Transamerica

02/29/2020*


Transamerica JPMorgan Tactical Allocation VP

Security Description % of Total Net Assets
JPMorgan Value Advantage Fund 2.54%
U.S. Treasury Bond, 3.00%, due 02/15/2048 1.06%
U.S. Treasury Note, 2.50%, due 01/31/2021 1.03%
U.S. Treasury Note, 2.87%, due 05/15/2049 0.99%
JPMorgan High Yield Fund 0.75%
U.S. Treasury Note, 1.75%, due 12/31/2024 0.69%
Microsoft Corp. 0.68%
U.S. Treasury Note, 2.87%, due 05/31/2025 0.62%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2023 0.55%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.54%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 0.52%
Apple, Inc. 0.50%
Federal National Mortgage Association, 3.05%, due 12/01/2029 0.46%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 0.44%
Amazon.com, Inc. 0.40%
Futures Contracts, Short, TOPIX Index 0.40%
U.S. Treasury Note, 2.62%, due 05/15/2021 0.39%
Seasoned Loans Structured Transaction, Series 2018-1, Class A1, 3.50%, due 06/25/2028 0.38%
U.S. Treasury Note, 2.00%, due 10/31/2021 0.38%
U.S. Treasury Note, 1.75%, due 02/28/2022 0.37%
U.S. Treasury Note, 1.75%, due 07/15/2022 0.37%
U.S. Treasury Bond, 4.37%, due 02/15/2038 0.37%
Drive Auto Receivables Trust, Series 2019-4, Class D, 2.70%, due 02/16/2027 0.37%
Exeter Automobile Receivables Trust, Series 2019-4A, Class D, 2.58%, due 09/15/2025 0.36%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2021 0.36%
Residual Funding Corp., Principal Only STRIPS, due 07/15/2020 0.35%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2048 0.34%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2021 0.33%
Federal National Mortgage Association, 3.30%, due 12/01/2029 0.32%
U.S. Treasury Note, 2.12%, due 08/15/2021 0.32%
Federal National Mortgage Association, 3.21%, due 03/01/2029 0.32%
Exeter Automobile Receivables Trust, Series 2019-4A, Class C, 2.44%, due 09/16/2024 0.32%
U.S. Treasury Bond, 2.87%, due 05/15/2043 0.32%
Alphabet, Inc., Class C 0.31%
Drive Auto Receivables Trust, Series 2019-4, Class C, 2.51%, due 11/17/2025 0.31%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.30%
Verus Securitization Trust, Series 2019-INV1, Class M1, 4.03%, due 12/25/2059 0.30%
Federal National Mortgage Association Connecticut Avenue Securities, 3.82%, due 01/25/2030 0.27%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 0.27%
Federal National Mortgage Association, 3.28%, due 08/01/2020 0.26%
U.S. Treasury Note, 3.12%, due 05/15/2021 0.25%
Federal National Mortgage Association, 3.32%, due 04/01/2029 0.24%
U.S. Treasury Note, 1.75%, due 05/15/2023 0.24%
Mastercard, Inc., Class A 0.24%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.24%
Federal National Mortgage Association, 2.94%, due 12/01/2028 0.24%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2021 0.24%
CIM Trust, Series 2019-INV3, Class A11, 2.61%, due 08/25/2049 0.23%
Federal National Mortgage Association, 2.87%, due 01/01/2032 0.23%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.23%
U.S. Treasury Bond, 3.75%, due 11/15/2043 0.23%
Israel Government AID Bond, Principal Only STRIPS, Series 2, due 11/01/2024 0.22%
Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 0.22%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.22%
STACR Trust, Series 2018-HRP2, Class M3, 4.02%, due 02/25/2047 0.22%
U.S. Treasury Note, 1.75%, due 11/30/2021 0.22%
FREED ABS Trust, Series 2019-2, Class B, 3.19%, due 11/18/2026 0.22%
Futures Contracts, Short, EURO STOXX 50® Index 0.21%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.21%
U.S. Treasury Bond, 3.37%, due 05/15/2044 0.20%
Federal National Mortgage Association, 3.12%, due 04/25/2028 0.20%
iShares MSCI India ETF 0.20%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 0.20%
Federal National Mortgage Association, 3.09%, due 09/01/2029 0.19%
Nestle SA 0.19%
Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 0.19%
Federal National Mortgage Association, 2.59%, due 10/01/2028 0.19%
Verus Securitization Trust, Series 2018-3, Class A1, 4.10%, due 10/25/2058 0.19%
Futures Contracts, Short, FTSE 100 Index 0.19%
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D, 2.99%, due 06/18/2025 0.19%
DT Auto Owner Trust, Series 2019-4A, Class C, 2.73%, due 07/15/2025 0.18%
DT Auto Owner Trust, Series 2019-4A, Class D, 2.85%, due 07/15/2025 0.18%
Angel Oak Mortgage Trust, Series 2019-5, Class B1, 3.95%, due 10/25/2049 0.18%
Verus Securitization Trust, Series 2019-4, Class M1, 3.20%, due 11/25/2059 0.18%
Kabbage Funding LLC, Series 2019-1, Class A, 3.82%, due 03/15/2024 0.18%
Federal National Mortgage Association, 3.15%, due 12/01/2024 0.18%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.18%
Exeter Automobile Receivables Trust, Series 2019-4A, Class E, 3.56%, due 10/15/2026 0.18%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 0.18%
Progress Residential Trust, Series 2018-SFR2, Class A, 3.71%, due 08/17/2035 0.18%
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.68%, due 01/25/2048 0.18%
Velocity Commercial Capital Loan Trust, Series 2019-3, Class A, 3.03%, due 10/25/2049 0.18%
U.S. Treasury Bond, 4.50%, due 05/15/2038 0.17%
PRPM, Series 2019-GS1, Class A2, 4.75%, due 10/25/2024 0.17%
Federal National Mortgage Association, 3.45%, due 04/01/2029 0.17%
Federal National Mortgage Association Connecticut Avenue Securities, 3.97%, due 01/25/2031 0.17%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.17%
Federal National Mortgage Association Connecticut Avenue Securities, 4.12%, due 05/25/2030 0.17%
ACC Trust, Series 2019-2, Class A, 2.82%, due 02/21/2023 0.17%
U.S. Treasury Note, 2.12%, due 02/29/2024 0.17%
Federal National Mortgage Association, 3.34%, due 04/01/2029 0.17%
UnitedHealth Group, Inc. 0.17%
Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1, 3.26%, due 10/25/2037 0.17%
Federal National Mortgage Association, 3.63%, due 11/25/2028 0.16%
Government National Mortgage Association, 4.50%, due 11/20/2049 0.16%
Federal National Mortgage Association, 4.50%, due 07/01/2049 0.16%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2022 0.16%
U.S. Treasury Note, 1.62%, due 10/31/2023 0.16%
Facebook, Inc., Class A 0.16%
Federal National Mortgage Association, 5.00%, due 06/01/2048 0.16%
Alibaba Group Holding, Ltd., ADR 0.16%
Federal National Mortgage Association, 2.69%, due 12/01/2028 0.16%
U.S. Treasury Note, 1.87%, due 11/30/2021 0.15%
Flagship Credit Auto Trust, Series 2019-1, Class D, 4.08%, due 02/18/2025 0.15%
U.S. Treasury Note, 2.12%, due 05/15/2025 0.15%
Synchrony Card Funding LLC, Series 2019-A1, Class A, 2.95%, due 03/15/2025 0.15%
Government National Mortgage Association, 3.50%, due 11/20/2049 0.15%
FREMF Mortgage Trust, Series 2017-K729, Class C, 3.67%, due 11/25/2049 0.15%
Purchasing Power Funding LLC, Series 2018-A, Class A, 3.34%, due 08/15/2022 0.15%
Federal National Mortgage Association, 3.50%, due 09/01/2049 0.15%
Angel Oak Mortgage Trust I LLC, Series 2019-4, Class B2, 5.66%, due 07/26/2049 0.15%
GLS Auto Receivables Issuer Trust, Series 2019-3A, Class C, 2.96%, due 05/15/2025 0.15%
Fort Cre LLC, Series 2018-1A, Class C, 4.45%, due 11/16/2035 0.15%
Federal National Mortgage Association, 2.45%, due 11/01/2022 0.15%
Home Depot, Inc. 0.15%
Roche Holding AG 0.15%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.15%
PayPal Holdings, Inc. 0.15%
Progress Residential Trust, Series 2017-SFR1, Class C, 3.31%, due 08/17/2034 0.15%
STACR Trust, Series 2018-DNA2, Class M2, 3.77%, due 12/25/2030 0.15%
Deephaven Residential Mortgage Trust, Series 2020-1, Class B1, 3.66%, due 01/25/2060 0.15%
STACR Trust, Series 2018-DNA3, Class M2, 3.72%, due 09/25/2048 0.15%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.15%
Federal National Mortgage Association, 4.50%, due 09/01/2049 0.14%
TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 0.14%
Federal National Mortgage Association, 2.01%, due 06/01/2020 0.14%
DT Auto Owner Trust, Series 2017-4A, Class E, 5.15%, due 11/15/2024 0.14%
Federal National Mortgage Association, 3.58%, due 01/01/2032 0.14%
Connecticut Avenue Securities Trust, Series 2019-R07, Class 1M1, 2.39%, due 10/25/2039 0.14%
Federal National Mortgage Association, 2.57%, due 01/01/2023 0.14%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2034 0.14%
Alphabet, Inc., Class A 0.14%
Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 0.14%
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 0.14%
FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 0.14%
Deephaven Residential Mortgage Trust, Series 2019-4A, Class A3, 3.04%, due 10/25/2059 0.14%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2049 0.13%
U.S. Treasury Bond, 3.12%, due 02/15/2043 0.13%
Berkshire Hathaway, Inc., Class B 0.13%
GCAT Trust, Series 2019-NQM2, Class A3, 3.16%, due 09/25/2059 0.13%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.61%, due 01/25/2023 0.13%
Tencent Holdings, Ltd. 0.13%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 06/25/2027 0.13%
U.S. Treasury Note, 3.62%, due 02/15/2021 0.13%
Federal National Mortgage Association, 3.66%, due 10/01/2028 0.13%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 0.13%
FREED ABS Trust, Series 2020-FP1, Class B, 3.06%, due 03/18/2027 0.13%
Bank of America Corp., 3.36%, due 01/23/2026 0.13%
Westlake Automobile Receivables Trust, Series 2019-3A, Class E, 3.59%, due 03/17/2025 0.13%
Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 0.13%
MVW LLC, Series 2019-2A, Class B, 2.44%, due 10/20/2038 0.12%
U.S. Treasury Note, 2.75%, due 02/15/2024 0.12%
Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 0.12%
Federal National Mortgage Association Connecticut Avenue Securities, 5.97%, due 05/25/2029 0.12%
Exeter Automobile Receivables Trust, Series 2018-3A, Class E, 5.43%, due 08/15/2024 0.12%
LHOME Mortgage Trust, Series 2019-RTL3, Class A1, 3.86%, due 07/25/2024 0.12%
salesforce.com, Inc. 0.12%
Progress Residential Trust, Series 2015-SFR3, Class A, 3.06%, due 11/12/2032 0.12%
Federal National Mortgage Association, 3.34%, due 02/01/2027 0.12%
Private Export Funding Corp., 3.55%, due 01/15/2024 0.12%
Lendingpoint Asset Securitization Trust, Series 2019-2, Class A, 3.07%, due 11/10/2025 0.12%
Federal National Mortgage Association, 2.95%, due 09/25/2027 0.12%
Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 0.12%
Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 0.12%
OBX Trust, Series 2019-EXP3, Class 2A1A, 2.52%, due 10/25/2059 0.12%
VOLT LXXX LLC, Series 2019-NPL6, Class A1B, 4.09%, due 10/25/2049 0.12%
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 0.12%
FTF Funding II LLC, Series 2019-1, Class A, Zero Coupon, due 08/15/2020 0.12%
Procter & Gamble Co. 0.12%
Headlands Residential LLC, Series 2018-RPL1, Class A, 4.25%, due 06/25/2023 0.11%
Corevest American Finance Trust, Series 2019-3, Class B, 3.16%, due 10/15/2052 0.11%
Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1B, 4.09%, due 11/25/2049 0.11%
Taiwan Semiconductor Manufacturing Co., Ltd., ADR 0.11%
Novartis AG 0.11%
Santander Drive Auto Receivables Trust, Series 2015-5, Class E, 4.67%, due 02/15/2023 0.11%
Government National Mortgage Association, 2.33%, due 11/20/2065 0.11%
NVIDIA Corp. 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 0.11%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2032 0.11%
American Credit Acceptance Receivables Trust, Series 2019-4, Class D, 2.97%, due 12/12/2025 0.11%
Federal National Mortgage Association, 3.38%, due 12/01/2023 0.11%
Federal National Mortgage Association, 4.00%, due 01/01/2035 0.11%
Samsung Electronics Co., Ltd. 0.11%
Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 0.11%
SART, Series 2018-1, 4.75%, due 06/15/2025 0.11%
Headlands Residential LLC, Series 2019-RPL1, Class NOTE, 3.96%, due 06/25/2024 0.11%
First Investors Auto Owner Trust, Series 2017-2A, Class C, 3.00%, due 08/15/2023 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.36%, due 12/25/2027 0.11%
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.11%
Federal National Mortgage Association, 3.38%, due 07/25/2028 0.11%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.11%
Connecticut Avenue Securities Trust, Series 2019-R06, Class 2M2, 3.72%, due 09/25/2039 0.11%
Toyota Motor Corp. 0.11%
Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 0.11%
Federal National Mortgage Association, 3.51%, due 12/25/2023 0.11%
Federal National Mortgage Association, 2.98%, due 07/01/2022 0.11%
U.S. Treasury Note, 2.50%, due 08/15/2023 0.11%
American Credit Acceptance Receivables Trust, Series 2019-4, Class C, 2.69%, due 12/12/2025 0.11%
Athene Global Funding, 2.95%, due 11/12/2026 0.11%
Federal National Mortgage Association, 2.53%, due 09/25/2024 0.11%
GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 0.10%
Honeywell International, Inc. 0.10%
Thermo Fisher Scientific, Inc. 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 0.10%
Government National Mortgage Association, 2.21%, due 02/20/2065 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.24%, due 05/25/2047 0.10%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 0.10%
Air Canada Pass-Through Trust, 3.75%, due 06/15/2029 0.10%
Federal National Mortgage Association, 2.22%, due 12/01/2022 0.10%
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3, 1.95%, due 02/25/2036 0.10%
Intuit, Inc. 0.10%
Netflix, Inc. 0.10%
Exeter Automobile Receivables Trust, Series 2019-1A, Class E, 5.20%, due 01/15/2026 0.10%
Colt Mortgage Loan Trust, Series 2019-4, Class A1, 2.57%, due 11/25/2049 0.10%
Flagship Credit Auto Trust, Series 2019-4, Class B, 2.53%, due 11/17/2025 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 0.10%
Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MA, 3.50%, due 03/25/2058 0.10%
SART, 4.75%, due 07/15/2024 0.10%
Comcast Corp., Class A 0.10%
VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 0.10%
SAP SE 0.10%
Tennessee Valley Authority, 5.88%, due 04/01/2036 0.10%
Federal Home Loan Mortgage Corp., 4.00%, due 12/01/2047 0.10%
Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 0.10%
Federal National Mortgage Association, 2.94%, due 02/01/2027 0.10%
S&P Global, Inc. 0.10%
CSMA SFR Holdings LLC, Series 2019-1, Class A, 2.00%, due 04/25/2023 0.10%
OneMain Direct Auto Receivables Trust, Series 2017-2A, Class C, 2.82%, due 07/15/2024 0.10%
Federal National Mortgage Association, 4.00%, due 08/01/2048 0.10%
Federal National Mortgage Association, 4.50%, due 09/01/2049 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.90%, due 08/25/2028 0.10%
Federal National Mortgage Association, 3.26%, due 07/01/2022 0.09%
Air Liquide SA 0.09%
MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 0.09%
ASML Holding NV 0.09%
Federal National Mortgage Association, 2.89%, due 06/25/2027 0.09%
Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 0.09%
Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 0.09%
Federal National Mortgage Association, 3.09%, due 04/25/2027 0.09%
Citigroup, Inc. 0.09%
American Credit Acceptance Receivables Trust, Series 2018-4, Class C, 3.97%, due 01/13/2025 0.09%
Government National Mortgage Association, 2.29%, due 03/20/2067 0.09%
Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 0.09%
Federal National Mortgage Association, 3.59%, due 12/01/2020 0.09%
RAMP Trust, Series 2005-RS6, Class M4, 2.60%, due 06/25/2035 0.09%
Sanofi 0.09%
Novo Nordisk A/S, Class B 0.09%
Federal National Mortgage Association, 3.47%, due 01/25/2024 0.09%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 02/15/2026 0.09%
Verizon Communications, Inc. 0.09%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.09%
Merck & Co., Inc. 0.09%
ACC Trust, Series 2019-2, Class B, 3.63%, due 08/21/2023 0.09%
AbbVie, Inc., 4.05%, due 11/21/2039 0.09%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2022 0.09%
VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 0.09%
NextEra Energy, Inc. 0.09%
V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 0.09%
Barclays Commercial Mortgage Trust, Interest Only STRIPS, Series 2019-C5, Class XA, 0.89%, due 11/15/2052 0.09%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.08%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2025 0.08%
FWD Securitization Trust, Series 2019-INV1, Class M1, 3.48%, due 06/25/2049 0.08%
AbbVie, Inc., 3.20%, due 11/21/2029 0.08%
Texas Instruments, Inc. 0.08%
Macquarie Group, Ltd., 5.03%, due 01/15/2030 0.08%
Medtronic PLC 0.08%
Flagship Credit Auto Trust, Series 2019-4, Class C, 2.77%, due 12/15/2025 0.08%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.17%, due 07/25/2026 0.08%
Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 0.08%
Federal National Mortgage Association, 3.34%, due 07/01/2030 0.08%
AIA Group, Ltd. 0.08%
Chevron Corp. 0.08%
Iberdrola SA 0.08%
Advanced Micro Devices, Inc. 0.08%
Charter Communications, Inc., Class A 0.08%
Headlands Residential LLC, Series 2017-RPL1, Class A, 3.87%, due 08/25/2022 0.08%
AT&T, Inc., 4.90%, due 08/15/2037 0.08%
VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 0.08%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.08%
AbbVie, Inc. 0.08%
Government National Mortgage Association, 2.23%, due 12/20/2064 0.08%
Enel SpA 0.08%
Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 0.08%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 11/15/2030 0.08%
CVS Health Corp., 5.05%, due 03/25/2048 0.08%
Federal National Mortgage Association, 3.07%, due 06/25/2027 0.08%
Bristol-Myers Squibb Co. 0.08%
Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 0.08%
Federal National Mortgage Association, 3.76%, due 12/01/2025 0.08%
BP PLC 0.08%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.08%
Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 0.08%
BCAP LLC Trust, Series 2007-AA2, Class 2A12, 5.50%, due 04/25/2037 0.08%
Federal National Mortgage Association, 3.05%, due 01/01/2025 0.08%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.08%
Federal National Mortgage Association, 3.11%, due 12/01/2024 0.08%
Federal National Mortgage Association, 3.04%, due 12/01/2024 0.08%
Nordea Bank Abp, 3.75%, due 08/30/2023 0.08%
RAMP Trust, Series 2006-RZ3, Class M1, 1.97%, due 08/25/2036 0.08%
Federal National Mortgage Association, 2.70%, due 07/01/2026 0.08%
Federal National Mortgage Association, 2.92%, due 12/01/2024 0.08%
Federal National Mortgage Association, 3.30%, due 12/01/2026 0.08%
Federal National Mortgage Association, 3.10%, due 09/01/2025 0.08%
Government National Mortgage Association, 2.23%, due 06/20/2067 0.08%
FREMF Mortgage Trust, Series 2014-K41, Class C, 3.83%, due 11/25/2047 0.08%
Federal National Mortgage Association, 2.72%, due 10/25/2024 0.08%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2033 0.08%
Federal National Mortgage Association, 3.12%, due 11/01/2026 0.08%
Accenture PLC, Class A 0.08%
Philip Morris International, Inc. 0.08%
Federal National Mortgage Association, 2.48%, due 05/25/2026 0.08%
Federal National Mortgage Association, 3.76%, due 11/01/2023 0.08%
FREMF Mortgage Trust, Series 2015-K44, Class C, 3.68%, due 01/25/2048 0.08%
United Auto Credit Securitization Trust, Series 2018-2, Class C, 3.78%, due 05/10/2023 0.08%
Federal National Mortgage Association, 2.81%, due 05/01/2027 0.08%
Partners Healthcare System, Inc., 3.34%, due 07/01/2060 0.08%
Federal National Mortgage Association, 2.52%, due 05/01/2023 0.08%
Morgan Stanley Capital I Trust, Series 2007-T27, Class C, 5.94%, due 06/11/2042 0.08%
Federal National Mortgage Association, 2.50%, due 04/01/2023 0.07%
Corevest American Finance Trust, Series 2019-3, Class A, 2.70%, due 10/15/2052 0.07%
British American Tobacco PLC 0.07%
Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 0.07%
Ross Stores, Inc. 0.07%
Federal National Mortgage Association, 2.45%, due 02/01/2023 0.07%
U.S. Treasury Bond, 8.75%, due 08/15/2020 0.07%
Synchrony Card Issuance Trust, Series 2018-A1, Class A1, 3.38%, due 09/15/2024 0.07%
Federal National Mortgage Association, 2.67%, due 07/01/2022 0.07%
Westlake Automobile Receivables Trust, Series 2019-3A, Class F, 4.72%, due 04/15/2026 0.07%
Federal National Mortgage Association, 3.45%, due 01/01/2024 0.07%
Deephaven Residential Mortgage Trust, Series 2019-3A, Class B1, 4.25%, due 07/25/2059 0.07%
Federal National Mortgage Association, 3.06%, due 05/25/2027 0.07%
Drive Auto Receivables Trust, Series 2017-1, Class D, 3.84%, due 03/15/2023 0.07%
Federal National Mortgage Association, 3.50%, due 08/01/2043 0.07%
Federal National Mortgage Association, 3.02%, due 08/25/2024 0.07%
Federal National Mortgage Association, 2.81%, due 06/01/2023 0.07%
TOTAL SA 0.07%
Pretium Mortgage Credit Partners I LLC, Series 2018-NPL4, Class A2, 6.04%, due 09/25/2058 0.07%
Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class B1, 3.97%, due 07/25/2049 0.07%
Oportun Funding VI LLC, Series 2017-A, Class B, 3.97%, due 06/08/2023 0.07%
Starwood Mortgage Residential Trust, Series 2019-INV1, Class M1, 3.05%, due 09/27/2049 0.07%
SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 0.07%
Government National Mortgage Association, 2.23%, due 02/20/2061 0.07%
Federal National Mortgage Association, 3.08%, due 12/01/2024 0.07%
Federal National Mortgage Association, 3.67%, due 07/01/2023 0.07%
Federal National Mortgage Association, 3.23%, due 10/01/2026 0.07%
Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 0.07%
Bank of America Corp., 3.00%, due 12/20/2023 0.07%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.07%
Federal National Mortgage Association, 3.14%, due 12/01/2026 0.07%
Government National Mortgage Association, 2.43%, due 09/20/2063 0.07%
Broadcom, Inc., 4.75%, due 04/15/2029 0.07%
Johnson & Johnson 0.07%
World Financial Network Credit Card Master Trust, Series 2019-A, Class A, 3.14%, due 12/15/2025 0.07%
BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 0.07%
Federal National Mortgage Association, 2.98%, due 04/01/2023 0.07%
Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 0.07%
Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 0.07%
Tesla, Inc. 0.07%
Diageo PLC 0.07%
Government National Mortgage Association, 2.38%, due 02/20/2064 0.07%
Vinci SA 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 0.07%
Unilever NV 0.07%
Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 0.07%
Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 0.07%
Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 0.07%
CarMax Auto Owner Trust, Series 2017-3, Class D, 3.46%, due 10/16/2023 0.07%
Federal National Mortgage Association, 2.38%, due 12/01/2022 0.07%
Eaton Corp. PLC 0.07%
Federal National Mortgage Association, 2.64%, due 04/01/2023 0.07%
Connecticut Avenue Securities Trust, Series 2019-R02, Class 1M2, 3.92%, due 08/25/2031 0.07%
Federal National Mortgage Association, 3.17%, due 04/25/2029 0.07%
Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 0.07%
Eli Lilly & Co. 0.07%
GlaxoSmithKline PLC 0.07%
Government National Mortgage Association, 2.20%, due 07/20/2064 0.07%
Industria de Diseno Textil SA 0.07%
FREMF Mortgage Trust, Series 2017-K727, Class C, 3.73%, due 07/25/2024 0.06%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 0.06%
Federal National Mortgage Association, 2.14%, due 09/01/2024 0.06%
Morgan Stanley 0.06%
Federal National Mortgage Association, 2.93%, due 06/01/2030 0.06%
Goldman Sachs Group, Inc., 2.87%, due 10/31/2022 0.06%
Prudential PLC 0.06%
Capital Auto Receivables Asset Trust, Series 2018-1, Class A3, 2.79%, due 01/20/2022 0.06%
Homeward Opportunities Fund I Trust, Series 2018-2, Class A1, 3.98%, due 11/25/2058 0.06%
Bank of America Corp., 3.70%, due 04/24/2028 0.06%
Tennessee Valley Authority, Principal Only STRIPS, due 07/15/2028 0.06%
Federal Home Loan Mortgage Corp. REMIC, 2.00%, due 06/15/2043 0.06%
Morgan Stanley, 3.73%, due 04/24/2024 0.06%
Sumitomo Mitsui Financial Group, Inc., 3.93%, due 10/16/2023 0.06%
Coca-Cola Co. 0.06%
LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 0.06%
Federal National Mortgage Association, 3.10%, due 07/25/2024 0.06%
CarMax Auto Owner Trust, Series 2016-3, Class C, 2.20%, due 06/15/2022 0.06%
Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 0.06%
Norfolk Southern Corp. 0.06%
American Credit Acceptance Receivables Trust, Series 2018-3, Class E, 5.17%, due 10/15/2024 0.06%
Government National Mortgage Association, 2.23%, due 07/20/2064 0.06%
Global Payments, Inc. 0.06%
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A4, 4.12%, due 09/25/2035 0.06%
BHP Group, Ltd. 0.06%
LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 0.06%
Nippon Telegraph & Telephone Corp. 0.06%
Starwood Mortgage Residential Trust, Series 2019-1, Class A1, 2.94%, due 06/25/2049 0.06%
BNP Paribas SA 0.06%
COMM Mortgage Trust, Series 2014-CR19, Class A5, 3.79%, due 08/10/2047 0.06%
Citigroup, Inc., 3.52%, due 10/27/2028 0.06%
Federal National Mortgage Association, 3.50%, due 07/01/2043 0.06%
Federal National Mortgage Association, 3.04%, due 03/25/2028 0.06%
InterContinental Hotels Group PLC 0.06%
Analog Devices, Inc. 0.06%
Nintendo Co., Ltd. 0.06%
CPS Auto Receivables Trust, Series 2017-C, Class D, 3.79%, due 06/15/2023 0.06%
Mondelez International, Inc., Class A 0.06%
Vericrest Opportunity Loan Trust, Series 2019-NPL2, Class A1, 3.96%, due 02/25/2049 0.06%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 0.06%
Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 0.06%
Schneider Electric SE 0.06%
BANK, Series 2019-BN21, Class XA, 0.99%, due 10/17/2052 0.06%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 01/15/2026 0.06%
Petroleos Mexicanos, 6.50%, due 03/13/2027 0.06%
Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 0.06%
Centex Home Equity Loan Trust, Series 2004-A, Class M1, 2.22%, due 01/25/2034 0.06%
GE Capital International Funding Unlimited Co., 2.34%, due 11/15/2020 0.06%
Kao Corp. 0.06%
Morgan Stanley, 3.59%, due 07/22/2028 0.06%
Federal National Mortgage Association, 3.73%, due 07/01/2022 0.06%
Honda Motor Co., Ltd. 0.06%
Charles Schwab Corp. 0.06%
American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 0.06%
Tokio Marine Holdings, Inc. 0.06%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.38%, due 03/25/2024 0.06%
CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 0.06%
EOG Resources, Inc. 0.06%
HSBC Holdings PLC, 4.04%, due 03/13/2028 0.06%
Lowe's Cos., Inc. 0.06%
Federal National Mortgage Association, 4.25%, due 04/01/2021 0.06%
Mitsubishi UFJ Financial Group, Inc. 0.06%
Ingersoll-Rand PLC 0.06%
NIKE, Inc., Class B 0.06%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.05%
Bank of America Corp. 0.05%
Federal National Mortgage Association, 2.79%, due 06/01/2023 0.05%
Angel Oak Mortgage Trust I LLC, Series 2019-4, Class A3, 3.30%, due 07/26/2049 0.05%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 0.05%
Velocity Commercial Capital Loan Trust, Series 2018-2, Class A, 4.05%, due 10/26/2048 0.05%
American Express Co. 0.05%
Flagship Credit Auto Trust, Series 2016-2, Class D, 8.56%, due 11/15/2023 0.05%
Fiserv, Inc. 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.73%, due 09/25/2025 0.05%
3i Group PLC 0.05%
Stanley Black & Decker, Inc. 0.05%
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB, 3.50%, due 10/25/2058 0.05%
U.S. Treasury Note, 2.00%, due 08/15/2025 0.05%
Deutsche Telekom AG 0.05%
Verizon Communications, Inc., 4.50%, due 08/10/2033 0.05%
Keyence Corp. 0.05%
LVMH Moet Hennessy Louis Vuitton SE 0.05%
Banque Federative du Credit Mutuel SA, 2.37%, due 11/21/2024 0.05%
New Century Home Equity Loan Trust, Series 2004-4, Class M1, 2.39%, due 02/25/2035 0.05%
GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 0.05%
Parker-Hannifin Corp. 0.05%
Airbus SE 0.05%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M1, 2.58%, due 09/25/2034 0.05%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE3, Class M2, 3.30%, due 06/25/2034 0.05%
Entergy Corp. 0.05%
United Technologies Corp. 0.05%
Societe Generale SA, 3.00%, due 01/22/2030 0.05%
Westlake Automobile Receivables Trust, Series 2017-2A, Class C, 2.59%, due 12/15/2022 0.05%
PRPM LLC, Series 2019-1A, Class A1, 4.50%, due 01/25/2024 0.05%
Comcast Corp., 4.25%, due 01/15/2033 0.05%
Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 0.05%
Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB2, Class M1, 2.40%, due 07/25/2033 0.05%
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR10, Class A3, 2.17%, due 07/25/2044 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.33%, due 04/25/2028 0.05%
Costco Wholesale Corp. 0.05%
Sequoia Mortgage Trust, Series 2018-2, Class A4, 3.50%, due 02/25/2048 0.05%
Daikin Industries, Ltd. 0.05%
Zimmer Biomet Holdings, Inc. 0.05%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2026 0.05%
Australia & New Zealand Banking Group, Ltd. 0.05%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.05%
BlackRock, Inc. 0.05%
Federal National Mortgage Association, 3.35%, due 08/01/2023 0.05%
DBS Group Holdings, Ltd. 0.05%
Wells Fargo & Co., Series MTN, 3.00%, due 02/19/2025 0.05%
Impac CMB Trust, Series 2005-8, Class 1AM, 2.32%, due 02/25/2036 0.05%
Government National Mortgage Association, 4.25%, due 12/20/2044 0.05%
International Business Machines Corp., 3.30%, due 05/15/2026 0.05%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.05%
Edison International, 3.55%, due 11/15/2024 0.05%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.05%
Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-C, Class M1, 2.46%, due 03/25/2035 0.05%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2033 0.05%
Citigroup, Inc., 3.98%, due 03/20/2030 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.12%, due 05/25/2028 0.05%
British Airways Pass-Through Trust, 4.12%, due 03/20/2033 0.05%
QUALCOMM, Inc. 0.05%
First Investors Auto Owner Trust, Series 2017-2A, Class B, 2.65%, due 11/15/2022 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.24%, due 04/25/2027 0.05%
Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 0.05%
Prologis, Inc., REIT 0.05%
Renaissance Home Equity Loan Trust, Series 2003-2, Class A, 2.50%, due 08/25/2033 0.05%
Sumitomo Mitsui Financial Group, Inc. 0.05%
Alstom SA 0.05%
HSBC Holdings PLC 0.05%
Automatic Data Processing, Inc. 0.05%
LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 0.05%
Home Equity Asset Trust, Series 2003-3, Class M1, 2.91%, due 08/25/2033 0.05%
Regeneron Pharmaceuticals, Inc. 0.05%
Air Lease Corp., 3.25%, due 10/01/2029 0.05%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.05%
Credit-Based Asset Servicing & Securitization LLC, Series 2003-CB6, Class M1, 2.67%, due 12/25/2033 0.05%
AutoZone, Inc. 0.05%
Federal National Mortgage Association, 3.11%, due 01/01/2022 0.05%
Government National Mortgage Association, 2.33%, due 04/20/2064 0.05%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2033 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 0.05%
Waste Connections, Inc. 0.05%
Amgen, Inc. 0.05%
Government National Mortgage Association, 2.38%, due 01/20/2064 0.05%
Federal National Mortgage Association, 3.82%, due 05/01/2022 0.05%
Allstate Corp. 0.05%
General Electric Co., Series MTN, 5.55%, due 01/05/2026 0.05%
Westlake Automobile Receivables Trust, Series 2019-3A, Class C, 2.49%, due 10/15/2024 0.05%
Government National Mortgage Association, 2.21%, due 04/20/2063 0.05%
Soundview Home Loan Trust, Series 2005-OPT1, Class M2, 2.30%, due 06/25/2035 0.05%
Santander Retail Auto Lease Trust, Series 2018-A, Class A3, 2.93%, due 05/20/2021 0.05%
Anheuser-Busch InBev SA 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 0.05%
Baxter International, Inc. 0.05%
Capital One Financial Corp. 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2021 0.05%
Ellington Financial Mortgage Trust, Series 2018-1, Class A1FX, 4.14%, due 10/25/2058 0.04%
Hartford HealthCare Corp., 3.44%, due 07/01/2054 0.04%
Morgan Stanley, 3.62%, due 01/20/2027 0.04%
CSMC OA LLC, Series 2014-USA, Class D, 4.37%, due 09/15/2037 0.04%
Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 0.04%
Svenska Handelsbanken AB, A Shares 0.04%
Otsuka Corp. 0.04%
Northrop Grumman Corp. 0.04%
Wells Fargo & Co. 0.04%
University of California, 3.70%, due 05/15/2120 0.04%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 0.04%
Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 0.04%
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates, Series 2004-1, Class 1A, 1.92%, due 04/25/2034 0.04%
Long Beach Mortgage Loan Trust, Series 2004-3, Class M2, 2.52%, due 07/25/2034 0.04%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 0.04%
Safran SA 0.04%
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06%, due 04/20/2022 0.04%
Memorial Health Services, 3.44%, due 11/01/2049 0.04%
Comcast Corp., 4.95%, due 10/15/2058 0.04%
Tokyu Corp. 0.04%
Visa, Inc., Class A 0.04%
Societe Generale SA, 3.87%, due 03/28/2024 0.04%
DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 0.04%
Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM3, Class A3, 2.60%, due 02/25/2033 0.04%
Arroyo Mortgage Trust, Series 2019-1, Class A1, 3.80%, due 01/25/2049 0.04%
Otis Worldwide Corp., 2.56%, due 02/15/2030 0.04%
Avery Dennison Corp. 0.04%
Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 0.04%
Federal National Mortgage Association, 3.09%, due 02/25/2030 0.04%
Hilton Worldwide Holdings, Inc. 0.04%
Abbott Laboratories, 4.90%, due 11/30/2046 0.04%
LafargeHolcim, Ltd. 0.04%
Infineon Technologies AG 0.04%
PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 0.04%
Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 0.04%
Home Equity Asset Trust, Series 2004-3, Class M1, 2.48%, due 08/25/2034 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 0.04%
Kansas City Southern 0.04%
BXMT, Ltd., Series 2017-FL1, Class D, 4.35%, due 06/15/2035 0.04%
Rio Tinto, Ltd. 0.04%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 10/15/2030 0.04%
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT, 1.90%, due 12/25/2035 0.04%
Telenor ASA 0.04%
Pretium Mortgage Credit Partners I LLC, Series 2019-NPL2, Class A1, 3.84%, due 12/25/2058 0.04%
Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 0.04%
Standard Chartered PLC 0.04%
China Construction Bank Corp., H Shares 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 0.04%
AIB Group PLC, 4.75%, due 10/12/2023 0.04%
Impac CMB Trust, Series 2007-A, Class M3, 3.87%, due 05/25/2037 0.04%
BNZ International Funding, Ltd., 2.65%, due 11/03/2022 0.04%
ASB Bank, Ltd., 3.12%, due 05/23/2024 0.04%
FirstEnergy Corp., 2.65%, due 03/01/2030 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 0.04%
Chase Funding Trust, Series 2003-5, Class 2A2, 2.22%, due 07/25/2033 0.04%
VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 0.04%
US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 0.04%
S&P Global, Inc., 3.25%, due 12/01/2049 0.04%
Government National Mortgage Association, 2.23%, due 07/20/2064 0.04%
Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 0.04%
Standard Chartered PLC, 2.81%, due 01/30/2026 0.04%
CSL, Ltd. 0.04%
Federal National Mortgage Association, 3.13%, due 06/01/2030 0.04%
Federal National Mortgage Association, 3.20%, due 06/01/2030 0.04%
Otsuka Holdings Co., Ltd. 0.04%
FREMF Mortgage Trust, Series 2017-KF39, Class B, 4.16%, due 11/25/2024 0.04%
Government National Mortgage Association, 2.33%, due 04/20/2064 0.04%
Swiss Re AG 0.04%
Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 0.04%
American Airlines Pass-Through Trust, 3.65%, due 02/15/2029 0.04%
ACE Securities Corp. Home Equity Loan Trust, Series 2003-HE1, Class M1, 2.60%, due 11/25/2033 0.04%
Drive Auto Receivables Trust, Series 2018-3, Class C, 3.72%, due 09/16/2024 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 0.04%
Santander Group Holdings PLC, 3.82%, due 11/03/2028 0.04%
National Australia Bank, Ltd., 3.37%, due 01/14/2026 0.04%
Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 0.04%
Intuitive Surgical, Inc. 0.04%
ONEOK, Inc. 0.04%
COMM Mortgage Trust, Series 2013-300P, Class A1, 4.35%, due 08/10/2030 0.04%
Cie Financiere Richemont SA 0.04%
Teladoc Health, Inc. 0.04%
Sumitomo Mitsui Financial Group, Inc., 3.04%, due 07/16/2029 0.04%
Royal Dutch Shell PLC, B Shares 0.04%
Deutsche Boerse AG 0.04%
American Credit Acceptance Receivables Trust, Series 2019-4, Class B, 2.43%, due 10/12/2023 0.04%
NatWest Markets PLC, 3.62%, due 09/29/2022 0.04%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.04%
Government National Mortgage Association, 4.00%, due 09/16/2025 0.04%
Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 0.04%
Akzo Nobel NV 0.04%
Government National Mortgage Association, 2.20%, due 08/20/2065 0.04%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.04%
State Street Corp. 0.04%
Federal National Mortgage Association, 3.63%, due 10/01/2029 0.04%
VOLT LXIV LLC, Series 2017-NP11, Class A1, 3.37%, due 10/25/2047 0.04%
FirstEnergy Corp., 3.40%, due 03/01/2050 0.04%
Best Buy Co., Inc. 0.04%
Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 0.04%
Deutsche Post AG 0.04%
FREMF Mortgage Trust, Series 2016-K59, Class B, 3.57%, due 11/25/2049 0.04%
Macquarie Group, Ltd., 3.76%, due 11/28/2028 0.04%
HSBC Holdings PLC, 6.50%, due 09/15/2037 0.04%
PRPM LLC, Series 2019-2A, Class A1, 3.96%, due 04/25/2024 0.04%
ING Groep NV, 4.10%, due 10/02/2023 0.04%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.04%
Government National Mortgage Association, 2.25%, due 09/20/2065 0.04%
Mitsubishi Corp. 0.04%
Erste Group Bank AG 0.04%
Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 0.04%
Government National Mortgage Association, 2.42%, due 02/20/2064 0.04%
MetLife, Inc. 0.04%
U.S. Treasury Bond, 4.25%, due 05/15/2039 0.04%
U.S. Treasury Note, 2.12%, due 06/30/2022 0.04%
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.13%, due 11/07/2029 0.04%
Option One Mortgage Loan Trust, Series 2004-1, Class M2, 3.27%, due 01/25/2034 0.04%
Homeward Opportunities Fund I Trust, Series 2019-1, Class M1, 3.95%, due 01/25/2059 0.04%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M2, 4.10%, due 11/25/2033 0.04%
Government National Mortgage Association, 2.18%, due 02/20/2063 0.04%
U.S. Treasury Note, 1.75%, due 09/30/2022 0.04%
Goldman Sachs Group, Inc., 3.27%, due 09/29/2025 0.04%
Long Beach Mortgage Loan Trust, Series 2004-4, Class M1, 2.52%, due 10/25/2034 0.04%
O'Reilly Automotive, Inc. 0.04%
RELX PLC 0.04%
Pretium Mortgage Credit Partners I LLC, Series 2018-NPL4, Class A1, 4.82%, due 09/25/2058 0.04%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.04%
Harborwalk Funding Trust, 5.07%, due 02/15/2069 0.04%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.04%
Regency Centers, LP, 2.95%, due 09/15/2029 0.04%
Ping An Insurance Group Co. of China, Ltd., H Shares 0.04%
SSE PLC 0.04%
Seven & i Holdings Co., Ltd. 0.04%
Southern California Gas Co., 2.55%, due 02/01/2030 0.04%
OBX Trust, Series 2019-EXP3, Class 2A1B, 2.52%, due 10/25/2059 0.04%
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4, 2.87%, due 01/25/2036 0.04%
Federal National Mortgage Association, 2.00%, due 12/01/2020 0.04%
TJX Cos., Inc. 0.04%
Westlake Automobile Receivables Trust, Series 2019-3A, Class D, 2.72%, due 11/15/2024 0.04%
Reliance Standard Life Global Funding II, 3.85%, due 09/19/2023 0.04%
Apple, Inc., 3.75%, due 09/12/2047 0.04%
Deutsche Telekom International Finance BV, 4.87%, due 03/06/2042 0.04%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.04%
Federal Home Loan Mortgage Corp., 2.20%, due 08/15/2042 0.04%
Citigroup, Inc., 3.66%, due 07/24/2028 0.04%
Ryanair Holdings PLC, ADR 0.04%
Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 0.04%
Royal Dutch Shell PLC, A Shares 0.04%
Federal National Mortgage Association, 2.53%, due 10/01/2022 0.04%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.04%
Hartford Financial Services Group, Inc. 0.04%
Corning, Inc., 3.90%, due 11/15/2049 0.04%
Exeter Automobile Receivables Trust, Series 2018-4A, Class B, 3.64%, due 11/15/2022 0.04%
Impac CMB Trust, Series 2005-4, Class 1A1A, 2.16%, due 05/25/2035 0.04%
ING Groep NV 0.04%
Constellation Brands, Inc., Class A 0.04%
FREMF Mortgage Trust, Series 2014-K40, Class C, 4.07%, due 11/25/2047 0.04%
Time Warner Entertainment Co., LP, 8.37%, due 07/15/2033 0.04%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.04%
CHL Mortgage Pass-Through Trust, Series 2007-2, Class A16, 6.00%, due 03/25/2037 0.04%
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 0.03%
Estee Lauder Cos., Inc., 3.12%, due 12/01/2049 0.03%
Mitsui Fudosan Co., Ltd. 0.03%
CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B, 3.59%, due 04/20/2036 0.03%
Impac CMB Trust, Series 2004-10, Class 3A1, 2.32%, due 03/25/2035 0.03%
CHL Mortgage Pass-Through Trust, Series 2005-HYB3, Class 2A2A, 4.14%, due 06/20/2035 0.03%
Opteum Mortgage Acceptance Corp. Trust, Series 2006-1, Class 1AC1, 1.92%, due 04/25/2036 0.03%
Home Depot, Inc., 3.12%, due 12/15/2049 0.03%
Equinix, Inc., REIT 0.03%
ServiceNow, Inc. 0.03%
Teradyne, Inc. 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 2.02%, due 03/25/2043 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 0.03%
BP Capital Markets PLC, 3.27%, due 09/19/2027 0.03%
NXP Semiconductors NV 0.03%
KeyCorp 0.03%
Zebra Technologies Corp., Class A 0.03%
Sony Corp. 0.03%
Specialty Underwriting & Residential Finance Trust, Series 2003-BC4, Class M1, 2.52%, due 11/25/2034 0.03%
Pioneer Natural Resources Co. 0.03%
Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 0.03%
Brenntag AG 0.03%
Trade Desk, Inc., Class A 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 0.03%
Emerson Electric Co. 0.03%
Federal Home Loan Mortgage Corp., 2.20%, due 03/15/2044 0.03%
National Retail Properties, Inc., 4.30%, due 10/15/2028 0.03%
American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 0.03%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M4, 3.12%, due 09/25/2034 0.03%
M&G PLC 0.03%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.03%
Occidental Petroleum Corp., 3.50%, due 08/15/2029 0.03%
Alternative Loan Trust, Series 2006-41CB, Class 2A13, 5.75%, due 01/25/2037 0.03%
Nissan Auto Receivables Owner Trust, Series 2017-C, Class A3, 2.12%, due 04/18/2022 0.03%
Government National Mortgage Association, 2.38%, due 03/20/2064 0.03%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.03%
Nomura Holdings, Inc., 2.64%, due 01/16/2025 0.03%
FREMF Mortgage Trust, Series 2016-K722, Class B, 3.84%, due 07/25/2049 0.03%
Federal National Mortgage Association, 3.50%, due 09/01/2042 0.03%
Pfizer, Inc., 3.90%, due 03/15/2039 0.03%
Tampa Electric Co., 4.45%, due 06/15/2049 0.03%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.03%
Generac Holdings, Inc. 0.03%
Comcast Corp., 4.20%, due 08/15/2034 0.03%
Goldman Sachs Group, Inc., 4.41%, due 04/23/2039 0.03%
Cigna Corp. 0.03%
Progressive Corp. 0.03%
Cameron LNG LLC, 3.70%, due 01/15/2039 0.03%
United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 0.03%
International Business Machines Corp. 0.03%
Apple, Inc., 3.35%, due 02/09/2027 0.03%
American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 0.03%
Cummins, Inc. 0.03%
Volkswagen AG, 3.65% 0.03%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.03%
Securitized Asset-Backed Receivables LLC Trust, Series 2004-OP2, Class M1, 2.60%, due 08/25/2034 0.03%
Government National Mortgage Association, 4.59%, due 10/20/2041 0.03%
BNP Paribas SA, 3.05%, due 01/13/2031 0.03%
Government National Mortgage Association, 2.31%, due 05/20/2066 0.03%
Mitsubishi UFJ Financial Group, Inc., 3.40%, due 03/07/2024 0.03%
Barratt Developments PLC 0.03%
Lundin Petroleum AB 0.03%
Bayer AG 0.03%
Marathon Petroleum Corp. 0.03%
Government National Mortgage Association, 2.07%, due 12/20/2062 0.03%
Government National Mortgage Association, 5.50%, due 07/20/2037 0.03%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.03%
Federal National Mortgage Association, 4.48%, due 02/01/2021 0.03%
Exxon Mobil Corp., 3.09%, due 08/16/2049 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 0.03%
Comcast Corp., 4.60%, due 10/15/2038 0.03%
Goodman Group, REIT 0.03%
Illumina, Inc. 0.03%
Bear Stearns Asset-Backed Securities Trust, Series 2003-2, Class M1, 3.42%, due 03/25/2043 0.03%
Royal Bank of Scotland Group PLC, 4.44%, due 05/08/2030 0.03%
Morgan Stanley, Series MTN, 5.50%, due 07/28/2021 0.03%
Homeward Opportunities Fund I Trust, Series 2018-1, Class A1, 3.76%, due 06/25/2048 0.03%
ANZ New Zealand International, Ltd., 2.55%, due 02/13/2030 0.03%
T&D Holdings, Inc. 0.03%
Manulife Financial Corp., 4.06%, due 02/24/2032 0.03%
New York Life Insurance Co., 4.45%, due 05/15/2069 0.03%
Yum! Brands, Inc. 0.03%
Taylor Wimpey PLC 0.03%
AIA Group, Ltd., 3.20%, due 03/11/2025 0.03%
Government National Mortgage Association, 2.73%, due 12/20/2066 0.03%
Lam Research Corp. 0.03%
Credit Suisse Group AG, 2.59%, due 09/11/2025 0.03%
U.S. Treasury Note, 2.75%, due 11/15/2023 0.03%
National Australia Bank, Ltd., 3.93%, due 08/02/2034 0.03%
DexCom, Inc. 0.03%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.03%
Oracle Corp., 2.95%, due 05/15/2025 0.03%
FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 0.03%
CMS Energy Corp. 0.03%
Federal National Mortgage Association, 4.02%, due 11/01/2028 0.03%
Verizon Communications, Inc., 4.67%, due 03/15/2055 0.03%
Vodafone Group PLC, 4.87%, due 06/19/2049 0.03%
Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 0.03%
Expedia Group, Inc. 0.03%
Equity Residential, REIT 0.03%
Government National Mortgage Association, 4.78%, due 11/20/2042 0.03%
Option One Mortgage Acceptance Corp. Asset-Backed Certificates, Series 2003-6, Class A2, 2.28%, due 11/25/2033 0.03%
Wells Fargo & Co., Series MTN, 3.50%, due 03/08/2022 0.03%
Suncor Energy, Inc., 5.95%, due 12/01/2034 0.03%
Federal National Mortgage Association, 2.39%, due 06/01/2025 0.03%
Private Export Funding Corp., 2.80%, due 05/15/2022 0.03%
Royal Bank of Scotland Group PLC, 3.75%, due 11/01/2029 0.03%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.03%
Central Japan Railway Co. 0.03%
AT&T, Inc., 3.55%, due 06/01/2024 0.03%
HSBC Holdings PLC, 2.65%, due 01/05/2022 0.03%
Steel Dynamics, Inc., 3.45%, due 04/15/2030 0.03%
United Airlines Pass-Through Trust, 4.55%, due 08/25/2031 0.03%
Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 0.03%
Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 0.03%
VSE Voi Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 0.03%
American Credit Acceptance Receivables Trust, Series 2019-4, Class E, 3.85%, due 12/12/2025 0.03%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.03%
Take-Two Interactive Software, Inc. 0.03%
New Residential Mortgage Loan Trust, Series 2018-NQM1, Class A1, 3.98%, due 11/25/2048 0.03%
VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 0.03%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.03%
International Lease Finance Corp., 8.62%, due 01/15/2022 0.03%
CVS Health Corp., 4.30%, due 03/25/2028 0.03%
Tennessee Valley Authority, 4.25%, due 09/15/2065 0.03%
Federal National Mortgage Association, 4.04%, due 10/01/2020 0.03%
Wells Fargo Commercial Mortgage Trust, Series 2013-120B, Class A, 2.70%, due 03/18/2028 0.03%
Citigroup, Inc., 4.40%, due 06/10/2025 0.03%
Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 0.03%
New Century Home Equity Loan Trust, Series 2004-2, Class M3, 2.63%, due 08/25/2034 0.03%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.83%, due 09/25/2022 0.03%
Credit Agricole SA, 3.87%, due 04/15/2024 0.03%
U.S. Treasury Bond, 4.37%, due 11/15/2039 0.03%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2024 0.03%
Orsted A/S 0.03%
Federal Home Loan Mortgage Corp. REMIC, 4.50%, due 06/15/2025 0.03%
Fortune Brands Home & Security, Inc. 0.03%
Garmin, Ltd. 0.03%
Booz Allen Hamilton Holding Corp. 0.03%
First Investors Auto Owner Trust, Series 2017-3A, Class A2, 2.41%, due 12/15/2022 0.03%
Healthpeak Properties, Inc., 3.87%, due 08/15/2024 0.03%
China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 0.03%
Goldman Sachs Group, Inc. 0.03%
Life Storage, LP, 4.00%, due 06/15/2029 0.03%
CHL Mortgage Pass-Through Trust, Series 2004-22, Class A1, 3.83%, due 11/25/2034 0.03%
Federal National Mortgage Association, 2.53%, due 10/01/2022 0.03%
Prudential Insurance Co. of America, 8.30%, due 07/01/2025 0.03%
General Dynamics Corp. 0.03%
Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 0.03%
Mabuchi Motor Co., Ltd. 0.03%
Dominion Energy Gas Holdings LLC, 3.90%, due 11/15/2049 0.03%
Orange SA 0.03%
Morgan Stanley, 5.00%, due 11/24/2025 0.03%
Bridgestone Corp. 0.03%
Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 0.03%
Evergy, Inc., 2.90%, due 09/15/2029 0.03%
General Motors Financial Co., Inc., 3.95%, due 04/13/2024 0.03%
AstraZeneca PLC 0.03%
Packaging Corp. of America, 4.05%, due 12/15/2049 0.03%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M1, 2.60%, due 11/25/2033 0.03%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.62%, due 01/15/2024 0.03%
Industrial & Commercial Bank of China, Ltd., H Shares 0.03%
Lennar Corp., Class A 0.03%
Colt Mortgage Loan Trust, Series 2018-2, Class A1, 3.47%, due 07/27/2048 0.03%
FinecoBank Banca Fineco SpA 0.03%
Discover Bank, 4.20%, due 08/08/2023 0.03%
Impac CMB Trust, Series 2005-4, Class 2B1, 4.10%, due 05/25/2035 0.03%
Ball Corp. 0.03%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.03%
Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 0.03%
Target Corp. 0.03%
American Tower Corp., 3.70%, due 10/15/2049 0.03%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.03%
Celanese US Holdings LLC, 3.50%, due 05/08/2024 0.03%
Southern California Edison Co., 4.05%, due 03/15/2042 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 0.03%
CBRE Group, Inc., Class A 0.03%
Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 0.03%
McKesson Corp. 0.03%
First Republic Bank 0.03%
Continental Airlines Pass-Through Trust, 4.15%, due 10/11/2025 0.03%
WW Grainger, Inc., 4.60%, due 06/15/2045 0.03%
HCA, Inc., 5.25%, due 06/15/2026 0.03%
Keysight Technologies, Inc. 0.03%
RASC Trust, Series 2005-EMX1, Class M1, 2.27%, due 03/25/2035 0.03%
CK Hutchison International 19, Ltd., 3.62%, due 04/11/2029 0.03%
Standard Chartered PLC, 4.24%, due 01/20/2023 0.03%
CVS Health Corp., 3.25%, due 08/15/2029 0.03%
Siemens Financieringsmaatschappij NV, 2.35%, due 10/15/2026 0.03%
Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 0.03%
Federal National Mortgage Association, 6.00%, due 12/01/2032 0.03%
Energy Transfer Operating, LP, 6.05%, due 06/01/2041 0.03%
Amazon.com, Inc., 3.87%, due 08/22/2037 0.03%
Bank of America Corp., Series MTN, 3.12%, due 01/20/2023 0.03%
Exxon Mobil Corp., 2.99%, due 08/16/2039 0.03%
Leidos Holdings, Inc. 0.03%
Hong Kong Exchanges & Clearing, Ltd. 0.03%
Oportun Funding VI LLC, Series 2017-A, Class A, 3.23%, due 06/08/2023 0.03%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.32%, due 05/25/2027 0.03%
Old Dominion Freight Line, Inc. 0.03%
Total Capital International SA, 3.46%, due 07/12/2049 0.03%
Biogen, Inc. 0.03%
British Airways Pass-Through Trust, 3.30%, due 06/15/2034 0.03%
Anthem, Inc. 0.03%
Bank of America Corp., Series MTN, 4.33%, due 03/15/2050 0.03%
Boeing Co., 3.95%, due 08/01/2059 0.03%
Global Payments, Inc., 4.15%, due 08/15/2049 0.03%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 9A, 3.94%, due 09/25/2034 0.03%
Bank of America Corp., 2.88%, due 04/24/2023 0.03%
Federal National Mortgage Association, 3.50%, due 01/01/2021 0.03%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M5, 3.27%, due 09/25/2034 0.03%
Goldman Sachs Group, Inc., Series MTN, 5.37%, due 03/15/2020 0.03%
Truist Bank, 3.30%, due 05/15/2026 0.02%
Citigroup, Inc., 4.65%, due 07/23/2048 0.02%
Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 0.02%
Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 0.02%
ONEOK, Inc., 5.20%, due 07/15/2048 0.02%
Bayview Financial Acquisition Trust, Series 2004-C, Class M3, 3.55%, due 05/28/2044 0.02%
Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 0.02%
Alexandria Real Estate Equities, Inc., 4.00%, due 02/01/2050 0.02%
Electronic Arts, Inc. 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 0.02%
Credit Suisse Group AG 0.02%
United Technologies Corp., 4.50%, due 06/01/2042 0.02%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.02%
ABN AMRO Bank NV, 4.75%, due 07/28/2025 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2023 0.02%
Comcast Corp., 3.15%, due 03/01/2026 0.02%
Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 0.02%
Goldman Sachs Group, Inc., Series MTN, 4.80%, due 07/08/2044 0.02%
AT&T, Inc., 4.50%, due 05/15/2035 0.02%
Emera US Finance, LP, 4.75%, due 06/15/2046 0.02%
Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 0.02%
Masco Corp., 6.50%, due 08/15/2032 0.02%
Wells Fargo & Co., Series MTN, 4.75%, due 12/07/2046 0.02%
Meritage Mortgage Loan Trust, Series 2003-1, Class M2, 3.95%, due 11/25/2033 0.02%
Texas Health Resources, 4.33%, due 11/15/2055 0.02%
Microsoft Corp., 4.10%, due 02/06/2037 0.02%
IHS Markit, Ltd. 0.02%
AT&T, Inc., 3.60%, due 07/15/2025 0.02%
VMware, Inc., 2.95%, due 08/21/2022 0.02%
Pfizer, Inc. 0.02%
Comcast Corp., 3.95%, due 10/15/2025 0.02%
Healthpeak Properties, Inc., 3.50%, due 07/15/2029 0.02%
HCA, Inc., 5.12%, due 06/15/2039 0.02%
American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.85%, due 09/15/2035 0.02%
Vertex Pharmaceuticals, Inc. 0.02%
Apple, Inc., 2.90%, due 09/12/2027 0.02%
Bank of America Corp., Series MTN, 4.07%, due 04/23/2040 0.02%
ORIX Corp., 3.25%, due 12/04/2024 0.02%
Mitsubishi UFJ Financial Group, Inc., 3.76%, due 07/26/2023 0.02%
BNP Paribas SA, 3.80%, due 01/10/2024 0.02%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.02%
Wells Fargo & Co., Series MTN, 3.30%, due 09/09/2024 0.02%
Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 0.02%
AMETEK, Inc. 0.02%
Bank of America Corp., 3.41%, due 12/20/2028 0.02%
Barclays PLC, 4.33%, due 05/16/2024 0.02%
Eastman Chemical Co. 0.02%
adidas AG 0.02%
UDR, Inc., Series MTN, 3.20%, due 01/15/2030 0.02%
Government National Mortgage Association, 1.65%, due 04/20/2063 0.02%
Fortis, Inc., 3.05%, due 10/04/2026 0.02%
Berkshire Hathaway Energy Co., 3.75%, due 11/15/2023 0.02%
Metropolitan Life Global Funding I, 3.87%, due 04/11/2022 0.02%
Altria Group, Inc. 0.02%
Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE6, Class M2, 3.50%, due 08/25/2034 0.02%
Capital One Bank USA NA, 3.37%, due 02/15/2023 0.02%
IBM Credit LLC, 3.00%, due 02/06/2023 0.02%
Morgan Stanley, 4.30%, due 01/27/2045 0.02%
Lululemon Athletica, Inc. 0.02%
OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A, 3.50%, due 04/18/2022 0.02%
East West Bancorp, Inc. 0.02%
Nasdaq, Inc. 0.02%
Government National Mortgage Association, 5.00%, due 04/20/2041 0.02%
Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 0.02%
Synopsys, Inc. 0.02%
MPLX, LP, 5.50%, due 02/15/2049 0.02%
Banco Santander SA 0.02%
Copart, Inc. 0.02%
Exelon Corp., 3.49%, due 06/01/2022 0.02%
Bristol-Myers Squibb Co., 4.55%, due 02/20/2048 0.02%
Commonwealth Bank of Australia, 2.50%, due 09/18/2022 0.02%
Oportun Funding VII LLC, Series 2017-B, Class A, 3.22%, due 10/10/2023 0.02%
Bank of New York Mellon Corp., Series MTN, 2.66%, due 05/16/2023 0.02%
Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 0.02%
Essex Portfolio, LP, 2.65%, due 03/15/2032 0.02%
Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 0.02%
Catalent, Inc. 0.02%
Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 0.02%
Swedbank AB, 2.80%, due 03/14/2022 0.02%
Tyson Foods, Inc., 5.15%, due 08/15/2044 0.02%
Federal National Mortgage Association, 4.25%, due 04/01/2021 0.02%
Nitori Holdings Co., Ltd. 0.02%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M3, 4.62%, due 11/25/2033 0.02%
DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 0.02%
Vulcan Materials Co. 0.02%
ING Groep NV, 3.95%, due 03/29/2027 0.02%
Linde PLC 0.02%
Capgemini SE 0.02%
Burlington Northern Santa Fe LLC, 7.95%, due 08/15/2030 0.02%
DMG Mori Co., Ltd. 0.02%
Northern Trust Corp., 3.37%, due 05/08/2032 0.02%
Comcast Corp., 3.25%, due 11/01/2039 0.02%
SK Hynix, Inc. 0.02%
Cooperatieve Rabobank UA, 3.87%, due 09/26/2023 0.02%
Federal National Mortgage Association, 2.48%, due 12/25/2026 0.02%
Mexico Government International Bond, 4.50%, due 01/31/2050 0.02%
CK Hutchison Holdings, Ltd. 0.02%
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 0.02%
Naspers, Ltd., N Shares 0.02%
FTI Consulting, Inc. 0.02%
Residual Funding Corp., Principal Only STRIPS, due 10/15/2020 0.02%
Hitachi, Ltd. 0.02%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.87%, due 02/25/2034 0.02%
Lukoil PJSC, ADR 0.02%
Dominion Energy Gas Holdings LLC, 4.60%, due 12/15/2044 0.02%
GLS Auto Receivables Trust, Series 2017-1A, Class B, 2.98%, due 12/15/2021 0.02%
United Airlines Pass-Through Trust, Series A, 3.75%, due 03/03/2028 0.02%
AIA Group, Ltd., 3.60%, due 04/09/2029 0.02%
Lloyds Banking Group PLC 0.02%
Nucor Corp., 6.40%, due 12/01/2037 0.02%
Cottage Health Obligated Group, 3.30%, due 11/01/2049 0.02%
BPCE SA, Series MTN, 3.37%, due 12/02/2026 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 08/15/2035 0.02%
Federal Home Loan Mortgage Corp., 6.50%, due 01/01/2035 0.02%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 0.02%
Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 0.02%
Exact Sciences Corp. 0.02%
Tractor Supply Co. 0.02%
Apple, Inc., 3.45%, due 02/09/2045 0.02%
West Japan Railway Co. 0.02%
Itau Unibanco Holding SA, 0.00% 0.02%
Enterprise Products Operating LLC, 4.20%, due 01/31/2050 0.02%
ONEOK Partners, LP, 6.65%, due 10/01/2036 0.02%
Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 0.02%
CSX Corp., 4.75%, due 11/15/2048 0.02%
Citizens Bank NA, 3.70%, due 03/29/2023 0.02%
Duke Energy Corp. 0.02%
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ, 5.45%, due 09/15/2039 0.02%
Ferguson PLC 0.02%
Marui Group Co., Ltd. 0.02%
Apple, Inc., 3.00%, due 06/20/2027 0.02%
ONEOK, Inc., 3.40%, due 09/01/2029 0.02%
Nordson Corp. 0.02%
Mizuho Financial Group, Inc., 2.86%, due 09/13/2030 0.02%
Lowe's Cos., Inc., 3.65%, due 04/05/2029 0.02%
Liberty Mutual Insurance Co., 8.50%, due 05/15/2025 0.02%
Cooperatieve Rabobank UA, 4.37%, due 08/04/2025 0.02%
American Airlines Pass-Through Trust, 3.70%, due 04/15/2027 0.02%
American Electric Power Co., Inc. 0.02%
Infosys, Ltd., ADR 0.02%
Athene Global Funding, 2.75%, due 04/20/2020 0.02%
International Business Machines Corp., 2.25%, due 02/19/2021 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 0.02%
Rogers Communications, Inc., 4.35%, due 05/01/2049 0.02%
General Motors Co. 0.02%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.02%
Masco Corp. 0.02%
Petroleo Brasileiro SA, 3.81% 0.02%
Citigroup, Inc., 4.30%, due 11/20/2026 0.02%
Panasonic Corp. 0.02%
Verizon Communications, Inc., 5.25%, due 03/16/2037 0.02%
Chase Mortgage Finance Trust, Series 2007-A1, Class 8A1, 4.25%, due 02/25/2037 0.02%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.02%
Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 0.02%
Dexus, REIT 0.02%
Cooperatieve Rabobank UA, 4.62%, due 12/01/2023 0.02%
CK Asset Holdings, Ltd. 0.02%
Amphenol Corp., Class A 0.02%
CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3, 3.93%, due 11/20/2034 0.02%
Celanese Corp. 0.02%
Government National Mortgage Association, 2.14%, due 03/20/2063 0.02%
Truist Financial Corp., Series MTN, 2.62%, due 06/29/2020 0.02%
WRKCo, Inc., 3.75%, due 03/15/2025 0.02%
Alternative Loan Trust, Series 2004-27CB, Class A1, 6.00%, due 12/25/2034 0.02%
NRG Energy, Inc., 4.45%, due 06/15/2029 0.02%
Assurant, Inc., 4.20%, due 09/27/2023 0.02%
University of Southern California, 3.22%, due 10/01/2120 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 11/15/2023 0.02%
Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 0.02%
Federal Home Loan Mortgage Corp., 2.20%, due 07/15/2042 0.02%
OneBeacon Holdings, Inc., 4.60%, due 11/09/2022 0.02%
Lincoln National Corp., 3.05%, due 01/15/2030 0.02%
Siemens Financieringsmaatschappij NV, 3.12%, due 03/16/2024 0.02%
Jazz Pharmaceuticals PLC 0.02%
AbbVie, Inc., 4.40%, due 11/06/2042 0.02%
Commonwealth Bank of Australia, 3.45%, due 03/16/2023 0.02%
Commonwealth Bank of Australia, 2.85%, due 05/18/2026 0.02%
Pepperdine University, 3.30%, due 12/01/2059 0.02%
Westpac Banking Corp., 2.85%, due 05/13/2026 0.02%
Sberbank of Russia PJSC, ADR 0.02%
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 2.24%, due 10/25/2028 0.02%
Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 0.02%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.29%, due 07/25/2023 0.02%
Wells Fargo & Co., 5.37%, due 11/02/2043 0.02%
Royal Bank of Scotland Group PLC, 4.26%, due 03/22/2025 0.02%
Westpac Banking Corp., 4.42%, due 07/24/2039 0.02%
Alternative Loan Trust, Series 2004-28CB, Class 3A1, 6.00%, due 01/25/2035 0.02%
Office Properties Income Trust, 4.00%, due 07/15/2022 0.02%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.02%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.02%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5, 3.87%, due 09/25/2033 0.02%
AT&T, Inc., 3.95%, due 01/15/2025 0.02%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.02%
Securitized Asset-Backed Receivables LLC Trust, Series 2004-NC1, Class M2, 3.35%, due 02/25/2034 0.02%
Verus Securitization Trust, Series 2018-2, Class A1, 3.67%, due 06/01/2058 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.78%, due 07/12/2022 0.02%
Heineken NV 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 0.02%
President & Fellows of Harvard College, 3.30%, due 07/15/2056 0.02%
Government National Mortgage Association, 2.20%, due 03/20/2063 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.84%, due 01/11/2022 0.02%
Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 0.02%
Countrywide Partnership Trust, Series 2004-EC1, Class M2, 2.57%, due 01/25/2035 0.02%
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC6, Class A4, 1.79%, due 01/25/2037 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 0.02%
Union Pacific Corp. 0.02%
New York Times Co., Class A 0.02%
Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2043 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class C, 3.35%, due 06/15/2026 0.02%
Bank of China, Ltd., H Shares 0.02%
Daimler Finance North America LLC, 2.87%, due 03/10/2021 0.02%
Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 0.02%
Baltimore Gas & Electric Co., 5.20%, due 06/15/2033 0.02%
Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 0.02%
U.S. Treasury Note, 2.00%, due 02/28/2021 0.02%
Morgan Stanley Capital I Trust, Series 2006-HQ8, Class D, 5.60%, due 03/12/2044 0.02%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class C, 3.48%, due 02/17/2026 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR17, Class 1A1A, 2.95%, due 12/25/2046 0.02%
Progress Residential Trust, Series 2015-SFR3, Class D, 4.67%, due 11/12/2032 0.02%
Mizuho Bank, Ltd., 3.60%, due 09/25/2024 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 08/15/2035 0.02%
BP Capital Markets PLC, 3.53%, due 11/04/2024 0.02%
Chase Funding Trust, Series 2003-2, Class 2A2, 2.18%, due 02/25/2033 0.02%
United Airlines Pass-Through Trust, 3.50%, due 09/01/2031 0.02%
General Motors Financial Co., Inc., 3.50%, due 11/07/2024 0.02%
Panama Government International Bond, 4.50%, due 04/16/2050 0.02%
Discovery, Inc., Class C 0.02%
Tennessee Valley Authority, 4.62%, due 09/15/2060 0.02%
U.S. Treasury Note, 2.37%, due 12/31/2020 0.02%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.02%
HSBC Bank PLC, 4.75%, due 01/19/2021 0.02%
Edison International 0.02%
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 0.02%
RASC Trust, Series 2005-KS9, Class M3, 2.08%, due 10/25/2035 0.02%
Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 0.02%
Spotify Technology SA 0.02%
Vodafone Group PLC, 6.25%, due 11/30/2032 0.02%
Voya Financial, Inc. 0.02%
ANZ New Zealand International, Ltd., 3.45%, due 07/17/2027 0.02%
EQM Midstream Partners, LP, 5.50%, due 07/15/2028 0.02%
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR26, Class 2A1, 4.08%, due 11/25/2033 0.02%
Deutsche Bank AG, 3.70%, due 05/30/2024 0.02%
General Motors Co., 6.60%, due 04/01/2036 0.02%
American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 0.02%
Colombia Government International Bond, 5.00%, due 06/15/2045 0.02%
HP, Inc. 0.02%
NYU Langone Hospitals, 3.38%, due 07/01/2055 0.02%
Government National Mortgage Association, Interest Only STRIPS, 1.65%, due 06/20/2067 0.02%
Occidental Petroleum Corp., 7.50%, due 05/01/2031 0.02%
Fifth Third Bancorp, 3.95%, due 03/14/2028 0.02%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.02%
United Technologies Corp., 4.15%, due 05/15/2045 0.02%
New Century Home Equity Loan Trust, Series 2004-2, Class M5, 3.65%, due 08/25/2034 0.02%
Western Union Co., 3.60%, due 03/15/2022 0.02%
JB Hunt Transport Services, Inc., 3.87%, due 03/01/2026 0.02%
Magellan Midstream Partners, LP, 4.25%, due 02/01/2021 0.02%
Federal Home Loan Mortgage Corp. REMIC, 2.05%, due 04/15/2039 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.02%
Chr Hansen Holding A/S 0.02%
Sumitomo Electric Industries, Ltd. 0.02%
AXA SA 0.02%
Glencore Funding LLC, 4.62%, due 04/29/2024 0.02%
Citigroup, Inc., 3.14%, due 01/24/2023 0.02%
Enel Finance International NV, 3.62%, due 05/25/2027 0.02%
Edison International, 5.75%, due 06/15/2027 0.02%
Exelixis, Inc. 0.02%
Hydro-Quebec, 9.40%, due 02/01/2021 0.02%
Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2034 0.02%
China Mobile, Ltd. 0.02%
Vodafone Group PLC, 5.25%, due 05/30/2048 0.02%
China Merchants Bank Co., Ltd., H Shares 0.02%
BP Capital Markets America, Inc., 3.24%, due 05/06/2022 0.02%
Welltower, Inc., 3.10%, due 01/15/2030 0.02%
AbbVie, Inc., 4.50%, due 05/14/2035 0.02%
CVS Pass-Through Trust, 5.92%, due 01/10/2034 0.02%
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M5, 3.53%, due 08/25/2034 0.02%
Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 0.02%
Discovery, Inc., Class A 0.02%
Zurich Insurance Group AG 0.02%
CVS Pass-Through Trust, 4.70%, due 01/10/2036 0.02%
Government National Mortgage Association, 1.65%, due 02/20/2063 0.02%
Noble Energy, Inc., 5.25%, due 11/15/2043 0.02%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.02%
General Electric Co., Series MTN, 4.65%, due 10/17/2021 0.02%
Allergan PLC 0.02%
Wartsila OYJ Abp 0.02%
CNOOC, Ltd. 0.02%
Standard Chartered PLC, 5.20%, due 01/26/2024 0.02%
Banco Bradesco SA, 6.87% 0.02%
John Deere Capital Corp., Series MTN, 2.25%, due 09/14/2026 0.02%
Intel Corp. 0.02%
Australia & New Zealand Banking Group, Ltd., 4.40%, due 05/19/2026 0.02%
Government National Mortgage Association, 2.24%, due 10/20/2062 0.02%
Federal National Mortgage Association, 2.92%, due 08/25/2021 0.02%
Dow, Inc. 0.02%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.87%, due 03/20/2027 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 0.02%
Commonwealth Bank of Australia, 4.50%, due 12/09/2025 0.02%
Enel Finance International NV, 4.62%, due 09/14/2025 0.02%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC2, Class M1, 2.45%, due 12/25/2033 0.02%
Diamondback Energy, Inc. 0.02%
Standard Chartered PLC, 4.30%, due 05/21/2030 0.02%
UBS Group AG, 4.12%, due 09/24/2025 0.02%
Daicel Corp. 0.02%
Sempra Energy 0.02%
Nutrien, Ltd., 4.12%, due 03/15/2035 0.02%
Anthem, Inc., 3.50%, due 08/15/2024 0.02%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.02%
Bank Central Asia Tbk PT 0.02%
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 0.02%
L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 0.02%
B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 0.02%
NiSource, Inc., 2.95%, due 09/01/2029 0.02%
Toray Industries, Inc. 0.02%
DaVita, Inc. 0.02%
AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 0.02%
Reliance Standard Life Global Funding II, 2.75%, due 01/21/2027 0.02%
Bankia SA 0.02%
Mexico Government International Bond, 4.12%, due 01/21/2026 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 0.02%
Lloyds Banking Group PLC, 4.58%, due 12/10/2025 0.02%
United Technologies Corp., 3.75%, due 11/01/2046 0.02%
Mexico City Airport Trust, 5.50%, due 07/31/2047 0.02%
BPCE SA, 4.62%, due 07/11/2024 0.02%
Federal National Mortgage Association, 4.50%, due 09/01/2040 0.02%
CRH America Finance, Inc., 3.40%, due 05/09/2027 0.02%
American Water Capital Corp., 3.85%, due 03/01/2024 0.02%
HSBC Holdings PLC, 4.37%, due 11/23/2026 0.02%
America Movil SAB de CV, Series L 0.02%
Vale SA, ADR 0.02%
Lincoln National Corp., 4.20%, due 03/15/2022 0.02%
MUFG Bank, Ltd., 4.10%, due 09/09/2023 0.02%
HSBC Holdings PLC, 4.25%, due 08/18/2025 0.02%
American Express Credit Corp., Series MTN, 2.37%, due 05/26/2020 0.02%
Comcast Corp., 3.20%, due 07/15/2036 0.02%
Siemens AG 0.02%
ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Class M2, 2.60%, due 12/25/2034 0.02%
Virginia Electric & Power Co., 3.30%, due 12/01/2049 0.02%
Societe Generale SA, 4.25%, due 04/14/2025 0.02%
NetEase, Inc., ADR 0.02%
Sumitomo Life Insurance Co., 4.00%, due 09/14/2077 0.02%
Eni SpA, 4.00%, due 09/12/2023 0.02%
Futures Contracts, Short, MSCI EAFE Index 0.02%
Crown Holdings, Inc. 0.02%
Aon PLC, 3.50%, due 06/14/2024 0.02%
Whitbread PLC 0.02%
BOC Aviation, Ltd., 2.75%, due 09/18/2022 0.02%
Nordea Bank Abp, 4.25%, due 09/21/2022 0.02%
EDP Finance BV, 3.62%, due 07/15/2024 0.02%
United Airlines Pass-Through Trust, Series A, 4.30%, due 02/15/2027 0.02%
Enel Finance International NV, 3.50%, due 04/06/2028 0.02%
General Motors Financial Co., Inc., 3.70%, due 05/09/2023 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
Oracle Corp., 2.95%, due 11/15/2024 0.02%
Barclays PLC, 3.65%, due 03/16/2025 0.02%
UBS Group AG, 3.12%, due 08/13/2030 0.02%
Healthpeak Properties, Inc., 3.00%, due 01/15/2030 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.77%, due 10/18/2022 0.02%
BOC Aviation, Ltd., 3.50%, due 10/10/2024 0.02%
CHEC Loan Trust, Series 2004-1, Class M2, 2.63%, due 07/25/2034 0.02%
Federal National Mortgage Association, 2.12%, due 08/25/2042 0.02%
Dow Chemical Co., 8.85%, due 09/15/2021 0.02%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.50%, due 01/15/2025 0.02%
Al Rajhi Bank 0.02%
Shopify, Inc., Class A 0.02%
Hutchison Whampoa International 12 II, Ltd., 3.25%, due 11/08/2022 0.02%
Prudential Financial, Inc., 3.90%, due 12/07/2047 0.02%
Phillips 66 Partners, LP, 3.15%, due 12/15/2029 0.02%
Federal National Mortgage Association REMIC, 2.12%, due 11/25/2041 0.01%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.01%
Welltower, Inc., 6.50%, due 03/15/2041 0.01%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.12%, due 03/20/2022 0.01%
Burberry Group PLC 0.01%
Citigroup, Inc., 3.20%, due 10/21/2026 0.01%
ITC Holdings Corp., 2.70%, due 11/15/2022 0.01%
Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 0.01%
Federal National Mortgage Association, 5.50%, due 09/01/2031 0.01%
nVent Finance Sarl, 4.55%, due 04/15/2028 0.01%
Southern Power Co., 5.15%, due 09/15/2041 0.01%
Oracle Corp., 2.50%, due 10/15/2022 0.01%
Air Liquide Finance SA, 2.25%, due 09/27/2023 0.01%
Federal Home Loan Mortgage Corp. REMIC, 2.10%, due 05/15/2039 0.01%
UBS Group AG, 2.85%, due 08/15/2023 0.01%
Splunk, Inc. 0.01%
Bank of New York Mellon Corp., Series MTN, 3.25%, due 09/11/2024 0.01%
General Mills, Inc., 4.00%, due 04/17/2025 0.01%
Lyft, Inc., Class A 0.01%
Chevron Corp., 2.41%, due 03/03/2022 0.01%
Danske Bank A/S, 2.70%, due 03/02/2022 0.01%
Boston Properties, LP, 3.20%, due 01/15/2025 0.01%
Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 0.01%
Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 0.01%
Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 0.01%
WFRBS Commercial Mortgage Trust, Series 2012-C6, Class A4, 3.44%, due 04/15/2045 0.01%
CHL Mortgage Pass-Through Trust, Series 2005-15, Class A3, 5.75%, due 08/25/2035 0.01%
Noble Energy, Inc., 3.25%, due 10/15/2029 0.01%
DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 0.01%
Brookfield Finance, Inc., 4.85%, due 03/29/2029 0.01%
Korea Gas Corp., 1.87%, due 07/18/2021 0.01%
Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 0.01%
Air Products & Chemicals, Inc. 0.01%
CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 0.01%
ABN AMRO Bank NV, 2.45%, due 06/04/2020 0.01%
Protective Life Global Funding, 2.26%, due 04/08/2020 0.01%
Progress Residential Trust, Series 2015-SFR3, Class E, 5.66%, due 11/12/2032 0.01%
Eni USA, Inc., 7.30%, due 11/15/2027 0.01%
Petroleos Mexicanos, 6.75%, due 09/21/2047 0.01%
Enterprise Products Operating LLC, 3.70%, due 01/31/2051 0.01%
VICI Properties, Inc., REIT 0.01%
American Airlines Pass-Through Trust, 4.95%, due 07/15/2024 0.01%
Keurig Dr. Pepper, Inc., 4.98%, due 05/25/2038 0.01%
Sequoia Mortgage Trust, Series 2007-3, Class 1A1, 1.84%, due 07/20/2036 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 4.12%, due 08/01/2023 0.01%
Regions Financial Corp. 0.01%
Cisco Systems, Inc. 0.01%
Brooklyn Union Gas Co., 4.27%, due 03/15/2048 0.01%
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7B, 3.48%, due 11/21/2034 0.01%
Discovery Communications LLC, 3.30%, due 05/15/2022 0.01%
Alexion Pharmaceuticals, Inc. 0.01%
American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 0.01%
Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 0.01%
American Tower Corp., 2.90%, due 01/15/2030 0.01%
Realty Income Corp., 3.87%, due 04/15/2025 0.01%
Federal National Mortgage Association REMIC, 2.12%, due 07/25/2041 0.01%
Apple, Inc., 2.45%, due 08/04/2026 0.01%
Canadian Natural Resources, Ltd., 5.85%, due 02/01/2035 0.01%
Ameriprise Financial, Inc. 0.01%
Toledo Edison Co., 6.15%, due 05/15/2037 0.01%
Xcel Energy, Inc. 0.01%
Precision Castparts Corp., 4.20%, due 06/15/2035 0.01%
Olympus Corp. 0.01%
Microchip Technology, Inc. 0.01%
U.S. Treasury Note, 2.87%, due 04/30/2025 0.01%
GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 0.01%
National Vision Holdings, Inc. 0.01%
ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE3, Class M1, 3.42%, due 10/25/2032 0.01%
Marsh & McLennan Cos., Inc., 2.35%, due 03/06/2020 0.01%
Lockheed Martin Corp., 4.50%, due 05/15/2036 0.01%
Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 0.01%
Henkel AG & Co. KGaA, 2.44% 0.01%
Unibail-Rodamco-Westfield, REIT 0.01%
Citigroup, Inc., 4.75%, due 05/18/2046 0.01%
Long Beach Mortgage Loan Trust, Series 2004-3, Class M4, 3.23%, due 07/25/2034 0.01%
Apple, Inc., 3.20%, due 05/11/2027 0.01%
Xilinx, Inc. 0.01%
Southern Co. Gas Capital Corp., 3.50%, due 09/15/2021 0.01%
Airbus SE, 3.95%, due 04/10/2047 0.01%
ViacomCBS, Inc., 3.70%, due 08/15/2024 0.01%
Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 0.01%
China Life Insurance Co., Ltd., H Shares 0.01%
Oracle Corp., 3.80%, due 11/15/2037 0.01%
Canadian Pacific Railway Co., 2.90%, due 02/01/2025 0.01%
Delta Air Lines, Inc. 0.01%
Capital One Financial Corp., 3.20%, due 02/05/2025 0.01%
Rio Tinto PLC 0.01%
TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 0.01%
Cleveland Electric Illuminating Co., 3.50%, due 04/01/2028 0.01%
Assicurazioni Generali SpA 0.01%
BMW US Capital LLC, 2.25%, due 09/15/2023 0.01%
Kimberly-Clark Corp. 0.01%
Regions Financial Corp., 3.80%, due 08/14/2023 0.01%
Metropolitan Life Global Funding I, 3.00%, due 09/19/2027 0.01%
Camden Property Trust, REIT 0.01%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 0.01%
Waste Management, Inc., 3.45%, due 06/15/2029 0.01%
Brookfield Finance, Inc., 4.70%, due 09/20/2047 0.01%
General Mills, Inc. 0.01%
Halliburton Co., 4.85%, due 11/15/2035 0.01%
Eaton Corp., 5.80%, due 03/15/2037 0.01%
Boardwalk Pipelines, LP, Co., 4.80%, due 05/03/2029 0.01%
Baidu, Inc., ADR 0.01%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.01%
Sumitomo Mitsui Financial Group, Inc., 3.10%, due 01/17/2023 0.01%
Arista Networks, Inc. 0.01%
UnitedHealth Group, Inc., 4.62%, due 07/15/2035 0.01%
Reynolds American, Inc., 5.70%, due 08/15/2035 0.01%
Medallia, Inc. 0.01%
Allergan Funding SCS, 3.85%, due 06/15/2024 0.01%
AstraZeneca PLC, 6.45%, due 09/15/2037 0.01%
Yum China Holdings, Inc. 0.01%
Kroger Co., 8.00%, due 09/15/2029 0.01%
DuPont de Nemours, Inc., 5.31%, due 11/15/2038 0.01%
Ventas, Inc., REIT 0.01%
Golden Bear LLC, Series 2016-R, Class R, 5.65%, due 09/20/2047 0.01%
Daiwa Securities Group, Inc., 3.12%, due 04/19/2022 0.01%
Petroleos Mexicanos, 7.69%, due 01/23/2050 0.01%
CTBC Financial Holding Co., Ltd. 0.01%
ConocoPhillips Co., 4.95%, due 03/15/2026 0.01%
Gazprom PJSC, ADR 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2026 0.01%
Mitsubishi UFJ Financial Group, Inc., 2.66%, due 07/25/2022 0.01%
Edwards Lifesciences Corp. 0.01%
Magna International, Inc. 0.01%
Commonwealth Edison Co., 3.75%, due 08/15/2047 0.01%
Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 0.01%
Acadia Healthcare Co., Inc. 0.01%
Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 0.01%
Fiserv, Inc., 4.40%, due 07/01/2049 0.01%
CNA Financial Corp., 3.45%, due 08/15/2027 0.01%
Government National Mortgage Association, 5.50%, due 01/16/2033 0.01%
Futures Contracts, Short, Hang Seng Index 0.01%
Lowe's Cos., Inc., 4.55%, due 04/05/2049 0.01%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.01%
Exxon Mobil Corp. 0.01%
Aames Mortgage Investment Trust, Series 2005-3, Class M1, 2.42%, due 08/25/2035 0.01%
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.21%, due 08/15/2046 0.01%
Capital One Financial Corp., 3.75%, due 07/28/2026 0.01%
Domino's Pizza, Inc. 0.01%
Progress Residential Trust, Series 2017-SFR1, Class A, 2.76%, due 08/17/2034 0.01%
Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 0.01%
Delmarva Power & Light Co., 4.15%, due 05/15/2045 0.01%
Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 0.01%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.01%
U.S. Treasury Note, 2.00%, due 06/30/2024 0.01%
Consolidated Edison Co. of New York, Inc., 3.70%, due 11/15/2059 0.01%
Enbridge, Inc., 6.25%, due 03/01/2078 0.01%
MPLX, LP, 4.50%, due 04/15/2038 0.01%
Martin Marietta Materials, Inc., 3.45%, due 06/01/2027 0.01%
Altice USA, Inc., Class A 0.01%
Bank Rakyat Indonesia Persero Tbk PT 0.01%
AmeriCredit Automobile Receivables Trust, Series 2016-4, Class B, 1.83%, due 12/08/2021 0.01%
Southern California Edison Co., 3.65%, due 03/01/2028 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A3, 4.12%, due 09/25/2035 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.70%, due 06/15/2044 0.01%
American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 0.01%
Sequoia Mortgage Trust, Series 2004-8, Class A1, 2.34%, due 09/20/2034 0.01%
RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 0.01%
Fiserv, Inc., 3.20%, due 07/01/2026 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 07/15/2037 0.01%
Macquarie Bank, Ltd., 4.00%, due 07/29/2025 0.01%
Entegris, Inc. 0.01%
Tyler Technologies, Inc. 0.01%
Thales SA 0.01%
Formosa Plastics Corp. 0.01%
Grupo Financiero Banorte SAB de CV, Class O 0.01%
MortgageIT Trust, Series 2005-5, Class A1, 2.14%, due 12/25/2035 0.01%
Reliance Steel & Aluminum Co. 0.01%
International Lease Finance Corp., 5.87%, due 08/15/2022 0.01%
Mid-America Apartment Communities, Inc., REIT 0.01%
Federal National Mortgage Association REMIC, 2.12%, due 10/25/2042 0.01%
Cigna Corp., 4.50%, due 02/25/2026 0.01%
Analog Devices, Inc., 4.50%, due 12/05/2036 0.01%
Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 0.01%
FREED ABS Trust, Series 2018-1, Class A, 3.61%, due 07/18/2024 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 0.01%
COMM Mortgage Trust, Series 2013-SFS, Class A2, 2.98%, due 04/12/2035 0.01%
Goodman Finance Three LLC, 3.70%, due 03/15/2028 0.01%
Government National Mortgage Association, 4.01%, due 11/16/2042 0.01%
ERAC USA Finance LLC, 4.50%, due 08/16/2021 0.01%
Qorvo, Inc. 0.01%
China Overseas Land & Investment, Ltd. 0.01%
Duke Energy Progress LLC, 4.20%, due 08/15/2045 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.01%
Progress Energy, Inc., 7.00%, due 10/30/2031 0.01%
Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 0.01%
Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 0.01%
AEP Transmission Co. LLC, 3.15%, due 09/15/2049 0.01%
Allianz SE 0.01%
Telekomunikasi Indonesia Persero Tbk PT 0.01%
Campbell Soup Co., 4.80%, due 03/15/2048 0.01%
Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 0.01%
NovaStar Mortgage Funding Trust, Series 2003-3, Class M1, 2.75%, due 12/25/2033 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2032 0.01%
Hero Funding Trust, Series 2016-3A, Class A1, 3.08%, due 09/20/2042 0.01%
West Pharmaceutical Services, Inc. 0.01%
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.01%
Progressive Corp., 5.37%, due 03/15/2023 0.01%
Tokyo Gas Co., Ltd. 0.01%
Metropolitan Life Global Funding I, 3.00%, due 01/10/2023 0.01%
Humana, Inc. 0.01%
LG Chem, Ltd. 0.01%
WEC Energy Group, Inc., 3.55%, due 06/15/2025 0.01%
Commonwealth Bank of Australia 0.01%
UGI Corp. 0.01%
Comcast Corp., 3.45%, due 02/01/2050 0.01%
Heineken NV, 3.40%, due 04/01/2022 0.01%
Credicorp, Ltd. 0.01%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, due 01/23/2023 0.01%
Lowe's Cos., Inc., 2.50%, due 04/15/2026 0.01%
Westlake Chemical Corp., 3.60%, due 07/15/2022 0.01%
Veeva Systems, Inc., Class A 0.01%
Duke Realty, LP, 3.62%, due 04/15/2023 0.01%
Baltimore Gas & Electric Co., 3.50%, due 08/15/2046 0.01%
Impac CMB Trust, Series 2004-4, Class 1A2, 2.24%, due 09/25/2034 0.01%
Arrow Electronics, Inc. 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 0.01%
ERAC USA Finance LLC, 4.50%, due 02/15/2045 0.01%
Apple, Inc., 3.85%, due 08/04/2046 0.01%
Williams Cos., Inc., 4.85%, due 03/01/2048 0.01%
Wal-Mart de Mexico SAB de CV 0.01%
Deutsche Telekom International Finance BV, 2.82%, due 01/19/2022 0.01%
CACI International, Inc., Class A 0.01%
T-Mobile US, Inc. 0.01%
Ohio State University, Series A, 4.04%, due 12/01/2056 0.01%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.01%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 0.01%
Realty Income Corp., 4.65%, due 03/15/2047 0.01%
United Airlines Pass-Through Trust, Series A, 3.45%, due 01/07/2030 0.01%
Dixons Carphone PLC 0.01%
JD.com, Inc., ADR 0.01%
Academic Loan Funding Trust, Series 2013-1A, Class A, 2.42%, due 12/26/2044 0.01%
Niagara Mohawk Power Corp., 3.50%, due 10/01/2024 0.01%
Legg Mason, Inc. 0.01%
Government National Mortgage Association, 6.00%, due 02/15/2024 0.01%
SEI Investments Co. 0.01%
CRH PLC 0.01%
Ambev SA 0.01%
Norfolk Southern Corp., 4.05%, due 08/15/2052 0.01%
New York Life Global Funding, 3.00%, due 01/10/2028 0.01%
LyondellBasell Industries NV, Class A 0.01%
AECOM 0.01%
Federal National Mortgage Association, 2.69%, due 11/25/2022 0.01%
Air Lease Corp., 3.25%, due 03/01/2025 0.01%
E.Sun Financial Holding Co., Ltd. 0.01%
Zscaler, Inc. 0.01%
Gentex Corp. 0.01%
Costco Wholesale Corp., 2.75%, due 05/18/2024 0.01%
Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 0.01%
Virginia Electric & Power Co., 2.75%, due 03/15/2023 0.01%
Equinor ASA, 2.65%, due 01/15/2024 0.01%
Nevada Power Co., 6.65%, due 04/01/2036 0.01%
PTT PCL 0.01%
General Motors Financial Co., Inc., 3.45%, due 04/10/2022 0.01%
CenterPoint Energy Houston Electric LLC, 3.00%, due 02/01/2027 0.01%
International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR14, Class A1, 4.83%, due 08/25/2035 0.01%
Petroleos Mexicanos, 6.35%, due 02/12/2048 0.01%
China Resources Land, Ltd. 0.01%
Canadian Natural Resources, Ltd., 6.45%, due 06/30/2033 0.01%
Colombia Government International Bond, 7.37%, due 09/18/2037 0.01%
KB Financial Group, Inc. 0.01%
Wuxi Biologics Cayman, Inc. 0.01%
Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 0.01%
NAVER Corp. 0.01%
KeyCorp, Series MTN, 4.15%, due 10/29/2025 0.01%
OTP Bank Nyrt 0.01%
FirstRand, Ltd. 0.01%
American Financial Group, Inc. 0.01%
Cox Communications, Inc., 3.25%, due 12/15/2022 0.01%
Duke Energy Ohio, Inc., 3.80%, due 09/01/2023 0.01%
Delta Electronics, Inc. 0.01%
Ryder System, Inc., Series MTN, 2.87%, due 09/01/2020 0.01%
Country Garden Holdings Co., Ltd. 0.01%
American Credit Acceptance Receivables Trust, Series 2016-3, Class C, 4.26%, due 08/12/2022 0.01%
Oracle Corp., 2.50%, due 05/15/2022 0.01%
Florida Power & Light Co., 5.62%, due 04/01/2034 0.01%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.01%
Signature Bank 0.01%
ArcelorMittal SA 0.01%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class B, 3.04%, due 12/15/2025 0.01%
POSCO 0.01%
Masimo Corp. 0.01%
Barrick Gold Corp., 6.45%, due 10/15/2035 0.01%
Fomento Economico Mexicano SAB de CV, ADR 0.01%
Gardner Denver Holdings, Inc. 0.01%
Gilead Sciences, Inc. 0.01%
Snap-on, Inc. 0.01%
Laboratory Corp. of America Holdings, 3.20%, due 02/01/2022 0.01%
Intercept Pharmaceuticals, Inc. 0.01%
Discovery Communications LLC, 4.37%, due 06/15/2021 0.01%
Connecticut Light & Power Co., 3.20%, due 03/15/2027 0.01%
MPLX, LP, 5.25%, due 01/15/2025 0.01%
DuPont de Nemours, Inc. 0.01%
Largan Precision Co., Ltd. 0.01%
Cox Communications, Inc., 4.60%, due 08/15/2047 0.01%
B3 SA - Brasil Bolsa Balcao 0.01%
DTE Electric Co., 3.70%, due 03/15/2045 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2032 0.01%
NCSoft Corp. 0.01%
Ohio State University, Series A, 4.80%, due 06/01/2111 0.01%
DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 0.01%
Shell International Finance BV, 2.12%, due 05/11/2020 0.01%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.01%
Baker Hughes a GE Co. LLC, 5.12%, due 09/15/2040 0.01%
Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.84%, due 02/25/2036 0.01%
Douglas Emmett, Inc., REIT 0.01%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.01%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.01%
Lear Corp. 0.01%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.01%
Duke Energy Progress LLC, 5.70%, due 04/01/2035 0.01%
Elanco Animal Health, Inc. 0.01%
Lojas Renner SA 0.01%
Hyundai Mobis Co., Ltd. 0.01%
MDU Resources Group, Inc. 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2036 0.01%
ITT, Inc. 0.01%
Persol Holdings Co., Ltd. 0.01%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.01%
Longfor Group Holdings, Ltd. 0.01%
Uni-President Enterprises Corp. 0.01%
Constellation Brands, Inc., 4.40%, due 11/15/2025 0.01%
China Vanke Co., Ltd., H Shares 0.01%
National Retail Properties, Inc., 3.60%, due 12/15/2026 0.01%
BASF SE 0.01%
NiSource, Inc., 6.25%, due 12/15/2040 0.01%
Medical Properties Trust, Inc., REIT 0.01%
Chemed Corp. 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 0.01%
TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 0.01%
Norfolk Southern Corp., 3.85%, due 01/15/2024 0.01%
Nomura Research Institute, Ltd. 0.01%
BAT Capital Corp., 4.54%, due 08/15/2047 0.01%
Sunny Optical Technology Group Co., Ltd. 0.01%
KBR, Inc. 0.01%
Ventas Realty, LP, 3.85%, due 04/01/2027 0.01%
Dominion Energy, Inc., 2.75%, due 09/15/2022 0.01%
Teledyne Technologies, Inc. 0.01%
Alleghany Corp. 0.01%
Cigna Corp., 3.05%, due 11/30/2022 0.01%
Southwest Airlines Co. 0.01%
CME Group, Inc., 3.00%, due 03/15/2025 0.01%
Spectra Energy Partners, LP, 3.50%, due 03/15/2025 0.01%
Massachusetts Electric Co., 4.00%, due 08/15/2046 0.01%
Allergan, Inc., 2.80%, due 03/15/2023 0.01%
IDACORP, Inc. 0.01%
TCF Financial Corp. 0.01%
CenterPoint Energy Resources Corp., 4.50%, due 01/15/2021 0.01%
Curtiss-Wright Corp. 0.01%
Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 0.01%
Westpac Banking Corp. 0.01%
Fair Isaac Corp. 0.01%
Caterpillar Financial Services Corp., Series MTN, 3.75%, due 11/24/2023 0.01%
Nokia OYJ 0.01%
Brookfield Finance, Inc., 3.90%, due 01/25/2028 0.01%
Boston Scientific Corp. 0.01%
Occidental Petroleum Corp., 7.87%, due 09/15/2031 0.01%
Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 0.01%
Time Warner Cable LLC, 6.55%, due 05/01/2037 0.01%
Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 0.01%
Duke Energy Progress LLC, 3.70%, due 10/15/2046 0.01%
First American Financial Corp. 0.01%
Ecopetrol SA, 5.37%, due 06/26/2026 0.01%
ORIX Corp., 2.90%, due 07/18/2022 0.01%
State of California, 7.30%, due 10/01/2039 0.01%
New England Power Co., 3.80%, due 12/05/2047 0.01%
Southwestern Public Service Co., 6.00%, due 10/01/2036 0.01%
Post Holdings, Inc. 0.01%
Sumitomo Mitsui Financial Group, Inc., 2.44%, due 10/19/2021 0.01%
PTC, Inc. 0.01%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.01%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class A3, 3.66%, due 02/15/2047 0.01%
ITV PLC 0.01%
China Gas Holdings, Ltd. 0.01%
Enterprise Products Operating LLC, 3.95%, due 01/31/2060 0.01%
Albemarle Corp., 5.45%, due 12/01/2044 0.01%
EMCOR Group, Inc. 0.01%
Indiana Michigan Power Co., 3.20%, due 03/15/2023 0.01%
International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 0.01%
Legg Mason, Inc., 3.95%, due 07/15/2024 0.01%
Bank of Montreal, 3.80%, due 12/15/2032 0.01%
Ovintiv, Inc., 8.12%, due 09/15/2030 0.01%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.36%, due 09/25/2022 0.01%
Fubon Financial Holding Co., Ltd. 0.01%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M2, 2.55%, due 07/25/2034 0.01%
Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 0.01%
Enterprise Products Operating LLC, 5.75%, due 03/01/2035 0.01%
Gilead Sciences, Inc., 3.25%, due 09/01/2022 0.01%
Kia Motors Corp. 0.01%
Qatar National Bank QPSC 0.01%
Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M8, 4.92%, due 11/25/2034 0.01%
Intercontinental Exchange, Inc., 4.00%, due 10/15/2023 0.01%
Shinhan Financial Group Co., Ltd. 0.01%
Hanover Insurance Group, Inc. 0.01%
Citizens Financial Group, Inc. 0.01%
Grupo Mexico SAB de CV, Series B 0.01%
Perspecta, Inc. 0.01%
Hyundai Motor Co. 0.01%
Telefonica SA 0.01%
LG Household & Health Care, Ltd. 0.01%
Comcast Corp., 3.00%, due 02/01/2024 0.01%
Entergy Louisiana LLC, 2.40%, due 10/01/2026 0.01%
Old Republic International Corp. 0.01%
Oshkosh Corp. 0.01%
Electric Power Development Co., Ltd., Class C 0.01%
WestRock Co. 0.01%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.01%
Deckers Outdoor Corp. 0.01%
American Tower Corp., 3.37%, due 10/15/2026 0.01%
NiSource, Inc., 5.65%, due 02/01/2045 0.01%
Japan Tobacco, Inc. 0.01%
Bank of America Corp., 3.55%, due 03/05/2024 0.01%
Hess Corp., 6.00%, due 01/15/2040 0.01%
Spirit Realty Capital, Inc., REIT 0.01%
Unilever Capital Corp., 3.37%, due 03/22/2025 0.01%
Federal National Mortgage Association REMIC, 4.00%, due 05/25/2033 0.01%
Northrop Grumman Corp., 3.20%, due 02/01/2027 0.01%
Ovintiv, Inc., 7.20%, due 11/01/2031 0.01%
Etsy, Inc. 0.01%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-18, Class 4A1, 3.88%, due 12/25/2034 0.01%
Samsung SDI Co., Ltd. 0.01%
Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 0.01%
FactSet Research Systems, Inc. 0.01%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.01%
Micron Technology, Inc. 0.01%
National Commercial Bank 0.01%
Sequoia Mortgage Trust, Series 2004-9, Class A1, 2.32%, due 10/20/2034 0.01%
Royal Bank of Canada, Series MTN, 4.65%, due 01/27/2026 0.01%
Banco do Brasil SA 0.01%
CSPC Pharmaceutical Group, Ltd. 0.01%
Brown & Brown, Inc. 0.01%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.01%
Nutrien, Ltd., 5.00%, due 04/01/2049 0.01%
Anthem, Inc., 4.10%, due 03/01/2028 0.01%
Liberty Mutual Group, Inc., 4.56%, due 02/01/2029 0.01%
Cleveland Electric Illuminating Co., 5.50%, due 08/15/2024 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.38%, due 10/23/2035 0.01%
Entergy Louisiana LLC, 3.05%, due 06/01/2031 0.01%
Absa Group, Ltd. 0.01%
Booking Holdings, Inc. 0.01%
Wisconsin Electric Power Co., 3.10%, due 06/01/2025 0.01%
PSEG Power LLC, 4.15%, due 09/15/2021 0.01%
Regal Beloit Corp. 0.01%
Citigroup, Inc., 3.87%, due 01/24/2039 0.01%
Southwest Gas Corp., 3.80%, due 09/29/2046 0.01%
Cousins Properties, Inc., REIT 0.01%
Hana Financial Group, Inc. 0.01%
ManpowerGroup, Inc. 0.01%
Crane Co. 0.01%
RPM International, Inc. 0.01%
Enbridge, Inc., 4.50%, due 06/10/2044 0.01%
Duke Energy Indiana LLC, 3.75%, due 05/15/2046 0.01%
Halliburton Co., 3.80%, due 11/15/2025 0.01%
Ralph Lauren Corp. 0.01%
Dollar General Corp., 4.12%, due 05/01/2028 0.01%
Union Electric Co., 2.95%, due 06/15/2027 0.01%
Avangrid, Inc., 3.15%, due 12/01/2024 0.01%
Shenzhou International Group Holdings, Ltd. 0.01%
Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 0.01%
First Horizon National Corp. 0.01%
Sunoco Logistics Partners Operations, LP, 6.10%, due 02/15/2042 0.01%
Suncor Energy, Inc., 7.87%, due 06/15/2026 0.01%
Jersey Central Power & Light Co., 6.15%, due 06/01/2037 0.01%
Precision Castparts Corp., 3.25%, due 06/15/2025 0.01%
Cargill, Inc., 3.30%, due 03/01/2022 0.01%
Sequoia Mortgage Trust, Series 2004-5, Class A2, 2.16%, due 06/20/2034 0.01%
Anthem, Inc., 4.65%, due 08/15/2044 0.01%
ViacomCBS, Inc., 4.85%, due 07/01/2042 0.01%
United Therapeutics Corp. 0.01%
Steel Dynamics, Inc. 0.01%
U.S. Treasury Bond, 3.87%, due 08/15/2040 0.01%
Dominion Energy, Inc., 5.25%, due 08/01/2033 0.01%
Ecopetrol SA, 4.12%, due 01/16/2025 0.01%
WP Carey, Inc., 4.25%, due 10/01/2026 0.01%
Government National Mortgage Association, 1.65%, due 01/20/2063 0.01%
Mead Johnson Nutrition Co., 4.12%, due 11/15/2025 0.01%
Microsoft Corp., 3.95%, due 08/08/2056 0.01%
Wyndham Destinations, Inc. 0.01%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.01%
MPLX, LP, 4.12%, due 03/01/2027 0.01%
Koninklijke Philips NV 0.01%
Valvoline, Inc. 0.01%
Life Storage, Inc., REIT 0.01%
International Paper Co., 8.70%, due 06/15/2038 0.01%
Federal National Mortgage Association REMIC, 2.52%, due 03/25/2038 0.01%
Bid Corp., Ltd. 0.01%
Arthur J. Gallagher & Co. 0.01%
Government National Mortgage Association, 6.00%, due 09/20/2038 0.01%
Mexico Government International Bond, 4.35%, due 01/15/2047 0.01%
Fifth Third Bancorp 0.01%
Vodafone Group PLC 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 0.01%
National Retail Properties, Inc., 3.50%, due 10/15/2027 0.01%
Conagra Brands, Inc., 5.30%, due 11/01/2038 0.01%
CMS Energy Corp., 3.87%, due 03/01/2024 0.01%
American Express Co., 3.40%, due 02/27/2023 0.01%
Capital One Financial Corp., 4.20%, due 10/29/2025 0.01%
Citigroup, Inc., 3.87%, due 03/26/2025 0.01%
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 0.01%
Lincoln National Corp., 4.00%, due 09/01/2023 0.01%
John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 0.01%
AstraZeneca PLC, 4.00%, due 09/18/2042 0.01%
Service Corp. International 0.01%
Capital One Financial Corp., 3.75%, due 04/24/2024 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 4.87%, due 07/11/2022 0.01%
National Retail Properties, Inc., REIT 0.01%
Japan Airlines Co., Ltd. 0.01%
Postal Savings Bank of China Co., Ltd., H Shares 0.01%
KT&G Corp. 0.01%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.01%
American Water Capital Corp., 4.00%, due 12/01/2046 0.01%
Halliburton Co., 8.75%, due 02/15/2021 0.01%
DXC Technology Co., 4.25%, due 04/15/2024 0.01%
Crown Castle International Corp., 4.87%, due 04/15/2022 0.01%
Energy Transfer Operating, LP, 4.75%, due 01/15/2026 0.01%
Canadian Natural Resources, Ltd., 3.80%, due 04/15/2024 0.01%
HSBC Holdings PLC, 4.87%, due 01/14/2022 0.01%
Penn National Gaming, Inc. 0.01%
Mylan NV, 3.95%, due 06/15/2026 0.01%
Timken Co. 0.01%
General Electric Co., Series MTN, 4.37%, due 09/16/2020 0.01%
Select Medical Holdings Corp. 0.01%
AvalonBay Communities, Inc., REIT 0.01%
Siam Cement PCL 0.01%
Aviation Capital Group LLC, 3.87%, due 05/01/2023 0.01%
Catcher Technology Co., Ltd. 0.01%
Nevada Power Co., 5.37%, due 09/15/2040 0.01%
Omega Healthcare Investors, Inc., REIT 0.01%
Walt Disney Co., 9.50%, due 07/15/2024 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2023 0.01%
OGE Energy Corp. 0.01%
TRI Pointe Group, Inc. 0.01%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.87%, due 01/15/2027 0.01%
Hon Hai Precision Industry Co., Ltd. 0.01%
Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 0.01%
Suofeiya Home Collection Co., Ltd., A Shares 0.01%
BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 0.01%
Sempra Energy, 4.05%, due 12/01/2023 0.01%
Union Pacific Corp., 4.10%, due 09/15/2067 0.01%
Kimberly-Clark Corp., 2.40%, due 06/01/2023 0.01%
Apple, Inc., 3.20%, due 05/13/2025 0.01%
Trip.Com Group, Ltd., ADR 0.01%
Chailease Holding Co., Ltd. 0.01%
EQT Corp., 3.90%, due 10/01/2027 0.01%
Master Asset-Backed Securities Trust, Series 2004-OPT2, Class M1, 2.52%, due 09/25/2034 0.01%
MassMutual Global Funding II, 2.50%, due 10/17/2022 0.01%
McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 0.01%
Geely Automobile Holdings, Ltd. 0.01%
Kroger Co., 4.00%, due 02/01/2024 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.01%
Public Bank Bhd. 0.01%
Duke Energy Carolinas LLC, 3.90%, due 06/15/2021 0.01%
Telefonica Emisiones SA, 5.13%, due 04/27/2020 0.01%
TIM Participacoes SA, ADR 0.01%
Saudi Basic Industries Corp. 0.01%
Marathon Petroleum Corp., 3.62%, due 09/15/2024 0.01%
Welltower, Inc., 2.70%, due 02/15/2027 0.01%
Bank of New York Mellon Corp., Series MTN, 2.60%, due 02/07/2022 0.01%
Magellan Health, Inc. 0.01%
Monster Beverage Corp. 0.01%
KeySpan Gas East Corp., 2.74%, due 08/15/2026 0.01%
Jackson National Life Global Funding, 2.50%, due 06/27/2022 0.01%
Federal National Mortgage Association, 4.06%, due 09/01/2021 0.01%
PICC Property & Casualty Co., Ltd., H Shares 0.01%
Deutsche Bank AG 0.01%
American Campus Communities, Inc., REIT 0.01%
Hill-Rom Holdings, Inc. 0.01%
Foot Locker, Inc. 0.01%
TD Ameritrade Holding Corp. 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2040 0.01%
National Rural Utilities Cooperative Finance Corp., 3.05%, due 04/25/2027 0.01%
America Movil SAB de CV, 5.00%, due 03/30/2020 0.01%
Aetna, Inc., 6.75%, due 12/15/2037 0.01%
Petroleos Mexicanos, 6.62%, due 06/15/2035 0.01%
AT&T, Inc., 4.30%, due 12/15/2042 0.01%
Itausa - Investimentos Itau SA, 0.00% 0.01%
CDK Global, Inc. 0.01%
Stamps.com, Inc. 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.01%
WFRBS Commercial Mortgage Trust, Series 2011-C3, Class A4, 4.37%, due 03/15/2044 0.01%
Meritage Homes Corp. 0.01%
Carlisle Cos., Inc. 0.01%
Allergan, Inc., 3.37%, due 09/15/2020 0.01%
China Shenhua Energy Co., Ltd., H Shares 0.01%
Ping An Bank Co., Ltd., A Shares 0.01%
Digital Realty Trust, LP, 3.70%, due 08/15/2027 0.01%
KB Home 0.01%
CyrusOne, Inc., REIT 0.01%
Federal National Mortgage Association REMIC, 2.02%, due 05/25/2027 0.01%
Cypress Semiconductor Corp. 0.01%
MasTec, Inc. 0.01%
PTT Exploration & Production PCL 0.01%
Avnet, Inc. 0.01%
China Unicom Hong Kong, Ltd. 0.01%
Public Service Electric & Gas Co., Series MTN, 2.25%, due 09/15/2026 0.01%
Jabil, Inc. 0.01%
CSX Corp., Series MTN, 6.00%, due 10/01/2036 0.01%
Federal National Mortgage Association, 5.00%, due 06/01/2033 0.01%
Ohio Power Co., 6.60%, due 03/01/2033 0.01%
Government National Mortgage Association, 5.86%, due 12/20/2038 0.01%
Clicks Group, Ltd. 0.01%
Highwoods Properties, Inc., REIT 0.01%
Molina Healthcare, Inc. 0.01%
Enable Midstream Partners, LP, 4.95%, due 05/15/2028 0.01%
Kroger Co. 0.01%
Baoshan Iron & Steel Co., Ltd., A Shares 0.01%
ENN Energy Holdings, Ltd. 0.01%
Jones Lang LaSalle, Inc. 0.01%
Thermo Fisher Scientific, Inc., 4.15%, due 02/01/2024 0.01%
Localiza Rent a Car SA 0.01%
Vodacom Group, Ltd. 0.01%
Bidvest Group, Ltd. 0.01%
Charles River Laboratories International, Inc. 0.01%
MediaTek, Inc. 0.01%
Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 0.01%
JetBlue Airways Corp. 0.01%
Alinma Bank 0.01%
Southern Co. Gas Capital Corp., 4.40%, due 06/01/2043 0.01%
Sinopharm Group Co., Ltd., H Shares 0.01%
Stifel Financial Corp. 0.01%
Commonwealth Edison Co., 3.65%, due 06/15/2046 0.01%
SITE Centers Corp., 3.62%, due 02/01/2025 0.01%
San Diego Gas & Electric Co., 6.00%, due 06/01/2026 0.01%
Buckeye Partners, LP, 5.85%, due 11/15/2043 0.01%
Momenta Pharmaceuticals, Inc. 0.01%
Yuanta Financial Holding Co., Ltd. 0.01%
TEGNA, Inc. 0.01%
Apache Corp., 5.10%, due 09/01/2040 0.01%
ALLETE, Inc. 0.01%
Sequoia Mortgage Trust, Series 2003-1, Class 1A, 2.40%, due 04/20/2033 0.01%
Constellation Brands, Inc., 5.25%, due 11/15/2048 0.01%
Hub Group, Inc., Class A 0.01%
Cigna Corp., 4.12%, due 09/15/2020 0.01%
X5 Retail Group NV, GDR 0.01%
Hawaiian Electric Industries, Inc. 0.01%
ViacomCBS, Inc., 4.00%, due 01/15/2026 0.01%
Landstar System, Inc. 0.01%
Kweichow Moutai Co., Ltd., A Shares 0.01%
Phillips 66 0.01%
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 1.89%, due 07/19/2035 0.01%
Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 0.01%
Microsoft Corp., 4.00%, due 02/12/2055 0.01%
China Oilfield Services, Ltd., H Shares 0.01%
Analog Devices, Inc., 3.12%, due 12/05/2023 0.01%
Grupo Aeroportuario del Sureste SAB de CV, Class B 0.01%
Enterprise Products Operating LLC, 7.55%, due 04/15/2038 0.01%
Southwestern Public Service Co., 4.50%, due 08/15/2041 0.01%
Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 0.01%
Midea Group Co., Ltd., A Shares 0.01%
Atmos Energy Corp., 4.12%, due 10/15/2044 0.01%
New York State Electric & Gas Corp., 3.25%, due 12/01/2026 0.01%
RALI Trust, Series 2006-QH1, Class A1, 1.81%, due 12/25/2036 0.01%
WEX, Inc. 0.01%
China Pacific Insurance Group Co., Ltd., H Shares 0.01%
Trimble, Inc. 0.01%
Quanta Computer, Inc. 0.01%
National Instruments Corp. 0.01%
Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 0.01%
Reinsurance Group of America, Inc. 0.01%
Master Asset-Backed Securities Trust, Series 2005-NC1, Class M2, 2.37%, due 12/25/2034 0.01%
John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 0.01%
NiSource, Inc., 5.80%, due 02/01/2042 0.01%
Mexico Government International Bond, Series MTN, 5.75%, due 10/12/2110 0.01%
HDFC Bank, Ltd., ADR 0.01%
Bio-Rad Laboratories, Inc., Class A 0.01%
Integer Holdings Corp. 0.01%
MPLX, LP, 5.20%, due 03/01/2047 0.01%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.01%
MKS Instruments, Inc. 0.01%
China Merchants Shekou Industrial Zone Holdings Co., Ltd., A Shares 0.01%
China Conch Venture Holdings, Ltd. 0.01%
Jackson National Life Global Funding, 3.05%, due 04/29/2026 0.01%
Sun Communities, Inc., REIT 0.01%
Sherwin-Williams Co., 3.12%, due 06/01/2024 0.01%
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.54%, due 12/25/2044 0.01%
Newmont Corp. 0.01%
Corporate Office Properties Trust, REIT 0.01%
Slack Technologies, Inc., Class A 0.01%
TC PipeLines, LP, 3.90%, due 05/25/2027 0.01%
Alrosa PJSC 0.01%
UnitedHealth Group, Inc., 3.10%, due 03/15/2026 0.01%
Country Garden Services Holdings Co., Ltd. 0.01%
Turkcell Iletisim Hizmetleri AS 0.01%
Rockwell Collins, Inc., 3.20%, due 03/15/2024 0.01%
United Airlines Pass-Through Trust, 3.65%, due 07/07/2027 0.01%
XPO Logistics, Inc. 0.01%
Moscow Exchange PJSC 0.01%
EastGroup Properties, Inc., REIT 0.01%
Zimmer Biomet Holdings, Inc., 3.70%, due 03/19/2023 0.01%
SAIC Motor Corp., Ltd., A Shares 0.01%
American International Group, Inc., 3.87%, due 01/15/2035 0.01%
Phillips 66 Partners, LP, 4.90%, due 10/01/2046 0.01%
Williams Cos., Inc., 3.90%, due 01/15/2025 0.01%
Yamato Holdings Co., Ltd. 0.01%
Prosus NV 0.01%
Universal Display Corp. 0.01%
Hubbell, Inc. 0.01%
Comcast Corp., 3.37%, due 02/15/2025 0.01%
Macquarie Group, Ltd., 6.25%, due 01/14/2021 0.01%
Federal National Mortgage Association REMIC, 2.12%, due 05/25/2035 0.01%
John Wiley & Sons, Inc., Class A 0.01%
Commercial Metals Co. 0.01%
Kasikornbank PCL 0.01%
Evergy Metro, Inc., 5.30%, due 10/01/2041 0.01%
Petroleos Mexicanos, 5.35%, due 02/12/2028 0.01%
Burlington Northern Santa Fe LLC, 5.40%, due 06/01/2041 0.01%
Ensign Group, Inc. 0.01%
CMS Energy Corp., 2.95%, due 02/15/2027 0.01%
Kingdee International Software Group Co., Ltd. 0.01%
Jiangsu Hengrui Medicine Co., Ltd., A Shares 0.01%
Alabama Power Co., 3.55%, due 12/01/2023 0.01%
Getty Realty Corp., REIT 0.01%
Wintrust Financial Corp. 0.01%
Armada Hoffler Properties, Inc., REIT 0.01%
FirstEnergy Corp., 4.85%, due 07/15/2047 0.01%
Boston Properties, LP, 3.65%, due 02/01/2026 0.01%
Bear Stearns Asset-Backed Securities I Trust, Series 2004-FR2, Class M3, 3.42%, due 06/25/2034 0.01%
Oracle Corp., 3.85%, due 07/15/2036 0.01%
Brixmor Property Group, Inc., REIT 0.01%
Invesco Finance PLC, 4.00%, due 01/30/2024 0.01%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.01%
RenaissanceRe Holdings, Ltd. 0.01%
Northrop Grumman Corp., 3.25%, due 01/15/2028 0.01%
CVS Pass-Through Trust, 6.20%, due 10/10/2025 0.01%
Hancock Whitney Corp. 0.01%
Bio-Techne Corp. 0.01%
Appalachian Power Co., 6.70%, due 08/15/2037 0.01%
SPAR Group, Ltd. 0.01%
Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 0.01%
China Life Insurance Co., Ltd. 0.01%
Sabre Corp. 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 0.01%
MarketAxess Holdings, Inc. 0.01%
Natixis SA 0.01%
Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 0.01%
Caterpillar Financial Services Corp., Series MTN, 2.85%, due 06/01/2022 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2040 0.01%
Microsoft Corp., 3.50%, due 02/12/2035 0.01%
ANR Pipeline Co., 9.62%, due 11/01/2021 0.01%
Renesas Electronics Corp. 0.01%
UDR, Inc., Series MTN, 2.95%, due 09/01/2026 0.01%
Duke Energy Progress LLC, 4.15%, due 12/01/2044 0.01%
Cable One, Inc. 0.01%
Federal National Mortgage Association, 2.75%, due 03/01/2022 0.01%
Fabrinet 0.01%
New York Life Global Funding, 2.35%, due 07/14/2026 0.01%
Lumentum Holdings, Inc. 0.01%
Tenaga Nasional Bhd. 0.01%
Parker-Hannifin Corp., 4.10%, due 03/01/2047 0.01%
Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 0.01%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.01%
CD Projekt SA 0.01%
Enterprise Products Operating LLC, 5.10%, due 02/15/2045 0.01%
ICICI Bank, Ltd., ADR 0.01%
ViacomCBS, Inc., 4.90%, due 08/15/2044 0.01%
Berkshire Hathaway Energy Co., 3.50%, due 02/01/2025 0.01%
Federal Home Loan Mortgage Corp. REMIC, 2.18%, due 07/15/2037 0.01%
Commerce Bancshares, Inc. 0.01%
United Community Banks, Inc. 0.01%
Mitsubishi UFJ Financial Group, Inc., 2.99%, due 02/22/2022 0.01%
Magellan Midstream Partners, LP, 5.15%, due 10/15/2043 0.01%
State Street Corp., 3.10%, due 05/15/2023 0.01%
Packaging Corp. of America 0.01%
Ventas Realty, LP, 4.12%, due 01/15/2026 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 03/25/2023 0.01%
Federal National Mortgage Association REMIC, 1.91%, due 07/25/2036 0.01%
American Express Credit Corp., Series MTN, 2.60%, due 09/14/2020 0.01%
Grupo Aeroportuario del Pacifico SAB de CV, B Shares 0.01%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.01%
Structured Asset Investment Loan Trust, Series 2003-BC12, Class M1, 2.60%, due 11/25/2033 0.01%
Cigna Corp., 4.80%, due 07/15/2046 0.01%
Kilroy Realty Corp., REIT 0.01%
Capitec Bank Holdings, Ltd. 0.01%
Lithia Motors, Inc., Class A 0.01%
First Midwest Bancorp, Inc. 0.01%
EVERTEC, Inc. 0.01%
Banner Corp. 0.01%
Arch Capital Group, Ltd. 0.01%
Manhattan Associates, Inc. 0.01%
Thornburg Mortgage Securities Trust, Series 2004-3, Class A, 2.36%, due 09/25/2034 0.01%
Astra International Tbk PT 0.01%
Nutrien, Ltd., 4.20%, due 04/01/2029 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 0.01%
Sabra Health Care, Inc., REIT 0.01%
American Honda Finance Corp., Series MTN, 2.90%, due 02/16/2024 0.01%
American International Group, Inc., 4.50%, due 07/16/2044 0.01%
Encore Wire Corp. 0.01%
Sodexo SA 0.01%
Haemonetics Corp. 0.01%
BOE Technology Group Co., Ltd., A Shares 0.01%
REGENXBIO, Inc. 0.01%
World Fuel Services Corp. 0.01%
DH Europe Finance II Sarl, 3.25%, due 11/15/2039 0.01%
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., A Shares 0.01%
Weifu High-Technology Group Co., Ltd., A Shares 0.01%
Primerica, Inc. 0.01%
Upgrade Receivables Trust, Series 2018-1A, Class A, 3.76%, due 11/15/2024 0.01%
Sykes Enterprises, Inc. 0.01%
Eregli Demir VE Celik Fabrikalari TAS 0.01%
Cox Communications, Inc., 3.35%, due 09/15/2026 0.01%
Wells Fargo & Co., 2.50%, due 03/04/2021 0.01%
Zhejiang Supor Co., Ltd., A Shares 0.01%
ONEOK Partners, LP, 5.00%, due 09/15/2023 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 0.01%
Schlumberger Investment SA, 2.40%, due 08/01/2022 0.01%
SK Innovation Co., Ltd. 0.01%
Healthcare Realty Trust, Inc., REIT 0.01%
China Petroleum & Chemical Corp., H Shares 0.01%
National Australia Bank, Ltd. 0.01%
Covidien International Finance SA, 2.95%, due 06/15/2023 0.01%
Customers Bancorp, Inc. 0.01%
Raia Drogasil SA 0.01%
Xperi Corp. 0.01%
Silgan Holdings, Inc. 0.01%
Qwest Corp., 6.75%, due 12/01/2021 0.01%
Wells Fargo & Co., Series MTN, 4.30%, due 07/22/2027 0.01%
Mr. Price Group, Ltd. 0.01%
Owens Corning 0.01%
Hangzhou Robam Appliances Co., Ltd., A Shares 0.01%
AMC Networks, Inc., Class A 0.01%
American Assets Trust, Inc., REIT 0.01%
Federal National Mortgage Association REMIC, 2.87%, due 07/25/2023 0.01%
S-Oil Corp. 0.01%
Royal Caribbean Cruises, Ltd. 0.01%
Oracle Corp., 3.90%, due 05/15/2035 0.01%
51job, Inc., ADR 0.01%
China State Construction International Holdings, Ltd. 0.01%
Amedisys, Inc. 0.01%
T. Rowe Price Group, Inc. 0.01%
Ecolab, Inc., 3.25%, due 01/14/2023 0.01%
Asahi Group Holdings, Ltd. 0.01%
Canadian Natural Resources, Ltd., 7.20%, due 01/15/2032 0.00%**
Warrior Met Coal, Inc. 0.00%**
Invesco Finance PLC, 3.75%, due 01/15/2026 0.00%**
Petroleos Mexicanos, 6.84%, due 01/23/2030 0.00%**
Carrington Mortgage Loan Trust, Series 2005-NC3, Class M2, 2.08%, due 06/25/2035 0.00%**
PepsiCo, Inc. 0.00%**
SYNNEX Corp. 0.00%**
Motorola Solutions, Inc. 0.00%**
Ingredion, Inc. 0.00%**
Ecopetrol SA, 5.87%, due 09/18/2023 0.00%**
Associated Banc-Corp. 0.00%**
Innovent Biologics, Inc. 0.00%**
Enterprise Products Operating LLC, 4.45%, due 02/15/2043 0.00%**
Entergy Corp., 2.95%, due 09/01/2026 0.00%**
Zhejiang Weixing New Building Materials Co., Ltd., A Shares 0.00%**
Lannett Co., Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 17.06%, due 06/15/2035 0.00%**
Exelon Corp., 3.40%, due 04/15/2026 0.00%**
Dominion Energy, Inc., 6.30%, due 03/15/2033 0.00%**
Entergy Arkansas LLC, 3.50%, due 04/01/2026 0.00%**
Cintas Corp. 0.00%**
PBF Energy, Inc., Class A 0.00%**
Woodward, Inc. 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2037 0.00%**
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.00%**
Advantech Co., Ltd. 0.00%**
Encore Capital Group, Inc. 0.00%**
American Water Capital Corp., 3.45%, due 06/01/2029 0.00%**
Dana, Inc. 0.00%**
Alexandria Real Estate Equities, Inc., 3.80%, due 04/15/2026 0.00%**
BIM Birlesik Magazalar AS 0.00%**
Discovery Communications LLC, 6.35%, due 06/01/2040 0.00%**
Severstal PJSC, GDR 0.00%**
First BanCorp 0.00%**
Tatneft PJSC, ADR 0.00%**
Anheuser-Busch InBev Finance, Inc., 4.62%, due 02/01/2044 0.00%**
Stepan Co. 0.00%**
Suncor Energy, Inc., 5.35%, due 07/15/2033 0.00%**
Helen of Troy, Ltd. 0.00%**
CGN Power Co., Ltd., H Shares 0.00%**
Schweitzer-Mauduit International, Inc. 0.00%**
CPS Auto Receivables Trust, Series 2016-C, Class C, 3.27%, due 06/15/2022 0.00%**
Equinor ASA, 3.25%, due 11/10/2024 0.00%**
Lotte Chemical Corp. 0.00%**
Noble Energy, Inc., 6.00%, due 03/01/2041 0.00%**
Tupras Turkiye Petrol Rafinerileri AS 0.00%**
Pacific Premier Bancorp, Inc. 0.00%**
Oncor Electric Delivery Co. LLC, 5.75%, due 03/15/2029 0.00%**
Globalwafers Co., Ltd. 0.00%**
National Rural Utilities Cooperative Finance Corp., 2.95%, due 02/07/2024 0.00%**
Vanguard International Semiconductor Corp. 0.00%**
Toro Co. 0.00%**
Rockwell Collins, Inc., 4.35%, due 04/15/2047 0.00%**
Dominion Energy, Inc., 2.85%, due 08/15/2026 0.00%**
Minor International PCL 0.00%**
Sage Therapeutics, Inc. 0.00%**
Verizon Communications, Inc., 4.01%, due 12/03/2029 0.00%**
Halliburton Co., 7.60%, due 08/15/2096 0.00%**
International Business Machines Corp., 7.00%, due 10/30/2025 0.00%**
PRA Health Sciences, Inc. 0.00%**
Petronas Chemicals Group Bhd. 0.00%**
Federal National Mortgage Association REMIC, 5.00%, due 10/25/2025 0.00%**
United Overseas Bank, Ltd. 0.00%**
Dunkin' Brands Group, Inc. 0.00%**
Merrill Lynch Mortgage Investors Trust, Series 2003-H, Class A1, 2.26%, due 01/25/2029 0.00%**
Saudi Telecom Co. 0.00%**
Lennox International, Inc. 0.00%**
Kaman Corp. 0.00%**
Penumbra, Inc. 0.00%**
Macquarie Group, Ltd. 0.00%**
Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 0.00%**
Accredited Mortgage Loan Trust, Series 2005-4, Class A2D, 1.94%, due 12/25/2035 0.00%**
Komercni banka as 0.00%**
Arrowhead Pharmaceuticals, Inc. 0.00%**
Flowers Foods, Inc. 0.00%**
Zhejiang Chint Electrics Co., Ltd., A Shares 0.00%**
Union Carbide Corp., 7.75%, due 10/01/2096 0.00%**
Jointown Pharmaceutical Group Co., Ltd., A Shares 0.00%**
Signet Jewelers, Ltd. 0.00%**
United Airlines Holdings, Inc. 0.00%**
Caterpillar Financial Services Corp., Series MTN, 2.75%, due 08/20/2021 0.00%**
Equatorial Energia SA 0.00%**
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 04/15/2058 0.00%**
Rent-A-Center, Inc. 0.00%**
MMC Norilsk Nickel PJSC, ADR 0.00%**
Tech Data Corp. 0.00%**
MEDNAX, Inc. 0.00%**
Pennsylvania Electric Co., 3.25%, due 03/15/2028 0.00%**
Johnson Controls International PLC, 5.00%, due 03/30/2020 0.00%**
Ingersoll-Rand Luxembourg Finance SA, 2.62%, due 05/01/2020 0.00%**
Yonyou Network Technology Co., Ltd., A Shares 0.00%**
Kulicke & Soffa Industries, Inc. 0.00%**
Wyndham Hotels & Resorts, Inc. 0.00%**
Southwest Gas Holdings, Inc. 0.00%**
Guardian Life Insurance Co. of America, 4.85%, due 01/24/2077 0.00%**
Nanya Technology Corp. 0.00%**
Jefferies Financial Group, Inc. 0.00%**
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.00%**
Pool Corp. 0.00%**
Boise Cascade Co. 0.00%**
Dominion Energy Gas Holdings LLC, 2.80%, due 11/15/2020 0.00%**
Williams-Sonoma, Inc. 0.00%**
Federal Home Loan Mortgage Corp., 4.31%, due 07/01/2040 0.00%**
Watsco, Inc. 0.00%**
Itron, Inc. 0.00%**
Enbridge, Inc., 3.70%, due 07/15/2027 0.00%**
ProLogis, LP, 3.25%, due 10/01/2026 0.00%**
Truist Financial Corp., 4.00%, due 05/01/2025 0.00%**
China Lesso Group Holdings, Ltd. 0.00%**
Consumers Energy Co., 3.25%, due 08/15/2046 0.00%**
MASTR Seasoned Securitization Trust, Series 2004-2, Class A2, 6.50%, due 08/25/2032 0.00%**
NARI Technology Co., Ltd., A Shares 0.00%**
Anthem, Inc., 4.62%, due 05/15/2042 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.00%**
Valero Energy Corp., 7.50%, due 04/15/2032 0.00%**
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.00%**
Polaris, Inc. 0.00%**
Korn Ferry 0.00%**
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, B Shares 0.00%**
Moneta Money Bank AS 0.00%**
Toll Brothers, Inc. 0.00%**
Four Corners Property Trust, Inc., REIT 0.00%**
Public Service Electric & Gas Co., Series MTN, 3.65%, due 09/01/2042 0.00%**
Laobaixing Pharmacy Chain JSC, A Shares 0.00%**
Government National Mortgage Association, 17.51%, due 04/20/2037 0.00%**
Eaton Vance Corp. 0.00%**
Methode Electronics, Inc. 0.00%**
Thai Oil PCL 0.00%**
Vishay Intertechnology, Inc. 0.00%**
Almarai Co. JSC 0.00%**
Eagle Pharmaceuticals, Inc. 0.00%**
Medpace Holdings, Inc. 0.00%**
Bank of New York Mellon Corp., Series MTN, 4.15%, due 02/01/2021 0.00%**
Encompass Health Corp. 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.90%, due 01/25/2041 0.00%**
ViacomCBS, Inc., Class B 0.00%**
Verisk Analytics, Inc. 0.00%**
First Industrial Realty Trust, Inc., REIT 0.00%**
Federal National Mortgage Association, 1.84%, due 03/25/2045 0.00%**
Bunge, Ltd. Finance Corp., 3.50%, due 11/24/2020 0.00%**
Mobile TeleSystems PJSC, ADR 0.00%**
U.S. Treasury Note, 2.25%, due 11/15/2025 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 05/15/2021 0.00%**
Ayala Land, Inc. 0.00%**
UniCredit SpA 0.00%**
Domtar Corp. 0.00%**
CIMB Group Holdings Bhd. 0.00%**
Weingarten Realty Investors, REIT 0.00%**
AT&T, Inc. 0.00%**
Duke Energy Progress LLC, 4.37%, due 03/30/2044 0.00%**
Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 0.00%**
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 2.08%, due 04/25/2029 0.00%**
Thornburg Mortgage Securities Trust, Series 2003-4, Class A1, 2.26%, due 09/25/2043 0.00%**
Nevada Power Co., 5.45%, due 05/15/2041 0.00%**
Anhui Conch Cement Co., Ltd., H Shares 0.00%**
WPX Energy, Inc. 0.00%**
Boyd Gaming Corp. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.71%, due 10/15/2037 0.00%**
Federal National Mortgage Association, 6.00%, due 01/01/2024 0.00%**
Alabama Power Co., 6.00%, due 03/01/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 2.10%, due 08/15/2039 0.00%**
TripAdvisor, Inc. 0.00%**
Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 0.00%**
Synaptics, Inc. 0.00%**
Synovus Financial Corp. 0.00%**
Delmarva Power & Light Co., 4.00%, due 06/01/2042 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 06/15/2025 0.00%**
Conagra Brands, Inc. 0.00%**
Par Pacific Holdings, Inc. 0.00%**
PetroChina Co., Ltd., H Shares 0.00%**
Citigroup, Inc., 4.45%, due 09/29/2027 0.00%**
Bank of New York Mellon Corp., Series MTN, 2.80%, due 05/04/2026 0.00%**
Quanex Building Products Corp. 0.00%**
General Mills, Inc., 4.55%, due 04/17/2038 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.07%, due 03/25/2036 0.00%**
Peru Government International Bond, 5.62%, due 11/18/2050 0.00%**
Southern California Edison Co., 3.90%, due 12/01/2041 0.00%**
Walker & Dunlop, Inc. 0.00%**
Freeport-McMoRan, Inc. 0.00%**
EPR Properties, REIT 0.00%**
Lowe's Cos., Inc., 3.12%, due 09/15/2024 0.00%**
Apple, Inc., 4.65%, due 02/23/2046 0.00%**
Eagle Materials, Inc. 0.00%**
GDS Holdings, Ltd., ADR 0.00%**
HealthEquity, Inc. 0.00%**
Brunswick Corp. 0.00%**
Rambus, Inc. 0.00%**
Daimler AG 0.00%**
Aviva PLC 0.00%**
Kunlun Energy Co., Ltd. 0.00%**
Park Hotels & Resorts, Inc., REIT 0.00%**
Thor Industries, Inc. 0.00%**
NiSource, Inc., 3.85%, due 02/15/2023 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.30%, due 01/15/2033 0.00%**
PPL Capital Funding, Inc., 4.20%, due 06/15/2022 0.00%**
Tetra Tech, Inc. 0.00%**
Lowe's Cos., Inc., 4.65%, due 04/15/2042 0.00%**
CSX Corp., 3.35%, due 09/15/2049 0.00%**
Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 0.00%**
Black Hills Corp. 0.00%**
Crown Castle International Corp., 4.00%, due 03/01/2027 0.00%**
Tofas Turk Otomobil Fabrikasi AS 0.00%**
Polski Koncern Naftowy Orlen SA 0.00%**
ArcBest Corp. 0.00%**
Southern Co., 3.25%, due 07/01/2026 0.00%**
IHH Healthcare Bhd., Class A 0.00%**
SLM Corp. 0.00%**
Realogy Holdings Corp. 0.00%**
Syneos Health, Inc. 0.00%**
Sanmina Corp. 0.00%**
Skechers U.S.A., Inc., Class A 0.00%**
Scotts Miracle-Gro Co. 0.00%**
ERAC USA Finance LLC, 5.62%, due 03/15/2042 0.00%**
Moog, Inc., Class A 0.00%**
Cognex Corp. 0.00%**
Northrop Grumman Corp., 3.85%, due 04/15/2045 0.00%**
PPL Electric Utilities Corp., 4.12%, due 06/15/2044 0.00%**
Union Carbide Corp., 7.50%, due 06/01/2025 0.00%**
Owens & Minor, Inc. 0.00%**
Emaar Properties PJSC 0.00%**
Southern Co. Gas Capital Corp., 2.45%, due 10/01/2023 0.00%**
Evergy Metro, Inc., 3.15%, due 03/15/2023 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.00%**
Coca-Cola Consolidated, Inc. 0.00%**
Endo International PLC 0.00%**
NextEra Energy Capital Holdings, Inc., 3.55%, due 05/01/2027 0.00%**
McDonald's Corp., Series MTN, 4.70%, due 12/09/2035 0.00%**
Telefonica Brasil SA, 0.00% 0.00%**
ASE Technology Holding Co., Ltd. 0.00%**
CIG Auto Receivables Trust, Series 2017-1A, Class A, 2.71%, due 05/15/2023 0.00%**
Haier Electronics Group Co., Ltd. 0.00%**
Mouwasat Medical Services Co. 0.00%**
Techtronic Industries Co., Ltd. 0.00%**
Citicorp Mortgage Securities, Inc., Series 2004-3, Class A5, 5.25%, due 05/25/2034 0.00%**
EOG Resources, Inc., 2.62%, due 03/15/2023 0.00%**
Magnitogorsk Iron & Steel Works 0.00%**
Formosa Chemicals & Fibre Corp. 0.00%**
Kemper Corp. 0.00%**
Bancolombia SA 0.00%**
Verizon Communications, Inc., 4.27%, due 01/15/2036 0.00%**
j2 Global, Inc. 0.00%**
Universal Forest Products, Inc. 0.00%**
Carter's, Inc. 0.00%**
Ventas Realty, LP, 3.50%, due 02/01/2025 0.00%**
Telephone & Data Systems, Inc. 0.00%**
Wabash National Corp. 0.00%**
Pitney Bowes, Inc. 0.00%**
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 2A4, 5.50%, due 09/25/2034 0.00%**
Public Service Co. of Colorado, 3.55%, due 06/15/2046 0.00%**
Massachusetts Mutual Life Insurance Co., 3.72%, due 10/15/2070 0.00%**
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.00%**
Dino Polska SA 0.00%**
AGCO Corp. 0.00%**
Comfort Systems USA, Inc. 0.00%**
Roper Technologies, Inc., 3.00%, due 12/15/2020 0.00%**
Acuity Brands, Inc. 0.00%**
Cirrus Logic, Inc. 0.00%**
GMS, Inc. 0.00%**
Diageo Investment Corp., 8.00%, due 09/15/2022 0.00%**
Vipshop Holdings, Ltd., ADR 0.00%**
MAXIMUS, Inc. 0.00%**
Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 2.26%, due 07/25/2034 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 0.00%**
nVent Electric PLC 0.00%**
Darling Ingredients, Inc. 0.00%**
LHC Group, Inc. 0.00%**
Meredith Corp. 0.00%**
Southern Co. Gas Capital Corp., 3.25%, due 06/15/2026 0.00%**
Truist Financial Corp. 0.00%**
Hydro-Quebec, 8.40%, due 01/15/2022 0.00%**
Gerdau SA, 0.63% 0.00%**
Science Applications International Corp. 0.00%**
Hanon Systems 0.00%**
Brink's Co. 0.00%**
Parker-Hannifin Corp., Series MTN, 4.45%, due 11/21/2044 0.00%**
Mando Corp. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 02/15/2032 0.00%**
LogMeIn, Inc. 0.00%**
SK Holdings Co., Ltd. 0.00%**
PNM Resources, Inc. 0.00%**
Ford Otomotiv Sanayi AS 0.00%**
Terex Corp. 0.00%**
Wisconsin Electric Power Co., 3.65%, due 12/15/2042 0.00%**
KOC Holding AS 0.00%**
Pick n Pay Stores, Ltd. 0.00%**
NMI Holdings, Inc., Class A 0.00%**
Federal National Mortgage Association, 5.50%, due 07/01/2025 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 4.11%, due 10/25/2033 0.00%**
CoreSite Realty Corp., REIT 0.00%**
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 1.97%, due 09/25/2035 0.00%**
WRKCo, Inc., 3.90%, due 06/01/2028 0.00%**
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 0.00%**
Marriott Vacations Worldwide Corp. 0.00%**
PacWest Bancorp 0.00%**
EQT Corp. 0.00%**
Pinnacle Financial Partners, Inc. 0.00%**
Ciena Corp. 0.00%**
Sequoia Mortgage Trust, Series 2010, Class 1A, 2.44%, due 10/20/2027 0.00%**
CoreLogic, Inc. 0.00%**
Agree Realty Corp., REIT 0.00%**
Public Service Co. of New Hampshire, 3.50%, due 11/01/2023 0.00%**
National Fuel Gas Co. 0.00%**
TopBuild Corp. 0.00%**
DP World PLC 0.00%**
Bed Bath & Beyond, Inc. 0.00%**
Insight Enterprises, Inc. 0.00%**
Fosun International, Ltd. 0.00%**
MSA Safety, Inc. 0.00%**
HMS Holdings Corp. 0.00%**
Quest Diagnostics, Inc., 3.45%, due 06/01/2026 0.00%**
Texas Roadhouse, Inc. 0.00%**
Cogna Educacao 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 05/25/2033 0.00%**
Aerojet Rocketdyne Holdings, Inc. 0.00%**
Xinyangfeng Agricultural Technology Co., Ltd., A Shares 0.00%**
Ayala Corp. 0.00%**
Clean Harbors, Inc. 0.00%**
Integra LifeSciences Holdings Corp. 0.00%**
American Honda Finance Corp., Series MTN, 2.30%, due 09/09/2026 0.00%**
Worthington Industries, Inc. 0.00%**
Tempur Sealy International, Inc. 0.00%**
Innospec, Inc. 0.00%**
Beijing Shiji Information Technology Co., Ltd., A Shares 0.00%**
Banco Santander Chile, ADR 0.00%**
Sterling Bancorp 0.00%**
Blackstone Holdings Finance Co. LLC, 4.45%, due 07/15/2045 0.00%**
Berkshire Hills Bancorp, Inc. 0.00%**
Healthpeak Properties, Inc., 3.40%, due 02/01/2025 0.00%**
RH 0.00%**
American Airlines Pass-Through Trust, 3.65%, due 12/15/2029 0.00%**
Richter Gedeon Nyrt 0.00%**
Wendy's Co. 0.00%**
Murphy Oil Corp. 0.00%**
National Storage Affiliates Trust, REIT 0.00%**
AMN Healthcare Services, Inc. 0.00%**
MASTR Asset Securitization Trust, Series 2003-11, Class 9A6, 5.25%, due 12/25/2033 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 4.69%, due 06/25/2033 0.00%**
NCR Corp. 0.00%**
Enterprise Products Operating LLC, 4.95%, due 10/15/2054 0.00%**
SMART Global Holdings, Inc. 0.00%**
Florida Power & Light Co., 5.12%, due 06/01/2041 0.00%**
Hyundai Glovis Co., Ltd. 0.00%**
Littelfuse, Inc. 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 07/25/2036 0.00%**
Webster Financial Corp. 0.00%**
Louisiana-Pacific Corp. 0.00%**
Umpqua Holdings Corp. 0.00%**
Globus Medical, Inc., Class A 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 12/01/2027 0.00%**
Consumers Energy Co., 4.35%, due 08/31/2064 0.00%**
Citizens Financial Group, Inc., 2.37%, due 07/28/2021 0.00%**
Federal National Mortgage Association REMIC, 17.40%, due 06/25/2035 0.00%**
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.00%**
ACI Worldwide, Inc. 0.00%**
Duke Realty, LP, 3.25%, due 06/30/2026 0.00%**
Office Depot, Inc. 0.00%**
Greenbrier Cos., Inc. 0.00%**
Rosneft Oil Co. PJSC, GDR 0.00%**
Tenet Healthcare Corp. 0.00%**
Omnicell, Inc. 0.00%**
Federal National Mortgage Association REMIC, 2.27%, due 02/25/2024 0.00%**
TherapeuticsMD, Inc. 0.00%**
Royal Gold, Inc. 0.00%**
Herman Miller, Inc. 0.00%**
Janus Henderson Group PLC 0.00%**
GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 0.00%**
International Container Terminal Services, Inc. 0.00%**
FutureFuel Corp. 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7, 4.43%, due 08/25/2033 0.00%**
US Bancorp, Series MTN, 2.62%, due 01/24/2022 0.00%**
DiamondRock Hospitality Co., REIT 0.00%**
Hibbett Sports, Inc. 0.00%**
Cabot Corp. 0.00%**
TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 0.00%**
Novatek PJSC, GDR 0.00%**
Inner Mongolia Yili Industrial Group Co., Ltd., A Shares 0.00%**
TrueBlue, Inc. 0.00%**
UniFirst Corp. 0.00%**
PS Business Parks, Inc., REIT 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2023 0.00%**
Strategic Education, Inc. 0.00%**
FNB Corp. 0.00%**
Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd., A Shares 0.00%**
San Diego Gas & Electric Co., 3.95%, due 11/15/2041 0.00%**
Hutchison China MediTech, Ltd., ADR 0.00%**
John Bean Technologies Corp. 0.00%**
Phillips 66 Partners, LP, 3.55%, due 10/01/2026 0.00%**
NuVasive, Inc. 0.00%**
New Jersey Resources Corp. 0.00%**
ePlus, Inc. 0.00%**
Global Unichip Corp. 0.00%**
Xylem, Inc., 3.25%, due 11/01/2026 0.00%**
Impac Secured Assets Trust, Series 2006-1, Class 2A1, 1.97%, due 05/25/2036 0.00%**
Alabama Power Co., 4.10%, due 01/15/2042 0.00%**
Bank OZK 0.00%**
CareTrust, Inc., REIT 0.00%**
Gibraltar Industries, Inc. 0.00%**
Prosperity Bancshares, Inc. 0.00%**
City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 0.00%**
Service Properties Trust, REIT 0.00%**
Sequoia Mortgage Trust, Series 2004-11, Class A1, 2.24%, due 12/20/2034 0.00%**
NorthWestern Corp. 0.00%**
LivaNova PLC 0.00%**
Cabot Microelectronics Corp. 0.00%**
General Electric Co., 2.70%, due 10/09/2022 0.00%**
Valley National Bancorp 0.00%**
Alfa SAB de CV, Class A 0.00%**
Impac Secured Assets CMN Owner Trust, Series 2003-3, Class A1, 4.89%, due 08/25/2033 0.00%**
Colfax Corp. 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.97%, due 08/25/2035 0.00%**
ICU Medical, Inc. 0.00%**
Savola Group 0.00%**
BioTelemetry, Inc. 0.00%**
H&R Block, Inc. 0.00%**
Murphy USA, Inc. 0.00%**
Ecopetrol SA, ADR 0.00%**
MercadoLibre, Inc. 0.00%**
CSX Corp., 4.75%, due 05/30/2042 0.00%**
Appalachian Power Co., 5.80%, due 10/01/2035 0.00%**
GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 0.00%**
Cree, Inc. 0.00%**
Selective Insurance Group, Inc. 0.00%**
Federal National Mortgage Association, 6.00%, due 07/01/2027 0.00%**
Bupa Arabia for Cooperative Insurance Co. 0.00%**
Tivity Health, Inc. 0.00%**
Viavi Solutions, Inc. 0.00%**
ASGN, Inc. 0.00%**
Fulton Financial Corp. 0.00%**
TrustCo Bank Corp. 0.00%**
NOW, Inc. 0.00%**
Sonoco Products Co. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.70%, due 10/15/2038 0.00%**
Federated Hermes, Inc., Class B 0.00%**
MSC Industrial Direct Co., Inc., Class A 0.00%**
OPAP SA 0.00%**
New York Community Bancorp, Inc. 0.00%**
MPLX, LP, 4.70%, due 04/15/2048 0.00%**
Far East Horizon, Ltd. 0.00%**
Coherent, Inc. 0.00%**
Mueller Industries, Inc. 0.00%**
ANTA Sports Products, Ltd. 0.00%**
BOC Aviation, Ltd. 0.00%**
BGF retail Co., Ltd. 0.00%**
Cinemark Holdings, Inc. 0.00%**
Federal National Mortgage Association REMIC, 5.25%, due 05/25/2039 0.00%**
Heidrick & Struggles International, Inc. 0.00%**
EnerSys 0.00%**
Caterpillar, Inc., 2.60%, due 06/26/2022 0.00%**
Continental Airlines Pass-Through Trust, 4.00%, due 04/29/2026 0.00%**
Anixter International, Inc. 0.00%**
Beijing Enterprises Holdings, Ltd. 0.00%**
Evercore, Inc., Class A 0.00%**
MASTR Alternative Loan Trust, Series 2004-4, Class 1A1, 5.50%, due 05/25/2034 0.00%**
LCI Industries 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7, 4.63%, due 06/25/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 0.00%**
Urban Edge Properties, REIT 0.00%**
ONEOK Partners, LP, 3.37%, due 10/01/2022 0.00%**
AutoNation, Inc. 0.00%**
Jackson National Life Global Funding, 3.25%, due 01/30/2024 0.00%**
TransCanada PipeLines, Ltd., 2.50%, due 08/01/2022 0.00%**
American States Water Co. 0.00%**
Semtech Corp. 0.00%**
Navient Corp. 0.00%**
Aaron's, Inc. 0.00%**
Arizona Public Service Co., 5.05%, due 09/01/2041 0.00%**
Steven Madden, Ltd. 0.00%**
Central Garden & Pet Co. 0.00%**
Consolidated Edison Co. of New York, Inc., 4.20%, due 03/15/2042 0.00%**
Qualys, Inc. 0.00%**
PacifiCorp., 6.25%, due 10/15/2037 0.00%**
ExlService Holdings, Inc. 0.00%**
Boston Gas Co., 4.48%, due 02/15/2042 0.00%**
Shoprite Holdings, Ltd. 0.00%**
Barnes Group, Inc. 0.00%**
Koppers Holdings, Inc. 0.00%**
Healthpeak Properties, Inc., 4.20%, due 03/01/2024 0.00%**
BJ'S Wholesale Club Holdings, Inc. 0.00%**
BancorpSouth Bank 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 4.57%, due 04/21/2034 0.00%**
Norfolk Southern Corp., 3.95%, due 10/01/2042 0.00%**
U.S. Treasury Bond, 2.37%, due 11/15/2049 0.00%**
NewMarket Corp. 0.00%**
Valmont Industries, Inc. 0.00%**
Progress Software Corp. 0.00%**
Federal Home Loan Mortgage Corp., 4.27%, due 02/01/2036 0.00%**
Brady Corp., Class A 0.00%**
Alabama Power Co., 4.15%, due 08/15/2044 0.00%**
Advanced Energy Industries, Inc. 0.00%**
Dick's Sporting Goods, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 2.10%, due 11/15/2039 0.00%**
Watts Water Technologies, Inc., Class A 0.00%**
Hillenbrand, Inc. 0.00%**
Alabama Power Co., 3.75%, due 03/01/2045 0.00%**
Structured Asset Investment Loan Trust, Series 2004-6, Class M2, 3.57%, due 07/25/2034 0.00%**
Sofi Consumer Loan Program LLC, Series 2016-2A, Class A, 3.09%, due 10/27/2025 0.00%**
Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 4.56%, due 11/25/2033 0.00%**
Boston Beer Co., Inc., Class A 0.00%**
Yelp, Inc. 0.00%**
Comcast Corp., 3.99%, due 11/01/2049 0.00%**
SkyWest, Inc. 0.00%**
OneMain Financial Issuance Trust, Series 2016-1A, Class A, 3.66%, due 02/20/2029 0.00%**
Lantheus Holdings, Inc. 0.00%**
Federal National Mortgage Association, 6.00%, due 08/01/2027 0.00%**
Texas Capital Bancshares, Inc. 0.00%**
Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 4.40%, due 02/25/2037 0.00%**
Cathay General Bancorp 0.00%**
Mondi PLC 0.00%**
Garrett Motion, Inc. 0.00%**
Sequoia Mortgage Trust, Series 2003-2, Class A1, 2.30%, due 06/20/2033 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 0.00%**
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 2.30%, due 10/19/2034 0.00%**
Applied Industrial Technologies, Inc. 0.00%**
Rayonier, Inc., REIT 0.00%**
KIWOOM Securities Co., Ltd. 0.00%**
Virginia Electric & Power Co., 4.45%, due 02/15/2044 0.00%**
PotlatchDeltic Corp. 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 0.00%**
ManTech International Corp., Class A 0.00%**
CONMED Corp. 0.00%**
ProPetro Holding Corp. 0.00%**
Arcosa, Inc. 0.00%**
Vonage Holdings Corp. 0.00%**
Impac CMB Trust, Series 2005-4, Class 2A1, 2.22%, due 05/25/2035 0.00%**
ABM Industries, Inc. 0.00%**
Eaton Corp., 4.00%, due 11/02/2032 0.00%**
Occidental Petroleum Corp., 4.62%, due 06/15/2045 0.00%**
American Equity Investment Life Holding Co. 0.00%**
Zumiez, Inc. 0.00%**
Graham Holdings Co., Class B 0.00%**
Pennant Group, Inc. 0.00%**
Cracker Barrel Old Country Store, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.00%**
TreeHouse Foods, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.00%**
American Eagle Outfitters, Inc. 0.00%**
Hanmi Financial Corp. 0.00%**
MTN Group, Ltd. 0.00%**
CommVault Systems, Inc. 0.00%**
Sprouts Farmers Market, Inc. 0.00%**
Blucora, Inc. 0.00%**
Schlumberger Investment SA, 3.30%, due 09/14/2021 0.00%**
HB Fuller Co. 0.00%**
PolyOne Corp. 0.00%**
Cullen/Frost Bankers, Inc. 0.00%**
Six Flags Entertainment Corp. 0.00%**
Prestige Consumer Healthcare, Inc. 0.00%**
Invesco Mortgage Capital, Inc., REIT 0.00%**
Brighthouse Financial, Inc. 0.00%**
UMB Financial Corp. 0.00%**
Columbia Banking System, Inc. 0.00%**
Genesco, Inc. 0.00%**
SPX Corp. 0.00%**
SpartanNash Co. 0.00%**
JBG SMITH Properties, REIT 0.00%**
American Express Co., 3.62%, due 12/05/2024 0.00%**
Cia Cervecerias Unidas SA, ADR 0.00%**
Unisys Corp. 0.00%**
Progress Energy, Inc., 3.15%, due 04/01/2022 0.00%**
Exeter Automobile Receivables Trust, Series 2016-1A, Class C, 5.52%, due 10/15/2021 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 2.13%, due 03/25/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.00%**
Virginia Electric & Power Co., 3.45%, due 02/15/2024 0.00%**
SPS Commerce, Inc. 0.00%**
Crocs, Inc. 0.00%**
Anthem, Inc., 3.30%, due 01/15/2023 0.00%**
PDC Energy, Inc. 0.00%**
Southern California Edison Co., 1.84%, due 02/01/2022 0.00%**
FormFactor, Inc. 0.00%**
Apache Corp., 4.75%, due 04/15/2043 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7, 4.18%, due 10/25/2033 0.00%**
Ingevity Corp. 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 0.00%**
Chart Industries, Inc. 0.00%**
Group 1 Automotive, Inc. 0.00%**
PTT Global Chemical PCL 0.00%**
Greif, Inc., Class A 0.00%**
CCC SA 0.00%**
Cato Corp., Class A 0.00%**
Albany International Corp., Class A 0.00%**
Baxalta, Inc., 3.60%, due 06/23/2022 0.00%**
ADTRAN, Inc. 0.00%**
Dow Chemical Co., 5.25%, due 11/15/2041 0.00%**
CVC Brasil Operadora e Agencia de Viagens SA 0.00%**
LendingTree, Inc. 0.00%**
Forward Air Corp. 0.00%**
American Public Education, Inc. 0.00%**
Cencosud SA 0.00%**
HNI Corp. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2036 0.00%**
International Bancshares Corp. 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.97%, due 06/25/2036 0.00%**
Bloomin' Brands, Inc. 0.00%**
AptarGroup, Inc. 0.00%**
Digi International, Inc. 0.00%**
Asbury Automotive Group, Inc. 0.00%**
InterDigital, Inc. 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.94%, due 04/25/2040 0.00%**
Edgewell Personal Care Co. 0.00%**
Cheesecake Factory, Inc. 0.00%**
Trustmark Corp. 0.00%**
Great Western Bancorp, Inc. 0.00%**
Xenia Hotels & Resorts, Inc., REIT 0.00%**
Orthofix Medical, Inc. 0.00%**
Transocean, Ltd. 0.00%**
QuinStreet, Inc. 0.00%**
GrubHub, Inc. 0.00%**
Denbury Resources, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2033 0.00%**
Minerals Technologies, Inc. 0.00%**
Easterly Government Properties, Inc., REIT 0.00%**
Federal Home Loan Mortgage Corp., 4.77%, due 12/01/2031 0.00%**
Kaiser Aluminum Corp. 0.00%**
Federal Signal Corp. 0.00%**
Ultra Clean Holdings, Inc. 0.00%**
PennyMac Mortgage Investment Trust, REIT 0.00%**
Nexteer Automotive Group, Ltd. 0.00%**
SPX Flow, Inc. 0.00%**
RALI Trust, Series 2004-QA4, Class NB3, 4.75%, due 09/25/2034 0.00%**
Sally Beauty Holdings, Inc. 0.00%**
Winnebago Industries, Inc. 0.00%**
Cardtronics PLC, Class A 0.00%**
Sappi, Ltd. 0.00%**
WW International, Inc. 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.00%**
Federal National Mortgage Association REMIC, 6.00%, due 03/25/2029 0.00%**
Bottomline Technologies de, Inc. 0.00%**
Bear Stearns ARM Trust, Series 2003-4, Class 3A1, 4.39%, due 07/25/2033 0.00%**
Matson, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 0.00%**
Federal National Mortgage Association REMIC, 2.22%, due 04/25/2040 0.00%**
Apergy Corp. 0.00%**
Belden, Inc. 0.00%**
Affiliated Managers Group, Inc. 0.00%**
Kontoor Brands, Inc. 0.00%**
CNO Financial Group, Inc. 0.00%**
Equitrans Midstream Corp. 0.00%**
Deluxe Corp. 0.00%**
Federal National Mortgage Association, 7.00%, due 11/01/2037 0.00%**
Resources Connection, Inc. 0.00%**
Kite Realty Group Trust, REIT 0.00%**
Nu Skin Enterprises, Inc., Class A 0.00%**
Installed Building Products, Inc. 0.00%**
TiVo Corp. 0.00%**
United Tractors Tbk PT 0.00%**
Federal National Mortgage Association, 5.50%, due 03/01/2035 0.00%**
Allscripts Healthcare Solutions, Inc. 0.00%**
Perficient, Inc. 0.00%**
Dine Brands Global, Inc. 0.00%**
OSI Systems, Inc. 0.00%**
CPS Auto Receivables Trust, Series 2015-A, Class C, 4.00%, due 02/16/2021 0.00%**
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 0.00%**
Engs Commercial Finance Trust, Series 2016-1A, Class A2, 2.63%, due 02/22/2022 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 09/15/2032 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 0.00%**
Alexander & Baldwin, Inc. 0.00%**
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 4.10%, due 11/25/2033 0.00%**
Hope Bancorp, Inc. 0.00%**
Patrick Industries, Inc. 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 4.95%, due 05/20/2041 0.00%**
Vector Group, Ltd. 0.00%**
La-Z-Boy, Inc. 0.00%**
Universal Corp. 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2037 0.00%**
American Woodmark Corp. 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2024 0.00%**
Brinker International, Inc. 0.00%**
Patterson-UTI Energy, Inc. 0.00%**
Pilgrim's Pride Corp. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.00%**
Independence Realty Trust, Inc., REIT 0.00%**
NIC, Inc. 0.00%**
First Commonwealth Financial Corp. 0.00%**
US Concrete, Inc. 0.00%**
Becton Dickinson and Co., 3.73%, due 12/15/2024 0.00%**
Dime Community Bancshares, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2037 0.00%**
Perdoceo Education Corp. 0.00%**
Dominion Energy, Inc., 4.90%, due 08/01/2041 0.00%**
Flagstar Bancorp, Inc. 0.00%**
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.30%, due 05/10/2063 0.00%**
Central Garden & Pet Co., Class A 0.00%**
Myriad Genetics, Inc. 0.00%**
Dave & Buster's Entertainment, Inc. 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 4.69%, due 11/21/2034 0.00%**
ARMOUR Residential, Inc., REIT 0.00%**
Hawaiian Holdings, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
Pebblebrook Hotel Trust, REIT 0.00%**
Baxalta, Inc., 5.25%, due 06/23/2045 0.00%**
Dillard's, Inc., Class A 0.00%**
TTM Technologies, Inc. 0.00%**
Oceaneering International, Inc. 0.00%**
NBT Bancorp, Inc. 0.00%**
GSR Mortgage Loan Trust, Series 2003-10, Class 1A1, 4.62%, due 10/25/2033 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 05/25/2037 0.00%**
Medifast, Inc. 0.00%**
Gannett Co., Inc. 0.00%**
Urban Outfitters, Inc. 0.00%**
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.00%**
Meta Financial Group, Inc. 0.00%**
Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 4.13%, due 06/25/2035 0.00%**
CNX Resources Corp. 0.00%**
Ameris Bancorp 0.00%**
Avista Corp. 0.00%**
COOF Securitization Trust, Ltd., Interest Only STRIPS, Series 2014-1, Class A, 3.12%, due 06/25/2040 0.00%**
Benchmark Electronics, Inc. 0.00%**
Children's Place, Inc. 0.00%**
Innovative Industrial Properties, Inc., REIT 0.00%**
Inogen, Inc. 0.00%**
Harsco Corp. 0.00%**
Seneca Foods Corp., Class A 0.00%**
Aetna, Inc., 4.50%, due 05/15/2042 0.00%**
G-III Apparel Group, Ltd. 0.00%**
M/I Homes, Inc. 0.00%**
Brookline Bancorp, Inc. 0.00%**
First Financial Bancorp 0.00%**
Natus Medical, Inc. 0.00%**
Archrock, Inc. 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.75%, due 08/25/2038 0.00%**
Interface, Inc. 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 0.00%**
Government National Mortgage Association, 5.29%, due 07/20/2060 0.00%**
Trinseo SA 0.00%**
Emergent BioSolutions, Inc. 0.00%**
Materion Corp. 0.00%**
GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2034 0.00%**
Spectrum Pharmaceuticals, Inc. 0.00%**
Triumph Group, Inc. 0.00%**
American Axle & Manufacturing Holdings, Inc. 0.00%**
Boot Barn Holdings, Inc. 0.00%**
Stewart Information Services Corp. 0.00%**
Supernus Pharmaceuticals, Inc. 0.00%**
Varex Imaging Corp. 0.00%**
Apogee Enterprises, Inc. 0.00%**
Comtech Telecommunications Corp. 0.00%**
U.S. Treasury Note, 1.62%, due 02/15/2026 0.00%**
Cohu, Inc. 0.00%**
Spok Holdings, Inc. 0.00%**
OFG Bancorp 0.00%**
Axcelis Technologies, Inc. 0.00%**
Era Group, Inc. 0.00%**
Standex International Corp. 0.00%**
Bel Fuse, Inc., Class B 0.00%**
Veritiv Corp. 0.00%**
BJ's Restaurants, Inc. 0.00%**
BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 0.00%**
JPMorgan Mortgage Trust, Series 2004-A1, Class 1A1, 3.64%, due 02/25/2034 0.00%**
John B Sanfilippo & Son, Inc. 0.00%**
Ichor Holdings, Ltd. 0.00%**
HealthStream, Inc. 0.00%**
Buckle, Inc. 0.00%**
Matrix Service Co. 0.00%**
AK Steel Holding Corp. 0.00%**
Boston Private Financial Holdings, Inc. 0.00%**
USANA Health Sciences, Inc. 0.00%**
ERAC USA Finance LLC, 5.25%, due 10/01/2020 0.00%**
HomeStreet, Inc. 0.00%**
EW Scripps Co., Class A 0.00%**
Third Point Reinsurance, Ltd. 0.00%**
Southwestern Energy Co. 0.00%**
INTL. FCStone, Inc. 0.00%**
Wolverine World Wide, Inc. 0.00%**
Commercial Mortgage Trust, Series 2006-GG7, Class AM, 5.72%, due 07/10/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 03/01/2024 0.00%**
Enova International, Inc. 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2037 0.00%**
PGT Innovations, Inc. 0.00%**
Diversified Healthcare Trust, REIT 0.00%**
NextGen Healthcare, Inc. 0.00%**
P.H. Glatfelter Co. 0.00%**
Kelly Services, Inc., Class A 0.00%**
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70%, due 10/17/2022 0.00%**
Universal Electronics, Inc. 0.00%**
Carpenter Technology Corp. 0.00%**
RE/MAX Holdings, Inc., Class A 0.00%**
Five Below, Inc. 0.00%**
PetMed Express, Inc. 0.00%**
Urstadt Biddle Properties, Inc., Class A, REIT 0.00%**
Apache Corp., 3.25%, due 04/15/2022 0.00%**
Kraton Corp. 0.00%**
Diebold Nixdorf, Inc. 0.00%**
GEO Group, Inc., REIT 0.00%**
ATN International, Inc. 0.00%**
Chatham Lodging Trust, REIT 0.00%**
Banc of America Funding Trust, Series 2005-E, Class 4A1, 4.43%, due 03/20/2035 0.00%**
SEACOR Holdings, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 0.00%**
Federal National Mortgage Association, 6.00%, due 08/01/2021 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 0.00%**
Helix Energy Solutions Group, Inc. 0.00%**
Government National Mortgage Association, 2.38%, due 05/20/2061 0.00%**
Caleres, Inc. 0.00%**
Grand Canyon Education, Inc. 0.00%**
Echo Global Logistics, Inc. 0.00%**
Uniti Group, Inc., REIT 0.00%**
Taylor Morrison Home Corp., Class A 0.00%**
Axon Enterprise, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.00%, due 10/15/2039 0.00%**
Matador Resources Co. 0.00%**
Oil States International, Inc. 0.00%**
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-4, Class 5A, 4.05%, due 04/25/2034 0.00%**
QEP Resources, Inc. 0.00%**
Federal National Mortgage Association, 7.00%, due 12/01/2037 0.00%**
Aegion Corp. 0.00%**
Essential Utilities, Inc. 0.00%**
Saul Centers, Inc., REIT 0.00%**
Opus Bank 0.00%**
Veritex Holdings, Inc. 0.00%**
REX American Resources Corp. 0.00%**
Structured Asset Securities Corp., Series 2003-37A, Class 2A, 4.10%, due 12/25/2033 0.00%**
Meridian Bioscience, Inc. 0.00%**
Michaels Cos., Inc. 0.00%**
Cutera, Inc. 0.00%**
Mercer International, Inc. 0.00%**
Tupperware Brands Corp. 0.00%**
Ruth's Hospitality Group, Inc. 0.00%**
Impac Secured Assets Trust, Series 2006-2, Class 2A1, 1.97%, due 08/25/2036 0.00%**
Insteel Industries, Inc. 0.00%**
DXP Enterprises, Inc. 0.00%**
R.R. Donnelley & Sons Co. 0.00%**
Callon Petroleum Co. 0.00%**
OraSure Technologies, Inc. 0.00%**
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.59%, due 09/25/2020 0.00%**
Government National Mortgage Association, 2.18%, due 03/20/2060 0.00%**
Newpark Resources, Inc. 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 09/01/2037 0.00%**
Hawkins, Inc. 0.00%**
Haverty Furniture Cos., Inc. 0.00%**
Mattel, Inc. 0.00%**
HCI Group, Inc. 0.00%**
Lydall, Inc. 0.00%**
Fossil Group, Inc. 0.00%**
Express, Inc. 0.00%**
Government National Mortgage Association, 2.28%, due 07/20/2062 0.00%**
Movado Group, Inc. 0.00%**
TETRA Technologies, Inc. 0.00%**
Acorda Therapeutics, Inc. 0.00%**
Exterran Corp. 0.00%**
Tailored Brands, Inc. 0.00%**
MASTR Alternative Loan Trust, Principal Only STRIPS, Series 2003-8, Class 15, due 11/25/2018 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 3.00%, due 02/15/2026 0.00%**
Provident Funding Mortgage Loan Trust, Series 2005-1, Class 2A1, 4.28%, due 05/25/2035 0.00%**
Veeco Instruments, Inc. 0.00%**
Government National Mortgage Association, 2.28%, due 04/20/2062 0.00%**
Federal National Mortgage Association, 6.00%, due 01/01/2036 0.00%**
GMAT Trust, Series 2013-1A, Class A, 6.96%, due 11/25/2043 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 01/25/2036 0.00%**
Government National Mortgage Association, 2.18%, due 05/20/2062 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 7.50%, due 04/20/2031 0.00%**
CD Commercial Mortgage Trust, Interest Only STRIPS, Series 2007-CD4, Class XC, 1.30%, due 12/11/2049