| General Electric Co., 4.25%, due 05/01/2040 | 0.01% |
| Best Buy Co., Inc. | 0.01% |
| Okta, Inc. | 0.01% |
| Paychex, Inc. | 0.01% |
| Alexion Pharmaceuticals, Inc. | 0.01% |
| DTE Energy Co. | 0.01% |
| Autoliv, Inc. | 0.01% |
| Match Group, Inc. | 0.01% |
| Valero Energy Corp. | 0.01% |
| Williams Cos., Inc. | 0.01% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.01% |
| Carrier Global Corp. | 0.01% |
| Brambles, Ltd. | 0.01% |
| Ball Corp. | 0.01% |
| QIAGEN NV | 0.01% |
| Align Technology, Inc. | 0.01% |
| Kingspan Group PLC | 0.01% |
| Kinross Gold Corp. | 0.01% |
| CLP Holdings, Ltd. | 0.01% |
| RingCentral, Inc., Class A | 0.01% |
| Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 | 0.01% |
| M&T Bank Corp. | 0.01% |
| Snam SpA | 0.01% |
| Hershey Co. | 0.01% |
| Ocado Group PLC | 0.01% |
| Cerner Corp. | 0.01% |
| Dollar Tree, Inc. | 0.01% |
| Terna Rete Elettrica Nazionale SpA | 0.01% |
| Corteva, Inc. | 0.01% |
| Welltower, Inc., REIT | 0.01% |
| BioMarin Pharmaceutical, Inc. | 0.01% |
| Alstom SA | 0.01% |
| AMETEK, Inc. | 0.01% |
| Fortive Corp. | 0.01% |
| AvalonBay Communities, Inc., REIT | 0.01% |
| Alexandria Real Estate Equities, Inc., REIT | 0.01% |
| Intertek Group PLC | 0.01% |
| NIKE, Inc., 2.40%, due 03/27/2025 | 0.01% |
| Weyerhaeuser Co., REIT | 0.01% |
| Brown-Forman Corp., Class B | 0.01% |
| Hannover Rueck SE | 0.01% |
| Metro, Inc. | 0.01% |
| Telia Co. AB | 0.01% |
| 3i Group PLC | 0.01% |
| Danske Bank A/S | 0.01% |
| ASX, Ltd. | 0.01% |
| Dollarama, Inc. | 0.01% |
| HKT Trust & HKT, Ltd. | 0.01% |
| Heineken Holding NV | 0.01% |
| Entergy Corp. | 0.01% |
| Telenor ASA | 0.01% |
| West Pharmaceutical Services, Inc. | 0.01% |
| VF Corp. | 0.01% |
| Mettler-Toledo International, Inc. | 0.01% |
| Aristocrat Leisure, Ltd. | 0.01% |
| Ameriprise Financial, Inc. | 0.01% |
| Ingenico Group SA | 0.01% |
| Realty Income Corp., REIT | 0.01% |
| Zalando SE | 0.01% |
| Halma PLC | 0.01% |
| Ameren Corp. | 0.01% |
| Umicore SA | 0.01% |
| Straumann Holding AG | 0.01% |
| Edison International | 0.01% |
| BT Group PLC | 0.01% |
| MTU Aero Engines AG | 0.01% |
| Arthur J. Gallagher & Co. | 0.01% |
| KeyCorp | 0.01% |
| Fortinet, Inc. | 0.01% |
| Equity Residential, REIT | 0.01% |
| Sage Group PLC | 0.01% |
| Schindler Holding AG | 0.01% |
| Simon Property Group, Inc., REIT | 0.01% |
| Brenntag AG | 0.01% |
| SVB Financial Group | 0.01% |
| Temenos AG | 0.01% |
| QBE Insurance Group, Ltd. | 0.01% |
| BYD Co., Ltd., H Shares | 0.01% |
| Equifax, Inc. | 0.01% |
| Swap Agreement, Receive, JPMorgan SU1VB Index | 0.01% |
| Sonic Healthcare, Ltd. | 0.01% |
| Tyson Foods, Inc., Class A | 0.01% |
| Julius Baer Group, Ltd. | 0.01% |
| Copart, Inc. | 0.01% |
| Carrefour SA | 0.01% |
| Republic Services, Inc. | 0.01% |
| PPL Corp. | 0.01% |
| Emera, Inc. | 0.01% |
| Seattle Genetics, Inc. | 0.01% |
| Melia Hotels International SA | 0.01% |
| Laboratory Corp. of America Holdings | 0.01% |
| Koninklijke KPN NV | 0.01% |
| Coca-Cola European Partners PLC | 0.01% |
| Persimmon PLC | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Citrix Systems, Inc. | 0.01% |
| Power Corp. of Canada | 0.01% |
| Maxim Integrated Products, Inc. | 0.01% |
| Fortum OYJ | 0.01% |
| Henkel AG & Co. KGaA | 0.01% |
| Keysight Technologies, Inc. | 0.01% |
| Bunzl PLC | 0.01% |
| Freeport-McMoRan, Inc. | 0.01% |
| Citizens Financial Group, Inc. | 0.01% |
| Epiroc AB, Class A | 0.01% |
| Akamai Technologies, Inc. | 0.01% |
| Conagra Brands, Inc. | 0.01% |
| Aena SME SA | 0.01% |
| Endesa SA | 0.01% |
| Spirax-Sarco Engineering PLC | 0.01% |
| Hologic, Inc. | 0.01% |
| FinecoBank Banca Fineco SpA | 0.01% |
| Telstra Corp., Ltd. | 0.01% |
| Kuehne & Nagel International AG | 0.01% |
| CMS Energy Corp. | 0.01% |
| Loblaw Cos., Ltd. | 0.01% |
| Kellogg Co. | 0.01% |
| Skyline Champion Corp. | 0.01% |
| Old Dominion Freight Line, Inc. | 0.01% |
| Grifols SA | 0.01% |
| Next PLC | 0.01% |
| Take-Two Interactive Software, Inc. | 0.01% |
| Galapagos NV | 0.01% |
| Croda International PLC | 0.01% |
| Sartorius Stedim Biotech | 0.01% |
| WPP PLC | 0.01% |
| AP Moller - Maersk A/S, Class B | 0.01% |
| Citigroup, Inc., 2.66%, due 01/29/2031 | 0.01% |
| Incyte Corp. | 0.01% |
| Wayfair, Inc., Class A | 0.01% |
| HeidelbergCement AG | 0.01% |
| KKR & Co., Inc. | 0.01% |
| CK Infrastructure Holdings, Ltd. | 0.01% |
| Atos SE | 0.01% |
| Regions Financial Corp. | 0.01% |
| Tractor Supply Co. | 0.01% |
| LyondellBasell Industries NV, Class A | 0.01% |
| Kinnevik AB, Class B | 0.01% |
| Red Electrica Corp. SA | 0.01% |
| James Hardie Industries PLC, CDI | 0.01% |
| Aisin Seiki Co., Ltd. | 0.01% |
| Singapore Telecommunications, Ltd. | 0.01% |
| Elisa OYJ | 0.01% |
| MarketAxess Holdings, Inc. | 0.01% |
| Kansas City Southern | 0.01% |
| Domino's Pizza, Inc. | 0.01% |
| APA Group | 0.01% |
| Atlantia SpA | 0.01% |
| DCC PLC | 0.01% |
| Quest Diagnostics, Inc. | 0.01% |
| TransUnion | 0.01% |
| Amcor PLC | 0.01% |
| Pioneer Natural Resources Co. | 0.01% |
| CDW Corp. | 0.01% |
| Snap, Inc., Class A | 0.01% |
| Bouygues SA | 0.01% |
| Isuzu Motors, Ltd. | 0.01% |
| Shaw Communications, Inc., Class B | 0.01% |
| Cochlear, Ltd. | 0.01% |
| Teleflex, Inc. | 0.01% |
| Northern Trust Corp. | 0.01% |
| Mondi PLC | 0.01% |
| Insurance Australia Group, Ltd. | 0.01% |
| Cardinal Health, Inc. | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Thales SA | 0.01% |
| Invitation Homes, Inc., REIT | 0.01% |
| Alnylam Pharmaceuticals, Inc. | 0.01% |
| CarMax, Inc. | 0.01% |
| Siemens Healthineers AG | 0.01% |
| Goldman Sachs Group, Inc., 4.75%, due 10/21/2045 | 0.01% |
| EPAM Systems, Inc. | 0.01% |
| Associated British Foods PLC | 0.01% |
| Nasdaq, Inc. | 0.01% |
| ArcelorMittal SA | 0.01% |
| CaixaBank SA | 0.01% |
| Faurecia SE | 0.01% |
| WH Group, Ltd. | 0.01% |
| Fairfax Financial Holdings, Ltd. | 0.01% |
| Flutter Entertainment PLC | 0.01% |
| Unibail-Rodamco-Westfield, REIT | 0.01% |
| Tyler Technologies, Inc. | 0.01% |
| Smurfit Kappa Group PLC | 0.01% |
| Bayerische Motoren Werke AG, 5.80% | 0.01% |
| Paycom Software, Inc. | 0.01% |
| FirstEnergy Corp. | 0.01% |
| Discover Financial Services | 0.01% |
| Huntington Bancshares, Inc. | 0.01% |
| Hartford Financial Services Group, Inc. | 0.01% |
| Qorvo, Inc. | 0.01% |
| Stora Enso OYJ, R Shares | 0.01% |
| Ubisoft Entertainment SA | 0.01% |
| Zebra Technologies Corp., Class A | 0.01% |
| Boliden AB | 0.01% |
| AmerisourceBergen Corp. | 0.01% |
| Las Vegas Sands Corp. | 0.01% |
| United Utilities Group PLC | 0.01% |
| Eurofins Scientific SE | 0.01% |
| ViacomCBS, Inc., Class B | 0.01% |
| Aroundtown SA | 0.01% |
| Hormel Foods Corp. | 0.01% |
| Duke Realty Corp., REIT | 0.01% |
| WW Grainger, Inc. | 0.01% |
| Arkema SA | 0.01% |
| Evergy, Inc. | 0.01% |
| Markel Corp. | 0.01% |
| Alfa Laval AB | 0.01% |
| Expeditors International of Washington, Inc. | 0.01% |
| Ramsay Health Care, Ltd. | 0.01% |
| Standard Life Aberdeen PLC | 0.01% |
| Moncler SpA | 0.01% |
| CNH Industrial NV | 0.01% |
| Broadridge Financial Solutions, Inc. | 0.01% |
| Dover Corp. | 0.01% |
| Boston Properties, Inc., REIT | 0.01% |
| Teradyne, Inc. | 0.01% |
| Essex Property Trust, Inc., REIT | 0.01% |
| AGL Energy, Ltd. | 0.01% |
| Baloise Holding AG | 0.01% |
| Suncorp Group, Ltd. | 0.01% |
| Mowi ASA | 0.01% |
| Groupe Bruxelles Lambert SA | 0.01% |
| Severn Trent PLC | 0.01% |
| Liberty Broadband Corp., Class C | 0.01% |
| SKF AB, B Shares | 0.01% |
| Uniper SE | 0.01% |
| Publicis Groupe SA | 0.01% |
| Occidental Petroleum Corp. | 0.01% |
| Adecco Group AG | 0.01% |
| Scentre Group, REIT | 0.01% |
| Ventas, Inc., REIT | 0.01% |
| Erste Group Bank AG | 0.01% |
| Arista Networks, Inc. | 0.01% |
| South32, Ltd. | 0.01% |
| Koito Manufacturing Co., Ltd. | 0.01% |
| Hargreaves Lansdown PLC | 0.01% |
| Waters Corp. | 0.01% |
| STERIS PLC | 0.01% |
| FMC Corp. | 0.01% |
| Covestro AG | 0.01% |
| Skanska AB, B Shares | 0.01% |
| CBRE Group, Inc., Class A | 0.01% |
| Yara International ASA | 0.01% |
| Yamaha Motor Co., Ltd. | 0.01% |
| Eiffage SA | 0.01% |
| Puma SE | 0.01% |
| Tele2 AB, B Shares | 0.01% |
| Ageas SA | 0.01% |
| Healthpeak Properties, Inc., REIT | 0.01% |
| Futures Contracts, Long, 10-Year U.S. Treasury Note | 0.01% |
| Tiffany & Co. | 0.01% |
| TELUS Corp. | 0.01% |
| Jack Henry & Associates, Inc. | 0.01% |
| Getlink SE | 0.01% |
| Algonquin Power & Utilities Corp. | 0.01% |
| Xylem, Inc. | 0.01% |
| Extra Space Storage, Inc., REIT | 0.01% |
| Roku, Inc. | 0.01% |
| EMS-Chemie Holding AG | 0.01% |
| Swiss Prime Site AG | 0.01% |
| Exact Sciences Corp. | 0.01% |
| BioMerieux | 0.01% |
| Uber Technologies, Inc. | 0.01% |
| International Paper Co. | 0.01% |
| CH Robinson Worldwide, Inc. | 0.01% |
| Norton Lifelock, Inc. | 0.01% |
| Hydro One, Ltd. | 0.01% |
| Pandora A/S | 0.01% |
| Orkla ASA | 0.01% |
| SS&C Technologies Holdings, Inc. | 0.01% |
| Bureau Veritas SA | 0.01% |
| Smiths Group PLC | 0.01% |
| ABIOMED, Inc. | 0.01% |
| Sun Communities, Inc., REIT | 0.01% |
| Hewlett Packard Enterprise Co. | 0.01% |
| Synchrony Financial | 0.01% |
| ComfortDelGro Corp., Ltd. | 0.01% |
| Western Digital Corp. | 0.01% |
| Burberry Group PLC | 0.01% |
| Mid-America Apartment Communities, Inc., REIT | 0.01% |
| Berkeley Group Holdings PLC | 0.01% |
| PerkinElmer, Inc. | 0.01% |
| Enagas SA | 0.01% |
| Alliant Energy Corp. | 0.01% |
| Sodexo SA | 0.01% |
| Garmin, Ltd. | 0.01% |
| Auto Trader Group PLC | 0.01% |
| EXOR NV | 0.01% |
| Electricite de France SA | 0.01% |
| Nucor Corp. | 0.01% |
| Genuine Parts Co. | 0.01% |
| Cincinnati Financial Corp. | 0.01% |
| Natwest Group PLC | 0.01% |
| Atmos Energy Corp. | 0.01% |
| Hess Corp. | 0.01% |
| Halliburton Co. | 0.01% |
| Origin Energy, Ltd. | 0.01% |
| Kingfisher PLC | 0.01% |
| Dexus, REIT | 0.01% |
| IDEX Corp. | 0.01% |
| Barratt Developments PLC | 0.01% |
| Prysmian SpA | 0.01% |
| Leidos Holdings, Inc. | 0.01% |
| WP Carey, Inc., REIT | 0.01% |
| Varian Medical Systems, Inc. | 0.01% |
| Arch Capital Group, Ltd. | 0.01% |
| Santos, Ltd. | 0.01% |
| Vifor Pharma AG | 0.01% |
| BCE, Inc. | 0.01% |
| Cooper Cos., Inc. | 0.01% |
| WSP Global, Inc. | 0.01% |
| Omnicom Group, Inc. | 0.01% |
| Burlington Stores, Inc. | 0.01% |
| GoDaddy, Inc., Class A | 0.01% |
| Gecina SA, REIT | 0.01% |
| International Flavors & Fragrances, Inc. | 0.01% |
| Futures Contracts, Short, EURO STOXX 50® Index | 0.01% |
| ACS Actividades de Construccion y Servicios SA | 0.01% |
| St. James's Place PLC | 0.01% |
| Barry Callebaut AG | 0.01% |
| Principal Financial Group, Inc. | 0.01% |
| Swatch Group AG | 0.01% |
| VMware, Inc., Class A | 0.01% |
| Knorr-Bremse AG | 0.01% |
| Evonik Industries AG | 0.01% |
| J.M. Smucker Co. | 0.01% |
| Equity Lifestyle Properties, Inc., REIT | 0.01% |
| Informa PLC | 0.01% |
| Solvay SA | 0.01% |
| George Weston, Ltd. | 0.01% |
| United Rentals, Inc. | 0.01% |
| Randstad NV | 0.01% |
| GEA Group AG | 0.01% |
| Stewart Information Services Corp. | 0.01% |
| Davide Campari-Milano NV | 0.01% |
| Ingersoll Rand, Inc. | 0.01% |
| Insulet Corp. | 0.01% |
| Cognex Corp. | 0.01% |
| Celanese Corp. | 0.01% |
| Booz Allen Hamilton Holding Corp. | 0.01% |
| Aurizon Holdings, Ltd. | 0.01% |
| Westinghouse Air Brake Technologies Corp. | 0.01% |
| Bio-Rad Laboratories, Inc., Class A | 0.01% |
| Black Knight, Inc. | 0.01% |
| Siemens Gamesa Renewable Energy SA | 0.01% |
| ONEOK, Inc. | 0.01% |
| Expedia Group, Inc. | 0.01% |
| Centene Corp., 4.25%, due 12/15/2027 | 0.01% |
| Naturgy Energy Group SA | 0.01% |
| Cheniere Energy, Inc. | 0.01% |
| FactSet Research Systems, Inc. | 0.01% |
| Recordati SpA | 0.01% |
| Sarepta Therapeutics, Inc. | 0.01% |
| JB Hunt Transport Services, Inc. | 0.01% |
| First Quantum Minerals, Ltd. | 0.01% |
| Saputo, Inc. | 0.01% |
| Jacobs Engineering Group, Inc. | 0.01% |
| Trimble, Inc. | 0.01% |
| Admiral Group PLC | 0.01% |
| Canadian Tire Corp., Ltd., Class A | 0.01% |
| WM Morrison Supermarkets PLC | 0.01% |
| RSA Insurance Group PLC | 0.01% |
| Galp Energia SGPS SA | 0.01% |
| Bausch Health Cos., Inc. | 0.01% |
| Mazda Motor Corp. | 0.01% |
| Brown & Brown, Inc. | 0.01% |
| Melrose Industries PLC | 0.01% |
| Fortune Brands Home & Security, Inc. | 0.01% |
| Concho Resources, Inc. | 0.01% |
| Gartner, Inc. | 0.01% |
| Seagate Technology PLC | 0.01% |
| Hysan Development Co., Ltd. | 0.01% |
| Mirvac Group, REIT | 0.01% |
| Johnson Matthey PLC | 0.01% |
| Annaly Capital Management, Inc., REIT | 0.01% |
| Commerzbank AG | 0.01% |
| Rolls-Royce Holdings PLC | 0.01% |
| RPM International, Inc. | 0.01% |
| KION Group AG | 0.01% |
| Whirlpool Corp. | 0.01% |
| Epiroc AB, Class B | 0.01% |
| UDR, Inc., REIT | 0.01% |
| Ulta Beauty, Inc. | 0.01% |
| Neurocrine Biosciences, Inc. | 0.01% |
| Medibank Pvt, Ltd. | 0.01% |
| Magellan Financial Group, Ltd. | 0.01% |
| Pearson PLC | 0.01% |
| Medical Properties Trust, Inc., REIT | 0.01% |
| M&G PLC | 0.01% |
| AES Corp. | 0.01% |
| GPT Group, REIT | 0.01% |
| Guidewire Software, Inc. | 0.01% |
| Great Wall Motor Co., Ltd., H Shares | 0.01% |
| DENTSPLY SIRONA, Inc. | 0.01% |
| Mediobanca Banca di Credito Finanziario SpA | 0.01% |
| NetApp, Inc. | 0.01% |
| Baker Hughes Co. | 0.01% |
| Treasury Wine Estates, Ltd. | 0.01% |
| IAC / InterActiveCorp | 0.01% |
| Stockland, REIT | 0.01% |
| Western Union Co. | 0.01% |
| Teledyne Technologies, Inc. | 0.01% |
| SEEK, Ltd. | 0.01% |
| MongoDB, Inc. | 0.01% |
| Direct Line Insurance Group PLC | 0.01% |
| Coca-Cola HBC AG | 0.01% |
| Antofagasta PLC | 0.01% |
| VICI Properties, Inc., REIT | 0.01% |
| Land Securities Group PLC, REIT | 0.01% |
| Darden Restaurants, Inc. | 0.01% |
| Loews Corp. | 0.01% |
| Dell Technologies, Inc., Class C | 0.01% |
| Essential Utilities, Inc. | 0.01% |
| Avery Dennison Corp. | 0.01% |
| Poste Italiane SpA | 0.01% |
| Advance Auto Parts, Inc. | 0.01% |
| OMV AG | 0.01% |
| TD Ameritrade Holding Corp. | 0.01% |
| Eastman Chemical Co. | 0.01% |
| Allegion PLC | 0.01% |
| Henry Schein, Inc. | 0.01% |
| CenterPoint Energy, Inc. | 0.01% |
| PTC, Inc. | 0.01% |
| Pinterest, Inc., Class A | 0.01% |
| Tabcorp Holdings, Ltd. | 0.01% |
| Stanley Electric Co., Ltd. | 0.01% |
| Comerica, Inc. | 0.01% |
| Schindler Holding AG | 0.01% |
| Orica, Ltd. | 0.01% |
| Brilliance China Automotive Holdings, Ltd. | 0.01% |
| CenturyLink, Inc. | 0.01% |
| Cboe Global Markets, Inc. | 0.01% |
| Everest Re Group, Ltd. | 0.01% |
| Hasbro, Inc. | 0.01% |
| Renault SA | 0.01% |
| Teck Resources, Ltd., Class B | 0.01% |
| Amundi SA | 0.01% |
| United Internet AG | 0.01% |
| Suez SA | 0.01% |
| Great-West Lifeco, Inc. | 0.01% |
| Packaging Corp. of America | 0.01% |
| CCL Industries, Inc., Class B | 0.01% |
| GVC Holdings PLC | 0.01% |
| W.R. Berkley Corp. | 0.01% |
| Securitas AB, B Shares | 0.01% |
| Crown Holdings, Inc. | 0.01% |
| Liberty Global PLC, Class C | 0.01% |
| Taylor Wimpey PLC | 0.01% |
| AP Moller - Maersk A/S, Class A | 0.01% |
| Sirius XM Holdings, Inc. | 0.01% |
| Elanco Animal Health, Inc. | 0.01% |
| Fox Corp., Class A | 0.01% |
| Zions Bancorp NA | 0.01% |
| Raymond James Financial, Inc. | 0.01% |
| NiSource, Inc. | 0.01% |
| Pinnacle West Capital Corp. | 0.01% |
| Orion OYJ, Class B | 0.01% |
| Schroders PLC | 0.01% |
| Albemarle Corp. | 0.01% |
| Signature Bank | 0.01% |
| Camden Property Trust, REIT | 0.01% |
| LANXESS AG | 0.01% |
| F5 Networks, Inc. | 0.01% |
| Lundin Energy AB | 0.01% |
| Ampol, Ltd. | 0.01% |
| Lennox International, Inc. | 0.01% |
| Guangzhou Automobile Group Co., Ltd., H Shares | 0.01% |
| Carl Zeiss Meditec AG | 0.01% |
| Empire Co., Ltd., Class A | 0.01% |
| ICA Gruppen AB | 0.01% |
| Globe Life, Inc. | 0.01% |
| Electrolux AB, Series B | 0.01% |
| Computershare, Ltd. | 0.01% |
| Jeronimo Martins SGPS SA | 0.01% |
| LKQ Corp. | 0.01% |
| Cenovus Energy, Inc. | 0.01% |
| Zillow Group, Inc., Class C | 0.01% |
| Juniper Networks, Inc. | 0.01% |
| Lendlease Corp., Ltd. | 0.01% |
| Lamb Weston Holdings, Inc. | 0.01% |
| Royal Caribbean Cruises, Ltd. | 0.01% |
| NRG Energy, Inc. | 0.01% |
| Equitable Holdings, Inc. | 0.01% |
| DISH Network Corp., Class A | 0.01% |
| Universal Health Services, Inc., Class B | 0.01% |
| SCOR SE | 0.01% |
| Textron, Inc. | 0.01% |
| Vail Resorts, Inc. | 0.01% |
| East West Bancorp, Inc. | 0.01% |
| Industrivarden AB, C Shares | 0.01% |
| ON Semiconductor Corp. | 0.01% |
| Iron Mountain, Inc., REIT | 0.01% |
| British Land Co. PLC, REIT | 0.01% |
| Campbell Soup Co. | 0.01% |
| Mylan NV | 0.01% |
| MGM Resorts International | 0.01% |
| Husqvarna AB, B Shares | 0.01% |
| J Sainsbury PLC | 0.01% |
| SEB SA | 0.01% |
| Host Hotels & Resorts, Inc., REIT | 0.01% |
| Weir Group PLC | 0.01% |
| Snap-on, Inc. | 0.01% |
| Ally Financial, Inc. | 0.01% |
| Koninklijke Vopak NV | 0.01% |
| RenaissanceRe Holdings, Ltd. | 0.01% |
| Wartsila OYJ Abp | 0.01% |
| CAE, Inc. | 0.01% |
| Imperial Oil, Ltd. | 0.00%** |
| Cabot Oil & Gas Corp. | 0.00%** |
| Sydney Airport | 0.00%** |
| Quebecor, Inc., Class B | 0.00%** |
| Pirelli & C SpA | 0.00%** |
| BlueScope Steel, Ltd. | 0.00%** |
| DaVita, Inc. | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| REA Group, Ltd. | 0.00%** |
| Huntington Ingalls Industries, Inc. | 0.00%** |
| Ionis Pharmaceuticals, Inc. | 0.00%** |
| Oil Search, Ltd. | 0.00%** |
| Rollins, Inc. | 0.00%** |
| People's United Financial, Inc. | 0.00%** |
| ABN AMRO Bank NV, CVA | 0.00%** |
| Ipsen SA | 0.00%** |
| Gjensidige Forsikring ASA | 0.00%** |
| Norsk Hydro ASA | 0.00%** |
| Molson Coors Beverage Co., Class B | 0.00%** |
| Clariant AG | 0.00%** |
| Bankinter SA | 0.00%** |
| Lincoln National Corp. | 0.00%** |
| Interpublic Group of Cos., Inc. | 0.00%** |
| Remy Cointreau SA | 0.00%** |
| iA Financial Corp., Inc. | 0.00%** |
| Onex Corp. | 0.00%** |
| AGNC Investment Corp., REIT | 0.00%** |
| thyssenkrupp AG | 0.00%** |
| Inter Pipeline, Ltd. | 0.00%** |
| Centrica PLC | 0.00%** |
| Lundin Mining Corp. | 0.00%** |
| Klepierre SA, REIT | 0.00%** |
| Parkland Corp. | 0.00%** |
| VEREIT, Inc. | 0.00%** |
| Regency Centers Corp., REIT | 0.00%** |
| Live Nation Entertainment, Inc. | 0.00%** |
| L E Lundbergforetagen AB, B Shares | 0.00%** |
| Cameco Corp. | 0.00%** |
| Wynn Resorts, Ltd. | 0.00%** |
| Verbund AG | 0.00%** |
| Omega Healthcare Investors, Inc., REIT | 0.00%** |
| Assurant, Inc. | 0.00%** |
| WestRock Co. | 0.00%** |
| Vistra Corp. | 0.00%** |
| Covivio, REIT | 0.00%** |
| Canopy Growth Corp. | 0.00%** |
| Gildan Activewear, Inc. | 0.00%** |
| Liberty Media Corp. - Liberty Formula One, Class C | 0.00%** |
| Tryg A/S | 0.00%** |
| Perrigo Co. PLC | 0.00%** |
| Demant A/S | 0.00%** |
| UGI Corp. | 0.00%** |
| NGK Spark Plug Co., Ltd. | 0.00%** |
| SEI Investments Co. | 0.00%** |
| CF Industries Holdings, Inc. | 0.00%** |
| Discovery, Inc., Class C | 0.00%** |
| AltaGas, Ltd. | 0.00%** |
| AVEVA Group PLC | 0.00%** |
| AMP, Ltd. | 0.00%** |
| Newell Brands, Inc. | 0.00%** |
| National Retail Properties, Inc., REIT | 0.00%** |
| Colruyt SA | 0.00%** |
| JD Sports Fashion PLC | 0.00%** |
| XPO Logistics, Inc. | 0.00%** |
| Pentair PLC | 0.00%** |
| Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 | 0.00%** |
| Voya Financial, Inc. | 0.00%** |
| AerCap Holdings NV | 0.00%** |
| OGE Energy Corp. | 0.00%** |
| Canadian Utilities, Ltd., Class A | 0.00%** |
| Proximus SADP | 0.00%** |
| Nokian Renkaat OYJ | 0.00%** |
| Carnival Corp. | 0.00%** |
| Fuchs Petrolub SE, 2.65% | 0.00%** |
| GrubHub, Inc. | 0.00%** |
| A.O. Smith Corp. | 0.00%** |
| Arrow Electronics, Inc. | 0.00%** |
| Metso Outotec OYJ | 0.00%** |
| Millicom International Cellular SA, SDR | 0.00%** |
| Sensata Technologies Holding PLC | 0.00%** |
| Franklin Resources, Inc. | 0.00%** |
| Bunge, Ltd. | 0.00%** |
| Keyera Corp. | 0.00%** |
| Howmet Aerospace, Inc. | 0.00%** |
| Robert Half International, Inc. | 0.00%** |
| Diamondback Energy, Inc. | 0.00%** |
| Vistra Operations Co. LLC, 5.00%, due 07/31/2027 | 0.00%** |
| Altice Europe NV, Class A | 0.00%** |
| Vornado Realty Trust, REIT | 0.00%** |
| Schibsted ASA, B Shares | 0.00%** |
| Steel Dynamics, Inc. | 0.00%** |
| G4S PLC | 0.00%** |
| Aeroports de Paris | 0.00%** |
| Canadian Apartment Properties, REIT | 0.00%** |
| FLIR Systems, Inc. | 0.00%** |
| Jazz Pharmaceuticals PLC | 0.00%** |
| Pargesa Holding SA | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class C | 0.00%** |
| Flex, Ltd. | 0.00%** |
| Bollore SA | 0.00%** |
| Tenaris SA | 0.00%** |
| IPG Photonics Corp. | 0.00%** |
| HEICO Corp., Class A | 0.00%** |
| Sealed Air Corp. | 0.00%** |
| Federal Realty Investment Trust, REIT | 0.00%** |
| HD Supply Holdings, Inc. | 0.00%** |
| Boral, Ltd. | 0.00%** |
| Iliad SA | 0.00%** |
| Alleghany Corp. | 0.00%** |
| CI Financial Corp. | 0.00%** |
| Apache Corp. | 0.00%** |
| Knight-Swift Transportation Holdings, Inc. | 0.00%** |
| NRG Energy, Inc., 6.62%, due 01/15/2027 | 0.00%** |
| Ingredion, Inc. | 0.00%** |
| Polaris, Inc. | 0.00%** |
| Reinsurance Group of America, Inc. | 0.00%** |
| SES SA | 0.00%** |
| Vicinity Centres, REIT | 0.00%** |
| Coca-Cola Amatil, Ltd. | 0.00%** |
| Dropbox, Inc., Class A | 0.00%** |
| CDK Global, Inc. | 0.00%** |
| West Fraser Timber Co., Ltd. | 0.00%** |
| Jones Lang LaSalle, Inc. | 0.00%** |
| voestalpine AG | 0.00%** |
| Leonardo SpA | 0.00%** |
| Raiffeisen Bank International AG | 0.00%** |
| Wendel SE | 0.00%** |
| Dongfeng Motor Group Co., Ltd., H Shares | 0.00%** |
| Aramark | 0.00%** |
| ITV PLC | 0.00%** |
| Leggett & Platt, Inc. | 0.00%** |
| Alumina, Ltd. | 0.00%** |
| Meggitt PLC | 0.00%** |
| Hanesbrands, Inc. | 0.00%** |
| H. Lundbeck A/S | 0.00%** |
| Nielsen Holdings PLC | 0.00%** |
| ISS A/S | 0.00%** |
| Andritz AG | 0.00%** |
| Centene Corp., 5.25%, due 04/01/2025 | 0.00%** |
| Mosaic Co. | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| Toyoda Gosei Co., Ltd. | 0.00%** |
| Kimco Realty Corp., REIT | 0.00%** |
| News Corp., Class A | 0.00%** |
| Natixis SA | 0.00%** |
| Axalta Coating Systems, Ltd. | 0.00%** |
| Telefonica Deutschland Holding AG | 0.00%** |
| NRG Energy, Inc., 7.25%, due 05/15/2026 | 0.00%** |
| Bendigo & Adelaide Bank, Ltd. | 0.00%** |
| Atco, Ltd., Class I | 0.00%** |
| Fuyao Glass Industry Group Co., Ltd., H Shares | 0.00%** |
| Ovintiv, Inc. | 0.00%** |
| Marks & Spencer Group PLC | 0.00%** |
| DXC Technology Co. | 0.00%** |
| Noble Energy, Inc. | 0.00%** |
| American Financial Group, Inc. | 0.00%** |
| Vistra Operations Co. LLC, 5.50%, due 09/01/2026 | 0.00%** |
| Erie Indemnity Co., Class A | 0.00%** |
| Crown Resorts, Ltd. | 0.00%** |
| Athene Holding, Ltd., Class A | 0.00%** |
| Blackberry, Ltd. | 0.00%** |
| AusNet Services | 0.00%** |
| Middleby Corp. | 0.00%** |
| Fox Corp., Class B | 0.00%** |
| Yokohama Rubber Co., Ltd. | 0.00%** |
| Delta Air Lines, Inc. | 0.00%** |
| Sumitomo Rubber Industries, Ltd. | 0.00%** |
| National Oilwell Varco, Inc. | 0.00%** |
| Targa Resources Corp. | 0.00%** |
| Southwest Airlines Co. | 0.00%** |
| Deutsche Lufthansa AG | 0.00%** |
| CNP Assurances | 0.00%** |
| Bank of Ireland Group PLC | 0.00%** |
| Acuity Brands, Inc. | 0.00%** |
| Marathon Oil Corp. | 0.00%** |
| HOCHTIEF AG | 0.00%** |
| Dassault Aviation SA | 0.00%** |
| JTEKT Corp. | 0.00%** |
| Harley-Davidson, Inc. | 0.00%** |
| Eurazeo SE | 0.00%** |
| HEICO Corp. | 0.00%** |
| Swatch Group AG | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| Incitec Pivot, Ltd. | 0.00%** |
| Devon Energy Corp. | 0.00%** |
| Banco de Sabadell SA | 0.00%** |
| Jefferies Financial Group, Inc. | 0.00%** |
| SL Green Realty Corp., REIT | 0.00%** |
| TPG Telecom, Ltd. | 0.00%** |
| IGM Financial, Inc., Class B | 0.00%** |
| NRG Energy, Inc., 5.75%, due 01/15/2028 | 0.00%** |
| Invesco, Ltd. | 0.00%** |
| Eaton Vance Corp. | 0.00%** |
| ICADE, REIT | 0.00%** |
| Mapfre SA | 0.00%** |
| HollyFrontier Corp. | 0.00%** |
| Ralph Lauren Corp. | 0.00%** |
| Aker BP ASA | 0.00%** |
| Worley, Ltd. | 0.00%** |
| Liberty Global PLC, Class A | 0.00%** |
| Altice USA, Inc., Class A | 0.00%** |
| Telenet Group Holding NV | 0.00%** |
| WiseTech Global, Ltd. | 0.00%** |
| Tapestry, Inc. | 0.00%** |
| Evraz PLC | 0.00%** |
| ManpowerGroup, Inc. | 0.00%** |
| Mitsubishi Motors Corp. | 0.00%** |
| PVH Corp. | 0.00%** |
| Eutelsat Communications SA | 0.00%** |
| Flowserve Corp. | 0.00%** |
| NRG Energy, Inc., 5.25%, due 06/15/2029 | 0.00%** |
| Carnival PLC | 0.00%** |
| TechnipFMC PLC | 0.00%** |
| Unum Group | 0.00%** |
| Centene Corp., 5.37%, due 08/15/2026 | 0.00%** |
| Fraport AG Frankfurt Airport Services Worldwide | 0.00%** |
| AMERCO | 0.00%** |
| Discovery, Inc., Class A | 0.00%** |
| RioCan, REIT | 0.00%** |
| METRO AG | 0.00%** |
| Xerox Holdings Corp. | 0.00%** |
| Qantas Airways, Ltd. | 0.00%** |
| Challenger, Ltd. | 0.00%** |
| Neles OYJ | 0.00%** |
| Bankia SA | 0.00%** |
| TUI AG | 0.00%** |
| Washington H Soul Pattinson & Co., Ltd. | 0.00%** |
| Kohl's Corp. | 0.00%** |
| Casino Guichard Perrachon SA | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class A | 0.00%** |
| JCDecaux SA | 0.00%** |
| Air Canada | 0.00%** |
| Gap, Inc. | 0.00%** |
| CIMIC Group, Ltd. | 0.00%** |
| Norwegian Cruise Line Holdings, Ltd. | 0.00%** |
| Harvey Norman Holdings, Ltd. | 0.00%** |
| BAIC Motor Corp., Ltd., H Shares | 0.00%** |
| Dufry AG | 0.00%** |
| Methanex Corp. | 0.00%** |
| PrairieSky Royalty, Ltd. | 0.00%** |
| Westlake Chemical Corp. | 0.00%** |
| United Airlines Holdings, Inc. | 0.00%** |
| Micro Focus International PLC | 0.00%** |
| SmartCentres, REIT | 0.00%** |
| Cronos Group, Inc. | 0.00%** |
| Capri Holdings, Ltd. | 0.00%** |
| TripAdvisor, Inc. | 0.00%** |
| Husky Energy, Inc. | 0.00%** |
| AIB Group PLC | 0.00%** |
| easyJet PLC | 0.00%** |
| Flight Centre Travel Group, Ltd. | 0.00%** |
| Sabre Corp. | 0.00%** |
| First Capital Real Estate Investment Trust | 0.00%** |
| Under Armour, Inc., Class A | 0.00%** |
| Cellnex Telecom SA, Exercise Price EUR 39, Expiration Date 08/12/2020 | 0.00%** |
| H&R Real Estate Investment Trust | 0.00%** |
| Alliance Data Systems Corp. | 0.00%** |
| Spirit Aerosystems Holdings, Inc., Class A | 0.00%** |
| Under Armour, Inc., Class C | 0.00%** |
| Aurora Cannabis, Inc. | 0.00%** |
| Continental Resources, Inc. | 0.00%** |
| Wilmar International, Ltd. | 0.00%** |
| Bombardier, Inc., Class B | 0.00%** |
| Nordstrom, Inc. | 0.00%** |
| American Airlines Group, Inc. | 0.00%** |
| Coty, Inc., Class A | 0.00%** |
| CIT Group, Inc. | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| Occidental Petroleum Corp., Exercise Price $0, Expiration Date 08/03/2027 | 0.00%** |
| Wirecard AG | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMVB Index | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMVB Index | 0.00%** |
| REI Agro, Ltd., 5.50%, due 11/13/2014 | 0.00%** |
| Power Assets Holdings, Ltd. | 0.00%** |
| TUAS, Ltd. | 0.00%** |
| REI Agro, Ltd., 5.50%, due 11/13/2014 | 0.00%** |
| Fieldwood Energy LLC, 2nd Lien Term Loan, TBD, due 04/11/2023 | 0.00%** |
| Fieldwood Energy, Inc. | 0.00%** |
| NMC Health PLC | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMGB Index | 0.00%** |
| Swap Agreement, Receive, JPMorgan SEMLB Index | 0.00%** |
| Futures Contracts, Short, 5-Year U.S. Treasury Note | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMGB Index | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMLB Index | -0.01%** |
| Swap Agreement, Receive, JPMorgan SU5VB Index | -0.01%** |
| Swap Agreement, Receive, JPMorgan SU5VB Index | -0.01%** |
| Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note | -0.01%** |
| Swap Agreement, Pay, JPMorgan SU1LB Index | -0.02%** |
| Swap Agreement, Pay, JPMorgan SU5LB Index | -0.03%** |
| Swap Agreement, Receive, JPMorgan SU5VB Index | -0.03%** |
| Swap Agreement, Pay, JPMorgan SU5LB Index | -0.03%** |
| Swap Agreement, Pay, JPMorgan SU5LB Index | -0.03%** |
| Swap Agreement, Receive, JPMorgan SEMVB Index | -0.04%** |
| Futures Contracts, Short, U.S. Treasury Ultra Bond | -0.04%** |
| Futures Contracts, Short, MSCI Emerging Markets Index | -0.04%** |
| Swap Agreement, Pay, JPMorgan SU5GB Index | -0.04%** |
| Swap Agreement, Pay, JPMorgan SU5GB Index | -0.04%** |
| Swap Agreement, Pay, JPMorgan SU5GB Index | -0.05%** |
| Swap Agreement, Receive, JPMorgan SEMVB Index | -0.06%** |
| Swap Agreement, Pay, JPMorgan SU1LB Index | -0.07%** |
| Futures Contracts, Short, Euro-BTP Italy Government Bond | -0.08%** |
| Swap Agreement, Pay, JPMorgan SU1LB Index | -0.09%** |
| Futures Contracts, Short, S&P 500® E-Mini Index | -0.30%** |
| Net Other Assets (Liabilities) | 18.01% |
Mutual funds, variable annuities and variable life insurance policies are subject to market risk, including the loss of principal. There is no assurance the fund will meet its investment objective. See the fund’s prospectus for complete information on all of the risks inherent with investing in the fund.
*There is no assurance that the securities listed are held beyond the indicated date. The holdings will remain online for six months, starting 15 days after the end of each calendar month.
**This security represents less than 0.01% of total holdings.
The Net Other Assets (Liabilities) category may include, but is not limited to, repurchase agreements, reverse repurchase agreements, security lending collateral, forward foreign currency contracts, and cash collateral.
This list of portfolio holdings is published on a delayed basis, 15 days after the end of each calendar month, and does not necessarily represent the actual investments held by a portfolio at the time of publication. All holdings are subject to change daily. This list has not been audited and is provided for informational use only. It is not intended as a recommendation, offer, or solicitation for the purchase or sale of any security. Transamerica assumes no obligation to update or supplement this list to reflect any change that may occur, and assumes no liability relating to the use of this information.
Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year.
Shares of the funds may only be sold by offering the funds’ prospectus. You should consider the investment objective, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and additional important information regarding the fund. For Transamerica Funds - To obtain the prospectus and/or a summary prospectus, please contact your financial professional or go to transamerica.com. For Transamerica Partners Funds - go to transamericapartners.com. For Transamerica Series Trust portfolios - Investors should carefully consider their investment objectives and risks, along with a product’s charges and expenses before investing. The prospectus includes complete information and other important facts about the variable annuity or variable universal life insurance policy’s charges and expenses. Please contact your financial professional for a prospectus. The prospectus should be read carefully before investing.
Transamerica Series Trust portfolios are only available through the purchase of a variable life insurance policy or variable annuity contract.
No part of this material may be reproduced in any form, or referred to in any publication, without express written permission.
TAHLD-WB0417