|
06/30/2020* |
Transamerica JPMorgan Tactical Allocation VP
| Security Description | % of Total Net Assets |
|---|---|
| JPMorgan Value Advantage Fund | 2.83% |
| JPMorgan High Yield Fund | 2.47% |
| U.S. Treasury Note, 2.50%, due 01/31/2021 | 1.12% |
| Microsoft Corp. | 0.72% |
| Apple, Inc. | 0.60% |
| Amazon.com, Inc. | 0.57% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 | 0.45% |
| U.S. Treasury Bond, 2.87%, due 05/15/2049 | 0.39% |
| U.S. Treasury Bond, 4.37%, due 02/15/2038 | 0.39% |
| Seasoned Loans Structured Transaction, Series 2018-1, Class A1, 3.50%, due 06/25/2028 | 0.38% |
| Drive Auto Receivables Trust, Series 2019-4, Class D, 2.70%, due 02/16/2027 | 0.36% |
| Exeter Automobile Receivables Trust, Series 2019-4A, Class D, 2.58%, due 09/15/2025 | 0.36% |
| Bank of America Corp., Series MTN, 3.82%, due 01/20/2028 | 0.33% |
| U.S. Treasury Bond, 2.50%, due 05/15/2046 | 0.32% |
| Exeter Automobile Receivables Trust, Series 2019-4A, Class C, 2.44%, due 09/16/2024 | 0.32% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.31% |
| Drive Auto Receivables Trust, Series 2019-4, Class C, 2.51%, due 11/17/2025 | 0.31% |
| Citigroup, Inc., 3.52%, due 10/27/2028 | 0.31% |
| AbbVie, Inc., 3.20%, due 11/21/2029 | 0.30% |
| Bank of America Corp., 3.70%, due 04/24/2028 | 0.30% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.28% |
| Verus Securitization Trust, Series 2019-INV1, Class M1, 4.03%, due 12/25/2059 | 0.28% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2023 | 0.27% |
| Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 | 0.27% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.25% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.25% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.25% |
| Federal National Mortgage Association, 2.94%, due 12/01/2028 | 0.24% |
| U.S. Treasury Bond, 3.75%, due 11/15/2043 | 0.24% |
| U.S. Treasury Bond, 2.87%, due 05/15/2043 | 0.24% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2021 | 0.24% |
| Alphabet, Inc., Class C | 0.24% |
| Federal National Mortgage Association Connecticut Avenue Securities, 2.38%, due 01/25/2030 | 0.24% |
| Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 | 0.23% |
| Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 | 0.22% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.22% |
| Citigroup, Inc., 3.10%, due 04/08/2026 | 0.22% |
| FREED ABS Trust, Series 2019-2, Class B, 3.19%, due 11/18/2026 | 0.21% |
| CIM Trust, Series 2019-INV3, Class A11, 1.11%, due 08/25/2049 | 0.20% |
| Mastercard, Inc., Class A | 0.20% |
| Federal National Mortgage Association, 3.09%, due 09/01/2029 | 0.20% |
| iShares MSCI India ETF | 0.20% |
| Bristol-Myers Squibb Co., 3.45%, due 11/15/2027 | 0.20% |
| Credit Suisse Group AG, 4.28%, due 01/09/2028 | 0.20% |
| Alibaba Group Holding, Ltd., ADR | 0.19% |
| Facebook, Inc., Class A | 0.18% |
| DT Auto Owner Trust, Series 2019-4A, Class C, 2.73%, due 07/15/2025 | 0.18% |
| U.S. Treasury Bond, 4.50%, due 05/15/2038 | 0.18% |
| AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D, 2.99%, due 06/18/2025 | 0.18% |
| DT Auto Owner Trust, Series 2019-4A, Class D, 2.85%, due 07/15/2025 | 0.18% |
| Progress Residential Trust, Series 2018-SFR2, Class A, 3.71%, due 08/17/2035 | 0.18% |
| FREMF Mortgage Trust, Series 2015-K44, Class B, 3.80%, due 01/25/2048 | 0.18% |
| Tencent Holdings, Ltd. | 0.18% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 | 0.18% |
| Angel Oak Mortgage Trust, Series 2019-5, Class B1, 3.95%, due 10/25/2049 | 0.17% |
| Exeter Automobile Receivables Trust, Series 2019-4A, Class E, 3.56%, due 10/15/2026 | 0.17% |
| U.S. Treasury Note, 2.12%, due 02/29/2024 | 0.17% |
| UnitedHealth Group, Inc. | 0.17% |
| Verus Securitization Trust, Series 2019-4, Class M1, 3.20%, due 11/25/2059 | 0.17% |
| Raytheon Technologies Corp., 4.12%, due 11/16/2028 | 0.17% |
| Federal National Mortgage Association, 3.75%, due 11/25/2028 | 0.17% |
| U.S. Treasury Note, 1.62%, due 10/31/2023 | 0.17% |
| PayPal Holdings, Inc. | 0.16% |
| Government National Mortgage Association, 4.50%, due 11/20/2049 | 0.16% |
| Northrop Grumman Corp., 3.25%, due 01/15/2028 | 0.16% |
| Velocity Commercial Capital Loan Trust, Series 2019-3, Class A, 3.03%, due 10/25/2049 | 0.16% |
| PRPM, Series 2019-GS1, Class A2, 4.75%, due 10/25/2024 | 0.16% |
| Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 | 0.15% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.15% |
| Government National Mortgage Association, 3.50%, due 11/20/2049 | 0.15% |
| Federal National Mortgage Association, 4.50%, due 07/01/2049 | 0.15% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1, 2.01%, due 10/25/2037 | 0.15% |
| Federal National Mortgage Association, 5.00%, due 06/01/2048 | 0.15% |
| Progress Residential Trust, Series 2017-SFR1, Class C, 3.31%, due 08/17/2034 | 0.15% |
| Exxon Mobil Corp., 2.61%, due 10/15/2030 | 0.15% |
| FREMF Mortgage Trust, Series 2017-K729, Class C, 3.79%, due 11/25/2049 | 0.15% |
| Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 | 0.15% |
| Federal National Mortgage Association, 4.50%, due 09/01/2049 | 0.14% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 | 0.14% |
| Anheuser-Busch InBev Worldwide, Inc., 4.50%, due 06/01/2050 | 0.14% |
| TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 | 0.14% |
| Federal National Mortgage Association, 3.58%, due 01/01/2032 | 0.14% |
| HCA, Inc., 4.50%, due 02/15/2027 | 0.14% |
| U.S. Treasury Bond, 3.12%, due 02/15/2043 | 0.14% |
| DT Auto Owner Trust, Series 2017-4A, Class E, 5.15%, due 11/15/2024 | 0.14% |
| Air Lease Corp., 3.25%, due 03/01/2025 | 0.14% |
| Nestle SA | 0.14% |
| Home Depot, Inc. | 0.14% |
| Fort Cre LLC, Series 2018-1A, Class C, 3.02%, due 11/16/2035 | 0.14% |
| Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 | 0.14% |
| Deephaven Residential Mortgage Trust, Series 2020-1, Class B1, 3.66%, due 01/25/2060 | 0.14% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.14% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.14% |
| Citigroup, Inc., 2.97%, due 11/05/2030 | 0.14% |
| Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 | 0.14% |
| Federal National Mortgage Association Connecticut Avenue Securities, 2.68%, due 05/25/2030 | 0.13% |
| Angel Oak Mortgage Trust I LLC, Series 2019-4, Class B2, 5.66%, due 07/26/2049 | 0.13% |
| Bank of America Corp., 3.36%, due 01/23/2026 | 0.13% |
| Wells Fargo & Co., Series MTN, 4.47%, due 04/04/2031 | 0.13% |
| Federal National Mortgage Association, 3.66%, due 10/01/2028 | 0.13% |
| Credit Suisse Group AG, 2.59%, due 09/11/2025 | 0.13% |
| U.S. Treasury Note, 3.62%, due 02/15/2021 | 0.13% |
| COMM Mortgage Trust, Series 2018-HOME, Class A, 3.94%, due 04/10/2033 | 0.13% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.13% |
| U.S. Treasury Note, 2.75%, due 02/15/2024 | 0.13% |
| Verizon Communications, Inc., 4.32%, due 09/21/2028 | 0.13% |
| Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 0.13% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.13% |
| Royal Bank of Scotland Group PLC, 4.26%, due 03/22/2025 | 0.13% |
| Verizon Communications, Inc., 4.27%, due 01/15/2036 | 0.13% |
| GCAT Trust, Series 2019-NQM2, Class A3, 3.16%, due 09/25/2059 | 0.12% |
| Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 | 0.12% |
| Otis Worldwide Corp., 2.56%, due 02/15/2030 | 0.12% |
| Alphabet, Inc., Class A | 0.12% |
| Altria Group, Inc., 4.80%, due 02/14/2029 | 0.12% |
| LHOME Mortgage Trust, Series 2019-RTL3, Class A1, 3.86%, due 07/25/2024 | 0.12% |
| FREED ABS Trust, Series 2020-FP1, Class B, 3.06%, due 03/18/2027 | 0.12% |
| AT&T, Inc., 4.55%, due 03/09/2049 | 0.12% |
| Westlake Automobile Receivables Trust, Series 2019-3A, Class E, 3.59%, due 03/17/2025 | 0.12% |
| Shell International Finance BV, 2.75%, due 04/06/2030 | 0.12% |
| Mitsubishi UFJ Financial Group, Inc., 3.76%, due 07/26/2023 | 0.12% |
| Wells Fargo & Co., Series MTN, 4.15%, due 01/24/2029 | 0.12% |
| Morgan Stanley, 3.59%, due 07/22/2028 | 0.12% |
| Samsung Electronics Co., Ltd. | 0.12% |
| Federal National Mortgage Association, 3.50%, due 09/01/2049 | 0.12% |
| Pacific Gas & Electric Co., 3.85%, due 11/15/2023 | 0.12% |
| Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2049 | 0.12% |
| Netflix, Inc. | 0.12% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.12% |
| Deephaven Residential Mortgage Trust, Series 2019-4A, Class A3, 3.04%, due 10/25/2059 | 0.12% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 | 0.12% |
| Headlands Residential LLC, Series 2018-RPL1, Class A, 4.25%, due 06/25/2023 | 0.12% |
| Lloyds Banking Group PLC, 3.87%, due 07/09/2025 | 0.12% |
| NVIDIA Corp. | 0.11% |
| Kabbage Funding LLC, Series 2019-1, Class A, 3.82%, due 03/15/2024 | 0.11% |
| Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 | 0.11% |
| Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 | 0.11% |
| Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 | 0.11% |
| Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 | 0.11% |
| Exeter Automobile Receivables Trust, Series 2018-3A, Class E, 5.43%, due 08/15/2024 | 0.11% |
| Federal National Mortgage Association, 3.38%, due 12/01/2023 | 0.11% |
| Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 | 0.11% |
| American Tower Corp., 3.95%, due 03/15/2029 | 0.11% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.11% |
| Federal National Mortgage Association, 3.49%, due 07/25/2028 | 0.11% |
| VOLT LXXX LLC, Series 2019-NPL6, Class A1B, 4.09%, due 10/25/2049 | 0.11% |
| AT&T, Inc., 4.45%, due 04/01/2024 | 0.11% |
| T-Mobile USA, Inc., 2.05%, due 02/15/2028 | 0.11% |
| Evergy, Inc., 2.90%, due 09/15/2029 | 0.11% |
| International Business Machines Corp., 2.85%, due 05/15/2040 | 0.11% |
| Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 | 0.11% |
| First Investors Auto Owner Trust, Series 2017-2A, Class C, 3.00%, due 08/15/2023 | 0.11% |
| HSBC Holdings PLC, 4.95%, due 03/31/2030 | 0.11% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1B, 4.09%, due 11/25/2049 | 0.11% |
| Bank of America Corp., Series MTN, 2.88%, due 10/22/2030 | 0.11% |
| U.S. Treasury Note, 2.50%, due 08/15/2023 | 0.11% |
| Headlands Residential LLC, Series 2019-RPL1, Class NOTE, 3.96%, due 06/25/2024 | 0.11% |
| Thermo Fisher Scientific, Inc. | 0.11% |
| Enbridge, Inc., 3.12%, due 11/15/2029 | 0.11% |
| Federal National Mortgage Association, 3.51%, due 12/25/2023 | 0.11% |
| Federal National Mortgage Association, 2.53%, due 09/25/2024 | 0.11% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 | 0.11% |
| Corevest American Finance Trust, Series 2019-3, Class B, 3.16%, due 10/15/2052 | 0.11% |
| Banco Santander SA, 2.70%, due 06/27/2024 | 0.11% |
| Federal National Mortgage Association, 4.00%, due 01/01/2035 | 0.11% |
| Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 | 0.11% |
| MVW LLC, Series 2019-2A, Class B, 2.44%, due 10/20/2038 | 0.10% |
| Roche Holding AG | 0.10% |
| Mitsubishi UFJ Financial Group, Inc., 2.19%, due 02/25/2025 | 0.10% |
| OBX Trust, Series 2019-EXP3, Class 2A1A, 1.08%, due 10/25/2059 | 0.10% |
| Crown Castle International Corp., 3.30%, due 07/01/2030 | 0.10% |
| Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 | 0.10% |
| Shell International Finance BV, 2.37%, due 04/06/2025 | 0.10% |
| Athene Global Funding, 2.95%, due 11/12/2026 | 0.10% |
| Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 | 0.10% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 | 0.10% |
| International Business Machines Corp., 1.70%, due 05/15/2027 | 0.10% |
| Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 | 0.10% |
| FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 | 0.10% |
| Procter & Gamble Co. | 0.10% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 | 0.10% |
| Berkshire Hathaway, Inc., Class B | 0.10% |
| Tennessee Valley Authority, 5.88%, due 04/01/2036 | 0.10% |
| Novartis AG | 0.10% |
| Federal National Mortgage Association, 2.94%, due 02/01/2027 | 0.10% |
| BPCE SA, 2.37%, due 01/14/2025 | 0.10% |
| BP Capital Markets America, Inc., 3.54%, due 04/06/2027 | 0.10% |
| Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MA, 3.50%, due 03/25/2058 | 0.10% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 | 0.10% |
| OneMain Direct Auto Receivables Trust, Series 2017-2A, Class C, 2.82%, due 07/15/2024 | 0.10% |
| Federal National Mortgage Association, 4.50%, due 09/01/2049 | 0.10% |
| Amazon.com, Inc., 3.87%, due 08/22/2037 | 0.10% |
| SART, Series 2018-1, 4.75%, due 06/15/2025 | 0.10% |
| Federal National Mortgage Association, 2.89%, due 06/25/2027 | 0.09% |
| CSMA SFR Holdings LLC, Series 2019-1, Class A, 2.00%, due 04/25/2023 | 0.09% |
| Federal National Mortgage Association, 3.09%, due 04/25/2027 | 0.09% |
| Boeing Co., 4.87%, due 05/01/2025 | 0.09% |
| SAP SE | 0.09% |
| Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 | 0.09% |
| ASML Holding NV | 0.09% |
| BNP Paribas SA, 3.80%, due 01/10/2024 | 0.09% |
| American Credit Acceptance Receivables Trust, Series 2018-4, Class C, 3.97%, due 01/13/2025 | 0.09% |
| Union Pacific Corp., Series MTN, 3.55%, due 08/15/2039 | 0.09% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.32%, due 05/25/2047 | 0.09% |
| Deephaven Residential Mortgage Trust, Series 2020-1, Class A3, 2.64%, due 01/25/2060 | 0.09% |
| Duke Energy Florida LLC, 2.50%, due 12/01/2029 | 0.09% |
| MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 | 0.09% |
| General Motors Financial Co., Inc., 2.75%, due 06/20/2025 | 0.09% |
| Federal Home Loan Mortgage Corp., 4.00%, due 12/01/2047 | 0.09% |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3, 0.51%, due 02/25/2036 | 0.09% |
| Tesla, Inc. | 0.09% |
| Government National Mortgage Association, 0.86%, due 03/20/2067 | 0.09% |
| Sierra Pacific Power Co., 2.60%, due 05/01/2026 | 0.09% |
| RAMP Trust, Series 2005-RS6, Class M4, 1.15%, due 06/25/2035 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2022 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2025 | 0.09% |
| U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 | 0.09% |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 02/15/2026 | 0.09% |
| Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 | 0.09% |
| HSBC Holdings PLC, 4.29%, due 09/12/2026 | 0.09% |
| VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 | 0.09% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.09% |
| Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 | 0.09% |
| V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 | 0.09% |
| Fortis, Inc., 3.05%, due 10/04/2026 | 0.09% |
| Danske Bank A/S, 5.00%, due 01/12/2023 | 0.09% |
| Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 | 0.09% |
| Federal National Mortgage Association, 3.50%, due 01/25/2024 | 0.09% |
| Federal National Mortgage Association Connecticut Avenue Securities, 2.53%, due 01/25/2031 | 0.09% |
| Intuit, Inc. | 0.08% |
| Union Electric Co., 2.95%, due 03/15/2030 | 0.08% |
| Morgan Stanley, Series MTN, 2.72%, due 07/22/2025 | 0.08% |
| Microsoft Corp., 3.70%, due 08/08/2046 | 0.08% |
| Sanofi | 0.08% |
| Federal National Mortgage Association, 3.34%, due 07/01/2030 | 0.08% |
| AbbVie, Inc. | 0.08% |
| Air Canada Pass-Through Trust, 3.75%, due 06/15/2029 | 0.08% |
| SART, 4.75%, due 07/15/2024 | 0.08% |
| ITC Holdings Corp., 2.95%, due 05/14/2030 | 0.08% |
| Macquarie Group, Ltd., 5.03%, due 01/15/2030 | 0.08% |
| Headlands Residential LLC, Series 2017-RPL1, Class A, 3.87%, due 08/25/2022 | 0.08% |
| Pacific Gas & Electric Co., 1.75%, due 06/16/2022 | 0.08% |
| T-Mobile USA, Inc., 3.50%, due 04/15/2025 | 0.08% |
| Credit Suisse Group AG, 4.20%, due 06/12/2024 | 0.08% |
| Zoetis, Inc., 3.90%, due 08/20/2028 | 0.08% |
| Federal National Mortgage Association, 3.18%, due 06/25/2027 | 0.08% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 11/15/2030 | 0.08% |
| Merck & Co., Inc. | 0.08% |
| Bank of Nova Scotia, 1.62%, due 05/01/2023 | 0.08% |
| Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 | 0.08% |
| Oracle Corp., 3.60%, due 04/01/2040 | 0.08% |
| Federal National Mortgage Association, 3.76%, due 12/01/2025 | 0.08% |
| Waste Connections, Inc. | 0.08% |
| Federal National Mortgage Association, 3.05%, due 01/01/2025 | 0.08% |
| Verizon Communications, Inc. | 0.08% |
| Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 | 0.08% |
| Pfizer, Inc., 1.70%, due 05/28/2030 | 0.08% |
| Purchasing Power Funding LLC, Series 2018-A, Class A, 3.34%, due 08/15/2022 | 0.08% |
| Federal National Mortgage Association, 4.00%, due 08/01/2048 | 0.08% |
| Federal National Mortgage Association, 3.11%, due 12/01/2024 | 0.08% |
| Federal National Mortgage Association, 2.70%, due 07/01/2026 | 0.08% |
| Federal National Mortgage Association, 2.48%, due 05/25/2026 | 0.08% |
| FWD Securitization Trust, Series 2019-INV1, Class M1, 3.48%, due 06/25/2049 | 0.08% |
| Federal National Mortgage Association, 3.04%, due 12/01/2024 | 0.08% |
| Federal National Mortgage Association, 3.30%, due 12/01/2026 | 0.08% |
| AT&T, Inc., 3.80%, due 02/15/2027 | 0.08% |
| Morgan Stanley, Series MTN, 3.62%, due 04/01/2031 | 0.08% |
| Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 | 0.08% |
| QUALCOMM, Inc., 2.15%, due 05/20/2030 | 0.08% |
| Citigroup, Inc. | 0.08% |
| Federal National Mortgage Association, 3.10%, due 09/01/2025 | 0.08% |
| BAE Systems PLC, 3.40%, due 04/15/2030 | 0.08% |
| Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 | 0.08% |
| Federal National Mortgage Association, 2.92%, due 12/01/2024 | 0.08% |
| Nordea Bank Abp, 3.75%, due 08/30/2023 | 0.08% |
| Federal National Mortgage Association, 3.12%, due 11/01/2026 | 0.08% |
| VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 | 0.08% |
| Federal National Mortgage Association, 2.81%, due 05/01/2027 | 0.08% |
| Wells Fargo & Co., Series MTN, 3.58%, due 05/22/2028 | 0.08% |
| Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 | 0.08% |
| Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 | 0.08% |
| AbbVie, Inc., 4.25%, due 11/21/2049 | 0.08% |
| Federal National Mortgage Association, 3.76%, due 11/01/2023 | 0.08% |
| Berkshire Hathaway Energy Co., 3.70%, due 07/15/2030 | 0.08% |
| Federal National Mortgage Association, 2.52%, due 05/01/2023 | 0.08% |
| Tyson Foods, Inc., 3.55%, due 06/02/2027 | 0.08% |
| Exxon Mobil Corp., 2.99%, due 03/19/2025 | 0.08% |
| Federal National Mortgage Association, 2.50%, due 04/01/2023 | 0.08% |
| RAMP Trust, Series 2006-RZ3, Class M1, 0.53%, due 08/25/2036 | 0.08% |
| Federal National Mortgage Association, 3.06%, due 05/25/2027 | 0.08% |
| Canadian Imperial Bank of Commerce, 2.60%, due 07/22/2023 | 0.08% |
| Partners Healthcare System, Inc., 3.34%, due 07/01/2060 | 0.08% |
| FREMF Mortgage Trust, Series 2014-K41, Class C, 3.96%, due 11/25/2047 | 0.08% |
| Federal National Mortgage Association, 2.72%, due 10/25/2024 | 0.07% |
| Federal National Mortgage Association, 2.67%, due 07/01/2022 | 0.07% |
| Synchrony Card Issuance Trust, Series 2018-A1, Class A1, 3.38%, due 09/15/2024 | 0.07% |
| CVS Health Corp., 3.25%, due 08/15/2029 | 0.07% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 | 0.07% |
| VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 | 0.07% |
| Corevest American Finance Trust, Series 2019-3, Class A, 2.70%, due 10/15/2052 | 0.07% |
| Abbott Laboratories, 4.90%, due 11/30/2046 | 0.07% |
| BPCE SA, 5.15%, due 07/21/2024 | 0.07% |
| Broadcom, Inc., 3.15%, due 11/15/2025 | 0.07% |
| Federal National Mortgage Association, 3.45%, due 01/01/2024 | 0.07% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.24%, due 07/25/2026 | 0.07% |
| Federal National Mortgage Association, 2.81%, due 06/01/2023 | 0.07% |
| FREMF Mortgage Trust, Series 2015-K44, Class C, 3.80%, due 01/25/2048 | 0.07% |
| Verizon Communications, Inc., 4.40%, due 11/01/2034 | 0.07% |
| Bank of America Corp., 3.00%, due 12/20/2023 | 0.07% |
| Standard Chartered PLC, 2.81%, due 01/30/2026 | 0.07% |
| Federal National Mortgage Association, 3.23%, due 10/01/2026 | 0.07% |
| Federal National Mortgage Association, 3.08%, due 12/01/2024 | 0.07% |
| Amgen, Inc. | 0.07% |
| SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 | 0.07% |
| BCAP LLC Trust, Series 2007-AA2, Class 2A12, 5.50%, due 04/25/2037 | 0.07% |
| Broadcom, Inc., 4.75%, due 04/15/2029 | 0.07% |
| BAT Capital Corp., 4.39%, due 08/15/2037 | 0.07% |
| Coca-Cola Co., 2.60%, due 06/01/2050 | 0.07% |
| Federal National Mortgage Association, 3.14%, due 12/01/2026 | 0.07% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.07% |
| Federal National Mortgage Association, 3.67%, due 07/01/2023 | 0.07% |
| Boeing Co., 4.50%, due 05/01/2023 | 0.07% |
| Oracle Corp., 3.60%, due 04/01/2050 | 0.07% |
| S&P Global, Inc. | 0.07% |
| Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 | 0.07% |
| Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 | 0.07% |
| Catalent, Inc. | 0.07% |
| Residential Mortgage Loan Trust, Series 2019-2, Class M1, 3.86%, due 05/25/2059 | 0.07% |
| Federal National Mortgage Association, 3.02%, due 08/25/2024 | 0.07% |
| Royal Bank of Scotland Group PLC, 3.87%, due 09/12/2023 | 0.07% |
| salesforce.com, Inc. | 0.07% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 | 0.07% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 | 0.07% |
| Federal National Mortgage Association, 3.50%, due 08/01/2043 | 0.07% |
| Honeywell International, Inc. | 0.07% |
| Emera US Finance, LP, 4.75%, due 06/15/2046 | 0.07% |
| Federal National Mortgage Association, 2.98%, due 04/01/2023 | 0.07% |
| World Financial Network Credit Card Master Trust, Series 2019-A, Class A, 3.14%, due 12/15/2025 | 0.07% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.07% |
| Welltower, Inc., 3.10%, due 01/15/2030 | 0.07% |
| Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 | 0.07% |
| Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 | 0.07% |
| Eli Lilly & Co., 2.25%, due 05/15/2050 | 0.07% |
| NextEra Energy Capital Holdings, Inc., 2.75%, due 11/01/2029 | 0.07% |
| Lendingpoint Asset Securitization Trust, Series 2019-2, Class A, 3.07%, due 11/10/2025 | 0.07% |
| Oracle Corp., 2.80%, due 04/01/2027 | 0.07% |
| Lam Research Corp. | 0.07% |
| Federal National Mortgage Association, 3.29%, due 04/25/2029 | 0.07% |
| Mizuho Financial Group, Inc., 2.72%, due 07/16/2023 | 0.07% |
| Volkswagen Group of America Finance LLC, 2.70%, due 09/26/2022 | 0.07% |
| Medtronic PLC | 0.07% |
| Comcast Corp., 3.45%, due 02/01/2050 | 0.07% |
| Charter Communications, Inc., Class A | 0.07% |
| Novo Nordisk A/S, Class B | 0.07% |
| Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class B1, 3.97%, due 07/25/2049 | 0.07% |
| NextEra Energy, Inc. | 0.07% |
| Sumitomo Mitsui Financial Group, Inc., 2.34%, due 01/15/2025 | 0.07% |
| NextEra Energy Capital Holdings, Inc., 2.25%, due 06/01/2030 | 0.07% |
| Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 | 0.07% |
| Regeneron Pharmaceuticals, Inc. | 0.07% |
| Westlake Automobile Receivables Trust, Series 2019-3A, Class F, 4.72%, due 04/15/2026 | 0.07% |
| Texas Instruments, Inc. | 0.07% |
| Federal National Mortgage Association, 2.64%, due 04/01/2023 | 0.07% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.07% |
| Enterprise Products Operating LLC, 3.70%, due 01/31/2051 | 0.07% |
| Sumitomo Mitsui Financial Group, Inc., 2.69%, due 07/16/2024 | 0.07% |
| Toyota Motor Corp. | 0.07% |
| Deephaven Residential Mortgage Trust, Series 2019-3A, Class B1, 4.25%, due 07/25/2059 | 0.07% |
| Bristol-Myers Squibb Co. | 0.07% |
| CarMax Auto Owner Trust, Series 2017-3, Class D, 3.46%, due 10/16/2023 | 0.07% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 | 0.07% |
| QUALCOMM, Inc. | 0.07% |
| Starbucks Corp., 2.55%, due 11/15/2030 | 0.07% |
| Tennessee Valley Authority, Principal Only STRIPS, due 07/15/2028 | 0.07% |
| Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 | 0.07% |
| Starwood Mortgage Residential Trust, Series 2019-INV1, Class M1, 3.05%, due 09/27/2049 | 0.07% |
| Berkshire Hathaway Finance Corp., 4.20%, due 08/15/2048 | 0.07% |
| Federal National Mortgage Association, 2.93%, due 06/01/2030 | 0.07% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.50%, due 01/15/2025 | 0.07% |
| Entergy Texas, Inc., 3.55%, due 09/30/2049 | 0.07% |
| American Tower Corp., 2.75%, due 01/15/2027 | 0.06% |
| Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 | 0.06% |
| Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 | 0.06% |
| AIB Group PLC, 4.26%, due 04/10/2025 | 0.06% |
| Progressive Corp. | 0.06% |
| Sumitomo Mitsui Financial Group, Inc., 3.93%, due 10/16/2023 | 0.06% |
| Eli Lilly & Co. | 0.06% |
| Home Depot, Inc., 3.30%, due 04/15/2040 | 0.06% |
| Deere & Co., 3.10%, due 04/15/2030 | 0.06% |
| Morgan Stanley, 3.73%, due 04/24/2024 | 0.06% |
| Altria Group, Inc., 3.87%, due 09/16/2046 | 0.06% |
| Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 | 0.06% |
| Imperial Brands Finance PLC, 3.50%, due 07/26/2026 | 0.06% |
| Federal National Mortgage Association, 3.10%, due 07/25/2024 | 0.06% |
| BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 | 0.06% |
| Johnson & Johnson | 0.06% |
| Comcast Corp., 3.75%, due 04/01/2040 | 0.06% |
| Unilever NV | 0.06% |
| LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 | 0.06% |
| Comcast Corp., 2.35%, due 01/15/2027 | 0.06% |
| Anthem, Inc., 2.87%, due 09/15/2029 | 0.06% |
| Apple, Inc., 2.95%, due 09/11/2049 | 0.06% |
| CarMax Auto Owner Trust, Series 2016-3, Class C, 2.20%, due 06/15/2022 | 0.06% |
| Norfolk Southern Corp., 3.05%, due 05/15/2050 | 0.06% |
| MPLX, LP, 4.50%, due 04/15/2038 | 0.06% |
| Visa, Inc., Class A | 0.06% |
| Upjohn, Inc., 2.30%, due 06/22/2027 | 0.06% |
| General Electric Co., 3.45%, due 05/01/2027 | 0.06% |
| Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 | 0.06% |
| Phillips 66, 2.15%, due 12/15/2030 | 0.06% |
| Booking Holdings, Inc. | 0.06% |
| Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 | 0.06% |
| Generac Holdings, Inc. | 0.06% |
| Federal National Mortgage Association, 3.14%, due 03/25/2028 | 0.06% |
| Apple, Inc., 3.45%, due 02/09/2045 | 0.06% |
| UBS Group AG, 3.12%, due 08/13/2030 | 0.06% |
| Morgan Stanley, 2.18%, due 04/28/2026 | 0.06% |
| American Credit Acceptance Receivables Trust, Series 2018-3, Class E, 5.17%, due 10/15/2024 | 0.06% |
| Comcast Corp., 3.20%, due 07/15/2036 | 0.06% |
| Pfizer, Inc., 2.70%, due 05/28/2050 | 0.06% |
| Dell International LLC / EMC Corp., 4.90%, due 10/01/2026 | 0.06% |
| COMM Mortgage Trust, Series 2014-CR19, Class A5, 3.79%, due 08/10/2047 | 0.06% |
| Iberdrola SA | 0.06% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 | 0.06% |
| Chevron Corp. | 0.06% |
| Federal Home Loan Mortgage Corp. REMIC, 0.53%, due 06/15/2043 | 0.06% |
| Enel SpA | 0.06% |
| Diageo PLC | 0.06% |
| Philip Morris International, Inc., 2.10%, due 05/01/2030 | 0.06% |
| Lowe's Cos., Inc., 4.50%, due 04/15/2030 | 0.06% |
| Exelon Generation Co. LLC, 3.25%, due 06/01/2025 | 0.06% |
| Global Payments, Inc., 3.20%, due 08/15/2029 | 0.06% |
| CPS Auto Receivables Trust, Series 2017-C, Class D, 3.79%, due 06/15/2023 | 0.06% |
| Lockheed Martin Corp., 1.85%, due 06/15/2030 | 0.06% |
| Lowe's Cos., Inc. | 0.06% |
| British American Tobacco PLC | 0.06% |
| Government National Mortgage Association, 0.80%, due 07/20/2064 | 0.06% |
| Vodafone Group PLC, 4.25%, due 09/17/2050 | 0.06% |
| Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 | 0.06% |
| Comcast Corp., Class A | 0.06% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.06% |
| Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 | 0.06% |
| ENEL Finance International NV, 4.87%, due 06/14/2029 | 0.06% |
| Pool Corp. | 0.06% |
| McKesson Corp. | 0.06% |
| BAT Capital Corp., 4.90%, due 04/02/2030 | 0.06% |
| AIB Group PLC, 4.75%, due 10/12/2023 | 0.06% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 | 0.06% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.38%, due 03/25/2024 | 0.06% |
| Splunk, Inc. | 0.06% |
| Kao Corp. | 0.06% |
| Stanley Black & Decker, Inc. | 0.06% |
| GlaxoSmithKline PLC | 0.06% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A4, 4.12%, due 09/25/2035 | 0.06% |
| Goldman Sachs Group, Inc., 3.80%, due 03/15/2030 | 0.06% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.06% |
| Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB, 3.50%, due 10/25/2058 | 0.06% |
| Advanced Micro Devices, Inc. | 0.06% |
| U.S. Treasury Note, 2.00%, due 08/15/2025 | 0.06% |
| Federal National Mortgage Association, 3.50%, due 07/01/2043 | 0.06% |
| Verizon Communications, Inc., 3.15%, due 03/22/2030 | 0.05% |
| Federal National Mortgage Association, 3.73%, due 07/01/2022 | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.73%, due 09/25/2025 | 0.05% |
| Federal National Mortgage Association, 2.79%, due 06/01/2023 | 0.05% |
| Gilead Sciences, Inc., 4.00%, due 09/01/2036 | 0.05% |
| Broadcom, Inc., 4.15%, due 11/15/2030 | 0.05% |
| State Street Corp., 4.14%, due 12/03/2029 | 0.05% |
| Drive Auto Receivables Trust, Series 2017-1, Class D, 3.84%, due 03/15/2023 | 0.05% |
| Verizon Communications, Inc., 4.50%, due 08/10/2033 | 0.05% |
| BlackRock, Inc. | 0.05% |
| ACC Trust, Series 2019-2, Class A, 2.82%, due 02/21/2023 | 0.05% |
| West Pharmaceutical Services, Inc. | 0.05% |
| Flagship Credit Auto Trust, Series 2016-2, Class D, 8.56%, due 11/15/2023 | 0.05% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.05% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 | 0.05% |
| Suncor Energy, Inc., 3.10%, due 05/15/2025 | 0.05% |
| Federal National Mortgage Association, 3.50%, due 12/01/2042 | 0.05% |
| Comcast Corp., 4.25%, due 01/15/2033 | 0.05% |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.05% |
| PacifiCorp., 3.30%, due 03/15/2051 | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 04/15/2048 | 0.05% |
| Deutsche Telekom AG | 0.05% |
| Centex Home Equity Loan Trust, Series 2004-A, Class M1, 0.78%, due 01/25/2034 | 0.05% |
| Wells Fargo & Co., Series MTN, 2.40%, due 10/30/2025 | 0.05% |
| Lowe's Cos., Inc., 3.70%, due 04/15/2046 | 0.05% |
| U.S. Treasury Bond, 4.75%, due 02/15/2037 | 0.05% |
| Pacific Gas & Electric Co., 4.45%, due 04/15/2042 | 0.05% |
| Edison International, 4.95%, due 04/15/2025 | 0.05% |
| Siemens AG | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.33%, due 04/25/2028 | 0.05% |
| Keyence Corp. | 0.05% |
| Daikin Industries, Ltd. | 0.05% |
| Analog Devices, Inc. | 0.05% |
| GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 | 0.05% |
| BP Capital Markets PLC, 4.37%, due 06/22/2025 | 0.05% |
| Upjohn, Inc., 1.12%, due 06/22/2022 | 0.05% |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 01/15/2026 | 0.05% |
| International Business Machines Corp., 3.30%, due 05/15/2026 | 0.05% |
| ProLogis, LP, 3.25%, due 10/01/2026 | 0.05% |
| Danske Bank A/S, 5.37%, due 01/12/2024 | 0.05% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.05% |
| National Australia Bank, Ltd., 3.93%, due 08/02/2034 | 0.05% |
| Nippon Telegraph & Telephone Corp. | 0.05% |
| BANK, Series 2019-BN21, Class XA, 0.99%, due 10/17/2052 | 0.05% |
| AIA Group, Ltd. | 0.05% |
| Federal National Mortgage Association, 3.35%, due 08/01/2023 | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.24%, due 04/25/2027 | 0.05% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL2, Class A1, 3.96%, due 02/25/2049 | 0.05% |
| UnitedHealth Group, Inc., 2.75%, due 05/15/2040 | 0.05% |
| Norfolk Southern Corp. | 0.05% |
| UnitedHealth Group, Inc., 3.50%, due 08/15/2039 | 0.05% |
| PacifiCorp, 2.70%, due 09/15/2030 | 0.05% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE3, Class M2, 1.86%, due 06/25/2034 | 0.05% |
| Velocity Commercial Capital Loan Trust, Series 2018-2, Class A, 4.05%, due 10/26/2048 | 0.05% |
| McCormick & Co., Inc., 2.50%, due 04/15/2030 | 0.05% |
| Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2033 | 0.05% |
| Edison International, 3.55%, due 11/15/2024 | 0.05% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M1, 1.14%, due 09/25/2034 | 0.05% |
| Tractor Supply Co. | 0.05% |
| Philip Morris International, Inc. | 0.05% |
| Thor Industries, Inc. | 0.05% |
| adidas AG | 0.05% |
| Total Capital International SA, 2.82%, due 01/10/2030 | 0.05% |
| Toro Co. | 0.05% |
| Cigna Corp., 3.05%, due 10/15/2027 | 0.05% |
| MPLX, LP, 4.00%, due 03/15/2028 | 0.05% |
| Government National Mortgage Association, 4.25%, due 12/20/2044 | 0.05% |
| Amazon.com, Inc., 2.70%, due 06/03/2060 | 0.05% |
| BP PLC | 0.05% |
| First Investors Auto Owner Trust, Series 2017-2A, Class B, 2.65%, due 11/15/2022 | 0.05% |
| Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB2, Class M1, 0.96%, due 07/25/2033 | 0.05% |
| New Century Home Equity Loan Trust, Series 2004-4, Class M1, 0.94%, due 02/25/2035 | 0.05% |
| Costco Wholesale Corp. | 0.05% |
| Accenture PLC, Class A | 0.05% |
| L3 Harris Technologies, Inc., 4.40%, due 06/15/2028 | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 | 0.05% |
| Angel Oak Mortgage Trust I LLC, Series 2019-4, Class A3, 3.30%, due 07/26/2049 | 0.05% |
| Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 | 0.05% |
| Industria de Diseno Textil SA | 0.05% |
| CVS Health Corp., 5.05%, due 03/25/2048 | 0.05% |
| Air Liquide SA | 0.05% |
| Honda Motor Co., Ltd. | 0.05% |
| Apple, Inc., 1.65%, due 05/11/2030 | 0.05% |
| Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 | 0.05% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 | 0.05% |
| CK Hutchison International 19, Ltd., 3.25%, due 04/11/2024 | 0.05% |
| Schneider Electric SE | 0.05% |
| Burlington Northern Santa Fe LLC, 3.90%, due 08/01/2046 | 0.05% |
| Microsoft Corp., 3.45%, due 08/08/2036 | 0.05% |
| ONEOK, Inc., 3.40%, due 09/01/2029 | 0.05% |
| Total Capital International SA, 3.46%, due 07/12/2049 | 0.05% |
| SS&C Technologies Holdings, Inc. | 0.05% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.05% |
| Morgan Stanley, 3.62%, due 01/20/2027 | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 04/15/2038 | 0.05% |
| IDEXX Laboratories, Inc. | 0.05% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2021 | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 | 0.05% |
| AbbVie, Inc., 4.50%, due 05/14/2035 | 0.05% |
| Comcast Corp., 3.40%, due 04/01/2030 | 0.05% |
| PRPM LLC, Series 2019-1A, Class A1, 4.50%, due 01/25/2024 | 0.05% |
| Fortune Brands Home & Security, Inc. | 0.05% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR10, Class A3, 0.73%, due 07/25/2044 | 0.05% |
| Imperial Brands Finance PLC, 3.12%, due 07/26/2024 | 0.05% |
| Nintendo Co., Ltd. | 0.05% |
| Comcast Corp., 4.95%, due 10/15/2058 | 0.05% |
| Westlake Automobile Receivables Trust, Series 2019-3A, Class C, 2.49%, due 10/15/2024 | 0.05% |
| Federal National Mortgage Association REMIC, 3.00%, due 05/25/2026 | 0.05% |
| General Electric Co., Series MTN, 5.55%, due 01/05/2026 | 0.05% |
| Federal National Mortgage Association, 3.82%, due 05/01/2022 | 0.05% |
| University of California Regents Medical Center Pooled Revenue, 3.70%, due 05/15/2120 | 0.05% |
| Government National Mortgage Association, 0.95%, due 01/20/2064 | 0.05% |
| Futures Contracts, Long, S&P 500® E-Mini Index | 0.05% |
| Government National Mortgage Association, 0.90%, due 04/20/2064 | 0.05% |
| Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.05% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2033 | 0.04% |
| Coca-Cola Co. | 0.04% |
| Credit-Based Asset Servicing & Securitization LLC, Series 2003-CB6, Class M1, 1.23%, due 12/25/2033 | 0.04% |
| Diamondback Energy, Inc., 4.75%, due 05/31/2025 | 0.04% |
| Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-C, Class M1, 1.02%, due 03/25/2035 | 0.04% |
| Public Service Co. of Colorado, 1.90%, due 01/15/2031 | 0.04% |
| UBS Group AG, 4.12%, due 09/24/2025 | 0.04% |
| TransCanada PipeLines, Ltd., 4.10%, due 04/15/2030 | 0.04% |
| Northern Trust Corp., 1.95%, due 05/01/2030 | 0.04% |
| American International Group, Inc., 3.87%, due 01/15/2035 | 0.04% |
| Air Lease Corp., 3.25%, due 10/01/2029 | 0.04% |
| Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 | 0.04% |
| United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 | 0.04% |
| Impac CMB Trust, Series 2005-8, Class 1AM, 0.88%, due 02/25/2036 | 0.04% |
| Eaton Corp. PLC | 0.04% |
| TJX Cos., Inc., 3.50%, due 04/15/2025 | 0.04% |
| Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 | 0.04% |
| LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 | 0.04% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.20%, due 05/25/2028 | 0.04% |
| TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 | 0.04% |
| Federal National Mortgage Association, 3.19%, due 02/25/2030 | 0.04% |
| Home Equity Asset Trust, Series 2003-3, Class M1, 1.47%, due 08/25/2033 | 0.04% |
| Nordson Corp. | 0.04% |
| China Construction Bank Corp., H Shares | 0.04% |
| Government National Mortgage Association, 0.78%, due 04/20/2063 | 0.04% |
| Renaissance Home Equity Loan Trust, Series 2003-2, Class A, 1.06%, due 08/25/2033 | 0.04% |
| DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 | 0.04% |
| Societe Generale SA, 3.87%, due 03/28/2024 | 0.04% |
| Healthpeak Properties, Inc., 3.00%, due 01/15/2030 | 0.04% |
| Morgan Stanley | 0.04% |
| Exxon Mobil Corp., 3.09%, due 08/16/2049 | 0.04% |
| Edison International, 3.12%, due 11/15/2022 | 0.04% |
| LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 | 0.04% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.04% |
| Mizuho Financial Group, Inc., 0.98%, due 05/25/2024 | 0.04% |
| Commonwealth Edison Co., 2.20%, due 03/01/2030 | 0.04% |
| Danske Bank A/S, 3.24%, due 12/20/2025 | 0.04% |
| Energy Transfer Operating, LP, 3.75%, due 05/15/2030 | 0.04% |
| AptarGroup, Inc. | 0.04% |
| Banque Federative du Credit Mutuel SA, 2.37%, due 11/21/2024 | 0.04% |
| Scentre Group Trust 1 / Scentre Group Trust 2, 3.25%, due 10/28/2025 | 0.04% |
| Walmart, Inc., 3.95%, due 06/28/2038 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 | 0.04% |
| Upjohn, Inc., 2.70%, due 06/22/2030 | 0.04% |
| Simon Property Group, LP, 3.37%, due 10/01/2024 | 0.04% |
| Cooperatieve Rabobank UA, 3.87%, due 09/26/2023 | 0.04% |
| Wells Fargo & Co., Series MTN, 2.16%, due 02/11/2026 | 0.04% |
| Crown Castle International Corp., 2.25%, due 01/15/2031 | 0.04% |
| Goldman Sachs Group, Inc., 3.81%, due 04/23/2029 | 0.04% |
| Energy Transfer Operating, LP, 2.90%, due 05/15/2025 | 0.04% |
| FirstEnergy Corp., 2.65%, due 03/01/2030 | 0.04% |
| ASB Bank, Ltd., 3.12%, due 05/23/2024 | 0.04% |
| Mondelez International, Inc., Class A | 0.04% |
| FTF Funding II LLC, Series 2019-1, Class A, Zero Coupon, due 08/15/2020 | 0.04% |
| Long Beach Mortgage Loan Trust, Series 2004-3, Class M2, 1.08%, due 07/25/2034 | 0.04% |
| Mid-America Apartment Communities, Inc., REIT | 0.04% |
| International Business Machines Corp. | 0.04% |
| Rio Tinto, Ltd. | 0.04% |
| Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 | 0.04% |
| PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 | 0.04% |
| Credit Agricole SA, 4.12%, due 01/10/2027 | 0.04% |
| T-Mobile US, Inc. | 0.04% |
| Amgen, Inc., 3.37%, due 02/21/2050 | 0.04% |
| Memorial Health Services, 3.44%, due 11/01/2049 | 0.04% |
| Federal National Mortgage Association, 3.20%, due 06/01/2030 | 0.04% |
| Federal National Mortgage Association, 3.13%, due 06/01/2030 | 0.04% |
| Ross Stores, Inc. | 0.04% |
| Federation DES Caisses Desjardins du Quebec, 2.05%, due 02/10/2025 | 0.04% |
| BXMT, Ltd., Series 2017-FL1, Class D, 2.89%, due 06/15/2035 | 0.04% |
| VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 | 0.04% |
| Philip Morris International, Inc., 3.87%, due 08/21/2042 | 0.04% |
| Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM3, Class A3, 1.16%, due 02/25/2033 | 0.04% |
| AT&T, Inc., 2.75%, due 06/01/2031 | 0.04% |
| Global Payments, Inc. | 0.04% |
| CVS Health Corp., 4.25%, due 04/01/2050 | 0.04% |
| Burlington Northern Santa Fe LLC, 3.05%, due 02/15/2051 | 0.04% |
| Soundview Home Loan Trust, Series 2005-OPT1, Class M2, 0.85%, due 06/25/2035 | 0.04% |
| HSBC Holdings PLC, 2.63%, due 11/07/2025 | 0.04% |
| Akzo Nobel NV | 0.04% |
| Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates, Series 2004-1, Class 1A, 0.48%, due 04/25/2034 | 0.04% |
| SKF AB, B Shares | 0.04% |
| Government National Mortgage Association, 0.80%, due 07/20/2064 | 0.04% |
| Santander Group Holdings PLC, 3.82%, due 11/03/2028 | 0.04% |
| Zimmer Biomet Holdings, Inc. | 0.04% |
| S&P Global, Inc., 3.25%, due 12/01/2049 | 0.04% |
| FirstEnergy Corp., 3.40%, due 03/01/2050 | 0.04% |
| ViacomCBS, Inc., 4.75%, due 05/15/2025 | 0.04% |
| CK Hutchison International 20, Ltd., 2.50%, due 05/08/2030 | 0.04% |
| Ellington Financial Mortgage Trust, Series 2018-1, Class A1FX, 4.14%, due 10/25/2058 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 | 0.04% |
| Molina Healthcare, Inc. | 0.04% |
| Becton Dickinson & Co., 2.82%, due 05/20/2030 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 10/15/2030 | 0.04% |
| Intuitive Surgical, Inc. | 0.04% |
| Altria Group, Inc. | 0.04% |
| U.S. Treasury Bond, 4.25%, due 05/15/2039 | 0.04% |
| Otsuka Holdings Co., Ltd. | 0.04% |
| Sequoia Mortgage Trust, Series 2018-2, Class A4, 3.50%, due 02/25/2048 | 0.04% |
| Government National Mortgage Association, 0.90%, due 04/20/2064 | 0.04% |
| Government National Mortgage Association, 4.00%, due 09/16/2025 | 0.04% |
| BHP Group, Ltd. | 0.04% |
| Garmin, Ltd. | 0.04% |
| Hartford HealthCare Corp., 3.44%, due 07/01/2054 | 0.04% |
| Total Capital International SA, 2.98%, due 06/29/2041 | 0.04% |
| COMM Mortgage Trust, Series 2013-300P, Class A1, 4.35%, due 08/10/2030 | 0.04% |
| Diageo Capital PLC, 1.37%, due 09/29/2025 | 0.04% |
| BP Capital Markets America, Inc., 3.01%, due 01/16/2027 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 | 0.04% |
| Aetna, Inc., 4.12%, due 11/15/2042 | 0.04% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.04% |
| Southern California Edison Co., 2.25%, due 06/01/2030 | 0.04% |
| Chase Funding Trust, Series 2003-5, Class 2A2, 0.78%, due 07/25/2033 | 0.04% |
| NIKE, Inc., Class B | 0.04% |
| FirstEnergy Corp., 3.90%, due 07/15/2027 | 0.04% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.04% |
| Federal National Mortgage Association, 3.63%, due 10/01/2029 | 0.04% |
| Allstate Corp. | 0.04% |
| Boeing Co., 3.25%, due 02/01/2035 | 0.04% |
| Home Equity Asset Trust, Series 2004-3, Class M1, 1.03%, due 08/25/2034 | 0.04% |
| FREMF Mortgage Trust, Series 2016-K59, Class B, 3.69%, due 11/25/2049 | 0.04% |
| Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.13%, due 11/07/2029 | 0.04% |
| Phillips 66 Partners, LP, 3.15%, due 12/15/2029 | 0.04% |
| Wells Fargo & Co. | 0.04% |
| Impac CMB Trust, Series 2007-A, Class M3, 2.43%, due 05/25/2037 | 0.04% |
| ACE Securities Corp. Home Equity Loan Trust, Series 2003-HE1, Class M1, 1.15%, due 11/25/2033 | 0.04% |
| Daimler Finance North America LLC, 2.55%, due 08/15/2022 | 0.04% |
| Deutsche Post AG | 0.04% |
| Charles Schwab Corp. | 0.04% |
| U.S. Treasury Note, 2.12%, due 06/30/2022 | 0.04% |
| Welltower, Inc., 4.00%, due 06/01/2025 | 0.04% |
| Bon Secours Mercy Health, Inc., 3.46%, due 06/01/2030 | 0.04% |
| Opteum Mortgage Acceptance Corp. Asset-Backed Pass-Through Certificates, Series 2005-5, Class 1APT, 0.46%, due 12/25/2035 | 0.04% |
| U.S. Treasury Note, 1.75%, due 09/30/2022 | 0.04% |
| Capgemini SE | 0.04% |
| Concho Resources, Inc., 3.75%, due 10/01/2027 | 0.04% |
| Deutsche Bank AG, 4.25%, due 10/14/2021 | 0.04% |
| Government National Mortgage Association, 0.77%, due 08/20/2065 | 0.04% |
| Illumina, Inc. | 0.04% |
| Cigna Corp. | 0.04% |
| U.S. Treasury Note, 1.62%, due 08/15/2022 | 0.04% |
| Southern California Gas Co., 2.55%, due 02/01/2030 | 0.04% |
| Verizon Communications, Inc., 4.01%, due 12/03/2029 | 0.04% |
| Becton Dickinson & Co., 3.36%, due 06/06/2024 | 0.04% |
| Kimberly-Clark Corp., 3.10%, due 03/26/2030 | 0.04% |
| Infineon Technologies AG | 0.04% |
| Macquarie Group, Ltd., 3.76%, due 11/28/2028 | 0.04% |
| HSBC Holdings PLC, 6.50%, due 09/15/2037 | 0.04% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.04% |
| Best Buy Co., Inc. | 0.04% |
| DexCom, Inc. | 0.04% |
| Government National Mortgage Association, 0.82%, due 09/20/2065 | 0.04% |
| Crown Holdings, Inc. | 0.04% |
| Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 | 0.04% |
| Lockheed Martin Corp., 2.80%, due 06/15/2050 | 0.04% |
| Government National Mortgage Association, 0.99%, due 02/20/2064 | 0.04% |
| Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 | 0.04% |
| Corning, Inc., 3.90%, due 11/15/2049 | 0.04% |
| Exelon Corp., 4.70%, due 04/15/2050 | 0.04% |
| BJ'S Wholesale Club Holdings, Inc. | 0.04% |
| ITC Holdings Corp., 3.35%, due 11/15/2027 | 0.04% |
| Option One Mortgage Loan Trust, Series 2004-1, Class M2, 1.83%, due 01/25/2034 | 0.04% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.04% |
| Citigroup, Inc., 3.66%, due 07/24/2028 | 0.04% |
| UDR, Inc., Series MTN, 3.20%, due 01/15/2030 | 0.04% |
| FREMF Mortgage Trust, Series 2017-KF39, Class B, 2.68%, due 11/25/2024 | 0.04% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.04% |
| Equitable Financial Life Global Funding, 1.40%, due 07/07/2025 | 0.04% |
| Rush Obligated Group, 3.92%, due 11/15/2029 | 0.04% |
| Futures Contracts, Long, E-Mini Russell 2000® Index | 0.04% |
| Deutsche Telekom International Finance BV, 4.87%, due 03/06/2042 | 0.04% |
| Trade Desk, Inc., Class A | 0.04% |
| AT&T, Inc., 4.30%, due 02/15/2030 | 0.04% |
| Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.87%, due 01/15/2027 | 0.04% |
| Time Warner Entertainment Co., LP, 8.37%, due 07/15/2033 | 0.04% |
| AbbVie, Inc., 4.45%, due 05/14/2046 | 0.04% |
| Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 | 0.04% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M1, 1.15%, due 11/25/2033 | 0.04% |
| Estee Lauder Cos., Inc., 3.12%, due 12/01/2049 | 0.04% |
| Equinix, Inc., REIT | 0.04% |
| Ping An Insurance Group Co. of China, Ltd., H Shares | 0.04% |
| Entergy Corp. | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 | 0.04% |
| Westlake Automobile Receivables Trust, Series 2019-3A, Class D, 2.72%, due 11/15/2024 | 0.04% |
| Prologis, Inc., REIT | 0.04% |
| Bank of America Corp. | 0.04% |
| Sumitomo Mitsui Financial Group, Inc., 1.47%, due 07/08/2025 | 0.04% |
| BNP Paribas SA | 0.04% |
| American Water Capital Corp., 2.80%, due 05/01/2030 | 0.04% |
| OBX Trust, Series 2019-EXP3, Class 2A1B, 1.08%, due 10/25/2059 | 0.04% |
| L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 | 0.04% |
| Raytheon Technologies Corp. | 0.04% |
| PRPM LLC, Series 2019-2A, Class A1, 3.96%, due 04/25/2024 | 0.04% |
| Federal National Mortgage Association, 2.53%, due 10/01/2022 | 0.04% |
| Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 | 0.04% |
| Government National Mortgage Association, 0.75%, due 02/20/2063 | 0.04% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.04% |
| Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4, 1.42%, due 01/25/2036 | 0.04% |
| BP Capital Markets PLC, 3.27%, due 09/19/2027 | 0.04% |
| Tyler Technologies, Inc. | 0.04% |
| Automatic Data Processing, Inc. | 0.04% |
| Futures Contracts, Long, MSCI EAFE Index | 0.04% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M2, 2.65%, due 11/25/2033 | 0.04% |
| Goldman Sachs Group, Inc., 4.01%, due 10/31/2038 | 0.03% |
| Duke Energy Carolinas LLC, 3.95%, due 11/15/2028 | 0.03% |
| 3i Group PLC | 0.03% |
| Homeward Opportunities Fund I Trust, Series 2019-1, Class M1, 3.95%, due 01/25/2059 | 0.03% |
| Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 | 0.03% |
| British Airways Pass-Through Trust, 4.12%, due 03/20/2033 | 0.03% |
| Kinsale Capital Group, Inc. | 0.03% |
| Welltower, Inc., 2.75%, due 01/15/2031 | 0.03% |
| COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 | 0.03% |
| American Airlines Pass-Through Trust, 3.65%, due 02/15/2029 | 0.03% |
| Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 | 0.03% |
| FREMF Mortgage Trust, Series 2014-K40, Class C, 4.20%, due 11/25/2047 | 0.03% |
| Baxter International, Inc. | 0.03% |
| Pfizer, Inc., 3.90%, due 03/15/2039 | 0.03% |
| Target Corp. | 0.03% |
| Prudential PLC | 0.03% |
| TOTAL SA | 0.03% |
| Aflac, Inc., 4.00%, due 10/15/2046 | 0.03% |
| Cargill, Inc., 2.12%, due 04/23/2030 | 0.03% |
| Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 | 0.03% |
| Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 | 0.03% |
| Performance Food Group Co. | 0.03% |
| Nomura Holdings, Inc., 2.64%, due 01/16/2025 | 0.03% |
| Deutsche Boerse AG | 0.03% |
| Hoya Corp. | 0.03% |
| RLI Corp. | 0.03% |
| Constellation Brands, Inc., Class A | 0.03% |
| Microsoft Corp., 3.50%, due 02/12/2035 | 0.03% |
| Raytheon Technologies Corp., 3.75%, due 11/01/2046 | 0.03% |
| Long Beach Mortgage Loan Trust, Series 2004-4, Class M1, 1.08%, due 10/25/2034 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.03% |
| VOLT LXIV LLC, Series 2017-NP11, Class A1, 3.37%, due 10/25/2047 | 0.03% |
| AstraZeneca PLC | 0.03% |
| Costco Wholesale Corp., 1.75%, due 04/20/2032 | 0.03% |
| Goldman Sachs Group, Inc., 4.41%, due 04/23/2039 | 0.03% |
| CSMC OA LLC, Series 2014-USA, Class D, 4.37%, due 09/15/2037 | 0.03% |
| Biogen, Inc., 3.15%, due 05/01/2050 | 0.03% |
| AT&T, Inc., 4.80%, due 06/15/2044 | 0.03% |
| Bridgestone Corp. | 0.03% |
| Trane Technologies PLC | 0.03% |
| FREMF Mortgage Trust, Series 2016-K722, Class B, 3.97%, due 07/25/2049 | 0.03% |
| American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 | 0.03% |
| Comcast Corp., 4.20%, due 08/15/2034 | 0.03% |
| RELX PLC | 0.03% |
| CSL, Ltd. | 0.03% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 | 0.03% |
| Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 | 0.03% |
| Campbell Soup Co., 3.95%, due 03/15/2025 | 0.03% |
| Barclays PLC, 2.64%, due 06/24/2031 | 0.03% |
| BNP Paribas SA, 3.05%, due 01/13/2031 | 0.03% |
| Hitachi, Ltd. | 0.03% |
| LafargeHolcim, Ltd. | 0.03% |
| Sumitomo Mitsui Financial Group, Inc., 2.13%, due 07/08/2030 | 0.03% |
| Dell International LLC / EMC Corp., 6.10%, due 07/15/2027 | 0.03% |
| Adecco Group AG | 0.03% |
| U.S. Treasury Note, 1.75%, due 12/31/2026 | 0.03% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 0.58%, due 03/25/2043 | 0.03% |
| Mitsubishi UFJ Financial Group, Inc., 3.40%, due 03/07/2024 | 0.03% |
| Lincoln Electric Holdings, Inc. | 0.03% |
| Brenntag AG | 0.03% |
| Duke Energy Indiana LLC, 2.75%, due 04/01/2050 | 0.03% |
| IDEX Corp. | 0.03% |
| Walt Disney Co., 3.50%, due 05/13/2040 | 0.03% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 | 0.03% |
| Brunswick Corp. | 0.03% |
| Federal Home Loan Mortgage Corp., 0.73%, due 08/15/2042 | 0.03% |
| Centene Corp. | 0.03% |
| Royal Bank of Scotland Group PLC, 4.51%, due 06/25/2024 | 0.03% |
| Comcast Corp., 4.60%, due 10/15/2038 | 0.03% |
| Cameron LNG LLC, 3.70%, due 01/15/2039 | 0.03% |
| MSA Safety, Inc. | 0.03% |
| Mitsubishi UFJ Financial Group, Inc. | 0.03% |
| Energy Transfer Operating, LP, 5.15%, due 03/15/2045 | 0.03% |
| CSX Corp., 2.40%, due 02/15/2030 | 0.03% |
| Impac CMB Trust, Series 2005-4, Class 1A1A, 0.72%, due 05/25/2035 | 0.03% |
| Specialty Underwriting & Residential Finance Trust, Series 2003-BC4, Class M1, 1.08%, due 11/25/2034 | 0.03% |
| Encompass Health Corp. | 0.03% |
| Vodafone Group PLC, 4.87%, due 06/19/2049 | 0.03% |
| Royal Bank of Scotland Group PLC, 4.44%, due 05/08/2030 | 0.03% |
| Mitsui Fudosan Co., Ltd. | 0.03% |
| Capital Auto Receivables Asset Trust, Series 2018-1, Class A3, 2.79%, due 01/20/2022 | 0.03% |
| Lennox International, Inc. | 0.03% |
| Pacific Gas & Electric Co., 4.60%, due 06/15/2043 | 0.03% |
| Cigna Corp., 3.20%, due 03/15/2040 | 0.03% |
| Eni SpA, 4.25%, due 05/09/2029 | 0.03% |
| Telenor ASA | 0.03% |
| Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 | 0.03% |
| Maxim Integrated Products, Inc. | 0.03% |
| BP Capital Markets PLC, 4.87%, due 03/22/2030 | 0.03% |
| Oracle Corp., 2.95%, due 05/15/2025 | 0.03% |
| McDonald's Corp., Series MTN, 4.20%, due 04/01/2050 | 0.03% |
| HSBC Holdings PLC, 3.80%, due 03/11/2025 | 0.03% |
| Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 | 0.03% |
| National Retail Properties, Inc., 4.30%, due 10/15/2028 | 0.03% |
| O'Reilly Automotive, Inc. | 0.03% |
| AutoZone, Inc. | 0.03% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M4, 1.68%, due 09/25/2034 | 0.03% |
| U.S. Treasury Note, 2.75%, due 11/15/2023 | 0.03% |
| Vodafone Group PLC, 4.12%, due 05/30/2025 | 0.03% |
| CHL Mortgage Pass-Through Trust, Series 2007-2, Class A16, 6.00%, due 03/25/2037 | 0.03% |
| NiSource, Inc., 2.95%, due 09/01/2029 | 0.03% |
| EastGroup Properties, Inc., REIT | 0.03% |
| Cummins, Inc. | 0.03% |
| Q2 Holdings, Inc. | 0.03% |
| Parker-Hannifin Corp. | 0.03% |
| DBS Group Holdings, Ltd. | 0.03% |
| Pacific Gas & Electric Co., 4.00%, due 12/01/2046 | 0.03% |
| Opteum Mortgage Acceptance Corp. Trust, Series 2006-1, Class 1AC1, 0.48%, due 04/25/2036 | 0.03% |
| Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 | 0.03% |
| Bear Stearns Asset-Backed Securities Trust, Series 2003-2, Class M1, 1.98%, due 03/25/2043 | 0.03% |
| Banco Santander SA, 3.49%, due 05/28/2030 | 0.03% |
| Impac CMB Trust, Series 2004-10, Class 3A1, 0.88%, due 03/25/2035 | 0.03% |
| Government National Mortgage Association, 0.95%, due 03/20/2064 | 0.03% |
| Takeda Pharmaceutical Co., Ltd., 3.17%, due 07/09/2050 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 09/01/2042 | 0.03% |
| Federal Home Loan Mortgage Corp., 0.73%, due 03/15/2044 | 0.03% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.03% |
| CHL Mortgage Pass-Through Trust, Series 2005-HYB3, Class 2A2A, 3.48%, due 06/20/2035 | 0.03% |
| Government National Mortgage Association, 4.59%, due 10/20/2041 | 0.03% |
| Discovery Communications LLC, 3.62%, due 05/15/2030 | 0.03% |
| Discovery Communications LLC, 5.20%, due 09/20/2047 | 0.03% |
| Manulife Financial Corp., 4.06%, due 02/24/2032 | 0.03% |
| Glencore Funding LLC, 4.00%, due 03/27/2027 | 0.03% |
| US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 | 0.03% |
| Kimberly-Clark Corp. | 0.03% |
| Government National Mortgage Association, 1.30%, due 12/20/2066 | 0.03% |
| Exxon Mobil Corp., 2.99%, due 08/16/2039 | 0.03% |
| Government National Mortgage Association, 0.64%, due 12/20/2062 | 0.03% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.03% |
| Government National Mortgage Association, 5.50%, due 07/20/2037 | 0.03% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.03% |
| Microchip Technology, Inc. | 0.03% |
| CVS Health Corp., 4.30%, due 03/25/2028 | 0.03% |
| Bright Horizons Family Solutions, Inc. | 0.03% |
| RBC Bearings, Inc. | 0.03% |
| Federal National Mortgage Association, 2.39%, due 06/01/2025 | 0.03% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.03% |
| Otsuka Corp. | 0.03% |
| Pretium Mortgage Credit Partners I LLC, Series 2019-NPL2, Class A1, 3.84%, due 12/27/2058 | 0.03% |
| Private Export Funding Corp., 2.80%, due 05/15/2022 | 0.03% |
| EOG Resources, Inc. | 0.03% |
| U.S. Treasury Bond, 4.37%, due 11/15/2039 | 0.03% |
| Federal National Mortgage Association, 4.02%, due 11/01/2028 | 0.03% |
| Tokio Marine Holdings, Inc. | 0.03% |
| Lamb Weston Holdings, Inc. | 0.03% |
| Broadridge Financial Solutions, Inc. | 0.03% |
| Broadcom, Inc., 4.11%, due 09/15/2028 | 0.03% |
| Svenska Handelsbanken AB, A Shares | 0.03% |
| Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 | 0.03% |
| Sumitomo Mitsui Financial Group, Inc. | 0.03% |
| Teladoc Health, Inc. | 0.03% |
| Alternative Loan Trust, Series 2006-41CB, Class 2A13, 5.75%, due 01/25/2037 | 0.03% |
| Royal Bank of Scotland Group PLC, 3.75%, due 11/01/2029 | 0.03% |
| ServiceNow, Inc. | 0.03% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.03% |
| Meituan Dianping, Class B | 0.03% |
| Cabot Microelectronics Corp. | 0.03% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.03% |
| Mitsubishi Corp. | 0.03% |
| Merck & Co., Inc., 2.45%, due 06/24/2050 | 0.03% |
| Steel Dynamics, Inc., 3.45%, due 04/15/2030 | 0.03% |
| Securitized Asset-Backed Receivables LLC Trust, Series 2004-OP2, Class M1, 1.15%, due 08/25/2034 | 0.03% |
| Packaging Corp. of America, 4.05%, due 12/15/2049 | 0.03% |
| Futures Contracts, Long, EURO STOXX 50® Index | 0.03% |
| Government National Mortgage Association, 4.78%, due 11/20/2042 | 0.03% |
| Aetna, Inc., 3.87%, due 08/15/2047 | 0.03% |
| Aspen Technology, Inc. | 0.03% |
| JD.com, Inc., ADR | 0.03% |
| Trustees of Boston University, 3.17%, due 10/01/2050 | 0.03% |
| Fiserv, Inc., 3.50%, due 07/01/2029 | 0.03% |
| New York Life Insurance Co., 4.45%, due 05/15/2069 | 0.03% |
| Chevron Corp., 1.99%, due 05/11/2027 | 0.03% |
| Wells Fargo & Co., Series MTN, 2.57%, due 02/11/2031 | 0.03% |
| Southern California Edison Co., 3.65%, due 02/01/2050 | 0.03% |
| NXP Semiconductors NV | 0.03% |
| BP Capital Markets America, Inc., 3.00%, due 02/24/2050 | 0.03% |
| Citigroup, Inc., 4.40%, due 06/10/2025 | 0.03% |
| Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 | 0.03% |
| VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 | 0.03% |
| Roper Technologies, Inc., 2.00%, due 06/30/2030 | 0.03% |
| CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B, 3.53%, due 04/20/2036 | 0.03% |
| Zebra Technologies Corp., Class A | 0.03% |
| Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 | 0.03% |
| BAT Capital Corp., 4.54%, due 08/15/2047 | 0.03% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 | 0.03% |
| T-Mobile USA, Inc., 4.37%, due 04/15/2040 | 0.03% |
| Tennessee Valley Authority, 4.25%, due 09/15/2065 | 0.03% |
| Healthpeak Properties, Inc., 3.87%, due 08/15/2024 | 0.03% |
| U.S. Treasury Bond, 4.37%, due 05/15/2040 | 0.03% |
| FinecoBank Banca Fineco SpA | 0.03% |
| Vinci SA | 0.03% |
| China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 | 0.03% |
| United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 | 0.03% |
| Naspers, Ltd., N Shares | 0.03% |
| BAT Capital Corp., 3.46%, due 09/06/2029 | 0.03% |
| American Credit Acceptance Receivables Trust, Series 2019-4, Class E, 3.85%, due 12/12/2025 | 0.03% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.03% |
| Kinder Morgan Energy Partners, LP, 5.00%, due 10/01/2021 | 0.03% |
| Prudential Insurance Co. of America, 8.30%, due 07/01/2025 | 0.03% |
| Northrop Grumman Corp. | 0.03% |
| Suncor Energy, Inc., 3.60%, due 12/01/2024 | 0.03% |
| WEX, Inc. | 0.03% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.03% |
| Visa, Inc., 2.70%, due 04/15/2040 | 0.03% |
| Citigroup, Inc., 4.30%, due 11/20/2026 | 0.03% |
| Federal National Mortgage Association, 2.53%, due 10/01/2022 | 0.03% |
| International Lease Finance Corp., 8.62%, due 01/15/2022 | 0.03% |
| ViacomCBS, Inc., 4.60%, due 01/15/2045 | 0.03% |
| Goodman Group, REIT | 0.03% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 | 0.03% |
| Bank of America Corp., Series MTN, 4.18%, due 11/25/2027 | 0.03% |
| Hong Kong Exchanges & Clearing, Ltd. | 0.03% |
| Ball Corp. | 0.03% |
| Discover Bank, 4.20%, due 08/08/2023 | 0.03% |
| Option One Mortgage Acceptance Corp. Asset-Backed Certificates, Series 2003-6, Class A2, 0.84%, due 11/25/2033 | 0.03% |
| New Century Home Equity Loan Trust, Series 2004-2, Class M3, 1.18%, due 08/25/2034 | 0.03% |
| Microchip Technology, Inc., 2.67%, due 09/01/2023 | 0.03% |
| TJX Cos., Inc. | 0.03% |
| American Tower Corp., 3.70%, due 10/15/2049 | 0.03% |
| Societe Generale SA, 3.75%, due 07/08/2035 | 0.03% |
| Snap-on, Inc. | 0.03% |
| Mastercard, Inc., 3.35%, due 03/26/2030 | 0.03% |
| National Retail Properties, Inc., REIT | 0.03% |
| Synopsys, Inc. | 0.03% |
| FTI Consulting, Inc. | 0.03% |
| Dominion Energy Gas Holdings LLC, 3.90%, due 11/15/2049 | 0.03% |
| Futures Contracts, Long, MSCI Emerging Markets Index | 0.03% |
| Guidewire Software, Inc. | 0.03% |
| Siemens Financieringsmaatschappij NV, 2.35%, due 10/15/2026 | 0.03% |
| Emory University, 2.14%, due 09/01/2030 | 0.03% |
| Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 | 0.03% |
| Pioneer Natural Resources Co. | 0.03% |
| Kroger Co., 3.87%, due 10/15/2046 | 0.03% |
| Nitori Holdings Co., Ltd. | 0.03% |
| Safran SA | 0.03% |
| Bayer AG | 0.03% |
| Roper Technologies, Inc., 2.95%, due 09/15/2029 | 0.03% |
| Takeda Pharmaceutical Co., Ltd., 2.05%, due 03/31/2030 | 0.03% |
| HCA, Inc., 5.25%, due 06/15/2026 | 0.03% |
| American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 | 0.03% |
| Celanese US Holdings LLC, 3.50%, due 05/08/2024 | 0.03% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.32%, due 05/25/2027 | 0.03% |
| TransUnion | 0.03% |
| Southern California Edison Co., 4.05%, due 03/15/2042 | 0.03% |
| Drive Auto Receivables Trust, Series 2018-3, Class C, 3.72%, due 09/16/2024 | 0.03% |
| WW Grainger, Inc., 4.60%, due 06/15/2045 | 0.03% |
| Raytheon Technologies Corp., 3.20%, due 03/15/2024 | 0.03% |
| Tesco PLC | 0.03% |
| Cox Communications, Inc., 4.80%, due 02/01/2035 | 0.03% |
| Woodward, Inc. | 0.03% |
| Eastman Chemical Co. | 0.03% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.03% |
| Suncor Energy, Inc., 5.95%, due 12/01/2034 | 0.03% |
| Government National Mortgage Association, 0.88%, due 05/20/2066 | 0.03% |
| Booz Allen Hamilton Holding Corp. | 0.03% |
| Zscaler, Inc. | 0.03% |
| VSE VOI Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 | 0.03% |
| Airbus SE | 0.03% |
| Alexandria Real Estate Equities, Inc., 4.90%, due 12/15/2030 | 0.03% |
| CK Hutchison International 19, Ltd., 3.62%, due 04/11/2029 | 0.03% |
| Old Dominion Freight Line, Inc. | 0.03% |
| Amgen, Inc., 2.45%, due 02/21/2030 | 0.03% |
| Orsted A/S | 0.03% |
| T-Mobile USA, Inc., 2.55%, due 02/15/2031 | 0.03% |
| Southwest Gas Corp., 2.20%, due 06/15/2030 | 0.03% |
| PacifiCorp, 4.12%, due 01/15/2049 | 0.03% |
| Cleveland Electric Illuminating Co., 4.55%, due 11/15/2030 | 0.03% |
| Truist Bank, 3.30%, due 05/15/2026 | 0.03% |
| Bank of America Corp., 2.88%, due 04/24/2023 | 0.03% |
| Enphase Energy, Inc. | 0.03% |
| Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 | 0.03% |
| Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 | 0.03% |
| Spotify Technology SA | 0.03% |
| Boston Scientific Corp., 1.90%, due 06/01/2025 | 0.03% |
| Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 | 0.03% |
| Global Payments, Inc., 4.15%, due 08/15/2049 | 0.03% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.83%, due 09/25/2022 | 0.03% |
| Volkswagen AG, 0.00% | 0.03% |
| U.S. Treasury Bill, 0.15%, due 09/17/2020 | 0.03% |
| Vertex Pharmaceuticals, Inc. | 0.03% |
| Bell Canada, Inc., 4.30%, due 07/29/2049 | 0.03% |
| Texas Instruments, Inc., 1.75%, due 05/04/2030 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2024 | 0.03% |
| Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 | 0.03% |
| CSX Corp. | 0.03% |
| Impac CMB Trust, Series 2005-4, Class 2B1, 2.65%, due 05/25/2035 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 4.50%, due 06/15/2025 | 0.03% |
| Boeing Co., 3.60%, due 05/01/2034 | 0.03% |
| Cognex Corp. | 0.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2023 | 0.02% |
| Federal National Mortgage Association, 6.00%, due 12/01/2032 | 0.02% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 | 0.02% |
| Boeing Co., 5.04%, due 05/01/2027 | 0.02% |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 | 0.02% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 | 0.02% |
| Santander UK PLC, 2.87%, due 06/18/2024 | 0.02% |
| CHL Mortgage Pass-Through Trust, Series 2004-22, Class A1, 3.81%, due 11/25/2034 | 0.02% |
| CLP Holdings, Ltd. | 0.02% |
| Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 | 0.02% |
| Energy Transfer Operating, LP, 6.05%, due 06/01/2041 | 0.02% |
| Apple, Inc., 2.90%, due 09/12/2027 | 0.02% |
| Government National Mortgage Association, 5.00%, due 04/20/2041 | 0.02% |
| Cigna Corp., 3.40%, due 03/15/2050 | 0.02% |
| Comcast Corp., 3.95%, due 10/15/2025 | 0.02% |
| Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 | 0.02% |
| Futures Contracts, Long, 10-Year U.S. Treasury Note | 0.02% |
| American Express Co. | 0.02% |
| IAA, Inc. | 0.02% |
| ABN AMRO Bank NV, 4.75%, due 07/28/2025 | 0.02% |
| First Republic Bank | 0.02% |
| Commerce Bancshares, Inc. | 0.02% |
| Cie Financiere Richemont SA | 0.02% |
| VMware, Inc., 2.95%, due 08/21/2022 | 0.02% |
| CSX Corp., 3.25%, due 06/01/2027 | 0.02% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M5, 1.83%, due 09/25/2034 | 0.02% |
| Wells Fargo & Co., Series MTN, 3.30%, due 09/09/2024 | 0.02% |
| Anthem, Inc. | 0.02% |
| Coca-Cola Co., 2.50%, due 06/01/2040 | 0.02% |
| SK Hynix, Inc. | 0.02% |
| HCA, Inc., 5.12%, due 06/15/2039 | 0.02% |
| Raytheon Technologies Corp., 4.50%, due 06/01/2042 | 0.02% |
| Public Service Electric & Gas Co., Series MTN, 2.70%, due 05/01/2050 | 0.02% |
| UnitedHealth Group, Inc., 2.00%, due 05/15/2030 | 0.02% |
| Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 | 0.02% |
| Lennar Corp., Class A | 0.02% |
| Tucson Electric Power Co., 4.00%, due 06/15/2050 | 0.02% |
| Syneos Health, Inc. | 0.02% |
| Texas Health Resources, 4.33%, due 11/15/2055 | 0.02% |
| ORIX Corp., 3.25%, due 12/04/2024 | 0.02% |
| Barclays PLC, 4.33%, due 05/16/2024 | 0.02% |
| CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 | 0.02% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 | 0.02% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 06/01/2042 | 0.02% |
| Meritage Mortgage Loan Trust, Series 2003-1, Class M2, 2.50%, due 11/25/2033 | 0.02% |
| Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 | 0.02% |
| Transcontinental Gas Pipe Line Co. LLC, 3.25%, due 05/15/2030 | 0.02% |
| KeyCorp | 0.02% |
| Southern California Edison Co., 3.60%, due 02/01/2045 | 0.02% |
| Societe Generale SA, 4.25%, due 08/19/2026 | 0.02% |
| Bristol-Myers Squibb Co., 4.55%, due 02/20/2048 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.85%, due 09/15/2035 | 0.02% |
| Jersey Central Power & Light Co., 4.30%, due 01/15/2026 | 0.02% |
| Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 | 0.02% |
| Essex Portfolio, LP, 2.65%, due 03/15/2032 | 0.02% |
| Leidos Holdings, Inc. | 0.02% |
| Travelers Cos., Inc., 2.55%, due 04/27/2050 | 0.02% |
| Crown Castle International Corp., 4.15%, due 07/01/2050 | 0.02% |
| San Diego Gas & Electric Co., 3.32%, due 04/15/2050 | 0.02% |
| Lundin Energy AB | 0.02% |
| Chevron Corp., 2.97%, due 05/11/2040 | 0.02% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.02% |
| Credit Agricole SA, 1.90%, due 06/16/2026 | 0.02% |
| Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 | 0.02% |
| Exelon Corp., 3.49%, due 06/01/2022 | 0.02% |
| Discovery Communications LLC, 3.95%, due 03/20/2028 | 0.02% |
| Nissan Auto Receivables Owner Trust, Series 2017-C, Class A3, 2.12%, due 04/18/2022 | 0.02% |
| Crowdstrike Holdings, Inc., Class A | 0.02% |
| Virginia Electric & Power Co., 3.50%, due 03/15/2027 | 0.02% |
| Chewy, Inc., Class A | 0.02% |
| Nasdaq, Inc. | 0.02% |
| Cushman & Wakefield PLC | 0.02% |
| Comcast Corp., 3.25%, due 11/01/2039 | 0.02% |
| CarMax, Inc. | 0.02% |
| Swedbank AB, 2.80%, due 03/14/2022 | 0.02% |
| Central Japan Railway Co. | 0.02% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 9A, 3.71%, due 09/25/2034 | 0.02% |
| Lloyds Banking Group PLC | 0.02% |
| Federal National Mortgage Association, 2.56%, due 12/25/2026 | 0.02% |
| Duke Energy Indiana LLC, 3.75%, due 05/15/2046 | 0.02% |
| Continental Airlines Pass-Through Trust, 4.15%, due 10/11/2025 | 0.02% |
| Oportun Funding VII LLC, Series 2017-B, Class A, 3.22%, due 10/10/2023 | 0.02% |
| Signature Bank | 0.02% |
| Enterprise Products Operating LLC, 4.20%, due 01/31/2050 | 0.02% |
| FactSet Research Systems, Inc. | 0.02% |
| ITC Holdings Corp., 3.25%, due 06/30/2026 | 0.02% |
| Landstar System, Inc. | 0.02% |
| Royalty Pharma PLC, Class A | 0.02% |
| RASC Trust, Series 2005-EMX1, Class M1, 0.82%, due 03/25/2035 | 0.02% |
| AT&T, Inc., 2.30%, due 06/01/2027 | 0.02% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.02% |
| Cisco Systems, Inc. | 0.02% |
| MPLX, LP, 5.50%, due 02/15/2049 | 0.02% |
| Masco Corp. | 0.02% |
| Novartis Capital Corp., 2.75%, due 08/14/2050 | 0.02% |
| AT&T, Inc., 3.50%, due 06/01/2041 | 0.02% |
| China Mobile, Ltd. | 0.02% |
| Masco Corp., 6.50%, due 08/15/2032 | 0.02% |
| IBERIABANK Corp. | 0.02% |
| Xylem, Inc., 1.95%, due 01/30/2028 | 0.02% |
| Enel Finance International NV, 6.00%, due 10/07/2039 | 0.02% |
| Burlington Northern Santa Fe LLC, 7.95%, due 08/15/2030 | 0.02% |
| BPCE SA, Series MTN, 3.37%, due 12/02/2026 | 0.02% |
| Lazard, Ltd., Class A | 0.02% |
| Northern Trust Corp., 3.37%, due 05/08/2032 | 0.02% |
| ONEOK, Inc., 5.20%, due 07/15/2048 | 0.02% |
| U.S. Treasury Bill, 0.14%, due 09/17/2020 | 0.02% |
| Residual Funding Corp., Principal Only STRIPS, due 10/15/2020 | 0.02% |
| Knight-Swift Transportation Holdings, Inc. | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 08/15/2035 | 0.02% |
| Republic Services, Inc., 3.37%, due 11/15/2027 | 0.02% |
| NetEase, Inc., ADR | 0.02% |
| Exact Sciences Corp. | 0.02% |
| CubeSmart, REIT | 0.02% |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 | 0.02% |
| Entegris, Inc. | 0.02% |
| Standard Chartered PLC | 0.02% |
| E*TRADE Financial Corp. | 0.02% |
| AES Corp., 3.95%, due 07/15/2030 | 0.02% |
| Infosys, Ltd., ADR | 0.02% |
| CSX Corp., 4.75%, due 11/15/2048 | 0.02% |
| Cottage Health Obligated Group, 3.30%, due 11/01/2049 | 0.02% |
| Exelixis, Inc. | 0.02% |
| Volkswagen Group of America Finance LLC, 3.20%, due 09/26/2026 | 0.02% |
| First Hawaiian, Inc. | 0.02% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.02% |
| United Airlines Pass-Through Trust, 4.55%, due 08/25/2031 | 0.02% |
| Plains All American Pipeline, LP / PAA Finance Corp., 3.80%, due 09/15/2030 | 0.02% |
| Aon PLC, Class A | 0.02% |
| Mabuchi Motor Co., Ltd. | 0.02% |
| AIA Group, Ltd., 3.60%, due 04/09/2029 | 0.02% |
| Lowe's Cos., Inc., 3.65%, due 04/05/2029 | 0.02% |
| British Airways Pass-Through Trust, 3.30%, due 06/15/2034 | 0.02% |
| Westpac Banking Corp. | 0.02% |
| Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 | 0.02% |
| Public Service Co. of Colorado, 2.70%, due 01/15/2051 | 0.02% |
| Enterprise Products Operating LLC, 2.80%, due 01/31/2030 | 0.02% |
| Keysight Technologies, Inc. | 0.02% |
| Newcrest Finance Pty, Ltd., 3.25%, due 05/13/2030 | 0.02% |
| Alexion Pharmaceuticals, Inc. | 0.02% |
| American Water Capital Corp., 3.45%, due 05/01/2050 | 0.02% |
| Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE6, Class M2, 2.05%, due 08/25/2034 | 0.02% |
| Take-Two Interactive Software, Inc. | 0.02% |
| Rogers Communications, Inc., 4.35%, due 05/01/2049 | 0.02% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 | 0.02% |
| Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06%, due 04/20/2022 | 0.02% |
| Mizuho Financial Group, Inc., 2.86%, due 09/13/2030 | 0.02% |
| Lukoil PJSC, ADR | 0.02% |
| Cooperatieve Rabobank UA, 4.37%, due 08/04/2025 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 | 0.02% |
| Swiss Re AG | 0.02% |
| Alstom SA | 0.02% |
| Constellation Brands, Inc., 3.15%, due 08/01/2029 | 0.02% |
| Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 | 0.02% |
| Western Alliance Bancorp | 0.02% |
| Federal Home Loan Mortgage Corp., 6.50%, due 01/01/2035 | 0.02% |
| Evergy Metro, Inc., 2.25%, due 06/01/2030 | 0.02% |
| BAT Capital Corp., 3.21%, due 09/06/2026 | 0.02% |
| Entergy Louisiana LLC, 2.90%, due 03/15/2051 | 0.02% |
| Linde PLC | 0.02% |
| Liberty Mutual Insurance Co., 8.50%, due 05/15/2025 | 0.02% |
| AMETEK, Inc. | 0.02% |
| Dominion Energy Gas Holdings LLC, 4.60%, due 12/15/2044 | 0.02% |
| Narragansett Electric Co., 3.39%, due 04/09/2030 | 0.02% |
| Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 | 0.02% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.02% |
| Carter's, Inc. | 0.02% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.02% |
| General Dynamics Corp. | 0.02% |
| Orange SA | 0.02% |
| Becton Dickinson & Co., 3.79%, due 05/20/2050 | 0.02% |
| Nucor Corp., 6.40%, due 12/01/2037 | 0.02% |
| Healthpeak Properties, Inc., 2.87%, due 01/15/2031 | 0.02% |
| Siemens Financieringsmaatschappij NV, 3.25%, due 05/27/2025 | 0.02% |
| Sberbank of Russia PJSC, ADR | 0.02% |
| WRKCo, Inc., 3.75%, due 03/15/2025 | 0.02% |
| EQM Midstream Partners, LP, 5.50%, due 07/15/2028 | 0.02% |
| Verizon Communications, Inc., 5.25%, due 03/16/2037 | 0.02% |
| Cooperatieve Rabobank UA, 4.62%, due 12/01/2023 | 0.02% |
| Atmos Energy Corp. | 0.02% |
| AbbVie, Inc., 4.40%, due 11/06/2042 | 0.02% |
| New York Times Co., Class A | 0.02% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 | 0.02% |
| InterContinental Hotels Group PLC | 0.02% |
| Commonwealth Bank of Australia, 2.85%, due 05/18/2026 | 0.02% |
| LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ, 5.45%, due 09/15/2039 | 0.02% |
| Mexico Government International Bond, 4.50%, due 01/31/2050 | 0.02% |
| MongoDB, Inc. | 0.02% |
| Cadence Design Systems, Inc. | 0.02% |
| Total Capital International SA, 3.45%, due 02/19/2029 | 0.02% |
| Wells Fargo & Co., 5.37%, due 11/02/2043 | 0.02% |
| Sabine Pass Liquefaction LLC, 4.50%, due 05/15/2030 | 0.02% |
| M&G PLC | 0.02% |
| Siemens Financieringsmaatschappij NV, 3.12%, due 03/16/2024 | 0.02% |
| Alexandria Real Estate Equities, Inc., 3.80%, due 04/15/2026 | 0.02% |
| CVS Health Corp., 4.12%, due 04/01/2040 | 0.02% |
| U.S. Treasury Note, 2.00%, due 11/15/2026 | 0.02% |
| Seven & i Holdings Co., Ltd. | 0.02% |
| Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 | 0.02% |
| CoreLogic, Inc. | 0.02% |
| ICU Medical, Inc. | 0.02% |
| Anglo American Capital PLC, 4.00%, due 09/11/2027 | 0.02% |
| Carrier Global Corp., 2.49%, due 02/15/2027 | 0.02% |
| Boston Scientific Corp., 3.75%, due 03/01/2026 | 0.02% |
| ServisFirst Bancshares, Inc. | 0.02% |
| U.S. Treasury Note, 2.25%, due 11/15/2024 | 0.02% |
| Micron Technology, Inc. | 0.02% |
| Erste Group Bank AG | 0.02% |
| Yum! Brands, Inc. | 0.02% |
| Westpac Banking Corp., 4.42%, due 07/24/2039 | 0.02% |
| AT&T, Inc., 3.95%, due 01/15/2025 | 0.02% |
| Assurant, Inc., 4.20%, due 09/27/2023 | 0.02% |
| U.S. Treasury Bill, 0.14%, due 09/17/2020 | 0.02% |
| ING Groep NV | 0.02% |
| Tyson Foods, Inc., 4.00%, due 03/01/2026 | 0.02% |
| Boston Scientific Corp. | 0.02% |
| Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 | 0.02% |
| NRG Energy, Inc., 4.45%, due 06/15/2029 | 0.02% |
| Copart, Inc. | 0.02% |
| Gilead Sciences, Inc., 4.80%, due 04/01/2044 | 0.02% |
| Mettler-Toledo International, Inc. | 0.02% |
| President & Fellows of Harvard College, 3.30%, due 07/15/2056 | 0.02% |
| Industrial & Commercial Bank of China, Ltd., H Shares | 0.02% |
| OneBeacon Holdings, Inc., 4.60%, due 11/09/2022 | 0.02% |
| Government National Mortgage Association, 0.71%, due 03/20/2063 | 0.02% |
| Las Vegas Sands Corp. | 0.02% |
| Axalta Coating Systems, Ltd. | 0.02% |
| WEA Finance LLC, 2.87%, due 01/15/2027 | 0.02% |
| IHS Markit, Ltd. | 0.02% |
| Moelis & Co., Class A | 0.02% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.02% |
| Biogen, Inc. | 0.02% |
| FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 08/15/2035 | 0.02% |
| Eaton Vance Corp. | 0.02% |
| Zoetis, Inc., 3.00%, due 05/15/2050 | 0.02% |
| Lloyds Banking Group PLC, 4.37%, due 03/22/2028 | 0.02% |
| Societe Generale SA, 2.62%, due 10/16/2024 | 0.02% |
| Royal Dutch Shell PLC, A Shares | 0.02% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.02% |
| China Merchants Bank Co., Ltd., H Shares | 0.02% |
| Santander Retail Auto Lease Trust, Series 2018-A, Class A3, 2.93%, due 05/20/2021 | 0.02% |
| Merck & Co., Inc., 2.35%, due 06/24/2040 | 0.02% |
| Federal National Mortgage Association, 3.56%, due 01/01/2021 | 0.02% |
| Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 | 0.02% |
| Atmos Energy Corp., 3.00%, due 06/15/2027 | 0.02% |
| CSX Corp., 3.80%, due 04/15/2050 | 0.02% |
| BP Capital Markets PLC, 3.53%, due 11/04/2024 | 0.02% |
| Wells Fargo & Co., 2.18%, due 04/30/2026 | 0.02% |
| Morgan Stanley, 3.95%, due 04/23/2027 | 0.02% |
| Credit Suisse Group AG, 2.19%, due 06/05/2026 | 0.02% |
| U.S. Treasury Note, 2.00%, due 02/28/2021 | 0.02% |
| Daimler Finance North America LLC, 2.87%, due 03/10/2021 | 0.02% |
| Enterprise Products Operating LLC, 3.12%, due 07/31/2029 | 0.02% |
| Niagara Mohawk Power Corp., 1.96%, due 06/27/2030 | 0.02% |
| SVB Financial Group | 0.02% |
| Credit Acceptance Auto Loan Trust, Series 2017-2A, Class C, 3.35%, due 06/15/2026 | 0.02% |
| NAVER Corp. | 0.02% |
| Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 | 0.02% |
| Mizuho Bank, Ltd., 3.60%, due 09/25/2024 | 0.02% |
| Phillips 66 | 0.02% |
| Office Properties Income Trust, 4.00%, due 07/15/2022 | 0.02% |
| University of Southern California, 3.22%, due 10/01/2120 | 0.02% |
| Vale SA, ADR | 0.02% |
| ANZ New Zealand International, Ltd., 3.45%, due 07/17/2027 | 0.02% |
| Alternative Loan Trust, Series 2004-27CB, Class A1, 6.00%, due 12/25/2034 | 0.02% |
| Federal Home Loan Mortgage Corp., 0.73%, due 07/15/2042 | 0.02% |
| ONEOK Partners, LP, 6.65%, due 10/01/2036 | 0.02% |
| Vodafone Group PLC, 6.25%, due 11/30/2032 | 0.02% |
| Avolon Holdings Funding, Ltd., 5.25%, due 05/15/2024 | 0.02% |
| Commonwealth Edison Co., 3.65%, due 06/15/2046 | 0.02% |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 8A1, 4.25%, due 02/25/2037 | 0.02% |
| Alternative Loan Trust, Series 2004-28CB, Class 3A1, 6.00%, due 01/25/2035 | 0.02% |
| Taylor Wimpey PLC | 0.02% |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3, 3.88%, due 11/20/2034 | 0.02% |
| Baltimore Gas & Electric Co., 5.20%, due 06/15/2033 | 0.02% |
| ONEOK, Inc., 2.20%, due 09/15/2025 | 0.02% |
| JB Hunt Transport Services, Inc., 3.87%, due 03/01/2026 | 0.02% |
| Panama Government International Bond, 4.50%, due 04/16/2050 | 0.02% |
| Vodafone Group PLC, 5.25%, due 05/30/2048 | 0.02% |
| Park Aerospace Holdings, Ltd., 5.25%, due 08/15/2022 | 0.02% |
| Fox Corp., 5.57%, due 01/25/2049 | 0.02% |
| Tennessee Valley Authority, 4.62%, due 09/15/2060 | 0.02% |
| Premier, Inc., Class A | 0.02% |
| Deutsche Bank AG, 3.70%, due 05/30/2024 | 0.02% |
| Morgan Stanley Capital I Trust, Series 2006-HQ8, Class D, 5.78%, due 03/12/2044 | 0.02% |
| Amphenol Corp., Class A | 0.02% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 | 0.02% |
| Boeing Co., 2.25%, due 06/15/2026 | 0.02% |
| Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 | 0.02% |
| APT Pipelines, Ltd., 4.25%, due 07/15/2027 | 0.02% |
| State Street Corp. | 0.02% |
| Glencore Funding LLC, 4.62%, due 04/29/2024 | 0.02% |
| Deere & Co. | 0.02% |
| Air Lease Corp., 3.37%, due 07/01/2025 | 0.02% |
| Enel Finance International NV, 3.62%, due 05/25/2027 | 0.02% |
| Focus Financial Partners, Inc., Class A | 0.02% |
| Mondelez International, Inc., 2.75%, due 04/13/2030 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 01/01/2043 | 0.02% |
| Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 | 0.02% |
| Western Union Co., 3.60%, due 03/15/2022 | 0.02% |
| United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 | 0.02% |
| Countrywide Partnership Trust, Series 2004-EC1, Class M2, 1.12%, due 01/25/2035 | 0.02% |
| John Deere Capital Corp., Series MTN, 2.25%, due 09/14/2026 | 0.02% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.76%, due 02/25/2034 | 0.02% |
| Wells Fargo & Co., Series MTN, 2.39%, due 06/02/2028 | 0.02% |
| Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 | 0.02% |
| Raytheon Technologies Corp., 4.15%, due 05/15/2045 | 0.02% |
| BAT Capital Corp., 3.55%, due 08/15/2027 | 0.02% |
| Pepperdine University, 3.30%, due 12/01/2059 | 0.02% |
| Government National Mortgage Association, 0.77%, due 03/20/2063 | 0.02% |
| STERIS PLC | 0.02% |
| Lyft, Inc., Class A | 0.02% |
| Clorox Co., 1.80%, due 05/15/2030 | 0.02% |
| Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 | 0.02% |
| Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC6, Class A4, 0.35%, due 01/25/2037 | 0.02% |
| Simon Property Group, LP, 3.25%, due 09/13/2049 | 0.02% |
| LG Chem, Ltd. | 0.02% |
| Barratt Developments PLC | 0.02% |
| Nichirei Corp. | 0.02% |
| Qorvo, Inc. | 0.02% |
| Chase Funding Trust, Series 2003-2, Class 2A2, 0.74%, due 02/25/2033 | 0.02% |
| Johnson & Johnson, 3.40%, due 01/15/2038 | 0.02% |
| Government National Mortgage Association, Interest Only STRIPS, 0.80%, due 06/20/2067 | 0.02% |
| Hydro-Quebec, 9.40%, due 02/01/2021 | 0.02% |
| Emerson Electric Co. | 0.02% |
| Amazon.com, Inc., 2.50%, due 06/03/2050 | 0.02% |
| Reckitt Benckiser Treasury Services PLC, 3.00%, due 06/26/2027 | 0.02% |
| Chemed Corp. | 0.02% |
| CMS Energy Corp. | 0.02% |
| Edison International, 5.75%, due 06/15/2027 | 0.02% |
| Goldman Sachs Group, Inc. | 0.02% |
| Bayview Financial Acquisition Trust, Series 2004-C, Class M3, 2.13%, due 05/28/2044 | 0.02% |
| UPM-Kymmene OYJ | 0.02% |
| Securitized Asset-Backed Receivables LLC Trust, Series 2004-NC1, Class M2, 1.90%, due 02/25/2034 | 0.02% |
| Standard Chartered PLC, 5.20%, due 01/26/2024 | 0.02% |
| Enel Finance International NV, 4.62%, due 09/14/2025 | 0.02% |
| Equity Residential, REIT | 0.02% |
| AES Corp., 3.30%, due 07/15/2025 | 0.02% |
| Colombia Government International Bond, 5.00%, due 06/15/2045 | 0.02% |
| NorthWestern Corp. | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 | 0.02% |
| Lululemon Athletica, Inc. | 0.02% |
| Commonwealth Bank of Australia, 4.50%, due 12/09/2025 | 0.02% |
| Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 | 0.02% |
| Regions Financial Corp. | 0.02% |
| Portland General Electric Co. | 0.02% |
| FirstEnergy Corp. | 0.02% |
| U.S. Treasury Note, 2.75%, due 05/31/2023 | 0.02% |
| Nutrien, Ltd., 4.12%, due 03/15/2035 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 11/15/2023 | 0.02% |
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 0.80%, due 10/25/2028 | 0.02% |
| Starbucks Corp., 3.35%, due 03/12/2050 | 0.02% |
| Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 | 0.02% |
| AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 | 0.02% |
| Hershey Co., 2.65%, due 06/01/2050 | 0.02% |
| Alnylam Pharmaceuticals, Inc. | 0.02% |
| HSBC Holdings PLC, 4.37%, due 11/23/2026 | 0.02% |
| Barclays PLC, 5.20%, due 05/12/2026 | 0.02% |
| Australia & New Zealand Banking Group, Ltd., 4.40%, due 05/19/2026 | 0.02% |
| HSBC Holdings PLC | 0.02% |
| Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2034 | 0.02% |
| Bank Central Asia Tbk PT | 0.02% |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M5, 2.08%, due 08/25/2034 | 0.02% |
| Credit Suisse Group AG | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 | 0.02% |
| Standard Chartered PLC, 4.30%, due 05/21/2030 | 0.02% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.41%, due 07/25/2023 | 0.02% |
| Ferguson PLC | 0.02% |
| ENEOS Holdings, Inc. | 0.02% |
| MUFG Bank, Ltd., 4.10%, due 09/09/2023 | 0.02% |
| CME Group, Inc. | 0.02% |
| Jazz Pharmaceuticals PLC | 0.02% |
| International Business Machines Corp., 1.95%, due 05/15/2030 | 0.02% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR17, Class 1A1A, 2.50%, due 12/25/2046 | 0.02% |
| HSBC Holdings PLC, 4.25%, due 08/18/2025 | 0.02% |
| BPCE SA, 4.62%, due 07/11/2024 | 0.02% |
| Exeter Automobile Receivables Trust, Series 2018-4A, Class B, 3.64%, due 11/15/2022 | 0.02% |
| DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 | 0.02% |
| Aon PLC, 3.50%, due 06/14/2024 | 0.02% |
| NYU Langone Hospitals, 3.38%, due 07/01/2055 | 0.02% |
| CVS Pass-Through Trust, 5.92%, due 01/10/2034 | 0.02% |
| Barclays PLC, 3.65%, due 03/16/2025 | 0.02% |
| Eni SpA, 4.00%, due 09/12/2023 | 0.02% |
| Mexico Government International Bond, 4.12%, due 01/21/2026 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 | 0.02% |
| Ontario Teachers' Cadillac Fairview Properties Trust, 3.87%, due 03/20/2027 | 0.02% |
| CVS Pass-Through Trust, 4.70%, due 01/10/2036 | 0.02% |
| Microsoft Corp., 4.10%, due 02/06/2037 | 0.02% |
| Marui Group Co., Ltd. | 0.02% |
| Enel Finance International NV, 3.50%, due 04/06/2028 | 0.02% |
| Home Depot, Inc., 3.35%, due 04/15/2050 | 0.02% |
| EDP Finance BV, 3.62%, due 07/15/2024 | 0.02% |
| Sumitomo Mitsui Financial Group, Inc., 2.77%, due 10/18/2022 | 0.02% |
| NCSoft Corp. | 0.02% |
| Sumitomo Metal Mining Co., Ltd. | 0.02% |
| Sumitomo Life Insurance Co., 4.00%, due 09/14/2077 | 0.02% |
| Sony Corp. | 0.02% |
| Prudential Financial, Inc., Series MTN, 3.70%, due 03/13/2051 | 0.02% |
| Philip Morris International, Inc., 4.37%, due 11/15/2041 | 0.02% |
| New Century Home Equity Loan Trust, Series 2004-2, Class M5, 2.20%, due 08/25/2034 | 0.02% |
| Pennsylvania Electric Co., 3.60%, due 06/01/2029 | 0.02% |
| CK Asset Holdings, Ltd. | 0.02% |
| Cameron LNG LLC, 3.30%, due 01/15/2035 | 0.02% |
| Citigroup, Inc., 3.20%, due 10/21/2026 | 0.02% |
| Itau Unibanco Holding SA, 7.48% | 0.02% |
| Vail Resorts, Inc. | 0.02% |
| Petroleo Brasileiro SA, 3.63% | 0.02% |
| Nordea Bank Abp, 4.25%, due 09/21/2022 | 0.02% |
| Al Rajhi Bank | 0.02% |
| Societe Generale SA, 4.25%, due 04/14/2025 | 0.02% |
| BOC Aviation, Ltd., 2.75%, due 09/18/2022 | 0.02% |
| CRH America Finance, Inc., 3.40%, due 05/09/2027 | 0.02% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.02% |
| Commonwealth Edison Co., 4.70%, due 01/15/2044 | 0.02% |
| Heineken NV | 0.02% |
| Celanese Corp. | 0.02% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 | 0.02% |
| LKQ Corp. | 0.02% |
| Prudential Financial, Inc., 3.90%, due 12/07/2047 | 0.02% |
| Air Liquide Finance SA, 2.25%, due 09/27/2023 | 0.02% |
| United Airlines Pass-Through Trust, 3.50%, due 09/01/2031 | 0.02% |
| ITC Holdings Corp., 2.70%, due 11/15/2022 | 0.02% |
| Federal National Mortgage Association, 4.50%, due 09/01/2040 | 0.02% |
| Hutchison Whampoa International 12 II, Ltd., 3.25%, due 11/08/2022 | 0.02% |
| Australia & New Zealand Banking Group, Ltd. | 0.02% |
| B3 SA - Brasil Bolsa Balcao | 0.02% |
| Standard Chartered PLC, 4.24%, due 01/20/2023 | 0.02% |
| Upjohn, Inc., 4.00%, due 06/22/2050 | 0.02% |
| BOC Aviation, Ltd., 3.50%, due 10/10/2024 | 0.02% |
| UBS Group AG, 2.85%, due 08/15/2023 | 0.02% |
| Diageo Capital PLC, 2.00%, due 04/29/2030 | 0.02% |
| America Movil SAB de CV, 3.12%, due 07/16/2022 | 0.02% |
| Intel Corp. | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 | 0.02% |
| HP, Inc. | 0.01% |
| CNOOC, Ltd. | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 0.58%, due 04/15/2039 | 0.01% |
| Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 | 0.01% |
| Panasonic Corp. | 0.01% |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR26, Class 2A1, 3.95%, due 11/25/2033 | 0.01% |
| Royal Bank of Scotland Group PLC, 2.35%, due 05/22/2024 | 0.01% |
| Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 | 0.01% |
| Dow Chemical Co., 8.85%, due 09/15/2021 | 0.01% |
| Noble Energy, Inc., 5.25%, due 11/15/2043 | 0.01% |
| Ontario Teachers' Cadillac Fairview Properties Trust, 3.12%, due 03/20/2022 | 0.01% |
| New Oriental Education & Technology Group, Inc., ADR | 0.01% |
| Wendy's Co. | 0.01% |
| Mississippi Power Co., 3.95%, due 03/30/2028 | 0.01% |
| Boston Properties, LP, 3.20%, due 01/15/2025 | 0.01% |
| ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Class M2, 1.15%, due 12/25/2034 | 0.01% |
| CHEC Loan Trust, Series 2004-1, Class M2, 1.15%, due 07/25/2034 | 0.01% |
| Monolithic Power Systems, Inc. | 0.01% |
| Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 09/01/2031 | 0.01% |
| American Tower Corp., 2.90%, due 01/15/2030 | 0.01% |
| Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 | 0.01% |
| Standard Chartered PLC, 2.74%, due 09/10/2022 | 0.01% |
| Korea Gas Corp., 1.87%, due 07/18/2021 | 0.01% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC2, Class M1, 1.00%, due 12/25/2033 | 0.01% |
| Wuxi Biologics Cayman, Inc. | 0.01% |
| National Rural Utilities Cooperative Finance Corp., 3.40%, due 02/07/2028 | 0.01% |
| Capital One Financial Corp. | 0.01% |
| CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 | 0.01% |
| United Auto Credit Securitization Trust, Series 2018-2, Class C, 3.78%, due 05/10/2023 | 0.01% |
| Carrier Global Corp. | 0.01% |
| Arista Networks, Inc. | 0.01% |
| nVent Finance SARL, 4.55%, due 04/15/2028 | 0.01% |
| Duke Energy Corp. | 0.01% |
| Government National Mortgage Association, 0.81%, due 10/20/2062 | 0.01% |
| Avery Dennison Corp. | 0.01% |
| Time Warner Cable LLC, 5.50%, due 09/01/2041 | 0.01% |
| Brookfield Finance, Inc., 4.85%, due 03/29/2029 | 0.01% |
| FirstEnergy Corp., 1.60%, due 01/15/2026 | 0.01% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.01% |
| Chr Hansen Holding A/S | 0.01% |
| Brooklyn Union Gas Co., 4.27%, due 03/15/2048 | 0.01% |
| Baidu, Inc., ADR | 0.01% |
| Hilton Worldwide Holdings, Inc. | 0.01% |
| U.S. Treasury Note, 2.87%, due 04/30/2025 | 0.01% |
| General Electric Co., 4.12%, due 10/09/2042 | 0.01% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 4.12%, due 08/01/2023 | 0.01% |
| Government National Mortgage Association, 1.65%, due 04/20/2063 | 0.01% |
| WFRBS Commercial Mortgage Trust, Series 2012-C6, Class A4, 3.44%, due 04/15/2045 | 0.01% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 | 0.01% |
| Federal National Mortgage Association, 0.68%, due 08/25/2042 | 0.01% |
| Lockheed Martin Corp., 4.50%, due 05/15/2036 | 0.01% |
| OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A, 3.50%, due 04/18/2022 | 0.01% |
| Realty Income Corp., 3.87%, due 04/15/2025 | 0.01% |
| Citizens Financial Group, Inc. | 0.01% |
| Apple, Inc., 3.20%, due 05/11/2027 | 0.01% |
| Marsh & McLennan Cos., Inc. | 0.01% |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5, 3.78%, due 09/25/2033 | 0.01% |
| Raytheon Technologies Corp., 4.45%, due 11/16/2038 | 0.01% |
| Carlsberg A/S, Class B | 0.01% |
| Oracle Corp., 3.85%, due 07/15/2036 | 0.01% |
| GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 | 0.01% |
| Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 | 0.01% |
| Federal National Mortgage Association REMIC, 0.68%, due 11/25/2041 | 0.01% |
| Dow, Inc. | 0.01% |
| Stryker Corp., 1.95%, due 06/15/2030 | 0.01% |
| Global Payments, Inc., 2.90%, due 05/15/2030 | 0.01% |
| West Japan Railway Co. | 0.01% |
| Banco Bradesco SA, 7.71% | 0.01% |
| Dollar Tree, Inc. | 0.01% |
| Delta Electronics, Inc. | 0.01% |
| CRH PLC | 0.01% |
| Southern Power Co., 5.15%, due 09/15/2041 | 0.01% |
| Sumitomo Electric Industries, Ltd. | 0.01% |
| ViacomCBS, Inc., 3.70%, due 08/15/2024 | 0.01% |
| Capital One Financial Corp., 3.20%, due 02/05/2025 | 0.01% |
| Canadian Pacific Railway Co., 2.90%, due 02/01/2025 | 0.01% |
| UnitedHealth Group, Inc., 4.62%, due 07/15/2035 | 0.01% |
| Southern Co. Gas Capital Corp., 3.50%, due 09/15/2021 | 0.01% |
| Precision Castparts Corp., 4.20%, due 06/15/2035 | 0.01% |
| BMW US Capital LLC, 2.25%, due 09/15/2023 | 0.01% |
| AbbVie, Inc., 4.75%, due 03/15/2045 | 0.01% |
| Norfolk Southern Corp., 3.95%, due 10/01/2042 | 0.01% |
| Toledo Edison Co., 6.15%, due 05/15/2037 | 0.01% |
| Metropolitan Life Global Funding I, 3.00%, due 09/19/2027 | 0.01% |
| Eni USA, Inc., 7.30%, due 11/15/2027 | 0.01% |
| Exxon Mobil Corp. | 0.01% |
| Air Products & Chemicals, Inc. | 0.01% |
| ProLogis, LP, 2.25%, due 04/15/2030 | 0.01% |
| Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 | 0.01% |
| Edison International, 4.12%, due 03/15/2028 | 0.01% |
| Regions Financial Corp., 3.80%, due 08/14/2023 | 0.01% |
| Oracle Corp., 3.80%, due 11/15/2037 | 0.01% |
| Casey's General Stores, Inc. | 0.01% |
| Reynolds American, Inc., 5.70%, due 08/15/2035 | 0.01% |
| Sunoco Logistics Partners Operations, LP, 5.35%, due 05/15/2045 | 0.01% |
| DuPont de Nemours, Inc., 5.31%, due 11/15/2038 | 0.01% |
| QUALCOMM, Inc., 3.25%, due 05/20/2050 | 0.01% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M3, 3.18%, due 11/25/2033 | 0.01% |
| Cleveland Electric Illuminating Co., 3.50%, due 04/01/2028 | 0.01% |
| AstraZeneca PLC, 6.45%, due 09/15/2037 | 0.01% |
| United Airlines Pass-Through Trust, 4.30%, due 02/15/2027 | 0.01% |
| Boeing Co., 5.70%, due 05/01/2040 | 0.01% |
| Lockheed Martin Corp., 3.80%, due 03/01/2045 | 0.01% |
| Federal National Mortgage Association REMIC, 0.68%, due 07/25/2041 | 0.01% |
| Rio Tinto PLC | 0.01% |
| Sumitomo Mitsui Financial Group, Inc., 3.10%, due 01/17/2023 | 0.01% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.01% |
| Dell International LLC / EMC Corp., 6.20%, due 07/15/2030 | 0.01% |
| CK Hutchison Holdings, Ltd. | 0.01% |
| Boardwalk Pipelines, LP, Co., 4.80%, due 05/03/2029 | 0.01% |
| Vodafone Group PLC, 4.37%, due 02/19/2043 | 0.01% |
| Kroger Co., 8.00%, due 09/15/2029 | 0.01% |
| Cigna Corp., 3.25%, due 04/15/2025 | 0.01% |
| Bank of China, Ltd., H Shares | 0.01% |
| ConocoPhillips Co., 4.95%, due 03/15/2026 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2005-15, Class A3, 5.75%, due 08/25/2035 | 0.01% |
| AbbVie, Inc., 3.85%, due 06/15/2024 | 0.01% |
| Long Beach Mortgage Loan Trust, Series 2004-3, Class M4, 1.79%, due 07/25/2034 | 0.01% |
| Dexus, REIT | 0.01% |
| Blackstone Group, Inc., Class A | 0.01% |
| Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 | 0.01% |
| Beazley PLC | 0.01% |
| American Airlines Pass-Through Trust, 3.70%, due 04/15/2027 | 0.01% |
| Welltower, Inc., 6.50%, due 03/15/2041 | 0.01% |
| MediaTek, Inc. | 0.01% |
| Amgen, Inc., 2.30%, due 02/25/2031 | 0.01% |
| Mexico City Airport Trust, 5.50%, due 07/31/2047 | 0.01% |
| Mitsubishi UFJ Financial Group, Inc., 2.66%, due 07/25/2022 | 0.01% |
| Fiserv, Inc., 4.40%, due 07/01/2049 | 0.01% |
| Daiwa Securities Group, Inc., 3.12%, due 04/19/2022 | 0.01% |
| Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 | 0.01% |
| Lowe's Cos., Inc., 4.55%, due 04/05/2049 | 0.01% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.01% |
| Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 | 0.01% |
| AXA SA | 0.01% |
| MidAmerican Energy Co., 4.25%, due 05/01/2046 | 0.01% |
| Capital One Financial Corp., 3.75%, due 07/28/2026 | 0.01% |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7B, 2.17%, due 11/21/2034 | 0.01% |
| Eaton Corp., 5.80%, due 03/15/2037 | 0.01% |
| Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 | 0.01% |
| Amgen, Inc., 3.15%, due 02/21/2040 | 0.01% |
| China Life Insurance Co., Ltd., H Shares | 0.01% |
| Tyson Foods, Inc., 5.15%, due 08/15/2044 | 0.01% |
| Upjohn, Inc., 1.65%, due 06/22/2025 | 0.01% |
| Boston Scientific Corp., 4.55%, due 03/01/2039 | 0.01% |
| Newmont Corp. | 0.01% |
| HP, Inc., 3.00%, due 06/17/2027 | 0.01% |
| ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE3, Class M1, 1.98%, due 10/25/2032 | 0.01% |
| Time Warner Cable LLC, 5.87%, due 11/15/2040 | 0.01% |
| U.S. Treasury Note, 2.00%, due 06/30/2024 | 0.01% |
| Fiserv, Inc., 3.20%, due 07/01/2026 | 0.01% |
| Pfizer, Inc., 2.55%, due 05/28/2040 | 0.01% |
| CNA Financial Corp., 3.45%, due 08/15/2027 | 0.01% |
| Enbridge, Inc., 4.50%, due 06/10/2044 | 0.01% |
| Yum China Holdings, Inc. | 0.01% |
| Abbott Laboratories, 1.15%, due 01/30/2028 | 0.01% |
| Sequoia Mortgage Trust, Series 2007-3, Class 1A1, 0.39%, due 07/20/2036 | 0.01% |
| Glencore Finance Canada, Ltd., 5.55%, due 10/25/2042 | 0.01% |
| Waste Management, Inc., 3.45%, due 06/15/2029 | 0.01% |
| Progress Residential Trust, Series 2017-SFR1, Class A, 2.76%, due 08/17/2034 | 0.01% |
| Delmarva Power & Light Co., 4.15%, due 05/15/2045 | 0.01% |
| Macquarie Bank, Ltd., 4.00%, due 07/29/2025 | 0.01% |
| Brookfield Finance, Inc., 4.70%, due 09/20/2047 | 0.01% |
| Banco Santander SA | 0.01% |
| Westlake Automobile Receivables Trust, Series 2017-2A, Class C, 2.59%, due 12/15/2022 | 0.01% |
| Pfizer, Inc. | 0.01% |
| Southern California Edison Co., 3.65%, due 03/01/2028 | 0.01% |
| Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 | 0.01% |
| Martin Marietta Materials, Inc., 3.45%, due 06/01/2027 | 0.01% |
| Cigna Corp., 4.50%, due 02/25/2026 | 0.01% |
| Innovent Biologics, Inc. | 0.01% |
| Consolidated Edison Co. of New York, Inc., 3.70%, due 11/15/2059 | 0.01% |
| TWDC Enterprises 18 Corp., Series MTN, 3.70%, due 12/01/2042 | 0.01% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 | 0.01% |
| Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 | 0.01% |
| Energy Transfer Operating, LP, 5.15%, due 02/01/2043 | 0.01% |
| Intel Corp., 3.73%, due 12/08/2047 | 0.01% |
| ViacomCBS, Inc., 4.95%, due 05/19/2050 | 0.01% |
| Halliburton Co., 4.85%, due 11/15/2035 | 0.01% |
| Dunkin' Brands Group, Inc. | 0.01% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.70%, due 06/15/2044 | 0.01% |
| Analog Devices, Inc., 4.50%, due 12/05/2036 | 0.01% |
| Daicel Corp. | 0.01% |
| Goodman Finance Three LLC, 3.70%, due 03/15/2028 | 0.01% |
| Lowe's Cos., Inc., 2.50%, due 04/15/2026 | 0.01% |
| Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 | 0.01% |
| Xcel Energy, Inc. | 0.01% |
| Southwestern Electric Power Co., 3.90%, due 04/01/2045 | 0.01% |
| Patrick Industries, Inc. | 0.01% |
| UnitedHealth Group, Inc., 2.87%, due 08/15/2029 | 0.01% |
| L'Oreal SA | 0.01% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 | 0.01% |
| Ulta Beauty, Inc. | 0.01% |
| Airbus SE, 3.95%, due 04/10/2047 | 0.01% |
| Duke Energy Progress LLC, 3.70%, due 10/15/2046 | 0.01% |
| BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.35%, due 08/15/2046 | 0.01% |
| Apple, Inc., 3.85%, due 08/04/2046 | 0.01% |
| Government National Mortgage Association, 4.01%, due 11/16/2042 | 0.01% |
| Ingersoll Rand, Inc. | 0.01% |
| America Movil SAB de CV, Series L | 0.01% |
| China Overseas Land & Investment, Ltd. | 0.01% |
| Douglas Dynamics, Inc. | 0.01% |
| ERAC USA Finance LLC, 4.50%, due 08/16/2021 | 0.01% |
| Advantest Corp. | 0.01% |
| Williams Cos., Inc., 4.85%, due 03/01/2048 | 0.01% |
| O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 | 0.01% |
| Discovery, Inc., Class A | 0.01% |
| Government National Mortgage Association, 5.50%, due 01/16/2033 | 0.01% |
| Discovery, Inc., Class C | 0.01% |
| International Lease Finance Corp., 5.87%, due 08/15/2022 | 0.01% |
| Duke University, 2.83%, due 10/01/2055 | 0.01% |
| First Investors Auto Owner Trust, Series 2017-3A, Class A2, 2.41%, due 12/15/2022 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2026 | 0.01% |
| Enbridge, Inc., 6.25%, due 03/01/2078 | 0.01% |
| Baltimore Gas & Electric Co., 3.50%, due 08/15/2046 | 0.01% |
| Southern Co. | 0.01% |
| Burberry Group PLC | 0.01% |
| Heineken NV, 3.40%, due 04/01/2022 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 0.63%, due 05/15/2039 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2032 | 0.01% |
| RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 | 0.01% |
| Equinor ASA, 2.87%, due 04/06/2025 | 0.01% |
| General Motors Co. | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A3, 4.12%, due 09/25/2035 | 0.01% |
| NIKE, Inc., 3.25%, due 03/27/2040 | 0.01% |
| Westlake Chemical Corp., 3.60%, due 07/15/2022 | 0.01% |
| WillScot Corp. | 0.01% |
| Henkel AG & Co. KGaA, 2.19% | 0.01% |
| Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 | 0.01% |
| Sequoia Mortgage Trust, Series 2004-8, Class A1, 0.89%, due 09/20/2034 | 0.01% |
| Niagara Mohawk Power Corp., 3.50%, due 10/01/2024 | 0.01% |
| Sunny Optical Technology Group Co., Ltd. | 0.01% |
| Progress Energy, Inc., 7.00%, due 10/30/2031 | 0.01% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 | 0.01% |
| MPLX, LP, 4.70%, due 04/15/2048 | 0.01% |
| Telekomunikasi Indonesia Persero Tbk PT | 0.01% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.01% |
| COMM Mortgage Trust, Series 2013-SFS, Class A2, 3.08%, due 04/12/2035 | 0.01% |
| E.Sun Financial Holding Co., Ltd. | 0.01% |
| Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 | 0.01% |
| Norfolk Southern Corp., 4.05%, due 08/15/2052 | 0.01% |
| Commonwealth Edison Co., 3.00%, due 03/01/2050 | 0.01% |
| New York Life Global Funding, 3.00%, due 01/10/2028 | 0.01% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 12/16/2021 | 0.01% |
| Ohio State University, Series A, 4.04%, due 12/01/2056 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 08/01/2032 | 0.01% |
| Stryker Corp., 2.90%, due 06/15/2050 | 0.01% |
| Uni-President Enterprises Corp. | 0.01% |
| LG Household & Health Care, Ltd. | 0.01% |
| DTE Energy Co. | 0.01% |
| Federal National Mortgage Association REMIC, 0.68%, due 10/25/2042 | 0.01% |
| Cox Communications, Inc., 4.60%, due 08/15/2047 | 0.01% |
| Merck & Co., Inc., 3.70%, due 02/10/2045 | 0.01% |
| Dominion Energy, Inc., 2.85%, due 08/15/2026 | 0.01% |
| Southwest Airlines Co. | 0.01% |
| Time Warner Cable LLC, 4.50%, due 09/15/2042 | 0.01% |
| KeyCorp, Series MTN, 4.15%, due 10/29/2025 | 0.01% |
| MetLife, Inc., 4.12%, due 08/13/2042 | 0.01% |
| Progressive Corp., 5.37%, due 03/15/2023 | 0.01% |
| Workday, Inc., Class A | 0.01% |
| Piedmont Natural Gas Co., Inc., 3.35%, due 06/01/2050 | 0.01% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.01% |
| Federal National Mortgage Association, 1.64%, due 11/25/2022 | 0.01% |
| Tatneft PJSC, ADR | 0.01% |
| Aflac, Inc., 3.60%, due 04/01/2030 | 0.01% |
| CenterPoint Energy Houston Electric LLC, 3.00%, due 02/01/2027 | 0.01% |
| Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 | 0.01% |
| Cox Communications, Inc., 3.25%, due 12/15/2022 | 0.01% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, due 01/23/2023 | 0.01% |
| International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 | 0.01% |
| DuPont de Nemours, Inc. | 0.01% |
| Hero Funding Trust, Series 2016-3A, Class A1, 3.08%, due 09/20/2042 | 0.01% |
| AstraZeneca PLC, 4.00%, due 09/18/2042 | 0.01% |
| MortgageIT Trust, Series 2005-5, Class A1, 0.70%, due 12/25/2035 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 07/15/2037 | 0.01% |
| Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 | 0.01% |
| Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 | 0.01% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 | 0.01% |
| Corning, Inc., 5.35%, due 11/15/2048 | 0.01% |
| Kingdee International Software Group Co., Ltd. | 0.01% |
| Suofeiya Home Collection Co., Ltd., A Shares | 0.01% |
| Applied Materials, Inc. | 0.01% |
| Ryder System, Inc., Series MTN, 2.87%, due 09/01/2020 | 0.01% |
| Planet Fitness, Inc., Class A | 0.01% |
| TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 | 0.01% |
| Florida Power & Light Co., 5.62%, due 04/01/2034 | 0.01% |
| National Vision Holdings, Inc. | 0.01% |
| Aviation Capital Group LLC, 2.87%, due 01/20/2022 | 0.01% |
| Academic Loan Funding Trust, Series 2013-1A, Class A, 0.98%, due 12/26/2044 | 0.01% |
| Connecticut Light & Power Co., 3.20%, due 03/15/2027 | 0.01% |
| Laboratory Corp. of America Holdings, 3.20%, due 02/01/2022 | 0.01% |
| PECO Energy Co., 2.80%, due 06/15/2050 | 0.01% |
| Wal-Mart de Mexico SAB de CV | 0.01% |
| Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 | 0.01% |
| Interstate Power & Light Co., 2.30%, due 06/01/2030 | 0.01% |
| Magna International, Inc. | 0.01% |
| POSCO | 0.01% |
| Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 | 0.01% |
| Nevada Power Co., 6.65%, due 04/01/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 | 0.01% |
| Keurig Dr. Pepper, Inc., 4.42%, due 12/15/2046 | 0.01% |
| Realty Income Corp., 4.65%, due 03/15/2047 | 0.01% |
| DTE Electric Co., 3.70%, due 03/15/2045 | 0.01% |
| SoftBank Group Corp. | 0.01% |
| Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 | 0.01% |
| Siam Cement PCL | 0.01% |
| Outfront Media, Inc., REIT | 0.01% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.01% |
| Hyundai Mobis Co., Ltd. | 0.01% |
| Tokyu Corp. | 0.01% |
| MPLX, LP, 5.25%, due 01/15/2025 | 0.01% |
| Nomura Research Institute, Ltd. | 0.01% |
| Largan Precision Co., Ltd. | 0.01% |
| Longfor Group Holdings, Ltd. | 0.01% |
| NiSource, Inc., 6.25%, due 12/15/2040 | 0.01% |
| Constellation Brands, Inc., 4.40%, due 11/15/2025 | 0.01% |
| Ohio State University, Series A, 4.80%, due 06/01/2111 | 0.01% |
| Baker Hughes Holdings LLC, 5.12%, due 09/15/2040 | 0.01% |
| Norfolk Southern Corp., 3.85%, due 01/15/2024 | 0.01% |
| Kroger Co. | 0.01% |
| Deutsche Wohnen SE | 0.01% |
| Golden Bear LLC, Series 2016-R, Class R, 5.65%, due 09/20/2047 | 0.01% |
| Colombia Government International Bond, 7.37%, due 09/18/2037 | 0.01% |
| Spectra Energy Partners, LP, 3.50%, due 03/15/2025 | 0.01% |
| Cigna Corp., 3.05%, due 11/30/2022 | 0.01% |
| Chailease Holding Co., Ltd. | 0.01% |
| Duke Energy Progress LLC, 5.70%, due 04/01/2035 | 0.01% |
| Cigna Holding Co., 3.25%, due 04/15/2025 | 0.01% |
| Anthem, Inc., 4.62%, due 05/15/2042 | 0.01% |
| Government National Mortgage Association, 6.00%, due 02/15/2024 | 0.01% |
| MarketAxess Holdings, Inc. | 0.01% |
| Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 | 0.01% |
| Barrick Gold Corp., 6.45%, due 10/15/2035 | 0.01% |
| Impac CMB Trust, Series 2004-4, Class 1A2, 0.80%, due 09/25/2034 | 0.01% |
| Zoetis, Inc., 4.50%, due 11/13/2025 | 0.01% |
| Bank Rakyat Indonesia Persero Tbk PT | 0.01% |
| Walt Disney Co., 2.75%, due 09/01/2049 | 0.01% |
| AbbVie, Inc., 2.80%, due 03/15/2023 | 0.01% |
| Enterprise Products Operating LLC, 3.95%, due 01/31/2060 | 0.01% |
| ONEOK, Inc. | 0.01% |
| State of California, 7.30%, due 10/01/2039 | 0.01% |
| TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 | 0.01% |
| Grupo Mexico SAB de CV, Series B | 0.01% |
| Total Capital International SA, 3.12%, due 05/29/2050 | 0.01% |
| Gazprom PJSC, ADR | 0.01% |
| Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 | 0.01% |
| American Campus Communities, Inc., REIT | 0.01% |
| Time Warner Cable LLC, 6.55%, due 05/01/2037 | 0.01% |
| CenterPoint Energy Resources Corp., 4.50%, due 01/15/2021 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2032 | 0.01% |
| Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 | 0.01% |
| ERAC USA Finance LLC, 4.50%, due 02/15/2045 | 0.01% |
| EQT Corp., 3.90%, due 10/01/2027 | 0.01% |
| National Retail Properties, Inc., 3.60%, due 12/15/2026 | 0.01% |
| ORIX Corp., 2.90%, due 07/18/2022 | 0.01% |
| Tyson Foods, Inc., 4.55%, due 06/02/2047 | 0.01% |
| Accor SA | 0.01% |
| Southwestern Public Service Co., 6.00%, due 10/01/2036 | 0.01% |
| China Resources Land, Ltd. | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 04/25/2036 | 0.01% |
| T&D Holdings, Inc. | 0.01% |
| Brookfield Finance, Inc., 3.90%, due 01/25/2028 | 0.01% |
| New England Power Co., 3.80%, due 12/05/2047 | 0.01% |
| Hon Hai Precision Industry Co., Ltd. | 0.01% |
| Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 | 0.01% |
| OTP Bank Nyrt | 0.01% |
| Pacific Life Insurance Co., 4.30%, due 10/24/2067 | 0.01% |
| MSCI, Inc. | 0.01% |
| Ventas Realty, LP, 3.85%, due 04/01/2027 | 0.01% |
| Massachusetts Electric Co., 4.00%, due 08/15/2046 | 0.01% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 | 0.01% |
| Qatar National Bank QPSC | 0.01% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class A3, 3.66%, due 02/15/2047 | 0.01% |
| Carrier Global Corp., 2.24%, due 02/15/2025 | 0.01% |
| East West Bancorp, Inc. | 0.01% |
| CSPC Pharmaceutical Group, Ltd. | 0.01% |
| Diamondback Energy, Inc. | 0.01% |
| Saudi Basic Industries Corp. | 0.01% |
| Indiana Michigan Power Co., 3.20%, due 03/15/2023 | 0.01% |
| Entergy Louisiana LLC, 2.40%, due 10/01/2026 | 0.01% |
| FirstRand, Ltd. | 0.01% |
| Bank of Montreal, 3.80%, due 12/15/2032 | 0.01% |
| American Tower Corp., 3.37%, due 10/15/2026 | 0.01% |
| Credicorp, Ltd. | 0.01% |
| International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 | 0.01% |
| Kweichow Moutai Co., Ltd., A Shares | 0.01% |
| Shinhan Financial Group Co., Ltd. | 0.01% |
| Northrop Grumman Corp., 3.20%, due 02/01/2027 | 0.01% |
| Kia Motors Corp. | 0.01% |
| Shenzhou International Group Holdings, Ltd. | 0.01% |
| Enterprise Products Operating LLC, 5.75%, due 03/01/2035 | 0.01% |
| Anthem, Inc., 4.10%, due 03/01/2028 | 0.01% |
| Bank of America Corp., 3.55%, due 03/05/2024 | 0.01% |
| Anthem, Inc., 4.65%, due 08/15/2044 | 0.01% |
| NovaStar Mortgage Funding Trust, Series 2003-3, Class M1, 1.30%, due 12/25/2033 | 0.01% |
| Baltimore Gas & Electric Co., 2.90%, due 06/15/2050 | 0.01% |
| Allianz SE | 0.01% |
| Nokia OYJ | 0.01% |
| Mondelez International, 1.50%, due 05/04/2025 | 0.01% |
| Ecopetrol SA, 5.37%, due 06/26/2026 | 0.01% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.01% |
| Nutrien, Ltd., 5.00%, due 04/01/2049 | 0.01% |
| Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.84%, due 02/25/2036 | 0.01% |
| U.S. Treasury Note, 2.50%, due 05/15/2024 | 0.01% |
| NiSource, Inc., 5.65%, due 02/01/2045 | 0.01% |
| Royal Bank of Canada, Series MTN, 4.65%, due 01/27/2026 | 0.01% |
| CD Projekt SA | 0.01% |
| Wisconsin Electric Power Co., 3.10%, due 06/01/2025 | 0.01% |
| U.S. Treasury Bond, 3.87%, due 08/15/2040 | 0.01% |
| Fomento Economico Mexicano SAB de CV, ADR | 0.01% |
| Union Pacific Corp. | 0.01% |
| Entergy Louisiana LLC, 3.05%, due 06/01/2031 | 0.01% |
| Cleveland Electric Illuminating Co., 5.50%, due 08/15/2024 | 0.01% |
| NIKE, Inc., 3.37%, due 03/27/2050 | 0.01% |
| China Gas Holdings, Ltd. | 0.01% |
| Conagra Brands, Inc., 5.30%, due 11/01/2038 | 0.01% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.38%, due 10/23/2035 | 0.01% |
| Union Electric Co., 2.95%, due 06/15/2027 | 0.01% |
| Precision Castparts Corp., 3.25%, due 06/15/2025 | 0.01% |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR14, Class A1, 4.50%, due 08/25/2035 | 0.01% |
| Liberty Mutual Group, Inc., 4.56%, due 02/01/2029 | 0.01% |
| Kingsoft Corp., Ltd. | 0.01% |
| Jiangsu Hengrui Medicine Co., Ltd., A Shares | 0.01% |
| Teachers Insurance & Annuity Association of America, 4.37%, due 09/15/2054 | 0.01% |
| Aames Mortgage Investment Trust, Series 2005-3, Class M1, 0.97%, due 08/25/2035 | 0.01% |
| Dollar General Corp., 4.12%, due 05/01/2028 | 0.01% |
| FirstEnergy Corp., 2.25%, due 09/01/2030 | 0.01% |
| Avangrid, Inc., 3.15%, due 12/01/2024 | 0.01% |
| LyondellBasell Industries NV, Class A | 0.01% |
| PSEG Power LLC, 4.15%, due 09/15/2021 | 0.01% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.01% |
| Waste Management, Inc., 4.00%, due 07/15/2039 | 0.01% |
| Federal National Mortgage Association REMIC, 4.00%, due 05/25/2033 | 0.01% |
| Mead Johnson Nutrition Co., 4.12%, due 11/15/2025 | 0.01% |
| Commonwealth Bank of Australia | 0.01% |
| Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 | 0.01% |
| Citigroup, Inc., 3.87%, due 01/24/2039 | 0.01% |
| Leidos, Inc., 2.95%, due 05/15/2023 | 0.01% |
| Microsoft Corp., 3.50%, due 11/15/2042 | 0.01% |
| Sempra Energy | 0.01% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-18, Class 4A1, 3.40%, due 12/25/2034 | 0.01% |
| American Tower Corp., 3.10%, due 06/15/2050 | 0.01% |
| Catcher Technology Co., Ltd. | 0.01% |
| Grupo Financiero Banorte SAB de CV, Class O | 0.01% |
| X5 Retail Group NV, GDR | 0.01% |
| DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 | 0.01% |
| Medallia, Inc. | 0.01% |
| Leidos, Inc., 4.37%, due 05/15/2030 | 0.01% |
| BIM Birlesik Magazalar AS | 0.01% |
| National Commercial Bank | 0.01% |
| John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 | 0.01% |
| B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 | 0.01% |
| Hana Financial Group, Inc. | 0.01% |
| Capital One Financial Corp., 4.20%, due 10/29/2025 | 0.01% |
| Crown Castle International Corp., 3.25%, due 01/15/2051 | 0.01% |
| Bid Corp., Ltd. | 0.01% |
| MPLX, LP, 4.12%, due 03/01/2027 | 0.01% |
| Southern California Edison Co., 3.70%, due 08/01/2025 | 0.01% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M2, 1.11%, due 07/25/2034 | 0.01% |
| Hiwin Technologies Corp. | 0.01% |
| American Tower Corp., 2.10%, due 06/15/2030 | 0.01% |
| American Water Capital Corp., 4.00%, due 12/01/2046 | 0.01% |
| Government National Mortgage Association, 1.65%, due 02/20/2063 | 0.01% |
| Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 | 0.01% |
| KT&G Corp. | 0.01% |
| WP Carey, Inc., 4.25%, due 10/01/2026 | 0.01% |
| Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 | 0.01% |
| Citigroup, Inc., 3.87%, due 03/26/2025 | 0.01% |
| Fubon Financial Holding Co., Ltd. | 0.01% |
| Duke Realty, LP, 2.87%, due 11/15/2029 | 0.01% |
| Marathon Petroleum Corp. | 0.01% |
| Lincoln National Corp., 4.00%, due 09/01/2023 | 0.01% |
| Southwest Gas Corp., 3.80%, due 09/29/2046 | 0.01% |
| Dominion Energy, Inc., 5.25%, due 08/01/2033 | 0.01% |
| PepsiCo, Inc., 3.50%, due 03/19/2040 | 0.01% |
| Capital One Financial Corp., 3.75%, due 04/24/2024 | 0.01% |
| Thales SA | 0.01% |
| Hartford Financial Services Group, Inc. | 0.01% |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 | 0.01% |
| Upjohn, Inc., 3.85%, due 06/22/2040 | 0.01% |
| International Paper Co., 8.70%, due 06/15/2038 | 0.01% |
| Ecopetrol SA, 4.12%, due 01/16/2025 | 0.01% |
| Edwards Lifesciences Corp. | 0.01% |
| Public Bank Bhd. | 0.01% |
| Crown Castle International Corp., 4.87%, due 04/15/2022 | 0.01% |
| NSTAR Electric Co., 3.20%, due 05/15/2027 | 0.01% |
| Ameren Corp., 3.50%, due 01/15/2031 | 0.01% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.01% |
| Postal Savings Bank of China Co., Ltd., H Shares | 0.01% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 4.87%, due 07/11/2022 | 0.01% |
| DXC Technology Co., 4.25%, due 04/15/2024 | 0.01% |
| HSBC Holdings PLC, 4.87%, due 01/14/2022 | 0.01% |
| ViacomCBS, Inc., 4.85%, due 07/01/2042 | 0.01% |
| BASF SE | 0.01% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.01% |
| Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M8, 3.48%, due 11/25/2034 | 0.01% |
| DaVita, Inc. | 0.01% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 | 0.01% |
| ENN Energy Holdings, Ltd. | 0.01% |
| Albemarle Corp., 5.45%, due 12/01/2044 | 0.01% |
| Kroger Co., 4.00%, due 02/01/2024 | 0.01% |
| Sunoco Logistics Partners Operations, LP, 6.10%, due 02/15/2042 | 0.01% |
| BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 | 0.01% |
| Sempra Energy, 4.05%, due 12/01/2023 | 0.01% |
| Hyundai Motor Co. | 0.01% |
| National Retail Properties, Inc., 3.50%, due 10/15/2027 | 0.01% |
| Royal Dutch Shell PLC, B Shares | 0.01% |
| Halliburton Co., 8.75%, due 02/15/2021 | 0.01% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.01% |
| Walt Disney Co., 9.50%, due 07/15/2024 | 0.01% |
| Suncor Energy, Inc., 7.87%, due 06/15/2026 | 0.01% |
| Government National Mortgage Association, 6.00%, due 09/20/2038 | 0.01% |
| Ambev SA | 0.01% |
| Microsoft Corp., 2.52%, due 06/01/2050 | 0.01% |
| Cheniere Energy, Inc. | 0.01% |
| McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 | 0.01% |
| Federal National Mortgage Association REMIC, 1.08%, due 03/25/2038 | 0.01% |
| Jersey Central Power & Light Co., 6.15%, due 06/01/2037 | 0.01% |
| Whitbread PLC | 0.01% |
| China Vanke Co., Ltd., H Shares | 0.01% |
| Poly Developments and Holdings Group Co., Ltd., A Shares | 0.01% |
| Sequoia Mortgage Trust, Series 2004-9, Class A1, 0.87%, due 10/20/2034 | 0.01% |
| KeySpan Gas East Corp., 2.74%, due 08/15/2026 | 0.01% |
| Ventas, Inc., REIT | 0.01% |
| Advantech Co., Ltd. | 0.01% |
| Moscow Exchange PJSC | 0.01% |
| Master Asset-Backed Securities Trust, Series 2004-OPT2, Class M1, 1.08%, due 09/25/2034 | 0.01% |
| Formosa Petrochemical Corp. | 0.01% |
| Aetna, Inc., 6.75%, due 12/15/2037 | 0.01% |
| Recruit Holdings Co., Ltd. | 0.01% |
| TE Connectivity, Ltd. | 0.01% |
| Cigna Corp., 3.40%, due 03/01/2027 | 0.01% |
| CSX Corp., 3.80%, due 11/01/2046 | 0.01% |
| Federal National Mortgage Association, 4.06%, due 09/01/2021 | 0.01% |
| Cintas Corp. | 0.01% |
| Sequoia Mortgage Trust, Series 2004-5, Class A2, 0.71%, due 06/20/2034 | 0.01% |
| Formosa Plastics Corp. | 0.01% |
| Koninklijke Philips NV | 0.01% |
| Ford Foundation, 2.81%, due 06/01/2070 | 0.01% |
| Verisk Analytics, Inc. | 0.01% |
| Bankia SA | 0.01% |
| AbbVie, Inc., 3.37%, due 09/15/2020 | 0.01% |
| BOE Technology Group Co., Ltd., A Shares | 0.01% |
| Trip.Com Group, Ltd., ADR | 0.01% |
| WFRBS Commercial Mortgage Trust, Series 2011-C3, Class A4, 4.37%, due 03/15/2044 | 0.01% |
| China Shenhua Energy Co., Ltd., H Shares | 0.01% |
| China Yangtze Power Co., Ltd., A Shares | 0.01% |
| Constellation Brands, Inc., 3.75%, due 05/01/2050 | 0.01% |
| Severstal PAO, GDR | 0.01% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2040 | 0.01% |
| Yuanta Financial Holding Co., Ltd. | 0.01% |
| American International Group, Inc. | 0.01% |
| Yamato Holdings Co., Ltd. | 0.01% |
| PTT Exploration & Production PCL | 0.01% |
| CSX Corp., Series MTN, 6.00%, due 10/01/2036 | 0.01% |
| Lockheed Martin Corp., 4.07%, due 12/15/2042 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 | 0.01% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 | 0.01% |
| Delta Air Lines, Inc. | 0.01% |
| San Diego Gas & Electric Co., 4.30%, due 04/01/2042 | 0.01% |
| Ping An Bank Co., Ltd., A Shares | 0.01% |
| Federal National Mortgage Association, 5.00%, due 06/01/2033 | 0.01% |
| Microsoft Corp., 3.95%, due 08/08/2056 | 0.01% |
| Duke Energy Ohio, Inc., 2.12%, due 06/01/2030 | 0.01% |
| Samsung SDI Co., Ltd. | 0.01% |
| McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 | 0.01% |
| Japan Tobacco, Inc. | 0.01% |
| SK Innovation Co., Ltd. | 0.01% |
| Vipshop Holdings, Ltd., ADR | 0.01% |
| TransCanada PipeLines, Ltd., 4.25%, due 05/15/2028 | 0.01% |
| Bidvest Group, Ltd. | 0.01% |
| Government National Mortgage Association, 5.86%, due 12/20/2038 | 0.01% |
| Equity Lifestyle Properties, Inc., REIT | 0.01% |
| Ralph Lauren Corp. | 0.01% |
| Cigna Corp., 4.12%, due 09/15/2020 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2023 | 0.01% |
| China Merchants Shekou Industrial Zone Holdings Co., Ltd., A Shares | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 | 0.01% |
| Mosaic Co., 4.05%, due 11/15/2027 | 0.01% |
| Baoshan Iron & Steel Co., Ltd., A Shares | 0.01% |
| PICC Property & Casualty Co., Ltd., H Shares | 0.01% |
| NiSource, Inc., 5.80%, due 02/01/2042 | 0.01% |
| PTT PCL | 0.01% |
| McDonald's Corp., Series MTN, 3.70%, due 02/15/2042 | 0.01% |
| Becton Dickinson & Co., 3.70%, due 06/06/2027 | 0.01% |
| Laobaixing Pharmacy Chain JSC, A Shares | 0.01% |
| Electric Power Development Co., Ltd., Class C | 0.01% |
| T. Rowe Price Group, Inc. | 0.01% |
| Lojas Renner SA | 0.01% |
| WestRock Co. | 0.01% |
| ArcelorMittal SA | 0.01% |
| John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 | 0.01% |
| Tokyo Gas Co., Ltd. | 0.01% |
| Federal National Mortgage Association REMIC, 0.58%, due 05/25/2027 | 0.01% |
| Alinma Bank | 0.01% |
| Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., A Shares | 0.01% |
| China Conch Venture Holdings, Ltd. | 0.01% |
| Sequoia Mortgage Trust, Series 2003-1, Class 1A, 0.95%, due 04/20/2033 | 0.01% |
| Air Products & Chemicals, Inc., 2.80%, due 05/15/2050 | 0.01% |
| Country Garden Services Holdings Co., Ltd. | 0.01% |
| HCA, Inc., 5.25%, due 06/15/2049 | 0.01% |
| Clicks Group, Ltd. | 0.01% |
| Apple, Inc., 2.65%, due 05/11/2050 | 0.01% |
| Saudi Telecom Co. | 0.01% |
| Altice USA, Inc., Class A | 0.01% |
| Enterprise Products Operating LLC, 7.55%, due 04/15/2038 | 0.01% |
| Master Asset-Backed Securities Trust, Series 2005-NC1, Class M2, 0.93%, due 12/25/2034 | 0.01% |
| SPAR Group, Ltd. | 0.01% |
| Electronic Arts, Inc. | 0.01% |
| Telefonica SA | 0.01% |
| Williams Cos., Inc. | 0.01% |
| Geely Automobile Holdings, Ltd. | 0.01% |
| Tenaga Nasional Bhd. | 0.01% |
| TIM Participacoes SA, ADR | 0.01% |
| Alrosa PJSC | 0.01% |
| GDS Holdings, Ltd., ADR | 0.01% |
| Evergy Metro, Inc., 5.30%, due 10/01/2041 | 0.01% |
| HDFC Bank, Ltd., ADR | 0.01% |
| Vanguard International Semiconductor Corp. | 0.01% |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 0.44%, due 07/19/2035 | 0.01% |
| China Pacific Insurance Group Co., Ltd., H Shares | 0.01% |
| Capitec Bank Holdings, Ltd. | 0.01% |
| Petronas Chemicals Group Bhd. | 0.01% |
| FREED ABS Trust, Series 2018-1, Class A, 3.61%, due 07/18/2024 | 0.01% |
| Federal National Mortgage Association, 2.75%, due 03/01/2022 | 0.01% |
| ANR Pipeline Co., 9.62%, due 11/01/2021 | 0.01% |
| U.S. Treasury Bill, 0.15%, due 09/17/2020 | 0.01% |
| Gerdau SA, 0.87% | 0.01% |
| Country Garden Holdings Co., Ltd. | 0.01% |
| Hangzhou Robam Appliances Co., Ltd., A Shares | 0.01% |
| RALI Trust, Series 2006-QH1, Class A1, 0.37%, due 12/25/2036 | 0.01% |
| FleetCor Technologies, Inc. | 0.01% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.01% |
| Turkcell Iletisim Hizmetleri AS | 0.01% |
| Entergy Louisiana LLC, 4.95%, due 01/15/2045 | 0.01% |
| Kimberly-Clark de Mexico SAB de CV, A Shares | 0.01% |
| Raia Drogasil SA | 0.01% |
| SK Holdings Co., Ltd. | 0.01% |
| S-Oil Corp. | 0.01% |
| Absa Group, Ltd. | 0.01% |
| CVS Pass-Through Trust, 6.20%, due 10/10/2025 | 0.01% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.01% |
| Walmart, Inc., 3.62%, due 12/15/2047 | 0.01% |
| CenterPoint Energy, Inc. | 0.01% |
| 51job, Inc., ADR | 0.01% |
| Federal National Mortgage Association REMIC, 0.68%, due 05/25/2035 | 0.01% |
| Equinor ASA, 2.37%, due 05/22/2030 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 07/25/2040 | 0.01% |
| Dino Polska SA | 0.01% |
| Kasikornbank PCL | 0.01% |
| Equinor ASA, 1.75%, due 01/22/2026 | 0.01% |
| Government National Mortgage Association, 1.65%, due 01/20/2063 | 0.01% |
| Federal National Mortgage Association REMIC, 0.47%, due 07/25/2036 | 0.01% |
| Itausa SA, 5.01% | 0.01% |
| One Gas, Inc., 2.00%, due 05/15/2030 | 0.01% |
| China Oilfield Services, Ltd., H Shares | 0.01% |
| Astra International Tbk PT | 0.01% |
| Almarai Co. JSC | 0.01% |
| Bear Stearns Asset-Backed Securities I Trust, Series 2004-FR2, Class M3, 1.98%, due 06/25/2034 | 0.01% |
| Ecopetrol SA, ADR | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 23.61%, due 06/15/2035 | 0.01% |
| SK Telecom Co., Ltd. | 0.01% |
| Packaging Corp. of America | 0.01% |
| Localiza Rent a Car SA | 0.01% |
| Fortinet, Inc. | 0.01% |
| Kansas City Southern | 0.01% |
| Globalwafers Co., Ltd. | 0.01% |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.46%, due 12/25/2044 | 0.00%** |
| Magellan Midstream Partners, LP, 5.15%, due 10/15/2043 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.77%, due 07/15/2037 | 0.00%** |
| Dongfeng Motor Group Co., Ltd., H Shares | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 | 0.00%** |
| Grupo Aeroportuario del Sureste SAB de CV, Class B | 0.00%** |
| Mr. Price Group, Ltd. | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 | 0.00%** |
| Truist Financial Corp. | 0.00%** |
| AngloGold Ashanti, Ltd., ADR | 0.00%** |
| Silergy Corp. | 0.00%** |
| Zai Lab, Ltd., ADR | 0.00%** |
| Sun Communities, Inc., REIT | 0.00%** |
| Zhejiang Chint Electrics Co., Ltd., A Shares | 0.00%** |
| Lotte Chemical Corp. | 0.00%** |
| Thai Oil PCL | 0.00%** |
| NARI Technology Co., Ltd., A Shares | 0.00%** |
| Techtronic Industries Co., Ltd. | 0.00%** |
| China Unicom Hong Kong, Ltd. | 0.00%** |
| Eregli Demir VE Celik Fabrikalari TAS | 0.00%** |
| Intercept Pharmaceuticals, Inc. | 0.00%** |
| Vodacom Group, Ltd. | 0.00%** |
| Anheuser-Busch InBev Finance, Inc., 4.62%, due 02/01/2044 | 0.00%** |
| China Petroleum & Chemical Corp., H Shares | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 03/25/2023 | 0.00%** |
| Thornburg Mortgage Securities Trust, Series 2004-3, Class A, 0.92%, due 09/25/2034 | 0.00%** |
| Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 | 0.00%** |
| Futures Contracts, Long, U.S. Treasury Ultra Bond | 0.00%** |
| Conagra Brands, Inc. | 0.00%** |
| Philip Morris International, Inc., 1.50%, due 05/01/2025 | 0.00%** |
| Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd., A Shares | 0.00%** |
| Comcast Corp., 4.04%, due 11/01/2052 | 0.00%** |
| DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 | 0.00%** |
| CGN Power Co., Ltd., H Shares | 0.00%** |
| Enterprise Products Operating LLC, 4.45%, due 02/15/2043 | 0.00%** |
| Federal National Mortgage Association REMIC, 1.43%, due 07/25/2023 | 0.00%** |
| Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares | 0.00%** |
| OPAP SA | 0.00%** |
| RASC Trust, Series 2005-KS9, Class M3, 0.64%, due 10/25/2035 | 0.00%** |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 | 0.00%** |
| Entergy Texas, Inc., 3.45%, due 12/01/2027 | 0.00%** |
| Hess Corp., 5.80%, due 04/01/2047 | 0.00%** |
| MercadoLibre, Inc. | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 09/01/2037 | 0.00%** |
| Merrill Lynch Mortgage Investors Trust, Series 2003-H, Class A1, 0.82%, due 01/25/2029 | 0.00%** |
| MMC Norilsk Nickel PJSC, ADR | 0.00%** |
| Tupras Turkiye Petrol Rafinerileri AS | 0.00%** |
| Xinyangfeng Agricultural Technology Co., Ltd., A Shares | 0.00%** |
| U.S. Treasury Note, 2.25%, due 11/15/2025 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.18%, due 10/15/2037 | 0.00%** |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.00%** |
| Vodafone Group PLC, 5.00%, due 05/30/2038 | 0.00%** |
| China Lesso Group Holdings, Ltd. | 0.00%** |
| Federal National Mortgage Association REMIC, 5.00%, due 10/25/2025 | 0.00%** |
| MASTR Seasoned Securitization Trust, Series 2004-2, Class A2, 6.50%, due 08/25/2032 | 0.00%** |
| MTN Group, Ltd. | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.34%, due 01/25/2041 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.51%, due 03/25/2036 | 0.00%** |
| Bunge, Ltd. Finance Corp., 3.50%, due 11/24/2020 | 0.00%** |
| China Molybdenum Co., Ltd., H Shares | 0.00%** |
| Mouwasat Medical Services Co. | 0.00%** |
| Ayala Corp. | 0.00%** |
| Kunlun Energy Co., Ltd. | 0.00%** |
| Delmarva Power & Light Co., 4.00%, due 06/01/2042 | 0.00%** |
| Renesas Electronics Corp. | 0.00%** |
| Grupo Aeroportuario del Pacifico SAB de CV, B Shares | 0.00%** |
| Accton Technology Corp. | 0.00%** |
| Nanya Technology Corp. | 0.00%** |
| Ayala Land, Inc. | 0.00%** |
| Southern California Edison Co., 3.90%, due 12/01/2041 | 0.00%** |
| Honeywell International, Inc., 2.80%, due 06/01/2050 | 0.00%** |
| Government National Mortgage Association, 22.61%, due 04/20/2037 | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 08/01/2040 | 0.00%** |
| Quanta Computer, Inc. | 0.00%** |
| ASE Technology Holding Co., Ltd. | 0.00%** |
| Minor International PCL | 0.00%** |
| Federal National Mortgage Association, 0.40%, due 03/25/2045 | 0.00%** |
| Midea Group Co., Ltd., A Shares | 0.00%** |
| Nevada Power Co., 5.45%, due 05/15/2041 | 0.00%** |
| Becton Dickinson & Co. | 0.00%** |
| Komercni banka as | 0.00%** |
| Union Carbide Corp., 7.75%, due 10/01/2096 | 0.00%** |
| Atacadao SA | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.30%, due 01/15/2033 | 0.00%** |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 0.64%, due 04/25/2029 | 0.00%** |
| Florida Power & Light Co., 4.05%, due 06/01/2042 | 0.00%** |
| Asahi Group Holdings, Ltd. | 0.00%** |
| San Diego Gas & Electric Co., 4.10%, due 06/15/2049 | 0.00%** |
| Louisville Gas & Electric Co., 4.65%, due 11/15/2043 | 0.00%** |
| Formosa Chemicals & Fibre Corp. | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 06/15/2025 | 0.00%** |
| Motorola Solutions, Inc. | 0.00%** |
| Savola Group | 0.00%** |
| Thornburg Mortgage Securities Trust, Series 2003-4, Class A1, 0.82%, due 09/25/2043 | 0.00%** |
| Sinopharm Group Co., Ltd., H Shares | 0.00%** |
| Oncor Electric Delivery Co. LLC, 3.70%, due 05/15/2050 | 0.00%** |
| Macquarie Group, Ltd. | 0.00%** |
| Hutchison China MediTech, Ltd., ADR | 0.00%** |
| Kraft Heinz Foods Co., 2.80%, due 07/02/2020 | 0.00%** |
| Commonwealth Edison Co., 3.70%, due 03/01/2045 | 0.00%** |
| Fosun International, Ltd. | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 | 0.00%** |
| KOC Holding AS | 0.00%** |
| Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 | 0.00%** |
| Magnitogorsk Iron & Steel Works | 0.00%** |
| WuXi AppTec Co., Ltd., H Shares | 0.00%** |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 | 0.00%** |
| United Overseas Bank, Ltd. | 0.00%** |
| Federal Home Loan Mortgage Corp., 4.07%, due 07/01/2040 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 01/01/2024 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.63%, due 08/15/2039 | 0.00%** |
| Southern Co. Gas Capital Corp., 3.25%, due 06/15/2026 | 0.00%** |
| Jointown Pharmaceutical Group Co., Ltd., A Shares | 0.00%** |
| National Australia Bank, Ltd. | 0.00%** |
| Aier Eye Hospital Group Co., Ltd., A Shares | 0.00%** |
| Duke Energy Carolinas LLC, 3.20%, due 08/15/2049 | 0.00%** |
| Realty Income Corp., REIT | 0.00%** |
| Emaar Properties PJSC | 0.00%** |
| CIMB Group Holdings Bhd. | 0.00%** |
| Arch Capital Group, Ltd. | 0.00%** |
| Inner Mongolia Yili Industrial Group Co., Ltd., A Shares | 0.00%** |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.00%** |
| General Motors Financial Co., Inc., 5.25%, due 03/01/2026 | 0.00%** |
| Leidos, Inc., 3.62%, due 05/15/2025 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 02/15/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 | 0.00%** |
| Citicorp Mortgage Securities, Inc., Series 2004-3, Class A5, 5.25%, due 05/25/2034 | 0.00%** |
| Global Unichip Corp. | 0.00%** |
| Hanon Systems | 0.00%** |
| Moneta Money Bank AS | 0.00%** |
| Wisconsin Electric Power Co., 3.65%, due 12/15/2042 | 0.00%** |
| China State Construction International Holdings, Ltd. | 0.00%** |
| Sodexo SA | 0.00%** |
| Bupa Arabia for Cooperative Insurance Co. | 0.00%** |
| International Container Terminal Services, Inc. | 0.00%** |
| Sino Biopharmaceutical, Ltd. | 0.00%** |
| MetLife, Inc. | 0.00%** |
| Halliburton Co., 7.60%, due 08/15/2096 | 0.00%** |
| Banco Santander Chile, ADR | 0.00%** |
| Ford Otomotiv Sanayi AS | 0.00%** |
| Pick n Pay Stores, Ltd. | 0.00%** |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 0.53%, due 09/25/2035 | 0.00%** |
| Assicurazioni Generali SpA | 0.00%** |
| Futures Contracts, Long, 30-Year U.S. Treasury Bond | 0.00%** |
| Discovery Communications LLC, 4.95%, due 05/15/2042 | 0.00%** |
| Citigroup, Inc., 5.30%, due 05/06/2044 | 0.00%** |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 2A4, 5.50%, due 09/25/2034 | 0.00%** |
| Telefonica Brasil SA, 6.08% | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 4.13%, due 10/25/2033 | 0.00%** |
| KIWOOM Securities Co., Ltd. | 0.00%** |
| MASTR Asset Securitization Trust, Series 2003-11, Class 9A6, 5.25%, due 12/25/2033 | 0.00%** |
| UDR, Inc., REIT | 0.00%** |
| Federal National Mortgage Association REMIC, 6.50%, due 07/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 05/25/2033 | 0.00%** |
| ABIOMED, Inc. | 0.00%** |
| GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 07/01/2025 | 0.00%** |
| Mando Corp. | 0.00%** |
| Hapvida Participacoes e Investimentos SA | 0.00%** |
| Sequoia Mortgage Trust, Series 2010, Class 1A, 0.99%, due 10/20/2027 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.10%, due 06/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 12/01/2027 | 0.00%** |
| Hyundai Glovis Co., Ltd. | 0.00%** |
| Inventec Corp. | 0.00%** |
| ANTA Sports Products, Ltd. | 0.00%** |
| Banco do Brasil SA | 0.00%** |
| Weifu High-Technology Group Co., Ltd., A Shares | 0.00%** |
| Impala Platinum Holdings, Ltd. | 0.00%** |
| CenterPoint Energy, Inc., 2.95%, due 03/01/2030 | 0.00%** |
| Far East Horizon, Ltd. | 0.00%** |
| Shell International Finance BV, 4.55%, due 08/12/2043 | 0.00%** |
| BeiGene, Ltd., ADR | 0.00%** |
| Appalachian Power Co., 5.80%, due 10/01/2035 | 0.00%** |
| Zhejiang Expressway Co., Ltd., H Shares | 0.00%** |
| Gilead Sciences, Inc. | 0.00%** |
| City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 | 0.00%** |
| Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 0.82%, due 07/25/2034 | 0.00%** |
| Structured Asset Investment Loan Trust, Series 2003-BC12, Class M1, 1.15%, due 11/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.83%, due 02/25/2024 | 0.00%** |
| Enterprise Products Operating LLC, 4.25%, due 02/15/2048 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.41%, due 08/25/2035 | 0.00%** |
| UniCredit SpA | 0.00%** |
| BGF retail Co., Ltd. | 0.00%** |
| Aviva PLC | 0.00%** |
| Federal National Mortgage Association REMIC, 22.45%, due 06/25/2035 | 0.00%** |
| Starbucks Corp., 3.75%, due 12/01/2047 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7, 4.12%, due 08/25/2033 | 0.00%** |
| Sequoia Mortgage Trust, Series 2004-11, Class A1, 0.79%, due 12/20/2034 | 0.00%** |
| Richter Gedeon Nyrt | 0.00%** |
| Impac Secured Assets CMN Owner Trust, Series 2003-3, Class A1, 4.92%, due 08/25/2033 | 0.00%** |
| Everest Re Group, Ltd. | 0.00%** |
| Impac Secured Assets Trust, Series 2006-1, Class 2A1, 0.53%, due 05/25/2036 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 07/01/2027 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.69%, due 10/15/2038 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 | 0.00%** |
| BOC Aviation, Ltd. | 0.00%** |
| PepsiCo, Inc., 3.60%, due 08/13/2042 | 0.00%** |
| Boston Gas Co., 4.48%, due 02/15/2042 | 0.00%** |
| Arizona Public Service Co., 5.05%, due 09/01/2041 | 0.00%** |
| Cabot Oil & Gas Corp. | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 02/01/2023 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.25%, due 05/25/2039 | 0.00%** |
| MASTR Alternative Loan Trust, Series 2004-4, Class 1A1, 5.50%, due 05/25/2034 | 0.00%** |
| Mondi PLC | 0.00%** |
| Shoprite Holdings, Ltd. | 0.00%** |
| Equatorial Energia SA | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7, 3.74%, due 06/25/2033 | 0.00%** |
| PTT Global Chemical PCL | 0.00%** |
| Beijing Enterprises Holdings, Ltd. | 0.00%** |
| Cencosud SA | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 05/15/2021 | 0.00%** |
| Accredited Mortgage Loan Trust, Series 2005-4, Class A2D, 0.50%, due 12/25/2035 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 4.33%, due 04/21/2034 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 08/01/2027 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 | 0.00%** |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 0.85%, due 10/19/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp., 4.12%, due 02/01/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 | 0.00%** |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.98%, due 02/25/2037 | 0.00%** |
| Sequoia Mortgage Trust, Series 2003-2, Class A1, 0.85%, due 06/20/2033 | 0.00%** |
| Impac CMB Trust, Series 2005-4, Class 2A1, 0.78%, due 05/25/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.41%, due 06/25/2036 | 0.00%** |
| Cullen / Frost Bankers, Inc. | 0.00%** |
| Cia Cervecerias Unidas SA, ADR | 0.00%** |
| Southern California Edison Co., 1.84%, due 02/01/2022 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 | 0.00%** |
| Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 3.97%, due 11/25/2033 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.72%, due 03/25/2039 | 0.00%** |
| ITV PLC | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.63%, due 11/15/2039 | 0.00%** |
| H&R Block, Inc. | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7, 4.18%, due 10/25/2033 | 0.00%** |
| CIG Auto Receivables Trust, Series 2017-1A, Class A, 2.71%, due 05/15/2023 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2033 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.76%, due 04/25/2040 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| RALI Trust, Series 2004-QA4, Class NB3, 4.75%, due 09/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.00%, due 03/25/2029 | 0.00%** |
| Bear Stearns ARM Trust, Series 2003-4, Class 3A1, 3.17%, due 07/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 4.13%, due 12/01/2031 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 03/01/2035 | 0.00%** |
| Natixis SA | 0.00%** |
| Voya Financial, Inc. | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 | 0.00%** |
| Microsoft Corp., 2.67%, due 06/01/2060 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.78%, due 04/25/2040 | 0.00%** |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 09/15/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.41%, due 05/20/2041 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.00%** |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 4.09%, due 11/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2037 | 0.00%** |
| CVC Brasil Operadora e Agencia de Viagens SA | 0.00%** |
| Federal National Mortgage Association, 7.00%, due 11/01/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2024 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 05/25/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2036 | 0.00%** |
| New Residential Mortgage Loan Trust, Series 2018-NQM1, Class A1, 3.98%, due 11/25/2048 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 4.08%, due 11/21/2034 | 0.00%** |
| GLS Auto Receivables Trust, Series 2017-1A, Class B, 2.98%, due 12/15/2021 | 0.00%** |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.45%, due 05/10/2063 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2003-10, Class 1A1, 4.30%, due 10/25/2033 | 0.00%** |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 4.13%, due 06/25/2035 | 0.00%** |
| COOF Securitization Trust, Ltd., Interest Only STRIPS, Series 2014-1, Class A, 2.91%, due 06/25/2040 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 | 0.00%** |
| U.S. Treasury Note, 1.62%, due 02/15/2026 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 | 0.00%** |
| Government National Mortgage Association, 5.29%, due 07/20/2060 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2034 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.98%, due 08/25/2038 | 0.00%** |
| ERAC USA Finance LLC, 5.25%, due 10/01/2020 | 0.00%** |
| Sofi Consumer Loan Program LLC, Series 2016-2A, Class A, 3.09%, due 10/27/2025 | 0.00%** |
| JPMorgan Mortgage Trust, Series 2004-A1, Class 1A1, 2.99%, due 02/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2037 | 0.00%** |
| BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 03/01/2024 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 | 0.00%** |
| Banc of America Funding Trust, Series 2005-E, Class 4A1, 4.44%, due 03/20/2035 | 0.00%** |
| Federal National Mortgage Association, 7.00%, due 12/01/2037 | 0.00%** |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-4, Class 5A, 3.79%, due 04/25/2034 | 0.00%** |
| Government National Mortgage Association, 0.95%, due 05/20/2061 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.00%, due 10/15/2039 | 0.00%** |
| Structured Asset Securities Corp., Series 2003-37A, Class 2A, 3.81%, due 12/25/2033 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 08/01/2021 | 0.00%** |
| Futures Contracts, Long, S&P/ASX 200 Index | 0.00%** |
| Impac Secured Assets Trust, Series 2006-2, Class 2A1, 0.53%, due 08/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 09/01/2037 | 0.00%** |
| Government National Mortgage Association, 0.75%, due 03/20/2060 | 0.00%** |
| Telefonica SA, Exercise Price EUR 0.17 , Expiration Date 07/06/2020 | 0.00%** |
| Government National Mortgage Association, 0.85%, due 07/20/2062 | 0.00%** |
| MASTR Alternative Loan Trust, Principal Only STRIPS, Series 2003-8, Class 15, due 11/25/2018 | 0.00%** |
| Government National Mortgage Association, 0.85%, due 04/20/2062 | 0.00%** |
| Engs Commercial Finance Trust, Series 2016-1A, Class A2, 2.63%, due 02/22/2022 | 0.00%** |
| T-Mobile US, Inc., Exercise Price $0.19, Expiration Date 07/27/2020 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 01/01/2036 | 0.00%** |
| Minor International PCL, Exercise Price THB 18.9, Expiration Date 07/23/2020 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 01/25/2036 | 0.00%** |
| CD Commercial Mortgage Trust, Interest Only STRIPS, Series 2007-CD4, Class XC, 1.51%, due 12/11/2049 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 7.50%, due 04/20/2031 | 0.00%** |
| Government National Mortgage Association, 0.75%, due 05/20/2062 | 0.00%** |
| Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2007-HQ11, Class X, 0.36%, due 02/12/2044 | 0.00%** |
| Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2005-PWR8, Class X1, 0.74%, due 06/11/2041 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.50%, due 12/15/2024 | 0.00%** |
| Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2006-IQ12, Class X1, 0.62%, due 12/15/2043 | 0.00%** |
| JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2006-LDP8, Class X, 0.28%, due 05/15/2045 | 0.00%** |
| ML-CFC Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-4, Class XC, 0.74%, due 12/12/2049 | 0.00%** |
| Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-C24, Class XC, 0.00%, due 03/15/2045 | 0.00%** |
| Futures Contracts, Long, 2-Year U.S. Treasury Note | 0.00%** |
| Futures Contracts, Short, 5-Year U.S. Treasury Note | 0.00%** |
| Futures Contracts, Short, 10-Year U.S. Treasury Note | 0.00%** |
| Futures Contracts, Long, TOPIX Index | 0.00%** |
| Futures Contracts, Short, FTSE 100 Index | -0.01%** |
| Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note | -0.01%** |
| Futures Contracts, Short, German Euro Bund | -0.03%** |
| Net Other Assets (Liabilities) | 5.06% |
The information, data, analyses, and opinions contained herein may include, or be derived from, information provided by the sub-adviser to the fund as of the date specified and are provided solely for informational purposes and therefore are not an offer to buy or sell a security. There is no assurance that the securities are held beyond the indicated date and as a result data may vary.
Mutual funds, variable annuities and variable life insurance policies are subject to market risk, including the loss of principal. There is no assurance the fund will meet its investment objective. See the fund’s prospectus for complete information on all of the risks inherent with investing in the fund.
*There is no assurance that the securities listed are held beyond the indicated date. The holdings will remain online for six months, starting 15 days after the end of each calendar month.
**This security represents less than 0.01% of total holdings.
The Net Other Assets (Liabilities) category may include, but is not limited to, repurchase agreements, reverse repurchase agreements, security lending collateral, forward foreign currency contracts, and cash collateral.
This list of portfolio holdings is published on a delayed basis, 15 days after the end of each calendar month, and does not necessarily represent the actual investments held by a portfolio at the time of publication. All holdings are subject to change daily. This list has not been audited and is provided for informational use only. It is not intended as a recommendation, offer, or solicitation for the purchase or sale of any security. Transamerica assumes no obligation to update or supplement this list to reflect any change that may occur, and assumes no liability relating to the use of this information.
Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year.
Shares of the funds may only be sold by offering the funds’ prospectus. You should consider the investment objective, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and additional important information regarding the fund. For Transamerica Funds - To obtain the prospectus and/or a summary prospectus, please contact your financial professional or go to transamerica.com. For Transamerica Partners Funds - go to transamericapartners.com. For Transamerica Series Trust portfolios - Investors should carefully consider their investment objectives and risks, along with a product’s charges and expenses before investing. The prospectus includes complete information and other important facts about the variable annuity or variable universal life insurance policy’s charges and expenses. Please contact your financial professional for a prospectus. The prospectus should be read carefully before investing.
Transamerica Series Trust portfolios are only available through the purchase of a variable life insurance policy or variable annuity contract.
No part of this material may be reproduced in any form, or referred to in any publication, without express written permission.
TAHLD-WB0417