Transamerica

06/30/2018*


Transamerica JPMorgan Tactical Allocation VP

Security Description % of Total Net Assets
JPMorgan Value Advantage Fund 2.96%
JPMorgan High Yield Fund 1.01%
Federal National Mortgage Association, 3.50%, due 07/01/2047 0.72%
Federal Home Loan Mortgage Corp. REMIC, 3.00%, due 02/15/2043 0.72%
U.S. Treasury Bond, 4.50%, due 08/15/2039 0.57%
U.S. Treasury Note, 1.12%, due 01/31/2019 0.55%
Apple, Inc. 0.53%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.51%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2023 0.49%
Microsoft Corp. 0.49%
U.S. Treasury Note, 2.00%, due 07/31/2022 0.49%
Amazon.com, Inc. 0.46%
U.S. Treasury Note, 2.12%, due 02/29/2024 0.43%
Federal National Mortgage Association, 4.00%, due 12/01/2043 0.41%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 0.40%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 0.39%
Federal National Mortgage Association, 3.05%, due 12/01/2029 0.39%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2021 0.38%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2022 0.37%
Federal National Mortgage Association, 4.00%, due 09/01/2047 0.36%
Residual Funding Corp., Principal Only STRIPS, due 07/15/2020 0.34%
Federal National Mortgage Association REMIC, Series 2017-50, Class FB, 2.49%, due 07/25/2047 0.32%
Alphabet, Inc., Class C 0.32%
U.S. Treasury Bond, 4.37%, due 11/15/2039 0.31%
U.S. Treasury Note, 2.12%, due 08/15/2021 0.31%
Federal National Mortgage Association, 3.21%, due 03/01/2029 0.28%
Federal National Mortgage Association, 3.30%, due 12/01/2029 0.28%
U.S. Treasury Bond, 4.37%, due 02/15/2038 0.27%
Federal Home Loan Mortgage Corp. REMIC, 3.00%, due 01/15/2046 0.26%
Federal National Mortgage Association, 3.28%, due 08/01/2020 0.26%
Facebook, Inc., Class A 0.26%
U.S. Treasury Bond, 2.87%, due 05/15/2043 0.25%
Federal Home Loan Mortgage Corp., Series 4790, Class ED, 3.50%, due 08/15/2042 0.25%
Federal Home Loan Mortgage Corp., 3.00%, due 06/01/2045 0.25%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2021 0.25%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2032 0.25%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2046 0.24%
U.S. Treasury Note, 3.12%, due 05/15/2021 0.24%
UnitedHealth Group, Inc. 0.24%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.24%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 0.24%
U.S. Treasury Note, 3.62%, due 02/15/2021 0.24%
Government National Mortgage Association, 2.50%, due 04/16/2045 0.23%
Federal National Mortgage Association, 4.00%, due 06/01/2044 0.22%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2021 0.22%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.21%
Visa, Inc., Class A 0.21%
Federal National Mortgage Association, 3.32%, due 04/01/2029 0.21%
U.S. Treasury Note, 1.75%, due 11/30/2021 0.21%
U.S. Treasury Bond, 3.75%, due 11/15/2043 0.20%
Federal National Mortgage Association, 2.94%, due 12/01/2028 0.20%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2022 0.20%
Bank of America Corp. 0.20%
Federal Home Loan Mortgage Corp., 3.50%, due 05/01/2043 0.20%
Israel Government AID Bond, Principal Only STRIPS, Series 2, due 11/01/2024 0.19%
Federal Home Loan Mortgage Corp., 2.25%, due 03/15/2042 0.19%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 02/15/2042 0.18%
Federal National Mortgage Association, 3.50%, due 11/01/2042 0.18%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.18%
U.S. Treasury Bond, 3.87%, due 08/15/2040 0.18%
GE Capital International Funding Co. Unlimited Co., 4.41%, due 11/15/2035 0.17%
Federal National Mortgage Association, 3.15%, due 12/01/2024 0.17%
Federal National Mortgage Association, 3.09%, due 09/01/2029 0.16%
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.80%, due 01/25/2048 0.16%
U.S. Treasury Bond, 3.37%, due 05/15/2044 0.16%
Federal National Mortgage Association, 2.59%, due 10/01/2028 0.16%
Federal National Mortgage Association, 3.34%, due 04/01/2029 0.15%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 0.15%
Boeing Co. 0.15%
Federal National Mortgage Association, 3.45%, due 04/01/2029 0.15%
Federal National Mortgage Association, 3.50%, due 06/01/2046 0.15%
Citigroup, Inc. 0.15%
Purchasing Power Funding LLC, Series 2018-A, Class A, 3.34%, due 08/15/2022 0.15%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2022 0.15%
U.S. Treasury Note, 1.62%, due 10/31/2023 0.15%
Federal National Mortgage Association, 2.27%, due 12/01/2024 0.14%
U.S. Treasury Bond, 4.50%, due 05/15/2038 0.14%
Federal National Mortgage Association, 4.00%, due 01/01/2035 0.14%
Kabbage Asset Securitization LLC, Series 2017-1, Class A, 4.57%, due 03/15/2022 0.14%
Federal National Mortgage Association, 2.01%, due 06/01/2020 0.14%
Alphabet, Inc., Class A 0.14%
Federal National Mortgage Association, 2.45%, due 11/01/2022 0.14%
Progress Residential Trust, Series 2017-SFR1, Class C, 3.31%, due 08/17/2034 0.14%
Lendmark Funding Trust, Series 2017-1A, Class B, 3.77%, due 12/22/2025 0.14%
U.S. Treasury Note, 2.12%, due 05/15/2025 0.14%
Federal National Mortgage Association, 2.57%, due 01/01/2023 0.14%
Federal National Mortgage Association, 3.23%, due 08/01/2027 0.14%
Federal National Mortgage Association REMIC, Series 2017-112, Class AY, 3.50%, due 01/25/2048 0.13%
Federal Home Loan Mortgage Corp. REMIC, Series 4748, Class HE, 3.00%, due 01/15/2048 0.13%
Federal National Mortgage Association, 2.69%, due 12/01/2028 0.13%
Federal National Mortgage Association, 3.51%, due 12/25/2023 0.13%
Capital Auto Receivables Asset Trust, Series 2018-1, Class A3, 2.79%, due 01/20/2022 0.13%
Federal Home Loan Mortgage Corp. REMIC, 3.00%, due 07/15/2040 0.12%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2032 0.12%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.61%, due 01/25/2023 0.12%
salesforce.com, Inc. 0.12%
Federal National Mortgage Association, 3.58%, due 01/01/2032 0.12%
U.S. Treasury Bond, 4.25%, due 11/15/2040 0.12%
Government National Mortgage Association, 2.51%, due 11/20/2065 0.12%
NVIDIA Corp. 0.12%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.12%
Nestle SA 0.12%
Progress Residential Trust, Series 2015-SFR3, Class A, 3.06%, due 11/12/2032 0.12%
Federal Home Loan Mortgage Corp., 3.00%, due 03/15/2043 0.12%
PepsiCo, Inc. 0.12%
U.S. Treasury Note, 2.75%, due 02/15/2024 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.11%, due 06/25/2027 0.11%
Government National Mortgage Association, 2.39%, due 02/20/2065 0.11%
Santander Drive Auto Receivables Trust, Series 2015-5, Class E, 4.67%, due 02/15/2023 0.11%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 0.11%
Bank of America Corp., 3.70%, due 04/24/2028 0.11%
Morgan Stanley, 3.59%, due 07/22/2028 0.11%
Headlands Residential LLC, Series 2018, 4.25%, due 06/25/2023 0.11%
Private Export Funding Corp., 3.55%, due 01/15/2024 0.11%
Federal National Mortgage Association, 3.50%, due 01/25/2024 0.11%
Federal National Mortgage Association, 3.38%, due 12/01/2023 0.11%
Anchor Assets IX LLC, Series 2016-1, Class A, 5.12%, due 02/15/2020 0.11%
Federal National Mortgage Association, 3.34%, due 02/01/2027 0.11%
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.11%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2034 0.11%
Roche Holding AG 0.11%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.11%
Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 0.11%
U.S. Treasury Note, 2.12%, due 01/31/2021 0.11%
Morgan Stanley, 3.73%, due 04/24/2024 0.11%
VOLT LXIV LLC, Series 2017-NP11, Class A1, 3.37%, due 10/25/2047 0.11%
Federal National Mortgage Association, 2.98%, due 07/01/2022 0.11%
First Investors Auto Owner Trust, Series 2017-2A, Class C, 3.00%, due 08/15/2023 0.11%
Government National Mortgage Association, 2.41%, due 02/20/2061 0.11%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2034 0.11%
Government National Mortgage Association, 2.47%, due 03/20/2067 0.10%
Chevron Corp. 0.10%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 0.10%
Government National Mortgage Association, 2.41%, due 12/20/2064 0.10%
Toyota Motor Corp. 0.10%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.10%
Bank of America Corp., 3.00%, due 12/20/2023 0.10%
Berkshire Hathaway, Inc., Class B 0.10%
Federal National Mortgage Association, 2.56%, due 12/25/2026 0.10%
U.S. Treasury Note, 2.50%, due 08/15/2023 0.10%
U.S. Residential Opportunity Fund IV Trust, Series 2017-1III, Class A, 3.35%, due 11/27/2037 0.10%
Progress Residential Trust, Series 2015-SFR2, Class A, 2.74%, due 06/12/2032 0.10%
Mastercard, Inc., Class A 0.10%
Comcast Corp., Class A 0.10%
EOG Resources, Inc. 0.10%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 0.10%
Federal National Mortgage Association, 2.22%, due 12/01/2022 0.10%
Federal Home Loan Mortgage Corp., Series K070, Class AM, 3.36%, due 12/25/2027 0.10%
Royal Dutch Shell PLC, Class B 0.10%
TOTAL SA 0.10%
CVS Health Corp., 2.87%, due 06/01/2026 0.10%
Federal National Mortgage Association, 2.53%, due 09/25/2024 0.10%
Broadcom, Inc. 0.10%
Government National Mortgage Association, 2.41%, due 06/20/2067 0.10%
Federal National Mortgage Association, 3.59%, due 12/01/2020 0.09%
NextEra Energy, Inc. 0.09%
S&P Global, Inc. 0.09%
Wells Fargo & Co., 3.06%, due 01/24/2023 0.09%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.09%
SAP SE 0.09%
Federal National Mortgage Association, 3.26%, due 07/01/2022 0.09%
OneMain Direct Auto Receivables Trust, Series 2017-2A, Class C, 2.82%, due 07/15/2024 0.09%
Oracle Corp., 2.65%, due 07/15/2026 0.09%
Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 0.09%
Pfizer, Inc. 0.09%
Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 0.09%
Netflix, Inc. 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 0.09%
Anheuser-Busch InBev SA 0.09%
British American Tobacco PLC 0.09%
RAMP Trust, Series 2005-RS6, Class M4, 3.06%, due 06/25/2035 0.09%
Colt Funding LLC, Series 2018-2, Class A1, 3.47%, due 07/27/2048 0.09%
HSBC Holdings PLC, 3.26%, due 03/13/2023 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 0.09%
Home Depot, Inc. 0.09%
Federal National Mortgage Association, 2.94%, due 02/01/2027 0.09%
AT&T, Inc., 4.30%, due 02/15/2030 0.09%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.09%
Lendmark Funding Trust, Series 2017-1A, Class C, 5.41%, due 12/22/2025 0.09%
Wells Fargo & Co. 0.09%
Royal Bank of Scotland Group PLC, 3.49%, due 05/15/2023 0.09%
DowDuPont, Inc. 0.09%
Federal National Mortgage Association, 3.50%, due 08/01/2043 0.09%
Westlake Automobile Receivables Trust, Series 2017-2A, Class C, 2.59%, due 12/15/2022 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2032 0.09%
Ocwen Master Advance Receivables Trust, Series 2016-T1, Class AT1, 2.52%, due 08/17/2048 0.09%
Charles Schwab Corp. 0.09%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.09%
V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 0.09%
Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 0.09%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 02/15/2026 0.09%
Union Pacific Corp. 0.08%
Federal National Mortgage Association, 3.08%, due 12/01/2029 0.08%
Waste Connections, Inc. 0.08%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 0.08%
Government National Mortgage Association, 2.61%, due 09/20/2063 0.08%
Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 0.08%
Federal National Mortgage Association, 4.00%, due 11/01/2043 0.08%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 0.08%
Adobe Systems, Inc. 0.08%
Government National Mortgage Association, 2.56%, due 02/20/2064 0.08%
Philip Morris International, Inc., 2.12%, due 05/10/2023 0.08%
Bank of America Corp., Series MTN, 2.50%, due 10/21/2022 0.08%
Drive Auto Receivables Trust, Series 2017-1, Class D, 3.84%, due 03/15/2023 0.08%
Federal National Mortgage Association, 2.89%, due 06/25/2027 0.08%
CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 0.08%
Centex Home Equity Loan Trust, Series 2004-A, Class M1, 2.69%, due 01/25/2034 0.08%
Federal National Mortgage Association, 3.09%, due 04/25/2027 0.08%
U.S. Treasury Bond, 8.75%, due 08/15/2020 0.08%
Government National Mortgage Association, 2.38%, due 07/20/2064 0.08%
Citigroup, Inc., 3.52%, due 10/27/2028 0.08%
Air Liquide SA 0.08%
Dominion Energy, Inc., 2.85%, due 08/15/2026 0.08%
Headlands Residential LLC, Series 2017-RPL1, Class A, 3.87%, due 08/25/2022 0.08%
BHP Billiton, Ltd. 0.08%
VOLT LXVII LLC, Series 2018-NPL3, Class A1, 4.37%, due 06/25/2048 0.08%
Hilton Worldwide Holdings, Inc. 0.08%
UBS Group Funding Switzerland AG, 2.85%, due 08/15/2023 0.08%
Gilead Sciences, Inc. 0.08%
Caterpillar, Inc. 0.08%
Federal Home Loan Mortgage Corp. REMIC, 2.42%, due 06/15/2043 0.08%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.08%
Applied Materials, Inc. 0.08%
Johnson & Johnson 0.08%
RAMP Trust, Series 2006-RZ3, Class M1, 2.44%, due 08/25/2036 0.08%
Honeywell International, Inc. 0.08%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2032 0.08%
Federal National Mortgage Association, 3.06%, due 08/01/2032 0.08%
Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 0.08%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.08%
Iberdrola SA 0.08%
Marlette Funding Trust, Series 2017-2A, Class A, 2.39%, due 07/15/2024 0.08%
Stanley Black & Decker, Inc. 0.08%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2033 0.08%
Government National Mortgage Association, 5.00%, due 05/20/2048 0.08%
Bayer AG 0.08%
Federal National Mortgage Association REMIC, Series 2013-74, Class YT, 3.00%, due 02/25/2041 0.08%
Morgan Stanley Capital I Trust, Series 2007-T27, Class C, 6.14%, due 06/11/2042 0.07%
RASC Trust, Series 2005-KS9, Class M3, 2.55%, due 10/25/2035 0.07%
Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 0.07%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.07%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 11/15/2030 0.07%
CVS Health Corp., 4.10%, due 03/25/2025 0.07%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.50%, due 01/15/2025 0.07%
Federal National Mortgage Association, 3.76%, due 12/01/2025 0.07%
Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2043 0.07%
Federal National Mortgage Association, 3.50%, due 07/01/2043 0.07%
Federal National Mortgage Association, 3.77%, due 09/01/2021 0.07%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 01/15/2026 0.07%
FREMF Mortgage Trust, Series 2017-KF39, Class B, 4.50%, due 11/25/2024 0.07%
Drive Auto Receivables Trust, Series 2017-2, Class C, 2.75%, due 09/15/2023 0.07%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.07%
Federal National Mortgage Association, 3.76%, due 11/01/2023 0.07%
Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 0.07%
Sierra Pacific Power Co., 2.60%, due 05/01/2026 0.07%
Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 0.07%
Wachovia Bank Commercial Mortgage Trust, Series 2007-C31, Class C, 6.17%, due 04/15/2047 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2025 0.07%
Federal Home Loan Mortgage Corp. REMIC, Series 4125, Class KP, 2.50%, due 05/15/2041 0.07%
Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 0.07%
Royal Dutch Shell PLC, Class A 0.07%
Sanofi 0.07%
Goldman Sachs Group, Inc., 2.90%, due 07/24/2023 0.07%
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06%, due 04/20/2022 0.07%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2026 0.07%
Federal National Mortgage Association, 3.29%, due 08/01/2026 0.07%
Amgen, Inc. 0.07%
Federal National Mortgage Association, 3.11%, due 12/01/2024 0.07%
Federal National Mortgage Association, 3.10%, due 09/01/2025 0.07%
Federal National Mortgage Association REMIC, 3.00%, due 08/25/2042 0.07%
Federal National Mortgage Association, 3.05%, due 01/01/2025 0.07%
Federal National Mortgage Association, 3.04%, due 12/01/2024 0.07%
Federal National Mortgage Association, 3.30%, due 12/01/2026 0.07%
Oportun Funding VI LLC, Series 2017-A, Class B, 3.97%, due 06/08/2023 0.07%
Federal National Mortgage Association, 3.45%, due 01/01/2024 0.07%
Federal National Mortgage Association, 2.81%, due 06/01/2023 0.07%
Federal National Mortgage Association, 3.34%, due 07/01/2030 0.07%
Home Depot, Inc., 2.12%, due 09/15/2026 0.07%
U.S. Treasury Note, 2.12%, due 12/31/2021 0.07%
Federal National Mortgage Association, 2.92%, due 12/01/2024 0.07%
Federal National Mortgage Association, 2.67%, due 07/01/2022 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2031 0.07%
Morgan Stanley 0.07%
Bank of New York Mellon Corp., Series MTN, 2.66%, due 05/16/2023 0.07%
Federal National Mortgage Association, 3.18%, due 06/25/2027 0.07%
Federal National Mortgage Association, 2.52%, due 05/01/2023 0.07%
Federal National Mortgage Association, 2.50%, due 04/01/2023 0.07%
CVS Health Corp., 4.30%, due 03/25/2028 0.07%
Federal National Mortgage Association, 2.45%, due 02/01/2023 0.07%
Federal National Mortgage Association, 2.66%, due 12/01/2022 0.07%
Federal National Mortgage Association, 4.36%, due 05/01/2021 0.07%
Federal National Mortgage Association, 2.72%, due 10/25/2024 0.07%
Federal National Mortgage Association, 2.40%, due 02/01/2023 0.07%
HSBC Holdings PLC 0.07%
ING Groep NV 0.07%
Vericrest Opportunity Loan Trust, Series 2018-NPL2, Class A1, 4.33%, due 05/25/2048 0.07%
Citizens Bank NA, 3.70%, due 03/29/2023 0.07%
Federal National Mortgage Association, 3.12%, due 11/01/2026 0.07%
LV Tower 52, Series 2013-1, Class A, 5.75%, due 02/15/2023 0.07%
Federal National Mortgage Association, 2.40%, due 12/01/2022 0.07%
Ford Motor Co., 7.45%, due 07/16/2031 0.07%
Sequoia Mortgage Trust, Series 2018-2, Class A4, 3.50%, due 02/25/2048 0.07%
AT&T, Inc. 0.07%
Pretium Mortgage Credit Partners I LLC, Series 2017-NPL5, Class A1, 3.32%, due 12/30/2032 0.07%
Federal National Mortgage Association, 2.81%, due 05/01/2027 0.07%
BNP Paribas SA 0.07%
Delta Air Lines, Inc. 0.07%
Federal National Mortgage Association, 2.70%, due 07/01/2026 0.07%
Vertex Pharmaceuticals, Inc. 0.07%
Federal National Mortgage Association, 3.08%, due 12/01/2024 0.07%
FREMF Mortgage Trust, Series 2014-K41, Class C, 3.96%, due 11/25/2047 0.07%
FREMF Mortgage Trust, Series 2015-K44, Class C, 3.80%, due 01/25/2048 0.07%
Federal National Mortgage Association, 3.67%, due 07/01/2023 0.07%
Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 0.07%
Federal National Mortgage Association, 3.12%, due 02/01/2027 0.07%
Federal National Mortgage Association, 2.98%, due 04/01/2023 0.07%
Federal National Mortgage Association, 3.02%, due 08/25/2024 0.07%
Government Properties Income Trust, 3.75%, due 08/15/2019 0.07%
Federal National Mortgage Association, 2.48%, due 05/25/2026 0.07%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M1, 3.05%, due 09/25/2034 0.07%
Government National Mortgage Association, 2.41%, due 07/20/2064 0.07%
Pretium Mortgage Credit Partners I LLC, Series 2018-NPL2, Class A1, 3.70%, due 03/27/2033 0.07%
Texas Instruments, Inc. 0.07%
Federal National Mortgage Association, 3.23%, due 10/01/2026 0.07%
Federal National Mortgage Association, 3.50%, due 07/01/2043 0.07%
Analog Devices, Inc. 0.07%
Freedom Financial, Series 2018-1, Class A, 3.61%, due 07/18/2024 0.07%
Capital One Bank USA NA, 3.37%, due 02/15/2023 0.07%
Enel SpA 0.07%
Federal National Mortgage Association, 3.29%, due 10/01/2020 0.07%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.07%
Federal National Mortgage Association, 3.14%, due 12/01/2026 0.07%
Apple, Inc., 2.45%, due 08/04/2026 0.07%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.07%
Federal National Mortgage Association, 2.38%, due 09/01/2024 0.07%
Vodafone Group PLC 0.07%
Mitsubishi UFJ Financial Group, Inc. 0.07%
Federal National Mortgage Association, 3.24%, due 01/01/2033 0.07%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.07%
Federal National Mortgage Association, 2.61%, due 10/25/2021 0.07%
Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 0.07%
Federal National Mortgage Association, 2.38%, due 12/01/2022 0.07%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.07%
Novartis AG 0.07%
Walt Disney Co. 0.06%
Federal National Mortgage Association, 3.06%, due 05/25/2027 0.06%
AT&T, Inc., 4.35%, due 06/15/2045 0.06%
Prudential PLC 0.06%
New Century Home Equity Loan Trust, Series 2004-4, Class M1, 2.85%, due 02/25/2035 0.06%
Australia & New Zealand Banking Group, Ltd. 0.06%
AbbVie, Inc. 0.06%
Federal National Mortgage Association, 2.64%, due 04/01/2023 0.06%
CarMax Auto Owner Trust, Series 2017-3, Class D, 3.46%, due 10/16/2023 0.06%
Deere & Co. 0.06%
Federal National Mortgage Association, 3.12%, due 05/01/2022 0.06%
AT&T, Inc., 4.90%, due 08/15/2037 0.06%
Federal National Mortgage Association, 2.25%, due 01/01/2023 0.06%
Schneider Electric SE 0.06%
Airbus SE 0.06%
BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 0.06%
Marathon Petroleum Corp. 0.06%
Soundview Home Loan Trust, Series 2005-OPT1, Class M2, 2.76%, due 06/25/2035 0.06%
Federal National Mortgage Association, 2.86%, due 05/01/2022 0.06%
Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 0.06%
Federal National Mortgage Association, 2.40%, due 01/01/2023 0.06%
Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 0.06%
Home Equity Asset Trust, Series 2003-3, Class M1, 3.38%, due 08/25/2033 0.06%
Canadian Imperial Bank of Commerce, 2.70%, due 02/02/2021 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2033 0.06%
AIA Group, Ltd. 0.06%
Toronto-Dominion Bank, 3.25%, due 06/11/2021 0.06%
Renaissance Home Equity Loan Trust, Series 2003-2, Class A, 2.97%, due 08/25/2033 0.06%
Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 0.06%
Impac CMB Trust, Series 2005-8, Class 1AM, 2.79%, due 02/25/2036 0.06%
GlaxoSmithKline PLC 0.06%
Industria de Diseno Textil SA 0.06%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2023 0.06%
Westlake Automobile Receivables Trust, Series 2016-3A, Class C, 2.46%, due 01/18/2022 0.06%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2034 0.06%
Anthem, Inc. 0.06%
Humana, Inc. 0.06%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 0.06%
Daikin Industries, Ltd. 0.06%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2019 0.06%
Federal National Mortgage Association, 2.76%, due 06/01/2023 0.06%
Daimler AG 0.06%
Mondelez International, Inc., Class A 0.06%
HP, Inc. 0.06%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE3, Class M2, 3.77%, due 06/25/2034 0.06%
VM DEBT LLC, Series 2017-1, Class A, 6.50%, due 10/02/2024 0.06%
Santander Retail Auto Lease Trust, Series 2018-A, Class A3, 2.93%, due 05/20/2021 0.06%
Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 0.06%
Federal National Mortgage Association, 3.73%, due 07/01/2022 0.06%
Israel Government AID Bond, Series 2008-Z, Zero Coupon, due 08/15/2024 0.06%
Independent National Mortgage Corp. Home Equity Loan Asset Trust, Series 2004-C, Class M1, 2.93%, due 03/25/2035 0.06%
Home Equity Asset Trust, Series 2004-3, Class M1, 2.94%, due 08/25/2034 0.06%
CarMax Auto Owner Trust, Series 2016-3, Class C, 2.20%, due 06/15/2022 0.06%
Oracle Corp. 0.06%
Philip Morris International, Inc. 0.06%
Residual Funding Corp., Principal Only STRIPS, due 10/15/2019 0.06%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 0.06%
Israel Government AID Bond, Series 2009-Z, Zero Coupon, due 11/15/2024 0.06%
Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 0.06%
Tennessee Valley Authority, 5.88%, due 04/01/2036 0.06%
BP PLC 0.06%
Concho Resources, Inc. 0.06%
AXA SA 0.06%
Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT, 2.37%, due 12/25/2035 0.06%
Federal National Mortgage Association, 3.10%, due 07/25/2024 0.06%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2033 0.06%
Progressive Corp. 0.06%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 0.06%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 0.06%
Comcast Corp., 3.20%, due 07/15/2036 0.06%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 0.06%
Microsoft Corp., 2.40%, due 08/08/2026 0.06%
Microsoft Corp., 3.50%, due 02/12/2035 0.06%
Charter Communications, Inc., Class A 0.06%
Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 0.06%
Federal National Mortgage Association, 3.30%, due 04/25/2029 0.06%
Ross Stores, Inc. 0.06%
Rio Tinto, Ltd. 0.06%
GLS Auto Receivables Trust, Series 2017-1A, Class B, 2.98%, due 12/15/2021 0.06%
Seven & i Holdings Co., Ltd. 0.06%
CPS Auto Receivables Trust, Series 2017-C, Class D, 3.79%, due 06/15/2023 0.06%
Government National Mortgage Association, 2.39%, due 04/20/2063 0.06%
Government National Mortgage Association, 2.49%, due 05/20/2066 0.06%
Lloyds Banking Group PLC, 3.57%, due 11/07/2028 0.06%
Valero Energy Corp. 0.06%
Bank of Nova Scotia, 3.12%, due 04/20/2021 0.06%
Mariner Finance Issuance Trust, Series 2017-AA, Class A, 3.62%, due 02/20/2029 0.06%
Pernod Ricard SA 0.06%
Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB2, Class M1, 2.87%, due 07/25/2033 0.06%
East West Bancorp, Inc. 0.06%
Federal National Mortgage Association, 3.81%, due 05/01/2022 0.06%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.06%
B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 0.06%
BAMLL Re-REMIC Trust, Series 2015-FR11, Class A705, 1.63%, due 09/27/2044 0.06%
CHL Mortgage Pass-Through Trust, Series 2005-HYB3, Class 2A2A, 3.72%, due 06/20/2035 0.06%
Government National Mortgage Association, 4.25%, due 12/20/2044 0.06%
Sumitomo Mitsui Financial Group, Inc., 3.10%, due 01/17/2023 0.06%
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates, Series 2004-1, Class 1A, 2.39%, due 04/25/2034 0.06%
Federal National Mortgage Association, 4.25%, due 04/01/2021 0.06%
Norfolk Southern Corp. 0.06%
Ferguson PLC 0.06%
Pioneer Natural Resources Co. 0.05%
GE Capital International Funding Co. Unlimited Co., 2.34%, due 11/15/2020 0.05%
Duke Energy Corp., 2.65%, due 09/01/2026 0.05%
COMM Mortgage Trust, Series 2014-CR19, Class A5, 3.79%, due 08/10/2047 0.05%
Sumitomo Mitsui Financial Group, Inc. 0.05%
Verizon Communications, Inc., 4.27%, due 01/15/2036 0.05%
Federal National Mortgage Association, 2.93%, due 06/01/2030 0.05%
U.S. Treasury Note, 2.87%, due 05/31/2025 0.05%
Verizon Communications, Inc., 4.40%, due 11/01/2034 0.05%
State Street Corp. 0.05%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 10/15/2030 0.05%
Honda Motor Co., Ltd. 0.05%
RAMP Trust, Series 2006-RZ2, Class A3, 2.36%, due 05/25/2036 0.05%
Bank of Nova Scotia, 2.50%, due 01/08/2021 0.05%
IBM Credit LLC, 3.00%, due 02/06/2023 0.05%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 0.05%
Bayview Financial Acquisition Trust, Series 2004-C, Class M3, 4.05%, due 05/28/2044 0.05%
Citigroup, Inc., 5.90%, due 02/15/2023 0.05%
Credit-Based Asset Servicing & Securitization LLC, Series 2003-CB6, Class M1, 3.14%, due 12/25/2033 0.05%
Impac CMB Trust, Series 2007-A, Class M3, 4.34%, due 05/25/2037 0.05%
Exxon Mobil Corp. 0.05%
eBay, Inc. 0.05%
GlaxoSmithKline Capital, Inc., 3.62%, due 05/15/2025 0.05%
Impac CMB Trust, Series 2005-4, Class 1A1A, 2.63%, due 05/25/2035 0.05%
Palo Alto Networks, Inc. 0.05%
Government National Mortgage Association, 2.51%, due 04/20/2064 0.05%
Credit Suisse Group AG, 3.57%, due 01/09/2023 0.05%
Long Beach Mortgage Loan Trust, Series 2004-3, Class M2, 2.99%, due 07/25/2034 0.05%
American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2045 0.05%
Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 0.05%
Goldman Sachs Group, Inc., 2.87%, due 10/31/2022 0.05%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 04/15/2041 0.05%
VMware, Inc., Class A 0.05%
Government National Mortgage Association, 1.65%, due 04/20/2063 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 0.05%
Government National Mortgage Association, 2.56%, due 01/20/2064 0.05%
Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 0.05%
Citigroup, Inc., 2.75%, due 04/25/2022 0.05%
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A4, 3.35%, due 09/25/2035 0.05%
Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM3, Class A3, 3.07%, due 02/25/2033 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.38%, due 03/25/2024 0.05%
Aviation Capital Group LLC, 3.87%, due 05/01/2023 0.05%
Federal Home Loan Mortgage Corp., 2.20%, due 05/25/2028 0.05%
Long Beach Mortgage Loan Trust, Series 2004-4, Class M1, 2.99%, due 10/25/2034 0.05%
Plains All American Pipeline, LP / PAA Finance Corp., 5.75%, due 01/15/2020 0.05%
CBRE Group, Inc., Class A 0.05%
Goldman Sachs Group, Inc., 3.50%, due 01/23/2025 0.05%
Federal National Mortgage Association, 3.14%, due 03/25/2028 0.05%
American International Group, Inc. 0.05%
Verizon Communications, Inc. 0.05%
Bear Stearns Asset-Backed Securities Trust, Series 2003-2, Class M1, 3.89%, due 03/25/2043 0.05%
Tennessee Valley Authority, Principal Only STRIPS, due 07/15/2028 0.05%
Government National Mortgage Association, 1.65%, due 02/20/2063 0.05%
Accenture PLC, Class A 0.05%
PayPal Holdings, Inc. 0.05%
Renesas Electronics Corp. 0.05%
American International Group, Inc., 3.87%, due 01/15/2035 0.05%
Marlette Funding Trust, Series 2018-1A, Class A, 2.61%, due 03/15/2028 0.05%
GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 0.05%
Lennox International, Inc. 0.05%
Bridgestone Corp. 0.05%
SPS Servicer Advance Receivables Trust, Series 2016-T1, Class AT1, 2.53%, due 11/16/2048 0.05%
Mitsubishi Corp. 0.05%
ASML Holding NV 0.05%
Ingersoll-Rand PLC 0.05%
Sumitomo Mitsui Financial Group, Inc., 2.77%, due 10/18/2022 0.05%
JPMorgan Alternative Loan Trust, Series 2007-A2, Class 12A3, 2.28%, due 06/25/2037 0.05%
Meritage Mortgage Loan Trust, Series 2003-1, Class M2, 4.41%, due 11/25/2033 0.05%
Countrywide Asset-Backed Certificates, Series 2004-BC1, Class M1, 2.84%, due 02/25/2034 0.05%
Merck & Co., Inc. 0.05%
Henkel AG & Co. KGaA, 1.65% 0.05%
Kao Corp. 0.05%
U.S. Residential Opportunity Fund IV Trust, Series 2017-1IV, Class A, 3.35%, due 11/27/2037 0.05%
Fortis, Inc., 3.05%, due 10/04/2026 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2048 0.05%
Federal National Mortgage Association, 3.56%, due 01/01/2021 0.05%
Federal Home Loan Mortgage Corp., 2.62%, due 08/15/2042 0.05%
Swedbank AB, 2.80%, due 03/14/2022 0.05%
HSBC Holdings PLC, 4.04%, due 03/13/2028 0.05%
Federal National Mortgage Association, 3.23%, due 11/01/2020 0.05%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.05%
Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 0.05%
Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.73%, due 09/25/2025 0.05%
Federal National Mortgage Association, 3.35%, due 08/01/2023 0.05%
Federal National Mortgage Association, 3.11%, due 01/01/2022 0.05%
Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 04/15/2038 0.05%
COMM Mortgage Trust, Series 2014-TWC, Class A, 2.89%, due 02/13/2032 0.05%
Schlumberger Holdings Corp., 4.00%, due 12/21/2025 0.05%
Citigroup, Inc., 4.04%, due 06/01/2024 0.05%
U.S. Treasury Note, 2.00%, due 08/15/2025 0.05%
CLUB Credit Trust, Series 2017-P2, Class A, 2.61%, due 01/15/2024 0.05%
Goldman Sachs Group, Inc., 5.00%, due 11/10/2022 0.05%
Standard Chartered PLC 0.05%
Manulife Financial Corp., 4.06%, due 02/24/2032 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., 3.00%, due 01/15/2044 0.05%
Boston Scientific Corp. 0.05%
Mabuchi Motor Co., Ltd. 0.05%
Morgan Stanley, Series MTN, 5.50%, due 07/28/2021 0.05%
Citi Held For Asset Issuance, Series 2016-MF1, Class B, 6.64%, due 08/15/2022 0.05%
Government National Mortgage Association, 2.51%, due 04/20/2064 0.05%
Illumina, Inc. 0.05%
Shire PLC 0.05%
Booking Holdings, Inc. 0.05%
Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 0.05%
CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B, 3.45%, due 04/20/2036 0.05%
Federal National Mortgage Association, 4.54%, due 01/01/2020 0.05%
Nationwide Building Society, 4.30%, due 03/08/2029 0.05%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.05%
Dr. Pepper Snapple Group, Inc., 2.55%, due 09/15/2026 0.05%
Svenska Handelsbanken AB, A Shares 0.05%
Capital One Financial Corp. 0.05%
ACE Securities Corp. Home Equity Loan Trust, Series 2003-HE1, Class M1, 3.06%, due 11/25/2033 0.05%
Drive Auto Receivables Trust, Series 2017-1, Class C, 2.84%, due 04/15/2022 0.05%
Government National Mortgage Association, 2.36%, due 02/20/2063 0.05%
Molson Coors Brewing Co., Class B 0.05%
Specialty Underwriting & Residential Finance Trust, Series 2003-BC4, Class M1, 2.99%, due 11/25/2034 0.05%
Nissan Auto Receivables Owner Trust, Series 2017-C, Class A3, 2.12%, due 04/18/2022 0.05%
Coca-Cola Co. 0.05%
Opteum Mortgage Acceptance Corp. Trust, Series 2006-1, Class 1AC1, 2.39%, due 04/25/2036 0.05%
Government National Mortgage Association, 2.41%, due 07/20/2064 0.05%
Electronic Arts, Inc. 0.05%
Otsuka Holdings Co., Ltd. 0.05%
Reckitt Benckiser Treasury Services PLC, 2.75%, due 06/26/2024 0.05%
Goldman Sachs Group, Inc., Series MTN, 5.37%, due 03/15/2020 0.05%
L3 Technologies, Inc., 4.40%, due 06/15/2028 0.05%
Petroleos Mexicanos, 6.50%, due 03/13/2027 0.04%
Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 0.04%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M2, 4.56%, due 11/25/2033 0.04%
Option One Mortgage Loan Trust, Series 2004-1, Class M2, 3.74%, due 01/25/2034 0.04%
CBS Corp., 3.37%, due 02/15/2028 0.04%
Sodexo SA 0.04%
Marui Group Co., Ltd. 0.04%
Federal Home Loan Mortgage Corp., 3.21%, due 04/25/2028 0.04%
Federal Home Loan Mortgage Corp., 2.62%, due 03/15/2044 0.04%
Danske Bank A/S, 3.87%, due 09/12/2023 0.04%
Reynolds American, Inc., 4.45%, due 06/12/2025 0.04%
Renault SA 0.04%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M1, 3.06%, due 11/25/2033 0.04%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 2.49%, due 03/25/2043 0.04%
Akzo Nobel NV 0.04%
Government National Mortgage Association, 2.60%, due 02/20/2064 0.04%
Government National Mortgage Association, 2.56%, due 03/20/2064 0.04%
NIKE, Inc., Class B 0.04%
Cisco Systems, Inc. 0.04%
Cigna Corp. 0.04%
Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 0.04%
First Investors Auto Owner Trust, Series 2017-3A, Class A2, 2.41%, due 12/15/2022 0.04%
Federal National Mortgage Association, 3.84%, due 09/01/2020 0.04%
Federal National Mortgage Association, 2.87%, due 02/01/2032 0.04%
Securitized Asset-Backed Receivables LLC Trust, Series 2004-OP2, Class M1, 3.06%, due 08/25/2034 0.04%
Copart, Inc. 0.04%
Alstom SA 0.04%
UBS Group Funding Switzerland AG, 3.49%, due 05/23/2023 0.04%
Comcast Corp., 3.40%, due 07/15/2046 0.04%
Global Payments, Inc. 0.04%
DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 0.04%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.04%
Medtronic, Inc., 3.50%, due 03/15/2025 0.04%
VEREIT Operating Partnership, LP, 4.60%, due 02/06/2024 0.04%
Best Buy Co., Inc. 0.04%
Ryanair Holdings PLC, ADR 0.04%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.24%, due 04/25/2027 0.04%
Tokyu Corp. 0.04%
Eli Lilly & Co. 0.04%
BMW US Capital LLC, 3.45%, due 04/12/2023 0.04%
Barclays PLC, 4.33%, due 05/16/2024 0.04%
Royal Bank of Canada, 1.87%, due 02/05/2020 0.04%
Becton Dickinson and Co. 0.04%
PPL Capital Funding, Inc., 3.10%, due 05/15/2026 0.04%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.04%
Occidental Petroleum Corp. 0.04%
Banco Santander SA, 3.84%, due 04/12/2023 0.04%
Eaton Corp. PLC 0.04%
Comerica, Inc. 0.04%
Government National Mortgage Association, 2.38%, due 08/20/2065 0.04%
General Motors Co., 6.60%, due 04/01/2036 0.04%
Oracle Corp., 4.30%, due 07/08/2034 0.04%
Citigroup, Inc., 3.14%, due 01/24/2023 0.04%
RASC Trust, Series 2005-EMX1, Class M1, 2.73%, due 03/25/2035 0.04%
Centene Corp. 0.04%
United Technologies Corp. 0.04%
Intesa Sanpaolo SpA, 3.87%, due 07/14/2027 0.04%
BXMT, Ltd., Series 2017-FL1, Class D, 4.77%, due 06/15/2035 0.04%
Government National Mortgage Association, 2.43%, due 09/20/2065 0.04%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M4, 3.59%, due 09/25/2034 0.04%
Goldman Sachs Group, Inc., 4.22%, due 05/01/2029 0.04%
Verizon Communications, Inc., 4.50%, due 08/10/2033 0.04%
Goodman Group, REIT 0.04%
Worldpay, Inc., Class A 0.04%
Baxter International, Inc. 0.04%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 0.04%
United Overseas Bank, Ltd. 0.04%
Enbridge, Inc., 6.25%, due 03/01/2078 0.04%
Home Equity Mortgage Loan Asset-Backed Trust, Series 2006-B, Class 2A3, 2.28%, due 06/25/2036 0.04%
Alternative Loan Trust, Series 2006-41CB, Class 2A13, 5.75%, due 01/25/2037 0.04%
VOLT LVI LLC, Series 2017-NPL3, Class A1, 3.50%, due 03/25/2047 0.04%
Tokio Marine Holdings, Inc. 0.04%
QUALCOMM, Inc., 2.90%, due 05/20/2024 0.04%
CHL Mortgage Pass-Through Trust, Series 2007-2, Class A16, 6.00%, due 03/25/2037 0.04%
CSMC OA LLC, Series 2014-USA, Class D, 4.37%, due 09/15/2037 0.04%
Federal National Mortgage Association, 3.50%, due 09/01/2042 0.04%
Government National Mortgage Association, 5.50%, due 07/20/2037 0.04%
CK Hutchison Holdings, Ltd. 0.04%
Federal National Mortgage Association, 4.50%, due 12/01/2019 0.04%
Skandinaviska Enskilda Banken AB, 2.45%, due 05/27/2020 0.04%
Oportun Funding III LLC, Series 2016-B, Class A, 3.69%, due 07/08/2021 0.04%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.04%
Federal Home Loan Mortgage Corp. REMIC, 3.00%, due 08/15/2038 0.04%
Impac CMB Trust, Series 2004-10, Class 3A1, 2.79%, due 03/25/2035 0.04%
Duke Energy Florida LLC, 3.80%, due 07/15/2028 0.04%
Target Corp. 0.04%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M3, 5.09%, due 11/25/2033 0.04%
LafargeHolcim, Ltd. 0.04%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.04%
NiSource, Inc., 3.49%, due 05/15/2027 0.04%
Intuitive Surgical, Inc. 0.04%
Government National Mortgage Association, 4.60%, due 10/20/2041 0.04%
Twenty-First Century Fox, Inc., Class A 0.04%
Deutsche Boerse AG 0.04%
CPS Auto Receivables Trust, Series 2016-C, Class C, 3.27%, due 06/15/2022 0.04%
General Dynamics Corp. 0.04%
Chase Funding Trust, Series 2003-5, Class 2A2, 2.69%, due 07/25/2033 0.04%
Government National Mortgage Association, 2.25%, due 12/20/2062 0.04%
Panasonic Corp. 0.04%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 11/15/2023 0.04%
Yamato Holdings Co., Ltd. 0.04%
Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 0.04%
Bank of America Corp., 3.41%, due 12/20/2028 0.04%
GoDaddy, Inc., Class A 0.04%
WellCare Health Plans, Inc. 0.04%
American Airlines Pass-Through Trust, 3.65%, due 02/15/2029 0.04%
DT Auto Owner Trust, Series 2017-2A, Class C, 3.03%, due 01/17/2023 0.04%
Becton Dickinson and Co., 3.36%, due 06/06/2024 0.04%
Macquarie Group, Ltd., 3.76%, due 11/28/2028 0.04%
Northrop Grumman Corp. 0.04%
Intel Corp., 2.60%, due 05/19/2026 0.04%
Lincoln National Corp., 3.80%, due 03/01/2028 0.04%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 04/01/2038 0.04%
Ventas Realty, LP, 3.85%, due 04/01/2027 0.04%
Federal Home Loan Mortgage Corp., Series K070, Class A2, 3.30%, due 11/25/2027 0.04%
Fidelity National Information Services, Inc. 0.04%
American Express Co., 3.40%, due 02/27/2023 0.04%
Lam Research Corp. 0.04%
Old Dominion Freight Line, Inc. 0.04%
Siemens AG 0.04%
ITV PLC 0.04%
VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 0.04%
Enable Midstream Partners, LP, 4.95%, due 05/15/2028 0.04%
Deutsche Telekom AG 0.04%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 9A, 3.70%, due 09/25/2034 0.04%
TransCanada PipeLines, Ltd., 4.25%, due 05/15/2028 0.04%
Goodman US Finance Three LLC, 3.70%, due 03/15/2028 0.04%
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ, 5.45%, due 09/15/2039 0.04%
Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 0.04%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.83%, due 09/25/2022 0.04%
Ocwen Master Advance Receivables Trust, Series 2016-T1, Class DT1, 4.24%, due 08/17/2048 0.04%
BNZ International Funding, Ltd., 2.65%, due 11/03/2022 0.04%
Walmart, Inc., 3.95%, due 06/28/2038 0.04%
Burberry Group PLC 0.04%
Brenntag AG 0.04%
Oshkosh Corp. 0.04%
West Japan Railway Co. 0.04%
Federal Home Loan Mortgage Corp. REMIC, 4.50%, due 06/15/2025 0.04%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.04%
Federal National Mortgage Association, 4.50%, due 05/01/2039 0.04%
Unilever NV, CVA 0.04%
Bank of America Corp., Series MTN, 3.30%, due 01/11/2023 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 02/15/2048 0.04%
Nippon Telegraph & Telephone Corp. 0.04%
OneMain Financial Issuance Trust, Series 2016-1A, Class A, 3.66%, due 02/20/2029 0.04%
HSBC Holdings PLC, 3.95%, due 05/18/2024 0.04%
COMM Mortgage Trust, Series 2013-300P, Class A1, 4.35%, due 08/10/2030 0.04%
Pacific Gas & Electric Co., 3.50%, due 06/15/2025 0.04%
Swiss Re AG 0.04%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2024 0.04%
U.S. Treasury Bond, 3.12%, due 02/15/2043 0.04%
Abbott Laboratories 0.04%
Prosper Marketplace Issuance Trust, Series 2017-3A, Class A, 2.36%, due 11/15/2023 0.04%
Vodafone Group PLC, 5.00%, due 05/30/2038 0.04%
Wachovia Bank Commercial Mortgage Trust, Series 2007-C34, Class B, 6.38%, due 05/15/2046 0.04%
U.S. Treasury Note, 2.25%, due 02/15/2027 0.04%
Government National Mortgage Association, 4.00%, due 09/16/2025 0.04%
Assicurazioni Generali SpA 0.04%
Cie Financiere Richemont SA 0.04%
Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 0.04%
Walmart, Inc. 0.04%
Federal National Mortgage Association, 3.19%, due 02/25/2030 0.04%
T&D Holdings, Inc. 0.04%
SunTrust Bank, 3.30%, due 05/15/2026 0.04%
Eastman Chemical Co. 0.04%
Amazon.com, Inc., 3.15%, due 08/22/2027 0.04%
Government National Mortgage Association, 4.75%, due 11/20/2042 0.04%
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4, 3.33%, due 01/25/2036 0.04%
ServiceNow, Inc. 0.04%
U.S. Treasury Note, 2.62%, due 11/15/2020 0.04%
COMM Mortgage Trust, Series 2014-TWC, Class B, 3.64%, due 02/13/2032 0.04%
TPG Real Estate Finance Issuer, Ltd., Series 2018-FL1, Class B, 3.37%, due 02/15/2035 0.04%
AbbVie, Inc., 4.50%, due 05/14/2035 0.04%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.04%
Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 0.04%
New Residential Advanced Receivables Trust, Series 2016-T2, Class AT2, 2.57%, due 10/15/2049 0.04%
HSBC Holdings PLC, 4.58%, due 06/19/2029 0.04%
DBS Group Holdings, Ltd. 0.04%
Urban Outfitters, Inc. 0.04%
ABN AMRO Bank NV, 2.45%, due 06/04/2020 0.04%
AmeriCredit Automobile Receivables Trust, Series 2016-4, Class B, 1.83%, due 12/08/2021 0.04%
Enterprise Products Operating LLC, 6.87%, due 03/01/2033 0.04%
Macquarie Group, Ltd., 3.18%, due 11/28/2023 0.04%
Bristol-Myers Squibb Co. 0.04%
Aviva PLC 0.04%
Ocwen Master Advance Receivables Trust, Series 2016-T1, Class CT1, 3.60%, due 08/17/2048 0.04%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.04%
Japan Tobacco, Inc. 0.04%
U.S. Treasury Note, 2.12%, due 06/30/2022 0.04%
Capgemini SE 0.04%
Federal National Mortgage Association, 2.00%, due 12/01/2020 0.04%
Public Service Enterprise Group, Inc. 0.04%
Federal National Mortgage Association, 2.53%, due 10/01/2022 0.03%
Morgan Stanley, Series MTN, 7.30%, due 05/13/2019 0.03%
Medtronic PLC 0.03%
HCP, Inc., 3.87%, due 08/15/2024 0.03%
Ford Motor Co. 0.03%
Federal National Mortgage Association, 3.20%, due 06/01/2030 0.03%
United Technologies Corp., 3.75%, due 11/01/2046 0.03%
Barclays PLC, 4.37%, due 01/12/2026 0.03%
NGK Spark Plug Co., Ltd. 0.03%
Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE6, Class M2, 3.96%, due 08/25/2034 0.03%
OneMain Financial Issuance Trust, Series 2015-1A, Class A, 3.19%, due 03/18/2026 0.03%
Gilead Sciences, Inc., 3.70%, due 04/01/2024 0.03%
Toray Industries, Inc. 0.03%
Morgan Stanley, Series MTN, 5.62%, due 09/23/2019 0.03%
Sinopec Capital 2013, Ltd., 3.12%, due 04/24/2023 0.03%
Springleaf Funding Trust, Series 2015-AA, Class A, 3.16%, due 11/15/2024 0.03%
Federal National Mortgage Association, 3.63%, due 10/01/2029 0.03%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE1, Class M1, 3.12%, due 01/15/2034 0.03%
Vodafone Group PLC, 4.12%, due 05/30/2025 0.03%
U.S. Treasury Note, 1.75%, due 09/30/2022 0.03%
Federal National Mortgage Association, 6.00%, due 12/01/2032 0.03%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 0.03%
UBS Group AG 0.03%
Nokia OYJ 0.03%
Federal National Mortgage Association, 3.13%, due 06/01/2030 0.03%
Impac CMB Trust, Series 2005-4, Class 2B1, 4.56%, due 05/25/2035 0.03%
Option One Mortgage Acceptance Corp. Asset-Backed Certificates, Series 2003-6, Class A2, 2.75%, due 11/25/2033 0.03%
FREMF Mortgage Trust, Series 2016-K59, Class B, 3.69%, due 11/25/2049 0.03%
Government National Mortgage Association, 2.91%, due 12/20/2066 0.03%
PBF Energy, Inc., Class A 0.03%
3i Group PLC 0.03%
Dollar Tree, Inc. 0.03%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR9, Class 3A1, 4.24%, due 06/25/2034 0.03%
InterContinental Hotels Group PLC 0.03%
AutoZone, Inc. 0.03%
Daicel Corp. 0.03%
Citigroup, Inc., 4.75%, due 05/18/2046 0.03%
Burlington Northern Santa Fe LLC, 3.00%, due 04/01/2025 0.03%
United Airlines Pass-Through Trust, 3.50%, due 09/01/2031 0.03%
BPCE SA, 3.25%, due 01/11/2028 0.03%
Wesfarmers, Ltd. 0.03%
Exelon Corp. 0.03%
New Century Home Equity Loan Trust, Series 2004-2, Class M3, 3.09%, due 08/25/2034 0.03%
Southern California Edison Co., 4.12%, due 03/01/2048 0.03%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5, 3.62%, due 09/25/2033 0.03%
Federal National Mortgage Association, 4.48%, due 02/01/2021 0.03%
Northrop Grumman Corp., 3.25%, due 01/15/2028 0.03%
Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 0.03%
Federal National Mortgage Association, 4.13%, due 08/01/2021 0.03%
Goldman Sachs Group, Inc., 3.27%, due 09/29/2025 0.03%
Santander UK Group Holdings PLC, 3.82%, due 11/03/2028 0.03%
Federal National Mortgage Association, 3.87%, due 08/01/2021 0.03%
Sunoco Logistics Partners Operations, LP, 5.35%, due 05/15/2045 0.03%
Japan Airlines Co., Ltd. 0.03%
Australia & New Zealand Banking Group, Ltd., 6.75%, due 06/15/2026 0.03%
BOC Hong Kong Holdings, Ltd. 0.03%
Santander UK Group Holdings PLC, 3.37%, due 01/05/2024 0.03%
Deutsche Telekom International Finance BV, 4.37%, due 06/21/2028 0.03%
Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-W9, Class M3B, 4.69%, due 01/25/2034 0.03%
Exeter Automobile Receivables Trust, Series 2016-1A, Class C, 5.52%, due 10/15/2021 0.03%
FREMF Mortgage Trust, Series 2014-K40, Class C, 4.20%, due 11/25/2047 0.03%
ITC Holdings Corp., 3.35%, due 11/15/2027 0.03%
Apple, Inc., 3.20%, due 05/11/2027 0.03%
Zimmer Biomet Holdings, Inc. 0.03%
BlackRock, Inc. 0.03%
Anthem, Inc., 3.65%, due 12/01/2027 0.03%
Lendmark Funding Trust, Series 2017-1A, Class A, 2.83%, due 12/22/2025 0.03%
Barclays PLC, 4.33%, due 01/10/2028 0.03%
Apple, Inc., 3.00%, due 02/09/2024 0.03%
Microsoft Corp., 2.87%, due 02/06/2024 0.03%
Public Storage, REIT 0.03%
Indiana Michigan Power Co., 3.85%, due 05/15/2028 0.03%
Federal National Mortgage Association, 2.87%, due 11/25/2022 0.03%
Federal National Mortgage Association, 2.52%, due 10/01/2022 0.03%
Canadian Pacific Railway Co., 2.90%, due 02/01/2025 0.03%
Barclays PLC, 3.68%, due 01/10/2023 0.03%
Securitized Asset-Backed Receivables LLC Trust, Series 2004-NC1, Class M2, 3.81%, due 02/25/2034 0.03%
Brighthouse Financial, Inc., 3.70%, due 06/22/2027 0.03%
American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 0.03%
Harris Corp., 3.83%, due 04/27/2025 0.03%
Ford Motor Co., 4.75%, due 01/15/2043 0.03%
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 0.03%
Ingredion, Inc. 0.03%
Infineon Technologies AG 0.03%
American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2045 0.03%
AT&T, Inc., 4.75%, due 05/15/2046 0.03%
Abbott Laboratories, 3.75%, due 11/30/2026 0.03%
MetLife, Inc. 0.03%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.75%, due 02/25/2034 0.03%
Federal National Mortgage Association, 2.75%, due 03/01/2022 0.03%
ConocoPhillips 0.03%
FREMF Mortgage Trust, Series 2016-K722, Class B, 3.96%, due 07/25/2049 0.03%
Federal National Mortgage Association, Zero Coupon, due 10/09/2019 0.03%
Central Japan Railway Co. 0.03%
Federal National Mortgage Association, 2.47%, due 09/01/2022 0.03%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 3.36%, due 03/20/2023 0.03%
Fifth Third Bank, 3.85%, due 03/15/2026 0.03%
Outokumpu OYJ 0.03%
American Airlines Pass-Through Trust, 4.95%, due 07/15/2024 0.03%
Deutsche Post AG 0.03%
Molina Healthcare, Inc. 0.03%
Apple, Inc., 3.45%, due 02/09/2045 0.03%
Federal National Mortgage Association, 1.47%, due 12/01/2019 0.03%
Lincoln National Corp. 0.03%
Federal National Mortgage Association, 4.30%, due 04/01/2021 0.03%
Mosaic Co., 4.05%, due 11/15/2027 0.03%
Comcast Corp., 4.25%, due 01/15/2033 0.03%
Citigroup, Inc., 3.66%, due 07/24/2028 0.03%
Verizon Communications, Inc., 4.81%, due 03/15/2039 0.03%
CRH PLC 0.03%
Novo Nordisk A/S, Class B 0.03%
Cavium, Inc. 0.03%
Verizon Communications, Inc., 4.12%, due 08/15/2046 0.03%
Federal Home Loan Mortgage Corp. REMIC, 2.52%, due 05/15/2039 0.03%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.03%
U.S. Treasury Bond, 4.25%, due 05/15/2039 0.03%
ArcelorMittal 0.03%
Fortinet, Inc. 0.03%
Jazz Pharmaceuticals PLC 0.03%
Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 0.03%
BAT Capital Corp., 4.39%, due 08/15/2037 0.03%
Enel Finance International NV, 3.50%, due 04/06/2028 0.03%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.12%, due 01/15/2025 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 0.03%
PVH Corp. 0.03%
Biogen, Inc. 0.03%
Diamondback Energy, Inc. 0.03%
Credit Suisse Group AG 0.03%
Sumitomo Electric Industries, Ltd. 0.03%
Synchrony Financial, 3.95%, due 12/01/2027 0.03%
International Lease Finance Corp., 8.62%, due 01/15/2022 0.03%
Daimler Finance North America LLC, 3.35%, due 02/22/2023 0.03%
Post Holdings, Inc. 0.03%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.03%
General Motors Co., 5.00%, due 04/01/2035 0.03%
O'Reilly Automotive, Inc. 0.03%
Halliburton Co., 4.85%, due 11/15/2035 0.03%
AvalonBay Communities, Inc., REIT 0.03%
Bank of America Corp., Series MTN, 2.15%, due 11/09/2020 0.03%
American Eagle Outfitters, Inc. 0.03%
Bankia SA 0.03%
Banco Santander SA 0.03%
Federal National Mortgage Association, 4.04%, due 10/01/2020 0.03%
Walgreens Boots Alliance, Inc. 0.03%
FirstKey Lending Trust, Series 2015-SFR1, Class A, 2.55%, due 03/09/2047 0.03%
Time Warner Entertainment Co., LP, 8.37%, due 07/15/2033 0.03%
BP Capital Markets PLC, 3.01%, due 01/16/2027 0.03%
adidas AG 0.03%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 0.03%
Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes, Series 2018-HQA1, Class M1, 2.79%, due 09/25/2030 0.03%
Procter & Gamble Co. 0.03%
Federal Home Loan Mortgage Corp., 4.00%, due 12/01/2040 0.03%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 0.03%
Intuit, Inc. 0.03%
VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 0.03%
Goldman Sachs Group, Inc., 2.35%, due 11/15/2021 0.03%
Discover Bank, 3.45%, due 07/27/2026 0.03%
CPS Auto Receivables Trust, Series 2016-A, Class B, 3.34%, due 05/15/2020 0.03%
CVS Health Corp., 4.78%, due 03/25/2038 0.03%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.03%
Drive Auto Receivables Trust, Series 2015-BA, Class D, 3.84%, due 07/15/2021 0.03%
Apple, Inc., 3.35%, due 02/09/2027 0.03%
Amazon.com, Inc., 3.87%, due 08/22/2037 0.03%
Travelers Cos., Inc. 0.03%
Dollar General Corp. 0.03%
U.S. Treasury Note, 2.75%, due 11/15/2023 0.03%
Lloyds Banking Group PLC 0.03%
Eversource Energy, 3.30%, due 01/15/2028 0.03%
Columbia Pipeline Group, Inc., 4.50%, due 06/01/2025 0.03%
Private Export Funding Corp., 2.80%, due 05/15/2022 0.03%
Gartner, Inc. 0.03%
Wells Fargo & Co., Series MTN, 3.50%, due 03/08/2022 0.03%
Kinder Morgan, Inc., 4.30%, due 03/01/2028 0.03%
American Tower Corp., REIT 0.03%
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 2.71%, due 10/25/2028 0.03%
Nomura Research Institute, Ltd. 0.03%
Welltower, Inc., 4.00%, due 06/01/2025 0.03%
Federal Home Loan Mortgage Corp., 0.42%, due 07/25/2023 0.03%
Chase Mortgage Finance Trust, Series 2007-A1, Class 8A1, 3.71%, due 02/25/2037 0.03%
Wells Fargo Commercial Mortgage Trust, Series 2013-120B, Class A, 2.79%, due 03/18/2028 0.03%
Dexus, REIT 0.03%
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.75%, due 02/15/2028 0.03%
Freeport-McMoRan, Inc. 0.03%
Federal Home Loan Mortgage Corp. REMIC, 2.47%, due 04/15/2039 0.03%
Apple, Inc., 3.75%, due 09/12/2047 0.03%
National Rural Utilities Cooperative Finance Corp., 2.70%, due 02/15/2023 0.03%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.03%
Bank of Nova Scotia, 1.85%, due 04/14/2020 0.03%
Australia & New Zealand Banking Group, Ltd., 4.40%, due 05/19/2026 0.03%
EDP Finance BV, 5.25%, due 01/14/2021 0.03%
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-10, Class M2, 4.64%, due 12/25/2033 0.03%
Shell International Finance BV, 3.75%, due 09/12/2046 0.03%
Federal National Mortgage Association, 4.02%, due 11/01/2028 0.03%
HSBC Holdings PLC, 2.65%, due 01/05/2022 0.03%
Goldman Sachs Group, Inc., 3.81%, due 04/23/2029 0.03%
Rockwell Collins, Inc., 3.50%, due 03/15/2027 0.03%
Lundin Petroleum AB 0.03%
Goldman Sachs Group, Inc., 3.75%, due 05/22/2025 0.03%
Morgan Stanley, 3.62%, due 01/20/2027 0.03%
Federal Home Loan Mortgage Corp. REMIC, 5.85%, due 09/15/2035 0.03%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.70%, due 09/25/2022 0.03%
Credit Agricole SA, 3.75%, due 04/24/2023 0.03%
Federal National Mortgage Association, 2.39%, due 06/01/2025 0.03%
Federal National Mortgage Association, 2.53%, due 10/01/2022 0.03%
Western Gas Partners, LP, 3.95%, due 06/01/2025 0.03%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M2, 3.02%, due 07/25/2034 0.03%
EPR Properties, 4.95%, due 04/15/2028 0.03%
AT&T, Inc., 4.30%, due 12/15/2042 0.03%
KeyBank NA, Series MTN, 3.40%, due 05/20/2026 0.03%
Cenovus Energy, Inc., 4.25%, due 04/15/2027 0.03%
U.S. Treasury Bond, 2.75%, due 11/15/2042 0.03%
Anheuser-Busch InBev Finance, Inc., 3.30%, due 02/01/2023 0.03%
Hartford Financial Services Group, Inc. 0.03%
Oracle Corp., 2.95%, due 05/15/2025 0.03%
Oracle Corp., 4.00%, due 11/15/2047 0.03%
Xcel Energy, Inc. 0.03%
Walt Disney Co., 3.00%, due 02/13/2026 0.03%
Intercontinental Exchange, Inc. 0.03%
Bank of Montreal, Series MTN, 2.35%, due 09/11/2022 0.03%
Argent Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2003-W9, Class M2, 4.67%, due 01/25/2034 0.03%
CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3, 3.52%, due 11/20/2034 0.03%
Hewlett Packard Enterprise Co. 0.03%
Duke Energy Indiana LLC, 3.75%, due 05/15/2046 0.03%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.03%
Air Lease Corp., 3.25%, due 03/01/2025 0.03%
Macquarie Group, Ltd., 6.00%, due 01/14/2020 0.03%
Prudential Insurance Co. of America, 8.30%, due 07/01/2025 0.03%
LSTAR Securities Investment, Ltd., Series 2017-7, Class A, 0.03%, due 10/01/2022 0.03%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.03%
Prudential Financial, Inc., 3.90%, due 12/07/2047 0.03%
Countrywide Partnership Trust, Series 2004-EC1, Class M2, 3.03%, due 01/25/2035 0.03%
Warner Media LLC, 3.55%, due 06/01/2024 0.03%
New Residential Advanced Receivables Trust, Series 2016-T2, Class CT2, 3.51%, due 10/15/2049 0.03%
Morgan Stanley Capital I Trust, Series 2006-HQ10, Class AJ, 5.38%, due 11/12/2041 0.03%
Vale Overseas, Ltd., 6.87%, due 11/21/2036 0.03%
Corning, Inc. 0.03%
NovaStar Mortgage Funding Trust, Series 2003-3, Class M1, 3.08%, due 12/25/2033 0.03%
Masco Corp. 0.03%
Federal National Mortgage Association, 4.33%, due 04/01/2021 0.03%
CK Asset Holdings, Ltd. 0.03%
Estee Lauder Cos., Inc., Class A 0.03%
Warner Media LLC, 2.95%, due 07/15/2026 0.03%
Select Income REIT, REIT, 3.60%, due 02/01/2020 0.03%
Harris Corp., 4.40%, due 06/15/2028 0.03%
Magellan Health, Inc., 4.40%, due 09/22/2024 0.03%
Government National Mortgage Association, 1.65%, due 01/20/2063 0.03%
Vodafone Group PLC, 5.25%, due 05/30/2048 0.03%
Electricite de France SA, 6.00%, due 01/22/2114 0.03%
AEP Texas, Inc., 3.95%, due 06/01/2028 0.03%
Southern California Edison Co., 3.40%, due 06/01/2023 0.03%
Federal Home Loan Mortgage Corp., 2.62%, due 07/15/2042 0.03%
Federal Home Loan Mortgage Corp., 6.50%, due 01/01/2035 0.03%
Comcast Corp., 4.20%, due 08/15/2034 0.03%
Deutsche Bank AG, 3.95%, due 02/27/2023 0.03%
Capital One NA, 2.65%, due 08/08/2022 0.03%
AbbVie, Inc., 3.20%, due 05/14/2026 0.03%
Teradyne, Inc. 0.03%
McCormick & Co., Inc., 3.15%, due 08/15/2024 0.03%
VOLT LXI LLC, Series 2017-NPL8, Class A1, 3.12%, due 06/25/2047 0.03%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class A, 2.56%, due 10/15/2025 0.03%
Williams Partners, LP, 4.00%, due 09/15/2025 0.03%
Viacom, Inc., 6.87%, due 04/30/2036 0.03%
Phillips 66, 3.90%, due 03/15/2028 0.03%
Chr Hansen Holding A/S 0.03%
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7B, 4.23%, due 11/21/2034 0.03%
United Airlines Pass-Through Trust, 3.45%, due 01/07/2030 0.03%
Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR6, Class 7A1, 3.65%, due 03/25/2036 0.03%
General Motors Co. 0.03%
CSL, Ltd. 0.03%
Enterprise Products Operating LLC, 4.85%, due 03/15/2044 0.03%
Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 0.03%
Nasdaq, Inc. 0.03%
Bank of America Corp., 6.30%, due 03/10/2026 0.03%
Discover Bank, 4.20%, due 08/08/2023 0.03%
General Motors Financial Co., Inc., 3.95%, due 04/13/2024 0.03%
Oportun Funding VI LLC, Series 2017-A, Class A, 3.23%, due 06/08/2023 0.03%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 05/15/2021 0.03%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.03%
Microchip Technology, Inc. 0.03%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.62%, due 01/15/2024 0.03%
Equity Residential, REIT 0.03%
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-M, Class A1, 3.73%, due 12/25/2033 0.03%
Suncor Energy, Inc., 5.95%, due 12/01/2034 0.03%
Alternative Loan Trust, Series 2004-27CB, Class A1, 6.00%, due 12/25/2034 0.03%
Arconic, Inc., 5.90%, due 02/01/2027 0.02%
Thermo Fisher Scientific, Inc. 0.02%
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC6, Class A4, 2.26%, due 01/25/2037 0.02%
SunTrust Banks, Inc. 0.02%
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.02%
Wells Fargo & Co., Series MTN, 4.75%, due 12/07/2046 0.02%
Morgan Stanley, 5.00%, due 11/24/2025 0.02%
ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE3, Class M1, 3.89%, due 10/25/2032 0.02%
Fastenal Co. 0.02%
Bank of America Corp., Series MTN, 3.12%, due 01/20/2023 0.02%
Sumitomo Mitsui Trust Bank, Ltd., 2.05%, due 10/18/2019 0.02%
Amazon.com, Inc., 4.25%, due 08/22/2057 0.02%
Amphenol Corp., Class A 0.02%
Asahi Group Holdings, Ltd. 0.02%
Nationwide Mutual Insurance Co., 8.25%, due 12/01/2031 0.02%
CSX Corp., 3.25%, due 06/01/2027 0.02%
China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 0.02%
Intesa Sanpaolo SpA, 3.87%, due 01/12/2028 0.02%
Acadia Healthcare Co., Inc. 0.02%
Morgan Stanley, 2.65%, due 01/27/2020 0.02%
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M5, 3.99%, due 08/25/2034 0.02%
Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 0.02%
First American Financial Corp. 0.02%
Gilead Sciences, Inc., 4.00%, due 09/01/2036 0.02%
Tyson Foods, Inc., 3.95%, due 08/15/2024 0.02%
British Airways Pass-Through Trust, 4.12%, due 03/20/2033 0.02%
Lowe's Cos., Inc. 0.02%
Government National Mortgage Association, 2.32%, due 03/20/2063 0.02%
Bank of Montreal, 3.80%, due 12/15/2032 0.02%
Shell International Finance BV, 3.25%, due 05/11/2025 0.02%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.02%
Splunk, Inc. 0.02%
Tencent Holdings, Ltd., 3.59%, due 01/19/2028 0.02%
Allergan PLC 0.02%
U.S. Treasury Note, 1.50%, due 06/15/2020 0.02%
Sony Corp. 0.02%
Celgene Corp., 4.35%, due 11/15/2047 0.02%
LKQ Corp. 0.02%
Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR17, Class 1A1A, 2.27%, due 12/25/2046 0.02%
Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 0.02%
Government National Mortgage Association, 2.38%, due 03/20/2063 0.02%
Voya Financial, Inc., 3.12%, due 07/15/2024 0.02%
Phillips 66, 4.87%, due 11/15/2044 0.02%
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR26, Class 2A1, 3.68%, due 11/25/2033 0.02%
Bank of America Corp., 2.88%, due 04/24/2023 0.02%
Jackson National Life Global Funding, 3.87%, due 06/11/2025 0.02%
American Tower Corp., 3.60%, due 01/15/2028 0.02%
PSEG Power LLC, 3.85%, due 06/01/2023 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 0.02%
Sysco Corp., 3.25%, due 07/15/2027 0.02%
Allergan Funding SCS, 4.55%, due 03/15/2035 0.02%
Spotify Technology SA 0.02%
Federal Home Loan Banks, 5.50%, due 07/15/2036 0.02%
Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 0.02%
Siemens Financieringsmaatschappij NV, 2.00%, due 09/15/2023 0.02%
Energy Transfer Partners, LP, 6.05%, due 06/01/2041 0.02%
Amgen, Inc., 4.40%, due 05/01/2045 0.02%
Cenovus Energy, Inc., 6.75%, due 11/15/2039 0.02%
Jersey Central Power & Light Co., 4.30%, due 01/15/2026 0.02%
Alternative Loan Trust, Series 2004-28CB, Class 3A1, 6.00%, due 01/25/2035 0.02%
VOLT LX LLC, Series 2017-NPL7, Class A1, 3.25%, due 06/25/2047 0.02%
Progress Residential Trust, Series 2015-SFR2, Class B, 3.13%, due 06/12/2032 0.02%
Amazon.com, Inc., 2.80%, due 08/22/2024 0.02%
Sequoia Mortgage Trust, Series 2007-3, Class 1A1, 2.28%, due 07/20/2036 0.02%
Kohl's Corp. 0.02%
Allstate Corp. 0.02%
Snap-on, Inc. 0.02%
Altria Group, Inc., 3.87%, due 09/16/2046 0.02%
United Rentals, Inc. 0.02%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 0.02%
Vistra Energy Corp. 0.02%
Herbalife Nutrition, Ltd. 0.02%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.32%, due 05/25/2027 0.02%
Arista Networks, Inc. 0.02%
Vivendi SA 0.02%
Bank of New York Mellon Corp. 0.02%
Eaton Corp., 3.10%, due 09/15/2027 0.02%
Golden Bear LLC, Series 2016-R, Class R, 5.65%, due 09/20/2047 0.02%
Boston Properties, LP, 3.65%, due 02/01/2026 0.02%
Apple, Inc., 2.15%, due 02/09/2022 0.02%
CIG Auto Receivables Trust, Series 2017-1A, Class A, 2.71%, due 05/15/2023 0.02%
Erste Group Bank AG 0.02%
Cummins, Inc. 0.02%
Cargotec OYJ, B Shares 0.02%
DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2043 0.02%
VOLT LVII LLC, Series 2017-NPL4, Class A1, 3.37%, due 04/25/2047 0.02%
Campbell Soup Co., 4.15%, due 03/15/2028 0.02%
AmerisourceBergen Corp. 0.02%
American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 0.02%
OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A, 3.50%, due 04/18/2022 0.02%
Government National Mortgage Association, 2.43%, due 10/20/2062 0.02%
Alcoa Corp. 0.02%
American Airlines Pass-Through Trust, 3.70%, due 04/15/2027 0.02%
Eagle Materials, Inc. 0.02%
Kroger Co., 3.87%, due 10/15/2046 0.02%
DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 0.02%
VeriSign, Inc. 0.02%
Marlette Funding Trust, Series 2017-1A, Class A, 2.82%, due 03/15/2024 0.02%
Otsuka Corp. 0.02%
Teva Pharmaceutical Finance Netherlands III BV, 2.80%, due 07/21/2023 0.02%
Federal National Mortgage Association, 4.25%, due 04/01/2021 0.02%
Federal National Mortgage Association, 2.92%, due 08/25/2021 0.02%
CarNow Auto Receivables Trust, Series 2017-1A, Class A, 2.92%, due 09/15/2022 0.02%
Morgan Stanley Capital I Trust, Series 2006-HQ8, Class D, 5.78%, due 03/12/2044 0.02%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.02%
General Motors Co., 5.20%, due 04/01/2045 0.02%
Archer-Daniels-Midland Co. 0.02%
NetApp, Inc. 0.02%
Soundview Home Loan Trust, Series 2006-OPT3, Class 2A3, 2.26%, due 06/25/2036 0.02%
Southern Co. Gas Capital Corp., 3.25%, due 06/15/2026 0.02%
BASF SE 0.02%
Telefonica SA 0.02%
VMware, Inc., 2.95%, due 08/21/2022 0.02%
MSCI, Inc. 0.02%
HollyFrontier Corp. 0.02%
Morgan Stanley, 3.97%, due 07/22/2038 0.02%
Government National Mortgage Association, Interest Only STRIPS, 2.15%, due 06/20/2067 0.02%
Societe Generale SA, 7.37%, due 09/13/2021 0.02%
DXC Technology Co. 0.02%
Government National Mortgage Association, 3.00%, due 09/20/2047 0.02%
Metropolitan Life Global Funding I, 3.87%, due 04/11/2022 0.02%
Southwestern Public Service Co., 3.70%, due 08/15/2047 0.02%
Oportun Funding VII LLC, Series 2017-B, Class A, 3.22%, due 10/10/2023 0.02%
Pacific Gas & Electric Co., 2.95%, due 03/01/2026 0.02%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class A3, 3.66%, due 02/15/2047 0.02%
Government National Mortgage Association, 5.23%, due 07/20/2060 0.02%
Entergy Louisiana LLC, 2.40%, due 10/01/2026 0.02%
ING Bank NV, 5.80%, due 09/25/2023 0.02%
DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 0.02%
UGI Corp. 0.02%
Federal National Mortgage Association, 5.50%, due 09/01/2031 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 0.02%
Aetna, Inc., 3.87%, due 08/15/2047 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.02%
Lloyds Banking Group PLC, 3.75%, due 01/11/2027 0.02%
WW Grainger, Inc., 4.60%, due 06/15/2045 0.02%
Impac CMB Trust, Series 2004-4, Class 1A2, 2.71%, due 09/25/2034 0.02%
Westpac Banking Corp., 2.00%, due 03/03/2020 0.02%
Tennessee Valley Authority, 4.25%, due 09/15/2065 0.02%
Fifth Third Bank, 2.37%, due 04/25/2019 0.02%
ABN AMRO Bank NV, 4.75%, due 07/28/2025 0.02%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.02%
Total Capital International SA, 2.75%, due 06/19/2021 0.02%
U.S. Treasury Bill, 2.10%, due 11/15/2018 0.02%
Capital One NA, 2.40%, due 09/05/2019 0.02%
Mitsubishi UFJ Trust & Banking Corp., 2.45%, due 10/16/2019 0.02%
Drive Auto Receivables Trust, Series 2015-AA, Class D, 4.12%, due 07/15/2022 0.02%
Aames Mortgage Investment Trust, Series 2005-3, Class M1, 2.88%, due 08/25/2035 0.02%
Berkshire Hathaway Energy Co., 3.75%, due 11/15/2023 0.02%
Exelon Corp., 3.49%, due 06/01/2022 0.02%
Vodafone Group PLC, 4.37%, due 05/30/2028 0.02%
Vornado Realty Trust, REIT 0.02%
PulteGroup, Inc. 0.02%
Kraft Heinz Foods Co., 5.00%, due 07/15/2035 0.02%
Yum! Brands, Inc. 0.02%
RAIT Trust, Series 2015-FL5, Class B, 5.94%, due 01/15/2031 0.02%
Parker-Hannifin Corp. 0.02%
Citigroup, Inc., 2.90%, due 12/08/2021 0.02%
Government National Mortgage Association, 6.00%, due 02/15/2024 0.02%
BNP Paribas SA, 3.80%, due 01/10/2024 0.02%
Robert Half International, Inc. 0.02%
KDDI Corp. 0.02%
Chevron Corp., 2.95%, due 05/16/2026 0.02%
Taylor Wimpey PLC 0.02%
Air Canada Pass-Through Trust, 3.60%, due 09/15/2028 0.02%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.02%
Steel Dynamics, Inc. 0.02%
American Credit Acceptance Receivables Trust, Series 2016-3, Class C, 4.26%, due 08/12/2022 0.02%
Michael Kors Holdings, Ltd. 0.02%
Heineken NV 0.02%
Drive Auto Receivables Trust, Series 2015-DA, Class D, 4.59%, due 01/17/2023 0.02%
Warner Media LLC, 3.60%, due 07/15/2025 0.02%
Wells Fargo & Co., Series MTN, 3.30%, due 09/09/2024 0.02%
Jackson National Life Global Funding, 3.30%, due 06/11/2021 0.02%
Allegion PLC 0.02%
HSBC Holdings PLC, 6.37%, due 03/30/2025 0.02%
Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 0.02%
DMG Mori Co., Ltd. 0.02%
Federal National Mortgage Association, 4.39%, due 05/01/2021 0.02%
T-Mobile US, Inc. 0.02%
Federal National Mortgage Association REMIC, 2.59%, due 11/25/2041 0.02%
U.S. Treasury Note, 1.50%, due 01/31/2022 0.02%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 0.02%
Commonwealth Bank of Australia, 2.50%, due 09/18/2022 0.02%
Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2034 0.02%
Apple, Inc., 2.75%, due 01/13/2025 0.02%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR3, Class 1A1, 4.22%, due 03/25/2035 0.02%
Credit Acceptance Corp. 0.02%
EMCOR Group, Inc. 0.02%
American Electric Power Co., Inc. 0.02%
Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 0.02%
ORIX Corp., 3.25%, due 12/04/2024 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2026 0.02%
Regions Financial Corp. 0.02%
General Electric Co., Series MTN, 3.45%, due 05/15/2024 0.02%
Atmos Energy Corp. 0.02%
KeyCorp 0.02%
Federal National Mortgage Association REMIC, 2.59%, due 07/25/2041 0.02%
New York Life Global Funding, 1.55%, due 11/02/2018 0.02%
Lululemon Athletica, Inc. 0.02%
Morgan Stanley, Series MTN, 3.75%, due 02/25/2023 0.02%
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 0.02%
Anadarko Petroleum Corp., 5.55%, due 03/15/2026 0.02%
Red Hat, Inc. 0.02%
American Credit Acceptance Receivables Trust, Series 2016-4, Class C, 2.91%, due 02/13/2023 0.02%
Exelon Corp., 3.40%, due 04/15/2026 0.02%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR14, Class A1, 3.66%, due 08/25/2035 0.02%
Keyence Corp. 0.02%
Residual Funding Corp., Principal Only STRIPS, due 10/15/2020 0.02%
WABCO Holdings, Inc. 0.02%
NRG Energy, Inc. 0.02%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 0.02%
Westpac Banking Corp., 2.75%, due 01/11/2023 0.02%
Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 0.02%
Energy Transfer Partners, LP, 5.15%, due 02/01/2043 0.02%
Apple, Inc., 2.90%, due 09/12/2027 0.02%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC2, Class M1, 2.91%, due 12/25/2033 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.02%
Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 0.02%
New Century Home Equity Loan Trust, Series 2004-2, Class M5, 4.11%, due 08/25/2034 0.02%
Masco Corp., 6.50%, due 08/15/2032 0.02%
OneMain Financial Issuance Trust, Series 2015-2A, Class B, 3.10%, due 07/18/2025 0.02%
First Solar, Inc. 0.02%
Ford Motor Credit Co. LLC, 3.81%, due 11/02/2027 0.02%
Lennar Corp., Class A 0.02%
Union Pacific Corp., 4.37%, due 09/10/2038 0.02%
CHEC Loan Trust, Series 2004-1, Class M2, 3.06%, due 07/25/2034 0.02%
Athene Global Funding, 2.75%, due 04/20/2020 0.02%
Microsoft Corp., 4.10%, due 02/06/2037 0.02%
CHL Mortgage Pass-Through Trust, Series 2005-15, Class A3, 5.75%, due 08/25/2035 0.02%
MPLX, LP, 4.12%, due 03/01/2027 0.02%
Telecom Italia SpA 0.02%
PACCAR, Inc. 0.02%
State Street Corp., 2.65%, due 05/15/2023 0.02%
Federal National Mortgage Association, 2.59%, due 08/25/2042 0.02%
BP Capital Markets PLC, 3.22%, due 04/14/2024 0.02%
Veeva Systems, Inc., Class A 0.02%
United Therapeutics Corp. 0.02%
BB&T Corp. 0.02%
Futures Contracts, Long, 10-Year Australia Treasury Bond 0.02%
DTE Electric Co., 4.05%, due 05/15/2048 0.02%
World Wrestling Entertainment, Inc., Class A 0.02%
International Business Machines Corp., 2.25%, due 02/19/2021 0.02%
CVS Health Corp. 0.02%
Burlington Northern Santa Fe LLC, 7.95%, due 08/15/2030 0.02%
Liberty Mutual Insurance Co., 8.50%, due 05/15/2025 0.02%
Newmont Mining Corp. 0.02%
Telefonica Emisiones SAU, 4.66%, due 03/06/2038 0.02%
International Business Machines Corp. 0.02%
AstraZeneca PLC 0.02%
Union Electric Co., 4.00%, due 04/01/2048 0.02%
MetLife, Inc., 4.12%, due 08/13/2042 0.02%
Federal National Mortgage Association, 4.50%, due 09/01/2040 0.02%
South Carolina Electric & Gas Co., 6.05%, due 01/15/2038 0.02%
Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 0.02%
Hitachi, Ltd. 0.02%
BB&T Corp., Series MTN, 2.62%, due 06/29/2020 0.02%
Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 0.02%
Federal National Mortgage Association REMIC, 3.50%, due 02/25/2058 0.02%
Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 0.02%
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A3, 3.35%, due 09/25/2035 0.02%
Newell Brands, Inc., 4.20%, due 04/01/2026 0.02%
Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 0.02%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.02%
ING Groep NV, 3.95%, due 03/29/2027 0.02%
AT&T, Inc., 4.50%, due 05/15/2035 0.02%
Apple, Inc., 2.85%, due 05/06/2021 0.02%
Zurich Insurance Group AG 0.02%
Zimmer Biomet Holdings, Inc., 3.70%, due 03/19/2023 0.02%
Northern Trust Corp., 3.37%, due 05/08/2032 0.02%
Cleveland Electric Illuminating Co., 3.50%, due 04/01/2028 0.02%
Johnson & Johnson, 3.40%, due 01/15/2038 0.02%
FirstEnergy Transmission LLC, 4.35%, due 01/15/2025 0.02%
Buckeye Partners, LP, 5.60%, due 10/15/2044 0.02%
Celgene Corp. 0.02%
Campbell Soup Co., 3.95%, due 03/15/2025 0.02%
Huntington Bancshares, Inc., 2.30%, due 01/14/2022 0.02%
PepsiCo, Inc., 3.45%, due 10/06/2046 0.02%
Entergy Corp., 2.95%, due 09/01/2026 0.02%
Drive Auto Receivables Trust, Series 2017-AA, Class C, 2.98%, due 01/18/2022 0.02%
Shell International Finance BV, 4.12%, due 05/11/2035 0.02%
Burlington Northern Santa Fe LLC, 3.90%, due 08/01/2046 0.02%
Teradata Corp. 0.02%
Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 0.02%
Mosaic Co., 5.45%, due 11/15/2033 0.02%
WestRock Co. 0.02%
Tokyo Gas Co., Ltd. 0.02%
Moody's Corp. 0.02%
Texas Health Resources, 4.33%, due 11/15/2055 0.02%
ONEOK Partners, LP, 6.65%, due 10/01/2036 0.02%
Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 0.02%
CDP Financial, Inc., 4.40%, due 11/25/2019 0.02%
Accredited Mortgage Loan Trust, Series 2005-4, Class A2D, 2.41%, due 12/25/2035 0.02%
Keysight Technologies, Inc. 0.02%
BPCE SA, Series MTN, 3.37%, due 12/02/2026 0.02%
Synovus Financial Corp. 0.02%
MortgageIT Trust, Series 2005-5, Class A1, 2.35%, due 12/25/2035 0.02%
Hydro-Quebec, 9.40%, due 02/01/2021 0.02%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-18, Class 4A1, 4.21%, due 12/25/2034 0.02%
Virginia Electric & Power Co., 3.80%, due 04/01/2028 0.02%
Progress Residential Trust, Series 2015-SFR3, Class D, 4.67%, due 11/12/2032 0.02%
Microsoft Corp., 4.50%, due 02/06/2057 0.02%
FedEx Corp., 4.10%, due 02/01/2045 0.02%
OneBeacon US Holdings, Inc., 4.60%, due 11/09/2022 0.02%
Huntsman Corp. 0.02%
Danaher Corp. 0.02%
Cooperatieve Rabobank UA, 4.62%, due 12/01/2023 0.02%
Nucor Corp., 6.40%, due 12/01/2037 0.02%
Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.67%, due 02/25/2036 0.02%
BAT Capital Corp., 3.22%, due 08/15/2024 0.02%
Westlake Automobile Receivables Trust, Series 2015-3A, Class D, 4.40%, due 05/17/2021 0.02%
Teva Pharmaceutical Industries, Ltd., ADR 0.02%
UnitedHealth Group, Inc., 4.25%, due 06/15/2048 0.02%
Arrow Electronics, Inc. 0.02%
Apple, Inc., 3.00%, due 06/20/2027 0.02%
Capital One NA, 2.35%, due 08/17/2018 0.02%
Assurant, Inc., 4.20%, due 09/27/2023 0.02%
Comcast Corp., 6.50%, due 11/15/2035 0.02%
Anheuser-Busch InBev Worldwide, Inc., 4.00%, due 04/13/2028 0.02%
Simon Property Group, LP, 3.75%, due 02/01/2024 0.02%
Energizer Holdings, Inc. 0.02%
Athene Holding, Ltd., 4.12%, due 01/12/2028 0.02%
Credit Suisse AG, Series MTN, 2.30%, due 05/28/2019 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class B, 3.04%, due 12/15/2025 0.02%
MUFG Union Bank NA, 2.25%, due 05/06/2019 0.02%
ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Class M2, 3.06%, due 12/25/2034 0.02%
Hanover Insurance Group, Inc. 0.02%
Government Properties Income Trust, 4.00%, due 07/15/2022 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-1A, Class C, 3.48%, due 02/17/2026 0.02%
Ford Motor Credit Co. LLC, 3.33%, due 03/18/2021 0.02%
HSBC Bank PLC, 4.75%, due 01/19/2021 0.02%
US Bank NA, 2.12%, due 10/28/2019 0.02%
Constellation Brands, Inc., Class A 0.02%
Commonwealth Bank of Australia, 3.45%, due 03/16/2023 0.02%
Commonwealth Bank of Australia, 3.90%, due 03/16/2028 0.02%
BAT International Finance PLC, 2.75%, due 06/15/2020 0.02%
Stadshypotek AB, 1.87%, due 10/02/2019 0.02%
VOLT LV LLC, Series 2017-NPL2, Class A1, 3.50%, due 03/25/2047 0.02%
U.S. Treasury Note, 2.62%, due 05/15/2021 0.02%
Dominion Energy Gas Holdings LLC, 4.60%, due 12/15/2044 0.02%
Sempra Energy, 2.40%, due 03/15/2020 0.02%
Fortune Brands Home & Security, Inc. 0.02%
Chase Funding Trust, Series 2003-2, Class 2A2, 2.65%, due 02/25/2033 0.02%
Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 0.02%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class C, 3.35%, due 06/15/2026 0.02%
U.S. Treasury Note, 2.00%, due 02/28/2021 0.02%
SBA Communications Corp., REIT 0.02%
Daimler Finance North America LLC, 2.87%, due 03/10/2021 0.02%
Ocwen Master Advance Receivables Trust, Series 2017-T1, Class AT1, 2.49%, due 09/15/2048 0.02%
Colgate-Palmolive Co. 0.02%
Encompass Health Corp. 0.02%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.02%
Master Asset-Backed Securities Trust, Series 2005-NC1, Class M2, 2.84%, due 12/25/2034 0.02%
Spark Therapeutics, Inc. 0.02%
Cooperatieve Rabobank UA, 4.37%, due 08/04/2025 0.02%
WestRock Co., 3.75%, due 03/15/2025 0.02%
Discover Bank, 4.25%, due 03/13/2026 0.02%
Goldman Sachs Group, Inc., 3.00%, due 04/26/2022 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.84%, due 01/11/2022 0.02%
Siemens Financieringsmaatschappij NV, 3.12%, due 03/16/2024 0.02%
Citigroup, Inc., 4.30%, due 11/20/2026 0.02%
Hero Funding Trust, Series 2016-3A, Class A1, 3.08%, due 09/20/2042 0.02%
Exelon Corp., 3.95%, due 06/15/2025 0.02%
Mead Johnson Nutrition Co., 4.12%, due 11/15/2025 0.02%
National Australia Bank, Ltd., 3.37%, due 01/14/2026 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.78%, due 07/12/2022 0.02%
Credit Agricole SA, 4.12%, due 01/10/2027 0.02%
Mosaic Co., 5.62%, due 11/15/2043 0.02%
GLS Auto Receivables Trust, Series 2016-1A, Class B, 4.39%, due 01/15/2021 0.02%
Citigroup, Inc., 4.40%, due 06/10/2025 0.02%
Bank of America Corp., 3.36%, due 01/23/2026 0.02%
Avis Budget Group, Inc. 0.02%
Southern California Gas Co., 4.12%, due 06/01/2048 0.02%
Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 0.02%
CarNow Auto Receivables Trust, Series 2016-1A, Class B, 3.49%, due 02/15/2021 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2032 0.02%
GE Capital International Funding Co. Unlimited Co., 3.37%, due 11/15/2025 0.02%
Ajax Mortgage Loan Trust, Series 2016-2, Class A, 4.12%, due 10/25/2056 0.02%
FirstKey Lending Trust, Series 2015-SFR1, Class B, 3.41%, due 03/09/2047 0.02%
Sequoia Mortgage Trust, Series 2004-8, Class A1, 2.78%, due 09/20/2034 0.02%
BPCE SA, 2.75%, due 01/11/2023 0.02%
Government National Mortgage Association, 5.00%, due 04/20/2041 0.02%
American Financial Group, Inc. 0.02%
Toll Brothers, Inc. 0.02%
Magellan Midstream Partners, LP, 4.25%, due 02/01/2021 0.02%
Westpac Banking Corp., 3.40%, due 01/25/2028 0.02%
Booking Holdings, Inc., 3.55%, due 03/15/2028 0.02%
Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 0.02%
Athene Global Funding, 4.00%, due 01/25/2022 0.02%
U.S. Treasury Note, 1.37%, due 01/31/2021 0.02%
Procter & Gamble Co., 2.70%, due 02/02/2026 0.02%
Guidewire Software, Inc. 0.02%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.02%
Citigroup, Inc., 3.40%, due 05/01/2026 0.02%
Las Vegas Sands Corp. 0.02%
Jones Lang LaSalle, Inc. 0.02%
Glencore Funding LLC, 4.00%, due 03/27/2027 0.02%
Anadarko Finance Co., 7.50%, due 05/01/2031 0.02%
Southern Co. Gas Capital Corp., 5.25%, due 08/15/2019 0.02%
Royal Bank of Scotland Group PLC, 4.51%, due 06/25/2024 0.02%
Credit Suisse Group AG, 3.86%, due 01/12/2029 0.02%
Amgen, Inc., 2.60%, due 08/19/2026 0.02%
State Street Corp., 3.70%, due 11/20/2023 0.02%
News Corp., Class A 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 0.02%
American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 0.02%
Federal National Mortgage Association REMIC, 3.00%, due 09/25/2047 0.02%
CVS Health Corp., 5.05%, due 03/25/2048 0.02%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.02%
Celanese Corp., Series A 0.02%
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.33%, due 12/15/2027 0.02%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 0.02%
Wayfair, Inc., Class A 0.02%
Altria Group, Inc., 2.62%, due 09/16/2026 0.02%
AT&T, Inc., 3.95%, due 01/15/2025 0.02%
General Motors Financial Co., Inc., 4.35%, due 04/09/2025 0.02%
Altria Group, Inc. 0.02%
Federal National Mortgage Association REMIC, 2.59%, due 10/25/2042 0.02%
Teladoc, Inc. 0.02%
General Electric Co., Series MTN, 4.65%, due 10/17/2021 0.02%
Anadarko Petroleum Corp., 3.45%, due 07/15/2024 0.02%
Exeter Automobile Receivables Trust, Series 2017-3A, Class A, 2.05%, due 12/15/2021 0.02%
Intesa Sanpaolo SpA, Series MTN, 3.87%, due 01/15/2019 0.02%
Cox Communications, Inc., 4.80%, due 02/01/2035 0.02%
Entergy Mississippi, Inc., 2.85%, due 06/01/2028 0.02%
Royal Bank of Canada, 2.00%, due 10/01/2018 0.02%
Petroleos Mexicanos, 4.62%, due 09/21/2023 0.02%
Mylan, Inc., 4.55%, due 04/15/2028 0.02%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.02%
Kinder Morgan Energy Partners, LP, 5.62%, due 09/01/2041 0.02%
TCF Financial Corp. 0.02%
Nintendo Co., Ltd. 0.02%
General Motors Financial Co., Inc., 3.50%, due 11/07/2024 0.02%
Apple, Inc., 2.85%, due 05/11/2024 0.02%
Mizuho Bank, Ltd., 3.60%, due 09/25/2024 0.02%
Evolent Health, Inc., Class A 0.02%
Western Union Co., 3.60%, due 03/15/2022 0.02%
BP Capital Markets PLC, 3.53%, due 11/04/2024 0.02%
Futures Contracts, Short, EURO STOXX 50® 0.02%
CVS Pass-Through Trust, 5.92%, due 01/10/2034 0.02%
F5 Networks, Inc. 0.02%
Barratt Developments PLC 0.02%
First Republic Bank 0.02%
BP Capital Markets PLC, 3.24%, due 05/06/2022 0.02%
Gulf Power Co., 3.30%, due 05/30/2027 0.02%
Exeter Automobile Receivables Trust, Series 2016-3A, Class B, 2.84%, due 08/16/2021 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 08/15/2035 0.02%
Long Beach Mortgage Loan Trust, Series 2004-3, Class M4, 3.70%, due 07/25/2034 0.02%
United Airlines Pass-Through Trust, 4.30%, due 02/15/2027 0.02%
National Rural Utilities Cooperative Finance Corp., 2.85%, due 01/27/2025 0.02%
Mitsubishi UFJ Financial Group, Inc., 3.77%, due 03/02/2025 0.02%
Buckeye Partners, LP, 4.87%, due 02/01/2021 0.02%
AT&T, Inc., 6.37%, due 03/01/2041 0.02%
Baltimore Gas & Electric Co., 5.20%, due 06/15/2033 0.02%
EQT Corp. 0.02%
Anglo American Capital PLC, 3.62%, due 09/11/2024 0.02%
Workday, Inc., Class A 0.02%
Glencore Funding LLC, 4.62%, due 04/29/2024 0.02%
Cisco Systems, Inc., 3.00%, due 06/15/2022 0.02%
Hill-Rom Holdings, Inc. 0.02%
Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M8, 4.67%, due 11/25/2034 0.02%
Koninklijke Philips NV 0.02%
Nordson Corp. 0.02%
CF Industries, Inc., 4.50%, due 12/01/2026 0.02%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.02%
Dow Chemical Co., 8.85%, due 09/15/2021 0.02%
ING Bank NV, 1.65%, due 08/15/2019 0.02%
Reliance Steel & Aluminum Co. 0.02%
Hyatt Hotels Corp., Class A 0.02%
Square, Inc., Class A 0.02%
Prosper Marketplace Issuance Trust, Series 2017-2A, Class A, 2.41%, due 09/15/2023 0.02%
Illinois Tool Works, Inc., 4.87%, due 09/15/2041 0.02%
Leidos Holdings, Inc. 0.02%
Commonwealth Edison Co., 4.00%, due 03/01/2048 0.02%
Westlake Automobile Receivables Trust, Series 2017-1A, Class C, 2.70%, due 10/17/2022 0.02%
Government National Mortgage Association, 5.50%, due 01/16/2033 0.02%
Santander UK Group Holdings PLC, 4.75%, due 09/15/2025 0.02%
Exact Sciences Corp. 0.02%
Highwoods Properties, Inc., REIT 0.02%
Barrick Gold Corp., 6.45%, due 10/15/2035 0.02%
Standard Chartered PLC, 5.20%, due 01/26/2024 0.02%
CVS Pass-Through Trust, 4.70%, due 01/10/2036 0.02%
American Express Credit Corp., Series MTN, 2.37%, due 05/26/2020 0.02%
ANZ New Zealand International, Ltd., 3.45%, due 07/17/2027 0.02%
Kyowa Hakko Kirin Co., Ltd. 0.02%
Credit Agricole SA, 8.12%, due 12/23/2025 0.02%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.02%
VOLT LVIII LLC, Series 2017-NPL5, Class A1, 3.37%, due 05/28/2047 0.02%
Duke Energy Florida LLC, 4.20%, due 07/15/2048 0.02%
Verizon Communications, Inc., 5.25%, due 03/16/2037 0.02%
Westpac Banking Corp., 2.50%, due 06/28/2022 0.02%
CNOOC Nexen Finance ULC, 4.25%, due 04/30/2024 0.02%
AT&T, Inc., 4.12%, due 02/17/2026 0.02%
Lincoln National Corp., 4.20%, due 03/15/2022 0.02%
BCC Funding XIII LLC, Series 2016-1, Class A2, 2.20%, due 12/20/2021 0.02%
Enterprise Products Operating LLC, 4.90%, due 05/15/2046 0.02%
Bear Stearns Asset-Backed Securities I Trust, Series 2004-FR2, Class M3, 3.89%, due 06/25/2034 0.02%
Philip Morris International, Inc., 2.75%, due 02/25/2026 0.02%
Vectren Corp. 0.02%
Wells Fargo & Co., 5.37%, due 11/02/2043 0.01%
Wells Fargo & Co., 3.00%, due 04/22/2026 0.01%
FedEx Corp., 3.90%, due 02/01/2035 0.01%
OGE Energy Corp. 0.01%
Fifth Third Bancorp, 3.95%, due 03/14/2028 0.01%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.01%
McDonald's Corp., Series MTN, 4.60%, due 05/26/2045 0.01%
Apple, Inc., 3.85%, due 08/04/2046 0.01%
Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 0.01%
Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 0.01%
Progress Residential Trust, Series 2015-SFR3, Class E, 5.66%, due 11/12/2032 0.01%
Nordea Bank AB, 4.87%, due 01/27/2020 0.01%
Westpac Banking Corp., 3.65%, due 05/15/2023 0.01%
Sinopec Group Overseas Development, Ltd., 4.37%, due 10/17/2023 0.01%
MUFG Bank, Ltd., 4.10%, due 09/09/2023 0.01%
PTC, Inc. 0.01%
National Rural Utilities Cooperative Finance Corp., 3.40%, due 02/07/2028 0.01%
Cox Communications, Inc., 4.60%, due 08/15/2047 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 07/15/2037 0.01%
Nordea Bank AB, 4.25%, due 09/21/2022 0.01%
Ameriprise Financial, Inc. 0.01%
Anthem, Inc., 3.50%, due 08/15/2024 0.01%
American Water Capital Corp., 3.85%, due 03/01/2024 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.01%
Pfizer, Inc., 3.00%, due 12/15/2026 0.01%
U.S. Treasury Note, 3.37%, due 11/15/2019 0.01%
Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 04/15/2048 0.01%
Vodafone Group PLC, 6.25%, due 11/30/2032 0.01%
Intel Corp. 0.01%
Enel Finance International NV, 3.62%, due 05/25/2027 0.01%
General Motors Financial Co., Inc., 3.70%, due 05/09/2023 0.01%
Protective Life Global Funding, 1.99%, due 09/14/2021 0.01%
Enterprise Products Operating LLC, 3.35%, due 03/15/2023 0.01%
WFRBS Commercial Mortgage Trust, Series 2012-C6, Class A4, 3.44%, due 04/15/2045 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR16, Class 6A3, 4.09%, due 10/25/2035 0.01%
Phillips 66 Partners, LP, 4.90%, due 10/01/2046 0.01%
Copa Holdings SA, Class A 0.01%
Credit Agricole SA, 6.62%, due 09/23/2019 0.01%
ABN AMRO Bank NV, 2.50%, due 10/30/2018 0.01%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.01%
Bank of America Corp., 2.65%, due 04/01/2019 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 08/15/2035 0.01%
BOC Aviation, Ltd., 2.75%, due 09/18/2022 0.01%
Mizuho Bank, Ltd., 2.45%, due 04/16/2019 0.01%
First Horizon National Corp. 0.01%
US Bancorp, Series MTN, 2.20%, due 04/25/2019 0.01%
ONEOK, Inc. 0.01%
ANZ New Zealand International, Ltd., 2.60%, due 09/23/2019 0.01%
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 0.01%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.87%, due 03/20/2027 0.01%
Commonwealth Bank of Australia, 4.50%, due 12/09/2025 0.01%
Mexico Government International Bond, 4.12%, due 01/21/2026 0.01%
Huntington Bancshares, Inc. 0.01%
UBS Group Funding Switzerland AG, 4.12%, due 04/15/2026 0.01%
Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 0.01%
COMM Mortgage Trust, Series 2014-PAT, Class A, 2.84%, due 08/13/2027 0.01%
BAE Systems Holdings, Inc., 3.85%, due 12/15/2025 0.01%
Prudential Financial, Inc., Series MTN, 2.35%, due 08/15/2019 0.01%
Domino's Pizza, Inc. 0.01%
BPCE SA, 4.62%, due 07/11/2024 0.01%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.12%, due 03/20/2022 0.01%
Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 0.01%
Petroleos Mexicanos, 6.75%, due 09/21/2047 0.01%
Canadian Imperial Bank of Commerce, 2.25%, due 07/21/2020 0.01%
Hutchison Whampoa International 12 II, Ltd., 3.25%, due 11/08/2022 0.01%
Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 0.01%
Protective Life Global Funding, 2.26%, due 04/08/2020 0.01%
Toronto-Dominion Bank, Series MTN, 2.50%, due 12/14/2020 0.01%
Colombia Government International Bond, 5.00%, due 06/15/2045 0.01%
Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 0.01%
HSBC Holdings PLC, 4.37%, due 11/23/2026 0.01%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.01%
HSBC Holdings PLC, 4.25%, due 08/18/2025 0.01%
Cisco Systems, Inc., 2.20%, due 02/28/2021 0.01%
Lowe's Cos., Inc., 3.70%, due 04/15/2046 0.01%
Lloyds Banking Group PLC, 4.58%, due 12/10/2025 0.01%
Chevron Corp., 2.41%, due 03/03/2022 0.01%
American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 0.01%
President & Fellows of Harvard College, 3.30%, due 07/15/2056 0.01%
GS Mortgage Securities Trust, Series 2011-GC5, Class D, 5.56%, due 08/10/2044 0.01%
Aon PLC, 3.50%, due 06/14/2024 0.01%
Teleflex, Inc. 0.01%
Rayonier, Inc., REIT 0.01%
Crane Co. 0.01%
Ford Motor Credit Co. LLC, 3.81%, due 01/09/2024 0.01%
Government National Mortgage Association, 3.97%, due 11/16/2042 0.01%
Avnet, Inc. 0.01%
Becton Dickinson and Co., 3.70%, due 06/06/2027 0.01%
Danske Bank A/S, 2.70%, due 03/02/2022 0.01%
AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 0.01%
Oracle Corp., 2.50%, due 10/15/2022 0.01%
Standard Chartered PLC, 4.05%, due 04/12/2026 0.01%
Owens Corning, 4.30%, due 07/15/2047 0.01%
Whitbread PLC 0.01%
NVR, Inc. 0.01%
VOLT LIX LLC, Series 2017-NPL6, Class A1, 3.25%, due 05/25/2047 0.01%
CNOOC Finance, Ltd., 3.00%, due 05/09/2023 0.01%
Oracle Corp., 2.95%, due 11/15/2024 0.01%
Aptiv PLC 0.01%
Chevron Corp., 2.56%, due 05/16/2023 0.01%
Bayer US Finance LLC, 3.37%, due 10/08/2024 0.01%
ITC Holdings Corp., 2.70%, due 11/15/2022 0.01%
Panama Government International Bond, 4.50%, due 04/16/2050 0.01%
Norfolk Southern Corp., 4.15%, due 02/28/2048 0.01%
Edison International, 2.95%, due 03/15/2023 0.01%
Societe Generale SA, 4.25%, due 04/14/2025 0.01%
Bank of Nova Scotia, 2.45%, due 09/19/2022 0.01%
Chemours Co. 0.01%
Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2023 0.01%
EDP Finance BV, 3.62%, due 07/15/2024 0.01%
ABB Finance USA, Inc., 3.80%, due 04/03/2028 0.01%
Comcast Corp., 3.00%, due 02/01/2024 0.01%
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 0.01%
TherapeuticsMD, Inc. 0.01%
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 0.01%
Banco Santander SA, 4.37%, due 04/12/2028 0.01%
Cisco Systems, Inc., 1.85%, due 09/20/2021 0.01%
Rio Tinto PLC 0.01%
Wartsila OYJ Abp 0.01%
Andeavor 0.01%
Canadian Pacific Railway Co., 7.12%, due 10/15/2031 0.01%
Flagship Credit Auto Trust, Series 2015-3, Class B, 3.68%, due 03/15/2022 0.01%
Korea Gas Corp., 1.87%, due 07/18/2021 0.01%
Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 0.01%
CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 0.01%
Senior Housing Properties Trust, 3.25%, due 05/01/2019 0.01%
Prudential Financial, Inc. 0.01%
Academic Loan Funding Trust, Series 2013-1A, Class A, 2.89%, due 12/26/2044 0.01%
WestRock Co., 3.00%, due 09/15/2024 0.01%
Sequoia Mortgage Trust, Series 2004-9, Class A1, 2.76%, due 10/20/2034 0.01%
WEC Energy Group, Inc. 0.01%
Vonage Holdings Corp. 0.01%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 0.01%
Marsh & McLennan Cos., Inc., 2.35%, due 03/06/2020 0.01%
CRH America Finance, Inc., 3.40%, due 05/09/2027 0.01%
Tesla, Inc. 0.01%
Government National Mortgage Association, 2.46%, due 04/20/2062 0.01%
Great-West Lifeco Finance Delaware, LP, 4.15%, due 06/03/2047 0.01%
Air Liquide Finance SA, 2.25%, due 09/27/2023 0.01%
DISH Network Corp., Class A 0.01%
Bank of America Corp., Series MTN, 2.25%, due 04/21/2020 0.01%
Barclays PLC, 3.65%, due 03/16/2025 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-EE, Class 3A2, 4.16%, due 12/25/2034 0.01%
ManpowerGroup, Inc. 0.01%
Wintrust Financial Corp. 0.01%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.01%
Discovery Communications LLC, 3.30%, due 05/15/2022 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR4, Class 2A2, 3.96%, due 04/25/2035 0.01%
Bank of New York Mellon Corp., Series MTN, 3.25%, due 09/11/2024 0.01%
Sumitomo Life Insurance Co., 4.00%, due 09/14/2077 0.01%
Sempra Energy, 3.25%, due 06/15/2027 0.01%
BAT Capital Corp., 3.55%, due 08/15/2027 0.01%
Tennessee Valley Authority, 4.62%, due 09/15/2060 0.01%
Intel Corp., 4.00%, due 12/15/2032 0.01%
MidAmerican Energy Co., 3.10%, due 05/01/2027 0.01%
Bank of America Corp., 5.87%, due 03/15/2028 0.01%
Texas Capital Bancshares, Inc. 0.01%
Nutrien, Ltd., 4.12%, due 03/15/2035 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 0.01%
American Tower Corp., 3.37%, due 10/15/2026 0.01%
United Technologies Corp., 4.15%, due 05/15/2045 0.01%
SYSCO Corp., 4.45%, due 03/15/2048 0.01%
Pacific Gas & Electric Co., 6.05%, due 03/01/2034 0.01%
Nvent Finance Sarl, 4.55%, due 04/15/2028 0.01%
Walgreens Boots Alliance, Inc., 4.50%, due 11/18/2034 0.01%
General Mills, Inc., 4.00%, due 04/17/2025 0.01%
Southern Co. Gas Capital Corp., 3.50%, due 09/15/2021 0.01%
Bank of America Corp., Series MTN, 3.24%, due 10/21/2027 0.01%
Hospitality Properties Trust, REIT 0.01%
Westlake Automobile Receivables Trust, Series 2016-2A, Class D, 4.10%, due 06/15/2021 0.01%
Celgene Corp., 3.62%, due 05/15/2024 0.01%
Macquarie Bank, Ltd., 2.60%, due 06/24/2019 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 3.37%, due 02/01/2022 0.01%
Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 0.01%
Exeter Automobile Receivables Trust, Series 2016-3A, Class A, 1.84%, due 11/16/2020 0.01%
Boston Properties, LP, 3.20%, due 01/15/2025 0.01%
Eni USA, Inc., 7.30%, due 11/15/2027 0.01%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.01%
Citigroup, Inc., 3.20%, due 10/21/2026 0.01%
PacWest Bancorp 0.01%
Bank of New York Mellon Corp., Series MTN, 2.60%, due 08/17/2020 0.01%
Airbus SE, 3.15%, due 04/10/2027 0.01%
International Paper Co., 4.35%, due 08/15/2048 0.01%
21st Century Fox America, Inc., 6.15%, due 02/15/2041 0.01%
John Deere Capital Corp., Series MTN, 1.60%, due 07/13/2018 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2032 0.01%
Mexico City Airport Trust, 5.50%, due 07/31/2047 0.01%
Delphi Technologies PLC 0.01%
Ameriprise Financial, Inc., 2.87%, due 09/15/2026 0.01%
Take-Two Interactive Software, Inc. 0.01%
CACI International, Inc., Class A 0.01%
Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 2.73%, due 07/25/2034 0.01%
Evercore, Inc., Class A 0.01%
Structured Asset Investment Loan Trust, Series 2003-BC12, Class M1, 3.06%, due 11/25/2033 0.01%
U.S. Treasury Note, 2.87%, due 04/30/2025 0.01%
Lowe's Cos., Inc., 3.37%, due 09/15/2025 0.01%
Welltower, Inc., 4.50%, due 01/15/2024 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2036 0.01%
Apache Corp., 6.00%, due 01/15/2037 0.01%
Toyota Motor Credit Corp., Series MTN, 2.10%, due 01/17/2019 0.01%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.01%
CSX Corp., 3.80%, due 11/01/2046 0.01%
Realty Income Corp., 3.87%, due 04/15/2025 0.01%
Alleghany Corp. 0.01%
Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 0.01%
GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 0.01%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.01%
Regal Beloit Corp. 0.01%
Amazon.com, Inc., 4.05%, due 08/22/2047 0.01%
Petroleos Mexicanos, 6.37%, due 01/23/2045 0.01%
Tennessee Valley Authority, 1.75%, due 10/15/2018 0.01%
UnitedHealth Group, Inc., 3.95%, due 10/15/2042 0.01%
Korn/Ferry International 0.01%
MPLX, LP, 4.87%, due 12/01/2024 0.01%
Bank of America Corp., 4.24%, due 04/24/2038 0.01%
General Electric Co., Series MTN, 2.20%, due 01/09/2020 0.01%
Westpac Banking Corp. 0.01%
TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 0.01%
Kyushu Electric Power Co., Inc. 0.01%
Kinder Morgan, Inc., 5.30%, due 12/01/2034 0.01%
CBS Corp., 3.70%, due 08/15/2024 0.01%
Southern Power Co., 5.15%, due 09/15/2041 0.01%
BMW US Capital LLC, 2.25%, due 09/15/2023 0.01%
Daiwa Securities Group, Inc., 3.12%, due 04/19/2022 0.01%
Upstart Securitization Trust, Series 2017-1, Class A, 2.63%, due 06/20/2024 0.01%
ITT, Inc. 0.01%
Kinder Morgan Energy Partners, LP, 5.00%, due 03/01/2043 0.01%
Canadian Natural Resources, Ltd., 5.85%, due 02/01/2035 0.01%
Tech Data Corp. 0.01%
SoFi Consumer Loan Program LLC, Series 2016-2A, Class A, 3.09%, due 10/27/2025 0.01%
EnerSys 0.01%
Jabil, Inc. 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 3.60%, due 11/01/2024 0.01%
Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 0.01%
American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 0.01%
Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 0.01%
Vinci SA 0.01%
John Deere Capital Corp., Series MTN, 3.35%, due 06/12/2024 0.01%
Novartis Capital Corp., 3.40%, due 05/06/2024 0.01%
Federal Realty Investment Trust, REIT 0.01%
AvalonBay Communities, Inc., Series MTN, 2.85%, due 03/15/2023 0.01%
Microsoft Corp., 3.30%, due 02/06/2027 0.01%
Medtronic, Inc., 4.37%, due 03/15/2035 0.01%
Capital One Financial Corp., 3.20%, due 02/05/2025 0.01%
Mitsubishi UFJ Financial Group, Inc., 2.66%, due 07/25/2022 0.01%
Regions Financial Corp., 2.75%, due 08/14/2022 0.01%
Quest Diagnostics, Inc., 4.75%, due 01/30/2020 0.01%
Revance Therapeutics, Inc. 0.01%
Maple Escrow Subsidiary, Inc., 4.98%, due 05/25/2038 0.01%
Equinix, Inc., REIT 0.01%
Noble Energy, Inc., 3.85%, due 01/15/2028 0.01%
Precision Castparts Corp., 4.20%, due 06/15/2035 0.01%
DexCom, Inc. 0.01%
Sirius XM Holdings, Inc. 0.01%
Intercept Pharmaceuticals, Inc. 0.01%
Progress Residential Trust, Series 2017-SFR1, Class A, 2.76%, due 08/17/2034 0.01%
ConocoPhillips Co., 4.95%, due 03/15/2026 0.01%
Fifth Third Bancorp 0.01%
Green Dot Corp., Class A 0.01%
Allergan Funding SCS, 3.85%, due 06/15/2024 0.01%
Reynolds American, Inc., 5.70%, due 08/15/2035 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 0.01%
AbbVie, Inc., 2.00%, due 11/06/2018 0.01%
Federal National Mortgage Association, 3.94%, due 09/01/2021 0.01%
Cooper-Standard Holdings, Inc. 0.01%
Metropolitan Life Global Funding I, 3.00%, due 09/19/2027 0.01%
Futures Contracts, Long, U.S. Treasury Bond 0.01%
South Carolina Electric & Gas Co., 5.30%, due 05/15/2033 0.01%
Brooklyn Union Gas Co., 4.27%, due 03/15/2048 0.01%
Federal National Mortgage Association REMIC, 2.99%, due 03/25/2038 0.01%
International Lease Finance Corp., 5.87%, due 08/15/2022 0.01%
HCA Healthcare, Inc. 0.01%
ERAC USA Finance LLC, 4.50%, due 08/16/2021 0.01%
Toledo Edison Co., 6.15%, due 05/15/2037 0.01%
Old Republic International Corp. 0.01%
Tetra Tech, Inc. 0.01%
FirstCash, Inc. 0.01%
Noble Energy, Inc., 5.25%, due 11/15/2043 0.01%
Telefonica Emisiones SAU, 4.10%, due 03/08/2027 0.01%
Hancock Whitney Corp. 0.01%
RBS Commercial Funding, Inc., Series 2013-SMV, Class A, 3.26%, due 03/11/2031 0.01%
Enterprise Products Operating LLC, 7.55%, due 04/15/2038 0.01%
AECOM 0.01%
Kroger Co., 8.00%, due 09/15/2029 0.01%
Chevron Corp., 2.89%, due 03/03/2024 0.01%
Synchrony Financial, 3.70%, due 08/04/2026 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 03/25/2023 0.01%
Martin Marietta Materials, Inc., 4.25%, due 12/15/2047 0.01%
Dana, Inc. 0.01%
Science Applications International Corp. 0.01%
Precision Castparts Corp., 3.25%, due 06/15/2025 0.01%
Lockheed Martin Corp., 4.50%, due 05/15/2036 0.01%
Federal National Mortgage Association REMIC, 4.00%, due 05/25/2033 0.01%
Sempra Energy, 3.40%, due 02/01/2028 0.01%
Insperity, Inc. 0.01%
America Movil SAB de CV, 5.00%, due 03/30/2020 0.01%
Schlumberger Holdings Corp., 3.62%, due 12/21/2022 0.01%
U.S. Treasury Note, 2.00%, due 06/30/2024 0.01%
Exelon Generation Co. LLC, 3.40%, due 03/15/2022 0.01%
Encana Corp., 6.50%, due 08/15/2034 0.01%
KB Home 0.01%
Pilgrim's Pride Corp. 0.01%
NBCUniversal Media LLC, 4.37%, due 04/01/2021 0.01%
Federal National Mortgage Association REMIC, 2.49%, due 05/25/2027 0.01%
Cox Communications, Inc., 3.50%, due 08/15/2027 0.01%
Sage Therapeutics, Inc. 0.01%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.01%
Sequoia Mortgage Trust, Series 2004-5, Class A2, 2.60%, due 06/20/2034 0.01%
Edison International, 4.12%, due 03/15/2028 0.01%
Medicines Co. 0.01%
COMM Mortgage Trust, Series 2013-SFS, Class A2, 3.08%, due 04/12/2035 0.01%
Master Asset-Backed Securities Trust, Series 2004-OPT2, Class M1, 2.99%, due 09/25/2034 0.01%
Dixons Carphone PLC 0.01%
Vale Canada, Ltd., 7.20%, due 09/15/2032 0.01%
Kulicke & Soffa Industries, Inc. 0.01%
Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 0.01%
Target Corp., 3.62%, due 04/15/2046 0.01%
Oracle Corp., 3.80%, due 11/15/2037 0.01%
Federal National Mortgage Association REMIC, 3.00%, due 01/25/2048 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2035 0.01%
Daimler Finance North America LLC, 2.37%, due 08/01/2018 0.01%
ARRIS International PLC 0.01%
Eaton Corp., 5.80%, due 03/15/2037 0.01%
Heineken NV, 3.40%, due 04/01/2022 0.01%
Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 0.01%
UnitedHealth Group, Inc., 4.62%, due 07/15/2035 0.01%
Coca-Cola Femsa SAB de CV, 3.87%, due 11/26/2023 0.01%
EQT Corp., 3.90%, due 10/01/2027 0.01%
EPR Properties, 4.50%, due 06/01/2027 0.01%
Crown Castle International Corp., 3.70%, due 06/15/2026 0.01%
Progressive Corp., 5.37%, due 03/15/2023 0.01%
WPX Energy, Inc. 0.01%
Domtar Corp. 0.01%
Exelixis, Inc. 0.01%
Fluor Corp., 3.37%, due 09/15/2021 0.01%
CNA Financial Corp., 3.45%, due 08/15/2027 0.01%
Macquarie Bank, Ltd., 2.85%, due 07/29/2020 0.01%
Capital One Financial Corp., 3.75%, due 07/28/2026 0.01%
U.S. Treasury Note, 0.75%, due 02/15/2019 0.01%
Macquarie Bank, Ltd., 4.00%, due 07/29/2025 0.01%
Daimler Finance North America LLC, 2.25%, due 09/03/2019 0.01%
Santander UK Group Holdings PLC, 3.12%, due 01/08/2021 0.01%
Westlake Chemical Corp., 3.60%, due 07/15/2022 0.01%
Northwest Airlines Pass-Through Trust, 7.02%, due 05/01/2021 0.01%
PS Business Parks, Inc., REIT 0.01%
First Midwest Bancorp, Inc. 0.01%
Tenet Healthcare Corp. 0.01%
KeyCorp, Series MTN, 5.10%, due 03/24/2021 0.01%
Airbus SE, 3.95%, due 04/10/2047 0.01%
Metropolitan Life Global Funding I, 3.00%, due 01/10/2023 0.01%
Home Depot, Inc., 2.62%, due 06/01/2022 0.01%
Intercontinental Exchange, Inc., 2.50%, due 10/15/2018 0.01%
U.S. Treasury Note, 2.00%, due 10/31/2021 0.01%
Citrix Systems, Inc. 0.01%
Southern California Edison Co., 3.65%, due 03/01/2028 0.01%
ERP Operating, LP, 3.00%, due 04/15/2023 0.01%
UnitedHealth Group, Inc., 2.87%, due 03/15/2023 0.01%
Sempra Energy, 9.80%, due 02/15/2019 0.01%
American International Group, Inc., 4.12%, due 02/15/2024 0.01%
Deutsche Telekom International Finance BV, 2.82%, due 01/19/2022 0.01%
Engs Commercial Finance Trust, Series 2016-1A, Class A2, 2.63%, due 02/22/2022 0.01%
Lamb Weston Holdings, Inc. 0.01%
Futures Contracts, Short, Russell 2000® Mini Index 0.01%
Morgan Stanley, 2.75%, due 05/19/2022 0.01%
Sequoia Mortgage Trust, Series 2003-1, Class 1A, 2.84%, due 04/20/2033 0.01%
Martin Marietta Materials, Inc., 3.45%, due 06/01/2027 0.01%
U.S. Steel Corp. 0.01%
Commonwealth Bank of Australia 0.01%
Senior Housing Properties Trust, 4.75%, due 02/15/2028 0.01%
Duke Realty, LP, 3.62%, due 04/15/2023 0.01%
Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 0.01%
Masco Corp., 4.50%, due 05/15/2047 0.01%
STERIS PLC 0.01%
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.05%, due 12/25/2044 0.01%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, due 01/23/2023 0.01%
B2R Mortgage Trust, Series 2015-1, Class A1, 2.52%, due 05/15/2048 0.01%
Petroleos Mexicanos, 6.35%, due 02/12/2048 0.01%
Crown Holdings, Inc. 0.01%
Express Scripts Holding Co., 4.50%, due 02/25/2026 0.01%
MEDNAX, Inc. 0.01%
AGCO Corp. 0.01%
Wisconsin Electric Power Co., 4.25%, due 12/15/2019 0.01%
General Motors Financial Co., Inc., 3.45%, due 04/10/2022 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 0.01%
Ryder System, Inc., Series MTN, 2.87%, due 09/01/2020 0.01%
OneMain Financial Issuance Trust, Series 2015-2A, Class A, 2.57%, due 07/18/2025 0.01%
Government National Mortgage Association, 6.00%, due 09/20/2038 0.01%
SES GLOBAL Americas Holdings GP, 5.30%, due 03/25/2044 0.01%
American Campus Communities, Inc., REIT 0.01%
WEC Energy Group, Inc., 3.55%, due 06/15/2025 0.01%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.50%, due 01/15/2028 0.01%
Niagara Mohawk Power Corp., 3.50%, due 10/01/2024 0.01%
Virginia Electric & Power Co., 2.75%, due 03/15/2023 0.01%
Government National Mortgage Association, 6.00%, due 05/16/2032 0.01%
Commonwealth Edison Co., 3.75%, due 08/15/2047 0.01%
Progress Energy, Inc., 7.00%, due 10/30/2031 0.01%
Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 0.01%
Discovery Communications LLC, 4.37%, due 06/15/2021 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-I, Class 1A1, 3.74%, due 07/25/2034 0.01%
Johnson Controls International PLC, 4.95%, due 07/02/2064 0.01%
American Assets Trust, Inc., REIT 0.01%
Prologis, Inc., REIT 0.01%
Electricite de France SA, 2.15%, due 01/22/2019 0.01%
Federal National Mortgage Association REMIC, 3.50%, due 02/25/2048 0.01%
Analog Devices, Inc., 4.50%, due 12/05/2036 0.01%
Hub Group, Inc., Class A 0.01%
Kaman Corp. 0.01%
Allianz SE 0.01%
Delmarva Power & Light Co., 4.15%, due 05/15/2045 0.01%
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.35%, due 08/15/2046 0.01%
Landstar System, Inc. 0.01%
American Honda Finance Corp., Series MTN, 2.25%, due 08/15/2019 0.01%
Brookfield Finance, Inc., 4.70%, due 09/20/2047 0.01%
Williams Partners, LP, 4.85%, due 03/01/2048 0.01%
T. Rowe Price Group, Inc. 0.01%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.01%
CVS Health Corp., 4.00%, due 12/05/2023 0.01%
Duke Energy Ohio, Inc., 3.80%, due 09/01/2023 0.01%
African Development Bank, 8.80%, due 09/01/2019 0.01%
Shell International Finance BV, 2.12%, due 05/11/2020 0.01%
Viacom, Inc., 4.37%, due 03/15/2043 0.01%
Costco Wholesale Corp., 2.75%, due 05/18/2024 0.01%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.01%
Geo Group, Inc., REIT 0.01%
Oracle Corp., 2.50%, due 05/15/2022 0.01%
Lowe's Cos., Inc., 2.50%, due 04/15/2026 0.01%
Associated Banc-Corp. 0.01%
Equinor ASA, 2.65%, due 01/15/2024 0.01%
Electric Power Development Co., Ltd. 0.01%
Laboratory Corp. of America Holdings, 3.20%, due 02/01/2022 0.01%
Federal National Mortgage Association REMIC, 2.59%, due 05/25/2035 0.01%
Zebra Technologies Corp., Class A 0.01%
Cox Communications, Inc., 3.25%, due 12/15/2022 0.01%
AXIS Equipment Finance Receivables IV LLC, Series 2016-1A, Class A, 2.21%, due 11/20/2021 0.01%
International Paper Co., 3.00%, due 02/15/2027 0.01%
Watts Water Technologies, Inc., Class A 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2040 0.01%
Micron Technology, Inc. 0.01%
Kraft Heinz Foods Co., 3.00%, due 06/01/2026 0.01%
SEI Investments Co. 0.01%
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.01%
United Community Banks, Inc. 0.01%
Hasbro, Inc., 3.50%, due 09/15/2027 0.01%
Continental Credit Card, Series 2016-1A, Class A, 4.56%, due 01/15/2023 0.01%
IDEX Corp. 0.01%
Federal Home Loan Mortgage Corp. REMIC, 2.30%, due 07/15/2037 0.01%
CenterPoint Energy Resources Corp., 4.50%, due 01/15/2021 0.01%
Federal National Mortgage Association REMIC, 3.34%, due 07/25/2023 0.01%
Ventas, Inc., REIT 0.01%
KBR, Inc. 0.01%
Emera US Finance, LP, 4.75%, due 06/15/2046 0.01%
Newcrest Finance Pty, Ltd., 5.75%, due 11/15/2041 0.01%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.01%
NCR Corp. 0.01%
Futures Contracts, Short, S&P 500® E-Mini 0.01%
Integer Holdings Corp. 0.01%
Atmos Energy Corp., 8.50%, due 03/15/2019 0.01%
Nevada Power Co., 6.65%, due 04/01/2036 0.01%
Duke Energy Progress LLC, 4.20%, due 08/15/2045 0.01%
American Express Credit Corp., Series MTN, 1.80%, due 07/31/2018 0.01%
Marsh & McLennan Cos., Inc. 0.01%
CenterPoint Energy Houston Electric LLC, 3.00%, due 02/01/2027 0.01%
American Tower Corp., 3.12%, due 01/15/2027 0.01%
Central Garden & Pet Co., Class A 0.01%
Plexus Corp. 0.01%
Canadian Natural Resources, Ltd., 6.45%, due 06/30/2033 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 0.01%
Abbott Laboratories, 3.87%, due 09/15/2025 0.01%
New York Life Global Funding, 3.00%, due 01/10/2028 0.01%
Andeavor Logistics, LP / Tesoro Logistics Finance Corp., 4.25%, due 12/01/2027 0.01%
Amazon.com, Inc., 4.80%, due 12/05/2034 0.01%
Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 0.01%
Dominion Energy, Inc., 2.75%, due 01/15/2022 0.01%
International Paper Co., 7.30%, due 11/15/2039 0.01%
Federal National Mortgage Association REMIC, 2.75%, due 10/25/2047 0.01%
Encana Corp., 8.12%, due 09/15/2030 0.01%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2007-LD11, Class AM, 6.15%, due 06/15/2049 0.01%
Blackstone Holdings Finance Co. LLC, 5.87%, due 03/15/2021 0.01%
Flagship Credit Auto Trust, Series 2015-3, Class A, 2.38%, due 10/15/2020 0.01%
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 2.33%, due 07/19/2035 0.01%
Government National Mortgage Association, 5.85%, due 12/20/2038 0.01%
HCP, Inc., 4.20%, due 03/01/2024 0.01%
Chubb INA Holdings, Inc., 3.15%, due 03/15/2025 0.01%
Principal Life Global Funding II, 2.25%, due 10/15/2018 0.01%
Telephone & Data Systems, Inc. 0.01%
Kerr-McGee Corp., 7.87%, due 09/15/2031 0.01%
Reinsurance Group of America, Inc. 0.01%
Federal National Mortgage Association, 5.00%, due 06/01/2033 0.01%
TransCanada PipeLines, Ltd., 7.25%, due 08/15/2038 0.01%
Norfolk Southern Corp., 3.85%, due 01/15/2024 0.01%
Baltimore Gas & Electric Co., 3.50%, due 08/15/2046 0.01%
Electricite de France SA, 4.87%, due 01/22/2044 0.01%
ONEOK, Inc., 4.55%, due 07/15/2028 0.01%
Oracle Corp., 3.90%, due 05/15/2035 0.01%
Aaron's, Inc. 0.01%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.01%
Stifel Financial Corp. 0.01%
Express Scripts Holding Co., 3.05%, due 11/30/2022 0.01%
Camden Property Trust, REIT 0.01%
Nationwide Mutual Insurance Co., 9.37%, due 08/15/2039 0.01%
Mylan NV 0.01%
Connecticut Light & Power Co., 3.20%, due 03/15/2027 0.01%
IDACORP, Inc. 0.01%
Colombia Government International Bond, 7.37%, due 09/18/2037 0.01%
Mexico Government International Bond, 5.55%, due 01/21/2045 0.01%
Energy Transfer Partners, LP / Regency Energy Finance Corp., 5.00%, due 10/01/2022 0.01%
21st Century Fox America, Inc., 6.65%, due 11/15/2037 0.01%
Perspecta, Inc. 0.01%
Corporate Office Properties Trust, REIT 0.01%
FactSet Research Systems, Inc. 0.01%
Shutterfly, Inc. 0.01%
Federal National Mortgage Association, 6.00%, due 01/01/2024 0.01%
Senior Housing Properties Trust, REIT 0.01%
Deutsche Bank AG, 3.70%, due 05/30/2024 0.01%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.01%
Connecticut Light & Power Co., 4.00%, due 04/01/2048 0.01%
Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 0.01%
Celgene Corp., 5.70%, due 10/15/2040 0.01%
Celgene Corp., 4.55%, due 02/20/2048 0.01%
Baker Hughes a GE Co. LLC, 5.12%, due 09/15/2040 0.01%
Caterpillar Financial Services Corp., Series MTN, 3.75%, due 11/24/2023 0.01%
Sumitomo Mitsui Financial Group, Inc., 2.44%, due 10/19/2021 0.01%
First BanCorp 0.01%
ORIX Corp., 2.90%, due 07/18/2022 0.01%
ERAC USA Finance LLC, 4.50%, due 02/15/2045 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.01%
Citigroup, Inc., 5.50%, due 09/13/2025 0.01%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.01%
MKS Instruments, Inc. 0.01%
Cabot Corp. 0.01%
Energy Transfer Partners, LP, 4.90%, due 02/01/2024 0.01%
Allergan, Inc., 2.80%, due 03/15/2023 0.01%
CME Group, Inc., 3.00%, due 03/15/2025 0.01%
Pacific Gas & Electric Co., 3.40%, due 08/15/2024 0.01%
Schweitzer-Mauduit International, Inc. 0.01%
Terex Corp. 0.01%
Encana Corp., 7.20%, due 11/01/2031 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 0.01%
Energen Corp. 0.01%
Xcel Energy, Inc., 4.00%, due 06/15/2028 0.01%
Armada Hoffler Properties, Inc., REIT 0.01%
Hyundai Capital America, 2.40%, due 10/30/2018 0.01%
Tyson Foods, Inc., 4.55%, due 06/02/2047 0.01%
Southern Power Co., 4.95%, due 12/15/2046 0.01%
Masimo Corp. 0.01%
Teledyne Technologies, Inc. 0.01%
Gilead Sciences, Inc., 3.25%, due 09/01/2022 0.01%
Spectra Energy Partners, LP, 3.50%, due 03/15/2025 0.01%
Ecopetrol SA, 5.37%, due 06/26/2026 0.01%
Greenbrier Cos., Inc. 0.01%
NiSource, Inc., 6.25%, due 12/15/2040 0.01%
Asbury Automotive Group, Inc. 0.01%
Indiana Michigan Power Co., 3.20%, due 03/15/2023 0.01%
Southwestern Electric Power Co., 3.90%, due 04/01/2045 0.01%
State Street Corp., 3.55%, due 08/18/2025 0.01%
Federal Home Loan Mortgage Corp. REMIC, 2.52%, due 08/15/2039 0.01%
Alexion Pharmaceuticals, Inc. 0.01%
Select Medical Holdings Corp. 0.01%
Intercontinental Exchange, Inc., 4.00%, due 10/15/2023 0.01%
National Retail Properties, Inc., 3.60%, due 12/15/2026 0.01%
Florida Power & Light Co., 5.62%, due 04/01/2034 0.01%
JetBlue Airways Corp. 0.01%
Brinker International, Inc. 0.01%
Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 0.01%
Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 0.01%
Southwestern Public Service Co., 6.00%, due 10/01/2036 0.01%
Canadian Imperial Bank of Commerce, 2.55%, due 06/16/2022 0.01%
Norfolk Southern Corp., 4.05%, due 08/15/2052 0.01%
Ohio State University, Series A, 4.04%, due 12/01/2056 0.01%
Goldman Sachs Group, Inc., 2.75%, due 09/15/2020 0.01%
Sempra Energy, 3.55%, due 06/15/2024 0.01%
Duke Energy Progress LLC, 5.70%, due 04/01/2035 0.01%
DTE Electric Co., 3.70%, due 03/15/2045 0.01%
Brighthouse Financial, Inc., 4.70%, due 06/22/2047 0.01%
Universal Forest Products, Inc. 0.01%
PSEG Power LLC, 4.15%, due 09/15/2021 0.01%
Consumers Energy Co., 5.65%, due 04/15/2020 0.01%
Western Gas Partners, LP, 5.45%, due 04/01/2044 0.01%
TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 0.01%
Getty Realty Corp., REIT 0.01%
Expedia Group, Inc. 0.01%
Verizon Communications, Inc., 3.45%, due 03/15/2021 0.01%
Deutsche Bank AG 0.01%
Momenta Pharmaceuticals, Inc. 0.01%
TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 0.01%
Waters Corp. 0.01%
Energy Transfer Partners, LP, 4.05%, due 03/15/2025 0.01%
Legg Mason, Inc., 3.95%, due 07/15/2024 0.01%
Realty Income Corp., 4.65%, due 03/15/2047 0.01%
TopBuild Corp. 0.01%
Bank of America Corp., Series MTN, 2.62%, due 10/19/2020 0.01%
Douglas Emmett, Inc., REIT 0.01%
American Express Co. 0.01%
State of California, 7.30%, due 10/01/2039 0.01%
Halliburton Co., 8.75%, due 02/15/2021 0.01%
Polaris Industries, Inc. 0.01%
Emera US Finance, LP, 3.55%, due 06/15/2026 0.01%
Nutrien, Ltd., 3.37%, due 03/15/2025 0.01%
Public Service Co. of Oklahoma, 5.15%, due 12/01/2019 0.01%
Jackson National Life Global Funding, 1.87%, due 10/15/2018 0.01%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.01%
Maple Escrow Subsidiary, Inc., 4.41%, due 05/25/2025 0.01%
Cisco Systems, Inc., 2.95%, due 02/28/2026 0.01%
Home Depot, Inc., 3.75%, due 02/15/2024 0.01%
XLIT, Ltd., 6.37%, due 11/15/2024 0.01%
General Mills, Inc., 4.20%, due 04/17/2028 0.01%
Prosper Marketplace Issuance Trust, Series 2017-1A, Class A, 2.56%, due 06/15/2023 0.01%
MassMutual Global Funding II, 2.10%, due 08/02/2018 0.01%
ArcBest Corp. 0.01%
Comcast Corp., 7.05%, due 03/15/2033 0.01%
Brookfield Finance, Inc., 3.90%, due 01/25/2028 0.01%
DiamondRock Hospitality Co., REIT 0.01%
Owens-Illinois, Inc. 0.01%
Kellogg Co., 3.40%, due 11/15/2027 0.01%
Carlisle Cos., Inc. 0.01%
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.01%
SailPoint Technologies Holding, Inc. 0.01%
Unilever Capital Corp., 2.00%, due 07/28/2026 0.01%
Toronto-Dominion Bank, 3.62%, due 09/15/2031 0.01%
Cargill, Inc., 3.30%, due 03/01/2022 0.01%
Deckers Outdoor Corp. 0.01%
TD Ameritrade Holding Corp., 2.95%, due 04/01/2022 0.01%
Kilroy Realty Corp., REIT 0.01%
Cleveland Electric Illuminating Co., 5.50%, due 08/15/2024 0.01%
Benchmark Electronics, Inc. 0.01%
Unilever Capital Corp., 3.37%, due 03/22/2025 0.01%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.01%
Vulcan Materials Co., 4.50%, due 06/15/2047 0.01%
Allstate Corp., 3.15%, due 06/15/2023 0.01%
Time Warner Cable LLC, 8.75%, due 02/14/2019 0.01%
Cullen / Frost Bankers, Inc. 0.01%
Massachusetts Electric Co., 4.00%, due 08/15/2046 0.01%
Enterprise Products Operating LLC, 5.75%, due 03/01/2035 0.01%
Gentex Corp. 0.01%
Louisiana-Pacific Corp. 0.01%
UnitedHealth Group, Inc., 2.75%, due 02/15/2023 0.01%
Intel Corp., 3.73%, due 12/08/2047 0.01%
Stepan Co. 0.01%
New England Power Co., 3.80%, due 12/05/2047 0.01%
Northrop Grumman Systems Corp., 7.75%, due 02/15/2031 0.01%
First Franklin Mortgage Loan Trust, Series 2006-FF2, Class A4, 2.29%, due 02/25/2036 0.01%
Halliburton Co., 3.50%, due 08/01/2023 0.01%
General Electric Co., Series MTN, 4.37%, due 09/16/2020 0.01%
Albemarle Corp., 5.45%, due 12/01/2044 0.01%
Wisconsin Electric Power Co., 3.10%, due 06/01/2025 0.01%
Fair Isaac Corp. 0.01%
Time Warner Cable LLC, 6.55%, due 05/01/2037 0.01%
Masco Corp., 3.50%, due 11/15/2027 0.01%
Umpqua Holdings Corp. 0.01%
Northrop Grumman Corp., 3.20%, due 02/01/2027 0.01%
Telefonica Emisiones SAU, 5.13%, due 04/27/2020 0.01%
Petro-Canada, 7.87%, due 06/15/2026 0.01%
NextEra Energy Capital Holdings, Inc., 2.40%, due 09/15/2019 0.01%
Trimble, Inc. 0.01%
ONEOK Partners, LP, 3.20%, due 09/15/2018 0.01%
Methode Electronics, Inc. 0.01%
Intel Corp., 3.70%, due 07/29/2025 0.01%
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 0.01%
Royal Bank of Canada, Series MTN, 4.65%, due 01/27/2026 0.01%
General Electric Co., Series MTN, 6.00%, due 08/07/2019 0.01%
HSBC Holdings PLC, 4.87%, due 01/14/2022 0.01%
RBSHD Trust, Series 2013-1A, Class A, 7.68%, due 10/25/2047 0.01%
Duke Energy Progress LLC, 3.70%, due 10/15/2046 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 4.87%, due 07/11/2022 0.01%
Avangrid, Inc., 3.15%, due 12/01/2024 0.01%
TJX Cos., Inc. 0.01%
Liberty Mutual Group, Inc., 4.95%, due 05/01/2022 0.01%
Ecopetrol SA, 4.12%, due 01/16/2025 0.01%
Duke Energy Progress LLC, 3.25%, due 08/15/2025 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 0.01%
Home Depot, Inc., 4.20%, due 04/01/2043 0.01%
PNC Financial Services Group, Inc., 5.12%, due 02/08/2020 0.01%
Warner Media LLC, 4.75%, due 03/29/2021 0.01%
Prudential Financial, Inc., 5.62%, due 06/15/2043 0.01%
Crown Castle International Corp., 4.87%, due 04/15/2022 0.01%
Eaton Vance Corp. 0.01%
General Motors Financial Co., Inc., 4.30%, due 07/13/2025 0.01%
Murphy Oil Corp. 0.01%
Republic Services, Inc., 5.50%, due 09/15/2019 0.01%
21st Century Fox America, Inc., 9.50%, due 07/15/2024 0.01%
Flagship Credit Auto Trust, Series 2016-1, Class A, 2.77%, due 12/15/2020 0.01%
Hawaiian Electric Industries, Inc. 0.01%
Federal National Mortgage Association REMIC, 5.00%, due 10/25/2025 0.01%
Federal National Mortgage Association REMIC, 2.38%, due 07/25/2036 0.01%
Reliance Standard Life Global Funding II, 3.05%, due 01/20/2021 0.01%
Caterpillar Financial Services Corp., Series MTN, 7.15%, due 02/15/2019 0.01%
Drive Auto Receivables Trust, Series 2017-AA, Class B, 2.51%, due 01/15/2021 0.01%
Anthem, Inc., 4.10%, due 03/01/2028 0.01%
WFRBS Commercial Mortgage Trust, Series 2011-C3, Class A4, 4.37%, due 03/15/2044 0.01%
Credit Suisse AG, Series MTN, 5.30%, due 08/13/2019 0.01%
Bank of New York Mellon Corp., Series MTN, 4.60%, due 01/15/2020 0.01%
Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 0.01%
Pool Corp. 0.01%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.01%
MYR Group, Inc. 0.01%
Duke Energy Carolinas LLC, 3.90%, due 06/15/2021 0.01%
NiSource, Inc., 5.65%, due 02/01/2045 0.01%
Illinois Tool Works, Inc., 3.50%, due 03/01/2024 0.01%
Thornburg Mortgage Securities Trust, Series 2004-3, Class A, 2.83%, due 09/25/2044 0.01%
A. Schulman, Inc. 0.01%
CPS Auto Receivables Trust, Series 2014-D, Class C, 4.35%, due 11/16/2020 0.01%
CPS Auto Receivables Trust, Series 2015-A, Class C, 4.00%, due 02/16/2021 0.01%
Union Electric Co., 2.95%, due 06/15/2027 0.01%
Lincoln National Corp., 4.00%, due 09/01/2023 0.01%
Magellan Health, Inc. 0.01%
McDermott International, Inc. 0.01%
Royal Caribbean Cruises, Ltd. 0.01%
CPS Auto Receivables Trust, Series 2014-C, Class C, 3.77%, due 08/17/2020 0.01%
Sunoco Logistics Partners Operations, LP, 6.10%, due 02/15/2042 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2040 0.01%
CMS Energy Corp., 3.87%, due 03/01/2024 0.01%
Tupperware Brands Corp. 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 0.01%
Akorn, Inc. 0.01%
Starbucks Corp., 4.30%, due 06/15/2045 0.01%
Alliance Data Systems Corp. 0.01%
Federal Home Loan Mortgage Corp., 3.72%, due 07/01/2040 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 0.01%
WR Berkley Corp. 0.01%
Discovery Communications LLC, 3.95%, due 03/20/2028 0.01%
American Express Credit Corp., Series MTN, 2.25%, due 08/15/2019 0.01%
Verizon Owner Trust, Series 2016-1A, Class A, 1.42%, due 01/20/2021 0.01%
International Business Machines Corp., 1.80%, due 05/17/2019 0.01%
Nationstar HECM Loan Trust, Series 2017-1A, Class M1, 2.94%, due 05/25/2027 0.01%
Ohio State University, Series A, 4.80%, due 06/01/2111 0.01%
Southern Co., 2.15%, due 09/01/2019 0.01%
Canadian Natural Resources, Ltd., 3.80%, due 04/15/2024 0.01%
CME Group, Inc., 3.00%, due 09/15/2022 0.01%
MPLX, LP, 4.00%, due 03/15/2028 0.01%
American Express Co., 2.65%, due 12/02/2022 0.01%
DXC Technology Co., 4.25%, due 04/15/2024 0.01%
CME Group, Inc. 0.01%
Walgreens Boots Alliance, Inc., 3.80%, due 11/18/2024 0.01%
Helen of Troy, Ltd. 0.01%
Entergy Louisiana LLC, 3.05%, due 06/01/2031 0.01%
CVS Pass-Through Trust, 6.20%, due 10/10/2025 0.01%
BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 0.01%
Amgen, Inc., 4.56%, due 06/15/2048 0.01%
CSX Corp., 3.40%, due 08/01/2024 0.01%
Charles River Laboratories International, Inc. 0.01%
Capital One Financial Corp., 3.75%, due 04/24/2024 0.01%
Watsco, Inc. 0.01%
Dollar General Corp., 4.12%, due 05/01/2028 0.01%
Bank of New York Mellon Corp., Series MTN, 2.60%, due 02/07/2022 0.01%
Petroleos Mexicanos, 6.37%, due 02/04/2021 0.01%
Transocean, Ltd. 0.01%
Petroleos Mexicanos, 6.62%, due 06/15/2035 0.01%
International Paper Co., 8.70%, due 06/15/2038 0.01%
Microsoft Corp., 2.37%, due 05/01/2023 0.01%
Sempra Energy, 4.05%, due 12/01/2023 0.01%
Allergan, Inc., 3.37%, due 09/15/2020 0.01%
Capital One Financial Corp., 4.20%, due 10/29/2025 0.01%
Citigroup, Inc., 3.87%, due 03/26/2025 0.01%
Sumitomo Mitsui Financial Group, Inc., 2.05%, due 07/14/2021 0.01%
Diageo PLC 0.01%
MassMutual Global Funding II, 2.50%, due 10/17/2022 0.01%
Jackson National Life Global Funding, 2.50%, due 06/27/2022 0.01%
Buckeye Partners, LP, 5.85%, due 11/15/2043 0.01%
Ralph Lauren Corp. 0.01%
Dominion Energy, Inc., 5.25%, due 08/01/2033 0.01%
Kimberly-Clark Corp., 2.40%, due 06/01/2023 0.01%
United Airlines Pass-Through Trust, 3.65%, due 07/07/2027 0.01%
PotlatchDeltic Corp. 0.01%
CBS Corp., 4.85%, due 07/01/2042 0.01%
Jersey Central Power & Light Co., 6.15%, due 06/01/2037 0.01%
Energy Transfer Partners, LP, 4.75%, due 01/15/2026 0.01%
TrueBlue, Inc. 0.01%
Philip Morris International, Inc., 4.25%, due 11/10/2044 0.01%
ERP Operating, LP, 3.50%, due 03/01/2028 0.01%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.87%, due 01/15/2027 0.01%
Southwest Gas Corp., 3.80%, due 09/29/2046 0.01%
Kroger Co., 3.40%, due 04/15/2022 0.01%
Lincoln Electric Holdings, Inc. 0.01%
American Express Credit Corp., Series MTN, 2.25%, due 05/05/2021 0.01%
Anthem, Inc., 4.65%, due 08/15/2044 0.01%
Apple, Inc., 3.20%, due 05/13/2025 0.01%
Bio-Rad Laboratories, Inc., Class A 0.01%
Marathon Petroleum Corp., 3.62%, due 09/15/2024 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 0.01%
John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 0.01%
National Retail Properties, Inc., 3.50%, due 10/15/2027 0.01%
Nevada Power Co., 5.37%, due 09/15/2040 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.38%, due 10/23/2035 0.01%
Exterran Corp. 0.01%
BP Capital Markets PLC, 3.81%, due 02/10/2024 0.01%
Deutsche Bank AG, 4.10%, due 01/13/2026 0.01%
General Electric Co., 4.12%, due 10/09/2042 0.01%
Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co., LP, 3.40%, due 12/01/2026 0.01%
Mylan NV, 3.95%, due 06/15/2026 0.01%
Federal National Mortgage Association, 6.00%, due 02/01/2023 0.01%
Cypress Semiconductor Corp. 0.01%
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 2.55%, due 04/25/2029 0.01%
Sykes Enterprises, Inc. 0.01%
Brunswick Corp. 0.01%
McDonald's Corp., Series MTN, 3.62%, due 05/01/2043 0.01%
Enbridge, Inc., 4.50%, due 06/10/2044 0.01%
Peabody Energy Corp. 0.01%
Tailored Brands, Inc. 0.01%
Apple, Inc., 4.50%, due 02/23/2036 0.01%
Medco Health Solutions, Inc., 4.12%, due 09/15/2020 0.01%
Catalent, Inc. 0.01%
Oracle Corp., 2.37%, due 01/15/2019 0.01%
US Bancorp, Series MTN, 2.37%, due 07/22/2026 0.01%
Citigroup, Inc., 3.87%, due 01/24/2039 0.01%
ALLETE, Inc. 0.01%
Marsh & McLennan Cos., Inc., 3.50%, due 03/10/2025 0.01%
Ultimate Software Group, Inc. 0.01%
Olympus Corp. 0.01%
Pacific Gas & Electric Co., 3.30%, due 12/01/2027 0.01%
KeySpan Gas East Corp., 2.74%, due 08/15/2026 0.01%
Rudolph Technologies, Inc. 0.01%
Signature Bank 0.01%
Aegion Corp. 0.01%
Toyota Motor Credit Corp., Series MTN, 2.12%, due 07/18/2019 0.01%
Everest Re Group, Ltd. 0.01%
Chubb INA Holdings, Inc., 2.87%, due 11/03/2022 0.01%
Mexico Government International Bond, 4.35%, due 01/15/2047 0.01%
Roper Technologies, Inc., 3.80%, due 12/15/2026 0.01%
ERP Operating, LP, 2.85%, due 11/01/2026 0.01%
U.S. Treasury Inflation-Indexed Note, 1.37%, due 01/15/2020 0.01%
MDU Resources Group, Inc. 0.01%
Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 0.01%
Federal Home Loan Mortgage Corp. REMIC, 15.22%, due 06/15/2035 0.01%
National Fuel Gas Co. 0.01%
VOLT XL LLC, Series 2015-NP14, Class A1, 4.37%, due 11/27/2045 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 06/15/2025 0.01%
American Water Capital Corp., 4.00%, due 12/01/2046 0.01%
Apache Corp., 5.10%, due 09/01/2040 0.01%
Aetna, Inc., 6.75%, due 12/15/2037 0.01%
Chemed Corp. 0.01%
Kraft Heinz Foods Co., 6.87%, due 01/26/2039 0.01%
PG&E Corp. 0.01%
Innophos Holdings, Inc. 0.01%
Westlake Chemical Corp., 4.37%, due 11/15/2047 0.01%
Microsoft Corp., 3.70%, due 08/08/2046 0.01%
Thermo Fisher Scientific, Inc., 4.15%, due 02/01/2024 0.01%
Hubbell, Inc. 0.01%
National Rural Utilities Cooperative Finance Corp., 3.05%, due 04/25/2027 0.01%
Boise Cascade Co. 0.01%
Northern States Power Co., 6.25%, due 06/01/2036 0.01%
McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 0.01%
Futures Contracts, Long, U.S. Treasury Bond 0.01%
Linde AG 0.01%
Ventas Realty, LP, 3.75%, due 05/01/2024 0.01%
Express Scripts Holding Co., 3.50%, due 06/15/2024 0.01%
Agilent Technologies, Inc. 0.01%
Microsoft Corp., 3.95%, due 08/08/2056 0.01%
Province of Ontario, 1.65%, due 09/27/2019 0.01%
John Wiley & Sons, Inc., Class A 0.01%
Agree Realty Corp., REIT 0.01%
Marathon Petroleum Corp., 4.75%, due 09/15/2044 0.01%
Pacific Gas & Electric Co., 3.95%, due 12/01/2047 0.01%
Bank of Hawaii Corp. 0.01%
Merrill Lynch Mortgage Investors Trust, Series 2003-H, Class A1, 2.73%, due 01/25/2029 0.01%
Haemonetics Corp. 0.01%
National Australia Bank, Ltd. 0.01%
General Electric Co., 2.10%, due 12/11/2019 0.01%
San Diego Gas & Electric Co., 6.00%, due 06/01/2026 0.01%
Metropolitan Edison Co., 4.00%, due 04/15/2025 0.01%
Macquarie Group, Ltd., 6.25%, due 01/14/2021 0.01%
ANR Pipeline Co., 9.62%, due 11/01/2021 0.01%
Digital Realty Trust, LP, 3.70%, due 08/15/2027 0.01%
Apple, Inc., 3.75%, due 11/13/2047 0.01%
Thornburg Mortgage Securities Trust, Series 2003-4, Class A1, 2.73%, due 09/25/2043 0.01%
Republic Services, Inc., 5.25%, due 11/15/2021 0.01%
Flowers Foods, Inc. 0.01%
Toro Co. 0.01%
Liberty Property Trust, REIT 0.01%
Public Service Electric & Gas Co., Series MTN, 2.25%, due 09/15/2026 0.01%
Carter's, Inc. 0.01%
Heidrick & Struggles International, Inc. 0.01%
LaSalle Hotel Properties, REIT 0.01%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 0.01%
MASTR Seasoned Securitization Trust, Series 2004-2, Class A2, 6.50%, due 08/25/2032 0.01%
ExlService Holdings, Inc. 0.01%
KeyCorp, Series MTN, 2.90%, due 09/15/2020 0.01%
CSX Corp., Series MTN, 6.00%, due 10/01/2036 0.01%
Ohio Power Co., 6.60%, due 03/01/2033 0.01%
CoreSite Realty Corp., REIT 0.01%
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 2A4, 5.50%, due 09/25/2034 0.01%
DDR Corp., 3.62%, due 02/01/2025 0.01%
Analog Devices, Inc., 3.12%, due 12/05/2023 0.01%
AMC Networks, Inc., Class A 0.01%
BAE Systems Holdings, Inc., 6.37%, due 06/01/2019 0.01%
General Mills, Inc. 0.01%
Citigroup, Inc., 2.15%, due 07/30/2018 0.01%
Arizona Public Service Co., 2.20%, due 01/15/2020 0.01%
AT&T, Inc., 4.50%, due 03/09/2048 0.01%
Federal National Mortgage Association, 5.50%, due 07/01/2025 0.01%
EOG Resources, Inc., 4.10%, due 02/01/2021 0.01%
RenaissanceRe Holdings, Ltd. 0.01%
CBS Corp., 4.00%, due 01/15/2026 0.01%
MPLX, LP, 5.20%, due 03/01/2047 0.01%
Petroleos Mexicanos, 5.35%, due 02/12/2028 0.01%
Thor Industries, Inc. 0.01%
Curtiss-Wright Corp. 0.01%
Constellation Brands, Inc., 4.10%, due 02/15/2048 0.01%
Aetna, Inc., 2.80%, due 06/15/2023 0.01%
Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 0.01%
MicroStrategy, Inc., Class A 0.01%
Oracle Corp., 6.12%, due 07/08/2039 0.01%
New York State Electric & Gas Corp., 3.25%, due 12/01/2026 0.01%
SLM Corp. 0.01%
Ecolab, Inc., 2.25%, due 01/12/2020 0.01%
Union Pacific Corp., 4.10%, due 09/15/2067 0.01%
Sabre Corp. 0.01%
Futures Contracts, Long, S&P/TSX 60 Index 0.01%
Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 0.01%
United Airlines Pass-Through Trust, 3.10%, due 01/07/2030 0.01%
Sherwin-Williams Co., 3.12%, due 06/01/2024 0.01%
Federal National Mortgage Association, 6.00%, due 09/01/2037 0.01%
CDK Global, Inc. 0.01%
Florida Power & Light Co., 4.95%, due 06/01/2035 0.01%
Nu Skin Enterprises, Inc., Class A 0.01%
Johnson Controls International PLC, 5.25%, due 12/01/2041 0.01%
Worthington Industries, Inc. 0.01%
Novartis Capital Corp., 2.40%, due 09/21/2022 0.01%
Southern Co. Gas Capital Corp., 4.40%, due 06/01/2043 0.01%
Kirby Corp. 0.01%
Target Corp., 3.50%, due 07/01/2024 0.01%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.01%
AT&T, Inc., 5.35%, due 09/01/2040 0.01%
NiSource, Inc., 5.80%, due 02/01/2042 0.01%
Rockwell Collins, Inc., 3.20%, due 03/15/2024 0.01%
Sysco Corp., 3.75%, due 10/01/2025 0.01%
E.I. Paso Electric Co. 0.01%
Ingevity Corp. 0.01%
Valero Energy Corp., 7.50%, due 04/15/2032 0.01%
Jackson National Life Global Funding, 3.05%, due 04/29/2026 0.01%
CVS Health Corp., 2.75%, due 12/01/2022 0.01%
Alabama Power Co., 3.55%, due 12/01/2023 0.01%
Sherwin-Williams Co., 4.50%, due 06/01/2047 0.01%
UnitedHealth Group, Inc., 3.10%, due 03/15/2026 0.01%
Brown & Brown, Inc. 0.01%
TC PipeLines, LP, 3.90%, due 05/25/2027 0.01%
Williams Partners, LP, 3.90%, due 01/15/2025 0.01%
Kemet Corp. 0.01%
Great Plains Energy, Inc., 4.85%, due 06/01/2021 0.01%
Atmos Energy Corp., 4.12%, due 10/15/2044 0.01%
Interactive Brokers Group, Inc., Class A 0.01%
Caterpillar Financial Services Corp., Series MTN, 2.85%, due 06/01/2022 0.01%
National Instruments Corp. 0.01%
Life Storage, Inc., REIT 0.01%
Williams-Sonoma, Inc. 0.01%
AMAG Pharmaceuticals, Inc. 0.01%
LogMeIn, Inc. 0.01%
American Express Credit Corp., 2.12%, due 03/18/2019 0.01%
Commonwealth Edison Co., 3.65%, due 06/15/2046 0.01%
Invesco Finance PLC, 4.00%, due 01/30/2024 0.01%
John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 0.01%
Nissan Motor Acceptance Corp., 1.90%, due 09/14/2021 0.01%
Digital Realty Trust, Inc., REIT 0.01%
MPLX, LP, 4.70%, due 04/15/2048 0.01%
Littelfuse, Inc. 0.01%
American Express Credit Corp., Series MTN, 2.60%, due 09/14/2020 0.01%
Federal National Mortgage Association REMIC, 15.78%, due 06/25/2035 0.01%
Chevron Corp., 3.19%, due 06/24/2023 0.01%
Dun & Bradstreet Corp. 0.01%
ICU Medical, Inc. 0.01%
Microsoft Corp., 2.37%, due 02/12/2022 0.01%
Federal National Mortgage Association, 2.31%, due 03/25/2045 0.01%
Patterson Cos., Inc. 0.01%
Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 0.01%
CyrusOne, Inc., REIT 0.01%
Southwestern Public Service Co., 4.50%, due 08/15/2041 0.01%
United Continental Holdings, Inc. 0.01%
Mitsubishi UFJ Financial Group, Inc., 2.99%, due 02/22/2022 0.01%
Impac Secured Assets Trust, Series 2006-1, Class 2A1, 2.44%, due 05/25/2036 0.01%
UnitedHealth Group, Inc., 1.62%, due 03/15/2019 0.01%
Avista Corp. 0.01%
Comfort Systems USA, Inc. 0.01%
Pinnacle Financial Partners, Inc. 0.01%
Depomed, Inc. 0.01%
Federal National Mortgage Association REMIC, 2.74%, due 02/25/2024 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.01%
Cleveland Electric Illuminating Co., 8.87%, due 11/15/2018 0.01%
Medtronic, Inc., 3.12%, due 03/15/2022 0.01%
Harris Corp., 4.85%, due 04/27/2035 0.01%
Appalachian Power Co., 6.70%, due 08/15/2037 0.01%
CMS Energy Corp., 2.95%, due 02/15/2027 0.01%
Qwest Corp., 6.75%, due 12/01/2021 0.01%
State Street Corp., 3.10%, due 05/15/2023 0.01%
VOLT LIV LLC, Series 2017-NPL1, Class A1, 3.50%, due 02/25/2047 0.01%
Berkshire Hathaway Energy Co., 3.50%, due 02/01/2025 0.01%
Microsoft Corp., 4.00%, due 02/12/2055 0.01%
Texas Roadhouse, Inc. 0.01%
Southern California Edison Co., 4.05%, due 03/15/2042 0.01%
Janus Henderson Group PLC 0.01%
Cracker Barrel Old Country Store, Inc. 0.01%
Moog, Inc., Class A 0.01%
United Technologies Corp., 4.50%, due 06/01/2042 0.01%
DCT Industrial Trust, Inc., REIT 0.01%
CoreLogic, Inc. 0.01%
SkyWest, Inc. 0.01%
UniCredit SpA 0.01%
Bank of Montreal, Series MTN, 2.37%, due 01/25/2019 0.01%
LivaNova PLC 0.01%
Primerica, Inc. 0.01%
Darden Restaurants, Inc., 4.55%, due 02/15/2048 0.01%
Sanmina Corp. 0.00%**
BHP Billiton Finance USA, Ltd., 4.12%, due 02/24/2042 0.00%**
Wells Fargo & Co., 2.50%, due 03/04/2021 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.00%**
DocuSign, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 2.52%, due 11/15/2039 0.00%**
Dr. Pepper Snapple Group, Inc., 3.43%, due 06/15/2027 0.00%**
CoreCivic, Inc., REIT 0.00%**
U.S. Treasury Bill, 2.02%, due 01/31/2019 0.00%**
AvalonBay Communities, Inc., Series MTN, 3.50%, due 11/15/2024 0.00%**
Mexico Government International Bond, Series MTN, 5.75%, due 10/12/2110 0.00%**
Burlington Northern Santa Fe LLC, 5.40%, due 06/01/2041 0.00%**
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.00%**
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.00%**
Integrated Device Technology, Inc. 0.00%**
TEGNA, Inc. 0.00%**
New York Life Global Funding, 2.35%, due 07/14/2026 0.00%**
Harris Corp. 0.00%**
Koppers Holdings, Inc. 0.00%**
PDC Energy, Inc. 0.00%**
American Honda Finance Corp., Series MTN, 2.90%, due 02/16/2024 0.00%**
UDR, Inc., Series MTN, 2.95%, due 09/01/2026 0.00%**
Kansas City Power & Light Co., 5.30%, due 10/01/2041 0.00%**
ONEOK Partners, LP, 5.00%, due 09/15/2023 0.00%**
FirstEnergy Corp., 4.85%, due 07/15/2047 0.00%**
Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 0.00%**
Schlumberger Investment SA, 2.40%, due 08/01/2022 0.00%**
j2 Global, Inc. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 3.00%, due 04/15/2025 0.00%**
SpartanNash Co. 0.00%**
Duke Energy Progress LLC, 3.00%, due 09/15/2021 0.00%**
Enterprise Products Operating LLC, 5.10%, due 02/15/2045 0.00%**
Ventas Realty, LP, 4.12%, due 01/15/2026 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 3.36%, due 10/25/2033 0.00%**
Covidien International Finance SA, 2.95%, due 06/15/2023 0.00%**
American International Group, Inc., 3.75%, due 07/10/2025 0.00%**
Flagship Credit Auto Trust, Series 2014-2, Class C, 3.95%, due 12/15/2020 0.00%**
Ciena Corp. 0.00%**
Patterson-UTI Energy, Inc. 0.00%**
New Jersey Resources Corp. 0.00%**
Parker-Hannifin Corp., 4.10%, due 03/01/2047 0.00%**
Perficient, Inc. 0.00%**
Ecopetrol SA, 5.87%, due 09/18/2023 0.00%**
Citicorp Mortgage Securities, Inc., Series 2004-3, Class A5, 5.25%, due 05/25/2034 0.00%**
CBS Corp., 4.90%, due 08/15/2044 0.00%**
MASTR Asset Securitization Trust, Series 2003-11, Class 9A6, 5.25%, due 12/25/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.30%, due 01/15/2033 0.00%**
Kraft Heinz Foods Co., 6.12%, due 08/23/2018 0.00%**
Morgan Stanley, 4.30%, due 01/27/2045 0.00%**
Skechers U.S.A., Inc., Class A 0.00%**
Ecolab, Inc., 3.25%, due 01/14/2023 0.00%**
Meredith Corp. 0.00%**
SVB Financial Group 0.00%**
Knight-Swift Transportation Holdings, Inc. 0.00%**
Magellan Midstream Partners, LP, 5.15%, due 10/15/2043 0.00%**
MPLX, LP, 4.50%, due 04/15/2038 0.00%**
Live Nation Entertainment, Inc. 0.00%**
Cohu, Inc. 0.00%**
Baxalta, Inc., 3.60%, due 06/23/2022 0.00%**
Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 0.00%**
Petroleos Mexicanos, 4.87%, due 01/18/2024 0.00%**
Duke Energy Progress LLC, 4.15%, due 12/01/2044 0.00%**
Morgan Stanley Re-REMIC Trust, Series 2012-XA, Class B, 0.25%, due 07/27/2049 0.00%**
Brink's Co. 0.00%**
Government National Mortgage Association, 15.98%, due 04/20/2037 0.00%**
Caleres, Inc. 0.00%**
MetLife, Inc., 6.40%, due 12/15/2066 0.00%**
Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 0.00%**
Stamps.com, Inc. 0.00%**
Hyundai Capital America, 2.00%, due 07/01/2019 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.00%**
Noble Energy, Inc., 6.00%, due 03/01/2041 0.00%**
Macquarie Group, Ltd. 0.00%**
Chesapeake Energy Corp. 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 0.00%**
Acorda Therapeutics, Inc. 0.00%**
McCormick & Co., Inc., 3.40%, due 08/15/2027 0.00%**
Hanmi Financial Corp. 0.00%**
Lumentum Holdings, Inc. 0.00%**
General Electric Co., Series MTN, 5.50%, due 01/08/2020 0.00%**
CF Industries Holdings, Inc. 0.00%**
Wells Fargo & Co., Series MTN, 4.30%, due 07/22/2027 0.00%**
BB&T Corp., Series MTN, 6.85%, due 04/30/2019 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-G, Class A1, 3.59%, due 06/25/2033 0.00%**
Nanometrics, Inc. 0.00%**
Cox Communications, Inc., 3.35%, due 09/15/2026 0.00%**
Airbus Finance BV, 2.70%, due 04/17/2023 0.00%**
Globus Medical, Inc., Class A 0.00%**
Simon Property Group, LP, 4.37%, due 03/01/2021 0.00%**
Johnson Controls International PLC, 5.00%, due 03/30/2020 0.00%**
Eaton Corp., 6.95%, due 03/20/2019 0.00%**
BHP Billiton Finance USA, Ltd., 5.00%, due 09/30/2043 0.00%**
Taubman Centers, Inc., REIT 0.00%**
Canadian Natural Resources, Ltd., 7.20%, due 01/15/2032 0.00%**
Praxair, Inc., 2.65%, due 02/05/2025 0.00%**
Xcel Energy, Inc., 6.50%, due 07/01/2036 0.00%**
MSC Industrial Direct Co., Inc., Class A 0.00%**
Sequoia Mortgage Trust, Series 2010, Class 1A, 2.88%, due 10/20/2027 0.00%**
Chubb INA Holdings, Inc., 3.35%, due 05/03/2026 0.00%**
Invesco Finance PLC, 3.75%, due 01/15/2026 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 4.21%, due 06/25/2033 0.00%**
Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 4.05%, due 11/25/2033 0.00%**
ASGN, Inc. 0.00%**
Chubb, Ltd. 0.00%**
Entergy Arkansas, Inc., 3.50%, due 04/01/2026 0.00%**
Owens & Minor, Inc. 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7, 3.29%, due 08/25/2033 0.00%**
Equinor ASA, 3.25%, due 11/10/2024 0.00%**
First Industrial Realty Trust, Inc., REIT 0.00%**
TrustCo Bank Corp. 0.00%**
Bank of New York Mellon Corp., Series MTN, 2.20%, due 03/04/2019 0.00%**
21st Century Fox America, Inc., 6.55%, due 03/15/2033 0.00%**
International Business Machines Corp., 7.00%, due 10/30/2025 0.00%**
Citizens Financial Group, Inc., 4.30%, due 12/03/2025 0.00%**
Ingersoll-Rand Luxembourg Finance SA, 2.62%, due 05/01/2020 0.00%**
KLX, Inc. 0.00%**
Caterpillar Financial Services Corp., Series MTN, 2.75%, due 08/20/2021 0.00%**
Southwest Gas Holdings, Inc. 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 0.00%**
Express Scripts Holding Co., 4.80%, due 07/15/2046 0.00%**
Dominion Energy, Inc., 6.30%, due 03/15/2033 0.00%**
National Rural Utilities Cooperative Finance Corp., 2.95%, due 02/07/2024 0.00%**
Coherent, Inc. 0.00%**
Kemper Corp. 0.00%**
TTM Technologies, Inc. 0.00%**
Principal Financial Group, Inc. 0.00%**
Gannett Co., Inc. 0.00%**
American Express Credit Corp., Series MTN, 2.70%, due 03/03/2022 0.00%**
Bank of America Corp., Series MTN, 4.44%, due 01/20/2048 0.00%**
Dominion Energy Gas Holdings LLC, 2.80%, due 11/15/2020 0.00%**
American Water Capital Corp., 3.40%, due 03/01/2025 0.00%**
CNX Resources Corp. 0.00%**
Oasis Petroleum, Inc. 0.00%**
Cardinal Health, Inc., 4.90%, due 09/15/2045 0.00%**
PolyOne Corp. 0.00%**
Signet Jewelers, Ltd. 0.00%**
Dean Foods Co. 0.00%**
Toronto-Dominion Bank, Series MTN, 1.75%, due 07/23/2018 0.00%**
Oncor Electric Delivery Co. LLC, 7.00%, due 09/01/2022 0.00%**
RPM International, Inc. 0.00%**
Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 0.00%**
Discovery, Inc., Class A 0.00%**
Uniti Group, Inc., REIT 0.00%**
Cantel Medical Corp. 0.00%**
Bank of New York Mellon Corp., Series MTN, 4.15%, due 02/01/2021 0.00%**
Briggs & Stratton Corp. 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 12/01/2027 0.00%**
Scotts Miracle-Gro Co. 0.00%**
Par Pacific Holdings, Inc. 0.00%**
BancorpSouth Bank 0.00%**
Equinor ASA, 2.45%, due 01/17/2023 0.00%**
American International Group, Inc., 4.50%, due 07/16/2044 0.00%**
JBG Smith Properties, REIT 0.00%**
BB&T Corp., Series MTN, 2.45%, due 01/15/2020 0.00%**
Verizon Communications, Inc., 5.01%, due 08/21/2054 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.43%, due 01/25/2041 0.00%**
Danaher Corp., 2.40%, due 09/15/2020 0.00%**
Lantheus Holdings, Inc. 0.00%**
Activision Blizzard, Inc. 0.00%**
Bunge, Ltd. Finance Corp., 3.50%, due 11/24/2020 0.00%**
Petro-Canada, 5.35%, due 07/15/2033 0.00%**
Energy Transfer Partners, LP, 3.60%, due 02/01/2023 0.00%**
Sabra Health Care REIT, Inc. 0.00%**
Discovery Communications LLC, 6.35%, due 06/01/2040 0.00%**
Republic Services, Inc., 3.55%, due 06/01/2022 0.00%**
Apergy Corp. 0.00%**
Kite Realty Group Trust, REIT 0.00%**
Wells Fargo Mortgage-Backed Securities Trust, Series 2004-P, Class 2A1, 3.63%, due 09/25/2034 0.00%**
Government National Mortgage Association, 2.56%, due 05/20/2061 0.00%**
Viacom, Inc., 3.87%, due 04/01/2024 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 02/15/2032 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 05/25/2033 0.00%**
Insight Enterprises, Inc. 0.00%**
American International Group, Inc., 4.20%, due 04/01/2028 0.00%**
Exelon Corp., 2.45%, due 04/15/2021 0.00%**
Herman Miller, Inc. 0.00%**
Timken Co. 0.00%**
SunTrust Banks, Inc., 4.00%, due 05/01/2025 0.00%**
Fulton Financial Corp. 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 4.60%, due 03/25/2036 0.00%**
ERAC USA Finance LLC, 6.70%, due 06/01/2034 0.00%**
Valmont Industries, Inc. 0.00%**
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.59%, due 09/25/2020 0.00%**
CommVault Systems, Inc. 0.00%**
CNO Financial Group, Inc. 0.00%**
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 2.44%, due 09/25/2035 0.00%**
Pennsylvania Electric Co., 3.25%, due 03/15/2028 0.00%**
First Investors Auto Owner Trust, Series 2016-2A, Class A1, 1.53%, due 11/16/2020 0.00%**
LSC Communications, Inc. 0.00%**
Nevada Power Co., 7.12%, due 03/15/2019 0.00%**
PNM Resources, Inc. 0.00%**
Hess Corp., 6.00%, due 01/15/2040 0.00%**
American Equity Investment Life Holding Co. 0.00%**
Union Carbide Corp., 7.75%, due 10/01/2096 0.00%**
Enbridge, Inc., 3.70%, due 07/15/2027 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 3.80%, due 04/21/2034 0.00%**
Equinor ASA, 3.15%, due 01/23/2022 0.00%**
Sequoia Mortgage Trust, Series 2004-11, Class A1, 2.68%, due 12/20/2034 0.00%**
Southwestern Electric Power Co., 6.45%, due 01/15/2019 0.00%**
Comcast Corp., 2.75%, due 03/01/2023 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 07/25/2036 0.00%**
National Storage Affiliates Trust, REIT 0.00%**
Amgen, Inc., 5.70%, due 02/01/2019 0.00%**
PPL Capital Funding, Inc., 4.20%, due 06/15/2022 0.00%**
Motorola Solutions, Inc. 0.00%**
Hillenbrand, Inc. 0.00%**
Cathay General Bancorp 0.00%**
Federal Home Loan Mortgage Corp., 3.52%, due 02/01/2036 0.00%**
Apache Corp., 6.90%, due 09/15/2018 0.00%**
NiSource, Inc., 3.85%, due 02/15/2023 0.00%**
Oncor Electric Delivery Co. LLC, 6.80%, due 09/01/2018 0.00%**
Liberty Property, LP, 3.25%, due 10/01/2026 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7, 4.09%, due 06/25/2033 0.00%**
Halliburton Co., 7.60%, due 08/15/2096 0.00%**
Goldman Sachs Group, Inc., 4.01%, due 10/31/2038 0.00%**
U.S. Treasury Note, 2.25%, due 11/15/2025 0.00%**
NETGEAR, Inc. 0.00%**
PSEG Power LLC, 2.45%, due 11/15/2018 0.00%**
TreeHouse Foods, Inc. 0.00%**
Sonoco Products Co. 0.00%**
AutoNation, Inc. 0.00%**
Darling Ingredients, Inc. 0.00%**
Plantronics, Inc. 0.00%**
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.00%**
Impac Secured Assets CMN Owner Trust, Series 2003-3, Class A1, 4.81%, due 08/25/2033 0.00%**
Financial Engines, Inc. 0.00%**
Vishay Intertechnology, Inc. 0.00%**
Voya Financial, Inc. 0.00%**
GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 0.00%**
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 04/15/2058 0.00%**
Lowe's Cos., Inc., 3.12%, due 09/15/2024 0.00%**
UniFirst Corp. 0.00%**
Anthem, Inc., 4.62%, due 05/15/2042 0.00%**
Express Scripts Holding Co., 3.00%, due 07/15/2023 0.00%**
Zoetis, Inc. 0.00%**
Bank of New York Mellon Corp., Series MTN, 2.80%, due 05/04/2026 0.00%**
Chevron Corp., 2.35%, due 12/05/2022 0.00%**
Legg Mason, Inc. 0.00%**
Rockwell Collins, Inc., 4.35%, due 04/15/2047 0.00%**
Dick's Sporting Goods, Inc. 0.00%**
Voya Financial, Inc., 3.65%, due 06/15/2026 0.00%**
Dycom Industries, Inc. 0.00%**
Alabama Power Co., 6.00%, due 03/01/2039 0.00%**
Diageo Investment Corp., 8.00%, due 09/15/2022 0.00%**
Sterling Bancorp 0.00%**
Wolverine World Wide, Inc. 0.00%**
Union Carbide Corp., 7.50%, due 06/01/2025 0.00%**
Public Service Electric & Gas Co., Series MTN, 3.65%, due 09/01/2042 0.00%**
Orthofix International NV 0.00%**
ACI Worldwide, Inc. 0.00%**
Georgia Power Co., 3.25%, due 04/01/2026 0.00%**
Selective Insurance Group, Inc. 0.00%**
Federal National Mortgage Association, 6.00%, due 07/01/2027 0.00%**
Steven Madden, Ltd. 0.00%**
Hydro-Quebec, 8.40%, due 01/15/2022 0.00%**
Southern California Edison Co., 3.90%, due 12/01/2041 0.00%**
QEP Resources, Inc. 0.00%**
E.I. du Pont de Nemours & Co., 5.60%, due 12/15/2036 0.00%**
Spectra Energy Partners, LP, 2.95%, due 09/25/2018 0.00%**
Citigroup, Inc., 4.12%, due 07/25/2028 0.00%**
Kansas City Power & Light Co., 3.15%, due 03/15/2023 0.00%**
Nevada Power Co., 5.45%, due 05/15/2041 0.00%**
MSA Safety, Inc. 0.00%**
Roper Technologies, Inc., 3.00%, due 12/15/2020 0.00%**
Barnes Group, Inc. 0.00%**
Cross Country Healthcare, Inc. 0.00%**
Duke Energy Progress LLC, 4.37%, due 03/30/2044 0.00%**
Republic Services, Inc., 2.90%, due 07/01/2026 0.00%**
Vale Overseas, Ltd., 6.25%, due 08/10/2026 0.00%**
Consumers Energy Co., 3.25%, due 08/15/2046 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.29%, due 10/15/2037 0.00%**
AMN Healthcare Services, Inc. 0.00%**
RH 0.00%**
Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 0.00%**
Children's Place, Inc. 0.00%**
Delmarva Power & Light Co., 4.00%, due 06/01/2042 0.00%**
Crown Castle International Corp., 4.00%, due 03/01/2027 0.00%**
Minerals Technologies, Inc. 0.00%**
Southern Co. Gas Capital Corp., 2.45%, due 10/01/2023 0.00%**
EOG Resources, Inc., 2.62%, due 03/15/2023 0.00%**
Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 0.00%**
Southern Co., 3.25%, due 07/01/2026 0.00%**
Kraton Corp. 0.00%**
U.S. Treasury Note, 2.50%, due 05/31/2020 0.00%**
SRC Energy, Inc. 0.00%**
Lowe's Cos., Inc., 4.65%, due 04/15/2042 0.00%**
Viad Corp. 0.00%**
Berkshire Hathaway Energy Co., 2.40%, due 02/01/2020 0.00%**
Adtalem Global Education, Inc. 0.00%**
Sequoia Mortgage Trust, Series 2003-2, Class A1, 2.74%, due 06/20/2033 0.00%**
Express Scripts Holding Co. 0.00%**
Graham Holdings Co., Class B 0.00%**
CSG Systems International, Inc. 0.00%**
Oceaneering International, Inc. 0.00%**
Applied Industrial Technologies, Inc. 0.00%**
Veritiv Corp. 0.00%**
UMB Financial Corp. 0.00%**
SM Energy Co. 0.00%**
NextEra Energy Capital Holdings, Inc., 3.55%, due 05/01/2027 0.00%**
Gilead Sciences, Inc., 4.60%, due 09/01/2035 0.00%**
Oncor Electric Delivery Co. LLC, 2.95%, due 04/01/2025 0.00%**
Pacific Gas & Electric Co., 4.50%, due 12/15/2041 0.00%**
Apple, Inc., 4.65%, due 02/23/2046 0.00%**
Ventas Realty, LP, 3.50%, due 02/01/2025 0.00%**
Scientific Games Corp., Class A 0.00%**
General Mills, Inc., 4.55%, due 04/17/2038 0.00%**
Southern California Edison Co., 1.84%, due 02/01/2022 0.00%**
Guardian Life Insurance Co. of America, 4.85%, due 01/24/2077 0.00%**
Kraft Heinz Foods Co., 5.20%, due 07/15/2045 0.00%**
Caterpillar Financial Services Corp., Series MTN, 2.10%, due 06/09/2019 0.00%**
Cheesecake Factory, Inc. 0.00%**
Office Depot, Inc. 0.00%**
GLS Auto Receivables Trust, Series 2016-1A, Class A, 2.73%, due 10/15/2020 0.00%**
Chimera Investment Corp., REIT 0.00%**
Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.88%, due 02/25/2037 0.00%**
FTI Consulting, Inc. 0.00%**
Southwestern Energy Co. 0.00%**
PepsiCo, Inc., 4.60%, due 07/17/2045 0.00%**
Kennametal, Inc. 0.00%**
Qualys, Inc. 0.00%**
Perry Ellis International, Inc. 0.00%**
Bank of America Corp., 2.60%, due 01/15/2019 0.00%**
PPL Electric Utilities Corp., 4.12%, due 06/15/2044 0.00%**
Pacific Gas & Electric Co., 2.45%, due 08/15/2022 0.00%**
Cousins Properties, Inc., REIT 0.00%**
Brixmor Property Group, Inc., REIT 0.00%**
TiVo Corp. 0.00%**
E.I. du Pont de Nemours & Co., 4.15%, due 02/15/2043 0.00%**
Provident Financial Services, Inc. 0.00%**
RALI Trust, Series 2004-QA4, Class NB3, 4.84%, due 09/25/2034 0.00%**
IAC/InterActiveCorp 0.00%**
Medical Properties Trust, Inc., REIT 0.00%**
Ashland Global Holdings, Inc. 0.00%**
Syneos Health, Inc. 0.00%**
Federal National Mortgage Association, 6.00%, due 08/01/2027 0.00%**
Peru Government International Bond, 5.62%, due 11/18/2050 0.00%**
McDonald's Corp., Series MTN, 4.70%, due 12/09/2035 0.00%**
Enterprise Products Operating LLC, 5.95%, due 02/01/2041 0.00%**
InterDigital, Inc. 0.00%**
Federal Home Loan Mortgage Corp., 3.74%, due 12/01/2031 0.00%**
NuVasive, Inc. 0.00%**
BlackRock, Inc., 3.50%, due 03/18/2024 0.00%**
Myriad Genetics, Inc. 0.00%**
ERAC USA Finance LLC, 5.62%, due 03/15/2042 0.00%**
NorthWestern Corp. 0.00%**
Public Service Co. of New Hampshire, 3.50%, due 11/01/2023 0.00%**
Northrop Grumman Corp., 3.85%, due 04/15/2045 0.00%**
Columbia Banking System, Inc. 0.00%**
H&R Block, Inc. 0.00%**
MB Financial, Inc. 0.00%**
MASTR Alternative Loan Trust, Series 2004-4, Class 1A1, 5.50%, due 05/25/2034 0.00%**
Mylan, Inc., 5.40%, due 11/29/2043 0.00%**
American Airlines Pass-Through Trust, 3.65%, due 12/15/2029 0.00%**
Advanced Energy Industries, Inc. 0.00%**
Federal National Mortgage Association REMIC, 5.25%, due 05/25/2039 0.00%**
Public Service Co. of Colorado, 3.55%, due 06/15/2046 0.00%**
American Express Credit Corp., Series MTN, 1.87%, due 11/05/2018 0.00%**
SunTrust Banks, Inc., 2.50%, due 05/01/2019 0.00%**
Macy's Retail Holdings, Inc., 4.30%, due 02/15/2043 0.00%**
Aspen Insurance Holdings, Ltd. 0.00%**
Parker-Hannifin Corp., Series MTN, 4.45%, due 11/21/2044 0.00%**
Bank of the Ozarks, Inc. 0.00%**
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.00%**
Belden, Inc. 0.00%**
Travelport Worldwide, Ltd. 0.00%**
Massachusetts Mutual Life Insurance Co., 5.37%, due 12/01/2041 0.00%**
Stryker Corp., 3.50%, due 03/15/2026 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.70%, due 10/15/2038 0.00%**
Lithia Motors, Inc., Class A 0.00%**
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 2.74%, due 10/19/2034 0.00%**
Citizens Financial Group, Inc., 2.37%, due 07/28/2021 0.00%**
Cabot Microelectronics Corp. 0.00%**
Big Lots, Inc. 0.00%**
Carrizo Oil & Gas, Inc. 0.00%**
Denbury Resources, Inc. 0.00%**
Cirrus Logic, Inc. 0.00%**
AngioDynamics, Inc. 0.00%**
UnitedHealth Group, Inc., 3.37%, due 11/15/2021 0.00%**
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 0.00%**
Energy Transfer Partners, LP, 6.50%, due 02/01/2042 0.00%**
Quest Diagnostics, Inc., 3.45%, due 06/01/2026 0.00%**
Dow Chemical Co., 3.00%, due 11/15/2022 0.00%**
Wisconsin Electric Power Co., 3.65%, due 12/15/2042 0.00%**
Allscripts Healthcare Solutions, Inc. 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.64%, due 03/25/2039 0.00%**
U.S. Treasury Bond, 5.37%, due 02/15/2031 0.00%**
Texas Instruments, Inc., 1.65%, due 08/03/2019 0.00%**
Parker-Hannifin Corp., Series MTN, 3.30%, due 11/21/2024 0.00%**
Commercial Metals Co. 0.00%**
Banc of America Funding Trust, Series 2005-E, Class 4A1, 3.68%, due 03/20/2035 0.00%**
American Honda Finance Corp., Series MTN, 2.30%, due 09/09/2026 0.00%**
Johnson Controls International PLC, 3.75%, due 12/01/2021 0.00%**
US Bancorp, Series MTN, 2.62%, due 01/24/2022 0.00%**
Granite Construction, Inc. 0.00%**
Convergys Corp. 0.00%**
HCP, Inc., 3.40%, due 02/01/2025 0.00%**
Sunoco Logistics Partners Operations, LP, 4.25%, due 04/01/2024 0.00%**
Essendant, Inc. 0.00%**
Independent Bank Corp. 0.00%**