|
10/31/2020* |
Transamerica JPMorgan Core Bond VP
| Security Description | % of Total Net Assets |
|---|---|
| Uniform Mortgage-Backed Security, 2.00%, TBA | 3.24% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 | 0.96% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 | 0.94% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.93% |
| U.S. Treasury Note, 1.62%, due 10/31/2023 | 0.81% |
| U.S. Treasury Bond, 3.75%, due 11/15/2043 | 0.80% |
| U.S. Treasury Note, 1.75%, due 07/15/2022 | 0.78% |
| U.S. Treasury Bond, 2.75%, due 11/15/2042 | 0.76% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.69% |
| U.S. Treasury Note, 2.00%, due 02/15/2023 | 0.59% |
| U.S. Treasury Note, 1.37%, due 09/30/2023 | 0.59% |
| U.S. Treasury Note, 1.25%, due 07/31/2023 | 0.59% |
| U.S. Treasury Bond, 2.50%, due 02/15/2046 | 0.57% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 | 0.57% |
| U.S. Treasury Bond, 2.87%, due 05/15/2043 | 0.55% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2022 | 0.50% |
| Government National Mortgage Association, 4.50%, due 10/20/2048 | 0.48% |
| U.S. Treasury Note, 2.12%, due 02/29/2024 | 0.44% |
| Federal Home Loan Mortgage Corp. REMIC, 3.50%, due 03/15/2035 | 0.44% |
| Federal National Mortgage Association, 3.33%, due 05/01/2028 | 0.44% |
| Federal National Mortgage Association, 3.08%, due 01/01/2028 | 0.42% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2034 | 0.40% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.40% |
| Mariner Finance Issuance Trust, Series 2019-AA, Class C, 4.01%, due 07/20/2032 | 0.39% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2034 | 0.38% |
| Government National Mortgage Association, 4.50%, due 07/20/2049 | 0.38% |
| Federal National Mortgage Association, 3.57%, due 01/01/2031 | 0.35% |
| Federal National Mortgage Association, 2.41%, due 11/01/2029 | 0.34% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.34% |
| Government National Mortgage Association, 4.50%, due 11/20/2049 | 0.34% |
| Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 | 0.34% |
| U.S. Treasury Note, 1.87%, due 11/30/2021 | 0.33% |
| Federal National Mortgage Association, 0.75%, due 09/25/2028 | 0.32% |
| Federal National Mortgage Association, 3.76%, due 12/01/2035 | 0.32% |
| Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 | 0.32% |
| Federal National Mortgage Association, 3.29%, due 08/01/2026 | 0.32% |
| U.S. Treasury Note, 2.12%, due 05/15/2025 | 0.31% |
| Federal National Mortgage Association, 3.80%, due 02/01/2031 | 0.31% |
| TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 | 0.31% |
| U.S. Treasury Note, 2.00%, due 02/15/2025 | 0.31% |
| Federal National Mortgage Association, 2.70%, due 07/01/2026 | 0.31% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.85%, due 05/25/2028 | 0.30% |
| Government National Mortgage Association, 4.50%, due 09/20/2049 | 0.30% |
| U.S. Treasury Note, 1.37%, due 08/31/2023 | 0.30% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.29% |
| Federal National Mortgage Association, 3.38%, due 12/01/2023 | 0.29% |
| Orange Lake Timeshare Trust, Series 2019-A, Class C, 3.61%, due 04/09/2038 | 0.29% |
| U.S. Treasury Note, 1.62%, due 08/31/2022 | 0.29% |
| Federal National Mortgage Association, 2.42%, due 10/01/2029 | 0.29% |
| Federal Home Loan Mortgage Corp., 2.00%, due 11/01/2040 | 0.27% |
| Fort Cre LLC, Series 2018-1A, Class C, 2.97%, due 11/16/2035 | 0.27% |
| U.S. Treasury Note, 1.75%, due 01/31/2023 | 0.27% |
| Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 | 0.27% |
| Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 | 0.27% |
| Federal National Mortgage Association, 4.00%, due 03/01/2048 | 0.27% |
| U.S. Treasury Note, 1.75%, due 09/30/2022 | 0.26% |
| Carvana Auto Receivables Trust, Series 2019-2A, Class C, 3.00%, due 06/17/2024 | 0.26% |
| LHOME Mortgage Trust, Series 2019-RTL3, Class A1, 3.86%, due 07/25/2024 | 0.26% |
| Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 | 0.26% |
| Federal National Mortgage Association, 3.66%, due 10/01/2028 | 0.26% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.08%, due 01/25/2031 | 0.25% |
| Federal National Mortgage Association, 3.63%, due 08/25/2030 | 0.25% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.61%, due 01/25/2023 | 0.25% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.25% |
| Federal National Mortgage Association, 3.09%, due 04/25/2027 | 0.25% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 | 0.24% |
| COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 | 0.24% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class D, 4.40%, due 04/17/2052 | 0.24% |
| Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 | 0.24% |
| US Auto Funding LLC, Series 2019-1A, Class B, 3.99%, due 12/15/2022 | 0.23% |
| Exeter Automobile Receivables Trust, Series 2019-3A, Class D, 3.11%, due 08/15/2025 | 0.23% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2034 | 0.23% |
| V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 | 0.23% |
| Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 | 0.23% |
| Headlands Residential LLC, Series 2018-RPL1, Class A, 3.87%, due 08/25/2024 | 0.23% |
| Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 | 0.23% |
| Federal National Mortgage Association, 0.67%, due 05/25/2027 | 0.22% |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class A4, 2.93%, due 07/15/2048 | 0.22% |
| Federal National Mortgage Association, 3.55%, due 09/25/2028 | 0.22% |
| Government National Mortgage Association, 0.65%, due 06/20/2064 | 0.22% |
| Pacific Gas & Electric Co., 1.75%, due 06/16/2022 | 0.22% |
| Headlands Residential LLC, Series 2017-RPL1, Class A, 3.87%, due 11/25/2024 | 0.22% |
| Tricolor Auto Securitization Trust, Series 2020-1A, Class A, 4.87%, due 11/15/2026 | 0.22% |
| DT Auto Owner Trust, Series 2019-4A, Class C, 2.73%, due 07/15/2025 | 0.22% |
| Federal National Mortgage Association, 3.36%, due 12/01/2027 | 0.22% |
| Federal National Mortgage Association, 3.37%, due 07/25/2028 | 0.22% |
| Federal National Mortgage Association, 3.07%, due 06/25/2027 | 0.22% |
| Federal National Mortgage Association REMIC, 4.50%, due 07/25/2029 | 0.22% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.22% |
| Federal National Mortgage Association, 3.34%, due 02/01/2027 | 0.21% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.21% |
| Federal National Mortgage Association, 4.02%, due 08/01/2021 | 0.21% |
| Federal National Mortgage Association, 2.48%, due 05/25/2026 | 0.21% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 | 0.21% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 | 0.20% |
| Tennessee Valley Authority, 5.88%, due 04/01/2036 | 0.20% |
| U.S. Treasury Bond, 3.12%, due 02/15/2043 | 0.20% |
| Federal National Mortgage Association, 3.30%, due 12/01/2026 | 0.20% |
| Federal National Mortgage Association, 3.10%, due 09/01/2025 | 0.20% |
| Federal National Mortgage Association, 2.92%, due 12/01/2024 | 0.20% |
| Federal National Mortgage Association, 3.17%, due 04/25/2029 | 0.20% |
| Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 | 0.20% |
| MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 | 0.20% |
| Federal National Mortgage Association, 3.12%, due 11/01/2026 | 0.20% |
| Federal National Mortgage Association, 2.38%, due 10/01/2026 | 0.20% |
| Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 | 0.20% |
| RCO V Mortgage LLC, Series 2020-1, Class A1, 3.10%, due 09/25/2025 | 0.20% |
| Government National Mortgage Association, 0.62%, due 09/20/2064 | 0.20% |
| Federal National Mortgage Association REMIC, 5.00%, due 08/25/2040 | 0.20% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.90%, due 08/25/2028 | 0.20% |
| Apple, Inc., 3.85%, due 05/04/2043 | 0.20% |
| Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2049 | 0.19% |
| Federal National Mortgage Association, 3.45%, due 01/01/2024 | 0.19% |
| SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 | 0.19% |
| Federal National Mortgage Association, 2.04%, due 10/25/2030 | 0.19% |
| FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.66%, due 10/19/2037 | 0.19% |
| Government National Mortgage Association, 0.63%, due 02/20/2065 | 0.19% |
| Federal National Mortgage Association, 2.15%, due 07/25/2030 | 0.19% |
| Federal National Mortgage Association, 3.23%, due 10/01/2026 | 0.19% |
| Federal National Mortgage Association, 5.00%, due 06/01/2048 | 0.19% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.19% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.19% |
| Israel Government AID Bond, Principal Only STRIPS, Series 2004-Z, due 08/15/2023 | 0.19% |
| Government National Mortgage Association, 3.50%, due 06/20/2046 | 0.19% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 | 0.18% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 | 0.18% |
| Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 | 0.18% |
| Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 | 0.18% |
| Federal National Mortgage Association, 4.06%, due 07/01/2021 | 0.18% |
| Federal National Mortgage Association, 1.20%, due 08/25/2028 | 0.18% |
| Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 | 0.18% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 | 0.18% |
| VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 | 0.18% |
| Park Aerospace Holdings, Ltd., 5.25%, due 08/15/2022 | 0.17% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 | 0.17% |
| SART, Series 2018-1, 4.75%, due 06/15/2025 | 0.17% |
| Federal National Mortgage Association, 4.00%, due 07/01/2042 | 0.17% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2043 | 0.17% |
| Federal National Mortgage Association, 2.69%, due 04/01/2023 | 0.17% |
| MRCD Mortgage Trust, Series 2019-PARK, Class D, 2.71%, due 12/15/2036 | 0.17% |
| Federal National Mortgage Association, 0.62%, due 09/01/2024 | 0.17% |
| Government National Mortgage Association, 0.80%, due 02/20/2064 | 0.17% |
| Uniform Mortgage-Backed Security, 1.50%, TBA | 0.17% |
| Government National Mortgage Association, 0.62%, due 07/20/2064 | 0.16% |
| Federal National Mortgage Association, 3.81%, due 12/01/2028 | 0.16% |
| Federal National Mortgage Association, 3.98%, due 08/01/2021 | 0.16% |
| COMM Mortgage Trust, Series 2020-CBM,Class C, 3.40%, due 02/10/2037 | 0.16% |
| Federal National Mortgage Association, 2.46%, due 02/01/2023 | 0.16% |
| Corevest American Finance Trust, Series 2019-3, Class A, 2.70%, due 10/15/2052 | 0.16% |
| Athene Global Funding, 2.95%, due 11/12/2026 | 0.16% |
| Federal National Mortgage Association, 3.86%, due 07/01/2021 | 0.16% |
| Credit Acceptance Auto Loan Trust, Series 2019-1A, Class A, 3.33%, due 02/15/2028 | 0.16% |
| Morgan Stanley, 2.18%, due 04/28/2026 | 0.16% |
| Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 | 0.16% |
| Partners Healthcare System, Inc., 3.34%, due 07/01/2060 | 0.16% |
| VOLT LXXXVII LLC, Series 2020-NPL3, Class A1A, 2.98%, due 02/25/2050 | 0.16% |
| Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 | 0.16% |
| Federal National Mortgage Association, 2.98%, due 08/25/2029 | 0.16% |
| Macquarie Group, Ltd., 5.03%, due 01/15/2030 | 0.16% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2043 | 0.16% |
| FREMF Mortgage Trust, Series 2015-K44, Class B, 3.68%, due 01/25/2048 | 0.16% |
| Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 | 0.15% |
| Bank of Nova Scotia, 1.62%, due 05/01/2023 | 0.15% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 | 0.15% |
| Government National Mortgage Association, 0.65%, due 07/20/2064 | 0.15% |
| Mexico Government International Bond, 4.50%, due 01/31/2050 | 0.15% |
| Mariner Finance Issuance Trust, Series 2019-AA, Class B, 3.51%, due 07/20/2032 | 0.15% |
| U.S. Treasury Bond, 3.62%, due 08/15/2043 | 0.15% |
| Bank of America Corp., 3.70%, due 04/24/2028 | 0.15% |
| Broadcom, Inc., 4.75%, due 04/15/2029 | 0.15% |
| Government National Mortgage Association, 0.60%, due 08/20/2067 | 0.15% |
| VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 | 0.15% |
| LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 | 0.15% |
| Government National Mortgage Association, 0.65%, due 07/20/2064 | 0.15% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 | 0.14% |
| Glencore Funding LLC, 2.50%, due 09/01/2030 | 0.14% |
| GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 | 0.14% |
| Federal Home Loan Mortgage Corp. REMIC, 0.49%, due 06/15/2043 | 0.14% |
| Federal National Mortgage Association, 2.79%, due 06/01/2023 | 0.14% |
| Santander Drive Auto Receivables Trust, Series 2019-1, Class C, 3.42%, due 04/15/2025 | 0.14% |
| Federal National Mortgage Association, 4.00%, due 08/01/2048 | 0.14% |
| Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 | 0.14% |
| Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 | 0.14% |
| Glencore Funding LLC, 1.62%, due 09/01/2025 | 0.14% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.14% |
| Federal National Mortgage Association, 3.50%, due 01/01/2044 | 0.14% |
| Tennessee Valley Authority, Principal Only STRIPS, due 11/01/2025 | 0.14% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 | 0.14% |
| Pretium Mortgage Credit Partners I LLC, Series 2020-NPL3, Class A1, 3.10%, due 06/27/2060 | 0.14% |
| VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 | 0.14% |
| TC PipeLines, LP, 4.37%, due 03/13/2025 | 0.14% |
| SART, 4.75%, due 07/15/2024 | 0.14% |
| Verizon Communications, Inc., 4.40%, due 11/01/2034 | 0.13% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 | 0.13% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 | 0.13% |
| Federal National Mortgage Association, 4.05%, due 08/01/2021 | 0.13% |
| Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 | 0.13% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 | 0.13% |
| ANZ New Zealand International, Ltd., 2.55%, due 02/13/2030 | 0.13% |
| Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 | 0.13% |
| Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB, 3.50%, due 10/25/2058 | 0.13% |
| Upjohn, Inc., 2.30%, due 06/22/2027 | 0.13% |
| Federal National Mortgage Association, 3.50%, due 01/01/2043 | 0.13% |
| Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 | 0.13% |
| Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 | 0.12% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.12% |
| Government National Mortgage Association, 4.76%, due 10/20/2043 | 0.12% |
| Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 | 0.12% |
| Federal National Mortgage Association, 3.42%, due 05/01/2024 | 0.12% |
| International Business Machines Corp., 1.70%, due 05/15/2027 | 0.12% |
| Carnow Auto Receivables Trust, Series 2018-1A, Class B, 4.26%, due 09/15/2023 | 0.12% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.12% |
| Federal National Mortgage Association, 3.02%, due 08/25/2024 | 0.12% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 | 0.12% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 | 0.12% |
| Boeing Co., 4.50%, due 05/01/2023 | 0.12% |
| AT&T, Inc., 2.30%, due 06/01/2027 | 0.12% |
| Reliance Steel & Aluminum Co., 1.30%, due 08/15/2025 | 0.12% |
| Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 | 0.12% |
| Federal National Mortgage Association, 3.04%, due 03/25/2028 | 0.12% |
| AT&T, Inc., 4.50%, due 05/15/2035 | 0.12% |
| Societe Generale SA, 3.00%, due 01/22/2030 | 0.12% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.11% |
| DT Asset Trust, Series 2017, Class B, 5.84%, due 12/16/2022 | 0.11% |
| Government National Mortgage Association, 0.80%, due 01/20/2064 | 0.11% |
| Citigroup, Inc., 3.66%, due 07/24/2028 | 0.11% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.15%, due 02/15/2024 | 0.11% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 | 0.11% |
| Tennessee Valley Authority, 4.25%, due 09/15/2065 | 0.11% |
| Prudential Insurance Co. of America, 8.30%, due 07/01/2025 | 0.11% |
| Lennox International, Inc., 1.35%, due 08/01/2025 | 0.11% |
| FREMF Mortgage Trust, Series 2016-K59, Class B, 3.57%, due 11/25/2049 | 0.11% |
| Macquarie Group, Ltd., 3.76%, due 11/28/2028 | 0.11% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 | 0.11% |
| VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 | 0.11% |
| AT&T, Inc., 3.10%, due 02/01/2043 | 0.11% |
| Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 | 0.10% |
| Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co., LP, 5.12%, due 04/01/2025 | 0.10% |
| Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 | 0.10% |
| Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 | 0.10% |
| BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 | 0.10% |
| FREMF Mortgage Trust, Series 2014-K40, Class C, 4.07%, due 11/25/2047 | 0.10% |
| Constellation Brands, Inc., 2.87%, due 05/01/2030 | 0.10% |
| U.S. Treasury Bond, 2.25%, due 08/15/2049 | 0.10% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.21%, due 04/25/2028 | 0.10% |
| LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 | 0.10% |
| Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 | 0.10% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 | 0.10% |
| Federal National Mortgage Association, 3.00%, due 01/01/2043 | 0.10% |
| Government National Mortgage Association, 6.50%, due 06/20/2033 | 0.10% |
| U.S. Treasury Note, 1.62%, due 08/15/2022 | 0.10% |
| Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 | 0.10% |
| Government National Mortgage Association, 0.62%, due 08/20/2065 | 0.10% |
| Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2049 | 0.10% |
| Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 | 0.10% |
| Federal National Mortgage Association, 3.94%, due 07/01/2021 | 0.10% |
| Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 | 0.10% |
| Federal National Mortgage Association, 3.50%, due 06/01/2033 | 0.10% |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.10% |
| Federal National Mortgage Association, 3.74%, due 07/01/2023 | 0.10% |
| Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 | 0.10% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.10% |
| Comcast Corp., 4.20%, due 08/15/2034 | 0.10% |
| ASB Bank, Ltd., 3.12%, due 05/23/2024 | 0.10% |
| Danske Bank A/S, 1.17%, due 12/08/2023 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 | 0.09% |
| Government National Mortgage Association, 0.56%, due 03/20/2063 | 0.09% |
| Brown & Brown, Inc., 2.37%, due 03/15/2031 | 0.09% |
| Federal National Mortgage Association, 4.45%, due 07/01/2026 | 0.09% |
| Government National Mortgage Association, 0.67%, due 09/20/2065 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 | 0.09% |
| Federal National Mortgage Association, 4.00%, due 08/01/2044 | 0.09% |
| T-Mobile USA, Inc., 3.00%, due 02/15/2041 | 0.09% |
| Mexico Government International Bond, 4.60%, due 01/23/2046 | 0.09% |
| Citigroup, Inc., 3.10%, due 04/08/2026 | 0.09% |
| Barclays PLC, 2.64%, due 06/24/2031 | 0.09% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class A, 3.78%, due 10/17/2036 | 0.09% |
| Sumitomo Mitsui Financial Group, Inc., 3.04%, due 07/16/2029 | 0.09% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.09% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 | 0.09% |
| Hartford HealthCare Corp., 3.44%, due 07/01/2054 | 0.09% |
| COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 | 0.09% |
| Government National Mortgage Association, 0.55%, due 12/20/2060 | 0.09% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.09% |
| Regeneron Pharmaceuticals, Inc., 1.75%, due 09/15/2030 | 0.09% |
| Citigroup, Inc., 3.98%, due 03/20/2030 | 0.09% |
| Tucson Electric Power Co., 4.85%, due 12/01/2048 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2035 | 0.09% |
| Federal National Mortgage Association, 1.40%, due 10/25/2030 | 0.09% |
| Memorial Health Services, 3.44%, due 11/01/2049 | 0.09% |
| Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 | 0.09% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 | 0.09% |
| Oracle Corp., 3.60%, due 04/01/2040 | 0.08% |
| Federal National Mortgage Association, 3.09%, due 02/25/2030 | 0.08% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.08% |
| Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 | 0.08% |
| HSBC Holdings PLC, 2.01%, due 09/22/2028 | 0.08% |
| FREMF Mortgage Trust, Series 2016-K722, Class B, 3.84%, due 07/25/2049 | 0.08% |
| Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2026 | 0.08% |
| Morgan Stanley, 3.62%, due 01/20/2027 | 0.08% |
| Panama Government International Bond, 3.87%, due 07/23/2060 | 0.08% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.93%, due 01/25/2023 | 0.08% |
| Federal National Mortgage Association, 3.97%, due 07/01/2021 | 0.08% |
| Government National Mortgage Association, 1.15%, due 12/20/2066 | 0.08% |
| Business Jet Securities LLC, Series 2020-1A, Class A, 2.98%, due 11/15/2035 | 0.08% |
| Ausgrid Finance Pty, Ltd., 3.85%, due 05/01/2023 | 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 National Mortgage Association, 3.03%, due 12/01/2021 | 0.08% |
| Federal National Mortgage Association REMIC, 4.00%, due 10/25/2025 | 0.08% |
| FTF Funding II LLC, Series 2019-1, Class A, Zero Coupon, due 08/15/2024 | 0.08% |
| Svenska Handelsbanken AB, 0.62%, due 06/30/2023 | 0.08% |
| Mars, Inc., 1.62%, due 07/16/2032 | 0.08% |
| U.S. Treasury Bond, 0.62%, due 08/15/2030 | 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% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 03/15/2035 | 0.08% |
| Federal National Mortgage Association REMIC, 3.00%, due 01/25/2046 | 0.08% |
| BNP Paribas SA, 3.05%, due 01/13/2031 | 0.08% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 | 0.08% |
| Smithfield Foods, Inc., 3.00%, due 10/15/2030 | 0.08% |
| Government National Mortgage Association, 0.81%, due 12/20/2065 | 0.08% |
| T-Mobile USA, Inc., 2.05%, due 02/15/2028 | 0.08% |
| Federal National Mortgage Association, 1.59%, due 11/25/2028 | 0.08% |
| Federal Home Loan Mortgage Corp. REMIC, 0.69%, due 08/15/2037 | 0.08% |
| Verizon Communications, Inc., 4.27%, due 01/15/2036 | 0.08% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.08% |
| Government National Mortgage Association, 0.60%, due 06/20/2065 | 0.08% |
| Government National Mortgage Association, 0.80%, due 03/20/2064 | 0.08% |
| Air Lease Corp., 3.37%, due 07/01/2025 | 0.08% |
| Morgan Stanley, 3.59%, due 07/22/2028 | 0.08% |
| VNDO Mortgage Trust, Series 2013-PENN, Class A, 3.80%, due 12/13/2029 | 0.08% |
| Nomura Holdings, Inc., 2.64%, due 01/16/2025 | 0.08% |
| Quanta Services, Inc., 2.90%, due 10/01/2030 | 0.08% |
| Tennessee Valley Authority, 4.62%, due 09/15/2060 | 0.08% |
| Marathon Petroleum Corp., 4.50%, due 05/01/2023 | 0.07% |
| Time Warner Cable LLC, 6.55%, due 05/01/2037 | 0.07% |
| Air Lease Corp., 3.25%, due 10/01/2029 | 0.07% |
| U.S. Treasury Note, 1.75%, due 12/31/2026 | 0.07% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.07% |
| Honeywell International, Inc., 1.35%, due 06/01/2025 | 0.07% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 | 0.07% |
| Veros Automobile Receivables Trust, Series 2018-1, Class B, 4.05%, due 02/15/2024 | 0.07% |
| Interstate Power & Light Co., 2.30%, due 06/01/2030 | 0.07% |
| Federal Home Loan Mortgage Corp., 0.69%, due 08/15/2042 | 0.07% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.07% |
| Natwest Group PLC, 4.44%, due 05/08/2030 | 0.07% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.07% |
| National Australia Bank, Ltd., 3.93%, due 08/02/2034 | 0.07% |
| AT&T, Inc., 2.25%, due 02/01/2032 | 0.07% |
| Federal Home Loan Mortgage Corp., 0.69%, due 03/15/2044 | 0.07% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 | 0.07% |
| Government National Mortgage Association, 5.50%, due 07/20/2037 | 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% |
| Diamondback Energy, Inc., 4.75%, due 05/31/2025 | 0.07% |
| Roper Technologies, Inc., 1.40%, due 09/15/2027 | 0.07% |
| Exxon Mobil Corp., 2.99%, due 03/19/2025 | 0.07% |
| University of California Regents Medical Center Pooled Revenue, 3.70%, due 05/15/2120 | 0.07% |
| Mitsubishi UFJ Financial Group, Inc., 2.04%, due 07/17/2030 | 0.07% |
| U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 | 0.07% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.07% |
| Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 | 0.07% |
| Total Capital International SA, 2.98%, due 06/29/2041 | 0.07% |
| American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 | 0.07% |
| Tricon American Homes Trust, Series 2016-SFR1, Class A, 2.58%, due 11/17/2033 | 0.07% |
| Drive Auto Receivables Trust, Series 2019-1, Class D, 4.09%, due 06/15/2026 | 0.07% |
| UnitedHealth Group, Inc., 3.50%, due 08/15/2039 | 0.07% |
| Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 | 0.07% |
| Cargill, Inc., 2.12%, due 04/23/2030 | 0.07% |
| Natwest Group PLC, 3.75%, due 11/01/2029 | 0.07% |
| Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 | 0.07% |
| UniCredit SpA, 2.56%, due 09/22/2026 | 0.07% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.07% |
| Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 | 0.07% |
| American Water Capital Corp., 2.80%, due 05/01/2030 | 0.07% |
| Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 | 0.07% |
| Apple, Inc., 1.65%, due 05/11/2030 | 0.07% |
| Comcast Corp., 1.50%, due 02/15/2031 | 0.07% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2033 | 0.07% |
| Federal National Mortgage Association, 0.49%, due 09/25/2042 | 0.07% |
| Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 | 0.06% |
| Evergy, Inc., 2.90%, due 09/15/2029 | 0.06% |
| Credit Suisse Group AG, 4.28%, due 01/09/2028 | 0.06% |
| Fortis, Inc., 3.05%, due 10/04/2026 | 0.06% |
| Federal National Mortgage Association REMIC, 5.00%, due 07/25/2033 | 0.06% |
| Broadcom, Inc., 4.25%, due 04/15/2026 | 0.06% |
| Kimco Realty Corp., 2.70%, due 10/01/2030 | 0.06% |
| Government National Mortgage Association, 0.73%, due 05/20/2066 | 0.06% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 | 0.06% |
| AbbVie, Inc., 3.85%, due 06/15/2024 | 0.06% |
| Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 | 0.06% |
| Exxon Mobil Corp., 2.61%, due 10/15/2030 | 0.06% |
| America Movil SAB de CV, 3.62%, due 04/22/2029 | 0.06% |
| Tennessee Gas Pipeline Co. LLC, 2.90%, due 03/01/2030 | 0.06% |
| B2R Mortgage Trust, Series 2016-1, Class A, 2.56%, due 06/15/2049 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.50%, due 06/01/2050 | 0.06% |
| Federal National Mortgage Association REMIC, 0.54%, due 10/25/2042 | 0.06% |
| American Tower Corp., 3.70%, due 10/15/2049 | 0.06% |
| Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 | 0.06% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 | 0.06% |
| Crown Castle International Corp., 2.25%, due 01/15/2031 | 0.06% |
| American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 | 0.06% |
| CVS Pass-Through Trust, 8.35%, due 07/10/2031 | 0.06% |
| Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 | 0.06% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.06% |
| Business Jet Securities LLC, Series 2018-1, Class A, 4.33%, due 02/15/2033 | 0.06% |
| U.S. Treasury Bond, 3.00%, due 02/15/2048 | 0.06% |
| AIB Group PLC, 4.75%, due 10/12/2023 | 0.06% |
| Gilead Sciences, Inc., 2.60%, due 10/01/2040 | 0.06% |
| Barclays PLC, 4.61%, due 02/15/2023 | 0.06% |
| Federal National Mortgage Association REMIC, 0.64%, due 09/25/2042 | 0.06% |
| Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 | 0.06% |
| Bon Secours Mercy Health, Inc., 3.46%, due 06/01/2030 | 0.06% |
| FirstEnergy Corp., 2.65%, due 03/01/2030 | 0.06% |
| Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 | 0.06% |
| Standard Chartered PLC, 4.24%, due 01/20/2023 | 0.06% |
| Texas Health Resources, 4.33%, due 11/15/2055 | 0.06% |
| Federal Home Loan Mortgage Corp., 0.69%, due 07/15/2042 | 0.06% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.06% |
| Rush Obligated Group, 3.92%, due 11/15/2029 | 0.06% |
| HSBC Holdings PLC, 2.35%, due 08/18/2031 | 0.06% |
| LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 | 0.06% |
| Exxon Mobil Corp., 2.99%, due 08/16/2039 | 0.06% |
| Total Capital International SA, 3.12%, due 05/29/2050 | 0.06% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.06% |
| Boeing Co., 1.95%, due 02/01/2024 | 0.06% |
| Wells Fargo & Co., Series MTN, 4.75%, due 12/07/2046 | 0.06% |
| Alimentation Couche-Tard, Inc., 3.80%, due 01/25/2050 | 0.06% |
| Total Capital International SA, 3.46%, due 07/12/2049 | 0.06% |
| BP Capital Markets America, Inc., 1.74%, due 08/10/2030 | 0.06% |
| Raytheon Technologies Corp., 4.50%, due 06/01/2042 | 0.06% |
| Comcast Corp., 4.60%, due 10/15/2038 | 0.06% |
| Equinix, Inc., 1.55%, due 03/15/2028 | 0.06% |
| VMware, Inc., 2.95%, due 08/21/2022 | 0.06% |
| AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 | 0.06% |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 | 0.06% |
| Federal National Mortgage Association, 3.76%, due 06/25/2021 | 0.06% |
| HCA, Inc., 5.12%, due 06/15/2039 | 0.06% |
| Banco Nacional de Panama, 2.50%, due 08/11/2030 | 0.06% |
| U.S. Treasury Note, 2.87%, due 04/30/2025 | 0.06% |
| Boeing Co., 2.75%, due 02/01/2026 | 0.06% |
| Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 | 0.06% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 10/15/2032 | 0.06% |
| Federal National Mortgage Association, 3.50%, due 06/01/2042 | 0.06% |
| Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 | 0.06% |
| Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 | 0.06% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.06% |
| Manulife Financial Corp., 4.06%, due 02/24/2032 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.06% |
| Hewlett Packard Enterprise Co., 1.45%, due 04/01/2024 | 0.06% |
| UDR, Inc., Series MTN, 3.20%, due 01/15/2030 | 0.06% |
| Emory University, 2.14%, due 09/01/2030 | 0.06% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.05% |
| Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 | 0.05% |
| Government National Mortgage Association, 5.50%, due 01/20/2038 | 0.05% |
| United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 | 0.05% |
| Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 | 0.05% |
| Government National Mortgage Association, 3.50%, due 11/20/2039 | 0.05% |
| FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 | 0.05% |
| American Tower Corp., 1.87%, due 10/15/2030 | 0.05% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.05% |
| Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 | 0.05% |
| Deutsche Bank AG, 3.70%, due 05/30/2024 | 0.05% |
| Amazon.com, Inc., 3.87%, due 08/22/2037 | 0.05% |
| Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 | 0.05% |
| Noble Energy, Inc., 6.00%, due 03/01/2041 | 0.05% |
| FirstEnergy Corp., 3.40%, due 03/01/2050 | 0.05% |
| Discovery Communications LLC, 4.00%, due 09/15/2055 | 0.05% |
| Toledo Edison Co., 6.15%, due 05/15/2037 | 0.05% |
| Federal National Mortgage Association, 0.69%, due 08/25/2042 | 0.05% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.05% |
| Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 | 0.05% |
| CK Hutchison International 19, Ltd., 3.62%, due 04/11/2029 | 0.05% |
| Comcast Corp., 4.25%, due 01/15/2033 | 0.05% |
| Federal National Mortgage Association, 3.50%, due 08/01/2032 | 0.05% |
| Jersey Central Power & Light Co., 4.30%, due 01/15/2026 | 0.05% |
| BPCE SA, 4.00%, due 09/12/2023 | 0.05% |
| Jackson National Life Global Funding, 3.05%, due 04/29/2026 | 0.05% |
| Federal National Mortgage Association REMIC, 0.64%, due 10/25/2042 | 0.05% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 | 0.05% |
| BAE Systems PLC, 1.90%, due 02/15/2031 | 0.05% |
| Emera US Finance, LP, 4.75%, due 06/15/2046 | 0.05% |
| Southern California Edison Co., 4.05%, due 03/15/2042 | 0.05% |
| Anglo American Capital PLC, 2.62%, due 09/10/2030 | 0.05% |
| Apple, Inc., 3.45%, due 02/09/2045 | 0.05% |
| Essex Portfolio, LP, 2.65%, due 03/15/2032 | 0.05% |
| British Airways Pass-Through Trust, 3.30%, due 06/15/2034 | 0.05% |
| U.S. Treasury Inflation-Indexed Note, 0.12%, due 01/15/2022 | 0.05% |
| China Southern Power Grid International Finance BVI Co., Ltd., 3.50%, due 05/08/2027 | 0.05% |
| Pioneer Natural Resources Co., 1.90%, due 08/15/2030 | 0.05% |
| Comcast Corp., 3.25%, due 11/01/2039 | 0.05% |
| Vodafone Group PLC, 4.87%, due 06/19/2049 | 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% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 | 0.05% |
| Credit Suisse Group AG, 2.19%, due 06/05/2026 | 0.05% |
| U.S. Treasury Note, 2.25%, due 11/15/2024 | 0.05% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 | 0.05% |
| HCA, Inc., 5.25%, due 06/15/2026 | 0.05% |
| Hydro-Quebec, 9.40%, due 02/01/2021 | 0.05% |
| Niagara Mohawk Power Corp., 1.96%, due 06/27/2030 | 0.05% |
| Liberty Mutual Group, Inc., 3.95%, due 10/15/2050 | 0.05% |
| BBVA USA, 3.50%, due 06/11/2021 | 0.05% |
| Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 | 0.05% |
| EQM Midstream Partners, LP, 5.50%, due 07/15/2028 | 0.05% |
| Aviation Capital Group LLC, 5.50%, due 12/15/2024 | 0.05% |
| Eli Lilly & Co., 2.50%, due 09/15/2060 | 0.05% |
| Park Aerospace Holdings, Ltd., 4.50%, due 03/15/2023 | 0.05% |
| BPCE SA, 1.65%, due 10/06/2026 | 0.05% |
| Enterprise Products Operating LLC, 5.75%, due 03/01/2035 | 0.05% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.87%, due 08/14/2024 | 0.05% |
| Royalty Pharma PLC, 0.75%, due 09/02/2023 | 0.05% |
| Tennessee Valley Authority, Principal Only STRIPS, due 03/15/2032 | 0.05% |
| Royalty Pharma PLC, 1.20%, due 09/02/2025 | 0.05% |
| Boston Scientific Corp., 4.55%, due 03/01/2039 | 0.05% |
| Royalty Pharma PLC, 1.75%, due 09/02/2027 | 0.05% |
| Regency Centers, LP, 2.95%, due 09/15/2029 | 0.05% |
| Healthpeak Properties, Inc., 3.87%, due 08/15/2024 | 0.05% |
| Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 | 0.05% |
| Panama Government International Bond, 4.50%, due 04/16/2050 | 0.05% |
| HSBC Holdings PLC, 3.95%, due 05/18/2024 | 0.05% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.05% |
| Fox Corp., 5.57%, due 01/25/2049 | 0.05% |
| AbbVie, Inc., 4.40%, due 11/06/2042 | 0.05% |
| Federal National Mortgage Association REMIC, 5.50%, due 11/25/2036 | 0.05% |
| America Movil SAB de CV, 4.37%, due 04/22/2049 | 0.05% |
| Valero Energy Corp., 1.20%, due 03/15/2024 | 0.05% |
| Federal National Mortgage Association REMIC, 5.50%, due 12/25/2035 | 0.05% |
| Enel Finance International NV, 3.62%, due 05/25/2027 | 0.05% |
| Aviation Capital Group LLC, 4.12%, due 08/01/2025 | 0.05% |
| Republic Services, Inc., 1.45%, due 02/15/2031 | 0.05% |
| Assurant, Inc., 4.20%, due 09/27/2023 | 0.05% |
| Citigroup, Inc., 4.40%, due 06/10/2025 | 0.05% |
| CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 | 0.05% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.05% |
| AbbVie, Inc., 4.50%, due 05/14/2035 | 0.05% |
| Cottage Health Obligated Group, 3.30%, due 11/01/2049 | 0.05% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.05% |
| NRG Energy, Inc., 4.45%, due 06/15/2029 | 0.05% |
| GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 | 0.05% |
| Pfizer, Inc., 3.90%, due 03/15/2039 | 0.05% |
| Capital One Financial Corp., 3.75%, due 04/24/2024 | 0.05% |
| One Gas, Inc., 2.00%, due 05/15/2030 | 0.05% |
| BP Capital Markets America, Inc., 2.77%, due 11/10/2050 | 0.05% |
| Air Lease Corp., Series MTN, 2.87%, due 01/15/2026 | 0.05% |
| Welltower, Inc., 3.10%, due 01/15/2030 | 0.05% |
| Takeda Pharmaceutical Co., Ltd., 3.02%, due 07/09/2040 | 0.05% |
| Westpac Banking Corp., 4.42%, due 07/24/2039 | 0.04% |
| Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 | 0.04% |
| Bristol-Myers Squibb Co., 3.90%, due 02/20/2028 | 0.04% |
| Colombia Government International Bond, 5.00%, due 06/15/2045 | 0.04% |
| CVS Pass-Through Trust, 5.92%, due 01/10/2034 | 0.04% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.04% |
| Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 | 0.04% |
| VSE VOI Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 | 0.04% |
| Lloyds Banking Group PLC, 4.37%, due 03/22/2028 | 0.04% |
| ONEOK Partners, LP, 6.65%, due 10/01/2036 | 0.04% |
| Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 | 0.04% |
| Comcast Corp., 3.15%, due 03/01/2026 | 0.04% |
| Nutrien, Ltd., 4.12%, due 03/15/2035 | 0.04% |
| Energy Transfer Operating, LP, 6.05%, due 06/01/2041 | 0.04% |
| BlackRock, Inc., 1.90%, due 01/28/2031 | 0.04% |
| Standard Chartered PLC, 2.81%, due 01/30/2026 | 0.04% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.04% |
| Government National Mortgage Association, 5.50%, due 01/16/2033 | 0.04% |
| BAT Capital Corp., 3.98%, due 09/25/2050 | 0.04% |
| AT&T, Inc., 1.65%, due 02/01/2028 | 0.04% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.04% |
| Edison International, 5.75%, due 06/15/2027 | 0.04% |
| National Retail Properties, Inc., 4.00%, due 11/15/2025 | 0.04% |
| Federal National Mortgage Association, 2.11%, due 11/25/2028 | 0.04% |
| Standard Chartered PLC, 4.30%, due 05/21/2030 | 0.04% |
| ABN AMRO Bank NV, 4.75%, due 07/28/2025 | 0.04% |
| Commonwealth Bank of Australia, 4.50%, due 12/09/2025 | 0.04% |
| Microsoft Corp., 3.50%, due 02/12/2035 | 0.04% |
| Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 | 0.04% |
| British Airways Pass-Through Trust, 4.12%, due 03/20/2033 | 0.04% |
| HSBC Holdings PLC, 4.37%, due 11/23/2026 | 0.04% |
| BAT Capital Corp., 2.25%, due 03/25/2028 | 0.04% |
| AIA Group, Ltd., 3.60%, due 04/09/2029 | 0.04% |
| Takeda Pharmaceutical Co., Ltd., 3.17%, due 07/09/2050 | 0.04% |
| Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 | 0.04% |
| Comcast Corp., 3.20%, due 07/15/2036 | 0.04% |
| L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 | 0.04% |
| US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 | 0.04% |
| Vodafone Group PLC, 5.25%, due 05/30/2048 | 0.04% |
| Truist Bank, 3.30%, due 05/15/2026 | 0.04% |
| Mexico Government International Bond, 4.12%, due 01/21/2026 | 0.04% |
| Government National Mortgage Association, 5.57%, due 07/20/2040 | 0.04% |
| Apple, Inc., 3.85%, due 08/04/2046 | 0.04% |
| Apple, Inc., 2.55%, due 08/20/2060 | 0.04% |
| Lloyds Banking Group PLC, 4.58%, due 12/10/2025 | 0.04% |
| Enel Finance International NV, 3.50%, due 04/06/2028 | 0.04% |
| Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 | 0.04% |
| Verizon Communications, Inc., 2.98%, due 10/30/2056 | 0.04% |
| Microsoft Corp., 3.95%, due 08/08/2056 | 0.04% |
| John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 | 0.04% |
| Santander UK Group Holdings PLC, 4.75%, due 09/15/2025 | 0.04% |
| BPCE SA, 4.62%, due 07/11/2024 | 0.04% |
| Boeing Co., 5.70%, due 05/01/2040 | 0.04% |
| United Airlines Pass-Through Trust, 4.55%, due 02/25/2033 | 0.04% |
| Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2023 | 0.04% |
| UBS Group AG, 3.12%, due 08/13/2030 | 0.04% |
| CRH America Finance, Inc., 3.40%, due 05/09/2027 | 0.04% |
| Natwest Group PLC, 4.26%, due 03/22/2025 | 0.04% |
| Realty Income Corp., 3.25%, due 01/15/2031 | 0.04% |
| Standard Chartered PLC, 5.20%, due 01/26/2024 | 0.04% |
| International Business Machines Corp., 2.85%, due 05/15/2040 | 0.04% |
| Bon Secours Mercy Health, Inc., 3.20%, due 06/01/2050 | 0.04% |
| Barclays PLC, 3.65%, due 03/16/2025 | 0.04% |
| Eni SpA, 4.00%, due 09/12/2023 | 0.04% |
| Societe Generale SA, 4.25%, due 04/14/2025 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 | 0.04% |
| Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 | 0.04% |
| International Lease Finance Corp., 8.62%, due 01/15/2022 | 0.04% |
| APT Pipelines, Ltd., 4.25%, due 07/15/2027 | 0.04% |
| ONEOK, Inc., 5.20%, due 07/15/2048 | 0.04% |
| UBS AG, 1.75%, due 04/21/2022 | 0.04% |
| Enterprise Products Operating LLC, 7.55%, due 04/15/2038 | 0.04% |
| International Lease Finance Corp., 5.87%, due 08/15/2022 | 0.04% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.04% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.04% |
| Precision Castparts Corp., 4.20%, due 06/15/2035 | 0.04% |
| Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 | 0.04% |
| Intact US Holdings, Inc., 4.60%, due 11/09/2022 | 0.04% |
| Blackstone / GSO Secured Lending Fund, 3.65%, due 07/14/2023 | 0.04% |
| MPLX, LP, 2.65%, due 08/15/2030 | 0.04% |
| ING Groep NV, 1.40%, due 07/01/2026 | 0.04% |
| BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.21%, due 08/15/2046 | 0.04% |
| Edison International, 3.55%, due 11/15/2024 | 0.04% |
| Starbucks Corp., 2.55%, due 11/15/2030 | 0.04% |
| Suncor Energy, Inc., 7.87%, due 06/15/2026 | 0.04% |
| Comcast Corp., 3.45%, due 02/01/2050 | 0.04% |
| Valero Energy Corp., 2.15%, due 09/15/2027 | 0.04% |
| Pepperdine University, 3.30%, due 12/01/2059 | 0.04% |
| Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 | 0.04% |
| Air Liquide Finance SA, 2.25%, due 09/27/2023 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 0.54%, due 10/15/2041 | 0.04% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.04% |
| Government National Mortgage Association, 5.50%, due 08/20/2038 | 0.04% |
| Societe Generale SA, 2.62%, due 10/16/2024 | 0.04% |
| Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 | 0.04% |
| Government National Mortgage Association, 0.67%, due 10/20/2062 | 0.04% |
| Deutsche Bank AG, 3.30%, due 11/16/2022 | 0.04% |
| Federal National Mortgage Association REMIC, 6.00%, due 11/25/2032 | 0.04% |
| Mitsubishi UFJ Lease & Finance Co., Ltd., 2.65%, due 09/19/2022 | 0.04% |
| Danske Bank A/S, 2.70%, due 03/02/2022 | 0.04% |
| AIA Group, Ltd., 3.20%, due 09/16/2040 | 0.04% |
| Deutsche Bank AG, 4.25%, due 10/14/2021 | 0.04% |
| Anglo American Capital PLC, 3.95%, due 09/10/2050 | 0.04% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.04% |
| Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 | 0.04% |
| Nomura Holdings, Inc., 2.67%, due 07/16/2030 | 0.04% |
| Vendee Mortgage Trust, Series 1997-1, Class 2Z, 7.50%, due 02/15/2027 | 0.04% |
| BOC Aviation, Ltd., 2.75%, due 09/18/2022 | 0.04% |
| Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 | 0.04% |
| Government National Mortgage Association, 0.49%, due 12/20/2062 | 0.04% |
| SITE Centers Corp., 3.62%, due 02/01/2025 | 0.04% |
| Korea Gas Corp., 1.87%, due 07/18/2021 | 0.04% |
| Royalty Pharma PLC, 3.30%, due 09/02/2040 | 0.04% |
| BAE Systems PLC, 3.00%, due 09/15/2050 | 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., 2.37%, due 09/15/2021 | 0.04% |
| Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 | 0.04% |
| Royalty Pharma PLC, 3.55%, due 09/02/2050 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 0.82%, due 11/15/2037 | 0.04% |
| Southern Co. Gas Capital Corp., 5.87%, due 03/15/2041 | 0.04% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 | 0.04% |
| nVent Finance SARL, 4.55%, due 04/15/2028 | 0.04% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.04% |
| Nationwide Building Society, 1.00%, due 08/28/2025 | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 | 0.04% |
| Federal National Mortgage Association REMIC, 4.00%, due 04/25/2033 | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 | 0.04% |
| Office Properties Income Trust, 4.00%, due 07/15/2022 | 0.04% |
| Air Lease Corp., 3.25%, due 03/01/2025 | 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% |
| U.S. Treasury Note, 2.75%, due 05/31/2023 | 0.04% |
| University of Southern California, 3.22%, due 10/01/2120 | 0.04% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.04% |
| NiSource, Inc., 1.70%, due 02/15/2031 | 0.04% |
| Raytheon Technologies Corp., 4.15%, due 05/15/2045 | 0.04% |
| Yale-New Haven Health Services Corp., 2.49%, due 07/01/2050 | 0.04% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2043 | 0.04% |
| TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 | 0.04% |
| Citigroup, Inc., 3.35%, due 04/24/2025 | 0.04% |
| BMW US Capital LLC, 2.25%, due 09/15/2023 | 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% |
| General Mills, Inc., 4.00%, due 04/17/2025 | 0.04% |
| GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 | 0.04% |
| NYU Langone Hospitals, 3.38%, due 07/01/2055 | 0.04% |
| Valero Energy Corp., 2.70%, due 04/15/2023 | 0.04% |
| Bank of Nova Scotia, 4.50%, due 12/16/2025 | 0.04% |
| Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 | 0.04% |
| UnitedHealth Group, Inc., 4.62%, due 07/15/2035 | 0.03% |
| Steel Dynamics, Inc., 1.65%, due 10/15/2027 | 0.03% |
| HP, Inc., 3.00%, due 06/17/2027 | 0.03% |
| Delmarva Power & Light Co., 4.15%, due 05/15/2045 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2032 | 0.03% |
| Norfolk Southern Corp., 4.05%, due 08/15/2052 | 0.03% |
| Park Aerospace Holdings, Ltd., 5.50%, due 02/15/2024 | 0.03% |
| Comcast Corp., 3.99%, due 11/01/2049 | 0.03% |
| Exelon Generation Co. LLC, 6.25%, due 10/01/2039 | 0.03% |
| Abbott Laboratories, 1.15%, due 01/30/2028 | 0.03% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.03% |
| Universal Health Services, Inc., 2.65%, due 10/15/2030 | 0.03% |
| Structured Asset Mortgage Investments II Trust, Series 2003-AR4, Class A1, 0.84%, due 01/19/2034 | 0.03% |
| Ohio State University, Series A, 4.80%, due 06/01/2111 | 0.03% |
| Raytheon Technologies Corp., 3.75%, due 11/01/2046 | 0.03% |
| Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 | 0.03% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 | 0.03% |
| T-Mobile USA, Inc., 1.50%, due 02/15/2026 | 0.03% |
| Phillips 66 Partners, LP, 3.15%, due 12/15/2029 | 0.03% |
| Gray Oak Pipeline LLC, 2.60%, due 10/15/2025 | 0.03% |
| Airbus SE, 3.15%, due 04/10/2027 | 0.03% |
| AutoZone, Inc., 1.65%, due 01/15/2031 | 0.03% |
| Entergy Arkansas LLC, 2.65%, due 06/15/2051 | 0.03% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 | 0.03% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.03% |
| Enterprise Products Operating LLC, 3.90%, due 02/15/2024 | 0.03% |
| Corning, Inc., 3.90%, due 11/15/2049 | 0.03% |
| BAT International Finance PLC, 1.66%, due 03/25/2026 | 0.03% |
| Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 | 0.03% |
| Packaging Corp. of America, 4.05%, due 12/15/2049 | 0.03% |
| Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 | 0.03% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 | 0.03% |
| Suncor Energy, Inc., 5.95%, due 12/01/2034 | 0.03% |
| Atmos Energy Corp., 4.15%, due 01/15/2043 | 0.03% |
| UDR, Inc., Series MTN, 2.10%, due 08/01/2032 | 0.03% |
| AT&T, Inc., 3.50%, due 06/01/2041 | 0.03% |
| Children's Hospital, 2.92%, due 07/15/2050 | 0.03% |
| Citigroup, Inc., 3.40%, due 05/01/2026 | 0.03% |
| Analog Devices, Inc., 4.50%, due 12/05/2036 | 0.03% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.03% |
| AT&T, Inc., 4.30%, due 12/15/2042 | 0.03% |
| Masco Corp., 6.50%, due 08/15/2032 | 0.03% |
| Government National Mortgage Association, 5.50%, due 04/20/2034 | 0.03% |
| Kellogg Co., 2.10%, due 06/01/2030 | 0.03% |
| Anthem, Inc., 4.65%, due 08/15/2044 | 0.03% |
| Enterprise Products Operating LLC, 4.45%, due 02/15/2043 | 0.03% |
| Morgan Stanley, Series MTN, 4.10%, due 05/22/2023 | 0.03% |
| Private Export Funding Corp., 3.55%, due 01/15/2024 | 0.03% |
| TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4, Class C, 5.51%, due 08/15/2039 | 0.03% |
| Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 | 0.03% |
| Apple, Inc., 3.20%, due 05/11/2027 | 0.03% |
| American Tower Corp., 2.10%, due 06/15/2030 | 0.03% |
| Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2043 | 0.03% |
| Alternative Loan Trust, Series 2004-2CB, Class 1A9, 5.75%, due 03/25/2034 | 0.03% |
| Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 | 0.03% |
| Keurig Dr. Pepper, Inc., 4.98%, due 05/25/2038 | 0.03% |
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 0.76%, due 10/25/2028 | 0.03% |
| Boeing Co., 4.87%, due 05/01/2025 | 0.03% |
| RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 | 0.03% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.03% |
| Prologis, LP, 1.25%, due 10/15/2030 | 0.03% |
| Qwest Corp., 6.75%, due 12/01/2021 | 0.03% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.03% |
| Mid-America Apartments, LP, 1.70%, due 02/15/2031 | 0.03% |
| Corning, Inc., 5.35%, due 11/15/2048 | 0.03% |
| Boardwalk Pipelines, LP, 4.80%, due 05/03/2029 | 0.03% |
| Fiserv, Inc., 4.40%, due 07/01/2049 | 0.03% |
| Healthcare Trust of America Holdings, LP, 2.00%, due 03/15/2031 | 0.03% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.03% |
| Diamondback Energy, Inc., 3.25%, due 12/01/2026 | 0.03% |
| Marathon Petroleum Corp., 3.62%, due 09/15/2024 | 0.03% |
| Kinder Morgan, Inc., 3.25%, due 08/01/2050 | 0.03% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 12/16/2021 | 0.03% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.03% |
| U.S. Treasury Note, 2.00%, due 10/31/2021 | 0.03% |
| Roper Technologies, Inc., 2.00%, due 06/30/2030 | 0.03% |
| Burlington Northern Santa Fe LLC, 3.55%, due 02/15/2050 | 0.03% |
| Oracle Corp., 3.85%, due 07/15/2036 | 0.03% |
| CommonSpirit Health, 1.54%, due 10/01/2025 | 0.03% |
| Coca-Cola Femsa SAB de CV, 1.85%, due 09/01/2032 | 0.03% |
| Enbridge, Inc., 6.25%, due 03/01/2078 | 0.03% |
| AstraZeneca PLC, 6.45%, due 09/15/2037 | 0.03% |
| CommonSpirit Health, 2.78%, due 10/01/2030 | 0.03% |
| MPLX, LP, 5.50%, due 02/15/2049 | 0.03% |
| Fiserv, Inc., 3.20%, due 07/01/2026 | 0.03% |
| DH Europe Finance II SARL, 3.25%, due 11/15/2039 | 0.03% |
| Federal National Mortgage Association REMIC, 5.75%, due 06/25/2033 | 0.03% |
| Eni SpA, 5.70%, due 10/01/2040 | 0.03% |
| BAT Capital Corp., 3.73%, due 09/25/2040 | 0.03% |
| Federal National Mortgage Association, 1.09%, due 11/25/2022 | 0.03% |
| Israel Government AID Bond, 5.50%, due 09/18/2033 | 0.03% |
| Sequoia Mortgage Trust, Series 2004-8, Class A1, 0.85%, due 09/20/2034 | 0.03% |
| Williams Cos., Inc., 4.85%, due 03/01/2048 | 0.03% |
| Gray Oak Pipeline LLC, 2.00%, due 09/15/2023 | 0.03% |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1, 0.84%, due 03/19/2034 | 0.03% |
| Global Payments, Inc., 4.15%, due 08/15/2049 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 6.50%, due 02/25/2043 | 0.03% |
| AbbVie, Inc., 3.45%, due 03/15/2022 | 0.03% |
| Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 | 0.03% |
| Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 | 0.03% |
| Brookfield Finance, Inc., 4.70%, due 09/20/2047 | 0.03% |
| CommonSpirit Health, 3.91%, due 10/01/2050 | 0.03% |
| Transurban Finance Co. Pty, Ltd., 2.45%, due 03/16/2031 | 0.03% |
| Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 | 0.03% |
| MPLX, LP, 4.50%, due 04/15/2038 | 0.03% |
| American Airlines Pass-Through Trust, 3.37%, due 11/01/2028 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 06/15/2029 | 0.03% |
| Hyundai Capital America, 2.37%, due 10/15/2027 | 0.03% |
| Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 | 0.03% |
| Colombia Government International Bond, 7.37%, due 09/18/2037 | 0.03% |
| Progressive Corp., 5.37%, due 03/15/2023 | 0.03% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.14%, due 02/25/2034 | 0.03% |
| O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 | 0.03% |
| Time Warner Cable LLC, 7.30%, due 07/01/2038 | 0.03% |
| Hyundai Capital America, 1.80%, due 10/15/2025 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 05/15/2027 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 5.24%, due 07/25/2032 | 0.03% |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.03% |
| CenterPoint Energy Resources Corp., 5.85%, due 01/15/2041 | 0.03% |
| World Omni Auto Receivables Trust, Series 2016-B, Class A4, 1.48%, due 11/15/2022 | 0.03% |
| Eaton Corp., 5.80%, due 03/15/2037 | 0.03% |
| Federal National Mortgage Association, 4.31%, due 06/01/2021 | 0.03% |
| Alexandria Real Estate Equities, Inc., 1.87%, due 02/01/2033 | 0.03% |
| Concho Resources, Inc., 2.40%, due 02/15/2031 | 0.03% |
| Government National Mortgage Association, 1.65%, due 01/20/2063 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 2.08%, due 10/25/2044 | 0.03% |
| TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 | 0.03% |
| Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 | 0.03% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 01/15/2034 | 0.03% |
| Ohio State University, Series A, 4.04%, due 12/01/2056 | 0.03% |
| McDonald's Corp., Series MTN, 4.70%, due 12/09/2035 | 0.03% |
| Steel Dynamics, Inc., 3.45%, due 04/15/2030 | 0.03% |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 | 0.03% |
| Kinder Morgan, Inc., 2.00%, due 02/15/2031 | 0.03% |
| Evergy Metro, Inc., 5.30%, due 10/01/2041 | 0.03% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 | 0.03% |
| Oracle Corp., 3.90%, due 05/15/2035 | 0.03% |
| Noble Energy, Inc., 3.90%, due 11/15/2024 | 0.03% |
| Hanover Insurance Group, Inc., 2.50%, due 09/01/2030 | 0.03% |
| Aviation Capital Group LLC, 3.50%, due 11/01/2027 | 0.03% |
| Welltower, Inc., 6.50%, due 03/15/2041 | 0.03% |
| Pacific Life Insurance Co., 4.30%, due 10/24/2067 | 0.03% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.03% |
| CSX Corp., 4.75%, due 11/15/2048 | 0.02% |
| Glencore Funding LLC, 4.12%, due 05/30/2023 | 0.02% |
| DuPont de Nemours, Inc., 5.31%, due 11/15/2038 | 0.02% |
| DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 | 0.02% |
| Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 | 0.02% |
| ITC Holdings Corp., 2.95%, due 05/14/2030 | 0.02% |
| Teachers Insurance & Annuity Association of America, 4.90%, due 09/15/2044 | 0.02% |
| Lockheed Martin Corp., 4.50%, due 05/15/2036 | 0.02% |
| Ecopetrol SA, 5.37%, due 06/26/2026 | 0.02% |
| Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 | 0.02% |
| General Electric Co., 3.45%, due 05/01/2027 | 0.02% |
| AstraZeneca PLC, 1.37%, due 08/06/2030 | 0.02% |
| Dominion Energy, Inc., 5.25%, due 08/01/2033 | 0.02% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.02% |
| AstraZeneca PLC, 2.12%, due 08/06/2050 | 0.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 | 0.02% |
| Xylem, Inc., 2.25%, due 01/30/2031 | 0.02% |
| American International Group, Inc., 4.70%, due 07/10/2035 | 0.02% |
| Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 | 0.02% |
| Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 | 0.02% |
| Southwest Gas Corp., 3.80%, due 09/29/2046 | 0.02% |
| CVS Health Corp., 2.70%, due 08/21/2040 | 0.02% |
| Massachusetts Electric Co., 4.00%, due 08/15/2046 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 0.55%, due 07/15/2037 | 0.02% |
| Leidos, Inc., 2.30%, due 02/15/2031 | 0.02% |
| U.S. Treasury Bond, 3.00%, due 11/15/2044 | 0.02% |
| COMM Mortgage Trust, Series 2013-SFS, Class A2, 2.98%, due 04/12/2035 | 0.02% |
| Baltimore Gas & Electric Co., 2.90%, due 06/15/2050 | 0.02% |
| Nevada Power Co., 5.37%, due 09/15/2040 | 0.02% |
| Bank of Montreal, 3.80%, due 12/15/2032 | 0.02% |
| ONEOK, Inc., 3.40%, due 09/01/2029 | 0.02% |
| Mid-Atlantic Interstate Transmission LLC, 4.10%, due 05/15/2028 | 0.02% |
| Eli Lilly & Co., 2.25%, due 05/15/2050 | 0.02% |
| MultiCare Health System, 2.80%, due 08/15/2050 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 08/25/2036 | 0.02% |
| Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 06/01/2060 | 0.02% |
| Baker Hughes Holdings LLC, 5.12%, due 09/15/2040 | 0.02% |
| Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 | 0.02% |
| U.S. Treasury Note, 0.37%, due 09/30/2027 | 0.02% |
| Keurig Dr. Pepper, Inc., 3.13%, due 12/15/2023 | 0.02% |
| Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 | 0.02% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 | 0.02% |
| Nucor Corp., 6.40%, due 12/01/2037 | 0.02% |
| Goodman Finance Three LLC, 3.70%, due 03/15/2028 | 0.02% |
| Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 8.00%, due 01/15/2030 | 0.02% |
| Constellation Brands, Inc., 4.40%, due 11/15/2025 | 0.02% |
| Federal National Mortgage Association REMIC, 0.44%, due 08/25/2041 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 02/15/2033 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 | 0.02% |
| Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 | 0.02% |
| MPLX, LP, 4.12%, due 03/01/2027 | 0.02% |
| Goldman Sachs Group, Inc., 4.25%, due 10/21/2025 | 0.02% |
| Alternative Loan Trust, Series 2005-28CB, Class 1A4, 5.50%, due 08/25/2035 | 0.02% |
| Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 | 0.02% |
| PECO Energy Co., 2.80%, due 06/15/2050 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 09/15/2030 | 0.02% |
| Brambles USA, Inc., 4.12%, due 10/23/2025 | 0.02% |
| EQT Corp., 3.90%, due 10/01/2027 | 0.02% |
| Boston Scientific Corp., 4.00%, due 03/01/2029 | 0.02% |
| AEP Transmission Co. LLC, 4.00%, due 12/01/2046 | 0.02% |
| International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 | 0.02% |
| Enbridge, Inc., 4.50%, due 06/10/2044 | 0.02% |
| Entergy Texas, Inc., 3.55%, due 09/30/2049 | 0.02% |
| Citigroup, Inc., 3.87%, due 03/26/2025 | 0.02% |
| MPLX, LP, 5.25%, due 01/15/2025 | 0.02% |
| Burlington Northern Santa Fe LLC, 4.37%, due 09/01/2042 | 0.02% |
| Mexico Government International Bond, 4.35%, due 01/15/2047 | 0.02% |
| Ovintiv, Inc., 7.20%, due 11/01/2031 | 0.02% |
| Duke Realty, LP, 2.87%, due 11/15/2029 | 0.02% |
| Lowe's Cos., Inc., 1.30%, due 04/15/2028 | 0.02% |
| New England Power Co., 3.80%, due 12/05/2047 | 0.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2041 | 0.02% |
| Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 | 0.02% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.02% |
| GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF, 0.49%, due 03/25/2035 | 0.02% |
| Texas Health Resources, 2.32%, due 11/15/2050 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 08/01/2040 | 0.02% |
| Berkshire Hathaway Finance Corp., 4.30%, due 05/15/2043 | 0.02% |
| Nutrien, Ltd., 5.00%, due 04/01/2049 | 0.02% |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 0.60%, due 04/25/2029 | 0.02% |
| BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 | 0.02% |
| Ecopetrol SA, 4.12%, due 01/16/2025 | 0.02% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 | 0.02% |
| Hess Corp., 6.00%, due 01/15/2040 | 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% |
| Ovintiv, Inc., 8.12%, due 09/15/2030 | 0.02% |
| American Water Capital Corp., 4.00%, due 12/01/2046 | 0.02% |
| United Airlines Pass-Through Trust, 3.65%, due 07/07/2027 | 0.02% |
| Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 08/25/2032 | 0.02% |
| SES SA, 3.60%, due 04/04/2023 | 0.02% |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.55%, due 03/25/2036 | 0.02% |
| ViacomCBS, Inc., 4.37%, due 03/15/2043 | 0.02% |
| Dollar General Corp., 4.12%, due 05/01/2028 | 0.02% |
| Sequoia Mortgage Trust, Series 2004-9, Class A1, 0.83%, due 10/20/2034 | 0.02% |
| Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 | 0.02% |
| Government National Mortgage Association, 5.50%, due 09/20/2039 | 0.02% |
| Ford Foundation, 2.81%, due 06/01/2070 | 0.02% |
| International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 | 0.02% |
| AstraZeneca PLC, 4.00%, due 09/18/2042 | 0.02% |
| American Water Capital Corp., 3.45%, due 06/01/2029 | 0.02% |
| Walt Disney Co., 8.87%, due 04/26/2023 | 0.02% |
| American Airlines Pass-Through Trust, 3.65%, due 08/15/2030 | 0.02% |
| Federal National Mortgage Association REMIC, 5.20%, due 12/25/2042 | 0.02% |
| ViacomCBS, Inc., 4.00%, due 01/15/2026 | 0.02% |
| Brookfield Finance, Inc., 3.90%, due 01/25/2028 | 0.02% |
| Federal National Mortgage Association, 0.40%, due 11/25/2046 | 0.02% |
| Energy Transfer Operating, LP, 4.75%, due 01/15/2026 | 0.02% |
| Government National Mortgage Association, 2.00%, due 05/16/2049 | 0.02% |
| McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 | 0.02% |
| Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 | 0.02% |
| DXC Technology Co., 4.25%, due 04/15/2024 | 0.02% |
| Mondelez International, Inc., 1.50%, due 05/04/2025 | 0.02% |
| Union Pacific Corp., 4.10%, due 09/15/2067 | 0.02% |
| Atmos Energy Corp., 4.12%, due 10/15/2044 | 0.02% |
| Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 | 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., 9.50%, due 07/15/2024 | 0.02% |
| Eni USA, Inc., 7.30%, due 11/15/2027 | 0.02% |
| Masco Corp., 2.00%, due 10/01/2030 | 0.02% |
| Duke Energy Progress LLC, 4.10%, due 03/15/2043 | 0.02% |
| Jersey Central Power & Light Co., 6.15%, due 06/01/2037 | 0.02% |
| Campbell Soup Co., 3.12%, due 04/24/2050 | 0.02% |
| Buckeye Partners, LP, 5.85%, due 11/15/2043 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 | 0.02% |
| Eaton Corp., 7.62%, due 04/01/2024 | 0.02% |
| City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 | 0.02% |
| Federal National Mortgage Association, 6.00%, due 09/01/2037 | 0.02% |
| Government National Mortgage Association, 5.87%, due 12/20/2038 | 0.02% |
| Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 | 0.02% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2031 | 0.02% |
| Southern California Edison Co., 5.55%, due 01/15/2036 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2032 | 0.02% |
| Northrop Grumman Corp., 3.25%, due 01/15/2028 | 0.02% |
| Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 | 0.02% |
| Federal National Mortgage Association REMIC, 19.11%, due 05/25/2034 | 0.02% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 | 0.02% |
| FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 17.00%, due 02/15/2040 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 | 0.02% |
| Amazon.com, Inc., 2.70%, due 06/03/2060 | 0.02% |
| Enterprise Products Operating LLC, 4.20%, due 01/31/2050 | 0.02% |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 0.39%, due 07/19/2035 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.22%, due 10/15/2037 | 0.02% |
| Federal National Mortgage Association REMIC, 10.99%, due 07/25/2035 | 0.02% |
| Spectra Energy Partners, LP, 5.95%, due 09/25/2043 | 0.02% |
| Mylan NV, 3.95%, due 06/15/2026 | 0.01% |
| Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 | 0.01% |
| Government National Mortgage Association, 6.00%, due 08/20/2039 | 0.01% |
| UDR, Inc., Series MTN, 2.95%, due 09/01/2026 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 | 0.01% |
| Southern California Edison Co., 6.05%, due 03/15/2039 | 0.01% |
| Ecopetrol SA, 5.87%, due 09/18/2023 | 0.01% |
| ERAC USA Finance LLC, 5.62%, due 03/15/2042 | 0.01% |
| Conagra Brands, Inc., 5.30%, due 11/01/2038 | 0.01% |
| Biogen, Inc., 3.15%, due 05/01/2050 | 0.01% |
| Crown Castle International Corp., 5.25%, due 01/15/2023 | 0.01% |
| Enable Midstream Partners, LP, 4.95%, due 05/15/2028 | 0.01% |
| TC PipeLines, LP, 3.90%, due 05/25/2027 | 0.01% |
| International Paper Co., 8.70%, due 06/15/2038 | 0.01% |
| Alabama Power Co., 4.10%, due 01/15/2042 | 0.01% |
| Sherwin-Williams Co., 3.12%, due 06/01/2024 | 0.01% |
| Sequoia Mortgage Trust, Series 2003-1, Class 1A, 0.91%, due 04/20/2033 | 0.01% |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.01% |
| John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 | 0.01% |
| Raytheon Technologies Corp., 3.20%, due 03/15/2024 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 05/01/2036 | 0.01% |
| Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 | 0.01% |
| Apple, Inc., 2.95%, due 09/11/2049 | 0.01% |
| Southern Co. Gas Capital Corp., 4.40%, due 06/01/2043 | 0.01% |
| Alternative Loan Trust, Interest Only STRIPS, Series 2005-22T1, Class A2, 4.92%, due 06/25/2035 | 0.01% |
| Constellation Brands, Inc., 5.25%, due 11/15/2048 | 0.01% |
| Aetna, Inc., 6.75%, due 12/15/2037 | 0.01% |
| Williams Cos., Inc., 3.90%, due 01/15/2025 | 0.01% |
| Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1, 2.73%, due 11/25/2035 | 0.01% |
| Phillips 66 Partners, LP, 4.90%, due 10/01/2046 | 0.01% |
| Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 | 0.01% |
| Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 | 0.01% |
| Enbridge, Inc., 3.70%, due 07/15/2027 | 0.01% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.50%, due 08/25/2042 | 0.01% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.01% |
| Federal National Mortgage Association REMIC, 17.00%, due 07/25/2035 | 0.01% |
| Government National Mortgage Association, 6.00%, due 09/20/2038 | 0.01% |
| Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 | 0.01% |
| ONEOK Partners, LP, 5.00%, due 09/15/2023 | 0.01% |
| Public Service Co. of Colorado, 6.50%, due 08/01/2038 | 0.01% |
| Jefferies Group LLC, 6.45%, due 06/08/2027 | 0.01% |
| Appalachian Power Co., 6.70%, due 08/15/2037 | 0.01% |
| Parker-Hannifin Corp., 4.10%, due 03/01/2047 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 05/15/2032 | 0.01% |
| Walt Disney Co., 7.30%, due 04/30/2028 | 0.01% |
| GLS Auto Receivables Issuer Trust, Series 2019-1A, Class A, 3.37%, due 01/17/2023 | 0.01% |
| Anthem, Inc., 4.65%, due 01/15/2043 | 0.01% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 | 0.01% |
| Nevada Power Co., 5.45%, due 05/15/2041 | 0.01% |
| Cheniere Corpus Christi Holdings LLC, 5.12%, due 06/30/2027 | 0.01% |
| Credit Acceptance Auto Loan Trust, Series 2017-2A, Class B, 3.02%, due 04/15/2026 | 0.01% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.01% |
| BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 | 0.01% |
| Dominion Energy, Inc., 2.85%, due 08/15/2026 | 0.01% |
| Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.37%, due 03/15/2032 | 0.01% |
| Federal National Mortgage Association REMIC, 6.00%, due 11/25/2039 | 0.01% |
| Federal National Mortgage Association REMIC, 0.64%, due 05/25/2035 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2036 | 0.01% |
| Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.75%, due 03/15/2029 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 | 0.01% |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 0.49%, due 09/25/2035 | 0.01% |
| Sequoia Mortgage Trust, Series 2004-11, Class A1, 0.75%, due 12/20/2034 | 0.01% |
| Suncor Energy, Inc., 6.80%, due 05/15/2038 | 0.01% |
| Cigna Corp., 4.80%, due 07/15/2046 | 0.01% |
| Anthem, Inc., 4.62%, due 05/15/2042 | 0.01% |
| Mylan, Inc., 5.40%, due 11/29/2043 | 0.01% |
| San Diego Gas & Electric Co., 6.00%, due 06/01/2026 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.51%, due 06/01/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 | 0.01% |
| Spectra Energy Partners, LP, 3.50%, due 03/15/2025 | 0.01% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2033 | 0.01% |
| Apple, Inc., 3.75%, due 11/13/2047 | 0.01% |
| Prologis, LP, 3.25%, due 10/01/2026 | 0.01% |
| Public Service Co. of Colorado, 3.55%, due 06/15/2046 | 0.01% |
| Dominion Energy Gas Holdings LLC, 2.80%, due 11/15/2020 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 11/15/2032 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 04/15/2032 | 0.01% |
| Citizens Financial Group, Inc., 2.63%, due 09/30/2032 | 0.01% |
| Cox Communications, Inc., 3.25%, due 12/15/2022 | 0.01% |
| BAT Capital Corp., 4.54%, due 08/15/2047 | 0.01% |
| FirstEnergy Corp., 4.85%, due 07/15/2047 | 0.01% |
| Peru Government International Bond, 5.62%, due 11/18/2050 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 12/01/2032 | 0.01% |
| Albemarle Corp., 5.45%, due 12/01/2044 | 0.01% |
| MPLX, LP, 5.20%, due 03/01/2047 | 0.01% |
| General Mills, Inc., 4.55%, due 04/17/2038 | 0.01% |
| Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 | 0.01% |
| Dow Chemical Co., 5.25%, due 11/15/2041 | 0.01% |
| Capital One Financial Corp., 4.20%, due 10/29/2025 | 0.01% |
| Citigroup, Inc., 4.45%, due 09/29/2027 | 0.01% |
| Barrick Gold Corp., 6.45%, due 10/15/2035 | 0.01% |
| Delmarva Power & Light Co., 4.00%, due 06/01/2042 | 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% |
| Halliburton Co., 7.60%, due 08/15/2096 | 0.01% |
| Enterprise Products Operating LLC, 4.95%, due 10/15/2054 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 05/25/2023 | 0.01% |
| Federal National Mortgage Association REMIC, 5.69%, due 12/25/2042 | 0.01% |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.38%, due 01/25/2041 | 0.01% |
| Federal National Mortgage Association REMIC, 6.50%, due 05/25/2044 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6, 2.74%, due 10/25/2033 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 10/15/2030 | 0.01% |
| San Diego Gas & Electric Co., 3.95%, due 11/15/2041 | 0.01% |
| Citigroup, Inc., 8.12%, due 07/15/2039 | 0.01% |
| Federal National Mortgage Association REMIC, 0.49%, due 04/25/2035 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2024 | 0.01% |
| Duke Realty, LP, 3.25%, due 06/30/2026 | 0.01% |
| Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 | 0.01% |
| Federal National Mortgage Association REMIC, 7.26%, due 08/25/2033 | 0.01% |
| Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 | 0.01% |
| Federal Home Loan Mortgage Corp., 7.00%, due 01/01/2031 | 0.01% |
| Enterprise Products Operating LLC, 5.10%, due 02/15/2045 | 0.01% |
| Citigroup, Inc., 5.30%, due 05/06/2044 | 0.01% |
| Airbus Finance BV, 2.70%, due 04/17/2023 | 0.01% |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Interest Only STRIPS, Series 2005-2, Class 1A4, 4.90%, due 04/25/2035 | 0.01% |
| CPS Auto Receivables Trust, Series 2015-C, Class D, 4.63%, due 08/16/2021 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.38%, due 02/01/2036 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 07/01/2022 | 0.01% |
| Welltower, Inc., 2.70%, due 02/15/2027 | 0.01% |
| DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 | 0.01% |
| Quest Diagnostics, Inc., 3.45%, due 06/01/2026 | 0.01% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.00%, due 02/25/2043 | 0.01% |
| Northrop Grumman Corp., 3.85%, due 04/15/2045 | 0.01% |
| Impac Secured Assets Trust, Series 2006-1, Class 2A1, 0.49%, due 05/25/2036 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 | 0.01% |
| Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2034 | 0.01% |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.01% |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.44%, due 02/25/2037 | 0.01% |
| Government National Mortgage Association, 19.26%, due 04/16/2034 | 0.01% |
| Roper Technologies, Inc., 3.00%, due 12/15/2020 | 0.01% |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 3.08%, due 12/25/2044 | 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% |
| Pennsylvania Electric Co., 3.25%, due 03/15/2028 | 0.01% |
| Texas Eastern Transmission, LP, 3.50%, due 01/15/2028 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 10/01/2033 | 0.01% |
| Federal National Mortgage Association REMIC, 19.11%, due 04/25/2034 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 9.93%, due 07/15/2032 | 0.01% |
| Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 | 0.01% |
| Government National Mortgage Association, 22.74%, due 04/20/2037 | 0.01% |
| GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4, 6.00%, due 02/25/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 12/15/2022 | 0.01% |
| ERAC USA Finance LLC, 4.50%, due 08/16/2021 | 0.01% |
| Microsoft Corp., 2.67%, due 06/01/2060 | 0.01% |
| Xylem, Inc., 3.25%, due 11/01/2026 | 0.01% |
| Virginia Electric & Power Co., 4.45%, due 02/15/2044 | 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% |
| GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4, 5.50%, due 05/25/2034 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 12.98%, due 07/15/2033 | 0.01% |
| Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1, 2.74%, due 12/25/2034 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2032 | 0.01% |
| U.S. Treasury Note, 2.00%, due 06/30/2024 | 0.01% |
| Healthpeak Properties, Inc., 4.20%, due 03/01/2024 | 0.01% |
| CSX Corp., 3.35%, due 09/15/2049 | 0.01% |
| GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9, 6.00%, due 09/25/2035 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 08/15/2031 | 0.01% |
| Government National Mortgage Association, Principal Only STRIPS, due 06/16/2033 | 0.01% |
| Arrow Electronics, Inc., 4.50%, due 03/01/2023 | 0.01% |
| Boston Gas Co., 4.48%, due 02/15/2042 | 0.01% |
| Federal National Mortgage Association REMIC, 6.00%, due 07/25/2023 | 0.01% |
| Federal National Mortgage Association, 6.50%, due 10/01/2036 | 0.01% |
| ONEOK Partners, LP, 3.37%, due 10/01/2022 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 0.59%, due 08/15/2039 | 0.01% |
| Aetna, Inc., 4.50%, due 05/15/2042 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 11/01/2037 | 0.01% |
| Alternative Loan Trust, Interest Only STRIPS, Series 2005-20CB, Class 3A8, 4.60%, due 07/25/2035 | 0.01% |
| Public Service Co. of Oklahoma, 4.40%, due 02/01/2021 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.05%, due 06/15/2038 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.37%, due 09/01/2034 | 0.01% |
| Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 2.77%, due 11/25/2033 | 0.01% |
| Oracle Corp., 4.30%, due 07/08/2034 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8, 5.25%, due 10/25/2033 | 0.01% |
| Chase Funding Trust, Series 2003-6, Class 1A7, 4.99%, due 11/25/2034 | 0.01% |
| Bear Stearns ARM Trust, Series 2006-1, Class A1, 3.84%, due 02/25/2036 | 0.01% |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1, 0.80%, due 10/19/2034 | 0.01% |
| Federal Home Loan Mortgage Corp., 2.49%, due 07/01/2036 | 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% |
| Government National Mortgage Association, Principal Only STRIPS, due 03/20/2037 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 | 0.00%** |
| Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.50%, due 08/01/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.84%, due 09/25/2022 | 0.00%** |
| Continental Airlines Pass-Through Trust, 5.98%, due 10/19/2023 | 0.00%** |
| Eaton Corp., 4.00%, due 11/02/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.00%, due 08/25/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 08/15/2030 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| Government National Mortgage Association, 2.50%, due 09/16/2056 | 0.00%** |
| Federal National Mortgage Association REMIC, 24.01%, due 03/25/2036 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 08/25/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 23.94%, due 06/15/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 22.57%, due 06/25/2035 | 0.00%** |
| Government National Mortgage Association, 28.72%, due 09/20/2034 | 0.00%** |
| PHH Alternative Mortgage Trust, Interest Only STRIPS, Series 2007-2, Class 2X, 6.00%, due 05/25/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 15.20%, due 11/25/2031 | 0.00%** |
| Becton Dickinson & Co., 3.73%, due 12/15/2024 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.87%, due 01/01/2035 | 0.00%** |
| Baxalta, Inc., 3.60%, due 06/23/2022 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 04/25/2036 | 0.00%** |
| Government National Mortgage Association, 13.09%, due 10/20/2037 | 0.00%** |
| Government National Mortgage Association, 2.10%, due 07/16/2048 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 12/01/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.14%, due 09/20/2035 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.25%, due 05/16/2038 | 0.00%** |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 3.11%, due 06/25/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, 13.37%, due 07/25/2033 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 3.36%, due 04/21/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.41%, due 06/27/2036 | 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%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 11/25/2036 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.93%, due 03/25/2039 | 0.00%** |
| Federal National Mortgage Association REMIC, 5.75%, due 10/25/2042 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.40%, due 10/01/2036 | 0.00%** |
| Federal National Mortgage Association, 3.76%, due 01/01/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.67%, due 11/01/2036 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 16.08%, due 05/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 03/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.06%, due 08/01/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.50%, due 11/01/2036 | 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%** |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2, 3.17%, due 01/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 | 0.00%** |
| Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 0.78%, due 07/25/2034 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.98%, due 04/25/2040 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 7.00%, due 07/25/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 08/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 01/15/2040 | 0.00%** |
| MPLX, LP, 4.70%, due 04/15/2048 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.48%, due 10/01/2036 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 01/01/2034 | 0.00%** |
| Kroger Co., 5.40%, due 07/15/2040 | 0.00%** |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 2.97%, due 11/25/2033 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.11%, due 06/25/2033 | 0.00%** |
| Southern California Edison Co., 1.84%, due 02/01/2022 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.59%, due 07/20/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.75%, due 05/01/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 04/15/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.46%, due 03/01/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.57%, due 02/01/2037 | 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, 16.08%, due 06/17/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 12/15/2022 | 0.00%** |
| Banc of America Funding Trust, Principal Only STRIPS, Series 2005-7, Class 30, due 11/25/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 08/01/2024 | 0.00%** |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.29%, due 05/10/2063 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1, 3.55%, due 06/25/2034 | 0.00%** |
| Baxalta, Inc., 5.25%, due 06/23/2045 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, 3.19%, due 11/21/2034 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 11/16/2037 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 01/20/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 6.40%, due 11/15/2023 | 0.00%** |
| Banc of America Funding Trust, Principal Only STRIPS, Series 2004-1, due 03/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 23.40%, due 05/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 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, Interest Only STRIPS, 5.94%, due 10/20/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.70%, due 09/25/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.85%, due 01/15/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 04/15/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.76%, due 02/25/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 | 0.00%** |
| Government National Mortgage Association, 19.75%, due 09/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.70%, due 09/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2032 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2012-2, Class A, 0.83%, due 08/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 | 0.00%** |
| Federal National Mortgage Association, 6.50%, due 01/01/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 25.96%, due 12/25/2036 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A, 3.19%, due 05/20/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 25.60%, due 10/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2023 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2, 2.71%, due 04/25/2034 | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 05/01/2023 | 0.00%** |
| Federal National Mortgage Association REMIC, 12.25%, due 09/25/2033 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2, 3.65%, due 06/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.65%, due 04/15/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.39%, due 09/25/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 03/25/2031 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.49%, due 08/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.58%, due 02/15/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.04%, due 03/20/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 14.48%, due 09/15/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.27%, due 11/15/2037 | 0.00%** |
| Federal National Mortgage Association, 3.78%, due 01/01/2038 | 0.00%** |
| Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5, 5.25%, due 10/25/2033 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.67%, due 02/20/2038 | 0.00%** |
| FREED ABS Trust, Series 2018-1, Class A, 3.61%, due 07/18/2024 | 0.00%** |
| Government National Mortgage Association, 0.73%, due 09/20/2062 | 0.00%** |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2, 6.00%, due 05/25/2033 | 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, 6.11%, due 04/20/2039 | 0.00%** |
| Union Pacific Railroad Co. Pass-Through Trust, 4.69%, due 01/02/2024 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.84%, due 11/20/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.66%, due 04/16/2037 | 0.00%** |
| Government National Mortgage Association, 9.00%, due 05/16/2027 | 0.00%** |
| Federal National Mortgage Association REMIC, 13.70%, due 03/25/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.40%, due 02/25/2039 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 7.00%, due 06/25/2033 | 0.00%** |
| Banc of America Funding Trust, Series 2005-E, Class 4A1, 3.34%, due 03/20/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.00%, due 09/15/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, 14.20%, due 12/25/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.04%, due 05/20/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.32%, due 06/16/2037 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 09/25/2024 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.50%, due 03/20/2039 | 0.00%** |
| Impac Secured Assets Trust, Series 2006-2, Class 2A1, 0.49%, due 08/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 0.91%, due 08/25/2042 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.04%, due 06/20/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.43%, due 06/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.85%, due 02/15/2039 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 07/15/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.92%, due 06/20/2039 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.50%, due 02/25/2022 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 01/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.95%, due 06/25/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.62%, due 08/20/2037 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 03/16/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 7.85%, due 03/15/2032 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.54%, due 12/20/2038 | 0.00%** |
| Federal National Mortgage Association, 8.00%, due 11/01/2037 | 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 REMIC, Interest Only STRIPS, 6.50%, due 05/25/2033 | 0.00%** |
| Government National Mortgage Association, 0.60%, due 03/20/2060 | 0.00%** |
| Federal National Mortgage Association REMIC, 10.00%, due 03/25/2032 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 12/15/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.39%, due 12/20/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.39%, due 11/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 24.70%, due 02/25/2032 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 2.92%, due 04/25/2041 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.27%, due 04/25/2040 | 0.00%** |
| Chase Funding Loan Acquisition Trust, Series 2003-C2, Class 1A, 4.75%, due 12/25/2019 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 2.83%, due 01/15/2040 | 0.00%** |
| Government National Mortgage Association, 0.85%, due 05/20/2061 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.81%, due 12/01/2036 | 0.00%** |
| Government National Mortgage Association, 0.58%, due 04/20/2060 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.50%, due 10/16/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 8.00%, due 05/25/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.95%, due 07/15/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.14%, due 03/20/2039 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.95%, due 02/16/2039 | 0.00%** |
| Johnson Controls International PLC, 3.75%, due 12/01/2021 | 0.00%** |
| Government National Mortgage Association, 0.70%, due 07/20/2062 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.05%, due 03/25/2038 | 0.00%** |
| Federal National Mortgage Association, 6.50%, due 12/01/2022 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.03%, due 12/25/2039 | 0.00%** |
| MASTR Alternative Loan Trust, Series 2004-10, Class 1A1, 4.50%, due 09/25/2019 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 1.87%, due 01/25/2038 | 0.00%** |
| Government National Mortgage Association, 0.45%, due 08/20/2060 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.85%, due 11/15/2037 | 0.00%** |
| Government National Mortgage Association, 16.39%, 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%** |
| RALI Trust, Series 2002-QS16, Class A3, 16.31%, due 10/25/2017 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.35%, due 06/25/2023 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.25%, due 06/16/2039 | 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) | 5.94% |
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