|
09/30/2020* |
Transamerica BlackRock Global Allocation VP
| Security Description | % of Total Net Assets |
|---|---|
| Hellenic Republic Government Bond, 3.75%, due 01/30/2028 | 2.55% |
| Mexico Bonos, Series M, 8.50%, due 05/31/2029 | 2.43% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 1.84% |
| U.S. Treasury Note, 1.87%, due 07/31/2022 | 1.78% |
| U.S. Treasury Note, 1.37%, due 01/31/2021 | 1.34% |
| Japan Government Ten Year Bond, 0.10%, due 06/20/2026 | 1.30% |
| Apple, Inc. | 1.29% |
| U.S. Treasury Note, 2.12%, due 05/15/2025 | 1.27% |
| Uniform Mortgage-Backed Security, 3.00%, TBA | 0.96% |
| Microsoft Corp. | 0.94% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 0.89% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.87% |
| Amazon.com, Inc. | 0.83% |
| D.R. Horton, Inc. | 0.82% |
| Lennar Corp., Class A | 0.74% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 | 0.73% |
| 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% |
| Toyota Motor Corp. | 0.58% |
| U.S. Treasury Bond, 1.12%, due 05/15/2040 | 0.58% |
| Australia Government Bond, 2.50%, due 05/21/2030 | 0.57% |
| 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 | 0.54% |
| Bridgestone Corp. | 0.50% |
| Cie Generale des Etablissements Michelin SCA | 0.47% |
| NVR, Inc. | 0.47% |
| U.K. Gilt, 3.50%, due 01/22/2045 | 0.45% |
| Marriott International, Inc., Class A | 0.45% |
| Australia Government Bond, 0.25%, due 11/21/2025 | 0.44% |
| Japan Government Twenty Year Bond, 0.40%, due 03/20/2040 | 0.43% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.43% |
| Swap Agreement, Receive, MSCI Daily TR Gross USA USD Index | 0.42% |
| Nestle SA | 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. | 0.37% |
| Canada Government Bond, 1.25%, due 06/01/2030 | 0.37% |
| BHP Group, Ltd. | 0.37% |
| Italy Buoni Poliennali del Tesoro, 1.75%, due 07/01/2024 | 0.35% |
| Hilton Worldwide Holdings, Inc. | 0.34% |
| Italy Buoni Poliennali del Tesoro, 2.45%, due 09/01/2050 | 0.34% |
| Bundesrepublik Deutschland Bundesanleihe, 0.25%, due 02/15/2029 | 0.34% |
| Kingdom of Belgium Government Bond, 1.90%, due 06/22/2038 | 0.34% |
| Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 | 0.33% |
| Union Pacific Corp. | 0.31% |
| Rio Tinto PLC | 0.30% |
| Japan Government Twenty Year Bond, 0.60%, due 06/20/2037 | 0.30% |
| International Bank for Reconstruction & Development, 0.50%, due 08/19/2027 | 0.29% |
| New Zealand Government Bond, 2.75%, due 04/15/2037 | 0.29% |
| Alphabet, Inc., Class C | 0.28% |
| AIA Group, Ltd. | 0.28% |
| U.K. Gilt, 0.62%, due 10/22/2050 | 0.28% |
| Roche Holding AG | 0.27% |
| United Parcel Service, Inc., Class B | 0.27% |
| Honeywell International, Inc. | 0.27% |
| Alphabet, Inc., Class A | 0.27% |
| French Republic Government Bond OAT, 1.50%, due 05/25/2050 | 0.27% |
| JPMorgan Chase & Co. | 0.26% |
| Bundesrepublik Deutschland Bundesanleihe, 4.25%, due 07/04/2039 | 0.26% |
| Daimler AG | 0.26% |
| Johnson & Johnson | 0.25% |
| Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 | 0.23% |
| Swap Agreement, Receive, MSCI Japan Net Total Return USD Index | 0.23% |
| Lockheed Martin Corp. | 0.23% |
| U.K. Gilt, 4.25%, due 09/07/2039 | 0.22% |
| Novartis AG | 0.22% |
| Procter & Gamble Co. | 0.22% |
| Visa, Inc., Class A | 0.22% |
| Netherlands Government Bond, Zero Coupon, due 07/15/2030 | 0.21% |
| ASML Holding NV | 0.21% |
| 3M Co. | 0.21% |
| Japan Government Five Year Bond, 0.10%, due 12/20/2023 | 0.21% |
| Boeing Co. | 0.21% |
| Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 | 0.21% |
| Raytheon Technologies Corp. | 0.20% |
| SAP SE | 0.20% |
| Wells Fargo Bank NA, 2.08%, due 09/09/2022 | 0.20% |
| Kreditanstalt fuer Wiederaufbau, Series MTN, 1.12%, due 09/15/2032 | 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% |
| NVIDIA Corp. | 0.20% |
| Province of Quebec, 1.90%, due 09/01/2030 | 0.20% |
| Mastercard, Inc., Class A | 0.19% |
| Caterpillar, Inc. | 0.19% |
| Province of British Columbia, 2.20%, due 06/18/2030 | 0.19% |
| Home Depot, Inc. | 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% |
| Province of Ontario, 2.30%, due 06/15/2026 | 0.18% |
| UnitedHealth Group, Inc. | 0.18% |
| General Motors Co. | 0.18% |
| U.K. Gilt, 1.62%, due 10/22/2028 | 0.18% |
| Bank of America Corp. | 0.18% |
| Berkshire Hathaway, Inc., Class B | 0.18% |
| Toll Brothers, Inc. | 0.18% |
| Tesla, Inc. | 0.18% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.18% |
| Portugal Obrigacoes do Tesouro OT, 0.70%, due 10/15/2027 | 0.17% |
| AstraZeneca PLC | 0.17% |
| Republic of Austria Government Bond, 4.15%, due 03/15/2037 | 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% |
| Comcast Corp., 3.70%, due 04/15/2024 | 0.16% |
| Honda Motor Co., Ltd. | 0.16% |
| Volkswagen AG, 3.53% | 0.16% |
| Verizon Communications, Inc. | 0.16% |
| Deere & Co. | 0.15% |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.15% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.15% |
| Sun Hung Kai Properties, Ltd. | 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% |
| Adobe, Inc. | 0.15% |
| Sanofi | 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% |
| Masco Corp. | 0.15% |
| FedEx Corp. | 0.14% |
| Walt Disney Co. | 0.14% |
| Indonesia Government International Bond, 1.75%, due 04/24/2025 | 0.14% |
| Synchrony Bank, 3.00%, due 06/15/2022 | 0.14% |
| Intel Corp. | 0.14% |
| Vulcan Materials Co. | 0.14% |
| Novo Nordisk A/S, Class B | 0.14% |
| Italy Buoni Poliennali del Tesoro, 1.85%, due 07/01/2025 | 0.14% |
| BPCE SA, 5.15%, due 07/21/2024 | 0.14% |
| Illinois Tool Works, Inc. | 0.14% |
| InterContinental Hotels Group PLC | 0.14% |
| Medtronic Global Holdings SCA, 1.12%, due 03/07/2027 | 0.14% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.14% |
| CSX Corp. | 0.14% |
| Australia Government Bond, 3.00%, due 03/21/2047 | 0.14% |
| PayPal Holdings, Inc. | 0.14% |
| Merck & Co., Inc. | 0.13% |
| Comcast Corp., Class A | 0.13% |
| Netflix, Inc. | 0.13% |
| AT&T, Inc. | 0.13% |
| Verizon Communications, Inc., 1.37%, due 10/27/2026 | 0.13% |
| Bayerische Motoren Werke AG | 0.13% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 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% |
| Coca-Cola Co. | 0.13% |
| General Electric Co. | 0.13% |
| salesforce.com, Inc. | 0.13% |
| Pfizer, Inc. | 0.13% |
| Martin Marietta Materials, Inc. | 0.13% |
| Emerson Electric Co., Series MTN, 1.25%, due 10/15/2025 | 0.13% |
| Norfolk Southern Corp. | 0.13% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.13% |
| CaixaBank SA, Series MTN, 0.75%, due 04/18/2023 | 0.13% |
| Ford Motor Co. | 0.12% |
| AT&T, Inc., 1.80%, due 09/05/2026 | 0.12% |
| Walmart, Inc. | 0.12% |
| TOTAL SE, Series MTN, 2.70%, due 05/05/2023 | 0.12% |
| ASR Nederland NV, 5.00%, due 09/30/2024 | 0.12% |
| PepsiCo, Inc., Series MTN, 2.62%, due 04/28/2026 | 0.12% |
| Vale SA | 0.12% |
| Orange SA, Series MTN, 5.00%, due 10/01/2026 | 0.12% |
| Ferrari NV | 0.12% |
| Accor SA | 0.12% |
| Abbott Laboratories | 0.12% |
| PepsiCo, Inc. | 0.12% |
| Royal Bank of Canada | 0.12% |
| Aptiv PLC | 0.12% |
| Banco Santander SA, Series MTN, 3.12%, due 01/19/2027 | 0.12% |
| Meritage Homes Corp. | 0.12% |
| Unilever NV | 0.12% |
| Northrop Grumman Corp. | 0.12% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.12% |
| Malaysia Government Bond, 3.89%, due 11/16/2027 | 0.12% |
| TOTAL SE | 0.11% |
| Saudi Arabian Oil Co., Series MTN, 3.50%, due 04/16/2029 | 0.11% |
| CapitaLand, Ltd. | 0.11% |
| L'Oreal SA | 0.11% |
| Thermo Fisher Scientific, Inc. | 0.11% |
| Muenchener Rueckversicherungs-Gesellschaft AG, Series MTN, 6.00%, due 05/26/2041 | 0.11% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.11% |
| TJX Cos., Inc., 3.87%, due 04/15/2030 | 0.11% |
| GlaxoSmithKline PLC | 0.11% |
| Waste Management, Inc. | 0.11% |
| Georgia-Pacific LLC, 2.30%, due 04/30/2030 | 0.11% |
| AT&T, Inc., 2.90%, due 12/04/2026 | 0.11% |
| CSL, Ltd. | 0.11% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.11% |
| Target Corp., 2.65%, due 09/15/2030 | 0.11% |
| Oracle Corp., 2.95%, due 04/01/2030 | 0.11% |
| Deere & Co., 3.10%, due 04/15/2030 | 0.11% |
| NiSource, Inc., 3.60%, due 05/01/2030 | 0.11% |
| Spain Government Bond, 2.70%, due 10/31/2048 | 0.11% |
| Procter & Gamble Co., 3.00%, due 03/25/2030 | 0.11% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.11% |
| Oracle Corp., 2.80%, due 04/01/2027 | 0.11% |
| American Tower Corp., 2.40%, due 03/15/2025 | 0.11% |
| Crown Castle International Corp., 3.30%, due 07/01/2030 | 0.11% |
| Allianz SE | 0.11% |
| Olympic Tower Mortgage Trust, Series 2017-OT, Class A, 3.56%, due 05/10/2039 | 0.11% |
| Fox Corp., 4.70%, due 01/25/2029 | 0.11% |
| Palantir Technologies, Inc., 0.00% | 0.11% |
| Cisco Systems, Inc. | 0.10% |
| Cooperatieve Rabobank UA, 3.95%, due 11/09/2022 | 0.10% |
| McDonald's Corp. | 0.10% |
| International Business Machines Corp., 3.00%, due 05/15/2024 | 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% |
| Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 | 0.10% |
| Fortescue Metals Group, Ltd. | 0.10% |
| KB Home | 0.10% |
| British American Tobacco PLC | 0.10% |
| Iberdrola SA | 0.10% |
| Diageo PLC | 0.10% |
| Air Liquide SA | 0.10% |
| NIKE, Inc., Class B | 0.10% |
| Costco Wholesale Corp. | 0.10% |
| Eaton Corp. PLC | 0.10% |
| AbbVie, Inc. | 0.10% |
| Pertamina Persero PT, Series MTN, 6.50%, due 11/07/2048 | 0.10% |
| HSBC Holdings PLC | 0.10% |
| Roper Technologies, Inc. | 0.10% |
| Commonwealth Bank of Australia | 0.10% |
| Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2050 | 0.09% |
| Amgen, Inc. | 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% |
| Africa Finance Corp., Series MTN, 4.37%, due 04/17/2026 | 0.09% |
| Korea International Bond, 2.00%, due 06/19/2024 | 0.09% |
| Pirelli & C SpA | 0.09% |
| Enel SpA | 0.09% |
| Emerson Electric Co. | 0.09% |
| Broadcom, Inc. | 0.09% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.09% |
| Canadian National Railway Co. | 0.09% |
| Schneider Electric SE | 0.09% |
| Accenture PLC, Class A | 0.09% |
| Exxon Mobil Corp., 2.99%, due 03/19/2025 | 0.09% |
| Exxon Mobil Corp. | 0.09% |
| MDC Holdings, Inc. | 0.09% |
| Bristol-Myers Squibb Co. | 0.09% |
| ONGC Videsh Vankorneft Pte, Ltd., 3.75%, due 07/27/2026 | 0.09% |
| Medtronic PLC | 0.09% |
| SLM Private Education Loan Trust, Series 2010-C, Class A5, 4.90%, due 10/15/2041 | 0.09% |
| Hyatt Hotels Corp., Class A | 0.09% |
| L3 Harris Technologies, Inc. | 0.09% |
| Oracle Corp. | 0.09% |
| Verizon Communications, Inc., 3.50%, due 11/01/2024 | 0.09% |
| Chile Government International Bond, 3.50%, due 01/25/2050 | 0.09% |
| QUALCOMM, Inc. | 0.09% |
| Chevron Corp. | 0.09% |
| Oracle Corp., 3.60%, due 04/01/2050 | 0.09% |
| Danaher Corp. | 0.08% |
| JPMorgan Chase & Co., 2.08%, due 04/22/2026 | 0.08% |
| Texas Instruments, Inc. | 0.08% |
| Sweden Government Bond, 0.75%, due 05/12/2028 | 0.08% |
| NextEra Energy, Inc. | 0.08% |
| Unilever PLC | 0.08% |
| Reckitt Benckiser Group PLC | 0.08% |
| Wells Fargo & Co. | 0.08% |
| Citigroup, Inc. | 0.08% |
| Transurban Finance Co. Pty, Ltd., Series MTN, 2.00%, due 08/28/2025 | 0.08% |
| Becton Dickinson & Co., 2.89%, due 06/06/2022 | 0.08% |
| Italy Buoni Poliennali del Tesoro, 1.80%, due 03/01/2041 | 0.08% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.08% |
| adidas AG | 0.08% |
| Eli Lilly & Co. | 0.08% |
| Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2050 | 0.08% |
| Linde PLC | 0.08% |
| Nokian Renkaat OYJ | 0.08% |
| Bayer AG | 0.08% |
| Denso Corp. | 0.08% |
| Nederlandse Waterschapsbank NV, 1.00%, due 05/28/2030 | 0.08% |
| General Dynamics Corp. | 0.08% |
| Prologis Euro Finance LLC, 1.87%, due 01/05/2029 | 0.08% |
| Lowe's Cos., Inc. | 0.08% |
| Finland Government Bond, 1.12%, due 04/15/2034 | 0.08% |
| BNP Paribas SA, Series MTN, 1.12%, due 06/11/2026 | 0.08% |
| Fidelity National Financial, Inc. | 0.08% |
| Banque Federative du Credit Mutuel SA, Series MTN, 0.75%, due 07/17/2025 | 0.08% |
| Chubb INA Holdings, Inc., 0.87%, due 06/15/2027 | 0.08% |
| Fiat Chrysler Automobiles NV | 0.07% |
| CoStar Group, Inc. | 0.07% |
| BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A, 2.84%, due 08/14/2034 | 0.07% |
| BASF SE | 0.07% |
| Level 3 Financing, Inc., 3.40%, due 03/01/2027 | 0.07% |
| Philip Morris International, Inc. | 0.07% |
| Vistra Operations Co. LLC, 5.62%, due 02/15/2027 | 0.07% |
| Deutsche Telekom AG | 0.07% |
| Cummins, Inc. | 0.07% |
| Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 | 0.07% |
| BAT Capital Corp., 3.55%, due 08/15/2027 | 0.07% |
| Owens Corning | 0.07% |
| Exeter Automobile Receivables Trust, Series 2018-2A, Class D, 4.04%, due 03/15/2024 | 0.07% |
| Johnson Controls International PLC | 0.07% |
| Burlington Northern Santa Fe LLC, 4.55%, due 09/01/2044 | 0.07% |
| NIKE, Inc., 2.85%, due 03/27/2030 | 0.07% |
| Enterprise Products Operating LLC, 3.35%, due 03/15/2023 | 0.07% |
| BP PLC | 0.07% |
| Magna International, Inc. | 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% |
| Becton Dickinson & Co., 3.12%, due 11/08/2021 | 0.07% |
| AbbVie, Inc., 3.20%, due 11/21/2029 | 0.07% |
| Denmark Government Bond, 0.50%, due 11/15/2029 | 0.07% |
| Enbridge, Inc. | 0.07% |
| Whitbread PLC | 0.07% |
| Cintas Corp. | 0.07% |
| IHS Markit, Ltd. | 0.07% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 0.07% |
| International Business Machines Corp. | 0.07% |
| Watsco, Inc. | 0.07% |
| Uber Technologies, Inc. | 0.07% |
| NIO, Inc., ADR | 0.07% |
| PACCAR, Inc. | 0.07% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class LNC3, 4.74%, due 12/15/2046 | 0.07% |
| American Tower Corp., REIT | 0.07% |
| Trane Technologies PLC | 0.07% |
| Indonesia Treasury Bond, 8.25%, due 05/15/2029 | 0.07% |
| Verisk Analytics, Inc. | 0.07% |
| Small Business Origination Loan Trust DAC, Series 2019-2, Class A, 1.24%, due 03/15/2028 | 0.07% |
| Republic of Poland Government Bond, 2.50%, due 07/25/2027 | 0.07% |
| Kering SA | 0.07% |
| Starbucks Corp. | 0.06% |
| Continental AG | 0.06% |
| Zurich Insurance Group AG | 0.06% |
| Wells Fargo & Co., Series MTN, 5.01%, due 04/04/2051 | 0.06% |
| Waste Connections, Inc. | 0.06% |
| Royal Dutch Shell PLC, A Shares | 0.06% |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 | 0.06% |
| Choice Hotels International, Inc. | 0.06% |
| UBS Group AG, 4.12%, due 09/24/2025 | 0.06% |
| Parker-Hannifin Corp. | 0.06% |
| Futures Contracts, Short, EURO STOXX 50® Index | 0.06% |
| Russian Federal Bond - OFZ, 7.95%, due 10/07/2026 | 0.06% |
| Cigna Corp., 3.05%, due 10/15/2027 | 0.06% |
| Deutsche Post AG | 0.06% |
| Otis Worldwide Corp. | 0.06% |
| Bank of Nova Scotia | 0.06% |
| Prosus NV | 0.06% |
| Fastenal Co. | 0.06% |
| Barrick Gold Corp. | 0.06% |
| Carrier Global Corp. | 0.06% |
| Mohawk Industries, Inc. | 0.06% |
| Vinci SA | 0.06% |
| Airbus SE | 0.06% |
| Stanley Black & Decker, Inc. | 0.06% |
| Indonesia Treasury Bond, 8.37%, due 03/15/2034 | 0.06% |
| Rockwell Automation, Inc. | 0.06% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.63%, due 01/25/2027 | 0.06% |
| Fidelity National Information Services, Inc. | 0.06% |
| ABB, Ltd. | 0.06% |
| Charter Communications, Inc., Class A | 0.06% |
| ServiceNow, Inc. | 0.06% |
| ONEOK Partners, LP, 4.90%, due 03/15/2025 | 0.06% |
| Scotts Miracle-Gro Co. | 0.06% |
| Anheuser-Busch InBev SA | 0.06% |
| Koninklijke Philips NV | 0.06% |
| TransDigm Group, Inc. | 0.06% |
| Peugeot SA | 0.06% |
| NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 | 0.06% |
| S&P Global, Inc. | 0.06% |
| Wyndham Hotels & Resorts, Inc. | 0.06% |
| BHP Group PLC | 0.05% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 | 0.05% |
| BNP Paribas SA | 0.05% |
| Royal Dutch Shell PLC, B Shares | 0.05% |
| Sumitomo Rubber Industries, Ltd. | 0.05% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.05% |
| Intuitive Surgical, Inc. | 0.05% |
| Fortive Corp. | 0.05% |
| Advanced Micro Devices, Inc. | 0.05% |
| AMETEK, Inc. | 0.05% |
| Danone SA | 0.05% |
| UBS Group AG | 0.05% |
| Shell International Finance BV, 2.37%, due 04/06/2025 | 0.05% |
| Mondelez International, Inc., Class A | 0.05% |
| Yokohama Rubber Co., Ltd. | 0.05% |
| EssilorLuxottica SA | 0.05% |
| Brookfield Asset Management, Inc., Class A | 0.05% |
| Lonza Group AG | 0.05% |
| BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 | 0.05% |
| RELX PLC | 0.05% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.05% |
| American Credit Acceptance Receivables Trust, Series 2020-2, Class C, 3.88%, due 04/13/2026 | 0.05% |
| Italy Buoni Poliennali del Tesoro, 1.40%, due 05/26/2025 | 0.05% |
| Copart, Inc. | 0.05% |
| Intuit, Inc. | 0.05% |
| Westpac Banking Corp. | 0.05% |
| Centene Corp., 5.37%, due 06/01/2026 | 0.05% |
| Subaru Corp. | 0.05% |
| Porsche Automobil Holding SE, 4.39% | 0.05% |
| Gilead Sciences, Inc. | 0.05% |
| Canadian Pacific Railway, Ltd. | 0.05% |
| Zoetis, Inc. | 0.05% |
| Marriott Vacations Worldwide Corp. | 0.05% |
| Toyo Tire Corp. | 0.05% |
| Target Corp. | 0.05% |
| Muenchener Rueckversicherungs-Gesellschaft AG | 0.05% |
| Geely Automobile Holdings, Ltd. | 0.05% |
| Infineon Technologies AG | 0.05% |
| National Grid PLC | 0.05% |
| Republic Services, Inc. | 0.05% |
| AXA SA | 0.05% |
| CVS Health Corp. | 0.05% |
| Givaudan SA | 0.05% |
| Prologis, Inc., REIT | 0.05% |
| US Bancorp | 0.05% |
| Vonovia SE | 0.05% |
| TC Energy Corp. | 0.05% |
| Prudential PLC | 0.05% |
| First American Financial Corp. | 0.05% |
| Altria Group, Inc. | 0.05% |
| Bank of Montreal | 0.04% |
| NXP Semiconductors NV | 0.04% |
| American Express Co. | 0.04% |
| Truist Financial Corp. | 0.04% |
| Equifax, Inc. | 0.04% |
| Pernod Ricard SA | 0.04% |
| Crown Castle International Corp., REIT | 0.04% |
| Stryker Corp. | 0.04% |
| Safran SA | 0.04% |
| London Stock Exchange Group PLC | 0.04% |
| BlackRock, Inc. | 0.04% |
| Centene Corp., 4.75%, due 01/15/2025 | 0.04% |
| Netherlands Government Bond, 2.75%, due 01/15/2047 | 0.04% |
| Deutsche Boerse AG | 0.04% |
| National Australia Bank, Ltd. | 0.04% |
| Swap Agreement, Pay, JPMorgan SIPO4 Index | 0.04% |
| Cie Financiere Richemont SA | 0.04% |
| Vodafone Group PLC | 0.04% |
| TJX Cos., Inc. | 0.04% |
| Spain Government Bond, 3.45%, due 07/30/2066 | 0.04% |
| Equinix, Inc., REIT | 0.04% |
| CPS Auto Receivables Trust, Series 2016-C, Class D, 5.92%, due 06/15/2022 | 0.04% |
| Wesfarmers, Ltd. | 0.04% |
| Williams Cos., Inc., 3.70%, due 01/15/2023 | 0.04% |
| Anthem, Inc. | 0.04% |
| Air Products & Chemicals, Inc. | 0.04% |
| Swap Agreement, Pay, JPMorgan SU1LC Index | 0.04% |
| PNC Financial Services Group, Inc. | 0.04% |
| Vertex Pharmaceuticals, Inc. | 0.04% |
| Swap Agreement, Pay, JPMorgan SU1LC Index | 0.04% |
| Telefonaktiebolaget LM Ericsson, B Shares | 0.04% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.04% |
| Koninklijke Ahold Delhaize NV | 0.04% |
| Australia & New Zealand Banking Group, Ltd. | 0.04% |
| Swap Agreement, Pay, JPMorgan SU1LC Index | 0.04% |
| Booking Holdings, Inc. | 0.04% |
| Goldman Sachs Group, Inc. | 0.04% |
| Banco Santander SA | 0.04% |
| Exxon Mobil Corp., 3.45%, due 04/15/2051 | 0.04% |
| Kansas City Southern | 0.04% |
| Experian PLC | 0.04% |
| BYD Co., Ltd., H Shares | 0.04% |
| Old Dominion Freight Line, Inc. | 0.04% |
| HSBC Holdings PLC, 3.26%, due 03/13/2023 | 0.04% |
| Industria de Diseno Textil SA | 0.04% |
| OBX Trust, Series 2020-EXP1, Class 1A8, 3.50%, due 02/25/2060 | 0.04% |
| Dominion Energy, Inc. | 0.04% |
| Cigna Corp. | 0.04% |
| Duke Energy Corp. | 0.04% |
| Lowe's Cos., Inc., 5.12%, due 04/15/2050 | 0.04% |
| DSV Panalpina A/S | 0.04% |
| Swap Agreement, Pay, JPMorgan SEMLC Index | 0.04% |
| Canadian Imperial Bank of Commerce | 0.04% |
| Toyota Industries Corp. | 0.04% |
| Atlas Copco AB, A Shares | 0.04% |
| BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 | 0.04% |
| Sherwin-Williams Co. | 0.04% |
| Kone OYJ, Class B | 0.04% |
| Becton Dickinson & Co. | 0.04% |
| Koninklijke DSM NV | 0.04% |
| Colgate-Palmolive Co. | 0.04% |
| Woolworths Group, Ltd. | 0.04% |
| WW Grainger, Inc. | 0.04% |
| Activision Blizzard, Inc. | 0.04% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.04% |
| Valeo SA | 0.04% |
| CRH PLC | 0.04% |
| National Australia Bank, Ltd., Series MTN, 0.62%, due 08/30/2023 | 0.04% |
| Sika AG | 0.04% |
| ING Groep NV | 0.04% |
| M / I Homes, Inc. | 0.04% |
| Home Depot, Inc., 3.30%, due 04/15/2040 | 0.04% |
| Flagship Credit Auto Trust, Series 2020-2, Class C, 3.80%, due 04/15/2026 | 0.04% |
| Automatic Data Processing, Inc. | 0.04% |
| Investor AB, B Shares | 0.04% |
| CME Group, Inc. | 0.04% |
| Fiserv, Inc. | 0.04% |
| Intesa Sanpaolo SpA | 0.04% |
| Republic of Austria Government Bond, 2.10%, due 09/20/2117 | 0.04% |
| TransUnion | 0.04% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.04% |
| Dover Corp. | 0.04% |
| Vestas Wind Systems A/S | 0.04% |
| BorgWarner, Inc. | 0.04% |
| Alimentation Couche-Tard, Inc., Class B | 0.04% |
| Expeditors International of Washington, Inc. | 0.04% |
| Southern Co. | 0.04% |
| Hermes International | 0.04% |
| Marsh & McLennan Cos., Inc. | 0.04% |
| Volvo AB, B Shares | 0.04% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.04% |
| Xylem, Inc. | 0.04% |
| Nissan Motor Co., Ltd. | 0.04% |
| Square, Inc., Class A | 0.04% |
| Macquarie Group, Ltd. | 0.04% |
| Humana, Inc. | 0.03% |
| Sumitomo Electric Industries, Ltd. | 0.03% |
| Intercontinental Exchange, Inc. | 0.03% |
| Applied Materials, Inc. | 0.03% |
| Progressive Corp. | 0.03% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.03% |
| Chubb, Ltd. | 0.03% |
| Dollar General Corp. | 0.03% |
| Goodyear Tire & Rubber Co. | 0.03% |
| Boston Scientific Corp. | 0.03% |
| Global Payments, Inc. | 0.03% |
| Micron Technology, Inc. | 0.03% |
| Tesco PLC | 0.03% |
| Engie SA | 0.03% |
| E.ON SE | 0.03% |
| Amadeus IT Group SA | 0.03% |
| Autodesk, Inc. | 0.03% |
| Manulife Financial Corp. | 0.03% |
| Transurban Group | 0.03% |
| Ecolab, Inc. | 0.03% |
| Dassault Systemes SE | 0.03% |
| CH Robinson Worldwide, Inc. | 0.03% |
| IDEX Corp. | 0.03% |
| Biogen, Inc. | 0.03% |
| Cooper Tire & Rubber Co. | 0.03% |
| Credit Suisse Group AG | 0.03% |
| Edwards Lifesciences Corp. | 0.03% |
| Franco-Nevada Corp. | 0.03% |
| ONEOK, Inc., 2.75%, due 09/01/2024 | 0.03% |
| Newmont Corp. | 0.03% |
| Kimberly-Clark Corp. | 0.03% |
| Aon PLC, Class A | 0.03% |
| Nordea Bank Abp | 0.03% |
| Heineken NV | 0.03% |
| Anglo American PLC | 0.03% |
| Rio Tinto, Ltd. | 0.03% |
| Estee Lauder Cos., Inc., Class A | 0.03% |
| Orsted A/S | 0.03% |
| Moody's Corp. | 0.03% |
| MercadoLibre, Inc. | 0.03% |
| Lam Research Corp. | 0.03% |
| United Rentals, Inc. | 0.03% |
| Neste OYJ | 0.03% |
| Wolters Kluwer NV | 0.03% |
| Vivendi SA | 0.03% |
| Navient Private Education Loan Trust, Series 2014-AA, Class A3, 1.75%, due 10/15/2031 | 0.03% |
| T-Mobile US, Inc. | 0.03% |
| Abu Dhabi Government International Bond, 3.12%, due 04/16/2030 | 0.03% |
| Lloyds Banking Group PLC | 0.03% |
| Ingersoll Rand, Inc. | 0.03% |
| Alcon, Inc. | 0.03% |
| Compass Group PLC | 0.03% |
| Nokia OYJ | 0.03% |
| New Zealand Government Bond, 1.50%, due 05/15/2031 | 0.03% |
| Volkswagen AG | 0.03% |
| Illumina, Inc. | 0.03% |
| United Overseas Bank, Ltd. | 0.03% |
| NVIDIA Corp., 3.50%, due 04/01/2050 | 0.03% |
| RWE AG | 0.03% |
| Lear Corp. | 0.03% |
| Palantir Technologies, Inc., Class A | 0.03% |
| Jacobs Engineering Group, Inc. | 0.03% |
| STMicroelectronics NV | 0.03% |
| Legrand SA | 0.03% |
| Fortune Brands Home & Security, Inc. | 0.03% |
| Regeneron Pharmaceuticals, Inc. | 0.03% |
| Sun Life Financial, Inc. | 0.03% |
| Assa Abloy AB, B Shares | 0.03% |
| Citigroup, Inc., 2.66%, due 01/29/2031 | 0.03% |
| Sandvik AB | 0.03% |
| Genmab A/S | 0.03% |
| Cie de Saint-Gobain | 0.03% |
| Ferguson PLC | 0.03% |
| McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 | 0.03% |
| Autoliv, Inc. | 0.03% |
| LafargeHolcim, Ltd. | 0.03% |
| Geberit AG | 0.03% |
| Orange SA | 0.03% |
| Capgemini SE | 0.03% |
| Glencore PLC | 0.03% |
| Barclays PLC | 0.03% |
| Swiss Re AG | 0.03% |
| Jardine Matheson Holdings, Ltd. | 0.03% |
| Constellation Software, Inc. | 0.03% |
| Analog Devices, Inc. | 0.03% |
| Louisiana-Pacific Corp. | 0.03% |
| Charles Schwab Corp. | 0.03% |
| Extended Stay America, Inc. | 0.03% |
| Akzo Nobel NV | 0.03% |
| Kerry Group PLC, Class A | 0.03% |
| Eni SpA | 0.03% |
| U.S. Treasury Bill, 0.15%, due 01/28/2021 | 0.03% |
| Eagle Materials, Inc. | 0.03% |
| Wheaton Precious Metals Corp. | 0.03% |
| Westinghouse Air Brake Technologies Corp. | 0.03% |
| Nutrien, Ltd. | 0.03% |
| DuPont de Nemours, Inc. | 0.03% |
| Swap Agreement, Pay, JPMorgan SEMGC Index | 0.03% |
| Adyen NV | 0.03% |
| Fresenius SE & Co. KGaA | 0.03% |
| American Electric Power Co., Inc. | 0.03% |
| Merck KGaA | 0.03% |
| UFP Industries, Inc. | 0.03% |
| Banco Bilbao Vizcaya Argentaria SA | 0.03% |
| Essity AB, Class B | 0.02% |
| Hexagon AB, B Shares | 0.02% |
| Goodman Group, REIT | 0.02% |
| JB Hunt Transport Services, Inc. | 0.02% |
| Digital Realty Trust, Inc., REIT | 0.02% |
| eBay, Inc. | 0.02% |
| Baxter International, Inc. | 0.02% |
| Henkel AG & Co. KGaA, 2.04% | 0.02% |
| Teledyne Technologies, Inc. | 0.02% |
| DexCom, Inc. | 0.02% |
| BAE Systems PLC | 0.02% |
| Cognizant Technology Solutions Corp., Class A | 0.02% |
| Energy Transfer Operating, LP, 4.05%, due 03/15/2025 | 0.02% |
| Hang Lung Properties, Ltd. | 0.02% |
| Fresenius Medical Care AG & Co. KGaA | 0.02% |
| Veeva Systems, Inc., Class A | 0.02% |
| MGIC Investment Corp. | 0.02% |
| Teleperformance | 0.02% |
| General Mills, Inc. | 0.02% |
| Deutsche Wohnen SE | 0.02% |
| Sampo OYJ, A Shares | 0.02% |
| Lululemon Athletica, Inc. | 0.02% |
| Aisin Seiki Co., Ltd. | 0.02% |
| General Electric Co., 4.35%, due 05/01/2050 | 0.02% |
| Symrise AG | 0.02% |
| Dow, Inc. | 0.02% |
| Xcel Energy, Inc. | 0.02% |
| O'Reilly Automotive, Inc. | 0.02% |
| Quintis Pty, Ltd. | 0.02% |
| Electronic Arts, Inc. | 0.02% |
| Suncor Energy, Inc. | 0.02% |
| Agnico Eagle Mines, Ltd. | 0.02% |
| ConocoPhillips | 0.02% |
| SBA Communications Corp., REIT | 0.02% |
| Koito Manufacturing Co., Ltd. | 0.02% |
| Deutsche Bank AG | 0.02% |
| Exelon Corp. | 0.02% |
| Workday, Inc., Class A | 0.02% |
| HCA Healthcare, Inc. | 0.02% |
| Canadian Natural Resources, Ltd. | 0.02% |
| Swap Agreement, Pay, JPMorgan SU5GC Index | 0.02% |
| IDEXX Laboratories, Inc. | 0.02% |
| UniCredit SpA | 0.02% |
| Public Storage, REIT | 0.02% |
| SMB Private Education Loan Trust, Series 2019-A, Class A2A, 3.44%, due 07/15/2036 | 0.02% |
| Coloplast A/S, Class B | 0.02% |
| Blackstone Group, Inc., Class A | 0.02% |
| Fortis, Inc. | 0.02% |
| Isuzu Motors, Ltd. | 0.02% |
| Allegion PLC | 0.02% |
| Centene Corp. | 0.02% |
| Lennox International, Inc. | 0.02% |
| UPM-Kymmene OYJ | 0.02% |
| Synopsys, Inc. | 0.02% |
| Ross Stores, Inc. | 0.02% |
| Partners Group Holding AG | 0.02% |
| Capital One Financial Corp. | 0.02% |
| Sempra Energy | 0.02% |
| Twitter, Inc. | 0.02% |
| TE Connectivity, Ltd. | 0.02% |
| Assicurazioni Generali SpA | 0.02% |
| Smith & Nephew PLC | 0.02% |
| Imperial Brands PLC | 0.02% |
| Atlas Copco AB, B Shares | 0.02% |
| Monster Beverage Corp. | 0.02% |
| Ashtead Group PLC | 0.02% |
| MSCI, Inc. | 0.02% |
| Constellation Brands, Inc., Class A | 0.02% |
| SSE PLC | 0.02% |
| T. Rowe Price Group, Inc. | 0.02% |
| Amphenol Corp., Class A | 0.02% |
| SGS SA | 0.02% |
| Telefonica SA | 0.02% |
| Agilent Technologies, Inc. | 0.02% |
| Newcrest Mining, Ltd. | 0.02% |
| Textron, Inc. | 0.02% |
| Hungary Government Bond, 3.00%, due 08/21/2030 | 0.02% |
| Restaurant Brands International, Inc. | 0.02% |
| Norway Government Bond, 1.37%, due 08/19/2030 | 0.02% |
| Cellnex Telecom SA | 0.02% |
| Thomson Reuters Corp. | 0.02% |
| National Bank of Canada | 0.02% |
| Allstate Corp. | 0.02% |
| Twilio, Inc., Class A | 0.02% |
| CGI, Inc. | 0.02% |
| KLA Corp. | 0.02% |
| Coles Group, Ltd. | 0.02% |
| Sartorius AG, 0.10% | 0.02% |
| Sysco Corp. | 0.02% |
| UCB SA | 0.02% |
| Ocado Group PLC | 0.02% |
| MetLife, Inc. | 0.02% |
| Skandinaviska Enskilda Banken AB, Class A | 0.02% |
| Splunk, Inc. | 0.02% |
| ANSYS, Inc. | 0.02% |
| WEC Energy Group, Inc. | 0.02% |
| Rollins, Inc. | 0.02% |
| Cadence Design Systems, Inc. | 0.02% |
| Kingspan Group PLC | 0.02% |
| Bank of New York Mellon Corp. | 0.02% |
| Zimmer Biomet Holdings, Inc. | 0.02% |
| PPG Industries, Inc. | 0.02% |
| AutoZone, Inc. | 0.02% |
| Nordson Corp. | 0.02% |
| Aviva PLC | 0.02% |
| Willis Towers Watson PLC | 0.02% |
| Futures Contracts, Short, U.S. Treasury Ultra Bond | 0.02% |
| Public Service Enterprise Group, Inc. | 0.02% |
| XPO Logistics, Inc. | 0.02% |
| Snap-on, Inc. | 0.02% |
| Travelers Cos., Inc. | 0.02% |
| Swedbank AB, A Shares | 0.02% |
| HP, Inc. | 0.02% |
| Hennes & Mauritz AB, B Shares | 0.02% |
| Pentair PLC | 0.02% |
| Chipotle Mexican Grill, Inc. | 0.02% |
| Equinor ASA | 0.02% |
| Legal & General Group PLC | 0.02% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.02% |
| Enterprise Products Operating LLC, 3.90%, due 02/15/2024 | 0.02% |
| Faurecia SE | 0.02% |
| Intact Financial Corp. | 0.02% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class C, 4.59%, due 12/17/2036 | 0.02% |
| Aflac, Inc. | 0.02% |
| Yum! Brands, Inc. | 0.02% |
| Just Eat Takeaway.com NV | 0.02% |
| Carlsberg A/S, Class B | 0.02% |
| DBS Group Holdings, Ltd. | 0.02% |
| Rogers Communications, Inc., Class B | 0.02% |
| IQVIA Holdings, Inc. | 0.02% |
| Delivery Hero SE | 0.02% |
| Yamaha Motor Co., Ltd. | 0.02% |
| Zalando SE | 0.02% |
| Motorola Solutions, Inc. | 0.02% |
| KBC Group NV | 0.02% |
| ResMed, Inc. | 0.02% |
| Archer-Daniels-Midland Co. | 0.02% |
| Bayerische Motoren Werke AG, 5.08% | 0.02% |
| A.O. Smith Corp. | 0.02% |
| Xilinx, Inc. | 0.02% |
| Kroger Co. | 0.02% |
| Walgreens Boots Alliance, Inc. | 0.02% |
| Svenska Handelsbanken AB, A Shares | 0.02% |
| Prudential Financial, Inc. | 0.02% |
| EDP - Energias de Portugal SA | 0.02% |
| Bio City Development Co. BV, 8.00%, due 07/06/2022 | 0.02% |
| Eversource Energy | 0.02% |
| Sonova Holding AG | 0.02% |
| Best Buy Co., Inc. | 0.02% |
| Consolidated Edison, Inc. | 0.02% |
| Skyworks Solutions, Inc. | 0.02% |
| First Republic Bank | 0.02% |
| Great Wall Motor Co., Ltd., H Shares | 0.02% |
| Alexion Pharmaceuticals, Inc. | 0.02% |
| American Water Works Co., Inc. | 0.02% |
| Swedish Match AB | 0.02% |
| Clorox Co. | 0.02% |
| Segro PLC, REIT | 0.02% |
| Align Technology, Inc. | 0.02% |
| Swisscom AG | 0.02% |
| Flutter Entertainment PLC | 0.02% |
| Palo Alto Networks, Inc. | 0.02% |
| Corning, Inc. | 0.02% |
| Intertek Group PLC | 0.02% |
| Marvell Technology Group, Ltd. | 0.02% |
| Sensata Technologies Holding PLC | 0.02% |
| Kinder Morgan, Inc. | 0.02% |
| DNB ASA | 0.02% |
| Standard Chartered PLC | 0.02% |
| Ferrovial SA | 0.02% |
| Kirkland Lake Gold, Ltd. | 0.02% |
| Ball Corp. | 0.02% |
| Match Group, Inc. | 0.02% |
| Novozymes A/S, B Shares | 0.02% |
| Microchip Technology, Inc. | 0.02% |
| McKesson Corp. | 0.02% |
| Paychex, Inc. | 0.02% |
| HD Supply Holdings, Inc. | 0.02% |
| Swiss Life Holding AG | 0.02% |
| NN Group NV | 0.02% |
| Veolia Environnement SA | 0.02% |
| Howmet Aerospace, Inc. | 0.02% |
| Beiersdorf AG | 0.02% |
| HEICO Corp., Class A | 0.02% |
| DocuSign, Inc. | 0.02% |
| QIAGEN NV | 0.02% |
| American International Group, Inc. | 0.02% |
| 3i Group PLC | 0.02% |
| McCormick & Co., Inc. | 0.02% |
| Aristocrat Leisure, Ltd. | 0.01% |
| Worldline SA | 0.01% |
| Edenred | 0.01% |
| Citigroup, Inc., 2.97%, due 11/05/2030 | 0.01% |
| Rentokil Initial PLC | 0.01% |
| VF Corp. | 0.01% |
| Woodside Petroleum, Ltd. | 0.01% |
| General Electric Co., 4.25%, due 05/01/2040 | 0.01% |
| Societe Generale SA | 0.01% |
| Williams Cos., Inc. | 0.01% |
| DTE Energy Co. | 0.01% |
| Metro, Inc. | 0.01% |
| Church & Dwight Co., Inc. | 0.01% |
| Seattle Genetics, Inc. | 0.01% |
| VeriSign, Inc. | 0.01% |
| Telenor ASA | 0.01% |
| Robert Half International, Inc. | 0.01% |
| Brown-Forman Corp., Class B | 0.01% |
| FleetCor Technologies, Inc. | 0.01% |
| Melia Hotels International SA | 0.01% |
| Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 | 0.01% |
| Stanley Electric Co., Ltd. | 0.01% |
| Okta, Inc. | 0.01% |
| Futures Contracts, Long, NASDAQ 100 E-Mini Index | 0.01% |
| Cerner Corp. | 0.01% |
| Freeport-McMoRan, Inc. | 0.01% |
| Brambles, Ltd. | 0.01% |
| Welltower, Inc., REIT | 0.01% |
| Futures Contracts, Short, MSCI Emerging Markets Index | 0.01% |
| Hershey Co. | 0.01% |
| Siemens Energy AG | 0.01% |
| Halma PLC | 0.01% |
| Chr Hansen Holding A/S | 0.01% |
| State Street Corp. | 0.01% |
| Dollarama, Inc. | 0.01% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.01% |
| Telia Co. AB | 0.01% |
| Dollar Tree, Inc. | 0.01% |
| Open Text Corp. | 0.01% |
| Snam SpA | 0.01% |
| Corteva, Inc. | 0.01% |
| Weyerhaeuser Co., REIT | 0.01% |
| Mazda Motor Corp. | 0.01% |
| Huntington Ingalls Industries, Inc. | 0.01% |
| NIKE, Inc., 2.40%, due 03/27/2025 | 0.01% |
| Mettler-Toledo International, Inc. | 0.01% |
| Pembina Pipeline Corp. | 0.01% |
| Credit Agricole SA | 0.01% |
| Schlumberger NV | 0.01% |
| West Pharmaceutical Services, Inc. | 0.01% |
| RingCentral, Inc., Class A | 0.01% |
| Phillips 66 | 0.01% |
| Bunzl PLC | 0.01% |
| AvalonBay Communities, Inc., REIT | 0.01% |
| Schindler Holding AG | 0.01% |
| Ameriprise Financial, Inc. | 0.01% |
| Kinross Gold Corp. | 0.01% |
| Repsol SA | 0.01% |
| CLP Holdings, Ltd. | 0.01% |
| Terna Rete Elettrica Nazionale SpA | 0.01% |
| Kraft Heinz Co. | 0.01% |
| ASX, Ltd. | 0.01% |
| Brenntag AG | 0.01% |
| Fifth Third Bancorp | 0.01% |
| AP Moller - Maersk A/S, Class B | 0.01% |
| EOG Resources, Inc. | 0.01% |
| Henkel AG & Co. KGaA | 0.01% |
| Kuehne & Nagel International AG | 0.01% |
| Realty Income Corp., REIT | 0.01% |
| Power Corp. of Canada | 0.01% |
| Straumann Holding AG | 0.01% |
| Sonic Healthcare, Ltd. | 0.01% |
| Simon Property Group, Inc., REIT | 0.01% |
| BT Group PLC | 0.01% |
| Kinnevik AB, Class B | 0.01% |
| Aena SME SA | 0.01% |
| Arthur J. Gallagher & Co. | 0.01% |
| Sartorius Stedim Biotech | 0.01% |
| Southwest Airlines Co. | 0.01% |
| Spirax-Sarco Engineering PLC | 0.01% |
| Next PLC | 0.01% |
| Ingenico Group SA | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Sage Group PLC | 0.01% |
| Carrefour SA | 0.01% |
| James Hardie Industries PLC, CDI | 0.01% |
| Entergy Corp. | 0.01% |
| Hannover Rueck SE | 0.01% |
| Mondi PLC | 0.01% |
| Alstom SA | 0.01% |
| LyondellBasell Industries NV, Class A | 0.01% |
| Alexandria Real Estate Equities, Inc., REIT | 0.01% |
| Croda International PLC | 0.01% |
| Persimmon PLC | 0.01% |
| Stora Enso OYJ, R Shares | 0.01% |
| HeidelbergCement AG | 0.01% |
| Knight-Swift Transportation Holdings, Inc. | 0.01% |
| MTU Aero Engines AG | 0.01% |
| Wayfair, Inc., Class A | 0.01% |
| PPL Corp. | 0.01% |
| Ameren Corp. | 0.01% |
| ArcelorMittal SA | 0.01% |
| Heineken Holding NV | 0.01% |
| WPP PLC | 0.01% |
| Domino's Pizza, Inc. | 0.01% |
| Snap, Inc., Class A | 0.01% |
| Laboratory Corp. of America Holdings | 0.01% |
| Fortum OYJ | 0.01% |
| Equity Residential, REIT | 0.01% |
| Maxim Integrated Products, Inc. | 0.01% |
| Emera, Inc. | 0.01% |
| Epiroc AB, Class A | 0.01% |
| Delta Air Lines, Inc. | 0.01% |
| Eurofins Scientific SE | 0.01% |
| Keysight Technologies, Inc. | 0.01% |
| Tyson Foods, Inc., Class A | 0.01% |
| Julius Baer Group, Ltd. | 0.01% |
| Akamai Technologies, Inc. | 0.01% |
| Smurfit Kappa Group PLC | 0.01% |
| Citrix Systems, Inc. | 0.01% |
| Take-Two Interactive Software, Inc. | 0.01% |
| Nielsen Holdings PLC | 0.01% |
| Coca-Cola European Partners PLC | 0.01% |
| Marathon Petroleum Corp. | 0.01% |
| Edison International | 0.01% |
| Covestro AG | 0.01% |
| Umicore SA | 0.01% |
| Grifols SA | 0.01% |
| Loblaw Cos., Ltd. | 0.01% |
| EPAM Systems, Inc. | 0.01% |
| Discover Financial Services | 0.01% |
| Hologic, Inc. | 0.01% |
| HKT Trust & HKT, Ltd. | 0.01% |
| Amcor PLC | 0.01% |
| SVB Financial Group | 0.01% |
| Temenos AG | 0.01% |
| FinecoBank Banca Fineco SpA | 0.01% |
| Tractor Supply Co. | 0.01% |
| Endesa SA | 0.01% |
| Citigroup, Inc., 2.57%, due 06/03/2031 | 0.01% |
| Conagra Brands, Inc. | 0.01% |
| QBE Insurance Group, Ltd. | 0.01% |
| NGK Spark Plug Co., Ltd. | 0.01% |
| Valero Energy Corp. | 0.01% |
| Paycom Software, Inc. | 0.01% |
| Fortinet, Inc. | 0.01% |
| CDW Corp. | 0.01% |
| Brilliance China Automotive Holdings, Ltd. | 0.01% |
| Koninklijke KPN NV | 0.01% |
| Elisa OYJ | 0.01% |
| CMS Energy Corp. | 0.01% |
| Cochlear, Ltd. | 0.01% |
| CNH Industrial NV | 0.01% |
| Associated British Foods PLC | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Thales SA | 0.01% |
| Ubisoft Entertainment SA | 0.01% |
| KKR & Co., Inc. | 0.01% |
| Roku, Inc. | 0.01% |
| Flutter Entertainment PLC | 0.01% |
| Red Electrica Corp. SA | 0.01% |
| Atlantia SpA | 0.01% |
| Atos SE | 0.01% |
| Kellogg Co. | 0.01% |
| Northern Trust Corp. | 0.01% |
| Danske Bank A/S | 0.01% |
| HEICO Corp. | 0.01% |
| Bouygues SA | 0.01% |
| Boliden AB | 0.01% |
| Burberry Group PLC | 0.01% |
| KeyCorp | 0.01% |
| Puma SE | 0.01% |
| Shaw Communications, Inc., Class B | 0.01% |
| Skyline Champion Corp. | 0.01% |
| ViacomCBS, Inc., Class B | 0.01% |
| Alnylam Pharmaceuticals, Inc. | 0.01% |
| Incyte Corp. | 0.01% |
| M&T Bank Corp. | 0.01% |
| Las Vegas Sands Corp. | 0.01% |
| MarketAxess Holdings, Inc. | 0.01% |
| APA Group | 0.01% |
| Ramsay Health Care, Ltd. | 0.01% |
| Moncler SpA | 0.01% |
| CaixaBank SA | 0.01% |
| Qorvo, Inc. | 0.01% |
| Adecco Group AG | 0.01% |
| STERIS PLC | 0.01% |
| Scentre Group, REIT | 0.01% |
| SKF AB, B Shares | 0.01% |
| Kingfisher PLC | 0.01% |
| Tyler Technologies, Inc. | 0.01% |
| Synchrony Financial | 0.01% |
| Arkema SA | 0.01% |
| Ventas, Inc., REIT | 0.01% |
| Goldman Sachs Group, Inc., 4.75%, due 10/21/2045 | 0.01% |
| CarMax, Inc. | 0.01% |
| International Paper Co. | 0.01% |
| FirstEnergy Corp. | 0.01% |
| Varian Medical Systems, Inc. | 0.01% |
| Citizens Financial Group, Inc. | 0.01% |
| Quest Diagnostics, Inc. | 0.01% |
| Ageas SA | 0.01% |
| Telstra Corp., Ltd. | 0.01% |
| Liberty Broadband Corp., Class C | 0.01% |
| Groupe Bruxelles Lambert SA | 0.01% |
| Teleflex, Inc. | 0.01% |
| Regions Financial Corp. | 0.01% |
| AmerisourceBergen Corp. | 0.01% |
| Nasdaq, Inc. | 0.01% |
| Fairfax Financial Holdings, Ltd. | 0.01% |
| Cooper Cos., Inc. | 0.01% |
| Invitation Homes, Inc., REIT | 0.01% |
| Singapore Telecommunications, Ltd. | 0.01% |
| Melrose Industries PLC | 0.01% |
| Pioneer Natural Resources Co. | 0.01% |
| Guangzhou Automobile Group Co., Ltd., H Shares | 0.01% |
| CK Infrastructure Holdings, Ltd. | 0.01% |
| DCC PLC | 0.01% |
| Exact Sciences Corp. | 0.01% |
| Broadridge Financial Solutions, Inc. | 0.01% |
| Publicis Groupe SA | 0.01% |
| CBRE Group, Inc., Class A | 0.01% |
| United Utilities Group PLC | 0.01% |
| Severn Trent PLC | 0.01% |
| Prysmian SpA | 0.01% |
| Suncorp Group, Ltd. | 0.01% |
| Mowi ASA | 0.01% |
| Extra Space Storage, Inc., REIT | 0.01% |
| South32, Ltd. | 0.01% |
| Skanska AB, B Shares | 0.01% |
| Pandora A/S | 0.01% |
| Algonquin Power & Utilities Corp. | 0.01% |
| Hormel Foods Corp. | 0.01% |
| FMC Corp. | 0.01% |
| SS&C Technologies Holdings, Inc. | 0.01% |
| TELUS Corp. | 0.01% |
| Markel Corp. | 0.01% |
| Zebra Technologies Corp., Class A | 0.01% |
| Insurance Australia Group, Ltd. | 0.01% |
| BioMarin Pharmaceutical, Inc. | 0.01% |
| PerkinElmer, Inc. | 0.01% |
| Siemens Healthineers AG | 0.01% |
| GVC Holdings PLC | 0.01% |
| Insulet Corp. | 0.01% |
| ComfortDelGro Corp., Ltd. | 0.01% |
| EMS-Chemie Holding AG | 0.01% |
| Galapagos NV | 0.01% |
| Orkla ASA | 0.01% |
| Genuine Parts Co. | 0.01% |
| Baloise Holding AG | 0.01% |
| Burlington Stores, Inc. | 0.01% |
| Bureau Veritas SA | 0.01% |
| Auto Trader Group PLC | 0.01% |
| Electricite de France SA | 0.01% |
| Uniper SE | 0.01% |
| Sodexo SA | 0.01% |
| Healthpeak Properties, Inc., REIT | 0.01% |
| Cardinal Health, Inc. | 0.01% |
| WH Group, Ltd. | 0.01% |
| Black Knight, Inc. | 0.01% |
| Duke Realty Corp., REIT | 0.01% |
| GoDaddy, Inc., Class A | 0.01% |
| Erste Group Bank AG | 0.01% |
| Alfa Laval AB | 0.01% |
| Suez SA | 0.01% |
| Nucor Corp. | 0.01% |
| Solvay SA | 0.01% |
| Smiths Group PLC | 0.01% |
| Darden Restaurants, Inc. | 0.01% |
| Standard Life Aberdeen PLC | 0.01% |
| Essex Property Trust, Inc., REIT | 0.01% |
| Boston Properties, Inc., REIT | 0.01% |
| Tele2 AB, B Shares | 0.01% |
| Siemens Gamesa Renewable Energy SA | 0.01% |
| Dexus, REIT | 0.01% |
| Hartford Financial Services Group, Inc. | 0.01% |
| Teradyne, Inc. | 0.01% |
| Swiss Prime Site AG | 0.01% |
| BioMerieux | 0.01% |
| Swatch Group AG | 0.01% |
| Expedia Group, Inc. | 0.01% |
| Eiffage SA | 0.01% |
| WSP Global, Inc. | 0.01% |
| Celanese Corp. | 0.01% |
| Randstad NV | 0.01% |
| Waters Corp. | 0.01% |
| Teck Resources, Ltd., Class B | 0.01% |
| Cincinnati Financial Corp. | 0.01% |
| Zillow Group, Inc., Class C | 0.01% |
| Hydro One, Ltd. | 0.01% |
| Davide Campari-Milano NV | 0.01% |
| Natwest Group PLC | 0.01% |
| Norton Lifelock, Inc. | 0.01% |
| Mid-America Apartment Communities, Inc., REIT | 0.01% |
| Tiffany & Co. | 0.01% |
| Yara International ASA | 0.01% |
| J.M. Smucker Co. | 0.01% |
| Aroundtown SA | 0.01% |
| Huntington Bancshares, Inc. | 0.01% |
| EXOR NV | 0.01% |
| Gecina SA, REIT | 0.01% |
| Garmin, Ltd. | 0.01% |
| Jack Henry & Associates, Inc. | 0.01% |
| Hargreaves Lansdown PLC | 0.01% |
| Alliant Energy Corp. | 0.01% |
| Barry Callebaut AG | 0.01% |
| VMware, Inc., Class A | 0.01% |
| Sun Communities, Inc., REIT | 0.01% |
| Naturgy Energy Group SA | 0.01% |
| Getlink SE | 0.01% |
| Trimble, Inc. | 0.01% |
| Ulta Beauty, Inc. | 0.01% |
| Berkeley Group Holdings PLC | 0.01% |
| AMERCO | 0.01% |
| Informa PLC | 0.01% |
| Hewlett Packard Enterprise Co. | 0.01% |
| ABIOMED, Inc. | 0.01% |
| Canadian Tire Corp., Ltd., Class A | 0.01% |
| Knorr-Bremse AG | 0.01% |
| AES Corp. | 0.01% |
| Whirlpool Corp. | 0.01% |
| Admiral Group PLC | 0.01% |
| Stockland, REIT | 0.01% |
| KION Group AG | 0.01% |
| Fuyao Glass Industry Group Co., Ltd., H Shares | 0.01% |
| St. James's Place PLC | 0.01% |
| International Flavors & Fragrances, Inc. | 0.01% |
| Enagas SA | 0.01% |
| Seagate Technology PLC | 0.01% |
| ACS Actividades de Construccion y Servicios SA | 0.01% |
| Booz Allen Hamilton Holding Corp. | 0.01% |
| BCE, Inc. | 0.01% |
| Leidos Holdings, Inc. | 0.01% |
| AGL Energy, Ltd. | 0.01% |
| Evergy, Inc. | 0.01% |
| First Quantum Minerals, Ltd. | 0.01% |
| Vifor Pharma AG | 0.01% |
| George Weston, Ltd. | 0.01% |
| Barratt Developments PLC | 0.01% |
| RSA Insurance Group PLC | 0.01% |
| Santos, Ltd. | 0.01% |
| Arch Capital Group, Ltd. | 0.01% |
| Atmos Energy Corp. | 0.01% |
| GEA Group AG | 0.01% |
| Evonik Industries AG | 0.01% |
| Stewart Information Services Corp. | 0.01% |
| WP Carey, Inc., REIT | 0.01% |
| Cognex Corp. | 0.01% |
| Omnicom Group, Inc. | 0.01% |
| Pinterest, Inc., Class A | 0.01% |
| Royal Caribbean Cruises, Ltd. | 0.01% |
| Arista Networks, Inc. | 0.01% |
| Bio-Rad Laboratories, Inc., Class A | 0.01% |
| Johnson Matthey PLC | 0.01% |
| Saputo, Inc. | 0.01% |
| Dell Technologies, Inc., Class C | 0.01% |
| Mirvac Group, REIT | 0.01% |
| Centene Corp., 4.25%, due 12/15/2027 | 0.01% |
| Avery Dennison Corp. | 0.01% |
| Toyoda Gosei Co., Ltd. | 0.01% |
| Principal Financial Group, Inc. | 0.01% |
| Unibail-Rodamco-Westfield, REIT | 0.01% |
| Aurizon Holdings, Ltd. | 0.01% |
| FactSet Research Systems, Inc. | 0.01% |
| Gartner, Inc. | 0.01% |
| Brown & Brown, Inc. | 0.01% |
| RPM International, Inc. | 0.01% |
| Hasbro, Inc. | 0.01% |
| Hysan Development Co., Ltd. | 0.01% |
| Recordati Industria Chimica e Farmaceutica SpA | 0.01% |
| Packaging Corp. of America | 0.01% |
| Equity Lifestyle Properties, Inc., REIT | 0.01% |
| AP Moller - Maersk A/S, Class A | 0.01% |
| MGM Resorts International | 0.01% |
| Pearson PLC | 0.01% |
| Elanco Animal Health, Inc. | 0.01% |
| Western Digital Corp. | 0.01% |
| Cheniere Energy, Inc. | 0.01% |
| Carl Zeiss Meditec AG | 0.01% |
| CCL Industries, Inc., Class B | 0.01% |
| Epiroc AB, Class B | 0.01% |
| VICI Properties, Inc., REIT | 0.01% |
| Halliburton Co. | 0.01% |
| Renault SA | 0.01% |
| Electrolux AB, Series B | 0.01% |
| Sarepta Therapeutics, Inc. | 0.01% |
| ONEOK, Inc. | 0.01% |
| Commerzbank AG | 0.01% |
| GPT Group, REIT | 0.01% |
| TD Ameritrade Holding Corp. | 0.01% |
| Great-West Lifeco, Inc. | 0.01% |
| Eastman Chemical Co. | 0.01% |
| Schindler Holding AG | 0.01% |
| M&G PLC | 0.01% |
| Hess Corp. | 0.01% |
| MongoDB, Inc. | 0.01% |
| Annaly Capital Management, Inc., REIT | 0.01% |
| Crown Holdings, Inc. | 0.01% |
| Advance Auto Parts, Inc. | 0.01% |
| NetApp, Inc. | 0.01% |
| Origin Energy, Ltd. | 0.01% |
| DENTSPLY SIRONA, Inc. | 0.01% |
| WM Morrison Supermarkets PLC | 0.01% |
| Antofagasta PLC | 0.01% |
| SEEK, Ltd. | 0.01% |
| Mediobanca Banca di Credito Finanziario SpA | 0.01% |
| LANXESS AG | 0.01% |
| CenturyLink, Inc. | 0.01% |
| Galp Energia SGPS SA | 0.01% |
| Albemarle Corp. | 0.01% |
| Fox Corp., Class A | 0.01% |
| CenterPoint Energy, Inc. | 0.01% |
| Magellan Financial Group, Ltd. | 0.01% |
| JTEKT Corp. | 0.01% |
| Ally Financial, Inc. | 0.01% |
| Cboe Global Markets, Inc. | 0.01% |
| Raymond James Financial, Inc. | 0.01% |
| Poste Italiane SpA | 0.01% |
| Empire Co., Ltd., Class A | 0.01% |
| Loews Corp. | 0.01% |
| Coca-Cola HBC AG | 0.01% |
| PTC, Inc. | 0.01% |
| Lamb Weston Holdings, Inc. | 0.01% |
| Orion OYJ, Class B | 0.01% |
| W.R. Berkley Corp. | 0.01% |
| Vail Resorts, Inc. | 0.01% |
| Securitas AB, B Shares | 0.01% |
| UDR, Inc., REIT | 0.01% |
| Medibank Pvt, Ltd. | 0.01% |
| Bausch Health Cos., Inc. | 0.01% |
| IAC / InterActiveCorp | 0.01% |
| Concho Resources, Inc. | 0.01% |
| Guidewire Software, Inc. | 0.01% |
| WestRock Co. | 0.01% |
| SCOR SE | 0.01% |
| Tabcorp Holdings, Ltd. | 0.01% |
| Direct Line Insurance Group PLC | 0.01% |
| Husqvarna AB, B Shares | 0.01% |
| Land Securities Group PLC, REIT | 0.01% |
| Medical Properties Trust, Inc., REIT | 0.01% |
| Occidental Petroleum Corp. | 0.01% |
| Essential Utilities, Inc. | 0.01% |
| Amundi SA | 0.01% |
| Dongfeng Motor Group Co., Ltd., H Shares | 0.01% |
| Camden Property Trust, REIT | 0.01% |
| Globe Life, Inc. | 0.01% |
| JD Sports Fashion PLC | 0.01% |
| ICA Gruppen AB | 0.01% |
| Western Union Co. | 0.01% |
| Industrivarden AB, C Shares | 0.01% |
| BlueScope Steel, Ltd. | 0.01% |
| Everest Re Group, Ltd. | 0.01% |
| Sydney Airport | 0.01% |
| Baker Hughes Co. | 0.01% |
| Futures Contracts, Long, Gold 100 oz | 0.01% |
| ON Semiconductor Corp. | 0.01% |
| OMV AG | 0.01% |
| Taylor Wimpey PLC | 0.01% |
| Orica, Ltd. | 0.01% |
| Neurocrine Biosciences, Inc. | 0.01% |
| Henry Schein, Inc. | 0.01% |
| Treasury Wine Estates, Ltd. | 0.01% |
| Sirius XM Holdings, Inc. | 0.01% |
| Remy Cointreau SA | 0.01% |
| Jeronimo Martins SGPS SA | 0.01% |
| Lendlease Corp., Ltd. | 0.01% |
| Weir Group PLC | 0.01% |
| G4S PLC | 0.01% |
| Live Nation Entertainment, Inc. | 0.01% |
| Liberty Global PLC, Class C | 0.01% |
| Quebecor, Inc., Class B | 0.01% |
| Universal Health Services, Inc., Class B | 0.01% |
| LKQ Corp. | 0.01% |
| J Sainsbury PLC | 0.01% |
| Pinnacle West Capital Corp. | 0.01% |
| Koninklijke Vopak NV | 0.01% |
| Schroders PLC | 0.01% |
| Ipsen SA | 0.01% |
| F5 Networks, Inc. | 0.01% |
| United Internet AG | 0.01% |
| Assurant, Inc. | 0.01% |
| Ampol, Ltd. | 0.01% |
| NiSource, Inc. | 0.01% |
| Campbell Soup Co. | 0.01% |
| Mitsubishi Motors Corp. | 0.01% |
| SEB SA | 0.01% |
| Comerica, Inc. | 0.01% |
| Computershare, Ltd. | 0.01% |
| Jazz Pharmaceuticals PLC | 0.01% |
| Host Hotels & Resorts, Inc., REIT | 0.01% |
| NRG Energy, Inc. | 0.00%** |
| REA Group, Ltd. | 0.00%** |
| AVEVA Group PLC | 0.00%** |
| DISH Network Corp., Class A | 0.00%** |
| Iron Mountain, Inc., REIT | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| Gildan Activewear, Inc. | 0.00%** |
| CAE, Inc. | 0.00%** |
| DaVita, Inc. | 0.00%** |
| ABN AMRO Bank NV, CVA | 0.00%** |
| Clariant AG | 0.00%** |
| British Land Co. PLC, REIT | 0.00%** |
| RenaissanceRe Holdings, Ltd. | 0.00%** |
| Inter Pipeline, Ltd. | 0.00%** |
| Wartsila OYJ Abp | 0.00%** |
| Verbund AG | 0.00%** |
| Equitable Holdings, Inc. | 0.00%** |
| Fuchs Petrolub SE, 2.14% | 0.00%** |
| Colruyt SA | 0.00%** |
| Cenovus Energy, Inc. | 0.00%** |
| Gjensidige Forsikring ASA | 0.00%** |
| Onex Corp. | 0.00%** |
| Schibsted ASA, B Shares | 0.00%** |
| AGNC Investment Corp., REIT | 0.00%** |
| Mylan NV | 0.00%** |
| Boral, Ltd. | 0.00%** |
| iA Financial Corp., Inc. | 0.00%** |
| Norsk Hydro ASA | 0.00%** |
| Lundin Energy AB | 0.00%** |
| L E Lundbergforetagen AB, B Shares | 0.00%** |
| Liberty Media Corp. - Liberty Formula One, Class C | 0.00%** |
| Juniper Networks, Inc. | 0.00%** |
| Wynn Resorts, Ltd. | 0.00%** |
| VEREIT, Inc. | 0.00%** |
| Cabot Oil & Gas Corp. | 0.00%** |
| Lundin Mining Corp. | 0.00%** |
| Parkland Corp. | 0.00%** |
| Tryg A/S | 0.00%** |
| Vistra Corp. | 0.00%** |
| Arrow Electronics, Inc. | 0.00%** |
| Covivio, REIT | 0.00%** |
| Oil Search, Ltd. | 0.00%** |
| Discovery, Inc., Class C | 0.00%** |
| UGI Corp. | 0.00%** |
| Cameco Corp. | 0.00%** |
| Zions Bancorp NA | 0.00%** |
| Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 | 0.00%** |
| Carnival Corp. | 0.00%** |
| Newell Brands, Inc. | 0.00%** |
| Metso Outotec OYJ | 0.00%** |
| CF Industries Holdings, Inc. | 0.00%** |
| SEI Investments Co. | 0.00%** |
| Regency Centers Corp., REIT | 0.00%** |
| Molson Coors Beverage Co., Class B | 0.00%** |
| Mosaic Co. | 0.00%** |
| Interpublic Group of Cos., Inc. | 0.00%** |
| Bollore SA | 0.00%** |
| Swap Agreement, Pay, JPMorgan SU5LC Index | 0.00%** |
| Omega Healthcare Investors, Inc., REIT | 0.00%** |
| East West Bancorp, Inc. | 0.00%** |
| Demant A/S | 0.00%** |
| Bunge, Ltd. | 0.00%** |
| National Retail Properties, Inc., REIT | 0.00%** |
| voestalpine AG | 0.00%** |
| Coca-Cola Amatil, Ltd. | 0.00%** |
| Sealed Air Corp. | 0.00%** |
| Aramark | 0.00%** |
| AltaGas, Ltd. | 0.00%** |
| GrubHub, Inc. | 0.00%** |
| Voya Financial, Inc. | 0.00%** |
| ITV PLC | 0.00%** |
| Steel Dynamics, Inc. | 0.00%** |
| Aeroports de Paris | 0.00%** |
| Reinsurance Group of America, Inc. | 0.00%** |
| Ionis Pharmaceuticals, Inc. | 0.00%** |
| Lincoln National Corp. | 0.00%** |
| Altice Europe NV, Class A | 0.00%** |
| Bankinter SA | 0.00%** |
| AerCap Holdings NV | 0.00%** |
| Millicom International Cellular SA, SDR | 0.00%** |
| Perrigo Co. PLC | 0.00%** |
| Signature Bank | 0.00%** |
| Pargesa Holding SA | 0.00%** |
| Vistra Operations Co. LLC, 5.00%, due 07/31/2027 | 0.00%** |
| Rolls-Royce Holdings PLC | 0.00%** |
| Centrica PLC | 0.00%** |
| AMP, Ltd. | 0.00%** |
| Keyera Corp. | 0.00%** |
| OGE Energy Corp. | 0.00%** |
| Vornado Realty Trust, REIT | 0.00%** |
| Vicinity Centres, REIT | 0.00%** |
| People's United Financial, Inc. | 0.00%** |
| Imperial Oil, Ltd. | 0.00%** |
| Klepierre SA, REIT | 0.00%** |
| Franklin Resources, Inc. | 0.00%** |
| Canadian Utilities, Ltd., Class A | 0.00%** |
| Canadian Apartment Properties, REIT | 0.00%** |
| Proximus SADP | 0.00%** |
| Alleghany Corp. | 0.00%** |
| NRG Energy, Inc., 6.62%, due 01/15/2027 | 0.00%** |
| Federal Realty Investment Trust, REIT | 0.00%** |
| Flex, Ltd. | 0.00%** |
| SES SA | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class C | 0.00%** |
| IPG Photonics Corp. | 0.00%** |
| Hanesbrands, Inc. | 0.00%** |
| Futures Contracts, Long, 10-Year U.S. Treasury Note | 0.00%** |
| Leggett & Platt, Inc. | 0.00%** |
| Iliad SA | 0.00%** |
| Canopy Growth Corp. | 0.00%** |
| CDK Global, Inc. | 0.00%** |
| Jones Lang LaSalle, Inc. | 0.00%** |
| News Corp., Class A | 0.00%** |
| Polaris, Inc. | 0.00%** |
| Wendel SE | 0.00%** |
| CI Financial Corp. | 0.00%** |
| American Financial Group, Inc. | 0.00%** |
| FLIR Systems, Inc. | 0.00%** |
| West Fraser Timber Co., Ltd. | 0.00%** |
| Centene Corp., 5.25%, due 04/01/2025 | 0.00%** |
| Tenaris SA | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| Ingredion, Inc. | 0.00%** |
| Middleby Corp. | 0.00%** |
| Meggitt PLC | 0.00%** |
| Fox Corp., Class B | 0.00%** |
| Leonardo SpA | 0.00%** |
| Axalta Coating Systems, Ltd. | 0.00%** |
| Athene Holding, Ltd., Class A | 0.00%** |
| Alumina, Ltd. | 0.00%** |
| Marks & Spencer Group PLC | 0.00%** |
| Kimco Realty Corp., REIT | 0.00%** |
| NRG Energy, Inc., 7.25%, due 05/15/2026 | 0.00%** |
| WiseTech Global, Ltd. | 0.00%** |
| Raiffeisen Bank International AG | 0.00%** |
| Swap Agreement, Receive, JPMorgan SU1VC Index | 0.00%** |
| thyssenkrupp AG | 0.00%** |
| AusNet Services | 0.00%** |
| DXC Technology Co. | 0.00%** |
| Dropbox, Inc., Class A | 0.00%** |
| Andritz AG | 0.00%** |
| Diamondback Energy, Inc. | 0.00%** |
| Erie Indemnity Co., Class A | 0.00%** |
| Swatch Group AG | 0.00%** |
| Vistra Operations Co. LLC, 5.50%, due 09/01/2026 | 0.00%** |
| PVH Corp. | 0.00%** |
| Evraz PLC | 0.00%** |
| Worley, Ltd. | 0.00%** |
| Incitec Pivot, Ltd. | 0.00%** |
| Telefonica Deutschland Holding AG | 0.00%** |
| Jefferies Financial Group, Inc. | 0.00%** |
| CNP Assurances | 0.00%** |
| Crown Resorts, Ltd. | 0.00%** |
| Acuity Brands, Inc. | 0.00%** |
| Natixis SA | 0.00%** |
| Dassault Aviation SA | 0.00%** |
| Atco, Ltd., Class I | 0.00%** |
| Eurazeo SE | 0.00%** |
| Invesco, Ltd. | 0.00%** |
| Deutsche Lufthansa AG | 0.00%** |
| Blackberry, Ltd. | 0.00%** |
| Tapestry, Inc. | 0.00%** |
| H. Lundbeck A/S | 0.00%** |
| Carnival PLC | 0.00%** |
| Futures Contracts, Short, FTSE 100 Index | 0.00%** |
| Bendigo & Adelaide Bank, Ltd. | 0.00%** |
| Eaton Vance Corp. | 0.00%** |
| Banco de Sabadell SA | 0.00%** |
| HOCHTIEF AG | 0.00%** |
| BAIC Motor Corp., Ltd., H Shares | 0.00%** |
| Qantas Airways, Ltd. | 0.00%** |
| SL Green Realty Corp., REIT | 0.00%** |
| Harley-Davidson, Inc. | 0.00%** |
| Ovintiv, Inc. | 0.00%** |
| ManpowerGroup, Inc. | 0.00%** |
| ISS A/S | 0.00%** |
| Noble Energy, Inc. | 0.00%** |
| Bank of Ireland Group PLC | 0.00%** |
| NRG Energy, Inc., 5.75%, due 01/15/2028 | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| Telenet Group Holding NV | 0.00%** |
| IGM Financial, Inc., Class B | 0.00%** |
| Washington H Soul Pattinson & Co., Ltd. | 0.00%** |
| Gap, Inc. | 0.00%** |
| Ralph Lauren Corp. | 0.00%** |
| Altice USA, Inc., Class A | 0.00%** |
| Xerox Holdings Corp. | 0.00%** |
| TPG Telecom, Ltd. | 0.00%** |
| Bankia SA | 0.00%** |
| Devon Energy Corp. | 0.00%** |
| METRO AG | 0.00%** |
| Flowserve Corp. | 0.00%** |
| Discovery, Inc., Class A | 0.00%** |
| NRG Energy, Inc., 5.25%, due 06/15/2029 | 0.00%** |
| Norwegian Cruise Line Holdings, Ltd. | 0.00%** |
| Fraport AG Frankfurt Airport Services Worldwide | 0.00%** |
| Eutelsat Communications SA | 0.00%** |
| Unum Group | 0.00%** |
| Centene Corp., 5.37%, due 08/15/2026 | 0.00%** |
| Futures Contracts, Long, 10-Year U.S. Treasury Ultra Note | 0.00%** |
| Liberty Global PLC, Class A | 0.00%** |
| Mapfre SA | 0.00%** |
| Apache Corp. | 0.00%** |
| National Oilwell Varco, Inc. | 0.00%** |
| ICADE, REIT | 0.00%** |
| Targa Resources Corp. | 0.00%** |
| Methanex Corp. | 0.00%** |
| Aker BP ASA | 0.00%** |
| Marathon Oil Corp. | 0.00%** |
| TUI AG | 0.00%** |
| RioCan, REIT | 0.00%** |
| Harvey Norman Holdings, Ltd. | 0.00%** |
| JCDecaux SA | 0.00%** |
| Neles OYJ | 0.00%** |
| Kohl's Corp. | 0.00%** |
| Air Canada | 0.00%** |
| Dufry AG | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class A | 0.00%** |
| Challenger, Ltd. | 0.00%** |
| Flight Centre Travel Group, Ltd. | 0.00%** |
| HollyFrontier Corp. | 0.00%** |
| Futures Contracts, Long, WTI Crude | 0.00%** |
| Westlake Chemical Corp. | 0.00%** |
| TechnipFMC PLC | 0.00%** |
| Capri Holdings, Ltd. | 0.00%** |
| Casino Guichard Perrachon SA | 0.00%** |
| United Airlines Holdings, Inc. | 0.00%** |
| CIMIC Group, Ltd. | 0.00%** |
| PrairieSky Royalty, Ltd. | 0.00%** |
| SmartCentres, REIT | 0.00%** |
| Under Armour, Inc., Class A | 0.00%** |
| easyJet PLC | 0.00%** |
| TripAdvisor, Inc. | 0.00%** |
| Micro Focus International PLC | 0.00%** |
| Under Armour, Inc., Class C | 0.00%** |
| First Capital Real Estate Investment Trust | 0.00%** |
| Spirit Aerosystems Holdings, Inc., Class A | 0.00%** |
| Alliance Data Systems Corp. | 0.00%** |
| H&R Real Estate Investment Trust | 0.00%** |
| Sabre Corp. | 0.00%** |
| AIB Group PLC | 0.00%** |
| Cronos Group, Inc. | 0.00%** |
| Wilmar International, Ltd. | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMVC Index | 0.00%** |
| Husky Energy, Inc. | 0.00%** |
| American Airlines Group, Inc. | 0.00%** |
| Nordstrom, Inc. | 0.00%** |
| Continental Resources, Inc. | 0.00%** |
| Bombardier, Inc., Class B | 0.00%** |
| Aurora Cannabis, Inc. | 0.00%** |
| Coty, Inc., Class A | 0.00%** |
| REI Agro, Ltd., 5.50%, due 11/13/2014 | 0.00%** |
| CIT Group, Inc. | 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%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| TUAS, Ltd. | 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, Receive, JPMorgan SIPO4 Index | 0.00%** |
| Futures Contracts, Short, 5-Year U.S. Treasury Note | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMLC Index | 0.00%** |
| Swap Agreement, Pay, JPMorgan SEMGC Index | 0.00%** |
| Swap Agreement, Pay, JPMorgan SU1LC Index | 0.00%** |
| Swap Agreement, Pay, BNP Paribas UIPO1 Index | -0.01%** |
| Futures Contracts, Short, Nikkei 225 Index | -0.01%** |
| Swap Agreement, Pay, BNP Paribas UIPO1 Index | -0.02%** |
| Swap Agreement, Pay, Barclays SICOV Index | -0.02%** |
| Futures Contracts, Short, Euro-BTP Italy Government Bond | -0.03%** |
| Swap Agreement, Receive, JPMorgan SU1VC Index | -0.07%** |
| Swap Agreement, Receive, JPMorgan SU1VC Index | -0.07%** |
| Swap Agreement, Receive, JPMorgan SU1VC Index | -0.07%** |
| Futures Contracts, Short, S&P 500® E-Mini Index | -0.08%** |
| Swap Agreement, Receive, JPMorgan SEMVC Index | -0.14%** |
| Swap Agreement, Receive, Invesco MSCI Emerging Markets UCITS ETF | -0.16%** |
| Swap Agreement, Receive, JPMorgan SU5VC Index | -0.24%** |
| Net Other Assets (Liabilities) | 11.01% |
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