|
09/30/2018* |
Transamerica AB Dynamic Allocation VP
| Security Description | % of Total Net Assets |
|---|---|
| U.S. Treasury Note, 3.62%, due 02/15/2021 | 2.22% |
| Government National Mortgage Association, 3.50%, due 02/20/2048 | 1.82% |
| Federal National Mortgage Association, 4.00%, due 09/01/2048 | 1.33% |
| U.S. Treasury Note, 0.75%, due 07/15/2019 | 1.24% |
| Apple, Inc. | 1.19% |
| Federal National Mortgage Association, 3.00%, due 08/01/2045 | 1.17% |
| U.S. Treasury Note, 2.62%, due 11/15/2020 | 1.09% |
| U.S. Treasury Note, 1.75%, due 10/31/2020 | 1.03% |
| Microsoft Corp. | 0.88% |
| Amazon.com, Inc. | 0.86% |
| U.S. Treasury Note, 2.75%, due 02/15/2024 | 0.79% |
| Federal National Mortgage Association, 3.50%, due 11/01/2047 | 0.78% |
| U.S. Treasury Note, 2.50%, due 08/15/2023 | 0.78% |
| Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2047 | 0.78% |
| 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 | 0.68% |
| U.S. Treasury Note, 2.75%, due 02/15/2028 | 0.63% |
| U.S. Treasury Note, 1.50%, due 05/31/2020 | 0.59% |
| U.S. Treasury Bond, 3.00%, due 08/15/2048 | 0.58% |
| U.S. Treasury Note, 1.62%, due 11/15/2022 | 0.57% |
| U.S. Treasury Note, 1.25%, due 01/31/2020 | 0.57% |
| U.S. Treasury Note, 1.75%, due 03/31/2022 | 0.55% |
| Federal Home Loan Mortgage Corp., 2.75%, due 06/19/2023 | 0.54% |
| Ukraine Government AID Bonds, 1.47%, due 09/29/2021 | 0.52% |
| Federal Home Loan Mortgage Corp., 3.00%, TBA | 0.49% |
| U.S. Treasury Note, 1.87%, due 07/31/2022 | 0.48% |
| U.S. Treasury Bond, 3.62%, due 08/15/2043 | 0.48% |
| U.S. Treasury Note, 1.25%, due 10/31/2021 | 0.48% |
| U.S. Treasury Note, 3.50%, due 05/15/2020 | 0.46% |
| JPMorgan Chase & Co. | 0.45% |
| Exxon Mobil Corp. | 0.42% |
| Facebook, Inc., Class A | 0.42% |
| Alphabet, Inc., Class A | 0.41% |
| Alphabet, Inc., Class C | 0.41% |
| Federal Home Loan Mortgage Corp., 3.50%, due 11/01/2047 | 0.40% |
| Government National Mortgage Association, 3.00%, due 09/20/2047 | 0.40% |
| U.S. Treasury Note, 1.62%, due 05/15/2026 | 0.40% |
| Federal National Mortgage Association, 3.50%, due 11/01/2047 | 0.40% |
| Johnson & Johnson | 0.39% |
| 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, 2.25%, due 02/29/2020 | 0.35% |
| Bank of America Corp. | 0.33% |
| Government National Mortgage Association, 3.00%, due 04/20/2046 | 0.32% |
| U.S. Treasury Note, 2.00%, due 02/15/2025 | 0.32% |
| Visa, Inc., Class A | 0.31% |
| Federal National Mortgage Association, 4.50%, TBA | 0.31% |
| Federal National Mortgage Association, 3.50%, due 01/01/2048 | 0.31% |
| Federal National Mortgage Association, 3.00%, due 04/01/2030 | 0.30% |
| Federal National Mortgage Association, 2.62%, due 09/06/2024 | 0.30% |
| Home Depot, Inc. | 0.30% |
| AT&T, Inc. | 0.29% |
| U.S. Treasury Note, 1.12%, due 02/28/2021 | 0.29% |
| Berkshire Hathaway, Inc., Class B | 0.29% |
| Pfizer, Inc. | 0.28% |
| Wells Fargo & Co. | 0.28% |
| Government National Mortgage Association, 4.00%, due 11/20/2045 | 0.28% |
| UnitedHealth Group, Inc. | 0.27% |
| Nestle SA | 0.27% |
| Verizon Communications, Inc. | 0.27% |
| U.S. Treasury Bond, 5.50%, due 08/15/2028 | 0.26% |
| U.S. Treasury Note, 2.00%, due 09/30/2020 | 0.26% |
| Boeing Co. | 0.26% |
| Mastercard, Inc., Class A | 0.25% |
| Cisco Systems, Inc. | 0.25% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.25% |
| Chevron Corp. | 0.24% |
| Mexico Government International Bond, 4.00%, due 10/02/2023 | 0.24% |
| Citigroup, Inc., 3.87%, due 10/25/2023 | 0.24% |
| Goldman Sachs Group, Inc., 4.00%, due 03/03/2024 | 0.24% |
| U.S. Treasury Bond, 6.12%, due 11/15/2027 | 0.24% |
| Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 | 0.24% |
| Federal Home Loan Mortgage Corp., 4.00%, due 02/01/2046 | 0.24% |
| U.S. Treasury Note, 2.00%, due 07/31/2022 | 0.24% |
| Intel Corp. | 0.23% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.23% |
| Government National Mortgage Association, 3.00%, due 12/20/2046 | 0.23% |
| U.S. Treasury Bond, 3.75%, due 08/15/2041 | 0.23% |
| Novartis AG | 0.23% |
| Procter & Gamble Co. | 0.22% |
| CCUBS Commercial Mortgage Trust, Series 2017-C1, Class A4, 3.54%, due 11/15/2050 | 0.22% |
| Government National Mortgage Association, 3.00%, due 05/20/2046 | 0.22% |
| Citigroup, Inc. | 0.22% |
| U.S. Treasury Note, 1.62%, due 11/30/2020 | 0.22% |
| U.S. Treasury Bond, 2.50%, due 02/15/2046 | 0.22% |
| U.S. Treasury Note, 1.37%, due 08/31/2023 | 0.21% |
| Oracle Corp. | 0.21% |
| PepsiCo, Inc. | 0.21% |
| Comcast Corp., Class A | 0.21% |
| Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 | 0.21% |
| U.S. Treasury Note, 2.62%, due 08/15/2020 | 0.20% |
| Merck & Co., Inc. | 0.20% |
| NVIDIA Corp. | 0.20% |
| Ally Auto Receivables Trust, Series 2016-2, Class A4, 1.60%, due 01/15/2021 | 0.20% |
| Coca-Cola Co. | 0.20% |
| HSBC Holdings PLC | 0.20% |
| Federal National Mortgage Association, 3.00%, due 12/01/2047 | 0.19% |
| Walt Disney Co. | 0.19% |
| Federal Home Loan Mortgage Corp., 4.00%, due 07/01/2044 | 0.19% |
| DowDuPont, Inc. | 0.18% |
| U.S. Treasury Bond, 3.00%, due 02/15/2048 | 0.18% |
| Inter-American Development Bank, Series MTN, 3.87%, due 02/14/2020 | 0.18% |
| Government National Mortgage Association, 4.50%, due 07/20/2045 | 0.18% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.18% |
| Roche Holding AG | 0.18% |
| AbbVie, Inc. | 0.18% |
| Abbott Laboratories | 0.18% |
| Federal National Mortgage Association, 3.50%, due 04/01/2047 | 0.18% |
| Federal National Mortgage Association, 7.25%, due 05/15/2030 | 0.17% |
| CSAIL Commercial Mortgage Trust, Series 2015-C4, Class A4, 3.80%, due 11/15/2048 | 0.17% |
| Netflix, Inc. | 0.17% |
| 3M Co. | 0.17% |
| Philip Morris International, Inc. | 0.17% |
| Walmart, Inc. | 0.17% |
| TOTAL SA | 0.16% |
| salesforce.com, Inc. | 0.16% |
| Amazon.com, Inc., 3.80%, due 12/05/2024 | 0.16% |
| McDonald's Corp. | 0.16% |
| Adobe Systems, Inc. | 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% |
| Medtronic PLC | 0.16% |
| Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 | 0.16% |
| Union Pacific Corp. | 0.16% |
| COMM Mortgage Trust, Series 2015-CR25, Class A4, 3.75%, due 08/10/2048 | 0.16% |
| JPMorgan Chase & Co., 4.40%, due 07/22/2020 | 0.16% |
| Honeywell International, Inc. | 0.16% |
| HSBC Holdings PLC, 4.30%, due 03/08/2026 | 0.16% |
| BP PLC | 0.16% |
| Federal National Mortgage Association, 6.62%, due 11/15/2030 | 0.16% |
| Federal National Mortgage Association, 4.50%, due 09/01/2048 | 0.15% |
| Toyota Motor Corp. | 0.15% |
| International Business Machines Corp. | 0.15% |
| QUALCOMM, Inc. | 0.15% |
| Amgen, Inc. | 0.15% |
| Altria Group, Inc. | 0.15% |
| Federal National Mortgage Association, 2.50%, due 01/01/2032 | 0.15% |
| United Technologies Corp. | 0.15% |
| Lowe's Cos., Inc. | 0.15% |
| 21st Century Fox America, Inc., 6.15%, due 02/15/2041 | 0.15% |
| Xerox Corp., 3.62%, due 03/15/2023 | 0.15% |
| Royal Dutch Shell PLC, Class B | 0.15% |
| Home Depot, Inc., 1.80%, due 06/05/2020 | 0.15% |
| BP Capital Markets PLC, 2.52%, due 01/15/2020 | 0.14% |
| HSBC Holdings PLC, 2.95%, due 05/25/2021 | 0.14% |
| Gilead Sciences, Inc. | 0.14% |
| Tennessee Gas Pipeline Co. LLC, 7.00%, due 10/15/2028 | 0.14% |
| Altria Group, Inc., 2.85%, due 08/09/2022 | 0.14% |
| Costco Wholesale Corp. | 0.14% |
| Warner Media LLC, 3.80%, due 02/15/2027 | 0.14% |
| International Paper Co., 3.00%, due 02/15/2027 | 0.14% |
| Kraft Heinz Foods Co., 3.00%, due 06/01/2026 | 0.14% |
| Apple, Inc., 4.65%, due 02/23/2046 | 0.14% |
| Microsoft Corp., 3.70%, due 08/08/2046 | 0.14% |
| Citigroup, Inc., 3.75%, due 06/16/2024 | 0.14% |
| Warner Media LLC, 3.55%, due 06/01/2024 | 0.14% |
| AT&T, Inc., 3.40%, due 05/15/2025 | 0.14% |
| LYB International Finance II BV, 3.50%, due 03/02/2027 | 0.14% |
| Dow Chemical Co., 4.37%, due 11/15/2042 | 0.14% |
| Celgene Corp., 3.87%, due 08/15/2025 | 0.14% |
| Reynolds American, Inc., 5.85%, due 08/15/2045 | 0.14% |
| Oracle Corp., 3.25%, due 05/15/2030 | 0.14% |
| JPMorgan Chase & Co., 3.62%, due 05/13/2024 | 0.14% |
| U.S. Treasury Bond, 2.87%, due 11/15/2046 | 0.14% |
| Enterprise Products Operating LLC, 3.70%, due 02/15/2026 | 0.14% |
| International Business Machines Corp., 3.62%, due 02/12/2024 | 0.13% |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 | 0.13% |
| Deutsche Telekom International Finance BV, 4.87%, due 03/06/2042 | 0.13% |
| Comcast Corp., 4.75%, due 03/01/2044 | 0.13% |
| Anheuser-Busch InBev Finance, Inc., 3.70%, due 02/01/2024 | 0.13% |
| MetLife, Inc., 6.40%, due 12/15/2066 | 0.13% |
| Dominion Energy, Inc., 3.90%, due 10/01/2025 | 0.13% |
| Government National Mortgage Association, 4.50%, due 07/20/2041 | 0.13% |
| Diageo Capital PLC, 4.82%, due 07/15/2020 | 0.13% |
| Federal National Mortgage Association, 4.00%, due 10/01/2043 | 0.13% |
| Royal Bank of Canada | 0.13% |
| Chubb INA Holdings, Inc., 6.70%, due 05/15/2036 | 0.13% |
| Duke Energy Carolinas LLC, 4.25%, due 12/15/2041 | 0.13% |
| Newell Brands, Inc., 3.90%, due 11/01/2025 | 0.13% |
| Pacific Gas & Electric Co., 3.50%, due 06/15/2025 | 0.13% |
| Bristol-Myers Squibb Co. | 0.13% |
| Texas Instruments, Inc. | 0.13% |
| Berkshire Hathaway Energy Co., 6.12%, due 04/01/2036 | 0.13% |
| SAP SE | 0.13% |
| Southern California Edison Co., 5.55%, due 01/15/2036 | 0.13% |
| Hartford Financial Services Group, Inc., 5.50%, due 03/30/2020 | 0.13% |
| NIKE, Inc., Class B | 0.13% |
| Toronto-Dominion Bank | 0.13% |
| British American Tobacco PLC | 0.12% |
| Broadcom, Inc. | 0.12% |
| AstraZeneca PLC | 0.12% |
| Allianz SE | 0.12% |
| Lockheed Martin Corp. | 0.12% |
| U.S. Treasury Note, 2.50%, due 03/31/2023 | 0.12% |
| ConocoPhillips | 0.12% |
| Eli Lilly & Co. | 0.12% |
| General Electric Co. | 0.12% |
| iShares Core MSCI Emerging Markets ETF | 0.12% |
| American Express Co. | 0.12% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.12% |
| Federal National Mortgage Association, 4.00%, TBA | 0.12% |
| Energy Transfer Partners, LP, 6.12%, due 12/15/2045 | 0.12% |
| Prudential Financial, Inc., Series MTN, 3.50%, due 05/15/2024 | 0.11% |
| AIA Group, Ltd. | 0.11% |
| Sanofi | 0.11% |
| Booking Holdings, Inc. | 0.11% |
| U.S. Treasury Bond, 3.00%, due 05/15/2047 | 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% |
| Republic of Poland Government International Bond, 3.25%, due 04/06/2026 | 0.11% |
| Federal National Mortgage Association, 4.00%, due 12/01/2040 | 0.11% |
| Accenture PLC, Class A | 0.11% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.11% |
| Shell International Finance BV, 6.37%, due 12/15/2038 | 0.11% |
| Unilever NV, CVA | 0.11% |
| JPMorgan Chase & Co., 3.37%, due 05/01/2023 | 0.11% |
| U.S. Treasury Note, 2.12%, due 11/30/2023 | 0.11% |
| Goldman Sachs Group, Inc. | 0.11% |
| Starbucks Corp. | 0.11% |
| Futures Contracts, Long, TOPIX Index | 0.11% |
| Citigroup, Inc., 3.50%, due 05/15/2023 | 0.11% |
| Diageo PLC | 0.11% |
| Verizon Communications, Inc., 3.50%, due 11/01/2024 | 0.11% |
| LVMH Moet Hennessy Louis Vuitton SE | 0.11% |
| CVS Health Corp., 4.78%, due 03/25/2038 | 0.11% |
| CVS Health Corp. | 0.11% |
| PayPal Holdings, Inc. | 0.11% |
| Goldman Sachs Group, Inc., 3.62%, due 01/22/2023 | 0.11% |
| Commonwealth Bank of Australia | 0.11% |
| GlaxoSmithKline PLC | 0.11% |
| Thermo Fisher Scientific, Inc. | 0.10% |
| E.I. du Pont de Nemours & Co., 2.80%, due 02/15/2023 | 0.10% |
| US Bancorp | 0.10% |
| Siemens AG | 0.10% |
| U.S. Treasury Note, 1.50%, due 08/15/2026 | 0.10% |
| Biogen, Inc. | 0.10% |
| Government National Mortgage Association, 4.00%, due 12/15/2040 | 0.10% |
| Caterpillar, Inc. | 0.10% |
| Banco Santander SA | 0.10% |
| BASF SE | 0.10% |
| Federal Home Loan Mortgage Corp., 3.00%, due 10/01/2046 | 0.10% |
| U.S. Treasury Bond, 6.00%, due 02/15/2026 | 0.10% |
| Novo Nordisk A/S, Class B | 0.10% |
| Intuitive Surgical, Inc. | 0.10% |
| European Investment Bank, 4.87%, due 02/15/2036 | 0.10% |
| Federal National Mortgage Association, 3.50%, due 07/01/2047 | 0.10% |
| Bayer AG | 0.10% |
| BHP Billiton, Ltd. | 0.10% |
| Celgene Corp. | 0.10% |
| Federal National Mortgage Association, 4.50%, due 09/01/2048 | 0.10% |
| Federal Home Loan Mortgage Corp., 6.75%, due 03/15/2031 | 0.09% |
| U.S. Treasury Bond, 3.75%, due 11/15/2043 | 0.09% |
| CSX Corp. | 0.09% |
| Aetna, Inc. | 0.09% |
| Northrop Grumman Corp. | 0.09% |
| Automatic Data Processing, Inc. | 0.09% |
| Federal Home Loan Mortgage Corp., 3.50%, due 10/01/2047 | 0.09% |
| Airbus SE | 0.09% |
| American International Group, Inc. | 0.09% |
| FedEx Corp. | 0.09% |
| Israel Government International Bond, 5.12%, due 03/26/2019 | 0.09% |
| Schlumberger, Ltd. | 0.09% |
| United Parcel Service, Inc., Class B | 0.09% |
| SoftBank Group Corp. | 0.09% |
| TJX Cos., Inc. | 0.09% |
| Sony Corp. | 0.09% |
| Activision Blizzard, Inc. | 0.09% |
| Westpac Banking Corp. | 0.09% |
| Morgan Stanley | 0.08% |
| Verizon Communications, Inc., 4.86%, due 08/21/2046 | 0.08% |
| NetApp, Inc. | 0.08% |
| International Bank for Reconstruction & Development, Series MTN, 4.75%, due 02/15/2035 | 0.08% |
| Raytheon Co. | 0.08% |
| Motorola Solutions, Inc. | 0.08% |
| Federal Home Loan Mortgage Corp., 5.00%, due 04/01/2040 | 0.08% |
| NextEra Energy, Inc. | 0.08% |
| CME Group, Inc. | 0.08% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.08% |
| Phillips 66 | 0.08% |
| Charter Communications, Inc., Class A | 0.08% |
| American Tower Corp., REIT | 0.08% |
| EOG Resources, Inc. | 0.08% |
| Synchrony Credit Card Master Note Trust, Series 2016-1, Class A, 2.04%, due 03/15/2022 | 0.08% |
| Hungary Government International Bond, 7.62%, due 03/29/2041 | 0.08% |
| Verizon Communications, Inc., 5.15%, due 09/15/2023 | 0.08% |
| Express Scripts Holding Co. | 0.08% |
| Mitsubishi UFJ Financial Group, Inc. | 0.08% |
| Comcast Cable Communications Holdings, Inc., 9.45%, due 11/15/2022 | 0.08% |
| Sherwin-Williams Co. | 0.08% |
| GE Capital International Funding Co. Unlimited Co., 4.41%, due 11/15/2035 | 0.08% |
| CSL, Ltd. | 0.08% |
| Cigna Corp. | 0.08% |
| Walgreens Boots Alliance, Inc. | 0.08% |
| Reckitt Benckiser Group PLC | 0.08% |
| Air Products & Chemicals, Inc. | 0.08% |
| General Dynamics Corp. | 0.08% |
| Expedia Group, Inc., 3.80%, due 02/15/2028 | 0.08% |
| Duke Energy Corp. | 0.08% |
| General Motors Co., 5.00%, due 04/01/2035 | 0.08% |
| Bank of Nova Scotia | 0.07% |
| Mondelez International, Inc., Class A | 0.07% |
| Allergan PLC | 0.07% |
| Canadian National Railway Co. | 0.07% |
| Prudential PLC | 0.07% |
| Lloyds Banking Group PLC | 0.07% |
| Daimler AG | 0.07% |
| PNC Financial Services Group, Inc. | 0.07% |
| HSBC Bank USA NA, 4.87%, due 08/24/2020 | 0.07% |
| Federal National Mortgage Association, 3.00%, due 05/01/2027 | 0.07% |
| Bank of New York Mellon Corp. | 0.07% |
| UBS Group AG | 0.07% |
| Illinois Tool Works, Inc. | 0.07% |
| BNP Paribas SA | 0.07% |
| Simon Property Group, Inc., REIT | 0.07% |
| ASML Holding NV | 0.07% |
| Cooperatieve Rabobank UA, Series MTN, 2.25%, due 01/14/2020 | 0.07% |
| Cognizant Technology Solutions Corp., Class A | 0.07% |
| Anthem, Inc. | 0.07% |
| Charles Schwab Corp. | 0.07% |
| Glencore PLC | 0.07% |
| Rio Tinto PLC | 0.07% |
| Unilever PLC | 0.07% |
| Chubb, Ltd. | 0.07% |
| Anheuser-Busch InBev SA | 0.07% |
| Deere & Co. | 0.07% |
| Intercontinental Exchange, Inc. | 0.07% |
| Occidental Petroleum Corp. | 0.07% |
| Capital One Financial Corp. | 0.07% |
| Applied Materials, Inc., 5.85%, due 06/15/2041 | 0.07% |
| Suncor Energy, Inc. | 0.07% |
| BlackRock, Inc. | 0.07% |
| Deutsche Telekom AG | 0.07% |
| Vodafone Group PLC, 4.37%, due 03/16/2021 | 0.07% |
| Australia & New Zealand Banking Group, Ltd. | 0.07% |
| Becton Dickinson and Co. | 0.07% |
| Apple, Inc., 4.25%, due 02/09/2047 | 0.07% |
| National Australia Bank, Ltd. | 0.07% |
| Keyence Corp. | 0.07% |
| Stryker Corp. | 0.07% |
| Air Liquide SA | 0.07% |
| Danaher Corp. | 0.07% |
| Colgate-Palmolive Co. | 0.07% |
| Intuit, Inc. | 0.06% |
| Verizon Communications, Inc., 4.60%, due 04/01/2021 | 0.06% |
| adidas AG | 0.06% |
| Southern California Edison Co., 4.00%, due 04/01/2047 | 0.06% |
| Zurich Insurance Group AG | 0.06% |
| Government National Mortgage Association, 5.00%, due 09/20/2041 | 0.06% |
| Bank of Montreal | 0.06% |
| Shire PLC | 0.06% |
| ING Groep NV | 0.06% |
| European Investment Bank, 2.87%, due 09/15/2020 | 0.06% |
| Vinci SA | 0.06% |
| United Technologies Corp., 4.50%, due 06/01/2042 | 0.06% |
| GlaxoSmithKline Capital PLC, 2.85%, due 05/08/2022 | 0.06% |
| S&P Global, Inc. | 0.06% |
| Hess Corp. | 0.06% |
| Sumitomo Mitsui Financial Group, Inc. | 0.06% |
| L'Oreal SA | 0.06% |
| Bank of America Corp., Series MTN, 5.62%, due 07/01/2020 | 0.06% |
| UnitedHealth Group, Inc., 4.25%, due 04/15/2047 | 0.06% |
| Vertex Pharmaceuticals, Inc. | 0.06% |
| Vodafone Group PLC | 0.06% |
| Federal National Mortgage Association, 5.00%, due 05/01/2040 | 0.06% |
| American International Group, Inc., 6.25%, due 05/01/2036 | 0.06% |
| Boston Scientific Corp. | 0.06% |
| Travelers Cos., Inc. | 0.06% |
| Morgan Stanley, Series MTN, 5.50%, due 07/24/2020 | 0.06% |
| Marathon Petroleum Corp. | 0.06% |
| Emerson Electric Co. | 0.06% |
| Microsoft Corp., 4.00%, due 02/08/2021 | 0.06% |
| Berkshire Hathaway, Inc., 3.75%, due 08/15/2021 | 0.06% |
| Eni SpA | 0.06% |
| AbbVie, Inc., 4.40%, due 11/06/2042 | 0.06% |
| Weyerhaeuser Co., REIT | 0.06% |
| Humana, Inc. | 0.06% |
| Safran SA | 0.06% |
| Target Corp. | 0.06% |
| Johnson & Johnson, 3.55%, due 05/15/2021 | 0.06% |
| Prudential Financial, Inc. | 0.06% |
| Public Storage, REIT | 0.06% |
| General Motors Co. | 0.06% |
| JPMorgan Chase & Co., 4.12%, due 12/15/2026 | 0.06% |
| Cisco Systems, Inc., 5.90%, due 02/15/2039 | 0.06% |
| Micron Technology, Inc. | 0.06% |
| Danone SA | 0.06% |
| Enbridge, Inc. | 0.06% |
| Lloyds Banking Group PLC, 4.58%, due 12/10/2025 | 0.06% |
| Citigroup, Inc., 6.12%, due 08/25/2036 | 0.06% |
| Bank of America Corp., Series MTN, 4.44%, due 01/20/2048 | 0.06% |
| Iberdrola SA | 0.06% |
| Morgan Stanley, Series MTN, 6.25%, due 08/09/2026 | 0.06% |
| Marsh & McLennan Cos., Inc., 4.35%, due 01/30/2047 | 0.06% |
| Barclays PLC, 5.25%, due 08/17/2045 | 0.06% |
| Newmont Mining Corp. | 0.06% |
| Applied Materials, Inc. | 0.06% |
| TransCanada PipeLines, Ltd., 9.87%, due 01/01/2021 | 0.05% |
| PACCAR, Inc. | 0.05% |
| Honda Motor Co., Ltd. | 0.05% |
| Twenty-First Century Fox, Inc., Class A | 0.05% |
| Federal Home Loan Mortgage Corp., 5.00%, due 12/01/2038 | 0.05% |
| Morgan Stanley, 4.37%, due 01/22/2047 | 0.05% |
| ABB, Ltd. | 0.05% |
| MetLife, Inc. | 0.05% |
| KDDI Corp. | 0.05% |
| Swap Agreement, Receive, North America Investment Grade Index - Series 30 | 0.05% |
| HP, Inc. | 0.05% |
| Devon Energy Corp., 5.00%, due 06/15/2045 | 0.05% |
| Illumina, Inc. | 0.05% |
| Mizuho Financial Group, Inc. | 0.05% |
| Credit Suisse Group AG | 0.05% |
| Kering SA | 0.05% |
| Valero Energy Corp. | 0.05% |
| Commonwealth Bank of Australia, 4.31%, due 01/10/2048 | 0.05% |
| Fortive Corp. | 0.05% |
| HCA Healthcare, Inc. | 0.05% |
| Lockheed Martin Corp., 4.07%, due 12/15/2042 | 0.05% |
| PepsiCo, Inc., 3.00%, due 08/25/2021 | 0.05% |
| Welltower, Inc., REIT, 4.95%, due 01/15/2021 | 0.05% |
| Burlington Northern Santa Fe LLC, 4.40%, due 03/15/2042 | 0.05% |
| United Continental Holdings, Inc. | 0.05% |
| Kao Corp. | 0.05% |
| Banco Bilbao Vizcaya Argentaria SA | 0.05% |
| Government National Mortgage Association, 4.50%, due 05/15/2040 | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 8.20%, due 01/15/2039 | 0.05% |
| Praxair, Inc. | 0.05% |
| Wesfarmers, Ltd. | 0.05% |
| Devon Energy Corp. | 0.05% |
| Federal Home Loan Mortgage Corp., 5.50%, due 04/01/2038 | 0.05% |
| Zoetis, Inc. | 0.05% |
| WEC Energy Group, Inc. | 0.05% |
| Eaton Corp. PLC | 0.05% |
| Mitsubishi Corp. | 0.05% |
| Wells Fargo & Co., 3.45%, due 02/13/2023 | 0.05% |
| Waste Management, Inc. | 0.05% |
| Marriott International, Inc., Class A | 0.05% |
| State of California, 7.60%, due 11/01/2040 | 0.05% |
| Recruit Holdings Co., Ltd. | 0.05% |
| ONEOK, Inc. | 0.05% |
| Brookfield Asset Management, Inc., Class A | 0.05% |
| Dominion Energy, Inc. | 0.05% |
| Canadian Imperial Bank of Commerce | 0.05% |
| Progress Energy, Inc., 4.40%, due 01/15/2021 | 0.05% |
| Linde AG | 0.05% |
| Anthem, Inc., 4.55%, due 03/01/2048 | 0.05% |
| BHP Billiton PLC | 0.05% |
| Moody's Corp. | 0.05% |
| Crown Castle International Corp., REIT | 0.05% |
| Amgen, Inc., 4.66%, due 06/15/2051 | 0.05% |
| Koninklijke Philips NV | 0.05% |
| Marsh & McLennan Cos., Inc. | 0.05% |
| BB&T Corp. | 0.05% |
| Fiserv, Inc. | 0.05% |
| Raytheon Co., 2.50%, due 12/15/2022 | 0.05% |
| M&T Bank Corp. | 0.05% |
| United Parcel Service, Inc., 2.45%, due 10/01/2022 | 0.05% |
| T. Rowe Price Group, Inc. | 0.05% |
| Costco Wholesale Corp., 1.70%, due 12/15/2019 | 0.05% |
| Government National Mortgage Association, 4.00%, due 11/20/2041 | 0.05% |
| Societe Generale SA | 0.05% |
| Barrick North America Finance LLC, 5.70%, due 05/30/2041 | 0.05% |
| Apache Corp. | 0.05% |
| TransCanada Corp. | 0.05% |
| Regeneron Pharmaceuticals, Inc. | 0.05% |
| Pernod Ricard SA | 0.05% |
| Schneider Electric SE | 0.05% |
| State Street Corp. | 0.05% |
| Kimberly-Clark Corp. | 0.05% |
| Halliburton Co. | 0.05% |
| Zimmer Biomet Holdings, Inc. | 0.05% |
| Compass Group PLC | 0.04% |
| National Grid PLC | 0.04% |
| Fastenal Co. | 0.04% |
| Omnicom Group, Inc. | 0.04% |
| New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 | 0.04% |
| Twenty-First Century Fox, Inc., Class B | 0.04% |
| Cie Financiere Richemont SA | 0.04% |
| Corning, Inc., 4.75%, due 03/15/2042 | 0.04% |
| Yum! Brands, Inc. | 0.04% |
| Baxter International, Inc. | 0.04% |
| Enel SpA | 0.04% |
| Tokio Marine Holdings, Inc. | 0.04% |
| Canadian Natural Resources, Ltd. | 0.04% |
| National Rural Utilities Cooperative Finance Corp., 3.05%, due 02/15/2022 | 0.04% |
| Nucor Corp. | 0.04% |
| CMS Energy Corp. | 0.04% |
| Rio Tinto Finance USA PLC, 4.12%, due 08/21/2042 | 0.04% |
| Ecolab, Inc., 5.50%, due 12/08/2041 | 0.04% |
| Eversource Energy | 0.04% |
| FANUC Corp. | 0.04% |
| Johnson Controls International PLC | 0.04% |
| Intesa Sanpaolo SpA | 0.04% |
| Amadeus IT Group SA | 0.04% |
| Cintas Corp. No. 2, 4.30%, due 06/01/2021 | 0.04% |
| Canadian Pacific Railway, Ltd. | 0.04% |
| Time Warner Cable LLC, 5.00%, due 02/01/2020 | 0.04% |
| Public Service Enterprise Group, Inc. | 0.04% |
| Tesla, Inc. | 0.04% |
| Boston Properties, Inc., REIT | 0.04% |
| Host Hotels & Resorts, Inc., REIT | 0.04% |
| Ameriprise Financial, Inc. | 0.04% |
| Praxair, Inc., 3.55%, due 11/07/2042 | 0.04% |
| Symantec Corp. | 0.04% |
| Exelon Generation Co. LLC, 4.00%, due 10/01/2020 | 0.04% |
| Newmont Mining Corp., 4.87%, due 03/15/2042 | 0.04% |
| Nintendo Co., Ltd. | 0.04% |
| Vivendi SA | 0.04% |
| Barclays PLC | 0.04% |
| Occidental Petroleum Corp., 2.70%, due 02/15/2023 | 0.04% |
| British Telecommunications PLC, 9.62%, due 12/15/2030 | 0.04% |
| Kinder Morgan, Inc. | 0.04% |
| Citrix Systems, Inc. | 0.04% |
| Norfolk Southern Corp. | 0.04% |
| Los Angeles Department of Water & Power Power System Revenue, 6.57%, due 07/01/2045 | 0.04% |
| Nidec Corp. | 0.04% |
| BlackRock, Inc., 5.00%, due 12/10/2019 | 0.04% |
| Essilor International Cie Generale d'Optique SA | 0.04% |
| PG&E Corp. | 0.04% |
| Aptiv PLC | 0.04% |
| Seven & i Holdings Co., Ltd. | 0.04% |
| Lowe's Cos., Inc., 3.80%, due 11/15/2021 | 0.04% |
| Dallas Area Rapid Transit, Series B, 5.99%, due 12/01/2044 | 0.04% |
| American Electric Power Co., Inc. | 0.04% |
| Manulife Financial Corp. | 0.04% |
| Synchrony Financial | 0.04% |
| Takeda Pharmaceutical Co., Ltd. | 0.04% |
| Coca-Cola Co., 3.30%, due 09/01/2021 | 0.04% |
| VMware, Inc., Class A | 0.04% |
| CK Hutchison Holdings, Ltd. | 0.04% |
| Muenchener Rueckversicherungs-Gesellschaft AG | 0.04% |
| U.S. Treasury Note, 2.00%, due 11/30/2022 | 0.04% |
| Medtronic, Inc., 4.50%, due 03/15/2042 | 0.04% |
| Edwards Lifesciences Corp. | 0.04% |
| O'Reilly Automotive, Inc. | 0.04% |
| eBay, Inc. | 0.04% |
| Industria de Diseno Textil SA | 0.04% |
| Twitter, Inc. | 0.04% |
| Nutrien, Ltd. | 0.04% |
| Las Vegas Sands Corp. | 0.04% |
| Telefonica SA | 0.04% |
| LyondellBasell Industries NV, Class A | 0.04% |
| Loews Corp. | 0.04% |
| Government National Mortgage Association, 5.50%, due 12/20/2038 | 0.04% |
| Southern Co. | 0.04% |
| Swiss Re AG | 0.04% |
| Exelon Corp. | 0.04% |
| Hormel Foods Corp. | 0.04% |
| Devon Energy Corp., 4.75%, due 05/15/2042 | 0.04% |
| DBS Group Holdings, Ltd. | 0.04% |
| Equinor ASA | 0.04% |
| UniCredit SpA | 0.04% |
| Daikin Industries, Ltd. | 0.04% |
| McKesson Corp. | 0.04% |
| Seagate Technology PLC | 0.04% |
| Electronic Arts, Inc. | 0.04% |
| Mitsui & Co., Ltd. | 0.04% |
| Home Depot, Inc., 5.87%, due 12/16/2036 | 0.04% |
| Workday, Inc., Class A | 0.04% |
| TransCanada PipeLines, Ltd., 3.80%, due 10/01/2020 | 0.04% |
| Nippon Telegraph & Telephone Corp. | 0.04% |
| Anadarko Petroleum Corp. | 0.04% |
| Fresenius Medical Care AG & Co. KGaA | 0.04% |
| East Japan Railway Co. | 0.04% |
| Equinix, Inc., REIT | 0.04% |
| Kinder Morgan Energy Partners, LP, 5.30%, due 09/15/2020 | 0.04% |
| Constellation Brands, Inc., Class A | 0.04% |
| Orange SA | 0.04% |
| Central Japan Railway Co. | 0.04% |
| Welltower, Inc., REIT | 0.04% |
| RELX PLC | 0.04% |
| NXP Semiconductors NV | 0.04% |
| Astellas Pharma, Inc. | 0.04% |
| Mosaic Co., 5.62%, due 11/15/2043 | 0.04% |
| Deutsche Post AG | 0.04% |
| Federal National Mortgage Association, 5.50%, due 12/01/2039 | 0.04% |
| Philip Morris International, Inc., 6.37%, due 05/16/2038 | 0.04% |
| AstraZeneca PLC, 6.45%, due 09/15/2037 | 0.04% |
| Volvo AB, Class B | 0.04% |
| Imperial Brands PLC | 0.04% |
| Union Pacific Corp., 3.79%, due 10/01/2051 | 0.04% |
| Altria Group, Inc., 9.25%, due 08/06/2019 | 0.04% |
| Shin-Etsu Chemical Co., Ltd. | 0.04% |
| Shiseido Co., Ltd. | 0.04% |
| Akzo Nobel NV | 0.04% |
| Federal National Mortgage Association, 6.00%, due 02/01/2040 | 0.04% |
| Volkswagen AG, 2.70% | 0.04% |
| Federal National Mortgage Association, 5.00%, due 04/01/2040 | 0.04% |
| U.S. Treasury Bond, 3.50%, due 02/15/2039 | 0.03% |
| Japan Tobacco, Inc. | 0.03% |
| Consolidated Edison, Inc. | 0.03% |
| Komatsu, Ltd. | 0.03% |
| Delta Air Lines, Inc. | 0.03% |
| Standard Chartered PLC | 0.03% |
| Analog Devices, Inc. | 0.03% |
| NTT DOCOMO, Inc. | 0.03% |
| Hitachi, Ltd. | 0.03% |
| Fresenius SE & Co. KGaA | 0.03% |
| Tapestry, Inc. | 0.03% |
| Hong Kong Exchanges & Clearing, Ltd. | 0.03% |
| Fidelity National Information Services, Inc. | 0.03% |
| Nordea Bank AB | 0.03% |
| Ventas, Inc., REIT | 0.03% |
| Nokia OYJ | 0.03% |
| EMS-Chemie Holding AG | 0.03% |
| Transurban Group | 0.03% |
| Roper Technologies, Inc. | 0.03% |
| Allstate Corp. | 0.03% |
| Ford Motor Co. | 0.03% |
| JXTG Holdings, Inc. | 0.03% |
| Warner Media LLC, 4.70%, due 01/15/2021 | 0.03% |
| Skyworks Solutions, Inc. | 0.03% |
| Canon, Inc. | 0.03% |
| Hewlett Packard Enterprise Co. | 0.03% |
| Lonza Group AG | 0.03% |
| RELX PLC | 0.03% |
| Kimberly-Clark Corp., 3.87%, due 03/01/2021 | 0.03% |
| NN Group NV | 0.03% |
| Florida Power & Light Co., 4.12%, due 02/01/2042 | 0.03% |
| Gap, Inc. | 0.03% |
| Dover Corp. | 0.03% |
| DISH Network Corp., Class A | 0.03% |
| Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 02/15/2021 | 0.03% |
| Aviva PLC | 0.03% |
| Amphenol Corp., Class A | 0.03% |
| Barclays Bank PLC, 5.14%, due 10/14/2020 | 0.03% |
| SBA Communications Corp., REIT | 0.03% |
| Alexion Pharmaceuticals, Inc. | 0.03% |
| Kraft Heinz Co. | 0.03% |
| Koninklijke DSM NV | 0.03% |
| Macy's, Inc. | 0.03% |
| Denso Corp. | 0.03% |
| Panasonic Corp. | 0.03% |
| ITOCHU Corp. | 0.03% |
| Mitsubishi Electric Corp. | 0.03% |
| Macquarie Group, Ltd. | 0.03% |
| Engie SA | 0.03% |
| Anglo American PLC | 0.03% |
| PepsiCo, Inc., 4.25%, due 10/22/2044 | 0.03% |
| Woolworths Group, Ltd. | 0.03% |
| Murata Manufacturing Co., Ltd. | 0.03% |
| Church & Dwight Co., Inc. | 0.03% |
| BioMarin Pharmaceutical, Inc. | 0.03% |
| Bayerische Motoren Werke AG | 0.03% |
| Tesco PLC | 0.03% |
| Federal National Mortgage Association, 6.00%, due 05/01/2038 | 0.03% |
| Fiat Chrysler Automobiles NV | 0.03% |
| Bridgestone Corp. | 0.03% |
| TD Ameritrade Holding Corp. | 0.03% |
| Kirin Holdings Co., Ltd. | 0.03% |
| AEP Texas, Inc., 6.65%, due 02/15/2033 | 0.03% |
| Federal National Mortgage Association, 5.50%, due 04/01/2036 | 0.03% |
| Daiichi Sankyo Co., Ltd. | 0.03% |
| Ameren Illinois Co., 9.75%, due 11/15/2018 | 0.03% |
| Franklin Resources, Inc. | 0.03% |
| Link REIT | 0.03% |
| Heineken NV | 0.03% |
| Repsol SA | 0.03% |
| Fast Retailing Co., Ltd. | 0.03% |
| Sun Hung Kai Properties, Ltd. | 0.03% |
| Estee Lauder Cos., Inc., Class A | 0.03% |
| Republic Services, Inc. | 0.03% |
| Vonovia SE | 0.03% |
| Baker Hughes a GE Co. | 0.03% |
| Koninklijke Ahold Delhaize NV | 0.03% |
| Sprint Corp. | 0.03% |
| Entergy Texas, Inc., 7.12%, due 02/01/2019 | 0.03% |
| Sky PLC | 0.03% |
| Regions Financial Corp. | 0.03% |
| Woodside Petroleum, Ltd. | 0.03% |
| Oversea-Chinese Banking Corp., Ltd. | 0.03% |
| Citizens Financial Group, Inc. | 0.03% |
| F5 Networks, Inc. | 0.03% |
| Capgemini SE | 0.03% |
| CLP Holdings, Ltd. | 0.03% |
| Mitsui Fudosan Co., Ltd. | 0.03% |
| Sun Life Financial, Inc. | 0.03% |
| Carnival PLC | 0.03% |
| Consolidated Edison Co. of New York, Inc., 5.30%, due 03/01/2035 | 0.03% |
| CenterPoint Energy Resources Corp., 4.10%, due 09/01/2047 | 0.03% |
| United Overseas Bank, Ltd. | 0.03% |
| CRH PLC | 0.03% |
| Mellon Capital IV, 4.00%, due 10/29/2018 | 0.03% |
| Rockwell Collins, Inc. | 0.03% |
| Nissan Motor Co., Ltd. | 0.03% |
| Dai-ichi Life Holdings, Inc. | 0.03% |
| BT Group PLC | 0.03% |
| American Water Works Co., Inc. | 0.03% |
| Swedbank AB, Class A | 0.03% |
| Ralph Lauren Corp. | 0.03% |
| DNB ASA | 0.03% |
| Tokyo Electron, Ltd. | 0.03% |
| Hoya Corp. | 0.03% |
| Alimentation Couche-Tard, Inc., Class B | 0.03% |
| Vornado Realty Trust, REIT | 0.03% |
| 21st Century Fox America, Inc., 6.55%, due 03/15/2033 | 0.03% |
| Infineon Technologies AG | 0.03% |
| Ecolab, Inc. | 0.03% |
| Deutsche Bank AG | 0.03% |
| Sampo OYJ, Class A | 0.03% |
| Rockwell Automation, Inc. | 0.03% |
| ConocoPhillips Holding Co., 6.95%, due 04/15/2029 | 0.03% |
| Wisconsin Electric Power Co., 2.95%, due 09/15/2021 | 0.03% |
| KeyCorp | 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% |
| Kroger Co. | 0.03% |
| American Tower Corp., 5.05%, due 09/01/2020 | 0.03% |
| Geberit AG | 0.03% |
| Exelon Corp., 5.15%, due 12/01/2020 | 0.03% |
| Rio Tinto, Ltd. | 0.03% |
| Williams Cos., Inc., 5.25%, due 03/15/2020 | 0.03% |
| AmerisourceBergen Corp. | 0.03% |
| Subaru Corp. | 0.03% |
| Sumitomo Corp. | 0.03% |
| Shionogi & Co., Ltd. | 0.03% |
| Capital One Financial Corp., 3.50%, due 06/15/2023 | 0.03% |
| CK Asset Holdings, Ltd. | 0.03% |
| Telefonaktiebolaget LM Ericsson, B Shares | 0.03% |
| Celanese Corp., Series A | 0.03% |
| Scentre Group, REIT | 0.03% |
| FleetCor Technologies, Inc. | 0.03% |
| Arconic, Inc. | 0.03% |
| Otsuka Holdings Co., Ltd. | 0.03% |
| E.ON SE | 0.03% |
| Clorox Co. | 0.03% |
| Atlas Copco AB, A Shares | 0.03% |
| DXC Technology Co., 7.45%, due 10/15/2029 | 0.03% |
| Western Digital Corp. | 0.03% |
| Hartford Financial Services Group, Inc. | 0.03% |
| Incyte Corp. | 0.03% |
| London Stock Exchange Group PLC | 0.03% |
| Goldman Sachs Capital I, 6.34%, due 02/15/2034 | 0.03% |
| International Business Machines Corp., 4.00%, due 06/20/2042 | 0.03% |
| Sandvik AB | 0.03% |
| Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2039 | 0.03% |
| Assa Abloy AB, B Shares | 0.03% |
| 21st Century Fox America, Inc., 5.65%, due 08/15/2020 | 0.03% |
| ORIX Corp. | 0.03% |
| L3 Technologies, Inc., 3.85%, due 12/15/2026 | 0.03% |
| Mitsubishi Estate Co., Ltd. | 0.03% |
| Xilinx, Inc. | 0.03% |
| General Electric Co., Series MTN, 5.87%, due 01/14/2038 | 0.03% |
| BAE Systems PLC | 0.03% |
| BNP Paribas SA, 5.00%, due 01/15/2021 | 0.03% |
| Lafarge SA, 7.12%, due 07/15/2036 | 0.03% |
| Eisai Co., Ltd. | 0.03% |
| Rogers Communications, Inc., Class B | 0.02% |
| Southwest Airlines Co. | 0.02% |
| Investor AB, B Shares | 0.02% |
| Pearson PLC | 0.02% |
| Discovery, Inc., Class C | 0.02% |
| PPG Industries, Inc. | 0.02% |
| Henkel AG & Co. KGaA, 1.80% | 0.02% |
| Pioneer Natural Resources Co. | 0.02% |
| CBS Corp., Class B | 0.02% |
| Walt Disney Co., Series MTN, 5.50%, due 03/15/2019 | 0.02% |
| DaVita, Inc. | 0.02% |
| Amgen, Inc., 5.70%, due 02/01/2019 | 0.02% |
| McDonald's Corp., Series MTN, 5.00%, due 02/01/2019 | 0.02% |
| Cie de Saint-Gobain | 0.02% |
| Legrand SA | 0.02% |
| WPP PLC | 0.02% |
| Danske Bank A/S | 0.02% |
| AT&T, Inc., 4.55%, due 03/09/2049 | 0.02% |
| Kubota Corp. | 0.02% |
| Biogen, Inc., 5.20%, due 09/15/2045 | 0.02% |
| PPL Corp. | 0.02% |
| Legal & General Group PLC | 0.02% |
| VF Corp. | 0.02% |
| CGI Group, Inc., Class A | 0.02% |
| Cie Generale des Etablissements Michelin SCA | 0.02% |
| Oriental Land Co., Ltd. | 0.02% |
| Svenska Handelsbanken AB, A Shares | 0.02% |
| DSV A/S | 0.02% |
| TechnipFMC PLC | 0.02% |
| BOC Hong Kong Holdings, Ltd. | 0.02% |
| Terumo Corp. | 0.02% |
| Dow Chemical Co., 8.55%, due 05/15/2019 | 0.02% |
| Capital One Financial Corp., 4.75%, due 07/15/2021 | 0.02% |
| Chocoladefabriken Lindt & Spruengli AG | 0.02% |
| Principal Financial Group, Inc. | 0.02% |
| UPM-Kymmene OYJ | 0.02% |
| Red Hat, Inc. | 0.02% |
| HCP, Inc., REIT | 0.02% |
| Gilead Sciences, Inc., 4.50%, due 02/01/2045 | 0.02% |
| Noble Energy, Inc. | 0.02% |
| Naturgy Energy Group SA | 0.02% |
| Experian PLC | 0.02% |
| Xerox Corp., 4.50%, due 05/15/2021 | 0.02% |
| Kraft Heinz Foods Co., 5.37%, due 02/10/2020 | 0.02% |
| Dell Technologies, Inc., Class V | 0.02% |
| Whitbread PLC | 0.02% |
| Rolls-Royce Holdings PLC | 0.02% |
| Kone OYJ, Class B | 0.02% |
| Wynn Resorts, Ltd. | 0.02% |
| Dollar Tree, Inc. | 0.02% |
| Partners Group Holding AG | 0.02% |
| DENTSPLY SIRONA, Inc. | 0.02% |
| Federal National Mortgage Association, 4.00%, due 06/01/2025 | 0.02% |
| Burberry Group PLC | 0.02% |
| Deutsche Boerse AG | 0.02% |
| Novozymes A/S, Class B | 0.02% |
| KBC Group NV | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 07/01/2045 | 0.02% |
| American Express Co., 8.12%, due 05/20/2019 | 0.02% |
| Aon Corp., 5.00%, due 09/30/2020 | 0.02% |
| Telefonica Emisiones SAU, 5.13%, due 04/27/2020 | 0.02% |
| Deutsche Wohnen SE | 0.02% |
| Deutsche Telekom International Finance BV, 6.00%, due 07/08/2019 | 0.02% |
| TECO Finance, Inc., 5.15%, due 03/15/2020 | 0.02% |
| Cigna Corp., 4.50%, due 03/15/2021 | 0.02% |
| FUJIFILM Holdings Corp. | 0.02% |
| DTE Energy Co. | 0.02% |
| Altria Group, Inc., 4.50%, due 05/02/2043 | 0.02% |
| Japan Post Holdings Co., Ltd. | 0.02% |
| Hang Seng Bank, Ltd. | 0.02% |
| Brown-Forman Corp., Class B | 0.02% |
| Asahi Kasei Corp. | 0.02% |
| Bunzl PLC | 0.02% |
| Merck & Co., Inc., 3.60%, due 09/15/2042 | 0.02% |
| Government National Mortgage Association, 5.00%, due 10/15/2039 | 0.02% |
| WestRock Co. | 0.02% |
| Dassault Systemes SE | 0.02% |
| Insurance Australia Group, Ltd. | 0.02% |
| American International Group, Inc., 6.40%, due 12/15/2020 | 0.02% |
| Suzuki Motor Corp. | 0.02% |
| Unibail-Rodamco-Westfield | 0.02% |
| U.S. Treasury Bond, 3.00%, due 02/15/2047 | 0.02% |
| Aristocrat Leisure, Ltd. | 0.02% |
| Caterpillar, Inc., 7.37%, due 03/01/2097 | 0.02% |
| Assicurazioni Generali SpA | 0.02% |
| Toshiba Corp. | 0.02% |
| SGS SA | 0.02% |
| Nomura Holdings, Inc. | 0.02% |
| Constellation Software, Inc. | 0.02% |
| Singapore Telecommunications, Ltd. | 0.02% |
| Hennes & Mauritz AB, B Shares | 0.02% |
| Maxim Integrated Products, Inc. | 0.02% |
| LANXESS AG | 0.02% |
| Stanley Black & Decker, Inc. | 0.02% |
| SCOR SE | 0.02% |
| Hilton Worldwide Holdings, Inc. | 0.02% |
| Sompo Holdings, Inc. | 0.02% |
| Galaxy Entertainment Group, Ltd. | 0.02% |
| Kyocera Corp. | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 12/01/2046 | 0.02% |
| Smiths Group PLC | 0.02% |
| Intertek Group PLC | 0.02% |
| KLA-Tencor Corp. | 0.02% |
| TE Connectivity, Ltd. | 0.02% |
| Keuhne & Nagel International AG | 0.02% |
| MS&AD Insurance Group Holdings, Inc. | 0.02% |
| Government National Mortgage Association, 5.00%, due 08/15/2039 | 0.02% |
| National Bank of Canada | 0.02% |
| Kerry Group PLC, Class A | 0.02% |
| Renault SA | 0.02% |
| Ameren Corp. | 0.02% |
| Laboratory Corp. of America Holdings | 0.02% |
| Jardine Matheson Holdings, Ltd. | 0.02% |
| LafargeHolcim, Ltd. | 0.02% |
| Franco-Nevada Corp. | 0.02% |
| SSE PLC | 0.02% |
| Magna International, Inc. | 0.02% |
| SL Green Realty Corp., REIT | 0.02% |
| Fortescue Metals Group, Ltd. | 0.02% |
| Sempra Energy | 0.02% |
| Sumitomo Realty & Development Co., Ltd. | 0.02% |
| thyssenkrupp AG | 0.02% |
| Vestas Wind Systems A/S | 0.02% |
| British Land Co. PLC, REIT | 0.02% |
| Continental AG | 0.02% |
| Swatch Group AG | 0.02% |
| LendLease Group | 0.02% |
| Weir Group PLC | 0.02% |
| Skandinaviska Enskilda Banken AB, Class A | 0.02% |
| Essex Property Trust, Inc., REIT | 0.02% |
| Hong Kong & China Gas Co., Ltd. | 0.02% |
| CIMIC Group, Ltd. | 0.02% |
| Hermes International | 0.02% |
| CA, Inc. | 0.02% |
| Expeditors International of Washington, Inc. | 0.02% |
| American Airlines Group, Inc. | 0.02% |
| Nippon Steel & Sumitomo Metal Corp. | 0.02% |
| STMicroelectronics NV | 0.02% |
| Secom Co., Ltd. | 0.02% |
| Wirecard AG | 0.02% |
| Sonic Healthcare, Ltd. | 0.02% |
| Mosaic Co. | 0.02% |
| Antofagasta PLC | 0.02% |
| Pembina Pipeline Corp. | 0.02% |
| Nitori Holdings Co., Ltd. | 0.02% |
| Tiffany & Co. | 0.02% |
| SMC Corp. | 0.02% |
| Discovery, Inc., Class A | 0.02% |
| Ahold Finance USA LLC, 6.87%, due 05/01/2029 | 0.02% |
| Liberty Global PLC, Class A | 0.02% |
| Federal Realty Investment Trust, REIT | 0.02% |
| Mylan, Inc., 5.40%, due 11/29/2043 | 0.02% |
| Hexagon AB, B Shares | 0.02% |
| Credit Agricole SA | 0.02% |
| Tenaris SA | 0.02% |
| Daiwa House Industry Co., Ltd. | 0.02% |
| Peugeot SA | 0.02% |
| Liberty Global PLC, Series C | 0.02% |
| Chipotle Mexican Grill, Inc. | 0.02% |
| Ferrovial SA | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 02/01/2046 | 0.02% |
| Essity AB, Class B | 0.02% |
| Asahi Group Holdings, Ltd. | 0.02% |
| Sage Group PLC | 0.02% |
| Dentsu, Inc. | 0.02% |
| Henkel AG & Co. KGaA | 0.02% |
| Genuine Parts Co. | 0.02% |
| Kohl's Corp. | 0.02% |
| Federal Home Loan Mortgage Corp., 3.00%, due 01/01/2047 | 0.02% |
| Kikkoman Corp. | 0.02% |
| Restaurant Brands International, Inc. | 0.02% |
| Luxottica Group SpA | 0.02% |
| CH Robinson Worldwide, Inc. | 0.02% |
| Federal National Mortgage Association, 5.50%, due 12/01/2023 | 0.02% |
| Marubeni Corp. | 0.02% |
| Swisscom AG | 0.02% |
| SCANA Corp. | 0.02% |
| Mitsubishi Heavy Industries, Ltd. | 0.02% |
| CNP Assurances | 0.02% |
| Sumitomo Mitsui Trust Holdings, Inc. | 0.02% |
| Veolia Environnement SA | 0.02% |
| Eastman Chemical Co. | 0.02% |
| Mitsubishi Chemical Holdings Corp. | 0.02% |
| Michael Kors Holdings, Ltd. | 0.02% |
| Thales SA | 0.02% |
| Marsh & McLennan Cos., Inc., 4.80%, due 07/15/2021 | 0.02% |
| Kansas City Southern | 0.02% |
| Ono Pharmaceutical Co., Ltd. | 0.02% |
| Oracle Corp. | 0.02% |
| Digital Realty Trust, Inc., REIT | 0.02% |
| Shell International Finance BV, 4.37%, due 03/25/2020 | 0.02% |
| Garmin, Ltd. | 0.02% |
| Telenor ASA | 0.02% |
| JPMorgan Chase & Co., 4.62%, due 05/10/2021 | 0.02% |
| TDK Corp. | 0.02% |
| Fairfax Financial Holdings, Ltd. | 0.02% |
| Federal Home Loan Mortgage Corp., 5.50%, due 10/01/2038 | 0.02% |
| Juniper Networks, Inc. | 0.02% |
| Carlsberg A/S, Class B | 0.02% |
| Oil Search, Ltd. | 0.02% |
| Aeon Co., Ltd. | 0.02% |
| Nissan Chemical Corp. | 0.02% |
| William Demant Holding A/S | 0.02% |
| Government National Mortgage Association, 4.50%, due 06/15/2039 | 0.02% |
| CenterPoint Energy, Inc. | 0.02% |
| Nitto Denko Corp. | 0.01% |
| Amundi SA | 0.01% |
| Schroders PLC | 0.01% |
| Husky Energy, Inc., 7.25%, due 12/15/2019 | 0.01% |
| FMC Corp. | 0.01% |
| Goldman Sachs Group, Inc., Series MTN, 6.00%, due 06/15/2020 | 0.01% |
| Liberty Media Corp. - Liberty SiriusXM, Class C | 0.01% |
| Valeo SA | 0.01% |
| Aena SME SA | 0.01% |
| Hulic Co., Ltd. | 0.01% |
| Federal National Mortgage Association, 5.50%, due 06/01/2038 | 0.01% |
| Hess Corp., 6.00%, due 01/15/2040 | 0.01% |
| Enterprise Products Operating LLC, 5.20%, due 09/01/2020 | 0.01% |
| Sysmex Corp. | 0.01% |
| CIT Group, Inc. | 0.01% |
| NBCUniversal Media LLC, 5.15%, due 04/30/2020 | 0.01% |
| Ajinomoto Co., Inc. | 0.01% |
| J.M. Smucker, Co. | 0.01% |
| Erste Group Bank AG | 0.01% |
| Westpac Banking Corp., 4.87%, due 11/19/2019 | 0.01% |
| Conagra Brands, Inc. | 0.01% |
| Dow Chemical Co., 4.25%, due 11/15/2020 | 0.01% |
| HeidelbergCement AG | 0.01% |
| Teck Resources, Ltd., Class B | 0.01% |
| Aeroports de Paris | 0.01% |
| West Japan Railway Co. | 0.01% |
| Suncorp Group, Ltd. | 0.01% |
| Marks & Spencer Group PLC | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 04/01/2046 | 0.01% |
| Fujitsu, Ltd. | 0.01% |
| HOCHTIEF AG | 0.01% |
| Melrose Industries PLC | 0.01% |
| Unicharm Corp. | 0.01% |
| Natixis SA | 0.01% |
| Shopify, Inc., Class A | 0.01% |
| Yakult Honsha Co., Ltd. | 0.01% |
| Innogy SE | 0.01% |
| Entergy Corp. | 0.01% |
| Origin Energy, Ltd. | 0.01% |
| Shimano, Inc. | 0.01% |
| G4S PLC | 0.01% |
| Marvell Technology Group, Ltd. | 0.01% |
| JFE Holdings, Inc. | 0.01% |
| Brookfield Property REIT, Inc. | 0.01% |
| Orsted A/S | 0.01% |
| Telia Co. AB | 0.01% |
| Taisei Corp. | 0.01% |
| Bankia SA | 0.01% |
| Axel Springer SE | 0.01% |
| Stockland, REIT | 0.01% |
| AGL Energy, Ltd. | 0.01% |
| Canadian Tire Corp., Ltd., Class A | 0.01% |
| Olympus Corp. | 0.01% |
| Atlantia SpA | 0.01% |
| Loblaw Cos., Ltd. | 0.01% |
| BCE, Inc. | 0.01% |
| Barrick Gold Corp. | 0.01% |
| Informa PLC | 0.01% |
| Land Securities Group PLC, REIT | 0.01% |
| Sekisui House, Ltd. | 0.01% |
| Newcrest Mining, Ltd. | 0.01% |
| UCB SA | 0.01% |
| Japan Retail Fund Investment Corp., REIT | 0.01% |
| Sands China, Ltd. | 0.01% |
| CCL Industries, Inc., Class B | 0.01% |
| Groupe Bruxelles Lambert SA | 0.01% |
| Chugai Pharmaceutical Co., Ltd. | 0.01% |
| First Quantum Minerals, Ltd. | 0.01% |
| Resona Holdings, Inc. | 0.01% |
| Shaw Communications, Inc., Class B | 0.01% |
| Qurate Retail, Inc., Class A | 0.01% |
| Agnico Eagle Mines, Ltd. | 0.01% |
| Centrica PLC | 0.01% |
| Tokyo Gas Co., Ltd. | 0.01% |
| Hydro One, Ltd. | 0.01% |
| Siemens Healthineers AG | 0.01% |
| Aisin Seiki Co., Ltd. | 0.01% |
| Sika AG | 0.01% |
| Royal Bank of Scotland Group PLC | 0.01% |
| MAN SE | 0.01% |
| Brother Industries, Ltd. | 0.01% |
| Sirius XM Holdings, Inc. | 0.01% |
| RWE AG | 0.01% |
| Zalando SE | 0.01% |
| BorgWarner, Inc. | 0.01% |
| Ford Motor Co., 5.29%, due 12/08/2046 | 0.01% |
| Randstad NV | 0.01% |
| Atlas Copco AB, B Shares | 0.01% |
| Daiwa Securities Group, Inc. | 0.01% |
| Galp Energia SGPS SA | 0.01% |
| Sumitomo Electric Industries, Ltd. | 0.01% |
| Kyushu Electric Power Co., Inc. | 0.01% |
| Fortis, Inc. | 0.01% |
| AP Moller - Maersk A/S, Class B | 0.01% |
| AES Corp. | 0.01% |
| Publicis Groupe SA | 0.01% |
| Nordstrom, Inc. | 0.01% |
| Covivio, REIT | 0.01% |
| Perrigo Co. PLC | 0.01% |
| Federal Home Loan Mortgage Corp., 3.00%, due 11/01/2046 | 0.01% |
| International Consolidated Airlines Group SA | 0.01% |
| Bunge, Ltd. | 0.01% |
| Neste OYJ | 0.01% |
| NTT Data Corp. | 0.01% |
| Mattel, Inc. | 0.01% |
| Kansai Electric Power Co., Inc. | 0.01% |
| Encana Corp. | 0.01% |
| Campbell Soup Co. | 0.01% |
| MEIJI Holdings Co., Ltd. | 0.01% |
| Ferrari NV | 0.01% |
| Smith & Nephew PLC | 0.01% |
| Western Union Co. | 0.01% |
| Yamato Holdings Co., Ltd. | 0.01% |
| Inpex Corp. | 0.01% |
| Solvay SA | 0.01% |
| FirstEnergy Corp. | 0.01% |
| RELX Capital, Inc., 8.62%, due 01/15/2019 | 0.01% |
| Marine Harvest ASA | 0.01% |
| Deutsche Lufthansa AG | 0.01% |
| Hankyu Hanshin Holdings, Inc. | 0.01% |
| Goodman Group, REIT | 0.01% |
| Toyo Suisan Kaisha, Ltd. | 0.01% |
| Wharf Real Estate Investment Co., Ltd. | 0.01% |
| Daito Trust Construction Co., Ltd. | 0.01% |
| TUI AG | 0.01% |
| CI Financial Corp. | 0.01% |
| Lululemon Athletica, Inc. | 0.01% |
| Bollore SA | 0.01% |
| South32, Ltd. | 0.01% |
| Klepierre SA, REIT | 0.01% |
| CNH Industrial NV | 0.01% |
| Dollarama, Inc. | 0.01% |
| Toray Industries, Inc. | 0.01% |
| EDP - Energias de Portugal SA | 0.01% |
| Atos SE | 0.01% |
| Marathon Oil Corp. | 0.01% |
| Yamaha Corp. | 0.01% |
| Yahoo Japan Corp. | 0.01% |
| Air Water, Inc. | 0.01% |
| Telstra Corp., Ltd. | 0.01% |
| Kingfisher PLC | 0.01% |
| M3, Inc. | 0.01% |
| Jardine Strategic Holdings, Ltd. | 0.01% |
| Bausch Health Cos., Inc. | 0.01% |
| Swedish Match AB | 0.01% |
| Bank of Ireland Group PLC | 0.01% |
| Stora Enso OYJ, Class R | 0.01% |
| Government National Mortgage Association, 5.50%, due 04/15/2040 | 0.01% |
| Stericycle, Inc. | 0.01% |
| Sumitomo Metal Mining Co., Ltd. | 0.01% |
| Koninklijke KPN NV | 0.01% |
| Turquoise Hill Resources, Ltd. | 0.01% |
| Epiroc AB | 0.01% |
| Bank Leumi Le-Israel BM | 0.01% |
| Dai Nippon Printing Co., Ltd. | 0.01% |
| Fluor Corp. | 0.01% |
| Japan Exchange Group, Inc. | 0.01% |
| Power Assets Holdings, Ltd. | 0.01% |
| Chubu Electric Power Co., Inc. | 0.01% |
| Fortum OYJ | 0.01% |
| T&D Holdings, Inc. | 0.01% |
| Norsk Hydro ASA | 0.01% |
| Newell Brands, Inc. | 0.01% |
| Hirose Electric Co., Ltd. | 0.01% |
| Yara International ASA | 0.01% |
| Wartsila OYJ Abp | 0.01% |
| Invesco, Ltd. | 0.01% |
| Bouygues SA | 0.01% |
| Marathon Petroleum Corp., 5.12%, due 03/01/2021 | 0.01% |
| APA Group | 0.01% |
| LINE Corp. | 0.01% |
| Ipsen SA | 0.01% |
| OMV AG | 0.01% |
| Boliden AB | 0.01% |
| Toyo Seikan Group Holdings, Ltd. | 0.01% |
| Macerich Co., REIT | 0.01% |
| Hongkong Land Holdings, Ltd. | 0.01% |
| Umicore SA | 0.01% |
| Yaskawa Electric Corp. | 0.01% |
| SNC-Lavalin Group, Inc. | 0.01% |
| Sega Sammy Holdings, Inc. | 0.01% |
| Xerox Corp. | 0.01% |
| Kimco Realty Corp., REIT | 0.01% |
| Harley-Davidson, Inc. | 0.01% |
| Smurfit Kappa Group PLC | 0.01% |
| Paddy Power Betfair PLC | 0.01% |
| FamilyMart UNY Holdings Co., Ltd. | 0.01% |
| Pandora A/S | 0.01% |
| Hoshizaki Corp. | 0.01% |
| Nice, Ltd. | 0.01% |
| Lawson, Inc. | 0.01% |
| Tourmaline Oil Corp. | 0.01% |
| George Weston, Ltd. | 0.01% |
| Eutelsat Communications SA | 0.01% |
| Makita Corp. | 0.01% |
| New World Development Co., Ltd. | 0.01% |
| Telecom Italia SpA | 0.01% |
| Husky Energy, Inc. | 0.01% |
| JGC Corp. | 0.01% |
| Wendel SA | 0.01% |
| Saputo, Inc. | 0.01% |
| Toyota Industries Corp. | 0.01% |
| Unibail-Rodamco-Westfield | 0.01% |
| Crescent Point Energy Corp. | 0.01% |
| Crown Resorts, Ltd. | 0.01% |
| Sumitomo Chemical Co., Ltd. | 0.01% |
| Rohm Co., Ltd. | 0.01% |
| NGK Spark Plug Co., Ltd. | 0.01% |
| Imperial Oil, Ltd. | 0.01% |
| Futures Contracts, Long, MSCI Emerging Markets Index | 0.01% |
| RioCan Real Estate Investment Trust | 0.01% |
| Textron, Inc. | 0.01% |
| Sumitomo Heavy Industries, Ltd. | 0.01% |
| Iida Group Holdings Co., Ltd. | 0.01% |
| Coty, Inc., Class A | 0.01% |
| Ryohin Keikaku Co., Ltd. | 0.01% |
| Hannover Rueck SE | 0.01% |
| Keisei Electric Railway Co., Ltd. | 0.01% |
| Kintetsu Group Holdings Co., Ltd. | 0.01% |
| Yamaha Motor Co., Ltd. | 0.01% |
| AGNC Investment Corp., REIT | 0.01% |
| Genting Singapore, Ltd. | 0.01% |
| Tokyu Corp. | 0.01% |
| Swire Pacific, Ltd., Class A | 0.01% |
| Toho Gas Co., Ltd. | 0.01% |
| Keikyu Corp. | 0.01% |
| Osaka Gas Co., Ltd. | 0.01% |
| Alkermes PLC | 0.01% |
| CapitaLand, Ltd. | 0.01% |
| Edenred | 0.01% |
| Lincoln National Corp. | 0.01% |
| LIXIL Group Corp. | 0.01% |
| Ageas | 0.01% |
| Orkla ASA | 0.01% |
| Arch Capital Group, Ltd. | 0.01% |
| Carrefour SA | 0.01% |
| RenaissanceRe Holdings, Ltd. | 0.01% |
| EQT Corp. | 0.01% |
| Obayashi Corp. | 0.01% |
| Federal National Mortgage Association, 5.00%, due 08/01/2040 | 0.01% |
| Keppel Corp., Ltd. | 0.01% |
| Mazda Motor Corp. | 0.01% |
| Nexon Co., Ltd. | 0.01% |
| Liberty Media Corp. - Liberty SiriusXM, Class A | 0.01% |
| Sino Land Co., Ltd. | 0.01% |
| Autoliv, Inc. | 0.01% |
| Trend Micro, Inc. | 0.01% |
| Accor SA | 0.01% |
| Terna Rete Elettrica Nazionale SpA | 0.01% |
| Poste Italiane SpA | 0.01% |
| Omron Corp. | 0.01% |
| Leonardo SpA | 0.01% |
| Taiheiyo Cement Corp. | 0.01% |
| REA Group, Ltd. | 0.01% |
| Millicom International Cellular SA, SDR | 0.01% |
| Taisho Pharmaceutical Holdings Co., Ltd. | 0.01% |
| Great-West Lifeco, Inc. | 0.01% |
| Start Today Co., Ltd. | 0.01% |
| Cenovus Energy, Inc. | 0.01% |
| Mitsubishi Motors Corp. | 0.01% |
| VEREIT, Inc. | 0.01% |
| Kansai Paint Co., Ltd. | 0.01% |
| Fisher & Paykel Healthcare Corp., Ltd. | 0.01% |
| Elisa OYJ | 0.01% |
| Federal National Mortgage Association, 3.50%, due 03/01/2048 | 0.01% |
| Odakyu Electric Railway Co., Ltd. | 0.01% |
| Tobu Railway Co., Ltd. | 0.01% |
| Seibu Holdings, Inc. | 0.01% |
| Nippon Building Fund, Inc., REIT | 0.01% |
| Electricite de France SA | 0.01% |
| NGK Insulators, Ltd. | 0.01% |
| NSK, Ltd. | 0.01% |
| Everest Re Group, Ltd. | 0.01% |
| Lundin Petroleum AB | 0.01% |
| Auckland International Airport, Ltd. | 0.01% |
| ABC-Mart, Inc. | 0.01% |
| Government National Mortgage Association, 6.00%, due 06/15/2037 | 0.01% |
| Israel Chemicals, Ltd. | 0.01% |
| Imerys SA | 0.01% |
| Paychex, Inc. | 0.01% |
| Sydney Airport | 0.01% |
| Kamigumi Co., Ltd. | 0.01% |
| Hino Motors, Ltd. | 0.01% |
| Chugoku Electric Power Co., Inc. | 0.01% |
| Swatch Group AG | 0.01% |
| Electrolux AB, Series B | 0.01% |
| Henderson Land Development Co., Ltd. | 0.01% |
| Incitec Pivot, Ltd. | 0.01% |
| Mitsubishi Gas Chemical Co., Inc. | 0.01% |
| Santos, Ltd. | 0.01% |
| Kinnevik AB, B Shares | 0.01% |
| Wynn Macau, Ltd. | 0.01% |
| MTR Corp., Ltd. | 0.01% |
| Federal National Mortgage Association, 5.00%, due 02/01/2034 | 0.01% |
| PCCW, Ltd. | 0.01% |
| Prysmian SpA | 0.01% |
| Nippon Yusen KK | 0.01% |
| Renesas Electronics Corp. | 0.01% |
| Coloplast A/S, Class B | 0.01% |
| Mitsui O.S.K. Lines, Ltd. | 0.01% |
| Federal Home Loan Mortgage Corp., 6.00%, due 11/01/2037 | 0.01% |
| News Corp., Class A | 0.01% |
| Mitsui Chemicals, Inc. | 0.01% |
| Suntec Real Estate Investment Trust | 0.01% |
| Computershare, Ltd. | 0.01% |
| Toyoda Gosei Co., Ltd. | 0.01% |
| Kawasaki Heavy Industries, Ltd. | 0.01% |
| Koito Manufacturing Co., Ltd. | 0.01% |
| Federal Home Loan Mortgage Corp., 4.00%, due 11/01/2025 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 11/01/2033 | 0.01% |
| NEC Corp. | 0.01% |
| Blackberry, Ltd. | 0.01% |
| Open Text Corp. | 0.01% |
| Alfa Laval AB | 0.01% |
| Enagas SA | 0.01% |
| Wilmar International, Ltd. | 0.01% |
| Medipal Holdings Corp. | 0.01% |
| Bank of East Asia, Ltd. | 0.01% |
| Boral, Ltd. | 0.01% |
| Sembcorp Industries, Ltd. | 0.01% |
| Seven Generations Energy, Ltd., Class A | 0.01% |
| Tohoku Electric Power Co., Inc. | 0.01% |
| McDonald's Holdings Co. Japan, Ltd. | 0.01% |
| JTEKT Corp. | 0.01% |
| Kinross Gold Corp. | 0.01% |
| ANA Holdings, Inc. | 0.00%** |
| Hitachi High-Technologies Corp. | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 03/01/2024 | 0.00%** |
| Colruyt SA | 0.00%** |
| Jeronimo Martins SGPS SA | 0.00%** |
| WH Group, Ltd. | 0.00%** |
| Seven Bank, Ltd. | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2038 | 0.00%** |
| Fletcher Building, Ltd. | 0.00%** |
| voestalpine AG | 0.00%** |
| Sekisui Chemical Co., Ltd. | 0.00%** |
| Grifols SA | 0.00%** |
| Fukuoka Financial Group, Inc. | 0.00%** |
| Vermilion Energy, Inc. | 0.00%** |
| Epiroc AB | 0.00%** |
| WPP Finance, 4.75%, due 11/21/2021 | 0.00%** |
| Shinsei Bank, Ltd. | 0.00%** |
| Wharf Holdings, Ltd. | 0.00%** |
| ArcelorMittal | 0.00%** |
| Keyera Corp. | 0.00%** |
| Toppan Printing Co., Ltd. | 0.00%** |
| Brighthouse Financial, Inc. | 0.00%** |
| Konica Minolta, Inc. | 0.00%** |
| Nabtesco Corp. | 0.00%** |
| Federal Home Loan Mortgage Corp., 4.50%, due 05/01/2023 | 0.00%** |
| ICA Gruppen AB | 0.00%** |
| MGM China Holdings, Ltd. | 0.00%** |
| CK Infrastructure Holdings, Ltd. | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 02/01/2024 | 0.00%** |
| City Developments, Ltd. | 0.00%** |
| a2 Milk Co., Ltd. | 0.00%** |
| Ascendas Real Estate Investment Trust | 0.00%** |
| Japan Post Bank Co., Ltd. | 0.00%** |
| Raiffeisen Bank International AG | 0.00%** |
| SATS, Ltd. | 0.00%** |
| Rinnai Corp. | 0.00%** |
| Alps Electric Co., Ltd. | 0.00%** |
| Ryman Healthcare, Ltd. | 0.00%** |
| Canadian Utilities, Ltd., Class A | 0.00%** |
| Isetan Mitsukoshi Holdings, Ltd. | 0.00%** |
| Singapore Press Holdings, Ltd. | 0.00%** |
| Kurita Water Industries, Ltd. | 0.00%** |
| Treasury Wine Estates, Ltd. | 0.00%** |
| Nokian Renkaat OYJ | 0.00%** |
| CapitaLand Commercial Trust, REIT | 0.00%** |
| Bezeq Israeli Telecommunication Corp., Ltd. | 0.00%** |
| Hitachi Chemical Co., Ltd. | 0.00%** |
| Singapore Airlines, Ltd. | 0.00%** |
| United Internet AG | 0.00%** |
| OSRAM Licht AG | 0.00%** |
| Puma SE | 0.00%** |
| Prologis, Inc., REIT | 0.00%** |
| Sumitomo Rubber Industries, Ltd. | 0.00%** |
| Orion OYJ, Class B | 0.00%** |
| Power Corp. of Canada | 0.00%** |
| Venture Corp., Ltd. | 0.00%** |
| Elbit Systems, Ltd. | 0.00%** |
| Bank Hapoalim BM | 0.00%** |
| Finning International, Inc. | 0.00%** |
| Techtronic Industries Co., Ltd. | 0.00%** |
| Sharp Corp. | 0.00%** |
| L Brands, Inc. | 0.00%** |
| Mebuki Financial Group, Inc. | 0.00%** |
| Federal National Mortgage Association, 4.00%, due 09/01/2025 | 0.00%** |
| ASM Pacific Technology, Ltd. | 0.00%** |
| AIB Group PLC | 0.00%** |
| Sankyo Co., Ltd. | 0.00%** |
| Andritz AG | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 05/01/2038 | 0.00%** |
| Pentair PLC | 0.00%** |
| Spark New Zealand, Ltd. | 0.00%** |
| JSR Corp. | 0.00%** |
| Meridian Energy, Ltd. | 0.00%** |
| Telenet Group Holding NV | 0.00%** |
| Williams Cos., Inc. | 0.00%** |
| Mediobanca Banca di Credito Finanziario SpA | 0.00%** |
| James Hardie Industries PLC, CDI | 0.00%** |
| Frutarom Industries, Ltd. | 0.00%** |
| Orica, Ltd. | 0.00%** |
| Azrieli Group, Ltd. | 0.00%** |
| AT&T, Inc., 5.35%, due 09/01/2040 | 0.00%** |
| Credit Saison Co., Ltd. | 0.00%** |
| Beiersdorf AG | 0.00%** |
| Federal National Mortgage Association, 2.50%, due 11/01/2031 | 0.00%** |
| Nippon Electric Glass Co., Ltd. | 0.00%** |
| Dairy Farm International Holdings, Ltd. | 0.00%** |
| Mizrahi Tefahot Bank, Ltd. | 0.00%** |
| Benesse Holdings, Inc. | 0.00%** |
| Mapfre SA | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 01/01/2024 | 0.00%** |
| Covestro AG | 0.00%** |
| Mirvac Group, REIT | 0.00%** |
| Kobe Steel, Ltd. | 0.00%** |
| Givaudan SA | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 05/01/2038 | 0.00%** |
| Onex Corp. | 0.00%** |
| Ryanair Holdings PLC, ADR | 0.00%** |
| Hitachi Construction Machinery Co., Ltd. | 0.00%** |
| Porsche Automobil Holding SE, 3.15% | 0.00%** |
| CaixaBank SA | 0.00%** |
| Metro, Inc. | 0.00%** |
| Annaly Capital Management, Inc., REIT | 0.00%** |
| Amcor, Ltd. | 0.00%** |
| Futures Contracts, Long, Hang Seng Index | 0.00%** |
| International Business Machines Corp., 5.60%, due 11/30/2039 | 0.00%** |
| Banco de Sabadell SA | 0.00%** |
| Proximus SADP | 0.00%** |
| Mondi PLC | 0.00%** |
| Federal National Mortgage Association, 5.00%, due 03/01/2023 | 0.00%** |
| Acom Co., Ltd. | 0.00%** |
| Suzuken 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%** |
| Li & Fung, Ltd. | 0.00%** |
| Showa Shell Sekiyu KK | 0.00%** |
| Futures Contracts, Long, MSCI EAFE Mini Index | 0.00%** |
| easyJet PLC | 0.00%** |
| Recordati SpA | 0.00%** |
| Gildan Activewear, Inc. | 0.00%** |
| Direct Line Insurance Group PLC | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2038 | 0.00%** |
| Golden Agri-Resources, Ltd. | 0.00%** |
| Tele2 AB, Class B | 0.00%** |
| Ferguson PLC | 0.00%** |
| Hysan Development Co., Ltd. | 0.00%** |
| PrairieSky Royalty, Ltd. | 0.00%** |
| CapitaLand Mall Trust, REIT | 0.00%** |
| Johnson Matthey PLC | 0.00%** |
| HK Electric Investments & HK Electric Investments, Ltd. | 0.00%** |
| Gecina SA, REIT | 0.00%** |
| Telecom Italia SpA | 0.00%** |
| Futures Contracts, Long, SPI 200 Index | 0.00%** |
| JCDecaux SA | 0.00%** |
| Banco Espirito Santo SA | 0.00%** |
| Futures Contracts, Short, S&P/TSX 60 Index | 0.00%** |
| Futures Contracts, Long, 2-Year U.S. Treasury Note | 0.00%** |
| Futures Contracts, Short, S&P 500® E-Mini Index | 0.00%** |
| Futures Contracts, Long, 10-Year Canada Government Bond | -0.01%** |
| Futures Contracts, Short, EURO STOXX 50® Index | -0.01%** |
| Futures Contracts, Short, FTSE 100 Index | -0.02%** |
| Futures Contracts, Long, U.S. Treasury Bond | -0.04%** |
| Swap Agreement, Pay, S&P 500® Total Return Index Futures | -0.07%** |
| Futures Contracts, Long, 10-Year U.S. Treasury Note | -0.08%** |
| Net Other Assets (Liabilities) | 3.73% |
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.
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