Transamerica

02/29/2020*


Transamerica Multi-Managed Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 3.43%
Apple, Inc. 2.86%
Uniform Mortgage-Backed Security, 3.00%, TBA 2.58%
Uniform Mortgage-Backed Security, 3.50%, TBA 2.57%
Amazon.com, Inc. 2.13%
Mastercard, Inc., Class A 1.17%
Uniform Mortgage-Backed Security, 4.00%, TBA 1.11%
Alphabet, Inc., Class A 1.04%
Berkshire Hathaway, Inc., Class B 1.01%
U.S. Treasury Bill, 1.54%, due 04/02/2020 1.01%
Facebook, Inc., Class A 1.01%
Alphabet, Inc., Class C 0.94%
Procter & Gamble Co. 0.90%
Honeywell International, Inc. 0.78%
UnitedHealth Group, Inc. 0.78%
Comcast Corp., Class A 0.75%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.72%
PayPal Holdings, Inc. 0.72%
Citigroup, Inc. 0.71%
Verizon Communications, Inc. 0.69%
Merck & Co., Inc. 0.68%
NextEra Energy, Inc. 0.67%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.66%
Texas Instruments, Inc. 0.64%
Medtronic PLC 0.64%
Charter Communications, Inc., Class A 0.63%
Chevron Corp. 0.63%
AbbVie, Inc. 0.62%
Bristol-Myers Squibb Co. 0.62%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.61%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.61%
salesforce.com, Inc. 0.60%
Accenture PLC, Class A 0.59%
Philip Morris International, Inc. 0.58%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.57%
Thermo Fisher Scientific, Inc. 0.56%
Home Depot, Inc. 0.55%
Johnson & Johnson 0.54%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.54%
Eaton Corp. PLC 0.51%
NVIDIA Corp. 0.51%
Eli Lilly & Co. 0.51%
Morgan Stanley 0.49%
Netflix, Inc. 0.48%
Coca-Cola Co. 0.48%
Norfolk Southern Corp. 0.47%
Intuit, Inc. 0.46%
Analog Devices, Inc. 0.45%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 0.45%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.45%
Mondelez International, Inc., Class A 0.45%
Uniform Mortgage-Backed Security, 2.50%, TBA 0.45%
S&P Global, Inc. 0.44%
Lowe's Cos., Inc. 0.43%
NIKE, Inc., Class B 0.43%
Bank of America Corp. 0.42%
American Express Co. 0.42%
U.S. Treasury Note, 2.37%, due 05/15/2029 0.41%
Concord Minutemen Capital Co., 1.69%, due 05/05/2020 0.41%
Entergy Corp. 0.40%
United Technologies Corp. 0.40%
U.S. Treasury Note, 2.87%, due 05/15/2049 0.40%
Costco Wholesale Corp. 0.39%
Intercontinental Exchange, Inc., 1.75%, due 05/11/2020 0.39%
Zimmer Biomet Holdings, Inc. 0.39%
Uniform Mortgage-Backed Security, 3.00%, TBA 0.38%
Banco Santander Chile, 1.86%, due 05/13/2020 0.38%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.37%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.37%
U.S. Treasury Note, 2.62%, due 12/15/2021 0.37%
Prologis, Inc., REIT 0.36%
Automatic Data Processing, Inc. 0.36%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.36%
Ridgefield Funding, 1.67%, due 05/20/2020 0.36%
Allstate Corp. 0.35%
Gotham Funding Corp., 1.98%, due 03/10/2020 0.35%
Collateralized Commercial Paper Flex Co. LLC, 1.98%, due 03/19/2020 0.35%
Cafco LLC, 1.71%, due 04/21/2020 0.35%
Kells Funding LLC, 1.73%, due 04/21/2020 0.35%
Bedford Row Funding Corp., 1.65%, due 05/12/2020 0.35%
Sheffield Receivable, 1.65%, due 05/20/2020 0.35%
Baxter International, Inc. 0.35%
Capital One Financial Corp. 0.35%
AutoZone, Inc. 0.35%
Northrop Grumman Corp. 0.34%
Wells Fargo & Co. 0.34%
Visa, Inc., Class A 0.34%
EOG Resources, Inc. 0.33%
Kansas City Southern 0.33%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 0.32%
ONEOK, Inc. 0.30%
State Street Corp. 0.29%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 0.29%
Best Buy Co., Inc. 0.29%
Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 0.29%
MetLife, Inc. 0.29%
COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 0.28%
Charta LLC, 1.88%, due 03/02/2020 0.28%
Parker-Hannifin Corp. 0.28%
TJX Cos., Inc. 0.28%
Hartford Financial Services Group, Inc. 0.27%
Constellation Brands, Inc., Class A 0.27%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.27%
Equinix, Inc., REIT 0.27%
NXP Semiconductors NV 0.26%
KeyCorp 0.26%
U.S. Treasury Note, 1.50%, due 02/15/2030 0.26%
Pioneer Natural Resources Co. 0.26%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.26%
Emerson Electric Co. 0.26%
Cigna Corp. 0.25%
Cummins, Inc. 0.25%
International Business Machines Corp. 0.25%
Marathon Petroleum Corp. 0.25%
Anglesea Funding PLC, 1.73%, due 05/04/2020 0.25%
Advanced Micro Devices, Inc. 0.24%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.24%
Yum! Brands, Inc. 0.24%
CMS Energy Corp. 0.24%
Equity Residential, REIT 0.23%
Victory Receivables, 1.98%, due 03/10/2020 0.23%
Jupiter Securitization Co. LLC, 1.78%, due 04/13/2020 0.23%
Ingersoll-Rand PLC 0.23%
Expedia Group, Inc. 0.23%
U.S. Treasury Bond, 3.12%, due 02/15/2042 0.23%
SBA Tower Trust, 2.83%, due 01/15/2025 0.23%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 0.23%
Bank of America Corp., 3.36%, due 01/23/2026 0.23%
New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B, 3.50%, due 08/25/2059 0.22%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.22%
Chariot Funding LLC, 1.87%, due 03/03/2020 0.22%
Goldman Sachs Group, Inc. 0.22%
General Dynamics Corp. 0.22%
Liberty Funding LLC, 1.90%, due 03/30/2020 0.22%
Motel 6 Trust, Series 2017-MTL6, Class C, 3.05%, due 08/15/2034 0.21%
Target Corp. 0.21%
Charles Schwab Corp. 0.21%
Lennar Corp., Class A 0.21%
Ocwen Master Advance Receivables Trust, Series 2019-T2, Class AT2, 2.41%, due 08/15/2051 0.20%
McKesson Corp. 0.20%
Hilton Worldwide Holdings, Inc. 0.20%
Ocwen Master Advance Receivables Trust, Series 2019-T1, Class AT1, 2.51%, due 08/15/2050 0.20%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.20%
Leidos Holdings, Inc. 0.20%
Anthem, Inc. 0.20%
Regeneron Pharmaceuticals, Inc. 0.20%
Biogen, Inc. 0.20%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.20%
CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 3.03%, due 10/18/2030 0.20%
Stanley Black & Decker, Inc. 0.20%
U.S. Treasury Note, 2.00%, due 02/28/2021 0.20%
New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 0.19%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.19%
Teradyne, Inc. 0.19%
Electronic Arts, Inc. 0.19%
Pfizer, Inc. 0.19%
VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 0.18%
U.S. Treasury Note, 1.62%, due 08/15/2029 0.18%
Vertex Pharmaceuticals, Inc. 0.18%
BlackRock, Inc. 0.18%
Ross Stores, Inc. 0.18%
Citigroup, Inc., 3.52%, due 10/27/2028 0.18%
Eastman Chemical Co. 0.18%
Altria Group, Inc. 0.18%
Cedar Springs Capital Co. LLC, 2.03%, due 03/16/2020 0.18%
Liberty Funding LLC, 1.85%, due 04/01/2020 0.18%
Barton Capital Corp., 1.73%, due 04/21/2020 0.18%
U.S. Treasury Note, 3.12%, due 11/15/2028 0.17%
Verizon Communications, Inc., 5.50%, due 03/16/2047 0.17%
Linde PLC 0.17%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.17%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.17%
Duke Energy Corp. 0.16%
Duke Energy Corp., 3.75%, due 09/01/2046 0.16%
American Electric Power Co., Inc. 0.16%
General Motors Co. 0.16%
Masco Corp. 0.15%
New Residential Advanced Receivables Trust, Series 2019-T3, Class AT3, 2.51%, due 09/15/2052 0.15%
Fiserv, Inc. 0.15%
Markel Corp., 3.35%, due 09/17/2029 0.15%
COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 0.15%
Celanese Corp. 0.15%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.15%
CIFC Funding, Ltd., Series 2017-3A, Class A1, 3.03%, due 07/20/2030 0.15%
U.S. Treasury Note, 1.12%, due 06/30/2021 0.14%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.14%
Avery Dennison Corp. 0.14%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.14%
Occidental Petroleum Corp., 5.55%, due 03/15/2026 0.14%
Union Pacific Corp. 0.14%
Le Fayette Asset Securitization LLC, 1.65%, due 05/19/2020 0.14%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.14%
Discovery, Inc., Class C 0.14%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.14%
Voya Financial, Inc. 0.14%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.14%
U.S. Treasury Note, 2.87%, due 09/30/2023 0.14%
Edison International 0.14%
Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class B, 3.44%, due 12/10/2036 0.14%
Reinsurance Group of America, Inc., 3.90%, due 05/15/2029 0.14%
U.S. Treasury Bond, 3.00%, due 02/15/2049 0.14%
HP, Inc. 0.13%
Commerzbank AG, 8.12%, due 09/19/2023 0.13%
Keysight Technologies, Inc., 4.60%, due 04/06/2027 0.13%
JPMorgan Chase & Co., 3.79%, due 07/23/2024 0.13%
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 0.13%
United Airlines Pass-Through Trust, Series A, 3.75%, due 03/03/2028 0.13%
Enterprise Products Operating LLC, 4.25%, due 02/15/2048 0.13%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.13%
Discovery, Inc., Class A 0.13%
U.S. Treasury Note, 1.62%, due 05/15/2026 0.13%
U.S. Treasury Note, 2.37%, due 01/31/2023 0.13%
Discover Bank, 3.45%, due 07/27/2026 0.13%
Allergan PLC 0.13%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.13%
AT&T, Inc., 3.40%, due 05/15/2025 0.13%
Intel Corp. 0.13%
Goldman Sachs Group, Inc., 5.25%, due 07/27/2021 0.13%
Dow, Inc. 0.13%
Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 0.13%
JPMorgan Chase & Co., 4.12%, due 12/15/2026 0.12%
Diamondback Energy, Inc. 0.12%
Sempra Energy 0.12%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 0.12%
DaVita, Inc. 0.12%
Bank of America Corp., 3.41%, due 12/20/2028 0.12%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.12%
UBS AG, 7.62%, due 08/17/2022 0.12%
COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 0.12%
Crown Holdings, Inc. 0.12%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.12%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.12%
U.S. Treasury Note, 2.37%, due 12/31/2020 0.11%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.11%
Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 0.11%
Air Products & Chemicals, Inc. 0.11%
Palmer Square CLO, Ltd., Series 2015-2A, Class A1R2, Zero Coupon, due 07/20/2030 0.11%
Shell International Finance BV, 2.50%, due 09/12/2026 0.11%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.11%
VICI Properties, Inc., REIT 0.11%
Highwoods Realty, LP, 3.05%, due 02/15/2030 0.11%
Alexion Pharmaceuticals, Inc. 0.11%
Regions Financial Corp. 0.11%
Cisco Systems, Inc. 0.11%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.11%
BMW US Capital LLC, 2.80%, due 04/11/2026 0.11%
DTE Electric Co., 4.30%, due 07/01/2044 0.11%
New Residential Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.52%, due 08/15/2053 0.11%
Walmart, Inc., 3.62%, due 12/15/2047 0.11%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.11%
Ameriprise Financial, Inc. 0.11%
SPS Servicer Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.32%, due 10/15/2052 0.11%
Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 0.11%
COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 0.11%
Xcel Energy, Inc. 0.11%
U.S. Treasury Note, 2.62%, due 02/15/2029 0.11%
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 0.10%
SBA Tower Trust, 3.44%, due 03/15/2048 0.10%
Delta Air Lines, Inc. 0.10%
Kimberly-Clark Corp. 0.10%
Microsoft Corp., 3.30%, due 02/06/2027 0.10%
Commercial Mortgage Pass-Through Certificates Trust, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 0.10%
U.S. Treasury Note, 2.87%, due 08/15/2028 0.10%
U.S. Treasury Bill, 1.55%, due 05/07/2020 0.10%
Intuitive Surgical, Inc. 0.10%
Noble Energy, Inc., 3.25%, due 10/15/2029 0.10%
Lazard Group LLC, 4.50%, due 09/19/2028 0.10%
Danske Bank A/S, 3.24%, due 12/20/2025 0.10%
Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75%, due 03/25/2058 0.10%
Quest Diagnostics, Inc., 4.20%, due 06/30/2029 0.10%
Schlumberger Holdings Corp., 3.90%, due 05/17/2028 0.10%
General Mills, Inc. 0.10%
Ventas, Inc., REIT 0.10%
Baidu, Inc., 4.37%, due 05/14/2024 0.10%
Edwards Lifesciences Corp. 0.10%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.10%
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 0.10%
Magna International, Inc. 0.10%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.10%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.10%
BNP Paribas SA, 4.40%, due 08/14/2028 0.09%
Exxon Mobil Corp. 0.09%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.45%, due 08/25/2023 0.09%
Altice USA, Inc., Class A 0.09%
National Australia Bank, Ltd., 3.93%, due 08/02/2034 0.09%
New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 0.09%
Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 0.09%
NBCUniversal Media LLC, 4.45%, due 01/15/2043 0.09%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 0.09%
Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 0.09%
Petroleos Mexicanos, 6.84%, due 01/23/2030 0.09%
Mid-America Apartment Communities, Inc., REIT 0.09%
Boeing Co., 3.50%, due 03/01/2039 0.09%
JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 0.09%
Western Digital Corp., 4.75%, due 02/15/2026 0.09%
State of California, 7.95%, due 03/01/2036 0.09%
Qorvo, Inc. 0.09%
LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 0.09%
SBA Tower Trust, 3.16%, due 04/09/2047 0.09%
Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 0.09%
EPR Properties, 4.75%, due 12/15/2026 0.09%
Ally Financial, Inc., 4.12%, due 03/30/2020 0.09%
Humana, Inc. 0.09%
Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 0.09%
Manhattan Asset Funding Co. LLC, 1.67%, due 05/06/2020 0.09%
Illumina, Inc. 0.09%
WEA Finance LLC, 4.12%, due 09/20/2028 0.09%
SBA Tower Trust, 2.87%, due 07/15/2046 0.09%
Credit Agricole SA, 3.25%, due 01/14/2030 0.09%
Laboratory Corp. of America Holdings, 2.30%, due 12/01/2024 0.09%
JPMorgan Chase & Co., 6.40%, due 05/15/2038 0.09%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.09%
JetBlue Pass-Through Trust, 2.75%, due 11/15/2033 0.09%
T-Mobile US, Inc. 0.09%
Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 0.08%
LyondellBasell Industries NV, Class A 0.08%
Apple, Inc., 2.85%, due 02/23/2023 0.08%
Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 3.00%, due 01/20/2031 0.08%
Tencent Holdings, Ltd., 3.28%, due 04/11/2024 0.08%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.08%
New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 0.08%
Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 3.17%, due 04/15/2029 0.08%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.08%
BB-UBS Trust, Series 2012-TFT, Class C, 3.46%, due 06/05/2030 0.08%
Boston Scientific Corp., 4.70%, due 03/01/2049 0.08%
Gilead Sciences, Inc. 0.08%
Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 0.08%
Snap-on, Inc. 0.08%
DuPont de Nemours, Inc. 0.08%
CVS Health Corp., 2.12%, due 06/01/2021 0.08%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.08%
Service Properties Trust, 5.00%, due 08/15/2022 0.08%
Aventura Mall Trust, Series 2013-AVM, Class A, 3.74%, due 12/05/2032 0.08%
Indonesia Government International Bond, 4.75%, due 01/08/2026 0.08%
New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 0.08%
Kilroy Realty, LP, 4.25%, due 08/15/2029 0.08%
Southwest Airlines Co. 0.07%
Carlisle Cos., Inc., 3.75%, due 12/01/2027 0.07%
Colombia Government International Bond, 4.50%, due 01/28/2026 0.07%
Boston Scientific Corp. 0.07%
Banco Santander SA, 2.70%, due 06/27/2024 0.07%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.07%
State of California, 7.30%, due 10/01/2039 0.07%
Booking Holdings, Inc. 0.07%
Lam Research Corp., 3.75%, due 03/15/2026 0.07%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.07%
Ameriprise Financial, Inc., 3.70%, due 10/15/2024 0.07%
Black Hills Corp., 4.25%, due 11/30/2023 0.07%
BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 0.07%
Carrier Global Corp., 2.72%, due 02/15/2030 0.07%
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 0.07%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.07%
Citizens Financial Group, Inc. 0.07%
Duke Energy Progress LLC, 3.60%, due 09/15/2047 0.07%
State of California, 7.60%, due 11/01/2040 0.07%
WestRock Co. 0.07%
NBCUniversal Media LLC, 4.37%, due 04/01/2021 0.07%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.07%
Micron Technology, Inc. 0.07%
Nokia OYJ, 3.37%, due 06/12/2022 0.07%
American International Group, Inc., 4.25%, due 03/15/2029 0.07%
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.07%
Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 2.95%, due 10/20/2028 0.07%
KLA Corp., 4.10%, due 03/15/2029 0.07%
Sysco Corp., 3.30%, due 07/15/2026 0.07%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.06%
Syngenta Finance NV, 3.93%, due 04/23/2021 0.06%
ICG CLO, Ltd., Series 2014-1A, Class A1R, 3.03%, due 01/20/2030 0.06%
CRH America Finance, Inc., 4.50%, due 04/04/2048 0.06%
New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 0.06%
Ralph Lauren Corp. 0.06%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.06%
Altria Group, Inc., 4.80%, due 02/14/2029 0.06%
BAT Capital Corp., 3.22%, due 08/15/2024 0.06%
Fiserv, Inc., 3.50%, due 07/01/2029 0.06%
Morgan Stanley, 5.00%, due 11/24/2025 0.06%
Ford Motor Credit Co. LLC, 4.54%, due 08/01/2026 0.06%
AstraZeneca PLC, 2.37%, due 06/12/2022 0.06%
Experian Finance PLC, 2.75%, due 03/08/2030 0.06%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.06%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.06%
VEREIT Operating Partnership, LP, 4.62%, due 11/01/2025 0.06%
PacifiCorp., 3.60%, due 04/01/2024 0.06%
Arthur J. Gallagher & Co. 0.06%
American Electric Power Co., Inc., 2.95%, due 12/15/2022 0.06%
Amgen, Inc., 2.20%, due 02/21/2027 0.06%
Reinsurance Group of America, Inc., 3.95%, due 09/15/2026 0.06%
Fifth Third Bancorp 0.06%
JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 0.06%
Amphenol Corp., 2.80%, due 02/15/2030 0.06%
Barclays PLC, 5.20%, due 05/12/2026 0.06%
Bayer US Finance II LLC, 4.37%, due 12/15/2028 0.06%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.35%, due 08/15/2046 0.06%
Expedia Group, Inc., 3.80%, due 02/15/2028 0.06%
General Motors Co., 6.25%, due 10/02/2043 0.06%
General Electric Co., Series MTN, 6.87%, due 01/10/2039 0.06%
Level 3 Financing, Inc., 3.40%, due 03/01/2027 0.06%
American International Group, Inc., 4.20%, due 04/01/2028 0.06%
AvalonBay Communities, Inc., REIT 0.06%
Adobe, Inc., 2.15%, due 02/01/2027 0.06%
Alcon Finance Corp., 2.75%, due 09/23/2026 0.06%
Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 0.06%
Monster Beverage Corp. 0.06%
Cigna Corp., 3.25%, due 04/15/2025 0.06%
Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 0.06%
Waste Connections, Inc., 2.60%, due 02/01/2030 0.06%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.06%
O'Reilly Automotive, Inc. 0.06%
CyrusOne, LP / CyrusOne Finance Corp., 2.90%, due 11/15/2024 0.06%
BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 2.74%, due 07/18/2027 0.05%
Duke Energy Corp., 3.75%, due 04/15/2024 0.05%
Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 0.05%
Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 0.05%
Ally Financial, Inc., 3.87%, due 05/21/2024 0.05%
CNA Financial Corp., 3.90%, due 05/01/2029 0.05%
Kroger Co. 0.05%
Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 0.05%
Citigroup, Inc., 2.66%, due 01/29/2031 0.05%
KLA Corp., 3.30%, due 03/01/2050 0.05%
Amgen, Inc. 0.05%
New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 0.05%
Phillips 66 0.05%
NXP BV / NXP Funding LLC / NXP USA, Inc., 4.30%, due 06/18/2029 0.05%
American Tower Trust #1, 3.65%, due 03/15/2048 0.05%
Centene Corp., 3.37%, due 02/15/2030 0.05%
Intel Corp., 2.87%, due 05/11/2024 0.05%
Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 0.05%
Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 0.05%
Equifax, Inc., 2.60%, due 12/01/2024 0.05%
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 0.05%
Dominion Energy, Inc., 2.57%, due 07/01/2020 0.05%
Energy Transfer Operating, LP, 5.15%, due 02/01/2043 0.05%
BorgWarner, Inc., 3.37%, due 03/15/2025 0.05%
Newmont Corp. 0.05%
Sun Communities, Inc., REIT 0.05%
Energy Transfer Operating, LP, 5.95%, due 10/01/2043 0.05%
Martin Marietta Materials, Inc., 3.50%, due 12/15/2027 0.05%
L3 Harris Technologies, Inc., 2.90%, due 12/15/2029 0.05%
Federal National Mortgage Association, 5.00%, due 04/01/2039 0.05%
Life Storage, LP, 4.00%, due 06/15/2029 0.05%
CSX Corp., 3.80%, due 11/01/2046 0.05%
Healthpeak Properties, Inc., 3.50%, due 07/15/2029 0.05%
ERAC USA Finance LLC, 3.85%, due 11/15/2024 0.05%
Martin Marietta Materials, Inc., 4.25%, due 12/15/2047 0.05%
QUALCOMM, Inc. 0.05%
Penske Truck Leasing Co., LP / PTL Finance Corp., 3.45%, due 07/01/2024 0.05%
Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 0.05%
American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 0.05%
AbbVie, Inc., 3.20%, due 05/14/2026 0.04%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 0.04%
BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 0.04%
Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 0.04%
Pernod Ricard SA, 4.45%, due 01/15/2022 0.04%
MarketAxess Holdings, Inc. 0.04%
Merck & Co., Inc., 3.40%, due 03/07/2029 0.04%
ERAC USA Finance LLC, 3.30%, due 12/01/2026 0.04%
Chile Government International Bond, 3.50%, due 01/25/2050 0.04%
Federal National Mortgage Association, 5.50%, due 12/01/2041 0.04%
Energy Transfer Operating, LP, 4.90%, due 02/01/2024 0.04%
Packaging Corp. of America 0.04%
Royal Bank of Scotland Group PLC, 4.51%, due 06/25/2024 0.04%
Sprint Corp., 7.87%, due 09/15/2023 0.04%
AbbVie, Inc., 4.05%, due 11/21/2039 0.04%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.04%
Saudi Arabia Government International Bond, 2.37%, due 10/26/2021 0.04%
T. Rowe Price Group, Inc. 0.04%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.04%
Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 0.04%
COMM Mortgage Trust, Series 2016-GCT, Class C, 3.46%, due 08/10/2029 0.04%
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.04%
Arch Capital Group, Ltd. 0.04%
NATIXIS, 1.73%, due 05/04/2020 0.04%
Booking Holdings, Inc., 3.60%, due 06/01/2026 0.04%
Energy Transfer Operating, LP, 7.60%, due 02/01/2024 0.04%
Wells Fargo & Co., 5.90%, due 06/15/2024 0.04%
Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 0.04%
Motorola Solutions, Inc. 0.04%
Petroleos Mexicanos, 6.50%, due 01/23/2029 0.04%
PepsiCo, Inc. 0.04%
Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 0.04%
Royal Caribbean Cruises, Ltd. 0.04%
Constellation Brands, Inc., 3.15%, due 08/01/2029 0.04%
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.04%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 0.04%
Jabil, Inc., 3.60%, due 01/15/2030 0.04%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.04%
Cintas Corp. 0.04%
ERAC USA Finance LLC, 2.70%, due 11/01/2023 0.04%
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 0.04%
Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 0.04%
AstraZeneca PLC, 4.37%, due 08/17/2048 0.04%
Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 0.04%
Expedia Group, Inc., 3.25%, due 02/15/2030 0.04%
Panama Government International Bond, 3.87%, due 03/17/2028 0.04%
MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 0.04%
State of California, 7.70%, due 11/01/2030 0.04%
321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 0.04%
Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 0.04%
CK Hutchison International 17 II, Ltd., 2.25%, due 09/29/2020 0.03%
Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 0.03%
Appalachian Power Co., 3.40%, due 06/01/2025 0.03%
Western Midstream Operating, LP, 4.05%, due 02/01/2030 0.03%
Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 0.03%
Doosan Heavy Industries & Construction Co., Ltd., 2.12%, due 04/27/2020 0.03%
United Airlines Holdings, Inc. 0.03%
Lloyds Banking Group PLC, 2.90%, due 11/07/2023 0.03%
New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 0.03%
CVS Health Corp., 4.10%, due 03/25/2025 0.03%
Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 0.03%
Lyft, Inc., Class A 0.03%
Ameriprise Financial, Inc., 3.00%, due 03/22/2022 0.03%
ViacomCBS, Inc., Class B 0.03%
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.03%
Verisk Analytics, Inc. 0.03%
Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 0.03%
Brazil Government International Bond, 4.25%, due 01/07/2025 0.03%
AT&T, Inc. 0.03%
Conagra Brands, Inc. 0.03%
Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 0.03%
Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 0.03%
Freeport-McMoRan, Inc. 0.03%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.03%
New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 0.03%
SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 0.03%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.03%
HCA, Inc., 4.12%, due 06/15/2029 0.03%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.03%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.03%
ProLogis, LP, 2.12%, due 04/15/2027 0.03%
Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 0.03%
Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 0.03%
UBS Group AG, 3.12%, due 08/13/2030 0.03%
Le Fayette Asset Securitization LLC, 1.65%, due 05/19/2020 0.03%
Indonesia Government International Bond, 5.37%, due 10/17/2023 0.03%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.03%
Citigroup Capital XIII, 8.13% 0.02%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2010-C1, Class B, 5.95%, due 06/15/2043 0.02%
Republic of Poland Government International Bond, 3.00%, due 03/17/2023 0.02%
NATIXIS, 1.73%, due 05/04/2020 0.02%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.02%
CSMC Trust, Series 2014-4R, Class 21A1, 2.32%, due 12/27/2035 0.02%
Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 0.02%
AstraZeneca PLC, 4.00%, due 01/17/2029 0.02%
Truist Financial Corp. 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
American Express Co., 4.05%, due 12/03/2042 0.02%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.02%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.02%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.02%
Microchip Technology, Inc. 0.02%
General Motors Co., 4.87%, due 10/02/2023 0.02%
Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 0.02%
Sprint Corp., 7.25%, due 09/15/2021 0.02%
Abbott Laboratories, 3.75%, due 11/30/2026 0.02%
HCA, Inc., 5.25%, due 04/15/2025 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
H&R Block, Inc. 0.02%
Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 0.02%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 0.02%
America Movil SAB de CV, 4.37%, due 07/16/2042 0.02%
Shell International Finance BV, 3.75%, due 09/12/2046 0.02%
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 0.02%
MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 0.02%
Entergy Arkansas LLC, 3.70%, due 06/01/2024 0.02%
Oshkosh Corp., 3.10%, due 03/01/2030 0.02%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.02%
Western Midstream Operating, LP, 5.37%, due 06/01/2021 0.02%
Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 0.02%
VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 0.02%
CMS Energy Corp., 4.87%, due 03/01/2044 0.02%
Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 0.01%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.01%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.01%
Federal National Mortgage Association, 3.32%, due 10/25/2023 0.01%
Sierra Timeshare Conduit Receivables Funding LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 0.01%
PacifiCorp., 5.75%, due 04/01/2037 0.01%
Qatar Government International Bond, 3.87%, due 04/23/2023 0.01%
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.01%
Sprint Capital Corp., 6.87%, due 11/15/2028 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2039 0.01%
Peru Government International Bond, 7.35%, due 07/21/2025 0.01%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.01%
CCO Holdings LLC / CCO Holdings Capital Corp., 5.75%, due 01/15/2024 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 0.01%
U.S. Treasury Bill, 1.54%, due 03/12/2020 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2026 0.01%
Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 0.01%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.01%
Federal National Mortgage Association, 6.00%, due 02/01/2041 0.01%
Petroleos Mexicanos, 7.69%, due 01/23/2050 0.01%
Federal National Mortgage Association, 6.00%, due 08/01/2036 0.01%
COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 0.01%
TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 0.01%
TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 0.01%
Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 0.01%
Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 0.01%
Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 0.01%
Federal National Mortgage Association, 5.00%, due 10/01/2039 0.01%
Williams Cos., Inc., 5.40%, due 03/04/2044 0.01%
New Residential Advanced Receivables Trust, Series 2019-T4, Class AT4, 2.32%, due 10/15/2051 0.01%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.01%
Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 0.01%
Federal National Mortgage Association, 6.50%, due 05/01/2040 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2042 0.01%
Provident Funding Mortgage Loan Trust, Series 2005-1, Class 3A1, 2.20%, due 05/25/2035 0.01%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.01%
MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 0.01%
Federal National Mortgage Association, 5.50%, due 06/01/2039 0.01%
CIT Group, Inc., 4.12%, due 03/09/2021 0.01%
New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 0.01%
Federal National Mortgage Association, 3.50%, due 10/01/2028 0.01%
Williams Cos., Inc., 7.87%, due 09/01/2021 0.01%
Federal National Mortgage Association, 6.00%, due 04/01/2040 0.01%
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 1.77%, due 12/25/2036 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2029 0.01%
President & Fellows of Harvard College, 3.61%, due 10/01/2037 0.01%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 0.01%
BB-UBS Trust, Series 2012-SHOW, Class XA, 0.59%, due 11/05/2036 0.01%
Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 0.01%
Federal National Mortgage Association, 6.00%, due 01/01/2040 0.01%
CMS Energy Corp., 3.87%, due 03/01/2024 0.01%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.01%
Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 0.01%
New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 0.01%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.00%**
University of California, Series AD, 4.85%, due 05/15/2112 0.00%**
New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 0.00%**
Federal National Mortgage Association, 5.50%, due 08/01/2037 0.00%**
Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 0.00%**
Federal National Mortgage Association, 3.52%, due 02/01/2043 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2028 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 0.00%**
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.00%**
COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 0.00%**
Crown Castle Towers LLC, 3.72%, due 07/15/2043 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 0.79%, due 02/16/2053 0.00%**
SCE Trust III, Series H, 5.75% 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-3A, Class A, 2.58%, due 09/20/2032 0.00%**
Federal National Mortgage Association, 5.50%, due 01/01/2038 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 07/01/2037 0.00%**
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2037 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2041 0.00%**
Federal National Mortgage Association, 5.50%, due 11/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.00%**
Nexen, Inc., 5.87%, due 03/10/2035 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2040 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2025 0.00%**
Federal National Mortgage Association, 4.50%, due 07/01/2025 0.00%**
Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2024 0.00%**
Federal National Mortgage Association, 6.00%, due 12/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Futures Contracts, Long, S&P 500® E-Mini Index -0.05%**
Net Other Assets (Liabilities) -6.04%**