Transamerica

08/31/2020*


Transamerica JPMorgan Tactical Allocation VP

Security Description % of Total Net Assets
JPMorgan High Yield Fund 3.03%
JPMorgan Value Advantage Fund 2.50%
U.S. Treasury Note, 2.50%, due 01/31/2021 1.08%
Apple, Inc. 0.89%
Microsoft Corp. 0.81%
Amazon.com, Inc. 0.71%
Uniform Mortgage-Backed Security, 2.00%, TBA 0.48%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 0.44%
U.S. Treasury Bond, 2.87%, due 05/15/2049 0.37%
U.S. Treasury Bond, 4.37%, due 02/15/2038 0.37%
Seasoned Loans Structured Transaction, Series 2018-1, Class A1, 3.50%, due 06/25/2028 0.35%
Drive Auto Receivables Trust, Series 2019-4, Class D, 2.70%, due 02/16/2027 0.35%
Exeter Automobile Receivables Trust, Series 2019-4A, Class D, 2.58%, due 09/15/2025 0.35%
Bank of America Corp., Series MTN, 3.82%, due 01/20/2028 0.31%
Exeter Automobile Receivables Trust, Series 2019-4A, Class C, 2.44%, due 09/16/2024 0.31%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.31%
Drive Auto Receivables Trust, Series 2019-4, Class C, 2.51%, due 11/17/2025 0.30%
Citigroup, Inc., 3.52%, due 10/27/2028 0.30%
Bank of America Corp., 3.70%, due 04/24/2028 0.29%
Verus Securitization Trust, Series 2019-INV1, Class M1, 4.03%, due 12/25/2059 0.28%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.27%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2023 0.26%
Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 0.26%
Alphabet, Inc., Class C 0.25%
Alibaba Group Holding, Ltd., ADR 0.24%
U.S. Treasury Bond, 2.00%, due 02/15/2050 0.24%
Federal National Mortgage Association, 2.94%, due 12/01/2028 0.24%
Facebook, Inc., Class A 0.24%
Mastercard, Inc., Class A 0.23%
U.S. Treasury Bond, 3.75%, due 11/15/2043 0.23%
U.S. Treasury Bond, 2.87%, due 05/15/2043 0.23%
Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 0.22%
iShares MSCI India ETF 0.21%
Citigroup, Inc., 3.10%, due 04/08/2026 0.21%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.21%
FREED ABS Trust, Series 2019-2, Class B, 3.19%, due 11/18/2026 0.20%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.19%
Federal National Mortgage Association, 3.09%, due 09/01/2029 0.19%
Bristol-Myers Squibb Co., 3.45%, due 11/15/2027 0.19%
PayPal Holdings, Inc. 0.19%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.18%
Tencent Holdings, Ltd. 0.18%
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class D, 2.99%, due 06/18/2025 0.18%
UnitedHealth Group, Inc. 0.18%
DT Auto Owner Trust, Series 2019-4A, Class C, 2.73%, due 07/15/2025 0.18%
DT Auto Owner Trust, Series 2019-4A, Class D, 2.85%, due 07/15/2025 0.18%
CIM Trust, Series 2019-INV3, Class A11, 1.12%, due 08/25/2049 0.18%
Verus Securitization Trust, Series 2019-4, Class M1, 3.20%, due 11/25/2059 0.18%
U.S. Treasury Bond, 4.50%, due 05/15/2038 0.17%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 0.17%
Progress Residential Trust, Series 2018-SFR2, Class A, 3.71%, due 08/17/2035 0.17%
FREMF Mortgage Trust, Series 2015-K44, Class B, 3.80%, due 01/25/2048 0.17%
AbbVie, Inc., 3.20%, due 11/21/2029 0.17%
Alphabet, Inc., Class A 0.17%
Exeter Automobile Receivables Trust, Series 2019-4A, Class E, 3.56%, due 10/15/2026 0.17%
Angel Oak Mortgage Trust, Series 2019-5, Class B1, 3.95%, due 10/25/2049 0.17%
U.S. Treasury Note, 2.12%, due 02/29/2024 0.16%
Raytheon Technologies Corp., 4.12%, due 11/16/2028 0.16%
Home Depot, Inc. 0.16%
Taiwan Semiconductor Manufacturing Co., Ltd., ADR 0.16%
U.S. Treasury Note, 1.62%, due 10/31/2023 0.16%
NVIDIA Corp. 0.16%
Northrop Grumman Corp., 3.25%, due 01/15/2028 0.16%
Tesla, Inc. 0.16%
Government National Mortgage Association, 4.50%, due 11/20/2049 0.16%
Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 0.15%
PRPM, Series 2019-GS1, Class A2, 4.75%, due 10/25/2024 0.15%
T-Mobile USA, Inc., 3.75%, due 04/15/2027 0.15%
Velocity Commercial Capital Loan Trust, Series 2019-3, Class A, 3.03%, due 10/25/2049 0.15%
Government National Mortgage Association, 3.50%, due 11/20/2049 0.14%
Futures Contracts, Long, MSCI Emerging Markets Index 0.14%
Exxon Mobil Corp., 2.61%, due 10/15/2030 0.14%
FREMF Mortgage Trust, Series 2017-K729, Class C, 3.80%, due 11/25/2049 0.14%
TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 0.14%
Progress Residential Trust, Series 2017-SFR1, Class C, 3.31%, due 08/17/2034 0.14%
Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1, 1.81%, due 10/25/2037 0.14%
HCA, Inc., 4.50%, due 02/15/2027 0.14%
Futures Contracts, Long, MSCI EAFE Index 0.14%
Federal National Mortgage Association, 4.50%, due 09/01/2049 0.14%
Federal National Mortgage Association, 4.50%, due 07/01/2049 0.14%
Netflix, Inc. 0.14%
Federal National Mortgage Association, 3.58%, due 01/01/2032 0.14%
Air Lease Corp., 3.25%, due 03/01/2025 0.14%
Anheuser-Busch InBev Worldwide, Inc., 4.50%, due 06/01/2050 0.14%
U.S. Treasury Bond, 3.12%, due 02/15/2043 0.14%
Fort Cre LLC, Series 2018-1A, Class C, 3.01%, due 11/16/2035 0.13%
Citigroup, Inc., 2.97%, due 11/05/2030 0.13%
Deephaven Residential Mortgage Trust, Series 2020-1, Class B1, 3.66%, due 01/25/2060 0.13%
Boeing Co., 5.15%, due 05/01/2030 0.13%
Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 0.13%
Thermo Fisher Scientific, Inc. 0.13%
Berkshire Hathaway, Inc., Class B 0.13%
Angel Oak Mortgage Trust, Series 2019-4, Class B2, 5.66%, due 07/26/2049 0.13%
Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 0.13%
Nestle SA 0.13%
Credit Suisse Group AG, 2.59%, due 09/11/2025 0.13%
Wells Fargo & Co., Series MTN, 4.47%, due 04/04/2031 0.13%
Bank of America Corp., 3.36%, due 01/23/2026 0.13%
Federal National Mortgage Association, 3.66%, due 10/01/2028 0.13%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.13%
Government National Mortgage Association, 4.50%, due 05/20/2048 0.13%
U.S. Treasury Note, 3.62%, due 02/15/2021 0.12%
Natwest Group PLC, 4.26%, due 03/22/2025 0.12%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.12%
Procter & Gamble Co. 0.12%
U.S. Treasury Note, 2.75%, due 02/15/2024 0.12%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.12%
FREED ABS Trust, Series 2020-FP1, Class B, 3.06%, due 03/18/2027 0.12%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.94%, due 04/10/2033 0.12%
U.S. Treasury Bond, 1.25%, due 05/15/2050 0.12%
Verizon Communications, Inc., 4.27%, due 01/15/2036 0.12%
Altria Group, Inc., 4.80%, due 02/14/2029 0.12%
Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 0.12%
Citigroup, Inc., 4.30%, due 11/20/2026 0.12%
LHOME Mortgage Trust, Series 2019-RTL3, Class A1, 3.86%, due 07/25/2024 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%
Exeter Automobile Receivables Trust, Series 2018-3A, Class E, 5.43%, due 08/15/2024 0.12%
Samsung Electronics Co., Ltd. 0.12%
GCAT Trust, Series 2019-NQM2, Class A3, 3.16%, due 09/25/2059 0.12%
AT&T, Inc., 4.55%, due 03/09/2049 0.12%
Mitsubishi UFJ Financial Group, Inc., 3.76%, due 07/26/2023 0.12%
Morgan Stanley, 3.59%, due 07/22/2028 0.12%
Federal National Mortgage Association, 5.00%, due 06/01/2048 0.11%
Headlands Residential LLC, Series 2018-RPL1, Class A, 4.25%, due 06/25/2023 0.11%
General Electric Co., 3.62%, due 05/01/2030 0.11%
Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 0.11%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.11%
salesforce.com, Inc. 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 0.11%
American Tower Corp., 3.95%, due 03/15/2029 0.11%
Advanced Micro Devices, Inc. 0.11%
Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 0.11%
Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 0.11%
Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 0.11%
T-Mobile USA, Inc., 2.05%, due 02/15/2028 0.11%
International Business Machines Corp., 2.85%, due 05/15/2040 0.11%
Federal National Mortgage Association, 3.38%, due 12/01/2023 0.11%
HSBC Holdings PLC, 4.95%, due 03/31/2030 0.11%
Pacific Gas & Electric Co., 3.85%, due 11/15/2023 0.11%
NRG Energy, Inc., 3.75%, due 06/15/2024 0.11%
Evergy, Inc., 2.90%, due 09/15/2029 0.11%
Futures Contracts, Long, S&P 500® E-Mini Index 0.11%
Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 0.11%
Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 0.11%
VOLT LXXX LLC, Series 2019-NPL6, Class A1B, 4.09%, due 10/25/2049 0.11%
Enbridge, Inc., 3.12%, due 11/15/2029 0.11%
Federal National Mortgage Association, 3.48%, due 07/25/2028 0.11%
AT&T, Inc., 4.45%, due 04/01/2024 0.11%
Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 0.11%
Corevest American Finance Trust, Series 2019-3, Class B, 3.16%, due 10/15/2052 0.11%
Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 0.11%
Federal National Mortgage Association, 3.50%, due 09/01/2049 0.11%
First Investors Auto Owner Trust, Series 2017-2A, Class C, 3.00%, due 08/15/2023 0.11%
MVW LLC, Series 2019-2A, Class B, 2.44%, due 10/20/2038 0.11%
Bank of America Corp., Series MTN, 2.88%, due 10/22/2030 0.11%
Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1B, 4.09%, due 11/25/2049 0.11%
Headlands Residential LLC, Series 2019-RPL1, Class NOTE, 3.96%, due 06/25/2024 0.10%
CVS Health Corp., 3.25%, due 08/15/2029 0.10%
U.S. Treasury Note, 2.50%, due 08/15/2023 0.10%
Banco Santander SA, 2.70%, due 06/27/2024 0.10%
Federal National Mortgage Association, 3.51%, due 12/25/2023 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 0.10%
Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 0.10%
Deephaven Residential Mortgage Trust, Series 2019-4A, Class A3, 3.04%, due 10/25/2059 0.10%
Athene Global Funding, 2.95%, due 11/12/2026 0.10%
Microsoft Corp., 3.70%, due 08/08/2046 0.10%
Federal National Mortgage Association, 4.00%, due 01/01/2035 0.10%
Federal National Mortgage Association, 2.53%, due 09/25/2024 0.10%
Mitsubishi UFJ Financial Group, Inc., 2.19%, due 02/25/2025 0.10%
Roche Holding AG 0.10%
Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 0.10%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2049 0.10%
Crown Castle International Corp., 3.30%, due 07/01/2030 0.10%
Shell International Finance BV, 2.37%, due 04/06/2025 0.10%
International Business Machines Corp., 1.70%, due 05/15/2027 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 0.10%
Merck & Co., Inc. 0.10%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 0.10%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.10%
Tennessee Valley Authority, 5.88%, due 04/01/2036 0.10%
BPCE SA, 2.37%, due 01/14/2025 0.10%
Federal National Mortgage Association, 2.94%, due 02/01/2027 0.09%
Novartis AG 0.09%
Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 0.09%
Union Pacific Corp., Series MTN, 3.55%, due 08/15/2039 0.09%
Amazon.com, Inc., 3.87%, due 08/22/2037 0.09%
Federal National Mortgage Association, 4.50%, due 09/01/2049 0.09%
ASML Holding NV 0.09%
OBX Trust, Series 2019-EXP3, Class 2A1A, 1.07%, due 10/25/2059 0.09%
Federal National Mortgage Association, 3.09%, due 04/25/2027 0.09%
Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 0.09%
Federal National Mortgage Association, 2.89%, due 06/25/2027 0.09%
Verizon Communications, Inc. 0.09%
General Motors Financial Co., Inc., 2.75%, due 06/20/2025 0.09%
CVS Health Corp., 2.70%, due 08/21/2040 0.09%
Boeing Co., 4.87%, due 05/01/2025 0.09%
Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MA, 3.50%, due 03/25/2058 0.09%
SART, Series 2018-1, 4.75%, due 06/15/2025 0.09%
BNP Paribas SA, 3.80%, due 01/10/2024 0.09%
MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 0.09%
Kinder Morgan, Inc., 2.00%, due 02/15/2031 0.09%
American Credit Acceptance Receivables Trust, Series 2018-4, Class C, 3.97%, due 01/13/2025 0.09%
CSMA SFR Holdings LLC, Series 2019-1, Class A, 2.00%, due 04/25/2023 0.09%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.32%, due 05/25/2047 0.09%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.09%
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3, 0.50%, due 02/25/2036 0.09%
AbbVie, Inc. 0.09%
Federal Home Loan Mortgage Corp., 4.00%, due 12/01/2047 0.09%
OneMain Direct Auto Receivables Trust, Series 2017-2A, Class C, 2.82%, due 07/15/2024 0.09%
RAMP Trust, Series 2005-RS6, Class M4, 1.15%, due 06/25/2035 0.09%
Honeywell International, Inc. 0.09%
Sierra Pacific Power Co., 2.60%, due 05/01/2026 0.09%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2022 0.09%
Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 0.09%
HSBC Holdings PLC, 4.29%, due 09/12/2026 0.09%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2025 0.09%
Apple, Inc., 3.45%, due 02/09/2045 0.08%
Government National Mortgage Association, 0.72%, due 03/20/2067 0.08%
NextEra Energy, Inc. 0.08%
Fortis, Inc., 3.05%, due 10/04/2026 0.08%
Citigroup, Inc. 0.08%
Catalent, Inc. 0.08%
SAP SE 0.08%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 02/15/2026 0.08%
Deephaven Residential Mortgage Trust, Series 2020-1, Class A3, 2.64%, due 01/25/2060 0.08%
V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 0.08%
AstraZeneca PLC, 1.37%, due 08/06/2030 0.08%
Amgen, Inc. 0.08%
Danske Bank A/S, 5.00%, due 01/12/2023 0.08%
Union Electric Co., 2.95%, due 03/15/2030 0.08%
Federal National Mortgage Association, 3.50%, due 01/25/2024 0.08%
Morgan Stanley, Series MTN, 2.72%, due 07/22/2025 0.08%
Air Canada Pass-Through Trust, 3.75%, due 06/15/2029 0.08%
ITC Holdings Corp., 2.95%, due 05/14/2030 0.08%
Charter Communications, Inc., Class A 0.08%
S&P Global, Inc. 0.08%
Macquarie Group, Ltd., 5.03%, due 01/15/2030 0.08%
FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 0.08%
Headlands Residential LLC, Series 2017-RPL1, Class A, 5.87%, due 08/25/2022 0.08%
Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 0.08%
AT&T, Inc., 2.25%, due 02/01/2032 0.08%
Lowe's Cos., Inc., 3.70%, due 04/15/2046 0.08%
Credit Suisse Group AG, 4.20%, due 06/12/2024 0.08%
Zoetis, Inc., 3.90%, due 08/20/2028 0.08%
Progressive Corp. 0.08%
Pacific Gas & Electric Co., 1.75%, due 06/16/2022 0.08%
Lowe's Cos., Inc. 0.08%
Federal National Mortgage Association, 3.18%, due 06/25/2027 0.08%
QUALCOMM, Inc. 0.08%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 11/15/2030 0.08%
FWD Securitization Trust, Series 2019-INV1, Class M1, 3.48%, due 06/25/2049 0.08%
Generac Holdings, Inc. 0.08%
Bank of Nova Scotia, 1.62%, due 05/01/2023 0.08%
Bristol-Myers Squibb Co. 0.08%
BAE Systems PLC, 3.40%, due 04/15/2030 0.08%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.08%
Federal National Mortgage Association, 3.76%, due 12/01/2025 0.08%
BlackRock, Inc. 0.08%
Oracle Corp., 3.60%, due 04/01/2040 0.08%
Morgan Stanley, Series MTN, 3.62%, due 04/01/2031 0.08%
Federal National Mortgage Association, 3.05%, due 01/01/2025 0.08%
AT&T, Inc., 3.80%, due 02/15/2027 0.08%
Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 0.08%
Texas Instruments, Inc. 0.08%
Federal National Mortgage Association, 2.70%, due 07/01/2026 0.08%
Nordea Bank Abp, 3.75%, due 08/30/2023 0.08%
Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 0.08%
Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 0.08%
Federal National Mortgage Association, 3.11%, due 12/01/2024 0.08%
Federal National Mortgage Association, 2.48%, due 05/25/2026 0.08%
Federal National Mortgage Association, 3.30%, due 12/01/2026 0.08%
Federal National Mortgage Association, 3.04%, due 12/01/2024 0.08%
Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 0.08%
Federal National Mortgage Association, 3.10%, due 09/01/2025 0.08%
Federal National Mortgage Association, 2.92%, due 12/01/2024 0.07%
Wells Fargo & Co., Series MTN, 3.58%, due 05/22/2028 0.07%
SART, 4.75%, due 07/15/2024 0.07%
VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 0.07%
Federal National Mortgage Association, 3.12%, due 11/01/2026 0.07%
FREMF Mortgage Trust, Series 2014-K41, Class C, 3.96%, due 11/25/2047 0.07%
Tyson Foods, Inc., 3.55%, due 06/02/2027 0.07%
VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 0.07%
Federal National Mortgage Association, 2.81%, due 05/01/2027 0.07%
Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 0.07%
Visa, Inc., Class A 0.07%
Exxon Mobil Corp., 2.99%, due 03/19/2025 0.07%
RAMP Trust, Series 2006-RZ3, Class M1, 0.52%, due 08/25/2036 0.07%
Waste Connections, Inc. 0.07%
AbbVie, Inc., 4.25%, due 11/21/2049 0.07%
Federal National Mortgage Association, 2.52%, due 05/01/2023 0.07%
Federal National Mortgage Association, 2.50%, due 04/01/2023 0.07%
Corevest American Finance Trust, Series 2019-3, Class A, 2.70%, due 10/15/2052 0.07%
Wells Fargo & Co., 3.06%, due 04/30/2041 0.07%
Johnson & Johnson 0.07%
Federal National Mortgage Association, 3.76%, due 11/01/2023 0.07%
Southern Co. Gas Capital Corp., 1.75%, due 01/15/2031 0.07%
Broadcom, Inc., 3.15%, due 11/15/2025 0.07%
Federal National Mortgage Association, 3.06%, due 05/25/2027 0.07%
Broadcom, Inc., 4.75%, due 04/15/2029 0.07%
Partners Healthcare System, Inc., 3.34%, due 07/01/2060 0.07%
Booking Holdings, Inc. 0.07%
Synchrony Card Issuance Trust, Series 2018-A1, Class A1, 3.38%, due 09/15/2024 0.07%
Federal National Mortgage Association, 2.67%, due 07/01/2022 0.07%
BPCE SA, 5.15%, due 07/21/2024 0.07%
Standard Chartered PLC, 2.81%, due 01/30/2026 0.07%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.24%, due 07/25/2026 0.07%
Federal National Mortgage Association, 3.45%, due 01/01/2024 0.07%
FREMF Mortgage Trust, Series 2015-K44, Class C, 3.80%, due 01/25/2048 0.07%
Emera US Finance, LP, 4.75%, due 06/15/2046 0.07%
Medtronic PLC 0.07%
Comcast Corp., 2.45%, due 08/15/2052 0.07%
Residential Mortgage Loan Trust, Series 2019-2, Class M1, 3.86%, due 05/25/2059 0.07%
Comcast Corp., Class A 0.07%
Federal National Mortgage Association, 2.81%, due 06/01/2023 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%
Pfizer, Inc., 2.70%, due 05/28/2050 0.07%
Coca-Cola Co., 2.60%, due 06/01/2050 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%
UBS Group AG, 3.49%, due 05/23/2023 0.07%
SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 0.07%
Federal National Mortgage Association, 3.14%, due 12/01/2026 0.07%
Stanley Black & Decker, Inc. 0.07%
BAT Capital Corp., 4.39%, due 08/15/2037 0.07%
Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 0.07%
Federal National Mortgage Association, 1.59%, due 11/25/2028 0.07%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.90%, due 07/23/2025 0.07%
Boeing Co., 4.50%, due 05/01/2023 0.07%
Federal National Mortgage Association, 3.67%, due 07/01/2023 0.07%
Oracle Corp., 3.60%, due 04/01/2050 0.07%
Federal National Mortgage Association, 2.72%, due 10/25/2024 0.07%
Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class B1, 3.97%, due 07/25/2049 0.07%
Walt Disney Co., 2.65%, due 01/13/2031 0.07%
Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 0.07%
U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 0.07%
BNP Paribas SA, 2.21%, due 06/09/2026 0.07%
Federal National Mortgage Association, 3.02%, due 08/25/2024 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%
BCAP LLC Trust, Series 2007-AA2, Class 2A12, 5.50%, due 04/25/2037 0.07%
Lam Research Corp. 0.07%
World Financial Network Credit Card Master Trust, Series 2019-A, Class A, 3.14%, due 12/15/2025 0.07%
Toyota Motor Corp. 0.07%
NextEra Energy Capital Holdings, Inc., 2.75%, due 11/01/2029 0.07%
Federal National Mortgage Association, 2.98%, due 04/01/2023 0.07%
Federal National Mortgage Association, 4.00%, due 08/01/2048 0.07%
Westlake Automobile Receivables Trust, Series 2019-3A, Class F, 4.72%, due 04/15/2026 0.07%
Oracle Corp., 2.80%, due 04/01/2027 0.07%
Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 0.07%
Deephaven Residential Mortgage Trust, Series 2019-3A, Class B1, 4.25%, due 07/25/2059 0.07%
Eli Lilly & Co., 2.25%, due 05/15/2050 0.07%
Novo Nordisk A/S, Class B 0.07%
Glencore Funding LLC, 2.50%, due 09/01/2030 0.07%
Starwood Mortgage Residential Trust, Series 2019-INV1, Class M1, 3.05%, due 09/27/2049 0.07%
BPCE SA, 4.50%, due 03/15/2025 0.07%
Federal National Mortgage Association, 3.29%, due 04/25/2029 0.07%
NextEra Energy Capital Holdings, Inc., 2.25%, due 06/01/2030 0.07%
Volkswagen Group of America Finance LLC, 2.70%, due 09/26/2022 0.07%
Sumitomo Mitsui Financial Group, Inc., 2.34%, due 01/15/2025 0.07%
Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 0.07%
Federal National Mortgage Association, 3.50%, due 08/01/2043 0.07%
Mizuho Financial Group, Inc., 2.72%, due 07/16/2023 0.07%
VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 0.07%
Sumitomo Mitsui Financial Group, Inc., 2.69%, due 07/16/2024 0.07%
Unilever NV 0.06%
Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 0.06%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.50%, due 01/15/2025 0.06%
CarMax Auto Owner Trust, Series 2017-3, Class D, 3.46%, due 10/16/2023 0.06%
Entergy Texas, Inc., 3.55%, due 09/30/2049 0.06%
Phillips 66, 2.15%, due 12/15/2030 0.06%
Regeneron Pharmaceuticals, Inc. 0.06%
Norfolk Southern Corp. 0.06%
Federal National Mortgage Association, 2.64%, due 04/01/2023 0.06%
Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 0.06%
Tennessee Valley Authority, Principal Only STRIPS, due 07/15/2028 0.06%
Altria Group, Inc., 3.87%, due 09/16/2046 0.06%
Berkshire Hathaway Finance Corp., 4.20%, due 08/15/2048 0.06%
Federal National Mortgage Association, 0.75%, due 11/25/2028 0.06%
McKesson Corp. 0.06%
Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 0.06%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 0.06%
MPLX, LP, 4.50%, due 04/15/2038 0.06%
NiSource, Inc., 2.95%, due 09/01/2029 0.06%
AIB Group PLC, 4.26%, due 04/10/2025 0.06%
American Tower Corp., 2.75%, due 01/15/2027 0.06%
Enterprise Products Operating LLC, 3.70%, due 01/31/2051 0.06%
Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 0.06%
Credit Agricole SA, 3.25%, due 10/04/2024 0.06%
Home Depot, Inc., 3.30%, due 04/15/2040 0.06%
Eli Lilly & Co. 0.06%
Diamondback Energy, Inc., 4.75%, due 05/31/2025 0.06%
AbbVie, Inc., 4.45%, due 05/14/2046 0.06%
Deere & Co., 3.10%, due 04/15/2030 0.06%
Imperial Brands Finance PLC, 3.50%, due 07/26/2026 0.06%
Sumitomo Mitsui Financial Group, Inc., 3.93%, due 10/16/2023 0.06%
Morgan Stanley, 3.73%, due 04/24/2024 0.06%
Iberdrola SA 0.06%
Norfolk Southern Corp., 3.05%, due 05/15/2050 0.06%
General Electric Co., 3.45%, due 05/01/2027 0.06%
Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 0.06%
BP Capital Markets America, Inc., 3.54%, due 04/06/2027 0.06%
BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 0.06%
Pool Corp. 0.06%
Comcast Corp., 3.75%, due 04/01/2040 0.06%
Bunge, Ltd. Finance Corp., 1.63%, due 08/17/2025 0.06%
Intuit, Inc. 0.06%
Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 0.06%
Comcast Corp., 2.35%, due 01/15/2027 0.06%
Anthem, Inc., 2.87%, due 09/15/2029 0.06%
LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 0.06%
Upjohn, Inc., 2.30%, due 06/22/2027 0.06%
UBS Group AG, 3.12%, due 08/13/2030 0.06%
Philip Morris International, Inc. 0.06%
Total Capital International SA, 2.98%, due 06/29/2041 0.06%
Federal National Mortgage Association, 3.10%, due 07/25/2024 0.06%
CarMax Auto Owner Trust, Series 2016-3, Class C, 2.20%, due 06/15/2022 0.06%
AT&T, Inc., 1.65%, due 02/01/2028 0.06%
Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 0.06%
Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 0.06%
Apple, Inc., 2.95%, due 09/11/2049 0.06%
Morgan Stanley, 2.18%, due 04/28/2026 0.06%
LVMH Moet Hennessy Louis Vuitton SE 0.06%
Comcast Corp., 3.20%, due 07/15/2036 0.06%
Dell International LLC / EMC Corp., 4.90%, due 10/01/2026 0.06%
Siemens AG 0.06%
Federal National Mortgage Association, 3.14%, due 03/25/2028 0.06%
Fortune Brands Home & Security, Inc. 0.06%
Accenture PLC, Class A 0.06%
Global Payments, Inc., 3.20%, due 08/15/2029 0.06%
ENEL Finance International NV, 4.87%, due 06/14/2029 0.06%
COMM Mortgage Trust, Series 2014-CR19, Class A5, 3.79%, due 08/10/2047 0.06%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 0.06%
Natwest Group PLC, 3.07%, due 05/22/2028 0.06%
Diageo PLC 0.06%
Philip Morris International, Inc., 2.10%, due 05/01/2030 0.06%
Chevron Corp. 0.06%
Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 0.06%
CPS Auto Receivables Trust, Series 2017-C, Class D, 3.79%, due 06/15/2023 0.06%
West Pharmaceutical Services, Inc. 0.06%
Mizuho Financial Group, Inc., 1.24%, due 07/10/2024 0.06%
BAT Capital Corp., 4.90%, due 04/02/2030 0.06%
Goldman Sachs Group, Inc., 3.80%, due 03/15/2030 0.06%
AIB Group PLC, 4.75%, due 10/12/2023 0.06%
General Motors Financial Co., Inc., 1.70%, due 08/18/2023 0.06%
Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 0.06%
Federal Home Loan Mortgage Corp. REMIC, 0.51%, due 06/15/2043 0.06%
HSBC Holdings PLC, 4.04%, due 03/13/2028 0.05%
Eaton Corp. PLC 0.05%
Vodafone Group PLC, 4.25%, due 09/17/2050 0.05%
Broadcom, Inc., 4.15%, due 11/15/2030 0.05%
adidas AG 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.38%, due 03/25/2024 0.05%
Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB, 3.50%, due 10/25/2058 0.05%
Alexandria Real Estate Equities, Inc., 1.87%, due 02/01/2033 0.05%
Intuitive Surgical, Inc. 0.05%
Government National Mortgage Association, 0.66%, due 07/20/2064 0.05%
Roper Technologies, Inc., 1.40%, due 09/15/2027 0.05%
Sanofi 0.05%
Toro Co. 0.05%
Trane Technologies PLC 0.05%
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A4, 3.02%, due 09/25/2035 0.05%
American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 0.05%
Verizon Communications, Inc., 3.15%, due 03/22/2030 0.05%
Takeda Pharmaceutical Co., Ltd., 3.02%, due 07/09/2040 0.05%
Verizon Communications, Inc., 4.50%, due 08/10/2033 0.05%
Coca-Cola Co. 0.05%
State Street Corp., 4.14%, due 12/03/2029 0.05%
AIA Group, Ltd. 0.05%
HSBC Holdings PLC, 2.35%, due 08/18/2031 0.05%
U.S. Treasury Note, 2.00%, due 08/15/2025 0.05%
Splunk, Inc. 0.05%
Gilead Sciences, Inc., 4.00%, due 09/01/2036 0.05%
Royalty Pharma PLC, 1.20%, due 09/02/2025 0.05%
Federal National Mortgage Association, 2.79%, due 06/01/2023 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.73%, due 09/25/2025 0.05%
Federal National Mortgage Association, 3.73%, due 07/01/2022 0.05%
Nationwide Building Society, 1.00%, due 08/28/2025 0.05%
Air Liquide SA 0.05%
Nintendo Co., Ltd. 0.05%
Federal National Mortgage Association, 3.50%, due 07/01/2043 0.05%
PacifiCorp, 3.30%, due 03/15/2051 0.05%
Kao Corp. 0.05%
Suncor Energy, Inc., 3.10%, due 05/15/2025 0.05%
BANK, Series 2019-BN21, Class XA, 0.99%, due 10/17/2052 0.05%
Comcast Corp., 4.25%, due 01/15/2033 0.05%
Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 04/15/2048 0.05%
Home Depot, Inc., 3.12%, due 12/15/2049 0.05%
Wells Fargo & Co., Series MTN, 2.40%, due 10/30/2025 0.05%
Mondelez International, Inc., Class A 0.05%
Flagship Credit Auto Trust, Series 2016-2, Class D, 8.56%, due 11/15/2023 0.05%
NIKE, Inc., Class B 0.05%
SS&C Technologies Holdings, Inc. 0.05%
Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 0.05%
Schneider Electric SE 0.05%
Edison International, 4.95%, due 04/15/2025 0.05%
Best Buy Co., Inc. 0.05%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.05%
Danske Bank A/S, 5.37%, due 01/12/2024 0.05%
National Australia Bank, Ltd., 3.93%, due 08/02/2034 0.05%
Morgan Stanley 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.33%, due 04/25/2028 0.05%
International Business Machines Corp., 3.30%, due 05/15/2026 0.05%
ViacomCBS, Inc., 4.20%, due 05/19/2032 0.05%
Meituan Dianping, Class B 0.05%
Exelon Generation Co. LLC, 3.25%, due 06/01/2025 0.05%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.05%
Centex Home Equity Loan Trust, Series 2004-A, Class M1, 0.77%, due 01/25/2034 0.05%
ProLogis, LP, 3.25%, due 10/01/2026 0.05%
GS Mortgage Securities Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 0.05%
MPLX, LP, 4.00%, due 03/15/2028 0.05%
QUALCOMM, Inc., 2.15%, due 05/20/2030 0.05%
McCormick & Co., Inc., 2.50%, due 04/15/2030 0.05%
Keyence Corp. 0.05%
Analog Devices, Inc. 0.05%
PacifiCorp, 2.70%, due 09/15/2030 0.05%
Zimmer Biomet Holdings, Inc. 0.05%
Federal National Mortgage Association, 3.50%, due 12/01/2042 0.05%
Altria Group, Inc. 0.05%
Deutsche Telekom AG 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.24%, due 04/25/2027 0.05%
University of California Regents Medical Center Pooled Revenue, 3.70%, due 05/15/2120 0.05%
Cigna Corp., 3.05%, due 10/15/2027 0.05%
Edison International, 3.55%, due 11/15/2024 0.05%
UnitedHealth Group, Inc., 3.50%, due 08/15/2039 0.05%
Federal National Mortgage Association, 3.35%, due 08/01/2023 0.05%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE3, Class M2, 1.85%, due 06/25/2034 0.05%
Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB2, Class M1, 0.95%, due 07/25/2033 0.05%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 0.05%
Amazon.com, Inc., 2.70%, due 06/03/2060 0.05%
UnitedHealth Group, Inc., 2.75%, due 05/15/2040 0.05%
Daikin Industries, Ltd. 0.05%
Nippon Telegraph & Telephone Corp. 0.05%
Aflac, Inc., 4.00%, due 10/15/2046 0.05%
Burlington Northern Santa Fe LLC, 3.90%, due 08/01/2046 0.05%
L3 Harris Technologies, Inc., 4.40%, due 06/15/2028 0.05%
Coca-Cola Femsa SAB de CV, 1.85%, due 09/01/2032 0.05%
Government National Mortgage Association, 4.25%, due 12/20/2044 0.05%
T-Mobile US, Inc. 0.05%
Pacific Gas & Electric Co., 4.45%, due 04/15/2042 0.05%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 0.05%
Target Corp. 0.05%
New Century Home Equity Loan Trust, Series 2004-4, Class M1, 0.94%, due 02/25/2035 0.05%
Total Capital International SA, 3.46%, due 07/12/2049 0.05%
Tractor Supply Co. 0.05%
Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 0.05%
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 01/15/2026 0.05%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M1, 1.13%, due 09/25/2034 0.05%
American Tower Corp., 2.90%, due 01/15/2030 0.05%
CVS Health Corp., 5.05%, due 03/25/2048 0.05%
NiSource, Inc., 0.95%, due 08/15/2025 0.05%
CK Hutchison International 19, Ltd., 3.25%, due 04/11/2024 0.05%
Pioneer Natural Resources Co., 1.90%, due 08/15/2030 0.05%
Velocity Commercial Capital Loan Trust, Series 2018-2, Class A, 4.05%, due 10/26/2048 0.05%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 0.05%
Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 04/15/2038 0.05%
AbbVie, Inc., 4.50%, due 05/14/2035 0.05%
Morgan Stanley, 3.62%, due 01/20/2027 0.04%
ACC Trust, Series 2019-2, Class A, 2.82%, due 02/21/2023 0.04%
Drive Auto Receivables Trust, Series 2017-1, Class D, 3.84%, due 03/15/2023 0.04%
Microsoft Corp., 3.45%, due 08/08/2036 0.04%
International Business Machines Corp. 0.04%
Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 0.04%
Imperial Brands Finance PLC, 3.12%, due 07/26/2024 0.04%
Comcast Corp., 3.40%, due 04/01/2030 0.04%
Comcast Corp., 4.95%, due 10/15/2058 0.04%
T-Mobile USA, Inc., 2.55%, due 02/15/2031 0.04%
Westlake Automobile Receivables Trust, Series 2019-3A, Class C, 2.49%, due 10/15/2024 0.04%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 0.04%
Public Service Co. of Colorado, 1.90%, due 01/15/2031 0.04%
General Electric Co., Series MTN, 5.55%, due 01/05/2026 0.04%
Industria de Diseno Textil SA 0.04%
AT&T, Inc., 3.10%, due 02/01/2043 0.04%
Aviation Capital Group LLC, 5.50%, due 12/15/2024 0.04%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 0.04%
Credit-Based Asset Servicing & Securitization LLC, Series 2003-CB6, Class M1, 1.22%, due 12/25/2033 0.04%
IDEXX Laboratories, Inc. 0.04%
Lendingpoint Asset Securitization Trust, Series 2019-2, Class A, 3.07%, due 11/10/2025 0.04%
TransCanada PipeLines, Ltd., 4.10%, due 04/15/2030 0.04%
Air Lease Corp., 3.25%, due 10/01/2029 0.04%
Capgemini SE 0.04%
Otis Worldwide Corp., 2.56%, due 02/15/2030 0.04%
UBS Group AG, 4.12%, due 09/24/2025 0.04%
Federal National Mortgage Association, 3.82%, due 05/01/2022 0.04%
Healthpeak Properties, Inc., 3.00%, due 01/15/2030 0.04%
Crown Holdings, Inc. 0.04%
Illumina, Inc. 0.04%
Mid-America Apartment Communities, Inc., REIT 0.04%
American International Group, Inc., 3.87%, due 01/15/2035 0.04%
Northern Trust Corp., 1.95%, due 05/01/2030 0.04%
Equinix, Inc., REIT 0.04%
Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 0.04%
Government National Mortgage Association, 0.76%, due 04/20/2064 0.04%
Angel Oak Mortgage Trust, Series 2019-4, Class A3, 3.30%, due 07/26/2049 0.04%
PRPM LLC, Series 2019-1A, Class A1, 4.50%, due 01/25/2024 0.04%
TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 0.04%
Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-C, Class M1, 1.01%, due 03/25/2035 0.04%
BP PLC 0.04%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.20%, due 05/25/2028 0.04%
Akzo Nobel NV 0.04%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.04%
Federal National Mortgage Association, 3.19%, due 02/25/2030 0.04%
TJX Cos., Inc., 3.50%, due 04/15/2025 0.04%
Societe Generale SA, 3.87%, due 03/28/2024 0.04%
AptarGroup, Inc. 0.04%
Danske Bank A/S, 3.24%, due 12/20/2025 0.04%
Government National Mortgage Association, 0.81%, due 01/20/2064 0.04%
Infineon Technologies AG 0.04%
BHP Group, Ltd. 0.04%
NIKE, Inc., 3.25%, due 03/27/2040 0.04%
Reliance Steel & Aluminum Co., 1.30%, due 08/15/2025 0.04%
DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2033 0.04%
WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR10, Class A3, 0.72%, due 07/25/2044 0.04%
Exxon Mobil Corp., 3.09%, due 08/16/2049 0.04%
Rio Tinto, Ltd. 0.04%
Government National Mortgage Association, 0.64%, due 04/20/2063 0.04%
Edison International, 3.12%, due 11/15/2022 0.04%
Mizuho Financial Group, Inc., 0.88%, due 05/25/2024 0.04%
AbbVie, Inc., 4.05%, due 11/21/2039 0.04%
Vericrest Opportunity Loan Trust, Series 2019-NPL2, Class A1, 3.96%, due 02/25/2049 0.04%
Scentre Group Trust 1 / Scentre Group Trust 2, 3.25%, due 10/28/2025 0.04%
Prologis, Inc., REIT 0.04%
Impac CMB Trust, Series 2005-8, Class 1AM, 0.87%, due 02/25/2036 0.04%
Renaissance Home Equity Loan Trust, Series 2003-2, Class A, 1.05%, due 08/25/2033 0.04%
Abbott Laboratories, 4.90%, due 11/30/2046 0.04%
Banque Federative du Credit Mutuel SA, 2.37%, due 11/21/2024 0.04%
Bank of America Corp. 0.04%
SKF AB, B Shares 0.04%
BP Capital Markets PLC, 4.87%, due 03/22/2030 0.04%
Performance Food Group Co. 0.04%
Upjohn, Inc., 2.70%, due 06/22/2030 0.04%
Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 0.04%
Simon Property Group, LP, 3.37%, due 10/01/2024 0.04%
Nordson Corp. 0.04%
Wells Fargo & Co., Series MTN, 2.16%, due 02/11/2026 0.04%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 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%
S&P Global, Inc., 3.25%, due 12/01/2049 0.04%
ASB Bank, Ltd., 3.12%, due 05/23/2024 0.04%
Home Equity Asset Trust, Series 2003-3, Class M1, 1.46%, due 08/25/2033 0.04%
Energy Transfer Operating, LP, 2.90%, due 05/15/2025 0.04%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.04%
Entergy Corp. 0.04%
Credit Agricole SA, 4.12%, due 01/10/2027 0.04%
3i Group PLC 0.04%
Walmart, Inc., 3.95%, due 06/28/2038 0.04%
Federal National Mortgage Association REMIC, 3.00%, due 05/25/2026 0.04%
Kinsale Capital Group, Inc. 0.04%
LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 0.04%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 0.04%
AT&T, Inc., 2.75%, due 06/01/2031 0.04%
BXMT, Ltd., Series 2017-FL1, Class D, 2.86%, due 06/15/2035 0.04%
Federation DES Caisses Desjardins du Quebec, 2.05%, due 02/10/2025 0.04%
Long Beach Mortgage Loan Trust, Series 2004-3, Class M2, 1.07%, due 07/25/2034 0.04%
Molina Healthcare, Inc. 0.04%
Baxter International, Inc. 0.04%
FirstEnergy Corp., 2.65%, due 03/01/2030 0.04%
CK Hutchison International 20, Ltd., 2.50%, due 05/08/2030 0.04%
Futures Contracts, Long, EURO STOXX 50® Index 0.04%
Cummins, Inc. 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2033 0.04%
DexCom, Inc. 0.04%
Burlington Northern Santa Fe LLC, 3.05%, due 02/15/2051 0.04%
Memorial Health Services, 3.44%, due 11/01/2049 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, 1.15%, due 02/25/2033 0.04%
Lockheed Martin Corp., 3.80%, due 03/01/2045 0.04%
VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 0.04%
Federal National Mortgage Association, 3.20%, due 06/01/2030 0.04%
Becton Dickinson & Co., 2.82%, due 05/20/2030 0.04%
Allstate Corp. 0.04%
Thor Industries, Inc. 0.04%
CVS Health Corp., 4.25%, due 04/01/2050 0.04%
BJ'S Wholesale Club Holdings, Inc. 0.04%
Hartford HealthCare Corp., 3.44%, due 07/01/2054 0.04%
Global Payments, Inc. 0.04%
Soundview Home Loan Trust, Series 2005-OPT1, Class M2, 0.85%, due 06/25/2035 0.04%
Amgen, Inc., 3.37%, due 02/21/2050 0.04%
PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 0.04%
Constellation Brands, Inc., Class A 0.04%
Wells Fargo & Co. 0.04%
FirstEnergy Corp., 3.90%, due 07/15/2027 0.04%
Kimberly-Clark Corp. 0.04%
Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 0.04%
Chevron USA, Inc., 1.01%, due 08/12/2027 0.04%
Lennox International, Inc., 1.35%, due 08/01/2025 0.04%
Apple, Inc., 2.40%, due 08/20/2050 0.04%
Government National Mortgage Association, 0.66%, due 07/20/2064 0.04%
Chase Funding Trust, Series 2003-5, Class 2A2, 0.77%, due 07/25/2033 0.04%
Cigna Corp. 0.04%
AstraZeneca PLC, 2.12%, due 08/06/2050 0.04%
Boeing Co., 3.25%, due 02/01/2035 0.04%
Berkshire Hathaway Energy Co., 3.70%, due 07/15/2030 0.04%
Parker-Hannifin Corp. 0.04%
BP Capital Markets America, Inc., 3.01%, due 01/16/2027 0.04%
Aetna, Inc., 4.12%, due 11/15/2042 0.04%
Government National Mortgage Association, 0.76%, due 04/20/2064 0.04%
Government National Mortgage Association, 4.00%, due 09/16/2025 0.04%
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.13%, due 11/07/2029 0.04%
U.S. Treasury Bond, 4.25%, due 05/15/2039 0.04%
BNP Paribas SA 0.04%
Raytheon Technologies Corp. 0.04%
Corning, Inc., 3.90%, due 11/15/2049 0.04%
Enel SpA 0.04%
COMM Mortgage Trust, Series 2013-300P, Class A1, 4.35%, due 08/10/2030 0.04%
Concho Resources, Inc., 3.75%, due 10/01/2027 0.04%
Bank of America Corp., 3.41%, due 12/20/2028 0.04%
Costco Wholesale Corp. 0.04%
Bon Secours Mercy Health, Inc., 3.46%, due 06/01/2030 0.04%
Southern California Edison Co., 2.25%, due 06/01/2030 0.04%
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates, Series 2004-1, Class 1A, 0.47%, due 04/25/2034 0.04%
FREMF Mortgage Trust, Series 2016-K59, Class B, 3.69%, due 11/25/2049 0.04%
ING Groep NV, 4.10%, due 10/02/2023 0.04%
Welltower, Inc., 4.00%, due 06/01/2025 0.04%
JD.com, Inc., ADR 0.04%
Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 0.04%
Ping An Insurance Group Co. of China, Ltd., H Shares 0.04%
Daimler Finance North America LLC, 2.55%, due 08/15/2022 0.04%
ACE Securities Corp. Home Equity Loan Trust, Series 2003-HE1, Class M1, 1.15%, due 11/25/2033 0.04%
HSBC Holdings PLC, 6.50%, due 09/15/2037 0.04%
FirstEnergy Corp., 3.40%, due 03/01/2050 0.04%
RLI Corp. 0.04%
Macquarie Group, Ltd., 3.76%, due 11/28/2028 0.04%
Rush Obligated Group, 3.92%, due 11/15/2029 0.04%
Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 0.04%
Southern California Gas Co., 2.55%, due 02/01/2030 0.04%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.04%
U.S. Treasury Note, 2.12%, due 06/30/2022 0.04%
Becton Dickinson & Co., 3.36%, due 06/06/2024 0.04%
Impac CMB Trust, Series 2007-A, Class M3, 2.42%, due 05/25/2037 0.04%
U.S. Treasury Note, 1.75%, due 09/30/2022 0.04%
Verizon Communications, Inc., 4.01%, due 12/03/2029 0.04%
BP Capital Markets PLC, 4.37%, due 06/22/2025 0.04%
Opteum Mortgage Acceptance Corp. Trust, Series 2005-5, Class 1APT, 0.45%, due 12/25/2035 0.04%
Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 0.04%
Deutsche Post AG 0.04%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.04%
Ellington Financial Mortgage Trust, Series 2018-1, Class A1FX, 4.14%, due 10/25/2058 0.04%
Glencore Funding LLC, 1.62%, due 09/01/2025 0.04%
Kimberly-Clark Corp., 3.10%, due 03/26/2030 0.04%
Phillips 66 Partners, LP, 3.15%, due 12/15/2029 0.04%
Trade Desk, Inc., Class A 0.04%
Time Warner Entertainment Co., LP, 8.37%, due 07/15/2033 0.04%
Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 0.04%
China Construction Bank Corp., H Shares 0.04%
Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 0.04%
Equitable Financial Life Global Funding, 1.40%, due 07/07/2025 0.04%
Apple, Inc., 2.55%, due 08/20/2060 0.04%
UDR, Inc., Series MTN, 3.20%, due 01/15/2030 0.04%
AutoZone, Inc. 0.04%
Government National Mortgage Association, 0.63%, due 08/20/2065 0.04%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.87%, due 01/15/2027 0.04%
Exelon Corp., 4.70%, due 04/15/2050 0.04%
ITC Holdings Corp., 3.35%, due 11/15/2027 0.04%
Citigroup, Inc., 3.66%, due 07/24/2028 0.04%
AT&T, Inc., 4.30%, due 02/15/2030 0.04%
Lockheed Martin Corp., 2.80%, due 06/15/2050 0.04%
Deutsche Telekom International Finance BV, 4.87%, due 03/06/2042 0.04%
Goodman Group, REIT 0.04%
Estee Lauder Cos., Inc., 3.12%, due 12/01/2049 0.04%
Government National Mortgage Association, 0.85%, due 02/20/2064 0.04%
FREMF Mortgage Trust, Series 2017-KF39, Class B, 2.65%, due 11/25/2024 0.04%
Homeward Opportunities Fund I Trust, Series 2019-1, Class M1, 3.95%, due 01/25/2059 0.04%
Home Equity Asset Trust, Series 2004-3, Class M1, 1.03%, due 08/25/2034 0.04%
OBX Trust, Series 2019-EXP3, Class 2A1B, 1.07%, due 10/25/2059 0.03%
Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 0.03%
Sumitomo Mitsui Financial Group, Inc., 1.47%, due 07/08/2025 0.03%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.03%
Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 0.03%
Government National Mortgage Association, 0.68%, due 09/20/2065 0.03%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.03%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 10/15/2030 0.03%
Westlake Automobile Receivables Trust, Series 2019-3A, Class D, 2.72%, due 11/15/2024 0.03%
BP Capital Markets PLC, 3.27%, due 09/19/2027 0.03%
AstraZeneca PLC 0.03%
American Water Capital Corp., 2.80%, due 05/01/2030 0.03%
Microchip Technology, Inc. 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 0.03%
L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 0.03%
Q2 Holdings, Inc. 0.03%
NXP Semiconductors NV 0.03%
Goldman Sachs Group, Inc., 4.01%, due 10/31/2038 0.03%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.03%
FREMF Mortgage Trust, Series 2014-K40, Class C, 4.20%, due 11/25/2047 0.03%
Telenor ASA 0.03%
Welltower, Inc., 2.75%, due 01/15/2031 0.03%
Biogen, Inc., 3.15%, due 05/01/2050 0.03%
Kabbage Funding LLC, Series 2019-1, Class A, 3.82%, due 03/15/2024 0.03%
CSL, Ltd. 0.03%
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 0.03%
Sony Corp. 0.03%
TOTAL SE 0.03%
Federal National Mortgage Association, 2.53%, due 10/01/2022 0.03%
Vertex Pharmaceuticals, Inc. 0.03%
Otsuka Holdings Co., Ltd. 0.03%
Hoya Corp. 0.03%
Northrop Grumman Corp. 0.03%
General Motors Co., 4.87%, due 10/02/2023 0.03%
British Airways Pass-Through Trust, 4.12%, due 03/20/2033 0.03%
Hitachi, Ltd. 0.03%
LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 0.03%
Pfizer, Inc., 3.90%, due 03/15/2039 0.03%
Option One Mortgage Loan Trust, Series 2004-1, Class M2, 1.82%, due 01/25/2034 0.03%
Goldman Sachs Group, Inc., 4.41%, due 04/23/2039 0.03%
Bright Horizons Family Solutions, Inc. 0.03%
Nomura Holdings, Inc., 2.64%, due 01/16/2025 0.03%
Microsoft Corp., 3.50%, due 02/12/2035 0.03%
Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4, 1.42%, due 01/25/2036 0.03%
Raytheon Technologies Corp., 3.75%, due 11/01/2046 0.03%
Government National Mortgage Association, 0.61%, due 02/20/2063 0.03%
PRPM LLC, Series 2019-2A, Class A1, 3.96%, due 04/25/2024 0.03%
Cargill, Inc., 2.12%, due 04/23/2030 0.03%
Costco Wholesale Corp., 1.75%, due 04/20/2032 0.03%
Comcast Corp., 4.20%, due 08/15/2034 0.03%
AT&T, Inc., 4.80%, due 06/15/2044 0.03%
BNP Paribas SA, 3.05%, due 01/13/2031 0.03%
Societe Generale SA, 2.62%, due 10/16/2024 0.03%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M1, 1.15%, due 11/25/2033 0.03%
Barclays PLC, 2.64%, due 06/24/2031 0.03%
Boston Gas Co., 3.00%, due 08/01/2029 0.03%
Sumitomo Mitsui Financial Group, Inc., 2.13%, due 07/08/2030 0.03%
Air Lease Corp., Series MTN, 2.87%, due 01/15/2026 0.03%
Duke Energy Indiana LLC, 2.75%, due 04/01/2050 0.03%
American Airlines Pass-Through Trust, 3.65%, due 08/15/2030 0.03%
Encompass Health Corp. 0.03%
Dell International LLC / EMC Corp., 6.10%, due 07/15/2027 0.03%
Cameron LNG LLC, 3.70%, due 01/15/2039 0.03%
Honda Motor Co., Ltd. 0.03%
ServiceNow, Inc. 0.03%
MSA Safety, Inc. 0.03%
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 0.03%
FREMF Mortgage Trust, Series 2016-K722, Class B, 3.97%, due 07/25/2049 0.03%
Lincoln Electric Holdings, Inc. 0.03%
Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 0.03%
American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 0.03%
Cigna Corp., 2.40%, due 03/15/2030 0.03%
Campbell Soup Co., 3.95%, due 03/15/2025 0.03%
Walt Disney Co., 3.50%, due 05/13/2040 0.03%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M2, 2.65%, due 11/25/2033 0.03%
TJX Cos., Inc. 0.03%
Mitsubishi Corp. 0.03%
Mitsubishi UFJ Financial Group, Inc., 3.40%, due 03/07/2024 0.03%
Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 0.03%
O'Reilly Automotive, Inc. 0.03%
Eni SpA, 4.25%, due 05/09/2029 0.03%
Mettler-Toledo International, Inc. 0.03%
Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 0.03%
U.S. Treasury Note, 1.75%, due 12/31/2026 0.03%
Hong Kong Exchanges & Clearing, Ltd. 0.03%
Xcel Energy, Inc., 2.60%, due 12/01/2029 0.03%
IDEX Corp. 0.03%
Alphabet, Inc., 1.90%, due 08/15/2040 0.03%
Garmin, Ltd. 0.03%
Connecticut Light & Power Co., 4.30%, due 04/15/2044 0.03%
Long Beach Mortgage Loan Trust, Series 2004-4, Class M1, 1.07%, due 10/25/2034 0.03%
Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 0.03%
EastGroup Properties, Inc., REIT 0.03%
Aspen Technology, Inc. 0.03%
RELX PLC 0.03%
Regeneron Pharmaceuticals, Inc., 1.75%, due 09/15/2030 0.03%
Broadridge Financial Solutions, Inc. 0.03%
Comcast Corp., 4.60%, due 10/15/2038 0.03%
IAA, Inc. 0.03%
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2021 0.03%
Sequoia Mortgage Trust, Series 2018-2, Class A4, 3.50%, due 02/25/2048 0.03%
FTI Consulting, Inc. 0.03%
Booz Allen Hamilton Holding Corp. 0.03%
Cummins, Inc., 1.50%, due 09/01/2030 0.03%
Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 0.03%
Tyler Technologies, Inc. 0.03%
American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 0.03%
Natwest Group PLC, 4.44%, due 05/08/2030 0.03%
Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 0.57%, due 03/25/2043 0.03%
National Retail Properties, Inc., 4.30%, due 10/15/2028 0.03%
Cabot Microelectronics Corp. 0.03%
Allianz SE 0.03%
British American Tobacco PLC 0.03%
Carter's, Inc. 0.03%
FinecoBank Banca Fineco SpA 0.03%
Cigna Corp., 3.20%, due 03/15/2040 0.03%
CSMC OA LLC, Series 2014-USA, Class D, 4.37%, due 09/15/2037 0.03%
Takeda Pharmaceutical Co., Ltd., 3.17%, due 07/09/2050 0.03%
Pioneer Natural Resources Co. 0.03%
Adecco Group AG 0.03%
Orsted A/S 0.03%
DBS Group Holdings, Ltd. 0.03%
GlaxoSmithKline PLC 0.03%
McDonald's Corp., Series MTN, 4.20%, due 04/01/2050 0.03%
Banco Santander SA, 3.49%, due 05/28/2030 0.03%
Tokio Marine Holdings, Inc. 0.03%
Alphabet, Inc., 2.05%, due 08/15/2050 0.03%
Vodafone Group PLC, 4.87%, due 06/19/2049 0.03%
Federal National Mortgage Association, 3.50%, due 05/01/2043 0.03%
Discovery Communications LLC, 5.20%, due 09/20/2047 0.03%
Svenska Handelsbanken AB, A Shares 0.03%
Lennar Corp., Class A 0.03%
First Investors Auto Owner Trust, Series 2017-2A, Class B, 2.65%, due 11/15/2022 0.03%
Impac CMB Trust, Series 2005-4, Class 1A1A, 0.71%, due 05/25/2035 0.03%
Impac CMB Trust, Series 2004-10, Class 3A1, 0.87%, due 03/25/2035 0.03%
Federal National Mortgage Association, 2.15%, due 07/25/2030 0.03%
Glencore Funding LLC, 4.00%, due 03/27/2027 0.03%
Energy Transfer Operating, LP, 5.15%, due 03/15/2045 0.03%
Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 01/23/2031 0.03%
Verizon Communications, Inc., 4.67%, due 03/15/2055 0.03%
U.S. Treasury Note, 2.75%, due 11/15/2023 0.03%
Brunswick Corp. 0.03%
Bear Stearns Asset-Backed Securities Trust, Series 2003-2, Class M1, 1.97%, due 03/25/2043 0.03%
Discovery Communications LLC, 3.62%, due 05/15/2030 0.03%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M4, 1.67%, due 09/25/2034 0.03%
Centene Corp. 0.03%
Sumitomo Mitsui Financial Group, Inc. 0.03%
Snap-on, Inc. 0.03%
Exxon Mobil Corp., 2.99%, due 08/16/2039 0.03%
Safran SA 0.03%
Opteum Mortgage Acceptance Corp. Trust, Series 2006-1, Class 1AC1, 0.47%, due 04/25/2036 0.03%
LafargeHolcim, Ltd. 0.03%
Steel Dynamics, Inc., 3.45%, due 04/15/2030 0.03%
Manulife Financial Corp., 4.06%, due 02/24/2032 0.03%
Chewy, Inc., Class A 0.03%
Zebra Technologies Corp., Class A 0.03%
Eastman Chemical Co. 0.03%
Lennox International, Inc. 0.03%
Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 0.03%
Broadcom, Inc., 4.11%, due 09/15/2028 0.03%
CHL Mortgage Pass-Through Trust, Series 2005-HYB3, Class 2A2A, 3.51%, due 06/20/2035 0.03%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.03%
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 0.03%
New York & Presbyterian Hospital, 2.25%, due 08/01/2040 0.03%
CSX Corp. 0.03%
RBC Bearings, Inc. 0.03%
CVS Health Corp., 4.30%, due 03/25/2028 0.03%
Ameren Corp., 3.50%, due 01/15/2031 0.03%
Natwest Group PLC, 3.75%, due 11/01/2029 0.03%
Aetna, Inc., 3.87%, due 08/15/2047 0.03%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.03%
Federal National Mortgage Association, 2.39%, due 06/01/2025 0.03%
Private Export Funding Corp., 2.80%, due 05/15/2022 0.03%
Specialty Underwriting & Residential Finance Trust, Series 2003-BC4, Class M1, 1.07%, due 11/25/2034 0.03%
Government National Mortgage Association, 0.81%, due 03/20/2064 0.03%
Lamb Weston Holdings, Inc. 0.03%
Government National Mortgage Association, 0.50%, due 12/20/2062 0.03%
Airbus SE 0.03%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.03%
Noble Energy, Inc., 4.20%, due 10/15/2049 0.03%
Federal National Mortgage Association, 3.50%, due 09/01/2042 0.03%
EOG Resources, Inc. 0.03%
Leidos Holdings, Inc. 0.03%
Woodward, Inc. 0.03%
Dominion Energy Gas Holdings LLC, 3.90%, due 11/15/2049 0.03%
U.S. Treasury Bond, 4.37%, due 11/15/2039 0.03%
New York Life Insurance Co., 4.45%, due 05/15/2069 0.03%
Government National Mortgage Association, 1.16%, due 12/20/2066 0.03%
Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 0.03%
T-Mobile USA, Inc., 4.37%, due 04/15/2040 0.03%
Federal Home Loan Mortgage Corp., 0.71%, due 08/15/2042 0.03%
Roper Technologies, Inc., 2.00%, due 06/30/2030 0.03%
Alternative Loan Trust, Series 2006-41CB, Class 2A13, 5.75%, due 01/25/2037 0.03%
Packaging Corp. of America, 4.05%, due 12/15/2049 0.03%
Fiserv, Inc., 3.50%, due 07/01/2029 0.03%
Old Dominion Freight Line, Inc. 0.03%
Citigroup, Inc., 4.40%, due 06/10/2025 0.03%
Synopsys, Inc. 0.03%
Trustees of Boston University, 3.17%, due 10/01/2050 0.03%
Chevron Corp., 1.99%, due 05/11/2027 0.03%
SolarEdge Technologies, Inc. 0.03%
Merck & Co., Inc., 2.45%, due 06/24/2050 0.03%
Wells Fargo & Co., Series MTN, 2.57%, due 02/11/2031 0.03%
Mitsubishi UFJ Financial Group, Inc. 0.03%
U.S. Treasury Bond, 1.12%, due 05/15/2040 0.03%
Telefonica Emisiones SA, 4.89%, due 03/06/2048 0.03%
Securitized Asset-Backed Receivables LLC Trust, Series 2004-OP2, Class M1, 1.15%, due 08/25/2034 0.03%
BP Capital Markets America, Inc., 3.00%, due 02/24/2050 0.03%
Federal Home Loan Mortgage Corp., 0.71%, due 03/15/2044 0.03%
American Credit Acceptance Receivables Trust, Series 2019-4, Class E, 3.85%, due 12/12/2025 0.03%
BAT Capital Corp., 3.46%, due 09/06/2029 0.03%
Pacific Gas & Electric Co., 4.60%, due 06/15/2043 0.03%
CHL Mortgage Pass-Through Trust, Series 2007-2, Class A16, 6.00%, due 03/25/2037 0.03%
VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 0.03%
Vinci SA 0.03%
BAT Capital Corp., 4.54%, due 08/15/2047 0.03%
ViacomCBS, Inc., 4.60%, due 01/15/2045 0.03%
Nitori Holdings Co., Ltd. 0.03%
Mars, Inc., 1.62%, due 07/16/2032 0.03%
Charles Schwab Corp. 0.03%
Suncor Energy, Inc., 3.60%, due 12/01/2024 0.03%
China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 0.03%
Tennessee Valley Authority, 4.25%, due 09/15/2065 0.03%
Estee Lauder Cos., Inc., Class A 0.03%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 0.03%
Prudential Insurance Co. of America, 8.30%, due 07/01/2025 0.03%
American Tower Corp., 3.70%, due 10/15/2049 0.03%
Life Storage, LP, 4.00%, due 06/15/2029 0.03%
QUALCOMM, Inc., 1.65%, due 05/20/2032 0.03%
Morgan Stanley, 5.00%, due 11/24/2025 0.03%
Masco Corp. 0.03%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.03%
Societe Generale SA, 3.65%, due 07/08/2035 0.03%
Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 0.03%
Pretium Mortgage Credit Partners I LLC, Series 2019-NPL2, Class A1, 3.84%, due 12/27/2058 0.03%
Visa, Inc., 2.70%, due 04/15/2040 0.03%
Government National Mortgage Association, 5.50%, due 07/20/2037 0.03%
L'Oreal SA 0.03%
Bridgestone Corp. 0.03%
Naspers, Ltd., N Shares 0.03%
McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 0.03%
Sherwin-Williams Co., 3.30%, due 05/15/2050 0.03%
Kinder Morgan Energy Partners, LP, 5.00%, due 10/01/2021 0.03%
Anthem, Inc. 0.03%
International Lease Finance Corp., 8.62%, due 01/15/2022 0.03%
Purchasing Power Funding LLC, Series 2018-A, Class A, 3.34%, due 08/15/2022 0.03%
Otsuka Corp. 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%
United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 0.03%
Infosys, Ltd., ADR 0.03%
Capital One Financial Corp. 0.03%
Discover Bank, 4.20%, due 08/08/2023 0.03%
New Century Home Equity Loan Trust, Series 2004-2, Class M3, 1.18%, due 08/25/2034 0.03%
Government National Mortgage Association, 4.81%, due 11/20/2042 0.03%
Federal National Mortgage Association, 2.53%, due 10/01/2022 0.03%
CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B, 3.40%, due 04/20/2036 0.03%
Option One Mortgage Loan Trust, Series 2003-6, Class A2, 0.83%, due 11/25/2033 0.03%
Volkswagen AG, 0.00% 0.03%
Microchip Technology, Inc., 2.67%, due 09/01/2023 0.03%
Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 0.03%
Mitsui Fudosan Co., Ltd. 0.03%
TransUnion 0.03%
Tucson Electric Power Co., 1.50%, due 08/01/2030 0.03%
WEX, Inc. 0.03%
First Republic Bank 0.03%
Kroger Co., 3.87%, due 10/15/2046 0.03%
Futures Contracts, Long, E-Mini Russell 2000® Index 0.03%
Tesco PLC 0.03%
Guidewire Software, Inc. 0.03%
Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 0.03%
Syneos Health, Inc. 0.03%
Emory University, 2.14%, due 09/01/2030 0.03%
Siemens Financieringsmaatschappij NV, 2.35%, due 10/15/2026 0.03%
ONEOK, Inc., 3.40%, due 09/01/2029 0.03%
National Retail Properties, Inc., REIT 0.03%
HCA, Inc., 5.25%, due 06/15/2026 0.03%
Government National Mortgage Association, 4.60%, due 10/20/2041 0.03%
WW Grainger, Inc., 4.60%, due 06/15/2045 0.03%
Takeda Pharmaceutical Co., Ltd., 2.05%, due 03/31/2030 0.03%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.03%
Maxim Integrated Products, Inc. 0.03%
Celanese US Holdings LLC, 3.50%, due 05/08/2024 0.03%
Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 0.03%
Crowdstrike Holdings, Inc., Class A 0.03%
Energy Transfer Operating, LP, 5.25%, due 04/15/2029 0.03%
Enphase Energy, Inc. 0.03%
Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 0.03%
Roper Technologies, Inc., 2.95%, due 09/15/2029 0.03%
Zscaler, Inc. 0.03%
Linde PLC 0.03%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.32%, due 05/25/2027 0.03%
Amgen, Inc., 3.15%, due 02/21/2040 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%
SVB Financial Group 0.03%
Raytheon Technologies Corp., 3.20%, due 03/15/2024 0.03%
Commerce Bancshares, Inc. 0.03%
Suncor Energy, Inc., 5.95%, due 12/01/2034 0.03%
Alexion Pharmaceuticals, Inc. 0.03%
Cox Communications, Inc., 4.80%, due 02/01/2035 0.03%
Entegris, Inc. 0.03%
Simon Property Group, LP, 3.50%, due 09/01/2025 0.03%
Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 0.03%
Automatic Data Processing, Inc. 0.03%
US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 0.03%
Truist Bank, 3.30%, due 05/15/2026 0.03%
U.S. Treasury Bond, 2.37%, due 11/15/2049 0.03%
Global Payments, Inc., 4.15%, due 08/15/2049 0.03%
KeyCorp 0.03%
InterContinental Hotels Group PLC 0.03%
Boeing Co., 3.60%, due 05/01/2034 0.03%
Southern California Edison Co., 4.05%, due 03/15/2042 0.02%
PacifiCorp, 4.12%, due 01/15/2049 0.02%
Bell Canada, Inc., 4.30%, due 07/29/2049 0.02%
Becton Dickinson & Co. 0.02%
HCA, Inc., 5.50%, due 06/15/2047 0.02%
Impac CMB Trust, Series 2005-4, Class 2B1, 2.65%, due 05/25/2035 0.02%
Cognex Corp. 0.02%
Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 0.02%
Texas Instruments, Inc., 1.75%, due 05/04/2030 0.02%
Rogers Communications, Inc., 3.70%, due 11/15/2049 0.02%
CarMax, Inc. 0.02%
Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 0.02%
LG Chem, Ltd. 0.02%
Bank of America Corp., 2.88%, due 04/24/2023 0.02%
BNP Paribas SA, 2.58%, due 08/12/2035 0.02%
Landstar System, Inc. 0.02%
Workday, Inc., Class A 0.02%
NetEase, Inc., ADR 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 0.02%
U.S. Treasury Bill, 0.15%, due 09/17/2020 0.02%
Government National Mortgage Association, 5.00%, due 04/20/2041 0.02%
Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 0.02%
HCA, Inc., 5.12%, due 06/15/2039 0.02%
Cleveland Electric Illuminating Co., 4.55%, due 11/15/2030 0.02%
CubeSmart, REIT 0.02%
VSE VOI Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 0.02%
Starbucks Corp., 3.75%, due 12/01/2047 0.02%
U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2023 0.02%
UBS Group AG, 1.36%, due 01/30/2027 0.02%
Alstom SA 0.02%
Texas Health Resources, 4.33%, due 11/15/2055 0.02%
Boeing Co., 5.04%, due 05/01/2027 0.02%
Boston Scientific Corp. 0.02%
Mastercard, Inc., 3.85%, due 03/26/2050 0.02%
Brenntag AG 0.02%
Regeneron Pharmaceuticals, Inc., 2.80%, due 09/15/2050 0.02%
Government National Mortgage Association, 0.74%, due 05/20/2066 0.02%
ABN AMRO Bank NV, 4.75%, due 07/28/2025 0.02%
Cie Financiere Richemont SA 0.02%
Take-Two Interactive Software, Inc. 0.02%
Tucson Electric Power Co., 4.00%, due 06/15/2050 0.02%
Kimco Realty Corp., 2.70%, due 10/01/2030 0.02%
Apple, Inc., 2.90%, due 09/12/2027 0.02%
Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 0.02%
Federal National Mortgage Association, 6.00%, due 12/01/2032 0.02%
Nasdaq, Inc. 0.02%
Cigna Corp., 3.40%, due 03/15/2050 0.02%
Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 0.02%
CSX Corp., 3.25%, due 06/01/2027 0.02%
VMware, Inc., 2.95%, due 08/21/2022 0.02%
Healthpeak Properties, Inc., 3.50%, due 07/15/2029 0.02%
CHL Mortgage Pass-Through Trust, Series 2004-22, Class A1, 3.82%, due 11/25/2034 0.02%
Bayer AG 0.02%
Raytheon Technologies Corp., 4.50%, due 06/01/2042 0.02%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.83%, due 09/25/2022 0.02%
Phillips 66 0.02%
Energy Transfer Operating, LP, 6.05%, due 06/01/2041 0.02%
Wells Fargo & Co., Series MTN, 3.30%, due 09/09/2024 0.02%
IHS Markit, Ltd. 0.02%
Chubb, Ltd. 0.02%
Coca-Cola Co., 2.50%, due 06/01/2040 0.02%
Public Service Electric & Gas Co., Series MTN, 2.70%, due 05/01/2050 0.02%
MPLX, LP, 5.50%, due 02/15/2049 0.02%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 0.02%
ORIX Corp., 3.25%, due 12/04/2024 0.02%
Transcontinental Gas Pipe Line Co. LLC, 3.25%, due 05/15/2030 0.02%
Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 0.02%
Societe Generale SA, 4.25%, due 08/19/2026 0.02%
Atmos Energy Corp. 0.02%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 0.02%
Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 0.02%
UnitedHealth Group, Inc., 2.00%, due 05/15/2030 0.02%
Yum! Brands, Inc. 0.02%
Bristol-Myers Squibb Co., 4.55%, due 02/20/2048 0.02%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M5, 1.82%, due 09/25/2034 0.02%
WillScot Mobile Mini Holdings Corp. 0.02%
Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 0.02%
Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 0.02%
Spotify Technology SA 0.02%
American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 0.02%
Williams Cos., Inc., 3.75%, due 06/15/2027 0.02%
Lazard, Ltd., Class A 0.02%
Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 0.02%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2024 0.02%
Jersey Central Power & Light Co., 4.30%, due 01/15/2026 0.02%
Credit Agricole SA, 1.90%, due 06/16/2026 0.02%
Essex Portfolio, LP, 2.65%, due 03/15/2032 0.02%
UnitedHealth Group, Inc., 2.90%, due 05/15/2050 0.02%
Chevron Corp., 2.97%, due 05/11/2040 0.02%
Las Vegas Sands Corp. 0.02%
Crown Castle International Corp., 4.15%, due 07/01/2050 0.02%
Knight-Swift Transportation Holdings, Inc. 0.02%
Discovery Communications LLC, 3.95%, due 03/20/2028 0.02%
Federal Home Loan Mortgage Corp. REMIC, 4.50%, due 06/15/2025 0.02%
Lundin Energy AB 0.02%
Public Service Enterprise Group, Inc. 0.02%
Travelers Cos., Inc., 2.55%, due 04/27/2050 0.02%
Masco Corp., 6.50%, due 08/15/2032 0.02%
China Mobile, Ltd. 0.02%
First Horizon National Corp. 0.02%
Exelon Corp., 3.49%, due 06/01/2022 0.02%
Keysight Technologies, Inc. 0.02%
Duke Energy Indiana LLC, 3.75%, due 05/15/2046 0.02%
ITC Holdings Corp., 3.25%, due 06/30/2026 0.02%
Dominion Energy Gas Holdings LLC, 4.60%, due 12/15/2044 0.02%
AT&T, Inc., 2.30%, due 06/01/2027 0.02%
Virginia Electric & Power Co., 3.50%, due 03/15/2027 0.02%
Comcast Corp., 3.25%, due 11/01/2039 0.02%
Swedbank AB, 2.80%, due 03/14/2022 0.02%
Copart, Inc. 0.02%
Southern California Edison Co., 3.60%, due 02/01/2045 0.02%
GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 0.02%
CSX Corp., 3.80%, due 11/01/2046 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.85%, due 09/15/2035 0.02%
Prudential PLC 0.02%
Continental Airlines Pass-Through Trust, 4.15%, due 10/11/2025 0.02%
General Dynamics Corp. 0.02%
ING Groep NV 0.02%
AT&T, Inc., 3.50%, due 06/01/2041 0.02%
Federal National Mortgage Association, 2.56%, due 12/25/2026 0.02%
Biogen, Inc. 0.02%
Novartis Capital Corp., 2.75%, due 08/14/2050 0.02%
Pacific Gas & Electric Co., 4.00%, due 12/01/2046 0.02%
FactSet Research Systems, Inc. 0.02%
Cisco Systems, Inc. 0.02%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 9A, 3.30%, due 09/25/2034 0.02%
Deere & Co. 0.02%
Burlington Northern Santa Fe LLC, 7.95%, due 08/15/2030 0.02%
Volkswagen Group of America Finance LLC, 3.20%, due 09/26/2026 0.02%
AMETEK, Inc. 0.02%
BPCE SA, Series MTN, 3.37%, due 12/02/2026 0.02%
Northern Trust Corp., 3.37%, due 05/08/2032 0.02%
Banco Nacional de Panama, 2.50%, due 08/11/2030 0.02%
Enel Finance International NV, 6.00%, due 10/07/2039 0.02%
Plains All American Pipeline, LP / PAA Finance Corp., 3.80%, due 09/15/2030 0.02%
Westpac Banking Corp. 0.02%
Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 0.02%
M&G PLC 0.02%
CSX Corp., 4.75%, due 11/15/2048 0.02%
Lloyds Banking Group PLC 0.02%
AES Corp., 3.95%, due 07/15/2030 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 08/15/2035 0.02%
EQM Midstream Partners, LP, 5.50%, due 07/15/2028 0.02%
Signature Bank 0.02%
Central Japan Railway Co. 0.02%
U.S. Treasury Bill, 0.14%, due 09/17/2020 0.02%
Resolution Funding Corp., Principal Only STRIPS, due 10/15/2020 0.02%
Enterprise Products Operating LLC, 4.20%, due 01/31/2050 0.02%
Cadence Design Systems, Inc. 0.02%
Vodafone Group PLC, 4.37%, due 02/19/2043 0.02%
British Airways Pass-Through Trust, 3.30%, due 06/15/2034 0.02%
Texas Eastern Transmission, LP, 4.15%, due 01/15/2048 0.02%
UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 0.02%
AIA Group, Ltd., 3.60%, due 04/09/2029 0.02%
Johnson & Johnson, 2.25%, due 09/01/2050 0.02%
Comcast Corp., 1.50%, due 02/15/2031 0.02%
Teladoc Health, Inc. 0.02%
Sberbank of Russia PJSC, ADR 0.02%
Swiss Re AG 0.02%
Cottage Health Obligated Group, 3.30%, due 11/01/2049 0.02%
ONEOK, Inc., 5.20%, due 07/15/2048 0.02%
Lowe's Cos., Inc., 3.65%, due 04/05/2029 0.02%
American Water Capital Corp., 3.45%, due 05/01/2050 0.02%
Entergy Louisiana LLC, 2.90%, due 03/15/2051 0.02%
Mizuho Financial Group, Inc., 2.86%, due 09/13/2030 0.02%
Noble Energy, Inc., 5.25%, due 11/15/2043 0.02%
American Express Co. 0.02%
Public Service Co. of Colorado, 2.70%, due 01/15/2051 0.02%
Rogers Communications, Inc., 4.35%, due 05/01/2049 0.02%
United Airlines Pass-Through Trust, 4.55%, due 02/25/2033 0.02%
NAVER Corp. 0.02%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 0.02%
Carrier Global Corp. 0.02%
Cooperatieve Rabobank UA, 4.37%, due 08/04/2025 0.02%
Constellation Brands, Inc., 3.15%, due 08/01/2029 0.02%
ICU Medical, Inc. 0.02%
Mexico Government International Bond, 4.50%, due 01/31/2050 0.02%
Evergy Metro, Inc., 2.25%, due 06/01/2030 0.02%
Drive Auto Receivables Trust, Series 2018-3, Class C, 3.72%, due 09/16/2024 0.02%
Qorvo, Inc. 0.02%
Narragansett Electric Co., 3.39%, due 04/09/2030 0.02%
SK Hynix, Inc. 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 0.02%
Healthpeak Properties, Inc., 2.87%, due 01/15/2031 0.02%
Micron Technology, Inc. 0.02%
Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 0.02%
BAT Capital Corp., 3.21%, due 09/06/2026 0.02%
Emerson Electric Co. 0.02%
Cushman & Wakefield PLC 0.02%
Nucor Corp., 6.40%, due 12/01/2037 0.02%
State Street Corp. 0.02%
Wuxi Biologics Cayman, Inc. 0.02%
LPL Financial Holdings, Inc. 0.02%
Standard Chartered PLC 0.02%
Intercontinental Exchange, Inc. 0.02%
RASC Trust, Series 2005-EMX1, Class M1, 0.82%, due 03/25/2035 0.02%
LKQ Corp. 0.02%
Xiaomi Corp., Class B 0.02%
Eaton Vance Corp. 0.02%
Meritage Mortgage Loan Trust, Series 2003-1, Class M2, 2.50%, due 11/25/2033 0.02%
Microsoft Corp., 2.52%, due 06/01/2050 0.02%
Becton Dickinson & Co., 3.79%, due 05/20/2050 0.02%
Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 0.02%
WRKCo, Inc., 3.75%, due 03/15/2025 0.02%
Essex Portfolio, LP, 1.65%, due 01/15/2031 0.02%
Rocket Cos., Inc., Class A 0.02%
Verizon Communications, Inc., 5.25%, due 03/16/2037 0.02%
AbbVie, Inc., 3.45%, due 03/15/2022 0.02%
Siemens Financieringsmaatschappij NV, 3.25%, due 05/27/2025 0.02%
Sabine Pass Liquefaction LLC, 4.50%, due 05/15/2030 0.02%
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 0.02%
Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 0.02%
Cooperatieve Rabobank UA, 4.62%, due 12/01/2023 0.02%
Westpac Banking Corp., 4.42%, due 07/24/2039 0.02%
Liberty Mutual Insurance Co., 8.50%, due 05/15/2025 0.02%
Hewlett Packard Enterprise Co., 1.45%, due 04/01/2024 0.02%
AbbVie, Inc., 4.40%, due 11/06/2042 0.02%
Futures Contracts, Short, FTSE 100 Index 0.02%
Total Capital International SA, 3.45%, due 02/19/2029 0.02%
NRG Energy, Inc., 4.45%, due 06/15/2029 0.02%
Commonwealth Bank of Australia, 2.85%, due 05/18/2026 0.02%
Starbucks Corp., 2.55%, due 11/15/2030 0.02%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.02%
Vail Resorts, Inc. 0.02%
Carrier Global Corp., 2.49%, due 02/15/2027 0.02%
Alexandria Real Estate Equities, Inc., 3.80%, due 04/15/2026 0.02%
DTE Energy Co. 0.02%
Axalta Coating Systems, Ltd. 0.02%
Erste Group Bank AG 0.02%
Western Alliance Bancorp 0.02%
Celanese Corp. 0.02%
Siemens Financieringsmaatschappij NV, 3.12%, due 03/16/2024 0.02%
Federal National Mortgage Association, 2.11%, due 11/25/2028 0.02%
Zoetis, Inc., 2.00%, due 05/15/2030 0.02%
Zoetis, Inc., 3.00%, due 05/15/2050 0.02%
New York Times Co., Class A 0.02%
ServisFirst Bancshares, Inc. 0.02%
Essex Portfolio, LP, 2.65%, due 09/01/2050 0.02%
Hilton Worldwide Holdings, Inc. 0.02%
Boston Scientific Corp., 3.75%, due 03/01/2026 0.02%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.02%
MongoDB, Inc. 0.02%
Assurant, Inc., 4.20%, due 09/27/2023 0.02%
Wells Fargo & Co., 5.37%, due 11/02/2043 0.02%
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ, 5.45%, due 09/15/2039 0.02%
Blackstone Group, Inc., Class A 0.02%
Vale SA, ADR 0.02%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.02%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.02%
Seven & i Holdings Co., Ltd. 0.02%
U.S. Treasury Bill, 0.14%, due 09/17/2020 0.02%
T-Mobile USA, Inc., 3.87%, due 04/15/2030 0.02%
Tyson Foods, Inc., 4.00%, due 03/01/2026 0.02%
Amphenol Corp., Class A 0.02%
Mabuchi Motor Co., Ltd. 0.02%
Goldman Sachs Group, Inc. 0.02%
Ferguson PLC 0.02%
CMS Energy Corp. 0.02%
WEA Finance LLC, 2.87%, due 01/15/2027 0.02%
Chemed Corp. 0.02%
Exelixis, Inc. 0.02%
President & Fellows of Harvard College, 3.30%, due 07/15/2056 0.02%
Intact US Holdings, Inc., 4.60%, due 11/09/2022 0.02%
China Merchants Bank Co., Ltd., H Shares 0.02%
Avolon Holdings Funding, Ltd., 5.25%, due 05/15/2024 0.02%
Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE6, Class M2, 2.05%, due 08/25/2034 0.02%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.02%
Lululemon Athletica, Inc. 0.02%
Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 0.02%
STERIS PLC 0.02%
Regions Financial Corp. 0.02%
Lukoil PJSC, ADR 0.02%
Biogen, Inc., 2.25%, due 05/01/2030 0.02%
Orange SA 0.02%
Niagara Mohawk Power Corp., 1.96%, due 06/27/2030 0.02%
Ross Stores, Inc. 0.02%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 08/15/2035 0.02%
Gilead Sciences, Inc., 4.80%, due 04/01/2044 0.02%
Moelis & Co., Class A 0.02%
Park Aerospace Holdings, Ltd., 5.25%, due 08/15/2022 0.02%
Credit Suisse Group AG, 2.19%, due 06/05/2026 0.02%
Federal Home Loan Mortgage Corp., 6.50%, due 01/01/2035 0.02%
CSX Corp., 3.80%, due 04/15/2050 0.02%
Enterprise Products Operating LLC, 3.12%, due 07/31/2029 0.02%
Panama Government International Bond, 4.50%, due 04/16/2050 0.02%
HP, Inc. 0.02%
Focus Financial Partners, Inc., Class A 0.02%
Wells Fargo & Co., 2.18%, due 04/30/2026 0.02%
Morgan Stanley, 3.95%, due 04/23/2027 0.02%
Atmos Energy Corp., 3.00%, due 06/15/2027 0.02%
Merck & Co., Inc., 2.35%, due 06/24/2040 0.02%
BP Capital Markets PLC, 3.53%, due 11/04/2024 0.02%
Jazz Pharmaceuticals PLC 0.02%
Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 0.02%
Mizuho Bank, Ltd., 3.60%, due 09/25/2024 0.02%
Casey's General Stores, Inc. 0.02%
ONEOK Partners, LP, 6.65%, due 10/01/2036 0.02%
Camden Property Trust, REIT 0.02%
Government National Mortgage Association, 0.57%, due 03/20/2063 0.02%
Daimler Finance North America LLC, 2.87%, due 03/10/2021 0.02%
ANZ New Zealand International, Ltd., 3.45%, due 07/17/2027 0.02%
U.S. Treasury Note, 2.00%, due 02/28/2021 0.02%
RWE AG 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%
Credit Acceptance Auto Loan Trust, Series 2017-2A, Class C, 3.35%, due 06/15/2026 0.02%
Royalty Pharma PLC, Class A 0.02%
Deutsche Bank AG, 3.70%, due 05/30/2024 0.02%
Air Products & Chemicals, Inc. 0.02%
JB Hunt Transport Services, Inc., 3.87%, due 03/01/2026 0.02%
Horizon Therapeutics PLC 0.02%
ONEOK, Inc., 2.20%, due 09/15/2025 0.02%
Pepperdine University, 3.30%, due 12/01/2059 0.02%
Commonwealth Edison Co., 3.65%, due 06/15/2046 0.02%
Ingersoll Rand, Inc. 0.02%
Baltimore Gas & Electric Co., 5.20%, due 06/15/2033 0.02%
Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 0.02%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.02%
Alternative Loan Trust, Series 2004-28CB, Class 3A1, 6.00%, due 01/25/2035 0.02%
Vodafone Group PLC, 6.25%, due 11/30/2032 0.02%
Vodafone Group PLC, 5.25%, due 05/30/2048 0.02%
Boeing Co., 2.25%, due 06/15/2026 0.02%
Enel Finance International NV, 3.62%, due 05/25/2027 0.02%
Exact Sciences Corp. 0.02%
Alternative Loan Trust, Series 2004-27CB, Class A1, 6.00%, due 12/25/2034 0.02%
Federal National Mortgage Association, 3.50%, due 06/01/2042 0.02%
Air Lease Corp., 3.37%, due 07/01/2025 0.02%
Glencore Funding LLC, 4.62%, due 04/29/2024 0.02%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.02%
CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3, 3.55%, due 11/20/2034 0.02%
Murata Manufacturing Co., Ltd. 0.02%
Mondelez International, Inc., 2.75%, due 04/13/2030 0.02%
Al Rajhi Bank 0.02%
ENEOS Holdings, Inc. 0.02%
First Hawaiian, Inc. 0.02%
American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 0.02%
Tennessee Valley Authority, 4.62%, due 09/15/2060 0.02%
BAT Capital Corp., 3.55%, due 08/15/2027 0.02%
Capital Auto Receivables Asset Trust, Series 2018-1, Class A3, 2.79%, due 01/20/2022 0.02%
Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 0.02%
Industrial & Commercial Bank of China, Ltd., H Shares 0.02%
Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 0.02%
Wells Fargo & Co., Series MTN, 2.39%, due 06/02/2028 0.02%
Fox Corp., 5.57%, due 01/25/2049 0.02%
Royalty Pharma PLC, 0.75%, due 09/02/2023 0.02%
Raytheon Technologies Corp., 4.15%, due 05/15/2045 0.02%
Colombia Government International Bond, 5.00%, due 06/15/2045 0.02%
Western Union Co., 3.60%, due 03/15/2022 0.02%
UPM-Kymmene OYJ 0.02%
Morgan Stanley Capital I Trust, Series 2006-HQ8, Class D, 5.78%, due 03/12/2044 0.02%
John Deere Capital Corp., Series MTN, 2.25%, due 09/14/2026 0.02%
Clorox Co., 1.80%, due 05/15/2030 0.02%
Chase Funding Trust, Series 2003-2, Class 2A2, 0.73%, due 02/25/2033 0.02%
Eli Lilly & Co., 2.50%, due 09/15/2060 0.02%
Simon Property Group, LP, 3.25%, due 09/13/2049 0.02%
Nissan Auto Receivables Owner Trust, Series 2017-C, Class A3, 2.12%, due 04/18/2022 0.02%
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 0.02%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.15%, due 02/25/2034 0.02%
Bank of America Corp., Series MTN, 1.89%, due 07/23/2031 0.02%
AES Corp., 3.30%, due 07/15/2025 0.02%
Federal Home Loan Mortgage Corp., 0.71%, due 07/15/2042 0.02%
Countrywide Partnership Trust, Series 2004-EC1, Class M2, 1.12%, due 01/25/2035 0.02%
Dow, Inc. 0.02%
Royal Dutch Shell PLC, A Shares 0.02%
Royalty Pharma PLC, 1.75%, due 09/02/2027 0.02%
Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 0.02%
NYU Langone Hospitals, 3.38%, due 07/01/2055 0.02%
Dunkin' Brands Group, Inc. 0.02%
Credit Suisse Group AG 0.02%
Reckitt Benckiser Treasury Services PLC, 3.00%, due 06/26/2027 0.02%
Premier, Inc., Class A 0.02%
Johnson & Johnson, 3.40%, due 01/15/2038 0.02%
Sumitomo Metal Mining Co., Ltd. 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 0.02%
Enel Finance International NV, 4.62%, due 09/14/2025 0.02%
Nutrien, Ltd., 4.12%, due 03/15/2035 0.02%
Vale Overseas, Ltd., 3.75%, due 07/08/2030 0.02%
Standard Chartered PLC, 5.20%, due 01/26/2024 0.02%
New Oriental Education & Technology Group, Inc., ADR 0.02%
Government National Mortgage Association, 0.63%, due 03/20/2063 0.02%
Marsh & McLennan Cos., Inc. 0.02%
Federal National Mortgage Association, 3.50%, due 01/01/2043 0.02%
Applied Materials, Inc. 0.02%
Monolithic Power Systems, Inc. 0.02%
Amazon.com, Inc., 2.50%, due 06/03/2050 0.02%
Hydro-Quebec, 9.40%, due 02/01/2021 0.02%
Hershey Co., 2.65%, due 06/01/2050 0.02%
DuPont de Nemours, Inc. 0.02%
Deutsche Boerse AG 0.02%
AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 0.02%
Edison International, 5.75%, due 06/15/2027 0.02%
Republic Services, Inc., 1.45%, due 02/15/2031 0.02%
Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC6, Class A4, 0.34%, due 01/25/2037 0.02%
Commonwealth Bank of Australia, 4.50%, due 12/09/2025 0.02%
Black Knight, Inc. 0.02%
Wendy's Co. 0.02%
Lonza Group AG 0.02%
HSBC Holdings PLC, 4.37%, due 11/23/2026 0.02%
Australia & New Zealand Banking Group, Ltd., 4.40%, due 05/19/2026 0.02%
Standard Chartered PLC, 4.30%, due 05/21/2030 0.02%
Sumitomo Life Insurance Co., 4.00%, due 09/14/2077 0.02%
Outfront Media, Inc., REIT 0.02%
Starbucks Corp., 3.35%, due 03/12/2050 0.02%
Taylor Wimpey PLC 0.02%
CNOOC, Ltd. 0.02%
Chase Mortgage Finance Trust, Series 2007-A1, Class 8A1, 3.74%, due 02/25/2037 0.02%
Bank Central Asia Tbk PT 0.02%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.02%
Avery Dennison Corp. 0.02%
Mexico Government International Bond, 4.12%, due 01/21/2026 0.02%
Noble Energy, Inc., 3.25%, due 10/15/2029 0.02%
Enel Finance International NV, 3.50%, due 04/06/2028 0.02%
Government National Mortgage Association, Interest Only STRIPS, 1.80%, due 06/20/2067 0.02%
Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 0.02%
General Motors Co., 5.20%, due 04/01/2045 0.02%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.02%
HSBC Holdings PLC, 4.25%, due 08/18/2025 0.02%
Securitized Asset-Backed Receivables LLC Trust, Series 2004-NC1, Class M2, 1.90%, due 02/25/2034 0.02%
International Business Machines Corp., 1.95%, due 05/15/2030 0.02%
BPCE SA, 4.62%, due 07/11/2024 0.02%
CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M5, 2.08%, due 08/25/2034 0.02%
Citizens Financial Group, Inc. 0.02%
Chr Hansen Holding A/S 0.02%
CVS Pass-Through Trust, 5.92%, due 01/10/2034 0.02%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 0.02%
MUFG Bank, Ltd., 4.10%, due 09/09/2023 0.02%
Prudential Financial, Inc., Series MTN, 3.70%, due 03/13/2051 0.02%
Aon PLC, 3.50%, due 06/14/2024 0.02%
Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2034 0.02%
CRH America Finance, Inc., 3.40%, due 05/09/2027 0.02%
Barclays PLC, 3.65%, due 03/16/2025 0.02%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.87%, due 03/20/2027 0.02%
Marui Group Co., Ltd. 0.02%
Cameron LNG LLC, 3.30%, due 01/15/2035 0.02%
Dollar Tree, Inc. 0.02%
Northwestern Mutual Life Insurance Co., 3.85%, due 09/30/2047 0.02%
EDP Finance BV, 3.62%, due 07/15/2024 0.02%
Upjohn, Inc., 1.12%, due 06/22/2022 0.02%
Panasonic Corp. 0.02%
Eni SpA, 4.00%, due 09/12/2023 0.02%
Australia & New Zealand Banking Group, Ltd. 0.02%
Citigroup, Inc., 3.20%, due 10/21/2026 0.02%
Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 0.02%
Microsoft Corp., 4.10%, due 02/06/2037 0.02%
New Century Home Equity Loan Trust, Series 2004-2, Class M5, 2.20%, due 08/25/2034 0.02%
Philip Morris International, Inc., 4.37%, due 11/15/2041 0.02%
Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 0.02%
Home Depot, Inc., 3.35%, due 04/15/2050 0.02%
Sumitomo Mitsui Financial Group, Inc., 2.77%, due 10/18/2022 0.01%
Societe Generale SA, 4.25%, due 04/14/2025 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 0.01%
BOC Aviation, Ltd., 2.75%, due 09/18/2022 0.01%
NorthWestern Corp. 0.01%
Grupo Bimbo SAB de CV, 4.00%, due 09/06/2049 0.01%
Petroleo Brasileiro SA, 2.81% 0.01%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.01%
Commonwealth Edison Co., 4.70%, due 01/15/2044 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR17, Class 1A1A, 2.13%, due 12/25/2046 0.01%
Pfizer, Inc. 0.01%
CVS Pass-Through Trust, 4.70%, due 01/10/2036 0.01%
Nordea Bank Abp, 4.25%, due 09/21/2022 0.01%
Delta Electronics, Inc. 0.01%
Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 0.79%, due 10/25/2028 0.01%
Upjohn, Inc., 4.00%, due 06/22/2050 0.01%
BOC Aviation, Ltd., 3.50%, due 10/10/2024 0.01%
CLP Holdings, Ltd. 0.01%
CoreLogic, Inc. 0.01%
Heineken NV 0.01%
Pennsylvania Electric Co., 3.60%, due 06/01/2029 0.01%
China Life Insurance Co., Ltd., H Shares 0.01%
Air Liquide Finance SA, 2.25%, due 09/27/2023 0.01%
Hutchison Whampoa International 12 II, Ltd., 3.25%, due 11/08/2022 0.01%
Prudential Financial, Inc., 3.90%, due 12/07/2047 0.01%
United Airlines Pass-Through Trust, 3.50%, due 09/01/2031 0.01%
Reynolds Consumer Products, Inc. 0.01%
Newmont Corp. 0.01%
Lyft, Inc., Class A 0.01%
CSX Corp., 4.10%, due 03/15/2044 0.01%
MPLX, LP, 2.65%, due 08/15/2030 0.01%
Florida Power & Light Co., 3.80%, due 12/15/2042 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 0.01%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.01%
UBS Group AG, 2.85%, due 08/15/2023 0.01%
Standard Chartered PLC, 4.24%, due 01/20/2023 0.01%
Diageo Capital PLC, 2.00%, due 04/29/2030 0.01%
Nomura Holdings, Inc., 2.67%, due 07/16/2030 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 11/15/2023 0.01%
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR26, Class 2A1, 3.81%, due 11/25/2033 0.01%
General Electric Co., 4.12%, due 10/09/2042 0.01%
Blackstone / GSO Secured Lending Fund, 3.65%, due 07/14/2023 0.01%
Boston Properties, LP, 3.20%, due 01/15/2025 0.01%
Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 0.01%
Mississippi Power Co., 3.95%, due 03/30/2028 0.01%
Ontario Teachers' Cadillac Fairview Properties Trust, 3.12%, due 03/20/2022 0.01%
Portland General Electric Co. 0.01%
Baidu, Inc., ADR 0.01%
Yum China Holdings, Inc. 0.01%
HSBC Holdings PLC 0.01%
Carlsberg A/S, Class B 0.01%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.41%, due 07/25/2023 0.01%
ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Class M2, 1.15%, due 12/25/2034 0.01%
Standard Chartered PLC, 2.74%, due 09/10/2022 0.01%
Dow Chemical Co., 8.85%, due 09/15/2021 0.01%
General Motors Co. 0.01%
Time Warner Cable LLC, 5.50%, due 09/01/2041 0.01%
Brooklyn Union Gas Co., 4.27%, due 03/15/2048 0.01%
CRH PLC 0.01%
Korea Gas Corp., 1.87%, due 07/18/2021 0.01%
Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 0.01%
Beazley PLC 0.01%
Brookfield Finance, Inc., 4.85%, due 03/29/2029 0.01%
CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 0.01%
Federal National Mortgage Association, 5.50%, due 09/01/2031 0.01%
Barratt Developments PLC 0.01%
Rio Tinto PLC 0.01%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC2, Class M1, 1.00%, due 12/25/2033 0.01%
nVent Finance SARL, 4.55%, due 04/15/2028 0.01%
Xcel Energy, Inc. 0.01%
Verizon Communications, Inc., 4.00%, due 03/22/2050 0.01%
Vonovia SE 0.01%
Federal National Mortgage Association, 4.50%, due 09/01/2040 0.01%
Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 4.12%, due 08/01/2023 0.01%
Nomura Research Institute, Ltd. 0.01%
CHEC Loan Trust, Series 2004-1, Class M2, 1.15%, due 07/25/2034 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 0.01%
Realty Income Corp., 3.87%, due 04/15/2025 0.01%
Precision Castparts Corp., 4.20%, due 06/15/2035 0.01%
American Campus Communities, Inc., REIT 0.01%
Yale-New Haven Health Services Corp., 2.49%, due 07/01/2050 0.01%
Reckitt Benckiser Group PLC 0.01%
U.S. Treasury Note, 2.87%, due 04/30/2025 0.01%
Global Payments, Inc., 2.90%, due 05/15/2030 0.01%
Raytheon Technologies Corp., 4.45%, due 11/16/2038 0.01%
Intel Corp. 0.01%
Itau Unibanco Holding SA, 5.23% 0.01%
American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 0.01%
Planet Fitness, Inc., Class A 0.01%
Shin-Etsu Chemical Co., Ltd. 0.01%
Apple, Inc., 3.20%, due 05/11/2027 0.01%
Oracle Corp., 3.85%, due 07/15/2036 0.01%
WFRBS Commercial Mortgage Trust, Series 2012-C6, Class A4, 3.44%, due 04/15/2045 0.01%
Lockheed Martin Corp., 4.50%, due 05/15/2036 0.01%
RealPage, Inc. 0.01%
GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 0.01%
CK Asset Holdings, Ltd. 0.01%
Eni USA, Inc., 7.30%, due 11/15/2027 0.01%
Royalty Pharma PLC, 3.55%, due 09/02/2050 0.01%
Sumitomo Electric Industries, Ltd. 0.01%
Cummins, Inc., 2.60%, due 09/01/2050 0.01%
Government National Mortgage Association, 0.67%, due 10/20/2062 0.01%
Royalty Pharma PLC, 3.30%, due 09/02/2040 0.01%
Alphabet, Inc., 2.25%, due 08/15/2060 0.01%
Bayview Financial Acquisition Trust, Series 2004-C, Class M3, 2.10%, due 05/28/2044 0.01%
Southern Power Co., 5.15%, due 09/15/2041 0.01%
Norfolk Southern Corp., 3.95%, due 10/01/2042 0.01%
Capital One Financial Corp., 3.20%, due 02/05/2025 0.01%
Alnylam Pharmaceuticals, Inc. 0.01%
ViacomCBS, Inc., 3.70%, due 08/15/2024 0.01%
Metropolitan Life Global Funding I, 3.00%, due 09/19/2027 0.01%
BP Capital Markets America, Inc., 2.77%, due 11/10/2050 0.01%
UnitedHealth Group, Inc., 4.62%, due 07/15/2035 0.01%
Hyundai Motor Co. 0.01%
Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 0.01%
Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 0.01%
NiSource, Inc., 1.70%, due 02/15/2031 0.01%
Boardwalk Pipelines, LP, 4.80%, due 05/03/2029 0.01%
BMW US Capital LLC, 2.25%, due 09/15/2023 0.01%
Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 0.01%
DuPont de Nemours, Inc., 5.31%, due 11/15/2038 0.01%
Dell International LLC / EMC Corp., 6.20%, due 07/15/2030 0.01%
Reynolds American, Inc., 5.70%, due 08/15/2035 0.01%
Boeing Co., 5.70%, due 05/01/2040 0.01%
AstraZeneca PLC, 6.45%, due 09/15/2037 0.01%
Oracle Corp., 3.80%, due 11/15/2037 0.01%
Federal National Mortgage Association, 0.67%, due 08/25/2042 0.01%
Regions Financial Corp., 3.80%, due 08/14/2023 0.01%
AbbVie, Inc., 4.75%, due 03/15/2045 0.01%
China Resources Land, Ltd. 0.01%
Discovery, Inc., Class A 0.01%
Glencore Finance Canada, Ltd., 5.55%, due 10/25/2042 0.01%
Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 0.01%
FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 0.01%
Exxon Mobil Corp. 0.01%
Federal National Mortgage Association, 3.57%, due 01/01/2021 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 0.01%
CK Hutchison Holdings, Ltd. 0.01%
Tyson Foods, Inc., 5.15%, due 08/15/2044 0.01%
Welltower, Inc., 6.50%, due 03/15/2041 0.01%
Edison International, 4.12%, due 03/15/2028 0.01%
Discovery, Inc., Class C 0.01%
Kweichow Moutai Co., Ltd., A Shares 0.01%
Sumitomo Mitsui Financial Group, Inc., 3.10%, due 01/17/2023 0.01%
Fiserv, Inc., 4.40%, due 07/01/2049 0.01%
Cigna Corp., 3.25%, due 04/15/2025 0.01%
Toledo Edison Co., 6.15%, due 05/15/2037 0.01%
Cleveland Electric Illuminating Co., 3.50%, due 04/01/2028 0.01%
Southwest Airlines Co. 0.01%
Dexus, REIT 0.01%
AbbVie, Inc., 3.85%, due 06/15/2024 0.01%
Kroger Co., 8.00%, due 09/15/2029 0.01%
ConocoPhillips Co., 4.95%, due 03/15/2026 0.01%
Sunoco Logistics Partners Operations, LP, 5.35%, due 05/15/2045 0.01%
Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5, 2.88%, due 09/25/2033 0.01%
CHL Mortgage Pass-Through Trust, Series 2005-15, Class A3, 5.75%, due 08/25/2035 0.01%
Lowe's Cos., Inc., 4.55%, due 04/05/2049 0.01%
Amgen, Inc., 2.30%, due 02/25/2031 0.01%
Eaton Corp., 5.80%, due 03/15/2037 0.01%
Tokyo Electron, Ltd. 0.01%
MidAmerican Energy Co., 4.25%, due 05/01/2046 0.01%
Federal Home Loan Mortgage Corp. REMIC, 0.56%, due 04/15/2039 0.01%
West Japan Railway Co. 0.01%
Federal National Mortgage Association REMIC, 0.67%, due 07/25/2041 0.01%
HP, Inc., 3.00%, due 06/17/2027 0.01%
Time Warner Cable LLC, 5.87%, due 11/15/2040 0.01%
Children's National Medical Center, 2.92%, due 07/15/2050 0.01%
Long Beach Mortgage Loan Trust, Series 2004-3, Class M4, 1.78%, due 07/25/2034 0.01%
Daiwa Securities Group, Inc., 3.12%, due 04/19/2022 0.01%
Mitsubishi UFJ Financial Group, Inc., 2.66%, due 07/25/2022 0.01%
CNA Financial Corp., 3.45%, due 08/15/2027 0.01%
Boston Scientific Corp., 4.55%, due 03/01/2039 0.01%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.01%
Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 0.01%
Capital One Financial Corp., 3.75%, due 07/28/2026 0.01%
Southern Co. 0.01%
American Airlines Pass-Through Trust, 3.70%, due 04/15/2027 0.01%
Douglas Dynamics, Inc. 0.01%
Halliburton Co., 4.85%, due 11/15/2035 0.01%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.01%
United Airlines Pass-Through Trust, 4.30%, due 02/15/2027 0.01%
Upjohn, Inc., 1.65%, due 06/22/2025 0.01%
SoftBank Group Corp. 0.01%
Martin Marietta Materials, Inc., 3.45%, due 06/01/2027 0.01%
Enbridge, Inc., 5.75%, due 07/15/2080 0.01%
Brookfield Finance, Inc., 4.70%, due 09/20/2047 0.01%
Fiserv, Inc., 3.20%, due 07/01/2026 0.01%
Federal National Mortgage Association REMIC, 0.67%, due 11/25/2041 0.01%
Mexico City Airport Trust, 5.50%, due 07/31/2047 0.01%
Pfizer, Inc., 2.55%, due 05/28/2040 0.01%
Enbridge, Inc., 4.50%, due 06/10/2044 0.01%
Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 0.01%
Abbott Laboratories, 1.40%, due 06/30/2030 0.01%
Magna International, Inc. 0.01%
Consolidated Edison Co. of New York, Inc., 3.70%, due 11/15/2059 0.01%
U.S. Treasury Note, 2.00%, due 06/30/2024 0.01%
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7B, 2.11%, due 11/21/2034 0.01%
Abbott Laboratories, 1.15%, due 01/30/2028 0.01%
Macquarie Bank, Ltd., 4.00%, due 07/29/2025 0.01%
Airbus SE, 3.95%, due 04/10/2047 0.01%
TWDC Enterprises 18 Corp., Series MTN, 3.70%, due 12/01/2042 0.01%
DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 0.01%
Enterprise Products Operating LLC, 4.45%, due 02/15/2043 0.01%
UDR, Inc., Series MTN, 2.10%, due 08/01/2032 0.01%
Delmarva Power & Light Co., 4.15%, due 05/15/2045 0.01%
Analog Devices, Inc., 4.50%, due 12/05/2036 0.01%
Progress Residential Trust, Series 2017-SFR1, Class A, 2.76%, due 08/17/2034 0.01%
AXA SA 0.01%
Williams Cos., Inc., 4.85%, due 03/01/2048 0.01%
Henkel AG & Co. KGaA, 2.17% 0.01%
Cigna Corp., 4.50%, due 02/25/2026 0.01%
Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 0.01%
Southern California Edison Co., 3.65%, due 03/01/2028 0.01%
Hartford Financial Services Group, Inc. 0.01%
National Vision Holdings, Inc. 0.01%
AutoZone, Inc., 1.65%, due 01/15/2031 0.01%
Plains All American Pipeline, LP / PAA Finance Corp., 4.70%, due 06/15/2044 0.01%
Intel Corp., 3.73%, due 12/08/2047 0.01%
American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 0.01%
LG Household & Health Care, Ltd. 0.01%
Southwestern Electric Power Co., 3.90%, due 04/01/2045 0.01%
Republic Services, Inc., 3.05%, due 03/01/2050 0.01%
Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 0.01%
Energy Transfer Operating, LP, 5.15%, due 02/01/2043 0.01%
Goodman Finance Three LLC, 3.70%, due 03/15/2028 0.01%
Duke Energy Progress LLC, 3.70%, due 10/15/2046 0.01%
Sequoia Mortgage Trust, Series 2007-3, Class 1A1, 0.35%, due 07/20/2036 0.01%
Shenzhou International Group Holdings, Ltd. 0.01%
Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 0.01%
Enbridge, Inc., 6.25%, due 03/01/2078 0.01%
Hyundai Mobis Co., Ltd. 0.01%
Kia Motors Corp. 0.01%
MPLX, LP, 4.70%, due 04/15/2048 0.01%
Baltimore Gas & Electric Co., 3.50%, due 08/15/2046 0.01%
Deutsche Wohnen SE 0.01%
Lowe's Cos., Inc., 2.50%, due 04/15/2026 0.01%
O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 0.01%
ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE3, Class M1, 1.97%, due 10/25/2032 0.01%
International Lease Finance Corp., 5.87%, due 08/15/2022 0.01%
Prologis, LP, 1.25%, due 10/15/2030 0.01%
BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.35%, due 08/15/2046 0.01%
Kroger Co. 0.01%
E.Sun Financial Holding Co., Ltd. 0.01%
ERAC USA Finance LLC, 4.50%, due 08/16/2021 0.01%
NCSoft Corp. 0.01%
Comcast Corp., 3.45%, due 02/01/2050 0.01%
MSCI, Inc. 0.01%
Duke University, 2.83%, due 10/01/2055 0.01%
Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06%, due 04/20/2022 0.01%
Apple, Inc., 3.85%, due 08/04/2046 0.01%
Bank of China, Ltd., H Shares 0.01%
Kinder Morgan, Inc., 3.25%, due 08/01/2050 0.01%
Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 0.01%
Equinor ASA, 2.87%, due 04/06/2025 0.01%
T&D Holdings, Inc. 0.01%
MetLife, Inc., 4.12%, due 08/13/2042 0.01%
RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 0.01%
Time Warner Cable LLC, 4.50%, due 09/15/2042 0.01%
Progress Energy, Inc., 7.00%, due 10/30/2031 0.01%
Westlake Chemical Corp., 3.60%, due 07/15/2022 0.01%
Stryker Corp., 2.90%, due 06/15/2050 0.01%
International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 0.01%
Prologis, LP, 2.12%, due 10/15/2050 0.01%
Heineken NV, 3.40%, due 04/01/2022 0.01%
Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 0.01%
San Diego Gas & Electric Co., 3.32%, due 04/15/2050 0.01%
EQT Corp., 3.90%, due 10/01/2027 0.01%
Commonwealth Edison Co., 3.00%, due 03/01/2050 0.01%
Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 0.01%
Niagara Mohawk Power Corp., 3.50%, due 10/01/2024 0.01%
Norfolk Southern Corp., 4.05%, due 08/15/2052 0.01%
New York Life Global Funding, 3.00%, due 01/10/2028 0.01%
UDR, Inc., 3.00%, due 08/15/2031 0.01%
Longfor Group Holdings, Ltd. 0.01%
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A3, 3.02%, due 09/25/2035 0.01%
Banco Santander SA 0.01%
Daicel Corp. 0.01%
COMM Mortgage Trust, Series 2013-SFS, Class A2, 3.08%, due 04/12/2035 0.01%
Ohio State University, Series A, 4.04%, due 12/01/2056 0.01%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 12/16/2021 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2032 0.01%
Grupo Financiero Banorte SAB de CV, Class O 0.01%
Sequoia Mortgage Trust, Series 2004-8, Class A1, 0.85%, due 09/20/2034 0.01%
China Overseas Land & Investment, Ltd. 0.01%
Merck & Co., Inc., 3.70%, due 02/10/2045 0.01%
Burberry Group PLC 0.01%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.12%, due 07/03/2023 0.01%
Government National Mortgage Association, 1.65%, due 04/20/2063 0.01%
POSCO 0.01%
Nichirei Corp. 0.01%
Progressive Corp., 5.37%, due 03/15/2023 0.01%
Bank Rakyat Indonesia Persero Tbk PT 0.01%
Government National Mortgage Association, 5.50%, due 01/16/2033 0.01%
TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 0.01%
CenterPoint Energy Houston Electric LLC, 3.00%, due 02/01/2027 0.01%
KeyCorp, Series MTN, 4.15%, due 10/29/2025 0.01%
China Pacific Insurance Group Co., Ltd., H Shares 0.01%
Union Pacific Corp. 0.01%
Innovent Biologics, Inc. 0.01%
Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 0.01%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, due 01/23/2023 0.01%
Government National Mortgage Association, 4.00%, due 11/16/2042 0.01%
Keurig Dr. Pepper, Inc., 4.42%, due 12/15/2046 0.01%
CSPC Pharmaceutical Group, Ltd. 0.01%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.01%
Patrick Industries, Inc. 0.01%
Cox Communications, Inc., 3.25%, due 12/15/2022 0.01%
Cox Communications, Inc., 4.60%, due 08/15/2047 0.01%
Corning, Inc., 5.35%, due 11/15/2048 0.01%
Nevada Power Co., 6.65%, due 04/01/2036 0.01%
Mid-America Apartments, LP, 1.70%, due 02/15/2031 0.01%
Federal National Mortgage Association, 1.12%, due 11/25/2022 0.01%
Realty Income Corp., 4.65%, due 03/15/2047 0.01%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.01%
Interstate Power & Light Co., 2.30%, due 06/01/2030 0.01%
PECO Energy Co., 2.80%, due 06/15/2050 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2026 0.01%
Accor SA 0.01%
DTE Electric Co., 3.70%, due 03/15/2045 0.01%
Federal National Mortgage Association, 3.50%, due 08/01/2032 0.01%
ERAC USA Finance LLC, 4.50%, due 02/15/2045 0.01%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.01%
Connecticut Light & Power Co., 3.20%, due 03/15/2027 0.01%
MarketAxess Holdings, Inc. 0.01%
Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 0.01%
Florida Power & Light Co., 5.62%, due 04/01/2034 0.01%
Fubon Financial Holding Co., Ltd. 0.01%
Sempra Energy 0.01%
U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 0.01%
America Movil SAB de CV, Series L 0.01%
Colombia Government International Bond, 7.37%, due 09/18/2037 0.01%
Laboratory Corp. of America Holdings, 3.20%, due 02/01/2022 0.01%
Wal-Mart de Mexico SAB de CV 0.01%
Chevron USA, Inc., 2.34%, due 08/12/2050 0.01%
Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 0.01%
Federal National Mortgage Association REMIC, 0.67%, due 10/25/2042 0.01%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.01%
MortgageIT Trust, Series 2005-5, Class A1, 0.69%, due 12/25/2035 0.01%
Sunny Optical Technology Group Co., Ltd. 0.01%
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M3, 3.17%, due 11/25/2033 0.01%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.01%
CD Projekt SA 0.01%
Academic Loan Funding Trust, Series 2013-1A, Class A, 0.97%, due 12/26/2044 0.01%
Chailease Holding Co., Ltd. 0.01%
Hero Funding Trust, Series 2016-3A, Class A1, 3.08%, due 09/20/2042 0.01%
Kubota Corp. 0.01%
Uni-President Enterprises Corp. 0.01%
Baker Hughes Holdings LLC, 5.12%, due 09/15/2040 0.01%
Telekomunikasi Indonesia Persero Tbk PT 0.01%
Constellation Brands, Inc., 4.40%, due 11/15/2025 0.01%
Shiseido Co., Ltd. 0.01%
Japan Airlines Co., Ltd. 0.01%
MPLX, LP, 5.25%, due 01/15/2025 0.01%
Barrick Gold Corp., 6.45%, due 10/15/2035 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 07/15/2037 0.01%
Tatneft PJSC, ADR 0.01%
Golden Bear LLC, Series 2016-R, Class R, 5.65%, due 09/20/2047 0.01%
Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 0.01%
Anthem, Inc., 4.62%, due 05/15/2042 0.01%
Norfolk Southern Corp., 3.85%, due 01/15/2024 0.01%
Spectra Energy Partners, LP, 3.50%, due 03/15/2025 0.01%
Cintas Corp. 0.01%
Cigna Corp., 3.05%, due 11/30/2022 0.01%
Total Capital International SA, 3.12%, due 05/29/2050 0.01%
TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 0.01%
Nokia OYJ 0.01%
Walt Disney Co., 2.75%, due 09/01/2049 0.01%
Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 0.01%
Marathon Petroleum Corp., 4.50%, due 05/01/2023 0.01%
B3 SA - Brasil Bolsa Balcao 0.01%
Massachusetts Electric Co., 4.00%, due 08/15/2046 0.01%
Cigna Holding Co., 3.25%, due 04/15/2025 0.01%
Zoetis, Inc., 4.50%, due 11/13/2025 0.01%
Ohio State University, Series A, 4.80%, due 06/01/2111 0.01%
Time Warner Cable LLC, 6.55%, due 05/01/2037 0.01%
Denso Corp. 0.01%
National Retail Properties, Inc., 3.60%, due 12/15/2026 0.01%
Advantest Corp. 0.01%
AbbVie, Inc., 2.80%, due 03/15/2023 0.01%
ITOCHU Corp. 0.01%
Tyson Foods, Inc., 4.55%, due 06/02/2047 0.01%
Impac CMB Trust, Series 2004-4, Class 1A2, 0.79%, due 09/25/2034 0.01%
Brookfield Finance, Inc., 3.90%, due 01/25/2028 0.01%
Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 0.01%
Ventas Realty, LP, 3.85%, due 04/01/2027 0.01%
State of California, 7.30%, due 10/01/2039 0.01%
Banco Bradesco SA, 7.98% 0.01%
MediaTek, Inc. 0.01%
Tokyu Corp. 0.01%
Qatar National Bank QPSC 0.01%
Duke Energy Progress LLC, 5.70%, due 04/01/2035 0.01%
Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 0.01%
Enterprise Products Operating LLC, 3.95%, due 01/31/2060 0.01%
Hanover Insurance Group, Inc., 2.50%, due 09/01/2030 0.01%
New England Power Co., 3.80%, due 12/05/2047 0.01%
Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 0.01%
Southwestern Public Service Co., 6.00%, due 10/01/2036 0.01%
Volvo AB, B Shares 0.01%
Diamondback Energy, Inc. 0.01%
Carrier Global Corp., 2.24%, due 02/15/2025 0.01%
ORIX Corp., 2.90%, due 07/18/2022 0.01%
TE Connectivity, Ltd. 0.01%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.01%
Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 0.01%
Bank of Montreal, 3.80%, due 12/15/2032 0.01%
UBS Group AG 0.01%
Ecopetrol SA, 5.37%, due 06/26/2026 0.01%
LyondellBasell Industries NV, Class A 0.01%
Entergy Louisiana LLC, 2.40%, due 10/01/2026 0.01%
DaVita, Inc. 0.01%
CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 0.01%
FirstRand, Ltd. 0.01%
Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 0.01%
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 0.01%
Shinhan Financial Group Co., Ltd. 0.01%
Concho Resources, Inc., 2.40%, due 02/15/2031 0.01%
International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 0.01%
American Tower Corp., 3.37%, due 10/15/2026 0.01%
Indiana Michigan Power Co., 3.20%, due 03/15/2023 0.01%
Northrop Grumman Corp., 3.20%, due 02/01/2027 0.01%
Saudi Basic Industries Corp. 0.01%
Ventas, Inc., REIT 0.01%
Glencore Funding LLC, 4.12%, due 05/30/2023 0.01%
Whitbread PLC 0.01%
Country Garden Services Holdings Co., Ltd. 0.01%
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2036 0.01%
Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2032 0.01%
Baltimore Gas & Electric Co., 2.90%, due 06/15/2050 0.01%
Enterprise Products Operating LLC, 5.75%, due 03/01/2035 0.01%
Nutrien, Ltd., 5.00%, due 04/01/2049 0.01%
Hiwin Technologies Corp. 0.01%
Jiangsu Hengrui Medicine Co., Ltd., A Shares 0.01%
Anthem, Inc., 4.65%, due 08/15/2044 0.01%
Ono Pharmaceutical Co., Ltd. 0.01%
OTP Bank Nyrt 0.01%
Edwards Lifesciences Corp. 0.01%
Cheniere Energy, Inc. 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 6.38%, due 10/23/2035 0.01%
Kingsoft Corp., Ltd. 0.01%
Bank of America Corp., 3.55%, due 03/05/2024 0.01%
NiSource, Inc., 5.65%, due 02/01/2045 0.01%
Anthem, Inc., 4.10%, due 03/01/2028 0.01%
Credicorp, Ltd. 0.01%
Entergy Louisiana LLC, 3.05%, due 06/01/2031 0.01%
Royal Bank of Canada, Series MTN, 4.65%, due 01/27/2026 0.01%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.01%
MultiCare Health System, 2.80%, due 08/15/2050 0.01%
Liberty Mutual Group, Inc., 4.56%, due 02/01/2029 0.01%
Government National Mortgage Association, 6.00%, due 02/15/2024 0.01%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.01%
Commonwealth Bank of Australia 0.01%
Suzano SA 0.01%
Wisconsin Electric Power Co., 3.10%, due 06/01/2025 0.01%
Verisk Analytics, Inc. 0.01%
Citigroup, Inc., 3.87%, due 01/24/2039 0.01%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class A3, 3.66%, due 02/15/2047 0.01%
Gazprom PJSC, ADR 0.01%
Union Electric Co., 2.95%, due 06/15/2027 0.01%
Precision Castparts Corp., 3.25%, due 06/15/2025 0.01%
Kinder Morgan, Inc. 0.01%
American Tower Corp., 3.10%, due 06/15/2050 0.01%
U.S. Treasury Bond, 3.87%, due 08/15/2040 0.01%
Avangrid, Inc., 3.15%, due 12/01/2024 0.01%
Dollar General Corp., 4.12%, due 05/01/2028 0.01%
BOE Technology Group Co., Ltd., A Shares 0.01%
NIKE, Inc., 3.37%, due 03/27/2050 0.01%
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., A Shares 0.01%
Kingdee International Software Group Co., Ltd. 0.01%
Suofeiya Home Collection Co., Ltd., A Shares 0.01%
Teachers Insurance & Annuity Association of America, 4.37%, due 09/15/2054 0.01%
X5 Retail Group NV, GDR 0.01%
Leidos, Inc., 4.37%, due 05/15/2030 0.01%
KT&G Corp. 0.01%
Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.84%, due 02/25/2036 0.01%
Cleveland Electric Illuminating Co., 5.50%, due 08/15/2024 0.01%
Moscow Exchange PJSC 0.01%
Samsung SDI Co., Ltd. 0.01%
Hana Financial Group, Inc. 0.01%
Taiwan Semiconductor Manufacturing Co., Ltd. 0.01%
PSEG Power LLC, 4.15%, due 09/15/2021 0.01%
Enterprise Products Operating LLC, 4.85%, due 08/15/2042 0.01%
Conagra Brands, Inc., 5.30%, due 11/01/2038 0.01%
Leidos, Inc., 2.95%, due 05/15/2023 0.01%
Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 0.01%
FirstEnergy Corp., 2.25%, due 09/01/2030 0.01%
Structured Adjustable Rate Mortgage Loan Trust, Series 2004-18, Class 4A1, 3.33%, due 12/25/2034 0.01%
Largan Precision Co., Ltd. 0.01%
Hon Hai Precision Industry Co., Ltd. 0.01%
Delta Air Lines, Inc. 0.01%
Yamato Holdings Co., Ltd. 0.01%
MPLX, LP, 4.12%, due 03/01/2027 0.01%
BASF SE 0.01%
Laobaixing Pharmacy Chain JSC, A Shares 0.01%
BP Capital Markets America, Inc., 1.74%, due 08/10/2030 0.01%
Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 0.01%
Crown Castle International Corp., 3.25%, due 01/15/2051 0.01%
Dominion Energy, Inc., 5.25%, due 08/01/2033 0.01%
Microsoft Corp., 3.50%, due 11/15/2042 0.01%
Advantech Co., Ltd. 0.01%
Ping An Bank Co., Ltd., A Shares 0.01%
Altice USA, Inc., Class A 0.01%
Federal National Mortgage Association REMIC, 4.00%, due 05/25/2033 0.01%
WP Carey, Inc., 4.25%, due 10/01/2026 0.01%
Ecopetrol SA, 4.12%, due 01/16/2025 0.01%
Capital One Financial Corp., 4.20%, due 10/29/2025 0.01%
ViacomCBS, Inc., 4.85%, due 07/01/2042 0.01%
Fomento Economico Mexicano SAB de CV, ADR 0.01%
Bid Corp., Ltd. 0.01%
Federal Home Loan Mortgage Corp. REMIC, 0.61%, due 05/15/2039 0.01%
Southern California Edison Co., 3.70%, due 08/01/2025 0.01%
National Commercial Bank 0.01%
Citigroup, Inc., 3.87%, due 03/26/2025 0.01%
AstraZeneca PLC, 4.00%, due 09/18/2042 0.01%
T. Rowe Price Group, Inc. 0.01%
Realty Income Corp., 3.25%, due 01/15/2031 0.01%
Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M2, 1.10%, due 07/25/2034 0.01%
American Water Capital Corp., 4.00%, due 12/01/2046 0.01%
Siam Cement PCL 0.01%
Recruit Holdings Co., Ltd. 0.01%
SMC Corp. 0.01%
Southwest Gas Corp., 3.80%, due 09/29/2046 0.01%
Duke Realty, LP, 2.87%, due 11/15/2029 0.01%
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares 0.01%
Capital One Financial Corp., 3.75%, due 04/24/2024 0.01%
Suncor Energy, Inc., 7.87%, due 06/15/2026 0.01%
Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR14, Class A1, 3.15%, due 08/25/2035 0.01%
Bilibili, Inc., ADR 0.01%
Lincoln National Corp., 4.00%, due 09/01/2023 0.01%
Catcher Technology Co., Ltd. 0.01%
Public Bank Bhd. 0.01%
Upjohn, Inc., 3.85%, due 06/22/2040 0.01%
PepsiCo, Inc., 3.50%, due 03/19/2040 0.01%
Magazine Luiza SA 0.01%
Albemarle Corp., 5.45%, due 12/01/2044 0.01%
Geely Automobile Holdings, Ltd. 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%
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 0.01%
Equity Lifestyle Properties, Inc., REIT 0.01%
International Paper Co., 8.70%, due 06/15/2038 0.01%
National Retail Properties, Inc., 3.50%, due 10/15/2027 0.01%
Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M8, 3.47%, due 11/25/2034 0.01%
NovaStar Mortgage Funding Trust, Series 2003-3, Class M1, 1.30%, due 12/25/2033 0.01%
Jersey Central Power & Light Co., 6.15%, due 06/01/2037 0.01%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.01%
Sempra Energy, 4.05%, due 12/01/2023 0.01%
Yuanta Financial Holding Co., Ltd. 0.01%
McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 0.01%
BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 0.01%
BIM Birlesik Magazalar AS 0.01%
HDFC Bank, Ltd., ADR 0.01%
Walt Disney Co., 9.50%, due 07/15/2024 0.01%
China Gas Holdings, Ltd. 0.01%
ArcelorMittal SA 0.01%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.01%
Thales SA 0.01%
Exeter Automobile Receivables Trust, Series 2018-4A, Class B, 3.64%, due 11/15/2022 0.01%
WestRock Co. 0.01%
KeySpan Gas East Corp., 2.74%, due 08/15/2026 0.01%
China Shenhua Energy Co., Ltd., H Shares 0.01%
Halliburton Co., 8.75%, due 02/15/2021 0.01%
ENN Energy Holdings, Ltd. 0.01%
Texas Health Resources, 2.32%, due 11/15/2050 0.01%
Grupo Mexico SAB de CV, Series B 0.01%
NARI Technology Co., Ltd., A Shares 0.01%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.01%
SK Innovation Co., Ltd. 0.01%
Sunoco Logistics Partners Operations, LP, 6.10%, due 02/15/2042 0.01%
Master Asset-Backed Securities Trust, Series 2004-OPT2, Class M1, 1.07%, due 09/25/2034 0.01%
Sequoia Mortgage Trust, Series 2004-9, Class A1, 0.83%, due 10/20/2034 0.01%
Koninklijke Philips NV 0.01%
Aetna, Inc., 6.75%, due 12/15/2037 0.01%
China Yangtze Power Co., Ltd., A Shares 0.01%
Cigna Corp., 3.40%, due 03/01/2027 0.01%
Ford Foundation, 2.81%, due 06/01/2070 0.01%
Severstal PAO, GDR 0.01%
Baoshan Iron & Steel Co., Ltd., A Shares 0.01%
China Vanke Co., Ltd., H Shares 0.01%
American International Group, Inc. 0.01%
Hangzhou Robam Appliances Co., Ltd., A Shares 0.01%
Government National Mortgage Association, 6.00%, due 09/20/2038 0.01%
Sequoia Mortgage Trust, Series 2004-5, Class A2, 0.67%, due 06/20/2034 0.01%
Williams Cos., Inc. 0.01%
CSX Corp., Series MTN, 6.00%, due 10/01/2036 0.01%
AngloGold Ashanti, Ltd., ADR 0.01%
Constellation Brands, Inc., 3.75%, due 05/01/2050 0.01%
AbbVie, Inc., 3.37%, due 09/15/2020 0.01%
Royal Dutch Shell PLC, B Shares 0.01%
Merck KGaA 0.01%
Microsoft Corp., 3.95%, due 08/08/2056 0.01%
Poly Developments and Holdings Group Co., Ltd., A Shares 0.01%
Southern California Edison Co., 3.65%, due 02/01/2050 0.01%
Electronic Arts, Inc. 0.01%
ASE Technology Holding Co., Ltd. 0.01%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.01%
Vanguard International Semiconductor Corp. 0.01%
Oversea-Chinese Banking Corp., Ltd. 0.01%
WFRBS Commercial Mortgage Trust, Series 2011-C3, Class A4, 4.37%, due 03/15/2044 0.01%
Duke Energy Ohio, Inc., 2.12%, due 06/01/2030 0.01%
San Diego Gas & Electric Co., 4.30%, due 04/01/2042 0.01%
Lockheed Martin Corp., 4.07%, due 12/15/2042 0.01%
Mosaic Co., 4.05%, due 11/15/2027 0.01%
Globalwafers Co., Ltd. 0.01%
Clicks Group, Ltd. 0.01%
Japan Tobacco, Inc. 0.01%
TransCanada PipeLines, Ltd., 4.25%, due 05/15/2028 0.01%
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2040 0.01%
Federal National Mortgage Association, 5.00%, due 06/01/2033 0.01%
Formosa Petrochemical Corp. 0.01%
NiSource, Inc., 5.80%, due 02/01/2042 0.01%
Gerdau SA, 0.71% 0.01%
Federal National Mortgage Association REMIC, 1.07%, due 03/25/2038 0.01%
Alinma Bank 0.01%
Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 0.01%
Becton Dickinson & Co., 3.70%, due 06/06/2027 0.01%
PTT Exploration & Production PCL 0.01%
Bidvest Group, Ltd. 0.01%
Government National Mortgage Association, 5.86%, due 12/20/2038 0.01%
McDonald's Corp., Series MTN, 3.70%, due 02/15/2042 0.01%
Hangzhou Tigermed Consulting Co., Ltd., H Shares 0.01%
HCA, Inc., 5.25%, due 06/15/2049 0.01%
Formosa Plastics Corp. 0.01%
Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 0.01%
Postal Savings Bank of China Co., Ltd., H Shares 0.01%
Hellenic Telecommunications Organization SA 0.01%
WuXi AppTec Co., Ltd., H Shares 0.01%
China Conch Venture Holdings, Ltd. 0.01%
John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 0.01%
Dino Polska SA 0.01%
Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 0.01%
Air Products & Chemicals, Inc., 2.80%, due 05/15/2050 0.01%
FleetCor Technologies, Inc. 0.01%
Sequoia Mortgage Trust, Series 2003-1, Class 1A, 0.91%, due 04/20/2033 0.01%
PTT PCL 0.01%
S-Oil Corp. 0.01%
Enterprise Products Operating LLC, 7.55%, due 04/15/2038 0.01%
PICC Property & Casualty Co., Ltd., H Shares 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2023 0.01%
Government National Mortgage Association, 1.65%, due 02/20/2063 0.01%
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.01%
SK Telecom Co., Ltd. 0.01%
Apple, Inc., 2.65%, due 05/11/2050 0.01%
Techtronic Industries Co., Ltd. 0.01%
China Unicom Hong Kong, Ltd. 0.01%
Master Asset-Backed Securities Trust, Series 2005-NC1, Class M2, 0.92%, due 12/25/2034 0.01%
Evergy Metro, Inc., 5.30%, due 10/01/2041 0.01%
GDS Holdings, Ltd., ADR 0.01%
Localiza Rent a Car SA 0.01%
Federal National Mortgage Association REMIC, 0.57%, due 05/25/2027 0.01%
TIM Participacoes SA, ADR 0.01%
Saudi Telecom Co. 0.01%
Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 0.41%, due 07/19/2035 0.01%
China Lesso Group Holdings, Ltd. 0.01%
Tokyo Gas Co., Ltd. 0.01%
Accton Technology Corp. 0.01%
China State Construction Engineering Corp., Ltd., A Shares 0.01%
SPAR Group, Ltd. 0.01%
Sun Communities, Inc., REIT 0.01%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.01%
Alrosa PJSC 0.01%
Capitec Bank Holdings, Ltd. 0.01%
Lojas Renner SA 0.01%
Packaging Corp. of America 0.01%
U.S. Treasury Bill, 0.15%, due 09/17/2020 0.01%
Zhejiang Chint Electrics Co., Ltd., A Shares 0.01%
Kimberly-Clark de Mexico SAB de CV, A Shares 0.01%
Thai Oil PCL 0.01%
OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A, 3.50%, due 04/18/2022 0.01%
Dongfeng Motor Group Co., Ltd., H Shares 0.01%
Realtek Semiconductor Corp. 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%
Tenaga Nasional Bhd. 0.01%
Entergy Louisiana LLC, 4.95%, due 01/15/2045 0.01%
Vipshop Holdings, Ltd., ADR 0.01%
Pinduoduo, Inc., ADR 0.01%
Truist Financial Corp. 0.01%
Voya Financial, Inc. 0.01%
RALI Trust, Series 2006-QH1, Class A1, 0.36%, due 12/25/2036 0.01%
DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 0.01%
Equinor ASA, 2.37%, due 05/22/2030 0.01%
Conagra Brands, Inc. 0.01%
Lotte Chemical Corp. 0.01%
Walmart, Inc., 3.62%, due 12/15/2047 0.01%
Fortinet, Inc. 0.01%
Astra International Tbk PT 0.01%
Equinor ASA, 1.75%, due 01/22/2026 0.01%
Almarai Co. JSC 0.01%
Magellan Midstream Partners, LP, 5.15%, due 10/15/2043 0.01%
One Gas, Inc., 2.00%, due 05/15/2030 0.01%
Raia Drogasil SA 0.01%
Celltrion, Inc. 0.01%
CVS Pass-Through Trust, 6.20%, due 10/10/2025 0.01%
Ecopetrol SA, ADR 0.01%
Kansas City Southern 0.00%**
Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 0.00%**
Petronas Chemicals Group Bhd. 0.00%**
Electric Power Development Co., Ltd., Class C 0.00%**
MercadoLibre, Inc. 0.00%**
Trip.Com Group, Ltd., ADR 0.00%**
Itausa SA, 3.15% 0.00%**
Federal National Mortgage Association REMIC, 0.46%, due 07/25/2036 0.00%**
China Petroleum & Chemical Corp., H Shares 0.00%**
Absa Group, Ltd. 0.00%**
Grupo Aeroportuario del Pacifico SAB de CV, B Shares 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2040 0.00%**
Federal National Mortgage Association REMIC, 0.67%, due 05/25/2035 0.00%**
China Molybdenum Co., Ltd., H Shares 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 23.71%, due 06/15/2035 0.00%**
ORIX Corp. 0.00%**
Renesas Electronics Corp. 0.00%**
Telefonica SA 0.00%**
Grupo Aeroportuario del Sureste SAB de CV, Class B 0.00%**
Vodacom Group, Ltd. 0.00%**
51job, Inc., ADR 0.00%**
Impala Platinum Holdings, Ltd. 0.00%**
Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.23%, due 12/25/2044 0.00%**
MTN Group, Ltd. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 0.57%, due 07/15/2037 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 0.00%**
Koninklijke KPN NV 0.00%**
Anheuser-Busch InBev Finance, Inc., 4.62%, due 02/01/2044 0.00%**
Mouwasat Medical Services Co. 0.00%**
Kasikornbank PCL 0.00%**
CGN Power Co., Ltd., H Shares 0.00%**
BOC Hong Kong Holdings, Ltd. 0.00%**
Silergy Corp. 0.00%**
FirstEnergy Corp. 0.00%**
Zai Lab, Ltd., ADR 0.00%**
Kunlun Energy Co., Ltd. 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 0.00%**
Hanon Systems 0.00%**
Bear Stearns Asset-Backed Securities I Trust, Series 2004-FR2, Class M3, 1.97%, due 06/25/2034 0.00%**
China Oilfield Services, Ltd., H Shares 0.00%**
Inner Mongolia Yili Industrial Group Co., Ltd., A Shares 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 0.00%**
Entergy Texas, Inc., 3.45%, due 12/01/2027 0.00%**
Motorola Solutions, Inc. 0.00%**
Luxshare Precision Industry Co., Ltd., A Shares 0.00%**
First Investors Auto Owner Trust, Series 2017-3A, Class A2, 2.41%, due 12/15/2022 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2037 0.00%**
OPAP SA 0.00%**
Minor International PCL 0.00%**
Federal National Mortgage Association, 4.16%, due 09/01/2021 0.00%**
U.S. Treasury Note, 2.25%, due 11/15/2025 0.00%**
Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 0.00%**
MMC Norilsk Nickel PJSC, ADR 0.00%**
Hutchison China MediTech, Ltd., ADR 0.00%**
Federal National Mortgage Association REMIC, 1.42%, due 07/25/2023 0.00%**
Vodafone Group PLC, 5.00%, due 05/30/2038 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 03/25/2023 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.20%, due 10/15/2037 0.00%**
China State Construction International Holdings, Ltd. 0.00%**
Savola Group 0.00%**
SK Holdings Co., Ltd. 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.00%**
Bunge, Ltd. Finance Corp., 3.50%, due 11/24/2020 0.00%**
Delmarva Power & Light Co., 4.00%, due 06/01/2042 0.00%**
Aier Eye Hospital Group Co., Ltd., A Shares 0.00%**
Mr. Price Group, Ltd. 0.00%**
Honeywell International, Inc., 2.80%, due 06/01/2050 0.00%**
Macquarie Group, Ltd. 0.00%**
Merrill Lynch Mortgage Investors Trust, Series 2003-H, Class A1, 0.81%, due 01/25/2029 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.52%, due 03/25/2036 0.00%**
Union Carbide Corp., 7.75%, due 10/01/2096 0.00%**
ABIOMED, Inc. 0.00%**
Nevada Power Co., 5.45%, due 05/15/2041 0.00%**
MASTR Seasoned Securitization Trust, Series 2004-2, Class A2, 6.50%, due 08/25/2032 0.00%**
Ayala Corp. 0.00%**
Hyundai Glovis Co., Ltd. 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.35%, due 01/25/2041 0.00%**
Mando Corp. 0.00%**
Eclat Textile Co., Ltd. 0.00%**
Federal National Mortgage Association REMIC, 5.00%, due 10/25/2025 0.00%**
Southern California Edison Co., 3.90%, due 12/01/2041 0.00%**
Realty Income Corp., REIT 0.00%**
Federal National Mortgage Association, 0.39%, due 03/25/2045 0.00%**
Louisville Gas & Electric Co., 4.65%, due 11/15/2043 0.00%**
B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 0.00%**
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.00%**
Government National Mortgage Association, 1.65%, due 01/20/2063 0.00%**
Atacadao SA 0.00%**
Florida Power & Light Co., 4.05%, due 06/01/2042 0.00%**
Cia Brasileira de Distribuicao 0.00%**
Government National Mortgage Association, 22.72%, due 04/20/2037 0.00%**
Thornburg Mortgage Securities Trust, Series 2004-3, Class A, 0.91%, due 09/25/2034 0.00%**
ANTA Sports Products, Ltd. 0.00%**
Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 0.63%, due 04/25/2029 0.00%**
San Diego Gas & Electric Co., 4.10%, due 06/15/2049 0.00%**
Asahi Group Holdings, Ltd. 0.00%**
KIWOOM Securities Co., Ltd. 0.00%**
Feng TAY Enterprise Co., Ltd. 0.00%**
Oncor Electric Delivery Co. LLC, 3.70%, due 05/15/2050 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.30%, due 01/15/2033 0.00%**
MetLife, Inc. 0.00%**
Thornburg Mortgage Securities Trust, Series 2003-4, Class A1, 0.81%, due 09/25/2043 0.00%**
Moneta Money Bank AS 0.00%**
Bupa Arabia for Cooperative Insurance Co. 0.00%**
Commonwealth Edison Co., 3.70%, due 03/01/2045 0.00%**
Ayala Land, Inc. 0.00%**
National Australia Bank, Ltd. 0.00%**
Sinopharm Group Co., Ltd., H Shares 0.00%**
Emaar Properties PJSC 0.00%**
Nanya Technology Corp. 0.00%**
U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 06/15/2025 0.00%**
Southern Co. Gas Capital Corp., 3.25%, due 06/15/2026 0.00%**
General Motors Financial Co., Inc., 5.25%, due 03/01/2026 0.00%**
Duke Energy Carolinas LLC, 3.20%, due 08/15/2049 0.00%**
Magnitogorsk Iron & Steel Works 0.00%**
Global Unichip Corp. 0.00%**
United Overseas Bank, Ltd. 0.00%**
BeiGene, Ltd., ADR 0.00%**
Wisconsin Electric Power Co., 3.65%, due 12/15/2042 0.00%**
Jointown Pharmaceutical Group Co., Ltd., A Shares 0.00%**
Formosa Chemicals & Fibre Corp. 0.00%**
International Container Terminal Services, Inc. 0.00%**
U.S. Treasury Note, 1.62%, due 08/15/2029 0.00%**
Halliburton Co., 7.60%, due 08/15/2096 0.00%**
Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 0.00%**
Momo, Inc., ADR 0.00%**
China CYTS Tours Holding Co., Ltd., A Shares 0.00%**
Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 0.00%**
Citicorp Mortgage Securities, Inc., Series 2004-3, Class A5, 5.25%, due 05/25/2034 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 0.00%**
CIMB Group Holdings Bhd. 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 02/15/2032 0.00%**
FREED ABS Trust, Series 2018-1, Class A, 3.61%, due 07/18/2024 0.00%**
Assicurazioni Generali SpA 0.00%**
Discovery Communications LLC, 4.95%, due 05/15/2042 0.00%**
Novolipetsk Steel PJSC 0.00%**
Fosun International, Ltd. 0.00%**
Citigroup, Inc., 5.30%, due 05/06/2044 0.00%**
Federal National Mortgage Association, 6.00%, due 01/01/2024 0.00%**
UDR, Inc., REIT 0.00%**
CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 2A4, 5.50%, due 09/25/2034 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 3.92%, due 10/25/2033 0.00%**
Federal Home Loan Mortgage Corp., 3.27%, due 07/01/2040 0.00%**
Telefonica Brasil SA, 6.06% 0.00%**
GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 0.52%, due 09/25/2035 0.00%**
Hapvida Participacoes e Investimentos SA 0.00%**
GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 0.00%**
Country Garden Holdings Co., Ltd. 0.00%**
Banco Santander Chile, ADR 0.00%**
Sino Biopharmaceutical, Ltd. 0.00%**
Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd., A Shares 0.00%**
Federal National Mortgage Association REMIC, 6.50%, due 07/25/2036 0.00%**
Richter Gedeon Nyrt 0.00%**
Top Glove Corp. Bhd 0.00%**
MASTR Asset Securitization Trust, Series 2003-11, Class 9A6, 5.25%, due 12/25/2033 0.00%**
iQIYI, Inc., ADR 0.00%**
Federal National Mortgage Association REMIC, 5.50%, due 05/25/2033 0.00%**
CenterPoint Energy, Inc., 2.95%, due 03/01/2030 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.10%, due 06/25/2033 0.00%**
Aviva PLC 0.00%**
Gold Fields, Ltd., ADR 0.00%**
Cabot Oil & Gas Corp. 0.00%**
Shell International Finance BV, 4.55%, due 08/12/2043 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 12/01/2027 0.00%**
BOC Aviation, Ltd. 0.00%**
UniCredit SpA 0.00%**
Federal National Mortgage Association, 5.50%, due 07/01/2025 0.00%**
Appalachian Power Co., 5.80%, due 10/01/2035 0.00%**
City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 0.00%**
Sequoia Mortgage Trust, Series 2010, Class 1A, 0.95%, due 10/20/2027 0.00%**
Alibaba Health Information Technology, Ltd. 0.00%**
Pick n Pay Stores, Ltd. 0.00%**
Inventec Corp. 0.00%**
Enterprise Products Operating LLC, 4.25%, due 02/15/2048 0.00%**
Zhejiang Expressway Co., Ltd., H Shares 0.00%**
Sequoia Mortgage Trust, Series 2004-11, Class A1, 0.75%, due 12/20/2034 0.00%**
Impac Secured Assets Trust, Series 2006-1, Class 2A1, 0.52%, due 05/25/2036 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.42%, due 08/25/2035 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7, 2.68%, due 08/25/2033 0.00%**
FirstEnergy Corp., 1.60%, due 01/15/2026 0.00%**
Impac Secured Assets CMN Owner Trust, Series 2003-3, Class A1, 5.00%, due 08/25/2033 0.00%**
PepsiCo, Inc., 3.60%, due 08/13/2042 0.00%**
GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 0.00%**
Federal National Mortgage Association REMIC, 0.82%, due 02/25/2024 0.00%**
Arizona Public Service Co., 5.05%, due 09/01/2041 0.00%**
BGF retail Co., Ltd. 0.00%**
Boston Gas Co., 4.48%, due 02/15/2042 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.69%, due 10/15/2038 0.00%**
Futures Contracts, Long, S&P/ASX 200 Index 0.00%**
Federal National Mortgage Association, 6.00%, due 07/01/2027 0.00%**
Federal National Mortgage Association REMIC, 22.48%, due 06/25/2035 0.00%**
Shoprite Holdings, Ltd. 0.00%**
Mondi PLC 0.00%**
Cencosud SA 0.00%**
Equatorial Energia SA 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%**
Federal Home Loan Mortgage Corp. REMIC, 0.61%, due 08/15/2039 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7, 3.74%, due 06/25/2033 0.00%**
Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 0.81%, due 07/25/2034 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 0.00%**
Beijing Enterprises Holdings, Ltd. 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2023 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 4.10%, due 04/21/2034 0.00%**
Structured Asset Investment Loan Trust, Series 2003-BC12, Class M1, 1.15%, due 11/25/2033 0.00%**
Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 0.82%, due 10/19/2034 0.00%**
Impac CMB Trust, Series 2005-4, Class 2A1, 0.77%, due 05/25/2035 0.00%**
CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 0.00%**
Federal National Mortgage Association, 6.00%, due 08/01/2027 0.00%**
Sequoia Mortgage Trust, Series 2003-2, Class A1, 0.81%, due 06/20/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 0.00%**
Federal Home Loan Mortgage Corp., 3.78%, due 02/01/2036 0.00%**
H&R Block, Inc. 0.00%**
Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.42%, due 06/25/2036 0.00%**
Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.78%, due 02/25/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 0.00%**
Cullen / Frost Bankers, Inc. 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, 3.41%, due 11/25/2033 0.00%**
Cia Cervecerias Unidas SA, ADR 0.00%**
DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.79%, due 03/25/2039 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 12/15/2036 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.94%, due 04/25/2040 0.00%**
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7, 4.15%, due 10/25/2033 0.00%**
ITV PLC 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 0.00%**
RALI Trust, Series 2004-QA4, Class NB3, 4.47%, due 09/25/2034 0.00%**
Natixis SA 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2033 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 0.00%**
Southern California Edison Co., 1.84%, due 02/01/2022 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 0.61%, due 11/15/2039 0.00%**
Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 05/15/2021 0.00%**
Federal National Mortgage Association REMIC, 6.00%, due 03/25/2029 0.00%**
Federal Home Loan Mortgage Corp., 3.41%, due 12/01/2031 0.00%**
Federal National Mortgage Association, 5.50%, due 03/01/2035 0.00%**
Microsoft Corp., 2.67%, due 06/01/2060 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 0.00%**
Bear Stearns ARM Trust, Series 2003-4, Class 3A1, 3.16%, due 07/25/2033 0.00%**
Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 09/15/2032 0.00%**
Federal National Mortgage Association REMIC, 0.77%, due 04/25/2040 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 0.00%**
JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 3.83%, due 11/25/2033 0.00%**
Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 6.44%, due 05/20/2041 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 0.00%**
Aames Mortgage Investment Trust, Series 2005-3, Class M1, 0.97%, due 08/25/2035 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2037 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2037 0.00%**
Federal National Mortgage Association, 7.00%, due 11/01/2037 0.00%**
Samsung Fire & Marine Insurance Co., Ltd. 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 05/25/2037 0.00%**
MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 3.31%, due 11/21/2034 0.00%**
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2036 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 0.00%**
GSR Mortgage Loan Trust, Series 2003-10, Class 1A1, 2.85%, due 10/25/2033 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2024 0.00%**
COOF Securitization Trust, Ltd., Interest Only STRIPS, Series 2014-1, Class A, 3.07%, due 06/25/2040 0.00%**
Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 3.53%, due 06/25/2035 0.00%**
U.S. Treasury Note, 1.62%, due 02/15/2026 0.00%**
UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.45%, due 05/10/2063 0.00%**
Ford Otomotiv Sanayi AS 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 0.00%**
KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.87%, due 08/25/2038 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%**
ERAC USA Finance LLC, 5.25%, due 10/01/2020 0.00%**
JPMorgan Mortgage Trust, Series 2004-A1, Class 1A1, 2.95%, due 02/25/2034 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2037 0.00%**
Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 0.00%**
BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 0.00%**
CIG Auto Receivables Trust, Series 2017-1A, Class A, 2.71%, due 05/15/2023 0.00%**
Government National Mortgage Association, 5.29%, due 07/20/2060 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 0.00%**
Federal National Mortgage Association, 5.50%, due 03/01/2024 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%**
Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 0.00%**
Banc of America Funding Trust, Series 2005-E, Class 4A1, 3.86%, due 03/20/2035 0.00%**
Structured Asset Securities Corp., Series 2003-37A, Class 2A, 3.52%, due 12/25/2033 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.00%, due 10/15/2039 0.00%**
Federal Home Loan Mortgage Corp., 6.50%, due 09/01/2037 0.00%**
Impac Secured Assets Trust, Series 2006-2, Class 2A1, 0.52%, due 08/25/2036 0.00%**
Government National Mortgage Association, 0.61%, due 03/20/2060 0.00%**
Federal National Mortgage Association, 6.00%, due 08/01/2021 0.00%**
Government National Mortgage Association, 0.81%, due 05/20/2061 0.00%**
Accredited Mortgage Loan Trust, Series 2005-4, Class A2D, 0.49%, due 12/25/2035 0.00%**
Government National Mortgage Association, 0.71%, due 07/20/2062 0.00%**
MASTR Alternative Loan Trust, Principal Only STRIPS, Series 2003-8, Class 15, due 11/25/2018 0.00%**
Minor International PCL, Exercise Price THB 0, Expiration Date 07/31/2023 0.00%**
Government National Mortgage Association, 0.71%, due 04/20/2062 0.00%**
Federal National Mortgage Association, 6.00%, due 01/01/2036 0.00%**
AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 0.00%**
CD Commercial Mortgage Trust, Interest Only STRIPS, Series 2007-CD4, Class XC, 1.38%, due 12/11/2049 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 7.50%, due 04/20/2031 0.00%**
Federal National Mortgage Association REMIC, Principal Only STRIPS, due 01/25/2036 0.00%**
Government National Mortgage Association, 0.61%, 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, 0.71%, due 06/11/2041 0.00%**
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 4.50%, due 12/15/2024 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%**
Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2006-IQ12, Class X1, 0.28%, due 12/15/2043 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, Short, 5-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, TOPIX Index 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note 0.00%**
Futures Contracts, Long, 30-Year U.S. Treasury Bond 0.00%**
Futures Contracts, Short, 10-Year U.S. Treasury Note -0.01%**
Futures Contracts, Short, German Euro Bund -0.01%**
Futures Contracts, Long, U.S. Treasury Ultra Bond -0.05%**
Net Other Assets (Liabilities) 5.30%

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.