|
10/31/2020* |
Transamerica BlackRock Global Allocation VP
| Security Description | % of Total Net Assets |
|---|---|
| Hellenic Republic Government Bond, 3.75%, due 01/30/2028 | 2.60% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 1.87% |
| U.S. Treasury Note, 1.87%, due 07/31/2022 | 1.81% |
| U.S. Treasury Note, 1.37%, due 01/31/2021 | 1.37% |
| Japan Government Ten Year Bond, 0.10%, due 06/20/2026 | 1.34% |
| U.S. Treasury Note, 2.12%, due 05/15/2025 | 1.29% |
| Apple, Inc. | 1.24% |
| Uniform Mortgage-Backed Security, 3.00%, TBA | 0.98% |
| Microsoft Corp. | 0.92% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 0.91% |
| Cie Generale des Etablissements Michelin SCA | 0.87% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.86% |
| Amazon.com, Inc. | 0.82% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 | 0.75% |
| Japan Government Ten Year Bond, 0.10%, due 03/20/2030 | 0.69% |
| Japan Government Thirty Year Bond, Series 64, 0.40%, due 09/20/2049 | 0.68% |
| Bridgestone Corp. | 0.64% |
| Australia Government Bond, 2.50%, due 05/21/2030 | 0.59% |
| French Republic Government Bond OAT, Zero Coupon, due 11/25/2029 | 0.58% |
| U.S. Treasury Bond, 1.12%, due 05/15/2040 | 0.57% |
| U.S. Treasury Note, 0.50%, due 04/30/2027 | 0.56% |
| Toyota Motor Corp. | 0.56% |
| Japan Government Thirty Year Bond, Series 11, 1.70%, due 06/20/2033 | 0.55% |
| U.K. Gilt, 3.50%, due 01/22/2045 | 0.46% |
| Australia Government Bond, 0.25%, due 11/21/2025 | 0.44% |
| Marriott International, Inc., Class A | 0.44% |
| Japan Government Twenty Year Bond, 0.40%, due 03/20/2040 | 0.44% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.42% |
| Spain Government Bond, 1.60%, due 04/30/2025 | 0.42% |
| Facebook, Inc., Class A | 0.40% |
| Nestle SA | 0.40% |
| U.S. Treasury Note, 1.75%, due 11/15/2020 | 0.40% |
| D.R. Horton, Inc. | 0.38% |
| Canada Government Bond, 1.25%, due 06/01/2030 | 0.37% |
| iPath Series B S&P 500 VIX Short-Term Futures ETN | 0.37% |
| Italy Buoni Poliennali del Tesoro, 1.75%, due 07/01/2024 | 0.36% |
| Italy Buoni Poliennali del Tesoro, 2.45%, due 09/01/2050 | 0.36% |
| BHP Group, Ltd. | 0.36% |
| Hilton Worldwide Holdings, Inc. | 0.35% |
| Kingdom of Belgium Government Bond, 1.90%, due 06/22/2038 | 0.35% |
| Bundesrepublik Deutschland Bundesanleihe, 0.25%, due 02/15/2029 | 0.34% |
| Lennar Corp., Class A | 0.34% |
| Alphabet, Inc., Class C | 0.32% |
| Japan Government Twenty Year Bond, 0.60%, due 06/20/2037 | 0.31% |
| Futures Contracts, Short, S&P 500® E-Mini Index | 0.30% |
| Alphabet, Inc., Class A | 0.30% |
| International Bank for Reconstruction & Development, 0.51%, due 08/19/2027 | 0.30% |
| Rio Tinto PLC | 0.30% |
| New Zealand Government Bond, 2.75%, due 04/15/2037 | 0.29% |
| Union Pacific Corp. | 0.29% |
| U.K. Gilt, 0.62%, due 10/22/2050 | 0.28% |
| Honeywell International, Inc. | 0.28% |
| French Republic Government Bond OAT, 1.50%, due 05/25/2050 | 0.28% |
| JPMorgan Chase & Co. | 0.27% |
| AIA Group, Ltd. | 0.27% |
| Bundesrepublik Deutschland Bundesanleihe, 4.25%, due 07/04/2039 | 0.27% |
| Roche Holding AG | 0.26% |
| United Parcel Service, Inc., Class B | 0.26% |
| Daimler AG | 0.24% |
| Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 | 0.24% |
| NVR, Inc. | 0.24% |
| Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 | 0.23% |
| Johnson & Johnson | 0.23% |
| Swap Agreement, Receive, Invesco MSCI Emerging Markets UCITS ETF | 0.23% |
| U.K. Gilt, 4.25%, due 09/07/2039 | 0.23% |
| Procter & Gamble Co. | 0.22% |
| Nokian Renkaat OYJ | 0.22% |
| Netherlands Government Bond, Zero Coupon, due 07/15/2030 | 0.22% |
| 3M Co. | 0.22% |
| Japan Government Five Year Bond, 0.10%, due 12/20/2023 | 0.22% |
| ASML Holding NV | 0.21% |
| Lockheed Martin Corp. | 0.21% |
| Futures Contracts, Short, EURO STOXX 50® Index | 0.21% |
| Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 | 0.21% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.21% |
| General Motors Co. | 0.21% |
| Caterpillar, Inc. | 0.21% |
| Wells Fargo Bank NA, 2.08%, due 09/09/2022 | 0.20% |
| Novartis AG | 0.20% |
| Kreditanstalt fuer Wiederaufbau, Series MTN, 1.12%, due 09/15/2032 | 0.20% |
| Mexico Bonos, Series M, 8.50%, due 05/31/2029 | 0.20% |
| Goodyear Tire & Rubber Co. | 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% |
| Visa, Inc., Class A | 0.20% |
| Province of Quebec, 1.90%, due 09/01/2030 | 0.20% |
| Raytheon Technologies Corp. | 0.20% |
| U.K. Gilt, 1.62%, due 10/22/2028 | 0.20% |
| Province of British Columbia, 2.20%, due 06/18/2030 | 0.19% |
| Korea Electric Power Corp., 1.12%, due 06/15/2025 | 0.19% |
| Province of Quebec, 1.35%, due 05/28/2030 | 0.19% |
| Province of Ontario, 2.30%, due 06/15/2026 | 0.19% |
| Home Depot, Inc. | 0.19% |
| NVIDIA Corp. | 0.19% |
| Boeing Co. | 0.18% |
| UnitedHealth Group, Inc. | 0.18% |
| Bank of America Corp. | 0.18% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.18% |
| Berkshire Hathaway, Inc., Class B | 0.17% |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.17% |
| Lloyds Bank PLC, Series MTN, 13.00%, due 01/22/2029 | 0.17% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.17% |
| Pirelli & C SpA | 0.17% |
| Republic of Austria Government Bond, 4.15%, due 03/15/2037 | 0.17% |
| PulteGroup, Inc. | 0.17% |
| Mastercard, Inc., Class A | 0.17% |
| Comcast Corp., 3.70%, due 04/15/2024 | 0.17% |
| Tesla, Inc. | 0.16% |
| Swap Agreement, Receive, MSCI Japan Net Total Return USD Index | 0.16% |
| Deere & Co. | 0.16% |
| AstraZeneca PLC | 0.16% |
| Honda Motor Co., Ltd. | 0.15% |
| General Electric Co. | 0.15% |
| Sun Hung Kai Properties, Ltd. | 0.15% |
| FedEx Corp. | 0.15% |
| Verizon Communications, Inc. | 0.15% |
| Petronas Capital, Ltd., Series MTN, 3.50%, due 03/18/2025 | 0.15% |
| Ecopetrol SA, 5.87%, due 09/18/2023 | 0.15% |
| Capital One Financial Corp., 3.30%, due 10/30/2024 | 0.15% |
| Portugal Obrigacoes do Tesouro OT, 0.70%, due 10/15/2027 | 0.15% |
| New Zealand Government Bond, 1.50%, due 05/15/2031 | 0.15% |
| Swap Agreement, Pay, JPMorgan US Anti-Value | 0.15% |
| Indonesia Government International Bond, 1.75%, due 04/24/2025 | 0.15% |
| Federal Home Loan Mortgage Corp., 2.50%, due 06/01/2050 | 0.15% |
| Illinois Tool Works, Inc. | 0.15% |
| Synchrony Bank, 3.00%, due 06/15/2022 | 0.15% |
| Italy Buoni Poliennali del Tesoro, 1.85%, due 07/01/2025 | 0.14% |
| Walt Disney Co. | 0.14% |
| BPCE SA, 5.15%, due 07/21/2024 | 0.14% |
| Swap Agreement, Pay, JPMorgan US Low Volume (S&P 500) | 0.14% |
| CSX Corp. | 0.14% |
| Medtronic Global Holdings SCA, 1.12%, due 03/07/2027 | 0.14% |
| Volkswagen AG, 3.58% | 0.14% |
| SAP SE | 0.14% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.14% |
| Ford Motor Co. | 0.14% |
| Adobe, Inc. | 0.14% |
| Anheuser-Busch InBev SA, Series MTN, 2.75%, due 03/17/2036 | 0.14% |
| Sanofi | 0.14% |
| Verizon Communications, Inc., 1.37%, due 10/27/2026 | 0.13% |
| Australia Government Bond, 3.00%, due 03/21/2047 | 0.13% |
| InterContinental Hotels Group PLC | 0.13% |
| Novo Nordisk A/S, Class B | 0.13% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.13% |
| PayPal Holdings, Inc. | 0.13% |
| Netflix, Inc. | 0.13% |
| Emerson Electric Co., Series MTN, 1.25%, due 10/15/2025 | 0.13% |
| AT&T, Inc. | 0.13% |
| CaixaBank SA, Series MTN, 0.75%, due 04/18/2023 | 0.13% |
| Vale SA | 0.13% |
| AT&T, Inc., 1.80%, due 09/05/2026 | 0.13% |
| Coca-Cola Co. | 0.13% |
| Norfolk Southern Corp. | 0.13% |
| Pfizer, Inc. | 0.13% |
| Walmart, Inc. | 0.13% |
| Comcast Corp., Class A | 0.13% |
| PepsiCo, Inc., Series MTN, 2.62%, due 04/28/2026 | 0.12% |
| TOTAL SE, Series MTN, 2.70%, due 05/05/2023 | 0.12% |
| Merck & Co., Inc. | 0.12% |
| Intel Corp. | 0.12% |
| ASR Nederland NV, 5.00%, due 09/30/2024 | 0.12% |
| Siemens AG | 0.12% |
| Orange SA, Series MTN, 5.00%, due 10/01/2026 | 0.12% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.12% |
| Yokohama Rubber Co., Ltd. | 0.12% |
| Thermo Fisher Scientific, Inc. | 0.12% |
| Sumitomo Rubber Industries, Ltd. | 0.12% |
| Aptiv PLC | 0.12% |
| Bayerische Motoren Werke AG | 0.12% |
| Banco Santander SA, Series MTN, 3.12%, due 01/19/2027 | 0.12% |
| salesforce.com, Inc. | 0.12% |
| Royal Bank of Canada | 0.12% |
| Abbott Laboratories | 0.12% |
| Malaysia Government Bond, 3.88%, due 08/15/2029 | 0.12% |
| Shopify, Inc., Class A | 0.12% |
| PepsiCo, Inc. | 0.12% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.12% |
| Cooper Tire & Rubber Co. | 0.12% |
| Palantir Technologies, Inc., 0.00% | 0.12% |
| Saudi Arabian Oil Co., Series MTN, 3.50%, due 04/16/2029 | 0.12% |
| Ferrari NV | 0.12% |
| L'Oreal SA | 0.11% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.11% |
| Galaxy Pipeline Assets Bidco, Ltd., 2.62%, due 03/31/2036 | 0.11% |
| TJX Cos., Inc., 3.87%, due 04/15/2030 | 0.11% |
| AT&T, Inc., 2.90%, due 12/04/2026 | 0.11% |
| Muenchener Rueckversicherungs-Gesellschaft AG, Series MTN, 6.00%, due 05/26/2041 | 0.11% |
| Unilever NV | 0.11% |
| CSL, Ltd. | 0.11% |
| Georgia-Pacific LLC, 2.30%, due 04/30/2030 | 0.11% |
| Spain Government Bond, 2.70%, due 10/31/2048 | 0.11% |
| Northrop Grumman Corp. | 0.11% |
| Accor SA | 0.11% |
| Oracle Corp., 2.95%, due 04/01/2030 | 0.11% |
| American Tower Corp., 2.40%, due 03/15/2025 | 0.11% |
| Fortescue Metals Group, Ltd. | 0.11% |
| NiSource, Inc., 3.60%, due 05/01/2030 | 0.11% |
| Olympic Tower Mortgage Trust, Series 2017-OT, Class A, 3.56%, due 05/10/2039 | 0.11% |
| Deere & Co., 3.10%, due 04/15/2030 | 0.11% |
| CapitaLand, Ltd. | 0.11% |
| Crown Castle International Corp., 3.30%, due 07/01/2030 | 0.11% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.11% |
| Procter & Gamble Co., 3.00%, due 03/25/2030 | 0.11% |
| Waste Management, Inc. | 0.11% |
| Oracle Corp., 2.80%, due 04/01/2027 | 0.11% |
| Cooperatieve Rabobank UA, 3.95%, due 11/09/2022 | 0.11% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.11% |
| Fox Corp., 4.70%, due 01/25/2029 | 0.11% |
| Kingdom of Belgium Government Bond, 1.70%, due 06/22/2050 | 0.11% |
| Commonwealth Bank of Australia | 0.11% |
| HSBC Holdings PLC | 0.11% |
| International Business Machines Corp., 3.00%, due 05/15/2024 | 0.10% |
| TOTAL SE | 0.10% |
| Toyo Tire Corp. | 0.10% |
| McDonald's Corp. | 0.10% |
| Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 | 0.10% |
| Eaton Corp. PLC | 0.10% |
| Pertamina Persero PT, Series MTN, 6.50%, due 11/07/2048 | 0.10% |
| Costco Wholesale Corp. | 0.10% |
| Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2050 | 0.10% |
| GlaxoSmithKline PLC | 0.10% |
| Allianz SE | 0.10% |
| Mexico Government International Bond, 4.50%, due 04/22/2029 | 0.10% |
| Cisco Systems, Inc. | 0.10% |
| AbbVie, Inc. | 0.10% |
| Iberdrola SA | 0.10% |
| Walt Disney Co., 2.65%, due 01/13/2031 | 0.10% |
| Africa Finance Corp., Series MTN, 4.37%, due 04/17/2026 | 0.10% |
| Toronto-Dominion Bank | 0.10% |
| NIKE, Inc., Class B | 0.10% |
| NIO, Inc., ADR | 0.09% |
| Korea International Bond, 2.00%, due 06/19/2024 | 0.09% |
| Diageo PLC | 0.09% |
| Emerson Electric Co. | 0.09% |
| Air Liquide SA | 0.09% |
| Danaher Corp. | 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% |
| Futures Contracts, Short, U.S. Treasury Ultra Bond | 0.09% |
| Roper Technologies, Inc. | 0.09% |
| QUALCOMM, Inc. | 0.09% |
| Schneider Electric SE | 0.09% |
| Broadcom, Inc. | 0.09% |
| NextEra Energy, Inc. | 0.09% |
| ONGC Videsh Vankorneft Pte, Ltd., 3.75%, due 07/27/2026 | 0.09% |
| Hyatt Hotels Corp., Class A | 0.09% |
| SLM Private Education Loan Trust, Series 2010-C, Class A5, 4.89%, due 10/15/2041 | 0.09% |
| Accenture PLC, Class A | 0.09% |
| British American Tobacco PLC | 0.09% |
| Bristol-Myers Squibb Co. | 0.09% |
| Verizon Communications, Inc., 3.50%, due 11/01/2024 | 0.09% |
| Exxon Mobil Corp. | 0.09% |
| Texas Instruments, Inc. | 0.09% |
| Chevron Corp. | 0.09% |
| Medtronic PLC | 0.09% |
| Sweden Government Bond, 0.75%, due 05/12/2028 | 0.09% |
| Enel SpA | 0.09% |
| JPMorgan Chase & Co., 2.08%, due 04/22/2026 | 0.09% |
| Canadian National Railway Co. | 0.09% |
| Transurban Finance Co. Pty, Ltd., Series MTN, 2.00%, due 08/28/2025 | 0.09% |
| Oracle Corp., 3.60%, due 04/01/2050 | 0.08% |
| L3 Harris Technologies, Inc. | 0.08% |
| Chile Government International Bond, 3.50%, due 01/25/2050 | 0.08% |
| Becton Dickinson & Co., 2.89%, due 06/06/2022 | 0.08% |
| Oracle Corp. | 0.08% |
| Amgen, Inc. | 0.08% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.08% |
| Denso Corp. | 0.08% |
| Citigroup, Inc. | 0.08% |
| Nederlandse Waterschapsbank NV, 1.00%, due 05/28/2030 | 0.08% |
| Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2050 | 0.08% |
| Prologis Euro Finance LLC, 1.87%, due 01/05/2029 | 0.08% |
| Toll Brothers, 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% |
| Masco Corp. | 0.08% |
| Banque Federative du Credit Mutuel SA, Series MTN, 0.75%, due 07/17/2025 | 0.08% |
| Unilever PLC | 0.08% |
| Cummins, Inc. | 0.08% |
| Wells Fargo & Co. | 0.08% |
| Chubb INA Holdings, Inc., 0.87%, due 06/15/2027 | 0.08% |
| Magna International, Inc. | 0.08% |
| General Dynamics Corp. | 0.08% |
| Reckitt Benckiser Group PLC | 0.08% |
| Linde PLC | 0.08% |
| Lowe's Cos., Inc. | 0.08% |
| adidas AG | 0.08% |
| BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A, 2.84%, due 08/14/2034 | 0.08% |
| Johnson Controls International PLC | 0.08% |
| Trane Technologies PLC | 0.08% |
| Level 3 Financing, Inc., 3.40%, due 03/01/2027 | 0.07% |
| Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 | 0.07% |
| Vistra Operations Co. LLC, 5.62%, due 02/15/2027 | 0.07% |
| CoStar Group, Inc. | 0.07% |
| BAT Capital Corp., 3.55%, due 08/15/2027 | 0.07% |
| Exeter Automobile Receivables Trust, Series 2018-2A, Class D, 4.04%, due 03/15/2024 | 0.07% |
| Fiat Chrysler Automobiles NV | 0.07% |
| Enterprise Products Operating LLC, 3.35%, due 03/15/2023 | 0.07% |
| Eli Lilly & Co. | 0.07% |
| NIKE, Inc., 2.85%, due 03/27/2030 | 0.07% |
| IHS Markit, Ltd. | 0.07% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A1, 3.57%, due 02/15/2036 | 0.07% |
| Union Pacific Corp., 3.95%, due 09/10/2028 | 0.07% |
| Becton Dickinson & Co., 3.12%, due 11/08/2021 | 0.07% |
| Philip Morris International, Inc. | 0.07% |
| Denmark Government Bond, 0.50%, due 11/15/2029 | 0.07% |
| Burlington Northern Santa Fe LLC, 4.55%, due 09/01/2044 | 0.07% |
| AbbVie, Inc., 3.20%, due 11/21/2029 | 0.07% |
| Indonesia Treasury Bond, 8.25%, due 05/15/2029 | 0.07% |
| Whitbread PLC | 0.07% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 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% |
| Bundesrepublik Deutschland Bundesanleihe, 4.75%, due 07/04/2034 | 0.07% |
| Vulcan Materials Co. | 0.07% |
| Deutsche Telekom AG | 0.07% |
| BASF SE | 0.07% |
| Starbucks Corp. | 0.07% |
| Cintas Corp. | 0.07% |
| Republic of Poland Government Bond, 2.50%, due 07/25/2027 | 0.07% |
| Prosus NV | 0.07% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.07% |
| Enbridge, Inc. | 0.07% |
| Carrier Global Corp. | 0.07% |
| American Tower Corp., REIT | 0.07% |
| Verisk Analytics, Inc. | 0.07% |
| Martin Marietta Materials, Inc. | 0.06% |
| Parker-Hannifin Corp. | 0.06% |
| International Business Machines Corp. | 0.06% |
| Wells Fargo & Co., Series MTN, 5.01%, due 04/04/2051 | 0.06% |
| Rockwell Automation, Inc. | 0.06% |
| Uber Technologies, Inc. | 0.06% |
| BP PLC | 0.06% |
| Royal Dutch Shell PLC, A Shares | 0.06% |
| UBS Group AG, 4.12%, due 09/24/2025 | 0.06% |
| Bayer AG | 0.06% |
| Zurich Insurance Group AG | 0.06% |
| Waste Connections, Inc. | 0.06% |
| Choice Hotels International, Inc. | 0.06% |
| Continental AG | 0.06% |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 | 0.06% |
| Kering SA | 0.06% |
| Indonesia Treasury Bond, 8.37%, due 03/15/2034 | 0.06% |
| Cigna Corp., 3.05%, due 10/15/2027 | 0.06% |
| Stanley Black & Decker, Inc. | 0.06% |
| Russian Federal Bond - OFZ, 7.95%, due 10/07/2026 | 0.06% |
| Bank of Nova Scotia | 0.06% |
| Otis Worldwide Corp. | 0.06% |
| ServiceNow, Inc. | 0.06% |
| Airbus SE | 0.06% |
| Deutsche Post AG | 0.06% |
| Small Business Origination Loan Trust DAC, Series 2019-2, Class A, 1.24%, due 03/15/2028 | 0.06% |
| Swap Agreement, Pay, JPMorgan SIPO4 Index | 0.06% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.51%, due 01/25/2027 | 0.06% |
| Fastenal Co. | 0.06% |
| ONEOK Partners, LP, 4.90%, due 03/15/2025 | 0.06% |
| TransDigm Group, Inc. | 0.06% |
| Charter Communications, Inc., Class A | 0.06% |
| Koninklijke Philips NV | 0.06% |
| Vinci SA | 0.06% |
| Barrick Gold Corp. | 0.06% |
| ABB, Ltd. | 0.06% |
| UBS Group AG | 0.06% |
| Anheuser-Busch InBev SA | 0.06% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 | 0.06% |
| Copart, Inc. | 0.06% |
| Westpac Banking Corp. | 0.05% |
| Peugeot SA | 0.05% |
| Royal Dutch Shell PLC, B Shares | 0.05% |
| Shell International Finance BV, 2.37%, due 04/06/2025 | 0.05% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.05% |
| BNP Paribas SA | 0.05% |
| AMETEK, Inc. | 0.05% |
| American Credit Acceptance Receivables Trust, Series 2020-2, Class C, 3.88%, due 04/13/2026 | 0.05% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.05% |
| Italy Buoni Poliennali del Tesoro, 1.40%, due 05/26/2025 | 0.05% |
| Lonza Group AG | 0.05% |
| Marriott Vacations Worldwide Corp. | 0.05% |
| US Bancorp | 0.05% |
| Centene Corp., 5.37%, due 06/01/2026 | 0.05% |
| Intuitive Surgical, Inc. | 0.05% |
| S&P Global, Inc. | 0.05% |
| National Grid PLC | 0.05% |
| BHP Group PLC | 0.05% |
| Wyndham Hotels & Resorts, Inc. | 0.05% |
| Intuit, Inc. | 0.05% |
| Truist Financial Corp. | 0.05% |
| Fidelity National Information Services, Inc. | 0.05% |
| Advanced Micro Devices, Inc. | 0.05% |
| Mondelez International, Inc., Class A | 0.05% |
| NXP Semiconductors NV | 0.05% |
| Canadian Pacific Railway, Ltd. | 0.05% |
| BYD Co., Ltd., H Shares | 0.05% |
| Infineon Technologies AG | 0.05% |
| EssilorLuxottica SA | 0.05% |
| Target Corp. | 0.05% |
| Meritage Homes Corp. | 0.05% |
| Safran SA | 0.05% |
| Zoetis, Inc. | 0.05% |
| Geely Automobile Holdings, Ltd. | 0.05% |
| BlackRock, Inc. | 0.05% |
| Brookfield Asset Management, Inc., Class A | 0.05% |
| Prologis, Inc., REIT | 0.05% |
| RELX PLC | 0.05% |
| CVS Health Corp. | 0.05% |
| Gilead Sciences, Inc. | 0.05% |
| Australia & New Zealand Banking Group, Ltd. | 0.05% |
| Republic Services, Inc. | 0.05% |
| Danone SA | 0.05% |
| National Australia Bank, Ltd. | 0.05% |
| Bank of Montreal | 0.05% |
| Muenchener Rueckversicherungs-Gesellschaft AG | 0.05% |
| Pernod Ricard SA | 0.05% |
| Subaru Corp. | 0.05% |
| Wesfarmers, Ltd. | 0.05% |
| Givaudan SA | 0.05% |
| Netherlands Government Bond, 2.75%, due 01/15/2047 | 0.05% |
| Banco Santander SA | 0.04% |
| Spain Government Bond, 3.45%, due 07/30/2066 | 0.04% |
| Centene Corp., 4.75%, due 01/15/2025 | 0.04% |
| Anthem, Inc. | 0.04% |
| Vonovia SE | 0.04% |
| Old Dominion Freight Line, Inc. | 0.04% |
| Fortive Corp. | 0.04% |
| Vodafone Group PLC | 0.04% |
| Telefonaktiebolaget LM Ericsson, B Shares | 0.04% |
| PNC Financial Services Group, Inc. | 0.04% |
| Porsche Automobil Holding SE, 4.35% | 0.04% |
| Stryker Corp. | 0.04% |
| Williams Cos., Inc., 3.70%, due 01/15/2023 | 0.04% |
| TC Energy Corp. | 0.04% |
| KB Home | 0.04% |
| Automatic Data Processing, Inc. | 0.04% |
| Altria Group, Inc. | 0.04% |
| Duke Energy Corp. | 0.04% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.04% |
| Crown Castle International Corp., REIT | 0.04% |
| AXA SA | 0.04% |
| Dominion Energy, Inc. | 0.04% |
| MDC Holdings, Inc. | 0.04% |
| Equinix, Inc., REIT | 0.04% |
| London Stock Exchange Group PLC | 0.04% |
| HSBC Holdings PLC, 3.26%, due 03/13/2023 | 0.04% |
| Woolworths Group, Ltd. | 0.04% |
| American Express Co. | 0.04% |
| DSV Panalpina A/S | 0.04% |
| Cie Financiere Richemont SA | 0.04% |
| Cigna Corp. | 0.04% |
| Kansas City Southern | 0.04% |
| Experian PLC | 0.04% |
| Colgate-Palmolive Co. | 0.04% |
| Canadian Imperial Bank of Commerce | 0.04% |
| Air Products & Chemicals, Inc. | 0.04% |
| TJX Cos., Inc. | 0.04% |
| Booking Holdings, Inc. | 0.04% |
| Koninklijke Ahold Delhaize NV | 0.04% |
| Sherwin-Williams Co. | 0.04% |
| Hermes International | 0.04% |
| Comcast Corp., 2.45%, due 08/15/2052 | 0.04% |
| OBX Trust, Series 2020-EXP1, Class 1A8, 3.50%, due 02/25/2060 | 0.04% |
| Prudential PLC | 0.04% |
| BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 | 0.04% |
| Vestas Wind Systems A/S | 0.04% |
| Goldman Sachs Group, Inc. | 0.04% |
| Equifax, Inc. | 0.04% |
| Becton Dickinson & Co. | 0.04% |
| Toyota Industries Corp. | 0.04% |
| Charles Schwab Corp. | 0.04% |
| Chubb, Ltd. | 0.04% |
| Meituan, 3.05%, due 10/28/2030 | 0.04% |
| CPS Auto Receivables Trust, Series 2016-C, Class D, 5.92%, due 06/15/2022 | 0.04% |
| Southern Co. | 0.04% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.04% |
| Sika AG | 0.04% |
| National Australia Bank, Ltd., Series MTN, 0.62%, due 08/30/2023 | 0.04% |
| WW Grainger, Inc. | 0.04% |
| Koninklijke DSM NV | 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% |
| T-Mobile USA, Inc., 2.25%, due 11/15/2031 | 0.04% |
| Shell International Finance BV, 3.12%, due 11/07/2049 | 0.04% |
| Dover Corp. | 0.04% |
| Macquarie Group, Ltd. | 0.04% |
| Atlas Copco AB, A Shares | 0.04% |
| Xylem, Inc. | 0.04% |
| Owens Corning | 0.04% |
| CRH PLC | 0.04% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.04% |
| Industria de Diseno Textil SA | 0.04% |
| Deutsche Boerse AG | 0.04% |
| Volvo AB, B Shares | 0.04% |
| ING Groep NV | 0.04% |
| Micron Technology, Inc. | 0.04% |
| Valeo SA | 0.04% |
| Activision Blizzard, Inc. | 0.04% |
| Expeditors International of Washington, Inc. | 0.04% |
| Orsted A/S | 0.04% |
| Kone OYJ, Class B | 0.04% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.04% |
| TransUnion | 0.04% |
| Applied Materials, Inc. | 0.04% |
| Swap Agreement, Pay, JPMorgan US Low Volume | 0.04% |
| Fiserv, Inc. | 0.03% |
| Investor AB, B Shares | 0.03% |
| MercadoLibre, Inc. | 0.03% |
| Square, Inc., Class A | 0.03% |
| Dollar General Corp. | 0.03% |
| Humana, Inc. | 0.03% |
| Progressive Corp. | 0.03% |
| Nissan Motor Co., Ltd. | 0.03% |
| CME Group, Inc. | 0.03% |
| Fidelity National Financial, Inc. | 0.03% |
| Autodesk, Inc. | 0.03% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.03% |
| Intercontinental Exchange, Inc. | 0.03% |
| Intesa Sanpaolo SpA | 0.03% |
| Swap Agreement, Pay, JPMorgan US Low Volume | 0.03% |
| Marsh & McLennan Cos., Inc. | 0.03% |
| Sumitomo Electric Industries, Ltd. | 0.03% |
| Vertex Pharmaceuticals, Inc. | 0.03% |
| Republic of Austria Government Bond, 2.10%, due 09/20/2117 | 0.03% |
| Alimentation Couche-Tard, Inc., Class B | 0.03% |
| Swap Agreement, Pay, JPMorgan US Low Volume | 0.03% |
| Lloyds Banking Group PLC | 0.03% |
| Tesco PLC | 0.03% |
| Lam Research Corp. | 0.03% |
| Swap Agreement, Pay, JPMorgan US Low Volume | 0.03% |
| BorgWarner, Inc. | 0.03% |
| Manulife Financial Corp. | 0.03% |
| Vivendi SA | 0.03% |
| ONEOK, Inc., 2.75%, due 09/01/2024 | 0.03% |
| Newmont Corp. | 0.03% |
| United Rentals, Inc. | 0.03% |
| Estee Lauder Cos., Inc., Class A | 0.03% |
| Transurban Group | 0.03% |
| Heineken NV | 0.03% |
| Franco-Nevada Corp. | 0.03% |
| E.ON SE | 0.03% |
| Nordea Bank Abp | 0.03% |
| Jardine Matheson Holdings, Ltd. | 0.03% |
| Boston Scientific Corp. | 0.03% |
| Rio Tinto, Ltd. | 0.03% |
| Credit Suisse Group AG | 0.03% |
| Lear Corp. | 0.03% |
| Neste OYJ | 0.03% |
| Navient Private Education Loan Trust, Series 2014-AA, Class A3, 1.74%, due 10/15/2031 | 0.03% |
| Global Payments, Inc. | 0.03% |
| IDEX Corp. | 0.03% |
| Ecolab, Inc. | 0.03% |
| Abu Dhabi Government International Bond, 3.12%, due 04/16/2030 | 0.03% |
| Orange SA | 0.03% |
| Barclays PLC | 0.03% |
| Anglo American PLC | 0.03% |
| Dassault Systemes SE | 0.03% |
| Engie SA | 0.03% |
| Alcon, Inc. | 0.03% |
| Jacobs Engineering Group, Inc. | 0.03% |
| Ingersoll Rand, Inc. | 0.03% |
| Wolters Kluwer NV | 0.03% |
| NVIDIA Corp., 3.50%, due 04/01/2050 | 0.03% |
| T-Mobile US, Inc. | 0.03% |
| Edwards Lifesciences Corp. | 0.03% |
| United Overseas Bank, Ltd. | 0.03% |
| Biogen, Inc. | 0.03% |
| RWE AG | 0.03% |
| STMicroelectronics NV | 0.03% |
| Kimberly-Clark Corp. | 0.03% |
| Citigroup, Inc., 2.66%, due 01/29/2031 | 0.03% |
| American Electric Power Co., Inc. | 0.03% |
| Amadeus IT Group SA | 0.03% |
| CH Robinson Worldwide, Inc. | 0.03% |
| Moody's Corp. | 0.03% |
| Aon PLC, Class A | 0.03% |
| Analog Devices, Inc. | 0.03% |
| McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 | 0.03% |
| Illumina, Inc. | 0.03% |
| Regeneron Pharmaceuticals, Inc. | 0.03% |
| Autoliv, Inc. | 0.03% |
| Ferguson PLC | 0.03% |
| Sun Life Financial, Inc. | 0.03% |
| DuPont de Nemours, Inc. | 0.03% |
| Nutrien, Ltd. | 0.03% |
| Compass Group PLC | 0.03% |
| Geberit AG | 0.03% |
| Mohawk Industries, Inc. | 0.03% |
| U.S. Treasury Bill, 0.15%, due 01/28/2021 | 0.03% |
| Fortune Brands Home & Security, Inc. | 0.03% |
| Watsco, Inc. | 0.03% |
| Swiss Re AG | 0.03% |
| Legrand SA | 0.03% |
| Glencore PLC | 0.03% |
| Banco Bilbao Vizcaya Argentaria SA | 0.03% |
| LafargeHolcim, Ltd. | 0.03% |
| Swap Agreement, Pay, JPMorgan US Low Volume | 0.03% |
| Cie de Saint-Gobain | 0.03% |
| Assa Abloy AB, B Shares | 0.03% |
| Constellation Software, Inc. | 0.03% |
| Merck KGaA | 0.03% |
| Genmab A/S | 0.03% |
| Akzo Nobel NV | 0.03% |
| Goodman Group, REIT | 0.03% |
| Sandvik AB | 0.03% |
| Nokia OYJ | 0.03% |
| Westinghouse Air Brake Technologies Corp. | 0.03% |
| Cognizant Technology Solutions Corp., Class A | 0.03% |
| Kerry Group PLC, Class A | 0.03% |
| Exelon Corp. | 0.03% |
| Extended Stay America, Inc. | 0.03% |
| Volkswagen AG | 0.03% |
| Capgemini SE | 0.03% |
| Teledyne Technologies, Inc. | 0.03% |
| Deutsche Bank AG | 0.03% |
| Digital Realty Trust, Inc., REIT | 0.02% |
| Wheaton Precious Metals Corp. | 0.02% |
| Hexagon AB, B Shares | 0.02% |
| Swap Agreement, Pay, Barclays Short Covid Winners | 0.02% |
| General Electric Co., 4.35%, due 05/01/2050 | 0.02% |
| Energy Transfer Operating, LP, 4.05%, due 03/15/2025 | 0.02% |
| Eni SpA | 0.02% |
| IDEXX Laboratories, Inc. | 0.02% |
| JB Hunt Transport Services, Inc. | 0.02% |
| Baxter International, Inc. | 0.02% |
| Deutsche Wohnen SE | 0.02% |
| Adyen NV | 0.02% |
| Xcel Energy, Inc. | 0.02% |
| Henkel AG & Co. KGaA, 1.99% | 0.02% |
| Teleperformance | 0.02% |
| Veeva Systems, Inc., Class A | 0.02% |
| Hang Lung Properties, Ltd. | 0.02% |
| Public Storage, REIT | 0.02% |
| eBay, Inc. | 0.02% |
| Lululemon Athletica, Inc. | 0.02% |
| General Mills, Inc. | 0.02% |
| Sampo OYJ, A Shares | 0.02% |
| Quintis Pty, Ltd. | 0.02% |
| HCA Healthcare, Inc. | 0.02% |
| Dow, Inc. | 0.02% |
| Scotts Miracle-Gro Co. | 0.02% |
| Sempra Energy | 0.02% |
| SMB Private Education Loan Trust, Series 2019-A, Class A2A, 3.44%, due 07/15/2036 | 0.02% |
| Workday, Inc., Class A | 0.02% |
| Agnico Eagle Mines, Ltd. | 0.02% |
| Canadian Natural Resources, Ltd. | 0.02% |
| Centene Corp. | 0.02% |
| Twilio, Inc., Class A | 0.02% |
| Fresenius Medical Care AG & Co. KGaA | 0.02% |
| O'Reilly Automotive, Inc. | 0.02% |
| Essity AB, Class B | 0.02% |
| Allegion PLC | 0.02% |
| Capital One Financial Corp. | 0.02% |
| Lennox International, Inc. | 0.02% |
| Synopsys, Inc. | 0.02% |
| Align Technology, Inc. | 0.02% |
| Blackstone Group, Inc., Class A | 0.02% |
| SSE PLC | 0.02% |
| Fresenius SE & Co. KGaA | 0.02% |
| Electronic Arts, Inc. | 0.02% |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 1500) | 0.02% |
| Amphenol Corp., Class A | 0.02% |
| Citigroup, Inc., 4.41%, due 03/31/2031 | 0.02% |
| Fortis, Inc. | 0.02% |
| Aisin Seiki Co., Ltd. | 0.02% |
| Partners Group Holding AG | 0.02% |
| Symrise AG | 0.02% |
| TE Connectivity, Ltd. | 0.02% |
| SBA Communications Corp., REIT | 0.02% |
| Suncor Energy, Inc. | 0.02% |
| Cellnex Telecom SA | 0.02% |
| Coloplast A/S, Class B | 0.02% |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 1500) | 0.02% |
| Ashtead Group PLC | 0.02% |
| BAE Systems PLC | 0.02% |
| UniCredit SpA | 0.02% |
| Coles Group, Ltd. | 0.02% |
| Koito Manufacturing Co., Ltd. | 0.02% |
| Agilent Technologies, Inc. | 0.02% |
| Travelers Cos., Inc. | 0.02% |
| MSCI, Inc. | 0.02% |
| UPM-Kymmene OYJ | 0.02% |
| Rollins, Inc. | 0.02% |
| T. Rowe Price Group, Inc. | 0.02% |
| Great Wall Motor Co., Ltd., H Shares | 0.02% |
| ConocoPhillips | 0.02% |
| Splunk, Inc. | 0.02% |
| Sartorius AG, 0.09% | 0.02% |
| Assicurazioni Generali SpA | 0.02% |
| KLA Corp. | 0.02% |
| PPG Industries, Inc. | 0.02% |
| Monster Beverage Corp. | 0.02% |
| Textron, Inc. | 0.02% |
| Twitter, Inc. | 0.02% |
| Ross Stores, Inc. | 0.02% |
| Pentair PLC | 0.02% |
| Hungary Government Bond, 3.00%, due 08/21/2030 | 0.02% |
| WEC Energy Group, Inc. | 0.02% |
| DexCom, Inc. | 0.02% |
| Xilinx, Inc. | 0.02% |
| First Republic Bank | 0.02% |
| Snap-on, Inc. | 0.02% |
| MetLife, Inc. | 0.02% |
| XPO Logistics, Inc. | 0.02% |
| Public Service Enterprise Group, Inc. | 0.02% |
| Isuzu Motors, Ltd. | 0.02% |
| Cadence Design Systems, Inc. | 0.02% |
| Telefonica SA | 0.02% |
| ResMed, Inc. | 0.02% |
| Thomson Reuters Corp. | 0.02% |
| Norway Government Bond, 1.37%, due 08/19/2030 | 0.02% |
| Atlas Copco AB, B Shares | 0.02% |
| SGS SA | 0.02% |
| Newcrest Mining, Ltd. | 0.02% |
| Bank of New York Mellon Corp. | 0.02% |
| Nordson Corp. | 0.02% |
| National Bank of Canada | 0.02% |
| Allstate Corp. | 0.02% |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 1500) | 0.02% |
| Imperial Brands PLC | 0.02% |
| Snap, Inc., Class A | 0.02% |
| Skandinaviska Enskilda Banken AB, Class A | 0.02% |
| Smith & Nephew PLC | 0.02% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.02% |
| Zimmer Biomet Holdings, Inc. | 0.02% |
| Flutter Entertainment PLC | 0.02% |
| Swedbank AB, A Shares | 0.02% |
| Kingspan Group PLC | 0.02% |
| Yum! Brands, Inc. | 0.02% |
| Enterprise Products Operating LLC, 3.90%, due 02/15/2024 | 0.02% |
| Constellation Brands, Inc., Class A | 0.02% |
| AutoZone, Inc. | 0.02% |
| DBS Group Holdings, Ltd. | 0.02% |
| American International Group, Inc. | 0.02% |
| Eversource Energy | 0.02% |
| Restaurant Brands International, Inc. | 0.02% |
| Rogers Communications, Inc., Class B | 0.02% |
| ANSYS, Inc. | 0.02% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class C, 4.59%, due 12/17/2036 | 0.02% |
| Motorola Solutions, Inc. | 0.02% |
| Legal & General Group PLC | 0.02% |
| CGI, Inc. | 0.02% |
| Delivery Hero SE | 0.02% |
| Just Eat Takeaway.com NV | 0.02% |
| American Water Works Co., Inc. | 0.02% |
| M/I Homes, Inc. | 0.02% |
| Ball Corp. | 0.02% |
| Chipotle Mexican Grill, Inc. | 0.02% |
| Zalando SE | 0.02% |
| Sysco Corp. | 0.02% |
| Intact Financial Corp. | 0.02% |
| Prudential Financial, Inc. | 0.02% |
| HP, Inc. | 0.02% |
| Match Group, Inc. | 0.02% |
| IQVIA Holdings, Inc. | 0.02% |
| KBC Group NV | 0.02% |
| Hennes & Mauritz AB, B Shares | 0.02% |
| Archer-Daniels-Midland Co. | 0.02% |
| Consolidated Edison, Inc. | 0.02% |
| EDP - Energias de Portugal SA | 0.02% |
| Best Buy Co., Inc. | 0.02% |
| Bio City Development Co. BV, 8.00%, due 07/06/2021 | 0.02% |
| Alexion Pharmaceuticals, Inc. | 0.02% |
| A.O. Smith Corp. | 0.02% |
| UCB SA | 0.02% |
| Paychex, Inc. | 0.02% |
| Aviva PLC | 0.02% |
| Microchip Technology, Inc. | 0.02% |
| Sensata Technologies Holding PLC | 0.02% |
| HEICO Corp., Class A | 0.02% |
| Carlsberg A/S, Class B | 0.02% |
| Svenska Handelsbanken AB, A Shares | 0.02% |
| Clorox Co. | 0.02% |
| Aflac, Inc. | 0.02% |
| Skyworks Solutions, Inc. | 0.02% |
| Howmet Aerospace, Inc. | 0.02% |
| Kroger Co. | 0.02% |
| Walgreens Boots Alliance, Inc. | 0.02% |
| Equinor ASA | 0.02% |
| Corning, Inc. | 0.02% |
| Willis Towers Watson PLC | 0.02% |
| Yamaha Motor Co., Ltd. | 0.02% |
| Corteva, Inc. | 0.02% |
| DTE Energy Co. | 0.02% |
| Segro PLC, REIT | 0.02% |
| Freeport-McMoRan, Inc. | 0.02% |
| First American Financial Corp. | 0.02% |
| McKesson Corp. | 0.02% |
| Standard Chartered PLC | 0.02% |
| Edenred | 0.02% |
| Swisscom AG | 0.02% |
| Sonova Holding AG | 0.02% |
| Ocado Group PLC | 0.02% |
| DnB ASA | 0.02% |
| Kinder Morgan, Inc. | 0.02% |
| General Electric Co., 4.25%, due 05/01/2040 | 0.02% |
| HD Supply Holdings, Inc. | 0.02% |
| Novozymes A/S, B Shares | 0.02% |
| Bayerische Motoren Werke AG, 4.95% | 0.02% |
| Marvell Technology Group, Ltd. | 0.02% |
| Swedish Match AB | 0.02% |
| Societe Generale SA | 0.02% |
| Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 | 0.02% |
| Faurecia SE | 0.02% |
| Woodside Petroleum, Ltd. | 0.01% |
| 3i Group PLC | 0.01% |
| Rentokil Initial PLC | 0.01% |
| Palo Alto Networks, Inc. | 0.01% |
| Kirkland Lake Gold, Ltd. | 0.01% |
| NN Group NV | 0.01% |
| Huntington Ingalls Industries, Inc. | 0.01% |
| Williams Cos., Inc. | 0.01% |
| Aristocrat Leisure, Ltd. | 0.01% |
| DocuSign, Inc. | 0.01% |
| VF Corp. | 0.01% |
| Fifth Third Bancorp | 0.01% |
| Beiersdorf AG | 0.01% |
| Ferrovial SA | 0.01% |
| Mettler-Toledo International, Inc. | 0.01% |
| McCormick & Co., Inc. | 0.01% |
| Halma PLC | 0.01% |
| Melia Hotels International SA | 0.01% |
| Okta, Inc. | 0.01% |
| Intertek Group PLC | 0.01% |
| Sartorius Stedim Biotech | 0.01% |
| Swiss Life Holding AG | 0.01% |
| QIAGEN NV | 0.01% |
| Metro, Inc. | 0.01% |
| Ameriprise Financial, Inc. | 0.01% |
| Robert Half International, Inc. | 0.01% |
| Church & Dwight Co., Inc. | 0.01% |
| State Street Corp. | 0.01% |
| Cerner Corp. | 0.01% |
| Welltower, Inc., REIT | 0.01% |
| NIKE, Inc., 2.40%, due 03/27/2025 | 0.01% |
| Sonic Healthcare, Ltd. | 0.01% |
| Worldline SA | 0.01% |
| Dollar Tree, Inc. | 0.01% |
| SVB Financial Group | 0.01% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.01% |
| VeriSign, Inc. | 0.01% |
| West Pharmaceutical Services, Inc. | 0.01% |
| Hershey Co. | 0.01% |
| Kraft Heinz Co. | 0.01% |
| Southwest Airlines Co. | 0.01% |
| Veolia Environnement SA | 0.01% |
| FleetCor Technologies, Inc. | 0.01% |
| Pembina Pipeline Corp. | 0.01% |
| Telenor ASA | 0.01% |
| Brown-Forman Corp., Class B | 0.01% |
| Stanley Electric Co., Ltd. | 0.01% |
| Straumann Holding AG | 0.01% |
| Kuehne & Nagel International AG | 0.01% |
| Brenntag AG | 0.01% |
| AP Moller - Maersk A/S, Class B | 0.01% |
| BT Group PLC | 0.01% |
| Weyerhaeuser Co., REIT | 0.01% |
| James Hardie Industries PLC, CDI | 0.01% |
| Schlumberger NV | 0.01% |
| CLP Holdings, Ltd. | 0.01% |
| Snam SpA | 0.01% |
| ASX, Ltd. | 0.01% |
| Bunzl PLC | 0.01% |
| Telia Co. AB | 0.01% |
| Brambles, Ltd. | 0.01% |
| Entergy Corp. | 0.01% |
| Paycom Software, Inc. | 0.01% |
| Kinnevik AB, Class B | 0.01% |
| Spirax-Sarco Engineering PLC | 0.01% |
| RingCentral, Inc., Class A | 0.01% |
| MTU Aero Engines AG | 0.01% |
| Discover Financial Services | 0.01% |
| Laboratory Corp. of America Holdings | 0.01% |
| Terna Rete Elettrica Nazionale SpA | 0.01% |
| Edison International | 0.01% |
| Chr Hansen Holding A/S | 0.01% |
| Ameren Corp. | 0.01% |
| Keysight Technologies, Inc. | 0.01% |
| Schindler Holding AG | 0.01% |
| AvalonBay Communities, Inc., REIT | 0.01% |
| Koninklijke KPN NV | 0.01% |
| Henkel AG & Co. KGaA | 0.01% |
| ArcelorMittal SA | 0.01% |
| Arthur J. Gallagher & Co. | 0.01% |
| PPL Corp. | 0.01% |
| Simon Property Group, Inc., REIT | 0.01% |
| Credit Agricole SA | 0.01% |
| Seagen, Inc. | 0.01% |
| EOG Resources, Inc. | 0.01% |
| Next PLC | 0.01% |
| Julius Baer Group, Ltd. | 0.01% |
| Maxim Integrated Products, Inc. | 0.01% |
| Aena SME SA | 0.01% |
| Repsol SA | 0.01% |
| Realty Income Corp., REIT | 0.01% |
| Epiroc AB, Class A | 0.01% |
| Power Corp. of Canada | 0.01% |
| Carrefour SA | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Phillips 66 | 0.01% |
| Dollarama, Inc. | 0.01% |
| WPP PLC | 0.01% |
| LyondellBasell Industries NV, Class A | 0.01% |
| Heineken Holding NV | 0.01% |
| Croda International PLC | 0.01% |
| Eurofins Scientific SE | 0.01% |
| Delta Air Lines, Inc. | 0.01% |
| Alexandria Real Estate Equities, Inc., REIT | 0.01% |
| Kinross Gold Corp. | 0.01% |
| Hannover Rueck SE | 0.01% |
| Ingenico Group SA | 0.01% |
| Persimmon PLC | 0.01% |
| Open Text Corp. | 0.01% |
| Hologic, Inc. | 0.01% |
| Cochlear, Ltd. | 0.01% |
| HeidelbergCement AG | 0.01% |
| Flutter Entertainment PLC | 0.01% |
| Marathon Petroleum Corp. | 0.01% |
| Stora Enso OYJ, R Shares | 0.01% |
| Mazda Motor Corp. | 0.01% |
| Knight-Swift Transportation Holdings, Inc. | 0.01% |
| M&T Bank Corp. | 0.01% |
| Roku, Inc. | 0.01% |
| MarketAxess Holdings, Inc. | 0.01% |
| Exact Sciences Corp. | 0.01% |
| Siemens Energy AG | 0.01% |
| Tyson Foods, Inc., Class A | 0.01% |
| KeyCorp | 0.01% |
| Emera, Inc. | 0.01% |
| CDW Corp. | 0.01% |
| Smurfit Kappa Group PLC | 0.01% |
| CMS Energy Corp. | 0.01% |
| Endesa SA | 0.01% |
| Alstom SA | 0.01% |
| FinecoBank Banca Fineco SpA | 0.01% |
| Fortum OYJ | 0.01% |
| Mondi PLC | 0.01% |
| Regions Financial Corp. | 0.01% |
| Covestro AG | 0.01% |
| Sage Group PLC | 0.01% |
| Nielsen Holdings PLC | 0.01% |
| HKT Trust & HKT, Ltd. | 0.01% |
| Equity Residential, REIT | 0.01% |
| Take-Two Interactive Software, Inc. | 0.01% |
| Guangzhou Automobile Group Co., Ltd., H Shares | 0.01% |
| EPAM Systems, Inc. | 0.01% |
| Conagra Brands, Inc. | 0.01% |
| Loblaw Cos., Ltd. | 0.01% |
| Tyler Technologies, Inc. | 0.01% |
| CNH Industrial NV | 0.01% |
| Grifols SA | 0.01% |
| Domino's Pizza, Inc. | 0.01% |
| Umicore SA | 0.01% |
| KKR & Co., Inc. | 0.01% |
| Amcor PLC | 0.01% |
| Coca-Cola European Partners PLC | 0.01% |
| QBE Insurance Group, Ltd. | 0.01% |
| MGIC Investment Corp. | 0.01% |
| Las Vegas Sands Corp. | 0.01% |
| Wayfair, Inc., Class A | 0.01% |
| International Paper Co. | 0.01% |
| Northern Trust Corp. | 0.01% |
| Ubisoft Entertainment SA | 0.01% |
| ViacomCBS, Inc., Class B | 0.01% |
| NGK Spark Plug Co., Ltd. | 0.01% |
| Citizens Financial Group, Inc. | 0.01% |
| HEICO Corp. | 0.01% |
| Pinterest, Inc., Class A | 0.01% |
| APA Group | 0.01% |
| Eagle Materials, Inc. | 0.01% |
| Atlantia SpA | 0.01% |
| Quest Diagnostics, Inc. | 0.01% |
| Tractor Supply Co. | 0.01% |
| Louisiana-Pacific Corp. | 0.01% |
| Danske Bank A/S | 0.01% |
| Fortinet, Inc. | 0.01% |
| Kellogg Co. | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Akamai Technologies, Inc. | 0.01% |
| FirstEnergy Corp. | 0.01% |
| Puma SE | 0.01% |
| Publicis Groupe SA | 0.01% |
| Zebra Technologies Corp., Class A | 0.01% |
| STERIS PLC | 0.01% |
| CBRE Group, Inc., Class A | 0.01% |
| Red Electrica Corp. SA | 0.01% |
| Pandora A/S | 0.01% |
| Incyte Corp. | 0.01% |
| Qorvo, Inc. | 0.01% |
| Moncler SpA | 0.01% |
| SKF AB, B Shares | 0.01% |
| Bouygues SA | 0.01% |
| Extra Space Storage, Inc., REIT | 0.01% |
| Melrose Industries PLC | 0.01% |
| Valero Energy Corp. | 0.01% |
| Varian Medical Systems, Inc. | 0.01% |
| Goldman Sachs Group, Inc., 4.75%, due 10/21/2045 | 0.01% |
| Insurance Australia Group, Ltd. | 0.01% |
| Broadridge Financial Solutions, Inc. | 0.01% |
| Associated British Foods PLC | 0.01% |
| Citrix Systems, Inc. | 0.01% |
| Liberty Broadband Corp., Class C | 0.01% |
| Natwest Group PLC | 0.01% |
| Ageas SA | 0.01% |
| Ramsay Health Care, Ltd. | 0.01% |
| Boliden AB | 0.01% |
| Kingfisher PLC | 0.01% |
| Electricite de France SA | 0.01% |
| First Quantum Minerals, Ltd. | 0.01% |
| AmerisourceBergen Corp. | 0.01% |
| CK Infrastructure Holdings, Ltd. | 0.01% |
| Scentre Group, REIT | 0.01% |
| Waters Corp. | 0.01% |
| Brilliance China Automotive Holdings, Ltd. | 0.01% |
| Nasdaq, Inc. | 0.01% |
| Synchrony Financial | 0.01% |
| Telstra Corp., Ltd. | 0.01% |
| Algonquin Power & Utilities Corp. | 0.01% |
| Thales SA | 0.01% |
| Teradyne, Inc. | 0.01% |
| United Utilities Group PLC | 0.01% |
| Adecco Group AG | 0.01% |
| Invitation Homes, Inc., REIT | 0.01% |
| Tiffany & Co. | 0.01% |
| Huntington Bancshares, Inc. | 0.01% |
| Ventas, Inc., REIT | 0.01% |
| Shaw Communications, Inc., Class B | 0.01% |
| CarMax, Inc. | 0.01% |
| PerkinElmer, Inc. | 0.01% |
| Nucor Corp. | 0.01% |
| Elisa OYJ | 0.01% |
| Severn Trent PLC | 0.01% |
| Arkema SA | 0.01% |
| Cooper Cos., Inc. | 0.01% |
| Singapore Telecommunications, Ltd. | 0.01% |
| Burberry Group PLC | 0.01% |
| Teleflex, Inc. | 0.01% |
| Atos SE | 0.01% |
| South32, Ltd. | 0.01% |
| Hormel Foods Corp. | 0.01% |
| Temenos AG | 0.01% |
| Siemens Gamesa Renewable Energy SA | 0.01% |
| Auto Trader Group PLC | 0.01% |
| Suncorp Group, Ltd. | 0.01% |
| UFP Industries, Inc. | 0.01% |
| Duke Realty Corp., REIT | 0.01% |
| Celanese Corp. | 0.01% |
| Garmin, Ltd. | 0.01% |
| Hartford Financial Services Group, Inc. | 0.01% |
| SS&C Technologies Holdings, Inc. | 0.01% |
| Groupe Bruxelles Lambert SA | 0.01% |
| Pioneer Natural Resources Co. | 0.01% |
| GVC Holdings PLC | 0.01% |
| Informa PLC | 0.01% |
| FMC Corp. | 0.01% |
| Black Knight, Inc. | 0.01% |
| BioMarin Pharmaceutical, Inc. | 0.01% |
| Alnylam Pharmaceuticals, Inc. | 0.01% |
| Canadian Tire Corp., Ltd., Class A | 0.01% |
| Essex Property Trust, Inc., REIT | 0.01% |
| CaixaBank SA | 0.01% |
| EMS-Chemie Holding AG | 0.01% |
| Expedia Group, Inc. | 0.01% |
| Alliant Energy Corp. | 0.01% |
| Prysmian SpA | 0.01% |
| TELUS Corp. | 0.01% |
| Healthpeak Properties, Inc., REIT | 0.01% |
| Markel Corp. | 0.01% |
| Fairfax Financial Holdings, Ltd. | 0.01% |
| Suez SA | 0.01% |
| Bureau Veritas SA | 0.01% |
| Siemens Healthineers AG | 0.01% |
| Standard Life Aberdeen PLC | 0.01% |
| Erste Group Bank AG | 0.01% |
| Cardinal Health, Inc. | 0.01% |
| AES Corp. | 0.01% |
| ComfortDelGro Corp., Ltd. | 0.01% |
| Fuyao Glass Industry Group Co., Ltd., H Shares | 0.01% |
| Hydro One, Ltd. | 0.01% |
| WH Group, Ltd. | 0.01% |
| Genuine Parts Co. | 0.01% |
| Insulet Corp. | 0.01% |
| Bio-Rad Laboratories, Inc., Class A | 0.01% |
| Smiths Group PLC | 0.01% |
| Mid-America Apartment Communities, Inc., REIT | 0.01% |
| Dexus, REIT | 0.01% |
| Burlington Stores, Inc. | 0.01% |
| Orkla ASA | 0.01% |
| Evergy, Inc. | 0.01% |
| Admiral Group PLC | 0.01% |
| Baloise Holding AG | 0.01% |
| Norton Lifelock, Inc. | 0.01% |
| Mowi ASA | 0.01% |
| Solvay SA | 0.01% |
| Vontier Corp. | 0.01% |
| WSP Global, Inc. | 0.01% |
| Skanska AB, B Shares | 0.01% |
| ACS Actividades de Construccion y Servicios SA | 0.01% |
| GoDaddy, Inc., Class A | 0.01% |
| Uniper SE | 0.01% |
| BioMerieux | 0.01% |
| Randstad NV | 0.01% |
| J.M. Smucker Co. | 0.01% |
| Alfa Laval AB | 0.01% |
| Davide Campari-Milano NV | 0.01% |
| Stockland, REIT | 0.01% |
| Getlink SE | 0.01% |
| Whirlpool Corp. | 0.01% |
| Avery Dennison Corp. | 0.01% |
| Trimble, Inc. | 0.01% |
| DCC PLC | 0.01% |
| Unibail-Rodamco-Westfield, REIT | 0.01% |
| Darden Restaurants, Inc. | 0.01% |
| Swiss Prime Site AG | 0.01% |
| Sodexo SA | 0.01% |
| Sun Communities, Inc., REIT | 0.01% |
| Aroundtown SA | 0.01% |
| EXOR NV | 0.01% |
| Teck Resources, Ltd., Class B | 0.01% |
| AMERCO | 0.01% |
| Knorr-Bremse AG | 0.01% |
| Arch Capital Group, Ltd. | 0.01% |
| Boston Properties, Inc., REIT | 0.01% |
| Elanco Animal Health, Inc. | 0.01% |
| Swatch Group AG | 0.01% |
| Gecina SA, REIT | 0.01% |
| Barratt Developments PLC | 0.01% |
| Berkeley Group Holdings PLC | 0.01% |
| Cincinnati Financial Corp. | 0.01% |
| ONEOK, Inc. | 0.01% |
| Cognex Corp. | 0.01% |
| Eiffage SA | 0.01% |
| Barry Callebaut AG | 0.01% |
| Yara International ASA | 0.01% |
| Hysan Development Co., Ltd. | 0.01% |
| Seagate Technology PLC | 0.01% |
| Toyoda Gosei Co., Ltd. | 0.01% |
| BCE, Inc. | 0.01% |
| Arista Networks, Inc. | 0.01% |
| St. James's Place PLC | 0.01% |
| Naturgy Energy Group SA | 0.01% |
| Jack Henry & Associates, Inc. | 0.01% |
| Ulta Beauty, Inc. | 0.01% |
| Centene Corp., 4.25%, due 12/15/2027 | 0.01% |
| Packaging Corp. of America | 0.01% |
| Crown Holdings, Inc. | 0.01% |
| Galapagos NV | 0.01% |
| Hewlett Packard Enterprise Co. | 0.01% |
| Santos, Ltd. | 0.01% |
| Booz Allen Hamilton Holding Corp. | 0.01% |
| Zillow Group, Inc., Class C | 0.01% |
| RPM International, Inc. | 0.01% |
| Enagas SA | 0.01% |
| George Weston, Ltd. | 0.01% |
| Citigroup, Inc., 2.97%, due 11/05/2030 | 0.01% |
| VMware, Inc., Class A | 0.01% |
| Atmos Energy Corp. | 0.01% |
| Tele2 AB, B Shares | 0.01% |
| ABIOMED, Inc. | 0.01% |
| Western Digital Corp. | 0.01% |
| Cheniere Energy, Inc. | 0.01% |
| Recordati Industria Chimica e Farmaceutica SpA | 0.01% |
| WP Carey, Inc., REIT | 0.01% |
| Futures Contracts, Short, FTSE 100 Index | 0.01% |
| Mirvac Group, REIT | 0.01% |
| KION Group AG | 0.01% |
| GEA Group AG | 0.01% |
| Leidos Holdings, Inc. | 0.01% |
| Hasbro, Inc. | 0.01% |
| Omnicom Group, Inc. | 0.01% |
| DENTSPLY SIRONA, Inc. | 0.01% |
| AP Moller - Maersk A/S, Class A | 0.01% |
| Epiroc AB, Class B | 0.01% |
| Carl Zeiss Meditec AG | 0.01% |
| AGL Energy, Ltd. | 0.01% |
| RSA Insurance Group PLC | 0.01% |
| Hargreaves Lansdown PLC | 0.01% |
| Principal Financial Group, Inc. | 0.01% |
| Evonik Industries AG | 0.01% |
| GPT Group, REIT | 0.01% |
| Saputo, Inc. | 0.01% |
| CenterPoint Energy, Inc. | 0.01% |
| Eastman Chemical Co. | 0.01% |
| Gartner, Inc. | 0.01% |
| Great-West Lifeco, Inc. | 0.01% |
| Brown & Brown, Inc. | 0.01% |
| CCL Industries, Inc., Class B | 0.01% |
| Halliburton Co. | 0.01% |
| Equity Lifestyle Properties, Inc., REIT | 0.01% |
| VICI Properties, Inc., REIT | 0.01% |
| Ally Financial, Inc. | 0.01% |
| Johnson Matthey PLC | 0.01% |
| Albemarle Corp. | 0.01% |
| Vail Resorts, Inc. | 0.01% |
| MGM Resorts International | 0.01% |
| Annaly Capital Management, Inc., REIT | 0.01% |
| NetApp, Inc. | 0.01% |
| Electrolux AB, Series B | 0.01% |
| FactSet Research Systems, Inc. | 0.01% |
| Sarepta Therapeutics, Inc. | 0.01% |
| Raymond James Financial, Inc. | 0.01% |
| Dell Technologies, Inc., Class C | 0.01% |
| MongoDB, Inc. | 0.01% |
| BlueScope Steel, Ltd. | 0.01% |
| International Flavors & Fragrances, Inc. | 0.01% |
| Renault SA | 0.01% |
| Commerzbank AG | 0.01% |
| Antofagasta PLC | 0.01% |
| Medibank Pvt, Ltd. | 0.01% |
| ON Semiconductor Corp. | 0.01% |
| Royal Caribbean Cruises, Ltd. | 0.01% |
| Pearson PLC | 0.01% |
| WestRock Co. | 0.01% |
| Aurizon Holdings, Ltd. | 0.01% |
| SEEK, Ltd. | 0.01% |
| Advance Auto Parts, Inc. | 0.01% |
| Schindler Holding AG | 0.01% |
| Vifor Pharma AG | 0.01% |
| PTC, Inc. | 0.01% |
| WM Morrison Supermarkets PLC | 0.01% |
| Bausch Health Cos., Inc. | 0.01% |
| Baker Hughes Co. | 0.01% |
| Loews Corp. | 0.01% |
| Weir Group PLC | 0.01% |
| LKQ Corp. | 0.01% |
| Origin Energy, Ltd. | 0.01% |
| Comerica, Inc. | 0.01% |
| Magellan Financial Group, Ltd. | 0.01% |
| Dongfeng Motor Group Co., Ltd., H Shares | 0.01% |
| M&G PLC | 0.01% |
| Fox Corp., Class A | 0.01% |
| IAC / InterActiveCorp | 0.01% |
| Hess Corp. | 0.01% |
| W.R. Berkley Corp. | 0.01% |
| JTEKT Corp. | 0.01% |
| Camden Property Trust, REIT | 0.01% |
| Henry Schein, Inc. | 0.01% |
| Lamb Weston Holdings, Inc. | 0.01% |
| Essential Utilities, Inc. | 0.01% |
| Lendlease Corp., Ltd. | 0.01% |
| Medical Properties Trust, Inc., REIT | 0.01% |
| Tabcorp Holdings, Ltd. | 0.01% |
| Mediobanca Banca di Credito Finanziario SpA | 0.01% |
| Empire Co., Ltd., Class A | 0.01% |
| Pinnacle West Capital Corp. | 0.01% |
| Sirius XM Holdings, Inc. | 0.01% |
| Cboe Global Markets, Inc. | 0.01% |
| UDR, Inc., REIT | 0.01% |
| Orion OYJ, Class B | 0.01% |
| Globe Life, Inc. | 0.01% |
| Poste Italiane SpA | 0.01% |
| Direct Line Insurance Group PLC | 0.01% |
| LANXESS AG | 0.01% |
| F5 Networks, Inc. | 0.01% |
| Equitable Holdings, Inc. | 0.01% |
| Land Securities Group PLC, REIT | 0.01% |
| Ampol, Ltd. | 0.01% |
| Coca-Cola HBC AG | 0.01% |
| Neurocrine Biosciences, Inc. | 0.01% |
| Concho Resources, Inc. | 0.01% |
| Everest Re Group, Ltd. | 0.01% |
| Securitas AB, B Shares | 0.01% |
| Treasury Wine Estates, Ltd. | 0.01% |
| CAE, Inc. | 0.01% |
| J Sainsbury PLC | 0.01% |
| Galp Energia SGPS SA | 0.01% |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.01% |
| G4S PLC | 0.01% |
| Orica, Ltd. | 0.01% |
| Guidewire Software, Inc. | 0.01% |
| Husqvarna AB, B Shares | 0.01% |
| CenturyLink, Inc. | 0.01% |
| Universal Health Services, Inc., Class B | 0.01% |
| Coca-Cola Amatil, Ltd. | 0.01% |
| Industrivarden AB, C Shares | 0.01% |
| NiSource, Inc. | 0.01% |
| REA Group, Ltd. | 0.01% |
| Taylor Wimpey PLC | 0.01% |
| Jeronimo Martins SGPS SA | 0.01% |
| Amundi SA | 0.01% |
| Assurant, Inc. | 0.01% |
| Occidental Petroleum Corp. | 0.01% |
| ICA Gruppen AB | 0.01% |
| Bunge, Ltd. | 0.01% |
| Sydney Airport | 0.01% |
| NRG Energy, Inc. | 0.01% |
| SCOR SE | 0.01% |
| Gildan Activewear, Inc. | 0.01% |
| JD Sports Fashion PLC | 0.01% |
| SEB SA | 0.01% |
| Jazz Pharmaceuticals PLC | 0.01% |
| Western Union Co. | 0.01% |
| Schroders PLC | 0.01% |
| Computershare, Ltd. | 0.01% |
| Verbund AG | 0.01% |
| Remy Cointreau SA | 0.01% |
| Campbell Soup Co. | 0.01% |
| British Land Co. PLC, REIT | 0.01% |
| Quebecor, Inc., Class B | 0.00%** |
| Host Hotels & Resorts, Inc., REIT | 0.00%** |
| DaVita, Inc. | 0.00%** |
| Zions Bancorp NA | 0.00%** |
| Koninklijke Vopak NV | 0.00%** |
| Wartsila OYJ Abp | 0.00%** |
| Liberty Global PLC, Class C | 0.00%** |
| Live Nation Entertainment, Inc. | 0.00%** |
| Lundin Mining Corp. | 0.00%** |
| Fuchs Petrolub SE, 2.10% | 0.00%** |
| Iron Mountain, Inc., REIT | 0.00%** |
| Norsk Hydro ASA | 0.00%** |
| ABN AMRO Bank NV, CVA | 0.00%** |
| United Internet AG | 0.00%** |
| AGNC Investment Corp., REIT | 0.00%** |
| East West Bancorp, Inc. | 0.00%** |
| Boral, Ltd. | 0.00%** |
| iA Financial Corp., Inc. | 0.00%** |
| Cabot Oil & Gas Corp. | 0.00%** |
| OMV AG | 0.00%** |
| Mylan NV | 0.00%** |
| Interpublic Group of Cos., Inc. | 0.00%** |
| Flex, Ltd. | 0.00%** |
| Liberty Media Corp. - Liberty Formula One, Class C | 0.00%** |
| Wynn Resorts, Ltd. | 0.00%** |
| Onex Corp. | 0.00%** |
| RenaissanceRe Holdings, Ltd. | 0.00%** |
| Ipsen SA | 0.00%** |
| AMP, Ltd. | 0.00%** |
| Canopy Growth Corp. | 0.00%** |
| Lundin Energy AB | 0.00%** |
| Newell Brands, Inc. | 0.00%** |
| Molson Coors Beverage Co., Class B | 0.00%** |
| Lincoln National Corp. | 0.00%** |
| Steel Dynamics, Inc. | 0.00%** |
| Gjensidige Forsikring ASA | 0.00%** |
| Metso Outotec OYJ | 0.00%** |
| AVEVA Group PLC | 0.00%** |
| Arrow Electronics, Inc. | 0.00%** |
| voestalpine AG | 0.00%** |
| UGI Corp. | 0.00%** |
| VEREIT, Inc. | 0.00%** |
| Etablissements Franz Colruyt NV | 0.00%** |
| DISH Network Corp., Class A | 0.00%** |
| Mosaic Co. | 0.00%** |
| Aramark | 0.00%** |
| ITV PLC | 0.00%** |
| Oil Search, Ltd. | 0.00%** |
| Reinsurance Group of America, Inc. | 0.00%** |
| Schibsted ASA, B Shares | 0.00%** |
| Inter Pipeline, Ltd. | 0.00%** |
| Demant A/S | 0.00%** |
| L E Lundbergforetagen AB, B Shares | 0.00%** |
| Eaton Vance Corp. | 0.00%** |
| AltaGas, Ltd. | 0.00%** |
| Clariant AG | 0.00%** |
| Sealed Air Corp. | 0.00%** |
| GrubHub, Inc. | 0.00%** |
| Juniper Networks, Inc. | 0.00%** |
| Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 | 0.00%** |
| SEI Investments Co. | 0.00%** |
| Discovery, Inc., Class C | 0.00%** |
| Parkland Corp. | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| Vistra Corp. | 0.00%** |
| Cameco Corp. | 0.00%** |
| Imperial Oil, Ltd. | 0.00%** |
| SES SA | 0.00%** |
| Bollore SA | 0.00%** |
| Omega Healthcare Investors, Inc., REIT | 0.00%** |
| Voya Financial, Inc. | 0.00%** |
| Altice Europe NV, Class A | 0.00%** |
| Regency Centers Corp., REIT | 0.00%** |
| Mitsubishi Motors Corp. | 0.00%** |
| Aeroports de Paris | 0.00%** |
| Jones Lang LaSalle, Inc. | 0.00%** |
| Ionis Pharmaceuticals, Inc. | 0.00%** |
| Carnival Corp. | 0.00%** |
| Tryg A/S | 0.00%** |
| IPG Photonics Corp. | 0.00%** |
| Tapestry, Inc. | 0.00%** |
| Proximus SADP | 0.00%** |
| OGE Energy Corp. | 0.00%** |
| Cenovus Energy, Inc. | 0.00%** |
| CF Industries Holdings, Inc. | 0.00%** |
| People's United Financial, Inc. | 0.00%** |
| Rolls-Royce Holdings PLC, Exercise Price GBP 0.32, Expiration Date 11/11/2020 | 0.00%** |
| Skyline Champion Corp. | 0.00%** |
| Alleghany Corp. | 0.00%** |
| AerCap Holdings NV | 0.00%** |
| National Retail Properties, Inc., REIT | 0.00%** |
| Vistra Operations Co. LLC, 5.00%, due 07/31/2027 | 0.00%** |
| Millicom International Cellular SA, SDR | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class C | 0.00%** |
| Covivio, REIT | 0.00%** |
| Signature Bank | 0.00%** |
| Perrigo Co. PLC | 0.00%** |
| American Financial Group, Inc. | 0.00%** |
| Iliad SA | 0.00%** |
| NRG Energy, Inc., 6.62%, due 01/15/2027 | 0.00%** |
| Hanesbrands, Inc. | 0.00%** |
| Canadian Utilities, Ltd., Class A | 0.00%** |
| Axalta Coating Systems, Ltd. | 0.00%** |
| Centrica PLC | 0.00%** |
| Leggett & Platt, Inc. | 0.00%** |
| Middleby Corp. | 0.00%** |
| Keyera Corp. | 0.00%** |
| Harley-Davidson, Inc. | 0.00%** |
| Vornado Realty Trust, REIT | 0.00%** |
| WiseTech Global, Ltd. | 0.00%** |
| Pargesa Holding SA | 0.00%** |
| Bankinter SA | 0.00%** |
| Franklin Resources, Inc. | 0.00%** |
| Canadian Apartment Properties, REIT | 0.00%** |
| Klepierre SA, REIT | 0.00%** |
| Federal Realty Investment Trust, REIT | 0.00%** |
| Bank of Ireland Group PLC | 0.00%** |
| CDK Global, Inc. | 0.00%** |
| Meggitt PLC | 0.00%** |
| Vicinity Centres, REIT | 0.00%** |
| Erie Indemnity Co., Class A | 0.00%** |
| West Fraser Timber Co., Ltd. | 0.00%** |
| Andritz AG | 0.00%** |
| AusNet Services | 0.00%** |
| Alumina, Ltd. | 0.00%** |
| Invesco, Ltd. | 0.00%** |
| Polaris, Inc. | 0.00%** |
| FLIR Systems, Inc. | 0.00%** |
| Wendel SE | 0.00%** |
| Jefferies Financial Group, Inc. | 0.00%** |
| News Corp., Class A | 0.00%** |
| DXC Technology Co. | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| Tenaris SA | 0.00%** |
| NRG Energy, Inc., 7.25%, due 05/15/2026 | 0.00%** |
| Evraz PLC | 0.00%** |
| Ingredion, Inc. | 0.00%** |
| Bendigo & Adelaide Bank, Ltd. | 0.00%** |
| Natixis SA | 0.00%** |
| CI Financial Corp. | 0.00%** |
| Fox Corp., Class B | 0.00%** |
| Athene Holding, Ltd., Class A | 0.00%** |
| Ovintiv, Inc. | 0.00%** |
| Vistra Operations Co. LLC, 5.50%, due 09/01/2026 | 0.00%** |
| Raiffeisen Bank International AG | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| Telefonica Deutschland Holding AG | 0.00%** |
| Worley, Ltd. | 0.00%** |
| thyssenkrupp AG | 0.00%** |
| PVH Corp. | 0.00%** |
| Dropbox, Inc., Class A | 0.00%** |
| Dassault Aviation SA | 0.00%** |
| Marks & Spencer Group PLC | 0.00%** |
| Kimco Realty Corp., REIT | 0.00%** |
| Incitec Pivot, Ltd. | 0.00%** |
| Deutsche Lufthansa AG | 0.00%** |
| Atco, Ltd., Class I | 0.00%** |
| Gap, Inc. | 0.00%** |
| Crown Resorts, Ltd. | 0.00%** |
| Qantas Airways, Ltd. | 0.00%** |
| Blackberry, Ltd. | 0.00%** |
| Swatch Group AG | 0.00%** |
| Stewart Information Services Corp. | 0.00%** |
| Futures Contracts, Short, MSCI Emerging Markets Index | 0.00%** |
| CNP Assurances | 0.00%** |
| Washington H Soul Pattinson & Co., Ltd. | 0.00%** |
| Diamondback Energy, Inc. | 0.00%** |
| Leonardo SpA | 0.00%** |
| ISS A/S | 0.00%** |
| Acuity Brands, Inc. | 0.00%** |
| NRG Energy, Inc., 5.75%, due 01/15/2028 | 0.00%** |
| Methanex Corp. | 0.00%** |
| HOCHTIEF AG | 0.00%** |
| Altice USA, Inc., Class A | 0.00%** |
| Flowserve Corp. | 0.00%** |
| Telenet Group Holding NV | 0.00%** |
| SL Green Realty Corp., REIT | 0.00%** |
| Carnival PLC | 0.00%** |
| ManpowerGroup, Inc. | 0.00%** |
| Eurazeo SE | 0.00%** |
| Targa Resources Corp. | 0.00%** |
| Unum Group | 0.00%** |
| Ralph Lauren Corp. | 0.00%** |
| Banco de Sabadell SA | 0.00%** |
| Eutelsat Communications SA | 0.00%** |
| H. Lundbeck A/S | 0.00%** |
| TPG Telecom, Ltd. | 0.00%** |
| IGM Financial, Inc., Class B | 0.00%** |
| Challenger, Ltd. | 0.00%** |
| NRG Energy, Inc., 5.25%, due 06/15/2029 | 0.00%** |
| METRO AG | 0.00%** |
| Dufry AG | 0.00%** |
| Kohl's Corp. | 0.00%** |
| BAIC Motor Corp., Ltd., H Shares | 0.00%** |
| Centene Corp., 5.37%, due 08/15/2026 | 0.00%** |
| Norwegian Cruise Line Holdings, Ltd. | 0.00%** |
| Xerox Holdings Corp. | 0.00%** |
| Devon Energy Corp. | 0.00%** |
| Discovery, Inc., Class A | 0.00%** |
| Mapfre SA | 0.00%** |
| Rolls-Royce Holdings PLC | 0.00%** |
| Capri Holdings, Ltd. | 0.00%** |
| Fraport AG Frankfurt Airport Services Worldwide | 0.00%** |
| TUI AG | 0.00%** |
| RioCan, REIT | 0.00%** |
| Aker BP ASA | 0.00%** |
| National Oilwell Varco, Inc. | 0.00%** |
| Liberty Global PLC, Class A | 0.00%** |
| Harvey Norman Holdings, Ltd. | 0.00%** |
| Bankia SA | 0.00%** |
| ICADE, REIT | 0.00%** |
| Marathon Oil Corp. | 0.00%** |
| Neles OYJ | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class A | 0.00%** |
| Apache Corp. | 0.00%** |
| Westlake Chemical Corp. | 0.00%** |
| CIMIC Group, Ltd. | 0.00%** |
| Air Canada | 0.00%** |
| Under Armour, Inc., Class A | 0.00%** |
| JCDecaux SA | 0.00%** |
| HollyFrontier Corp. | 0.00%** |
| United Airlines Holdings, Inc. | 0.00%** |
| Casino Guichard Perrachon SA | 0.00%** |
| SmartCentres, REIT | 0.00%** |
| TechnipFMC PLC | 0.00%** |
| Under Armour, Inc., Class C | 0.00%** |
| Flight Centre Travel Group, Ltd. | 0.00%** |
| Alliance Data Systems Corp. | 0.00%** |
| PrairieSky Royalty, Ltd. | 0.00%** |
| easyJet PLC | 0.00%** |
| TripAdvisor, Inc. | 0.00%** |
| Swap Agreement, Pay, Goldman Renewables | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| AIB Group PLC | 0.00%** |
| H&R, REIT | 0.00%** |
| Micro Focus International PLC | 0.00%** |
| Cronos Group, Inc. | 0.00%** |
| Spirit Aerosystems Holdings, Inc., Class A | 0.00%** |
| Sabre Corp. | 0.00%** |
| First Capital, REIT | 0.00%** |
| Husky Energy, Inc. | 0.00%** |
| Wilmar International, Ltd. | 0.00%** |
| American Airlines Group, Inc. | 0.00%** |
| Nordstrom, Inc. | 0.00%** |
| Continental Resources, 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%** |
| Aurora Cannabis, Inc. | 0.00%** |
| Futures Contracts, Short, 5-Year U.S. Treasury Note | 0.00%** |
| Power Assets Holdings, Ltd. | 0.00%** |
| Occidental Petroleum Corp., Exercise Price $5.60 , Expiration Date 08/03/2027 | 0.00%** |
| REI Agro, Ltd., 5.50%, due 11/13/2014 | 0.00%** |
| TUAS, Ltd. | 0.00%** |
| Wirecard AG | 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, Barclays Custom IPO Basket | 0.00%** |
| Swap Agreement, Receive, JPMorgan SIPO4 Index | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Swap Agreement, Pay, Barclays Custom IPO Basket | 0.00%** |
| Swap Agreement, Pay, Barclays SICOV Index | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Futures Contracts, Short, Nikkei 225 Index | 0.00%** |
| Futures Contracts, Long, Gold 100 oz | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Swap Agreement, Receive, MSCI USA Utilities Index | 0.00%** |
| Swap Agreement, Receive, MSCI USA Utilities Index | -0.01%** |
| Swap Agreement, Receive, MXN TIIE Banxico | -0.01%** |
| Futures Contracts, Long, 10-Year U.S. Treasury Note | -0.01%** |
| Futures Contracts, Long, NASDAQ 100 E-Mini Index | -0.01%** |
| Swap Agreement, Pay, BNP Paribas UIPO1 Index | -0.01%** |
| Swap Agreement, Receive, MXN TIIE Banxico | -0.01%** |
| Swap Agreement, Receive, MSCI USA Consumer Staples Index | -0.01%** |
| Futures Contracts, Long, 10-Year U.S. Treasury Ultra Note | -0.01%** |
| Swap Agreement, Receive, MSCI USA Consumer Staples Index | -0.01%** |
| Swap Agreement, Pay, BNP Paribas UIPO1 Index | -0.02%** |
| Swap Agreement, Receive, MSCI USA Health Care Index | -0.03%** |
| Futures Contracts, Long, WTI Crude | -0.04%** |
| Swap Agreement, Receive, MSCI USA Health Care Index | -0.04%** |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | -0.04%** |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | -0.04%** |
| Futures Contracts, Short, Euro-BTP Italy Government Bond | -0.05%** |
| Swap Agreement, Receive, JPMorgan US Aerospace & Defense | -0.06%** |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | -0.06%** |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | -0.06%** |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | -0.07%** |
| Swap Agreement, Receive, MSCI Daily TR Gross USA USD Index | -0.07%** |
| Swap Agreement, Receive, JPMorgan US SPX 500 Value | -0.32%** |
| Net Other Assets (Liabilities) | 13.05% |
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