Transamerica

07/31/2018*


Transamerica AB Dynamic Allocation VP

Security Description % of Total Net Assets
U.S. Treasury Note, 3.62%, due 02/15/2021 2.20%
iShares JP Morgan USD Emerging Markets Bond ETF 2.04%
Government National Mortgage Association, 3.50%, due 02/20/2048 1.82%
U.S. Treasury Note, 1.62%, due 06/30/2019 1.43%
U.S. Treasury Note, 1.50%, due 05/31/2020 1.39%
U.S. Treasury Note, 0.75%, due 07/15/2019 1.37%
Federal National Mortgage Association, 4.00%, TBA 1.30%
Federal National Mortgage Association, 3.00%, due 08/01/2045 1.19%
U.S. Treasury Note, 2.62%, due 11/15/2020 1.07%
Apple, Inc. 1.02%
Microsoft Corp. 0.81%
Federal National Mortgage Association, 3.50%, due 11/01/2047 0.79%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2047 0.78%
U.S. Treasury Note, 2.75%, due 02/15/2024 0.78%
Amazon.com, Inc. 0.75%
U.S. Treasury Bond, 3.62%, due 08/15/2043 0.75%
U.S. Treasury Note, 1.50%, due 05/31/2019 0.74%
U.S. Treasury Note, 2.37%, due 08/15/2024 0.73%
Federal Home Loan Mortgage Corp., 3.50%, due 12/01/2047 0.70%
Federal National Mortgage Association, 2.50%, due 11/01/2031 0.69%
U.S. Treasury Note, 0.87%, due 04/15/2019 0.65%
U.S. Treasury Note, 2.75%, due 02/15/2028 0.63%
Federal National Mortgage Association, 4.50%, TBA 0.59%
U.S. Treasury Note, 1.62%, due 11/15/2022 0.57%
U.S. Treasury Note, 1.25%, due 01/31/2020 0.56%
U.S. Treasury Note, 1.75%, due 03/31/2022 0.54%
Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 0.53%
Ukraine Government AID Bonds, 1.47%, due 09/29/2021 0.51%
Federal Home Loan Mortgage Corp., 3.00%, TBA 0.48%
U.S. Treasury Note, 1.87%, due 07/31/2022 0.48%
U.S. Treasury Note, 1.25%, due 10/31/2021 0.47%
U.S. Treasury Note, 3.50%, due 05/15/2020 0.46%
JPMorgan Chase & Co. 0.45%
Facebook, Inc., Class A 0.43%
Alphabet, Inc., Class A 0.42%
Alphabet, Inc., Class C 0.41%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.41%
Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 0.41%
Government National Mortgage Association, 3.00%, due 09/20/2047 0.40%
Federal National Mortgage Association, 3.50%, due 11/01/2047 0.40%
Exxon Mobil Corp. 0.39%
Johnson & Johnson 0.37%
U.S. Treasury Note, 2.12%, due 05/15/2025 0.37%
Federal National Mortgage Association, 1.87%, due 09/24/2026 0.36%
U.S. Treasury Note, 1.87%, due 11/30/2021 0.36%
U.S. Treasury Note, 1.87%, due 10/31/2022 0.36%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.35%
Iraq Government AID Bond, 2.14%, due 01/18/2022 0.35%
U.S. Treasury Note, 1.37%, due 06/30/2023 0.35%
U.S. Treasury Note, 2.25%, due 02/29/2020 0.35%
Bank of America Corp. 0.34%
U.S. Treasury Note, 1.75%, due 05/15/2023 0.34%
Government National Mortgage Association, 3.00%, due 04/20/2046 0.33%
Federal National Mortgage Association, 3.00%, due 04/01/2030 0.32%
U.S. Treasury Note, 2.00%, due 02/15/2025 0.31%
Federal National Mortgage Association, 3.50%, due 01/01/2048 0.31%
Wells Fargo & Co. 0.30%
U.S. Treasury Bond, 3.75%, due 08/15/2041 0.30%
Federal National Mortgage Association, 2.62%, due 09/06/2024 0.30%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.29%
U.S. Treasury Note, 1.12%, due 02/28/2021 0.29%
Government National Mortgage Association, 4.00%, due 11/20/2045 0.28%
Home Depot, Inc. 0.28%
Visa, Inc., Class A 0.28%
AT&T, Inc. 0.27%
Federal Home Loan Mortgage Corp., 4.00%, TBA 0.27%
CBS Corp., 3.50%, due 01/15/2025 0.27%
Nestle SA 0.26%
U.S. Treasury Bond, 5.50%, due 08/15/2028 0.26%
Berkshire Hathaway, Inc., Class B 0.26%
U.S. Treasury Note, 2.62%, due 08/15/2020 0.26%
UnitedHealth Group, Inc. 0.26%
Verizon Communications, Inc. 0.25%
U.S. Treasury Note, 2.37%, due 05/15/2027 0.25%
Chevron Corp. 0.25%
Pfizer, Inc. 0.25%
Federal Home Loan Mortgage Corp., 4.00%, due 02/01/2046 0.24%
Boeing Co. 0.24%
Mexico Government International Bond, 4.00%, due 10/02/2023 0.24%
Citigroup, Inc., 3.87%, due 10/25/2023 0.24%
U.S. Treasury Bond, 6.12%, due 11/15/2027 0.24%
Goldman Sachs Group, Inc., 4.00%, due 03/03/2024 0.24%
Government National Mortgage Association, 3.00%, due 12/20/2046 0.24%
Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 0.24%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.24%
Intel Corp. 0.23%
U.S. Treasury Note, 2.00%, due 07/31/2022 0.23%
Government National Mortgage Association, 3.00%, due 05/20/2046 0.23%
Mastercard, Inc., Class A 0.22%
CCUBS Commercial Mortgage Trust, Series 2017-C1, Class A4, 3.54%, due 11/15/2050 0.22%
Novartis AG 0.22%
U.S. Treasury Bond, 2.50%, due 02/15/2046 0.22%
Cisco Systems, Inc. 0.22%
Citigroup, Inc. 0.22%
U.S. Treasury Note, 1.62%, due 11/30/2020 0.21%
Procter & Gamble Co. 0.21%
PepsiCo, Inc. 0.21%
HSBC Holdings PLC 0.21%
U.S. Treasury Note, 2.12%, due 11/30/2023 0.21%
Comcast Corp., Class A 0.21%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 0.21%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.21%
Coca-Cola Co. 0.20%
Ally Auto Receivables Trust, Series 2016-2, Class A4, 1.60%, due 01/15/2021 0.20%
DowDuPont, Inc. 0.20%
Federal National Mortgage Association, 3.00%, due 12/01/2047 0.20%
Oracle Corp. 0.19%
U.S. Treasury Bond, 3.12%, due 11/15/2041 0.19%
U.S. Treasury Bill, 1.90%, due 08/16/2018 0.19%
Federal Home Loan Mortgage Corp., 4.00%, due 07/01/2044 0.19%
Government National Mortgage Association, 4.50%, due 07/20/2045 0.19%
Merck & Co., Inc. 0.19%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.18%
Inter-American Development Bank, Series MTN, 3.87%, due 02/14/2020 0.18%
Roche Holding AG 0.18%
Walt Disney Co. 0.18%
Federal National Mortgage Association, 3.50%, due 04/01/2047 0.18%
Philip Morris International, Inc. 0.18%
AbbVie, Inc. 0.17%
Federal National Mortgage Association, 7.25%, due 05/15/2030 0.17%
NVIDIA Corp. 0.17%
CSAIL Commercial Mortgage Trust, Series 2015-C4, Class A4, 3.80%, due 11/15/2048 0.17%
3M Co. 0.17%
TOTAL SA 0.16%
Amazon.com, Inc., 3.80%, due 12/05/2024 0.16%
U.S. Treasury Note, 2.75%, due 02/15/2019 0.16%
Royal Dutch Shell PLC, Class A 0.16%
COMM Mortgage Trust, Series 2015-DC1, Class A5, 3.35%, due 02/10/2048 0.16%
Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 0.16%
Abbott Laboratories 0.16%
Toyota Motor Corp. 0.16%
COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 0.16%
Walmart, Inc. 0.16%
JPMorgan Chase & Co., 4.40%, due 07/22/2020 0.16%
Federal National Mortgage Association, 6.62%, due 11/15/2030 0.16%
Sempra Energy, 4.05%, due 12/01/2023 0.15%
Netflix, Inc. 0.15%
McDonald's Corp. 0.15%
BP PLC 0.15%
Federal National Mortgage Association, 2.50%, due 01/01/2032 0.15%
Honeywell International, Inc. 0.15%
British American Tobacco PLC 0.15%
Medtronic PLC 0.15%
Adobe Systems, Inc. 0.14%
Xerox Corp., 3.62%, due 03/15/2023 0.14%
Altria Group, Inc. 0.14%
Union Pacific Corp. 0.14%
Royal Dutch Shell PLC, Class B 0.14%
HSBC Holdings PLC, 4.58%, due 06/19/2029 0.14%
Home Depot, Inc., 1.80%, due 06/05/2020 0.14%
International Business Machines Corp. 0.14%
Gilead Sciences, Inc. 0.14%
BP Capital Markets PLC, 2.52%, due 01/15/2020 0.14%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.14%
HSBC Holdings PLC, 2.95%, due 05/25/2021 0.14%
United Technologies Corp. 0.14%
21st Century Fox America, Inc., 6.15%, due 02/15/2041 0.14%
Tennessee Gas Pipeline Co. LLC, 7.00%, due 10/15/2028 0.14%
Amgen, Inc. 0.14%
Reynolds American, Inc., 5.85%, due 08/15/2045 0.14%
Microsoft Corp., 3.70%, due 08/08/2046 0.14%
Prudential Financial, Inc., 5.62%, due 06/15/2043 0.14%
salesforce.com, Inc. 0.14%
Altria Group, Inc., 2.85%, due 08/09/2022 0.14%
Apple, Inc., 4.65%, due 02/23/2046 0.14%
General Electric Co. 0.14%
Warner Media LLC, 3.80%, due 02/15/2027 0.14%
LYB International Finance II BV, 3.50%, due 03/02/2027 0.14%
Kraft Heinz Foods Co., 3.00%, due 06/01/2026 0.14%
International Paper Co., 3.00%, due 02/15/2027 0.14%
Dow Chemical Co., 4.37%, due 11/15/2042 0.14%
Citigroup, Inc., 3.75%, due 06/16/2024 0.14%
U.S. Treasury Bond, 2.87%, due 11/15/2046 0.14%
Warner Media LLC, 3.55%, due 06/01/2024 0.14%
Oracle Corp., 3.25%, due 05/15/2030 0.14%
Celgene Corp., 3.87%, due 08/15/2025 0.14%
AT&T, Inc., 3.40%, due 05/15/2025 0.14%
Government National Mortgage Association, 4.50%, due 07/20/2041 0.14%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.14%
Federal National Mortgage Association, 4.00%, due 10/01/2043 0.13%
JPMorgan Chase & Co., 3.62%, due 05/13/2024 0.13%
Comcast Corp., 4.75%, due 03/01/2044 0.13%
GE Capital International Funding Co. Unlimited Co., 4.41%, due 11/15/2035 0.13%
Enterprise Products Operating LLC, 3.70%, due 02/15/2026 0.13%
Anheuser-Busch InBev Finance, Inc., 3.70%, due 02/01/2024 0.13%
Deutsche Telekom International Finance BV, 4.87%, due 03/06/2042 0.13%
International Business Machines Corp., 3.62%, due 02/12/2024 0.13%
Tyson Foods, Inc., 3.95%, due 08/15/2024 0.13%
Dominion Energy, Inc., 3.90%, due 10/01/2025 0.13%
MetLife, Inc., 6.40%, due 12/15/2066 0.13%
QUALCOMM, Inc. 0.13%
Texas Instruments, Inc. 0.13%
Duke Energy Carolinas LLC, 4.25%, due 12/15/2041 0.13%
Chubb INA Holdings, Inc., 6.70%, due 05/15/2036 0.13%
Diageo Capital PLC, 4.82%, due 07/15/2020 0.13%
Newell Brands, Inc., 3.90%, due 11/01/2025 0.13%
Costco Wholesale Corp. 0.13%
Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 0.13%
Pacific Gas & Electric Co., 3.50%, due 06/15/2025 0.13%
Lowe's Cos., Inc. 0.13%
Hartford Financial Services Group, Inc., 5.50%, due 03/30/2020 0.13%
Royal Bank of Canada 0.13%
Southern California Edison Co., 5.55%, due 01/15/2036 0.12%
U.S. Treasury Note, 2.25%, due 08/15/2027 0.12%
Bristol-Myers Squibb Co. 0.12%
Bayer AG 0.12%
Toronto-Dominion Bank 0.12%
AstraZeneca PLC 0.12%
SAP SE 0.12%
iShares Core MSCI Emerging Markets ETF 0.12%
Allianz SE 0.12%
U.S. Treasury Note, 2.50%, due 03/31/2023 0.12%
Booking Holdings, Inc. 0.11%
U.S. Treasury Bond, 3.00%, due 05/15/2047 0.11%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.11%
Goldman Sachs Group, Inc. 0.11%
Federal National Mortgage Association, 4.00%, due 12/01/2040 0.11%
NIKE, Inc., Class B 0.11%
Siemens AG 0.11%
Unilever NV, CVA 0.11%
Prudential Financial, Inc., Series MTN, 3.50%, due 05/15/2024 0.11%
Commonwealth Bank of Australia 0.11%
Republic of Poland Government International Bond, 3.25%, due 04/06/2026 0.11%
Energy Transfer Partners, LP, 6.12%, due 12/15/2045 0.11%
Banco Santander SA 0.11%
Lockheed Martin Corp. 0.11%
Diageo PLC 0.11%
Plains All American Pipeline, LP / PAA Finance Corp., 3.60%, due 11/01/2024 0.11%
ConocoPhillips, 6.50%, due 02/01/2039 0.11%
Shell International Finance BV, 6.37%, due 12/15/2038 0.11%
AIA Group, Ltd. 0.11%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.11%
Sanofi 0.11%
Broadcom, Inc. 0.11%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.11%
ConocoPhillips 0.11%
GlaxoSmithKline PLC 0.11%
JPMorgan Chase & Co., 3.37%, due 05/01/2023 0.11%
Citigroup, Inc., 3.50%, due 05/15/2023 0.11%
American Express Co. 0.11%
BASF SE 0.11%
CVS Health Corp., 4.78%, due 03/25/2038 0.11%
Eli Lilly & Co. 0.11%
LVMH Moet Hennessy Louis Vuitton SE 0.10%
Goldman Sachs Group, Inc., 3.62%, due 01/22/2023 0.10%
Accenture PLC, Class A 0.10%
Novo Nordisk A/S, Class B 0.10%
US Bancorp 0.10%
Government National Mortgage Association, 4.00%, due 12/15/2040 0.10%
E.I. du Pont de Nemours & Co., 2.80%, due 02/15/2023 0.10%
Ford Motor Co., 4.75%, due 01/15/2043 0.10%
Morgan Stanley, 4.87%, due 11/01/2022 0.10%
Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 0.10%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.10%
BHP Billiton, Ltd. 0.10%
Thermo Fisher Scientific, Inc. 0.10%
Starbucks Corp. 0.10%
U.S. Treasury Bond, 6.00%, due 02/15/2026 0.10%
Federal National Mortgage Association, 3.50%, due 07/01/2047 0.10%
European Investment Bank, 4.87%, due 02/15/2036 0.10%
Schlumberger, Ltd. 0.10%
PayPal Holdings, Inc. 0.10%
Celgene Corp. 0.10%
Biogen, Inc. 0.09%
U.S. Treasury Bond, 3.75%, due 11/15/2043 0.09%
Caterpillar, Inc. 0.09%
Federal Home Loan Mortgage Corp., 6.75%, due 03/15/2031 0.09%
American International Group, Inc. 0.09%
Westpac Banking Corp. 0.09%
Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2047 0.09%
FedEx Corp. 0.09%
Morgan Stanley 0.09%
Israel Government International Bond, 5.12%, due 03/26/2019 0.09%
United Parcel Service, Inc., Class B 0.09%
Airbus SE 0.09%
CSX Corp. 0.09%
Phillips 66 0.09%
Viacom, Inc., 3.87%, due 04/01/2024 0.09%
Intuitive Surgical, Inc. 0.09%
CVS Health Corp. 0.09%
Aetna, Inc. 0.09%
Federal Home Loan Mortgage Corp., 5.00%, due 04/01/2040 0.08%
Northrop Grumman Corp. 0.08%
International Bank for Reconstruction & Development, Series MTN, 4.75%, due 02/15/2035 0.08%
Verizon Communications, Inc., 4.86%, due 08/21/2046 0.08%
American Tower Corp., REIT 0.08%
ASML Holding NV 0.08%
NextEra Energy, Inc. 0.08%
Daimler AG 0.08%
EOG Resources, Inc. 0.08%
Automatic Data Processing, Inc. 0.08%
Hungary Government International Bond, 7.62%, due 03/29/2041 0.08%
Anheuser-Busch InBev SA 0.08%
Synchrony Credit Card Master Note Trust, Series 2016-1, Class A, 2.04%, due 03/15/2022 0.08%
Verizon Communications, Inc., 5.15%, due 09/15/2023 0.08%
Raytheon Co. 0.08%
Comcast Cable Communications Holdings, Inc., 9.45%, due 11/15/2022 0.08%
PNC Financial Services Group, Inc. 0.08%
Lloyds Banking Group PLC 0.08%
CSL, Ltd. 0.08%
Mitsubishi UFJ Financial Group, Inc. 0.08%
BNP Paribas SA 0.08%
Duke Energy Corp. 0.08%
Motorola Solutions, Inc. 0.08%
Expedia Group, Inc., 3.80%, due 02/15/2028 0.08%
Prudential PLC 0.08%
Bank of New York Mellon Corp. 0.08%
Rio Tinto PLC 0.08%
CME Group, Inc. 0.07%
UBS Group AG 0.07%
Federal National Mortgage Association, 3.00%, due 05/01/2027 0.07%
Mondelez International, Inc., Class A 0.07%
Sherwin-Williams Co. 0.07%
Activision Blizzard, Inc. 0.07%
NetApp, Inc. 0.07%
Charter Communications, Inc., Class A 0.07%
Air Products & Chemicals, Inc. 0.07%
TJX Cos., Inc. 0.07%
Reckitt Benckiser Group PLC 0.07%
Cognizant Technology Solutions Corp., Class A 0.07%
Bank of Nova Scotia 0.07%
ING Groep NV 0.07%
General Dynamics Corp. 0.07%
Canadian National Railway Co. 0.07%
Illinois Tool Works, Inc. 0.07%
HSBC Bank USA NA, 4.87%, due 08/24/2020 0.07%
Suncor Energy, Inc. 0.07%
Sony Corp. 0.07%
Charles Schwab Corp. 0.07%
Chubb, Ltd. 0.07%
Unilever PLC 0.07%
Allergan PLC 0.07%
BlackRock, Inc. 0.07%
Australia & New Zealand Banking Group, Ltd. 0.07%
Walgreens Boots Alliance, Inc. 0.07%
Simon Property Group, Inc., REIT 0.07%
Glencore PLC 0.07%
SoftBank Group Corp. 0.07%
Cooperatieve Rabobank UA, Series MTN, 2.25%, due 01/14/2020 0.07%
Occidental Petroleum Corp. 0.07%
National Australia Bank, Ltd. 0.07%
Applied Materials, Inc. 0.07%
Applied Materials, Inc., 5.85%, due 06/15/2041 0.07%
Deutsche Telekom AG 0.07%
Vodafone Group PLC 0.07%
Intercontinental Exchange, Inc. 0.07%
Vodafone Group PLC, 4.37%, due 03/16/2021 0.07%
Apple, Inc., 4.25%, due 02/09/2047 0.07%
Capital One Financial Corp. 0.07%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-SGP, Class A, 3.77%, due 07/15/2036 0.07%
Newmont Mining Corp. 0.07%
Cigna Corp. 0.07%
Government National Mortgage Association, 5.00%, due 09/20/2041 0.07%
Express Scripts Holding Co. 0.07%
Micron Technology, Inc. 0.07%
Deere & Co. 0.07%
Vinci SA 0.07%
Southern California Edison Co., 4.00%, due 04/01/2047 0.06%
Colgate-Palmolive Co. 0.06%
Anthem, Inc. 0.06%
Verizon Communications, Inc., 4.60%, due 04/01/2021 0.06%
General Motors Co. 0.06%
Becton Dickinson and Co. 0.06%
Air Liquide SA 0.06%
United Technologies Corp., 4.50%, due 06/01/2042 0.06%
S&P Global, Inc. 0.06%
European Investment Bank, 2.87%, due 09/15/2020 0.06%
Zurich Insurance Group AG 0.06%
Federal National Mortgage Association, 5.00%, due 05/01/2040 0.06%
Public Storage, REIT 0.06%
L'Oreal SA 0.06%
GlaxoSmithKline Capital PLC, 2.85%, due 05/08/2022 0.06%
Enbridge, Inc. 0.06%
Danaher Corp. 0.06%
Weyerhaeuser Co., REIT 0.06%
UnitedHealth Group, Inc., 4.25%, due 04/15/2047 0.06%
Bank of America Corp., Series MTN, 5.62%, due 07/01/2020 0.06%
Bank of Montreal 0.06%
Stryker Corp. 0.06%
Shire PLC 0.06%
Keyence Corp. 0.06%
Sumitomo Mitsui Financial Group, Inc. 0.06%
American International Group, Inc., 6.25%, due 05/01/2036 0.06%
AbbVie, Inc., 4.40%, due 11/06/2042 0.06%
Morgan Stanley, Series MTN, 5.50%, due 07/24/2020 0.06%
Travelers Cos., Inc. 0.06%
Eni SpA 0.06%
Microsoft Corp., 4.00%, due 02/08/2021 0.06%
Berkshire Hathaway, Inc., 3.75%, due 08/15/2021 0.06%
Banco Bilbao Vizcaya Argentaria SA 0.06%
adidas AG 0.06%
Marsh & McLennan Cos., Inc., 4.35%, due 01/30/2047 0.06%
Intuit, Inc. 0.06%
Johnson & Johnson, 3.55%, due 05/15/2021 0.06%
Prudential Financial, Inc. 0.06%
Iberdrola SA 0.06%
Danone SA 0.06%
Cisco Systems, Inc., 5.90%, due 02/15/2039 0.06%
Barclays PLC, 5.25%, due 08/17/2045 0.06%
Devon Energy Corp. 0.06%
Bank of America Corp., Series MTN, 4.44%, due 01/20/2048 0.06%
Federal Home Loan Mortgage Corp., 5.00%, due 12/01/2038 0.06%
Hess Corp. 0.06%
Citigroup, Inc., 6.12%, due 08/25/2036 0.06%
Credit Suisse Group AG 0.06%
Emerson Electric Co. 0.06%
TransCanada PipeLines, Ltd., 9.87%, due 01/01/2021 0.05%
Devon Energy Corp., 5.00%, due 06/15/2045 0.05%
Vertex Pharmaceuticals, Inc. 0.05%
Morgan Stanley, 4.37%, due 01/22/2047 0.05%
Valero Energy Corp. 0.05%
Honda Motor Co., Ltd. 0.05%
Humana, Inc. 0.05%
KDDI Corp. 0.05%
Government National Mortgage Association, 4.50%, due 05/15/2040 0.05%
Target Corp. 0.05%
Swap Agreement, Receive, North America Investment Grade Index - Series 30 0.05%
Twenty-First Century Fox, Inc., Class A 0.05%
Praxair, Inc. 0.05%
PACCAR, Inc. 0.05%
Commonwealth Bank of Australia, 4.31%, due 01/10/2048 0.05%
MetLife, Inc. 0.05%
Mizuho Financial Group, Inc. 0.05%
ABB, Ltd. 0.05%
Lockheed Martin Corp., 4.07%, due 12/15/2042 0.05%
Boston Scientific Corp. 0.05%
Intesa Sanpaolo SpA 0.05%
Kering SA 0.05%
Burlington Northern Santa Fe LLC, 4.40%, due 03/15/2042 0.05%
Anheuser-Busch InBev Worldwide, Inc., 8.20%, due 01/15/2039 0.05%
Federal Home Loan Mortgage Corp., 5.50%, due 04/01/2038 0.05%
PepsiCo, Inc., 3.00%, due 08/25/2021 0.05%
TransCanada Corp. 0.05%
Welltower, Inc., REIT, 4.95%, due 01/15/2021 0.05%
Wesfarmers, Ltd. 0.05%
Safran SA 0.05%
T. Rowe Price Group, Inc. 0.05%
BHP Billiton PLC 0.05%
Fortive Corp. 0.05%
ONEOK, Inc. 0.05%
M&T Bank Corp. 0.05%
State of California, 7.60%, due 11/01/2040 0.05%
BB&T Corp. 0.05%
Canadian Natural Resources, Ltd. 0.05%
WEC Energy Group, Inc. 0.05%
Dominion Energy, Inc. 0.05%
Wells Fargo & Co., 3.45%, due 02/13/2023 0.05%
Moody's Corp. 0.05%
Waste Management, Inc. 0.05%
Amgen, Inc., 4.66%, due 06/15/2051 0.05%
Anthem, Inc., 4.55%, due 03/01/2048 0.05%
Linde AG 0.05%
Progress Energy, Inc., 4.40%, due 01/15/2021 0.05%
Societe Generale SA 0.05%
Government National Mortgage Association, 4.00%, due 11/20/2041 0.05%
State Street Corp. 0.05%
Cie Financiere Richemont SA 0.05%
Enel SpA 0.05%
Marsh & McLennan Cos., Inc. 0.05%
Aptiv PLC 0.05%
Tesla, Inc. 0.05%
Crown Castle International Corp., REIT 0.05%
Marriott International, Inc., Class A 0.05%
HP, Inc. 0.05%
Eaton Corp. PLC 0.05%
Halliburton Co. 0.05%
Las Vegas Sands Corp. 0.05%
Barclays PLC 0.05%
Raytheon Co., 2.50%, due 12/15/2022 0.05%
United Parcel Service, Inc., 2.45%, due 10/01/2022 0.05%
Zoetis, Inc. 0.05%
Canadian Imperial Bank of Commerce 0.05%
Barrick North America Finance LLC, 5.70%, due 05/30/2041 0.05%
Costco Wholesale Corp., 1.70%, due 12/15/2019 0.05%
National Grid PLC 0.05%
Illumina, Inc. 0.05%
Marathon Petroleum Corp. 0.05%
HCA Healthcare, Inc. 0.05%
Johnson Controls International PLC 0.05%
United Continental Holdings, Inc. 0.05%
Nucor Corp. 0.05%
Brookfield Asset Management, Inc., Class A 0.05%
Kao Corp. 0.05%
Schneider Electric SE 0.05%
Koninklijke Philips NV 0.04%
Kimberly-Clark Corp. 0.04%
Pernod Ricard SA 0.04%
Omnicom Group, Inc. 0.04%
New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 0.04%
UniCredit SpA 0.04%
FANUC Corp. 0.04%
Apache Corp. 0.04%
Mitsubishi Corp. 0.04%
Corning, Inc., 4.75%, due 03/15/2042 0.04%
Telefonica SA 0.04%
Twitter, Inc. 0.04%
Rio Tinto Finance USA PLC, 4.12%, due 08/21/2042 0.04%
Fastenal Co. 0.04%
National Rural Utilities Cooperative Finance Corp., 3.05%, due 02/15/2022 0.04%
Compass Group PLC 0.04%
Newmont Mining Corp., 4.87%, due 03/15/2042 0.04%
Ecolab, Inc., 5.50%, due 12/08/2041 0.04%
Twenty-First Century Fox, Inc., Class B 0.04%
Fiserv, Inc. 0.04%
Southern Co. 0.04%
Boston Properties, Inc., REIT 0.04%
Zimmer Biomet Holdings, Inc. 0.04%
Praxair, Inc., 3.55%, due 11/07/2042 0.04%
CMS Energy Corp. 0.04%
Industria de Diseno Textil SA 0.04%
Eversource Energy 0.04%
Cintas Corp. No. 2, 4.30%, due 06/01/2021 0.04%
Time Warner Cable LLC, 5.00%, due 02/01/2020 0.04%
Seagate Technology PLC 0.04%
Regeneron Pharmaceuticals, Inc. 0.04%
Vivendi SA 0.04%
Tokio Marine Holdings, Inc. 0.04%
LyondellBasell Industries NV, Class A 0.04%
Manulife Financial Corp. 0.04%
British Telecommunications PLC, 9.62%, due 12/15/2030 0.04%
Host Hotels & Resorts, Inc., REIT 0.04%
Exelon Generation Co. LLC, 4.00%, due 10/01/2020 0.04%
Los Angeles Department of Water & Power Power System Revenue, 6.57%, due 07/01/2045 0.04%
Ameriprise Financial, Inc. 0.04%
Occidental Petroleum Corp., 2.70%, due 02/15/2023 0.04%
Kinder Morgan, Inc. 0.04%
Baxter International, Inc. 0.04%
Nidec Corp. 0.04%
Public Service Enterprise Group, Inc. 0.04%
BlackRock, Inc., 5.00%, due 12/10/2019 0.04%
NXP Semiconductors NV 0.04%
Citrix Systems, Inc. 0.04%
Lowe's Cos., Inc., 3.80%, due 11/15/2021 0.04%
American Electric Power Co., Inc. 0.04%
Essilor International Cie Generale d'Optique SA 0.04%
Anadarko Petroleum Corp. 0.04%
Electronic Arts, Inc. 0.04%
Dallas Area Rapid Transit, Series B, 5.99%, due 12/01/2044 0.04%
Shin-Etsu Chemical Co., Ltd. 0.04%
Coca-Cola Co., 3.30%, due 09/01/2021 0.04%
Medtronic, Inc., 4.50%, due 03/15/2042 0.04%
XL Group, Ltd. 0.04%
eBay, Inc. 0.04%
U.S. Treasury Note, 2.00%, due 11/30/2022 0.04%
Muenchener Rueckversicherungs-Gesellschaft AG 0.04%
Symantec Corp. 0.04%
Recruit Holdings Co., Ltd. 0.04%
Canadian Pacific Railway, Ltd. 0.04%
Devon Energy Corp., 4.75%, due 05/15/2042 0.04%
Orange SA 0.04%
Government National Mortgage Association, 5.50%, due 12/20/2038 0.04%
Takeda Pharmaceutical Co., Ltd. 0.04%
DBS Group Holdings, Ltd. 0.04%
Imperial Brands PLC 0.04%
Amadeus IT Group SA 0.04%
Loews Corp. 0.04%
Norfolk Southern Corp. 0.04%
Yum! Brands, Inc. 0.04%
Swiss Re AG 0.04%
Nippon Telegraph & Telephone Corp. 0.04%
PG&E Corp. 0.04%
New York City Water & Sewer System, 5.44%, due 06/15/2043 0.04%
RELX PLC 0.04%
Japan Tobacco, Inc. 0.04%
U.S. Treasury Bond, 4.50%, due 08/15/2039 0.04%
Standard Chartered PLC 0.04%
CK Hutchison Holdings, Ltd. 0.04%
Equinix, Inc., REIT 0.04%
TransCanada PipeLines, Ltd., 3.80%, due 10/01/2020 0.04%
Nintendo Co., Ltd. 0.04%
Synchrony Financial 0.04%
Exelon Corp. 0.04%
East Japan Railway Co. 0.04%
Federal National Mortgage Association, 5.50%, due 12/01/2039 0.04%
Seven & i Holdings Co., Ltd. 0.04%
GGP, Inc., REIT 0.04%
VMware, Inc., Class A 0.04%
Kinder Morgan Energy Partners, LP, 5.30%, due 09/15/2020 0.04%
Nutrien, Ltd. 0.04%
Philip Morris International, Inc., 6.37%, due 05/16/2038 0.04%
Ford Motor Co. 0.04%
Central Japan Railway Co. 0.04%
EMS-Chemie Holding AG 0.04%
Federal National Mortgage Association, 6.00%, due 02/01/2040 0.04%
Macy's, Inc. 0.04%
Federal National Mortgage Association, 5.00%, due 04/01/2040 0.04%
Fresenius SE & Co. KGaA 0.04%
Consolidated Edison, Inc. 0.04%
Constellation Brands, Inc., Class A 0.04%
Analog Devices, Inc. 0.04%
Union Pacific Corp., 3.79%, due 10/01/2051 0.04%
Equinor ASA 0.04%
Deutsche Post AG 0.04%
McKesson Corp. 0.04%
Altria Group, Inc., 9.25%, due 08/06/2019 0.04%
AstraZeneca PLC, 6.45%, due 09/15/2037 0.04%
Welltower, Inc., REIT 0.04%
Mosaic Co., 5.62%, due 11/15/2043 0.04%
Volkswagen AG, 2.70% 0.04%
Volvo AB, Class B 0.04%
Ventas, Inc., REIT 0.03%
Hitachi, Ltd. 0.03%
Hong Kong Exchanges & Clearing, Ltd. 0.03%
Fresenius Medical Care AG & Co. KGaA 0.03%
Mitsui & Co., Ltd. 0.03%
Skyworks Solutions, Inc. 0.03%
Kraft Heinz Co. 0.03%
O'Reilly Automotive, Inc. 0.03%
Akzo Nobel NV 0.03%
Hormel Foods Corp. 0.03%
Panasonic Corp. 0.03%
Murata Manufacturing Co., Ltd. 0.03%
Roper Technologies, Inc. 0.03%
Gap, Inc. 0.03%
RELX NV 0.03%
Tokyo Electron, Ltd. 0.03%
Engie SA 0.03%
Canon, Inc. 0.03%
Daikin Industries, Ltd. 0.03%
Woolworths Group, Ltd. 0.03%
Astellas Pharma, Inc. 0.03%
Warner Media LLC, 4.70%, due 01/15/2021 0.03%
Shiseido Co., Ltd. 0.03%
Komatsu, Ltd. 0.03%
Nokia OYJ 0.03%
Kimberly-Clark Corp., 3.87%, due 03/01/2021 0.03%
Nordea Bank AB 0.03%
Franklin Resources, Inc. 0.03%
Tesco PLC 0.03%
Aviva PLC 0.03%
Florida Power & Light Co., 4.12%, due 02/01/2042 0.03%
NTT DOCOMO, Inc. 0.03%
NN Group NV 0.03%
JXTG Holdings, Inc. 0.03%
TD Ameritrade Holding Corp. 0.03%
Bayerische Motoren Werke AG 0.03%
Delta Air Lines, Inc. 0.03%
Allstate Corp. 0.03%
Edwards Lifesciences Corp. 0.03%
Fidelity National Information Services, Inc. 0.03%
Tapestry, Inc. 0.03%
Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 02/15/2021 0.03%
Barclays Bank PLC, 5.14%, due 10/14/2020 0.03%
Koninklijke Ahold Delhaize NV 0.03%
Amphenol Corp., Class A 0.03%
Koninklijke DSM NV 0.03%
Workday, Inc., Class A 0.03%
Heineken NV 0.03%
Hewlett Packard Enterprise Co. 0.03%
SBA Communications Corp., REIT 0.03%
Goldman Sachs Group, Inc., 6.12%, due 02/15/2033 0.03%
BioMarin Pharmaceutical, Inc. 0.03%
Anglo American PLC 0.03%
Bridgestone Corp. 0.03%
Infineon Technologies AG 0.03%
Sun Hung Kai Properties, Ltd. 0.03%
Macquarie Group, Ltd. 0.03%
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.03%
PepsiCo, Inc., 4.25%, due 10/22/2044 0.03%
Transurban Group 0.03%
Mitsubishi Electric Corp. 0.03%
Federal National Mortgage Association, 5.50%, due 04/01/2036 0.03%
Western Digital Corp. 0.03%
Dover Corp. 0.03%
Deutsche Bank AG 0.03%
Alexion Pharmaceuticals, Inc. 0.03%
ITOCHU Corp. 0.03%
AEP Texas, Inc., 6.65%, due 02/15/2033 0.03%
Lonza Group AG 0.03%
Ameren Illinois Co., 9.75%, due 11/15/2018 0.03%
Kirin Holdings Co., Ltd. 0.03%
Wynn Resorts, Ltd. 0.03%
Link REIT 0.03%
Baker Hughes a GE Co. 0.03%
CRH PLC 0.03%
Citizens Financial Group, Inc. 0.03%
Denso Corp. 0.03%
Fiat Chrysler Automobiles NV 0.03%
Repsol SA 0.03%
Mellon Capital IV, 4.00%, due 08/31/2018 0.03%
Regions Financial Corp. 0.03%
Sun Life Financial, Inc. 0.03%
Entergy Texas, Inc., 7.12%, due 02/01/2019 0.03%
Oversea-Chinese Banking Corp., Ltd. 0.03%
Capgemini SE 0.03%
Republic Services, Inc. 0.03%
BT Group PLC 0.03%
DENTSPLY SIRONA, Inc. 0.03%
DISH Network Corp., Class A 0.03%
Vonovia SE 0.03%
Consolidated Edison Co. of New York, Inc., 5.30%, due 03/01/2035 0.03%
Church & Dwight Co., Inc. 0.03%
Scentre Group, REIT 0.03%
Oncor Electric Delivery Co. LLC, 6.80%, due 09/01/2018 0.03%
CenterPoint Energy Resources Corp., 4.10%, due 09/01/2047 0.03%
Mitsui Fudosan Co., Ltd. 0.03%
E.ON SE 0.03%
United Overseas Bank, Ltd. 0.03%
Daiichi Sankyo Co., Ltd. 0.03%
Nissan Motor Co., Ltd. 0.03%
Rio Tinto, Ltd. 0.03%
KeyCorp 0.03%
Rockwell Collins, Inc. 0.03%
CLP Holdings, Ltd. 0.03%
American Water Works Co., Inc. 0.03%
Woodside Petroleum, Ltd. 0.03%
Hoya Corp. 0.03%
Hartford Financial Services Group, Inc. 0.03%
Pioneer Natural Resources Co. 0.03%
Celanese Corp., Series A 0.03%
Ralph Lauren Corp. 0.03%
Estee Lauder Cos., Inc., Class A 0.03%
Danske Bank A/S 0.03%
21st Century Fox America, Inc., 6.55%, due 03/15/2033 0.03%
Wisconsin Electric Power Co., 2.95%, due 09/15/2021 0.03%
Noble Energy, Inc. 0.03%
Rockwell Automation, Inc. 0.03%
Valero Energy Corp., 6.12%, due 02/01/2020 0.03%
Prudential Financial, Inc., Series MTN, 5.37%, due 06/21/2020 0.03%
Vornado Realty Trust, REIT 0.03%
Henkel AG & Co. KGaA, 1.61% 0.03%
CK Asset Holdings, Ltd. 0.03%
Carnival PLC 0.03%
American Tower Corp., 5.05%, due 09/01/2020 0.03%
Kroger Co. 0.03%
Exelon Corp., 5.15%, due 12/01/2020 0.03%
Williams Partners, LP, 5.25%, due 03/15/2020 0.03%
ConocoPhillips Holding Co., 6.95%, due 04/15/2029 0.03%
DNB ASA 0.03%
Swedbank AB, Class A 0.03%
BAE Systems PLC 0.03%
Sampo OYJ, Class A 0.03%
Sandvik AB 0.03%
Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2039 0.03%
Galaxy Entertainment Group, Ltd. 0.03%
Pearson PLC 0.03%
Capital One Financial Corp., 3.50%, due 06/15/2023 0.03%
WPP PLC 0.03%
Futures Contracts, Long, U.S. Treasury Bond 0.03%
DXC Technology Co., 7.45%, due 10/15/2029 0.03%
International Business Machines Corp., 4.00%, due 06/20/2042 0.03%
Sumitomo Corp. 0.03%
Cie Generale des Etablissements Michelin SCA 0.03%
Mitsubishi Estate Co., Ltd. 0.03%
Sky PLC 0.03%
Arconic, Inc. 0.03%
Atlas Copco AB, A Shares 0.03%
Geberit AG 0.03%
Dollar Tree, Inc. 0.03%
21st Century Fox America, Inc., 5.65%, due 08/15/2020 0.03%
Continental AG 0.03%
PPG Industries, Inc. 0.02%
ORIX Corp. 0.02%
Dai-ichi Life Holdings, Inc. 0.02%
BNP Paribas SA, 5.00%, due 01/15/2021 0.02%
Cie de Saint-Gobain 0.02%
Assa Abloy AB, B Shares 0.02%
Subaru Corp. 0.02%
Alimentation Couche-Tard, Inc., Class B 0.02%
Fast Retailing Co., Ltd. 0.02%
FleetCor Technologies, Inc. 0.02%
Oriental Land Co., Ltd. 0.02%
Rogers Communications, Inc., Class B 0.02%
TechnipFMC PLC 0.02%
London Stock Exchange Group PLC 0.02%
Incyte Corp. 0.02%
Walt Disney Co., Series MTN, 5.50%, due 03/15/2019 0.02%
Amgen, Inc., 5.70%, due 02/01/2019 0.02%
Aristocrat Leisure, Ltd. 0.02%
Legrand SA 0.02%
McDonald's Corp., Series MTN, 5.00%, due 02/01/2019 0.02%
Biogen, Inc., 5.20%, due 09/15/2045 0.02%
F5 Networks, Inc. 0.02%
Legal & General Group PLC 0.02%
AT&T, Inc., 4.55%, due 03/09/2049 0.02%
Intertek Group PLC 0.02%
Red Hat, Inc. 0.02%
BOC Hong Kong Holdings, Ltd. 0.02%
Ecolab, Inc. 0.02%
DaVita, Inc. 0.02%
Insurance Australia Group, Ltd. 0.02%
Sprint Corp. 0.02%
CGI Group, Inc., Class A 0.02%
Kubota Corp. 0.02%
Dow Chemical Co., 8.55%, due 05/15/2019 0.02%
PPL Corp. 0.02%
Federal National Mortgage Association, 4.00%, due 06/01/2025 0.02%
Gilead Sciences, Inc., 4.50%, due 02/01/2045 0.02%
Burberry Group PLC 0.02%
Otsuka Holdings Co., Ltd. 0.02%
VF Corp. 0.02%
Capital One Financial Corp., 4.75%, due 07/15/2021 0.02%
Investor AB, B Shares 0.02%
LANXESS AG 0.02%
KLA-Tencor Corp. 0.02%
Unibail-Rodamco-Westfield 0.02%
AmerisourceBergen Corp. 0.02%
Svenska Handelsbanken AB, A Shares 0.02%
Southwest Airlines Co. 0.02%
Kone OYJ, Class B 0.02%
Principal Financial Group, Inc. 0.02%
WestRock Co. 0.02%
Clorox Co. 0.02%
KBC Group NV 0.02%
Xerox Corp., 4.50%, due 05/15/2021 0.02%
Franco-Nevada Corp. 0.02%
Kraft Heinz Foods Co., 5.37%, due 02/10/2020 0.02%
Rolls-Royce Holdings PLC 0.02%
Telefonaktiebolaget LM Ericsson, B Shares 0.02%
HCP, Inc., REIT 0.02%
Naturgy Energy Group SA 0.02%
Chocoladefabriken Lindt & Spruengli AG 0.02%
Brown-Forman Corp., Class B 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2045 0.02%
Maxim Integrated Products, Inc. 0.02%
Xilinx, Inc. 0.02%
Magna International, Inc. 0.02%
CBS Corp., Class B 0.02%
Government National Mortgage Association, 5.00%, due 10/15/2039 0.02%
STMicroelectronics NV 0.02%
Toshiba Corp. 0.02%
Fortescue Metals Group, Ltd. 0.02%
American Express Co., 8.12%, due 05/20/2019 0.02%
Smiths Group PLC 0.02%
Deutsche Wohnen SE 0.02%
Telefonica Emisiones SAU, 5.13%, due 04/27/2020 0.02%
Aon Corp., 5.00%, due 09/30/2020 0.02%
Experian PLC 0.02%
Deutsche Boerse AG 0.02%
Deutsche Telekom International Finance BV, 6.00%, due 07/08/2019 0.02%
Eisai Co., Ltd. 0.02%
Cigna Corp., 4.50%, due 03/15/2021 0.02%
TECO Finance, Inc., 5.15%, due 03/15/2020 0.02%
Terumo Corp. 0.02%
DSV A/S 0.02%
Antofagasta PLC 0.02%
Daiwa House Industry Co., Ltd. 0.02%
Dell Technologies, Inc., Class V 0.02%
Altria Group, Inc., 4.50%, due 05/02/2043 0.02%
Hang Seng Bank, Ltd. 0.02%
Suzuki Motor Corp. 0.02%
Merck & Co., Inc., 3.60%, due 09/15/2042 0.02%
Assicurazioni Generali SpA 0.02%
Shionogi & Co., Ltd. 0.02%
Partners Group Holding AG 0.02%
DTE Energy Co. 0.02%
U.S. Treasury Bond, 3.00%, due 02/15/2047 0.02%
Swatch Group AG 0.02%
SSE PLC 0.02%
Novozymes A/S, Class B 0.02%
American International Group, Inc., 6.40%, due 12/15/2020 0.02%
TE Connectivity, Ltd. 0.02%
Caterpillar, Inc., 7.37%, due 03/01/2097 0.02%
Stanley Black & Decker, Inc. 0.02%
Dassault Systemes SE 0.02%
Jardine Matheson Holdings, Ltd. 0.02%
Weir Group PLC 0.02%
UPM-Kymmene OYJ 0.02%
Government National Mortgage Association, 5.00%, due 08/15/2039 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2046 0.02%
SGS SA 0.02%
Singapore Telecommunications, Ltd. 0.02%
British Land Co. PLC, REIT 0.02%
Nomura Holdings, Inc. 0.02%
Constellation Software, Inc. 0.02%
Discovery, Inc., Class C 0.02%
SL Green Realty Corp., REIT 0.02%
thyssenkrupp AG 0.02%
Bunzl PLC 0.02%
LafargeHolcim, Ltd. 0.02%
Renault SA 0.02%
Keuhne & Nagel International AG 0.02%
Hilton Worldwide Holdings, Inc. 0.02%
Japan Post Holdings Co., Ltd. 0.02%
LendLease Group 0.02%
Laboratory Corp. of America Holdings 0.02%
FUJIFILM Holdings Corp. 0.02%
Sonic Healthcare, Ltd. 0.02%
Kyocera Corp. 0.02%
Sumitomo Realty & Development Co., Ltd. 0.02%
Sempra Energy 0.02%
Sompo Holdings, Inc. 0.02%
Tiffany & Co. 0.02%
National Bank of Canada 0.02%
Expeditors International of Washington, Inc. 0.02%
Pembina Pipeline Corp. 0.02%
Ameren Corp. 0.02%
Hong Kong & China Gas Co., Ltd. 0.02%
Tenaris SA 0.02%
Asahi Group Holdings, Ltd. 0.02%
Nitori Holdings Co., Ltd. 0.02%
SMC Corp. 0.02%
William Demant Holding A/S 0.02%
Atlantia SpA 0.02%
Kerry Group PLC, Class A 0.02%
Whitbread PLC 0.02%
Asahi Kasei Corp. 0.02%
CA, Inc. 0.02%
Peugeot SA 0.02%
Mylan, Inc., 5.40%, due 11/29/2043 0.02%
Veolia Environnement SA 0.02%
Hexagon AB, B Shares 0.02%
Essex Property Trust, Inc., REIT 0.02%
Vestas Wind Systems A/S 0.02%
Sage Group PLC 0.02%
CIMIC Group, Ltd. 0.02%
Ahold Finance USA LLC, 6.87%, due 05/01/2029 0.02%
MS&AD Insurance Group Holdings, Inc. 0.02%
Federal National Mortgage Association, 5.50%, due 12/01/2023 0.02%
Restaurant Brands International, Inc. 0.02%
Skandinaviska Enskilda Banken AB, Class A 0.02%
Hermes International 0.02%
American Airlines Group, Inc. 0.02%
Zalando SE 0.02%
Federal Realty Investment Trust, REIT 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2046 0.02%
Eastman Chemical Co. 0.02%
Liberty Global PLC, Class A 0.02%
Hennes & Mauritz AB, B Shares 0.02%
Nippon Steel & Sumitomo Metal Corp. 0.02%
First Quantum Minerals, Ltd. 0.02%
SCOR SE 0.02%
Credit Agricole SA 0.02%
Secom Co., Ltd. 0.02%
Ferrovial SA 0.02%
Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2047 0.02%
Digital Realty Trust, Inc., REIT 0.02%
Swisscom AG 0.02%
Essity AB, Class B 0.02%
Henkel AG & Co. KGaA 0.02%
Mosaic Co. 0.02%
SCANA Corp. 0.02%
Liberty Global PLC, Series C 0.02%
Kohl's Corp. 0.02%
Chipotle Mexican Grill, Inc. 0.02%
Luxottica Group SpA 0.02%
Valeo SA 0.02%
Origin Energy, Ltd. 0.02%
Oracle Corp. 0.02%
Genuine Parts Co. 0.02%
Kansas City Southern 0.02%
Taisei Corp. 0.02%
Marsh & McLennan Cos., Inc., 4.80%, due 07/15/2021 0.02%
Sysmex Corp. 0.02%
Liberty Media Corp. - Liberty SiriusXM, Class C 0.02%
Fairfax Financial Holdings, Ltd. 0.02%
Shell International Finance BV, 4.37%, due 03/25/2020 0.02%
Mitsubishi Heavy Industries, Ltd. 0.02%
CNP Assurances 0.02%
Wirecard AG 0.02%
Telenor ASA 0.02%
Federal Home Loan Mortgage Corp., 5.50%, due 10/01/2038 0.02%
J.M. Smucker, Co. 0.02%
Sumitomo Mitsui Trust Holdings, Inc. 0.02%
G4S PLC 0.02%
Michael Kors Holdings, Ltd. 0.02%
CH Robinson Worldwide, Inc. 0.02%
HeidelbergCement AG 0.02%
Conagra Brands, Inc. 0.02%
Teck Resources, Ltd., Class B 0.02%
JPMorgan Chase & Co., 4.62%, due 05/10/2021 0.02%
Oil Search, Ltd. 0.02%
Dentsu, Inc. 0.02%
Aena SME SA 0.02%
Canadian Tire Corp., Ltd., Class A 0.02%
Agnico Eagle Mines, Ltd. 0.02%
AGL Energy, Ltd. 0.02%
Carlsberg A/S, Class B 0.02%
CenterPoint Energy, Inc. 0.02%
Melrose Industries PLC 0.02%
FMC Corp. 0.02%
HOCHTIEF AG 0.02%
Government National Mortgage Association, 4.50%, due 06/15/2039 0.02%
Federal National Mortgage Association, 5.50%, due 06/01/2038 0.02%
Marks & Spencer Group PLC 0.02%
Suncorp Group, Ltd. 0.02%
TDK Corp. 0.02%
Erste Group Bank AG 0.02%
Marvell Technology Group, Ltd. 0.02%
Discovery, Inc., Class A 0.01%
Schroders PLC 0.01%
Ajinomoto Co., Inc. 0.01%
CIT Group, Inc. 0.01%
Thales SA 0.01%
Husky Energy, Inc., 7.25%, due 12/15/2019 0.01%
Natixis SA 0.01%
Goldman Sachs Group, Inc., Series MTN, 6.00%, due 06/15/2020 0.01%
Hess Corp., 6.00%, due 01/15/2040 0.01%
Axel Springer SE 0.01%
Mitsubishi Chemical Holdings Corp. 0.01%
Newcrest Mining, Ltd. 0.01%
Enterprise Products Operating LLC, 5.20%, due 09/01/2020 0.01%
Hulic Co., Ltd. 0.01%
NBCUniversal Media LLC, 5.15%, due 04/30/2020 0.01%
Sands China, Ltd. 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2046 0.01%
Westpac Banking Corp., 4.87%, due 11/19/2019 0.01%
Sekisui House, Ltd. 0.01%
Dow Chemical Co., 4.25%, due 11/15/2020 0.01%
Randstad NV 0.01%
CCL Industries, Inc., Class B 0.01%
Nitto Denko Corp. 0.01%
West Japan Railway Co. 0.01%
Aeroports de Paris 0.01%
Daito Trust Construction Co., Ltd. 0.01%
TransCanada PipeLines, Ltd., 6.50%, due 08/15/2018 0.01%
Garmin, Ltd. 0.01%
Telia Co. AB 0.01%
Land Securities Group PLC, REIT 0.01%
Innogy SE 0.01%
BCE, Inc. 0.01%
Entergy Corp. 0.01%
Marubeni Corp. 0.01%
Olympus Corp. 0.01%
Amundi SA 0.01%
Stockland, REIT 0.01%
Informa PLC 0.01%
Shaw Communications, Inc., Class B 0.01%
Loblaw Cos., Ltd. 0.01%
Sirius XM Holdings, Inc. 0.01%
Fujitsu, Ltd. 0.01%
Juniper Networks, Inc. 0.01%
Bankia SA 0.01%
Perrigo Co. PLC 0.01%
Kikkoman Corp. 0.01%
Ono Pharmaceutical Co., Ltd. 0.01%
MEIJI Holdings Co., Ltd. 0.01%
Barrick Gold Corp. 0.01%
Futures Contracts, Short, Hang Seng Index 0.01%
BorgWarner, Inc. 0.01%
Turquoise Hill Resources, Ltd. 0.01%
Groupe Bruxelles Lambert SA 0.01%
Japan Retail Fund Investment Corp., REIT 0.01%
Unicharm Corp. 0.01%
RWE AG 0.01%
Resona Holdings, Inc. 0.01%
Campbell Soup Co. 0.01%
Royal Bank of Scotland Group PLC 0.01%
Deutsche Lufthansa AG 0.01%
MAN SE 0.01%
Publicis Groupe SA 0.01%
Brother Industries, Ltd. 0.01%
Nissan Chemical Corp. 0.01%
International Consolidated Airlines Group SA 0.01%
Aeon Co., Ltd. 0.01%
Siemens Healthineers AG 0.01%
Newell Brands, Inc. 0.01%
Galp Energia SGPS SA 0.01%
Tokyo Gas Co., Ltd. 0.01%
Hankyu Hanshin Holdings, Inc. 0.01%
Wharf Real Estate Investment Co., Ltd. 0.01%
UCB SA 0.01%
Dollarama, Inc. 0.01%
Orsted A/S 0.01%
Yakult Honsha Co., Ltd. 0.01%
AP Moller - Maersk A/S, Class B 0.01%
Shimano, Inc. 0.01%
TUI AG 0.01%
Centrica PLC 0.01%
Encana Corp. 0.01%
Fortis, Inc. 0.01%
Sika AG 0.01%
Qurate Retail, Inc., Class A 0.01%
JFE Holdings, Inc. 0.01%
Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2046 0.01%
Hydro One, Ltd. 0.01%
Western Union Co. 0.01%
Kingfisher PLC 0.01%
Atos SE 0.01%
CI Financial Corp. 0.01%
Stericycle, Inc. 0.01%
Atlas Copco AB, B Shares 0.01%
Shopify, Inc., Class A 0.01%
Aisin Seiki Co., Ltd. 0.01%
Covivio, REIT 0.01%
Bunge, Ltd. 0.01%
Sumitomo Electric Industries, Ltd. 0.01%
EDP - Energias de Portugal SA 0.01%
Mattel, Inc. 0.01%
Kyushu Electric Power Co., Inc. 0.01%
Neste OYJ 0.01%
Bollore SA 0.01%
Daiwa Securities Group, Inc. 0.01%
Solvay SA 0.01%
Invesco, Ltd. 0.01%
Klepierre SA, REIT 0.01%
Paddy Power Betfair PLC 0.01%
AES Corp. 0.01%
Bank of Ireland Group PLC 0.01%
RELX Capital, Inc., 8.62%, due 01/15/2019 0.01%
Jardine Strategic Holdings, Ltd. 0.01%
Yahoo Japan Corp. 0.01%
Ferrari NV 0.01%
Toray Industries, Inc. 0.01%
Koninklijke KPN NV 0.01%
Kansai Electric Power Co., Inc. 0.01%
Hirose Electric Co., Ltd. 0.01%
Swedish Match AB 0.01%
Smith & Nephew PLC 0.01%
Wartsila OYJ Abp 0.01%
Telecom Italia SpA 0.01%
FirstEnergy Corp. 0.01%
Yamato Holdings Co., Ltd. 0.01%
Epiroc AB 0.01%
Goodman Group, REIT 0.01%
Marine Harvest ASA 0.01%
CNH Industrial NV 0.01%
Nordstrom, Inc. 0.01%
Government National Mortgage Association, 5.50%, due 04/15/2040 0.01%
Air Water, Inc. 0.01%
Hongkong Land Holdings, Ltd. 0.01%
Toyo Suisan Kaisha, Ltd. 0.01%
Yaskawa Electric Corp. 0.01%
Sumitomo Metal Mining Co., Ltd. 0.01%
Pandora A/S 0.01%
Boliden AB 0.01%
Japan Exchange Group, Inc. 0.01%
Chugai Pharmaceutical Co., Ltd. 0.01%
South32, Ltd. 0.01%
Macerich Co., REIT 0.01%
SNC-Lavalin Group, Inc. 0.01%
Chubu Electric Power Co., Inc. 0.01%
Power Assets Holdings, Ltd. 0.01%
Inpex Corp. 0.01%
Sega Sammy Holdings, Inc. 0.01%
LINE Corp. 0.01%
Fortum OYJ 0.01%
Bouygues SA 0.01%
Marathon Petroleum Corp., 5.12%, due 03/01/2021 0.01%
Umicore SA 0.01%
Tourmaline Oil Corp. 0.01%
Rohm Co., Ltd. 0.01%
Genting Singapore, Ltd. 0.01%
Marathon Oil Corp. 0.01%
OMV AG 0.01%
APA Group 0.01%
NTT Data Corp. 0.01%
Telstra Corp., Ltd. 0.01%
Saputo, Inc. 0.01%
George Weston, Ltd. 0.01%
Ipsen SA 0.01%
Bank Leumi Le-Israel BM 0.01%
Smurfit Kappa Group PLC 0.01%
Norsk Hydro ASA 0.01%
Dai Nippon Printing Co., Ltd. 0.01%
Yamaha Corp. 0.01%
Unibail-Rodamco-Westfield 0.01%
Start Today Co., Ltd. 0.01%
Kimco Realty Corp., REIT 0.01%
Crescent Point Energy Corp. 0.01%
New World Development Co., Ltd. 0.01%
Iida Group Holdings Co., Ltd. 0.01%
T&D Holdings, Inc. 0.01%
Xerox Corp. 0.01%
Yara International ASA 0.01%
Imperial Oil, Ltd. 0.01%
Stora Enso OYJ, Class R 0.01%
Fluor Corp. 0.01%
Autoliv, Inc. 0.01%
Ryohin Keikaku Co., Ltd. 0.01%
Bausch Health Cos., Inc. 0.01%
M3, Inc. 0.01%
Coty, Inc., Class A 0.01%
Hoshizaki Corp. 0.01%
Harley-Davidson, Inc. 0.01%
Lawson, Inc. 0.01%
Kansai Paint Co., Ltd. 0.01%
EQT Corp. 0.01%
Poste Italiane SpA 0.01%
Crown Resorts, Ltd. 0.01%
Nice, Ltd. 0.01%
Renesas Electronics Corp. 0.01%
Toyo Seikan Group Holdings, Ltd. 0.01%
AGNC Investment Corp., REIT 0.01%
Obayashi Corp. 0.01%
Wendel SA 0.01%
Husky Energy, Inc. 0.01%
NGK Spark Plug Co., Ltd. 0.01%
Nexon Co., Ltd. 0.01%
Sumitomo Chemical Co., Ltd. 0.01%
LIXIL Group Corp. 0.01%
RioCan Real Estate Investment Trust 0.01%
Liberty Media Corp. - Liberty SiriusXM, Class A 0.01%
Alkermes PLC 0.01%
Toyota Industries Corp. 0.01%
Lululemon Athletica, Inc. 0.01%
Edenred 0.01%
FamilyMart UNY Holdings Co., Ltd. 0.01%
Kintetsu Group Holdings Co., Ltd. 0.01%
Sumitomo Heavy Industries, Ltd. 0.01%
Arch Capital Group, Ltd. 0.01%
Millicom International Cellular SA, SDR 0.01%
Eutelsat Communications SA 0.01%
Federal National Mortgage Association, 5.00%, due 08/01/2040 0.01%
Mazda Motor Corp. 0.01%
Textron, Inc. 0.01%
Lincoln National Corp. 0.01%
Swire Pacific, Ltd., Class A 0.01%
Omron Corp. 0.01%
Wynn Macau, Ltd. 0.01%
Orkla ASA 0.01%
Terna Rete Elettrica Nazionale SpA 0.01%
Makita Corp. 0.01%
Ageas 0.01%
Osaka Gas Co., Ltd. 0.01%
Hannover Rueck SE 0.01%
Keisei Electric Railway Co., Ltd. 0.01%
RenaissanceRe Holdings, Ltd. 0.01%
Yamaha Motor Co., Ltd. 0.01%
Keppel Corp., Ltd. 0.01%
Sino Land Co., Ltd. 0.01%
CapitaLand, Ltd. 0.01%
Mitsubishi Motors Corp. 0.01%
REA Group, Ltd. 0.01%
Tokyu Corp. 0.01%
Accor SA 0.01%
VEREIT, Inc. 0.01%
Leonardo SpA 0.01%
Taiheiyo Cement Corp. 0.01%
JGC Corp. 0.01%
Carrefour SA 0.01%
Great-West Lifeco, Inc. 0.01%
Keikyu Corp. 0.01%
Elisa OYJ 0.01%
Toho Gas Co., Ltd. 0.01%
NGK Insulators, Ltd. 0.01%
Federal National Mortgage Association, 3.50%, due 03/01/2048 0.01%
Fisher & Paykel Healthcare Corp., Ltd. 0.01%
Kinnevik AB, B Shares 0.01%
Cenovus Energy, Inc. 0.01%
Henderson Land Development Co., Ltd. 0.01%
Trend Micro, Inc. 0.01%
Tobu Railway Co., Ltd. 0.01%
Sydney Airport 0.01%
Imerys SA 0.01%
Kinross Gold Corp. 0.01%
Prysmian SpA 0.01%
News Corp., Class A 0.01%
Electrolux AB, Series B 0.01%
Swatch Group AG 0.01%
Taisho Pharmaceutical Holdings Co., Ltd. 0.01%
Hino Motors, Ltd. 0.01%
MTR Corp., Ltd. 0.01%
Chugoku Electric Power Co., Inc. 0.01%
Government National Mortgage Association, 6.00%, due 06/15/2037 0.01%
Mitsubishi Gas Chemical Co., Inc. 0.01%
Nippon Building Fund, Inc., REIT 0.01%
Seibu Holdings, Inc. 0.01%
Everest Re Group, Ltd. 0.01%
Coloplast A/S, Class B 0.01%
NSK, Ltd. 0.01%
ABC-Mart, Inc. 0.01%
MGM China Holdings, Ltd. 0.01%
Mitsui Chemicals, Inc. 0.01%
Federal National Mortgage Association, 5.00%, due 02/01/2034 0.01%
Auckland International Airport, Ltd. 0.01%
Odakyu Electric Railway Co., Ltd. 0.01%
Nippon Yusen KK 0.01%
Incitec Pivot, Ltd. 0.01%
PCCW, Ltd. 0.01%
Kamigumi Co., Ltd. 0.01%
Paychex, Inc. 0.01%
Kawasaki Heavy Industries, Ltd. 0.01%
Federal Home Loan Mortgage Corp., 6.00%, due 11/01/2037 0.01%
Hitachi High-Technologies Corp. 0.01%
Federal Home Loan Mortgage Corp., 4.00%, due 11/01/2025 0.01%
Toyoda Gosei Co., Ltd. 0.01%
Federal National Mortgage Association, 5.00%, due 11/01/2033 0.01%
Bank of East Asia, Ltd. 0.01%
Wharf Holdings, Ltd. 0.01%
Electricite de France SA 0.01%
Lundin Petroleum AB 0.01%
Enagas SA 0.01%
NEC Corp. 0.01%
WH Group, Ltd. 0.01%
Alfa Laval AB 0.01%
Koito Manufacturing Co., Ltd. 0.01%
Santos, Ltd. 0.01%
McDonald's Holdings Co. Japan, Ltd. 0.01%
Suntec Real Estate Investment Trust 0.01%
Open Text Corp. 0.01%
Nabtesco Corp. 0.01%
Computershare, Ltd. 0.01%
Futures Contracts, Long, EURO STOXX 50® Index 0.01%
Wilmar International, Ltd. 0.01%
Fletcher Building, Ltd. 0.01%
ANA Holdings, Inc. 0.01%
Boral, Ltd. 0.01%
Medipal Holdings Corp. 0.01%
voestalpine AG 0.01%
Federal National Mortgage Association, 4.00%, due 03/01/2024 0.01%
Mitsui O.S.K. Lines, Ltd. 0.01%
Colruyt SA 0.01%
Raiffeisen Bank International AG 0.01%
Israel Chemicals, Ltd. 0.00%**
Keyera Corp. 0.00%**
City Developments, Ltd. 0.00%**
JTEKT Corp. 0.00%**
Rinnai Corp. 0.00%**
Alps Electric Co., Ltd. 0.00%**
Vermilion Energy, Inc. 0.00%**
Seven Generations Energy, Ltd., Class A 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Jeronimo Martins SGPS SA 0.00%**
Grifols SA 0.00%**
Federal National Mortgage Association, 5.00%, due 02/01/2024 0.00%**
Epiroc AB 0.00%**
Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2023 0.00%**
ArcelorMittal 0.00%**
Blackberry, Ltd. 0.00%**
ICA Gruppen AB 0.00%**
Tohoku Electric Power Co., Inc. 0.00%**
WPP Finance, 4.75%, due 11/21/2021 0.00%**
Fukuoka Financial Group, Inc. 0.00%**
Ascendas Real Estate Investment Trust 0.00%**
United Internet AG 0.00%**
Sekisui Chemical Co., Ltd. 0.00%**
Seven Bank, Ltd. 0.00%**
Brighthouse Financial, Inc. 0.00%**
Treasury Wine Estates, Ltd. 0.00%**
Sembcorp Industries, Ltd. 0.00%**
Shinsei Bank, Ltd. 0.00%**
OSRAM Licht AG 0.00%**
Japan Post Bank Co., Ltd. 0.00%**
Toppan Printing Co., Ltd. 0.00%**
SATS, Ltd. 0.00%**
Nokian Renkaat OYJ 0.00%**
a2 Milk Co., Ltd. 0.00%**
Canadian Utilities, Ltd., Class A 0.00%**
Singapore Press Holdings, Ltd. 0.00%**
Sumitomo Rubber Industries, Ltd. 0.00%**
CK Infrastructure Holdings, Ltd. 0.00%**
Kurita Water Industries, Ltd. 0.00%**
Singapore Airlines, Ltd. 0.00%**
Isetan Mitsukoshi Holdings, Ltd. 0.00%**
Futures Contracts, Long, FTSE 100 Index 0.00%**
ASM Pacific Technology, Ltd. 0.00%**
CapitaLand Commercial Trust, REIT 0.00%**
Puma SE 0.00%**
Puma SE 0.00%**
Sharp Corp. 0.00%**
Hitachi Chemical Co., Ltd. 0.00%**
Power Corp. of Canada 0.00%**
Konica Minolta, Inc. 0.00%**
Ryman Healthcare, Ltd. 0.00%**
AIB Group PLC 0.00%**
Bezeq Israeli Telecommunication Corp., Ltd. 0.00%**
Prologis, Inc., REIT 0.00%**
Finning International, Inc. 0.00%**
Federal National Mortgage Association, 4.00%, due 09/01/2025 0.00%**
L Brands, Inc. 0.00%**
Mebuki Financial Group, Inc. 0.00%**
Venture Corp., Ltd. 0.00%**
Orion OYJ, Class B 0.00%**
Elbit Systems, Ltd. 0.00%**
Federal National Mortgage Association, 5.50%, due 05/01/2038 0.00%**
Williams Cos., Inc. 0.00%**
Bank Hapoalim BM 0.00%**
Sankyo Co., Ltd. 0.00%**
Pentair PLC 0.00%**
JSR Corp. 0.00%**
Andritz AG 0.00%**
Mediobanca Banca di Credito Finanziario SpA 0.00%**
James Hardie Industries PLC, CDI 0.00%**
Spark New Zealand, Ltd. 0.00%**
Orica, Ltd. 0.00%**
Benesse Holdings, Inc. 0.00%**
Meridian Energy, Ltd. 0.00%**
Techtronic Industries Co., Ltd. 0.00%**
Frutarom Industries, Ltd. 0.00%**
Beiersdorf AG 0.00%**
AT&T, Inc., 5.35%, due 09/01/2040 0.00%**
Federal National Mortgage Association, 2.50%, due 11/01/2031 0.00%**
Mizrahi Tefahot Bank, Ltd. 0.00%**
Nippon Electric Glass Co., Ltd. 0.00%**
Telenet Group Holding NV 0.00%**
Covestro AG 0.00%**
Azrieli Group, Ltd. 0.00%**
Credit Saison Co., Ltd. 0.00%**
Federal National Mortgage Association, 5.50%, due 01/01/2024 0.00%**
Kobe Steel, Ltd. 0.00%**
Mapfre SA 0.00%**
Dairy Farm International Holdings, Ltd. 0.00%**
Mirvac Group, REIT 0.00%**
Onex Corp. 0.00%**
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.00%**
Ryanair Holdings PLC, ADR 0.00%**
Givaudan SA 0.00%**
Amcor, Ltd. 0.00%**
Li & Fung, Ltd. 0.00%**
Metro, Inc. 0.00%**
Porsche Automobil Holding SE, 3.13% 0.00%**
CaixaBank SA 0.00%**
Annaly Capital Management, Inc., REIT 0.00%**
Hitachi Construction Machinery Co., Ltd. 0.00%**
Banco de Sabadell SA 0.00%**
International Business Machines Corp., 5.60%, due 11/30/2039 0.00%**
Federal National Mortgage Association, 5.00%, due 03/01/2023 0.00%**
Proximus SADP 0.00%**
Iberdrola SA 0.00%**
Mondi PLC 0.00%**
Acom Co., Ltd. 0.00%**
Federal National Mortgage Association, 6.00%, due 07/01/2039 0.00%**
Motorola Solutions, Inc., 7.50%, due 05/15/2025 0.00%**
Suzuken Co., Ltd. 0.00%**
easyJet PLC 0.00%**
Recordati SpA 0.00%**
Golden Agri-Resources, Ltd. 0.00%**
Showa Shell Sekiyu KK 0.00%**
Direct Line Insurance Group PLC 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Tele2 AB, Class B 0.00%**
Gildan Activewear, Inc. 0.00%**
Ferguson PLC 0.00%**
Hysan Development Co., Ltd. 0.00%**
PrairieSky Royalty, Ltd. 0.00%**
Johnson Matthey PLC 0.00%**
CapitaLand Mall Trust, REIT 0.00%**
HK Electric Investments & HK Electric Investments, Ltd. 0.00%**
Telecom Italia SpA 0.00%**
Gecina SA, REIT 0.00%**
JCDecaux SA 0.00%**
Banco Espirito Santo SA 0.00%**
Futures Contracts, Long, MSCI Emerging Markets Index 0.00%**
Futures Contracts, Short, S&P 500® E-Mini Index 0.00%**
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.01%**
Futures Contracts, Long, TOPIX Index -0.02%**
Futures Contracts, Short, S&P/ASX 200 Index -0.02%**
Futures Contracts, Short, S&P/TSX 60 Index -0.02%**
Swap Agreement, Pay, S&P 500® Total Return Index Futures -0.05%**
Net Other Assets (Liabilities) -1.43%**

The information, data, analyses, and opinions contained herein may include, or be derived from, information provided by the sub-adviser to the fund as of the date specified and are provided solely for informational purposes and therefore are not an offer to buy or sell a security. There is no assurance that the securities are held beyond the indicated date and as a result data may vary.