|
06/30/2020* |
Transamerica JPMorgan Core Bond VP
| Security Description | % of Total Net Assets |
|---|---|
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 1.01% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 | 0.99% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 | 0.98% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.92% |
| U.S. Treasury Bond, 3.75%, due 11/15/2043 | 0.86% |
| U.S. Treasury Note, 1.62%, due 10/31/2023 | 0.85% |
| U.S. Treasury Note, 1.75%, due 07/15/2022 | 0.81% |
| U.S. Treasury Bond, 2.75%, due 11/15/2042 | 0.81% |
| Israel Government AID Bond, Principal Only STRIPS, Series 2, due 11/01/2024 | 0.66% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.65% |
| Government National Mortgage Association, 4.50%, due 10/20/2048 | 0.63% |
| U.S. Treasury Note, 2.00%, due 02/15/2023 | 0.62% |
| U.S. Treasury Note, 1.37%, due 09/30/2023 | 0.61% |
| U.S. Treasury Note, 1.25%, due 07/31/2023 | 0.61% |
| U.S. Treasury Bond, 2.50%, due 02/15/2046 | 0.61% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 | 0.59% |
| U.S. Treasury Bond, 2.87%, due 05/15/2043 | 0.58% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2022 | 0.52% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.51% |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 03/15/2035 | 0.46% |
| U.S. Treasury Note, 2.12%, due 02/29/2024 | 0.46% |
| Federal National Mortgage Association, 3.33%, due 05/01/2028 | 0.46% |
| Federal National Mortgage Association, 3.08%, due 01/01/2028 | 0.44% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2034 | 0.42% |
| Government National Mortgage Association, 4.50%, due 07/20/2049 | 0.41% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.41% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2034 | 0.41% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.41% |
| Federal National Mortgage Association, 3.75%, due 11/25/2028 | 0.39% |
| Federal National Mortgage Association, 3.50%, due 12/01/2027 | 0.39% |
| Mariner Finance Issuance Trust, Series 2019-AA, Class C, 4.01%, due 07/20/2032 | 0.38% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.36% |
| Federal National Mortgage Association, 3.57%, due 01/01/2031 | 0.36% |
| Government National Mortgage Association, 4.50%, due 11/20/2049 | 0.36% |
| Federal National Mortgage Association, 2.41%, due 11/01/2029 | 0.36% |
| Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 | 0.35% |
| U.S. Treasury Note, 1.87%, due 11/30/2021 | 0.34% |
| Federal National Mortgage Association, 2.57%, due 08/01/2028 | 0.34% |
| Federal National Mortgage Association, 3.76%, due 12/01/2035 | 0.33% |
| Federal National Mortgage Association, 3.29%, due 08/01/2026 | 0.33% |
| Government National Mortgage Association, 4.50%, due 09/20/2049 | 0.33% |
| U.S. Treasury Note, 2.12%, due 05/15/2025 | 0.32% |
| Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 | 0.32% |
| Federal National Mortgage Association, 2.70%, due 07/01/2026 | 0.32% |
| U.S. Treasury Note, 2.00%, due 02/15/2025 | 0.32% |
| Federal National Mortgage Association, 3.80%, due 02/01/2031 | 0.32% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.85%, due 05/25/2028 | 0.31% |
| TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 | 0.31% |
| Orange Lake Timeshare Trust, Series 2019-A, Class C, 3.61%, due 04/09/2038 | 0.31% |
| U.S. Treasury Note, 1.37%, due 08/31/2023 | 0.31% |
| Federal National Mortgage Association, 3.38%, due 12/01/2023 | 0.30% |
| U.S. Treasury Note, 1.62%, due 08/31/2022 | 0.30% |
| Carnow Auto Receivables Trust, Series 2018-1A, Class B, 4.26%, due 09/15/2023 | 0.30% |
| Federal National Mortgage Association, 2.42%, due 10/01/2029 | 0.30% |
| Federal National Mortgage Association, 2.97%, due 06/01/2030 | 0.29% |
| Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 | 0.29% |
| Federal National Mortgage Association, 4.00%, due 03/01/2048 | 0.29% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.29% |
| U.S. Treasury Note, 1.75%, due 01/31/2023 | 0.28% |
| Fort Cre LLC, Series 2018-1A, Class C, 3.02%, due 11/16/2035 | 0.28% |
| U.S. Treasury Note, 1.75%, due 09/30/2022 | 0.27% |
| Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 | 0.27% |
| Federal National Mortgage Association, 3.30%, due 03/01/2029 | 0.27% |
| Carvana Auto Receivables Trust, Series 2019-2A, Class C, 3.00%, due 06/17/2024 | 0.27% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.08%, due 01/25/2031 | 0.27% |
| Federal National Mortgage Association, 2.57%, due 08/01/2028 | 0.27% |
| Federal National Mortgage Association, 3.92%, due 08/01/2021 | 0.27% |
| LHOME Mortgage Trust, Series 2019-RTL3, Class A1, 3.86%, due 07/25/2024 | 0.27% |
| Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 | 0.27% |
| Federal National Mortgage Association, 3.66%, due 10/01/2028 | 0.27% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.26% |
| Federal National Mortgage Association, 3.67%, due 09/01/2028 | 0.26% |
| Federal National Mortgage Association, 3.77%, due 08/25/2030 | 0.26% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.61%, due 01/25/2023 | 0.26% |
| COMM Mortgage Trust, Series 2018-HOME, Class A, 3.94%, due 04/10/2033 | 0.26% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class D, 4.40%, due 04/17/2052 | 0.26% |
| Federal National Mortgage Association, 3.09%, due 04/25/2027 | 0.26% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 | 0.25% |
| Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 | 0.25% |
| Kabbage Funding LLC, Series 2019-1, Class A, 3.82%, due 03/15/2024 | 0.25% |
| Federal National Mortgage Association, 5.00%, due 06/01/2048 | 0.25% |
| Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 | 0.25% |
| Veros Automobile Receivables Trust, Series 2018-1, Class B, 4.05%, due 02/15/2024 | 0.25% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2034 | 0.25% |
| Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 | 0.24% |
| Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 | 0.24% |
| US Auto Funding LLC, Series 2019-1A, Class B, 3.99%, due 12/15/2022 | 0.24% |
| Government National Mortgage Association, 0.80%, due 06/20/2064 | 0.24% |
| V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 | 0.24% |
| Exeter Automobile Receivables Trust, Series 2019-3A, Class D, 3.11%, due 08/15/2025 | 0.23% |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class A4, 2.93%, due 07/15/2048 | 0.23% |
| Headlands Residential LLC, Series 2018-RPL1, Class A, 4.25%, due 06/25/2023 | 0.23% |
| Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 | 0.23% |
| Federal National Mortgage Association, 3.67%, due 09/25/2028 | 0.23% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.23% |
| Pacific Gas & Electric Co., 1.75%, due 06/16/2022 | 0.23% |
| Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 | 0.23% |
| Federal National Mortgage Association, 2.69%, due 04/01/2023 | 0.23% |
| Federal National Mortgage Association, 3.36%, due 12/01/2027 | 0.23% |
| Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2049 | 0.23% |
| Headlands Residential LLC, Series 2017-RPL1, Class A, 3.87%, due 08/25/2022 | 0.23% |
| Federal National Mortgage Association, 3.34%, due 07/01/2030 | 0.23% |
| Federal National Mortgage Association REMIC, 4.50%, due 07/25/2029 | 0.23% |
| Federal National Mortgage Association, 3.49%, due 07/25/2028 | 0.23% |
| DT Auto Owner Trust, Series 2019-4A, Class C, 2.73%, due 07/15/2025 | 0.22% |
| Federal National Mortgage Association, 3.18%, due 06/25/2027 | 0.22% |
| Federal National Mortgage Association, 3.24%, due 12/01/2026 | 0.22% |
| Federal National Mortgage Association, 3.34%, due 02/01/2027 | 0.22% |
| Federal National Mortgage Association, 4.02%, due 08/01/2021 | 0.22% |
| Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 | 0.22% |
| U.S. Treasury Bond, 3.12%, due 02/15/2043 | 0.22% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.22% |
| Government National Mortgage Association, 3.50%, due 06/20/2046 | 0.21% |
| Tennessee Valley Authority, 5.88%, due 04/01/2036 | 0.21% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 | 0.21% |
| Government National Mortgage Association, 0.77%, due 09/20/2064 | 0.21% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 | 0.21% |
| Federal National Mortgage Association, 2.48%, due 05/25/2026 | 0.21% |
| Federal National Mortgage Association, 3.30%, due 12/01/2026 | 0.21% |
| Federal National Mortgage Association, 3.10%, due 09/01/2025 | 0.21% |
| Federal National Mortgage Association, 2.92%, due 12/01/2024 | 0.21% |
| Federal National Mortgage Association, 3.29%, due 04/25/2029 | 0.21% |
| Federal National Mortgage Association, 4.00%, due 07/01/2042 | 0.21% |
| Federal National Mortgage Association, 3.12%, due 11/01/2026 | 0.21% |
| Federal National Mortgage Association, 2.38%, due 10/01/2026 | 0.21% |
| Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 | 0.21% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 | 0.21% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2043 | 0.20% |
| Apple, Inc., 3.85%, due 05/04/2043 | 0.20% |
| MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 | 0.20% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.90%, due 08/25/2028 | 0.20% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 | 0.20% |
| SART, Series 2018-1, 4.75%, due 06/15/2025 | 0.20% |
| Federal National Mortgage Association, 3.45%, due 01/01/2024 | 0.20% |
| VOLT LXXXVII LLC, Series 2020-NPL3, Class A1A, 2.98%, due 02/25/2050 | 0.20% |
| Government National Mortgage Association, 0.78%, due 02/20/2065 | 0.20% |
| Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 | 0.20% |
| CSMA SFR Holdings LLC, Series 2019-1, Class A, 2.00%, due 04/25/2023 | 0.20% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.20% |
| Federal National Mortgage Association, 3.23%, due 10/01/2026 | 0.20% |
| Federal National Mortgage Association REMIC, 5.00%, due 08/25/2040 | 0.20% |
| SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 | 0.20% |
| Israel Government AID Bond, Principal Only STRIPS, Series 2004-Z, due 08/15/2023 | 0.19% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 | 0.19% |
| VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 | 0.19% |
| Federal National Mortgage Association, 4.06%, due 07/01/2021 | 0.19% |
| Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 | 0.19% |
| Federal National Mortgage Association, 4.00%, due 08/01/2048 | 0.19% |
| Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 | 0.19% |
| Government National Mortgage Association, 0.95%, due 02/20/2064 | 0.18% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 | 0.18% |
| Government National Mortgage Association, 0.77%, due 07/20/2064 | 0.18% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2043 | 0.18% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 | 0.18% |
| Federal National Mortgage Association, 0.66%, due 09/01/2024 | 0.17% |
| VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 | 0.17% |
| Federal National Mortgage Association, 3.98%, due 08/01/2021 | 0.17% |
| Partners Healthcare System, Inc., 3.34%, due 07/01/2060 | 0.17% |
| VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 | 0.17% |
| Federal National Mortgage Association, 3.86%, due 07/01/2021 | 0.17% |
| Federal National Mortgage Association, 2.46%, due 02/01/2023 | 0.17% |
| Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 | 0.17% |
| MRCD Mortgage Trust, Series 2019-PARK, Class D, 2.71%, due 12/15/2036 | 0.17% |
| Federal National Mortgage Association, 3.81%, due 12/01/2028 | 0.17% |
| Government National Mortgage Association, 0.75%, due 08/20/2067 | 0.17% |
| Credit Acceptance Auto Loan Trust, Series 2019-1A, Class A, 3.33%, due 02/15/2028 | 0.17% |
| Morgan Stanley, 2.18%, due 04/28/2026 | 0.16% |
| Macquarie Group, Ltd., 5.03%, due 01/15/2030 | 0.16% |
| Corevest American Finance Trust, Series 2019-3, Class A, 2.70%, due 10/15/2052 | 0.16% |
| Government National Mortgage Association, 0.80%, due 07/20/2064 | 0.16% |
| Federal National Mortgage Association, 2.98%, due 08/25/2029 | 0.16% |
| SART, 4.75%, due 07/15/2024 | 0.16% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 | 0.16% |
| Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 | 0.16% |
| Federal Home Loan Mortgage Corp. REMIC, 0.53%, due 06/15/2043 | 0.16% |
| U.S. Treasury Bond, 3.62%, due 08/15/2043 | 0.16% |
| FREMF Mortgage Trust, Series 2015-K44, Class B, 3.80%, due 01/25/2048 | 0.16% |
| Bank of Nova Scotia, 1.62%, due 05/01/2023 | 0.16% |
| Athene Global Funding, 2.95%, due 11/12/2026 | 0.16% |
| Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 | 0.16% |
| Purchasing Power Funding LLC, Series 2018-A, Class A, 3.34%, due 08/15/2022 | 0.16% |
| COMM Mortgage Trust, Series 2020-CBM,Class C, 3.40%, due 02/10/2037 | 0.16% |
| Government National Mortgage Association, 0.80%, due 07/20/2064 | 0.16% |
| Federal National Mortgage Association, 3.50%, due 01/01/2044 | 0.16% |
| Bank of America Corp., 3.70%, due 04/24/2028 | 0.16% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 | 0.15% |
| LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 | 0.15% |
| Mexico Government International Bond, 4.50%, due 01/31/2050 | 0.15% |
| Broadcom, Inc., 4.75%, due 04/15/2029 | 0.15% |
| GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 | 0.15% |
| Mariner Finance Issuance Trust, Series 2019-AA, Class B, 3.51%, due 07/20/2032 | 0.15% |
| Federal National Mortgage Association, 2.79%, due 06/01/2023 | 0.15% |
| Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 | 0.15% |
| Santander Drive Auto Receivables Trust, Series 2019-1, Class C, 3.42%, due 04/15/2025 | 0.15% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 | 0.14% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.14% |
| Federal National Mortgage Association, 3.50%, due 01/01/2043 | 0.14% |
| Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 | 0.14% |
| Tennessee Valley Authority, Principal Only STRIPS, due 11/01/2025 | 0.14% |
| Government National Mortgage Association, 4.77%, due 10/20/2043 | 0.14% |
| Federal National Mortgage Association, 4.05%, due 08/01/2021 | 0.14% |
| Verizon Communications, Inc., 4.40%, due 11/01/2034 | 0.14% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 | 0.14% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 | 0.14% |
| Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB, 3.50%, due 10/25/2058 | 0.13% |
| Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 | 0.13% |
| ANZ New Zealand International, Ltd., 2.55%, due 02/13/2030 | 0.13% |
| Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 | 0.13% |
| Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 | 0.13% |
| Upjohn, Inc., 2.30%, due 06/22/2027 | 0.13% |
| Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 | 0.13% |
| Federal National Mortgage Association, 3.02%, due 08/25/2024 | 0.13% |
| Federal National Mortgage Association, 3.42%, due 05/01/2024 | 0.13% |
| Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2049 | 0.13% |
| International Business Machines Corp., 1.70%, due 05/15/2027 | 0.13% |
| Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 | 0.13% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 | 0.13% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 | 0.13% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.13% |
| Boeing Co., 4.50%, due 05/01/2023 | 0.12% |
| AT&T, Inc., 4.50%, due 05/15/2035 | 0.12% |
| Government National Mortgage Association, 0.95%, due 01/20/2064 | 0.12% |
| AT&T, Inc., 2.30%, due 06/01/2027 | 0.12% |
| Federal National Mortgage Association, 3.14%, due 03/25/2028 | 0.12% |
| LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 | 0.12% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.12% |
| DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 | 0.12% |
| Societe Generale SA, 3.00%, due 01/22/2030 | 0.12% |
| Tennessee Valley Authority, 4.25%, due 09/15/2065 | 0.12% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 | 0.12% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 | 0.12% |
| Citigroup, Inc., 3.66%, due 07/24/2028 | 0.12% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 | 0.12% |
| Prudential Insurance Co. of America, 8.30%, due 07/01/2025 | 0.11% |
| Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 | 0.11% |
| Government National Mortgage Association, 6.50%, due 06/20/2033 | 0.11% |
| Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 | 0.11% |
| Federal National Mortgage Association, 3.50%, due 06/01/2033 | 0.11% |
| FREMF Mortgage Trust, Series 2016-K59, Class B, 3.69%, due 11/25/2049 | 0.11% |
| Federal National Mortgage Association, 4.00%, due 08/01/2044 | 0.11% |
| VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 | 0.11% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 | 0.11% |
| Macquarie Group, Ltd., 3.76%, due 11/28/2028 | 0.11% |
| U.S. Treasury Bond, 2.25%, due 08/15/2049 | 0.11% |
| Federal National Mortgage Association, 3.00%, due 01/01/2043 | 0.11% |
| Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 | 0.11% |
| BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 | 0.10% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.33%, due 04/25/2028 | 0.10% |
| QUALCOMM, Inc., 2.15%, due 05/20/2030 | 0.10% |
| Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 | 0.10% |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.10% |
| Constellation Brands, Inc., 2.87%, due 05/01/2030 | 0.10% |
| Government National Mortgage Association, 0.71%, due 03/20/2063 | 0.10% |
| Government National Mortgage Association, 0.77%, due 08/20/2065 | 0.10% |
| U.S. Treasury Note, 1.62%, due 08/15/2022 | 0.10% |
| FREMF Mortgage Trust, Series 2014-K40, Class C, 4.20%, due 11/25/2047 | 0.10% |
| Rice Park Financing Trust, Series 2016-A, Class A, 4.62%, due 10/31/2041 | 0.10% |
| Federal National Mortgage Association, 3.94%, due 07/01/2021 | 0.10% |
| Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 | 0.10% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.10% |
| Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 | 0.10% |
| Federal National Mortgage Association, 3.74%, due 07/01/2023 | 0.10% |
| Government National Mortgage Association, 0.82%, due 09/20/2065 | 0.10% |
| FTF Funding II LLC, Series 2019-1, Class A, Zero Coupon, due 08/15/2020 | 0.10% |
| BlackRock, Inc., 1.90%, due 01/28/2031 | 0.10% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.10% |
| Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 | 0.10% |
| ASB Bank, Ltd., 3.12%, due 05/23/2024 | 0.10% |
| Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 | 0.10% |
| Federal National Mortgage Association, 4.45%, due 07/01/2026 | 0.10% |
| Comcast Corp., 4.20%, due 08/15/2034 | 0.10% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 | 0.10% |
| Government National Mortgage Association, 0.70%, due 12/20/2060 | 0.10% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 | 0.10% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class A, 3.78%, due 10/17/2036 | 0.10% |
| Citigroup, Inc., 3.10%, due 04/08/2026 | 0.10% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 | 0.09% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.09% |
| Barclays PLC, 2.64%, due 06/24/2031 | 0.09% |
| Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 | 0.09% |
| LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 | 0.09% |
| Sumitomo Mitsui Financial Group, Inc., 3.04%, due 07/16/2029 | 0.09% |
| VOLT LXIV LLC, Series 2017-NP11, Class A1, 3.37%, due 10/25/2047 | 0.09% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.93%, due 01/25/2023 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2035 | 0.09% |
| Memorial Health Services, 3.44%, due 11/01/2049 | 0.09% |
| AT&T, Inc., 3.55%, due 06/01/2024 | 0.09% |
| Government National Mortgage Association, 3.50%, due 11/20/2039 | 0.09% |
| COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 | 0.09% |
| Mexico Government International Bond, 4.60%, due 01/23/2046 | 0.09% |
| Citigroup, Inc., 3.98%, due 03/20/2030 | 0.09% |
| Northern Trust Corp., 1.95%, due 05/01/2030 | 0.09% |
| Tucson Electric Power Co., 4.85%, due 12/01/2048 | 0.09% |
| Oracle Corp., 3.60%, due 04/01/2040 | 0.09% |
| Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 | 0.09% |
| Hartford HealthCare Corp., 3.44%, due 07/01/2054 | 0.09% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 | 0.09% |
| Abbott Laboratories, 4.90%, due 11/30/2046 | 0.09% |
| Federal National Mortgage Association REMIC, 4.00%, due 10/25/2025 | 0.09% |
| Federal Home Loan Mortgage Corp., 0.73%, due 08/15/2042 | 0.09% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 | 0.09% |
| Federal National Mortgage Association, 3.19%, due 02/25/2030 | 0.09% |
| Government National Mortgage Association, 1.30%, due 12/20/2066 | 0.09% |
| Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 | 0.09% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2035 | 0.09% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.09% |
| Federal National Mortgage Association, 3.97%, due 06/01/2021 | 0.09% |
| Federal National Mortgage Association, 3.97%, due 07/01/2021 | 0.09% |
| FREMF Mortgage Trust, Series 2016-K722, Class B, 3.97%, due 07/25/2049 | 0.09% |
| Panama Government International Bond, 3.87%, due 07/23/2060 | 0.09% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.09% |
| Morgan Stanley, 3.62%, due 01/20/2027 | 0.09% |
| Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 | 0.08% |
| Government National Mortgage Association, 0.95%, due 03/20/2064 | 0.08% |
| Federal Home Loan Mortgage Corp., 0.73%, due 03/15/2044 | 0.08% |
| Federal National Mortgage Association, 3.03%, due 12/01/2021 | 0.08% |
| Government National Mortgage Association, 0.75%, due 06/20/2065 | 0.08% |
| FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 | 0.08% |
| Ausgrid Finance Pty, Ltd., 3.85%, due 05/01/2023 | 0.08% |
| Federal Home Loan Mortgage Corp. REMIC, 0.73%, due 08/15/2037 | 0.08% |
| Government National Mortgage Association, 5.50%, due 07/20/2037 | 0.08% |
| Government National Mortgage Association, 0.96%, due 12/20/2065 | 0.08% |
| Federal National Mortgage Association, 4.02%, due 11/01/2028 | 0.08% |
| Banco Santander SA, 2.74%, due 05/28/2025 | 0.08% |
| McCormick & Co., Inc., 2.50%, due 04/15/2030 | 0.08% |
| Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 | 0.08% |
| Svenska Handelsbanken AB, 0.62%, due 06/30/2023 | 0.08% |
| Federal National Mortgage Association REMIC, 5.00%, due 07/25/2033 | 0.08% |
| Verizon Communications, Inc., 4.27%, due 01/15/2036 | 0.08% |
| Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 | 0.08% |
| Credit Agricole SA, 1.90%, due 06/16/2026 | 0.08% |
| BNP Paribas SA, 3.05%, due 01/13/2031 | 0.08% |
| Tennessee Valley Authority, 4.62%, due 09/15/2060 | 0.08% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.08% |
| VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 | 0.08% |
| Morgan Stanley, 3.59%, due 07/22/2028 | 0.08% |
| T-Mobile USA, Inc., 2.05%, due 02/15/2028 | 0.08% |
| Federal National Mortgage Association, 3.76%, due 06/25/2021 | 0.08% |
| Air Lease Corp., 3.37%, due 07/01/2025 | 0.08% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.08% |
| Time Warner Cable LLC, 6.55%, due 05/01/2037 | 0.08% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.08% |
| Nomura Holdings, Inc., 2.64%, due 01/16/2025 | 0.08% |
| U.S. Treasury Note, 1.75%, due 12/31/2026 | 0.08% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.08% |
| Air Lease Corp., 3.25%, due 10/01/2029 | 0.08% |
| Federal National Mortgage Association, 3.50%, due 06/01/2042 | 0.08% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.08% |
| Honeywell International, Inc., 1.35%, due 06/01/2025 | 0.08% |
| University of California Regents Medical Center Pooled Revenue, 3.70%, due 05/15/2120 | 0.08% |
| Royal Bank of Scotland Group PLC, 4.44%, due 05/08/2030 | 0.08% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 | 0.08% |
| B2R Mortgage Trust, Series 2016-1, Class A, 2.56%, due 06/15/2049 | 0.07% |
| Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 | 0.07% |
| National Australia Bank, Ltd., 3.93%, due 08/02/2034 | 0.07% |
| Interstate Power & Light Co., 2.30%, due 06/01/2030 | 0.07% |
| Exxon Mobil Corp., 2.99%, due 03/19/2025 | 0.07% |
| Otis Worldwide Corp., 2.56%, due 02/15/2030 | 0.07% |
| Credit Suisse Group AG, 2.59%, due 09/11/2025 | 0.07% |
| Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 | 0.07% |
| T-Mobile USA, Inc., 3.50%, due 04/15/2025 | 0.07% |
| Government National Mortgage Association, 0.88%, due 05/20/2066 | 0.07% |
| NiSource, Inc., 6.25%, due 12/15/2040 | 0.07% |
| UnitedHealth Group, Inc., 3.50%, due 08/15/2039 | 0.07% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.07% |
| American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 | 0.07% |
| Total Capital International SA, 2.98%, due 06/29/2041 | 0.07% |
| Federal National Mortgage Association, 0.51%, due 09/25/2042 | 0.07% |
| Cargill, Inc., 2.12%, due 04/23/2030 | 0.07% |
| Federal Home Loan Mortgage Corp., 0.73%, due 07/15/2042 | 0.07% |
| Federal National Mortgage Association REMIC, 0.58%, due 10/25/2042 | 0.07% |
| Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 | 0.07% |
| Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 | 0.07% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2033 | 0.07% |
| Royal Bank of Scotland Group PLC, 3.75%, due 11/01/2029 | 0.07% |
| U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 | 0.07% |
| Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 | 0.07% |
| American Water Capital Corp., 2.80%, due 05/01/2030 | 0.07% |
| Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 | 0.07% |
| Apple, Inc., 1.65%, due 05/11/2030 | 0.07% |
| Evergy, Inc., 2.90%, due 09/15/2029 | 0.07% |
| Federal National Mortgage Association REMIC, 0.68%, due 09/25/2042 | 0.07% |
| Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 | 0.07% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.07% |
| Credit Suisse Group AG, 4.28%, due 01/09/2028 | 0.07% |
| Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 | 0.07% |
| Fortis, Inc., 3.05%, due 10/04/2026 | 0.07% |
| FirstEnergy Corp., 2.65%, due 03/01/2030 | 0.07% |
| Exxon Mobil Corp., 2.61%, due 10/15/2030 | 0.07% |
| AbbVie, Inc., 3.85%, due 06/15/2024 | 0.07% |
| Government National Mortgage Association, 5.49%, due 01/20/2038 | 0.07% |
| U.S. Treasury Bond, 3.00%, due 02/15/2048 | 0.06% |
| Tennessee Gas Pipeline Co. LLC, 2.90%, due 03/01/2030 | 0.06% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 | 0.06% |
| American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 | 0.06% |
| American Tower Corp., 3.70%, due 10/15/2049 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.50%, due 06/01/2050 | 0.06% |
| Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 | 0.06% |
| CVS Pass-Through Trust, 8.35%, due 07/10/2031 | 0.06% |
| Texas Health Resources, 4.33%, due 11/15/2055 | 0.06% |
| Crown Castle International Corp., 2.25%, due 01/15/2031 | 0.06% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 | 0.06% |
| FirstEnergy Corp., 3.40%, due 03/01/2050 | 0.06% |
| America Movil SAB de CV, 3.62%, due 04/22/2029 | 0.06% |
| Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 | 0.06% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 10/15/2032 | 0.06% |
| Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 | 0.06% |
| Federal National Mortgage Association, 0.73%, due 08/25/2042 | 0.06% |
| Wells Fargo & Co., Series MTN, 4.75%, due 12/07/2046 | 0.06% |
| Barclays PLC, 4.61%, due 02/15/2023 | 0.06% |
| Exxon Mobil Corp., 2.99%, due 08/16/2039 | 0.06% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.06% |
| Total Capital International SA, 3.12%, due 05/29/2050 | 0.06% |
| AIB Group PLC, 4.75%, due 10/12/2023 | 0.06% |
| Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 | 0.06% |
| Standard Chartered PLC, 4.24%, due 01/20/2023 | 0.06% |
| Bon Secours Mercy Health, Inc., 3.46%, due 06/01/2030 | 0.06% |
| US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 | 0.06% |
| Oportun Funding VII LLC, Series 2017-B, Class A, 3.22%, due 10/10/2023 | 0.06% |
| Total Capital International SA, 3.46%, due 07/12/2049 | 0.06% |
| Rush Obligated Group, 3.92%, due 11/15/2029 | 0.06% |
| Federal National Mortgage Association, 3.50%, due 08/01/2032 | 0.06% |
| Raytheon Technologies Corp., 4.50%, due 06/01/2042 | 0.06% |
| Federal National Mortgage Association REMIC, 0.68%, due 10/25/2042 | 0.06% |
| Comcast Corp., 4.60%, due 10/15/2038 | 0.06% |
| Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 | 0.06% |
| AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 | 0.06% |
| U.S. Treasury Note, 2.87%, due 04/30/2025 | 0.06% |
| VMware, Inc., 2.95%, due 08/21/2022 | 0.06% |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 | 0.06% |
| United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 | 0.06% |
| Emory University, 2.14%, due 09/01/2030 | 0.06% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.06% |
| Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 | 0.06% |
| Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 | 0.06% |
| Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 | 0.06% |
| Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 | 0.06% |
| AT&T, Inc., 3.60%, due 07/15/2025 | 0.06% |
| UDR, Inc., Series MTN, 3.20%, due 01/15/2030 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.06% |
| Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 | 0.06% |
| Toledo Edison Co., 6.15%, due 05/15/2037 | 0.06% |
| Manulife Financial Corp., 4.06%, due 02/24/2032 | 0.06% |
| Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 | 0.06% |
| HCA, Inc., 5.12%, due 06/15/2039 | 0.06% |
| Amazon.com, Inc., 3.87%, due 08/22/2037 | 0.06% |
| Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 | 0.06% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 | 0.06% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.06% |
| Southern California Edison Co., 4.05%, due 03/15/2042 | 0.06% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.05% |
| Deutsche Bank AG, 3.70%, due 05/30/2024 | 0.05% |
| Jersey Central Power & Light Co., 4.30%, due 01/15/2026 | 0.05% |
| Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 | 0.05% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.05% |
| Comcast Corp., 4.25%, due 01/15/2033 | 0.05% |
| CK Hutchison International 19, Ltd., 3.62%, due 04/11/2029 | 0.05% |
| BPCE SA, 4.00%, due 09/12/2023 | 0.05% |
| Discovery Communications LLC, 6.35%, due 06/01/2040 | 0.05% |
| Essex Portfolio, LP, 2.65%, due 03/15/2032 | 0.05% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 | 0.05% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 | 0.05% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.05% |
| Vodafone Group PLC, 4.87%, due 06/19/2049 | 0.05% |
| Jackson National Life Global Funding, 3.05%, due 04/29/2026 | 0.05% |
| Apple, Inc., 3.45%, due 02/09/2045 | 0.05% |
| Federal National Mortgage Association REMIC, 5.50%, due 11/25/2036 | 0.05% |
| Hydro-Quebec, 9.40%, due 02/01/2021 | 0.05% |
| China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 | 0.05% |
| Federal National Mortgage Association REMIC, 5.50%, due 12/25/2035 | 0.05% |
| Emera US Finance, LP, 4.75%, due 06/15/2046 | 0.05% |
| Comcast Corp., 3.25%, due 11/01/2039 | 0.05% |
| U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 | 0.05% |
| VSE VOI Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 | 0.05% |
| U.S. Treasury Note, 2.25%, due 11/15/2024 | 0.05% |
| Lowe's Cos., Inc., 3.65%, due 04/05/2029 | 0.05% |
| New York Life Insurance Co., 4.45%, due 05/15/2069 | 0.05% |
| British Airways Pass-Through Trust, 3.30%, due 06/15/2034 | 0.05% |
| BBVA USA, 3.50%, due 06/11/2021 | 0.05% |
| Government National Mortgage Association, 5.50%, due 01/16/2033 | 0.05% |
| Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 | 0.05% |
| Credit Suisse Group AG, 2.19%, due 06/05/2026 | 0.05% |
| Cottage Health Obligated Group, 3.30%, due 11/01/2049 | 0.05% |
| Niagara Mohawk Power Corp., 1.96%, due 06/27/2030 | 0.05% |
| Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 | 0.05% |
| Fox Corp., 5.57%, due 01/25/2049 | 0.05% |
| Tennessee Valley Authority, Principal Only STRIPS, due 03/15/2032 | 0.05% |
| Government National Mortgage Association, 5.56%, due 07/20/2040 | 0.05% |
| Enterprise Products Operating LLC, 5.75%, due 03/01/2035 | 0.05% |
| Healthpeak Properties, Inc., 3.87%, due 08/15/2024 | 0.05% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.05% |
| Pfizer, Inc., 3.90%, due 03/15/2039 | 0.05% |
| Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 | 0.05% |
| HSBC Holdings PLC, 3.95%, due 05/18/2024 | 0.05% |
| Boston Scientific Corp., 4.55%, due 03/01/2039 | 0.05% |
| AbbVie, Inc., 4.40%, due 11/06/2042 | 0.05% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.05% |
| Verizon Communications, Inc., 5.25%, due 03/16/2037 | 0.05% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.05% |
| Panama Government International Bond, 4.50%, due 04/16/2050 | 0.05% |
| Regency Centers, LP, 2.95%, due 09/15/2029 | 0.05% |
| Liberty Mutual Group, Inc., 3.95%, due 10/15/2050 | 0.05% |
| CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 | 0.05% |
| America Movil SAB de CV, 4.37%, due 04/22/2049 | 0.05% |
| AbbVie, Inc., 4.50%, due 05/14/2035 | 0.05% |
| Citigroup, Inc., 4.40%, due 06/10/2025 | 0.05% |
| Enel Finance International NV, 3.62%, due 05/25/2027 | 0.05% |
| Capital One Financial Corp., 3.75%, due 04/24/2024 | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 | 0.05% |
| TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4, Class C, 5.52%, due 08/15/2039 | 0.05% |
| Assurant, Inc., 4.20%, due 09/27/2023 | 0.05% |
| EQM Midstream Partners, LP, 5.50%, due 07/15/2028 | 0.05% |
| Federal Home Loan Mortgage Corp. REMIC, 0.58%, due 10/15/2041 | 0.05% |
| GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 | 0.05% |
| ONEOK Partners, LP, 6.65%, due 10/01/2036 | 0.05% |
| Bristol-Myers Squibb Co., 3.90%, due 02/20/2028 | 0.05% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.05% |
| Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 | 0.05% |
| One Gas, Inc., 2.00%, due 05/15/2030 | 0.05% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.05% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 | 0.05% |
| Government National Mortgage Association, 5.50%, due 08/20/2038 | 0.05% |
| Welltower, Inc., 3.10%, due 01/15/2030 | 0.05% |
| Comcast Corp., 3.15%, due 03/01/2026 | 0.05% |
| Energy Transfer Operating, LP, 6.05%, due 06/01/2041 | 0.05% |
| Lloyds Banking Group PLC, 4.37%, due 03/22/2028 | 0.05% |
| NRG Energy, Inc., 4.45%, due 06/15/2029 | 0.05% |
| British Airways Pass-Through Trust, 4.12%, due 03/20/2033 | 0.05% |
| Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 | 0.05% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.05% |
| Westpac Banking Corp., 4.42%, due 07/24/2039 | 0.05% |
| Edison International, 5.75%, due 06/15/2027 | 0.05% |
| CVS Pass-Through Trust, 5.92%, due 01/10/2034 | 0.04% |
| Park Aerospace Holdings, Ltd., 4.50%, due 03/15/2023 | 0.04% |
| Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 | 0.04% |
| Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 | 0.04% |
| Colombia Government International Bond, 5.00%, due 06/15/2045 | 0.04% |
| Commonwealth Bank of Australia, 4.50%, due 12/09/2025 | 0.04% |
| Microsoft Corp., 3.50%, due 02/12/2035 | 0.04% |
| Apple, Inc., 3.85%, due 08/04/2046 | 0.04% |
| Federal National Mortgage Association, 4.26%, due 06/01/2021 | 0.04% |
| Standard Chartered PLC, 2.81%, due 01/30/2026 | 0.04% |
| Vodafone Group PLC, 5.25%, due 05/30/2048 | 0.04% |
| Nutrien, Ltd., 4.12%, due 03/15/2035 | 0.04% |
| Federal National Mortgage Association REMIC, 6.00%, due 11/25/2032 | 0.04% |
| Aviation Capital Group LLC, 4.12%, due 08/01/2025 | 0.04% |
| Vendee Mortgage Trust, Series 1997-1, Class 2Z, 7.50%, due 02/15/2027 | 0.04% |
| John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 | 0.04% |
| National Retail Properties, Inc., 4.00%, due 11/15/2025 | 0.04% |
| L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 | 0.04% |
| HSBC Holdings PLC, 4.37%, due 11/23/2026 | 0.04% |
| Lloyds Banking Group PLC, 4.58%, due 12/10/2025 | 0.04% |
| Government National Mortgage Association, 0.81%, due 10/20/2062 | 0.04% |
| Comcast Corp., 3.20%, due 07/15/2036 | 0.04% |
| Merck & Co., Inc., 2.45%, due 06/24/2050 | 0.04% |
| Microsoft Corp., 3.95%, due 08/08/2056 | 0.04% |
| AIA Group, Ltd., 3.60%, due 04/09/2029 | 0.04% |
| Truist Bank, 3.30%, due 05/15/2026 | 0.04% |
| United Airlines Pass-Through Trust, 4.55%, due 08/25/2031 | 0.04% |
| ABN AMRO Bank NV, 4.75%, due 07/28/2025 | 0.04% |
| Standard Chartered PLC, 4.30%, due 05/21/2030 | 0.04% |
| ONEOK, Inc., 5.20%, due 07/15/2048 | 0.04% |
| DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 | 0.04% |
| Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 | 0.04% |
| Takeda Pharmaceutical Co., Ltd., 3.17%, due 07/09/2050 | 0.04% |
| OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A, 3.50%, due 04/18/2022 | 0.04% |
| International Business Machines Corp., 2.85%, due 05/15/2040 | 0.04% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.04% |
| BPCE SA, 4.62%, due 07/11/2024 | 0.04% |
| Royal Bank of Scotland Group PLC, 4.26%, due 03/22/2025 | 0.04% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 0.86%, due 11/15/2037 | 0.04% |
| Standard Chartered PLC, 5.20%, due 01/26/2024 | 0.04% |
| MPLX, LP, 4.80%, due 02/15/2029 | 0.04% |
| Barclays PLC, 3.65%, due 03/16/2025 | 0.04% |
| Comcast Corp., 3.45%, due 02/01/2050 | 0.04% |
| Santander Group Holdings PLC, 4.75%, due 09/15/2025 | 0.04% |
| Eni SpA, 4.00%, due 09/12/2023 | 0.04% |
| Boeing Co., 5.70%, due 05/01/2040 | 0.04% |
| UBS Group AG, 3.12%, due 08/13/2030 | 0.04% |
| Mexico Government International Bond, 4.12%, due 01/21/2026 | 0.04% |
| Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 | 0.04% |
| CPS Auto Receivables Trust, Series 2017-C, Class C, 2.86%, due 06/15/2023 | 0.04% |
| Enel Finance International NV, 3.50%, due 04/06/2028 | 0.04% |
| International Lease Finance Corp., 8.62%, due 01/15/2022 | 0.04% |
| Government National Mortgage Association, 1.65%, due 01/20/2063 | 0.04% |
| BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.35%, due 08/15/2046 | 0.04% |
| Federal National Mortgage Association REMIC, 4.00%, due 04/25/2033 | 0.04% |
| UBS AG, 1.75%, due 04/21/2022 | 0.04% |
| APT Pipelines, Ltd., 4.25%, due 07/15/2027 | 0.04% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2043 | 0.04% |
| Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 | 0.04% |
| Union Carbide Corp., 7.50%, due 06/01/2025 | 0.04% |
| Societe Generale SA, 4.25%, due 04/14/2025 | 0.04% |
| CRH America Finance, Inc., 3.40%, due 05/09/2027 | 0.04% |
| Edison International, 3.55%, due 11/15/2024 | 0.04% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.04% |
| ING Groep NV, 1.40%, due 07/01/2026 | 0.04% |
| International Lease Finance Corp., 5.87%, due 08/15/2022 | 0.04% |
| Government National Mortgage Association, 0.64%, due 12/20/2062 | 0.04% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 | 0.04% |
| Starbucks Corp., 2.55%, due 11/15/2030 | 0.04% |
| Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 | 0.04% |
| Enterprise Products Operating LLC, 7.55%, due 04/15/2038 | 0.04% |
| Air Liquide Finance SA, 2.25%, due 09/27/2023 | 0.04% |
| University of Southern California, 3.22%, due 10/01/2120 | 0.04% |
| OneBeacon Holdings, Inc., 4.60%, due 11/09/2022 | 0.04% |
| Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 | 0.04% |
| Danske Bank A/S, 2.70%, due 03/02/2022 | 0.04% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.04% |
| Pepperdine University, 3.30%, due 12/01/2059 | 0.04% |
| Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 | 0.04% |
| Deutsche Bank AG, 4.25%, due 10/14/2021 | 0.04% |
| Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 | 0.04% |
| Deutsche Bank AG, 3.30%, due 11/16/2022 | 0.04% |
| Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 | 0.04% |
| Suncor Energy, Inc., 7.87%, due 06/15/2026 | 0.04% |
| Korea Gas Corp., 1.87%, due 07/18/2021 | 0.04% |
| Hyundai Capital America, 3.00%, due 03/18/2021 | 0.04% |
| CD Mortgage Trust, Series 2006-CD3, Class AM, 5.64%, due 10/15/2048 | 0.04% |
| BOC Aviation, Ltd., 2.75%, due 09/18/2022 | 0.04% |
| SITE Centers Corp., 3.62%, due 02/01/2025 | 0.04% |
| Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 | 0.04% |
| nVent Finance SARL, 4.55%, due 04/15/2028 | 0.04% |
| BOC Aviation, Ltd., 2.37%, due 09/15/2021 | 0.04% |
| Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 | 0.04% |
| Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 | 0.04% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2043 | 0.04% |
| Precision Castparts Corp., 4.20%, due 06/15/2035 | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 | 0.04% |
| Ohio State University, Series A, 4.80%, due 06/01/2111 | 0.04% |
| U.S. Treasury Note, 2.75%, due 05/31/2023 | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2032 | 0.04% |
| Deutsche Telekom AG, 3.62%, due 01/21/2050 | 0.04% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 | 0.04% |
| Raytheon Technologies Corp., 4.15%, due 05/15/2045 | 0.04% |
| Office Properties Income Trust, 4.00%, due 07/15/2022 | 0.04% |
| Noble Energy, Inc., 6.00%, due 03/01/2041 | 0.04% |
| Air Lease Corp., 3.25%, due 03/01/2025 | 0.04% |
| Southern Co. Gas Capital Corp., 5.87%, due 03/15/2041 | 0.04% |
| U.S. Treasury Bond, 3.87%, due 08/15/2040 | 0.04% |
| Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 | 0.04% |
| Lowe's Cos., Inc., 4.55%, due 04/05/2049 | 0.04% |
| TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 | 0.04% |
| Citigroup, Inc., 3.35%, due 04/24/2025 | 0.04% |
| Valero Energy Corp., 2.70%, due 04/15/2023 | 0.04% |
| BMW US Capital LLC, 2.25%, due 09/15/2023 | 0.04% |
| General Mills, Inc., 4.00%, due 04/17/2025 | 0.04% |
| Structured Asset Mortgage Investments II Trust, Series 2003-AR4, Class A1, 0.89%, due 01/19/2034 | 0.04% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.04% |
| Government National Mortgage Association, 5.50%, due 04/20/2034 | 0.04% |
| NYU Langone Hospitals, 3.38%, due 07/01/2055 | 0.04% |
| UnitedHealth Group, Inc., 4.62%, due 07/15/2035 | 0.04% |
| GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 | 0.04% |
| Bank of Nova Scotia, 4.50%, due 12/16/2025 | 0.04% |
| Delmarva Power & Light Co., 4.15%, due 05/15/2045 | 0.04% |
| Comcast Corp., 3.99%, due 11/01/2049 | 0.04% |
| Abbott Laboratories, 1.15%, due 01/30/2028 | 0.04% |
| Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 | 0.04% |
| Mondelez International, Inc., 2.75%, due 04/13/2030 | 0.04% |
| Norfolk Southern Corp., 4.05%, due 08/15/2052 | 0.04% |
| Phillips 66 Partners, LP, 3.15%, due 12/15/2029 | 0.04% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.04% |
| HP, Inc., 3.00%, due 06/17/2027 | 0.04% |
| Exelon Generation Co. LLC, 6.25%, due 10/01/2039 | 0.04% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.03% |
| Raytheon Technologies Corp., 3.75%, due 11/01/2046 | 0.03% |
| FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 | 0.03% |
| Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 | 0.03% |
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 0.80%, due 10/25/2028 | 0.03% |
| Enterprise Products Operating LLC, 3.90%, due 02/15/2024 | 0.03% |
| AT&T, Inc., 3.50%, due 06/01/2041 | 0.03% |
| Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 | 0.03% |
| Alternative Loan Trust, Series 2004-2CB, Class 1A9, 5.75%, due 03/25/2034 | 0.03% |
| Suncor Energy, Inc., 5.95%, due 12/01/2034 | 0.03% |
| Airbus SE, 3.15%, due 04/10/2027 | 0.03% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 | 0.03% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 | 0.03% |
| Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 | 0.03% |
| Atmos Energy Corp., 4.15%, due 01/15/2043 | 0.03% |
| Enterprise Products Operating LLC, 4.45%, due 02/15/2043 | 0.03% |
| Packaging Corp. of America, 4.05%, due 12/15/2049 | 0.03% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 | 0.03% |
| Citigroup, Inc., 3.40%, due 05/01/2026 | 0.03% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.03% |
| Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 | 0.03% |
| AT&T, Inc., 4.30%, due 12/15/2042 | 0.03% |
| Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 | 0.03% |
| Anthem, Inc., 4.65%, due 08/15/2044 | 0.03% |
| Analog Devices, Inc., 4.50%, due 12/05/2036 | 0.03% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.03% |
| Private Export Funding Corp., 3.55%, due 01/15/2024 | 0.03% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.03% |
| Apple, Inc., 3.20%, due 05/11/2027 | 0.03% |
| Morgan Stanley, Series MTN, 4.10%, due 05/22/2023 | 0.03% |
| Kellogg Co., 2.10%, due 06/01/2030 | 0.03% |
| Federal National Mortgage Association REMIC, 5.75%, due 06/25/2033 | 0.03% |
| Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 | 0.03% |
| Corning, Inc., 3.90%, due 11/15/2049 | 0.03% |
| Diamondback Energy, Inc., 4.75%, due 05/31/2025 | 0.03% |
| American Tower Corp., 2.10%, due 06/15/2030 | 0.03% |
| First Investors Auto Owner Trust, Series 2017-3A, Class A2, 2.41%, due 12/15/2022 | 0.03% |
| Boeing Co., 4.87%, due 05/01/2025 | 0.03% |
| Masco Corp., 6.50%, due 08/15/2032 | 0.03% |
| Keurig Dr. Pepper, Inc., 4.98%, due 05/25/2038 | 0.03% |
| American Airlines Pass-Through Trust, 3.37%, due 11/01/2028 | 0.03% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.03% |
| RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 05/15/2027 | 0.03% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.03% |
| Qwest Corp., 6.75%, due 12/01/2021 | 0.03% |
| American Airlines Pass-Through Trust, 3.70%, due 04/15/2027 | 0.03% |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1, 0.89%, due 03/19/2034 | 0.03% |
| Sequoia Mortgage Trust, Series 2004-8, Class A1, 0.89%, due 09/20/2034 | 0.03% |
| Marathon Petroleum Corp., 3.62%, due 09/15/2024 | 0.03% |
| Boardwalk Pipelines, LP, Co., 4.80%, due 05/03/2029 | 0.03% |
| Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 | 0.03% |
| U.S. Treasury Note, 2.00%, due 10/31/2021 | 0.03% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.03% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.03% |
| Fiserv, Inc., 4.40%, due 07/01/2049 | 0.03% |
| AstraZeneca PLC, 6.45%, due 09/15/2037 | 0.03% |
| Burlington Northern Santa Fe LLC, 3.55%, due 02/15/2050 | 0.03% |
| Anheuser-Busch InBev Worldwide, Inc., 3.50%, due 06/01/2030 | 0.03% |
| Corning, Inc., 5.35%, due 11/15/2048 | 0.03% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 12/16/2021 | 0.03% |
| Exeter Automobile Receivables Trust, Series 2018-4A, Class B, 3.64%, due 11/15/2022 | 0.03% |
| Oracle Corp., 3.85%, due 07/15/2036 | 0.03% |
| World Omni Auto Receivables Trust, Series 2016-B, Class A4, 1.48%, due 11/15/2022 | 0.03% |
| Roper Technologies, Inc., 2.00%, due 06/30/2030 | 0.03% |
| MPLX, LP, 5.50%, due 02/15/2049 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 06/15/2029 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 6.50%, due 02/25/2043 | 0.03% |
| Fiserv, Inc., 3.20%, due 07/01/2026 | 0.03% |
| Israel Government AID Bond, 5.50%, due 09/18/2033 | 0.03% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C14, Class A3, 3.66%, due 02/15/2047 | 0.03% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.03% |
| DH Europe Finance II SARL, 3.25%, due 11/15/2039 | 0.03% |
| Federal National Mortgage Association, 1.64%, due 11/25/2022 | 0.03% |
| Enbridge, Inc., 6.25%, due 03/01/2078 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 01/15/2034 | 0.03% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 | 0.03% |
| Williams Cos., Inc., 4.85%, due 03/01/2048 | 0.03% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.03% |
| Resolution Funding Corp., Principal Only STRIPS, due 10/15/2027 | 0.03% |
| Global Payments, Inc., 4.15%, due 08/15/2049 | 0.03% |
| Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 5.29%, due 07/25/2032 | 0.03% |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.03% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.76%, due 02/25/2034 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 2.70%, due 10/25/2044 | 0.03% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.03% |
| Eni SpA, 5.70%, due 10/01/2040 | 0.03% |
| Brookfield Finance, Inc., 4.70%, due 09/20/2047 | 0.03% |
| TJX Cos., Inc., 3.87%, due 04/15/2030 | 0.03% |
| Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 | 0.03% |
| Ohio State University, Series A, 4.04%, due 12/01/2056 | 0.03% |
| MPLX, LP, 4.50%, due 04/15/2038 | 0.03% |
| O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 | 0.03% |
| Progressive Corp., 5.37%, due 03/15/2023 | 0.03% |
| Time Warner Cable LLC, 7.30%, due 07/01/2038 | 0.03% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 | 0.03% |
| Colombia Government International Bond, 7.37%, due 09/18/2037 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 0.77%, due 07/15/2037 | 0.03% |
| Spectra Energy Partners, LP, 3.50%, due 03/15/2025 | 0.03% |
| Federal National Mortgage Association REMIC, 0.48%, due 08/25/2041 | 0.03% |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 | 0.03% |
| Eaton Corp., 5.80%, due 03/15/2037 | 0.03% |
| Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 | 0.03% |
| Oracle Corp., 3.90%, due 05/15/2035 | 0.03% |
| TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 | 0.03% |
| Evergy Metro, Inc., 5.30%, due 10/01/2041 | 0.03% |
| CSX Corp., 4.75%, due 11/15/2048 | 0.03% |
| Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 | 0.03% |
| Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 | 0.03% |
| McDonald's Corp., Series MTN, 4.70%, due 12/09/2035 | 0.03% |
| CenterPoint Energy Resources Corp., 5.85%, due 01/15/2041 | 0.03% |
| Lockheed Martin Corp., 4.50%, due 05/15/2036 | 0.03% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 | 0.03% |
| Pacific Life Insurance Co., 4.30%, due 10/24/2067 | 0.03% |
| Teachers Insurance & Annuity Association of America, 4.90%, due 09/15/2044 | 0.03% |
| CPS Auto Receivables Trust, Series 2015-C, Class D, 4.63%, due 08/16/2021 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 | 0.03% |
| Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 8.00%, due 01/15/2030 | 0.03% |
| ITC Holdings Corp., 2.95%, due 05/14/2030 | 0.03% |
| Steel Dynamics, Inc., 3.45%, due 04/15/2030 | 0.03% |
| Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 | 0.03% |
| U.S. Treasury Bond, 3.00%, due 11/15/2044 | 0.03% |
| Welltower, Inc., 6.50%, due 03/15/2041 | 0.03% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.02% |
| DuPont de Nemours, Inc., 5.31%, due 11/15/2038 | 0.02% |
| Mid-Atlantic Interstate Transmission LLC, 4.10%, due 05/15/2028 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 08/25/2036 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 08/01/2040 | 0.02% |
| Campbell Soup Co., 4.80%, due 03/15/2048 | 0.02% |
| Eli Lilly & Co., 2.25%, due 05/15/2050 | 0.02% |
| Aviation Capital Group LLC, 3.50%, due 11/01/2027 | 0.02% |
| GLS Auto Receivables Issuer Trust, Series 2019-1A, Class A, 3.37%, due 01/17/2023 | 0.02% |
| General Electric Co., 3.45%, due 05/01/2027 | 0.02% |
| Alternative Loan Trust, Series 2005-28CB, Class 1A4, 5.50%, due 08/25/2035 | 0.02% |
| Baltimore Gas & Electric Co., 2.90%, due 06/15/2050 | 0.02% |
| COMM Mortgage Trust, Series 2013-SFS, Class A2, 3.08%, due 04/12/2035 | 0.02% |
| Ecopetrol SA, 5.37%, due 06/26/2026 | 0.02% |
| American International Group, Inc., 4.70%, due 07/10/2035 | 0.02% |
| DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 | 0.02% |
| ONEOK, Inc., 3.40%, due 09/01/2029 | 0.02% |
| Xylem, Inc., 2.25%, due 01/30/2031 | 0.02% |
| Dominion Energy, Inc., 5.25%, due 08/01/2033 | 0.02% |
| Southwest Gas Corp., 3.80%, due 09/29/2046 | 0.02% |
| Noble Energy, Inc., 3.90%, due 11/15/2024 | 0.02% |
| Baker Hughes Holdings LLC, 5.12%, due 09/15/2040 | 0.02% |
| Massachusetts Electric Co., 4.00%, due 08/15/2046 | 0.02% |
| Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 06/01/2060 | 0.02% |
| Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 09/15/2030 | 0.02% |
| Bank of Montreal, 3.80%, due 12/15/2032 | 0.02% |
| Keurig Dr. Pepper, Inc., 3.13%, due 12/15/2023 | 0.02% |
| Nevada Power Co., 5.37%, due 09/15/2040 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 02/15/2033 | 0.02% |
| Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 | 0.02% |
| Goodman Finance Three LLC, 3.70%, due 03/15/2028 | 0.02% |
| Constellation Brands, Inc., 4.40%, due 11/15/2025 | 0.02% |
| Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 | 0.02% |
| Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 | 0.02% |
| Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 | 0.02% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.02% |
| Enbridge, Inc., 4.50%, due 06/10/2044 | 0.02% |
| PECO Energy Co., 2.80%, due 06/15/2050 | 0.02% |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 0.64%, due 04/25/2029 | 0.02% |
| Goldman Sachs Group, Inc., 4.25%, due 10/21/2025 | 0.02% |
| AEP Transmission Co. LLC, 4.00%, due 12/01/2046 | 0.02% |
| B2R Mortgage Trust, Series 2015-2, Class A, 3.33%, due 11/15/2048 | 0.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2041 | 0.02% |
| MPLX, LP, 5.25%, due 01/15/2025 | 0.02% |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.51%, due 03/25/2036 | 0.02% |
| Nucor Corp., 6.40%, due 12/01/2037 | 0.02% |
| MPLX, LP, 4.12%, due 03/01/2027 | 0.02% |
| GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF, 0.53%, due 03/25/2035 | 0.02% |
| Entergy Texas, Inc., 3.55%, due 09/30/2049 | 0.02% |
| Burlington Northern Santa Fe LLC, 4.37%, due 09/01/2042 | 0.02% |
| New England Power Co., 3.80%, due 12/05/2047 | 0.02% |
| Brambles USA, Inc., 4.12%, due 10/23/2025 | 0.02% |
| Citigroup, Inc., 3.87%, due 03/26/2025 | 0.02% |
| Duke Realty, LP, 2.87%, due 11/15/2029 | 0.02% |
| Berkshire Hathaway Finance Corp., 4.30%, due 05/15/2043 | 0.02% |
| Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 | 0.02% |
| Boston Scientific Corp., 3.75%, due 03/01/2026 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 08/25/2032 | 0.02% |
| Government National Mortgage Association, 2.00%, due 05/16/2049 | 0.02% |
| Government National Mortgage Association, 5.50%, due 09/20/2039 | 0.02% |
| BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 | 0.02% |
| Mexico Government International Bond, 4.35%, due 01/15/2047 | 0.02% |
| International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 | 0.02% |
| American Water Capital Corp., 4.00%, due 12/01/2046 | 0.02% |
| Ford Foundation, 2.81%, due 06/01/2070 | 0.02% |
| SES SA, 3.60%, due 04/04/2023 | 0.02% |
| Nutrien, Ltd., 5.00%, due 04/01/2049 | 0.02% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 | 0.02% |
| Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 | 0.02% |
| Sequoia Mortgage Trust, Series 2004-9, Class A1, 0.87%, due 10/20/2034 | 0.02% |
| Parker-Hannifin Corp., Series MTN, 4.45%, due 11/21/2044 | 0.02% |
| Tennessee Valley Authority, Principal Only STRIPS, Series 1-38, due 01/15/2038 | 0.02% |
| CMS Energy Corp., 2.95%, due 02/15/2027 | 0.02% |
| Hess Corp., 6.00%, due 01/15/2040 | 0.02% |
| Federal National Mortgage Association, 0.44%, due 11/25/2046 | 0.02% |
| United Airlines Pass-Through Trust, 3.65%, due 07/07/2027 | 0.02% |
| Ecopetrol SA, 4.12%, due 01/16/2025 | 0.02% |
| Ovintiv, Inc., 7.20%, due 11/01/2031 | 0.02% |
| UnitedHealth Group, Inc., 2.00%, due 05/15/2030 | 0.02% |
| Dollar General Corp., 4.12%, due 05/01/2028 | 0.02% |
| Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 | 0.02% |
| American Airlines Pass-Through Trust, 3.65%, due 02/15/2029 | 0.02% |
| Federal National Mortgage Association REMIC, 5.24%, due 12/25/2042 | 0.02% |
| AstraZeneca PLC, 4.00%, due 09/18/2042 | 0.02% |
| American Water Capital Corp., 3.45%, due 06/01/2029 | 0.02% |
| ViacomCBS, Inc., 4.37%, due 03/15/2043 | 0.02% |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-4, Class CB7, 5.50%, due 06/25/2035 | 0.02% |
| Walt Disney Co., 8.87%, due 04/26/2023 | 0.02% |
| Union Pacific Corp., 4.10%, due 09/15/2067 | 0.02% |
| Energy Transfer Operating, LP, 4.75%, due 01/15/2026 | 0.02% |
| International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 | 0.02% |
| EQT Corp., 3.90%, due 10/01/2027 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 | 0.02% |
| Ovintiv, Inc., 8.12%, due 09/15/2030 | 0.02% |
| ViacomCBS, Inc., 4.00%, due 01/15/2026 | 0.02% |
| Atmos Energy Corp., 4.12%, due 10/15/2044 | 0.02% |
| DXC Technology Co., 4.25%, due 04/15/2024 | 0.02% |
| Brookfield Finance, Inc., 3.90%, due 01/25/2028 | 0.02% |
| Mondelez International, 1.50%, due 05/04/2025 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2032 | 0.02% |
| McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 | 0.02% |
| Government National Mortgage Association, 5.86%, due 12/20/2038 | 0.02% |
| Walt Disney Co., 9.50%, due 07/15/2024 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 16.88%, due 02/15/2040 | 0.02% |
| Federal National Mortgage Association REMIC, 19.01%, due 05/25/2034 | 0.02% |
| Federal National Mortgage Association REMIC, 10.93%, due 07/25/2035 | 0.02% |
| Duke Energy Progress LLC, 4.10%, due 03/15/2043 | 0.02% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2031 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 0.63%, due 08/15/2039 | 0.02% |
| Jersey Central Power & Light Co., 6.15%, due 06/01/2037 | 0.02% |
| Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 | 0.02% |
| Government National Mortgage Association, 6.00%, due 08/20/2039 | 0.02% |
| Eaton Corp., 7.62%, due 04/01/2024 | 0.02% |
| Southern California Edison Co., 5.55%, due 01/15/2036 | 0.02% |
| Federal National Mortgage Association, 6.00%, due 09/01/2037 | 0.02% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 | 0.02% |
| City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 | 0.02% |
| Buckeye Partners, LP, 5.85%, due 11/15/2043 | 0.02% |
| Eni USA, Inc., 7.30%, due 11/15/2027 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.18%, due 10/15/2037 | 0.02% |
| Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 | 0.02% |
| Northrop Grumman Corp., 3.25%, due 01/15/2028 | 0.02% |
| Enterprise Products Operating LLC, 4.20%, due 01/31/2050 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 | 0.02% |
| Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 | 0.02% |
| Alternative Loan Trust, Interest Only STRIPS, Series 2005-22T1, Class A2, 4.88%, due 06/25/2035 | 0.02% |
| Amazon.com, Inc., 2.70%, due 06/03/2060 | 0.02% |
| Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 | 0.02% |
| Tricolor Auto Securitization Trust, Series 2018-2A, Class A, 3.96%, due 10/15/2021 | 0.02% |
| Southern California Edison Co., 6.05%, due 03/15/2039 | 0.02% |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 0.44%, due 07/19/2035 | 0.02% |
| Spectra Energy Partners, LP, 5.95%, due 09/25/2043 | 0.02% |
| Federal National Mortgage Association, 5.50%, due 05/01/2036 | 0.02% |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.02% |
| Conagra Brands, Inc., 5.30%, due 11/01/2038 | 0.02% |
| Mylan NV, 3.95%, due 06/15/2026 | 0.02% |
| Phillips 66 Partners, LP, 4.90%, due 10/01/2046 | 0.02% |
| Crown Castle International Corp., 5.25%, due 01/15/2023 | 0.02% |
| Government National Mortgage Association, 6.00%, due 09/20/2038 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 05/15/2032 | 0.02% |
| Biogen, Inc., 3.15%, due 05/01/2050 | 0.02% |
| John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 | 0.02% |
| International Paper Co., 8.70%, due 06/15/2038 | 0.02% |
| UDR, Inc., Series MTN, 2.95%, due 09/01/2026 | 0.02% |
| Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 | 0.01% |
| Federal National Mortgage Association REMIC, 16.91%, due 07/25/2035 | 0.01% |
| Ecopetrol SA, 5.87%, due 09/18/2023 | 0.01% |
| Sequoia Mortgage Trust, Series 2003-1, Class 1A, 0.95%, due 04/20/2033 | 0.01% |
| Raytheon Technologies Corp., 3.20%, due 03/15/2024 | 0.01% |
| Apple, Inc., 2.95%, due 09/11/2049 | 0.01% |
| Sherwin-Williams Co., 3.12%, due 06/01/2024 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1, 3.55%, due 11/25/2035 | 0.01% |
| Alabama Power Co., 4.10%, due 01/15/2042 | 0.01% |
| Williams Cos., Inc., 3.90%, due 01/15/2025 | 0.01% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.01% |
| Enable Midstream Partners, LP, 4.95%, due 05/15/2028 | 0.01% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.50%, due 08/25/2042 | 0.01% |
| TC PipeLines, LP, 3.90%, due 05/25/2027 | 0.01% |
| Federal National Mortgage Association REMIC, 0.68%, due 05/25/2035 | 0.01% |
| Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 | 0.01% |
| Constellation Brands, Inc., 5.25%, due 11/15/2048 | 0.01% |
| Federal National Mortgage Association REMIC, 6.00%, due 11/25/2039 | 0.01% |
| Enbridge, Inc., 3.70%, due 07/15/2027 | 0.01% |
| Aetna, Inc., 6.75%, due 12/15/2037 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.37%, due 03/15/2032 | 0.01% |
| Southern Co. Gas Capital Corp., 4.40%, due 06/01/2043 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 | 0.01% |
| Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 | 0.01% |
| ONEOK Partners, LP, 5.00%, due 09/15/2023 | 0.01% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 | 0.01% |
| Walt Disney Co., 7.30%, due 04/30/2028 | 0.01% |
| Appalachian Power Co., 6.70%, due 08/15/2037 | 0.01% |
| Public Service Co. of Colorado, 6.50%, due 08/01/2038 | 0.01% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class B, 2.30%, due 02/18/2022 | 0.01% |
| Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 | 0.01% |
| Air Lease Corp., 3.62%, due 04/01/2027 | 0.01% |
| ERAC USA Finance LLC, 5.62%, due 03/15/2042 | 0.01% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 | 0.01% |
| Anthem, Inc., 4.65%, due 01/15/2043 | 0.01% |
| Lowe's Cos., Inc., 4.65%, due 04/15/2042 | 0.01% |
| AbbVie, Inc., 3.37%, due 09/15/2020 | 0.01% |
| FirstEnergy Corp., 4.85%, due 07/15/2047 | 0.01% |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 0.53%, due 09/25/2035 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.59%, due 06/01/2036 | 0.01% |
| Parker-Hannifin Corp., 4.10%, due 03/01/2047 | 0.01% |
| DT Auto Owner Trust, Series 2016-4A, Class D, 3.77%, due 10/17/2022 | 0.01% |
| Jefferies Group LLC, 6.45%, due 06/08/2027 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.75%, due 03/15/2029 | 0.01% |
| Dominion Energy, Inc., 2.85%, due 08/15/2026 | 0.01% |
| Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 | 0.01% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2033 | 0.01% |
| Nevada Power Co., 5.45%, due 05/15/2041 | 0.01% |
| Citizens Financial Group, Inc., 4.30%, due 12/03/2025 | 0.01% |
| Suncor Energy, Inc., 6.80%, due 05/15/2038 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 05/25/2023 | 0.01% |
| Sequoia Mortgage Trust, Series 2004-11, Class A1, 0.79%, due 12/20/2034 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 11/15/2032 | 0.01% |
| Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 | 0.01% |
| Cigna Corp., 4.80%, due 07/15/2046 | 0.01% |
| Mylan, Inc., 5.40%, due 11/29/2043 | 0.01% |
| Anthem, Inc., 4.62%, due 05/15/2042 | 0.01% |
| Flagship Credit Auto Trust, Series 2015-3, Class C, 4.65%, due 03/15/2022 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 04/15/2032 | 0.01% |
| San Diego Gas & Electric Co., 6.00%, due 06/01/2026 | 0.01% |
| BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 | 0.01% |
| Apple, Inc., 3.75%, due 11/13/2047 | 0.01% |
| BAT Capital Corp., 4.54%, due 08/15/2047 | 0.01% |
| ProLogis, LP, 3.25%, due 10/01/2026 | 0.01% |
| Dominion Energy Gas Holdings LLC, 2.80%, due 11/15/2020 | 0.01% |
| Public Service Co. of Colorado, 3.55%, due 06/15/2046 | 0.01% |
| Cox Communications, Inc., 3.25%, due 12/15/2022 | 0.01% |
| FREED ABS Trust, Series 2018-1, Class A, 3.61%, due 07/18/2024 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 12/01/2032 | 0.01% |
| Peru Government International Bond, 5.62%, due 11/18/2050 | 0.01% |
| MPLX, LP, 5.20%, due 03/01/2047 | 0.01% |
| General Mills, Inc., 4.55%, due 04/17/2038 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2024 | 0.01% |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.34%, due 01/25/2041 | 0.01% |
| Capital One Financial Corp., 4.20%, due 10/29/2025 | 0.01% |
| Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 | 0.01% |
| Delmarva Power & Light Co., 4.00%, due 06/01/2042 | 0.01% |
| Citigroup, Inc., 4.45%, due 09/29/2027 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 4.13%, due 10/25/2033 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 07/01/2022 | 0.01% |
| Dow Chemical Co., 5.25%, due 11/15/2041 | 0.01% |
| Barrick Gold Corp., 6.45%, due 10/15/2035 | 0.01% |
| Federal National Mortgage Association REMIC, 5.74%, due 12/25/2042 | 0.01% |
| Guardian Life Insurance Co. of America, 4.85%, due 01/24/2077 | 0.01% |
| Crown Castle International Corp., 4.00%, due 03/01/2027 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 | 0.01% |
| Federal National Mortgage Association REMIC, 6.50%, due 05/25/2044 | 0.01% |
| Federal Home Loan Mortgage Corp., 7.00%, due 01/01/2031 | 0.01% |
| Albemarle Corp., 5.45%, due 12/01/2044 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 10/15/2030 | 0.01% |
| Enterprise Products Operating LLC, 4.95%, due 10/15/2054 | 0.01% |
| Halliburton Co., 7.60%, due 08/15/2096 | 0.01% |
| Federal National Mortgage Association REMIC, 7.23%, due 08/25/2033 | 0.01% |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS, Series 2005-2, Class 1A4, 4.86%, due 04/25/2035 | 0.01% |
| Federal National Mortgage Association REMIC, 0.53%, due 04/25/2035 | 0.01% |
| San Diego Gas & Electric Co., 3.95%, due 11/15/2041 | 0.01% |
| Federal Home Loan Mortgage Corp., 4.12%, due 02/01/2036 | 0.01% |
| Citigroup, Inc., 8.12%, due 07/15/2039 | 0.01% |
| ERAC USA Finance LLC, 5.25%, due 10/01/2020 | 0.01% |
| Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 | 0.01% |
| Duke Realty, LP, 3.25%, due 06/30/2026 | 0.01% |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.98%, due 02/25/2037 | 0.01% |
| Government National Mortgage Association, 19.12%, due 04/16/2034 | 0.01% |
| Enterprise Products Operating LLC, 5.10%, due 02/15/2045 | 0.01% |
| Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 | 0.01% |
| Apache Corp., 4.75%, due 04/15/2043 | 0.01% |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.46%, due 12/25/2044 | 0.01% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.00%, due 02/25/2043 | 0.01% |
| Citigroup, Inc., 5.30%, due 05/06/2044 | 0.01% |
| Northrop Grumman Corp., 3.85%, due 04/15/2045 | 0.01% |
| Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 | 0.01% |
| Airbus Finance BV, 2.70%, due 04/17/2023 | 0.01% |
| Federal National Mortgage Association REMIC, 19.01%, due 04/25/2034 | 0.01% |
| Quest Diagnostics, Inc., 3.45%, due 06/01/2026 | 0.01% |
| Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2034 | 0.01% |
| Welltower, Inc., 2.70%, due 02/15/2027 | 0.01% |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.01% |
| Impac Secured Assets Trust, Series 2006-1, Class 2A1, 0.53%, due 05/25/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 9.89%, due 07/15/2032 | 0.01% |
| Government National Mortgage Association, 22.61%, due 04/20/2037 | 0.01% |
| Roper Technologies, Inc., 3.00%, due 12/15/2020 | 0.01% |
| Pennsylvania Electric Co., 3.25%, due 03/15/2028 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 | 0.01% |
| Norfolk Southern Corp., 3.95%, due 10/01/2042 | 0.01% |
| GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4, 6.00%, due 02/25/2036 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 10/01/2033 | 0.01% |
| Texas Eastern Transmission, LP, 3.50%, due 01/15/2028 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 12.91%, due 07/15/2033 | 0.01% |
| Microsoft Corp., 2.67%, due 06/01/2060 | 0.01% |
| Federal National Mortgage Association REMIC, 6.00%, due 07/25/2023 | 0.01% |
| ERAC USA Finance LLC, 4.50%, due 08/16/2021 | 0.01% |
| Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1, 3.41%, due 12/25/2034 | 0.01% |
| Phillips 66 Partners, LP, 3.55%, due 10/01/2026 | 0.01% |
| Alternative Loan Trust, Series 2005-54CB, Class 1A11, 5.50%, due 11/25/2035 | 0.01% |
| Xylem, Inc., 3.25%, due 11/01/2026 | 0.01% |
| Government National Mortgage Association, 2.50%, due 09/16/2056 | 0.01% |
| GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9, 6.00%, due 09/25/2035 | 0.01% |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2032 | 0.01% |
| Government National Mortgage Association, Principal Only STRIPS, due 06/16/2033 | 0.01% |
| Medtronic, Inc., 4.62%, due 03/15/2045 | 0.01% |
| Virginia Electric & Power Co., 4.45%, due 02/15/2044 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 08/15/2031 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 11/01/2037 | 0.01% |
| U.S. Treasury Note, 2.00%, due 06/30/2024 | 0.01% |
| Alternative Loan Trust, Interest Only STRIPS, Series 2005-20CB, Class 3A8, 4.56%, due 07/25/2035 | 0.01% |
| CSX Corp., 3.35%, due 09/15/2049 | 0.01% |
| Healthpeak Properties, Inc., 4.20%, due 03/01/2024 | 0.01% |
| Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.84%, due 02/25/2036 | 0.01% |
| Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 0.82%, due 07/25/2034 | 0.01% |
| Boston Gas Co., 4.48%, due 02/15/2042 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 | 0.01% |
| Federal Home Loan Mortgage Corp., 4.12%, due 09/01/2034 | 0.01% |
| Arrow Electronics, Inc., 4.50%, due 03/01/2023 | 0.01% |
| Federal National Mortgage Association, 6.50%, due 10/01/2036 | 0.01% |
| Government National Mortgage Association, 2.08%, due 07/16/2048 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8, 5.25%, due 10/25/2033 | 0.01% |
| Government National Mortgage Association, Principal Only STRIPS, due 03/20/2037 | 0.01% |
| ONEOK Partners, LP, 3.37%, due 10/01/2022 | 0.01% |
| Aetna, Inc., 4.50%, due 05/15/2042 | 0.01% |
| Chase Funding Trust, Series 2003-6, Class 1A7, 5.00%, due 11/25/2034 | 0.01% |
| Public Service Co. of Oklahoma, 4.40%, due 02/01/2021 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.01%, due 06/15/2038 | 0.01% |
| Federal National Mortgage Association REMIC, 22.45%, due 06/25/2035 | 0.01% |
| Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 3.97%, due 11/25/2033 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 12/15/2030 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.48%, due 07/01/2036 | 0.01% |
| Oracle Corp., 4.30%, due 07/08/2034 | 0.01% |
| PHH Alternative Mortgage Trust, Interest Only STRIPS, Series 2007-2, Class 2X, 6.00%, due 05/25/2037 | 0.01% |
| Continental Airlines Pass-Through Trust, 5.98%, due 10/19/2023 | 0.01% |
| American Airlines Pass-Through Trust, 3.65%, due 12/15/2029 | 0.01% |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 0.85%, due 10/19/2034 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 23.81%, due 06/15/2034 | 0.01% |
| Federal Home Loan Mortgage Corp., 5.50%, due 08/01/2038 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 08/15/2030 | 0.01% |
| Federal National Mortgage Association REMIC, 23.89%, due 03/25/2036 | 0.01% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.88%, due 09/25/2022 | 0.01% |
| Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 | 0.01% |
| Federal National Mortgage Association REMIC, 6.00%, due 08/25/2037 | 0.01% |
| Eaton Corp., 4.00%, due 11/02/2032 | 0.00%** |
| Government National Mortgage Association, 28.53%, due 09/20/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.65%, due 11/01/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 15.11%, due 11/25/2031 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.11%, due 09/20/2035 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 12/01/2032 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.87%, due 01/01/2035 | 0.00%** |
| Government National Mortgage Association, 13.02%, due 10/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 04/25/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.20%, due 05/16/2038 | 0.00%** |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 4.13%, due 06/25/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, 13.31%, due 07/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 02/15/2023 | 0.00%** |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 5A4, 5.25%, due 11/25/2033 | 0.00%** |
| Baxalta, Inc., 3.60%, due 06/23/2022 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 4.33%, due 04/21/2034 | 0.00%** |
| Becton Dickinson & Co., 3.73%, due 12/15/2024 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.72%, due 03/25/2039 | 0.00%** |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS, Series 2005-3, Class CX, 5.50%, due 05/25/2035 | 0.00%** |
| Southern California Edison Co., 1.84%, due 02/01/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 15.99%, due 05/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 11/25/2036 | 0.00%** |
| Federal National Mortgage Association, 3.82%, due 01/01/2036 | 0.00%** |
| CIG Auto Receivables Trust, Series 2017-1A, Class A, 2.71%, due 05/15/2023 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.44%, due 06/27/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.35%, due 10/01/2036 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.77%, due 10/25/2042 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.76%, due 04/25/2040 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.55%, due 08/01/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.98%, due 02/01/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.96%, due 07/25/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 | 0.00%** |
| Union Pacific Railroad Co. Pass-Through Trust, 4.69%, due 01/02/2024 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 12/15/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 04/15/2033 | 0.00%** |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2, 3.20%, due 01/25/2036 | 0.00%** |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 4.09%, due 11/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.71%, due 03/01/2037 | 0.00%** |
| MPLX, LP, 4.70%, due 04/15/2048 | 0.00%** |
| Federal Home Loan Mortgage Corp., 4.35%, due 10/01/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.75%, due 05/01/2036 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.10%, due 06/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 0.00%** |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.45%, due 05/10/2063 | 0.00%** |
| Kroger Co., 5.40%, due 07/15/2040 | 0.00%** |
| Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4, 5.25%, due 09/25/2033 | 0.00%** |
| Government National Mortgage Association, 15.96%, due 06/17/2035 | 0.00%** |
| Banc of America Funding Trust, Principal Only STRIPS, Series 2005-7, Class 30, due 11/25/2035 | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 08/01/2024 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.56%, due 07/20/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 6.40%, due 11/15/2023 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 11/16/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2038 | 0.00%** |
| Banc of America Funding Trust, Principal Only STRIPS, Series 2004-1, due 03/25/2034 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1, 3.56%, due 06/25/2034 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 | 0.00%** |
| Baxalta, Inc., 5.25%, due 06/23/2045 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.91%, due 10/20/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 23.26%, due 05/25/2034 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 4.08%, due 11/21/2034 | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 05/01/2023 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.81%, due 01/15/2038 | 0.00%** |
| Government National Mortgage Association, 19.63%, due 09/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.72%, due 02/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.66%, due 09/25/2038 | 0.00%** |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5, 5.25%, due 10/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 | 0.00%** |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5, 7.00%, due 04/25/2033 | 0.00%** |
| Government National Mortgage Association, 0.88%, due 09/20/2062 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2023 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 0.00%** |
| BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 | 0.00%** |
| Federal National Mortgage Association REMIC, 25.82%, due 12/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.66%, due 09/25/2038 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.98%, due 08/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 25.46%, due 10/25/2036 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2, 3.66%, due 06/25/2034 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.58%, due 08/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 12.19%, due 09/25/2033 | 0.00%** |
| Federal National Mortgage Association, 6.50%, due 01/01/2036 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A, 3.42%, due 05/20/2034 | 0.00%** |
| Sofi Consumer Loan Program LLC, Series 2016-2A, Class A, 3.09%, due 10/27/2025 | 0.00%** |
| Banc of America Funding Trust, Series 2005-E, Class 4A1, 4.44%, due 03/20/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.35%, due 09/25/2037 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2, 3.44%, due 04/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 03/25/2031 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.53%, due 08/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.23%, due 11/15/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.01%, due 03/20/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.64%, due 02/20/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 14.41%, due 09/15/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.62%, due 02/15/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.08%, due 04/20/2039 | 0.00%** |
| MASTR Resecuritization Trust, Principal Only STRIPS, Series 2005, Class 3, due 05/28/2035 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.81%, due 11/20/2037 | 0.00%** |
| Federal National Mortgage Association, 3.78%, due 01/01/2038 | 0.00%** |
| Apache Corp., 3.25%, due 04/15/2022 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.61%, due 04/16/2037 | 0.00%** |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2, 6.00%, due 05/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.50%, due 02/25/2022 | 0.00%** |
| Government National Mortgage Association, 9.00%, due 05/16/2027 | 0.00%** |
| Federal National Mortgage Association REMIC, 13.63%, due 03/25/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.27%, due 06/16/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 7.00%, due 06/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, 14.14%, due 12/25/2032 | 0.00%** |
| Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.00%, due 09/15/2035 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.01%, due 05/20/2037 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.36%, due 02/25/2039 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.61%, due 04/15/2038 | 0.00%** |
| Impac Secured Assets Trust, Series 2006-2, Class 2A1, 0.53%, due 08/25/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.50%, due 03/20/2039 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.01%, due 06/20/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 0.90%, due 08/25/2042 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.39%, due 06/25/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.89%, due 06/20/2039 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 07/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.81%, due 02/15/2039 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 01/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.91%, due 06/25/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 7.81%, due 03/15/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.51%, due 12/20/2038 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 03/16/2033 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.50%, due 10/16/2037 | 0.00%** |
| Government National Mortgage Association, 1.00%, due 05/20/2061 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.50%, due 05/25/2033 | 0.00%** |
| Banc of America Funding Trust, Principal Only STRIPS, Series 2005-8, Class 30, due 01/25/2036 | 0.00%** |
| Federal National Mortgage Association, 8.00%, due 11/01/2037 | 0.00%** |
| Government National Mortgage Association, 0.75%, due 03/20/2060 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 10.00%, due 03/25/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.36%, due 11/20/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.36%, due 12/20/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, 8.00%, due 05/25/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 3.20%, due 01/15/2040 | 0.00%** |
| Government National Mortgage Association, 0.73%, due 04/20/2060 | 0.00%** |
| Government National Mortgage Association, 0.85%, due 07/20/2062 | 0.00%** |
| Federal National Mortgage Association REMIC, 24.58%, due 02/25/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.23%, due 04/25/2040 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 2.87%, due 04/25/2041 | 0.00%** |
| Chase Funding Loan Acquisition Trust, Series 2003-C2, Class 1A, 4.75%, due 02/19/2020 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.90%, due 02/16/2039 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.81%, due 12/01/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.11%, due 03/20/2039 | 0.00%** |
| Federal National Mortgage Association, 6.50%, due 12/01/2022 | 0.00%** |
| Johnson Controls International PLC, 3.75%, due 12/01/2021 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.91%, due 07/15/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.01%, due 03/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.99%, due 12/25/2039 | 0.00%** |
| MASTR Alternative Loan Trust, Series 2004-10, Class 1A1, 4.50%, due 09/25/2019 | 0.00%** |
| Government National Mortgage Association, 0.60%, due 08/20/2060 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 2.75%, due 01/25/2038 | 0.00%** |
| Engs Commercial Finance Trust, Series 2016-1A, Class A2, 2.63%, due 02/22/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.81%, due 11/15/2037 | 0.00%** |
| Government National Mortgage Association, 16.29%, due 05/18/2034 | 0.00%** |
| Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Principal Only STRIPS, Series 2003-MS7, Class P, due 03/25/2033 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1, 4.50%, due 06/25/2019 | 0.00%** |
| RALI Trust, Series 2004-QS3, Class CB, 5.00%, due 03/25/2019 | 0.00%** |
| Alternative Loan Trust, Interest Only STRIPS, Series 2005-J1, Class 1A4, 4.91%, due 02/25/2035 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.20%, due 06/16/2039 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.31%, due 06/25/2023 | 0.00%** |
| Federal National Mortgage Association, 6.50%, due 08/01/2020 | 0.00%** |
| RALI Trust, Series 2002-QS16, Class A3, 16.23%, due 10/25/2017 | 0.00%** |
| Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS, Series 2006-C24, Class XC, 0.00%, due 03/15/2045 | 0.00%** |
| JPMorgan Chase Commercial Mortgage Securities Trust, Interest Only STRIPS, Series 2006-LDP8, Class X, 0.28%, due 05/15/2045 | 0.00%** |
| Net Other Assets (Liabilities) | 4.20% |
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