|
11/30/2020* |
Transamerica JPMorgan Core Bond VP
| Security Description | % of Total Net Assets |
|---|---|
| Uniform Mortgage-Backed Security, 2.00%, TBA | 2.42% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 1.56% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 1.29% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2023 | 0.95% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2026 | 0.94% |
| U.S. Treasury Note, 1.62%, due 10/31/2023 | 0.80% |
| U.S. Treasury Bond, 3.75%, due 11/15/2043 | 0.80% |
| U.S. Treasury Note, 1.75%, due 07/15/2022 | 0.77% |
| 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 | 0.58% |
| U.S. Treasury Note, 1.25%, due 07/31/2023 | 0.58% |
| U.S. Treasury Bond, 2.50%, due 02/15/2046 | 0.57% |
| U.S. Treasury Note, 1.75%, due 05/15/2023 | 0.56% |
| 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 | 0.46% |
| 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 | 0.43% |
| 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 | 0.39% |
| 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 | 0.37% |
| Federal National Mortgage Association, 3.57%, due 01/01/2031 | 0.34% |
| Goldman Sachs Group, Inc., 3.85%, due 01/26/2027 | 0.34% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.34% |
| Federal National Mortgage Association, 2.41%, due 11/01/2029 | 0.34% |
| U.S. Treasury Note, 1.87%, due 11/30/2021 | 0.33% |
| Government National Mortgage Association, 4.50%, due 11/20/2049 | 0.32% |
| Federal National Mortgage Association, 0.75%, due 09/25/2028 | 0.32% |
| Carvana Auto Receivables Trust, Series 2019-3A, Class D, 3.04%, due 04/15/2025 | 0.31% |
| Federal National Mortgage Association, 3.76%, due 12/01/2035 | 0.31% |
| Federal National Mortgage Association, 3.29%, due 08/01/2026 | 0.31% |
| GE Capital International Funding Unlimited Co., 4.41%, due 11/15/2035 | 0.31% |
| Federal National Mortgage Association, 3.80%, due 02/01/2031 | 0.31% |
| U.S. Treasury Note, 2.12%, due 05/15/2025 | 0.30% |
| TVC Mortgage Trust, Series 2020-RTL1, Class A1, 3.47%, due 09/25/2024 | 0.30% |
| U.S. Treasury Note, 2.00%, due 02/15/2025 | 0.30% |
| Federal National Mortgage Association, 2.70%, due 07/01/2026 | 0.30% |
| 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 | 0.29% |
| Federal National Mortgage Association, 3.38%, due 12/01/2023 | 0.29% |
| U.S. Treasury Note, 1.62%, due 08/31/2022 | 0.29% |
| Orange Lake Timeshare Trust, Series 2019-A, Class C, 3.61%, due 04/09/2038 | 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% |
| Regional Management Issuance Trust, Series 2019-1, Class B, 3.43%, due 11/15/2028 | 0.27% |
| Flagship Credit Auto Trust, Series 2019-4, Class D, 3.12%, due 01/15/2026 | 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% |
| Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT, 3.50%, due 07/25/2058 | 0.26% |
| Federal National Mortgage Association, 4.00%, due 03/01/2048 | 0.26% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.08%, due 01/25/2031 | 0.25% |
| Federal National Mortgage Association, 3.66%, due 10/01/2028 | 0.25% |
| Federal National Mortgage Association, 3.77%, due 08/25/2030 | 0.25% |
| Federal National Mortgage Association, 3.50%, due 03/01/2060 | 0.25% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.25% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.61%, due 01/25/2023 | 0.25% |
| Federal National Mortgage Association, 3.09%, due 04/25/2027 | 0.25% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class D, 4.40%, due 04/17/2052 | 0.24% |
| COMM Mortgage Trust, Series 2018-HOME, Class A, 3.94%, due 04/10/2033 | 0.24% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2024 | 0.24% |
| Business Jet Securities LLC, Series 2019-1, Class A, 4.21%, due 07/15/2034 | 0.24% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2034 | 0.23% |
| 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% |
| V.M. Jog Engineering, Ltd., Series 2017, Class A, 6.55%, due 12/15/2020 | 0.23% |
| Headlands Residential LLC, Series 2018-RPL1, Class A, 3.87%, due 08/25/2024 | 0.22% |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class A4, 2.93%, due 07/15/2048 | 0.22% |
| Oportun Funding IX LLC, Series 2018-B, Class A, 3.91%, due 07/08/2024 | 0.22% |
| Federal National Mortgage Association, 3.67%, due 09/25/2028 | 0.22% |
| Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D, 4.00%, due 02/25/2059 | 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% |
| Federal National Mortgage Association, 3.48%, due 07/25/2028 | 0.22% |
| DT Auto Owner Trust, Series 2019-4A, Class C, 2.73%, due 07/15/2025 | 0.22% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.22% |
| Federal National Mortgage Association, 3.18%, due 06/25/2027 | 0.22% |
| Federal National Mortgage Association, 3.36%, due 12/01/2027 | 0.22% |
| Government National Mortgage Association, 0.64%, due 06/20/2064 | 0.22% |
| Federal National Mortgage Association REMIC, 4.50%, due 07/25/2029 | 0.21% |
| 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% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/2036 | 0.21% |
| Tricolor Auto Securitization Trust, Series 2020-1A, Class A, 4.87%, due 11/15/2026 | 0.21% |
| Federal National Mortgage Association, 2.48%, due 05/25/2026 | 0.20% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2025 | 0.20% |
| U.S. Treasury Bond, 3.12%, due 02/15/2043 | 0.20% |
| Federal National Mortgage Association, 4.02%, due 08/01/2021 | 0.20% |
| Apple, Inc., 3.85%, due 05/04/2043 | 0.20% |
| Tennessee Valley Authority, 5.88%, due 04/01/2036 | 0.20% |
| Federal National Mortgage Association, 3.29%, due 04/25/2029 | 0.20% |
| Federal National Mortgage Association, 3.30%, due 12/01/2026 | 0.20% |
| MRCD Mortgage Trust, Series 2019-PARK, Class A, 2.71%, due 12/15/2036 | 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% |
| Camillo Trust, Series 2016-SFR1, 5.00%, due 12/05/2023 | 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% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.20% |
| Federal National Mortgage Association REMIC, 5.00%, due 08/25/2040 | 0.20% |
| Government National Mortgage Association, 0.61%, due 09/20/2064 | 0.19% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.90%, due 08/25/2028 | 0.19% |
| Business Jet Securities LLC, Series 2020-1A, Class A, 2.98%, due 11/15/2035 | 0.19% |
| RCO V Mortgage LLC, Series 2020-1, Class A1, 3.10%, due 09/25/2025 | 0.19% |
| Federal National Mortgage Association, 3.45%, due 01/01/2024 | 0.19% |
| FN DUS-Broadstone, 1.50%, due 01/15/2031 | 0.19% |
| SFR Holdco LLC, Series 2019-STL, Class A, 7.25%, due 10/11/2026 | 0.19% |
| FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.66%, due 10/19/2037 | 0.19% |
| Federal National Mortgage Association, 3.23%, due 10/01/2026 | 0.19% |
| Israel Government AID Bond, Principal Only STRIPS, Series 2004-Z, due 08/15/2023 | 0.19% |
| Federal National Mortgage Association, 2.12%, due 07/25/2030 | 0.19% |
| Government National Mortgage Association, 3.50%, due 06/20/2046 | 0.19% |
| Government National Mortgage Association, 0.62%, due 02/20/2065 | 0.18% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.72%, due 07/25/2026 | 0.18% |
| Federal Home Loan Mortgage Corp., 4.50%, due 06/01/2048 | 0.18% |
| Israel Government AID Bond, Series 2007-Z, Zero Coupon, due 08/15/2025 | 0.18% |
| Toorak Mortgage Corp., Ltd., Series 2019-2, Class A1, 3.72%, due 09/25/2022 | 0.18% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2044 | 0.18% |
| Federal National Mortgage Association, 4.06%, due 07/01/2021 | 0.18% |
| Park Aerospace Holdings, Ltd., 5.25%, due 08/15/2022 | 0.18% |
| VM Debt Trust, Series 2019-1, 7.50%, due 06/15/2024 | 0.17% |
| Federal National Mortgage Association, 5.00%, due 06/01/2048 | 0.17% |
| Government National Mortgage Association, 4.50%, due 05/20/2048 | 0.17% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class A, 3.46%, due 04/17/2052 | 0.17% |
| Federal Home Loan Mortgage Corp., 3.00%, due 08/15/2042 | 0.17% |
| MRCD Mortgage Trust, Series 2019-PARK, Class D, 2.71%, due 12/15/2036 | 0.17% |
| Federal National Mortgage Association, 2.69%, due 04/01/2023 | 0.17% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2043 | 0.17% |
| Uniform Mortgage-Backed Security, 1.50%, TBA | 0.17% |
| Partners Healthcare System, Inc., 3.34%, due 07/01/2060 | 0.17% |
| Federal National Mortgage Association, 0.62%, due 09/01/2024 | 0.17% |
| SART, Series 2018-1, 4.75%, due 06/15/2025 | 0.16% |
| Federal Home Loan Mortgage Corp., 4.00%, due 04/01/2049 | 0.16% |
| Federal National Mortgage Association, 4.00%, due 07/01/2042 | 0.16% |
| COMM Mortgage Trust, Series 2020-CBM,Class C, 3.40%, due 02/10/2037 | 0.16% |
| Government National Mortgage Association, 0.79%, due 02/20/2064 | 0.16% |
| Federal National Mortgage Association, 3.81%, due 12/01/2028 | 0.16% |
| Athene Global Funding, 2.95%, due 11/12/2026 | 0.16% |
| Government National Mortgage Association, 0.61%, due 07/20/2064 | 0.16% |
| Federal National Mortgage Association, 3.98%, due 08/01/2021 | 0.16% |
| Drive Auto Receivables Trust, Series 2017-3, Class D, 3.53%, due 12/15/2023 | 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% |
| Morgan Stanley, 2.18%, due 04/28/2026 | 0.16% |
| Macquarie Group, Ltd., 5.03%, due 01/15/2030 | 0.16% |
| Federal National Mortgage Association, 3.86%, due 07/01/2021 | 0.16% |
| Mexico Government International Bond, 4.50%, due 01/31/2050 | 0.16% |
| Federal National Mortgage Association, 2.98%, due 08/25/2029 | 0.16% |
| Credit Acceptance Auto Loan Trust, Series 2019-1A, Class A, 3.33%, due 02/15/2028 | 0.16% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2043 | 0.16% |
| FREMF Mortgage Trust, Series 2015-K44, Class B, 3.80%, due 01/25/2048 | 0.16% |
| Pacific Gas & Electric Co., 1.60%, due 11/15/2021 | 0.15% |
| 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% |
| Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A, 2.98%, due 02/25/2050 | 0.15% |
| VOLT LXXXVII LLC, Series 2020-NPL3, Class A1A, 2.98%, due 02/25/2050 | 0.15% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.77%, due 05/25/2025 | 0.15% |
| Bank of America Corp., 3.70%, due 04/24/2028 | 0.15% |
| Mariner Finance Issuance Trust, Series 2019-AA, Class B, 3.51%, due 07/20/2032 | 0.15% |
| Broadcom, Inc., 4.75%, due 04/15/2029 | 0.15% |
| U.S. Treasury Bond, 3.62%, due 08/15/2043 | 0.15% |
| Government National Mortgage Association, 0.64%, due 07/20/2064 | 0.15% |
| Goodgreen Trust, Series 2017, Class R1, 5.00%, due 10/20/2051 | 0.15% |
| LHOME Mortgage Trust, Series 2019-RTL2, Class A1, 3.84%, due 03/25/2024 | 0.15% |
| Glencore Funding LLC, 2.50%, due 09/01/2030 | 0.15% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class D, 5.03%, due 10/17/2052 | 0.15% |
| Government National Mortgage Association, 0.59%, due 08/20/2067 | 0.14% |
| VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A, 3.32%, due 11/26/2049 | 0.14% |
| GS Mortgage Securities Corp. Trust, Series 2012-ALOH, Class A, 3.55%, due 04/10/2034 | 0.14% |
| Government National Mortgage Association, 0.64%, due 07/20/2064 | 0.14% |
| Glencore Funding LLC, 1.62%, due 09/01/2025 | 0.14% |
| Santander Drive Auto Receivables Trust, Series 2019-1, Class C, 3.42%, due 04/15/2025 | 0.14% |
| Federal National Mortgage Association, 2.79%, due 06/01/2023 | 0.14% |
| Corevest American Finance Trust, Series 2019-1, Class B, 3.88%, due 03/15/2052 | 0.14% |
| HSBC Holdings PLC, 4.04%, due 03/13/2028 | 0.14% |
| Goodgreen Trust, Series 2019-2A, Class A, 2.76%, due 10/15/2054 | 0.14% |
| Federal Home Loan Mortgage Corp. REMIC, 0.49%, due 06/15/2043 | 0.14% |
| Pretium Mortgage Credit Partners I LLC, Series 2020-NPL3, Class A1, 3.10%, due 06/27/2060 | 0.14% |
| TC PipeLines, LP, 4.37%, due 03/13/2025 | 0.14% |
| Tennessee Valley Authority, Principal Only STRIPS, due 11/01/2025 | 0.14% |
| Verizon Communications, Inc., 4.40%, due 11/01/2034 | 0.14% |
| Federal National Mortgage Association, 3.50%, due 01/01/2044 | 0.13% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2022 | 0.13% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A, 3.27%, due 11/25/2049 | 0.13% |
| VOLT LXXXV LLC, Series 2020-NPL1, Class A1A, 3.22%, due 01/25/2050 | 0.13% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2033 | 0.13% |
| U.S. Treasury Note, 0.62%, due 08/15/2030 | 0.13% |
| SART, 4.75%, due 07/15/2024 | 0.13% |
| Federal National Mortgage Association, 4.05%, due 08/01/2021 | 0.13% |
| Federal Home Loan Mortgage Corp., 4.00%, due 01/01/2046 | 0.13% |
| ANZ New Zealand International, Ltd., 2.55%, due 02/13/2030 | 0.13% |
| Federal National Mortgage Association, 4.00%, due 08/01/2048 | 0.13% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.13% |
| Exeter Automobile Receivables Trust, Series 2017-3A, Class C, 3.68%, due 07/17/2023 | 0.13% |
| Viatris, Inc., 2.30%, due 06/22/2027 | 0.13% |
| Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB, 3.50%, due 10/25/2058 | 0.12% |
| Mizuho Financial Group, Inc., 2.22%, due 05/25/2026 | 0.12% |
| Oportun Funding VIII LLC, Series 2018-A, Class A, 3.61%, due 03/08/2024 | 0.12% |
| Progress Residential Trust, Series 2018-SFR2, Class E, 4.65%, due 08/17/2035 | 0.12% |
| International Business Machines Corp., 1.70%, due 05/15/2027 | 0.12% |
| Federal National Mortgage Association, 3.42%, due 05/01/2024 | 0.12% |
| U.S. Treasury Bond, 1.62%, due 11/15/2050 | 0.12% |
| Federal National Mortgage Association, 3.50%, due 01/01/2043 | 0.12% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.30%, due 11/25/2027 | 0.12% |
| ING Groep NV, 4.10%, due 10/02/2023 | 0.12% |
| AT&T, Inc., 2.30%, due 06/01/2027 | 0.12% |
| AT&T, Inc., 4.50%, due 05/15/2035 | 0.12% |
| Boeing Co., 4.50%, due 05/01/2023 | 0.12% |
| Federal National Mortgage Association, 3.02%, due 08/25/2024 | 0.12% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.81%, due 09/25/2024 | 0.12% |
| Government National Mortgage Association, 4.76%, due 10/20/2043 | 0.12% |
| Reliance Steel & Aluminum Co., 1.30%, due 08/15/2025 | 0.12% |
| Societe Generale SA, 3.00%, due 01/22/2030 | 0.12% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.15%, due 02/15/2024 | 0.12% |
| Federal National Mortgage Association, 3.14%, due 03/25/2028 | 0.12% |
| Goodgreen Trust, Series 2017-2A, Class A, 3.26%, due 10/15/2053 | 0.12% |
| T-Mobile USA, Inc., 3.75%, due 04/15/2027 | 0.11% |
| Citigroup, Inc., 3.66%, due 07/24/2028 | 0.11% |
| Federal National Mortgage Association, 0.67%, due 10/25/2030 | 0.11% |
| AT&T, Inc., 3.10%, due 02/01/2043 | 0.11% |
| Tennessee Valley Authority, 4.25%, due 09/15/2065 | 0.11% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.69%, due 01/25/2029 | 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, 3.69%, due 11/25/2049 | 0.11% |
| Government National Mortgage Association, 0.79%, due 01/20/2064 | 0.11% |
| Macquarie Group, Ltd., 3.76%, due 11/28/2028 | 0.11% |
| BB-UBS Trust, Series 2012-SHOW, Class A, 3.43%, due 11/05/2036 | 0.11% |
| VNDO Mortgage Trust, Series 2012-6AVE, Class A, 2.99%, due 11/15/2030 | 0.11% |
| Goldman Sachs Group, Inc., 3.69%, due 06/05/2028 | 0.11% |
| Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co., LP, 5.12%, due 04/01/2025 | 0.10% |
| Constellation Brands, Inc., 2.87%, due 05/01/2030 | 0.10% |
| Business Jet Securities LLC, Series 2018-2, Class A, 4.44%, due 06/15/2033 | 0.10% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2043 | 0.10% |
| U.S. Treasury Bond, 2.25%, due 08/15/2049 | 0.10% |
| FREMF Mortgage Trust, Series 2014-K40, Class C, 4.20%, due 11/25/2047 | 0.10% |
| Bank of America Corp., Series MTN, 2.49%, due 02/13/2031 | 0.10% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.33%, due 04/25/2028 | 0.10% |
| T-Mobile USA, Inc., 3.00%, due 02/15/2041 | 0.10% |
| Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 | 0.10% |
| Estee Lauder Cos., Inc., 2.60%, due 04/15/2030 | 0.10% |
| Nissan Motor Co., Ltd., 3.52%, due 09/17/2025 | 0.10% |
| U.S. Treasury Note, 1.62%, due 08/15/2022 | 0.10% |
| Cooperatieve Rabobank UA, 3.75%, due 07/21/2026 | 0.10% |
| Comcast Corp., 4.20%, due 08/15/2034 | 0.10% |
| Brown & Brown, Inc., 2.37%, due 03/15/2031 | 0.10% |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.10% |
| Mexico Government International Bond, 4.60%, due 01/23/2046 | 0.10% |
| Federal Home Loan Mortgage Corp., 3.50%, due 07/15/2042 | 0.10% |
| Government National Mortgage Association, 0.61%, due 08/20/2065 | 0.10% |
| Federal National Mortgage Association, 3.94%, due 07/01/2021 | 0.10% |
| LV Tower 52, Series 2013-1, Class A, 5.75%, due 07/15/2019 | 0.09% |
| Federal National Mortgage Association, 3.74%, due 07/01/2023 | 0.09% |
| ASB Bank, Ltd., 3.12%, due 05/23/2024 | 0.09% |
| UBS Group AG, 3.49%, due 05/23/2023 | 0.09% |
| Barclays PLC, 2.64%, due 06/24/2031 | 0.09% |
| Federal National Mortgage Association, 3.00%, due 01/01/2043 | 0.09% |
| Government National Mortgage Association, 6.50%, due 06/20/2033 | 0.09% |
| Danske Bank A/S, 1.17%, due 12/08/2023 | 0.09% |
| Federal National Mortgage Association, 3.50%, due 06/01/2033 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 11/15/2024 | 0.09% |
| Hero Funding Trust, Series 2017-3A, Class A2, 3.95%, due 09/20/2048 | 0.09% |
| Hartford HealthCare Corp., 3.44%, due 07/01/2054 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2025 | 0.09% |
| Federal National Mortgage Association, 4.45%, due 07/01/2026 | 0.09% |
| Sumitomo Mitsui Financial Group, Inc., 3.04%, due 07/16/2029 | 0.09% |
| Citigroup, Inc., 3.10%, due 04/08/2026 | 0.09% |
| Government National Mortgage Association, 0.66%, due 09/20/2065 | 0.09% |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E, 6.07%, due 10/17/2052 | 0.09% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.09% |
| Government National Mortgage Association, 0.55%, due 03/20/2063 | 0.09% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class A, 3.78%, due 10/17/2036 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2023 | 0.09% |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/2046 | 0.09% |
| Regeneron Pharmaceuticals, Inc., 1.75%, due 09/15/2030 | 0.09% |
| Bristol-Myers Squibb Co., 5.00%, due 08/15/2045 | 0.09% |
| Memorial Health Services, 3.44%, due 11/01/2049 | 0.09% |
| COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 | 0.09% |
| Tucson Electric Power Co., 4.85%, due 12/01/2048 | 0.09% |
| Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2026 | 0.09% |
| Citigroup, Inc., 3.98%, due 03/20/2030 | 0.09% |
| Oracle Corp., 3.60%, due 04/01/2040 | 0.09% |
| Federal National Mortgage Association, 4.00%, due 08/01/2044 | 0.09% |
| Drive Auto Receivables Trust, Series 2018-4, Class C, 3.66%, due 11/15/2024 | 0.09% |
| Government National Mortgage Association, 0.54%, due 12/20/2060 | 0.09% |
| McKesson Corp., 0.90%, due 12/03/2025 | 0.09% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2035 | 0.09% |
| Federal Home Loan Mortgage Corp., 4.00%, due 03/01/2049 | 0.09% |
| HSBC Holdings PLC, 2.01%, due 09/22/2028 | 0.09% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.08% |
| Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 | 0.08% |
| Panama Government International Bond, 3.87%, due 07/23/2060 | 0.08% |
| Federal National Mortgage Association, 3.19%, due 02/25/2030 | 0.08% |
| FREMF Mortgage Trust, Series 2016-K722, Class B, 3.97%, due 07/25/2049 | 0.08% |
| Hero Funding Trust, Series 2017-1A, Class A2, 4.46%, due 09/20/2047 | 0.08% |
| Morgan Stanley, 3.62%, due 01/20/2027 | 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% |
| Carnow Auto Receivables Trust, Series 2018-1A, Class B, 4.26%, due 09/15/2023 | 0.08% |
| Government National Mortgage Association, 1.14%, due 12/20/2066 | 0.08% |
| McCormick & Co., Inc., 2.50%, due 04/15/2030 | 0.08% |
| Banco Santander SA, 2.74%, due 05/28/2025 | 0.08% |
| Ausgrid Finance Pty, Ltd., 3.85%, due 05/01/2023 | 0.08% |
| Air Lease Corp., 3.25%, due 10/01/2029 | 0.08% |
| Mars, Inc., 1.62%, due 07/16/2032 | 0.08% |
| BNP Paribas SA, 3.05%, due 01/13/2031 | 0.08% |
| Federal National Mortgage Association, 3.03%, due 12/01/2021 | 0.08% |
| Air Lease Corp., 3.37%, due 07/01/2025 | 0.08% |
| Smithfield Foods, Inc., 3.00%, due 10/15/2030 | 0.08% |
| Time Warner Cable LLC, 6.55%, due 05/01/2037 | 0.08% |
| Verizon Communications, Inc., 4.27%, due 01/15/2036 | 0.08% |
| Credit Agricole SA, 1.90%, due 06/16/2026 | 0.08% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.08% |
| Bank of America Corp., Series MTN, 3.95%, due 04/21/2025 | 0.08% |
| Svenska Handelsbanken AB, 0.62%, due 06/30/2023 | 0.08% |
| T-Mobile USA, Inc., 2.05%, due 02/15/2028 | 0.08% |
| Federal National Mortgage Association REMIC, 4.00%, due 10/25/2025 | 0.08% |
| Hyundai Capital America, 1.15%, due 11/10/2022 | 0.08% |
| Quanta Services, Inc., 2.90%, due 10/01/2030 | 0.08% |
| Federal National Mortgage Association, 1.59%, due 11/25/2028 | 0.08% |
| Morgan Stanley, 3.59%, due 07/22/2028 | 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% |
| Nomura Holdings, Inc., 2.64%, due 01/16/2025 | 0.08% |
| Tennessee Valley Authority, 4.62%, due 09/15/2060 | 0.08% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.08% |
| Government National Mortgage Association, 0.80%, due 12/20/2065 | 0.07% |
| Federal Home Loan Mortgage Corp., 3.50%, due 06/01/2042 | 0.07% |
| Government National Mortgage Association, 0.79%, due 03/20/2064 | 0.07% |
| FTF Funding II LLC, Series 2019-1, Class A, Zero Coupon, due 08/15/2024 | 0.07% |
| Natwest Group PLC, 4.44%, due 05/08/2030 | 0.07% |
| AT&T, Inc., 2.25%, due 02/01/2032 | 0.07% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2041 | 0.07% |
| Government National Mortgage Association, 0.59%, due 06/20/2065 | 0.07% |
| U.S. Treasury Note, 1.75%, due 12/31/2026 | 0.07% |
| Interstate Power & Light Co., 2.30%, due 06/01/2030 | 0.07% |
| Honeywell International, Inc., 1.35%, due 06/01/2025 | 0.07% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.07% |
| National Australia Bank, Ltd., 3.93%, due 08/02/2034 | 0.07% |
| Federal Home Loan Mortgage Corp. REMIC, 0.69%, due 08/15/2037 | 0.07% |
| Bank of America Corp., 2.59%, due 04/29/2031 | 0.07% |
| University of California Regents Medical Center Pooled Revenue, 3.70%, due 05/15/2120 | 0.07% |
| Total Capital International SA, 2.98%, due 06/29/2041 | 0.07% |
| Diamondback Energy, Inc., 4.75%, due 05/31/2025 | 0.07% |
| Otis Worldwide Corp., 2.56%, due 02/15/2030 | 0.07% |
| Credit Suisse Group AG, 2.59%, due 09/11/2025 | 0.07% |
| Roper Technologies, Inc., 1.40%, due 09/15/2027 | 0.07% |
| Mitsubishi UFJ Financial Group, Inc., 2.04%, due 07/17/2030 | 0.07% |
| Exxon Mobil Corp., 2.99%, due 03/19/2025 | 0.07% |
| U.S. Treasury Inflation-Indexed Bond, 2.12%, due 02/15/2040 | 0.07% |
| Federal National Mortgage Association, 1.40%, due 10/25/2030 | 0.07% |
| UnitedHealth Group, Inc., 3.50%, due 08/15/2039 | 0.07% |
| Federal Home Loan Mortgage Corp., 0.69%, due 08/15/2042 | 0.07% |
| Federal Home Loan Mortgage Corp., 0.69%, due 03/15/2044 | 0.07% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.07% |
| Government National Mortgage Association, 5.50%, due 07/20/2037 | 0.07% |
| Natwest Group PLC, 3.75%, due 11/01/2029 | 0.07% |
| American Tower Trust #1, Series 2013-2A, Class 2A, 3.07%, due 03/15/2048 | 0.07% |
| Cargill, Inc., 2.12%, due 04/23/2030 | 0.07% |
| Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 | 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% |
| UniCredit SpA, 2.56%, due 09/22/2026 | 0.07% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.07% |
| Federal National Mortgage Association, Principal Only STRIPS, Series MTN, due 05/15/2030 | 0.07% |
| Bank of America Corp., Series MTN, 3.97%, due 03/05/2029 | 0.07% |
| Comcast Corp., 1.50%, due 02/15/2031 | 0.07% |
| American Water Capital Corp., 2.80%, due 05/01/2030 | 0.07% |
| Evergy, Inc., 2.90%, due 09/15/2029 | 0.07% |
| Apple, Inc., 1.65%, due 05/11/2030 | 0.07% |
| Credit Suisse Group AG, 4.28%, due 01/09/2028 | 0.07% |
| Anheuser-Busch InBev Worldwide, Inc., 4.50%, due 06/01/2050 | 0.06% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2033 | 0.06% |
| Kimco Realty Corp., 2.70%, due 10/01/2030 | 0.06% |
| Vericrest Opportunity Loan Trust, Series 2019-NPL7, Class A1A, 3.17%, due 10/25/2049 | 0.06% |
| Broadcom, Inc., 4.25%, due 04/15/2026 | 0.06% |
| Morgan Stanley, Series MTN, 1.79%, due 02/13/2032 | 0.06% |
| American Tower Corp., 3.70%, due 10/15/2049 | 0.06% |
| Fortis, Inc., 3.05%, due 10/04/2026 | 0.06% |
| Exxon Mobil Corp., 2.61%, due 10/15/2030 | 0.06% |
| Tennessee Gas Pipeline Co. LLC, 2.90%, due 03/01/2030 | 0.06% |
| Drive Auto Receivables Trust, Series 2016-CA, Class D, 4.18%, due 03/15/2024 | 0.06% |
| Federal National Mortgage Association, 0.49%, due 09/25/2042 | 0.06% |
| Federal National Mortgage Association REMIC, 5.00%, due 07/25/2033 | 0.06% |
| Total Capital International SA, 3.12%, due 05/29/2050 | 0.06% |
| American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 | 0.06% |
| AbbVie, Inc., 3.85%, due 06/15/2024 | 0.06% |
| American Tower Corp., 1.50%, due 01/31/2028 | 0.06% |
| Bank of America Corp., Series MTN, 4.25%, due 10/22/2026 | 0.06% |
| Foundation Finance Trust, Series 2019-1A, Class A, 3.86%, due 11/15/2034 | 0.06% |
| Crown Castle International Corp., 2.25%, due 01/15/2031 | 0.06% |
| America Movil SAB de CV, 3.62%, due 04/22/2029 | 0.06% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class D, 3.13%, due 01/18/2023 | 0.06% |
| Federal National Mortgage Association, 2.04%, due 10/25/2030 | 0.06% |
| Gilead Sciences, Inc., 2.60%, due 10/01/2040 | 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% |
| Goldman Sachs Group, Inc., 3.50%, due 11/16/2026 | 0.06% |
| Total Capital International SA, 3.46%, due 07/12/2049 | 0.06% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.06% |
| Federal Home Loan Mortgage Corp., 4.00%, due 06/01/2042 | 0.06% |
| Texas Health Resources, 4.33%, due 11/15/2055 | 0.06% |
| Exxon Mobil Corp., 2.99%, due 08/16/2039 | 0.06% |
| American Homes 4 Rent Trust, Series 2015-SFR1, Class E, 5.63%, due 04/17/2052 | 0.06% |
| CVS Pass-Through Trust, 8.35%, due 07/10/2031 | 0.06% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.06% |
| Government National Mortgage Association, 0.72%, due 05/20/2066 | 0.06% |
| Scentre Group Trust 1 / Scentre Group Trust 2, 3.50%, due 02/12/2025 | 0.06% |
| U.S. Treasury Bond, 3.00%, due 02/15/2048 | 0.06% |
| Bon Secours Mercy Health, Inc., 3.46%, due 06/01/2030 | 0.06% |
| Raytheon Technologies Corp., 4.50%, due 06/01/2042 | 0.06% |
| AIB Group PLC, 4.75%, due 10/12/2023 | 0.06% |
| HSBC Holdings PLC, 2.35%, due 08/18/2031 | 0.06% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.06% |
| Delta Air Lines Pass-Through Trust, 3.62%, due 01/30/2029 | 0.06% |
| HCA, Inc., 5.12%, due 06/15/2039 | 0.06% |
| Barclays PLC, 4.61%, due 02/15/2023 | 0.06% |
| Rush Obligated Group, 3.92%, due 11/15/2029 | 0.06% |
| BP Capital Markets America, Inc., 1.74%, due 08/10/2030 | 0.06% |
| Standard Chartered PLC, 4.24%, due 01/20/2023 | 0.06% |
| Comcast Corp., 4.60%, due 10/15/2038 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.06% |
| Federal National Mortgage Association REMIC, 0.55%, due 10/25/2042 | 0.06% |
| Fomento Economico Mexicano SAB de CV, 3.50%, due 01/16/2050 | 0.06% |
| Boeing Co., 1.95%, due 02/01/2024 | 0.06% |
| Discovery Communications LLC, 4.00%, due 09/15/2055 | 0.06% |
| B2R Mortgage Trust, Series 2016-1, Class A, 2.56%, due 06/15/2049 | 0.06% |
| Diamond Resorts Owner Trust, Series 2018-1, Class A, 3.70%, due 01/21/2031 | 0.06% |
| Boeing Co., 2.75%, due 02/01/2026 | 0.06% |
| AIG SunAmerica Global Financing X, 6.90%, due 03/15/2032 | 0.06% |
| Equinix, Inc., 1.55%, due 03/15/2028 | 0.06% |
| Federal National Mortgage Association REMIC, 0.65%, due 09/25/2042 | 0.06% |
| Mitsubishi UFJ Financial Group, Inc., 3.75%, due 07/18/2039 | 0.06% |
| VMware, Inc., 2.95%, due 08/21/2022 | 0.06% |
| UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4, 3.24%, due 04/10/2046 | 0.06% |
| Federal Home Loan Mortgage Corp., 0.69%, due 07/15/2042 | 0.06% |
| Banco Nacional de Panama, 2.50%, due 08/11/2030 | 0.06% |
| Anheuser-Busch InBev Finance, Inc., 4.70%, due 02/01/2036 | 0.06% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.06% |
| Coca-Cola Femsa SAB de CV, 2.75%, due 01/22/2030 | 0.06% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.06% |
| Berkshire Hathaway Finance Corp., 4.40%, due 05/15/2042 | 0.06% |
| Manulife Financial Corp., 4.06%, due 02/24/2032 | 0.06% |
| UDR, Inc., Series MTN, 3.20%, due 01/15/2030 | 0.06% |
| U.S. Treasury Note, 2.87%, due 04/30/2025 | 0.06% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.06% |
| Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 | 0.06% |
| Emory University, 2.14%, due 09/01/2030 | 0.06% |
| Noble Energy, Inc., 6.00%, due 03/01/2041 | 0.06% |
| American Tower Corp., 1.87%, due 10/15/2030 | 0.06% |
| Federal National Mortgage Association, 3.50%, due 06/01/2042 | 0.05% |
| Hewlett Packard Enterprise Co., 1.45%, due 04/01/2024 | 0.05% |
| Amazon.com, Inc., 3.87%, due 08/22/2037 | 0.05% |
| Mexico Government International Bond, 2.65%, due 05/24/2031 | 0.05% |
| United Airlines Pass-Through Trust, 4.15%, due 02/25/2033 | 0.05% |
| Deutsche Bank AG, 3.70%, due 05/30/2024 | 0.05% |
| Massachusetts Mutual Life Insurance Co., 7.62%, due 11/15/2023 | 0.05% |
| New York Life Insurance Co., 4.45%, due 05/15/2069 | 0.05% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 10/15/2032 | 0.05% |
| Government National Mortgage Association, 5.51%, due 01/20/2038 | 0.05% |
| Southern California Edison Co., 4.05%, due 03/15/2042 | 0.05% |
| Comcast Corp., 4.25%, due 01/15/2033 | 0.05% |
| Toledo Edison Co., 6.15%, due 05/15/2037 | 0.05% |
| Apple, Inc., 3.45%, due 02/09/2045 | 0.05% |
| Liberty Mutual Group, Inc., 3.95%, due 10/15/2050 | 0.05% |
| Emera US Finance, LP, 4.75%, due 06/15/2046 | 0.05% |
| CK Hutchison International 19, Ltd., 3.62%, due 04/11/2029 | 0.05% |
| Verizon Communications, Inc., 2.65%, due 11/20/2040 | 0.05% |
| Federal National Mortgage Association, 3.50%, due 05/01/2043 | 0.05% |
| Pioneer Natural Resources Co., 1.90%, due 08/15/2030 | 0.05% |
| Vodafone Group PLC, 4.87%, due 06/19/2049 | 0.05% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.65%, due 10/15/2025 | 0.05% |
| Eli Lilly & Co., 2.50%, due 09/15/2060 | 0.05% |
| BPCE SA, 4.00%, due 09/12/2023 | 0.05% |
| British Airways Pass-Through Trust, 3.30%, due 06/15/2034 | 0.05% |
| Anglo American Capital PLC, 2.62%, due 09/10/2030 | 0.05% |
| Jackson National Life Global Funding, 3.05%, due 04/29/2026 | 0.05% |
| Essex Portfolio, LP, 2.65%, due 03/15/2032 | 0.05% |
| BAE Systems PLC, 1.90%, due 02/15/2031 | 0.05% |
| Comcast Corp., 3.25%, due 11/01/2039 | 0.05% |
| Jersey Central Power & Light Co., 4.30%, due 01/15/2026 | 0.05% |
| HollyFrontier Corp., 2.62%, due 10/01/2023 | 0.05% |
| LL ABS Trust, Series 2019-1A, Class A, 2.87%, due 03/15/2027 | 0.05% |
| EQM Midstream Partners, LP, 5.50%, due 07/15/2028 | 0.05% |
| Federal National Mortgage Association, 3.50%, due 08/01/2032 | 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% |
| BP Capital Markets America, Inc., 2.77%, due 11/10/2050 | 0.05% |
| Federal National Mortgage Association, 0.70%, due 08/25/2042 | 0.05% |
| Fox Corp., 5.57%, due 01/25/2049 | 0.05% |
| Lowe's Cos., Inc., 3.65%, due 04/05/2029 | 0.05% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.87%, due 08/14/2024 | 0.05% |
| America Movil SAB de CV, 4.37%, due 04/22/2049 | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, due 06/01/2040 | 0.05% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2033 | 0.05% |
| Park Aerospace Holdings, Ltd., 4.50%, due 03/15/2023 | 0.05% |
| Credit Suisse Group AG, 2.19%, due 06/05/2026 | 0.05% |
| Aviation Capital Group LLC, 5.50%, due 12/15/2024 | 0.05% |
| Federal National Mortgage Association REMIC, 0.65%, due 10/25/2042 | 0.05% |
| Federal National Mortgage Association, 3.76%, due 06/25/2021 | 0.05% |
| HCA, Inc., 5.25%, due 06/15/2026 | 0.05% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.05% |
| Enterprise Products Operating LLC, 5.75%, due 03/01/2035 | 0.05% |
| Niagara Mohawk Power Corp., 1.96%, due 06/27/2030 | 0.05% |
| Home Depot, Inc., 3.12%, due 12/15/2049 | 0.05% |
| AbbVie, Inc., 4.40%, due 11/06/2042 | 0.05% |
| Boston Scientific Corp., 4.55%, due 03/01/2039 | 0.05% |
| Cottage Health Obligated Group, 3.30%, due 11/01/2049 | 0.05% |
| U.S. Treasury Note, 2.25%, due 11/15/2024 | 0.05% |
| AbbVie, Inc., 4.50%, due 05/14/2035 | 0.05% |
| Royalty Pharma PLC, 1.75%, due 09/02/2027 | 0.05% |
| BPCE SA, 1.65%, due 10/06/2026 | 0.05% |
| Hydro-Quebec, 9.40%, due 02/01/2021 | 0.05% |
| FREED ABS Trust, Series 2019-2, Class A, 2.62%, due 11/18/2026 | 0.05% |
| BBVA USA, 3.50%, due 06/11/2021 | 0.05% |
| Panama Government International Bond, 4.50%, due 04/16/2050 | 0.05% |
| Industrial & Commercial Bank of China, Ltd., 2.45%, due 10/20/2021 | 0.05% |
| Westpac Banking Corp., 4.42%, due 07/24/2039 | 0.05% |
| ONEOK Partners, LP, 6.65%, due 10/01/2036 | 0.05% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.05% |
| Royalty Pharma PLC, 1.20%, due 09/02/2025 | 0.05% |
| Regency Centers, LP, 2.95%, due 09/15/2029 | 0.05% |
| Government National Mortgage Association, 3.50%, due 11/20/2039 | 0.05% |
| Royalty Pharma PLC, 0.75%, due 09/02/2023 | 0.05% |
| Duquesne Light Holdings, Inc., 3.61%, due 08/01/2027 | 0.05% |
| Tennessee Valley Authority, Principal Only STRIPS, due 03/15/2032 | 0.05% |
| NRG Energy, Inc., 4.45%, due 06/15/2029 | 0.05% |
| Valero Energy Corp., 1.20%, due 03/15/2024 | 0.05% |
| Energy Transfer Operating, LP, 6.05%, due 06/01/2041 | 0.05% |
| Aviation Capital Group LLC, 4.12%, due 08/01/2025 | 0.05% |
| Federal Home Loan Mortgage Corp. REMIC, 4.00%, due 12/15/2041 | 0.05% |
| Enel Finance International NV, 3.62%, due 05/25/2027 | 0.05% |
| Healthpeak Properties, Inc., 3.87%, due 08/15/2024 | 0.05% |
| Pfizer, Inc., 3.90%, due 03/15/2039 | 0.05% |
| Air Lease Corp., Series MTN, 2.87%, due 01/15/2026 | 0.05% |
| Flagship Credit Auto Trust, Series 2016-1, Class C, 6.22%, due 06/15/2022 | 0.05% |
| BAT Capital Corp., 3.98%, due 09/25/2050 | 0.05% |
| HSBC Holdings PLC, 3.95%, due 05/18/2024 | 0.05% |
| Marathon Petroleum Corp., 4.50%, due 05/01/2023 | 0.05% |
| Citigroup, Inc., 4.40%, due 06/10/2025 | 0.05% |
| Republic Services, Inc., 1.45%, due 02/15/2031 | 0.05% |
| Avolon Holdings Funding, Ltd., 2.87%, due 02/15/2025 | 0.05% |
| Takeda Pharmaceutical Co., Ltd., 3.02%, due 07/09/2040 | 0.05% |
| Assurant, Inc., 4.20%, due 09/27/2023 | 0.05% |
| Welltower, Inc., 3.10%, due 01/15/2030 | 0.05% |
| CK Hutchison International 16, Ltd., 1.87%, due 10/03/2021 | 0.05% |
| GTP Acquisition Partners I LLC, 3.48%, due 06/15/2050 | 0.05% |
| One Gas, Inc., 2.00%, due 05/15/2030 | 0.05% |
| Capital One Financial Corp., 3.75%, due 04/24/2024 | 0.05% |
| Colombia Government International Bond, 5.00%, due 06/15/2045 | 0.05% |
| Federal National Mortgage Association REMIC, 5.50%, due 11/25/2036 | 0.05% |
| Boeing Co., 5.70%, due 05/01/2040 | 0.05% |
| ONEOK, Inc., 5.20%, due 07/15/2048 | 0.05% |
| CVS Pass-Through Trust, 5.92%, due 01/10/2034 | 0.05% |
| British Airways Pass-Through Trust, 4.12%, due 03/20/2033 | 0.04% |
| Apple, Inc., 2.55%, due 08/20/2060 | 0.04% |
| Wells Fargo & Co., Series MTN, 4.65%, due 11/04/2044 | 0.04% |
| Lloyds Banking Group PLC, 4.37%, due 03/22/2028 | 0.04% |
| Bristol-Myers Squibb Co., 3.90%, due 02/20/2028 | 0.04% |
| Microsoft Corp., 3.95%, due 08/08/2056 | 0.04% |
| Takeda Pharmaceutical Co., Ltd., 3.17%, due 07/09/2050 | 0.04% |
| United Airlines Pass-Through Trust, 4.55%, due 02/25/2033 | 0.04% |
| Vodafone Group PLC, 5.25%, due 05/30/2048 | 0.04% |
| Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 | 0.04% |
| L3Harris Technologies, Inc., 1.80%, due 01/15/2031 | 0.04% |
| Edison International, 5.75%, due 06/15/2027 | 0.04% |
| Nutrien, Ltd., 4.12%, due 03/15/2035 | 0.04% |
| Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 | 0.04% |
| Apple, Inc., 3.85%, due 08/04/2046 | 0.04% |
| AT&T, Inc., 1.65%, due 02/01/2028 | 0.04% |
| Standard Chartered PLC, 4.30%, due 05/21/2030 | 0.04% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.04% |
| Comcast Corp., 3.15%, due 03/01/2026 | 0.04% |
| BAT Capital Corp., 2.25%, due 03/25/2028 | 0.04% |
| Standard Chartered PLC, 2.81%, due 01/30/2026 | 0.04% |
| BlackRock, Inc., 1.90%, due 01/28/2031 | 0.04% |
| Federal National Mortgage Association REMIC, 5.50%, due 12/25/2035 | 0.04% |
| Verizon Communications, Inc., 2.98%, due 10/30/2056 | 0.04% |
| Bristol-Myers Squibb Co., 4.12%, due 06/15/2039 | 0.04% |
| Microsoft Corp., 3.50%, due 02/12/2035 | 0.04% |
| ABN AMRO Bank NV, 4.75%, due 07/28/2025 | 0.04% |
| Bon Secours Mercy Health, Inc., 3.20%, due 06/01/2050 | 0.04% |
| Commonwealth Bank of Australia, 4.50%, due 12/09/2025 | 0.04% |
| HSBC Holdings PLC, 4.37%, due 11/23/2026 | 0.04% |
| Comcast Corp., 3.20%, due 07/15/2036 | 0.04% |
| Enel Finance International NV, 3.50%, due 04/06/2028 | 0.04% |
| Dai-ichi Life Insurance Co., Ltd., 4.00%, due 07/24/2026 | 0.04% |
| National Retail Properties, Inc., 4.00%, due 11/15/2025 | 0.04% |
| VSE VOI Mortgage LLC, Series 2018-A, Class A, 3.56%, due 02/20/2036 | 0.04% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.04% |
| AIA Group, Ltd., 3.60%, due 04/09/2029 | 0.04% |
| Mexico Government International Bond, 4.12%, due 01/21/2026 | 0.04% |
| Realty Income Corp., 3.25%, due 01/15/2031 | 0.04% |
| Santander UK Group Holdings PLC, 4.75%, due 09/15/2025 | 0.04% |
| Lloyds Banking Group PLC, 4.58%, due 12/10/2025 | 0.04% |
| L3 Harris Technologies, Inc., 3.83%, due 04/27/2025 | 0.04% |
| Government National Mortgage Association, 5.50%, due 01/16/2033 | 0.04% |
| International Business Machines Corp., 2.85%, due 05/15/2040 | 0.04% |
| Enterprise Products Operating LLC, 7.55%, due 04/15/2038 | 0.04% |
| Avolon Holdings Funding, Ltd., 5.50%, due 01/15/2023 | 0.04% |
| Comcast Corp., 3.45%, due 02/01/2050 | 0.04% |
| Federal National Mortgage Association, 2.11%, due 11/25/2028 | 0.04% |
| Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 | 0.04% |
| Truist Bank, 3.30%, due 05/15/2026 | 0.04% |
| UBS Group AG, 3.12%, due 08/13/2030 | 0.04% |
| Takeda Pharmaceutical Co., Ltd., 3.37%, due 07/09/2060 | 0.04% |
| MPLX, LP, 2.65%, due 08/15/2030 | 0.04% |
| John Deere Capital Corp., Series MTN, 2.80%, due 09/08/2027 | 0.04% |
| BPCE SA, 4.62%, due 07/11/2024 | 0.04% |
| CRH America Finance, Inc., 3.40%, due 05/09/2027 | 0.04% |
| American Tower Corp., 2.95%, due 01/15/2051 | 0.04% |
| Bristol-Myers Squibb Co., 1.12%, due 11/13/2027 | 0.04% |
| NRG Energy, Inc., 2.45%, due 12/02/2027 | 0.04% |
| Verizon Communications, Inc., 4.67%, due 03/15/2055 | 0.04% |
| Anglo American Capital PLC, 3.95%, due 09/10/2050 | 0.04% |
| Societe Generale SA, 4.25%, due 04/14/2025 | 0.04% |
| Natwest Group PLC, 4.26%, due 03/22/2025 | 0.04% |
| Government National Mortgage Association, 5.57%, due 07/20/2040 | 0.04% |
| Standard Chartered PLC, 5.20%, due 01/26/2024 | 0.04% |
| Barclays PLC, 3.65%, due 03/16/2025 | 0.04% |
| Valero Energy Corp., 2.15%, due 09/15/2027 | 0.04% |
| Public Service Co. of Oklahoma, 6.62%, due 11/15/2037 | 0.04% |
| Drive Auto Receivables Trust, Series 2017-AA, Class D, 4.16%, due 05/15/2024 | 0.04% |
| Deutsche Bank AG, 2.12%, due 11/24/2026 | 0.04% |
| Eni SpA, 4.00%, due 09/12/2023 | 0.04% |
| Blackstone / GSO Secured Lending Fund, 3.65%, due 07/14/2023 | 0.04% |
| Brixmor Operating Partnership, LP, 3.85%, due 02/01/2025 | 0.04% |
| Mexico Government International Bond, 3.77%, due 05/24/2061 | 0.04% |
| International Lease Finance Corp., 8.62%, due 01/15/2022 | 0.04% |
| Starbucks Corp., 2.55%, due 11/15/2030 | 0.04% |
| Royalty Pharma PLC, 3.55%, due 09/02/2050 | 0.04% |
| APT Pipelines, Ltd., 4.25%, due 07/15/2027 | 0.04% |
| International Lease Finance Corp., 5.87%, due 08/15/2022 | 0.04% |
| BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C, 4.35%, due 08/15/2046 | 0.04% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.04% |
| Royalty Pharma PLC, 3.30%, due 09/02/2040 | 0.04% |
| UBS AG, 1.75%, due 04/21/2022 | 0.04% |
| AIA Group, Ltd., 3.20%, due 09/16/2040 | 0.04% |
| Intact US Holdings, Inc., 4.60%, due 11/09/2022 | 0.04% |
| Suncor Energy, Inc., 7.87%, due 06/15/2026 | 0.04% |
| ING Groep NV, 1.40%, due 07/01/2026 | 0.04% |
| Pepperdine University, 3.30%, due 12/01/2059 | 0.04% |
| Edison International, 3.55%, due 11/15/2024 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 04/15/2036 | 0.04% |
| Nomura Holdings, Inc., 2.67%, due 07/16/2030 | 0.04% |
| BAE Systems PLC, 3.00%, due 09/15/2050 | 0.04% |
| Societe Generale SA, 2.62%, due 10/16/2024 | 0.04% |
| Air Liquide Finance SA, 2.25%, due 09/27/2023 | 0.04% |
| Precision Castparts Corp., 4.20%, due 06/15/2035 | 0.04% |
| Deutsche Bank AG, 3.30%, due 11/16/2022 | 0.04% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.04% |
| General Electric Co., 3.62%, due 05/01/2030 | 0.04% |
| Southern Co. Gas Capital Corp., 5.87%, due 03/15/2041 | 0.04% |
| US Auto Funding LLC, Series 2018-1A, Class A, 5.50%, due 07/15/2023 | 0.04% |
| University of Southern California, 3.22%, due 10/01/2120 | 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% |
| Deutsche Bank AG, 4.25%, due 10/14/2021 | 0.04% |
| SITE Centers Corp., 3.62%, due 02/01/2025 | 0.04% |
| Raytheon Technologies Corp., 4.15%, due 05/15/2045 | 0.04% |
| Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 | 0.04% |
| Air Lease Corp., 3.25%, due 03/01/2025 | 0.04% |
| Saudi Arabian Oil Co., 1.62%, due 11/24/2025 | 0.04% |
| Government National Mortgage Association, 0.65%, due 10/20/2062 | 0.04% |
| Government National Mortgage Association, 5.50%, due 08/20/2038 | 0.04% |
| BOC Aviation, Ltd., 2.75%, due 09/18/2022 | 0.04% |
| Federal National Mortgage Association REMIC, 6.00%, due 11/25/2032 | 0.04% |
| Avolon Holdings Funding, Ltd., 4.25%, due 04/15/2026 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 0.54%, due 10/15/2041 | 0.04% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.04% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.04% |
| nVent Finance SARL, 4.55%, due 04/15/2028 | 0.04% |
| Korea Gas Corp., 1.87%, due 07/18/2021 | 0.04% |
| Alexander Funding Trust, 1.84%, due 11/15/2023 | 0.04% |
| BOC Aviation, Ltd., 2.37%, due 09/15/2021 | 0.04% |
| CD Mortgage Trust, Series 2006-CD3, Class AM, 5.64%, due 10/15/2048 | 0.04% |
| Hyundai Capital America, 3.00%, due 03/18/2021 | 0.04% |
| Vendee Mortgage Trust, Series 1997-1, Class 2Z, 7.50%, due 02/15/2027 | 0.04% |
| Korea Southern Power Co., Ltd., 3.00%, due 01/29/2021 | 0.04% |
| Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2041 | 0.04% |
| Volkswagen Group of America Finance LLC, 1.62%, due 11/24/2027 | 0.04% |
| Banco Santander SA, 2.74%, due 12/03/2030 | 0.04% |
| Nationwide Building Society, 1.00%, due 08/28/2025 | 0.04% |
| Government National Mortgage Association, 0.48%, due 12/20/2062 | 0.04% |
| NiSource, Inc., 1.70%, due 02/15/2031 | 0.04% |
| Office Properties Income Trust, 4.00%, due 07/15/2022 | 0.04% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 10/25/2043 | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2024 | 0.04% |
| Sunoco Logistics Partners Operations, LP, 4.95%, due 01/15/2043 | 0.04% |
| U.S. Treasury Bond, Principal Only STRIPS, due 05/15/2024 | 0.04% |
| NRG Energy, Inc., 2.00%, due 12/02/2025 | 0.04% |
| Yale-New Haven Health Services Corp., 2.49%, due 07/01/2050 | 0.04% |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class E, 6.41%, due 12/17/2036 | 0.04% |
| NYU Langone Hospitals, 3.38%, due 07/01/2055 | 0.04% |
| U.S. Treasury Note, 2.75%, due 05/31/2023 | 0.04% |
| Comcast Corp., 3.99%, due 11/01/2049 | 0.04% |
| Federal Home Loan Mortgage Corp. REMIC, 0.82%, due 11/15/2037 | 0.04% |
| Norfolk Southern Corp., 4.05%, due 08/15/2052 | 0.04% |
| TransCanada PipeLines, Ltd., 4.87%, due 01/15/2026 | 0.04% |
| UnitedHealth Group, Inc., 4.62%, due 07/15/2035 | 0.04% |
| Citigroup, Inc., 3.35%, due 04/24/2025 | 0.04% |
| Federal National Mortgage Association REMIC, 4.00%, due 04/25/2033 | 0.04% |
| Delmarva Power & Light Co., 4.15%, due 05/15/2045 | 0.04% |
| U.S. Treasury Bond, 3.87%, due 08/15/2040 | 0.04% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.83%, due 10/23/2055 | 0.04% |
| Raytheon Technologies Corp., 3.75%, due 11/01/2046 | 0.04% |
| BMW US Capital LLC, 2.25%, due 09/15/2023 | 0.04% |
| Ohio State University, Series A, 4.80%, due 06/01/2111 | 0.04% |
| Valero Energy Corp., 2.70%, due 04/15/2023 | 0.04% |
| Steel Dynamics, Inc., 1.65%, due 10/15/2027 | 0.04% |
| General Mills, Inc., 4.00%, due 04/17/2025 | 0.04% |
| Park Aerospace Holdings, Ltd., 5.50%, due 02/15/2024 | 0.04% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 09/25/2043 | 0.03% |
| GAIF Bond Issuer Pty, Ltd., 3.40%, due 09/30/2026 | 0.03% |
| Universal Health Services, Inc., 2.65%, due 10/15/2030 | 0.03% |
| HP, Inc., 3.00%, due 06/17/2027 | 0.03% |
| Colony American Finance, Ltd., Series 2016-2, Class A, 2.55%, due 11/15/2048 | 0.03% |
| Bank of Nova Scotia, 4.50%, due 12/16/2025 | 0.03% |
| Westpac Banking Corp., 2.96%, due 11/16/2040 | 0.03% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.03% |
| Abbott Laboratories, 1.15%, due 01/30/2028 | 0.03% |
| Entergy Arkansas LLC, 2.65%, due 06/15/2051 | 0.03% |
| Renew, Series 2017-1A, Class A, 3.67%, due 09/20/2052 | 0.03% |
| Corning, Inc., 3.90%, due 11/15/2049 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2032 | 0.03% |
| AT&T, Inc., 3.50%, due 06/01/2041 | 0.03% |
| Children's Hospital, 2.92%, due 07/15/2050 | 0.03% |
| T-Mobile USA, Inc., 1.50%, due 02/15/2026 | 0.03% |
| Gray Oak Pipeline LLC, 2.60%, due 10/15/2025 | 0.03% |
| Phillips 66 Partners, LP, 3.15%, due 12/15/2029 | 0.03% |
| AutoZone, Inc., 1.65%, due 01/15/2031 | 0.03% |
| Exelon Generation Co. LLC, 6.25%, due 10/01/2039 | 0.03% |
| Enterprise Products Operating LLC, 4.45%, due 02/15/2043 | 0.03% |
| Airbus SE, 3.15%, due 04/10/2027 | 0.03% |
| Structured Asset Mortgage Investments II Trust, Series 2003-AR4, Class A1, 0.84%, due 01/19/2034 | 0.03% |
| Suncor Energy, Inc., 5.95%, due 12/01/2034 | 0.03% |
| Veros Automobile Receivables Trust, Series 2018-1, Class B, 4.05%, due 02/15/2024 | 0.03% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.03% |
| Packaging Corp. of America, 4.05%, due 12/15/2049 | 0.03% |
| Atmos Energy Corp., 4.15%, due 01/15/2043 | 0.03% |
| Alimentation Couche-Tard, Inc., 2.95%, due 01/25/2030 | 0.03% |
| AT&T, Inc., 4.30%, due 12/15/2042 | 0.03% |
| Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2, 3.98%, due 02/15/2036 | 0.03% |
| Air Canada Pass-Through Trust, 3.55%, due 07/15/2031 | 0.03% |
| Enterprise Products Operating LLC, 3.90%, due 02/15/2024 | 0.03% |
| BAT International Finance PLC, 1.66%, due 03/25/2026 | 0.03% |
| Anthem, Inc., 4.65%, due 08/15/2044 | 0.03% |
| UDR, Inc., Series MTN, 2.10%, due 08/01/2032 | 0.03% |
| MPLX, LP, 5.50%, due 02/15/2049 | 0.03% |
| Masco Corp., 6.50%, due 08/15/2032 | 0.03% |
| Analog Devices, Inc., 4.50%, due 12/05/2036 | 0.03% |
| Citigroup, Inc., 3.40%, due 05/01/2026 | 0.03% |
| Kellogg Co., 2.10%, due 06/01/2030 | 0.03% |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class E, 6.23%, due 10/17/2036 | 0.03% |
| Bristol-Myers Squibb Co., 5.70%, due 10/15/2040 | 0.03% |
| Fiserv, Inc., 4.40%, due 07/01/2049 | 0.03% |
| Keurig Dr. Pepper, Inc., 4.98%, due 05/25/2038 | 0.03% |
| Kinder Morgan, Inc., 3.25%, due 08/01/2050 | 0.03% |
| American Tower Corp., 2.10%, due 06/15/2030 | 0.03% |
| Burlington Northern Santa Fe LLC, 3.55%, due 02/15/2050 | 0.03% |
| Private Export Funding Corp., 3.55%, due 01/15/2024 | 0.03% |
| Boardwalk Pipelines, LP, 4.80%, due 05/03/2029 | 0.03% |
| Wells Fargo & Co., 3.06%, due 04/30/2041 | 0.03% |
| Corning, Inc., 5.35%, due 11/15/2048 | 0.03% |
| Morgan Stanley, Series MTN, 4.10%, due 05/22/2023 | 0.03% |
| Apple, Inc., 3.20%, due 05/11/2027 | 0.03% |
| Boeing Co., 4.87%, due 05/01/2025 | 0.03% |
| Government National Mortgage Association, 5.50%, due 04/20/2034 | 0.03% |
| Enbridge, Inc., 6.25%, due 03/01/2078 | 0.03% |
| Air Canada Pass-Through Trust, 4.12%, due 11/15/2026 | 0.03% |
| RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A, 3.26%, due 03/11/2031 | 0.03% |
| Williams Cos., Inc., 4.85%, due 03/01/2048 | 0.03% |
| Mid-America Apartments, LP, 1.70%, due 02/15/2031 | 0.03% |
| Diamondback Energy, Inc., 3.25%, due 12/01/2026 | 0.03% |
| Diamond Resorts Owner Trust, Series 2017-1A, Class A, 3.27%, due 10/22/2029 | 0.03% |
| Prologis, LP, 1.25%, due 10/15/2030 | 0.03% |
| Healthcare Trust of America Holdings, LP, 2.00%, due 03/15/2031 | 0.03% |
| Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1, 0.77%, due 10/25/2028 | 0.03% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.03% |
| BAT Capital Corp., 3.73%, due 09/25/2040 | 0.03% |
| U.S. Treasury Bond, 1.37%, due 08/15/2050 | 0.03% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.03% |
| American Airlines Pass-Through Trust, 3.37%, due 11/01/2028 | 0.03% |
| Brookfield Finance, Inc., 4.70%, due 09/20/2047 | 0.03% |
| AstraZeneca PLC, 6.45%, due 09/15/2037 | 0.03% |
| Marathon Petroleum Corp., 3.62%, due 09/15/2024 | 0.03% |
| Alternative Loan Trust, Series 2004-2CB, Class 1A9, 5.75%, due 03/25/2034 | 0.03% |
| Oracle Corp., 3.85%, due 07/15/2036 | 0.03% |
| Qwest Corp., 6.75%, due 12/01/2021 | 0.03% |
| DH Europe Finance II SARL, 3.25%, due 11/15/2039 | 0.03% |
| MPLX, LP, 4.50%, due 04/15/2038 | 0.03% |
| CommonSpirit Health, 2.78%, due 10/01/2030 | 0.03% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 12/16/2021 | 0.03% |
| Roper Technologies, Inc., 2.00%, due 06/30/2030 | 0.03% |
| CommonSpirit Health, 3.91%, due 10/01/2050 | 0.03% |
| Global Payments, Inc., 4.15%, due 08/15/2049 | 0.03% |
| Marathon Petroleum Corp., 4.70%, due 05/01/2025 | 0.03% |
| U.S. Treasury Note, 2.00%, due 10/31/2021 | 0.03% |
| Eni SpA, 5.70%, due 10/01/2040 | 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% |
| Fiserv, Inc., 3.20%, due 07/01/2026 | 0.03% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/15/2043 | 0.03% |
| Pacific Gas & Electric Co., 4.30%, due 03/15/2045 | 0.03% |
| Wells Fargo & Co., Series MTN, 4.90%, due 11/17/2045 | 0.03% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.03% |
| Israel Government AID Bond, 5.50%, due 09/18/2033 | 0.03% |
| Federal National Mortgage Association, 1.20%, due 10/25/2030 | 0.03% |
| Time Warner Cable LLC, 7.30%, due 07/01/2038 | 0.03% |
| Transurban Finance Co. Pty, Ltd., 2.45%, due 03/16/2031 | 0.03% |
| Federal National Mortgage Association, 1.08%, due 11/25/2022 | 0.03% |
| Gray Oak Pipeline LLC, 2.00%, due 09/15/2023 | 0.03% |
| Federal National Mortgage Association REMIC, 5.75%, due 06/25/2033 | 0.03% |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR1, Class 1A1, 0.84%, due 03/19/2034 | 0.03% |
| Sequoia Mortgage Trust, Series 2004-8, Class A1, 0.84%, due 09/20/2034 | 0.03% |
| Hyundai Capital America, 2.37%, due 10/15/2027 | 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% |
| Dell International LLC / EMC Corp., 5.45%, due 06/15/2023 | 0.03% |
| Colombia Government International Bond, 7.37%, due 09/18/2037 | 0.03% |
| Progressive Corp., 5.37%, due 03/15/2023 | 0.03% |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.03% |
| Hyundai Capital America, 1.80%, due 10/15/2025 | 0.03% |
| Concho Resources, Inc., 2.40%, due 02/15/2031 | 0.03% |
| O'Reilly Automotive, Inc., 3.60%, due 09/01/2027 | 0.03% |
| Entergy Louisiana LLC, 2.90%, due 03/15/2051 | 0.03% |
| Goodgreen Trust, Series 2017-1A, Class A, 3.74%, due 10/15/2052 | 0.03% |
| Eaton Corp., 5.80%, due 03/15/2037 | 0.03% |
| TransCanada PipeLines, Ltd., 6.20%, due 10/15/2037 | 0.03% |
| CenterPoint Energy Resources Corp., 5.85%, due 01/15/2041 | 0.03% |
| CSX Corp., 4.75%, due 11/15/2048 | 0.03% |
| Federal National Mortgage Association REMIC, 5.50%, due 01/25/2026 | 0.03% |
| Kinder Morgan, Inc., 2.00%, due 02/15/2031 | 0.03% |
| Alexandria Real Estate Equities, Inc., 1.87%, due 02/01/2033 | 0.03% |
| Welltower, Inc., 6.50%, due 03/15/2041 | 0.03% |
| Air Canada Pass-Through Trust, 3.30%, due 07/15/2031 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 5.22%, due 07/25/2032 | 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% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 05/15/2027 | 0.03% |
| Ohio State University, Series A, 4.04%, due 12/01/2056 | 0.03% |
| DuPont de Nemours, Inc., 5.31%, due 11/15/2038 | 0.03% |
| Oracle Corp., 3.90%, due 05/15/2035 | 0.03% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 06/15/2029 | 0.03% |
| Evergy Metro, Inc., 5.30%, due 10/01/2041 | 0.03% |
| Hanover Insurance Group, Inc., 2.50%, due 09/01/2030 | 0.03% |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A4, 3.13%, due 02/25/2034 | 0.03% |
| Boeing Co., 3.10%, due 05/01/2026 | 0.03% |
| Teachers Insurance & Annuity Association of America, 4.90%, due 09/15/2044 | 0.03% |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class A4, 3.52%, due 05/10/2063 | 0.03% |
| Noble Energy, Inc., 3.90%, due 11/15/2024 | 0.03% |
| U.S. Treasury Bond, Principal Only STRIPS, due 02/15/2035 | 0.03% |
| Pacific Life Insurance Co., 4.30%, due 10/24/2067 | 0.03% |
| Ecopetrol SA, 5.37%, due 06/26/2026 | 0.03% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 1.94%, due 10/25/2044 | 0.03% |
| AstraZeneca PLC, 2.12%, due 08/06/2050 | 0.02% |
| General Electric Co., 3.45%, due 05/01/2027 | 0.02% |
| Lockheed Martin Corp., 4.50%, due 05/15/2036 | 0.02% |
| ITC Holdings Corp., 2.95%, due 05/14/2030 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 01/15/2034 | 0.02% |
| Glencore Funding LLC, 4.12%, due 05/30/2023 | 0.02% |
| CVS Health Corp., 2.70%, due 08/21/2040 | 0.02% |
| Baker Hughes Holdings LLC, 5.12%, due 09/15/2040 | 0.02% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2041 | 0.02% |
| Duke Energy Carolinas LLC, 6.00%, due 12/01/2028 | 0.02% |
| ONEOK, Inc., 3.40%, due 09/01/2029 | 0.02% |
| Morgan Stanley, Series MTN, 3.77%, due 01/24/2029 | 0.02% |
| American International Group, Inc., 4.70%, due 07/10/2035 | 0.02% |
| Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 06/01/2060 | 0.02% |
| Dominion Energy, Inc., 5.25%, due 08/01/2033 | 0.02% |
| AstraZeneca PLC, 1.37%, due 08/06/2030 | 0.02% |
| Baltimore Gas & Electric Co., 2.90%, due 06/15/2050 | 0.02% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.02% |
| Leidos, Inc., 2.30%, due 02/15/2031 | 0.02% |
| Massachusetts Electric Co., 4.00%, due 08/15/2046 | 0.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2034 | 0.02% |
| Eli Lilly & Co., 2.25%, due 05/15/2050 | 0.02% |
| Spirit Airlines Pass-Through Trust, 3.37%, due 08/15/2031 | 0.02% |
| Xylem, Inc., 2.25%, due 01/30/2031 | 0.02% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.02% |
| Southwest Gas Corp., 3.80%, due 09/29/2046 | 0.02% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, due 04/01/2051 | 0.02% |
| MultiCare Health System, 2.80%, due 08/15/2050 | 0.02% |
| U.S. Treasury Bond, 3.00%, due 11/15/2044 | 0.02% |
| Bank of Montreal, 3.80%, due 12/15/2032 | 0.02% |
| Nevada Power Co., 5.37%, due 09/15/2040 | 0.02% |
| Hartford Financial Services Group, Inc., 4.30%, due 04/15/2043 | 0.02% |
| Mid-Atlantic Interstate Transmission LLC, 4.10%, due 05/15/2028 | 0.02% |
| COMM Mortgage Trust, Series 2013-SFS, Class A2, 3.08%, due 04/12/2035 | 0.02% |
| Nucor Corp., 6.40%, due 12/01/2037 | 0.02% |
| Ovintiv, Inc., 7.20%, due 11/01/2031 | 0.02% |
| Wells Fargo & Co., Series MTN, 4.40%, due 06/14/2046 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 08/25/2036 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 0.54%, due 07/15/2037 | 0.02% |
| International Flavors & Fragrances, Inc., 5.00%, due 09/26/2048 | 0.02% |
| Goodman Finance Three LLC, 3.70%, due 03/15/2028 | 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% |
| Federal National Mortgage Association, 4.36%, due 06/01/2021 | 0.02% |
| MPLX, LP, 4.12%, due 03/01/2027 | 0.02% |
| Burlington Northern Santa Fe LLC, 4.37%, due 09/01/2042 | 0.02% |
| PECO Energy Co., 2.80%, due 06/15/2050 | 0.02% |
| Constellation Brands, Inc., 4.40%, due 11/15/2025 | 0.02% |
| AEP Transmission Co. LLC, 4.00%, due 12/01/2046 | 0.02% |
| Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 | 0.02% |
| Ovintiv, Inc., 8.12%, due 09/15/2030 | 0.02% |
| Enbridge, Inc., 4.50%, due 06/10/2044 | 0.02% |
| EQT Corp., 3.90%, due 10/01/2027 | 0.02% |
| Goldman Sachs Group, Inc., 4.25%, due 10/21/2025 | 0.02% |
| Entergy Texas, Inc., 3.55%, due 09/30/2049 | 0.02% |
| Mexico Government International Bond, 4.35%, due 01/15/2047 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 02/15/2033 | 0.02% |
| Hess Corp., 6.00%, due 01/15/2040 | 0.02% |
| New England Power Co., 3.80%, due 12/05/2047 | 0.02% |
| Alternative Loan Trust, Series 2005-28CB, Class 1A4, 5.50%, due 08/25/2035 | 0.02% |
| Boston Scientific Corp., 4.00%, due 03/01/2029 | 0.02% |
| Brambles USA, Inc., 4.12%, due 10/23/2025 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 8.00%, due 01/15/2030 | 0.02% |
| Federal Home Loan Mortgage Corp., 3.50%, due 01/01/2032 | 0.02% |
| Citigroup, Inc., 3.87%, due 03/26/2025 | 0.02% |
| Nutrien, Ltd., 5.00%, due 04/01/2049 | 0.02% |
| Texas Health Resources, 2.32%, due 11/15/2050 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 7.25%, due 09/15/2030 | 0.02% |
| Lowe's Cos., Inc., 1.30%, due 04/15/2028 | 0.02% |
| Berkshire Hathaway Finance Corp., 4.30%, due 05/15/2043 | 0.02% |
| MPLX, LP, 5.25%, due 01/15/2025 | 0.02% |
| United Airlines Pass-Through Trust, 3.65%, due 07/07/2027 | 0.02% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2041 | 0.02% |
| Duke Realty, LP, 2.87%, due 11/15/2029 | 0.02% |
| Westgate Resorts LLC, Series 2017-1A, Class A, 3.05%, due 12/20/2030 | 0.02% |
| Parker-Hannifin Corp., Series MTN, 4.45%, due 11/21/2044 | 0.02% |
| Ecopetrol SA, 4.12%, due 01/16/2025 | 0.02% |
| Government National Mortgage Association, 1.65%, due 01/20/2063 | 0.02% |
| ViacomCBS, Inc., 4.37%, due 03/15/2043 | 0.02% |
| Federal National Mortgage Association REMIC, 0.45%, due 08/25/2041 | 0.02% |
| American Water Capital Corp., 4.00%, due 12/01/2046 | 0.02% |
| DT Auto Owner Trust, Series 2017-3A, Class D, 3.58%, due 05/15/2023 | 0.02% |
| GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF, 0.50%, due 03/25/2035 | 0.02% |
| Burlington Northern Santa Fe LLC, 6.15%, due 05/01/2037 | 0.02% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 03/25/2036 | 0.02% |
| Tennessee Valley Authority, Principal Only STRIPS, Series 1-38, due 01/15/2038 | 0.02% |
| Ford Foundation, 2.81%, due 06/01/2070 | 0.02% |
| CMS Energy Corp., 2.95%, due 02/15/2027 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 08/01/2040 | 0.02% |
| Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1, 0.61%, due 04/25/2029 | 0.02% |
| BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A, 2.95%, due 12/10/2030 | 0.02% |
| Penske Truck Leasing Co., LP / PTL Finance Corp., 2.70%, due 03/14/2023 | 0.02% |
| AmeriCredit Automobile Receivables Trust, Series 2017-1, Class C, 2.71%, due 08/18/2022 | 0.02% |
| SES SA, 3.60%, due 04/04/2023 | 0.02% |
| Federal National Mortgage Association REMIC, 5.50%, due 04/25/2023 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 08/25/2032 | 0.02% |
| AstraZeneca PLC, 4.00%, due 09/18/2042 | 0.02% |
| Union Pacific Corp., 4.10%, due 09/15/2067 | 0.02% |
| Dollar General Corp., 4.12%, due 05/01/2028 | 0.02% |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.54%, due 03/25/2036 | 0.02% |
| Keurig Dr. Pepper, Inc., 4.41%, due 05/25/2025 | 0.02% |
| International Flavors & Fragrances, Inc., 4.45%, due 09/26/2028 | 0.02% |
| American Airlines Pass-Through Trust, 3.65%, due 08/15/2030 | 0.02% |
| Government National Mortgage Association, 5.50%, due 09/20/2039 | 0.02% |
| American Water Capital Corp., 3.45%, due 06/01/2029 | 0.02% |
| Energy Transfer Operating, LP, 4.75%, due 01/15/2026 | 0.02% |
| Sequoia Mortgage Trust, Series 2004-9, Class A1, 0.82%, due 10/20/2034 | 0.02% |
| Brookfield Finance, Inc., 3.90%, due 01/25/2028 | 0.02% |
| Flagship Credit Auto Trust, Series 2016-4, Class C, 2.71%, due 11/15/2022 | 0.02% |
| McDonald's Corp., Series MTN, 6.30%, due 10/15/2037 | 0.02% |
| Walt Disney Co., 8.87%, due 04/26/2023 | 0.02% |
| ViacomCBS, Inc., 4.00%, due 01/15/2026 | 0.02% |
| Atmos Energy Corp., 4.12%, due 10/15/2044 | 0.02% |
| Campbell Soup Co., 3.12%, due 04/24/2050 | 0.02% |
| Plains All American Pipeline, LP / PAA Finance Corp., 4.30%, due 01/31/2043 | 0.02% |
| Duke Energy Progress LLC, 4.10%, due 03/15/2043 | 0.02% |
| Federal National Mortgage Association REMIC, 5.19%, due 12/25/2042 | 0.02% |
| Mondelez International, Inc., 1.50%, due 05/04/2025 | 0.02% |
| Buckeye Partners, LP, 5.85%, due 11/15/2043 | 0.02% |
| DXC Technology Co., 4.25%, due 04/15/2024 | 0.02% |
| Kabbage Funding LLC, Series 2019-1, Class B, 4.07%, due 03/15/2024 | 0.02% |
| Providence St. Joseph Health Obligated Group, 2.74%, due 10/01/2026 | 0.02% |
| Federal National Mortgage Association, 0.41%, due 11/25/2046 | 0.02% |
| Eni USA, Inc., 7.30%, due 11/15/2027 | 0.02% |
| Masco Corp., 2.00%, due 10/01/2030 | 0.02% |
| Jersey Central Power & Light Co., 6.15%, due 06/01/2037 | 0.02% |
| Walt Disney Co., 9.50%, due 07/15/2024 | 0.02% |
| Eaton Corp., 7.62%, due 04/01/2024 | 0.02% |
| Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-4, Class CB7, 5.50%, due 06/25/2035 | 0.02% |
| Amazon.com, Inc., 2.70%, due 06/03/2060 | 0.02% |
| City of Los Angeles Department of Airports, Series C, 6.58%, due 05/15/2039 | 0.02% |
| Southern California Edison Co., 5.55%, due 01/15/2036 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 | 0.02% |
| Thermo Fisher Scientific, Inc., 2.95%, due 09/19/2026 | 0.02% |
| Northrop Grumman Corp., 3.25%, due 01/15/2028 | 0.02% |
| Federal National Mortgage Association, 6.00%, due 09/01/2037 | 0.02% |
| Government National Mortgage Association, 2.00%, due 05/16/2049 | 0.02% |
| Federal National Mortgage Association REMIC, 7.00%, due 11/25/2031 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2032 | 0.02% |
| Pacific Gas & Electric Co., 3.75%, due 08/15/2042 | 0.02% |
| Government National Mortgage Association, 5.87%, due 12/20/2038 | 0.02% |
| Texas Eastern Transmission, LP, 2.80%, due 10/15/2022 | 0.02% |
| ERAC USA Finance LLC, 5.62%, due 03/15/2042 | 0.02% |
| Southern California Edison Co., 6.05%, due 03/15/2039 | 0.02% |
| Federal National Mortgage Association REMIC, 19.11%, due 05/25/2034 | 0.02% |
| Spectra Energy Partners, LP, 5.95%, due 09/25/2043 | 0.02% |
| Federal Home Loan Mortgage Corp. REMIC, 17.03%, due 02/15/2040 | 0.02% |
| International Paper Co., 8.70%, due 06/15/2038 | 0.02% |
| Conagra Brands, Inc., 5.30%, due 11/01/2038 | 0.02% |
| Biogen, Inc., 3.15%, due 05/01/2050 | 0.02% |
| Southern Natural Gas Co. LLC, 4.80%, due 03/15/2047 | 0.02% |
| Utah Acquisition Sub, Inc., 3.95%, due 06/15/2026 | 0.02% |
| Federal National Mortgage Association REMIC, 6.50%, due 01/25/2032 | 0.02% |
| Ecopetrol SA, 5.87%, due 09/18/2023 | 0.01% |
| Southern Natural Gas Co. LLC, 8.00%, due 03/01/2032 | 0.01% |
| Enable Midstream Partners, LP, 4.95%, due 05/15/2028 | 0.01% |
| Apple, Inc., 2.95%, due 09/11/2049 | 0.01% |
| Alabama Power Co., 4.10%, due 01/15/2042 | 0.01% |
| UDR, Inc., Series MTN, 2.95%, due 09/01/2026 | 0.01% |
| Federal National Mortgage Association REMIC, 10.99%, due 07/25/2035 | 0.01% |
| Port Authority of New York & New Jersey, 5.64%, due 11/01/2040 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.22%, due 10/15/2037 | 0.01% |
| Constellation Brands, Inc., 5.25%, due 11/15/2048 | 0.01% |
| TC PipeLines, LP, 3.90%, due 05/25/2027 | 0.01% |
| Phillips 66 Partners, LP, 4.90%, due 10/01/2046 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 03/15/2032 | 0.01% |
| Southern Co. Gas Capital Corp., 4.40%, due 06/01/2043 | 0.01% |
| Crown Castle International Corp., 5.25%, due 01/15/2023 | 0.01% |
| Magellan Midstream Partners, LP, 4.20%, due 12/01/2042 | 0.01% |
| Aetna, Inc., 6.75%, due 12/15/2037 | 0.01% |
| John Sevier Combined Cycle Generation LLC, 4.62%, due 01/15/2042 | 0.01% |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A3, 0.39%, due 07/19/2035 | 0.01% |
| Sherwin-Williams Co., 3.12%, due 06/01/2024 | 0.01% |
| Raytheon Technologies Corp., 3.20%, due 03/15/2024 | 0.01% |
| Williams Cos., Inc., 3.90%, due 01/15/2025 | 0.01% |
| Government National Mortgage Association, 6.00%, due 08/20/2039 | 0.01% |
| Alternative Loan Trust, Interest Only STRIPS, Series 2005-22T1, Class A2, 4.91%, due 06/25/2035 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 05/01/2036 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1, 2.71%, due 11/25/2035 | 0.01% |
| Enbridge, Inc., 3.70%, due 07/15/2027 | 0.01% |
| Magellan Midstream Partners, LP, 3.20%, due 03/15/2025 | 0.01% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.01% |
| Parker-Hannifin Corp., 4.10%, due 03/01/2047 | 0.01% |
| Appalachian Power Co., 6.70%, due 08/15/2037 | 0.01% |
| Anthem, Inc., 4.65%, due 01/15/2043 | 0.01% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.01% |
| Tri-State Generation & Transmission Association, Inc., 4.25%, due 06/01/2046 | 0.01% |
| Jefferies Group LLC, 6.45%, due 06/08/2027 | 0.01% |
| ONEOK Partners, LP, 5.00%, due 09/15/2023 | 0.01% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.50%, due 08/25/2042 | 0.01% |
| Public Service Co. of Colorado, 6.50%, due 08/01/2038 | 0.01% |
| Southern Co. Gas Capital Corp., 3.95%, due 10/01/2046 | 0.01% |
| Cheniere Corpus Christi Holdings LLC, 5.12%, due 06/30/2027 | 0.01% |
| Federal National Mortgage Association REMIC, 16.99%, due 07/25/2035 | 0.01% |
| Sequoia Mortgage Trust, Series 2003-1, Class 1A, 0.90%, due 04/20/2033 | 0.01% |
| Mexico Government International Bond, Series MTN, 4.75%, due 03/08/2044 | 0.01% |
| Walt Disney Co., 7.30%, due 04/30/2028 | 0.01% |
| Nevada Power Co., 5.45%, due 05/15/2041 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 05/15/2032 | 0.01% |
| Government National Mortgage Association, 6.00%, due 09/20/2038 | 0.01% |
| U.S. Treasury Bond, Principal Only STRIPS, due 08/15/2026 | 0.01% |
| Suncor Energy, Inc., 6.80%, due 05/15/2038 | 0.01% |
| Dominion Energy, Inc., 2.85%, due 08/15/2026 | 0.01% |
| BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 | 0.01% |
| Mylan, Inc., 5.40%, due 11/29/2043 | 0.01% |
| Cigna Corp., 4.80%, due 07/15/2046 | 0.01% |
| Anthem, Inc., 4.62%, due 05/15/2042 | 0.01% |
| Federal National Mortgage Association REMIC, 6.00%, due 11/25/2039 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.75%, due 03/15/2029 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.37%, due 03/15/2032 | 0.01% |
| MPLX, LP, 5.20%, due 03/01/2047 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 07/15/2036 | 0.01% |
| Apple, Inc., 3.75%, due 11/13/2047 | 0.01% |
| Federal National Mortgage Association REMIC, 0.65%, due 05/25/2035 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 07/25/2038 | 0.01% |
| GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF, 0.50%, due 09/25/2035 | 0.01% |
| Sequoia Mortgage Trust, Series 2004-11, Class A1, 0.74%, due 12/20/2034 | 0.01% |
| San Diego Gas & Electric Co., 6.00%, due 06/01/2026 | 0.01% |
| BAT Capital Corp., 4.54%, due 08/15/2047 | 0.01% |
| FREED ABS Trust, Series 2018-2, Class A, 3.99%, due 10/20/2025 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.51%, due 06/01/2036 | 0.01% |
| Spectra Energy Partners, LP, 3.50%, due 03/15/2025 | 0.01% |
| Citizens Financial Group, Inc., 2.63%, due 09/30/2032 | 0.01% |
| Public Service Co. of Colorado, 3.55%, due 06/15/2046 | 0.01% |
| Exeter Automobile Receivables Trust, Series 2017-1A, Class C, 3.95%, due 12/15/2022 | 0.01% |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 12/25/2033 | 0.01% |
| Prologis, LP, 3.25%, due 10/01/2026 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2041 | 0.01% |
| Dow Chemical Co., 5.25%, due 11/15/2041 | 0.01% |
| General Mills, Inc., 4.55%, due 04/17/2038 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 04/15/2032 | 0.01% |
| Albemarle Corp., 5.45%, due 12/01/2044 | 0.01% |
| Cox Communications, Inc., 3.25%, due 12/15/2022 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.00%, due 11/15/2032 | 0.01% |
| Delmarva Power & Light Co., 4.00%, due 06/01/2042 | 0.01% |
| Keurig Dr. Pepper, Inc., 3.43%, due 06/15/2027 | 0.01% |
| Enterprise Products Operating LLC, 4.95%, due 10/15/2054 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 12/01/2032 | 0.01% |
| Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A, 3.01%, due 02/16/2027 | 0.01% |
| Capital One Financial Corp., 4.20%, due 10/29/2025 | 0.01% |
| Citigroup, Inc., 4.45%, due 09/29/2027 | 0.01% |
| Halliburton Co., 7.60%, due 08/15/2096 | 0.01% |
| Barrick Gold Corp., 6.45%, due 10/15/2035 | 0.01% |
| Guardian Life Insurance Co. of America, 4.85%, due 01/24/2077 | 0.01% |
| Peru Government International Bond, 5.62%, due 11/18/2050 | 0.01% |
| GLS Auto Receivables Issuer Trust, Series 2019-1A, Class A, 3.37%, due 01/17/2023 | 0.01% |
| Crown Castle International Corp., 4.00%, due 03/01/2027 | 0.01% |
| Sunoco Logistics Partners Operations, LP, 5.30%, due 04/01/2044 | 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, 5.67%, due 12/25/2042 | 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 National Mortgage Association REMIC, Interest Only STRIPS, 6.37%, due 01/25/2041 | 0.01% |
| Enterprise Products Operating LLC, 5.10%, due 02/15/2045 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 10/15/2030 | 0.01% |
| Federal National Mortgage Association REMIC, 5.50%, due 05/25/2023 | 0.01% |
| Citigroup, Inc., 5.30%, due 05/06/2044 | 0.01% |
| Federal National Mortgage Association REMIC, 0.50%, due 04/25/2035 | 0.01% |
| Duke Realty, LP, 3.25%, due 06/30/2026 | 0.01% |
| Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 7.00%, due 03/15/2024 | 0.01% |
| Federal National Mortgage Association REMIC, 7.26%, due 08/25/2033 | 0.01% |
| Northrop Grumman Corp., 3.85%, due 04/15/2045 | 0.01% |
| Welltower, Inc., 2.70%, due 02/15/2027 | 0.01% |
| Federal Home Loan Mortgage Corp., 7.00%, due 01/01/2031 | 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, 4.89%, due 04/25/2035 | 0.01% |
| Quest Diagnostics, Inc., 3.45%, due 06/01/2026 | 0.01% |
| Impac Secured Assets Trust, Series 2006-1, Class 2A1, 0.50%, due 05/25/2036 | 0.01% |
| Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates, 7.00%, due 02/25/2043 | 0.01% |
| Federal Home Loan Mortgage Corp., 2.58%, due 02/01/2036 | 0.01% |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26, 5.50%, due 04/25/2034 | 0.01% |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.01% |
| Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2034 | 0.01% |
| Norfolk Southern Corp., 3.95%, due 10/01/2042 | 0.01% |
| Government National Mortgage Association, 19.27%, due 04/16/2034 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 07/01/2022 | 0.01% |
| Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A, 2.75%, due 12/25/2044 | 0.01% |
| Pennsylvania Electric Co., 3.25%, due 03/15/2028 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4, 5.50%, due 06/25/2033 | 0.01% |
| Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3, 3.25%, due 02/25/2037 | 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% |
| Microsoft Corp., 2.67%, due 06/01/2060 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 9.94%, due 07/15/2032 | 0.01% |
| Federal National Mortgage Association REMIC, 19.11%, due 04/25/2034 | 0.01% |
| Virginia Electric & Power Co., 4.45%, due 02/15/2044 | 0.01% |
| GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4, 6.00%, due 02/25/2036 | 0.01% |
| Government National Mortgage Association, 22.76%, due 04/20/2037 | 0.01% |
| Gold Key Resorts LLC, Series 2014-A, Class A, 3.22%, due 03/17/2031 | 0.01% |
| ERAC USA Finance LLC, 4.50%, due 08/16/2021 | 0.01% |
| Xylem, Inc., 3.25%, due 11/01/2026 | 0.01% |
| Phillips 66 Partners, LP, 3.55%, due 10/01/2026 | 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, 5.00%, due 12/15/2022 | 0.01% |
| Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1, 2.63%, due 12/25/2034 | 0.01% |
| CSX Corp., 3.35%, due 09/15/2049 | 0.01% |
| Alternative Loan Trust, Series 2005-54CB, Class 1A11, 5.50%, due 11/25/2035 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 13.00%, due 07/15/2033 | 0.01% |
| Boston Gas Co., 4.48%, due 02/15/2042 | 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% |
| GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9, 6.00%, due 09/25/2035 | 0.01% |
| Aetna, Inc., 4.50%, due 05/15/2042 | 0.01% |
| U.S. Treasury Bond, 1.25%, due 05/15/2050 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 06/15/2032 | 0.01% |
| Arrow Electronics, Inc., 4.50%, due 03/01/2023 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, 6.50%, due 08/15/2031 | 0.01% |
| Federal National Mortgage Association, 6.50%, due 10/01/2036 | 0.01% |
| Government National Mortgage Association, Principal Only STRIPS, due 06/16/2033 | 0.01% |
| ONEOK Partners, LP, 3.37%, due 10/01/2022 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 11/01/2037 | 0.01% |
| Public Service Co. of Oklahoma, 4.40%, due 02/01/2021 | 0.01% |
| Federal National Mortgage Association REMIC, 6.00%, due 07/25/2023 | 0.01% |
| Alternative Loan Trust, Interest Only STRIPS, Series 2005-20CB, Class 3A8, 4.59%, due 07/25/2035 | 0.01% |
| Oracle Corp., 4.30%, due 07/08/2034 | 0.01% |
| Banc of America Mortgage Trust, Series 2003-J, Class 3A2, 2.77%, due 11/25/2033 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.05%, due 06/15/2038 | 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, 2.37%, due 02/25/2036 | 0.01% |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8, 5.25%, due 10/25/2033 | 0.01% |
| Federal Home Loan Mortgage Corp., 2.39%, due 07/01/2036 | 0.01% |
| Federal Home Loan Mortgage Corp., 3.16%, due 09/01/2034 | 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. REMIC, 7.25%, due 12/15/2030 | 0.01% |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 | 0.00%** |
| Continental Airlines Pass-Through Trust, 5.98%, due 10/19/2023 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-3, Class A4, 5.75%, due 04/25/2034 | 0.00%** |
| Eaton Corp., 4.00%, due 11/02/2032 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 03/20/2037 | 0.00%** |
| CPS Auto Receivables Trust, Series 2015-C, Class D, 4.63%, due 08/16/2021 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.50%, due 08/01/2038 | 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%** |
| Federal National Mortgage Association REMIC, 24.01%, due 03/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 6.00%, due 08/25/2037 | 0.00%** |
| Government National Mortgage Association, 2.50%, due 09/16/2056 | 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%** |
| DT Auto Owner Trust, Series 2017-1A, Class D, 3.55%, due 11/15/2022 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| Government National Mortgage Association, 28.74%, due 09/20/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 23.97%, due 06/15/2034 | 0.00%** |
| PHH Alternative Mortgage Trust, Interest Only STRIPS, Series 2007-2, Class 2X, 6.00%, due 05/25/2037 | 0.00%** |
| Becton Dickinson & Co., 3.73%, due 12/15/2024 | 0.00%** |
| Baxalta, Inc., 3.60%, due 06/23/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.87%, due 01/01/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, 15.21%, due 11/25/2031 | 0.00%** |
| Federal National Mortgage Association REMIC, 22.57%, due 06/25/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 04/25/2036 | 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, 13.10%, due 10/20/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.15%, due 09/20/2035 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.25%, due 05/16/2038 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 3.10%, due 04/21/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 13.37%, due 07/25/2033 | 0.00%** |
| Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1, 2.99%, due 06/25/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.38%, 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, 5.75%, due 10/25/2042 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.01%, due 10/01/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.37%, due 11/01/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 11/25/2036 | 0.00%** |
| MPLX, LP, 4.70%, due 04/15/2048 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2013-2, Class A, 1.52%, due 03/25/2039 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.06%, due 08/01/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.59%, due 08/15/2039 | 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 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 National Mortgage Association, 3.67%, due 01/01/2036 | 0.00%** |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2, 3.11%, due 01/25/2036 | 0.00%** |
| CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 5A4, 5.25%, due 11/25/2033 | 0.00%** |
| GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3, 6.00%, due 09/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 09/25/2031 | 0.00%** |
| KGS-Alpha SBA COOF Trust, Interest Only STRIPS, Series 2014-2, Class A, 2.20%, due 04/25/2040 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 7.50%, due 02/15/2023 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.99%, due 07/25/2037 | 0.00%** |
| Kroger Co., 5.40%, due 07/15/2040 | 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%** |
| 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%** |
| JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3, 2.53%, due 11/25/2033 | 0.00%** |
| Southern California Edison Co., 1.84%, due 02/01/2022 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.75%, due 05/01/2036 | 0.00%** |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR6, Class A1, 3.11%, due 06/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp., 2.43%, due 03/01/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 04/15/2033 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.60%, due 07/20/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 0.84%, due 09/25/2022 | 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, 16.09%, due 06/17/2035 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| Banc of America Funding Trust, Principal Only STRIPS, Series 2005-7, Class 30, due 11/25/2035 | 0.00%** |
| Baxalta, Inc., 5.25%, due 06/23/2045 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 12/15/2022 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1, 3.57%, due 06/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 06/25/2036 | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 08/01/2024 | 0.00%** |
| UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA, 1.44%, due 05/10/2063 | 0.00%** |
| Bear Stearns Alt-A Trust, Series 2004-6, Class 1A, 0.79%, due 07/25/2034 | 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%** |
| Banc of America Funding Trust, Principal Only STRIPS, Series 2004-1, due 03/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 6.40%, due 11/15/2023 | 0.00%** |
| Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5, 7.00%, due 04/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 02/15/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 23.39%, due 05/25/2034 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 5.85%, due 01/15/2038 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.95%, due 10/20/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.69%, due 09/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.75%, due 02/25/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 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, 5.69%, due 09/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 | 0.00%** |
| Government National Mortgage Association, 19.76%, due 09/20/2037 | 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, 0.54%, due 08/25/2038 | 0.00%** |
| Tricolor Auto Securitization Trust, Series 2018-1A, Class A, 5.05%, due 12/15/2020 | 0.00%** |
| Federal National Mortgage Association, 6.50%, due 01/01/2036 | 0.00%** |
| CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A, 3.00%, due 05/20/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, Principal Only STRIPS, due 07/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 25.95%, due 12/25/2036 | 0.00%** |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2, 2.71%, due 04/25/2034 | 0.00%** |
| Federal National Mortgage Association REMIC, 25.59%, due 10/25/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 12.24%, due 09/25/2033 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.00%, due 05/15/2023 | 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, 6.38%, due 09/25/2037 | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 05/01/2023 | 0.00%** |
| Federal National Mortgage Association REMIC, 7.00%, due 03/25/2031 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 5.50%, due 05/15/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, 0.50%, due 08/25/2036 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 0.58%, due 02/15/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.05%, 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, Interest Only STRIPS, 6.27%, due 11/15/2037 | 0.00%** |
| Federal National Mortgage Association, 3.78%, due 01/01/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, 14.50%, due 09/15/2033 | 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, 5.68%, due 02/20/2038 | 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%** |
| Union Pacific Railroad Co. Pass-Through Trust, 4.69%, due 01/02/2024 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.12%, due 04/20/2039 | 0.00%** |
| Government National Mortgage Association, 0.72%, due 09/20/2062 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.85%, due 11/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 13.69%, due 03/25/2038 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.66%, due 04/16/2037 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.39%, due 02/25/2039 | 0.00%** |
| Banc of America Funding Trust, Series 2005-E, Class 4A1, 3.11%, due 03/20/2035 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 7.00%, due 06/25/2033 | 0.00%** |
| Federal National Mortgage Association REMIC, 14.20%, due 12/25/2032 | 0.00%** |
| Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.00%, due 09/15/2035 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.05%, 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%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 0.91%, due 08/25/2042 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.42%, due 06/25/2036 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.05%, due 06/20/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 5.94%, due 06/25/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.93%, due 06/20/2039 | 0.00%** |
| Impac Secured Assets Trust, Series 2006-2, Class 2A1, 0.50%, due 08/25/2036 | 0.00%** |
| Federal National Mortgage Association, Principal Only STRIPS, due 01/25/2033 | 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, Principal Only STRIPS, due 03/16/2033 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.55%, due 12/20/2038 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 7.85%, due 03/15/2032 | 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, 6.50%, due 02/25/2022 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.50%, due 05/25/2033 | 0.00%** |
| Government National Mortgage Association, Principal Only STRIPS, due 02/17/2033 | 0.00%** |
| Government National Mortgage Association, 0.59%, due 03/20/2060 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.62%, due 08/20/2037 | 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 12/15/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.40%, due 12/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, 24.69%, due 02/25/2032 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Principal Only STRIPS, due 05/15/2037 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.40%, due 11/20/2037 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.26%, 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 National Mortgage Association REMIC, Interest Only STRIPS, 2.80%, due 04/25/2041 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 2.73%, due 01/15/2040 | 0.00%** |
| Government National Mortgage Association, 0.84%, due 05/20/2061 | 0.00%** |
| Federal Home Loan Mortgage Corp., 3.81%, due 12/01/2036 | 0.00%** |
| Government National Mortgage Association, 0.57%, due 04/20/2060 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.50%, due 10/16/2037 | 0.00%** |
| Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 6.95%, due 07/15/2036 | 0.00%** |
| Federal National Mortgage Association REMIC, 8.00%, due 05/25/2022 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 6.15%, due 03/20/2039 | 0.00%** |
| Johnson Controls International PLC, 3.75%, due 12/01/2021 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 5.95%, due 02/16/2039 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.04%, due 03/25/2038 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.02%, due 12/25/2039 | 0.00%** |
| Federal National Mortgage Association, 6.50%, due 12/01/2022 | 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, 1.74%, due 01/25/2038 | 0.00%** |
| Government National Mortgage Association, 0.69%, due 07/20/2062 | 0.00%** |
| Government National Mortgage Association, 0.44%, 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, 16.41%, 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, 16.30%, due 10/25/2017 | 0.00%** |
| Federal National Mortgage Association REMIC, Interest Only STRIPS, 6.34%, 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) | 4.44% |
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