|
11/30/2020* |
Transamerica BlackRock Global Allocation VP
| Security Description | % of Total Net Assets |
|---|---|
| Hellenic Republic Government Bond, 3.75%, due 01/30/2028 | 2.57% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 1.74% |
| U.S. Treasury Note, 1.87%, due 07/31/2022 | 1.67% |
| U.S. Treasury Note, 1.37%, due 01/31/2021 | 1.26% |
| Apple, Inc. | 1.25% |
| Japan Government Ten Year Bond, 0.10%, due 06/20/2026 | 1.24% |
| U.S. Treasury Note, 2.12%, due 05/15/2025 | 1.19% |
| Swap Agreement, Receive, MSCI Daily TR Gross USA USD Index | 1.13% |
| Swap Agreement, Receive, Invesco MSCI Emerging Markets UCITS ETF | 0.99% |
| Microsoft Corp. | 0.90% |
| Uniform Mortgage-Backed Security, 3.00%, TBA | 0.90% |
| Cie Generale des Etablissements Michelin SCA | 0.86% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 0.84% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.80% |
| Amazon.com, Inc. | 0.79% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 | 0.69% |
| Japan Government Ten Year Bond, 0.10%, due 03/20/2030 | 0.67% |
| Japan Government Thirty Year Bond, Series 64, 0.40%, due 09/20/2049 | 0.63% |
| Bridgestone Corp. | 0.58% |
| Australia Government Bond, 2.50%, due 05/21/2030 | 0.56% |
| French Republic Government Bond OAT, Zero Coupon, due 11/25/2029 | 0.55% |
| U.S. Treasury Bond, 1.12%, due 05/15/2040 | 0.53% |
| U.S. Treasury Note, 0.50%, due 04/30/2027 | 0.52% |
| Japan Government Thirty Year Bond, Series 11, 1.70%, due 06/20/2033 | 0.51% |
| Toyota Motor Corp. | 0.47% |
| JPMorgan Chase & Co. | 0.47% |
| Marriott International, Inc., Class A | 0.47% |
| Australia Government Bond, 0.25%, due 11/21/2025 | 0.43% |
| Japan Government Twenty Year Bond, 0.40%, due 03/20/2040 | 0.41% |
| Spain Government Bond, 1.60%, due 04/30/2025 | 0.40% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.40% |
| Facebook, Inc., Class A | 0.39% |
| U.K. Gilt, 3.50%, due 01/22/2045 | 0.37% |
| BHP Group, Ltd. | 0.36% |
| Nestle SA | 0.36% |
| Canada Government Bond, 1.25%, due 06/01/2030 | 0.35% |
| Italy Buoni Poliennali del Tesoro, 2.45%, due 09/01/2050 | 0.35% |
| Italy Buoni Poliennali del Tesoro, 1.75%, due 07/01/2024 | 0.34% |
| Kingdom of Belgium Government Bond, 1.90%, due 06/22/2038 | 0.33% |
| Bundesrepublik Deutschland Bundesanleihe, 0.25%, due 02/15/2029 | 0.32% |
| Alphabet, Inc., Class C | 0.32% |
| Hilton Worldwide Holdings, Inc. | 0.32% |
| Swap Agreement, Receive, JPMorgan US SPX 500 Value | 0.31% |
| Bank of America Corp. | 0.31% |
| Alphabet, Inc., Class A | 0.30% |
| Rio Tinto PLC | 0.30% |
| Honeywell International, Inc. | 0.30% |
| Union Pacific Corp. | 0.29% |
| Palantir Technologies, Inc., 0.00% | 0.29% |
| Japan Government Twenty Year Bond, 0.60%, due 06/20/2037 | 0.29% |
| AIA Group, Ltd. | 0.28% |
| Swap Agreement, Receive, MSCI Japan Net Total Return USD Index | 0.28% |
| International Bank for Reconstruction & Development, 0.50%, due 08/19/2027 | 0.28% |
| Daimler AG | 0.27% |
| U.K. Gilt, 0.62%, due 10/22/2050 | 0.27% |
| French Republic Government Bond OAT, 1.50%, due 05/25/2050 | 0.26% |
| Bundesrepublik Deutschland Bundesanleihe, 4.25%, due 07/04/2039 | 0.25% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.25% |
| United Parcel Service, Inc., Class B | 0.25% |
| Roche Holding AG | 0.24% |
| ASML Holding NV | 0.24% |
| Boeing Co. | 0.23% |
| Raytheon Technologies Corp. | 0.22% |
| Johnson & Johnson | 0.22% |
| Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 | 0.22% |
| General Motors Co. | 0.22% |
| Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 | 0.22% |
| Tesla, Inc. | 0.22% |
| Goodyear Tire & Rubber Co. | 0.22% |
| Nokian Renkaat OYJ | 0.22% |
| U.K. Gilt, 4.25%, due 09/07/2039 | 0.21% |
| U.K. Gilt, 1.62%, due 10/22/2028 | 0.21% |
| Visa, Inc., Class A | 0.21% |
| Novartis AG | 0.21% |
| Netherlands Government Bond, Zero Coupon, due 07/15/2030 | 0.21% |
| Procter & Gamble Co. | 0.21% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.20% |
| 3M Co. | 0.20% |
| Mexico Bonos, Series M, 8.50%, due 05/31/2029 | 0.20% |
| Japan Government Five Year Bond, 0.10%, due 12/20/2023 | 0.20% |
| Caterpillar, Inc. | 0.20% |
| JPMorgan Chase & Co., 1.76%, due 11/19/2031 | 0.19% |
| Lockheed Martin Corp. | 0.19% |
| Vornado Realty Trust, REIT | 0.19% |
| Kreditanstalt fuer Wiederaufbau, Series MTN, 1.12%, due 09/15/2032 | 0.19% |
| Province of Ontario, 2.05%, due 06/02/2030 | 0.19% |
| Pirelli & C SpA | 0.19% |
| European Investment Bank, Series MTN, 0.05%, due 05/24/2024 | 0.19% |
| Province of Quebec, 1.90%, due 09/01/2030 | 0.19% |
| Wells Fargo Bank NA, 2.08%, due 09/09/2022 | 0.19% |
| UnitedHealth Group, Inc. | 0.19% |
| General Electric Co. | 0.18% |
| NVIDIA Corp. | 0.18% |
| Province of British Columbia, 2.20%, due 06/18/2030 | 0.18% |
| Berkshire Hathaway, Inc., Class B | 0.18% |
| Mastercard, Inc., Class A | 0.18% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.18% |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.18% |
| Home Depot, Inc. | 0.18% |
| Korea Electric Power Corp., 1.12%, due 06/15/2025 | 0.18% |
| Province of Quebec, 1.35%, due 05/28/2030 | 0.17% |
| Province of Ontario, 2.30%, due 06/15/2026 | 0.17% |
| Bank of America Corp., Series MTN, 1.31%, due 06/19/2026 | 0.17% |
| Walt Disney Co. | 0.16% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.16% |
| Republic of Austria Government Bond, 4.15%, due 03/15/2037 | 0.16% |
| Deere & Co. | 0.16% |
| Comcast Corp., 3.70%, due 04/15/2024 | 0.16% |
| Vale SA | 0.15% |
| Citigroup, Inc. | 0.15% |
| Honda Motor Co., Ltd. | 0.15% |
| Verizon Communications, Inc. | 0.15% |
| SAP SE | 0.15% |
| AstraZeneca PLC | 0.15% |
| FedEx Corp. | 0.15% |
| Sun Hung Kai Properties, Ltd. | 0.14% |
| Ecopetrol SA, 5.87%, due 09/18/2023 | 0.14% |
| Wells Fargo & Co. | 0.14% |
| Portugal Obrigacoes do Tesouro OT, 0.70%, due 10/15/2027 | 0.14% |
| New Zealand Government Bond, 1.50%, due 05/15/2031 | 0.14% |
| CSX Corp. | 0.14% |
| Petronas Capital, Ltd., Series MTN, 3.50%, due 03/18/2025 | 0.14% |
| Indonesia Government International Bond, 1.75%, due 04/24/2025 | 0.14% |
| Volkswagen AG, 3.30% | 0.14% |
| PayPal Holdings, Inc. | 0.14% |
| Sanofi | 0.14% |
| Capital One Financial Corp., 3.30%, due 10/30/2024 | 0.14% |
| Ford Motor Co. | 0.14% |
| Italy Buoni Poliennali del Tesoro, 1.85%, due 07/01/2025 | 0.14% |
| Comcast Corp., Class A | 0.14% |
| Illinois Tool Works, Inc. | 0.14% |
| Federal Home Loan Mortgage Corp., 2.50%, due 06/01/2050 | 0.14% |
| Synchrony Bank, 3.00%, due 06/15/2022 | 0.14% |
| BPCE SA, 5.15%, due 07/21/2024 | 0.14% |
| Medtronic Global Holdings SCA, 1.12%, due 03/07/2027 | 0.14% |
| Adobe, Inc. | 0.14% |
| TOTAL SE | 0.13% |
| Anheuser-Busch InBev SA, Series MTN, 2.75%, due 03/17/2036 | 0.13% |
| Bayerische Motoren Werke AG | 0.13% |
| Banque Federative du Credit Mutuel SA, Series MTN, 1.75%, due 12/19/2024 | 0.13% |
| Siemens AG | 0.13% |
| HSBC Holdings PLC, Series MTN, 2.25%, due 11/13/2026 | 0.13% |
| NIO, Inc., ADR | 0.13% |
| Lloyds Banking Group PLC, Series MTN, 2.25%, due 10/16/2024 | 0.13% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.13% |
| Shopify, Inc., Class A | 0.13% |
| Verizon Communications, Inc., 1.37%, due 10/27/2026 | 0.13% |
| Australia Government Bond, 3.00%, due 03/21/2047 | 0.13% |
| Walmart, Inc. | 0.13% |
| InterContinental Hotels Group PLC | 0.13% |
| Novo Nordisk A/S, Class B | 0.13% |
| NGG Finance PLC, 5.62%, due 06/18/2073 | 0.13% |
| Aptiv PLC | 0.13% |
| AT&T, Inc. | 0.13% |
| Royal Bank of Canada | 0.13% |
| Coca-Cola Co. | 0.13% |
| Intel Corp. | 0.13% |
| Pfizer, Inc. | 0.12% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.12% |
| Norfolk Southern Corp. | 0.12% |
| Netflix, Inc. | 0.12% |
| Merck & Co., Inc. | 0.12% |
| Emerson Electric Co., Series MTN, 1.25%, due 10/15/2025 | 0.12% |
| Allianz SE | 0.12% |
| CaixaBank SA, Series MTN, 0.75%, due 04/18/2023 | 0.12% |
| AT&T, Inc., 1.80%, due 09/05/2026 | 0.12% |
| ASR Nederland NV, 5.00%, due 09/30/2024 | 0.12% |
| TOTAL SE, Series MTN, 2.70%, due 05/05/2023 | 0.12% |
| Orange SA, Series MTN, 5.00%, due 10/01/2026 | 0.12% |
| PepsiCo, Inc. | 0.12% |
| L'Oreal SA | 0.12% |
| PepsiCo, Inc., Series MTN, 2.62%, due 04/28/2026 | 0.12% |
| HSBC Holdings PLC | 0.12% |
| salesforce.com, Inc. | 0.12% |
| Banco Santander SA, Series MTN, 3.12%, due 01/19/2027 | 0.12% |
| Ferrari NV | 0.12% |
| Cooper Tire & Rubber Co. | 0.11% |
| Abbott Laboratories | 0.11% |
| Accor SA | 0.11% |
| CapitaLand, Ltd. | 0.11% |
| Unilever PLC | 0.11% |
| Commonwealth Bank of Australia | 0.11% |
| Thermo Fisher Scientific, Inc. | 0.11% |
| Southwest Airlines Co. | 0.11% |
| Malaysia Government Bond, 3.88%, due 08/15/2029 | 0.11% |
| AbbVie, Inc. | 0.11% |
| Galaxy Pipeline Assets Bidco, Ltd., 2.62%, due 03/31/2036 | 0.11% |
| Cisco Systems, Inc. | 0.11% |
| AT&T, Inc., 2.90%, due 12/04/2026 | 0.11% |
| SL Green Realty Corp., REIT | 0.11% |
| Saudi Arabian Oil Co., Series MTN, 3.50%, due 04/16/2029 | 0.11% |
| Yokohama Rubber Co., Ltd. | 0.11% |
| Muenchener Rueckversicherungs-Gesellschaft AG, Series MTN, 6.00%, due 05/26/2041 | 0.11% |
| Spain Government Bond, 2.70%, due 10/31/2048 | 0.11% |
| CSL, Ltd. | 0.11% |
| TJX Cos., Inc., 3.87%, due 04/15/2030 | 0.11% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.11% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.10% |
| Sumitomo Rubber Industries, Ltd. | 0.10% |
| Toronto-Dominion Bank | 0.10% |
| Georgia-Pacific LLC, 2.30%, due 04/30/2030 | 0.10% |
| Fortescue Metals Group, Ltd. | 0.10% |
| Iberdrola SA | 0.10% |
| Eaton Corp. PLC | 0.10% |
| Waste Management, Inc. | 0.10% |
| Oracle Corp., 2.95%, due 04/01/2030 | 0.10% |
| Costco Wholesale Corp. | 0.10% |
| NiSource, Inc., 3.60%, due 05/01/2030 | 0.10% |
| Crown Castle International Corp., 3.30%, due 07/01/2030 | 0.10% |
| Deere & Co., 3.10%, due 04/15/2030 | 0.10% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.10% |
| Diageo PLC | 0.10% |
| QUALCOMM, Inc. | 0.10% |
| American Tower Corp., 2.40%, due 03/15/2025 | 0.10% |
| Chevron Corp. | 0.10% |
| Enel SpA | 0.10% |
| Fox Corp., 4.70%, due 01/25/2029 | 0.10% |
| Oracle Corp., 2.80%, due 04/01/2027 | 0.10% |
| Olympic Tower Mortgage Trust, Series 2017-OT, Class A, 3.56%, due 05/10/2039 | 0.10% |
| Kingdom of Belgium Government Bond, 1.70%, due 06/22/2050 | 0.10% |
| Northrop Grumman Corp. | 0.10% |
| NIKE, Inc., Class B | 0.10% |
| GlaxoSmithKline PLC | 0.10% |
| Cooperatieve Rabobank UA, 3.95%, due 11/09/2022 | 0.10% |
| Delta Air Lines, Inc. | 0.10% |
| Pertamina Persero PT, Series MTN, 6.50%, due 11/07/2048 | 0.10% |
| International Business Machines Corp., 3.00%, due 05/15/2024 | 0.10% |
| McDonald's Corp. | 0.10% |
| Schneider Electric SE | 0.10% |
| Emerson Electric Co. | 0.10% |
| Broadcom, Inc. | 0.10% |
| Air Liquide SA | 0.10% |
| Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 | 0.09% |
| Exxon Mobil Corp. | 0.09% |
| Accenture PLC, Class A | 0.09% |
| Toyo Tire Corp. | 0.09% |
| Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2050 | 0.09% |
| Mexico Government International Bond, 4.50%, due 04/22/2029 | 0.09% |
| Roper Technologies, Inc. | 0.09% |
| Medtronic PLC | 0.09% |
| Walt Disney Co., 2.65%, due 01/13/2031 | 0.09% |
| Africa Finance Corp., Series MTN, 4.37%, due 04/17/2026 | 0.09% |
| Texas Instruments, Inc. | 0.09% |
| Hyatt Hotels Corp., Class A | 0.09% |
| British American Tobacco PLC | 0.09% |
| L3 Harris Technologies, Inc. | 0.09% |
| Korea International Bond, 2.00%, due 06/19/2024 | 0.09% |
| Bristol-Myers Squibb Co. | 0.09% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.09% |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | 0.09% |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | 0.09% |
| ONGC Videsh Vankorneft Pte, Ltd., 3.75%, due 07/27/2026 | 0.09% |
| Exxon Mobil Corp., 2.99%, due 03/19/2025 | 0.08% |
| T-Mobile USA, Inc., 2.25%, due 11/15/2031 | 0.08% |
| BASF SE | 0.08% |
| NextEra Energy, Inc. | 0.08% |
| Danaher Corp. | 0.08% |
| Oracle Corp., 3.60%, due 04/01/2050 | 0.08% |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | 0.08% |
| D.R. Horton, Inc. | 0.08% |
| Sweden Government Bond, 0.75%, due 05/12/2028 | 0.08% |
| SLM Private Education Loan Trust, Series 2010-C, Class A5, 4.89%, due 10/15/2041 | 0.08% |
| Transurban Finance Co. Pty, Ltd., Series MTN, 2.00%, due 08/28/2025 | 0.08% |
| Linde PLC | 0.08% |
| Uber Technologies, Inc. | 0.08% |
| Verizon Communications, Inc., 3.50%, due 11/01/2024 | 0.08% |
| Canadian National Railway Co. | 0.08% |
| US Bancorp | 0.08% |
| JPMorgan Chase & Co., 2.08%, due 04/22/2026 | 0.08% |
| Airbus SE | 0.08% |
| Fiat Chrysler Automobiles NV | 0.08% |
| Oracle Corp. | 0.08% |
| Whitbread PLC | 0.08% |
| Truist Financial Corp. | 0.08% |
| Amgen, Inc. | 0.08% |
| Magna International, Inc. | 0.08% |
| Becton Dickinson & Co., 2.89%, due 06/06/2022 | 0.08% |
| IHS Markit, Ltd. | 0.08% |
| Royal Dutch Shell PLC, A Shares | 0.08% |
| PNC Financial Services Group, Inc. | 0.08% |
| Prologis Euro Finance LLC, 1.87%, due 01/05/2029 | 0.08% |
| Unilever PLC | 0.08% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.08% |
| General Dynamics Corp. | 0.08% |
| Deutsche Telekom AG | 0.08% |
| Finland Government Bond, 1.12%, due 04/15/2034 | 0.07% |
| adidas AG | 0.07% |
| Eli Lilly & Co. | 0.07% |
| BNP Paribas SA, Series MTN, 1.12%, due 06/11/2026 | 0.07% |
| Nederlandse Waterschapsbank NV, 1.00%, due 05/28/2030 | 0.07% |
| Chubb INA Holdings, Inc., 0.87%, due 06/15/2027 | 0.07% |
| BP PLC | 0.07% |
| Banque Federative du Credit Mutuel SA, Series MTN, 0.75%, due 07/17/2025 | 0.07% |
| Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2050 | 0.07% |
| BNP Paribas SA | 0.07% |
| Lennar Corp., Class A | 0.07% |
| Trane Technologies PLC | 0.07% |
| Burlington Northern Santa Fe LLC, 4.55%, due 09/01/2044 | 0.07% |
| Parker-Hannifin Corp. | 0.07% |
| Johnson Controls International PLC | 0.07% |
| Cummins, Inc. | 0.07% |
| CoStar Group, Inc. | 0.07% |
| Bayer AG | 0.07% |
| Masco Corp. | 0.07% |
| Philip Morris International, Inc. | 0.07% |
| BAT Capital Corp., 3.55%, due 08/15/2027 | 0.07% |
| Starbucks Corp. | 0.07% |
| BAMLL Commercial Mortgage Securities Trust, Series 2016-ISQ, Class A, 2.84%, due 08/14/2034 | 0.07% |
| Level 3 Financing, Inc., 3.40%, due 03/01/2027 | 0.07% |
| Vistra Operations Co. LLC, 5.62%, due 02/15/2027 | 0.07% |
| Indonesia Treasury Bond, 8.25%, due 05/15/2029 | 0.07% |
| Lowe's Cos., Inc. | 0.07% |
| Reckitt Benckiser Group PLC | 0.07% |
| Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 | 0.07% |
| Denso Corp. | 0.07% |
| United Airlines Holdings, Inc. | 0.07% |
| Exeter Automobile Receivables Trust, Series 2018-2A, Class D, 4.04%, due 03/15/2024 | 0.07% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 0.07% |
| Zurich Insurance Group AG | 0.07% |
| Kering SA | 0.07% |
| NIKE, Inc., 2.85%, due 03/27/2030 | 0.07% |
| AbbVie, Inc., 3.20%, due 11/21/2029 | 0.07% |
| Royal Dutch Shell PLC, B Shares | 0.07% |
| Vinci SA | 0.07% |
| Continental AG | 0.07% |
| Enbridge, Inc. | 0.07% |
| Denmark Government Bond, 0.50%, due 11/15/2029 | 0.07% |
| Enterprise Products Operating LLC, 3.35%, due 03/15/2023 | 0.07% |
| Union Pacific Corp., 3.95%, due 09/10/2028 | 0.07% |
| Prosus NV | 0.07% |
| Anheuser-Busch InBev SA | 0.07% |
| Becton Dickinson & Co., 3.12%, due 11/08/2021 | 0.07% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A1, 3.57%, due 02/15/2036 | 0.07% |
| Cintas Corp. | 0.07% |
| International Business Machines Corp. | 0.07% |
| Carrier Global Corp. | 0.07% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class LNC3, 4.74%, due 12/15/2046 | 0.06% |
| Republic of Poland Government Bond, 2.50%, due 07/25/2027 | 0.06% |
| Bundesrepublik Deutschland Bundesanleihe, 4.75%, due 07/04/2034 | 0.06% |
| Bank of Nova Scotia | 0.06% |
| Verisk Analytics, Inc. | 0.06% |
| Swap Agreement, Receive, JPMorgan US Aerospace & Defense | 0.06% |
| Wells Fargo & Co., Series MTN, 5.01%, due 04/04/2051 | 0.06% |
| PACCAR, Inc. | 0.06% |
| Safran SA | 0.06% |
| Peugeot SA | 0.06% |
| TransDigm Group, Inc. | 0.06% |
| Indonesia Treasury Bond, 8.37%, due 03/15/2034 | 0.06% |
| UBS Group AG | 0.06% |
| Vulcan Materials Co. | 0.06% |
| American Tower Corp., REIT | 0.06% |
| Deutsche Post AG | 0.06% |
| ServiceNow, Inc. | 0.06% |
| Rockwell Automation, Inc. | 0.06% |
| Banco Santander SA | 0.06% |
| Martin Marietta Materials, Inc. | 0.06% |
| Russian Federal Bond - OFZ, 7.95%, due 10/07/2026 | 0.06% |
| Stanley Black & Decker, Inc. | 0.06% |
| Koninklijke Philips NV | 0.06% |
| UBS Group AG, 4.12%, due 09/24/2025 | 0.06% |
| Fastenal Co. | 0.06% |
| Brookfield Asset Management, Inc., Class A | 0.06% |
| Otis Worldwide Corp. | 0.06% |
| Cigna Corp., 3.05%, due 10/15/2027 | 0.06% |
| Infineon Technologies AG | 0.06% |
| AXA SA | 0.06% |
| Charter Communications, Inc., Class A | 0.06% |
| Advanced Micro Devices, Inc. | 0.06% |
| Waste Connections, Inc. | 0.06% |
| Westpac Banking Corp. | 0.06% |
| AMETEK, Inc. | 0.06% |
| Futures Contracts, Long, EURO STOXX 50® Index | 0.06% |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1, 1.85%, due 03/25/2065 | 0.06% |
| Fidelity National Information Services, Inc. | 0.06% |
| ABB, Ltd. | 0.05% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.05% |
| ONEOK Partners, LP, 4.90%, due 03/15/2025 | 0.05% |
| New Zealand Government Bond, 2.75%, due 04/15/2037 | 0.05% |
| Geely Automobile Holdings, Ltd. | 0.05% |
| BHP Group PLC | 0.05% |
| NXP Semiconductors NV | 0.05% |
| Choice Hotels International, Inc. | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 1.62%, due 01/25/2027 | 0.05% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 2.80%, due 04/01/2031 | 0.05% |
| Target Corp. | 0.05% |
| EssilorLuxottica SA | 0.05% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.05% |
| NVR, Inc. | 0.05% |
| CVS Health Corp. | 0.05% |
| National Australia Bank, Ltd. | 0.05% |
| Marriott Vacations Worldwide Corp. | 0.05% |
| Intuit, Inc. | 0.05% |
| Paramount Group, Inc., REIT | 0.05% |
| Intuitive Surgical, Inc. | 0.05% |
| S&P Global, Inc. | 0.05% |
| Australia & New Zealand Banking Group, Ltd. | 0.05% |
| BlackRock, Inc. | 0.05% |
| Muenchener Rueckversicherungs-Gesellschaft AG | 0.05% |
| Italy Buoni Poliennali del Tesoro, 1.40%, due 05/26/2025 | 0.05% |
| Copart, Inc. | 0.05% |
| RELX PLC | 0.05% |
| Pernod Ricard SA | 0.05% |
| Shell International Finance BV, 3.25%, due 05/11/2025 | 0.05% |
| Bank of Montreal | 0.05% |
| Mondelez International, Inc., Class A | 0.05% |
| American Express Co. | 0.05% |
| Danone SA | 0.05% |
| American Credit Acceptance Receivables Trust, Series 2020-2, Class C, 3.88%, due 04/13/2026 | 0.05% |
| Small Business Origination Loan Trust DAC, Series 2019-2, Class A, 1.24%, due 03/15/2028 | 0.05% |
| Vodafone Group PLC | 0.05% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.05% |
| Cie Financiere Richemont SA | 0.05% |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | 0.05% |
| Lonza Group AG | 0.05% |
| Swap Agreement, Receive, JPMorgan US SPX 1500 Value | 0.05% |
| ING Groep NV | 0.05% |
| BYD Co., Ltd., H Shares | 0.05% |
| Wyndham Hotels & Resorts, Inc. | 0.05% |
| Centene Corp., 5.37%, due 06/01/2026 | 0.05% |
| Cigna Corp. | 0.05% |
| Canadian Pacific Railway, Ltd. | 0.05% |
| Stryker Corp. | 0.05% |
| Anthem, Inc. | 0.05% |
| TJX Cos., Inc. | 0.05% |
| Industria de Diseno Textil SA | 0.05% |
| Booking Holdings, Inc. | 0.05% |
| Prudential PLC | 0.05% |
| Applied Materials, Inc. | 0.05% |
| Zoetis, Inc. | 0.04% |
| Gilead Sciences, Inc. | 0.04% |
| Wesfarmers, Ltd. | 0.04% |
| Porsche Automobil Holding SE, 3.92% | 0.04% |
| Goldman Sachs Group, Inc. | 0.04% |
| Republic Services, Inc. | 0.04% |
| Altria Group, Inc. | 0.04% |
| Automatic Data Processing, Inc. | 0.04% |
| Prologis, Inc., REIT | 0.04% |
| Vonovia SE | 0.04% |
| National Grid PLC | 0.04% |
| Barrick Gold Corp. | 0.04% |
| TC Energy Corp. | 0.04% |
| Square, Inc., Class A | 0.04% |
| Fortive Corp. | 0.04% |
| Micron Technology, Inc. | 0.04% |
| Spain Government Bond, 3.45%, due 07/30/2066 | 0.04% |
| Charles Schwab Corp. | 0.04% |
| Telefonaktiebolaget LM Ericsson, B Shares | 0.04% |
| Netherlands Government Bond, 2.75%, due 01/15/2047 | 0.04% |
| Intesa Sanpaolo SpA | 0.04% |
| Vestas Wind Systems A/S | 0.04% |
| Crown Castle International Corp., REIT | 0.04% |
| Equifax, Inc. | 0.04% |
| Centene Corp., 4.75%, due 01/15/2025 | 0.04% |
| MercadoLibre, Inc. | 0.04% |
| Subaru Corp. | 0.04% |
| Chubb, Ltd. | 0.04% |
| Canadian Imperial Bank of Commerce | 0.04% |
| Old Dominion Freight Line, Inc. | 0.04% |
| Colgate-Palmolive Co. | 0.04% |
| Valeo SA | 0.04% |
| Givaudan SA | 0.04% |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.04% |
| Williams Cos., Inc., 3.70%, due 01/15/2023 | 0.04% |
| Duke Energy Corp. | 0.04% |
| Banco Bilbao Vizcaya Argentaria SA | 0.04% |
| WW Grainger, Inc. | 0.04% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.04% |
| Sherwin-Williams Co. | 0.04% |
| Comcast Corp., 2.45%, due 08/15/2052 | 0.04% |
| Lam Research Corp. | 0.04% |
| Empire State Realty Trust, Inc., Class A, REIT | 0.04% |
| Fiserv, Inc. | 0.04% |
| Deutsche Boerse AG | 0.04% |
| CRH PLC | 0.04% |
| HSBC Holdings PLC, 3.26%, due 03/13/2023 | 0.04% |
| PulteGroup, Inc. | 0.04% |
| Volvo AB, B Shares | 0.04% |
| Shell International Finance BV, 3.12%, due 11/07/2049 | 0.04% |
| Atlas Copco AB, A Shares | 0.04% |
| Hermes International | 0.04% |
| Koninklijke Ahold Delhaize NV | 0.04% |
| Lloyds Banking Group PLC | 0.04% |
| Macquarie Group, Ltd. | 0.04% |
| Dominion Energy, Inc. | 0.04% |
| London Stock Exchange Group PLC | 0.04% |
| Nissan Motor Co., Ltd. | 0.04% |
| Amadeus IT Group SA | 0.04% |
| Air Products & Chemicals, Inc. | 0.04% |
| Owens Corning | 0.04% |
| Kansas City Southern | 0.04% |
| BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 | 0.04% |
| Southern Co. | 0.04% |
| Meituan, 3.05%, due 10/28/2030 | 0.04% |
| Autodesk, Inc. | 0.04% |
| Equinix, Inc., REIT | 0.04% |
| Becton Dickinson & Co. | 0.04% |
| Orsted AS | 0.04% |
| Credit Suisse Group AG | 0.04% |
| Woolworths Group, Ltd. | 0.04% |
| CME Group, Inc. | 0.04% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.04% |
| National Australia Bank, Ltd., Series MTN, 0.62%, due 08/30/2023 | 0.04% |
| Toyota Industries Corp. | 0.04% |
| Dover Corp. | 0.04% |
| Neste OYJ | 0.04% |
| Koninklijke DSM NV | 0.04% |
| Fidelity National Financial, Inc. | 0.04% |
| OBX Trust, Series 2020-EXP1, Class 1A8, 3.50%, due 02/25/2060 | 0.04% |
| DSV Panalpina A/S | 0.04% |
| Xylem, Inc. | 0.04% |
| Investor AB, B Shares | 0.04% |
| Manulife Financial Corp. | 0.04% |
| Sika AG | 0.04% |
| Barclays PLC | 0.04% |
| Activision Blizzard, Inc. | 0.04% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.04% |
| Flagship Credit Auto Trust, Series 2020-2, Class C, 3.80%, due 04/15/2026 | 0.04% |
| Experian PLC | 0.04% |
| TransUnion | 0.04% |
| United Rentals, Inc. | 0.03% |
| Kone OYJ, Class B | 0.03% |
| Global Payments, Inc. | 0.03% |
| Heineken NV | 0.03% |
| Intercontinental Exchange, Inc. | 0.03% |
| Anglo American PLC | 0.03% |
| Jardine Matheson Holdings, Ltd. | 0.03% |
| STMicroelectronics NV | 0.03% |
| Glencore PLC | 0.03% |
| Ecolab, Inc. | 0.03% |
| Engie SA | 0.03% |
| American Airlines Group, Inc. | 0.03% |
| Marsh & McLennan Cos., Inc. | 0.03% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.03% |
| Dollar General Corp. | 0.03% |
| Vertex Pharmaceuticals, Inc. | 0.03% |
| Tesco PLC | 0.03% |
| T-Mobile US, Inc. | 0.03% |
| Estee Lauder Cos., Inc., Class A | 0.03% |
| Ingersoll Rand, Inc. | 0.03% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.03% |
| Eni SpA | 0.03% |
| Humana, Inc. | 0.03% |
| Swap Agreement, Receive, JPMorgan US Value | 0.03% |
| Expeditors International of Washington, Inc. | 0.03% |
| Nordea Bank Abp | 0.03% |
| Compass Group PLC | 0.03% |
| CPS Auto Receivables Trust, Series 2016-C, Class D, 5.92%, due 06/15/2022 | 0.03% |
| Edwards Lifesciences Corp. | 0.03% |
| Orange SA | 0.03% |
| Alimentation Couche-Tard, Inc., Class B | 0.03% |
| Republic of Austria Government Bond, 2.10%, due 09/20/2117 | 0.03% |
| Westpac Banking Corp., 2.66%, due 11/15/2035 | 0.03% |
| Rio Tinto, Ltd. | 0.03% |
| Lear Corp. | 0.03% |
| Swiss Re AG | 0.03% |
| Vivendi SA | 0.03% |
| Australia & New Zealand Banking Group, Ltd., 2.57%, due 11/25/2035 | 0.03% |
| Analog Devices, Inc. | 0.03% |
| Mohawk Industries, Inc. | 0.03% |
| ONEOK, Inc., 2.75%, due 09/01/2024 | 0.03% |
| Dassault Systemes SE | 0.03% |
| Alcon, Inc. | 0.03% |
| E.ON SE | 0.03% |
| Progressive Corp. | 0.03% |
| Transurban Group | 0.03% |
| IDEX Corp. | 0.03% |
| RWE AG | 0.03% |
| BorgWarner, Inc. | 0.03% |
| Cie de Saint-Gobain | 0.03% |
| Nutrien, Ltd. | 0.03% |
| Jacobs Engineering Group, Inc. | 0.03% |
| United Overseas Bank, Ltd. | 0.03% |
| Sandvik AB | 0.03% |
| Aon PLC, Class A | 0.03% |
| LafargeHolcim, Ltd. | 0.03% |
| Canadian Natural Resources, Ltd. | 0.03% |
| Constellation Software, Inc. | 0.03% |
| Ferguson PLC | 0.03% |
| Illumina, Inc. | 0.03% |
| Abu Dhabi Government International Bond, 3.12%, due 04/16/2030 | 0.03% |
| Sumitomo Electric Industries, Ltd. | 0.03% |
| Legrand SA | 0.03% |
| Navient Private Education Loan Trust, Series 2014-AA, Class A3, 1.74%, due 10/15/2031 | 0.03% |
| NVIDIA Corp., 3.50%, due 04/01/2050 | 0.03% |
| Nokia OYJ | 0.03% |
| Moody's Corp. | 0.03% |
| Wolters Kluwer NV | 0.03% |
| DuPont de Nemours, Inc. | 0.03% |
| Deutsche Bank AG | 0.03% |
| Capgemini SE | 0.03% |
| Kimberly-Clark Corp. | 0.03% |
| Autoliv, Inc. | 0.03% |
| Kerry Group PLC, Class A | 0.03% |
| Westinghouse Air Brake Technologies Corp. | 0.03% |
| First Republic Bank | 0.03% |
| Home Depot, Inc., 3.35%, due 04/15/2050 | 0.03% |
| Boston Scientific Corp. | 0.03% |
| Sun Life Financial, Inc. | 0.03% |
| Franco-Nevada Corp. | 0.03% |
| Newmont Corp. | 0.03% |
| Citigroup, Inc., 2.66%, due 01/29/2031 | 0.03% |
| Genmab A/S | 0.03% |
| Akzo Nobel NV | 0.03% |
| Teledyne Technologies, Inc. | 0.03% |
| Suncor Energy, Inc. | 0.03% |
| CH Robinson Worldwide, Inc. | 0.03% |
| McDonald's Corp., Series MTN, 3.50%, due 07/01/2027 | 0.03% |
| Merck KGaA | 0.03% |
| UniCredit SpA | 0.03% |
| Assa Abloy AB, B Shares | 0.03% |
| Cognizant Technology Solutions Corp., Class A | 0.03% |
| Volkswagen AG | 0.03% |
| Geberit AG | 0.03% |
| Biogen, Inc. | 0.03% |
| ConocoPhillips | 0.03% |
| HCA Healthcare, Inc. | 0.03% |
| Adyen NV | 0.03% |
| Watsco, Inc. | 0.03% |
| General Electric Co., 4.35%, due 05/01/2050 | 0.03% |
| Hexagon AB, B Shares | 0.02% |
| U.S. Treasury Bill, 0.15%, due 01/28/2021 | 0.02% |
| American Electric Power Co., Inc. | 0.02% |
| Lululemon Athletica, Inc. | 0.02% |
| IDEXX Laboratories, Inc. | 0.02% |
| Regeneron Pharmaceuticals, Inc. | 0.02% |
| Scotts Miracle-Gro Co. | 0.02% |
| BAE Systems PLC | 0.02% |
| Dow, Inc. | 0.02% |
| Exelon Corp. | 0.02% |
| Goodman Group, REIT | 0.02% |
| Fortune Brands Home & Security, Inc. | 0.02% |
| Sampo OYJ, A Shares | 0.02% |
| Henkel AG & Co. KGaA, 1.91% | 0.02% |
| Teleperformance | 0.02% |
| Alaska Air Group, Inc. | 0.02% |
| Telefonica SA | 0.02% |
| Fresenius SE & Co. KGaA | 0.02% |
| JB Hunt Transport Services, Inc. | 0.02% |
| Capital One Financial Corp. | 0.02% |
| KLA Corp. | 0.02% |
| Twilio, Inc., Class A | 0.02% |
| Assicurazioni Generali SpA | 0.02% |
| Extended Stay America, Inc. | 0.02% |
| Blackstone Group, Inc., Class A | 0.02% |
| Energy Transfer Operating, LP, 4.05%, due 03/15/2025 | 0.02% |
| SVB Financial Group | 0.02% |
| Ross Stores, Inc. | 0.02% |
| TE Connectivity, Ltd. | 0.02% |
| eBay, Inc. | 0.02% |
| Amphenol Corp., Class A | 0.02% |
| Align Technology, Inc. | 0.02% |
| Partners Group Holding AG | 0.02% |
| Fresenius Medical Care AG & Co. KGaA | 0.02% |
| Legal & General Group PLC | 0.02% |
| Deutsche Wohnen SE | 0.02% |
| KBC Group NV | 0.02% |
| Fifth Third Bancorp | 0.02% |
| Baxter International, Inc. | 0.02% |
| Veeva Systems, Inc., Class A | 0.02% |
| Workday, Inc., Class A | 0.02% |
| Allegion PLC | 0.02% |
| Xilinx, Inc. | 0.02% |
| Quintis Pty, Ltd. | 0.02% |
| Ashtead Group PLC | 0.02% |
| General Mills, Inc. | 0.02% |
| MetLife, Inc. | 0.02% |
| MSCI, Inc. | 0.02% |
| Textron, Inc. | 0.02% |
| UPM-Kymmene OYJ | 0.02% |
| Digital Realty Trust, Inc., REIT | 0.02% |
| Hang Lung Properties, Ltd. | 0.02% |
| Agilent Technologies, Inc. | 0.02% |
| Essity AB, Class B | 0.02% |
| Centene Corp. | 0.02% |
| Sempra Energy | 0.02% |
| Synopsys, Inc. | 0.02% |
| Koito Manufacturing Co., Ltd. | 0.02% |
| Public Storage, REIT | 0.02% |
| Xcel Energy, Inc. | 0.02% |
| SSE PLC | 0.02% |
| T. Rowe Price Group, Inc. | 0.02% |
| Electronic Arts, Inc. | 0.02% |
| Great Wall Motor Co., Ltd., H Shares | 0.02% |
| Societe Generale SA | 0.02% |
| PPG Industries, Inc. | 0.02% |
| SMB Private Education Loan Trust, Series 2019-A, Class A2A, 3.44%, due 07/15/2036 | 0.02% |
| O'Reilly Automotive, Inc. | 0.02% |
| Constellation Brands, Inc., Class A | 0.02% |
| Twitter, Inc. | 0.02% |
| Sysco Corp. | 0.02% |
| Monster Beverage Corp. | 0.02% |
| Skandinaviska Enskilda Banken AB, Class A | 0.02% |
| Travelers Cos., Inc. | 0.02% |
| American International Group, Inc. | 0.02% |
| Lennox International, Inc. | 0.02% |
| Freeport-McMoRan, Inc. | 0.02% |
| XPO Logistics, Inc. | 0.02% |
| Sartorius AG, 0.09% | 0.02% |
| Citigroup, Inc., 4.41%, due 03/31/2031 | 0.02% |
| Allstate Corp. | 0.02% |
| Hennes & Mauritz AB, B Shares | 0.02% |
| Symrise AG | 0.02% |
| Bank of New York Mellon Corp. | 0.02% |
| Aflac, Inc. | 0.02% |
| Atlas Copco AB, B Shares | 0.02% |
| National Bank of Canada | 0.02% |
| Microchip Technology, Inc. | 0.02% |
| DnB ASA | 0.02% |
| ResMed, Inc. | 0.02% |
| SGS SA | 0.02% |
| Fortis, Inc. | 0.02% |
| Isuzu Motors, Ltd. | 0.02% |
| HP, Inc. | 0.02% |
| Imperial Brands PLC | 0.02% |
| Aviva PLC | 0.02% |
| Snap, Inc., Class A | 0.02% |
| Howmet Aerospace, Inc. | 0.02% |
| SBA Communications Corp., REIT | 0.02% |
| Hungary Government Bond, 3.00%, due 08/21/2030 | 0.02% |
| Coloplast A/S, Class B | 0.02% |
| Standard Chartered PLC | 0.02% |
| KeyCorp | 0.02% |
| Splunk, Inc. | 0.02% |
| Melia Hotels International SA | 0.02% |
| Cellnex Telecom SA | 0.02% |
| Cadence Design Systems, Inc. | 0.02% |
| Zimmer Biomet Holdings, Inc. | 0.02% |
| Coles Group, Ltd. | 0.02% |
| HD Supply Holdings, Inc. | 0.02% |
| Snap-on, Inc. | 0.02% |
| Norway Government Bond, 1.37%, due 08/19/2030 | 0.02% |
| Yum! Brands, Inc. | 0.02% |
| Match Group, Inc. | 0.02% |
| Wheaton Precious Metals Corp. | 0.02% |
| CGI, Inc. | 0.02% |
| Prudential Financial, Inc. | 0.02% |
| Swedbank AB, A Shares | 0.02% |
| Smith & Nephew PLC | 0.02% |
| DBS Group Holdings, Ltd. | 0.02% |
| Equinor ASA | 0.02% |
| Svenska Handelsbanken AB, A Shares | 0.02% |
| Rogers Communications, Inc., Class B | 0.02% |
| Palo Alto Networks, Inc. | 0.02% |
| Regions Financial Corp. | 0.02% |
| Citizens Financial Group, Inc. | 0.02% |
| Yamaha Motor Co., Ltd. | 0.02% |
| ANSYS, Inc. | 0.02% |
| Edenred | 0.02% |
| DexCom, Inc. | 0.02% |
| McKesson Corp. | 0.02% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.02% |
| M&T Bank Corp. | 0.02% |
| Public Service Enterprise Group, Inc. | 0.02% |
| Flutter Entertainment PLC | 0.02% |
| Repsol SA | 0.02% |
| Pentair PLC | 0.02% |
| Thomson Reuters Corp. | 0.02% |
| Marvell Technology Group, Ltd. | 0.02% |
| Kinder Morgan, Inc. | 0.02% |
| Motorola Solutions, Inc. | 0.02% |
| Woodside Petroleum, Ltd. | 0.02% |
| Restaurant Brands International, Inc. | 0.02% |
| Corning, Inc. | 0.02% |
| Carlsberg A/S, Class B | 0.02% |
| Paychex, Inc. | 0.02% |
| Zalando SE | 0.02% |
| IQVIA Holdings, Inc. | 0.02% |
| Ball Corp. | 0.02% |
| Rollins, Inc. | 0.02% |
| Corteva, Inc. | 0.02% |
| Chipotle Mexican Grill, Inc. | 0.02% |
| Aisin Seiki Co., Ltd. | 0.02% |
| Ferrovial SA | 0.02% |
| Schlumberger NV | 0.02% |
| WEC Energy Group, Inc. | 0.02% |
| Credit Agricole SA | 0.02% |
| Willis Towers Watson PLC | 0.02% |
| HEICO Corp., Class A | 0.02% |
| Delivery Hero SE | 0.02% |
| Faurecia SE | 0.02% |
| Bayerische Motoren Werke AG, 4.46% | 0.02% |
| EDP - Energias de Portugal SA | 0.02% |
| Archer-Daniels-Midland Co. | 0.02% |
| Swiss Life Holding AG | 0.02% |
| Canada Government Bond, 1.25%, due 06/01/2030 | 0.02% |
| Nordson Corp. | 0.02% |
| Toll Brothers, Inc. | 0.02% |
| VF Corp. | 0.02% |
| Walgreens Boots Alliance, Inc. | 0.02% |
| Enterprise Products Operating LLC, 3.90%, due 02/15/2024 | 0.02% |
| UCB SA | 0.02% |
| Kingspan Group PLC | 0.02% |
| AutoZone, Inc. | 0.02% |
| Agnico Eagle Mines, Ltd. | 0.02% |
| MTU Aero Engines AG | 0.02% |
| Alexion Pharmaceuticals, Inc. | 0.02% |
| Intact Financial Corp. | 0.02% |
| Bio City Development Co. BV, 8.00%, due 07/06/2021 | 0.02% |
| American Water Works Co., Inc. | 0.02% |
| Eversource Energy | 0.02% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class C, 4.59%, due 12/17/2036 | 0.02% |
| Sensata Technologies Holding PLC | 0.02% |
| Worldline SA | 0.02% |
| First American Financial Corp. | 0.02% |
| EOG Resources, Inc. | 0.02% |
| ArcelorMittal SA | 0.02% |
| NN Group NV | 0.02% |
| A.O. Smith Corp. | 0.02% |
| Newcrest Mining, Ltd. | 0.02% |
| Roku, Inc. | 0.02% |
| Veolia Environnement SA | 0.02% |
| General Electric Co., 4.25%, due 05/01/2040 | 0.02% |
| State Street Corp. | 0.02% |
| Dollar Tree, Inc. | 0.02% |
| Robert Half International, Inc. | 0.02% |
| 3i Group PLC | 0.02% |
| Okta, Inc. | 0.02% |
| Simon Property Group, Inc., REIT | 0.02% |
| JetBlue Airways Corp. | 0.02% |
| Just Eat Takeaway.com NV | 0.02% |
| AP Moller - Maersk A/S, Class B | 0.02% |
| Kroger Co. | 0.02% |
| Mettler-Toledo International, Inc. | 0.02% |
| Consolidated Edison, Inc. | 0.02% |
| Best Buy Co., Inc. | 0.02% |
| DocuSign, Inc. | 0.02% |
| Segro PLC, REIT | 0.02% |
| Welltower, Inc., REIT | 0.02% |
| FleetCor Technologies, Inc. | 0.02% |
| DTE Energy Co. | 0.02% |
| Skyworks Solutions, Inc. | 0.01% |
| Ameriprise Financial, Inc. | 0.01% |
| Aristocrat Leisure, Ltd. | 0.01% |
| Pembina Pipeline Corp. | 0.01% |
| Phillips 66 | 0.01% |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.01% |
| Huntington Bancshares, Inc. | 0.01% |
| Clorox Co. | 0.01% |
| Brenntag AG | 0.01% |
| Williams Cos., Inc. | 0.01% |
| Sonova Holding AG | 0.01% |
| Swisscom AG | 0.01% |
| Swedish Match AB | 0.01% |
| Julius Baer Group, Ltd. | 0.01% |
| Siemens Energy AG | 0.01% |
| Brown-Forman Corp., Class B | 0.01% |
| CNH Industrial NV | 0.01% |
| BT Group PLC | 0.01% |
| Marathon Petroleum Corp. | 0.01% |
| Ocado Group PLC | 0.01% |
| Beiersdorf AG | 0.01% |
| Kinnevik AB, Class B | 0.01% |
| LyondellBasell Industries NV, Class A | 0.01% |
| AvalonBay Communities, Inc., REIT | 0.01% |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.01% |
| Snam SpA | 0.01% |
| Discover Financial Services | 0.01% |
| Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 | 0.01% |
| Aena SME SA | 0.01% |
| James Hardie Industries PLC, CDI | 0.01% |
| Paycom Software, Inc. | 0.01% |
| RingCentral, Inc., Class A | 0.01% |
| Maxim Integrated Products, Inc. | 0.01% |
| Huntington Ingalls Industries, Inc. | 0.01% |
| Telenor ASA | 0.01% |
| Cerner Corp. | 0.01% |
| Brambles, Ltd. | 0.01% |
| Kuehne & Nagel International AG | 0.01% |
| McCormick & Co., Inc. | 0.01% |
| WPP PLC | 0.01% |
| Kraft Heinz Co. | 0.01% |
| Hershey Co. | 0.01% |
| Keysight Technologies, Inc. | 0.01% |
| HeidelbergCement AG | 0.01% |
| Heineken Holding NV | 0.01% |
| VeriSign, Inc. | 0.01% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.01% |
| Dollarama, Inc. | 0.01% |
| QIAGEN NV | 0.01% |
| Straumann Holding AG | 0.01% |
| Terna Rete Elettrica Nazionale SpA | 0.01% |
| Novozymes A/S, B Shares | 0.01% |
| Intertek Group PLC | 0.01% |
| Next PLC | 0.01% |
| Power Corp. of Canada | 0.01% |
| Weyerhaeuser Co., REIT | 0.01% |
| Rentokil Initial PLC | 0.01% |
| Edison International | 0.01% |
| Arthur J. Gallagher & Co. | 0.01% |
| Entergy Corp. | 0.01% |
| Koninklijke KPN NV | 0.01% |
| Telia Co. AB | 0.01% |
| Open Text Corp. | 0.01% |
| Valero Energy Corp. | 0.01% |
| Unibail-Rodamco-Westfield, REIT | 0.01% |
| NIKE, Inc., 2.40%, due 03/27/2025 | 0.01% |
| Church & Dwight Co., Inc. | 0.01% |
| West Pharmaceutical Services, Inc. | 0.01% |
| Fortum OYJ | 0.01% |
| Swap Agreement, Receive, JPMorgan US Value | 0.01% |
| Equity Residential, REIT | 0.01% |
| Hannover Rueck SE | 0.01% |
| Persimmon PLC | 0.01% |
| Stora Enso OYJ, R Shares | 0.01% |
| Zebra Technologies Corp., Class A | 0.01% |
| Henkel AG & Co. KGaA | 0.01% |
| Metro, Inc. | 0.01% |
| Alstom SA | 0.01% |
| Sartorius Stedim Biotech | 0.01% |
| Halma PLC | 0.01% |
| Coca-Cola European Partners PLC | 0.01% |
| Epiroc AB, Class A | 0.01% |
| Thales SA | 0.01% |
| Publicis Groupe SA | 0.01% |
| ViacomCBS, Inc., Class B | 0.01% |
| Schindler Holding AG | 0.01% |
| CLP Holdings, Ltd. | 0.01% |
| Covestro AG | 0.01% |
| Tyson Foods, Inc., Class A | 0.01% |
| Carrefour SA | 0.01% |
| PPL Corp. | 0.01% |
| Spirax-Sarco Engineering PLC | 0.01% |
| Bunzl PLC | 0.01% |
| Sonic Healthcare, Ltd. | 0.01% |
| QBE Insurance Group, Ltd. | 0.01% |
| Take-Two Interactive Software, Inc. | 0.01% |
| Melrose Industries PLC | 0.01% |
| Kirkland Lake Gold, Ltd. | 0.01% |
| Alexandria Real Estate Equities, Inc., REIT | 0.01% |
| Realty Income Corp., REIT | 0.01% |
| Mondi PLC | 0.01% |
| Laboratory Corp. of America Holdings | 0.01% |
| FinecoBank Banca Fineco SpA | 0.01% |
| Smurfit Kappa Group PLC | 0.01% |
| Seagen, Inc. | 0.01% |
| Viatris, Inc. | 0.01% |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Scentre Group, REIT | 0.01% |
| MGIC Investment Corp. | 0.01% |
| Northern Trust Corp. | 0.01% |
| Electricite de France SA | 0.01% |
| Danske Bank A/S | 0.01% |
| Nielsen Holdings PLC | 0.01% |
| Louisiana-Pacific Corp. | 0.01% |
| ASX, Ltd. | 0.01% |
| Stanley Electric Co., Ltd. | 0.01% |
| Pinterest, Inc., Class A | 0.01% |
| Umicore SA | 0.01% |
| Atlantia SpA | 0.01% |
| Pandora A/S | 0.01% |
| Associated British Foods PLC | 0.01% |
| Las Vegas Sands Corp. | 0.01% |
| Qorvo, Inc. | 0.01% |
| Eurofins Scientific SE | 0.01% |
| CaixaBank SA | 0.01% |
| Moncler SpA | 0.01% |
| CBRE Group, Inc., Class A | 0.01% |
| Ameren Corp. | 0.01% |
| Tyler Technologies, Inc. | 0.01% |
| Atos SE | 0.01% |
| Natwest Group PLC | 0.01% |
| Flutter Entertainment PLC | 0.01% |
| CDW Corp. | 0.01% |
| Cochlear, Ltd. | 0.01% |
| Bouygues SA | 0.01% |
| Endesa SA | 0.01% |
| Croda International PLC | 0.01% |
| International Paper Co. | 0.01% |
| Chr Hansen Holding A/S | 0.01% |
| KKR & Co., Inc. | 0.01% |
| Erste Group Bank AG | 0.01% |
| Knight-Swift Transportation Holdings, Inc. | 0.01% |
| Hologic, Inc. | 0.01% |
| Mazda Motor Corp. | 0.01% |
| Teradyne, Inc. | 0.01% |
| Ageas SA | 0.01% |
| Boliden AB | 0.01% |
| Burberry Group PLC | 0.01% |
| Red Electrica Corp. SA | 0.01% |
| HEICO Corp. | 0.01% |
| Amcor PLC | 0.01% |
| Fortinet, Inc. | 0.01% |
| First Quantum Minerals, Ltd. | 0.01% |
| Synchrony Financial | 0.01% |
| SKF AB, B Shares | 0.01% |
| MarketAxess Holdings, Inc. | 0.01% |
| Emera, Inc. | 0.01% |
| Puma SE | 0.01% |
| EPAM Systems, Inc. | 0.01% |
| RSA Insurance Group PLC | 0.01% |
| Conagra Brands, Inc. | 0.01% |
| Expedia Group, Inc. | 0.01% |
| Solvay SA | 0.01% |
| Ubisoft Entertainment SA | 0.01% |
| Grifols SA | 0.01% |
| Aroundtown SA | 0.01% |
| Siemens Gamesa Renewable Energy SA | 0.01% |
| Informa PLC | 0.01% |
| Ventas, Inc., REIT | 0.01% |
| Exact Sciences Corp. | 0.01% |
| Adecco Group AG | 0.01% |
| Fairfax Financial Holdings, Ltd. | 0.01% |
| Domino's Pizza, Inc. | 0.01% |
| Pioneer Natural Resources Co. | 0.01% |
| Eagle Materials, Inc. | 0.01% |
| Akamai Technologies, Inc. | 0.01% |
| STERIS PLC | 0.01% |
| Tractor Supply Co. | 0.01% |
| HKT Trust & HKT, Ltd. | 0.01% |
| CMS Energy Corp. | 0.01% |
| Allegiant Travel Co. | 0.01% |
| Teleflex, Inc. | 0.01% |
| Suncorp Group, Ltd. | 0.01% |
| Arkema SA | 0.01% |
| Wayfair, Inc., Class A | 0.01% |
| ACS Actividades de Construccion y Servicios SA | 0.01% |
| Telstra Corp., Ltd. | 0.01% |
| Liberty Broadband Corp., Class C | 0.01% |
| Sage Group PLC | 0.01% |
| Quest Diagnostics, Inc. | 0.01% |
| Citrix Systems, Inc. | 0.01% |
| South32, Ltd. | 0.01% |
| Loblaw Cos., Ltd. | 0.01% |
| Groupe Bruxelles Lambert SA | 0.01% |
| Essex Property Trust, Inc., REIT | 0.01% |
| Boston Properties, Inc., REIT | 0.01% |
| Insurance Australia Group, Ltd. | 0.01% |
| Kellogg Co. | 0.01% |
| Goldman Sachs Group, Inc., 4.75%, due 10/21/2045 | 0.01% |
| Broadridge Financial Solutions, Inc. | 0.01% |
| Mowi ASA | 0.01% |
| EXOR NV | 0.01% |
| Prysmian SpA | 0.01% |
| Guangzhou Automobile Group Co., Ltd., H Shares | 0.01% |
| Renault SA | 0.01% |
| Standard Life Aberdeen PLC | 0.01% |
| Chocoladefabriken Lindt & Spruengli AG | 0.01% |
| Nucor Corp. | 0.01% |
| SS&C Technologies Holdings, Inc. | 0.01% |
| Kinross Gold Corp. | 0.01% |
| AmerisourceBergen Corp. | 0.01% |
| Temenos AG | 0.01% |
| APA Group | 0.01% |
| CK Infrastructure Holdings, Ltd. | 0.01% |
| Hartford Financial Services Group, Inc. | 0.01% |
| Celanese Corp. | 0.01% |
| Eiffage SA | 0.01% |
| Cardinal Health, Inc. | 0.01% |
| Sodexo SA | 0.01% |
| Bureau Veritas SA | 0.01% |
| Nasdaq, Inc. | 0.01% |
| Canadian Tire Corp., Ltd., Class A | 0.01% |
| Elisa OYJ | 0.01% |
| Baloise Holding AG | 0.01% |
| CarMax, Inc. | 0.01% |
| Garmin, Ltd. | 0.01% |
| Randstad NV | 0.01% |
| FMC Corp. | 0.01% |
| Waters Corp. | 0.01% |
| Varian Medical Systems, Inc. | 0.01% |
| Barratt Developments PLC | 0.01% |
| Skanska AB, B Shares | 0.01% |
| United Utilities Group PLC | 0.01% |
| Comerica, Inc. | 0.01% |
| NGK Spark Plug Co., Ltd. | 0.01% |
| Trimble, Inc. | 0.01% |
| Ulta Beauty, Inc. | 0.01% |
| Getlink SE | 0.01% |
| Singapore Telecommunications, Ltd. | 0.01% |
| Invitation Homes, Inc., REIT | 0.01% |
| Incyte Corp. | 0.01% |
| Insulet Corp. | 0.01% |
| Albemarle Corp. | 0.01% |
| Ramsay Health Care, Ltd. | 0.01% |
| Arista Networks, Inc. | 0.01% |
| Extra Space Storage, Inc., REIT | 0.01% |
| UFP Industries, Inc. | 0.01% |
| GVC Holdings PLC | 0.01% |
| Cooper Cos., Inc. | 0.01% |
| Shaw Communications, Inc., Class B | 0.01% |
| Alfa Laval AB | 0.01% |
| WSP Global, Inc. | 0.01% |
| Algonquin Power & Utilities Corp. | 0.01% |
| TELUS Corp. | 0.01% |
| PerkinElmer, Inc. | 0.01% |
| ComfortDelGro Corp., Ltd. | 0.01% |
| Omnicom Group, Inc. | 0.01% |
| Santos, Ltd. | 0.01% |
| Tiffany & Co. | 0.01% |
| Gecina SA, REIT | 0.01% |
| Burlington Stores, Inc. | 0.01% |
| Halliburton Co. | 0.01% |
| ONEOK, Inc. | 0.01% |
| Dexus, REIT | 0.01% |
| Hewlett Packard Enterprise Co. | 0.01% |
| Stockland, REIT | 0.01% |
| BioMarin Pharmaceutical, Inc. | 0.01% |
| Kingfisher PLC | 0.01% |
| Alnylam Pharmaceuticals, Inc. | 0.01% |
| Healthpeak Properties, Inc., REIT | 0.01% |
| Darden Restaurants, Inc. | 0.01% |
| Smiths Group PLC | 0.01% |
| Seagate Technology PLC | 0.01% |
| Naturgy Energy Group SA | 0.01% |
| Hysan Development Co., Ltd. | 0.01% |
| MDC Holdings, Inc. | 0.01% |
| Siemens Healthineers AG | 0.01% |
| Uniper SE | 0.01% |
| Black Knight, Inc. | 0.01% |
| Teck Resources, Ltd., Class B | 0.01% |
| Genuine Parts Co. | 0.01% |
| Severn Trent PLC | 0.01% |
| Occidental Petroleum Corp. | 0.01% |
| FirstEnergy Corp. | 0.01% |
| GoDaddy, Inc., Class A | 0.01% |
| MGM Resorts International | 0.01% |
| Markel Corp. | 0.01% |
| DCC PLC | 0.01% |
| Suez SA | 0.01% |
| Mid-America Apartment Communities, Inc., REIT | 0.01% |
| Royal Caribbean Cruises, Ltd. | 0.01% |
| Duke Realty Corp., REIT | 0.01% |
| AES Corp. | 0.01% |
| Principal Financial Group, Inc. | 0.01% |
| Zillow Group, Inc., Class C | 0.01% |
| Brilliance China Automotive Holdings, Ltd. | 0.01% |
| Zions Bancorp NA | 0.01% |
| Hydro One, Ltd. | 0.01% |
| Vontier Corp. | 0.01% |
| Davide Campari-Milano NV | 0.01% |
| EMS-Chemie Holding AG | 0.01% |
| Berkeley Group Holdings PLC | 0.01% |
| AP Moller - Maersk A/S, Class A | 0.01% |
| Auto Trader Group PLC | 0.01% |
| Hormel Foods Corp. | 0.01% |
| AMERCO | 0.01% |
| Evonik Industries AG | 0.01% |
| Yara International ASA | 0.01% |
| Swatch Group AG | 0.01% |
| Gartner, Inc. | 0.01% |
| Mirvac Group, REIT | 0.01% |
| Admiral Group PLC | 0.01% |
| Leidos Holdings, Inc. | 0.01% |
| Fuyao Glass Industry Group Co., Ltd., H Shares | 0.01% |
| Knorr-Bremse AG | 0.01% |
| Cognex Corp. | 0.01% |
| Western Digital Corp. | 0.01% |
| St. James's Place PLC | 0.01% |
| WH Group, Ltd. | 0.01% |
| Avery Dennison Corp. | 0.01% |
| Commerzbank AG | 0.01% |
| Cheniere Energy, Inc. | 0.01% |
| Meritage Homes Corp. | 0.01% |
| Orkla ASA | 0.01% |
| J.M. Smucker Co. | 0.01% |
| Packaging Corp. of America | 0.01% |
| Eastman Chemical Co. | 0.01% |
| Whirlpool Corp. | 0.01% |
| Evergy, Inc. | 0.01% |
| Arch Capital Group, Ltd. | 0.01% |
| Pearson PLC | 0.01% |
| Alliant Energy Corp. | 0.01% |
| East West Bancorp, Inc. | 0.01% |
| MongoDB, Inc. | 0.01% |
| Enagas SA | 0.01% |
| Cincinnati Financial Corp. | 0.01% |
| Swiss Prime Site AG | 0.01% |
| GPT Group, REIT | 0.01% |
| Crown Holdings, Inc. | 0.01% |
| Booz Allen Hamilton Holding Corp. | 0.01% |
| Jack Henry & Associates, Inc. | 0.01% |
| PTC, Inc. | 0.01% |
| Dongfeng Motor Group Co., Ltd., H Shares | 0.01% |
| KB Home | 0.01% |
| Signature Bank | 0.01% |
| NetApp, Inc. | 0.01% |
| Antofagasta PLC | 0.01% |
| Hasbro, Inc. | 0.01% |
| Sun Communities, Inc., REIT | 0.01% |
| Vifor Pharma AG | 0.01% |
| Taylor Wimpey PLC | 0.01% |
| WP Carey, Inc., REIT | 0.01% |
| Baker Hughes Co. | 0.01% |
| Vail Resorts, Inc. | 0.01% |
| Origin Energy, Ltd. | 0.01% |
| LANXESS AG | 0.01% |
| M&G PLC | 0.01% |
| VMware, Inc., Class A | 0.01% |
| ABIOMED, Inc. | 0.01% |
| BioMerieux | 0.01% |
| SEEK, Ltd. | 0.01% |
| Concho Resources, Inc. | 0.01% |
| Raymond James Financial, Inc. | 0.01% |
| CAE, Inc. | 0.01% |
| BCE, Inc. | 0.01% |
| Saputo, Inc. | 0.01% |
| Galapagos NV | 0.01% |
| Bio-Rad Laboratories, Inc., Class A | 0.01% |
| Elanco Animal Health, Inc. | 0.01% |
| Great-West Lifeco, Inc. | 0.01% |
| Hess Corp. | 0.01% |
| DENTSPLY SIRONA, Inc. | 0.01% |
| George Weston, Ltd. | 0.01% |
| CenterPoint Energy, Inc. | 0.01% |
| Epiroc AB, Class B | 0.01% |
| AGL Energy, Ltd. | 0.01% |
| Tele2 AB, B Shares | 0.01% |
| CCL Industries, Inc., Class B | 0.01% |
| RPM International, Inc. | 0.01% |
| Atmos Energy Corp. | 0.01% |
| Barry Callebaut AG | 0.01% |
| BlueScope Steel, Ltd. | 0.01% |
| Hargreaves Lansdown PLC | 0.01% |
| Dell Technologies, Inc., Class C | 0.01% |
| Loews Corp. | 0.01% |
| Annaly Capital Management, Inc., REIT | 0.01% |
| Galp Energia SGPS SA | 0.01% |
| Ally Financial, Inc. | 0.01% |
| VICI Properties, Inc., REIT | 0.01% |
| Centene Corp., 4.25%, due 12/15/2027 | 0.01% |
| ON Semiconductor Corp. | 0.01% |
| Land Securities Group PLC, REIT | 0.01% |
| Recordati Industria Chimica e Farmaceutica SpA | 0.01% |
| Citigroup, Inc., 2.97%, due 11/05/2030 | 0.01% |
| Mediobanca Banca di Credito Finanziario SpA | 0.01% |
| GEA Group AG | 0.01% |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.01% |
| Weir Group PLC | 0.01% |
| Carl Zeiss Meditec AG | 0.01% |
| SCOR SE | 0.01% |
| Norton Lifelock, Inc. | 0.01% |
| WestRock Co. | 0.01% |
| Toyoda Gosei Co., Ltd. | 0.01% |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.01% |
| Poste Italiane SpA | 0.01% |
| FactSet Research Systems, Inc. | 0.01% |
| UDR, Inc., REIT | 0.01% |
| International Flavors & Fragrances, Inc. | 0.01% |
| Aurizon Holdings, Ltd. | 0.01% |
| IAC / InterActiveCorp | 0.01% |
| Brown & Brown, Inc. | 0.01% |
| KION Group AG | 0.01% |
| Coca-Cola HBC AG | 0.01% |
| Guidewire Software, Inc. | 0.01% |
| Johnson Matthey PLC | 0.01% |
| F5 Networks, Inc. | 0.01% |
| WM Morrison Supermarkets PLC | 0.01% |
| Futures Contracts, Short, U.S. Treasury Ultra Bond | 0.01% |
| Norsk Hydro ASA | 0.01% |
| Bausch Health Cos., Inc. | 0.01% |
| OMV AG | 0.01% |
| Lendlease Corp., Ltd. | 0.01% |
| Medibank Pvt, Ltd. | 0.01% |
| British Land Co. PLC, REIT | 0.01% |
| Sarepta Therapeutics, Inc. | 0.01% |
| LKQ Corp. | 0.01% |
| Canopy Growth Corp. | 0.01% |
| Tabcorp Holdings, Ltd. | 0.01% |
| Electrolux AB, Series B | 0.01% |
| Lamb Weston Holdings, Inc. | 0.01% |
| Equitable Holdings, Inc. | 0.01% |
| Equity Lifestyle Properties, Inc., REIT | 0.01% |
| People's United Financial, Inc. | 0.01% |
| Globe Life, Inc. | 0.01% |
| CenturyLink, Inc. | 0.01% |
| Host Hotels & Resorts, Inc., REIT | 0.01% |
| Ampol, Ltd. | 0.01% |
| Fox Corp., Class A | 0.01% |
| Sirius XM Holdings, Inc. | 0.01% |
| Live Nation Entertainment, Inc. | 0.01% |
| REA Group, Ltd. | 0.01% |
| Universal Health Services, Inc., Class B | 0.01% |
| Cboe Global Markets, Inc. | 0.01% |
| W.R. Berkley Corp. | 0.01% |
| Amundi SA | 0.01% |
| Magellan Financial Group, Ltd. | 0.01% |
| Everest Re Group, Ltd. | 0.01% |
| Direct Line Insurance Group PLC | 0.01% |
| Essential Utilities, Inc. | 0.01% |
| Wynn Resorts, Ltd. | 0.01% |
| Orion OYJ, Class B | 0.01% |
| Sydney Airport | 0.01% |
| Schroders PLC | 0.01% |
| Medical Properties Trust, Inc., REIT | 0.01% |
| Camden Property Trust, REIT | 0.01% |
| Gildan Activewear, Inc. | 0.01% |
| Advance Auto Parts, Inc. | 0.01% |
| Securitas AB, B Shares | 0.01% |
| Lundin Mining Corp. | 0.01% |
| Schindler Holding AG | 0.01% |
| DaVita, Inc. | 0.01% |
| Industrivarden AB, C Shares | 0.01% |
| Verbund AG | 0.01% |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.01% |
| G4S PLC | 0.01% |
| DISH Network Corp., Class A | 0.01% |
| Oil Search, Ltd. | 0.01% |
| Lincoln National Corp. | 0.01% |
| ABN AMRO Bank NV, CVA | 0.01% |
| Klepierre SA, REIT | 0.01% |
| Henry Schein, Inc. | 0.01% |
| Western Union Co. | 0.01% |
| iA Financial Corp., Inc. | 0.01% |
| Computershare, Ltd. | 0.01% |
| J Sainsbury PLC | 0.01% |
| Molson Coors Beverage Co., Class B | 0.01% |
| Carnival Corp. | 0.01% |
| Pinnacle West Capital Corp. | 0.01% |
| Cenovus Energy, Inc. | 0.01% |
| Wartsila OYJ Abp | 0.01% |
| AerCap Holdings NV | 0.01% |
| Jeronimo Martins SGPS SA | 0.01% |
| Telecom Italia SpA | 0.01% |
| Orica, Ltd. | 0.01% |
| ITV PLC | 0.01% |
| Interpublic Group of Cos., Inc. | 0.01% |
| Onex Corp. | 0.01% |
| NiSource, Inc. | 0.01% |
| Liberty Global PLC, Class C | 0.01% |
| Empire Co., Ltd., Class A | 0.01% |
| Metso Outotec OYJ | 0.01% |
| SEB SA | 0.01% |
| Assurant, Inc. | 0.01% |
| Coca-Cola Amatil, Ltd. | 0.01% |
| Aramark | 0.01% |
| Lundin Energy AB | 0.01% |
| Discovery, Inc., Class C | 0.01% |
| JD Sports Fashion PLC | 0.01% |
| Bunge, Ltd. | 0.01% |
| Newell Brands, Inc. | 0.01% |
| Husqvarna AB, B Shares | 0.01% |
| United Internet AG | 0.01% |
| Neurocrine Biosciences, Inc. | 0.01% |
| Fuchs Petrolub SE, 2.00% | 0.01% |
| NRG Energy, Inc. | 0.00%** |
| Liberty Media Corp. - Liberty Formula One, Class C | 0.00%** |
| Campbell Soup Co. | 0.00%** |
| Flex, Ltd. | 0.00%** |
| CF Industries Holdings, Inc. | 0.00%** |
| Remy Cointreau SA | 0.00%** |
| JTEKT Corp. | 0.00%** |
| Imperial Oil, Ltd. | 0.00%** |
| AGNC Investment Corp., REIT | 0.00%** |
| Arrow Electronics, Inc. | 0.00%** |
| Covivio, REIT | 0.00%** |
| Treasury Wine Estates, Ltd. | 0.00%** |
| Regency Centers Corp., REIT | 0.00%** |
| Aeroports de Paris | 0.00%** |
| ICA Gruppen AB | 0.00%** |
| Mosaic Co. | 0.00%** |
| Steel Dynamics, Inc. | 0.00%** |
| Quebecor, Inc., Class B | 0.00%** |
| Gjensidige Forsikring ASA | 0.00%** |
| Iron Mountain, Inc., REIT | 0.00%** |
| voestalpine AG | 0.00%** |
| Boral, Ltd. | 0.00%** |
| Tenaris SA | 0.00%** |
| Tapestry, Inc. | 0.00%** |
| AMP, Ltd. | 0.00%** |
| Parkland Corp. | 0.00%** |
| Omega Healthcare Investors, Inc., REIT | 0.00%** |
| Jazz Pharmaceuticals PLC | 0.00%** |
| VEREIT, Inc. | 0.00%** |
| Demant A/S | 0.00%** |
| Millicom International Cellular SA, SDR | 0.00%** |
| Koninklijke Vopak NV | 0.00%** |
| Reinsurance Group of America, Inc. | 0.00%** |
| Voya Financial, Inc. | 0.00%** |
| Meggitt PLC | 0.00%** |
| Ipsen SA | 0.00%** |
| Middleby Corp. | 0.00%** |
| Sealed Air Corp. | 0.00%** |
| UGI Corp. | 0.00%** |
| Clariant AG | 0.00%** |
| Eaton Vance Corp. | 0.00%** |
| Jones Lang LaSalle, Inc. | 0.00%** |
| AltaGas, Ltd. | 0.00%** |
| L E Lundbergforetagen AB, B Shares | 0.00%** |
| RenaissanceRe Holdings, Ltd. | 0.00%** |
| Skyline Champion Corp. | 0.00%** |
| Inter Pipeline, Ltd. | 0.00%** |
| SES SA | 0.00%** |
| Juniper Networks, Inc. | 0.00%** |
| Cabot Oil & Gas Corp. | 0.00%** |
| National Retail Properties, Inc., REIT | 0.00%** |
| Bankinter SA | 0.00%** |
| Vicinity Centres, REIT | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class C | 0.00%** |
| SEI Investments Co. | 0.00%** |
| Vistra Corp. | 0.00%** |
| American Financial Group, Inc. | 0.00%** |
| Bollore SA | 0.00%** |
| IPG Photonics Corp. | 0.00%** |
| Etablissements Franz Colruyt NV | 0.00%** |
| Altice Europe NV, Class A | 0.00%** |
| Schibsted ASA, B Shares | 0.00%** |
| Federal Realty Investment Trust, REIT | 0.00%** |
| Ionis Pharmaceuticals, Inc. | 0.00%** |
| Bank of Ireland Group PLC | 0.00%** |
| Harley-Davidson, Inc. | 0.00%** |
| Centrica PLC | 0.00%** |
| News Corp., Class A | 0.00%** |
| Groupe Bruxelles Lambert SA | 0.00%** |
| Proximus SADP | 0.00%** |
| Canadian Apartment Properties, REIT | 0.00%** |
| Cameco Corp. | 0.00%** |
| Wendel SE | 0.00%** |
| Keyera Corp. | 0.00%** |
| OGE Energy Corp. | 0.00%** |
| Perrigo Co. PLC | 0.00%** |
| Andritz AG | 0.00%** |
| Athene Holding, Ltd., Class A | 0.00%** |
| Ovintiv, Inc. | 0.00%** |
| Alleghany Corp. | 0.00%** |
| Marks & Spencer Group PLC | 0.00%** |
| thyssenkrupp AG | 0.00%** |
| Axalta Coating Systems, Ltd. | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| Tryg A/S | 0.00%** |
| Franklin Resources, Inc. | 0.00%** |
| Invesco, Ltd. | 0.00%** |
| Kimco Realty Corp., REIT | 0.00%** |
| GrubHub, Inc. | 0.00%** |
| Natixis SA | 0.00%** |
| Diamondback Energy, Inc. | 0.00%** |
| Bendigo & Adelaide Bank, Ltd. | 0.00%** |
| PVH Corp. | 0.00%** |
| Alumina, Ltd. | 0.00%** |
| West Fraser Timber Co., Ltd. | 0.00%** |
| Worley, Ltd. | 0.00%** |
| Leonardo SpA | 0.00%** |
| Vistra Operations Co. LLC, 5.00%, due 07/31/2027 | 0.00%** |
| Iliad SA | 0.00%** |
| Raiffeisen Bank International AG | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 | 0.00%** |
| CDK Global, Inc. | 0.00%** |
| Deutsche Lufthansa AG | 0.00%** |
| DXC Technology Co. | 0.00%** |
| CNP Assurances | 0.00%** |
| Carnival PLC | 0.00%** |
| Canadian Utilities, Ltd., Class A | 0.00%** |
| Jefferies Financial Group, Inc. | 0.00%** |
| Leggett & Platt, Inc. | 0.00%** |
| NRG Energy, Inc., 6.62%, due 01/15/2027 | 0.00%** |
| WiseTech Global, Ltd. | 0.00%** |
| Methanex Corp. | 0.00%** |
| Mitsubishi Motors Corp. | 0.00%** |
| Futures Contracts, Long, WTI Crude | 0.00%** |
| AVEVA Group PLC | 0.00%** |
| FLIR Systems, Inc. | 0.00%** |
| ISS A/S | 0.00%** |
| Capri Holdings, Ltd. | 0.00%** |
| Dassault Aviation SA | 0.00%** |
| TUI AG | 0.00%** |
| Targa Resources Corp. | 0.00%** |
| Devon Energy Corp. | 0.00%** |
| Qantas Airways, Ltd. | 0.00%** |
| Blackberry, Ltd. | 0.00%** |
| Kohl's Corp. | 0.00%** |
| Polaris, Inc. | 0.00%** |
| Acuity Brands, Inc. | 0.00%** |
| Evraz PLC | 0.00%** |
| HOCHTIEF AG | 0.00%** |
| Fraport AG Frankfurt Airport Services Worldwide | 0.00%** |
| Incitec Pivot, Ltd. | 0.00%** |
| Ingredion, Inc. | 0.00%** |
| Dufry AG | 0.00%** |
| CI Financial Corp. | 0.00%** |
| Eurazeo SE | 0.00%** |
| Hanesbrands, Inc. | 0.00%** |
| Fox Corp., Class B | 0.00%** |
| Erie Indemnity Co., Class A | 0.00%** |
| Rolls-Royce Holdings PLC | 0.00%** |
| Telefonica Deutschland Holding AG | 0.00%** |
| Crown Resorts, Ltd. | 0.00%** |
| Altice USA, Inc., Class A | 0.00%** |
| Dropbox, Inc., Class A | 0.00%** |
| Norwegian Cruise Line Holdings, Ltd. | 0.00%** |
| NRG Energy, Inc., 7.25%, due 05/15/2026 | 0.00%** |
| ManpowerGroup, Inc. | 0.00%** |
| Swatch Group AG | 0.00%** |
| Ralph Lauren Corp. | 0.00%** |
| Apache Corp. | 0.00%** |
| AusNet Services | 0.00%** |
| Banco de Sabadell SA | 0.00%** |
| Unum Group | 0.00%** |
| Aker BP ASA | 0.00%** |
| Atco, Ltd., Class I | 0.00%** |
| Washington H Soul Pattinson & Co., Ltd. | 0.00%** |
| Gap, Inc. | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Vistra Operations Co. LLC, 5.50%, due 09/01/2026 | 0.00%** |
| Air Canada | 0.00%** |
| National Oilwell Varco, Inc. | 0.00%** |
| Marathon Oil Corp. | 0.00%** |
| Flowserve Corp. | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| ICADE, REIT | 0.00%** |
| M/I Homes, Inc. | 0.00%** |
| Discovery, Inc., Class A | 0.00%** |
| IGM Financial, Inc., Class B | 0.00%** |
| Xerox Holdings Corp. | 0.00%** |
| Bankia SA | 0.00%** |
| Challenger, Ltd. | 0.00%** |
| Telenet Group Holding NV | 0.00%** |
| Mapfre SA | 0.00%** |
| Stewart Information Services Corp. | 0.00%** |
| Eutelsat Communications SA | 0.00%** |
| JCDecaux SA | 0.00%** |
| NRG Energy, Inc., 5.75%, due 01/15/2028 | 0.00%** |
| H. Lundbeck A/S | 0.00%** |
| RioCan, REIT | 0.00%** |
| TPG Telecom, Ltd. | 0.00%** |
| Swap Agreement, Pay, 12-Month USD-USCPI | 0.00%** |
| Liberty Global PLC, Class A | 0.00%** |
| TechnipFMC PLC | 0.00%** |
| NRG Energy, Inc., 5.25%, due 06/15/2029 | 0.00%** |
| Liberty Media Corp. - Liberty SiriusXM, Class A | 0.00%** |
| easyJet PLC | 0.00%** |
| Flight Centre Travel Group, Ltd. | 0.00%** |
| Centene Corp., 5.37%, due 08/15/2026 | 0.00%** |
| CIMIC Group, Ltd. | 0.00%** |
| Spirit Aerosystems Holdings, Inc., Class A | 0.00%** |
| HollyFrontier Corp. | 0.00%** |
| METRO AG | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Westlake Chemical Corp. | 0.00%** |
| Under Armour, Inc., Class A | 0.00%** |
| Alliance Data Systems Corp. | 0.00%** |
| Casino Guichard Perrachon SA | 0.00%** |
| BAIC Motor Corp., Ltd., H Shares | 0.00%** |
| Harvey Norman Holdings, Ltd. | 0.00%** |
| AIB Group PLC | 0.00%** |
| Sabre Corp. | 0.00%** |
| Micro Focus International PLC | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Cronos Group, Inc. | 0.00%** |
| CIT Group, Inc. | 0.00%** |
| Neles OYJ | 0.00%** |
| Under Armour, Inc., Class C | 0.00%** |
| TripAdvisor, Inc. | 0.00%** |
| SmartCentres, REIT | 0.00%** |
| Nordstrom, Inc. | 0.00%** |
| PrairieSky Royalty, Ltd. | 0.00%** |
| H&R, REIT | 0.00%** |
| Husky Energy, Inc. | 0.00%** |
| First Capital, REIT | 0.00%** |
| Coty, Inc., Class A | 0.00%** |
| Aurora Cannabis, Inc. | 0.00%** |
| Bombardier, Inc., Class B | 0.00%** |
| Continental Resources, Inc. | 0.00%** |
| AVEVA Group PLC, Exercise Price GBP 22.55, Expiration Date 12/09/2020 | 0.00%** |
| Wilmar International, Ltd. | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| Swap Agreement, Receive, MXN TIIE Banxico | 0.00%** |
| REI Agro, Ltd., 5.50%, due 11/13/2014 | 0.00%** |
| Occidental Petroleum Corp., Exercise Price $5.60 , Expiration Date 08/03/2027 | 0.00%** |
| CIE Financiere Richemont SA, Exercise Price CHF 0, Expiration Date 11/29/2023 | 0.00%** |
| Power Assets Holdings, Ltd. | 0.00%** |
| REI Agro, Ltd., 5.50%, due 11/13/2014 | 0.00%** |
| Futures Contracts, Long, 10-Year U.S. Treasury Note | 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%** |
| KION Group AG, Exercise Price EUR 62, Expiration Date 12/03/2020 | 0.00%** |
| Futures Contracts, Short, 5-Year U.S. Treasury Note | 0.00%** |
| Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note | 0.00%** |
| Futures Contracts, Short, FTSE 100 Index | 0.00%** |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 500) | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Low Volume | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Low Volume | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Low Volume | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Low Volume | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Low Volume | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 1500) | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 1500) | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 1500) | -0.02%** |
| Swap Agreement, Pay, JPMorgan US Anti-Value (S&P 500) | -0.02%** |
| Swap Agreement, Pay, Barclays Short Covid Winners | -0.03%** |
| Swap Agreement, Pay, Barclays SICOV Index | -0.03%** |
| Swap Agreement, Pay, JPMorgan US Low Volume (S&P 500) | -0.03%** |
| Futures Contracts, Short, Euro-BTP Italy Government Bond | -0.07%** |
| Swap Agreement, Pay, Barclays Short Unified Comm Software | -0.07%** |
| Swap Agreement, Pay, JPMorgan US Anti-Value | -0.09%** |
| Futures Contracts, Short, MSCI Emerging Markets Index | -0.10%** |
| Futures Contracts, Short, Nikkei 225 Index | -0.17%** |
| Futures Contracts, Short, EURO STOXX 50® Index | -0.18%** |
| Futures Contracts, Short, S&P 500® E-Mini Index | -0.66%** |
| Net Other Assets (Liabilities) | 13.35% |
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