|
10/31/2020* |
Transamerica JPMorgan Tactical Allocation VP
| Security Description | % of Total Net Assets |
|---|---|
| JPMorgan High Yield Fund | 4.06% |
| JPMorgan Value Advantage Fund | 2.59% |
| U.S. Treasury Note, 2.50%, due 01/31/2021 | 1.10% |
| Apple, Inc. | 0.76% |
| Microsoft Corp. | 0.74% |
| Amazon.com, Inc. | 0.64% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.60% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 | 0.45% |
| Citigroup, Inc., 3.52%, due 10/27/2028 | 0.43% |
| U.S. Treasury Bond, 4.37%, due 02/15/2038 | 0.37% |
| U.S. Treasury Bond, 2.87%, due 05/15/2049 | 0.37% |
| Seasoned Loans Structured Transaction, Series 2018-1, Class A1, 3.50%, due 06/25/2028 | 0.34% |
| Bank of America Corp., Series MTN, 3.82%, due 01/20/2028 | 0.32% |
| U.S. Treasury Bond, 2.50%, due 05/15/2046 | 0.31% |
| 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 | 0.29% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2023 | 0.27% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.27% |
| Federal National Mortgage Association, 2.94%, due 12/01/2028 | 0.24% |
| Alphabet, Inc., Class C | 0.24% |
| Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 | 0.24% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.24% |
| Alibaba Group Holding, Ltd. | 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 | 0.23% |
| iShares MSCI India ETF | 0.21% |
| Facebook, Inc., Class A | 0.21% |
| Tencent Holdings, Ltd. | 0.21% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.21% |
| Goldman Sachs Group, Inc., 3.50%, due 04/01/2025 | 0.20% |
| Exxon Mobil Corp., 2.61%, due 10/15/2030 | 0.20% |
| Credit Suisse Group AG, 4.28%, due 01/09/2028 | 0.19% |
| Mastercard, Inc., Class A | 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% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 | 0.18% |
| Verus Securitization Trust, Series 2019-4, Class M1, 3.20%, due 11/25/2059 | 0.18% |
| UnitedHealth Group, Inc. | 0.18% |
| FREMF Mortgage Trust, Series 2015-K44, Class B, 3.68%, due 01/25/2048 | 0.18% |
| Angel Oak Mortgage Trust, Series 2019-5, Class B1, 3.95%, due 10/25/2049 | 0.18% |
| Progress Residential Trust, Series 2018-SFR2, Class A, 3.71%, due 08/17/2035 | 0.18% |
| U.S. Treasury Bond, 4.50%, due 05/15/2038 | 0.17% |
| AbbVie, Inc., 3.20%, due 11/21/2029 | 0.17% |
| Alphabet, Inc., Class A | 0.17% |
| Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 0.17% |
| U.S. Treasury Note, 2.12%, due 02/29/2024 | 0.17% |
| Raytheon Technologies Corp., 4.12%, due 11/16/2028 | 0.16% |
| Nestle SA | 0.16% |
| U.S. Treasury Note, 1.62%, due 10/31/2023 | 0.16% |
| PayPal Holdings, Inc. | 0.16% |
| Northrop Grumman Corp., 3.25%, due 01/15/2028 | 0.16% |
| CVS Health Corp., 2.70%, due 08/21/2040 | 0.16% |
| Government National Mortgage Association, 4.50%, due 11/20/2049 | 0.16% |
| NVIDIA Corp. | 0.15% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.15% |
| PRPM, Series 2019-GS1, Class A2, 4.75%, due 10/25/2024 | 0.15% |
| Government National Mortgage Association, 3.50%, due 11/20/2049 | 0.15% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2007-9, Class 1A1, 1.76%, due 10/25/2037 | 0.15% |
| Progress Residential Trust, Series 2017-SFR1, Class C, 3.31%, due 08/17/2034 | 0.15% |
| TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 | 0.14% |
| Thermo Fisher Scientific, Inc. | 0.14% |
| Home Depot, Inc. | 0.14% |
| HCA, Inc., 4.50%, due 02/15/2027 | 0.14% |
| Deephaven Residential Mortgage Trust, Series 2020-1, Class B1, 3.66%, due 01/25/2060 | 0.14% |
| Air Lease Corp., 3.25%, due 03/01/2025 | 0.14% |
| Wells Fargo & Co., Series MTN, 2.57%, due 02/11/2031 | 0.14% |
| Federal National Mortgage Association, 3.58%, due 01/01/2032 | 0.14% |
| Angel Oak Mortgage Trust, Series 2019-4, Class B2, 5.66%, due 07/26/2049 | 0.14% |
| Fort Cre LLC, Series 2018-1A, Class C, 2.97%, due 11/16/2035 | 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% |
| Tesla, Inc. | 0.14% |
| Anheuser-Busch InBev Worldwide, Inc., 4.50%, due 06/01/2050 | 0.14% |
| Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 | 0.14% |
| U.S. Treasury Bond, 3.12%, due 02/15/2043 | 0.14% |
| Citigroup, Inc., 2.97%, due 11/05/2030 | 0.14% |
| Roche Holding AG | 0.13% |
| Samsung Electronics Co., Ltd. | 0.13% |
| Credit Suisse Group AG, 2.59%, due 09/11/2025 | 0.13% |
| Netflix, Inc. | 0.13% |
| Bank of America Corp., 3.36%, due 01/23/2026 | 0.13% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.13% |
| Federal National Mortgage Association, 3.66%, due 10/01/2028 | 0.13% |
| U.S. Treasury Note, 3.62%, due 02/15/2021 | 0.13% |
| Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 | 0.13% |
| FREED ABS Trust, Series 2020-FP1, Class B, 3.06%, due 03/18/2027 | 0.13% |
| Natwest Group PLC, 4.26%, due 03/22/2025 | 0.13% |
| Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 | 0.13% |
| Verizon Communications, Inc., 4.32%, due 09/21/2028 | 0.12% |
| Boeing Co., 2.75%, due 02/01/2026 | 0.12% |
| U.S. Treasury Note, 2.75%, due 02/15/2024 | 0.12% |
| COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 | 0.12% |
| Berkshire Hathaway, Inc., Class B | 0.12% |
| Verizon Communications, Inc., 4.27%, due 01/15/2036 | 0.12% |
| Boeing Co., 4.87%, due 05/01/2025 | 0.12% |
| Novartis AG | 0.12% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.12% |
| Altria Group, Inc., 4.80%, due 02/14/2029 | 0.12% |
| LHOME Mortgage Trust, Series 2019-RTL3, Class A1, 3.86%, due 07/25/2024 | 0.12% |
| Citigroup, Inc., 4.30%, due 11/20/2026 | 0.12% |
| GCAT Trust, Series 2019-NQM2, Class A3, 3.16%, due 09/25/2059 | 0.12% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.12% |
| Mitsubishi UFJ Financial Group, Inc., 3.76%, due 07/26/2023 | 0.12% |
| Shell International Finance BV, 2.75%, due 04/06/2030 | 0.12% |
| Morgan Stanley, 3.59%, due 07/22/2028 | 0.12% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.12% |
| Headlands Residential LLC, Series 2018-RPL1, Class A, 3.87%, due 08/25/2024 | 0.11% |
| Federal National Mortgage Association, 5.00%, due 06/01/2048 | 0.11% |
| HSBC Holdings PLC, 2.01%, due 09/22/2028 | 0.11% |
| Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 | 0.11% |
| VOLT LXXX LLC, Series 2019-NPL6, Class A1B, 4.09%, due 10/25/2049 | 0.11% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 | 0.11% |
| Suncor Energy, Inc., 3.10%, due 05/15/2025 | 0.11% |
| Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 | 0.11% |
| Boeing Co., 3.62%, due 02/01/2031 | 0.11% |
| Morgan Stanley, Series MTN, 3.87%, due 01/27/2026 | 0.11% |
| Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 | 0.11% |
| Corevest American Finance Trust, Series 2019-3, Class B, 3.16%, due 10/15/2052 | 0.11% |
| American Tower Corp., 3.95%, due 03/15/2029 | 0.11% |
| T-Mobile USA, Inc., 2.05%, due 02/15/2028 | 0.11% |
| NRG Energy, Inc., 3.75%, due 06/15/2024 | 0.11% |
| Procter & Gamble Co. | 0.11% |
| GE Capital Funding LLC, 4.40%, due 05/15/2030 | 0.11% |
| AT&T, Inc., 3.65%, due 09/15/2059 | 0.11% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.11% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1B, 4.09%, due 11/25/2049 | 0.11% |
| Federal National Mortgage Association, 3.38%, due 12/01/2023 | 0.11% |
| Federal National Mortgage Association, 3.37%, due 07/25/2028 | 0.11% |
| Pacific Gas & Electric Co., 3.85%, due 11/15/2023 | 0.11% |
| Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 | 0.11% |
| Evergy, Inc., 2.90%, due 09/15/2029 | 0.11% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.11% |
| First Investors Auto Owner Trust, Series 2017-2A, Class C, 3.00%, due 08/15/2023 | 0.11% |
| ASML Holding NV | 0.11% |
| Headlands Residential LLC, Series 2019-RPL1, Class NOTE, 3.96%, due 06/25/2024 | 0.11% |
| Bank of America Corp., Series MTN, 2.88%, due 10/22/2030 | 0.11% |
| U.S. Treasury Note, 2.50%, due 08/15/2023 | 0.11% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 | 0.11% |
| Banco Santander SA, 2.70%, due 06/27/2024 | 0.11% |
| Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 | 0.11% |
| Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 | 0.11% |
| Wells Fargo & Co., Series MTN, 3.58%, due 05/22/2028 | 0.11% |
| Athene Global Funding, 2.95%, due 11/12/2026 | 0.10% |
| Uniform Mortgage-Backed Security, 1.50%, TBA | 0.10% |
| MVW LLC, Series 2019-2A, Class B, 2.44%, due 10/20/2038 | 0.10% |
| Mitsubishi UFJ Financial Group, Inc., 2.19%, due 02/25/2025 | 0.10% |
| Enbridge, Inc., 3.12%, due 11/15/2029 | 0.10% |
| AT&T, Inc., 3.80%, due 02/15/2027 | 0.10% |
| Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 | 0.10% |
| NIKE, Inc., Class B | 0.10% |
| Citigroup, Inc., 3.66%, due 07/24/2028 | 0.10% |
| Federal National Mortgage Association, 4.00%, due 01/01/2035 | 0.10% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 | 0.10% |
| Federal National Mortgage Association, 2.53%, due 09/25/2024 | 0.10% |
| Crown Castle International Corp., 3.30%, due 07/01/2030 | 0.10% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 | 0.10% |
| Deephaven Residential Mortgage Trust, Series 2019-4A, Class A3, 3.04%, due 10/25/2059 | 0.10% |
| Federal Home Loan Mortgage Corp., 2.00%, due 11/01/2040 | 0.10% |
| Federal National Mortgage Association, 3.51%, due 12/25/2023 | 0.10% |
| BAT Capital Corp., 3.55%, due 08/15/2027 | 0.10% |
| BPCE SA, 2.37%, due 01/14/2025 | 0.10% |
| Federal National Mortgage Association, 3.50%, due 09/01/2049 | 0.10% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 | 0.10% |
| Tennessee Valley Authority, 5.88%, due 04/01/2036 | 0.10% |
| ITC Holdings Corp., 2.95%, due 05/14/2030 | 0.10% |
| Federal National Mortgage Association, 2.94%, due 02/01/2027 | 0.10% |
| Federal National Mortgage Association, 4.50%, due 09/01/2049 | 0.09% |
| Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 | 0.09% |
| Amazon.com, Inc., 3.87%, due 08/22/2037 | 0.09% |
| Federal National Mortgage Association, 3.09%, due 04/25/2027 | 0.09% |
| FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.66%, due 10/19/2037 | 0.09% |
| General Motors Financial Co., Inc., 2.75%, due 06/20/2025 | 0.09% |
| Federal National Mortgage Association, 2.89%, due 06/25/2027 | 0.09% |
| Keurig Dr. Pepper, Inc., 4.59%, due 05/25/2028 | 0.09% |
| MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 | 0.09% |
| Vale Overseas, Ltd., 3.75%, due 07/08/2030 | 0.09% |
| BNP Paribas SA, 3.80%, due 01/10/2024 | 0.09% |
| Union Pacific Corp., Series MTN, 3.55%, due 08/15/2039 | 0.09% |
| Advanced Micro Devices, Inc. | 0.09% |
| salesforce.com, Inc. | 0.09% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.09% |
| Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 | 0.09% |
| RAMP Trust, Series 2005-RS6, Class M4, 1.12%, due 06/25/2035 | 0.09% |
| Merck & Co., Inc. | 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% |
| Kinder Morgan, Inc., 2.00%, due 02/15/2031 | 0.09% |
| Sierra Pacific Power Co., 2.60%, due 05/01/2026 | 0.09% |
| Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MA, 3.50%, due 03/25/2058 | 0.09% |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-AR1, Class 1A3, 0.47%, due 02/25/2036 | 0.09% |
| Diamondback Energy, Inc., 4.75%, due 05/31/2025 | 0.09% |
| Apple, Inc., 3.45%, due 02/09/2045 | 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% |
| NextEra Energy, Inc. | 0.09% |
| Fortis, Inc., 3.05%, due 10/04/2026 | 0.09% |
| Novo Nordisk A/S, Class B | 0.09% |
| V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 | 0.08% |
| Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2049 | 0.08% |
| Government National Mortgage Association, 0.71%, due 03/20/2067 | 0.08% |
| Regeneron Pharmaceuticals, Inc., 1.75%, due 09/15/2030 | 0.08% |
| Societe Generale SA, 2.62%, due 10/16/2024 | 0.08% |
| Air Canada Pass-Through Trust, 3.75%, due 06/15/2029 | 0.08% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.08% |
| AstraZeneca PLC, 1.37%, due 08/06/2030 | 0.08% |
| Danske Bank A/S, 5.00%, due 01/12/2023 | 0.08% |
| Stanley Black & Decker, Inc. | 0.08% |
| Federal National Mortgage Association, 3.48%, due 01/25/2024 | 0.08% |
| Verizon Communications, Inc. | 0.08% |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 02/15/2026 | 0.08% |
| Morgan Stanley, Series MTN, 2.72%, due 07/22/2025 | 0.08% |
| Union Electric Co., 2.95%, due 03/15/2030 | 0.08% |
| AbbVie, Inc. | 0.08% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 | 0.08% |
| SART, Series 2018-1, 4.75%, due 06/15/2025 | 0.08% |
| Headlands Residential LLC, Series 2017-RPL1, Class A, 3.87%, due 11/25/2024 | 0.08% |
| Lowe's Cos., Inc., 3.70%, due 04/15/2046 | 0.08% |
| Macquarie Group, Ltd., 5.03%, due 01/15/2030 | 0.08% |
| Credit Suisse Group AG, 4.20%, due 06/12/2024 | 0.08% |
| Deephaven Residential Mortgage Trust, Series 2020-1, Class A3, 2.64%, due 01/25/2060 | 0.08% |
| Comcast Corp., 2.45%, due 08/15/2052 | 0.08% |
| Federal National Mortgage Association, 3.07%, due 06/25/2027 | 0.08% |
| FWD Securitization Trust, Series 2019-INV1, Class M1, 3.48%, due 06/25/2049 | 0.08% |
| Pacific Gas & Electric Co., 1.75%, due 06/16/2022 | 0.08% |
| Honeywell International, Inc. | 0.08% |
| Lowe's Cos., Inc. | 0.08% |
| Enel Finance International NV, 3.50%, due 04/06/2028 | 0.08% |
| Federal Home Loan Mortgage Corp., 4.00%, due 12/01/2047 | 0.08% |
| Zoetis, Inc., 3.90%, due 08/20/2028 | 0.08% |
| VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 | 0.08% |
| Iberdrola SA | 0.08% |
| QUALCOMM, Inc. | 0.08% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 11/15/2030 | 0.08% |
| AT&T, Inc., 2.25%, due 02/01/2032 | 0.08% |
| Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 | 0.08% |
| BAE Systems PLC, 3.40%, due 04/15/2030 | 0.08% |
| Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 | 0.08% |
| Toyota Motor Corp. | 0.08% |
| Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 | 0.08% |
| Unilever NV | 0.08% |
| Progressive Corp. | 0.08% |
| Federal National Mortgage Association, 3.76%, due 12/01/2025 | 0.08% |
| Federal National Mortgage Association, 3.05%, due 01/01/2025 | 0.08% |
| Catalent, Inc. | 0.08% |
| Federal National Mortgage Association, 2.48%, due 05/25/2026 | 0.08% |
| HSBC Holdings PLC, 4.95%, due 03/31/2030 | 0.08% |
| Oracle Corp., 3.60%, due 04/01/2040 | 0.08% |
| Morgan Stanley, Series MTN, 3.62%, due 04/01/2031 | 0.08% |
| Nordea Bank Abp, 3.75%, due 08/30/2023 | 0.08% |
| Texas Instruments, Inc. | 0.08% |
| FREMF Mortgage Trust, Series 2014-K41, Class C, 3.83%, due 11/25/2047 | 0.08% |
| Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 | 0.08% |
| Federal National Mortgage Association, 3.11%, due 12/01/2024 | 0.08% |
| Park Aerospace Holdings, Ltd., 5.25%, due 08/15/2022 | 0.08% |
| Federal National Mortgage Association, 2.70%, due 07/01/2026 | 0.08% |
| Federal National Mortgage Association, 3.04%, due 12/01/2024 | 0.08% |
| Federal National Mortgage Association, 3.30%, due 12/01/2026 | 0.08% |
| Tyson Foods, Inc., 3.55%, due 06/02/2027 | 0.08% |
| Federal National Mortgage Association, 3.10%, due 09/01/2025 | 0.08% |
| Federal National Mortgage Association, 2.92%, due 12/01/2024 | 0.08% |
| Bristol-Myers Squibb Co. | 0.08% |
| Comcast Corp., Class A | 0.08% |
| Tricolor Auto Securitization Trust, Series 2020-1A, Class A, 4.87%, due 11/15/2026 | 0.08% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.08% |
| RAMP Trust, Series 2006-RZ3, Class M1, 0.49%, due 08/25/2036 | 0.08% |
| Federal National Mortgage Association, 3.12%, due 11/01/2026 | 0.08% |
| Federal National Mortgage Association, 2.81%, due 05/01/2027 | 0.08% |
| Corevest American Finance Trust, Series 2019-3, Class A, 2.70%, due 10/15/2052 | 0.07% |
| FREMF Mortgage Trust, Series 2015-K44, Class C, 3.68%, due 01/25/2048 | 0.07% |
| Keyence Corp. | 0.07% |
| Federal National Mortgage Association, 2.52%, due 05/01/2023 | 0.07% |
| Federal National Mortgage Association, 3.06%, due 05/25/2027 | 0.07% |
| Southern Co. Gas Capital Corp., 1.75%, due 01/15/2031 | 0.07% |
| Federal National Mortgage Association, 2.50%, due 04/01/2023 | 0.07% |
| Glencore Funding LLC, 2.50%, due 09/01/2030 | 0.07% |
| Accenture PLC, Class A | 0.07% |
| Federal National Mortgage Association, 3.76%, due 11/01/2023 | 0.07% |
| Broadcom, Inc., 3.15%, due 11/15/2025 | 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% |
| Standard Chartered PLC, 2.81%, due 01/30/2026 | 0.07% |
| BPCE SA, 5.15%, due 07/21/2024 | 0.07% |
| Residential Mortgage Loan Trust, Series 2019-2, Class M1, 3.86%, due 05/25/2059 | 0.07% |
| Broadcom, Inc., 4.75%, due 04/15/2029 | 0.07% |
| Waste Connections, Inc. | 0.07% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.07% |
| S&P Global, Inc. | 0.07% |
| Federal National Mortgage Association, 3.45%, due 01/01/2024 | 0.07% |
| EDP Finance BV, 1.71%, due 01/24/2028 | 0.07% |
| Citigroup Mortgage Loan Trust, Series 2019-IMC1, Class B1, 3.97%, due 07/25/2049 | 0.07% |
| Federal National Mortgage Association, 2.81%, due 06/01/2023 | 0.07% |
| Regeneron Pharmaceuticals, Inc. | 0.07% |
| Bank of America Corp., 3.00%, due 12/20/2023 | 0.07% |
| Verizon Communications, Inc., 4.40%, due 11/01/2034 | 0.07% |
| SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 | 0.07% |
| SART, 4.75%, due 07/15/2024 | 0.07% |
| Generac Holdings, Inc. | 0.07% |
| Partners Healthcare System, Inc., 3.34%, due 07/01/2060 | 0.07% |
| Boeing Co., 4.50%, due 05/01/2023 | 0.07% |
| Federal National Mortgage Association, 3.08%, due 12/01/2024 | 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, 3.67%, due 07/01/2023 | 0.07% |
| Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 | 0.07% |
| SAP SE | 0.07% |
| Emera US Finance, LP, 4.75%, due 06/15/2046 | 0.07% |
| Federal National Mortgage Association, 3.14%, due 12/01/2026 | 0.07% |
| Schneider Electric SE | 0.07% |
| Pfizer, Inc., 2.70%, due 05/28/2050 | 0.07% |
| Lam Research Corp. | 0.07% |
| Federal National Mortgage Association, 2.72%, due 10/25/2024 | 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% |
| Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 | 0.07% |
| Oracle Corp., 3.60%, due 04/01/2050 | 0.07% |
| BAT Capital Corp., 4.39%, due 08/15/2037 | 0.07% |
| Walt Disney Co., 2.65%, due 01/13/2031 | 0.07% |
| AIA Group, Ltd. | 0.07% |
| Charter Communications, Inc., Class A | 0.07% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.07% |
| Welltower, Inc., 3.10%, due 01/15/2030 | 0.07% |
| Deephaven Residential Mortgage Trust, Series 2019-3A, Class B1, 4.25%, due 07/25/2059 | 0.07% |
| Citigroup, Inc. | 0.07% |
| World Financial Network Credit Card Master Trust, Series 2019-A, Class A, 3.14%, due 12/15/2025 | 0.07% |
| Total Capital International SA, 2.98%, due 06/29/2041 | 0.07% |
| Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 | 0.07% |
| VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 | 0.07% |
| International Business Machines Corp., 2.85%, due 05/15/2040 | 0.07% |
| Starwood Mortgage Residential Trust, Series 2019-INV1, Class M1, 3.05%, due 09/27/2049 | 0.07% |
| Federal National Mortgage Association, 3.02%, due 08/25/2024 | 0.07% |
| Federal National Mortgage Association, 2.98%, due 04/01/2023 | 0.07% |
| Universal Health Services, Inc., 2.65%, due 10/15/2030 | 0.07% |
| NextEra Energy Capital Holdings, Inc., 2.75%, due 11/01/2029 | 0.07% |
| Oracle Corp., 2.80%, due 04/01/2027 | 0.07% |
| BPCE SA, 4.50%, due 03/15/2025 | 0.07% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.50%, due 01/15/2025 | 0.07% |
| Volkswagen Group of America Finance LLC, 2.70%, due 09/26/2022 | 0.07% |
| Mizuho Financial Group, Inc., 2.72%, due 07/16/2023 | 0.07% |
| Medtronic PLC | 0.07% |
| Meituan, Class B | 0.07% |
| Sumitomo Mitsui Financial Group, Inc., 2.34%, due 01/15/2025 | 0.07% |
| BCAP LLC Trust, Series 2007-AA2, Class 2A12, 5.50%, due 04/25/2037 | 0.07% |
| Visa, Inc., Class A | 0.07% |
| Federal National Mortgage Association, 3.17%, due 04/25/2029 | 0.07% |
| NextEra Energy Capital Holdings, Inc., 2.25%, due 06/01/2030 | 0.07% |
| Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 | 0.07% |
| Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 | 0.07% |
| Eli Lilly & Co., 2.25%, due 05/15/2050 | 0.07% |
| CarMax Auto Owner Trust, Series 2017-3, Class D, 3.46%, due 10/16/2023 | 0.07% |
| Sumitomo Mitsui Financial Group, Inc., 2.69%, due 07/16/2024 | 0.07% |
| Diageo PLC | 0.07% |
| Fox Corp., 3.50%, due 04/08/2030 | 0.07% |
| Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 | 0.07% |
| Trane Technologies PLC | 0.07% |
| Federal National Mortgage Association, 2.64%, due 04/01/2023 | 0.07% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 | 0.07% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.75%, due 02/15/2028 | 0.07% |
| Amgen, Inc. | 0.07% |
| Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 | 0.07% |
| Federal National Mortgage Association, 3.50%, due 08/01/2043 | 0.06% |
| Tennessee Valley Authority, Principal Only STRIPS, due 07/15/2028 | 0.06% |
| Pool Corp. | 0.06% |
| Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 | 0.06% |
| Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 | 0.06% |
| AIB Group PLC, 4.26%, due 04/10/2025 | 0.06% |
| Home Depot, Inc., 3.30%, due 04/15/2040 | 0.06% |
| Credit Agricole SA, 3.25%, due 10/04/2024 | 0.06% |
| Berkshire Hathaway Finance Corp., 4.20%, due 08/15/2048 | 0.06% |
| American Tower Corp., 2.75%, due 01/15/2027 | 0.06% |
| NiSource, Inc., 2.95%, due 09/01/2029 | 0.06% |
| Altria Group, Inc., 3.87%, due 09/16/2046 | 0.06% |
| Phillips 66, 2.15%, due 12/15/2030 | 0.06% |
| Imperial Brands Finance PLC, 3.50%, due 07/26/2026 | 0.06% |
| Deere & Co., 3.10%, due 04/15/2030 | 0.06% |
| Morgan Stanley, 3.73%, due 04/24/2024 | 0.06% |
| Booking Holdings, Inc. | 0.06% |
| Sumitomo Mitsui Financial Group, Inc., 3.93%, due 10/16/2023 | 0.06% |
| AbbVie, Inc., 4.45%, due 05/14/2046 | 0.06% |
| McKesson Corp. | 0.06% |
| Leidos, Inc., 2.30%, due 02/15/2031 | 0.06% |
| Enterprise Products Operating LLC, 3.70%, due 01/31/2051 | 0.06% |
| BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 | 0.06% |
| Bunge, Ltd. Finance Corp., 1.63%, due 08/17/2025 | 0.06% |
| LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 | 0.06% |
| MPLX, LP, 4.50%, due 04/15/2038 | 0.06% |
| Boston Scientific Corp., 2.65%, due 06/01/2030 | 0.06% |
| BP Capital Markets America, Inc., 3.54%, due 04/06/2027 | 0.06% |
| Johnson & Johnson | 0.06% |
| Norfolk Southern Corp., 3.05%, due 05/15/2050 | 0.06% |
| Comcast Corp., 3.75%, due 04/01/2040 | 0.06% |
| Norfolk Southern Corp. | 0.06% |
| VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 | 0.06% |
| International Business Machines Corp., 1.70%, due 05/15/2027 | 0.06% |
| Comcast Corp., 2.35%, due 01/15/2027 | 0.06% |
| Upjohn, Inc., 2.30%, due 06/22/2027 | 0.06% |
| Microsoft Corp., 3.70%, due 08/08/2046 | 0.06% |
| Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 | 0.06% |
| Anthem, Inc., 2.87%, due 09/15/2029 | 0.06% |
| UBS Group AG, 3.12%, due 08/13/2030 | 0.06% |
| Digital Realty Trust, LP, 3.70%, due 08/15/2027 | 0.06% |
| Dell International LLC / EMC Corp., 4.90%, due 10/01/2026 | 0.06% |
| Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 | 0.06% |
| Federal National Mortgage Association, 3.10%, due 07/25/2024 | 0.06% |
| Federal National Mortgage Association, 4.00%, due 08/01/2048 | 0.06% |
| Apple, Inc., 2.95%, due 09/11/2049 | 0.06% |
| Morgan Stanley, 2.18%, due 04/28/2026 | 0.06% |
| Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 | 0.06% |
| Federal National Mortgage Association, 3.04%, due 03/25/2028 | 0.06% |
| Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 | 0.06% |
| Comcast Corp., 3.20%, due 07/15/2036 | 0.06% |
| AT&T, Inc., 1.65%, due 02/01/2028 | 0.06% |
| Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 | 0.06% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 | 0.06% |
| Morgan Stanley | 0.06% |
| COMM Mortgage Trust, Series 2014-CR19, Class A5, 3.79%, due 08/10/2047 | 0.06% |
| Sony Corp. | 0.06% |
| Toro Co. | 0.06% |
| Coca-Cola Co. | 0.06% |
| Global Payments, Inc., 3.20%, due 08/15/2029 | 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% |
| Dell International LLC / EMC Corp., 6.10%, due 07/15/2027 | 0.06% |
| Entergy Texas, Inc., 3.55%, due 09/30/2049 | 0.06% |
| Mizuho Financial Group, Inc., 1.24%, due 07/10/2024 | 0.06% |
| Lonza Group AG | 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% |
| Fortune Brands Home & Security, Inc. | 0.06% |
| Intuit, Inc. | 0.06% |
| AIB Group PLC, 4.75%, due 10/12/2023 | 0.06% |
| Eli Lilly & Co. | 0.06% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.06% |
| BAT Capital Corp., 4.90%, due 04/02/2030 | 0.06% |
| BlackRock, Inc. | 0.06% |
| Broadcom, Inc., 4.15%, due 11/15/2030 | 0.06% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.38%, due 03/25/2024 | 0.06% |
| adidas AG | 0.06% |
| Vodafone Group PLC, 4.25%, due 09/17/2050 | 0.06% |
| Air Liquide SA | 0.06% |
| CPS Auto Receivables Trust, Series 2017-C, Class D, 3.79%, due 06/15/2023 | 0.05% |
| Government National Mortgage Association, 0.65%, due 07/20/2064 | 0.05% |
| Roper Technologies, Inc., 1.40%, due 09/15/2027 | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.73%, due 09/25/2025 | 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% |
| Estee Lauder Cos., Inc., Class A | 0.05% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 | 0.05% |
| Federal National Mortgage Association REMIC, 3.50%, due 04/25/2031 | 0.05% |
| Nintendo Co., Ltd. | 0.05% |
| Allianz SE | 0.05% |
| Takeda Pharmaceutical Co., Ltd., 3.02%, due 07/09/2040 | 0.05% |
| U.S. Treasury Note, 2.00%, due 08/15/2025 | 0.05% |
| Federal Home Loan Mortgage Corp. REMIC, 0.49%, due 06/15/2043 | 0.05% |
| Royalty Pharma PLC, 1.20%, due 09/02/2025 | 0.05% |
| Rio Tinto, Ltd. | 0.05% |
| Verizon Communications, Inc., 3.15%, due 03/22/2030 | 0.05% |
| State Street Corp., 4.14%, due 12/03/2029 | 0.05% |
| Federal National Mortgage Association, 2.79%, due 06/01/2023 | 0.05% |
| Verizon Communications, Inc., 4.50%, due 08/10/2033 | 0.05% |
| Federal National Mortgage Association, 3.73%, due 07/01/2022 | 0.05% |
| HSBC Holdings PLC, 2.35%, due 08/18/2031 | 0.05% |
| Nationwide Building Society, 1.00%, due 08/28/2025 | 0.05% |
| Business Jet Securities LLC, Series 2020-1A, Class A, 2.98%, due 11/15/2035 | 0.05% |
| AbbVie, Inc., 4.25%, due 11/21/2049 | 0.05% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A4, 3.03%, due 09/25/2035 | 0.05% |
| Philip Morris International, Inc. | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 04/15/2048 | 0.05% |
| Wells Fargo & Co., Series MTN, 2.40%, due 10/30/2025 | 0.05% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.05% |
| Comcast Corp., 4.25%, due 01/15/2033 | 0.05% |
| Edison International, 4.95%, due 04/15/2025 | 0.05% |
| BHP Group, Ltd. | 0.05% |
| PacifiCorp, 3.30%, due 03/15/2051 | 0.05% |
| ViacomCBS, Inc., 4.20%, due 05/19/2032 | 0.05% |
| Gilead Sciences, Inc., 4.00%, due 09/01/2036 | 0.05% |
| Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 | 0.05% |
| Eaton Corp. PLC | 0.05% |
| Mondelez International, Inc., Class A | 0.05% |
| Analog Devices, Inc. | 0.05% |
| Standard Chartered PLC, 1.31%, due 10/14/2023 | 0.05% |
| Federal National Mortgage Association, 3.50%, due 07/01/2043 | 0.05% |
| Intuitive Surgical, Inc. | 0.05% |
| Danske Bank A/S, 5.37%, due 01/12/2024 | 0.05% |
| GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.21%, due 04/25/2028 | 0.05% |
| National Australia Bank, Ltd., 3.93%, due 08/02/2034 | 0.05% |
| International Business Machines Corp., 3.30%, due 05/15/2026 | 0.05% |
| Prologis, LP, 3.25%, due 10/01/2026 | 0.05% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 | 0.05% |
| MPLX, LP, 4.00%, due 03/15/2028 | 0.05% |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.05% |
| U.S. Treasury Bond, 4.75%, due 02/15/2037 | 0.05% |
| McCormick & Co., Inc., 2.50%, due 04/15/2030 | 0.05% |
| Orsted A/S | 0.05% |
| PacifiCorp, 2.70%, due 09/15/2030 | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.24%, due 04/25/2027 | 0.05% |
| Cigna Corp., 3.05%, due 10/15/2027 | 0.05% |
| Federal National Mortgage Association, 3.35%, due 08/01/2023 | 0.05% |
| Edison International, 3.55%, due 11/15/2024 | 0.05% |
| Federal National Mortgage Association, 0.75%, due 09/25/2028 | 0.05% |
| Centex Home Equity Loan Trust, Series 2004-A, Class M1, 0.74%, due 01/25/2034 | 0.05% |
| Sysco Corp., 3.30%, due 02/15/2050 | 0.05% |
| Infineon Technologies AG | 0.05% |
| Hoya Corp. | 0.05% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2004-HE3, Class M2, 1.82%, due 06/25/2034 | 0.05% |
| UnitedHealth Group, Inc., 3.50%, due 08/15/2039 | 0.05% |
| Sanofi | 0.05% |
| Best Buy Co., Inc. | 0.05% |
| Reckitt Benckiser Group PLC | 0.05% |
| Daikin Industries, Ltd. | 0.05% |
| Discovery Communications LLC, 5.20%, due 09/20/2047 | 0.05% |
| SS&C Technologies Holdings, Inc. | 0.05% |
| Deutsche Telekom AG | 0.05% |
| UnitedHealth Group, Inc., 2.75%, due 05/15/2040 | 0.05% |
| Chevron Corp. | 0.05% |
| Target Corp. | 0.05% |
| Crown Holdings, Inc. | 0.05% |
| Federal National Mortgage Association, 3.50%, due 12/01/2042 | 0.05% |
| L3 Harris Technologies, Inc., 4.40%, due 06/15/2028 | 0.05% |
| Aflac, Inc., 4.00%, due 10/15/2046 | 0.05% |
| Credit-Based Asset Servicing & Securitization LLC, Series 2004-CB2, Class M1, 0.92%, due 07/25/2033 | 0.05% |
| Akzo Nobel NV | 0.05% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 | 0.05% |
| Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 04/15/2038 | 0.05% |
| CK Hutchison International 19, Ltd., 3.25%, due 04/11/2024 | 0.05% |
| Zimmer Biomet Holdings, Inc. | 0.05% |
| CSL, Ltd. | 0.05% |
| Noble Energy, Inc., 3.85%, due 01/15/2028 | 0.05% |
| Pernod Ricard International Finance LLC, 1.62%, due 04/01/2031 | 0.05% |
| Government National Mortgage Association, 4.25%, due 12/20/2044 | 0.05% |
| NiSource, Inc., 0.95%, due 08/15/2025 | 0.05% |
| WEA Finance LLC, 2.87%, due 01/15/2027 | 0.05% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 | 0.05% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-HE8, Class M1, 1.10%, due 09/25/2034 | 0.05% |
| Siemens AG | 0.05% |
| Pacific Gas & Electric Co., 4.45%, due 04/15/2042 | 0.05% |
| Molina Healthcare, Inc. | 0.05% |
| Booz Allen Hamilton Holding Corp. | 0.05% |
| New Century Home Equity Loan Trust, Series 2004-4, Class M1, 0.91%, due 02/25/2035 | 0.05% |
| Burlington Northern Santa Fe LLC, 3.90%, due 08/01/2046 | 0.05% |
| Microsoft Corp., 3.45%, due 08/08/2036 | 0.05% |
| Morgan Stanley, 3.62%, due 01/20/2027 | 0.05% |
| Takeda Pharmaceutical Co., Ltd., 3.17%, due 07/09/2050 | 0.05% |
| American Tower Corp., 2.90%, due 01/15/2030 | 0.05% |
| Imperial Brands Finance PLC, 3.12%, due 07/26/2024 | 0.05% |
| General Electric Co., Series MTN, 5.55%, due 01/05/2026 | 0.05% |
| 3i Group PLC | 0.05% |
| Mid-America Apartment Communities, Inc., REIT | 0.05% |
| Comcast Corp., 4.95%, due 10/15/2058 | 0.05% |
| AbbVie, Inc., 4.50%, due 05/14/2035 | 0.05% |
| CVS Health Corp., 5.05%, due 03/25/2048 | 0.05% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.05% |
| Westlake Automobile Receivables Trust, Series 2019-3A, Class C, 2.49%, due 10/15/2024 | 0.05% |
| Total Capital International SA, 3.46%, due 07/12/2049 | 0.05% |
| Hyundai Capital America, 1.25%, due 09/18/2023 | 0.05% |
| Comcast Corp., 3.40%, due 04/01/2030 | 0.05% |
| Credit-Based Asset Servicing & Securitization LLC, Series 2003-CB6, Class M1, 1.19%, due 12/25/2033 | 0.04% |
| Pioneer Natural Resources Co., 1.90%, due 08/15/2030 | 0.04% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 | 0.04% |
| Kao Corp. | 0.04% |
| T-Mobile US, Inc. | 0.04% |
| AstraZeneca PLC | 0.04% |
| BP PLC | 0.04% |
| Applied Materials, Inc. | 0.04% |
| Otis Worldwide Corp., 2.56%, due 02/15/2030 | 0.04% |
| HCA, Inc., 5.25%, due 06/15/2026 | 0.04% |
| T-Mobile USA, Inc., 2.55%, due 02/15/2031 | 0.04% |
| Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 | 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% |
| Deutsche Post AG | 0.04% |
| American International Group, Inc., 3.87%, due 01/15/2035 | 0.04% |
| Healthpeak Properties, Inc., 3.00%, due 01/15/2030 | 0.04% |
| Air Lease Corp., 3.25%, due 10/01/2029 | 0.04% |
| Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 | 0.04% |
| Northern Trust Corp., 1.95%, due 05/01/2030 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 01/15/2026 | 0.04% |
| Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-C, Class M1, 0.98%, due 03/25/2035 | 0.04% |
| TransCanada PipeLines, Ltd., 4.10%, due 04/15/2030 | 0.04% |
| Velocity Commercial Capital Loan Trust, Series 2018-2, Class A, 4.05%, due 10/26/2048 | 0.04% |
| Trade Desk, Inc., Class A | 0.04% |
| Societe Generale SA, 3.87%, due 03/28/2024 | 0.04% |
| Government National Mortgage Association, 0.75%, due 04/20/2064 | 0.04% |
| NIKE, Inc., 3.25%, due 03/27/2040 | 0.04% |
| Renaissance Home Equity Loan Trust, Series 2003-2, Class A, 1.02%, due 08/25/2033 | 0.04% |
| TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 | 0.04% |
| Mitsubishi Corp. | 0.04% |
| West Pharmaceutical Services, Inc. | 0.04% |
| AT&T, Inc., 3.10%, due 02/01/2043 | 0.04% |
| DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 | 0.04% |
| Federal National Mortgage Association, 3.09%, due 02/25/2030 | 0.04% |
| Reliance Steel & Aluminum Co., 1.30%, due 08/15/2025 | 0.04% |
| Mizuho Financial Group, Inc., 0.88%, due 05/25/2024 | 0.04% |
| TOTAL SE | 0.04% |
| Hong Kong Exchanges & Clearing, Ltd. | 0.04% |
| Danske Bank A/S, 3.24%, due 12/20/2025 | 0.04% |
| BNP Paribas SA | 0.04% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.12%, due 05/25/2028 | 0.04% |
| Scentre Group Trust 1 / Scentre Group Trust 2, 3.25%, due 10/28/2025 | 0.04% |
| United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 | 0.04% |
| Government National Mortgage Association, 0.80%, due 01/20/2064 | 0.04% |
| Tokio Marine Holdings, Inc. | 0.04% |
| Government National Mortgage Association, 0.63%, due 04/20/2063 | 0.04% |
| BPCE SA, 1.65%, due 10/06/2026 | 0.04% |
| Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 | 0.04% |
| Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.04% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR10, Class A3, 0.69%, due 07/25/2044 | 0.04% |
| Edison International, 3.12%, due 11/15/2022 | 0.04% |
| Hitachi, Ltd. | 0.04% |
| University of California Regents Medical Center Pooled Revenue, 3.70%, due 05/15/2120 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2033 | 0.04% |
| Banque Federative du Credit Mutuel SA, 2.37%, due 11/21/2024 | 0.04% |
| AptarGroup, Inc. | 0.04% |
| Upjohn, Inc., 2.70%, due 06/22/2030 | 0.04% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.04% |
| Impac CMB Trust, Series 2005-8, Class 1AM, 0.84%, due 02/25/2036 | 0.04% |
| Exelon Generation Co. LLC, 3.25%, due 06/01/2025 | 0.04% |
| Simon Property Group, LP, 3.37%, due 10/01/2024 | 0.04% |
| International Business Machines Corp. | 0.04% |
| AutoZone, Inc. | 0.04% |
| Concho Resources, Inc., 4.30%, due 08/15/2028 | 0.04% |
| Goldman Sachs Group, Inc., 3.81%, due 04/23/2029 | 0.04% |
| Prologis, Inc., REIT | 0.04% |
| Gilead Sciences, Inc., 2.60%, due 10/01/2040 | 0.04% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.04% |
| BXMT, Ltd., Series 2017-FL1, Class D, 2.84%, due 06/15/2035 | 0.04% |
| Walmart, Inc., 3.95%, due 06/28/2038 | 0.04% |
| ASB Bank, Ltd., 3.12%, due 05/23/2024 | 0.04% |
| Crown Castle International Corp., 2.25%, due 01/15/2031 | 0.04% |
| Home Equity Asset Trust, Series 2003-3, Class M1, 1.43%, due 08/25/2033 | 0.04% |
| Equinix, Inc., REIT | 0.04% |
| Altria Group, Inc. | 0.04% |
| Exxon Mobil Corp., 3.09%, due 08/16/2049 | 0.04% |
| Federation des Caisses Desjardins du Quebec, 2.05%, due 02/10/2025 | 0.04% |
| Credit Agricole SA, 4.12%, due 01/10/2027 | 0.04% |
| Energy Transfer Operating, LP, 2.90%, due 05/15/2025 | 0.04% |
| Sumitomo Mitsui Financial Group, Inc. | 0.04% |
| Bright Horizons Family Solutions, Inc. | 0.04% |
| BP Capital Markets PLC, 4.87%, due 03/22/2030 | 0.04% |
| Cigna Corp. | 0.04% |
| VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 | 0.04% |
| Long Beach Mortgage Loan Trust, Series 2004-3, Class M2, 1.04%, due 07/25/2034 | 0.04% |
| Angel Oak Mortgage Trust, Series 2019-4, Class A3, 3.30%, due 07/26/2049 | 0.04% |
| S&P Global, Inc., 3.25%, due 12/01/2049 | 0.04% |
| Valero Energy Corp., 1.20%, due 03/15/2024 | 0.04% |
| Hartford HealthCare Corp., 3.44%, due 07/01/2054 | 0.04% |
| AT&T, Inc., 2.75%, due 06/01/2031 | 0.04% |
| Dow Chemical Co., 2.10%, due 11/15/2030 | 0.04% |
| Federal National Mortgage Association, 3.20%, due 06/01/2030 | 0.04% |
| Nitori Holdings Co., Ltd. | 0.04% |
| Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM3, Class A3, 1.12%, due 02/25/2033 | 0.04% |
| Burlington Northern Santa Fe LLC, 3.05%, due 02/15/2051 | 0.04% |
| Anheuser-Busch InBev Worldwide, Inc., 4.00%, due 04/13/2028 | 0.04% |
| ACC Trust, Series 2019-2, Class A, 2.82%, due 02/21/2023 | 0.04% |
| Philip Morris International, Inc., 3.87%, due 08/21/2042 | 0.04% |
| Naspers, Ltd., N Shares | 0.04% |
| Lockheed Martin Corp., 3.80%, due 03/01/2045 | 0.04% |
| RELX PLC | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 | 0.04% |
| IDEXX Laboratories, Inc. | 0.04% |
| Tractor Supply Co. | 0.04% |
| Chase Funding Trust, Series 2003-5, Class 2A2, 0.74%, due 07/25/2033 | 0.04% |
| Lennox International, Inc., 1.35%, due 08/01/2025 | 0.04% |
| Parker-Hannifin Corp. | 0.04% |
| AT&T, Inc., 3.55%, due 09/15/2055 | 0.04% |
| Safran SA | 0.04% |
| CVS Health Corp., 4.25%, due 04/01/2050 | 0.04% |
| Performance Food Group Co. | 0.04% |
| ConAgra Brands, Inc., 1.37%, due 11/01/2027 | 0.04% |
| Memorial Health Services, 3.44%, due 11/01/2049 | 0.04% |
| Kimberly-Clark Corp. | 0.04% |
| Capgemini SE | 0.04% |
| Concho Resources, Inc., 3.75%, due 10/01/2027 | 0.04% |
| Drive Auto Receivables Trust, Series 2017-1, Class D, 3.84%, due 03/15/2023 | 0.04% |
| FirstEnergy Corp., 2.65%, due 03/01/2030 | 0.04% |
| Corning, Inc., 3.90%, due 11/15/2049 | 0.04% |
| Danske Bank A/S, 1.17%, due 12/08/2023 | 0.04% |
| Aetna, Inc., 4.12%, due 11/15/2042 | 0.04% |
| COMM Mortgage Trust, Series 2013-300P, Class A1, 4.35%, due 08/10/2030 | 0.04% |
| Boeing Co., 3.25%, due 02/01/2035 | 0.04% |
| Government National Mortgage Association, 0.65%, due 07/20/2064 | 0.04% |
| Nordson Corp. | 0.04% |
| RLI Corp. | 0.04% |
| Government National Mortgage Association, 4.00%, due 09/16/2025 | 0.04% |
| Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 | 0.04% |
| FedEx Corp. | 0.04% |
| L'Oreal SA | 0.04% |
| Allstate Corp. | 0.04% |
| FREMF Mortgage Trust, Series 2016-K59, Class B, 3.57%, due 11/25/2049 | 0.04% |
| Futures Contracts, Short, FTSE 100 Index | 0.04% |
| Nippon Telegraph & Telephone Corp. | 0.04% |
| Soundview Home Loan Trust, Series 2005-OPT1, Class M2, 0.82%, due 06/25/2035 | 0.04% |
| Welltower, Inc., 4.00%, due 06/01/2025 | 0.04% |
| Southern California Edison Co., 2.25%, due 06/01/2030 | 0.04% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.04% |
| BP Capital Markets America, Inc., 3.01%, due 01/16/2027 | 0.04% |
| PRPM LLC, Series 2019-4A, Class A1, 3.35%, due 11/25/2024 | 0.04% |
| NXP Semiconductors NV | 0.04% |
| Ping An Insurance Group Co. of China, Ltd., H Shares | 0.04% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.04% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL2, Class A1, 3.96%, due 02/25/2049 | 0.04% |
| GlaxoSmithKline PLC | 0.04% |
| ACE Securities Corp. Home Equity Loan Trust, Series 2003-HE1, Class M1, 1.12%, due 11/25/2033 | 0.04% |
| Bon Secours Mercy Health, Inc., 3.46%, due 06/01/2030 | 0.04% |
| Government National Mortgage Association, 0.75%, due 04/20/2064 | 0.04% |
| Becton Dickinson & Co., 3.79%, due 05/20/2050 | 0.04% |
| U.S. Treasury Bond, 4.25%, due 05/15/2039 | 0.04% |
| Daimler Finance North America LLC, 2.55%, due 08/15/2022 | 0.04% |
| U.S. Treasury Bill, 0.11%, due 03/11/2021 | 0.04% |
| Healthcare Trust of America Holdings, LP, 2.00%, due 03/15/2031 | 0.04% |
| AstraZeneca PLC, 2.12%, due 08/06/2050 | 0.04% |
| Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 | 0.04% |
| Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.13%, due 11/07/2029 | 0.04% |
| LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 | 0.04% |
| Macquarie Group, Ltd., 3.76%, due 11/28/2028 | 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% |
| Federal National Mortgage Association REMIC, 3.00%, due 05/25/2026 | 0.04% |
| Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates, Series 2004-1, Class 1A, 0.44%, due 04/25/2034 | 0.04% |
| U.S. Treasury Note, 1.75%, due 09/30/2022 | 0.04% |
| Airbus SE | 0.04% |
| U.S. Treasury Note, 1.62%, due 08/15/2022 | 0.04% |
| Becton Dickinson & Co., 3.36%, due 06/06/2024 | 0.04% |
| Glencore Funding LLC, 1.62%, due 09/01/2025 | 0.04% |
| Government National Mortgage Association, 0.62%, due 08/20/2065 | 0.04% |
| Equitable Financial Life Global Funding, 1.40%, due 07/07/2025 | 0.04% |
| Opteum Mortgage Acceptance Corp. Trust, Series 2005-5, Class 1APT, 0.42%, due 12/25/2035 | 0.04% |
| Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 | 0.04% |
| Aviation Capital Group LLC, 5.50%, due 12/15/2024 | 0.04% |
| Southern California Gas Co., 2.55%, due 02/01/2030 | 0.04% |
| Rush Obligated Group, 3.92%, due 11/15/2029 | 0.04% |
| HSBC Holdings PLC, 6.50%, due 09/15/2037 | 0.04% |
| BP Capital Markets PLC, 4.37%, due 06/22/2025 | 0.04% |
| Broadcom Corp. / Broadcom Cayman Finance, Ltd., 3.87%, due 01/15/2027 | 0.04% |
| Impac CMB Trust, Series 2007-A, Class M3, 2.39%, due 05/25/2037 | 0.04% |
| Homeward Opportunities Fund I Trust, Series 2019-1, Class M1, 3.95%, due 01/25/2059 | 0.04% |
| Baxter International, Inc. | 0.04% |
| Wells Fargo & Co. | 0.04% |
| Time Warner Entertainment Co., LP, 8.37%, due 07/15/2033 | 0.04% |
| Goodman Group, REIT | 0.04% |
| Exelon Corp., 4.70%, due 04/15/2050 | 0.04% |
| UDR, Inc., Series MTN, 3.20%, due 01/15/2030 | 0.04% |
| RWE AG | 0.04% |
| Westlake Automobile Receivables Trust, Series 2019-3A, Class D, 2.72%, due 11/15/2024 | 0.04% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.04% |
| ITC Holdings Corp., 3.35%, due 11/15/2027 | 0.04% |
| Government National Mortgage Association, 0.84%, due 02/20/2064 | 0.04% |
| Kinsale Capital Group, Inc. | 0.04% |
| Thor Industries, Inc. | 0.04% |
| Estee Lauder Cos., Inc., 3.12%, due 12/01/2049 | 0.04% |
| Sumitomo Mitsui Financial Group, Inc., 1.47%, due 07/08/2025 | 0.04% |
| China Construction Bank Corp., H Shares | 0.04% |
| British American Tobacco PLC | 0.04% |
| Tyler Technologies, Inc. | 0.04% |
| Deutsche Telekom International Finance BV, 4.87%, due 03/06/2042 | 0.04% |
| Microchip Technology, Inc. | 0.04% |
| Lockheed Martin Corp., 2.80%, due 06/15/2050 | 0.04% |
| Apple, Inc., 2.55%, due 08/20/2060 | 0.04% |
| AT&T, Inc., 4.30%, due 02/15/2030 | 0.04% |
| Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 | 0.04% |
| Global Payments, Inc. | 0.04% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.04% |
| FREMF Mortgage Trust, Series 2014-K40, Class C, 4.07%, due 11/25/2047 | 0.04% |
| Svenska Handelsbanken AB, A Shares | 0.04% |
| Prosus NV | 0.04% |
| Constellation Brands, Inc., Class A | 0.04% |
| Bank of America Corp. | 0.04% |
| Government National Mortgage Association, 0.67%, due 09/20/2065 | 0.04% |
| Welltower, Inc., 2.75%, due 01/15/2031 | 0.04% |
| American Water Capital Corp., 2.80%, due 05/01/2030 | 0.04% |
| Snap-on, Inc. | 0.04% |
| Centene Corp. | 0.04% |
| L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 | 0.03% |
| BP Capital Markets PLC, 3.27%, due 09/19/2027 | 0.03% |
| Valero Energy Corp., 2.15%, due 09/15/2027 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 | 0.03% |
| Lincoln Electric Holdings, Inc. | 0.03% |
| COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 | 0.03% |
| Goldman Sachs Group, Inc., 4.01%, due 10/31/2038 | 0.03% |
| Murata Manufacturing Co., Ltd. | 0.03% |
| Tesco PLC | 0.03% |
| Amgen, Inc., 3.37%, due 02/21/2050 | 0.03% |
| Shin-Etsu Chemical Co., Ltd. | 0.03% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.15%, due 02/15/2024 | 0.03% |
| Federal National Mortgage Association, 2.53%, due 10/01/2022 | 0.03% |
| Snam SpA | 0.03% |
| General Motors Co., 4.87%, due 10/02/2023 | 0.03% |
| ServiceNow, Inc. | 0.03% |
| FirstEnergy Corp., 3.40%, due 03/01/2050 | 0.03% |
| FinecoBank Banca Fineco SpA | 0.03% |
| BJ'S Wholesale Club Holdings, Inc. | 0.03% |
| Raytheon Technologies Corp. | 0.03% |
| Intercontinental Exchange, Inc. | 0.03% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 | 0.03% |
| Federal National Mortgage Association, 1.59%, due 11/25/2028 | 0.03% |
| Carter's, Inc. | 0.03% |
| Deutsche Bank AG, 2.22%, due 09/18/2024 | 0.03% |
| Nomura Holdings, Inc., 2.64%, due 01/16/2025 | 0.03% |
| FREMF Mortgage Trust, Series 2017-KF39, Class B, 2.64%, due 11/25/2024 | 0.03% |
| SolarEdge Technologies, Inc. | 0.03% |
| Ellington Financial Mortgage Trust, Series 2018-1, Class A1FX, 4.14%, due 10/25/2058 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 10/15/2030 | 0.03% |
| FTF Funding II LLC, Series 2019-1, Class A, Zero Coupon, due 08/15/2024 | 0.03% |
| Cargill, Inc., 2.12%, due 04/23/2030 | 0.03% |
| Eastman Chemical Co. | 0.03% |
| Raytheon Technologies Corp., 3.75%, due 11/01/2046 | 0.03% |
| Goldman Sachs Group, Inc., 4.41%, due 04/23/2039 | 0.03% |
| Hyundai Capital America, 2.37%, due 10/15/2027 | 0.03% |
| Volkswagen AG, 3.58% | 0.03% |
| British Airways Pass-Through Trust, 4.12%, due 03/20/2033 | 0.03% |
| Mettler-Toledo International, Inc. | 0.03% |
| Exact Sciences Corp. | 0.03% |
| Enel Finance International NV, 3.62%, due 05/25/2027 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.03% |
| Costco Wholesale Corp., 1.75%, due 04/20/2032 | 0.03% |
| Microsoft Corp., 3.50%, due 02/12/2035 | 0.03% |
| Futures Contracts, Short, 10-Year U.S. Treasury Ultra Note | 0.03% |
| Zimmer Biomet Holdings, Inc., 3.55%, due 03/20/2030 | 0.03% |
| Air Lease Corp., Series MTN, 2.87%, due 01/15/2026 | 0.03% |
| Pfizer, Inc., 3.90%, due 03/15/2039 | 0.03% |
| Comcast Corp., 4.20%, due 08/15/2034 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 | 0.03% |
| FREMF Mortgage Trust, Series 2016-K722, Class B, 3.84%, due 07/25/2049 | 0.03% |
| Splunk, Inc. | 0.03% |
| Brown & Brown, Inc., 2.37%, due 03/15/2031 | 0.03% |
| Government National Mortgage Association, 0.60%, due 02/20/2063 | 0.03% |
| Sumitomo Mitsui Financial Group, Inc., 2.13%, due 07/08/2030 | 0.03% |
| Barclays PLC, 2.64%, due 06/24/2031 | 0.03% |
| BNP Paribas SA, 3.05%, due 01/13/2031 | 0.03% |
| CSMC OA LLC, Series 2014-USA, Class D, 4.37%, due 09/15/2037 | 0.03% |
| Q2 Holdings, Inc. | 0.03% |
| Home Equity Asset Trust, Series 2004-3, Class M1, 1.00%, due 08/25/2034 | 0.03% |
| Park Place Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2005-WCH1, Class M4, 1.39%, due 01/25/2036 | 0.03% |
| Charles Schwab Corp. | 0.03% |
| American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 | 0.03% |
| Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 | 0.03% |
| American Airlines Pass-Through Trust, 3.65%, due 08/15/2030 | 0.03% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 | 0.03% |
| Walt Disney Co., 3.50%, due 05/13/2040 | 0.03% |
| Eni SpA, 4.25%, due 05/09/2029 | 0.03% |
| Cameron LNG LLC, 3.70%, due 01/15/2039 | 0.03% |
| Boston Gas Co., 3.00%, due 08/01/2029 | 0.03% |
| MSA Safety, Inc. | 0.03% |
| Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 | 0.03% |
| Campbell Soup Co., 3.95%, due 03/15/2025 | 0.03% |
| Garmin, Ltd. | 0.03% |
| Mitsubishi UFJ Financial Group, Inc., 3.40%, due 03/07/2024 | 0.03% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.03% |
| Volvo AB, B Shares | 0.03% |
| Industria de Diseno Textil SA | 0.03% |
| Brunswick Corp. | 0.03% |
| EastGroup Properties, Inc., REIT | 0.03% |
| Broadridge Financial Solutions, Inc. | 0.03% |
| U.S. Treasury Note, 1.75%, due 12/31/2026 | 0.03% |
| IAA, Inc. | 0.03% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2021 | 0.03% |
| Xcel Energy, Inc., 2.60%, due 12/01/2029 | 0.03% |
| Duke Energy Indiana LLC, 2.75%, due 04/01/2050 | 0.03% |
| Option One Mortgage Loan Trust, Series 2004-1, Class M2, 1.79%, due 01/25/2034 | 0.03% |
| National Retail Properties, Inc., 4.30%, due 10/15/2028 | 0.03% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M2, 2.62%, due 11/25/2033 | 0.03% |
| Comcast Corp., 4.60%, due 10/15/2038 | 0.03% |
| Connecticut Light & Power Co., 4.30%, due 04/15/2044 | 0.03% |
| Long Beach Mortgage Loan Trust, Series 2004-4, Class M1, 1.04%, due 10/25/2034 | 0.03% |
| Cummins, Inc., 1.50%, due 09/01/2030 | 0.03% |
| Capital One Financial Corp. | 0.03% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 | 0.03% |
| InterContinental Hotels Group PLC | 0.03% |
| Telenor ASA | 0.03% |
| Alphabet, Inc., 1.90%, due 08/15/2040 | 0.03% |
| Costco Wholesale Corp. | 0.03% |
| Natwest Group PLC, 4.44%, due 05/08/2030 | 0.03% |
| Cigna Corp., 3.20%, due 03/15/2040 | 0.03% |
| Encompass Health Corp. | 0.03% |
| Impac CMB Trust, Series 2004-10, Class 3A1, 0.84%, due 03/25/2035 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 0.54%, due 03/25/2043 | 0.03% |
| McDonald's Corp., Series MTN, 4.20%, due 04/01/2050 | 0.03% |
| CSX Corp. | 0.03% |
| Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 | 0.03% |
| Vodafone Group PLC, 4.87%, due 06/19/2049 | 0.03% |
| Bear Stearns Asset-Backed Securities Trust, Series 2003-2, Class M1, 1.94%, due 03/25/2043 | 0.03% |
| Banco Santander SA, 3.49%, due 05/28/2030 | 0.03% |
| Otsuka Corp. | 0.03% |
| Manulife Financial Corp., 4.06%, due 02/24/2032 | 0.03% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M1, 1.12%, due 11/25/2033 | 0.03% |
| U.S. Treasury Note, 2.75%, due 11/15/2023 | 0.03% |
| Discovery Communications LLC, 3.62%, due 05/15/2030 | 0.03% |
| Glencore Funding LLC, 4.00%, due 03/27/2027 | 0.03% |
| Verizon Communications, Inc., 1.68%, due 10/30/2030 | 0.03% |
| Tokyo Electron, Ltd. | 0.03% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M4, 1.64%, due 09/25/2034 | 0.03% |
| Microsoft Corp., 2.67%, due 06/01/2060 | 0.03% |
| Alibaba Group Holding, Ltd., ADR | 0.03% |
| O'Reilly Automotive, Inc. | 0.03% |
| Enphase Energy, Inc. | 0.03% |
| Steel Dynamics, Inc., 3.45%, due 04/15/2030 | 0.03% |
| First Republic Bank | 0.03% |
| Cummins, Inc. | 0.03% |
| DBS Group Holdings, Ltd. | 0.03% |
| Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 | 0.03% |
| Impac CMB Trust, Series 2005-4, Class 1A1A, 0.68%, due 05/25/2035 | 0.03% |
| TJX Cos., Inc. | 0.03% |
| CMC Materials, Inc. | 0.03% |
| Carlsberg A/S, Class B | 0.03% |
| DexCom, Inc. | 0.03% |
| Gilead Sciences, Inc., 1.65%, due 10/01/2030 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.03% |
| Opteum Mortgage Acceptance Corp. Trust, Series 2006-1, Class 1AC1, 0.44%, due 04/25/2036 | 0.03% |
| Broadcom, Inc., 4.11%, due 09/15/2028 | 0.03% |
| SVB Financial Group | 0.03% |
| Wells Fargo & Co., Series MTN, 2.39%, due 06/02/2028 | 0.03% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.03% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.03% |
| Infosys, Ltd., ADR | 0.03% |
| Ameren Corp., 3.50%, due 01/15/2031 | 0.03% |
| Private Export Funding Corp., 2.80%, due 05/15/2022 | 0.03% |
| Federal National Mortgage Association, 2.39%, due 06/01/2025 | 0.03% |
| CVS Health Corp., 4.30%, due 03/25/2028 | 0.03% |
| Keysight Technologies, Inc. | 0.03% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.03% |
| Alexion Pharmaceuticals, Inc. | 0.03% |
| Westpac Banking Corp. | 0.03% |
| Amazon.com, Inc., 2.70%, due 06/03/2060 | 0.03% |
| Lennox International, Inc. | 0.03% |
| Packaging Corp. of America, 4.05%, due 12/15/2049 | 0.03% |
| IDEX Corp. | 0.03% |
| RBC Bearings, Inc. | 0.03% |
| Lennar Corp., Class A | 0.03% |
| Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 | 0.03% |
| Xcel Energy, Inc., 3.50%, due 12/01/2049 | 0.03% |
| Gilead Sciences, Inc., 2.80%, due 10/01/2050 | 0.03% |
| WEX, Inc. | 0.03% |
| Exxon Mobil Corp., 2.99%, due 08/16/2039 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2033 | 0.03% |
| New York Life Insurance Co., 4.45%, due 05/15/2069 | 0.03% |
| Northrop Grumman Corp. | 0.03% |
| Entegris, Inc. | 0.03% |
| Roper Technologies, Inc., 2.00%, due 06/30/2030 | 0.03% |
| Noble Energy, Inc., 4.20%, due 10/15/2049 | 0.03% |
| SKF AB, B Shares | 0.03% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.03% |
| Citigroup, Inc., 4.40%, due 06/10/2025 | 0.03% |
| Phillips 66 Partners, LP, 3.15%, due 12/15/2029 | 0.03% |
| Government National Mortgage Association, 0.49%, due 12/20/2062 | 0.03% |
| Woodward, Inc. | 0.03% |
| Government National Mortgage Association, 1.15%, due 12/20/2066 | 0.03% |
| U.S. Treasury Bond, 4.37%, due 11/15/2039 | 0.03% |
| ViacomCBS, Inc., 4.60%, due 01/15/2045 | 0.03% |
| New York & Presbyterian Hospital, 2.25%, due 08/01/2040 | 0.03% |
| Chevron Corp., 1.99%, due 05/11/2027 | 0.03% |
| Fiserv, Inc., 3.50%, due 07/01/2029 | 0.03% |
| Dominion Energy Gas Holdings LLC, 3.90%, due 11/15/2049 | 0.03% |
| Public Service Enterprise Group, Inc. | 0.03% |
| Alternative Loan Trust, Series 2006-41CB, Class 2A13, 5.75%, due 01/25/2037 | 0.03% |
| Government National Mortgage Association, 0.80%, due 03/20/2064 | 0.03% |
| Federal National Mortgage Association, 2.15%, due 07/25/2030 | 0.03% |
| VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 | 0.03% |
| Commerce Bancshares, Inc. | 0.03% |
| Aetna, Inc., 3.87%, due 08/15/2047 | 0.03% |
| Banco Bilbao Vizcaya Argentaria SA, 1.12%, due 09/18/2025 | 0.03% |
| T-Mobile USA, Inc., 4.37%, due 04/15/2040 | 0.03% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.03% |
| T-Mobile USA, Inc., 2.25%, due 11/15/2031 | 0.03% |
| Synopsys, Inc. | 0.03% |
| China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 | 0.03% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.03% |
| Federal National Mortgage Association, 3.50%, due 09/01/2042 | 0.03% |
| Trustees of Boston University, 3.17%, due 10/01/2050 | 0.03% |
| Pacific Gas & Electric Co., 4.60%, due 06/15/2043 | 0.03% |
| Mars, Inc., 1.62%, due 07/16/2032 | 0.03% |
| U.S. Treasury Bond, 1.12%, due 05/15/2040 | 0.03% |
| Suncor Energy, Inc., 3.60%, due 12/01/2024 | 0.03% |
| Aspen Technology, Inc. | 0.03% |
| Lamb Weston Holdings, Inc. | 0.03% |
| Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 | 0.03% |
| Telefonica Emisiones SA, 4.89%, due 03/06/2048 | 0.03% |
| CubeSmart, REIT | 0.03% |
| New Century Home Equity Loan Trust, Series 2004-2, Class M3, 1.15%, due 08/25/2034 | 0.03% |
| Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2026 | 0.03% |
| Prudential Insurance Co. of America, 8.30%, due 07/01/2025 | 0.03% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 | 0.03% |
| Visa, Inc., 2.70%, due 04/15/2040 | 0.03% |
| Smithfield Foods, Inc., 3.00%, due 10/15/2030 | 0.03% |
| Tennessee Valley Authority, 4.25%, due 09/15/2065 | 0.03% |
| QUALCOMM, Inc., 1.65%, due 05/20/2032 | 0.03% |
| Pfizer, Inc., 2.55%, due 05/28/2040 | 0.03% |
| Sherwin-Williams Co., 3.30%, due 05/15/2050 | 0.03% |
| Quanta Services, Inc., 2.90%, due 10/01/2030 | 0.03% |
| International Lease Finance Corp., 8.62%, due 01/15/2022 | 0.03% |
| Kinder Morgan Energy Partners, LP, 5.00%, due 10/01/2021 | 0.03% |
| BAT Capital Corp., 4.54%, due 08/15/2047 | 0.03% |
| United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 | 0.03% |
| Gray Oak Pipeline LLC, 2.60%, due 10/15/2025 | 0.03% |
| Old Dominion Freight Line, Inc. | 0.03% |
| McDonald's Corp., Series MTN, 3.62%, due 09/01/2049 | 0.03% |
| Microchip Technology, Inc., 2.67%, due 09/01/2023 | 0.03% |
| Federal Home Loan Mortgage Corp., 0.69%, due 08/15/2042 | 0.03% |
| Discover Bank, 4.20%, due 08/08/2023 | 0.03% |
| Alstom SA | 0.03% |
| Bank of America Corp., Series MTN, 4.18%, due 11/25/2027 | 0.03% |
| TransUnion | 0.03% |
| BP Capital Markets America, Inc., 3.00%, due 02/24/2050 | 0.03% |
| Societe Generale SA, 3.65%, due 07/08/2035 | 0.03% |
| U.S. Treasury Bond, 4.37%, due 05/15/2040 | 0.03% |
| Federal National Mortgage Association, 2.53%, due 10/01/2022 | 0.03% |
| Option One Mortgage Loan Trust, Series 2003-6, Class A2, 0.80%, due 11/25/2033 | 0.03% |
| NN Group NV | 0.03% |
| First Horizon National Corp. | 0.03% |
| Leidos Holdings, Inc. | 0.03% |
| LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 | 0.03% |
| CHL Mortgage Pass-Through Trust, Series 2007-2, Class A16, 6.00%, due 03/25/2037 | 0.03% |
| Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 | 0.03% |
| Lendingpoint Asset Securitization Trust, Series 2019-2, Class A, 3.07%, due 11/10/2025 | 0.03% |
| KeyCorp | 0.03% |
| Tucson Electric Power Co., 1.50%, due 08/01/2030 | 0.03% |
| CVS Health Corp., 3.25%, due 08/15/2029 | 0.03% |
| American Tower Corp., 3.70%, due 10/15/2049 | 0.03% |
| Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 | 0.03% |
| Federal Home Loan Mortgage Corp., 0.69%, due 03/15/2044 | 0.03% |
| Celanese US Holdings LLC, 3.50%, due 05/08/2024 | 0.03% |
| Anthem, Inc. | 0.03% |
| Kroger Co., 3.87%, due 10/15/2046 | 0.03% |
| Government National Mortgage Association, 5.50%, due 07/20/2037 | 0.03% |
| Siemens Financieringsmaatschappij NV, 2.35%, due 10/15/2026 | 0.03% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 | 0.03% |
| Ferguson PLC | 0.03% |
| CHL Mortgage Pass-Through Trust, Series 2005-HYB3, Class 2A2A, 3.44%, due 06/20/2035 | 0.03% |
| WW Grainger, Inc., 4.60%, due 06/15/2045 | 0.03% |
| Emory University, 2.14%, due 09/01/2030 | 0.03% |
| Roper Technologies, Inc., 2.95%, due 09/15/2029 | 0.03% |
| Yum! Brands, Inc. | 0.03% |
| Swiss Re AG | 0.03% |
| Koninklijke KPN NV | 0.03% |
| Vertex Pharmaceuticals, Inc. | 0.03% |
| Atmos Energy Corp. | 0.03% |
| Energy Transfer Operating, LP, 5.25%, due 04/15/2029 | 0.03% |
| Government National Mortgage Association, 4.83%, due 11/20/2042 | 0.03% |
| Crowdstrike Holdings, Inc., Class A | 0.03% |
| Zebra Technologies Corp., Class A | 0.03% |
| Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 | 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% |
| CK Hutchison International 19, Ltd., 3.62%, due 04/11/2029 | 0.03% |
| Raytheon Technologies Corp., 3.20%, due 03/15/2024 | 0.03% |
| Orange SA | 0.03% |
| Hyundai Capital America, 1.80%, due 10/15/2025 | 0.03% |
| Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 | 0.03% |
| American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 | 0.03% |
| ING Groep NV | 0.03% |
| Pretium Mortgage Credit Partners I LLC, Series 2019-NPL2, Class A1, 3.84%, due 12/27/2058 | 0.03% |
| Simon Property Group, LP, 3.50%, due 09/01/2025 | 0.03% |
| Boeing Co., 3.60%, due 05/01/2034 | 0.03% |
| Mitsubishi UFJ Financial Group, Inc. | 0.03% |
| Alexandria Real Estate Equities, Inc., 4.90%, due 12/15/2030 | 0.03% |
| Masco Corp. | 0.03% |
| Impac CMB Trust, Series 2005-4, Class 2B1, 2.62%, due 05/25/2035 | 0.03% |
| Suncor Energy, Inc., 5.95%, due 12/01/2034 | 0.03% |
| Cox Communications, Inc., 4.80%, due 02/01/2035 | 0.03% |
| CHL Mortgage Pass-Through Trust, Series 2006-HYB2, Class 2A1B, 3.39%, due 04/20/2036 | 0.03% |
| SoftBank Group Corp. | 0.03% |
| LafargeHolcim, Ltd. | 0.03% |
| Berkshire Hathaway Finance Corp., 2.85%, due 10/15/2050 | 0.03% |
| Maxim Integrated Products, Inc. | 0.03% |
| Specialty Underwriting & Residential Finance Trust, Series 2003-BC4, Class M1, 1.04%, due 11/25/2034 | 0.03% |
| Truist Bank, 3.30%, due 05/15/2026 | 0.03% |
| Verizon Communications, Inc., 4.01%, due 12/03/2029 | 0.03% |
| Global Payments, Inc., 4.15%, due 08/15/2049 | 0.03% |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 | 0.03% |
| Take-Two Interactive Software, Inc. | 0.03% |
| PacifiCorp, 4.12%, due 01/15/2049 | 0.03% |
| Lazard, Ltd., Class A | 0.03% |
| Bank of America Corp., 2.88%, due 04/24/2023 | 0.03% |
| CRH PLC | 0.03% |
| Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 | 0.03% |
| Texas Instruments, Inc., 1.75%, due 05/04/2030 | 0.03% |
| Taylor Wimpey PLC | 0.03% |
| Standard Chartered PLC | 0.03% |
| HCA, Inc., 5.50%, due 06/15/2047 | 0.02% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.02% |
| Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 | 0.02% |
| Bell Canada, 4.30%, due 07/29/2049 | 0.02% |
| UniCredit SpA, 2.56%, due 09/22/2026 | 0.02% |
| Gray Oak Pipeline LLC, 2.00%, due 09/15/2023 | 0.02% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.05%, due 03/30/2029 | 0.02% |
| Government National Mortgage Association, 4.60%, due 10/20/2041 | 0.02% |
| Syneos Health, Inc. | 0.02% |
| Starbucks Corp., 3.75%, due 12/01/2047 | 0.02% |
| Southern California Edison Co., 4.05%, due 03/15/2042 | 0.02% |
| Government National Mortgage Association, 5.00%, due 04/20/2041 | 0.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2023 | 0.02% |
| Rogers Communications, Inc., 3.70%, due 11/15/2049 | 0.02% |
| Goldman Sachs Group, Inc., 3.80%, due 03/15/2030 | 0.02% |
| Western Alliance Bancorp | 0.02% |
| Ono Pharmaceutical Co., Ltd. | 0.02% |
| BNP Paribas SA, 2.58%, due 08/12/2035 | 0.02% |
| Vinci SA | 0.02% |
| FTI Consulting, Inc. | 0.02% |
| National Retail Properties, Inc., REIT | 0.02% |
| Bank of America Corp., Series MTN, 3.59%, due 07/21/2028 | 0.02% |
| HCA, Inc., 5.12%, due 06/15/2039 | 0.02% |
| Chubb, Ltd. | 0.02% |
| Becton Dickinson & Co. | 0.02% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.02% |
| T-Mobile USA, Inc., 3.00%, due 02/15/2041 | 0.02% |
| UBS Group AG, 1.36%, due 01/30/2027 | 0.02% |
| ABN AMRO Bank NV, 4.75%, due 07/28/2025 | 0.02% |
| ITOCHU Corp. | 0.02% |
| Central Japan Railway Co. | 0.02% |
| Cognex Corp. | 0.02% |
| Pioneer Natural Resources Co. | 0.02% |
| Lloyds Banking Group PLC | 0.02% |
| WillScot Mobile Mini Holdings Corp. | 0.02% |
| Boeing Co., 1.95%, due 02/01/2024 | 0.02% |
| Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 | 0.02% |
| Kimco Realty Corp., 2.70%, due 10/01/2030 | 0.02% |
| Apple, Inc., 2.90%, due 09/12/2027 | 0.02% |
| Energy Transfer Operating, LP, 6.05%, due 06/01/2041 | 0.02% |
| Coca-Cola Co., 2.50%, due 06/01/2040 | 0.02% |
| Muenchener Rueckversicherungs-Gesellschaft AG | 0.02% |
| IHS Markit, Ltd. | 0.02% |
| LPL Financial Holdings, Inc. | 0.02% |
| Boston Scientific Corp. | 0.02% |
| Government National Mortgage Association, 0.73%, due 05/20/2066 | 0.02% |
| Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 | 0.02% |
| Copart, Inc. | 0.02% |
| VMware, Inc., 2.95%, due 08/21/2022 | 0.02% |
| STERIS PLC | 0.02% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.02% |
| CSX Corp., 3.25%, due 06/01/2027 | 0.02% |
| Sumitomo Metal Mining Co., Ltd. | 0.02% |
| Vonovia SE | 0.02% |
| Deere & Co. | 0.02% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.02% |
| Goldman Sachs Group, Inc. | 0.02% |
| Futures Contracts, Short, S&P/ASX 200 Index | 0.02% |
| Cleveland Electric Illuminating Co., 4.55%, due 11/15/2030 | 0.02% |
| LKQ Corp. | 0.02% |
| Raytheon Technologies Corp., 4.50%, due 06/01/2042 | 0.02% |
| Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 | 0.02% |
| Cullen / Frost Bankers, Inc. | 0.02% |
| Prudential PLC | 0.02% |
| Linde PLC | 0.02% |
| Kering SA | 0.02% |
| Cigna Corp., 3.40%, due 03/15/2050 | 0.02% |
| S&P Global, Inc., 2.30%, due 08/15/2060 | 0.02% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.02% |
| Wells Fargo & Co., Series MTN, 3.30%, due 09/09/2024 | 0.02% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 | 0.02% |
| Tucson Electric Power Co., 4.00%, due 06/15/2050 | 0.02% |
| Societe Generale SA, 4.25%, due 08/19/2026 | 0.02% |
| Guidewire Software, Inc. | 0.02% |
| ORIX Corp., 3.25%, due 12/04/2024 | 0.02% |
| SK Hynix, Inc. | 0.02% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.02% |
| FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 | 0.02% |
| VSE VOI Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 | 0.02% |
| Sequoia Mortgage Trust, Series 2018-2, Class A4, 3.50%, due 02/25/2048 | 0.02% |
| Erste Group Bank AG | 0.02% |
| Jazz Pharmaceuticals PLC | 0.02% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 | 0.02% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC8, Class M5, 1.79%, due 09/25/2034 | 0.02% |
| Transcontinental Gas Pipe Line Co. LLC, 3.25%, due 05/15/2030 | 0.02% |
| Landstar System, Inc. | 0.02% |
| Royalty Pharma PLC, Class A | 0.02% |
| SMC Corp. | 0.02% |
| Micron Technology, Inc. | 0.02% |
| Credit Agricole SA, 1.90%, due 06/16/2026 | 0.02% |
| Williams Cos., Inc., 3.75%, due 06/15/2027 | 0.02% |
| Masco Corp., 6.50%, due 08/15/2032 | 0.02% |
| Public Service Electric & Gas Co., Series MTN, 2.70%, due 05/01/2050 | 0.02% |
| CarMax, Inc. | 0.02% |
| Discovery Communications LLC, 3.95%, due 03/20/2028 | 0.02% |
| Zurich Insurance Group AG | 0.02% |
| Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 | 0.02% |
| Square Enix Holdings Co., Ltd. | 0.02% |
| UnitedHealth Group, Inc., 2.90%, due 05/15/2050 | 0.02% |
| Exelon Corp., 3.49%, due 06/01/2022 | 0.02% |
| NetEase, Inc., ADR | 0.02% |
| EOG Resources, Inc. | 0.02% |
| Travelers Cos., Inc., 2.55%, due 04/27/2050 | 0.02% |
| Virginia Electric & Power Co., 3.50%, due 03/15/2027 | 0.02% |
| Xcel Energy, Inc. | 0.02% |
| Chevron Corp., 2.97%, due 05/11/2040 | 0.02% |
| Jersey Central Power & Light Co., 4.30%, due 01/15/2026 | 0.02% |
| Essex Portfolio, LP, 2.65%, due 03/15/2032 | 0.02% |
| Comcast Corp., 3.25%, due 11/01/2039 | 0.02% |
| Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 | 0.02% |
| Bristol-Myers Squibb Co., 4.55%, due 02/20/2048 | 0.02% |
| AES Corp., 3.95%, due 07/15/2030 | 0.02% |
| Cisco Systems, Inc. | 0.02% |
| Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 | 0.02% |
| Continental Airlines Pass-Through Trust, 4.15%, due 10/11/2025 | 0.02% |
| Nomura Research Institute, Ltd. | 0.02% |
| Texas Health Resources, 4.33%, due 11/15/2055 | 0.02% |
| Kubota Corp. | 0.02% |
| Wuxi Biologics Cayman, Inc. | 0.02% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 | 0.02% |
| Federal National Mortgage Association, 2.47%, due 12/25/2026 | 0.02% |
| Crown Castle International Corp., 4.15%, due 07/01/2050 | 0.02% |
| Dunkin' Brands Group, Inc. | 0.02% |
| CHL Mortgage Pass-Through Trust, Series 2004-22, Class A1, 2.85%, due 11/25/2034 | 0.02% |
| London Stock Exchange Group PLC | 0.02% |
| Vail Resorts, Inc. | 0.02% |
| Duke Energy Indiana LLC, 3.75%, due 05/15/2046 | 0.02% |
| US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 | 0.02% |
| MPLX, LP, 5.50%, due 02/15/2049 | 0.02% |
| Dominion Energy Gas Holdings LLC, 4.60%, due 12/15/2044 | 0.02% |
| Zscaler, Inc. | 0.02% |
| Enel Finance International NV, 6.00%, due 10/07/2039 | 0.02% |
| Northern Trust Corp., 3.37%, due 05/08/2032 | 0.02% |
| Shiseido Co., Ltd. | 0.02% |
| BPCE SA, Series MTN, 3.37%, due 12/02/2026 | 0.02% |
| Nidec Corp. | 0.02% |
| Federal National Mortgage Association, 6.00%, due 12/01/2032 | 0.02% |
| CSX Corp., 3.80%, due 11/01/2046 | 0.02% |
| Signature Bank | 0.02% |
| Volkswagen Group of America Finance LLC, 3.20%, due 09/26/2026 | 0.02% |
| Southern California Edison Co., 3.60%, due 02/01/2045 | 0.02% |
| British Airways Pass-Through Trust, 3.30%, due 06/15/2034 | 0.02% |
| Vodafone Group PLC, 4.37%, due 02/19/2043 | 0.02% |
| Pacific Gas & Electric Co., 4.00%, due 12/01/2046 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.85%, due 09/15/2035 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2024 | 0.02% |
| Enel SpA | 0.02% |
| Regions Financial Corp. | 0.02% |
| Burlington Northern Santa Fe LLC, 7.95%, due 08/15/2030 | 0.02% |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 | 0.02% |
| Mizuho Financial Group, Inc., 1.97%, due 09/08/2031 | 0.02% |
| Denso Corp. | 0.02% |
| Banco Nacional de Panama, 2.50%, due 08/11/2030 | 0.02% |
| Johnson & Johnson, 2.25%, due 09/01/2050 | 0.02% |
| Enterprise Products Operating LLC, 4.20%, due 01/31/2050 | 0.02% |
| Horizon Therapeutics PLC | 0.02% |
| Australia & New Zealand Banking Group, Ltd. | 0.02% |
| AIA Group, Ltd., 3.60%, due 04/09/2029 | 0.02% |
| AMETEK, Inc. | 0.02% |
| Cadence Design Systems, Inc. | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 08/15/2035 | 0.02% |
| Lowe's Cos., Inc., 3.65%, due 04/05/2029 | 0.02% |
| AT&T, Inc., 3.50%, due 06/01/2041 | 0.02% |
| EQM Midstream Partners, LP, 5.50%, due 07/15/2028 | 0.02% |
| Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 | 0.02% |
| United Airlines Pass-Through Trust, 4.55%, due 02/25/2033 | 0.02% |
| Comcast Corp., 1.50%, due 02/15/2031 | 0.02% |
| Noble Energy, Inc., 5.25%, due 11/15/2043 | 0.02% |
| Nucor Corp., 6.40%, due 12/01/2037 | 0.02% |
| American Water Capital Corp., 3.45%, due 05/01/2050 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 4.50%, due 06/15/2025 | 0.02% |
| Constellation Brands, Inc., 3.15%, due 08/01/2029 | 0.02% |
| CSX Corp., 4.75%, due 11/15/2048 | 0.02% |
| Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 | 0.02% |
| Texas Eastern Transmission, LP, 4.15%, due 01/15/2048 | 0.02% |
| Vale SA, ADR | 0.02% |
| ONEOK, Inc., 5.20%, due 07/15/2048 | 0.02% |
| Seagate Technology PLC | 0.02% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 | 0.02% |
| ENEOS Holdings, Inc. | 0.02% |
| Plains All American Pipeline, LP / PAA Finance Corp., 3.80%, due 09/15/2030 | 0.02% |
| Mizuho Financial Group, Inc., 2.86%, due 09/13/2030 | 0.02% |
| Equinix, Inc., 1.55%, due 03/15/2028 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 | 0.02% |
| Cooperatieve Rabobank UA, 4.37%, due 08/04/2025 | 0.02% |
| Entergy Louisiana LLC, 2.90%, due 03/15/2051 | 0.02% |
| Axalta Coating Systems, Ltd. | 0.02% |
| Qorvo, Inc. | 0.02% |
| Las Vegas Sands Corp. | 0.02% |
| Evergy Metro, Inc., 2.25%, due 06/01/2030 | 0.02% |
| China Merchants Bank Co., Ltd., H Shares | 0.02% |
| Mexico Government International Bond, 4.50%, due 01/31/2050 | 0.02% |
| Rogers Communications, Inc., 4.35%, due 05/01/2049 | 0.02% |
| Cottage Health Obligated Group, 3.30%, due 11/01/2049 | 0.02% |
| Chewy, Inc., Class A | 0.02% |
| DTE Energy Co. | 0.02% |
| BAT Capital Corp., 3.21%, due 09/06/2026 | 0.02% |
| Entergy Corp. | 0.02% |
| Knight-Swift Transportation Holdings, Inc. | 0.02% |
| Narragansett Electric Co., 3.39%, due 04/09/2030 | 0.02% |
| Apple, Inc., 2.40%, due 08/20/2050 | 0.02% |
| Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 | 0.02% |
| ServisFirst Bancshares, Inc. | 0.02% |
| Healthpeak Properties, Inc., 2.87%, due 01/15/2031 | 0.02% |
| Energy Transfer Operating, LP, 5.15%, due 03/15/2045 | 0.02% |
| Black Knight, Inc. | 0.02% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 9A, 2.85%, due 09/25/2034 | 0.02% |
| Koninklijke Ahold Delhaize NV | 0.02% |
| Broadcom, Inc., 4.25%, due 04/15/2026 | 0.02% |
| FactSet Research Systems, Inc. | 0.02% |
| Focus Financial Partners, Inc., Class A | 0.02% |
| Hewlett Packard Enterprise Co., 1.45%, due 04/01/2024 | 0.02% |
| Royal Dutch Shell PLC, A Shares | 0.02% |
| Essex Portfolio, LP, 1.65%, due 01/15/2031 | 0.02% |
| BAT Capital Corp., 2.25%, due 03/25/2028 | 0.02% |
| Credit Suisse Group AG | 0.02% |
| HSBC Holdings PLC | 0.02% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.02% |
| Cushman & Wakefield PLC | 0.02% |
| Cooperatieve Rabobank UA, 4.62%, due 12/01/2023 | 0.02% |
| JD.com, Inc., Class A | 0.02% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.02% |
| Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 | 0.02% |
| Anglo American Capital PLC, 4.00%, due 09/11/2027 | 0.02% |
| CMS Energy Corp. | 0.02% |
| Avolon Holdings Funding, Ltd., 5.25%, due 05/15/2024 | 0.02% |
| NRG Energy, Inc., 4.45%, due 06/15/2029 | 0.02% |
| Siemens Financieringsmaatschappij NV, 3.25%, due 05/27/2025 | 0.02% |
| Chemed Corp. | 0.02% |
| Carrier Global Corp., 2.49%, due 02/15/2027 | 0.02% |
| China Mobile, Ltd. | 0.02% |
| Boston Scientific Corp., 4.00%, due 03/01/2029 | 0.02% |
| AbbVie, Inc., 4.40%, due 11/06/2042 | 0.02% |
| Commonwealth Bank of Australia, 2.85%, due 05/18/2026 | 0.02% |
| Starbucks Corp., 2.55%, due 11/15/2030 | 0.02% |
| Monolithic Power Systems, Inc. | 0.02% |
| Alexandria Real Estate Equities, Inc., 3.80%, due 04/15/2026 | 0.02% |
| Liberty Mutual Insurance Co., 8.50%, due 05/15/2025 | 0.02% |
| Spotify Technology SA | 0.02% |
| Sabine Pass Liquefaction LLC, 4.50%, due 05/15/2030 | 0.02% |
| NVIDIA Corp., 3.50%, due 04/01/2050 | 0.02% |
| Westpac Banking Corp., 4.42%, due 07/24/2039 | 0.02% |
| Amphenol Corp., Class A | 0.02% |
| Moelis & Co., Class A | 0.02% |
| JD.com, Inc., ADR | 0.02% |
| American Tower Corp., 1.87%, due 10/15/2030 | 0.02% |
| Assurant, Inc., 4.20%, due 09/27/2023 | 0.02% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.83%, due 09/25/2022 | 0.02% |
| Asahi Kasei Corp. | 0.02% |
| Biogen, Inc. | 0.02% |
| Avery Dennison Corp. | 0.02% |
| Kyowa Kirin Co., Ltd. | 0.02% |
| US Bancorp | 0.02% |
| Emerson Electric Co. | 0.02% |
| Siemens Financieringsmaatschappij NV, 3.12%, due 03/16/2024 | 0.02% |
| Seven & i Holdings Co., Ltd. | 0.02% |
| Xiaomi Corp., Class B | 0.02% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.02% |
| U.S. Treasury Note, 2.00%, due 11/15/2026 | 0.02% |
| Commonwealth Bank of Australia | 0.02% |
| Shimadzu Corp. | 0.02% |
| LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ, 5.45%, due 09/15/2039 | 0.02% |
| Steel Dynamics, Inc., 1.65%, due 10/15/2027 | 0.02% |
| ICU Medical, Inc. | 0.02% |
| Intact US Holdings, Inc., 4.60%, due 11/09/2022 | 0.02% |
| RASC Trust, Series 2005-EMX1, Class M1, 0.79%, due 03/25/2035 | 0.02% |
| Essex Portfolio, LP, 2.65%, due 09/01/2050 | 0.02% |
| U.S. Treasury Note, 2.25%, due 11/15/2024 | 0.02% |
| Tyson Foods, Inc., 4.00%, due 03/01/2026 | 0.02% |
| LG Chem, Ltd. | 0.02% |
| Wells Fargo & Co., 5.37%, due 11/02/2043 | 0.02% |
| Asahi Group Holdings, Ltd. | 0.02% |
| MongoDB, Inc. | 0.02% |
| Illumina, Inc. | 0.02% |
| Federal National Mortgage Association, 2.11%, due 11/25/2028 | 0.02% |
| Hilton Worldwide Holdings, Inc. | 0.02% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.02% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.02% |
| Simon Property Group, LP, 3.37%, due 06/15/2027 | 0.02% |
| Credit Suisse Group AG, 2.19%, due 06/05/2026 | 0.02% |
| Barclays PLC, 4.83%, due 05/09/2028 | 0.02% |
| Suzuki Motor Corp. | 0.02% |
| Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 | 0.02% |
| Camden Property Trust, REIT | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 08/15/2035 | 0.02% |
| Lloyds Banking Group PLC, 4.37%, due 03/22/2028 | 0.02% |
| Gilead Sciences, Inc., 1.20%, due 10/01/2027 | 0.02% |
| Rio Tinto PLC | 0.02% |
| Niagara Mohawk Power Corp., 1.96%, due 06/27/2030 | 0.02% |
| BAE Systems PLC, 1.90%, due 02/15/2031 | 0.02% |
| Atmos Energy Corp., 3.00%, due 06/15/2027 | 0.02% |
| Morgan Stanley, 3.95%, due 04/23/2027 | 0.02% |
| Blackstone Group, Inc., Class A | 0.02% |
| ORIX Corp. | 0.02% |
| Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 | 0.02% |
| AT&T, Inc., 3.50%, due 09/15/2053 | 0.02% |
| Office Properties Income Trust, 4.00%, due 07/15/2022 | 0.02% |
| Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE6, Class M2, 2.02%, due 08/25/2034 | 0.02% |
| Mizuho Bank, Ltd., 3.60%, due 09/25/2024 | 0.02% |
| BP Capital Markets PLC, 3.53%, due 11/04/2024 | 0.02% |
| First Hawaiian, Inc. | 0.02% |
| Kinder Morgan, Inc., 3.25%, due 08/01/2050 | 0.02% |
| Nippon Express Co., Ltd. | 0.02% |
| Daimler Finance North America LLC, 2.87%, due 03/10/2021 | 0.02% |
| New Oriental Education & Technology Group, Inc., ADR | 0.02% |
| CSX Corp., 3.80%, due 04/15/2050 | 0.02% |
| U.S. Treasury Note, 2.00%, due 02/28/2021 | 0.02% |
| Merck & Co., Inc., 2.35%, due 06/24/2040 | 0.02% |
| President & Fellows of Harvard College, 3.30%, due 07/15/2056 | 0.02% |
| Workday, Inc., Class A | 0.02% |
| Lundin Energy AB | 0.02% |
| Konami Holdings Corp. | 0.02% |
| Credit Acceptance Auto Loan Trust, Series 2017-2A, Class C, 3.35%, due 06/15/2026 | 0.02% |
| Verizon Communications, Inc., 2.98%, due 10/30/2056 | 0.02% |
| ANZ New Zealand International, Ltd., 3.45%, due 07/17/2027 | 0.02% |
| State Street Corp. | 0.02% |
| Dollar Tree, Inc. | 0.02% |
| Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 | 0.02% |
| Mylan NV, 3.95%, due 06/15/2026 | 0.02% |
| New York Times Co., Class A | 0.02% |
| Sberbank of Russia PJSC, ADR | 0.02% |
| Ingersoll Rand, Inc. | 0.02% |
| Mitsui Fudosan Co., Ltd. | 0.02% |
| JB Hunt Transport Services, Inc., 3.87%, due 03/01/2026 | 0.02% |
| Panama Government International Bond, 4.50%, due 04/16/2050 | 0.02% |
| Gilead Sciences, Inc., 4.80%, due 04/01/2044 | 0.02% |
| Deutsche Bank AG, 3.70%, due 05/30/2024 | 0.02% |
| Government National Mortgage Association, 0.56%, due 03/20/2063 | 0.02% |
| Boeing Co., 5.04%, due 05/01/2027 | 0.02% |
| ONEOK, Inc., 2.20%, due 09/15/2025 | 0.02% |
| Al Rajhi Bank | 0.02% |
| Bayer AG | 0.02% |
| CoreLogic, Inc. | 0.02% |
| Industrial & Commercial Bank of China, Ltd., H Shares | 0.02% |
| Baltimore Gas & Electric Co., 5.20%, due 06/15/2033 | 0.02% |
| Reynolds Consumer Products, Inc. | 0.02% |
| RealPage, Inc. | 0.02% |
| Air Lease Corp., 3.37%, due 07/01/2025 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 06/01/2042 | 0.02% |
| Commonwealth Edison Co., 3.65%, due 06/15/2046 | 0.02% |
| United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 | 0.02% |
| ONEOK Partners, LP, 6.65%, due 10/01/2036 | 0.02% |
| Nabtesco Corp. | 0.02% |
| Exelixis, Inc. | 0.02% |
| APT Pipelines, Ltd., 4.25%, due 07/15/2027 | 0.02% |
| Vodafone Group PLC, 5.25%, due 05/30/2048 | 0.02% |
| Meritage Mortgage Loan Trust, Series 2003-1, Class M2, 2.47%, due 11/25/2033 | 0.02% |
| Boeing Co., 2.25%, due 06/15/2026 | 0.02% |
| Pepperdine University, 3.30%, due 12/01/2059 | 0.02% |
| Glencore Funding LLC, 4.62%, due 04/29/2024 | 0.02% |
| Casey's General Stores, Inc. | 0.02% |
| Royalty Pharma PLC, 0.75%, due 09/02/2023 | 0.02% |
| Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 | 0.02% |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3, 2.79%, due 11/20/2034 | 0.02% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 | 0.02% |
| Chase Funding Trust, Series 2003-2, Class 2A2, 0.70%, due 02/25/2033 | 0.02% |
| Duquesne Light Holdings, Inc., 2.53%, due 10/01/2030 | 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% |
| Fox Corp., 5.57%, due 01/25/2049 | 0.02% |
| AES Corp., 3.30%, due 07/15/2025 | 0.02% |
| Western Union Co., 3.60%, due 03/15/2022 | 0.02% |
| Tennessee Valley Authority, 4.62%, due 09/15/2060 | 0.02% |
| Clorox Co., 1.80%, due 05/15/2030 | 0.02% |
| John Deere Capital Corp., Series MTN, 2.25%, due 09/14/2026 | 0.02% |
| Dow, Inc. | 0.02% |
| General Motors Co. | 0.02% |
| Raytheon Technologies Corp., 4.15%, due 05/15/2045 | 0.02% |
| Wendy's Co. | 0.02% |
| Novartis Capital Corp., 2.75%, due 08/14/2050 | 0.02% |
| Dexus, REIT | 0.02% |
| Air Products & Chemicals, Inc. | 0.02% |
| University of Southern California, 3.22%, due 10/01/2120 | 0.02% |
| Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 | 0.02% |
| Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 | 0.02% |
| Eli Lilly & Co., 2.50%, due 09/15/2060 | 0.02% |
| Cigna Corp., 3.40%, due 03/01/2027 | 0.02% |
| Alternative Loan Trust, Series 2004-27CB, Class A1, 6.00%, due 12/25/2034 | 0.02% |
| Colombia Government International Bond, 5.00%, due 06/15/2045 | 0.02% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.14%, due 02/25/2034 | 0.02% |
| Royalty Pharma PLC, 1.75%, due 09/02/2027 | 0.02% |
| Premier, Inc., Class A | 0.02% |
| DuPont de Nemours, Inc. | 0.02% |
| Citizens Financial Group, Inc. | 0.02% |
| Reckitt Benckiser Treasury Services PLC, 3.00%, due 06/26/2027 | 0.02% |
| Enel Finance International NV, 4.62%, due 09/14/2025 | 0.02% |
| Nutrien, Ltd., 4.12%, due 03/15/2035 | 0.02% |
| UPM-Kymmene OYJ | 0.02% |
| Daiichi Sankyo Co., Ltd. | 0.02% |
| Johnson & Johnson, 3.40%, due 01/15/2038 | 0.02% |
| Starbucks Corp., 3.35%, due 03/12/2050 | 0.02% |
| General Motors Co., 5.20%, due 04/01/2045 | 0.02% |
| Standard Chartered PLC, 5.20%, due 01/26/2024 | 0.02% |
| Australia & New Zealand Banking Group, Ltd., 4.40%, due 05/19/2026 | 0.02% |
| Celanese Corp. | 0.02% |
| Simon Property Group, LP, 3.25%, due 09/13/2049 | 0.02% |
| Edison International, 5.75%, due 06/15/2027 | 0.02% |
| Government National Mortgage Association, 0.62%, due 03/20/2063 | 0.02% |
| Standard Chartered PLC, 4.30%, due 05/21/2030 | 0.02% |
| NAVER Corp. | 0.02% |
| Commonwealth Bank of Australia, 4.50%, due 12/09/2025 | 0.02% |
| Kweichow Moutai Co., Ltd., A Shares | 0.02% |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 8A1, 2.87%, due 02/25/2037 | 0.02% |
| Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2023 | 0.02% |
| Hydro-Quebec, 9.40%, due 02/01/2021 | 0.02% |
| HSBC Holdings PLC, 4.37%, due 11/23/2026 | 0.02% |
| Republic Services, Inc., 1.45%, due 02/15/2031 | 0.02% |
| AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 | 0.02% |
| Teladoc Health, Inc. | 0.02% |
| Phillips 66 | 0.02% |
| Hershey Co., 2.65%, due 06/01/2050 | 0.02% |
| Amazon.com, Inc., 2.50%, due 06/03/2050 | 0.02% |
| U.S. Treasury Note, 2.75%, due 05/31/2023 | 0.02% |
| Mexico Government International Bond, 4.12%, due 01/21/2026 | 0.02% |
| CVS Pass-Through Trust, 5.92%, due 01/10/2034 | 0.02% |
| Sumitomo Realty & Development Co., Ltd. | 0.02% |
| HSBC Holdings PLC, 4.25%, due 08/18/2025 | 0.02% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.02% |
| CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M5, 2.05%, due 08/25/2034 | 0.02% |
| Sumitomo Life Insurance Co., 4.00%, due 09/14/2077 | 0.02% |
| Discovery, Inc., Class C | 0.02% |
| Daiwa House Industry Co., Ltd. | 0.02% |
| Marui Group Co., Ltd. | 0.02% |
| BPCE SA, 4.62%, due 07/11/2024 | 0.02% |
| Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-BC6, Class A4, 0.31%, due 01/25/2037 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 | 0.02% |
| CVS Pass-Through Trust, 4.70%, due 01/10/2036 | 0.02% |
| CRH America Finance, Inc., 3.40%, due 05/09/2027 | 0.02% |
| NYU Langone Hospitals, 3.38%, due 07/01/2055 | 0.02% |
| Intel Corp. | 0.02% |
| MUFG Bank, Ltd., 4.10%, due 09/09/2023 | 0.02% |
| Federal National Mortgage Association, 3.50%, due 01/01/2043 | 0.02% |
| Ontario Teachers' Cadillac Fairview Properties Trust, 3.87%, due 03/20/2027 | 0.02% |
| American Campus Communities, Inc., REIT | 0.02% |
| Federal Home Loan Mortgage Corp., 6.50%, due 01/01/2035 | 0.02% |
| Aon PLC, 3.50%, due 06/14/2024 | 0.02% |
| EDP Finance BV, 3.62%, due 07/15/2024 | 0.02% |
| International Business Machines Corp., 1.95%, due 05/15/2030 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 | 0.02% |
| Barclays PLC, 3.65%, due 03/16/2025 | 0.02% |
| Northwestern Mutual Life Insurance Co., 3.85%, due 09/30/2047 | 0.02% |
| Twilio, Inc., Class A | 0.02% |
| NorthWestern Corp. | 0.02% |
| Eni SpA, 4.00%, due 09/12/2023 | 0.02% |
| Federal Home Loan Mortgage Corp., 0.69%, due 07/15/2042 | 0.02% |
| Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2034 | 0.02% |
| New Century Home Equity Loan Trust, Series 2004-2, Class M5, 2.17%, due 08/25/2034 | 0.02% |
| Prudential Financial, Inc., Series MTN, 3.70%, due 03/13/2051 | 0.02% |
| Societe Generale SA, 4.25%, due 04/14/2025 | 0.02% |
| Atlas Copco AB, A Shares | 0.02% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 | 0.02% |
| Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 | 0.02% |
| Countrywide Partnership Trust, Series 2004-EC1, Class M2, 1.09%, due 01/25/2035 | 0.02% |
| Cameron LNG LLC, 3.30%, due 01/15/2035 | 0.02% |
| Sumitomo Mitsui Financial Group, Inc., 2.77%, due 10/18/2022 | 0.02% |
| General Electric Co., 4.12%, due 10/09/2042 | 0.02% |
| BOC Aviation, Ltd., 2.75%, due 09/18/2022 | 0.02% |
| Microsoft Corp., 4.10%, due 02/06/2037 | 0.02% |
| Citigroup, Inc., 3.20%, due 10/21/2026 | 0.02% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.02% |
| Nordea Bank Abp, 4.25%, due 09/21/2022 | 0.02% |
| Grupo Bimbo SAB de CV, 4.00%, due 09/06/2049 | 0.02% |
| Home Depot, Inc., 3.35%, due 04/15/2050 | 0.02% |
| Portland General Electric Co. | 0.02% |
| Philip Morris International, Inc., 4.37%, due 11/15/2041 | 0.02% |
| T&D Holdings, Inc. | 0.02% |
| Government National Mortgage Association, Interest Only STRIPS, 1.80%, due 06/20/2067 | 0.02% |
| BOC Aviation, Ltd., 3.50%, due 10/10/2024 | 0.02% |
| Drive Auto Receivables Trust, Series 2018-3, Class C, 3.72%, due 09/16/2024 | 0.02% |
| FirstEnergy Corp., 3.90%, due 07/15/2027 | 0.02% |
| Fast Retailing Co., Ltd. | 0.02% |
| Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 | 0.02% |
| Air Liquide Finance SA, 2.25%, due 09/27/2023 | 0.01% |
| Commonwealth Edison Co., 4.70%, due 01/15/2044 | 0.01% |
| Hutchison Whampoa International 12 II, Ltd., 3.25%, due 11/08/2022 | 0.01% |
| Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 | 0.01% |
| Adecco Group AG | 0.01% |
| Tokyu Corp. | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 04/01/2043 | 0.01% |
| Prudential Financial, Inc., 3.90%, due 12/07/2047 | 0.01% |
| Mississippi Power Co., 3.95%, due 03/30/2028 | 0.01% |
| Standard Chartered PLC, 4.24%, due 01/20/2023 | 0.01% |
| United Airlines Pass-Through Trust, 3.50%, due 09/01/2031 | 0.01% |
| WP Carey, Inc., 2.40%, due 02/01/2031 | 0.01% |
| UBS Group AG, 2.85%, due 08/15/2023 | 0.01% |
| America Movil SAB de CV, 3.12%, due 07/16/2022 | 0.01% |
| Blackstone / GSO Secured Lending Fund, 3.65%, due 07/14/2023 | 0.01% |
| Bon Secours Mercy Health, Inc., 3.20%, due 06/01/2050 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR17, Class 1A1A, 1.83%, due 12/25/2046 | 0.01% |
| Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 | 0.01% |
| Upjohn, Inc., 4.00%, due 06/22/2050 | 0.01% |
| Pennsylvania Electric Co., 3.60%, due 06/01/2029 | 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% |
| Bank Central Asia Tbk PT | 0.01% |
| Diageo Capital PLC, 2.00%, due 04/29/2030 | 0.01% |
| Ontario Teachers' Cadillac Fairview Properties Trust, 3.12%, due 03/20/2022 | 0.01% |
| Nomura Holdings, Inc., 2.67%, due 07/16/2030 | 0.01% |
| Florida Power & Light Co., 3.80%, due 12/15/2042 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 | 0.01% |
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 0.76%, due 10/25/2028 | 0.01% |
| Exelon Corp. | 0.01% |
| Standard Chartered PLC, 2.74%, due 09/10/2022 | 0.01% |
| Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 | 0.01% |
| MPLX, LP, 2.65%, due 08/15/2030 | 0.01% |
| ACE Securities Corp. Home Equity Loan Trust, Series 2004-HE4, Class M2, 1.12%, due 12/25/2034 | 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% |
| Korea Gas Corp., 1.87%, due 07/18/2021 | 0.01% |
| Berkshire Hathaway Energy Co., 2.85%, due 05/15/2051 | 0.01% |
| America Movil SAB de CV, Series L | 0.01% |
| Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 | 0.01% |
| Dow Chemical Co., 8.85%, due 09/15/2021 | 0.01% |
| Securitized Asset-Backed Receivables LLC Trust, Series 2004-NC1, Class M2, 1.87%, due 02/25/2034 | 0.01% |
| CSX Corp., 4.10%, due 03/15/2044 | 0.01% |
| Outfront Media, Inc., REIT | 0.01% |
| Precision Castparts Corp., 4.20%, due 06/15/2035 | 0.01% |
| Coca-Cola Femsa SAB de CV, 1.85%, due 09/01/2032 | 0.01% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 4.12%, due 08/01/2023 | 0.01% |
| nVent Finance SARL, 4.55%, due 04/15/2028 | 0.01% |
| Insulet Corp. | 0.01% |
| Honda Motor Co., Ltd. | 0.01% |
| Berkshire Hathaway Energy Co., 3.70%, due 07/15/2030 | 0.01% |
| Time Warner Cable LLC, 5.50%, due 09/01/2041 | 0.01% |
| Heineken NV | 0.01% |
| Lukoil PJSC, ADR | 0.01% |
| Grupo Financiero Banorte SAB de CV, Class O | 0.01% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC2, Class M1, 0.97%, due 12/25/2033 | 0.01% |
| CHEC Loan Trust, Series 2004-1, Class M2, 1.12%, due 07/25/2034 | 0.01% |
| Dell International LLC / EMC Corp., 5.30%, due 10/01/2029 | 0.01% |
| Realty Income Corp., 3.87%, due 04/15/2025 | 0.01% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 | 0.01% |
| Brooklyn Union Gas Co., 4.27%, due 03/15/2048 | 0.01% |
| GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 | 0.01% |
| Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 | 0.01% |
| Newmont Corp. | 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% |
| Eni USA, Inc., 7.30%, due 11/15/2027 | 0.01% |
| Banco Santander SA | 0.01% |
| AT&T, Inc., 4.80%, due 06/15/2044 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 09/01/2031 | 0.01% |
| Southern Power Co., 5.15%, due 09/15/2041 | 0.01% |
| Apple, Inc., 3.20%, due 05/11/2027 | 0.01% |
| Microsoft Corp., 2.52%, due 06/01/2050 | 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% |
| Royalty Pharma PLC, 3.30%, due 09/02/2040 | 0.01% |
| Lockheed Martin Corp., 4.50%, due 05/15/2036 | 0.01% |
| Royalty Pharma PLC, 3.55%, due 09/02/2050 | 0.01% |
| Southwest Airlines Co. | 0.01% |
| Morgan Stanley Capital I Trust, Series 2006-HQ8, Class D, 5.55%, due 03/12/2044 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 11/15/2023 | 0.01% |
| Yale-New Haven Health Services Corp., 2.49%, due 07/01/2050 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 09/01/2040 | 0.01% |
| Planet Fitness, Inc., Class A | 0.01% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.29%, due 07/25/2023 | 0.01% |
| Dell International LLC / EMC Corp., 6.20%, due 07/15/2030 | 0.01% |
| Capital One Financial Corp., 3.20%, due 02/05/2025 | 0.01% |
| Yum China Holdings, Inc. | 0.01% |
| ViacomCBS, Inc., 3.70%, due 08/15/2024 | 0.01% |
| Entergy Arkansas LLC, 2.65%, due 06/15/2051 | 0.01% |
| DuPont de Nemours, Inc., 5.31%, due 11/15/2038 | 0.01% |
| China Life Insurance Co., Ltd., H Shares | 0.01% |
| Metropolitan Life Global Funding I, 3.00%, due 09/19/2027 | 0.01% |
| UnitedHealth Group, Inc., 4.62%, due 07/15/2035 | 0.01% |
| Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 | 0.01% |
| BMW US Capital LLC, 2.25%, due 09/15/2023 | 0.01% |
| First Investors Auto Owner Trust, Series 2017-2A, Class B, 2.65%, due 11/15/2022 | 0.01% |
| AXA SA | 0.01% |
| Government National Mortgage Association, 0.67%, due 10/20/2062 | 0.01% |
| Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 | 0.01% |
| Cummins, Inc., 2.60%, due 09/01/2050 | 0.01% |
| Marsh & McLennan Cos., Inc. | 0.01% |
| TE Connectivity, Ltd. | 0.01% |
| Itau Unibanco Holding SA, 4.99% | 0.01% |
| Boeing Co., 5.70%, due 05/01/2040 | 0.01% |
| NiSource, Inc., 1.70%, due 02/15/2031 | 0.01% |
| Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 | 0.01% |
| Norfolk Southern Corp., 3.95%, due 10/01/2042 | 0.01% |
| Regions Financial Corp., 3.80%, due 08/14/2023 | 0.01% |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR26, Class 2A1, 3.35%, due 11/25/2033 | 0.01% |
| Oracle Corp., 3.80%, due 11/15/2037 | 0.01% |
| Kia Motors Corp. | 0.01% |
| Welltower, Inc., 6.50%, due 03/15/2041 | 0.01% |
| Reynolds American, Inc., 5.70%, due 08/15/2035 | 0.01% |
| Ameren Corp. | 0.01% |
| Sunny Optical Technology Group Co., Ltd. | 0.01% |
| PTC, Inc. | 0.01% |
| Tyson Foods, Inc., 5.15%, due 08/15/2044 | 0.01% |
| New York Life Insurance Co., 3.75%, due 05/15/2050 | 0.01% |
| AbbVie, Inc., 4.75%, due 03/15/2045 | 0.01% |
| Edison International, 4.12%, due 03/15/2028 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.75%, due 06/15/2035 | 0.01% |
| Glencore Finance Canada, Ltd., 5.55%, due 10/25/2042 | 0.01% |
| Sumitomo Mitsui Financial Group, Inc., 3.10%, due 01/17/2023 | 0.01% |
| Boardwalk Pipelines, LP, 4.80%, due 05/03/2029 | 0.01% |
| United Airlines Pass-Through Trust, 4.30%, due 02/15/2027 | 0.01% |
| BP Capital Markets America, Inc., 2.77%, due 11/10/2050 | 0.01% |
| Magna International, Inc. | 0.01% |
| CNOOC, Ltd. | 0.01% |
| Toledo Edison Co., 6.15%, due 05/15/2037 | 0.01% |
| National Vision Holdings, Inc. | 0.01% |
| POSCO | 0.01% |
| BAT Capital Corp., 3.98%, due 09/25/2050 | 0.01% |
| AstraZeneca PLC, 6.45%, due 09/15/2037 | 0.01% |
| AbbVie, Inc., 3.85%, due 06/15/2024 | 0.01% |
| Fiserv, Inc., 4.40%, due 07/01/2049 | 0.01% |
| Cie Financiere Richemont SA | 0.01% |
| Wal-Mart de Mexico SAB de CV | 0.01% |
| Kroger Co., 8.00%, due 09/15/2029 | 0.01% |
| CNA Financial Corp., 3.45%, due 08/15/2027 | 0.01% |
| ConocoPhillips Co., 4.95%, due 03/15/2026 | 0.01% |
| Alphabet, Inc., 2.25%, due 08/15/2060 | 0.01% |
| Pfizer, Inc. | 0.01% |
| Eaton Corp., 5.80%, due 03/15/2037 | 0.01% |
| Banco Bilbao Vizcaya Argentaria SA | 0.01% |
| LG Household & Health Care, Ltd. | 0.01% |
| Shenzhou International Group Holdings, Ltd. | 0.01% |
| HP, Inc., 3.00%, due 06/17/2027 | 0.01% |
| Cleveland Electric Illuminating Co., 3.50%, due 04/01/2028 | 0.01% |
| Petroleo Brasileiro SA, 3.14% | 0.01% |
| Deutsche Boerse AG | 0.01% |
| Kroger Co. | 0.01% |
| Daiwa Securities Group, Inc., 3.12%, due 04/19/2022 | 0.01% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.87%, due 08/14/2024 | 0.01% |
| Amgen, Inc., 2.30%, due 02/25/2031 | 0.01% |
| Alnylam Pharmaceuticals, Inc. | 0.01% |
| Mitsubishi UFJ Financial Group, Inc., 2.66%, due 07/25/2022 | 0.01% |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5, 2.64%, due 09/25/2033 | 0.01% |
| Brenntag AG | 0.01% |
| Capital One Financial Corp., 3.75%, due 07/28/2026 | 0.01% |
| Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 | 0.01% |
| Boston Scientific Corp., 4.55%, due 03/01/2039 | 0.01% |
| Federal National Mortgage Association, 0.64%, due 08/25/2042 | 0.01% |
| Hyundai Mobis Co., Ltd. | 0.01% |
| Upjohn, Inc., 1.65%, due 06/22/2025 | 0.01% |
| Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 | 0.01% |
| Time Warner Cable LLC, 5.87%, due 11/15/2040 | 0.01% |
| Long Beach Mortgage Loan Trust, Series 2004-3, Class M4, 1.76%, due 07/25/2034 | 0.01% |
| Delta Electronics, Inc. | 0.01% |
| UBS Group AG | 0.01% |
| Mexico City Airport Trust, 5.50%, due 07/31/2047 | 0.01% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.01% |
| Martin Marietta Materials, Inc., 3.45%, due 06/01/2027 | 0.01% |
| Fiserv, Inc., 3.20%, due 07/01/2026 | 0.01% |
| Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 | 0.01% |
| U.S. Treasury Note, 2.00%, due 06/30/2024 | 0.01% |
| Japan Airlines Co., Ltd. | 0.01% |
| General Dynamics Corp. | 0.01% |
| Brookfield Finance, Inc., 4.70%, due 09/20/2047 | 0.01% |
| Consolidated Edison Co. of New York, Inc., 3.70%, due 11/15/2059 | 0.01% |
| Delmarva Power & Light Co., 4.15%, due 05/15/2045 | 0.01% |
| Macquarie Bank, Ltd., 4.00%, due 07/29/2025 | 0.01% |
| Abbott Laboratories, 1.15%, due 01/30/2028 | 0.01% |
| Progress Residential Trust, Series 2017-SFR1, Class A, 2.76%, due 08/17/2034 | 0.01% |
| Discovery, Inc., Class A | 0.01% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.01% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 | 0.01% |
| Accor SA | 0.01% |
| TWDC Enterprises 18 Corp., Series MTN, 3.70%, due 12/01/2042 | 0.01% |
| China Pacific Insurance Group Co., Ltd., H Shares | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2005-15, Class A3, 5.75%, due 08/25/2035 | 0.01% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 0.54%, due 04/15/2039 | 0.01% |
| Nissan Auto Receivables Owner Trust, Series 2017-C, Class A3, 2.12%, due 04/18/2022 | 0.01% |
| Enbridge, Inc., 5.75%, due 07/15/2080 | 0.01% |
| Berkshire Hathaway Energy Co., 1.65%, due 05/15/2031 | 0.01% |
| UDR, Inc., Series MTN, 2.10%, due 08/01/2032 | 0.01% |
| Cigna Corp., 4.50%, due 02/25/2026 | 0.01% |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7B, 2.12%, due 11/21/2034 | 0.01% |
| Children's Hospital, 2.92%, due 07/15/2050 | 0.01% |
| Enterprise Products Operating LLC, 4.45%, due 02/15/2043 | 0.01% |
| Wolters Kluwer NV | 0.01% |
| Sumitomo Electric Industries, Ltd. | 0.01% |
| MediaTek, Inc. | 0.01% |
| Truist Financial Corp. | 0.01% |
| Enbridge, Inc., 4.50%, due 06/10/2044 | 0.01% |
| Ecolab, Inc., 2.12%, due 08/15/2050 | 0.01% |
| Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 | 0.01% |
| Analog Devices, Inc., 4.50%, due 12/05/2036 | 0.01% |
| Airbus SE, 3.95%, due 04/10/2047 | 0.01% |
| Energy Transfer Operating, LP, 5.15%, due 02/01/2043 | 0.01% |
| Carrier Global Corp. | 0.01% |
| Southwestern Electric Power Co., 3.90%, due 04/01/2045 | 0.01% |
| Southern California Edison Co., 3.65%, due 03/01/2028 | 0.01% |
| Intel Corp., 3.73%, due 12/08/2047 | 0.01% |
| AutoZone, Inc., 1.65%, due 01/15/2031 | 0.01% |
| Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 | 0.01% |
| China Resources Land, Ltd. | 0.01% |
| Goodman Finance Three LLC, 3.70%, due 03/15/2028 | 0.01% |
| Lowe's Cos., Inc., 2.50%, due 04/15/2026 | 0.01% |
| Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 | 0.01% |
| MarketAxess Holdings, Inc. | 0.01% |
| Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 | 0.01% |
| Federal National Mortgage Association REMIC, 0.64%, due 07/25/2041 | 0.01% |
| Republic Services, Inc., 3.05%, due 03/01/2050 | 0.01% |
| Abbott Laboratories | 0.01% |
| Duke Energy Progress LLC, 3.70%, due 10/15/2046 | 0.01% |
| Prologis, LP, 1.25%, due 10/15/2030 | 0.01% |
| Hartford Financial Services Group, Inc. | 0.01% |
| Park Aerospace Holdings, Ltd., 5.50%, due 02/15/2024 | 0.01% |
| Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 | 0.01% |
| Enbridge, Inc., 6.25%, due 03/01/2078 | 0.01% |
| O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 | 0.01% |
| International Lease Finance Corp., 5.87%, due 08/15/2022 | 0.01% |
| Williams Cos., Inc., 4.85%, due 03/01/2048 | 0.01% |
| ERAC USA Finance LLC, 4.50%, due 08/16/2021 | 0.01% |
| Electric Power Development Co., Ltd., Class C | 0.01% |
| Longfor Group Holdings, Ltd. | 0.01% |
| NCSoft Corp. | 0.01% |
| Comcast Corp., 3.45%, due 02/01/2050 | 0.01% |
| BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.21%, due 08/15/2046 | 0.01% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.70%, due 06/15/2044 | 0.01% |
| Apple, Inc., 3.85%, due 08/04/2046 | 0.01% |
| Sequoia Mortgage Trust, Series 2007-3, Class 1A1, 0.35%, due 07/20/2036 | 0.01% |
| Baltimore Gas & Electric Co., 3.50%, due 08/15/2046 | 0.01% |
| Federal National Mortgage Association REMIC, 0.64%, due 11/25/2041 | 0.01% |
| RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 | 0.01% |
| CK Hutchison Holdings, Ltd. | 0.01% |
| International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 | 0.01% |
| Equinor ASA, 2.87%, due 04/06/2025 | 0.01% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 | 0.01% |
| Bridgestone Corp. | 0.01% |
| Recruit Holdings Co., Ltd. | 0.01% |
| Westlake Chemical Corp., 3.60%, due 07/15/2022 | 0.01% |
| ArcelorMittal SA | 0.01% |
| Chailease Holding Co., Ltd. | 0.01% |
| CK Asset Holdings, Ltd. | 0.01% |
| Douglas Dynamics, Inc. | 0.01% |
| China Gas Holdings, Ltd. | 0.01% |
| Progress Energy, Inc., 7.00%, due 10/30/2031 | 0.01% |
| Rocket Cos., Inc., Class A | 0.01% |
| Heineken NV, 3.40%, due 04/01/2022 | 0.01% |
| ASE Technology Holding Co., Ltd. | 0.01% |
| EQT Corp., 3.90%, due 10/01/2027 | 0.01% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.01% |
| Duke University, 2.83%, due 10/01/2055 | 0.01% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.12%, due 07/03/2023 | 0.01% |
| Norfolk Southern Corp., 4.05%, due 08/15/2052 | 0.01% |
| COMM Mortgage Trust, Series 2013-SFS, Class A2, 2.98%, due 04/12/2035 | 0.01% |
| Niagara Mohawk Power Corp., 3.50%, due 10/01/2024 | 0.01% |
| Bank of China, Ltd., H Shares | 0.01% |
| ERAC USA Finance LLC, 4.50%, due 02/15/2045 | 0.01% |
| ACE Securities Corp. Home Equity Loan Trust, Series 2002-HE3, Class M1, 1.94%, due 10/25/2032 | 0.01% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 12/16/2021 | 0.01% |
| Prologis, LP, 2.12%, due 10/15/2050 | 0.01% |
| New York Life Global Funding, 3.00%, due 01/10/2028 | 0.01% |
| MetLife, Inc., 4.12%, due 08/13/2042 | 0.01% |
| Time Warner Cable LLC, 4.50%, due 09/15/2042 | 0.01% |
| Electronic Arts, Inc. | 0.01% |
| WestRock Co. | 0.01% |
| Commonwealth Edison Co., 3.00%, due 03/01/2050 | 0.01% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.30%, due 01/23/2023 | 0.01% |
| Zoetis, Inc., 3.00%, due 05/15/2050 | 0.01% |
| UDR, Inc., 3.00%, due 08/15/2031 | 0.01% |
| MPLX, LP, 4.70%, due 04/15/2048 | 0.01% |
| Snowflake, Inc., Class A | 0.01% |
| Progressive Corp., 5.37%, due 03/15/2023 | 0.01% |
| CenterPoint Energy Houston Electric LLC, 3.00%, due 02/01/2027 | 0.01% |
| Aviation Capital Group LLC, 2.87%, due 01/20/2022 | 0.01% |
| MSCI, Inc. | 0.01% |
| San Diego Gas & Electric Co., 3.32%, due 04/15/2050 | 0.01% |
| KeyCorp, Series MTN, 4.15%, due 10/29/2025 | 0.01% |
| Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 | 0.01% |
| Diamondback Energy, Inc., 3.25%, due 12/01/2026 | 0.01% |
| Corning, Inc., 5.35%, due 11/15/2048 | 0.01% |
| Kerry Group PLC, Class A | 0.01% |
| Merck & Co., Inc., 3.70%, due 02/10/2045 | 0.01% |
| Cox Communications, Inc., 3.25%, due 12/15/2022 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR10, Class 1A3, 3.03%, due 09/25/2035 | 0.01% |
| Merck KGaA | 0.01% |
| Interstate Power & Light Co., 2.30%, due 06/01/2030 | 0.01% |
| Henkel AG & Co. KGaA, 1.99% | 0.01% |
| Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 | 0.01% |
| Federal National Mortgage Association, 1.09%, due 11/25/2022 | 0.01% |
| Sequoia Mortgage Trust, Series 2004-8, Class A1, 0.85%, due 09/20/2034 | 0.01% |
| Sempra Energy | 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% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.01% |
| Whitbread PLC | 0.01% |
| Innovent Biologics, Inc. | 0.01% |
| T-Mobile USA, Inc., 3.30%, due 02/15/2051 | 0.01% |
| TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 | 0.01% |
| Ohio State University, Series A, 4.04%, due 12/01/2056 | 0.01% |
| BASF SE | 0.01% |
| Realty Income Corp., 4.65%, due 03/15/2047 | 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% |
| Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 | 0.01% |
| Mastercard, Inc., 3.85%, due 03/26/2050 | 0.01% |
| Cox Communications, Inc., 4.60%, due 08/15/2047 | 0.01% |
| Florida Power & Light Co., 5.62%, due 04/01/2034 | 0.01% |
| Government National Mortgage Association, 5.50%, due 01/16/2033 | 0.01% |
| ConocoPhillips | 0.01% |
| PECO Energy Co., 2.80%, due 06/15/2050 | 0.01% |
| Laboratory Corp. of America Holdings, 3.20%, due 02/01/2022 | 0.01% |
| Transurban Finance Co. Pty, Ltd., 2.45%, due 03/16/2031 | 0.01% |
| Eaton Vance Corp. | 0.01% |
| Bank Rakyat Indonesia Persero Tbk PT | 0.01% |
| Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 | 0.01% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.01% |
| DTE Electric Co., 3.70%, due 03/15/2045 | 0.01% |
| M&G PLC | 0.01% |
| Fubon Financial Holding Co., Ltd. | 0.01% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 | 0.01% |
| Colombia Government International Bond, 7.37%, due 09/18/2037 | 0.01% |
| CommonSpirit Health, 1.54%, due 10/01/2025 | 0.01% |
| Academic Loan Funding Trust, Series 2013-1A, Class A, 0.94%, due 12/26/2044 | 0.01% |
| CommonSpirit Health, 2.78%, due 10/01/2030 | 0.01% |
| Shinhan Financial Group Co., Ltd. | 0.01% |
| Constellation Brands, Inc., 4.40%, due 11/15/2025 | 0.01% |
| Koninklijke Philips NV | 0.01% |
| MPLX, LP, 5.25%, due 01/15/2025 | 0.01% |
| Government National Mortgage Association, 3.99%, due 11/16/2042 | 0.01% |
| Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 | 0.01% |
| CommonSpirit Health, 3.91%, due 10/01/2050 | 0.01% |
| Barrick Gold Corp., 6.45%, due 10/15/2035 | 0.01% |
| Ping An Bank Co., Ltd., A Shares | 0.01% |
| Realtek Semiconductor Corp. | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2026 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 08/01/2032 | 0.01% |
| Duke Energy Progress LLC, 5.70%, due 04/01/2035 | 0.01% |
| Samsung Fire & Marine Insurance Co., Ltd. | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2032 | 0.01% |
| Chevron USA, Inc., 2.34%, due 08/12/2050 | 0.01% |
| Norfolk Southern Corp., 3.85%, due 01/15/2024 | 0.01% |
| Cigna Corp., 3.05%, due 11/30/2022 | 0.01% |
| MortgageIT Trust, Series 2005-5, Class A1, 0.66%, due 12/25/2035 | 0.01% |
| Baker Hughes Holdings LLC, 5.12%, due 09/15/2040 | 0.01% |
| Woolworths Group, Ltd. | 0.01% |
| Anthem, Inc., 4.62%, due 05/15/2042 | 0.01% |
| BAT International Finance PLC, 1.66%, due 03/25/2026 | 0.01% |
| Cigna Holding Co., 3.25%, due 04/15/2025 | 0.01% |
| TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 | 0.01% |
| National Retail Properties, Inc., 3.60%, due 12/15/2026 | 0.01% |
| Wesfarmers, Ltd. | 0.01% |
| Zoetis, Inc., 4.50%, due 11/13/2025 | 0.01% |
| LyondellBasell Industries NV, Class A | 0.01% |
| AbbVie, Inc., 2.80%, due 03/15/2023 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 07/15/2037 | 0.01% |
| Marathon Petroleum Corp., 4.50%, due 05/01/2023 | 0.01% |
| Shell International Finance BV, 3.25%, due 04/06/2050 | 0.01% |
| Federal National Mortgage Association REMIC, 0.64%, due 10/25/2042 | 0.01% |
| Ventas Realty, LP, 3.85%, due 04/01/2027 | 0.01% |
| Massachusetts Electric Co., 4.00%, due 08/15/2046 | 0.01% |
| Daicel Corp. | 0.01% |
| FirstRand, Ltd. | 0.01% |
| Walt Disney Co., 2.75%, due 09/01/2049 | 0.01% |
| Uni-President Enterprises Corp. | 0.01% |
| Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 | 0.01% |
| Hanover Insurance Group, Inc., 2.50%, due 09/01/2030 | 0.01% |
| Hana Financial Group, Inc. | 0.01% |
| Deutsche Wohnen SE | 0.01% |
| Tyson Foods, Inc., 4.55%, due 06/02/2047 | 0.01% |
| Mabuchi Motor Co., Ltd. | 0.01% |
| Nokia OYJ | 0.01% |
| China Overseas Land & Investment, Ltd. | 0.01% |
| Gray Oak Pipeline LLC, 3.45%, due 10/15/2027 | 0.01% |
| Japan Tobacco, Inc. | 0.01% |
| Brookfield Finance, Inc., 3.90%, due 01/25/2028 | 0.01% |
| Pacific Life Insurance Co., 4.30%, due 10/24/2067 | 0.01% |
| Concho Resources, Inc., 2.40%, due 02/15/2031 | 0.01% |
| StepStone Group, Inc., Class A | 0.01% |
| Time Warner Cable LLC, 6.55%, due 05/01/2037 | 0.01% |
| ORIX Corp., 2.90%, due 07/18/2022 | 0.01% |
| Carrier Global Corp., 2.24%, due 02/15/2025 | 0.01% |
| Total Capital International SA, 3.12%, due 05/29/2050 | 0.01% |
| Boeing Co., 3.25%, due 02/01/2028 | 0.01% |
| Qatar National Bank QPSC | 0.01% |
| Southwestern Public Service Co., 6.00%, due 10/01/2036 | 0.01% |
| Bank of Montreal, 3.80%, due 12/15/2032 | 0.01% |
| Cintas Corp. | 0.01% |
| Oversea-Chinese Banking Corp., Ltd. | 0.01% |
| International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 | 0.01% |
| Daimler AG | 0.01% |
| State of California, 7.30%, due 10/01/2039 | 0.01% |
| Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 | 0.01% |
| Saudi Basic Industries Corp. | 0.01% |
| West Japan Railway Co. | 0.01% |
| Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 | 0.01% |
| New England Power Co., 3.80%, due 12/05/2047 | 0.01% |
| DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 | 0.01% |
| Ecopetrol SA, 5.37%, due 06/26/2026 | 0.01% |
| Enterprise Products Operating LLC, 3.95%, due 01/31/2060 | 0.01% |
| Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares | 0.01% |
| Entergy Louisiana LLC, 2.40%, due 10/01/2026 | 0.01% |
| Telekomunikasi Indonesia Persero Tbk PT | 0.01% |
| Indiana Michigan Power Co., 3.20%, due 03/15/2023 | 0.01% |
| Credicorp, Ltd. | 0.01% |
| Barratt Developments PLC | 0.01% |
| Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 | 0.01% |
| Glencore Funding LLC, 4.12%, due 05/30/2023 | 0.01% |
| Enterprise Products Operating LLC, 5.75%, due 03/01/2035 | 0.01% |
| Impac CMB Trust, Series 2004-4, Class 1A2, 0.76%, due 09/25/2034 | 0.01% |
| Burlington Northern Santa Fe LLC, 4.37%, due 09/01/2042 | 0.01% |
| American Tower Corp., 3.37%, due 10/15/2026 | 0.01% |
| Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 | 0.01% |
| Ohio State University, Series A, 4.80%, due 06/01/2111 | 0.01% |
| Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 | 0.01% |
| Northrop Grumman Corp., 3.20%, due 02/01/2027 | 0.01% |
| NiSource, Inc., 5.65%, due 02/01/2045 | 0.01% |
| Nutrien, Ltd., 5.00%, due 04/01/2049 | 0.01% |
| Hero Funding Trust, Series 2016-3A, Class A1, 3.08%, due 09/20/2042 | 0.01% |
| Government National Mortgage Association, 1.65%, due 04/20/2063 | 0.01% |
| Kingsoft Corp., Ltd. | 0.01% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.01% |
| Bayview Financial Acquisition Trust, Series 2004-C, Class M3, 2.10%, due 05/28/2044 | 0.01% |
| Renesas Electronics Corp. | 0.01% |
| Bank of America Corp., 3.55%, due 03/05/2024 | 0.01% |
| Persimmon PLC | 0.01% |
| Baltimore Gas & Electric Co., 2.90%, due 06/15/2050 | 0.01% |
| Anthem, Inc., 4.65%, due 08/15/2044 | 0.01% |
| Kingdee International Software Group Co., Ltd. | 0.01% |
| Thales SA | 0.01% |
| Taiwan Semiconductor Manufacturing Co., Ltd. | 0.01% |
| Anthem, Inc., 4.10%, due 03/01/2028 | 0.01% |
| HDFC Bank, Ltd., ADR | 0.01% |
| Royal Bank of Canada, Series MTN, 4.65%, due 01/27/2026 | 0.01% |
| Ventas, Inc., REIT | 0.01% |
| Liberty Mutual Group, Inc., 4.56%, due 02/01/2029 | 0.01% |
| FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 | 0.01% |
| Lojas Renner SA | 0.01% |
| Entergy Louisiana LLC, 3.05%, due 06/01/2031 | 0.01% |
| Stericycle, Inc. | 0.01% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.38%, due 10/23/2035 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 04/25/2036 | 0.01% |
| Raia Drogasil SA | 0.01% |
| U.S. Treasury Note, 2.50%, due 05/15/2024 | 0.01% |
| Zimmer Biomet Holdings, Inc., 4.45%, due 08/15/2045 | 0.01% |
| Wisconsin Electric Power Co., 3.10%, due 06/01/2025 | 0.01% |
| KT&G Corp. | 0.01% |
| Jiangsu Hengrui Medicine Co., Ltd., A Shares | 0.01% |
| Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2003-HE6, Class M3, 3.14%, due 11/25/2033 | 0.01% |
| Givaudan SA | 0.01% |
| Panasonic Corp. | 0.01% |
| BAT Capital Corp., 3.73%, due 09/25/2040 | 0.01% |
| NIO, Inc., ADR | 0.01% |
| ENN Energy Holdings, Ltd. | 0.01% |
| Union Electric Co., 2.95%, due 06/15/2027 | 0.01% |
| Patrick Industries, Inc. | 0.01% |
| Avangrid, Inc., 3.15%, due 12/01/2024 | 0.01% |
| NIKE, Inc., 3.37%, due 03/27/2050 | 0.01% |
| Hyundai Motor Co. | 0.01% |
| Precision Castparts Corp., 3.25%, due 06/15/2025 | 0.01% |
| Teachers Insurance & Annuity Association of America, 4.37%, due 09/15/2054 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.50%, due 03/01/2032 | 0.01% |
| National Commercial Bank | 0.01% |
| Dollar General Corp., 4.12%, due 05/01/2028 | 0.01% |
| Leidos, Inc., 4.37%, due 05/15/2030 | 0.01% |
| Conagra Brands, Inc., 5.30%, due 11/01/2038 | 0.01% |
| Accton Technology Corp. | 0.01% |
| Royal Dutch Shell PLC, B Shares | 0.01% |
| Advantest Corp. | 0.01% |
| Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 | 0.01% |
| Leidos, Inc., 2.95%, due 05/15/2023 | 0.01% |
| Tokyo Gas Co., Ltd. | 0.01% |
| PSEG Power LLC, 4.15%, due 09/15/2021 | 0.01% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-18, Class 4A1, 3.22%, due 12/25/2034 | 0.01% |
| U.S. Treasury Bond, 3.87%, due 08/15/2040 | 0.01% |
| Kingspan Group PLC | 0.01% |
| CLP Holdings, Ltd. | 0.01% |
| MultiCare Health System, 2.80%, due 08/15/2050 | 0.01% |
| Citigroup, Inc., 3.87%, due 01/24/2039 | 0.01% |
| Microsoft Corp., 3.50%, due 11/15/2042 | 0.01% |
| OTP Bank Nyrt | 0.01% |
| Suzano SA | 0.01% |
| Delta Air Lines, Inc. | 0.01% |
| Enterprise Products Operating LLC, 4.85%, due 08/15/2042 | 0.01% |
| Cleveland Electric Illuminating Co., 5.50%, due 08/15/2024 | 0.01% |
| MPLX, LP, 4.12%, due 03/01/2027 | 0.01% |
| Albemarle Corp., 5.45%, due 12/01/2044 | 0.01% |
| Dominion Energy, Inc., 5.25%, due 08/01/2033 | 0.01% |
| Verisk Analytics, Inc. | 0.01% |
| Country Garden Services Holdings Co., Ltd. | 0.01% |
| Cheniere Energy, Inc. | 0.01% |
| Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 | 0.01% |
| Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 | 0.01% |
| Government National Mortgage Association, 6.00%, due 02/15/2024 | 0.01% |
| WP Carey, Inc., 4.25%, due 10/01/2026 | 0.01% |
| ViacomCBS, Inc., 4.85%, due 07/01/2042 | 0.01% |
| B3 SA - Brasil Bolsa Balcao | 0.01% |
| American Tower Corp., 3.10%, due 06/15/2050 | 0.01% |
| X5 Retail Group NV, GDR | 0.01% |
| Capitec Bank Holdings, Ltd. | 0.01% |
| Southwest Gas Corp., 3.80%, due 09/29/2046 | 0.01% |
| BP Capital Markets America, Inc., 1.74%, due 08/10/2030 | 0.01% |
| Pernod Ricard SA | 0.01% |
| KBC Group NV | 0.01% |
| Ecopetrol SA, 4.12%, due 01/16/2025 | 0.01% |
| Chr Hansen Holding A/S | 0.01% |
| Advantech Co., Ltd. | 0.01% |
| Capital One Financial Corp., 4.20%, due 10/29/2025 | 0.01% |
| ANTA Sports Products, Ltd. | 0.01% |
| Baoshan Iron & Steel Co., Ltd., A Shares | 0.01% |
| Altice USA, Inc., Class A | 0.01% |
| Southern California Edison Co., 3.70%, due 08/01/2025 | 0.01% |
| Citigroup, Inc., 3.87%, due 03/26/2025 | 0.01% |
| Grupo Mexico SAB de CV, Series B | 0.01% |
| AstraZeneca PLC, 4.00%, due 09/18/2042 | 0.01% |
| Crown Castle International Corp., 3.25%, due 01/15/2051 | 0.01% |
| American Water Capital Corp., 4.00%, due 12/01/2046 | 0.01% |
| Sun Hung Kai Properties, Ltd. | 0.01% |
| Realty Income Corp., 3.25%, due 01/15/2031 | 0.01% |
| PepsiCo, Inc., 3.50%, due 03/19/2040 | 0.01% |
| Magazine Luiza SA | 0.01% |
| E.Sun Financial Holding Co., Ltd. | 0.01% |
| Lincoln National Corp., 4.00%, due 09/01/2023 | 0.01% |
| Duke Realty, LP, 2.87%, due 11/15/2029 | 0.01% |
| Federal National Mortgage Association REMIC, 4.00%, due 05/25/2033 | 0.01% |
| Capital One Financial Corp., 3.75%, due 04/24/2024 | 0.01% |
| Morgan Stanley ABS Capital I, Inc. Trust, Series 2004-NC7, Class M2, 1.07%, due 07/25/2034 | 0.01% |
| Severstal PAO, GDR | 0.01% |
| Suncor Energy, Inc., 7.87%, due 06/15/2026 | 0.01% |
| Upjohn, Inc., 3.85%, due 06/22/2040 | 0.01% |
| China Shenhua Energy Co., Ltd., H Shares | 0.01% |
| American International Group, Inc. | 0.01% |
| International Paper Co., 8.70%, due 06/15/2038 | 0.01% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 4.87%, due 07/11/2022 | 0.01% |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 | 0.01% |
| National Retail Properties, Inc., 3.50%, due 10/15/2027 | 0.01% |
| DXC Technology Co., 4.25%, due 04/15/2024 | 0.01% |
| Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-B, Class M8, 3.44%, due 11/25/2034 | 0.01% |
| Eclat Textile Co., Ltd. | 0.01% |
| Moscow Exchange PJSC | 0.01% |
| Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.84%, due 02/25/2036 | 0.01% |
| Wells Fargo Mortgage-Backed Securities Trust, Series 2005-AR14, Class A1, 3.09%, due 08/25/2035 | 0.01% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.01% |
| Sempra Energy, 4.05%, due 12/01/2023 | 0.01% |
| Wanhua Chemical Group Co., Ltd., A Shares | 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% |
| KeySpan Gas East Corp., 2.74%, due 08/15/2026 | 0.01% |
| Yuanta Financial Holding Co., Ltd. | 0.01% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 | 0.01% |
| Walt Disney Co., 9.50%, due 07/15/2024 | 0.01% |
| Bilibili, Inc., ADR | 0.01% |
| Aetna, Inc., 6.75%, due 12/15/2037 | 0.01% |
| Siam Cement PCL | 0.01% |
| Edwards Lifesciences Corp. | 0.01% |
| Fomento Economico Mexicano SAB de CV, ADR | 0.01% |
| Golden Bear LLC, Series 2016-R, Class R, 5.65%, due 09/20/2047 | 0.01% |
| Master Asset-Backed Securities Trust, Series 2004-OPT2, Class M1, 1.04%, due 09/25/2034 | 0.01% |
| Zai Lab, Ltd., ADR | 0.01% |
| Jersey Central Power & Light Co., 6.15%, due 06/01/2037 | 0.01% |
| Halliburton Co., 8.75%, due 02/15/2021 | 0.01% |
| Kinder Morgan, Inc. | 0.01% |
| Globalwafers Co., Ltd. | 0.01% |
| Beazley PLC | 0.01% |
| Biogen, Inc., 3.15%, due 05/01/2050 | 0.01% |
| Sunoco Logistics Partners Operations, LP, 6.10%, due 02/15/2042 | 0.01% |
| China Yangtze Power Co., Ltd., A Shares | 0.01% |
| T. Rowe Price Group, Inc. | 0.01% |
| CD Projekt SA | 0.01% |
| Newcrest Mining, Ltd. | 0.01% |
| Public Bank Bhd. | 0.01% |
| Clicks Group, Ltd. | 0.01% |
| Gerdau SA, 0.43% | 0.01% |
| China Vanke Co., Ltd., H Shares | 0.01% |
| Hiwin Technologies Corp. | 0.01% |
| Sequoia Mortgage Trust, Series 2004-9, Class A1, 0.83%, due 10/20/2034 | 0.01% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.01% |
| Sequoia Mortgage Trust, Series 2004-5, Class A2, 0.67%, due 06/20/2034 | 0.01% |
| Constellation Brands, Inc., 3.75%, due 05/01/2050 | 0.01% |
| Vanguard International Semiconductor Corp. | 0.01% |
| Futures Contracts, Short, 10-Year U.S. Treasury Note | 0.01% |
| Texas Health Resources, 2.32%, due 11/15/2050 | 0.01% |
| Localiza Rent a Car SA | 0.01% |
| CSX Corp., Series MTN, 6.00%, due 10/01/2036 | 0.01% |
| Tatneft PJSC, ADR | 0.01% |
| Equity Lifestyle Properties, Inc., REIT | 0.01% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 | 0.01% |
| Alrosa PJSC | 0.01% |
| Southern California Edison Co., 3.65%, due 02/01/2050 | 0.01% |
| Poly Developments & Holdings Group Co., Ltd., A Shares | 0.01% |
| WuXi AppTec Co., Ltd., H Shares | 0.01% |
| Gazprom PJSC, ADR | 0.01% |
| Government National Mortgage Association, 6.00%, due 09/20/2038 | 0.01% |
| Mosaic Co., 4.05%, due 11/15/2027 | 0.01% |
| Microsoft Corp., 3.95%, due 08/08/2056 | 0.01% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.01% |
| SK Innovation Co., Ltd. | 0.01% |
| Duke Energy Ohio, Inc., 2.12%, due 06/01/2030 | 0.01% |
| Lockheed Martin Corp., 4.07%, due 12/15/2042 | 0.01% |
| Bid Corp., Ltd. | 0.01% |
| Ford Foundation, 2.81%, due 06/01/2070 | 0.01% |
| San Diego Gas & Electric Co., 4.30%, due 04/01/2042 | 0.01% |
| Otsuka Holdings Co., Ltd. | 0.01% |
| Pactiv Evergreen, Inc. | 0.01% |
| TransCanada PipeLines, Ltd., 4.25%, due 05/15/2028 | 0.01% |
| Bidvest Group, Ltd. | 0.01% |
| Formosa Plastics Corp. | 0.01% |
| Airports of Thailand PCL | 0.01% |
| Formosa Petrochemical Corp. | 0.01% |
| Williams Cos., Inc. | 0.01% |
| Postal Savings Bank of China Co., Ltd., H Shares | 0.01% |
| Federal National Mortgage Association REMIC, 1.04%, due 03/25/2038 | 0.01% |
| Becton Dickinson & Co., 3.70%, due 06/06/2027 | 0.01% |
| McDonald's Corp., Series MTN, 3.70%, due 02/15/2042 | 0.01% |
| Masco Corp., 2.00%, due 10/01/2030 | 0.01% |
| NovaStar Mortgage Funding Trust, Series 2003-3, Class M1, 1.27%, due 12/25/2033 | 0.01% |
| WFRBS Commercial Mortgage Trust, Series 2011-C3, Class A4, 4.37%, due 03/15/2044 | 0.01% |
| Alinma Bank | 0.01% |
| Federal National Mortgage Association, 5.00%, due 06/01/2033 | 0.01% |
| BIM Birlesik Magazalar AS | 0.01% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2040 | 0.01% |
| China Conch Venture Holdings, Ltd. | 0.01% |
| Packaging Corp. of America | 0.01% |
| SPAR Group, Ltd. | 0.01% |
| iQIYI, Inc., ADR | 0.01% |
| Techtronic Industries Co., Ltd. | 0.01% |
| BOC Hong Kong Holdings, Ltd. | 0.01% |
| Diamondback Energy, Inc. | 0.01% |
| MMC Norilsk Nickel PJSC, ADR | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 | 0.01% |
| NiSource, Inc., 5.80%, due 02/01/2042 | 0.01% |
| Hangzhou Tigermed Consulting Co., Ltd., H Shares | 0.01% |
| Government National Mortgage Association, 5.87%, due 12/20/2038 | 0.01% |
| China Oilfield Services, Ltd., H Shares | 0.01% |
| S-Oil Corp. | 0.01% |
| HCA, Inc., 5.25%, due 06/15/2049 | 0.01% |
| John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 | 0.01% |
| Enterprise Products Operating LLC, 7.55%, due 04/15/2038 | 0.01% |
| GDS Holdings, Ltd., ADR | 0.01% |
| Sequoia Mortgage Trust, Series 2003-1, Class 1A, 0.91%, due 04/20/2033 | 0.01% |
| Saudi Telecom Co. | 0.01% |
| Air Products & Chemicals, Inc., 2.80%, due 05/15/2050 | 0.01% |
| Nichirei Corp. | 0.01% |
| Absa Group, Ltd. | 0.01% |
| Master Asset-Backed Securities Trust, Series 2005-NC1, Class M2, 0.89%, due 12/25/2034 | 0.01% |
| China State Construction Engineering Corp., Ltd., A Shares | 0.01% |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 0.39%, due 07/19/2035 | 0.01% |
| Apple, Inc., 2.65%, due 05/11/2050 | 0.01% |
| CSPC Pharmaceutical Group, Ltd. | 0.01% |
| Banco Bradesco SA, 3.72% | 0.01% |
| Evergy Metro, Inc., 5.30%, due 10/01/2041 | 0.01% |
| PTT Exploration & Production PCL | 0.01% |
| Hankook Tire & Technology Co., Ltd. | 0.01% |
| Atacadao SA | 0.01% |
| Dongfeng Motor Group Co., Ltd., H Shares | 0.01% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.01% |
| Dino Polska SA | 0.01% |
| Telefonica SA | 0.01% |
| Federal National Mortgage Association, 2.75%, due 03/01/2022 | 0.01% |
| Astra International Tbk PT | 0.01% |
| Pinduoduo, Inc., ADR | 0.01% |
| AngloGold Ashanti, Ltd., ADR | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2023 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 | 0.01% |
| Petronas Chemicals Group Bhd. | 0.01% |
| Federal National Mortgage Association REMIC, 0.54%, due 05/25/2027 | 0.01% |
| Wiwynn Corp. | 0.01% |
| ANR Pipeline Co., 9.62%, due 11/01/2021 | 0.01% |
| Entergy Louisiana LLC, 4.95%, due 01/15/2045 | 0.01% |
| SK Telecom Co., Ltd. | 0.01% |
| U.S. Treasury Bond, 1.37%, due 08/15/2050 | 0.01% |
| RALI Trust, Series 2006-QH1, Class A1, 0.33%, due 12/25/2036 | 0.01% |
| FleetCor Technologies, Inc. | 0.01% |
| Takeda Pharmaceutical Co., Ltd. | 0.01% |
| Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 | 0.01% |
| PICC Property & Casualty Co., Ltd., H Shares | 0.01% |
| Sun Communities, Inc., REIT | 0.01% |
| Walmart, Inc., 3.62%, due 12/15/2047 | 0.01% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 | 0.01% |
| Equinor ASA, 2.37%, due 05/22/2030 | 0.01% |
| Kimberly-Clark de Mexico SAB de CV, A Shares | 0.01% |
| MercadoLibre, Inc. | 0.01% |
| Equinor ASA, 1.75%, due 01/22/2026 | 0.01% |
| Suofeiya Home Collection Co., Ltd., A Shares | 0.01% |
| Magellan Midstream Partners, LP, 5.15%, due 10/15/2043 | 0.01% |
| PTT PCL | 0.01% |
| Macquarie Group, Ltd. | 0.01% |
| Siemens Energy AG | 0.01% |
| China Unicom Hong Kong, Ltd. | 0.01% |
| Yamato Holdings Co., Ltd. | 0.01% |
| 51job, Inc., ADR | 0.01% |
| Hellenic Telecommunications Organization SA | 0.01% |
| Almarai Co. JSC | 0.01% |
| CVS Pass-Through Trust, 6.20%, due 10/10/2025 | 0.01% |
| Samsung SDI Co., Ltd. | 0.00%** |
| China Lesso Group Holdings, Ltd. | 0.00%** |
| GoodRx Holdings, Inc., Class A | 0.00%** |
| Voya Financial, Inc. | 0.00%** |
| DCC PLC | 0.00%** |
| Mouwasat Medical Services Co. | 0.00%** |
| Grupo Aeroportuario del Sureste SAB de CV, Class B | 0.00%** |
| Baidu, Inc., ADR | 0.00%** |
| Conagra Brands, Inc. | 0.00%** |
| Zhejiang Chint Electrics Co., Ltd., A Shares | 0.00%** |
| Tenaga Nasional Bhd. | 0.00%** |
| Federal National Mortgage Association REMIC, 0.43%, due 07/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.00%** |
| Cheniere Corpus Christi Holdings LLC, 5.12%, due 06/30/2027 | 0.00%** |
| Vodacom Group, Ltd. | 0.00%** |
| Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 | 0.00%** |
| Trip.Com Group, Ltd., ADR | 0.00%** |
| Contemporary Amperex Technology Co., Ltd., A Shares | 0.00%** |
| FirstEnergy Corp. | 0.00%** |
| Federal National Mortgage Association REMIC, 0.64%, due 05/25/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 23.77%, due 06/15/2035 | 0.00%** |
| Anheuser-Busch InBev Finance, Inc., 4.62%, due 02/01/2044 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 07/25/2040 | 0.00%** |
| MTN Group, Ltd. | 0.00%** |
| BOE Technology Group Co., Ltd., A Shares | 0.00%** |
| National Australia Bank, Ltd. | 0.00%** |
| Impala Platinum Holdings, Ltd. | 0.00%** |
| Hyundai Glovis Co., Ltd. | 0.00%** |
| Thai Oil PCL | 0.00%** |
| TIM SA, ADR | 0.00%** |
| Itausa SA, 3.10% | 0.00%** |
| Mando Corp. | 0.00%** |
| Government National Mortgage Association, 1.65%, due 02/20/2063 | 0.00%** |
| CGN Power Co., Ltd., H Shares | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 | 0.00%** |
| Yunnan Energy New Material Co., Ltd., A Shares | 0.00%** |
| Celltrion, Inc. | 0.00%** |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.08%, due 12/25/2044 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.55%, due 07/15/2037 | 0.00%** |
| Fortinet, Inc. | 0.00%** |
| Silergy Corp. | 0.00%** |
| China Molybdenum Co., Ltd., H Shares | 0.00%** |
| Motorola Solutions, Inc. | 0.00%** |
| Spectra Energy Partners, LP, 3.50%, due 03/15/2025 | 0.00%** |
| Tianma Microelectronics Co., Ltd., A Shares | 0.00%** |
| Mr. Price Group, Ltd. | 0.00%** |
| Waters Corp. | 0.00%** |
| Luxshare Precision Industry Co., Ltd., A Shares | 0.00%** |
| United Overseas Bank, Ltd. | 0.00%** |
| Entergy Texas, Inc., 3.45%, due 12/01/2027 | 0.00%** |
| Dada Nexus, Ltd., ADR | 0.00%** |
| Inner Mongolia Yili Industrial Group Co., Ltd., A Shares | 0.00%** |
| Banco Santander Chile, ADR | 0.00%** |
| Ecopetrol SA, ADR | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 09/01/2037 | 0.00%** |
| Bear Stearns Asset-Backed Securities I Trust, Series 2004-FR2, Class M3, 1.94%, due 06/25/2034 | 0.00%** |
| Kasikornbank PCL | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 | 0.00%** |
| Huazhu Group, Ltd. | 0.00%** |
| U.S. Treasury Note, 2.25%, due 11/15/2025 | 0.00%** |
| Federal National Mortgage Association, 4.16%, due 09/01/2021 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.59%, due 05/15/2039 | 0.00%** |
| Hanon Systems | 0.00%** |
| Vodafone Group PLC, 5.00%, due 05/30/2038 | 0.00%** |
| Union Carbide Corp., 7.75%, due 10/01/2096 | 0.00%** |
| Regeneron Pharmaceuticals, Inc., 2.80%, due 09/15/2050 | 0.00%** |
| Ayala Corp. | 0.00%** |
| Bunge, Ltd. Finance Corp., 3.50%, due 11/24/2020 | 0.00%** |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.00%** |
| BeiGene, Ltd., ADR | 0.00%** |
| Kunlun Energy Co., Ltd. | 0.00%** |
| Delmarva Power & Light Co., 4.00%, due 06/01/2042 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 | 0.00%** |
| Ayala Land, Inc. | 0.00%** |
| Nevada Power Co., 5.45%, due 05/15/2041 | 0.00%** |
| Verizon Owner Trust, Series 2017-3A, Class A1A, 2.06%, due 04/20/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.22%, due 10/15/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.00%** |
| Merrill Lynch Mortgage Investors Trust, Series 2003-H, Class A1, 0.78%, due 01/25/2029 | 0.00%** |
| Anhui Conch Cement Co., Ltd., H Shares | 0.00%** |
| Honeywell International, Inc., 2.80%, due 06/01/2050 | 0.00%** |
| Nanya Technology Corp. | 0.00%** |
| Savola Group | 0.00%** |
| MASTR Seasoned Securitization Trust, Series 2004-2, Class A2, 6.50%, due 08/25/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, 1.39%, due 07/25/2023 | 0.00%** |
| OPAP SA | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.38%, due 01/25/2041 | 0.00%** |
| Feng TAY Enterprise Co., Ltd. | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.55%, due 03/25/2036 | 0.00%** |
| Southern California Edison Co., 3.90%, due 12/01/2041 | 0.00%** |
| SK Holdings Co., Ltd. | 0.00%** |
| Hutchison China MediTech, Ltd., ADR | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 03/25/2023 | 0.00%** |
| Federal National Mortgage Association, 0.36%, due 03/25/2045 | 0.00%** |
| China State Construction International Holdings, Ltd. | 0.00%** |
| Thornburg Mortgage Securities Trust, Series 2004-3, Class A, 0.88%, due 09/25/2034 | 0.00%** |
| Florida Power & Light Co., 4.05%, due 06/01/2042 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.00%, due 10/25/2025 | 0.00%** |
| KIWOOM Securities Co., Ltd. | 0.00%** |
| Louisville Gas & Electric Co., 4.65%, due 11/15/2043 | 0.00%** |
| Greentown Service Group Co., Ltd. | 0.00%** |
| Realty Income Corp., REIT | 0.00%** |
| International Container Terminal Services, Inc. | 0.00%** |
| Government National Mortgage Association, 22.74%, due 04/20/2037 | 0.00%** |
| Oncor Electric Delivery Co. LLC, 3.70%, due 05/15/2050 | 0.00%** |
| MetLife, Inc. | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.30%, due 01/15/2033 | 0.00%** |
| Lotte Chemical Corp. | 0.00%** |
| Cia Brasileira de Distribuicao | 0.00%** |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 0.60%, due 04/25/2029 | 0.00%** |
| Thornburg Mortgage Securities Trust, Series 2003-4, Class A1, 0.78%, due 09/25/2043 | 0.00%** |
| Pharmaron Beijing Co., Ltd., H Shares | 0.00%** |
| Southern Co. Gas Capital Corp., 3.25%, due 06/15/2026 | 0.00%** |
| Commonwealth Edison Co., 3.70%, due 03/01/2045 | 0.00%** |
| Novolipetsk Steel PJSC | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 08/01/2040 | 0.00%** |
| General Motors Financial Co., Inc., 5.25%, due 03/01/2026 | 0.00%** |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 | 0.00%** |
| Global Unichip Corp. | 0.00%** |
| Government National Mortgage Association, 1.65%, due 01/20/2063 | 0.00%** |
| ABIOMED, Inc. | 0.00%** |
| Amoy Diagnostics Co., Ltd., A Shares | 0.00%** |
| Duke Energy Carolinas LLC, 3.20%, due 08/15/2049 | 0.00%** |
| Bupa Arabia for Cooperative Insurance Co. | 0.00%** |
| Wisconsin Electric Power Co., 3.65%, due 12/15/2042 | 0.00%** |
| Hon Hai Precision Industry Co., Ltd. | 0.00%** |
| Capital Auto Receivables Asset Trust, Series 2018-1, Class A3, 2.79%, due 01/20/2022 | 0.00%** |
| Pick n Pay Stores, Ltd. | 0.00%** |
| Minor International PCL | 0.00%** |
| Moneta Money Bank AS | 0.00%** |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 06/15/2025 | 0.00%** |
| GPT Group, REIT | 0.00%** |
| Halliburton Co., 7.60%, due 08/15/2096 | 0.00%** |
| Emaar Properties PJSC | 0.00%** |
| Magnitogorsk Iron & Steel Works | 0.00%** |
| Shanghai Liangxin Electrical Co., Ltd., A Shares | 0.00%** |
| Citicorp Mortgage Securities, Inc., Series 2004-3, Class A5, 5.25%, due 05/25/2034 | 0.00%** |
| DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 | 0.00%** |
| Lyft, Inc., Class A | 0.00%** |
| Discovery Communications LLC, 4.95%, due 05/15/2042 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 02/15/2032 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 | 0.00%** |
| Citigroup, Inc., 5.30%, due 05/06/2044 | 0.00%** |
| CTBC Financial Holding Co., Ltd. | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.96%, due 07/01/2040 | 0.00%** |
| Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 | 0.00%** |
| GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 | 0.00%** |
| Country Garden Holdings Co., Ltd. | 0.00%** |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 0.49%, due 09/25/2035 | 0.00%** |
| CIMB Group Holdings Bhd. | 0.00%** |
| Sangfor Technologies, Inc., A Shares | 0.00%** |
| MASTR Asset Securitization Trust, Series 2003-11, Class 9A6, 5.25%, due 12/25/2033 | 0.00%** |
| Top Glove Corp. Bhd | 0.00%** |
| Federal National Mortgage Association REMIC, 6.50%, due 07/25/2036 | 0.00%** |
| UDR, Inc., REIT | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 01/01/2024 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 2.74%, due 10/25/2033 | 0.00%** |
| CenterPoint Energy, Inc., 2.95%, due 03/01/2030 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.11%, due 06/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.50%, due 05/25/2033 | 0.00%** |
| Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 | 0.00%** |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 2A4, 5.50%, due 09/25/2034 | 0.00%** |
| China CYTS Tours Holding Co., Ltd., A Shares | 0.00%** |
| Appalachian Power Co., 5.80%, due 10/01/2035 | 0.00%** |
| Shell International Finance BV, 4.55%, due 08/12/2043 | 0.00%** |
| Inventec Corp. | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 12/01/2027 | 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%** |
| Cabot Oil & Gas Corp. | 0.00%** |
| Telefonica Brasil SA, 7.85% | 0.00%** |
| Zhejiang Expressway Co., Ltd., H Shares | 0.00%** |
| Enterprise Products Operating LLC, 4.25%, due 02/15/2048 | 0.00%** |
| Impac Secured Assets Trust, Series 2006-1, Class 2A1, 0.49%, due 05/25/2036 | 0.00%** |
| Sequoia Mortgage Trust, Series 2004-11, Class A1, 0.75%, due 12/20/2034 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR7, Class A7, 2.69%, due 08/25/2033 | 0.00%** |
| Richter Gedeon Nyrt | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 07/01/2025 | 0.00%** |
| Momo, Inc., ADR | 0.00%** |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 | 0.00%** |
| Gold Fields, Ltd., ADR | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.45%, due 08/25/2035 | 0.00%** |
| Impac Secured Assets CMN Owner Trust, Series 2003-3, Class A1, 5.01%, due 08/25/2033 | 0.00%** |
| Arizona Public Service Co., 5.05%, due 09/01/2041 | 0.00%** |
| PepsiCo, Inc., 3.60%, due 08/13/2042 | 0.00%** |
| Boston Gas Co., 4.48%, due 02/15/2042 | 0.00%** |
| BGF retail Co., Ltd. | 0.00%** |
| BOC Aviation, Ltd. | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 07/01/2027 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.69%, due 10/15/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.79%, due 02/25/2024 | 0.00%** |
| Cencosud SA | 0.00%** |
| H&R Block, Inc. | 0.00%** |
| MASTR Alternative Loan Trust, Series 2004-4, Class 1A1, 5.50%, due 05/25/2034 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7, 3.74%, due 06/25/2033 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.25%, due 05/25/2039 | 0.00%** |
| Impac CMB Trust, Series 2005-4, Class 2A1, 0.74%, due 05/25/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, 22.57%, due 06/25/2035 | 0.00%** |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 0.80%, due 10/19/2034 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 3.36%, due 04/21/2034 | 0.00%** |
| Sequoia Mortgage Trust, Series 2003-2, Class A1, 0.81%, due 06/20/2033 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 08/01/2027 | 0.00%** |
| Laobaixing Pharmacy Chain JSC, A Shares | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.38%, due 02/01/2036 | 0.00%** |
| Federal National Mortgage Association, 3.74%, due 01/01/2021 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 | 0.00%** |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.44%, due 02/25/2037 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 02/01/2023 | 0.00%** |
| Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 2.77%, due 11/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.45%, due 06/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.93%, due 03/25/2039 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2036 | 0.00%** |
| Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 0.78%, due 07/25/2034 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 | 0.00%** |
| RALI Trust, Series 2004-QA4, Class NB3, 3.09%, due 09/25/2034 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.98%, due 04/25/2040 | 0.00%** |
| Cia Cervecerias Unidas SA, ADR | 0.00%** |
| Southern California Edison Co., 1.84%, due 02/01/2022 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR10, Class A7, 2.56%, due 10/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.41%, due 12/01/2031 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.00%, due 03/25/2029 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.59%, due 08/15/2039 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 | 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%** |
| Bear Stearns ARM Trust, Series 2003-4, Class 3A1, 3.07%, due 07/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.74%, due 04/25/2040 | 0.00%** |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 | 0.00%** |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 2.97%, due 11/25/2033 | 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 03/15/2037 | 0.00%** |
| Federal National Mortgage Association, 7.00%, due 11/01/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.44%, due 05/20/2041 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2037 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 3.19%, due 11/21/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 05/25/2037 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2003-10, Class 1A1, 2.85%, due 10/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.59%, due 11/15/2039 | 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%** |
| U.S. Treasury Note, 1.62%, due 02/15/2026 | 0.00%** |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 3.11%, due 06/25/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2024 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 | 0.00%** |
| COOF Securitization Trust, Ltd., Interest Only STRIPS, Series 2014-1, Class A, 3.15%, due 06/25/2040 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.83%, due 08/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2034 | 0.00%** |
| FREED ABS Trust, Series 2018-1, Class A, 3.61%, due 07/18/2024 | 0.00%** |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.29%, due 05/10/2063 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 03/01/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 05/15/2021 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2037 | 0.00%** |
| JPMorgan Mortgage Trust, Series 2004-A1, Class 1A1, 2.70%, due 02/25/2034 | 0.00%** |
| Government National Mortgage Association, 5.29%, due 07/20/2060 | 0.00%** |
| Federal National Mortgage Association, 7.00%, due 12/01/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 03/01/2024 | 0.00%** |
| Structured Asset Securities Corp., Series 2003-37A, Class 2A, 2.70%, due 12/25/2033 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 | 0.00%** |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-4, Class 5A, 2.68%, due 04/25/2034 | 0.00%** |
| Structured Asset Investment Loan Trust, Series 2003-BC12, Class M1, 1.12%, due 11/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 09/01/2037 | 0.00%** |
| Government National Mortgage Association, 0.60%, due 03/20/2060 | 0.00%** |
| Impac Secured Assets Trust, Series 2006-2, Class 2A1, 0.49%, due 08/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.00%, due 10/15/2039 | 0.00%** |
| Banc of America Funding Trust, Series 2005-E, Class 4A1, 3.34%, due 03/20/2035 | 0.00%** |
| Government National Mortgage Association, 0.80%, due 05/20/2061 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 08/01/2021 | 0.00%** |
| MASTR Alternative Loan Trust, Principal Only STRIPS, Series 2003-8, Class 15, due 11/25/2018 | 0.00%** |
| Government National Mortgage Association, 0.70%, due 07/20/2062 | 0.00%** |
| Government National Mortgage Association, 0.70%, due 04/20/2062 | 0.00%** |
| BANK, Series 2019-BN21, Class XA, 0.87%, due 10/17/2052 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 7.50%, due 04/20/2031 | 0.00%** |
| Government National Mortgage Association, 0.60%, due 05/20/2062 | 0.00%** |
| Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2007-HQ11, Class X, 0.17%, due 02/12/2044 | 0.00%** |
| CD Commercial Mortgage Trust, Interest Only STRIPS, Series 2007-CD4, Class XC, 1.29%, due 12/11/2049 | 0.00%** |
| Bear Stearns Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2005-PWR8, Class X1, 0.71%, due 06/11/2041 | 0.00%** |
| ML-CFC Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-4, Class XC, 0.54%, due 12/12/2049 | 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%** |
| Morgan Stanley Capital I Trust, Interest Only STRIPS, Series 2006-IQ12, Class X1, 0.29%, 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, Long, 5-Year U.S. Treasury Note | 0.00%** |
| Futures Contracts, Long, MSCI Emerging Markets Index | 0.00%** |
| Futures Contracts, Long, 2-Year U.S. Treasury Note | 0.00%** |
| Futures Contracts, Long, FTSE 100 Index | 0.00%** |
| Futures Contracts, Long, S&P/ASX 200 Index | 0.00%** |
| Futures Contracts, Long, U.S. Treasury Ultra Bond | -0.01%** |
| Futures Contracts, Long, S&P 500® E-Mini Index | -0.01%** |
| Futures Contracts, Long, 10-Year U.S. Treasury Note | -0.01%** |
| Futures Contracts, Long, TOPIX Index | -0.02%** |
| Futures Contracts, Long, 30-Year U.S. Treasury Bond | -0.02%** |
| Futures Contracts, Long, E-Mini Russell 2000® Index | -0.04%** |
| Futures Contracts, Long, EURO STOXX 50® Index | -0.05%** |
| Net Other Assets (Liabilities) | 5.77% |
The information, data, analyses, and opinions contained herein may include, or be derived from, information provided by the sub-adviser to the fund as of the date specified and are provided solely for informational purposes and therefore are not an offer to buy or sell a security. There is no assurance that the securities are held beyond the indicated date and as a result data may vary.
Mutual funds, variable annuities and variable life insurance policies are subject to market risk, including the loss of principal. There is no assurance the fund will meet its investment objective. See the fund’s prospectus for complete information on all of the risks inherent with investing in the fund.
*There is no assurance that the securities listed are held beyond the indicated date. The holdings will remain online for six months, starting 15 days after the end of each calendar month.
**This security represents less than 0.01% of total holdings.
The Net Other Assets (Liabilities) category may include, but is not limited to, repurchase agreements, reverse repurchase agreements, security lending collateral, forward foreign currency contracts, and cash collateral.
This list of portfolio holdings is published on a delayed basis, 15 days after the end of each calendar month, and does not necessarily represent the actual investments held by a portfolio at the time of publication. All holdings are subject to change daily. This list has not been audited and is provided for informational use only. It is not intended as a recommendation, offer, or solicitation for the purchase or sale of any security. Transamerica assumes no obligation to update or supplement this list to reflect any change that may occur, and assumes no liability relating to the use of this information.
Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year.
Shares of the funds may only be sold by offering the funds’ prospectus. You should consider the investment objective, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and additional important information regarding the fund. For Transamerica Funds - To obtain the prospectus and/or a summary prospectus, please contact your financial professional or go to transamerica.com. For Transamerica Partners Funds - go to transamericapartners.com. For Transamerica Series Trust portfolios - Investors should carefully consider their investment objectives and risks, along with a product’s charges and expenses before investing. The prospectus includes complete information and other important facts about the variable annuity or variable universal life insurance policy’s charges and expenses. Please contact your financial professional for a prospectus. The prospectus should be read carefully before investing.
Transamerica Series Trust portfolios are only available through the purchase of a variable life insurance policy or variable annuity contract.
No part of this material may be reproduced in any form, or referred to in any publication, without express written permission.
TAHLD-WB0417