Transamerica

08/31/2020*


Transamerica BlackRock Global Allocation VP

Security Description % of Total Net Assets
Hellenic Republic Government Bond, 3.75%, due 01/30/2028 2.56%
Mexico Bonos, Series M, 8.50%, due 05/31/2029 2.44%
Uniform Mortgage-Backed Security, 3.50%, TBA 1.79%
Uniform Mortgage-Backed Security, 2.50%, TBA 1.78%
U.S. Treasury Note, 1.87%, due 07/31/2022 1.72%
U.S. Treasury Note, 1.37%, due 10/31/2020 1.58%
Apple, Inc. 1.42%
Japan Government Ten Year Bond, 0.10%, due 06/20/2026 1.25%
U.S. Treasury Note, 2.12%, due 05/15/2025 1.22%
Swap Agreement, Receive, MSCI Daily TR Gross USA USD Index 1.11%
Microsoft Corp. 1.00%
Swap Agreement, Receive, Invesco MSCI Emerging Markets UCITS ETF 0.97%
Amazon.com, Inc. 0.90%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.83%
U.K. Gilt, 3.50%, due 01/22/2045 0.83%
D.R. Horton, Inc. 0.78%
U.S. Treasury Note, 1.75%, due 05/15/2023 0.71%
Lennar Corp., Class A 0.68%
Japan Government Thirty Year Bond, Series 64, 0.40%, due 09/20/2049 0.64%
Japan Government Ten Year Bond, 0.10%, due 03/20/2030 0.63%
Toyota Motor Corp. 0.58%
U.S. Treasury Bond, 1.12%, due 05/15/2040 0.56%
French Republic Government Bond OAT, Zero Coupon, due 11/25/2029 0.55%
U.S. Treasury Note, 0.50%, due 04/30/2027 0.53%
Japan Government Thirty Year Bond, Series 11, 1.70%, due 06/20/2033 0.51%
Australia Government Bond, 2.50%, due 05/21/2030 0.51%
Bridgestone Corp. 0.49%
NVR, Inc. 0.48%
Cie Generale des Etablissements Michelin SCA 0.48%
Marriott International, Inc., Class A 0.46%
Facebook, Inc., Class A 0.44%
U.S. Treasury Bond, 2.37%, due 11/15/2049 0.41%
Japan Government Twenty Year Bond, 0.40%, due 03/20/2040 0.41%
Nestle SA 0.41%
Spain Government Bond, 1.60%, due 04/30/2025 0.40%
U.S. Treasury Note, 1.75%, due 11/15/2020 0.38%
PulteGroup, Inc. 0.36%
Canada Government Bond, 1.25%, due 06/01/2030 0.35%
Italy Buoni Poliennali del Tesoro, 1.75%, due 07/01/2024 0.34%
Hilton Worldwide Holdings, Inc. 0.34%
JPMorgan Chase & Co. 0.34%
Bundesrepublik Deutschland Bundesanleihe, 0.25%, due 02/15/2029 0.33%
Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 0.32%
Kingdom of Belgium Government Bond, 1.90%, due 06/22/2038 0.32%
Alphabet, Inc., Class C 0.31%
Italy Buoni Poliennali del Tesoro, 2.45%, due 09/01/2050 0.31%
Alphabet, Inc., Class A 0.30%
Japan Government Twenty Year Bond, 0.60%, due 06/20/2037 0.29%
International Bank for Reconstruction & Development, 0.50%, due 08/19/2027 0.28%
New Zealand Government Bond, 2.75%, due 04/15/2037 0.28%
AIA Group, Ltd. 0.28%
Roche Holding AG 0.27%
Bundesrepublik Deutschland Bundesanleihe, 4.25%, due 07/04/2039 0.25%
French Republic Government Bond OAT, 1.50%, due 05/25/2050 0.25%
Johnson & Johnson 0.25%
U.K. Gilt, 1.62%, due 10/22/2028 0.24%
Daimler AG 0.24%
Bank of America Corp. 0.24%
Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 0.23%
Visa, Inc., Class A 0.23%
U.K. Gilt, 4.25%, due 09/07/2039 0.22%
Procter & Gamble Co. 0.22%
Novartis AG 0.21%
ASML Holding NV 0.21%
Netherlands Government Bond, Zero Coupon, due 07/15/2030 0.21%
SAP SE 0.21%
Mastercard, Inc., Class A 0.20%
Japan Government Five Year Bond, 0.10%, due 12/20/2023 0.20%
Tesla, Inc. 0.20%
Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 0.20%
Union Pacific Corp. 0.19%
Province of Ontario, 2.05%, due 06/02/2030 0.19%
European Investment Bank, Series MTN, 0.05%, due 05/24/2024 0.19%
Wells Fargo Bank NA, 2.08%, due 09/09/2022 0.19%
Kreditanstalt fuer Wiederaufbau, Series MTN, 1.12%, due 09/15/2032 0.19%
Province of Quebec, 1.90%, due 09/01/2030 0.19%
Home Depot, Inc. 0.19%
NVIDIA Corp. 0.19%
Province of British Columbia, 2.20%, due 06/18/2030 0.19%
Berkshire Hathaway, Inc., Class B 0.18%
UnitedHealth Group, Inc. 0.18%
Swap Agreement, Receive, MSCI Japan Net Total Return USD Index 0.18%
Korea Electric Power Corp., 1.12%, due 06/15/2025 0.18%
General Motors Co. 0.18%
Province of Quebec, 1.35%, due 05/28/2030 0.18%
Province of Ontario, 2.30%, due 06/15/2026 0.18%
Honda Motor Co., Ltd. 0.17%
Honeywell International, Inc. 0.17%
LVMH Moet Hennessy Louis Vuitton SE 0.17%
Portugal Obrigacoes do Tesouro OT, 0.70%, due 10/15/2027 0.17%
United Parcel Service, Inc., Class B 0.17%
AstraZeneca PLC 0.17%
Lloyds Bank PLC, Series MTN, 13.00%, due 01/22/2029 0.17%
Swap Agreement, Pay, 12-Month USD-USCPI 0.17%
HSBC Holdings PLC, 4.04%, due 03/13/2028 0.16%
Volkswagen AG, 0.00% 0.16%
Republic of Austria Government Bond, 4.15%, due 03/15/2037 0.16%
Comcast Corp., 3.70%, due 04/15/2024 0.16%
Toll Brothers, Inc. 0.16%
Verizon Communications, Inc. 0.15%
Walt Disney Co. 0.15%
Sun Hung Kai Properties, Ltd. 0.15%
Adobe, Inc. 0.15%
Lockheed Martin Corp. 0.15%
U.S. Treasury Note, 1.75%, due 11/15/2029 0.15%
Ecopetrol SA, 5.87%, due 09/18/2023 0.14%
Sanofi 0.14%
Petronas Capital, Ltd., Series MTN, 3.50%, due 03/18/2025 0.14%
InterContinental Hotels Group PLC 0.14%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.14%
Federal Home Loan Mortgage Corp., 2.50%, due 06/01/2050 0.14%
Indonesia Government International Bond, 1.75%, due 04/24/2025 0.14%
Novo Nordisk A/S, Class B 0.14%
Masco Corp. 0.14%
Netflix, Inc. 0.14%
PayPal Holdings, Inc. 0.14%
Synchrony Bank, 3.00%, due 06/15/2022 0.14%
Intel Corp. 0.14%
Italy Buoni Poliennali del Tesoro, 1.85%, due 07/01/2025 0.14%
Siemens AG 0.14%
BPCE SA, 5.15%, due 07/21/2024 0.14%
Medtronic Global Holdings SCA, 1.12%, due 03/07/2027 0.14%
salesforce.com, Inc. 0.14%
AT&T, Inc. 0.14%
Raytheon Technologies Corp. 0.14%
3M Co. 0.14%
Merck & Co., Inc. 0.14%
Boeing Co. 0.14%
UBS Group AG, 3.49%, due 05/23/2023 0.13%
Australia Government Bond, 3.00%, due 03/21/2047 0.13%
Shopify, Inc., Class A 0.13%
Verizon Communications, Inc., 1.37%, due 10/27/2026 0.13%
Pfizer, Inc. 0.13%
Comcast Corp., Class A 0.13%
Bayerische Motoren Werke AG 0.13%
T-Mobile USA, Inc., 3.75%, due 04/15/2027 0.13%
TOTAL SE 0.13%
Ferrari NV 0.13%
Coca-Cola Co. 0.13%
Anheuser-Busch InBev SA, Series MTN, 2.75%, due 03/17/2036 0.13%
Ford Motor Co. 0.13%
Royal Bank of Canada 0.13%
Vulcan Materials Co. 0.13%
Emerson Electric Co., Series MTN, 1.25%, due 10/15/2025 0.12%
CaixaBank SA, Series MTN, 0.75%, due 04/18/2023 0.12%
ASR Nederland NV, 5.00%, due 09/30/2024 0.12%
Accor SA 0.12%
TOTAL SE, Series MTN, 2.70%, due 05/05/2023 0.12%
U.S. Treasury Bond, 1.25%, due 05/15/2050 0.12%
AT&T, Inc., 1.80%, due 09/05/2026 0.12%
Walmart, Inc. 0.12%
PepsiCo, Inc., Series MTN, 2.62%, due 04/28/2026 0.12%
PepsiCo, Inc. 0.12%
Abbott Laboratories 0.12%
Orange SA, Series MTN, 5.00%, due 10/01/2026 0.12%
Citigroup, Inc. 0.12%
Banco Santander SA, Series MTN, 3.12%, due 01/19/2027 0.12%
Caterpillar, Inc. 0.12%
Allianz SE 0.12%
Malaysia Government Bond, 3.89%, due 11/16/2027 0.11%
Boeing Co., 5.15%, due 05/01/2030 0.11%
GlaxoSmithKline PLC 0.11%
Cisco Systems, Inc. 0.11%
CapitaLand, Ltd. 0.11%
Aptiv PLC 0.11%
L'Oreal SA 0.11%
Martin Marietta Materials, Inc. 0.11%
Muenchener Rueckversicherungs-Gesellschaft AG, Series MTN, 6.00%, due 05/26/2041 0.11%
AT&T, Inc., 2.90%, due 12/04/2026 0.11%
Saudi Arabian Oil Co., Series MTN, 3.50%, due 04/16/2029 0.11%
Unilever NV 0.11%
ING Groep NV, 4.10%, due 10/02/2023 0.11%
Thermo Fisher Scientific, Inc. 0.11%
CSL, Ltd. 0.11%
TJX Cos., Inc., 3.87%, due 04/15/2030 0.11%
Georgia-Pacific LLC, 2.30%, due 04/30/2030 0.11%
AbbVie, Inc. 0.11%
T-Mobile USA, Inc., 3.87%, due 04/15/2030 0.11%
Oracle Corp., 3.60%, due 04/01/2040 0.11%
Wells Fargo & Co. 0.10%
Toronto-Dominion Bank 0.10%
Oracle Corp., 2.95%, due 04/01/2030 0.10%
Crown Castle International Corp., 3.30%, due 07/01/2030 0.10%
Target Corp., 2.65%, due 09/15/2030 0.10%
NiSource, Inc., 3.60%, due 05/01/2030 0.10%
Meritage Homes Corp. 0.10%
Exxon Mobil Corp. 0.10%
American Tower Corp., 2.40%, due 03/15/2025 0.10%
Deere & Co., 3.10%, due 04/15/2030 0.10%
HSBC Holdings PLC 0.10%
Campbell Soup Co., 2.37%, due 04/24/2030 0.10%
Oracle Corp., 2.80%, due 04/01/2027 0.10%
Olympic Tower Mortgage Trust, Series 2017-OT, Class A, 3.56%, due 05/10/2039 0.10%
Procter & Gamble Co., 3.00%, due 03/25/2030 0.10%
Fox Corp., 4.70%, due 01/25/2029 0.10%
Cooperatieve Rabobank UA, 3.95%, due 11/09/2022 0.10%
Intel Corp., 3.90%, due 03/25/2030 0.10%
Commonwealth Bank of Australia 0.10%
Dollar Tree, Inc., 3.70%, due 05/15/2023 0.10%
Spain Government Bond, 2.70%, due 10/31/2048 0.10%
Palantir Technologies, Inc., 0.00% 0.10%
McDonald's Corp. 0.10%
International Business Machines Corp., 3.00%, due 05/15/2024 0.10%
Air Liquide SA 0.10%
Chevron Corp. 0.10%
Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 0.10%
Iberdrola SA 0.10%
GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 0.10%
Kingdom of Belgium Government Bond, 1.70%, due 06/22/2050 0.10%
Pertamina Persero PT, Series MTN, 6.50%, due 11/07/2048 0.10%
Costco Wholesale Corp. 0.09%
BHP Group, Ltd. 0.09%
Accenture PLC, Class A 0.09%
Deere & Co. 0.09%
Enel SpA 0.09%
Amgen, Inc. 0.09%
KB Home 0.09%
Diageo PLC 0.09%
Africa Finance Corp., Series MTN, 4.37%, due 04/17/2026 0.09%
Walt Disney Co., 2.65%, due 01/13/2031 0.09%
Mexico Government International Bond, 4.50%, due 04/22/2029 0.09%
Illinois Tool Works, Inc. 0.09%
Bristol-Myers Squibb Co. 0.09%
Pirelli & C SpA 0.09%
Medtronic PLC 0.09%
British American Tobacco PLC 0.09%
Korea International Bond, 2.00%, due 06/19/2024 0.09%
Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2050 0.09%
Bank of America Corp., 2.59%, due 04/29/2031 0.09%
Exxon Mobil Corp., 2.99%, due 03/19/2025 0.09%
Schneider Electric SE 0.09%
Broadcom, Inc. 0.09%
Canadian National Railway Co. 0.09%
NIKE, Inc., Class B 0.09%
ONGC Videsh Vankorneft Pte, Ltd., 3.75%, due 07/27/2026 0.09%
Hyatt Hotels Corp., Class A 0.09%
CSX Corp. 0.09%
QUALCOMM, Inc. 0.09%
Chile Government International Bond, 3.50%, due 01/25/2050 0.09%
SLM Private Education Loan Trust, Series 2010-C, Class A5, 4.91%, due 10/15/2041 0.08%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.08%
Sweden Government Bond, 0.75%, due 05/12/2028 0.08%
Bayer AG 0.08%
NextEra Energy, Inc. 0.08%
Linde PLC 0.08%
Rio Tinto PLC 0.08%
Texas Instruments, Inc. 0.08%
Reckitt Benckiser Group PLC 0.08%
MDC Holdings, Inc. 0.08%
BP PLC 0.08%
General Electric Co. 0.08%
Oracle Corp. 0.08%
JPMorgan Chase & Co., 2.08%, due 04/22/2026 0.08%
Transurban Finance Co. Pty, Ltd., Series MTN, 2.00%, due 08/28/2025 0.08%
Fidelity National Financial, Inc. 0.08%
Northrop Grumman Corp. 0.08%
Norfolk Southern Corp. 0.08%
Eli Lilly & Co. 0.08%
Danaher Corp. 0.08%
FedEx Corp. 0.08%
Becton Dickinson & Co., 2.89%, due 06/06/2022 0.08%
Whitbread PLC 0.08%
ING Groep NV, Series MTN, 1.37%, due 01/11/2028 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%
Philip Morris International, Inc. 0.08%
Lowe's Cos., Inc. 0.08%
Nederlandse Waterschapsbank NV, 1.00%, due 05/28/2030 0.08%
Nokian Renkaat OYJ 0.08%
ProLogis Euro Finance LLC, 1.87%, due 01/05/2029 0.08%
Denso Corp. 0.08%
BNP Paribas SA, Series MTN, 1.12%, due 06/11/2026 0.08%
Banque Federative du Credit Mutuel SA, Series MTN, 0.75%, due 07/17/2025 0.08%
Finland Government Bond, 1.12%, due 04/15/2034 0.08%
Deutsche Telekom AG 0.07%
Chubb INA Holdings, Inc., 0.87%, due 06/15/2027 0.07%
Magna International, Inc. 0.07%
Small Business Origination Loan Trust DAC, Series 2019-2, Class A, 1.25%, due 03/15/2028 0.07%
Enbridge, Inc. 0.07%
adidas AG 0.07%
BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A, 2.84%, due 08/14/2034 0.07%
Watsco, Inc. 0.07%
BASF SE 0.07%
Level 3 Financing, Inc., 3.40%, due 03/01/2027 0.07%
Vistra Operations Co. LLC, 5.62%, due 02/15/2027 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%
Royal Dutch Shell PLC, A Shares 0.07%
Waste Management, Inc. 0.07%
Burlington Northern Santa Fe LLC, 4.55%, due 09/01/2044 0.07%
Exeter Automobile Receivables Trust, Series 2018-2A, Class D, 4.04%, due 03/15/2024 0.07%
Enterprise Products Operating LLC, 3.35%, due 03/15/2023 0.07%
American Tower Corp., REIT 0.07%
International Business Machines Corp. 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%
NIKE, Inc., 2.85%, due 03/27/2030 0.07%
Denmark Government Bond, 0.50%, due 11/15/2029 0.07%
AbbVie, Inc., 3.20%, due 11/21/2029 0.07%
Becton Dickinson & Co., 3.12%, due 11/08/2021 0.07%
Pacific Gas & Electric Co., 2.50%, due 02/01/2031 0.07%
Republic of Poland Government Bond, 2.50%, due 07/25/2027 0.07%
Indonesia Treasury Bond, 8.25%, due 05/15/2029 0.07%
Fiat Chrysler Automobiles NV 0.07%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class LNC3, 4.74%, due 12/15/2046 0.07%
Zurich Insurance Group AG 0.07%
Choice Hotels International, Inc. 0.06%
Owens Corning 0.06%
Airbus SE 0.06%
Roper Technologies, Inc. 0.06%
BNP Paribas SA 0.06%
Vinci SA 0.06%
Starbucks Corp. 0.06%
Continental AG 0.06%
Scotts Miracle-Gro Co. 0.06%
Prosus NV 0.06%
Eaton Corp. PLC 0.06%
Russian Federal Bond - OFZ, 7.95%, due 10/07/2026 0.06%
COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 0.06%
Emerson Electric Co. 0.06%
Wells Fargo & Co., Series MTN, 5.01%, due 04/04/2051 0.06%
Royal Dutch Shell PLC, B Shares 0.06%
NIO, Inc., ADR 0.06%
Bank of Nova Scotia 0.06%
Barrick Gold Corp. 0.06%
UBS Group AG, 4.12%, due 09/24/2025 0.06%
Anheuser-Busch InBev SA 0.06%
Kering SA 0.06%
Deutsche Post AG 0.06%
Fidelity National Information Services, Inc. 0.06%
Cigna Corp., 3.05%, due 10/15/2027 0.06%
L3 Harris Technologies, Inc. 0.06%
Indonesia Treasury Bond, 8.37%, due 03/15/2034 0.06%
Advanced Micro Devices, Inc. 0.06%
US Bancorp 0.06%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.63%, due 01/25/2027 0.06%
BHP Group PLC 0.06%
Yokohama Rubber Co., Ltd. 0.06%
ABB, Ltd. 0.06%
UBS Group AG 0.06%
Mohawk Industries, Inc. 0.06%
ServiceNow, Inc. 0.06%
Truist Financial Corp. 0.06%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.05%
Koninklijke Philips NV 0.05%
Charter Communications, Inc., Class A 0.05%
S&P Global, Inc. 0.05%
Intuit, Inc. 0.05%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.05%
Sumitomo Rubber Industries, Ltd. 0.05%
General Dynamics Corp. 0.05%
Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 0.05%
Muenchener Rueckversicherungs-Gesellschaft AG 0.05%
Subaru Corp. 0.05%
Wyndham Hotels & Resorts, Inc. 0.05%
Intuitive Surgical, Inc. 0.05%
Mondelez International, Inc., Class A 0.05%
Peugeot SA 0.05%
Wells Fargo & Co., 3.06%, due 04/30/2041 0.05%
Gilead Sciences, Inc. 0.05%
PNC Financial Services Group, Inc. 0.05%
Danone SA 0.05%
Westpac Banking Corp. 0.05%
Brookfield Asset Management, Inc., Class A 0.05%
Shell International Finance BV, 2.37%, due 04/06/2025 0.05%
RELX PLC 0.05%
Lonza Group AG 0.05%
Geely Automobile Holdings, Ltd. 0.05%
AXA SA 0.05%
Altria Group, Inc. 0.05%
Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 0.05%
Porsche Automobil Holding SE, 0.00% 0.05%
Italy Buoni Poliennali del Tesoro, 1.40%, due 05/26/2025 0.05%
CVS Health Corp. 0.05%
Safran SA 0.05%
American Credit Acceptance Receivables Trust, Series 2020-2, Class C, 3.88%, due 04/13/2026 0.05%
EssilorLuxottica SA 0.05%
Prudential PLC 0.05%
BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 0.05%
TC Energy Corp. 0.05%
Toyo Tire Corp. 0.05%
Centene Corp., 5.37%, due 06/01/2026 0.05%
Banco Santander SA 0.05%
Zoetis, Inc. 0.05%
Prologis, Inc., REIT 0.05%
Bank of Montreal 0.05%
First American Financial Corp. 0.05%
Marriott Vacations Worldwide Corp. 0.05%
Vonovia SE 0.05%
Target Corp. 0.05%
Canadian Pacific Railway, Ltd. 0.05%
Vodafone Group PLC 0.05%
Infineon Technologies AG 0.05%
CPS Auto Receivables Trust, Series 2016-C, Class D, 5.92%, due 06/15/2022 0.05%
Pernod Ricard SA 0.05%
National Grid PLC 0.05%
Cummins, Inc. 0.05%
Deutsche Boerse AG 0.05%
Wesfarmers, Ltd. 0.05%
Johnson Controls International PLC 0.04%
Anthem, Inc. 0.04%
American Express Co. 0.04%
CoStar Group, Inc. 0.04%
BlackRock, Inc. 0.04%
Booking Holdings, Inc. 0.04%
IHS Markit, Ltd. 0.04%
Givaudan SA 0.04%
London Stock Exchange Group PLC 0.04%
NXP Semiconductors NV 0.04%
Vertex Pharmaceuticals, Inc. 0.04%
PACCAR, Inc. 0.04%
Cintas Corp. 0.04%
National Australia Bank, Ltd. 0.04%
Telefonaktiebolaget LM Ericsson, B Shares 0.04%
Equinix, Inc., REIT 0.04%
Crown Castle International Corp., REIT 0.04%
Australia & New Zealand Banking Group, Ltd. 0.04%
Cigna Corp. 0.04%
Centene Corp., 4.75%, due 01/15/2025 0.04%
TJX Cos., Inc. 0.04%
Verisk Analytics, Inc. 0.04%
Stryker Corp. 0.04%
Goldman Sachs Group, Inc. 0.04%
Woolworths Group, Ltd. 0.04%
Netherlands Government Bond, 2.75%, due 01/15/2047 0.04%
Williams Cos., Inc., 3.70%, due 01/15/2023 0.04%
ING Groep NV 0.04%
Trane Technologies PLC 0.04%
Koninklijke Ahold Delhaize NV 0.04%
Canadian Imperial Bank of Commerce 0.04%
Cie Financiere Richemont SA 0.04%
Goodyear Tire & Rubber Co. 0.04%
Intesa Sanpaolo SpA 0.04%
Becton Dickinson & Co. 0.04%
OBX Trust, Series 2020-EXP1, Class 1A8, 3.50%, due 02/25/2060 0.04%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.04%
Fastenal Co. 0.04%
Nissan Motor Co., Ltd. 0.04%
Exxon Mobil Corp., 3.45%, due 04/15/2051 0.04%
Spain Government Bond, 3.45%, due 07/30/2066 0.04%
DSV Panalpina A/S 0.04%
Air Products & Chemicals, Inc. 0.04%
Industria de Diseno Textil SA 0.04%
Dominion Energy, Inc. 0.04%
HSBC Holdings PLC, 3.26%, due 03/13/2023 0.04%
Colgate-Palmolive Co. 0.04%
Experian PLC 0.04%
Activision Blizzard, Inc. 0.04%
Lowe's Cos., Inc., 5.12%, due 04/15/2050 0.04%
CME Group, Inc. 0.04%
Parker-Hannifin Corp. 0.04%
Waste Connections, Inc. 0.04%
TransDigm Group, Inc. 0.04%
Rockwell Automation, Inc. 0.04%
Otis Worldwide Corp. 0.04%
BorgWarner, Inc. 0.04%
CRH PLC 0.04%
Atlas Copco AB, A Shares 0.04%
Valeo SA 0.04%
CVS Health Corp., 3.75%, due 04/01/2030 0.04%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.04%
National Australia Bank, Ltd., Series MTN, 0.62%, due 08/30/2023 0.04%
Macquarie Group, Ltd. 0.04%
Automatic Data Processing, Inc. 0.04%
Kone OYJ, Class B 0.04%
Duke Energy Corp. 0.04%
Sherwin-Williams Co. 0.04%
Koninklijke DSM NV 0.04%
Intercontinental Exchange, Inc. 0.04%
Toyota Industries Corp. 0.04%
Home Depot, Inc., 3.30%, due 04/15/2040 0.04%
Stanley Black & Decker, Inc. 0.04%
Sumitomo Electric Industries, Ltd. 0.04%
Chubb, Ltd. 0.04%
Flagship Credit Auto Trust, Series 2020-2, Class C, 3.80%, due 04/15/2026 0.04%
Uber Technologies, Inc. 0.04%
Carrier Global Corp. 0.04%
Boston Scientific Corp. 0.04%
Cigna Corp., 2.40%, due 03/15/2030 0.04%
Applied Materials, Inc. 0.04%
Sika AG 0.04%
Vestas Wind Systems A/S 0.04%
Marsh & McLennan Cos., Inc. 0.04%
Fiserv, Inc. 0.04%
Investor AB, B Shares 0.04%
Nokia OYJ 0.04%
M / I Homes, Inc. 0.03%
Square, Inc., Class A 0.03%
Hermes International 0.03%
Volvo AB, B Shares 0.03%
Progressive Corp. 0.03%
NVIDIA Corp., 2.85%, due 04/01/2030 0.03%
Southern Co. 0.03%
Humana, Inc. 0.03%
Credit Suisse Group AG 0.03%
Lowe's Cos., Inc., 4.50%, due 04/15/2030 0.03%
E.ON SE 0.03%
AMETEK, Inc. 0.03%
Cooper Tire & Rubber Co. 0.03%
Tesco PLC 0.03%
Edwards Lifesciences Corp. 0.03%
Global Payments, Inc. 0.03%
Autodesk, Inc. 0.03%
Kimberly-Clark Corp. 0.03%
Manulife Financial Corp. 0.03%
Newmont Corp. 0.03%
Republic of Austria Government Bond, 2.10%, due 09/20/2117 0.03%
Alimentation Couche-Tard, Inc., Class B 0.03%
Verizon Communications, Inc., 4.67%, due 03/15/2055 0.03%
Franco-Nevada Corp. 0.03%
Engie SA 0.03%
Orsted A/S 0.03%
Illumina, Inc. 0.03%
Ecolab, Inc. 0.03%
Micron Technology, Inc. 0.03%
Lloyds Banking Group PLC 0.03%
Fortive Corp. 0.03%
MercadoLibre, Inc. 0.03%
Nordea Bank Abp 0.03%
Amadeus IT Group SA 0.03%
Dollar General Corp. 0.03%
Dassault Systemes SE 0.03%
Copart, Inc. 0.03%
Rio Tinto, Ltd. 0.03%
Biogen, Inc. 0.03%
Glencore PLC 0.03%
Heineken NV 0.03%
Citigroup, Inc., 2.66%, due 01/29/2031 0.03%
Eni SpA 0.03%
Compass Group PLC 0.03%
Barclays PLC 0.03%
ONEOK, Inc., 2.75%, due 09/01/2024 0.03%
Transurban Group 0.03%
Louisiana-Pacific Corp. 0.03%
Anglo American PLC 0.03%
Estee Lauder Cos., Inc., Class A 0.03%
T-Mobile US, Inc. 0.03%
Regeneron Pharmaceuticals, Inc. 0.03%
Genmab A/S 0.03%
Moody's Corp. 0.03%
Republic Services, Inc. 0.03%
Lam Research Corp. 0.03%
Neste OYJ 0.03%
Futures Contracts, Long, Gold 100 oz 0.03%
Equifax, Inc. 0.03%
Lear Corp. 0.03%
Vivendi SA 0.03%
RWE AG 0.03%
Volkswagen AG 0.03%
Autoliv, Inc. 0.03%
Aon PLC, Class A 0.03%
Navient Private Education Loan Trust, Series 2014-AA, Class A3, 1.76%, due 10/15/2031 0.03%
Abu Dhabi Government International Bond, 3.12%, due 04/16/2030 0.03%
Legrand SA 0.03%
Old Dominion Freight Line, Inc. 0.03%
Suncor Energy, Inc. 0.03%
United Overseas Bank, Ltd. 0.03%
Swiss Re AG 0.03%
Capgemini SE 0.03%
New Zealand Government Bond, 1.50%, due 05/15/2031 0.03%
Alcon, Inc. 0.03%
Orange SA 0.03%
Wolters Kluwer NV 0.03%
Sun Life Financial, Inc. 0.03%
LafargeHolcim, Ltd. 0.03%
Jardine Matheson Holdings, Ltd. 0.03%
Wheaton Precious Metals Corp. 0.03%
Constellation Software, Inc. 0.03%
Sandvik AB 0.03%
Analog Devices, Inc. 0.03%
NVIDIA Corp., 3.50%, due 04/01/2050 0.03%
STMicroelectronics NV 0.03%
Assa Abloy AB, B Shares 0.03%
McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 0.03%
Kerry Group PLC, Class A 0.03%
Baxter International, Inc. 0.03%
UFP Industries, Inc. 0.03%
BAE Systems PLC 0.03%
Canadian Natural Resources, Ltd. 0.03%
Ferguson PLC 0.03%
Charles Schwab Corp. 0.03%
Cie de Saint-Gobain 0.03%
Extended Stay America, Inc. 0.03%
DuPont de Nemours, Inc. 0.03%
eBay, Inc. 0.03%
Geberit AG 0.03%
Futures Contracts, Long, WTI Crude 0.03%
Kansas City Southern 0.03%
Banco Bilbao Vizcaya Argentaria SA 0.03%
Lululemon Athletica, Inc. 0.03%
ConocoPhillips 0.03%
Hang Lung Properties, Ltd. 0.03%
U.S. Treasury Bill, 0.15%, due 01/28/2021 0.03%
UniCredit SpA 0.03%
Akzo Nobel NV 0.03%
Digital Realty Trust, Inc., REIT 0.03%
BYD Co., Ltd., H Shares 0.02%
Goodman Group, REIT 0.02%
Fresenius SE & Co. KGaA 0.02%
Eagle Materials, Inc. 0.02%
Aisin Seiki Co., Ltd. 0.02%
Essity AB, Class B 0.02%
Deutsche Bank AG 0.02%
MGIC Investment Corp. 0.02%
DexCom, Inc. 0.02%
Coloplast A/S, Class B 0.02%
Electronic Arts, Inc. 0.02%
Isuzu Motors, Ltd. 0.02%
American Electric Power Co., Inc. 0.02%
Deutsche Wohnen SE 0.02%
Workday, Inc., Class A 0.02%
General Mills, Inc. 0.02%
WW Grainger, Inc. 0.02%
Nutrien, Ltd. 0.02%
TransUnion 0.02%
Energy Transfer Operating, LP, 4.05%, due 03/15/2025 0.02%
HCA Healthcare, Inc. 0.02%
Henkel AG & Co. KGaA, 2.17% 0.02%
Cognizant Technology Solutions Corp., Class A 0.02%
Hexagon AB, B Shares 0.02%
Fresenius Medical Care AG & Co. KGaA 0.02%
Veeva Systems, Inc., Class A 0.02%
Sampo OYJ, A Shares 0.02%
Dover Corp. 0.02%
Adyen NV 0.02%
Exelon Corp. 0.02%
Teleperformance 0.02%
Xcel Energy, Inc. 0.02%
Merck KGaA 0.02%
Quintis Pty, Ltd. 0.02%
Agnico Eagle Mines, Ltd. 0.02%
Partners Group Holding AG 0.02%
O'Reilly Automotive, Inc. 0.02%
Symrise AG 0.02%
Expeditors International of Washington, Inc. 0.02%
Centene Corp. 0.02%
General Electric Co., 4.35%, due 05/01/2050 0.02%
Telefonica SA 0.02%
Dow, Inc. 0.02%
Assicurazioni Generali SpA 0.02%
Blackstone Group, Inc., Class A 0.02%
Citigroup, Inc., 2.57%, due 06/03/2031 0.02%
Xylem, Inc. 0.02%
SMB Private Education Loan Trust, Series 2019-A, Class A2A, 3.44%, due 07/15/2036 0.02%
IDEXX Laboratories, Inc. 0.02%
Koito Manufacturing Co., Ltd. 0.02%
Synopsys, Inc. 0.02%
Sempra Energy 0.02%
Monster Beverage Corp. 0.02%
Splunk, Inc. 0.02%
Fortescue Metals Group, Ltd. 0.02%
SSE PLC 0.02%
T. Rowe Price Group, Inc. 0.02%
SBA Communications Corp., REIT 0.02%
National Bank of Canada 0.02%
Ross Stores, Inc. 0.02%
Fortis, Inc. 0.02%
Public Storage, REIT 0.02%
TE Connectivity, Ltd. 0.02%
UPM-Kymmene OYJ 0.02%
Smith & Nephew PLC 0.02%
MSCI, Inc. 0.02%
Twilio, Inc., Class A 0.02%
First Republic Bank 0.02%
Amphenol Corp., Class A 0.02%
IDEX Corp. 0.02%
Skandinaviska Enskilda Banken AB, Class A 0.02%
Legal & General Group PLC 0.02%
Capital One Financial Corp. 0.02%
CH Robinson Worldwide, Inc. 0.02%
Coles Group, Ltd. 0.02%
Cellnex Telecom SA 0.02%
Norway Government Bond, 1.37%, due 08/19/2030 0.02%
Newcrest Mining, Ltd. 0.02%
KLA Corp. 0.02%
Bank of New York Mellon Corp. 0.02%
Agilent Technologies, Inc. 0.02%
United Rentals, Inc. 0.02%
Equinor ASA 0.02%
Hungary Government Bond, 3.00%, due 08/21/2030 0.02%
Svenska Handelsbanken AB, A Shares 0.02%
Cadence Design Systems, Inc. 0.02%
Futures Contracts, Short, U.S. Treasury Ultra Bond 0.02%
CGI, Inc. 0.02%
MetLife, Inc. 0.02%
Allstate Corp. 0.02%
UCB SA 0.02%
Sartorius AG, 0.11% 0.02%
Atlas Copco AB, B Shares 0.02%
Constellation Brands, Inc., Class A 0.02%
Ashtead Group PLC 0.02%
Twitter, Inc. 0.02%
KBC Group NV 0.02%
Imperial Brands PLC 0.02%
Carlsberg A/S, Class B 0.02%
SGS SA 0.02%
Swedbank AB, A Shares 0.02%
Ingersoll Rand, Inc. 0.02%
ANSYS, Inc. 0.02%
Travelers Cos., Inc. 0.02%
Yamaha Motor Co., Ltd. 0.02%
Zimmer Biomet Holdings, Inc. 0.02%
PPG Industries, Inc. 0.02%
Yum! Brands, Inc. 0.02%
Sysco Corp. 0.02%
HP, Inc. 0.02%
WEC Energy Group, Inc. 0.02%
Swap Agreement, Pay, JPMorgan SEMLC Index 0.02%
Chipotle Mexican Grill, Inc. 0.02%
Thomson Reuters Corp. 0.02%
AutoZone, Inc. 0.02%
Westinghouse Air Brake Technologies Corp. 0.02%
Aviva PLC 0.02%
Restaurant Brands International, Inc. 0.02%
DNB ASA 0.02%
JB Hunt Transport Services, Inc. 0.02%
Kinder Morgan, Inc. 0.02%
Walgreens Boots Alliance, Inc. 0.02%
Prudential Financial, Inc. 0.02%
Kroger Co. 0.02%
Faurecia SE 0.02%
Jacobs Engineering Group, Inc. 0.02%
Standard Chartered PLC 0.02%
Fortune Brands Home & Security, Inc. 0.02%
Rogers Communications, Inc., Class B 0.02%
Societe Generale SA 0.02%
DBS Group Holdings, Ltd. 0.02%
Willis Towers Watson PLC 0.02%
IQVIA Holdings, Inc. 0.02%
ResMed, Inc. 0.02%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.02%
Aflac, Inc. 0.02%
Ocado Group PLC 0.02%
Eversource Energy 0.02%
Bayerische Motoren Werke AG, 0.00% 0.02%
General Electric Co., 3.62%, due 05/01/2030 0.02%
Ferrovial SA 0.02%
Xilinx, Inc. 0.02%
Intact Financial Corp. 0.02%
Clorox Co. 0.02%
Kingspan Group PLC 0.02%
Public Service Enterprise Group, Inc. 0.02%
Kirkland Lake Gold, Ltd. 0.02%
Veolia Environnement SA 0.02%
American Homes 4 Rent Trust, Series 2014-SFR3, Class C, 4.59%, due 12/17/2036 0.02%
Edenred 0.02%
Segro PLC, REIT 0.02%
Flutter Entertainment PLC 0.02%
Just Eat Takeaway.com NV 0.02%
EDP - Energias de Portugal SA 0.02%
Schlumberger NV 0.02%
Worldline SA 0.02%
Microchip Technology, Inc. 0.02%
Swisscom AG 0.02%
Palo Alto Networks, Inc. 0.02%
Motorola Solutions, Inc. 0.02%
Swiss Life Holding AG 0.02%
EOG Resources, Inc. 0.02%
Teledyne Technologies, Inc. 0.02%
Bio City Development Co. BV, 8.00%, due 07/06/2022 0.02%
Corning, Inc. 0.02%
Best Buy Co., Inc. 0.02%
Archer-Daniels-Midland Co. 0.02%
American International Group, Inc. 0.02%
Woodside Petroleum, Ltd. 0.02%
Alexion Pharmaceuticals, Inc. 0.02%
Skyworks Solutions, Inc. 0.02%
State Street Corp. 0.02%
Hennes & Mauritz AB, B Shares 0.02%
McKesson Corp. 0.02%
McCormick & Co., Inc. 0.02%
Credit Agricole SA 0.02%
Novozymes A/S, B Shares 0.02%
Delivery Hero SE 0.02%
Match Group, Inc. 0.02%
American Water Works Co., Inc. 0.02%
Williams Cos., Inc. 0.02%
Fifth Third Bancorp 0.02%
Pembina Pipeline Corp. 0.02%
Ball Corp. 0.02%
Zalando SE 0.02%
Marvell Technology Group, Ltd. 0.02%
DocuSign, Inc. 0.02%
Phillips 66 0.02%
Paychex, Inc. 0.02%
Melia Hotels International SA 0.02%
Beiersdorf AG 0.02%
Consolidated Edison, Inc. 0.02%
Kraft Heinz Co. 0.01%
NN Group NV 0.01%
Chr Hansen Holding A/S 0.01%
Repsol SA 0.01%
Mazda Motor Corp. 0.01%
Rentokil Initial PLC 0.01%
Intertek Group PLC 0.01%
Sonova Holding AG 0.01%
Swedish Match AB 0.01%
Brambles, Ltd. 0.01%
VeriSign, Inc. 0.01%
FleetCor Technologies, Inc. 0.01%
DTE Energy Co. 0.01%
Welltower, Inc., REIT 0.01%
Weyerhaeuser Co., REIT 0.01%
Church & Dwight Co., Inc. 0.01%
Allegion PLC 0.01%
QIAGEN NV 0.01%
Cerner Corp. 0.01%
Open Text Corp. 0.01%
Align Technology, Inc. 0.01%
Stanley Electric Co., Ltd. 0.01%
General Electric Co., 4.25%, due 05/01/2040 0.01%
SVB Financial Group 0.01%
Hershey Co. 0.01%
Dollar Tree, Inc. 0.01%
3i Group PLC 0.01%
Brown-Forman Corp., Class B 0.01%
Aristocrat Leisure, Ltd. 0.01%
ASX, Ltd. 0.01%
Freeport-McMoRan, Inc. 0.01%
VF Corp. 0.01%
RingCentral, Inc., Class A 0.01%
Lennox International, Inc. 0.01%
Okta, Inc. 0.01%
Great Wall Motor Co., Ltd., H Shares 0.01%
Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 0.01%
AvalonBay Communities, Inc., REIT 0.01%
Marathon Petroleum Corp. 0.01%
Dollarama, Inc. 0.01%
West Pharmaceutical Services, Inc. 0.01%
BT Group PLC 0.01%
Corteva, Inc. 0.01%
Telenor ASA 0.01%
M&T Bank Corp. 0.01%
Textron, Inc. 0.01%
Simon Property Group, Inc., REIT 0.01%
CLP Holdings, Ltd. 0.01%
QBE Insurance Group, Ltd. 0.01%
Alstom SA 0.01%
Ingenico Group SA 0.01%
MTU Aero Engines AG 0.01%
Valero Energy Corp. 0.01%
Hannover Rueck SE 0.01%
NIKE, Inc., 2.40%, due 03/27/2025 0.01%
Metro, Inc. 0.01%
Mettler-Toledo International, Inc. 0.01%
Halma PLC 0.01%
Snam SpA 0.01%
Aena SME SA 0.01%
Home Depot, Inc., 3.12%, due 12/15/2049 0.01%
Realty Income Corp., REIT 0.01%
Terna Rete Elettrica Nazionale SpA 0.01%
Equity Residential, REIT 0.01%
AP Moller - Maersk A/S, Class B 0.01%
Persimmon PLC 0.01%
Bunzl PLC 0.01%
Ameriprise Financial, Inc. 0.01%
Temenos AG 0.01%
Sage Group PLC 0.01%
KeyCorp 0.01%
Kinross Gold Corp. 0.01%
Julius Baer Group, Ltd. 0.01%
Next PLC 0.01%
Sartorius Stedim Biotech 0.01%
Power Corp. of Canada 0.01%
Alexandria Real Estate Equities, Inc., REIT 0.01%
Schindler Holding AG 0.01%
WPP PLC 0.01%
Telia Co. AB 0.01%
HeidelbergCement AG 0.01%
PPL Corp. 0.01%
Brenntag AG 0.01%
Tyson Foods, Inc., Class A 0.01%
Danske Bank A/S 0.01%
Kuehne & Nagel International AG 0.01%
Ameren Corp. 0.01%
Sonic Healthcare, Ltd. 0.01%
Heineken Holding NV 0.01%
Umicore SA 0.01%
Carrefour SA 0.01%
Arthur J. Gallagher & Co. 0.01%
Entergy Corp. 0.01%
Wayfair, Inc., Class A 0.01%
Citizens Financial Group, Inc. 0.01%
Fortum OYJ 0.01%
Straumann Holding AG 0.01%
Chocoladefabriken Lindt & Spruengli AG 0.01%
Henkel AG & Co. KGaA 0.01%
Akamai Technologies, Inc. 0.01%
Citrix Systems, Inc. 0.01%
Fortinet, Inc. 0.01%
FinecoBank Banca Fineco SpA 0.01%
Edison International 0.01%
Epiroc AB, Class A 0.01%
Coca-Cola European Partners PLC 0.01%
Conagra Brands, Inc. 0.01%
Koninklijke KPN NV 0.01%
Croda International PLC 0.01%
HKT Trust & HKT, Ltd. 0.01%
Kinnevik AB, Class B 0.01%
Rollins, Inc. 0.01%
Take-Two Interactive Software, Inc. 0.01%
Maxim Integrated Products, Inc. 0.01%
Spirax-Sarco Engineering PLC 0.01%
Associated British Foods PLC 0.01%
XPO Logistics, Inc. 0.01%
Regions Financial Corp. 0.01%
Kellogg Co. 0.01%
Eurofins Scientific SE 0.01%
James Hardie Industries PLC, CDI 0.01%
Bouygues SA 0.01%
Snap-on, Inc. 0.01%
Keysight Technologies, Inc. 0.01%
Emera, Inc. 0.01%
Seattle Genetics, Inc. 0.01%
Stora Enso OYJ, R Shares 0.01%
ArcelorMittal SA 0.01%
Mondi PLC 0.01%
Tractor Supply Co. 0.01%
LyondellBasell Industries NV, Class A 0.01%
Domino's Pizza, Inc. 0.01%
EPAM Systems, Inc. 0.01%
Endesa SA 0.01%
Amcor PLC 0.01%
Swap Agreement, Pay, JPMorgan SEMGC Index 0.01%
Las Vegas Sands Corp. 0.01%
Pioneer Natural Resources Co. 0.01%
Skyline Champion Corp. 0.01%
KKR & Co., Inc. 0.01%
Atos SE 0.01%
CarMax, Inc. 0.01%
Loblaw Cos., Ltd. 0.01%
Thales SA 0.01%
Laboratory Corp. of America Holdings 0.01%
NGK Spark Plug Co., Ltd. 0.01%
CMS Energy Corp. 0.01%
Teleflex, Inc. 0.01%
Flutter Entertainment PLC 0.01%
CNH Industrial NV 0.01%
Pentair PLC 0.01%
Incyte Corp. 0.01%
Covestro AG 0.01%
Northern Trust Corp. 0.01%
Elisa OYJ 0.01%
Chocoladefabriken Lindt & Spruengli AG 0.01%
Red Electrica Corp. SA 0.01%
Grifols SA 0.01%
DCC PLC 0.01%
Discover Financial Services 0.01%
Cochlear, Ltd. 0.01%
Atlantia SpA 0.01%
Snap, Inc., Class A 0.01%
Howmet Aerospace, Inc. 0.01%
CK Infrastructure Holdings, Ltd. 0.01%
Brilliance China Automotive Holdings, Ltd. 0.01%
Paycom Software, Inc. 0.01%
Shaw Communications, Inc., Class B 0.01%
Smurfit Kappa Group PLC 0.01%
APA Group 0.01%
Nasdaq, Inc. 0.01%
CDW Corp. 0.01%
ViacomCBS, Inc., Class B 0.01%
Boliden AB 0.01%
CaixaBank SA 0.01%
Scentre Group, REIT 0.01%
Telstra Corp., Ltd. 0.01%
MarketAxess Holdings, Inc. 0.01%
Huntington Bancshares, Inc. 0.01%
Arkema SA 0.01%
Singapore Telecommunications, Ltd. 0.01%
Suncorp Group, Ltd. 0.01%
Ramsay Health Care, Ltd. 0.01%
Hologic, Inc. 0.01%
Publicis Groupe SA 0.01%
Zebra Technologies Corp., Class A 0.01%
Sensata Technologies Holding PLC 0.01%
HEICO Corp., Class A 0.01%
Mowi ASA 0.01%
Markel Corp. 0.01%
Fairfax Financial Holdings, Ltd. 0.01%
Erste Group Bank AG 0.01%
Qorvo, Inc. 0.01%
Ageas SA 0.01%
Guangzhou Automobile Group Co., Ltd., H Shares 0.01%
A.O. Smith Corp. 0.01%
Groupe Bruxelles Lambert SA 0.01%
Invitation Homes, Inc., REIT 0.01%
Insurance Australia Group, Ltd. 0.01%
Goldman Sachs Group, Inc., 4.75%, due 10/21/2045 0.01%
Ventas, Inc., REIT 0.01%
FirstEnergy Corp. 0.01%
Adecco Group AG 0.01%
Burberry Group PLC 0.01%
Pandora A/S 0.01%
Varian Medical Systems, Inc. 0.01%
Roku, Inc. 0.01%
Ubisoft Entertainment SA 0.01%
HD Supply Holdings, Inc. 0.01%
Tyler Technologies, Inc. 0.01%
Hormel Foods Corp. 0.01%
Broadridge Financial Solutions, Inc. 0.01%
Cardinal Health, Inc. 0.01%
CBRE Group, Inc., Class A 0.01%
Huntington Ingalls Industries, Inc. 0.01%
SKF AB, B Shares 0.01%
AmerisourceBergen Corp. 0.01%
Moncler SpA 0.01%
Hartford Financial Services Group, Inc. 0.01%
Alfa Laval AB 0.01%
Synchrony Financial 0.01%
Puma SE 0.01%
Liberty Broadband Corp., Class C 0.01%
South32, Ltd. 0.01%
GoDaddy, Inc., Class A 0.01%
SS&C Technologies Holdings, Inc. 0.01%
Eiffage SA 0.01%
Robert Half International, Inc. 0.01%
Quest Diagnostics, Inc. 0.01%
Norton Lifelock, Inc. 0.01%
Kingfisher PLC 0.01%
Alnylam Pharmaceuticals, Inc. 0.01%
TELUS Corp. 0.01%
Duke Realty Corp., REIT 0.01%
Halliburton Co. 0.01%
ComfortDelGro Corp., Ltd. 0.01%
United Utilities Group PLC 0.01%
Baloise Holding AG 0.01%
Boston Properties, Inc., REIT 0.01%
Essex Property Trust, Inc., REIT 0.01%
Waters Corp. 0.01%
Standard Life Aberdeen PLC 0.01%
BioMarin Pharmaceutical, Inc. 0.01%
WH Group, Ltd. 0.01%
FMC Corp. 0.01%
Severn Trent PLC 0.01%
Extra Space Storage, Inc., REIT 0.01%
STERIS PLC 0.01%
Teradyne, Inc. 0.01%
Unibail-Rodamco-Westfield, REIT 0.01%
Nucor Corp. 0.01%
Healthpeak Properties, Inc., REIT 0.01%
Informa PLC 0.01%
International Paper Co. 0.01%
Siemens Healthineers AG 0.01%
Smiths Group PLC 0.01%
Expedia Group, Inc. 0.01%
Getlink SE 0.01%
Auto Trader Group PLC 0.01%
Swap Agreement, Pay, JPMorgan SU1LC Index 0.01%
Natwest Group PLC 0.01%
Yara International ASA 0.01%
Knight-Swift Transportation Holdings, Inc. 0.01%
Cooper Cos., Inc. 0.01%
Nordson Corp. 0.01%
Swap Agreement, Pay, JPMorgan SU1LC Index 0.01%
Aroundtown SA 0.01%
EMS-Chemie Holding AG 0.01%
Orkla ASA 0.01%
Santos, Ltd. 0.01%
Prysmian SpA 0.01%
Garmin, Ltd. 0.01%
Bureau Veritas SA 0.01%
Berkeley Group Holdings PLC 0.01%
Uniper SE 0.01%
EXOR NV 0.01%
Skanska AB, B Shares 0.01%
Swap Agreement, Pay, 12-Month USD-USCPI 0.01%
Swap Agreement, Pay, JPMorgan SU1LC Index 0.01%
ABIOMED, Inc. 0.01%
Genuine Parts Co. 0.01%
Origin Energy, Ltd. 0.01%
Sodexo SA 0.01%
Tiffany & Co. 0.01%
WSP Global, Inc. 0.01%
Electricite de France SA 0.01%
Algonquin Power & Utilities Corp. 0.01%
Solvay SA 0.01%
Dexus, REIT 0.01%
Hargreaves Lansdown PLC 0.01%
Tele2 AB, B Shares 0.01%
Barratt Developments PLC 0.01%
Melrose Industries PLC 0.01%
Trimble, Inc. 0.01%
J.M. Smucker Co. 0.01%
AGL Energy, Ltd. 0.01%
Knorr-Bremse AG 0.01%
Galapagos NV 0.01%
Sun Communities, Inc., REIT 0.01%
Alliant Energy Corp. 0.01%
Cincinnati Financial Corp. 0.01%
Siemens Gamesa Renewable Energy SA 0.01%
Gecina SA, REIT 0.01%
Burlington Stores, Inc. 0.01%
First Quantum Minerals, Ltd. 0.01%
Swiss Prime Site AG 0.01%
Black Knight, Inc. 0.01%
PerkinElmer, Inc. 0.01%
Hewlett Packard Enterprise Co. 0.01%
Evonik Industries AG 0.01%
Randstad NV 0.01%
St. James's Place PLC 0.01%
Stockland, REIT 0.01%
Mid-America Apartment Communities, Inc., REIT 0.01%
ACS Actividades de Construccion y Servicios SA 0.01%
Arch Capital Group, Ltd. 0.01%
Ulta Beauty, Inc. 0.01%
Jack Henry & Associates, Inc. 0.01%
Nielsen Holdings PLC 0.01%
Southwest Airlines Co. 0.01%
Vifor Pharma AG 0.01%
Insulet Corp. 0.01%
BioMerieux 0.01%
Canadian Tire Corp., Ltd., Class A 0.01%
Enagas SA 0.01%
Booz Allen Hamilton Holding Corp. 0.01%
Hydro One, Ltd. 0.01%
Admiral Group PLC 0.01%
Suez SA 0.01%
Omnicom Group, Inc. 0.01%
VMware, Inc., Class A 0.01%
Barry Callebaut AG 0.01%
Evergy, Inc. 0.01%
BCE, Inc. 0.01%
Arista Networks, Inc. 0.01%
Commerzbank AG 0.01%
Celanese Corp. 0.01%
Delta Air Lines, Inc. 0.01%
WP Carey, Inc., REIT 0.01%
Cognex Corp. 0.01%
Royal Caribbean Cruises, Ltd. 0.01%
AES Corp. 0.01%
International Flavors & Fragrances, Inc. 0.01%
Atmos Energy Corp. 0.01%
Principal Financial Group, Inc. 0.01%
Davide Campari-Milano NV 0.01%
Cheniere Energy, Inc. 0.01%
GEA Group AG 0.01%
Hess Corp. 0.01%
Leidos Holdings, Inc. 0.01%
KION Group AG 0.01%
RSA Insurance Group PLC 0.01%
Naturgy Energy Group SA 0.01%
Swatch Group AG 0.01%
WM Morrison Supermarkets PLC 0.01%
Johnson Matthey PLC 0.01%
Whirlpool Corp. 0.01%
Western Digital Corp. 0.01%
Equity Lifestyle Properties, Inc., REIT 0.01%
Stewart Information Services Corp. 0.01%
Occidental Petroleum Corp. 0.01%
GVC Holdings PLC 0.01%
Seagate Technology PLC 0.01%
Recordati Industria Chimica e Farmaceutica SpA 0.01%
FactSet Research Systems, Inc. 0.01%
Aurizon Holdings, Ltd. 0.01%
Elanco Animal Health, Inc. 0.01%
M&G PLC 0.01%
Renault SA 0.01%
Hysan Development Co., Ltd. 0.01%
George Weston, Ltd. 0.01%
Darden Restaurants, Inc. 0.01%
Gartner, Inc. 0.01%
MGM Resorts International 0.01%
Rolls-Royce Holdings PLC 0.01%
Galp Energia SGPS SA 0.01%
ONEOK, Inc. 0.01%
AP Moller - Maersk A/S, Class A 0.01%
Centene Corp., 4.25%, due 12/15/2027 0.01%
HEICO Corp. 0.01%
Saputo, Inc. 0.01%
Brown & Brown, Inc. 0.01%
Mirvac Group, REIT 0.01%
RPM International, Inc. 0.01%
Bio-Rad Laboratories, Inc., Class A 0.01%
Pearson PLC 0.01%
Dell Technologies, Inc., Class C 0.01%
Mediobanca Banca di Credito Finanziario SpA 0.01%
NetApp, Inc. 0.01%
Epiroc AB, Class B 0.01%
Sarepta Therapeutics, Inc. 0.01%
Concho Resources, Inc. 0.01%
Zillow Group, Inc., Class C 0.01%
Antofagasta PLC 0.01%
Toyoda Gosei Co., Ltd. 0.01%
Fuyao Glass Industry Group Co., Ltd., H Shares 0.01%
Great-West Lifeco, Inc. 0.01%
Exact Sciences Corp. 0.01%
CenturyLink, Inc. 0.01%
Annaly Capital Management, Inc., REIT 0.01%
Teck Resources, Ltd., Class B 0.01%
TD Ameritrade Holding Corp. 0.01%
Pinterest, Inc., Class A 0.01%
PTC, Inc. 0.01%
Hasbro, Inc. 0.01%
GPT Group, REIT 0.01%
Medibank Pvt, Ltd. 0.01%
CenterPoint Energy, Inc. 0.01%
DENTSPLY SIRONA, Inc. 0.01%
Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note 0.01%
UDR, Inc., REIT 0.01%
United Internet AG 0.01%
VICI Properties, Inc., REIT 0.01%
Advance Auto Parts, Inc. 0.01%
Land Securities Group PLC, REIT 0.01%
Magellan Financial Group, Ltd. 0.01%
Direct Line Insurance Group PLC 0.01%
MongoDB, Inc. 0.01%
Coca-Cola HBC AG 0.01%
Neurocrine Biosciences, Inc. 0.01%
IAC / InterActiveCorp 0.01%
OMV AG 0.01%
CCL Industries, Inc., Class B 0.01%
Avery Dennison Corp. 0.01%
Crown Holdings, Inc. 0.01%
LANXESS AG 0.01%
Dongfeng Motor Group Co., Ltd., H Shares 0.01%
Tabcorp Holdings, Ltd. 0.01%
Fox Corp., Class A 0.01%
Comerica, Inc. 0.01%
Cboe Global Markets, Inc. 0.01%
Packaging Corp. of America 0.01%
Albemarle Corp. 0.01%
Raymond James Financial, Inc. 0.01%
Poste Italiane SpA 0.01%
Schindler Holding AG 0.01%
Guidewire Software, Inc. 0.01%
Taylor Wimpey PLC 0.01%
Loews Corp. 0.01%
Western Union Co. 0.01%
Bausch Health Cos., Inc. 0.01%
SEEK, Ltd. 0.01%
Orica, Ltd. 0.01%
Orion OYJ, Class B 0.01%
JTEKT Corp. 0.01%
LKQ Corp. 0.01%
Amundi SA 0.01%
Electrolux AB, Series B 0.01%
Everest Re Group, Ltd. 0.01%
Eastman Chemical Co. 0.01%
Medical Properties Trust, Inc., REIT 0.01%
Vail Resorts, Inc. 0.01%
W.R. Berkley Corp. 0.01%
Liberty Global PLC, Class C 0.01%
Henry Schein, Inc. 0.01%
Carl Zeiss Meditec AG 0.01%
Baker Hughes Co. 0.01%
DISH Network Corp., Class A 0.01%
Sirius XM Holdings, Inc. 0.01%
Essential Utilities, Inc. 0.01%
Zions Bancorp NA 0.01%
Schroders PLC 0.01%
Globe Life, Inc. 0.01%
Ally Financial, Inc. 0.01%
Telecom Italia SpA 0.01%
Camden Property Trust, REIT 0.01%
Lamb Weston Holdings, Inc. 0.01%
East West Bancorp, Inc. 0.01%
Lundin Energy AB 0.01%
Lendlease Corp., Ltd. 0.01%
Mitsubishi Motors Corp. 0.01%
Iron Mountain, Inc., REIT 0.01%
Cenovus Energy, Inc. 0.01%
Treasury Wine Estates, Ltd. 0.01%
Ampol, Ltd. 0.01%
Husqvarna AB, B Shares 0.01%
Equitable Holdings, Inc. 0.01%
BlueScope Steel, Ltd. 0.01%
Weir Group PLC 0.01%
SCOR SE 0.01%
Computershare, Ltd. 0.01%
Live Nation Entertainment, Inc. 0.01%
F5 Networks, Inc. 0.01%
Securitas AB, B Shares 0.01%
NRG Energy, Inc. 0.01%
Oil Search, Ltd. 0.01%
ON Semiconductor Corp. 0.01%
Campbell Soup Co. 0.01%
Swap Agreement, Pay, 12-Month USD-USCPI 0.01%
Wynn Resorts, Ltd. 0.01%
Industrivarden AB, C Shares 0.01%
Signature Bank 0.01%
Sydney Airport 0.01%
Empire Co., Ltd., Class A 0.01%
AMERCO 0.01%
SEB SA 0.01%
ABN AMRO Bank NV, CVA 0.01%
Juniper Networks, Inc. 0.01%
Jeronimo Martins SGPS SA 0.01%
Universal Health Services, Inc., Class B 0.01%
AVEVA Group PLC 0.01%
ICA Gruppen AB 0.01%
Norsk Hydro ASA 0.01%
Host Hotels & Resorts, Inc., REIT 0.01%
British Land Co. PLC, REIT 0.01%
Mylan NV 0.01%
NiSource, Inc. 0.01%
CAE, Inc. 0.01%
J Sainsbury PLC 0.01%
REA Group, Ltd. 0.01%
Quebecor, Inc., Class B 0.01%
Wartsila OYJ Abp 0.00%**
RenaissanceRe Holdings, Ltd. 0.00%**
Pinnacle West Capital Corp. 0.00%**
Ipsen SA 0.00%**
Imperial Oil, Ltd. 0.00%**
JD Sports Fashion PLC 0.00%**
Assurant, Inc. 0.00%**
Inter Pipeline, Ltd. 0.00%**
Onex Corp. 0.00%**
WestRock Co. 0.00%**
Koninklijke Vopak NV 0.00%**
Cabot Oil & Gas Corp. 0.00%**
Clariant AG 0.00%**
Lundin Mining Corp. 0.00%**
Cameco Corp. 0.00%**
Gjensidige Forsikring ASA 0.00%**
Liberty Media Corp. - Liberty Formula One, Class C 0.00%**
DaVita, Inc. 0.00%**
Bankinter SA 0.00%**
Carnival Corp. 0.00%**
AGNC Investment Corp., REIT 0.00%**
Remy Cointreau SA 0.00%**
iA Financial Corp., Inc. 0.00%**
Parkland Corp. 0.00%**
VEREIT, Inc. 0.00%**
Gildan Activewear, Inc. 0.00%**
Molson Coors Beverage Co., Class B 0.00%**
People's United Financial, Inc. 0.00%**
Jazz Pharmaceuticals PLC 0.00%**
Schibsted ASA, B Shares 0.00%**
Tryg A/S 0.00%**
Vistra Corp. 0.00%**
Covivio, REIT 0.00%**
Verbund AG 0.00%**
Discovery, Inc., Class C 0.00%**
Keyera Corp. 0.00%**
Interpublic Group of Cos., Inc. 0.00%**
Metso Outotec OYJ 0.00%**
UGI Corp. 0.00%**
Colruyt SA 0.00%**
Ionis Pharmaceuticals, Inc. 0.00%**
CF Industries Holdings, Inc. 0.00%**
AMP, Ltd. 0.00%**
AerCap Holdings NV 0.00%**
Lincoln National Corp. 0.00%**
Centrica PLC 0.00%**
Regency Centers Corp., REIT 0.00%**
Aramark 0.00%**
Arrow Electronics, Inc. 0.00%**
SEI Investments Co. 0.00%**
Perrigo Co. PLC 0.00%**
Fuchs Petrolub SE, 2.55% 0.00%**
Klepierre SA, REIT 0.00%**
Voya Financial, Inc. 0.00%**
AltaGas, Ltd. 0.00%**
Mosaic Co. 0.00%**
Omega Healthcare Investors, Inc., REIT 0.00%**
thyssenkrupp AG 0.00%**
Demant A/S 0.00%**
L E Lundbergforetagen AB, B Shares 0.00%**
Aeroports de Paris 0.00%**
Bollore SA 0.00%**
Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 0.00%**
National Retail Properties, Inc., REIT 0.00%**
Boral, Ltd. 0.00%**
Bunge, Ltd. 0.00%**
Newell Brands, Inc. 0.00%**
Steel Dynamics, Inc. 0.00%**
Sealed Air Corp. 0.00%**
GrubHub, Inc. 0.00%**
Vicinity Centres, REIT 0.00%**
OGE Energy Corp. 0.00%**
Vornado Realty Trust, REIT 0.00%**
Iliad SA 0.00%**
Coca-Cola Amatil, Ltd. 0.00%**
Franklin Resources, Inc. 0.00%**
Proximus SADP 0.00%**
G4S PLC 0.00%**
Canopy Growth Corp. 0.00%**
Futures Contracts, Long, NASDAQ 100 E-Mini Index 0.00%**
Pargesa Holding SA 0.00%**
Liberty Media Corp. - Liberty SiriusXM, Class C 0.00%**
Federal Realty Investment Trust, REIT 0.00%**
Alleghany Corp. 0.00%**
Canadian Utilities, Ltd., Class A 0.00%**
Vistra Operations Co. LLC, 5.00%, due 07/31/2027 0.00%**
voestalpine AG 0.00%**
Reinsurance Group of America, Inc. 0.00%**
Diamondback Energy, Inc. 0.00%**
Millicom International Cellular SA, SDR 0.00%**
Tenaris SA 0.00%**
West Fraser Timber Co., Ltd. 0.00%**
Wendel SE 0.00%**
Telecom Italia SpA 0.00%**
News Corp., Class A 0.00%**
ITV PLC 0.00%**
CI Financial Corp. 0.00%**
NRG Energy, Inc., 6.62%, due 01/15/2027 0.00%**
Marks & Spencer Group PLC 0.00%**
Meggitt PLC 0.00%**
Canadian Apartment Properties, REIT 0.00%**
Altice Europe NV, Class A 0.00%**
Jones Lang LaSalle, Inc. 0.00%**
Leonardo SpA 0.00%**
SES SA 0.00%**
CDK Global, Inc. 0.00%**
Flex, Ltd. 0.00%**
Raiffeisen Bank International AG 0.00%**
Polaris, Inc. 0.00%**
Hanesbrands, Inc. 0.00%**
Apache Corp. 0.00%**
Natixis SA 0.00%**
Alumina, Ltd. 0.00%**
Ovintiv, Inc. 0.00%**
Leggett & Platt, Inc. 0.00%**
Middleby Corp. 0.00%**
IPG Photonics Corp. 0.00%**
Ingredion, Inc. 0.00%**
WiseTech Global, Ltd. 0.00%**
FLIR Systems, Inc. 0.00%**
Kimco Realty Corp., REIT 0.00%**
DXC Technology Co. 0.00%**
Axalta Coating Systems, Ltd. 0.00%**
Deutsche Lufthansa AG 0.00%**
Athene Holding, Ltd., Class A 0.00%**
American Financial Group, Inc. 0.00%**
Dropbox, Inc., Class A 0.00%**
ISS A/S 0.00%**
Andritz AG 0.00%**
Centene Corp., 5.25%, due 04/01/2025 0.00%**
Telefonica Deutschland Holding AG 0.00%**
Blackberry, Ltd. 0.00%**
BAIC Motor Corp., Ltd., H Shares 0.00%**
Fox Corp., Class B 0.00%**
CNP Assurances 0.00%**
Banco de Sabadell SA 0.00%**
Incitec Pivot, Ltd. 0.00%**
NRG Energy, Inc., 7.25%, due 05/15/2026 0.00%**
Acuity Brands, Inc. 0.00%**
Dassault Aviation SA 0.00%**
Bank of Ireland Group PLC 0.00%**
AusNet Services 0.00%**
Crown Resorts, Ltd. 0.00%**
HOCHTIEF AG 0.00%**
Noble Energy, Inc. 0.00%**
Erie Indemnity Co., Class A 0.00%**
Atco, Ltd., Class I 0.00%**
Worley, Ltd. 0.00%**
Bendigo & Adelaide Bank, Ltd. 0.00%**
National Oilwell Varco, Inc. 0.00%**
Vistra Operations Co. LLC, 5.50%, due 09/01/2026 0.00%**
Carnival PLC 0.00%**
H. Lundbeck A/S 0.00%**
Harley-Davidson, Inc. 0.00%**
Eaton Vance Corp. 0.00%**
Jefferies Financial Group, Inc. 0.00%**
Evraz PLC 0.00%**
Eurazeo SE 0.00%**
Devon Energy Corp. 0.00%**
PVH Corp. 0.00%**
TPG Telecom, Ltd. 0.00%**
Tapestry, Inc. 0.00%**
Marathon Oil Corp. 0.00%**
Mapfre SA 0.00%**
Targa Resources Corp. 0.00%**
SL Green Realty Corp., REIT 0.00%**
Fraport AG Frankfurt Airport Services Worldwide 0.00%**
Aker BP ASA 0.00%**
Qantas Airways, Ltd. 0.00%**
Invesco, Ltd. 0.00%**
ManpowerGroup, Inc. 0.00%**
Swatch Group AG 0.00%**
IGM Financial, Inc., Class B 0.00%**
NRG Energy, Inc., 5.75%, due 01/15/2028 0.00%**
Altice USA, Inc., Class A 0.00%**
Flowserve Corp. 0.00%**
ICADE, REIT 0.00%**
Unum Group 0.00%**
Liberty Global PLC, Class A 0.00%**
Telenet Group Holding NV 0.00%**
Gap, Inc. 0.00%**
Ralph Lauren Corp. 0.00%**
Xerox Holdings Corp. 0.00%**
Eutelsat Communications SA 0.00%**
Discovery, Inc., Class A 0.00%**
TUI AG 0.00%**
METRO AG 0.00%**
NRG Energy, Inc., 5.25%, due 06/15/2029 0.00%**
Norwegian Cruise Line Holdings, Ltd. 0.00%**
Kohl's Corp. 0.00%**
Centene Corp., 5.37%, due 08/15/2026 0.00%**
TechnipFMC PLC 0.00%**
RioCan, REIT 0.00%**
Washington H Soul Pattinson & Co., Ltd. 0.00%**
Air Canada 0.00%**
HollyFrontier Corp. 0.00%**
JCDecaux SA 0.00%**
Liberty Media Corp. - Liberty SiriusXM, Class A 0.00%**
Bankia SA 0.00%**
Harvey Norman Holdings, Ltd. 0.00%**
Challenger, Ltd. 0.00%**
Neles OYJ 0.00%**
Methanex Corp. 0.00%**
CIMIC Group, Ltd. 0.00%**
Casino Guichard Perrachon SA 0.00%**
easyJet PLC 0.00%**
Dufry AG 0.00%**
Flight Centre Travel Group, Ltd. 0.00%**
PrairieSky Royalty, Ltd. 0.00%**
United Airlines Holdings, Inc. 0.00%**
Westlake Chemical Corp. 0.00%**
Micro Focus International PLC 0.00%**
TripAdvisor, Inc. 0.00%**
Capri Holdings, Ltd. 0.00%**
SmartCentres, REIT 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.00%**
Husky Energy, Inc. 0.00%**
AIB Group PLC 0.00%**
First Capital Real Estate Investment Trust 0.00%**
Spirit Aerosystems Holdings, Inc., Class A 0.00%**
Swap Agreement, Pay, 12-Month USD-USCPI 0.00%**
Sabre Corp. 0.00%**
Alliance Data Systems Corp. 0.00%**
H&R Real Estate Investment Trust 0.00%**
Under Armour, Inc., Class A 0.00%**
Cronos Group, Inc. 0.00%**
Aurora Cannabis, Inc. 0.00%**
Nordstrom, Inc. 0.00%**
Under Armour, Inc., Class C 0.00%**
Continental Resources, Inc. 0.00%**
Wilmar International, Ltd. 0.00%**
American Airlines Group, Inc. 0.00%**
Bombardier, Inc., Class B 0.00%**
CIT Group, Inc. 0.00%**
Coty, Inc., Class A 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Swap Agreement, Pay, JPMorgan SEMVC Index 0.00%**
Kinnevik AB, Class B 0.00%**
Futures Contracts, Short, FTSE 100 Index 0.00%**
Occidental Petroleum Corp., Exercise Price $5.60 , Expiration Date 08/03/2027 0.00%**
Power Assets Holdings, Ltd. 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Wirecard AG 0.00%**
TUAS, Ltd. 0.00%**
Tabcorp Holdings, Ltd., Exercise Price AUD 3.25, Expiration Date 09/10/2020 0.00%**
Fieldwood Energy, Inc. 0.00%**
Fieldwood Energy LLC, 2nd Lien Term Loan, TBD, due 04/11/2023 0.00%**
Swap Agreement, Pay, JPMorgan SIPO4 Index 0.00%**
Sydney Airport, Exercise Price AUD 4.56, Expiration Date 09/02/2020 0.00%**
NMC Health PLC 0.00%**
Swap Agreement, Receive, JPMorgan SIPO4 Index 0.00%**
Swap Agreement, Pay, JPMorgan SEMLC Index 0.00%**
Swap Agreement, Pay, JPMorgan SEMGC Index 0.00%**
Futures Contracts, Short, 5-Year U.S. Treasury Note 0.00%**
Futures Contracts, Short, EURO STOXX 50® Index 0.00%**
Futures Contracts, Short, Nikkei 225 Index -0.02%**
Swap Agreement, Pay, JPMorgan SU5LC Index -0.03%**
Swap Agreement, Receive, JPMorgan SU1VC Index -0.03%**
Swap Agreement, Receive, JPMorgan SU1VC Index -0.04%**
Swap Agreement, Receive, JPMorgan SU1VC Index -0.04%**
Swap Agreement, Receive, S&P 500 VIX Short-Term Futures Index -0.04%**
Swap Agreement, Pay, JPMorgan SU5GC Index -0.05%**
Futures Contracts, Short, MSCI Emerging Markets Index -0.05%**
Swap Agreement, Receive, JPMorgan SEMVC Index -0.07%**
Futures Contracts, Short, Euro-BTP Italy Government Bond -0.07%**
Swap Agreement, Receive, JPMorgan SU5VC Index -0.10%**
Futures Contracts, Short, S&P 500® E-Mini Index -0.79%**
Net Other Assets (Liabilities) 12.96%