N-Q
AZL DFA Five-Year Global Fixed Income Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds (6.2%): |
|
|
|
|
Consumer Finance (0.1%): |
|
|
|
|
$200,000 |
|
Toyota Motor Credit Corp., 0.75%, 7/21/22 |
|
$ |
237,957 |
|
257,000 |
|
Toyota Motor Credit Corp., 2.38%, 2/1/23 |
|
|
318,377 |
|
|
|
|
|
|
|
|
|
|
|
|
|
556,334 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.9%): |
|
|
|
|
2,400,000 |
|
Berkshire Hathaway, Inc., 0.63%, 1/17/23, Callable 11/17/22 @ 100 |
|
|
2,855,933 |
|
500,000 |
|
Berkshire Hathaway, Inc., 0.75%, 3/16/23, Callable 12/16/22 @ 100 |
|
|
596,891 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,452,824 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.3%): |
|
|
|
|
1,000,000 |
|
Walmart, Inc., 1.90%, 4/8/22, Callable 1/8/22 @ 100 |
|
|
1,204,462 |
|
|
|
|
|
|
|
|
Food Products (0.4%): |
|
|
|
|
500,000 |
|
Nestle Holdings, Inc., 1.75%, 12/9/20, MTN |
|
|
646,782 |
|
799,000 |
|
Nestle Holdings, Inc., 1.88%, 3/9/21 |
|
|
803,994 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,450,776 |
|
|
|
|
|
|
|
|
Household Products (1.5%): |
|
|
|
|
4,700,000 |
|
Procter & Gamble Co. (The), 2.00%, 8/16/22 |
|
|
5,742,516 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.2%): |
|
|
|
|
500,000 |
|
Tennessee Valley Authority, 5.35%, 6/7/21 |
|
|
666,398 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.6%): |
|
|
|
|
1,850,000 |
|
3M Co., 0.38%, 2/15/22, Callable 11/15/21 @ 100 |
|
|
2,183,773 |
|
200,000 |
|
3M Co., Series E, 0.95%, 5/15/23 |
|
|
241,734 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,425,507 |
|
|
|
|
|
|
|
|
Pharmaceuticals (1.5%): |
|
|
|
|
750,000 |
|
Johnson & Johnson, 0.25%, 1/20/22, Callable 12/20/21 @ 100 |
|
|
885,463 |
|
4,521,000 |
|
Pfizer, Inc., 0.25%, 3/6/22, Callable 2/6/22 @ 100 |
|
|
5,331,262 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,216,725 |
|
|
|
|
|
|
|
|
Software (0.1%): |
|
|
|
|
250,000 |
|
Oracle Corp., Series E, 2.25%, 1/10/21, MTN |
|
|
295,005 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.6%): |
|
|
|
|
2,000,000 |
|
Apple, Inc., 1.00%, 11/10/22 |
|
|
2,405,876 |
|
|
|
|
|
|
|
|
Total Corporate Bonds (Cost $24,448,455) |
|
|
24,416,423 |
|
|
|
|
|
|
Foreign Bonds (71.6%): |
|
|
|
|
Banks (20.7%): |
|
|
|
|
500,000 |
|
Australia & New Zealand Banking Group, Ltd., 1.23%(BBSW3M+113bps), 8/16/21, MTN+ |
|
|
361,139 |
|
500,000 |
|
Australia & New Zealand Banking Group, Ltd., 0.98%(BBSW3M+88bps), 2/8/22, MTN+ |
|
|
361,391 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
|
|
|
Banks, continued |
|
|
|
|
$500,000 |
|
Australia & New Zealand Banking Group, Ltd., 1.09%(BBSW3M+100bps), 3/7/22, MTN+ |
|
$ |
362,075 |
|
500,000 |
|
Australia & New Zealand Banking Group, Ltd., 0.86%(BBSW3M+77bps), 8/29/24, MTN+ |
|
|
362,342 |
|
3,000,000 |
|
Australia & New Zealand Banking Group, Ltd., 0.86%(BBSW3M+76bps), 1/16/25, MTN+ |
|
|
2,174,772 |
|
1,000,000 |
|
Bank of Montreal, 0.86%(BBSW3M+77bps), 9/7/21, MTN+ |
|
|
719,431 |
|
1,000,000 |
|
Bank of Montreal, 1.61%, 10/28/21+ |
|
|
760,568 |
|
2,000,000 |
|
Bank of Montreal, 1.08%(BBSW3M+99bps), 9/7/23, MTN+ |
|
|
1,452,999 |
|
500,000 |
|
Bank of Nova Scotia, 0.38%, 4/6/22, MTN+ |
|
|
590,379 |
|
2,700,000 |
|
Canadian Imperial Bank of Commerce, 1.90%, 4/26/21+ |
|
|
2,045,705 |
|
3,800,000 |
|
Canadian Imperial Bank of Commerce, 2.90%, 9/14/21+ |
|
|
2,921,896 |
|
450,000 |
|
Canadian Imperial Bank of Commerce, 0.75%, 3/22/23+ |
|
|
538,901 |
|
1,500,000 |
|
Commonwealth Bank of Australia, 2.90%, 7/12/21, MTN+ |
|
|
1,096,151 |
|
1,200,000 |
|
Commonwealth Bank of Australia, 2.75%, 8/16/21+ |
|
|
877,866 |
|
1,000,000 |
|
Commonwealth Bank of Australia, Series E, 0.50%, 7/11/22+ |
|
|
1,187,428 |
|
1,000,000 |
|
Commonwealth Bank of Australia, 0.98%(BBSW3M+88bps), 7/25/22, MTN+ |
|
|
724,380 |
|
2,389,000 |
|
Cooperatieve Rabobank UA, Series E, 4.75%, 6/6/22+ |
|
|
3,035,891 |
|
2,093,000 |
|
Cooperatieve Rabobank UA, 0.50%, 12/6/22+ |
|
|
2,491,299 |
|
1,000,000 |
|
DBS Bank, Ltd./Australia, 0.72%(BBSW3M+63bps), 9/13/22, MTN+ |
|
|
719,567 |
|
1,800,000 |
|
Dexia Credit Local SA, Series E, 1.13%, 6/15/22+ |
|
|
2,355,097 |
|
5,200,000 |
|
Dexia Credit Local SA, 0.25%, 6/1/23, MTN+ |
|
|
6,203,643 |
|
500,000 |
|
Euroclear Bank SA, 0.25%, 9/7/22, MTN+ |
|
|
591,446 |
|
500,000 |
|
Kreditanstalt fuer Wiederaufbau, 5.55%, 6/7/21, MTN+ |
|
|
668,992 |
|
500,000 |
|
National Australia Bank, Ltd., 3.00%, 5/12/21, MTN+ |
|
|
364,037 |
|
3,000,000 |
|
National Australia Bank, Ltd., Series G, 0.88%, 1/20/22+ |
|
|
3,567,842 |
|
500,000 |
|
National Australia Bank, Ltd., 1.00%(BBSW3M+90bps), 7/5/22, MTN+ |
|
|
362,186 |
|
500,000 |
|
National Australia Bank, Ltd., 0.35%, 9/7/22+ |
|
|
591,956 |
|
1,000,000 |
|
National Australia Bank, Ltd., 0.90%(BBSW3M+80bps), 2/10/23, MTN+ |
|
|
724,344 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA Five-Year Global Fixed Income Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
|
|
|
Banks, continued |
|
|
|
|
$3,000,000 |
|
National Australia Bank, Ltd., 1.01%(BBSW3M+93bps), 9/26/23, MTN+ |
|
$ |
2,183,236 |
|
2,000,000 |
|
National Australia Bank, Ltd., 0.87%(BBSW3M+77bps), 1/21/25, MTN+ |
|
|
1,450,521 |
|
1,164,000 |
|
Oesterreichische Kontrollbank AG, Series E, 0.75%, 3/7/22+ |
|
|
1,512,511 |
|
1,000,000 |
|
Oversea-Chinese Banking Corp., Ltd./Sydney, 0.70%(BBSW3M+60bps), 10/6/20, MTN+ |
|
|
716,139 |
|
7,000,000 |
|
Royal Bank of Canada, 2.86%, 3/4/21+ |
|
|
5,316,718 |
|
3,500,000 |
|
Royal Bank of Canada, 2.03%, 3/15/21+ |
|
|
2,648,502 |
|
420,000 |
|
Royal Bank of Canada, 1.65%, 7/15/21+ |
|
|
318,609 |
|
4,000,000 |
|
Royal Bank of Canada, 1.58%, 9/13/21+ |
|
|
3,037,825 |
|
1,190,000 |
|
Skandinaviska Enskilda Banken AB, 1.25%, 8/5/22+ |
|
|
1,554,509 |
|
1,500,000 |
|
State of North Rhine-Westphalia Germany, 0.00%, 2/16/21+ |
|
|
1,761,799 |
|
4,400,000 |
|
State of North Rhine-Westphalia Germany, 0.17%(BP0003M+6bps), 10/29/21, MTN+ |
|
|
5,670,564 |
|
2,318,000 |
|
Svenska Handelsbanken AB, Series E, 0.25%, 2/28/22+ |
|
|
2,737,349 |
|
1,000,000 |
|
Svenska Handelsbanken AB, 2.63%, 8/23/22+ |
|
|
1,235,786 |
|
1,100,000 |
|
Svenska Handelsbanken AB, 1.13%, 12/14/22+ |
|
|
1,327,887 |
|
4,000,000 |
|
Toronto-Dominion Bank (The), 2.62%, 12/22/21+ |
|
|
3,083,100 |
|
600,000 |
|
Toronto-Dominion Bank (The), 1.10%(BBSW3M+100bps), 7/10/24+ |
|
|
431,092 |
|
2,500,000 |
|
United Overseas Bank, Ltd./Sydney, 0.63%(BBSW3M+53bps), 7/25/22, MTN+ |
|
|
1,795,108 |
|
1,500,000 |
|
Westpac Banking Corp., 3.10%, 6/3/21, MTN+ |
|
|
1,094,529 |
|
300,000 |
|
Westpac Banking Corp., Series E, 0.25%, 1/17/22+ |
|
|
353,928 |
|
500,000 |
|
Westpac Banking Corp., 1.21%(BBSW3M+111bps), 2/7/22, MTN+ |
|
|
362,444 |
|
1,000,000 |
|
Westpac Banking Corp., 1.05%(BBSW3M+95bps), 11/16/23, MTN+ |
|
|
728,762 |
|
3,500,000 |
|
Westpac Banking Corp., 1.24%(BBSW3M+114bps), 4/24/24, MTN+ |
|
|
2,568,238 |
|
2,000,000 |
|
Westpac Banking Corp., 0.98%(BBSW3M+88bps), 8/16/24, MTN+ |
|
|
1,455,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
81,558,126 |
|
|
|
|
|
|
|
|
Capital Markets (3.3%): |
|
|
|
|
2,000,000 |
|
Canada Housing Trust No 1, 0.67%(CDOR03+16bps), 3/15/22+(a) |
|
|
1,511,732 |
|
2,000,000 |
|
Canada Housing Trust No 1, 0.61%(CDOR03+10bps), 9/15/22+(a) |
|
|
1,512,123 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
$6,000,000 |
|
Canada Housing Trust No 1, 0.45%(CDOR03-(6)bps), 9/15/23+(a) |
|
$ |
4,529,021 |
|
2,000,000 |
|
Canada Housing Trust No 1, 0.46%(CD0R03-(5)bps), 3/15/24+(a) |
|
|
1,509,389 |
|
2,500,000 |
|
Canada Housing Trust No 1, 0.47%(CDOR03-(4)bps), 3/15/25+(a) |
|
|
1,888,595 |
|
300,000 |
|
FMS Wertmanagement, 1.13%, 9/7/23+ |
|
|
397,315 |
|
500,000 |
|
International Finance Corp., 2.70%, 2/5/21, MTN+ |
|
|
361,120 |
|
1,000,000 |
|
International Finance Corp., 0.32%(SONIA+25bps), 1/18/22+ |
|
|
1,291,229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,000,524 |
|
|
|
|
|
|
|
|
Consumer Finance (2.5%): |
|
|
|
|
1,000,000 |
|
Toyota Credit Canada, Inc., 2.20%, 2/25/21+ |
|
|
755,798 |
|
5,368,000 |
|
Toyota Finance Australia, Ltd., 0.00%, 4/9/21, MTN+ |
|
|
6,298,788 |
|
1,355,000 |
|
Toyota Finance Australia, Ltd., Series E, 0.50%, 4/6/23, MTN+ |
|
|
1,609,585 |
|
905,000 |
|
Toyota Motor Finance Netherlands BV, Series E, 0.25%, 1/10/22, MTN+ |
|
|
1,065,583 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,729,754 |
|
|
|
|
|
|
|
|
Diversified Financial Services (20.8%): |
|
|
|
|
1,000,000 |
|
Agence Francaise de Developpement, 0.13%, 4/30/22+ |
|
|
1,182,059 |
|
1,500,000 |
|
Agence Francaise de Developpement, 0.50%, 10/25/22+ |
|
|
1,789,899 |
|
5,700,000 |
|
ASB Finance, Ltd., Series E, 0.50%, 6/10/22+ |
|
|
6,738,204 |
|
400,000 |
|
Bank Nederlandse Gemeenten NV, Series E, 1.00%, 3/15/22+ |
|
|
521,734 |
|
1,100,000 |
|
Bank Nederlandse Gemeenten NV, 0.25%, 2/22/23+ |
|
|
1,312,283 |
|
1,500,000 |
|
BNG Bank NV, 1.13%, 5/24/21, MTN+ |
|
|
1,946,867 |
|
6,334,000 |
|
BNG Bank NV, 0.05%, 7/11/23, MTN+ |
|
|
7,537,656 |
|
390,000 |
|
Caisse dAmortissement de la Dette Sociale, 3.75%, 10/25/20+ |
|
|
458,411 |
|
1,550,000 |
|
Caisse dAmortissement de la Dette Sociale, 3.38%, 4/25/21, MTN+ |
|
|
1,856,122 |
|
200,000 |
|
Caisse dAmortissement de la Dette Sociale, Series E, 0.50%, 5/25/23, MTN+ |
|
|
240,358 |
|
5,600,000 |
|
Caisse dAmortissement de la Dette Sociale, 0.13%, 10/25/23+ |
|
|
6,683,013 |
|
700,000 |
|
Caisse des Depots et Consignations, Series E, 1.00%, 1/25/21, MTN+ |
|
|
905,323 |
|
258,000 |
|
European Bank for Reconstruction & Development, 0.31%(SONIO/N+25bps), 2/27/23, MTN+ |
|
|
333,034 |
|
4,832,000 |
|
European Bank for Reconstruction & Development, Series G, 0.36%(SONIO/N+30bps), 2/28/24, MTN+ |
|
|
6,242,582 |
|
200,000 |
|
European BK Recon & Development, 0.37%(SONIO/N+31bps), 11/13/24, MTN+ |
|
|
258,199 |
|
4,000,000 |
|
European Investment Bank, Series E, 3.50%, 1/14/21+ |
|
|
451,179 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA Five-Year Global Fixed Income Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
|
|
|
Diversified Financial Services, continued |
|
|
|
|
$23,800,000 |
|
European Investment Bank, Series E, 1.50%, 5/12/22, MTN+ |
|
$ |
2,600,507 |
|
1,600,000 |
|
European Investment Bank, 0.40%(SONIO/N+35bps), 6/29/23, MTN+ |
|
|
2,072,798 |
|
4,167,000 |
|
European Investment Bank, 0.38%(SONIO/N+31bps), 1/15/25, MTN+ |
|
|
5,395,011 |
|
400,000 |
|
Kommunalbanken AS, 1.13%, 11/30/22+ |
|
|
525,517 |
|
846,000 |
|
Kommunekredit, 0.13%, 8/28/23, MTN+ |
|
|
1,009,047 |
|
87,940,000 |
|
Kommuninvest I Sverige AB, 0.25%, 6/1/22+ |
|
|
9,875,360 |
|
15,600,000 |
|
Kommuninvest I Sverige AB, 0.75%, 2/22/23+ |
|
|
1,774,933 |
|
1,500,000 |
|
Kommuninvest I Sverige AB, 1.00%, 11/13/23, MTN+ |
|
|
172,711 |
|
200,000 |
|
Landeskreditbank Baden-Wuerttemberg Foerderbank, Series E, 0.88%, 3/7/22+ |
|
|
260,253 |
|
1,466,000 |
|
Municipality Finance plc, 1.25%, 12/7/22+ |
|
|
1,931,089 |
|
500,000 |
|
Nestle Finance International, Ltd., Series E, 0.75%, 11/8/21, MTN+ |
|
|
592,343 |
|
500,000 |
|
Nestle Finance International, Ltd., 1.75%, 9/12/22+ |
|
|
609,235 |
|
500,000 |
|
NRW.Bank, 0.13%, 3/10/23+ |
|
|
594,840 |
|
2,150,000 |
|
NRW.Bank, 0.13%, 7/7/23+ |
|
|
2,563,884 |
|
4,680,000 |
|
OP Corporate Bank plc, Series E, 0.75%, 3/3/22+ |
|
|
5,558,645 |
|
700,000 |
|
Roche Finance Europe BV, 0.50%, 2/27/23, Callable 11/27/22 @ 100+ |
|
|
835,262 |
|
1,640,000 |
|
Shell International Finance BV, 1.63%, 3/24/21, MTN+ |
|
|
1,940,076 |
|
1,500,000 |
|
Temasek Financial I, Ltd., Series E, 0.50%, 3/1/22+ |
|
|
1,767,884 |
|
800,000 |
|
Temasek Financial I, Ltd., Series G, 4.63%, 7/26/22+ |
|
|
1,108,934 |
|
600,000 |
|
Total Capital Canada, Ltd., Series E, 1.13%, 3/18/22+ |
|
|
716,916 |
|
486,000 |
|
Total Capital International SA, 2.25%, 12/17/20, MTN+ |
|
|
629,393 |
|
900,000 |
|
Total Capital International SA, 0.25%, 7/12/23+ |
|
|
1,066,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
82,057,735 |
|
|
|
|
|
|
|
|
Electric Utilities (0.4%): |
|
|
|
|
2,000,000 |
|
Hydro-Quebec, 0.70%(CDOR03+20bps), 4/14/23+ |
|
|
1,511,762 |
|
|
|
|
|
|
|
|
Insurance (1.3%): |
|
|
|
|
1,200,000 |
|
UNEDIC ASSEO, 0.00%, 11/25/20, MTN+ |
|
|
1,407,456 |
|
600,000 |
|
UNEDIC ASSEO, 0.13%, 5/25/22+ |
|
|
709,123 |
|
2,600,000 |
|
UNEDIC ASSEO, 0.88%, 10/25/22+ |
|
|
3,125,962 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,242,541 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (1.4%): |
|
|
|
|
2,147,000 |
|
Shell International Finance BV, Series E, 1.25%, 3/15/22+ |
|
|
2,572,011 |
|
1,150,000 |
|
Shell International Finance BV, Series E, 1.00%, 4/6/22+ |
|
|
1,372,566 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
$1,300,000 |
|
Statoil ASA, 0.88%, 2/17/23, Callable 11/17/22 @ 100+ |
|
$ |
1,557,205 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,501,782 |
|
|
|
|
|
|
|
|
Pharmaceuticals (3.8%): |
|
|
|
|
750,000 |
|
Novartis Finance SA, 0.75%, 11/9/21+ |
|
|
888,936 |
|
2,000,000 |
|
Novartis Finance SA, 0.50%, 8/14/23, Callable 5/14/23 @ 100+ |
|
|
2,388,947 |
|
500,000 |
|
Sanofi, 1.13%, 3/10/22, Callable 12/10/21 @ 100+ |
|
|
595,654 |
|
300,000 |
|
Sanofi, Series E, 0.00%, 3/21/22, Callable 2/21/22 @ 100, MTN+ |
|
|
352,824 |
|
1,100,000 |
|
Sanofi, 0.00%, 9/13/22, Callable 6/13/22 @ 100+ |
|
|
1,294,475 |
|
7,900,000 |
|
Sanofi, 0.50%, 3/21/23, Callable 12/21/22 @ 100+ |
|
|
9,419,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,940,508 |
|
|
|
|
|
|
|
|
Road & Rail (0.2%): |
|
|
|
|
667,000 |
|
Transport For London, 2.25%, 8/9/22, MTN+ |
|
|
885,868 |
|
|
|
|
|
|
|
|
Sovereign Bond (16.5%): |
|
|
|
|
1,000,000 |
|
African Development Bank, 5.25%, 3/23/22, MTN+ |
|
|
767,518 |
|
643,000 |
|
Asian Development Bank, 0.35%(SONIO/N+29bps), 3/19/24+ |
|
|
829,928 |
|
300,000 |
|
Bpifrance Financement SA, Series E, 0.10%, 2/19/21+ |
|
|
352,272 |
|
1,000,000 |
|
European Stability Mechanism Treasury Bill, 0.00%, 11/19/20+(b) |
|
|
1,173,148 |
|
3,000,000 |
|
European Stability Mechanism Treasury Bill, 0.00%, 12/3/20+ |
|
|
3,520,222 |
|
2,307,000 |
|
European Stability Mechanism Treasury Bill, 0.00%, 12/17/20+(b) |
|
|
2,707,646 |
|
3,000,000 |
|
Export Development Canada, 2.40%, 6/7/21, MTN+ |
|
|
2,180,121 |
|
1,000,000 |
|
Export Development Canada, Series E, 0.37%(SONIO/N+31bps), 5/29/24, MTN+ |
|
|
1,289,364 |
|
1,000,000 |
|
Export Development Canada, 0.40%(SONIO/N+33bps), 1/17/25, MTN+ |
|
|
1,289,100 |
|
1,875,000 |
|
France Treasury Bill BTF, 0.00%, 12/9/20+(b) |
|
|
2,200,425 |
|
5,925,000 |
|
International Bank for Reconstruction & Development, 0.33%(SONIO/N+27bps), 5/15/24+ |
|
|
7,650,758 |
|
500,000 |
|
Kommunalbanken AS, Series E, 1.50%, 12/15/23, MTN+ |
|
|
669,959 |
|
500,000 |
|
Landeskreditbank Baden-Wuerttemberg Foerderbank, 0.13%, 11/5/20, MTN+ |
|
|
586,458 |
|
1,513,000 |
|
Monetary Authority of Singapore Bill, 0.00%, 11/27/20+(b) |
|
|
1,108,225 |
|
12,000,000 |
|
Province of British Columbia Canada, 3.70%, 12/18/20+ |
|
|
9,080,578 |
|
7,000,000 |
|
Province of Manitoba Canada, 1.55%, 9/5/21+ |
|
|
5,320,873 |
|
450,000 |
|
Province of Manitoba Canada, 1.50%, 12/15/22+ |
|
|
593,970 |
|
11,500,000 |
|
Province of Ontario Canada, 0.80%(CDOR03+26bps), 10/27/21+ |
|
|
8,689,264 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA Five-Year Global Fixed Income Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
|
|
|
Sovereign Bond, continued |
|
|
|
|
$2,000,000 |
|
Province of Ontario Canada, 0.66%(CDOR03+15bps), 6/27/22+ |
|
$ |
1,512,047 |
|
1,000,000 |
|
Province of Ontario Canada, 0.56%(CDOR03+5bps), 8/21/23+ |
|
|
755,836 |
|
7,000,000 |
|
Province of Quebec Canada, 4.50%, 12/1/20+ |
|
|
5,297,108 |
|
950,000 |
|
Province of Quebec Canada, 0.88%, 5/24/22+ |
|
|
1,235,528 |
|
1,500,000 |
|
Province of Quebec Canada, 1.10%(CDOR03+54.5bps), 10/19/23, MTN+ |
|
|
1,151,746 |
|
3,500,000 |
|
Province of Quebec Canada, 0.96%(CDOR03+40.5bps), 10/13/24+ |
|
|
2,688,249 |
|
500,000 |
|
Swedish Export Credit AB, Series E, 1.38%, 12/15/23, MTN+ |
|
|
666,391 |
|
1,500,000 |
|
Swedish Exportkredit AB, 0.63%, 12/7/20, MTN+ |
|
|
1,937,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
65,253,790 |
|
|
|
|
|
|
|
|
Transportation Infrastructure (0.7%): |
|
|
|
|
2,200,000 |
|
SNCF Reseau, 0.10%, 5/27/21+ |
|
|
2,586,293 |
|
|
|
|
|
|
|
|
Total Foreign Bonds (Cost $278,941,862) |
|
|
282,268,683 |
|
|
|
|
|
|
Yankee Dollars (18.6%): |
|
|
|
|
Banks (0.9%): |
|
|
|
|
447,000 |
|
Bank of Nova Scotia, 2.70%, 3/7/22 |
|
|
461,575 |
|
3,000,000 |
|
Oesterreichische Kontrollbank AG, 0.27% (US0003M+1 bps), 11/22/21 |
|
|
2,999,242 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,460,817 |
|
|
|
|
|
|
|
|
Capital Markets (1.0%): |
|
|
|
|
4,000,000 |
|
International Finance Corp., 0.43% (US0003M+18 bps), 12/15/21, MTN |
|
|
4,008,900 |
|
|
|
|
|
|
|
|
Diversified Financial Services (8.9%): |
|
|
|
|
600,000 |
|
Caisse des Depots et Consignations, 0.39% (US0003M+9 bps), 10/2/20, MTN |
|
|
600,000 |
|
2,000,000 |
|
EUROFIMA, 0.37% (US0003M+9 bps), 11/15/21 |
|
|
2,000,060 |
|
3,800,000 |
|
EUROFIMA, 0.35% (US0003M+10 bps), 3/11/22, MTN |
|
|
3,797,340 |
|
2,000,000 |
|
European Bank For Reconstruction & Development, 0.34% (SOFRRATE+26 bps), 3/13/23, MTN |
|
|
1,995,232 |
|
2,125,000 |
|
European Bank For Reconstruction & Deveploment, 0.34% (SOFR+26 bps), 8/19/22, MTN |
|
|
2,123,491 |
|
1,300,000 |
|
European Investment Bank, 0.37% (SOFR+28 bps), 3/5/24 |
|
|
1,299,350 |
|
2,000,000 |
|
Kommunalbanken AS, 0.32% (US0003M+4 bps), 4/15/21 |
|
|
1,999,814 |
|
1,000,000 |
|
Kommunalbanken AS, 0.38% (US0003M+13 bps), 9/8/21(a) |
|
|
1,000,877 |
|
6,000,000 |
|
Kommunalbanken AS, 0.34% (US0003M+8 bps), 2/24/22(a) |
|
|
5,996,382 |
|
2,000,000 |
|
Kuntarahoitus Oyj, 0.25% (US0003M+1 bps), 10/26/20 |
|
|
2,000,000 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Diversified Financial Services, continued |
|
|
|
|
$3,000,000 |
|
Landeskreditbank Baden-Wuerttemberg Foerderbank, Series E, 0.35% (US0003M+12 bps), 9/27/21, MTN |
|
$ |
2,999,790 |
|
3,000,000 |
|
Landeskreditbank Baden-Wuerttemberg Foerderbank, 0.43% (SOFR+35 bps), 3/15/22, MTN |
|
|
3,001,260 |
|
6,000,000 |
|
Nederlandse Waterschapsbank NV, 0.32% (US0003M+7 bps), 12/15/21(a) |
|
|
5,997,540 |
|
650,000 |
|
Total Capital International SA, 2.88%, 2/17/22 |
|
|
671,990 |
|
|
|
|
|
|
|
|
|
|
|
|
|
35,483,126 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.2%): |
|
|
|
|
710,000 |
|
Shell International Finance BV, 2.38%, 8/21/22 |
|
|
736,673 |
|
|
|
|
|
|
|
|
Sovereign Bond (7.6%): |
|
|
|
|
2,000,000 |
|
African Development Bank, 0.26% (US0003M+1 bps), 12/15/21, MTN |
|
|
1,998,932 |
|
2,000,000 |
|
Agence Francaise de Developpement EPIC, 0.37% (US0003M+12 bps), 6/7/21, MTN |
|
|
1,999,360 |
|
3,630,000 |
|
Asian Development Bank, 0.43% (US0003M+19 bps), 6/16/21, MTN |
|
|
3,633,390 |
|
7,000,000 |
|
Asian Development Bank, 0.34% (FEDL01+25 bps), 5/28/24, MTN |
|
|
6,989,704 |
|
50,000 |
|
Inter-American Development Bank, 0.47% (US0003M+20 bps), 7/15/21, MTN |
|
|
50,056 |
|
537,000 |
|
Inter-American Development Bank, 0.28% (US0003M ), 1/15/22 |
|
|
536,547 |
|
4,000,000 |
|
Inter-American Development Bank, 0.35% (SOFR+26 bps), 9/16/22 |
|
|
3,997,888 |
|
4,000,000 |
|
Inter-American Invest Corp., 0.36% (US0003M+9 bps), 10/12/21, MTN |
|
|
3,998,361 |
|
839,000 |
|
International Bank For Reconstruction & Development, 0.48% (SOFR+39 bps), 6/17/24 |
|
|
830,099 |
|
2,800,000 |
|
International Bank For Reconstruction & Development, 0.39% (SOFR+30 bps), 8/6/24 |
|
|
2,791,594 |
|
2,000,000 |
|
Swedish Export Credit AB, 0.39% (US0003M+12 bps), 7/15/21 |
|
|
2,001,040 |
|
1,000,000 |
|
Swedish Export Credit AB, Series E, 0.37% (US0003M+12 bps), 12/13/21, MTN |
|
|
1,000,290 |
|
|
|
|
|
|
|
|
|
|
|
|
|
29,827,261 |
|
|
|
|
|
|
|
|
Total Yankee Dollars (Cost $73,474,975) |
|
|
73,516,777 |
|
|
|
|
|
|
Certificates of Deposit (1.5%): |
|
|
|
|
$1,000,000 |
|
Oversea-Chinese Banking Corp., Ltd., 0.30%, 10/22/20 |
|
|
1,000,090 |
|
5,000,000 |
|
Svenska Handelsbanken AB, 0.37%, 5/11/21(a) |
|
|
5,004,135 |
|
|
|
|
|
|
|
|
Total Certificates of Deposit (Cost $6,000,000) |
|
|
6,004,225 |
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA Five-Year Global Fixed Income Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Unaffiliated Investment Companies (0.5%): |
|
|
|
|
|
|
Money Markets (0.5%): |
|
|
|
|
1,808,417 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(b) |
|
$ |
1,808,417 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $1,808,417) |
|
|
1,808,417 |
|
|
|
|
|
|
Total Investment Securities
(Cost $384,673,709) - 98.4% |
|
|
388,014,525 |
|
Net other assets (liabilities) - 1.6% |
|
|
6,341,779 |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$394,356,304 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
BP0003M |
|
- |
|
3 Month GBP LIBOR |
CDOR03 |
|
- |
|
Canadian Dollar LIBOR Rate |
FEDL01 |
|
- |
|
Effective Federal Fund Rate |
LIBOR |
|
- |
|
London Interbank Offered Rate |
MTN |
|
- |
|
Medium Term Note |
SOFR |
|
- |
|
Secured Overnight Financing Rate |
SONIA |
|
- |
|
Sterling Overnight Interbank Average Rate |
US0003M |
|
- |
|
3 Month US Dollar LIBOR |
+ |
The principal amount is disclosed in local currency and the fair value is disclosed in U.S. Dollars.
|
(a) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be liquid based on procedures approved by the Board of Trustees. |
(b) |
The rate represents the effective yield at September 30, 2020. |
The following represents the concentrations by country of risk (based on the domicile of the security issuer) relative to the total fair value of investments as of
September 30, 2020:
(Unaudited)
|
|
|
|
|
|
Country |
|
Percentage |
Australia |
|
|
|
8.0 |
% |
Austria |
|
|
|
1.2 |
% |
Belgium |
|
|
|
0.2 |
% |
Canada |
|
|
|
20.5 |
% |
Denmark |
|
|
|
0.3 |
% |
Finland |
|
|
|
2.4 |
% |
France |
|
|
|
12.5 |
% |
Germany |
|
|
|
4.7 |
% |
Luxembourg |
|
|
|
1.2 |
% |
Netherlands |
|
|
|
8.0 |
% |
New Zealand |
|
|
|
1.7 |
% |
Norway |
|
|
|
3.0 |
% |
Singapore |
|
|
|
2.2 |
% |
Supernational |
|
|
|
19.6 |
% |
Sweden |
|
|
|
7.5 |
% |
United Kingdom |
|
|
|
0.2 |
% |
United States |
|
|
|
6.8 |
% |
|
|
|
|
100.0 |
% |
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA Five-Year Global Fixed Income Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Forward Currency Contracts
At
September 30, 2020, the Funds open forward currency contracts were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Currency Purchased |
|
|
Currency Sold |
|
|
Counterparty |
|
Settlement Date |
|
|
Net Unrealized Appreciation/ (Depreciation) |
|
U.S. Dollar |
|
|
1,111,231 |
|
|
Singapore Dollar |
|
|
1,512,026 |
|
|
Citigroup |
|
|
10/2/20 |
|
|
$ |
3,277 |
|
U.S. Dollar |
|
|
62,612,461 |
|
|
European Euro |
|
|
52,193,796 |
|
|
State Street |
|
|
10/2/20 |
|
|
|
1,425,388 |
|
U.S. Dollar |
|
|
10,036,033 |
|
|
British Pound |
|
|
7,571,987 |
|
|
BNY Mellon |
|
|
10/7/20 |
|
|
|
267,013 |
|
U.S. Dollar |
|
|
2,738,324 |
|
|
Norwegian Krone |
|
|
24,408,494 |
|
|
Citigroup |
|
|
10/7/20 |
|
|
|
119,949 |
|
U.S. Dollar |
|
|
40,554,927 |
|
|
British Pound |
|
|
30,939,637 |
|
|
Citigroup |
|
|
10/13/20 |
|
|
|
636,832 |
|
U.S. Dollar |
|
|
12,666,103 |
|
|
Swedish Krona |
|
|
110,091,012 |
|
|
State Street |
|
|
10/16/20 |
|
|
|
366,199 |
|
European Euro |
|
|
6,615,870 |
|
|
U.S. Dollar |
|
|
7,730,161 |
|
|
BNY Mellon |
|
|
10/20/20 |
|
|
|
28,813 |
|
U.S. Dollar |
|
|
64,250,069 |
|
|
European Euro |
|
|
53,753,261 |
|
|
Citigroup |
|
|
10/20/20 |
|
|
|
1,209,203 |
|
U.S. Dollar |
|
|
2,321,274 |
|
|
Canadian Dollar |
|
|
3,062,134 |
|
|
Bank of America |
|
|
10/21/20 |
|
|
|
21,169 |
|
U.S. Dollar |
|
|
60,262,498 |
|
|
Canadian Dollar |
|
|
79,432,336 |
|
|
BNY Mellon |
|
|
10/21/20 |
|
|
|
597,346 |
|
U.S. Dollar |
|
|
2,320,394 |
|
|
Canadian Dollar |
|
|
3,033,279 |
|
|
BNY Mellon |
|
|
10/21/20 |
|
|
|
41,963 |
|
U.S. Dollar |
|
|
1,514,407 |
|
|
Canadian Dollar |
|
|
1,991,576 |
|
|
Citigroup |
|
|
10/21/20 |
|
|
|
18,445 |
|
U.S. Dollar |
|
|
1,517,020 |
|
|
Canadian Dollar |
|
|
2,000,457 |
|
|
Citigroup |
|
|
10/21/20 |
|
|
|
14,388 |
|
U.S. Dollar |
|
|
2,757,314 |
|
|
European Euro |
|
|
2,311,165 |
|
|
Barclays Bank |
|
|
10/28/20 |
|
|
|
46,380 |
|
U.S. Dollar |
|
|
1,166,245 |
|
|
European Euro |
|
|
987,689 |
|
|
Barclays Bank |
|
|
10/28/20 |
|
|
|
7,712 |
|
U.S. Dollar |
|
|
14,978,358 |
|
|
European Euro |
|
|
12,673,803 |
|
|
Citigroup |
|
|
10/28/20 |
|
|
|
112,331 |
|
U.S. Dollar |
|
|
610,167 |
|
|
European Euro |
|
|
514,534 |
|
|
State Street |
|
|
10/28/20 |
|
|
|
6,633 |
|
U.S. Dollar |
|
|
2,973,052 |
|
|
European Euro |
|
|
2,516,372 |
|
|
State Street |
|
|
10/28/20 |
|
|
|
21,416 |
|
U.S. Dollar |
|
|
2,447,618 |
|
|
European Euro |
|
|
2,074,926 |
|
|
State Street |
|
|
10/28/20 |
|
|
|
13,786 |
|
U.S. Dollar |
|
|
2,281,421 |
|
|
European Euro |
|
|
1,921,355 |
|
|
State Street |
|
|
10/28/20 |
|
|
|
27,724 |
|
U.S. Dollar |
|
|
27,309,266 |
|
|
Australian Dollar |
|
|
37,471,242 |
|
|
Bank of America |
|
|
10/30/20 |
|
|
|
474,707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
5,460,674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
European Euro |
|
|
538,847 |
|
|
U.S. Dollar |
|
|
639,312 |
|
|
Barclays Bank |
|
|
10/20/20 |
|
|
$ |
(7,362) |
|
European Euro |
|
|
464,244 |
|
|
U.S. Dollar |
|
|
549,984 |
|
|
Citigroup |
|
|
10/20/20 |
|
|
|
(5,527) |
|
U.S. Dollar |
|
|
2,899,992 |
|
|
Canadian Dollar |
|
|
3,868,473 |
|
|
BNY Mellon |
|
|
10/21/20 |
|
|
|
(5,790) |
|
U.S. Dollar |
|
|
373,426 |
|
|
Canadian Dollar |
|
|
499,320 |
|
|
BNY Mellon |
|
|
10/21/20 |
|
|
|
(1,635) |
|
Canadian Dollar |
|
|
44,655 |
|
|
U.S. Dollar |
|
|
33,565 |
|
|
Citigroup |
|
|
10/21/20 |
|
|
|
(23) |
|
Canadian Dollar |
|
|
2,522,508 |
|
|
U.S. Dollar |
|
|
1,929,428 |
|
|
Citigroup |
|
|
10/21/20 |
|
|
|
(34,660) |
|
Canadian Dollar |
|
|
535,496 |
|
|
U.S. Dollar |
|
|
408,116 |
|
|
Citigroup |
|
|
10/21/20 |
|
|
|
(5,881) |
|
U.S. Dollar |
|
|
202,827 |
|
|
European Euro |
|
|
174,318 |
|
|
State Street |
|
|
10/28/20 |
|
|
|
(1,643) |
|
U.S. Dollar |
|
|
606,107 |
|
|
British Pound |
|
|
475,665 |
|
|
Barclays Bank |
|
|
10/30/20 |
|
|
|
(7,646) |
|
U.S. Dollar |
|
|
682,423 |
|
|
British Pound |
|
|
530,552 |
|
|
BNY Mellon |
|
|
10/30/20 |
|
|
|
(2,152) |
|
U.S. Dollar |
|
|
3,154,957 |
|
|
British Pound |
|
|
2,451,735 |
|
|
State Street |
|
|
10/30/20 |
|
|
|
(8,532) |
|
U.S. Dollar |
|
|
1,104,305 |
|
|
Singapore Dollar |
|
|
1,512,365 |
|
|
Citigroup |
|
|
11/10/20 |
|
|
|
(3,993) |
|
U.S. Dollar |
|
|
60,681,482 |
|
|
European Euro |
|
|
51,721,626 |
|
|
State Street |
|
|
12/29/20 |
|
|
$ |
(86,704) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(171,548) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Net Forward Currency Contracts |
|
|
|
|
|
|
|
|
$ |
5,289,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (98.8%): |
|
|
|
|
Aerospace & Defense (0.9%): |
|
|
|
|
4,047 |
|
Airbus SE |
|
$ |
293,714 |
|
982 |
|
Avon Rubber plc |
|
|
53,697 |
|
44,779 |
|
BAE Systems plc |
|
|
276,929 |
|
6,187 |
|
CAE, Inc. |
|
|
90,523 |
|
3,081 |
|
Chemring Group plc |
|
|
9,521 |
|
15 |
|
Dassault Aviation SA |
|
|
12,731 |
|
504 |
|
Elbit Systems, Ltd. |
|
|
61,248 |
|
89 |
|
Facc AG* |
|
|
530 |
|
2,535 |
|
Heroux-Devtek, Inc.* |
|
|
17,593 |
|
1,604 |
|
Kongsberg Gruppen ASA |
|
|
24,048 |
|
9,452 |
|
Leonardo SpA |
|
|
55,261 |
|
1,132 |
|
LISI |
|
|
22,491 |
|
20,980 |
|
Meggitt plc |
|
|
69,563 |
|
1,940 |
|
MTU Aero Engines AG |
|
|
322,619 |
|
19,005 |
|
QinetiQ Group plc |
|
|
67,900 |
|
22,913 |
|
Rolls-Royce Holdings plc^ |
|
|
38,012 |
|
2,553 |
|
Saab AB* |
|
|
75,095 |
|
2,582 |
|
Safran SA* |
|
|
254,047 |
|
20,156 |
|
Senior plc |
|
|
11,596 |
|
25,500 |
|
Singapore Technologies Engineering, Ltd. |
|
|
65,003 |
|
1,841 |
|
Thales SA |
|
|
137,835 |
|
3,264 |
|
Ultra Electronics Holdings plc |
|
|
87,914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,047,870 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.6%): |
|
|
|
|
31,587 |
|
Bollore, Inc. |
|
|
117,886 |
|
6,117 |
|
BPOST SA |
|
|
53,771 |
|
1,400 |
|
Chuo Warehouse Co., Ltd. |
|
|
16,628 |
|
2,399 |
|
Cia de Distribucion Integral Logista Holdings SA |
|
|
41,039 |
|
6,355 |
|
CTT-Correios de Portugal SA |
|
|
18,762 |
|
10,513 |
|
Deutsche Post AG |
|
|
479,346 |
|
5,994 |
|
Freightways, Ltd. |
|
|
30,778 |
|
73 |
|
ID Logistics Group* |
|
|
15,777 |
|
37,500 |
|
Kerry Network, Ltd. |
|
|
67,969 |
|
2,300 |
|
Kintetsu World Express, Inc. |
|
|
48,755 |
|
1,800 |
|
Konoike Transport Co., Ltd. |
|
|
19,726 |
|
1,541 |
|
Mainfreight, Ltd. |
|
|
47,009 |
|
1,800 |
|
Mitsui-Soko Holdings Co., Ltd. |
|
|
31,370 |
|
1,146 |
|
Oesterreichische Post AG^ |
|
|
38,546 |
|
27,139 |
|
PostNL NV* |
|
|
82,543 |
|
35,743 |
|
Royal Mail plc |
|
|
110,065 |
|
900 |
|
SBS Holdings, Inc. |
|
|
18,788 |
|
1,500 |
|
SG Holdings Co., Ltd. |
|
|
77,973 |
|
27,700 |
|
Singapore Post, Ltd. |
|
|
13,130 |
|
5,312 |
|
Wincanton plc |
|
|
13,781 |
|
36 |
|
XPO Logistics Europe SADIR* |
|
|
9,876 |
|
3,700 |
|
Yamato Holdings Co., Ltd. |
|
|
97,408 |
|
1,600 |
|
Yasuda Logistics Corp. |
|
|
14,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,465,262 |
|
|
|
|
|
|
|
|
Airlines (0.3%): |
|
|
|
|
2,930 |
|
Air Canada* |
|
|
34,529 |
|
13,467 |
|
Air France-KLM*^ |
|
|
46,397 |
|
26,921 |
|
Air New Zealand, Ltd. |
|
|
24,296 |
|
1,200 |
|
ANA Holdings, Inc.^ |
|
|
27,807 |
|
57,347 |
|
Cathay Pacific Airways, Ltd.* |
|
|
39,907 |
|
9,717 |
|
Deutsche Lufthansa AG, Registered Shares*^ |
|
|
83,745 |
|
4,978 |
|
easyJet plc |
|
|
32,312 |
|
1,728 |
|
Exchange Income Corp. |
|
|
39,417 |
|
13,156 |
|
International Consolidated Airlines Group SA^ |
|
|
15,969 |
|
4,400 |
|
Japan Airlines Co., Ltd. |
|
|
82,610 |
|
6,945 |
|
JET2 plc |
|
|
60,328 |
|
30,119 |
|
Qantas Airways, Ltd. |
|
|
87,736 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Airlines, continued |
|
|
|
|
53,500 |
|
Singapore Airlines, Ltd. |
|
$ |
136,781 |
|
|
|
|
|
|
|
|
|
|
|
|
|
711,834 |
|
|
|
|
|
|
|
|
Auto Components (2.2%): |
|
|
|
|
1,000 |
|
Aisan Industry Co., Ltd. |
|
|
4,456 |
|
2,900 |
|
Aisin Sieki Co., Ltd. |
|
|
92,735 |
|
7,300 |
|
Akebono Brake Industry Co., Ltd.* |
|
|
10,231 |
|
1,027 |
|
Akwel |
|
|
20,433 |
|
2,314 |
|
Arb Corp., Ltd. |
|
|
46,414 |
|
266 |
|
Autoneum Holding AG* |
|
|
32,678 |
|
4,346 |
|
Brembo SpA |
|
|
43,391 |
|
10,600 |
|
Bridgestone Corp. |
|
|
334,866 |
|
1,647 |
|
Bulten AB |
|
|
13,118 |
|
11 |
|
Burelle SA |
|
|
7,129 |
|
3,874 |
|
CIE Automotive SA |
|
|
73,002 |
|
6,123 |
|
Compagnie Generale des Establissements Michelin SCA, Class B |
|
|
655,110 |
|
1,922 |
|
Continental AG |
|
|
208,330 |
|
2,800 |
|
Daido Metal Co., Ltd.^ |
|
|
13,588 |
|
2,400 |
|
Daikyonishikawa Corp. |
|
|
12,775 |
|
2,000 |
|
Denso Corp. |
|
|
87,618 |
|
11,875 |
|
Dometic Group AB(a) |
|
|
146,842 |
|
1,800 |
|
Eagle Industry Co., Ltd. |
|
|
13,575 |
|
673 |
|
Edag Engineering Group AG* |
|
|
6,753 |
|
1,724 |
|
ElringKlinger AG* |
|
|
13,408 |
|
1,700 |
|
Exedy Corp. |
|
|
22,122 |
|
3,980 |
|
Faurecia SA |
|
|
171,851 |
|
2,300 |
|
FCC Co., Ltd. |
|
|
42,366 |
|
1,000 |
|
F-Tech, Inc. |
|
|
4,781 |
|
4,000 |
|
Futaba Industrial Co., Ltd. |
|
|
20,339 |
|
1,400 |
|
G-Tekt Corp. |
|
|
15,943 |
|
3,900 |
|
Gud Holdings, Ltd. |
|
|
31,871 |
|
2,186 |
|
Hella GmbH & Co. KGaA* |
|
|
110,194 |
|
1,600 |
|
Hi-Lex Corp. |
|
|
18,202 |
|
700 |
|
H-One Co., Ltd. |
|
|
3,752 |
|
1,200 |
|
Imasen Electric Industrial |
|
|
7,815 |
|
1,800 |
|
Kasai Kogyo Co., Ltd. |
|
|
6,066 |
|
2,500 |
|
Keihin Corp.* |
|
|
61,456 |
|
2,000 |
|
Koito Manufacturing Co., Ltd. |
|
|
101,975 |
|
250,591 |
|
Kongsberg Automotive ASA* |
|
|
3,440 |
|
1,400 |
|
KYB Corp.* |
|
|
28,985 |
|
2,493 |
|
Leoni AG* |
|
|
14,770 |
|
2,733 |
|
Linamar Corp. |
|
|
81,308 |
|
9,928 |
|
Magna International, Inc. |
|
|
454,207 |
|
1,150 |
|
Magna Internationl, Inc. |
|
|
52,628 |
|
6,366 |
|
Martinrea International, Inc. |
|
|
45,567 |
|
2,000 |
|
Mitsuba Corp.* |
|
|
6,978 |
|
3,200 |
|
Musashi Seimitsu Industry Co., Ltd. |
|
|
33,706 |
|
4,800 |
|
NGK Spark Plug Co., Ltd. |
|
|
83,751 |
|
6,600 |
|
NHK SPRING Co., Ltd. |
|
|
42,248 |
|
600 |
|
Nichirin Co., Ltd. |
|
|
7,605 |
|
3,600 |
|
Nifco, Inc. |
|
|
98,192 |
|
3,300 |
|
Nippon Seiki Co., Ltd. |
|
|
36,168 |
|
1,400 |
|
Nissin Kogyo Co., Ltd. |
|
|
29,792 |
|
2,700 |
|
NOK Corp. |
|
|
28,117 |
|
5,985 |
|
Nokian Renkaat OYJ |
|
|
169,311 |
|
800 |
|
Ohashi Technica, Inc. |
|
|
11,120 |
|
2,600 |
|
Pacific Industrial Co., Ltd. |
|
|
23,851 |
|
1,800 |
|
Piolax, Inc. |
|
|
26,723 |
|
13,329 |
|
Pirelli & C SpA*(a) |
|
|
57,083 |
|
2,839 |
|
Plastic Omnium SA |
|
|
74,658 |
|
6,300 |
|
Press Kogyo Co., Ltd. |
|
|
17,894 |
|
3,582 |
|
PWR Holdings, Ltd. |
|
|
12,204 |
|
400 |
|
Riken Corp. |
|
|
10,318 |
|
4,208 |
|
SAF-Holland SE* |
|
|
33,984 |
|
1,600 |
|
Sanden Holdings Corp.* |
|
|
4,632 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Auto Components, continued |
|
|
|
|
1,900 |
|
Sanoh Industrial Co., Ltd. |
|
$ |
10,304 |
|
2,535 |
|
Schaeffler AG |
|
|
15,648 |
|
1,200 |
|
Shoei Co., Ltd. |
|
|
39,925 |
|
4,000 |
|
Showa Corp.* |
|
|
86,982 |
|
1,800 |
|
Stanley Electric Co., Ltd. |
|
|
51,660 |
|
12,500 |
|
Sumitomo Electric Industries, Ltd. |
|
|
140,479 |
|
2,900 |
|
Sumitomo Riko Co., Ltd. |
|
|
15,462 |
|
7,700 |
|
Sumitomo Rubber Industries, Ltd. |
|
|
71,436 |
|
300 |
|
T RAD Co., Ltd. |
|
|
3,746 |
|
1,400 |
|
Tachi-S Co., Ltd. |
|
|
12,942 |
|
800 |
|
Taiho Kogyo Co., Ltd. |
|
|
4,280 |
|
8,119 |
|
TI Fluid Systems plc(a) |
|
|
16,147 |
|
2,500 |
|
Tokai Rika Co., Ltd. |
|
|
37,286 |
|
2,500 |
|
Topre Corp. |
|
|
26,912 |
|
6,800 |
|
Toyo Tire Corp. |
|
|
109,875 |
|
2,500 |
|
Toyoda Gosei Co., Ltd. |
|
|
57,308 |
|
3,500 |
|
Toyota Boshoku Corp. |
|
|
49,575 |
|
700 |
|
Toyota Industries Corp. |
|
|
44,269 |
|
1,500 |
|
TPR Co., Ltd. |
|
|
18,238 |
|
1,400 |
|
TS Tech Co., Ltd. |
|
|
39,593 |
|
2,000 |
|
Unipres Corp. |
|
|
16,330 |
|
2,847 |
|
Valeo SA |
|
|
87,003 |
|
66,000 |
|
Xinyi Glass Holdings, Ltd. |
|
|
133,539 |
|
6,500 |
|
Yokohama Rubber Co., Ltd. (The) |
|
|
92,527 |
|
600 |
|
Yorozu Corp. |
|
|
6,001 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,131,892 |
|
|
|
|
|
|
|
|
Automobiles (2.3%): |
|
|
|
|
7,259 |
|
Bayerische Motoren Werke AG (BMW) |
|
|
527,012 |
|
13,872 |
|
Daimler AG, Registered Shares |
|
|
747,891 |
|
1,019 |
|
Ferrari NV |
|
|
187,588 |
|
28,375 |
|
Fiat Chrysler Automobiles NV |
|
|
347,334 |
|
17,800 |
|
Honda Motor Co., Ltd. |
|
|
420,033 |
|
8,600 |
|
Isuzu Motors, Ltd. |
|
|
75,352 |
|
7,900 |
|
Mazda Motor Corp. |
|
|
46,201 |
|
8,800 |
|
Mitsubishi Motors Corp. |
|
|
19,427 |
|
24,000 |
|
Nissan Motor Co., Ltd.* |
|
|
85,312 |
|
2,700 |
|
Nissan Shatai Co., Ltd. |
|
|
23,625 |
|
14,678 |
|
Piaggio & C SpA |
|
|
39,621 |
|
23,694 |
|
PSA Peugeot Citroen SA* |
|
|
427,158 |
|
3,686 |
|
Renault SA* |
|
|
95,132 |
|
4,600 |
|
Subaru Corp. |
|
|
89,311 |
|
3,300 |
|
Suzuki Motor Corp. |
|
|
141,364 |
|
28 |
|
Toyota Motor Corp., ADR |
|
|
3,708 |
|
28,624 |
|
Toyota Motor Corp. |
|
|
1,893,449 |
|
794 |
|
Volkswagen AG* |
|
|
138,784 |
|
6,200 |
|
Yamaha Motor Co., Ltd. |
|
|
90,165 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,398,467 |
|
|
|
|
|
|
|
|
Banks (6.5%): |
|
|
|
|
3,000 |
|
77th Bank |
|
|
46,408 |
|
3,666 |
|
ABN AMRO Group NV*(a) |
|
|
30,652 |
|
15,084 |
|
AIB Group plc |
|
|
15,471 |
|
500 |
|
Aichi Bank, Ltd. (The) |
|
|
14,436 |
|
1,500 |
|
Akita Bank, Ltd. (The) |
|
|
22,574 |
|
3,329 |
|
Aktia Bank OYJ* |
|
|
36,044 |
|
1,200 |
|
Aomori Bank, Ltd. (The) |
|
|
28,536 |
|
3,300 |
|
Aozora Bank, Ltd. |
|
|
54,848 |
|
12,908 |
|
Australia & New Zealand Banking Group, Ltd. |
|
|
159,772 |
|
2,000 |
|
Awa Bank, Ltd. (The) |
|
|
49,367 |
|
19,504 |
|
Banca Monte dei Paschi di Siena SpA*^ |
|
|
31,665 |
|
21,166 |
|
Banca Popolare di Sondrio SCPA* |
|
|
44,233 |
|
56,924 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
157,305 |
|
36,557 |
|
Banco Bilbao Vizcaya Argentaria SA, ADR |
|
|
100,166 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
44,790 |
|
Banco Bpm SpA |
|
$ |
75,761 |
|
106,975 |
|
Banco Comercial Portugues SA, Class R* |
|
|
10,022 |
|
238,968 |
|
Banco de Sabadell SA |
|
|
82,650 |
|
72,501 |
|
Banco Santander SA |
|
|
135,050 |
|
8,101 |
|
Bank Hapoalim BM |
|
|
43,275 |
|
27,389 |
|
Bank Leumi Le-Israel Corp. |
|
|
120,564 |
|
36,738 |
|
Bank of East Asia, Ltd. (The) |
|
|
67,732 |
|
974 |
|
Bank of Georgia Group plc |
|
|
11,175 |
|
29,096 |
|
Bank of Ireland Group plc |
|
|
53,906 |
|
900 |
|
Bank of Iwate, Ltd. (The) |
|
|
21,685 |
|
1,200 |
|
Bank of Kyoto, Ltd. (The) |
|
|
57,981 |
|
6,527 |
|
Bank of Montreal |
|
|
381,242 |
|
1,600 |
|
Bank of Montreal |
|
|
93,544 |
|
500 |
|
Bank of Nagoya, Ltd. (The) |
|
|
12,151 |
|
9,618 |
|
Bank of Nova Scotia |
|
|
399,243 |
|
820 |
|
Bank of Okinawa, Ltd. (The) |
|
|
24,503 |
|
23,359 |
|
Bank of Queensland, Ltd. |
|
|
96,187 |
|
1,100 |
|
Bank of Saga, Ltd. (The) |
|
|
13,684 |
|
2,000 |
|
Bank of The Ryukyus, Ltd. |
|
|
17,353 |
|
50,112 |
|
Bankia SA |
|
|
72,758 |
|
23,015 |
|
Bankinter SA |
|
|
99,012 |
|
71 |
|
Banque Cantonale de Geneve |
|
|
13,337 |
|
1,420 |
|
Banque Cantonale Vaudois, Registered Shares |
|
|
143,990 |
|
35,666 |
|
Barclays plc, ADR |
|
|
178,687 |
|
21,540 |
|
Bendigo & Adelaide Bank, Ltd. |
|
|
93,513 |
|
303 |
|
Berner Kantonalbank AG |
|
|
75,849 |
|
4,368 |
|
BNP Paribas SA |
|
|
158,216 |
|
38,542 |
|
BOC Hong Kong Holdings, Ltd. |
|
|
102,245 |
|
13,388 |
|
BPER Banca^ |
|
|
31,165 |
|
59,686 |
|
CaixaBank SA |
|
|
126,536 |
|
200 |
|
Canadian Imperial Bank of Commerce |
|
|
14,951 |
|
5,889 |
|
Canadian Imperial Bank of Commerce^ |
|
|
440,026 |
|
4,227 |
|
Canadian Western Bank |
|
|
85,245 |
|
11,600 |
|
Chiba Bank, Ltd. (The) |
|
|
64,024 |
|
4,300 |
|
Chiba Kogyo Bank, Ltd. (The) |
|
|
10,193 |
|
10,000 |
|
Chong Hing Bank, Ltd. |
|
|
11,623 |
|
6,200 |
|
Chugoku Bank, Ltd. (The) |
|
|
59,467 |
|
700 |
|
Chukyo Bank, Ltd. (The) |
|
|
14,085 |
|
1,097 |
|
Comdirect Bank AG |
|
|
17,798 |
|
31,551 |
|
Commerzbank AG |
|
|
155,052 |
|
11,410 |
|
Commonwealth Bank of Australia |
|
|
521,380 |
|
12,500 |
|
Concordia Financial Group, Ltd. |
|
|
43,579 |
|
20,243 |
|
Credit Agricole SA |
|
|
176,917 |
|
5,165 |
|
Credito Emiliano SpA* |
|
|
24,095 |
|
3,488 |
|
Credito Valtellinese SpA* |
|
|
33,184 |
|
16,000 |
|
Dah Sing Banking Group, Ltd. |
|
|
13,867 |
|
5,600 |
|
Dah Sing Financial Holdings, Ltd. |
|
|
13,496 |
|
1,900 |
|
Daishi Hokuetsu Financial Group, Inc. |
|
|
39,361 |
|
12,668 |
|
Danske Bank A/S |
|
|
171,630 |
|
5,200 |
|
DBS Group Holdings, Ltd. |
|
|
76,503 |
|
7,483 |
|
DNB ASA* |
|
|
103,413 |
|
1,600 |
|
Ehime Bank, Ltd. (The) |
|
|
18,002 |
|
2,450 |
|
Erste Group Bank AG* |
|
|
51,231 |
|
6,500 |
|
Fidea Holdings Co., Ltd. |
|
|
6,800 |
|
13,601 |
|
Finecobank Banca Fineco SpA |
|
|
187,123 |
|
3,600 |
|
First Bank of Toyama, Ltd. (The) |
|
|
10,656 |
|
1,816 |
|
First International Bank of Israel |
|
|
37,677 |
|
1,000 |
|
Fukui Bank, Ltd. (The) |
|
|
16,856 |
|
7,000 |
|
Fukuoka Financial Group, Inc. |
|
|
117,869 |
|
2,200 |
|
Fukushima Bank, Ltd. (The) |
|
|
5,120 |
|
19,400 |
|
Gunma Bank, Ltd. (The) |
|
|
64,710 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
9,200 |
|
Hachijuni Bank, Ltd. (The) |
|
$ |
36,200 |
|
5,105 |
|
Hang Seng Bank, Ltd. |
|
|
75,780 |
|
27,746 |
|
Heartland Group Holdings Npv |
|
|
23,305 |
|
11,800 |
|
Hiroshima Bank, Ltd. (The) |
|
|
67,141 |
|
1,000 |
|
Hokkoku Bank, Ltd. (The) |
|
|
29,389 |
|
6,000 |
|
Hokuhoku Financial Group, Inc. |
|
|
60,449 |
|
32,619 |
|
HSBC Holdings plc, ADR^ |
|
|
638,679 |
|
9,400 |
|
Hyakugo Bank, Ltd. (The) |
|
|
29,430 |
|
1,000 |
|
Hyakujushi Bank, Ltd. (The) |
|
|
16,940 |
|
14,738 |
|
ING Groep NV* |
|
|
104,344 |
|
127,279 |
|
Intesa Sanpaolo SpA* |
|
|
238,966 |
|
15,332 |
|
Isreal Discount Bank |
|
|
41,349 |
|
9,500 |
|
Iyo Bank, Ltd. (The) |
|
|
62,953 |
|
620 |
|
Jimoto Holdings, Inc. |
|
|
6,683 |
|
1,200 |
|
Juroku Bank, Ltd. (The) |
|
|
22,864 |
|
2,048 |
|
Jyske Bank A/S* |
|
|
57,701 |
|
4,842 |
|
Kansai Mirai Financial Group,Inc. |
|
|
19,886 |
|
3,511 |
|
KBC Group NV |
|
|
175,785 |
|
5,800 |
|
Keiyo Bank, Ltd. (The) |
|
|
26,829 |
|
400 |
|
Kita-Nippon Bank, Ltd. (The) |
|
|
7,822 |
|
2,500 |
|
Kiyo Bank, Ltd. (The) |
|
|
38,695 |
|
20,990 |
|
Kyushu Financial Group, Inc.^ |
|
|
98,565 |
|
1,296 |
|
Laurentian Bank of Canada |
|
|
26,623 |
|
120,273 |
|
Liberbank SA* |
|
|
31,871 |
|
562 |
|
Liechtensteinische Landesbank AG |
|
|
31,799 |
|
362,899 |
|
Lloyds Banking Group plc* |
|
|
123,128 |
|
96,996 |
|
Lloyds TSB Group plc, ADR |
|
|
126,095 |
|
162 |
|
Luzerner Kantonalbank AG |
|
|
68,618 |
|
24,670 |
|
Mebuki Financial Group, Inc. |
|
|
55,981 |
|
9,651 |
|
Mediobanca SpA |
|
|
75,672 |
|
700 |
|
Michinoku Bank, Ltd. (The) |
|
|
8,984 |
|
62,500 |
|
Mitsubishi UFJ Financial Group, Inc. |
|
|
248,062 |
|
800 |
|
Miyazaki Bank, Ltd. (The) |
|
|
18,279 |
|
3,605 |
|
Mizrahi Tefahot Bank, Ltd. |
|
|
63,916 |
|
12,880 |
|
Mizuho Financial Group, Inc. |
|
|
160,914 |
|
1,300 |
|
Musashino Bank, Ltd. (The) |
|
|
19,375 |
|
800 |
|
Nagano Bank, Ltd. (The) |
|
|
11,091 |
|
1,300 |
|
Nanto Bank, Ltd. (The) |
|
|
24,064 |
|
24,605 |
|
National Australia Bank, Ltd. |
|
|
313,878 |
|
9,441 |
|
National Bank of Canada |
|
|
469,001 |
|
19,782 |
|
Natwest Group plc, ADR* |
|
|
53,214 |
|
50,252 |
|
Natwest Group plc |
|
|
68,602 |
|
7,200 |
|
Nishi-Nippon Holdings, Inc. |
|
|
50,350 |
|
28,930 |
|
Nordea Bank AB* |
|
|
220,463 |
|
17,400 |
|
North Pacific Bank, Ltd. |
|
|
37,936 |
|
7,556 |
|
Norwegian Finans Holding ASA* |
|
|
54,799 |
|
1,800 |
|
Ogaki Kyoritsu Bank, Ltd. (The) |
|
|
40,762 |
|
1,000 |
|
Oita Bank, Ltd. (The) |
|
|
23,241 |
|
16,486 |
|
Oversea-Chinese Banking Corp., Ltd. |
|
|
102,449 |
|
28,000 |
|
Public Financial Holdings, Ltd. |
|
|
6,454 |
|
7,184 |
|
Raiffeisen International Bank-Holding AG* |
|
|
109,809 |
|
26,700 |
|
Resona Holdings, Inc. |
|
|
91,008 |
|
1,393 |
|
Ringkjoebing Landbobank A/S |
|
|
105,654 |
|
12,263 |
|
Royal Bank of Canada |
|
|
860,128 |
|
10,941 |
|
Royal Bank of Canada |
|
|
768,270 |
|
1,190 |
|
San Ju San Financial Group, Inc. |
|
|
15,599 |
|
6,200 |
|
San-In Godo Bank, Ltd. (The) |
|
|
33,347 |
|
4,451 |
|
Sbanken ASA*(a) |
|
|
32,295 |
|
11,600 |
|
Senshu Ikeda Holdings, Inc. |
|
|
19,397 |
|
24,500 |
|
Seven Bank, Ltd.^ |
|
|
59,412 |
|
1,300 |
|
Shiga Bank, Ltd. (The)^ |
|
|
30,494 |
|
1,000 |
|
Shikoku Bank, Ltd. (The) |
|
|
7,081 |
|
400 |
|
Shimizu Bank, Ltd. (The) |
|
|
7,196 |
|
5,900 |
|
Shinsei Bank, Ltd. |
|
|
73,114 |
|
3,800 |
|
Shizuoka Bank, Ltd. (The) |
|
|
26,286 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
7,610 |
|
Skandinaviska Enskilda Banken AB, Class A* |
|
$ |
67,391 |
|
14,223 |
|
Societe Generale |
|
|
188,184 |
|
4,543 |
|
Spar Nord Bank A/S* |
|
|
33,926 |
|
8,634 |
|
Sparebank 1 Sr-Bank ASA* |
|
|
71,585 |
|
121 |
|
St. Galler Kantonalbank AG |
|
|
51,948 |
|
49,637 |
|
Standard Chartered plc |
|
|
227,522 |
|
7,000 |
|
Sumitomo Mitsui Financial Group, Inc. |
|
|
194,811 |
|
1,900 |
|
Sumitomo Mitsui Trust Holdings, Inc. |
|
|
50,565 |
|
1,500 |
|
Suruga Bank, Ltd. |
|
|
5,423 |
|
14,413 |
|
Svenska Handelsbanken AB, Class A* |
|
|
121,100 |
|
3,421 |
|
Swedbank AB, Class A* |
|
|
53,526 |
|
3,208 |
|
Sydbank A/S* |
|
|
50,292 |
|
1,200 |
|
Taiko Bank, Ltd. (The) |
|
|
18,042 |
|
8,700 |
|
Tochigi Bank, Ltd. (The) |
|
|
15,054 |
|
6,500 |
|
Toho Bank, Ltd. (The) |
|
|
14,289 |
|
1,100 |
|
Tokyo Kiraboshi Financial Group, Inc. |
|
|
11,842 |
|
7,500 |
|
Tomony Holdings, Inc. |
|
|
24,262 |
|
2,200 |
|
Toronto-Dominion Bank (The) |
|
|
101,870 |
|
7,456 |
|
Toronto-Dominion Bank (The) |
|
|
344,765 |
|
2,100 |
|
Towa Bank, Ltd. (The) |
|
|
14,418 |
|
6,200 |
|
Tsukuba Bank, Ltd. |
|
|
11,841 |
|
60,591 |
|
Unicaja Banco SA*(a) |
|
|
45,390 |
|
35,794 |
|
Unicredit SpA |
|
|
295,145 |
|
8,727 |
|
United Overseas Bank, Ltd. |
|
|
122,543 |
|
682 |
|
Valiant Holding AG |
|
|
57,441 |
|
764 |
|
Van Lanschot Kempen NV |
|
|
14,075 |
|
34,734 |
|
Virgin Money UK plc* |
|
|
32,468 |
|
582 |
|
Walliser Kantonalbank, Registered Shares |
|
|
67,965 |
|
30,920 |
|
Westpac Banking Corp. |
|
|
373,005 |
|
1,600 |
|
Yamagata Bank, Ltd. (The) |
|
|
20,727 |
|
7,200 |
|
Yamaguchi Financial Group, Inc. |
|
|
46,959 |
|
1,800 |
|
Yamanashi Chuo Bank, Ltd. (The) |
|
|
14,116 |
|
6 |
|
Zuger Kantonalbank AG |
|
|
41,063 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,668,445 |
|
|
|
|
|
|
|
|
Beverages (1.3%): |
|
|
|
|
1,900 |
|
Andrew Peller, Ltd. |
|
|
14,413 |
|
8,852 |
|
Anheuser-Busch InBev NV |
|
|
477,752 |
|
4,300 |
|
Asahi Breweries, Ltd. |
|
|
149,789 |
|
10,973 |
|
Britvic plc |
|
|
116,195 |
|
11,716 |
|
C&C Group plc |
|
|
29,581 |
|
1,053 |
|
Carlsberg A/S, Class B |
|
|
141,816 |
|
11,116 |
|
Coca-Cola Amatil, Ltd. |
|
|
75,779 |
|
2,200 |
|
Coca-Cola Bottlers Japan Holdings, Inc. |
|
|
36,830 |
|
6,758 |
|
Coca-Cola European Partners plc |
|
|
265,746 |
|
3,906 |
|
Coca-Cola HBC AG |
|
|
96,535 |
|
5,510 |
|
David Campari-Milano NV |
|
|
60,216 |
|
4,082 |
|
Diageo plc, ADR |
|
|
561,927 |
|
4,304 |
|
Fevertree Drinks plc |
|
|
128,420 |
|
1,838 |
|
Heineken NV |
|
|
163,316 |
|
900 |
|
ITO EN, Ltd. |
|
|
64,219 |
|
4,900 |
|
Kirin Holdings Co., Ltd. |
|
|
92,045 |
|
109 |
|
Laurent-Perrier* |
|
|
9,076 |
|
653 |
|
Olvi OYJ |
|
|
33,144 |
|
412 |
|
Pernod Ricard SA |
|
|
65,743 |
|
5,750 |
|
Primo Water Corp. |
|
|
81,668 |
|
305 |
|
Remy Cointreau SA |
|
|
55,666 |
|
1,549 |
|
Royal Unibrew A/S |
|
|
159,659 |
|
4,000 |
|
Sapporo Breweries, Ltd. |
|
|
71,952 |
|
3,457 |
|
Stock Spirits Group plc |
|
|
9,608 |
|
1,000 |
|
Suntory Beverage & Food, Ltd. |
|
|
37,591 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Beverages, continued |
|
|
|
|
2,800 |
|
Takara Holdings, Inc. |
|
$ |
31,095 |
|
6,474 |
|
Treasury Wine Estates, Ltd. |
|
|
41,531 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,071,312 |
|
|
|
|
|
|
|
|
Biotechnology (0.5%): |
|
|
|
|
195 |
|
Argenx SE* |
|
|
51,359 |
|
788 |
|
Bavarian Nordic A/S* |
|
|
24,570 |
|
906 |
|
Biogaia AB |
|
|
58,761 |
|
486 |
|
Biotest AG |
|
|
14,242 |
|
3,023 |
|
CSL, Ltd. |
|
|
622,736 |
|
225 |
|
Galapagos NV* |
|
|
31,954 |
|
442 |
|
Genmab A/S* |
|
|
160,529 |
|
634 |
|
Genus plc |
|
|
31,459 |
|
5,747 |
|
Knight Therapeutics, Inc.* |
|
|
25,036 |
|
29,311 |
|
Mesoblast, Ltd.* |
|
|
108,197 |
|
300 |
|
Peptidream, Inc.* |
|
|
14,098 |
|
475 |
|
Pharma Mar SA |
|
|
60,016 |
|
1,008 |
|
Swedish Orphan Biovitrum AB* |
|
|
24,382 |
|
1,155 |
|
Zealand Pharma A/S* |
|
|
43,896 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,271,235 |
|
|
|
|
|
|
|
|
Building Products (1.3%): |
|
|
|
|
4,300 |
|
AGC, Inc. |
|
|
125,951 |
|
1,100 |
|
AICA Kogyo Co., Ltd.^ |
|
|
39,076 |
|
2,028 |
|
Arbonia AG |
|
|
26,052 |
|
1,049 |
|
ASSA Abloy AB, Class B |
|
|
24,495 |
|
12 |
|
Belimo Holding AG, Registered Shares |
|
|
90,653 |
|
2,400 |
|
Bunka Shutter Co., Ltd. |
|
|
19,034 |
|
1,800 |
|
Central Glass Co., Ltd. |
|
|
37,318 |
|
11,276 |
|
Compagnie de Saint-Gobain SA |
|
|
473,374 |
|
2,400 |
|
Daikin Industries, Ltd. |
|
|
442,600 |
|
114 |
|
dorma kaba Holding AG |
|
|
61,849 |
|
567 |
|
Geberit AG, Registered Shares |
|
|
336,056 |
|
12,489 |
|
Gwa Group, Ltd. |
|
|
24,901 |
|
3,298 |
|
Inrom Construction Industries, Ltd. |
|
|
13,305 |
|
2,938 |
|
Inwido AB |
|
|
29,830 |
|
3,374 |
|
Kingspan Group plc* |
|
|
306,838 |
|
4,017 |
|
Lindab International AB |
|
|
70,044 |
|
3,900 |
|
Lixil Group Corp. |
|
|
78,426 |
|
600 |
|
Maeda Kosen Co., Ltd. |
|
|
15,577 |
|
1,796 |
|
Nibe Industrier AB, Class B* |
|
|
46,309 |
|
4,000 |
|
Nichias Corp. |
|
|
94,614 |
|
1,500 |
|
Nichiha Corp. |
|
|
44,966 |
|
1,600 |
|
Nippon Hume Corp. |
|
|
12,166 |
|
4,100 |
|
Nippon Sheet Glass Co., Ltd.* |
|
|
14,896 |
|
2,401 |
|
Nordic Waterproofing Holding AS*(a) |
|
|
32,877 |
|
1,500 |
|
Noritz Corp. |
|
|
21,678 |
|
1,400 |
|
Okabe Co., Ltd. |
|
|
10,826 |
|
5,784 |
|
Polypipe Group plc* |
|
|
32,096 |
|
353 |
|
Rockwool International A/S |
|
|
135,340 |
|
144 |
|
Rockwool International A/S |
|
|
49,477 |
|
1,900 |
|
Sankyo Tateyama, Inc. |
|
|
17,784 |
|
7,800 |
|
Sanwa Holdings Corp. |
|
|
82,757 |
|
47 |
|
Schweiter Technologies AG |
|
|
65,495 |
|
900 |
|
Shin Nippon Air Technologies Co., Ltd. |
|
|
19,636 |
|
1,800 |
|
Sinko Industries, Ltd. |
|
|
25,100 |
|
1,211 |
|
Systemair AB* |
|
|
31,898 |
|
1,800 |
|
Takara Standard Co., Ltd. |
|
|
24,206 |
|
2,310 |
|
Tarkett SA* |
|
|
31,118 |
|
7,093 |
|
Tyman plc* |
|
|
20,314 |
|
3,400 |
|
Uponor OYJ |
|
|
59,575 |
|
638 |
|
Zehnder Group AG |
|
|
30,901 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,119,408 |
|
|
|
|
|
|
|
|
Capital Markets (2.8%): |
|
|
|
|
13,849 |
|
3i Group plc |
|
|
177,740 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
24,792 |
|
ABG Sundal Collier Holding ASA |
|
$ |
14,137 |
|
3,200 |
|
AGF Management, Ltd. |
|
|
14,253 |
|
1,600 |
|
Aizawa Securities Co., Ltd. |
|
|
10,514 |
|
2,242 |
|
AJ Bell plc |
|
|
12,997 |
|
949 |
|
Alantra Partners SA |
|
|
11,507 |
|
2,800 |
|
Alaris Equity Partners Income |
|
|
23,007 |
|
1,655 |
|
Altamir |
|
|
34,331 |
|
817 |
|
Amundi SA(a) |
|
|
57,591 |
|
7,128 |
|
Anima Holding SpA(a) |
|
|
27,883 |
|
9,209 |
|
Ashmore Group plc |
|
|
42,318 |
|
670 |
|
ASX, Ltd. |
|
|
39,236 |
|
4,255 |
|
Avanza Bank Holding AB |
|
|
83,489 |
|
5,188 |
|
Azimut Holding SpA |
|
|
93,674 |
|
2,819 |
|
Banca Generali SpA* |
|
|
85,640 |
|
521 |
|
Bellevue Group AG |
|
|
13,240 |
|
8,900 |
|
Brewin Dolphin Holdings plc |
|
|
26,765 |
|
1,500 |
|
Brookfield Asset Management, Inc., Class A |
|
|
49,639 |
|
1,678 |
|
Brookfield Asset Management, Inc., Class A |
|
|
55,475 |
|
2,865 |
|
Bure Equity AB |
|
|
90,059 |
|
4,759 |
|
Burford Capital, Ltd. |
|
|
38,248 |
|
2,497 |
|
Canaccord Genuity Group, Inc. |
|
|
12,734 |
|
7,682 |
|
CI Financial Corp. |
|
|
97,454 |
|
117 |
|
Cie Financiere Tradition SA |
|
|
14,421 |
|
5,230 |
|
Close Brothers Group plc |
|
|
68,623 |
|
20,849 |
|
Credit Suisse Group AG |
|
|
208,729 |
|
18,300 |
|
Daiwa Securities Group, Inc. |
|
|
76,820 |
|
4,462 |
|
Dea Capital SpA |
|
|
6,076 |
|
12,602 |
|
Deutsche Bank AG, Registered Shares* |
|
|
106,238 |
|
10,467 |
|
Deutsche Bank AG, Registered Shares* |
|
|
87,923 |
|
1,138 |
|
Deutsche Beteiligungs AG |
|
|
41,341 |
|
1,924 |
|
Deutsche Boerse AG |
|
|
337,850 |
|
1,252 |
|
Eastnine AB |
|
|
15,632 |
|
5,622 |
|
EFG International AG |
|
|
31,320 |
|
258,000 |
|
Emperor Capital Group, Ltd.* |
|
|
4,487 |
|
2,588 |
|
Euronext NV(a) |
|
|
323,456 |
|
2,000 |
|
Fiera Capital Corp. |
|
|
15,337 |
|
2,372 |
|
Flow Traders(a) |
|
|
94,821 |
|
10,649 |
|
GAM Holding AG* |
|
|
20,560 |
|
2,674 |
|
Georgia Capital plc* |
|
|
12,610 |
|
795 |
|
Gimv NV |
|
|
44,560 |
|
2,400 |
|
GMO Financial Holdings, Inc. |
|
|
14,436 |
|
1,675 |
|
Guardian Capital Group, Ltd., Class A |
|
|
31,313 |
|
142,000 |
|
Guotai Junan International Hol |
|
|
18,994 |
|
135,243 |
|
Haitong International Securities |
|
|
32,695 |
|
5,422 |
|
Hargreaves Lansdown plc |
|
|
108,667 |
|
8,194 |
|
Hong Kong Exchanges & Clearing, Ltd. |
|
|
385,166 |
|
4,000 |
|
Ichiyoshi Securities Co., Ltd. |
|
|
17,882 |
|
11,954 |
|
IG Group Holdings plc |
|
|
121,885 |
|
1,732 |
|
IGM Financial, Inc. |
|
|
39,716 |
|
218 |
|
Ina Invest Holding AG* |
|
|
4,408 |
|
5,941 |
|
Intermediate Capital Group plc |
|
|
91,257 |
|
22,533 |
|
Investec plc |
|
|
41,428 |
|
28,134 |
|
IOOF Holdings, Ltd. |
|
|
62,305 |
|
60,525 |
|
IP Group plc* |
|
|
60,769 |
|
1,700 |
|
IwaiCosmo Holdings, Inc. |
|
|
20,774 |
|
1,400 |
|
JAFCO Group Co., Ltd. |
|
|
58,982 |
|
4,800 |
|
Japan Exchange Group, Inc. |
|
|
134,344 |
|
4,092 |
|
Julius Baer Group, Ltd. |
|
|
174,494 |
|
17,082 |
|
Jupiter Fund Management plc |
|
|
49,435 |
|
138,000 |
|
Kingston Financial Group, Ltd. |
|
|
12,559 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
800 |
|
Kyokuto Securities Co., Ltd. |
|
$ |
4,628 |
|
1,218 |
|
London Stock Exchange Group plc |
|
|
139,314 |
|
2,447 |
|
Macquarie Group, Ltd. |
|
|
210,148 |
|
2,131 |
|
Magellan Financial Group, Ltd. |
|
|
86,835 |
|
50,276 |
|
Man Group plc/Jersey |
|
|
74,687 |
|
2,300 |
|
Marusan Securities Co., Ltd. |
|
|
9,849 |
|
1,180,000 |
|
Mason Group Holdings, Ltd.* |
|
|
4,604 |
|
2,900 |
|
Mito Securities Co., Ltd. |
|
|
5,857 |
|
3,035 |
|
MLP SE |
|
|
20,452 |
|
7,700 |
|
Monex Group, Inc. |
|
|
19,439 |
|
33,189 |
|
Natixis |
|
|
74,583 |
|
4,265 |
|
Navigator Global Investments, Ltd. |
|
|
4,667 |
|
5,522 |
|
Netwealth Group, Ltd. |
|
|
60,684 |
|
11,266 |
|
Ninety One plc* |
|
|
29,619 |
|
19,100 |
|
Nomura Holdings, Inc. |
|
|
87,142 |
|
29,223 |
|
NZX, Ltd. |
|
|
31,309 |
|
9,500 |
|
Okasan Securities Group, Inc. |
|
|
31,306 |
|
2,586 |
|
Pacific Current Group, Ltd. |
|
|
10,868 |
|
253 |
|
Partners Group Holding AG |
|
|
232,868 |
|
8,321 |
|
Pendal Group, Ltd. |
|
|
32,658 |
|
1,616 |
|
Perpetual, Ltd. |
|
|
32,496 |
|
11,593 |
|
Platinum Asset Management, Ltd. |
|
|
25,586 |
|
2,595 |
|
Polar Capital Holdings plc |
|
|
15,674 |
|
3,710 |
|
Premier Miton Group plc |
|
|
4,403 |
|
72,391 |
|
Quilter plc(a) |
|
|
119,573 |
|
565 |
|
Rathbone Brothers plc |
|
|
11,185 |
|
9,785 |
|
Ratos AB, Class B* |
|
|
36,463 |
|
1,549 |
|
Rothschild & Co.* |
|
|
43,538 |
|
2,800 |
|
SBI Holdings, Inc. |
|
|
72,462 |
|
1,368 |
|
Schroders plc |
|
|
32,658 |
|
1,783 |
|
Schroders plc |
|
|
62,128 |
|
11,400 |
|
Singapore Exchange, Ltd. |
|
|
76,735 |
|
430 |
|
Sprott, Inc. |
|
|
14,679 |
|
17,766 |
|
St. James Place plc |
|
|
212,242 |
|
700 |
|
Strike Co., Ltd. |
|
|
41,052 |
|
900 |
|
Swissquote Group Holding SA |
|
|
73,116 |
|
2,584 |
|
Tamburi Investment Partners SP |
|
|
17,113 |
|
331 |
|
TMX Group, Ltd. |
|
|
34,045 |
|
8,500 |
|
Tokai Tokyo Financial Holdings, Inc. |
|
|
22,057 |
|
4,000 |
|
Toyo Securities Co., Ltd. |
|
|
4,385 |
|
22,042 |
|
TP ICAP plc |
|
|
64,852 |
|
15,471 |
|
UBS Group AG |
|
|
172,760 |
|
18,081 |
|
Uob-Kay Hian Holdings, Ltd. |
|
|
16,447 |
|
1,325 |
|
Vontobel Holding AG |
|
|
87,042 |
|
245 |
|
Vp Bank AG, Registered Shares |
|
|
30,043 |
|
550 |
|
VZ Holding AG |
|
|
49,071 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,647,566 |
|
|
|
|
|
|
|
|
Chemicals (4.0%): |
|
|
|
|
900 |
|
Achilles Corp. |
|
|
15,036 |
|
3,300 |
|
Adeka Corp. |
|
|
47,504 |
|
3,982 |
|
Air Liquide SA |
|
|
631,799 |
|
7,800 |
|
Air Water, Inc. |
|
|
105,532 |
|
2,028 |
|
Akzo Nobel NV |
|
|
205,360 |
|
700 |
|
Arakawa Chemical Industries, Ltd. |
|
|
8,431 |
|
3,549 |
|
Arkema SA |
|
|
376,463 |
|
28,500 |
|
Asahi Kasei Corp. |
|
|
248,822 |
|
1,100 |
|
ASAHI YUKIZAI Corp. |
|
|
14,230 |
|
3,175 |
|
BASF SE |
|
|
193,315 |
|
3,760 |
|
Borregaard ASA |
|
|
57,594 |
|
52,400 |
|
China Sunsine Chemical Holdings, Ltd. |
|
|
13,118 |
|
1,540 |
|
Christian Hansen Holding A/S |
|
|
171,191 |
|
1,600 |
|
CI Takiron Corp. |
|
|
10,620 |
|
10,241 |
|
Clariant AG |
|
|
201,399 |
|
2,528 |
|
Corbion NV |
|
|
116,237 |
|
4,483 |
|
Covestro AG(a) |
|
|
222,561 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
2,733 |
|
Croda International plc |
|
$ |
220,611 |
|
1,000 |
|
Dai Nippon Toryo Co., Ltd. |
|
|
9,462 |
|
7,200 |
|
Daicel Corp. |
|
|
51,897 |
|
2,600 |
|
Daiichi Kigenso Kagaku-Kogyo Co., Ltd. |
|
|
18,005 |
|
900 |
|
Dainichiseika Color & Chemical |
|
|
19,285 |
|
4,300 |
|
Dainippon Ink & Chemicals, Inc. |
|
|
107,444 |
|
4,000 |
|
Denka Co., Ltd. |
|
|
121,759 |
|
18,377 |
|
Elementis plc* |
|
|
18,000 |
|
108 |
|
EMS-Chemie Holding AG |
|
|
96,931 |
|
8,516 |
|
Ercros SA |
|
|
18,717 |
|
9,485 |
|
Essentra plc* |
|
|
31,127 |
|
60,321 |
|
Evolva Holding SA* |
|
|
15,392 |
|
1,699 |
|
Evonik Industries AG |
|
|
44,011 |
|
1,728 |
|
Fuchs Petrolub AG |
|
|
87,867 |
|
1,106 |
|
FUCHS Petrolub SE |
|
|
41,486 |
|
300 |
|
Fujimori Kogyo Co., Ltd. |
|
|
12,383 |
|
1,400 |
|
Fuso Chemical Co., Ltd. |
|
|
49,656 |
|
37 |
|
Givaudan SA, Registered Shares |
|
|
159,514 |
|
29 |
|
Gurit Holding AG |
|
|
61,625 |
|
835 |
|
H&R GMBH & Co. KGAA* |
|
|
4,952 |
|
1,900 |
|
Harima Chemicals Group, Inc. |
|
|
19,986 |
|
4,570 |
|
Hexpol AB |
|
|
40,917 |
|
700 |
|
Hodogaya Chemical Co., Ltd. |
|
|
32,067 |
|
25,088 |
|
ICL Group, Ltd. |
|
|
88,616 |
|
27,517 |
|
Incitec Pivot, Ltd. |
|
|
40,152 |
|
1,500 |
|
Ishihara Sangyo Kaisha, Ltd. |
|
|
10,308 |
|
1,000 |
|
JCU Corp. |
|
|
33,092 |
|
6,711 |
|
Johnson Matthey plc |
|
|
202,904 |
|
700 |
|
Jsp Corp. |
|
|
10,747 |
|
2,000 |
|
JSR Corp. |
|
|
47,444 |
|
5,063 |
|
K+S AG, Registered Shares |
|
|
34,881 |
|
2,000 |
|
Kaneka Corp.^ |
|
|
56,164 |
|
1,100 |
|
Kansai Paint Co., Ltd. |
|
|
27,326 |
|
5,000 |
|
Kanto Denka Kogyo Co., Ltd. |
|
|
34,404 |
|
4,999 |
|
Kemira OYJ |
|
|
63,667 |
|
1,400 |
|
Kh Neochem Co., Ltd. |
|
|
32,878 |
|
1,500 |
|
Koatsu Gas Kogyo Co., Ltd. |
|
|
11,982 |
|
2,070 |
|
Koninklijke DSM NV |
|
|
341,086 |
|
1,000 |
|
Konishi Co., Ltd. |
|
|
14,701 |
|
11,800 |
|
Kuraray Co., Ltd. |
|
|
114,616 |
|
800 |
|
Kureha Corp. |
|
|
34,690 |
|
3,934 |
|
Lanxess AG |
|
|
225,752 |
|
671 |
|
Lenzing AG |
|
|
36,929 |
|
1,300 |
|
Lintec Corp. |
|
|
30,265 |
|
2,350 |
|
Methanex Corp. |
|
|
57,340 |
|
12,300 |
|
Mitsubishi Chemical Holdings Corp. |
|
|
71,026 |
|
4,800 |
|
Mitsubishi Gas Chemical Co., Inc. |
|
|
89,065 |
|
3,400 |
|
Mitsui Chemicals, Inc. |
|
|
82,260 |
|
800 |
|
Nihon Kagaku Sangyo Co., Ltd. |
|
|
7,783 |
|
2,300 |
|
Nihon Nohyaku Co., Ltd. |
|
|
11,205 |
|
2,600 |
|
Nihon Parkerizing Co., Ltd. |
|
|
25,484 |
|
600 |
|
Nippon Chemical Industrial Co., Ltd. |
|
|
13,199 |
|
5,500 |
|
Nippon Kayaku Co., Ltd. |
|
|
48,615 |
|
1,400 |
|
Nippon Pillar Packing Co., Ltd. |
|
|
21,248 |
|
3,000 |
|
Nippon Sanso Holdings Corp. |
|
|
46,380 |
|
700 |
|
Nippon Shokubai Co., Ltd. |
|
|
37,363 |
|
800 |
|
Nippon Soda Co., Ltd. |
|
|
22,889 |
|
2,400 |
|
Nissan Chemical Corp. |
|
|
128,042 |
|
1,500 |
|
Nitto Denko Corp. |
|
|
97,806 |
|
700 |
|
NOF Corp. |
|
|
27,635 |
|
1,831 |
|
Novozymes A/S, Class B |
|
|
115,192 |
|
14,367 |
|
Nufarm, Ltd.* |
|
|
39,972 |
|
4,481 |
|
Nutrien, Ltd. |
|
|
175,789 |
|
2,200 |
|
Nutrien, Ltd. |
|
|
86,272 |
|
1,600 |
|
OCI NV* |
|
|
20,539 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
500 |
|
Okamoto Industries, Inc. |
|
$ |
19,544 |
|
600 |
|
Okura Industrial Co., Ltd. |
|
|
9,101 |
|
3,258 |
|
Orica, Ltd. |
|
|
36,093 |
|
1,000 |
|
Osaka Organic Chemical Industry, Ltd. |
|
|
26,522 |
|
964 |
|
Plastivaloire* |
|
|
4,178 |
|
2,613 |
|
Recticel SA |
|
|
26,615 |
|
2,800 |
|
Riken Technos Corp. |
|
|
11,252 |
|
500 |
|
Sakai Chemical Industry Co., Ltd. |
|
|
9,779 |
|
2,400 |
|
Sakata Inx Corp. |
|
|
24,120 |
|
700 |
|
Sanyo Chemical Industries, Ltd. |
|
|
32,606 |
|
900 |
|
Sekisui Plastics Co., Ltd. |
|
|
5,196 |
|
1,100 |
|
Shikoku Chemicals Corp. |
|
|
12,200 |
|
2,200 |
|
Shin-Etsu Chemical Co., Ltd. |
|
|
287,188 |
|
1,800 |
|
Shin-Etsu Polymer Co., Ltd. |
|
|
15,340 |
|
6,900 |
|
Showa Denko K.K. |
|
|
126,490 |
|
1,873 |
|
Sika AG |
|
|
460,265 |
|
1,754 |
|
SOL SpA |
|
|
24,362 |
|
778 |
|
Solvay SA |
|
|
66,895 |
|
400 |
|
Stella Chemifa Corp. |
|
|
11,335 |
|
1,500 |
|
Sumitomo Bakelite Co., Ltd. |
|
|
41,284 |
|
19,100 |
|
Sumitomo Chemical Co., Ltd. |
|
|
63,252 |
|
300 |
|
Sumitomo Seika Chemicals Co. Ltd. |
|
|
9,750 |
|
2,031 |
|
Symrise AG |
|
|
280,937 |
|
18,622 |
|
Synthomer plc |
|
|
75,940 |
|
700 |
|
T Hasegawa Co., Ltd. |
|
|
14,059 |
|
1,200 |
|
T&K Toka Co., Ltd. |
|
|
10,100 |
|
300 |
|
Taiyo Holdings Co., Ltd. |
|
|
15,694 |
|
600 |
|
Takasago International Corp. |
|
|
12,420 |
|
600 |
|
Tayca Corp. |
|
|
8,244 |
|
9,600 |
|
Teijin, Ltd. |
|
|
148,866 |
|
500 |
|
Tenma Corp. |
|
|
8,438 |
|
1,223 |
|
Tessenderlo Group SA* |
|
|
45,935 |
|
2,007 |
|
Tikkurila OYJ |
|
|
35,129 |
|
4,900 |
|
Toagosei Co., Ltd. |
|
|
52,671 |
|
8,100 |
|
Tokai Carbon Co., Ltd. |
|
|
86,547 |
|
4,100 |
|
Tokuyama Corp. |
|
|
98,781 |
|
600 |
|
Tokyo Ohka Kogyo Co., Ltd. |
|
|
31,032 |
|
29,500 |
|
Toray Industries, Inc. |
|
|
134,918 |
|
5,100 |
|
Tosoh Corp. |
|
|
82,933 |
|
1,200 |
|
Toyo Ink SC Holdings Co., Ltd. |
|
|
22,967 |
|
5,000 |
|
Toyobo Co., Ltd. |
|
|
68,895 |
|
7,200 |
|
Ube Industries, Ltd. |
|
|
121,551 |
|
3,116 |
|
Umicore SA |
|
|
129,729 |
|
1,909 |
|
Victrex plc |
|
|
44,999 |
|
329 |
|
Wacker Chemie AG |
|
|
31,956 |
|
997 |
|
Yara International ASA |
|
|
38,410 |
|
2,900 |
|
Zeon Corp. |
|
|
30,525 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,595,057 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (1.5%): |
|
|
|
|
800 |
|
AEON Delight Co., Ltd. |
|
|
22,154 |
|
17,026 |
|
Aggreko plc |
|
|
80,710 |
|
4,044 |
|
Aker Carbon Capture AS* |
|
|
2,581 |
|
29,916 |
|
Babcock International Group plc |
|
|
96,143 |
|
748 |
|
Befesa SA(a) |
|
|
29,915 |
|
1,800 |
|
Bell System24 Holdings, Inc. |
|
|
30,354 |
|
13,069 |
|
Biffa plc(a) |
|
|
36,601 |
|
896 |
|
Bilfinger SE |
|
|
16,370 |
|
13,431 |
|
Bingo Industries, Ltd. |
|
|
23,358 |
|
1,670 |
|
Black Diamond Group, Ltd.* |
|
|
1,869 |
|
14,490 |
|
Brambles, Ltd. |
|
|
109,059 |
|
5,960 |
|
Bravida Holding AB*(a) |
|
|
72,431 |
|
800 |
|
Calian Group, Ltd. |
|
|
40,409 |
|
2,850 |
|
Caverion Corp.* |
|
|
20,292 |
|
300 |
|
Central Security Patrols Co., Ltd. |
|
|
10,148 |
|
338 |
|
Cewe Stiftung & Co. KGAA* |
|
|
37,086 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Commercial Services & Supplies, continued |
|
|
|
|
46,000 |
|
Cleanaway Waste Management, Ltd. |
|
$ |
69,639 |
|
10,948 |
|
Collection House, Ltd. |
|
|
3,190 |
|
1,829 |
|
Coor Service Management Holding AB(a) |
|
|
12,454 |
|
2,400 |
|
CTS Co., Ltd. |
|
|
21,850 |
|
4,400 |
|
Dai Nippon Printing Co., Ltd. |
|
|
89,136 |
|
1,000 |
|
Daiseki Co., Ltd. |
|
|
24,933 |
|
6,041 |
|
De La Rue plc* |
|
|
10,126 |
|
3,731 |
|
Derichebourg SA |
|
|
11,060 |
|
35,378 |
|
Downer EDI, Ltd. |
|
|
111,941 |
|
1,100 |
|
Duskin Co., Ltd. |
|
|
30,013 |
|
2,064 |
|
Edenred |
|
|
92,591 |
|
1,700 |
|
EF-ON, Inc. |
|
|
10,424 |
|
9,528 |
|
Elis SA |
|
|
120,104 |
|
79,627 |
|
G4S plc* |
|
|
205,481 |
|
435 |
|
GL Events |
|
|
4,218 |
|
16,464 |
|
HomeServe plc |
|
|
261,477 |
|
2,180 |
|
Horizon North Logistics, Inc. |
|
|
8,351 |
|
900 |
|
Inaba Seisakusho Co., Ltd. |
|
|
11,689 |
|
2,297 |
|
Intrum AB |
|
|
56,244 |
|
5,989 |
|
ISS A/S |
|
|
78,970 |
|
1,800 |
|
Itoki Corp. |
|
|
6,193 |
|
42,602 |
|
IWG plc* |
|
|
142,003 |
|
400 |
|
Japan Elevator Service Holdings Co., Ltd. |
|
|
13,949 |
|
3,300 |
|
Kokuyo Co., Ltd. |
|
|
41,436 |
|
400 |
|
Kyodo Printing Co., Ltd. |
|
|
10,021 |
|
2,302 |
|
Lassila & Tikanoja OYJ |
|
|
34,962 |
|
4,748 |
|
Loomis AB |
|
|
129,786 |
|
700 |
|
Matsuda Sangyo Co., Ltd. |
|
|
10,306 |
|
5,449 |
|
Mears Group plc |
|
|
7,715 |
|
72,758 |
|
Mitie Group plc |
|
|
30,713 |
|
2,100 |
|
Mitsubishi Pencil Co., Ltd. |
|
|
27,340 |
|
1,400 |
|
NAC Co., Ltd. |
|
|
13,689 |
|
15,900 |
|
Nippon Parking Development Co., Ltd. |
|
|
19,784 |
|
1,600 |
|
Okamura Corp. |
|
|
11,292 |
|
1,100 |
|
Oyo Corp. |
|
|
13,053 |
|
2,700 |
|
Park24 Co., Ltd. |
|
|
43,592 |
|
2,696 |
|
PayPoint plc |
|
|
17,503 |
|
1,400 |
|
Pilot Corp. |
|
|
41,115 |
|
2,400 |
|
Prestige International, Inc. |
|
|
21,645 |
|
13,654 |
|
Prosegur Cia de Seguridad SA |
|
|
32,604 |
|
2,400 |
|
Relia, Inc. |
|
|
30,338 |
|
11,583 |
|
Renewi plc |
|
|
2,904 |
|
23,855 |
|
Rentokil Initial plc* |
|
|
164,145 |
|
2,500 |
|
Ritchie Bros Auctioneers, Inc. |
|
|
148,283 |
|
3,299 |
|
RPS Group plc* |
|
|
1,912 |
|
900 |
|
Sato Holdings Corp. |
|
|
19,158 |
|
400 |
|
SECOM Co., Ltd. |
|
|
36,555 |
|
6,430 |
|
Securitas AB, Class B* |
|
|
98,447 |
|
3,267 |
|
Smartgroup Corp., Ltd. |
|
|
13,410 |
|
787 |
|
Societe BIC SA |
|
|
41,202 |
|
400 |
|
Sohgo Security Services Co., Ltd. |
|
|
19,063 |
|
5,537 |
|
Spie SA* |
|
|
99,098 |
|
1,300 |
|
Takeei Corp. |
|
|
12,399 |
|
2,256 |
|
Tomra Systems ASA* |
|
|
97,098 |
|
2,600 |
|
Toppan Forms Co., Ltd. |
|
|
24,751 |
|
3,280 |
|
Toppan Printing Co., Ltd. |
|
|
46,205 |
|
4,470 |
|
Transcontinental, Inc. |
|
|
55,195 |
|
980 |
|
Waste Connections, Inc. |
|
|
101,724 |
|
290 |
|
Waste Connections, Inc. |
|
|
30,146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,574,105 |
|
|
|
|
|
|
|
|
Communications Equipment (0.2%): |
|
|
|
|
2,792 |
|
Adva Optical Networking Se* |
|
|
19,832 |
|
700 |
|
Aiphone Co., Ltd. |
|
|
10,104 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Communications Equipment, continued |
|
|
|
|
1,400 |
|
Audiocodes, Ltd. |
|
$ |
44,044 |
|
700 |
|
DKK Co., Ltd. |
|
|
17,399 |
|
500 |
|
Icom, Inc. |
|
|
13,066 |
|
18,706 |
|
Nokia OYJ* |
|
|
73,311 |
|
10,200 |
|
Quarterhill, Inc. |
|
|
13,790 |
|
418 |
|
RTX A/S |
|
|
14,213 |
|
2,600 |
|
Sierra Wireless, Inc.* |
|
|
29,019 |
|
26,263 |
|
Spirent Communications plc |
|
|
96,363 |
|
2,701 |
|
Telefonaktiebolaget LM Ericsson, Class B^ |
|
|
29,544 |
|
9,300 |
|
VTech Holdings, Ltd. |
|
|
57,995 |
|
|
|
|
|
|
|
|
|
|
|
|
|
418,680 |
|
|
|
|
|
|
|
|
Construction & Engineering (2.3%): |
|
|
|
|
4,558 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
103,258 |
|
3,143 |
|
Adapteo OYJ |
|
|
28,363 |
|
3,353 |
|
Aecon Group, Inc. |
|
|
34,452 |
|
1,894 |
|
AF Gruppen ASA |
|
|
34,795 |
|
4,044 |
|
Aker Offshore Wind Holding AS* |
|
|
2,194 |
|
4,247 |
|
Arcadis NV |
|
|
91,980 |
|
300 |
|
Asanuma Corp. |
|
|
11,712 |
|
2,110 |
|
Badger Daylighting, Ltd. |
|
|
60,349 |
|
20,372 |
|
Balfour Beatty plc |
|
|
58,521 |
|
375 |
|
Bauer AG* |
|
|
4,040 |
|
3,929 |
|
Boskalis Westminster |
|
|
78,123 |
|
16,800 |
|
Boustead Singapore, Ltd. |
|
|
8,519 |
|
7,647 |
|
Bouygues SA |
|
|
265,079 |
|
209 |
|
Burkhalter Holding AG |
|
|
14,338 |
|
14,759 |
|
Cardno, Ltd.* |
|
|
3,071 |
|
1,700 |
|
Chudenko Corp. |
|
|
37,086 |
|
589 |
|
CIE dEntreprises CFE SA |
|
|
38,915 |
|
2,026 |
|
Cimic Group, Ltd.* |
|
|
26,987 |
|
1,721 |
|
ComSys Holdings Corp. |
|
|
47,915 |
|
6,098 |
|
Costain Group plc* |
|
|
3,213 |
|
500 |
|
Dai-Dan Co., Ltd. |
|
|
13,175 |
|
1,200 |
|
Daiho Corp. |
|
|
34,213 |
|
800 |
|
Daiichi Kensetsu Corp. |
|
|
13,479 |
|
4,223 |
|
Eiffage SA |
|
|
344,147 |
|
2,783 |
|
Elecnor SA |
|
|
28,489 |
|
44 |
|
Electra, Ltd./Israel |
|
|
19,775 |
|
7,737 |
|
Eltel AB*(a) |
|
|
18,319 |
|
37,002 |
|
Empresas ICA SAB de C.V.* |
|
|
156 |
|
2,066 |
|
Ferrovial SA |
|
|
50,114 |
|
1,664 |
|
FLSmidth & Co. A/S |
|
|
47,368 |
|
1,925 |
|
Fomento de Construcciones y Contratas SA |
|
|
18,343 |
|
440 |
|
Fudo Tetra Corp. |
|
|
6,373 |
|
200 |
|
Fukuda Corp. |
|
|
9,719 |
|
4,363 |
|
Galliford Try Holdings plc |
|
|
4,314 |
|
6,000 |
|
Hazama Ando Corp. |
|
|
41,461 |
|
1,713 |
|
Heijmans NV |
|
|
14,542 |
|
600 |
|
Hibiya Engineering, Ltd. |
|
|
10,227 |
|
373 |
|
Hochtief AG |
|
|
29,033 |
|
1,093 |
|
Implenia AG |
|
|
33,323 |
|
14,759 |
|
Intega Group, Ltd.* |
|
|
2,802 |
|
7,400 |
|
JGC Holdings Corp. |
|
|
76,873 |
|
15,905 |
|
John Laing Group plc(a) |
|
|
64,241 |
|
8,879 |
|
Johns Lyng Group, Ltd. |
|
|
17,711 |
|
8,000 |
|
Kajima Corp. |
|
|
95,832 |
|
3,000 |
|
Kandenko Co., Ltd. |
|
|
24,519 |
|
400 |
|
Kawada Technologies, Inc. |
|
|
18,418 |
|
3,807 |
|
Keller Group plc |
|
|
29,871 |
|
26,029 |
|
Kier Group plc* |
|
|
16,386 |
|
5,100 |
|
Kinden Corp. |
|
|
89,903 |
|
15,900 |
|
Koninklijke BAM Groep NV |
|
|
20,123 |
|
1,600 |
|
Kumagai Gumi Co., Ltd. |
|
|
41,169 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Construction & Engineering, continued |
|
|
|
|
2,500 |
|
Kyowa Exeo Corp. |
|
$ |
65,249 |
|
2,200 |
|
Kyudenko Corp. |
|
|
63,510 |
|
7,400 |
|
Lian Beng Group, Ltd. |
|
|
2,034 |
|
5,300 |
|
Maeda Corp. |
|
|
38,690 |
|
1,200 |
|
Maeda Road Construction Co., Ltd. |
|
|
21,933 |
|
9,546 |
|
Maire Tecnimont SpA |
|
|
16,606 |
|
1,700 |
|
Meisei Industrial Co., Ltd. |
|
|
13,813 |
|
3,300 |
|
Mirait Holdings Corp. |
|
|
50,369 |
|
2,500 |
|
Monadelphous Group, Ltd. |
|
|
18,219 |
|
1,922 |
|
Morgan Sindall Group plc |
|
|
28,342 |
|
1,375 |
|
NCC AB, Class B |
|
|
25,120 |
|
1,000 |
|
Nichireki Co., Ltd. |
|
|
16,131 |
|
1,900 |
|
Nippo Corp. |
|
|
52,450 |
|
1,600 |
|
Nippon Densetsu Kogyo Co., Ltd. |
|
|
33,560 |
|
700 |
|
Nippon Koei Co., Ltd. |
|
|
18,973 |
|
200 |
|
Nippon Road Co., Ltd. (The) |
|
|
14,656 |
|
2,800 |
|
Nishimatsu Construction Co., Ltd. |
|
|
55,625 |
|
30,510 |
|
NRW Holdings, Ltd. |
|
|
44,542 |
|
23,900 |
|
Obayashi Corp. |
|
|
216,638 |
|
4,863 |
|
Obrascon Huarte Lain SA* |
|
|
3,238 |
|
1,100 |
|
Okumura Corp. |
|
|
27,555 |
|
8,600 |
|
OSJB Holdings Corp. |
|
|
20,022 |
|
10,581 |
|
Peab AB* |
|
|
106,447 |
|
14,700 |
|
Penta-Ocean Construction Co., Ltd. |
|
|
96,556 |
|
726 |
|
Per Aarsleff Holding A/S |
|
|
30,569 |
|
21,562 |
|
Sacyr SA |
|
|
38,193 |
|
1,900 |
|
Sanki Engineering Co., Ltd. |
|
|
20,772 |
|
1,700 |
|
Seikitokyu Kogyo Co., Ltd. |
|
|
12,941 |
|
26,757 |
|
Service Stream, Ltd. |
|
|
39,395 |
|
3,211 |
|
Shapir Engineering And Indus* |
|
|
21,510 |
|
11,913 |
|
Shikun & Binui, Ltd.* |
|
|
53,169 |
|
15,800 |
|
Shimizu Corp. |
|
|
118,504 |
|
1,500 |
|
Shinnihon Corp. |
|
|
13,081 |
|
8,714 |
|
Skanska AB, Class B* |
|
|
183,683 |
|
5,800 |
|
SNC-Lavalin Group, Inc. |
|
|
93,007 |
|
881 |
|
Strabag Se* |
|
|
27,100 |
|
6,980 |
|
Sumitomo Mitsui Construction |
|
|
28,323 |
|
2,141 |
|
Sweco AB-B Shs |
|
|
118,967 |
|
700 |
|
Taihei Dengyo Kaisha, Ltd. |
|
|
15,692 |
|
800 |
|
Taikisha, Ltd. |
|
|
22,090 |
|
5,400 |
|
Taisei Corp. |
|
|
181,982 |
|
1,400 |
|
Takamatsu Construction Group C |
|
|
30,614 |
|
400 |
|
Tekken Corp. |
|
|
7,997 |
|
900 |
|
TOA Corp. |
|
|
14,432 |
|
400 |
|
TOA Road Corp. |
|
|
13,805 |
|
1,630 |
|
Tobishima Corp. |
|
|
16,895 |
|
8,900 |
|
Toda Corp. |
|
|
61,009 |
|
400 |
|
Toenec Corp. |
|
|
13,599 |
|
1,000 |
|
Tokyo Energy & Systems, Inc. |
|
|
7,093 |
|
5,100 |
|
Tokyu Construction Co., Ltd. |
|
|
22,233 |
|
1,100 |
|
Totetsu Kogyo Co., Ltd. |
|
|
29,607 |
|
4,300 |
|
Toyo Construction Co., Ltd. |
|
|
16,749 |
|
2,100 |
|
Toyo Engineering Corp.* |
|
|
6,786 |
|
3,109 |
|
Veidekke ASA* |
|
|
40,112 |
|
8,943 |
|
Vinci SA |
|
|
745,853 |
|
1,400 |
|
Wakachiku Construction Co., Ltd. |
|
|
16,008 |
|
1,700 |
|
Yahagi Construction Co., Ltd. |
|
|
15,027 |
|
7,664 |
|
YIT OYJ |
|
|
46,269 |
|
1,200 |
|
Yokogawa Bridge Holdings Corp. |
|
|
22,219 |
|
1,200 |
|
Yurtec Corp. |
|
|
7,363 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,390,254 |
|
|
|
|
|
|
|
|
Construction Materials (0.9%): |
|
|
|
|
13,883 |
|
Adbri, Ltd. |
|
|
28,414 |
|
1,800 |
|
Asia Pile Holdings Corp. |
|
|
8,395 |
|
35,662 |
|
Boral, Ltd. |
|
|
116,849 |
|
4,759 |
|
Brickworks, Ltd. |
|
|
66,326 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Construction Materials, continued |
|
|
|
|
1,147 |
|
Buzzi Unicem SpA |
|
$ |
15,070 |
|
1,663 |
|
Buzzi Unicem SpA |
|
|
38,677 |
|
16,084 |
|
CRH plc, ADR |
|
|
580,471 |
|
22,791 |
|
CSR, Ltd. |
|
|
69,869 |
|
14,576 |
|
Fletcher Building, Ltd. |
|
|
37,118 |
|
1,160 |
|
H+H International A/S, Class B* |
|
|
23,044 |
|
2,326 |
|
HeidelbergCement AG |
|
|
142,663 |
|
13,005 |
|
Ibstock plc*(a) |
|
|
26,134 |
|
1,243 |
|
Imerys SA |
|
|
46,211 |
|
5,016 |
|
James Hardie Industries SE |
|
|
119,450 |
|
400 |
|
Krosaki Harima Corp. |
|
|
11,386 |
|
8,941 |
|
LafargeHolcim, Ltd., Registered Shares |
|
|
407,673 |
|
12,098 |
|
Marshalls plc |
|
|
101,751 |
|
2,500 |
|
Nippon Concrete Industries Co., Ltd. |
|
|
8,120 |
|
500 |
|
Shinagawa Refractories Co., Ltd. |
|
|
11,694 |
|
123 |
|
STO SE & Co KGaA |
|
|
16,348 |
|
1,500 |
|
Sumitomo Osaka Cement Co., Ltd. |
|
|
48,498 |
|
7,200 |
|
Taiheiyo Cement Corp. |
|
|
183,782 |
|
1,300 |
|
TYK Corp. |
|
|
4,222 |
|
998 |
|
Vicat |
|
|
33,380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,145,545 |
|
|
|
|
|
|
|
|
Consumer Finance (0.3%): |
|
|
|
|
3,700 |
|
AEON Financial Service Co., Ltd. |
|
|
33,644 |
|
15,300 |
|
Aiful Corp.* |
|
|
39,550 |
|
96,000 |
|
Allied Properties HK, Ltd. |
|
|
23,660 |
|
9,830 |
|
Arrow Global Group plc* |
|
|
16,108 |
|
6,358 |
|
Axactor SE* |
|
|
5,048 |
|
1,148 |
|
Cembra Money Bank AG |
|
|
136,380 |
|
2,404 |
|
Credit Corp. Group, Ltd. |
|
|
29,331 |
|
6,600 |
|
Credit Saison Co., Ltd. |
|
|
70,057 |
|
18,226 |
|
Eclipx Group, Ltd.* |
|
|
20,359 |
|
23,958 |
|
Flexigroup, Ltd. |
|
|
18,642 |
|
1,185 |
|
Gruppo MutuiOnline SpA |
|
|
32,907 |
|
2,616 |
|
H&T Group plc |
|
|
8,918 |
|
3,200 |
|
Hitachi Capital Corp. |
|
|
75,221 |
|
5,740 |
|
Hoist Finance AB*(a) |
|
|
20,206 |
|
17,800 |
|
Hong Leong Finance, Ltd. |
|
|
29,829 |
|
14,415 |
|
International Personal Finance* |
|
|
8,617 |
|
577 |
|
Isracard, Ltd. |
|
|
1,432 |
|
4,300 |
|
J Trust Co., Ltd. |
|
|
9,929 |
|
1,800 |
|
Jaccs Co., Ltd. |
|
|
29,172 |
|
8,490 |
|
Money3 Corp., Ltd. |
|
|
12,877 |
|
15,200 |
|
Orient Corp. |
|
|
16,375 |
|
213,600 |
|
Oshidori International Holdings, Ltd.* |
|
|
24,003 |
|
4,742 |
|
Provident Financial plc* |
|
|
11,846 |
|
4,452 |
|
Resurs Holding AB(a) |
|
|
23,007 |
|
38,000 |
|
Sun Hung Kai & Co., Ltd. |
|
|
14,842 |
|
|
|
|
|
|
|
|
|
|
|
|
|
711,960 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.7%): |
|
|
|
|
8,372 |
|
BillerudKorsnas AB |
|
|
140,482 |
|
4,231 |
|
Cascades, Inc. |
|
|
53,515 |
|
1,780 |
|
CCL Industries, Inc. |
|
|
68,639 |
|
41,250 |
|
DS Smith plc |
|
|
156,624 |
|
1,600 |
|
FP Corp. |
|
|
67,380 |
|
1,900 |
|
Fuji Seal International, Inc. |
|
|
36,634 |
|
1,000 |
|
Hokkan Holdings, Ltd. |
|
|
13,716 |
|
4,430 |
|
Huhtamaki OYJ |
|
|
218,953 |
|
3,327 |
|
Intertape Polymer Group, Inc. |
|
|
37,058 |
|
276 |
|
Mayr Melnhof Karton AG |
|
|
47,914 |
|
47,217 |
|
Orora, Ltd. |
|
|
81,278 |
|
6,607 |
|
Pact Group Holdings, Ltd. |
|
|
10,811 |
|
8,600 |
|
Rengo Co., Ltd. |
|
|
64,940 |
|
8,406 |
|
SIG Combibloc Group AG |
|
|
168,787 |
|
8,090 |
|
Smurfit Kappa Group plc |
|
|
317,407 |
|
500 |
|
Taisei Lamick Co., Ltd. |
|
|
13,357 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Containers & Packaging, continued |
|
|
|
|
600 |
|
Tomoku Co., Ltd. |
|
$ |
9,553 |
|
5,400 |
|
Toyo Seikan Group Holdings, Ltd. |
|
|
53,753 |
|
750 |
|
Vetropack Holding AG |
|
|
46,100 |
|
887 |
|
Vidrala SA |
|
|
96,602 |
|
300 |
|
Winpak, Ltd. |
|
|
10,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,713,744 |
|
|
|
|
|
|
|
|
Distributors (0.2%): |
|
|
|
|
600 |
|
Arata Corp. |
|
|
29,946 |
|
11,493 |
|
Bapcor, Ltd. |
|
|
56,014 |
|
1,900 |
|
Canon Marketing Japan, Inc. |
|
|
38,031 |
|
500 |
|
Chori Co., Ltd. |
|
|
7,670 |
|
1,234 |
|
Dieteren SA/NV |
|
|
76,690 |
|
1,000 |
|
Doshisha Co., Ltd. |
|
|
20,095 |
|
1,600 |
|
Happinet Corp. |
|
|
21,517 |
|
4,313 |
|
Headlam Group plc |
|
|
14,928 |
|
29,210 |
|
Inchcape plc* |
|
|
165,329 |
|
3,000 |
|
Jardine Cycle & Carriage, Ltd. |
|
|
39,803 |
|
7,157 |
|
John Menzies plc |
|
|
10,541 |
|
400 |
|
Paltac Corp. |
|
|
20,192 |
|
3,025 |
|
Uni-Select, Inc. |
|
|
12,951 |
|
|
|
|
|
|
|
|
|
|
|
|
|
513,707 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.1%): |
|
|
|
|
23,128 |
|
AA plc |
|
|
8,644 |
|
3,986 |
|
Academedia AB(a) |
|
|
32,872 |
|
2,000 |
|
Benesse Holdings, Inc. |
|
|
51,360 |
|
10,000 |
|
Cross-Harbour Holdings, Ltd. (The) |
|
|
17,965 |
|
4,259 |
|
Dignity plc* |
|
|
23,419 |
|
42,880 |
|
G8 Education, Ltd. |
|
|
30,037 |
|
1,700 |
|
IBJ, Inc. |
|
|
17,589 |
|
2,783 |
|
IDP Education, Ltd. |
|
|
38,019 |
|
7,311 |
|
InvoCare, Ltd. |
|
|
51,253 |
|
300 |
|
PIA Corp. |
|
|
9,240 |
|
900 |
|
QB Net Holdings Co., Ltd. |
|
|
15,945 |
|
2,600 |
|
Riso Kyoiku Co., Ltd. |
|
|
7,126 |
|
700 |
|
Studio Alice Co., Ltd. |
|
|
11,180 |
|
1,300 |
|
Take And Give Needs Co., Ltd. |
|
|
7,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
321,977 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.9%): |
|
|
|
|
863 |
|
Ackermans & Van Haaren NV* |
|
|
111,882 |
|
376 |
|
Aker ASA |
|
|
16,194 |
|
101,535 |
|
AMP, Ltd. |
|
|
95,537 |
|
3,396 |
|
Banca Farmafactoring SpA*(a) |
|
|
19,086 |
|
1,140 |
|
Banca Ifis SpA* |
|
|
10,973 |
|
6,216 |
|
Cerved Group SpA* |
|
|
44,396 |
|
21,477 |
|
Challenger, Ltd. |
|
|
59,120 |
|
14,100 |
|
Ecn Capital Corp. |
|
|
53,587 |
|
700 |
|
eGuarantee, Inc. |
|
|
15,936 |
|
20,244 |
|
Element Fleet Management Corp. |
|
|
168,472 |
|
3,300 |
|
Financial Products Group Co., Ltd. |
|
|
16,758 |
|
108,669 |
|
First Pacific Co., Ltd. |
|
|
29,555 |
|
1,200 |
|
Fuyo General Lease Co., Ltd. |
|
|
74,361 |
|
596,000 |
|
Get Nice Holdings, Ltd. |
|
|
13,013 |
|
1,236,000 |
|
G-Resources Group, Ltd.* |
|
|
7,058 |
|
167 |
|
Hypoport SE* |
|
|
104,531 |
|
800 |
|
Japan Investment Adviser Co., Ltd. |
|
|
9,435 |
|
4,600 |
|
Japan Securities Finance Co., Ltd. |
|
|
22,348 |
|
114,599 |
|
M&G plc |
|
|
234,503 |
|
23,000 |
|
Mitsubishi UFJ Lease & Finance Co., Ltd. |
|
|
106,393 |
|
1,800 |
|
Mizuho Leasing Co., Ltd. |
|
|
46,306 |
|
900 |
|
NEC Capital Solutions, Ltd. |
|
|
16,076 |
|
16,085 |
|
Ofx Group, Ltd. |
|
|
12,686 |
|
7,289 |
|
Omni Bridgeway, Ltd. |
|
|
20,558 |
|
2,247 |
|
Onex Corp. |
|
|
100,249 |
|
23,500 |
|
ORIX Corp. |
|
|
292,602 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Diversified Financial Services, continued |
|
|
|
|
5,100 |
|
Plus500, Ltd. |
|
$ |
103,023 |
|
1,100 |
|
Ricoh Leasing Co., Ltd. |
|
|
29,753 |
|
42,370 |
|
Standard Life Aberdeen plc |
|
|
123,333 |
|
1,900 |
|
Tokyo Century Corp. |
|
|
103,410 |
|
2,200 |
|
Zenkoku Hosho Co., Ltd. |
|
|
86,633 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,147,767 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (2.4%): |
|
|
|
|
644 |
|
BCE, Inc. |
|
|
26,710 |
|
974 |
|
BCE, Inc. |
|
|
40,392 |
|
36,348 |
|
Bezeq Israeli Telecommunication Corp., Ltd. (The)* |
|
|
42,297 |
|
323,265 |
|
BT Group plc |
|
|
410,733 |
|
1,817 |
|
Cellnex Telecom SAU(a) |
|
|
110,416 |
|
25,395 |
|
Chorus, Ltd. |
|
|
145,651 |
|
90,000 |
|
CITIC Telecom International Holdings, Ltd. |
|
|
28,717 |
|
45,198 |
|
Deutsche Telekom AG, Registered Shares |
|
|
757,074 |
|
4,161 |
|
Elisa OYJ |
|
|
245,228 |
|
4,460 |
|
Euskaltel SA(a) |
|
|
47,128 |
|
2,209 |
|
Gamma Communications plc |
|
|
47,050 |
|
27,500 |
|
HKBN, Ltd. |
|
|
52,381 |
|
82,295 |
|
HKT Trust & HKT, Ltd. |
|
|
109,033 |
|
426 |
|
Iliad SA |
|
|
78,361 |
|
1,600 |
|
Internet Initiative Japan, Inc. |
|
|
72,056 |
|
121,735 |
|
Koninklijke KPN NV |
|
|
286,209 |
|
68,700 |
|
NetLink NBN Trust |
|
|
49,159 |
|
7,000 |
|
Nippon Telegraph & Telephone Corp. |
|
|
143,233 |
|
46,684 |
|
Orange SA |
|
|
485,712 |
|
237,553 |
|
PCCW, Ltd. |
|
|
141,980 |
|
5,067 |
|
Proximus SADP |
|
|
92,484 |
|
9,797 |
|
Q.Beyond AG |
|
|
14,999 |
|
48,100 |
|
Singapore Telecommunications, Ltd. |
|
|
75,053 |
|
34,736 |
|
Spark New Zealand, Ltd. |
|
|
108,290 |
|
13,084 |
|
Speedcast International, Ltd.* |
|
|
2,776 |
|
2,262 |
|
Sunrise Communications Group(a) |
|
|
267,765 |
|
9,426 |
|
Superloop, Ltd.* |
|
|
6,443 |
|
977 |
|
Swisscom AG, Registered Shares |
|
|
518,392 |
|
29,050 |
|
Talktalk Telecom Group plc |
|
|
29,915 |
|
334,376 |
|
Telecom Italia SpA |
|
|
133,783 |
|
210,041 |
|
Telecom Italia SpA |
|
|
85,075 |
|
45,006 |
|
Telefonica Deutschland Holding AG |
|
|
115,424 |
|
49,163 |
|
Telefonica SA |
|
|
168,601 |
|
4,768 |
|
Telekom Austria AG |
|
|
33,678 |
|
5,872 |
|
Telenor ASA |
|
|
98,441 |
|
34,540 |
|
Telia Co AB |
|
|
142,101 |
|
41,906 |
|
Telstra Corp., Ltd. |
|
|
83,579 |
|
14,183 |
|
TPG Telecom, Ltd.* |
|
|
75,180 |
|
7,091 |
|
Tuas, Ltd.* |
|
|
2,719 |
|
6,450 |
|
United Internet AG, Registered Shares |
|
|
246,782 |
|
1,800 |
|
Vision, Inc.* |
|
|
14,087 |
|
33,373 |
|
Vocus Group, Ltd.* |
|
|
85,319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,720,406 |
|
|
|
|
|
|
|
|
Electric Utilities (1.7%): |
|
|
|
|
1,186 |
|
Acciona SA |
|
|
128,863 |
|
33,016 |
|
AusNet Services |
|
|
44,681 |
|
703 |
|
BKW AG |
|
|
74,874 |
|
3,200 |
|
Chubu Electric Power Co., Inc. |
|
|
38,928 |
|
2,800 |
|
Chugoku Electric Power Co., Inc. (The) |
|
|
35,061 |
|
7,000 |
|
CK Infrastructure Holdings, Ltd. |
|
|
32,759 |
|
9,564 |
|
CLP Holdings, Ltd. |
|
|
89,152 |
|
5,549 |
|
Contact Energy, Ltd. |
|
|
24,404 |
|
25,791 |
|
EDP - Energias de Portugal SA |
|
|
126,748 |
|
12,898 |
|
Electricite de France |
|
|
136,433 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Electric Utilities, continued |
|
|
|
|
633 |
|
Elia Group SA/NV |
|
$ |
63,193 |
|
2,200 |
|
Emera, Inc. |
|
|
90,386 |
|
4,746 |
|
Endesa SA |
|
|
126,915 |
|
57,903 |
|
Enel SpA |
|
|
502,718 |
|
3,198 |
|
EVN AG |
|
|
53,433 |
|
2,553 |
|
Fortis, Inc. |
|
|
104,316 |
|
8,437 |
|
Fortum OYJ |
|
|
170,743 |
|
19,185 |
|
Genesis Energy, Ltd. |
|
|
37,239 |
|
30,000 |
|
HK Electric Investments, Ltd. |
|
|
30,985 |
|
7,700 |
|
Hokkaido Electric Power Co., Inc. |
|
|
32,909 |
|
3,500 |
|
Hokuriku Electric Power Co. |
|
|
26,280 |
|
3,000 |
|
Hydro One, Ltd.(a) |
|
|
63,587 |
|
74,435 |
|
Iberdrola SA |
|
|
916,020 |
|
15,779 |
|
Infratil, Ltd. |
|
|
52,074 |
|
3,500 |
|
Kansai Electric Power Co., Inc. (The) |
|
|
33,932 |
|
7,200 |
|
Kyushu Electric Power Co., Inc. |
|
|
65,407 |
|
1,391 |
|
Okinawa Electric Power Co., Inc. |
|
|
21,835 |
|
986 |
|
Orsted A/S(a) |
|
|
136,032 |
|
11,500 |
|
Power Assets Holdings, Ltd. |
|
|
60,486 |
|
8,090 |
|
Red Electrica Corp SA |
|
|
151,778 |
|
11 |
|
Romande Energie Holding SA, Registered Shares |
|
|
13,199 |
|
19,193 |
|
Scottish & Southern Energy plc |
|
|
298,753 |
|
3,300 |
|
Shikoku Electric Power Co., Inc. |
|
|
25,198 |
|
1,641 |
|
Siemens Energy AG* |
|
|
44,233 |
|
24,540 |
|
Spark Infrastructure Group |
|
|
36,094 |
|
13,794 |
|
Terna SpA |
|
|
96,632 |
|
3,900 |
|
Tohoku Electric Power Co., Inc. |
|
|
39,085 |
|
20,300 |
|
Tokyo Electric Power Co. Holdings, Inc.* |
|
|
55,819 |
|
284 |
|
Verbund AG, Class A |
|
|
15,503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,096,687 |
|
|
|
|
|
|
|
|
Electrical Equipment (1.3%): |
|
|
|
|
13,429 |
|
ABB, Ltd. |
|
|
340,451 |
|
600 |
|
Chiyoda Integre Co., Ltd. |
|
|
9,331 |
|
1,300 |
|
Denyo Co., Ltd. |
|
|
30,341 |
|
2,000 |
|
Fuji Electric Co., Ltd. |
|
|
63,199 |
|
16,000 |
|
Fujikura, Ltd. |
|
|
44,275 |
|
3,100 |
|
Furukawa Electric Co., Ltd. (The) |
|
|
73,743 |
|
1,200 |
|
Futaba Corp. |
|
|
10,714 |
|
38 |
|
Gavazzi Carlo Holding AG* |
|
|
6,190 |
|
3,400 |
|
GS Yuasa Corp. |
|
|
58,710 |
|
400 |
|
Hirakawa Hewtech Corp. |
|
|
3,927 |
|
815 |
|
Huber & Suhner AG |
|
|
60,890 |
|
1,600 |
|
Idec Corp./Japan |
|
|
29,041 |
|
23,000 |
|
Johnson Electric Holdings, Ltd. |
|
|
50,085 |
|
254 |
|
Kendrion NV |
|
|
4,445 |
|
4,095 |
|
Legrand SA |
|
|
326,879 |
|
1,100 |
|
Mabuchi Motor Co., Ltd. |
|
|
42,600 |
|
57,704 |
|
Melrose Industries plc |
|
|
85,122 |
|
346 |
|
Mersen* |
|
|
10,594 |
|
9,100 |
|
Mitsubishi Electric Corp. |
|
|
122,875 |
|
1,227 |
|
Nexans SA |
|
|
70,815 |
|
400 |
|
Nidec Corp. |
|
|
37,206 |
|
500 |
|
Nippon Carbon Co., Ltd. |
|
|
17,682 |
|
1,500 |
|
Nitto Kogyo Corp. |
|
|
29,733 |
|
821 |
|
NKT A/S* |
|
|
24,466 |
|
4,617 |
|
Nordex Se* |
|
|
59,849 |
|
17 |
|
Phoenix Mecano AG |
|
|
6,850 |
|
6,311 |
|
PNE AG |
|
|
39,802 |
|
1,875 |
|
Prysmian SpA |
|
|
54,513 |
|
400 |
|
Sanyo Denki Co., Ltd. |
|
|
18,300 |
|
2,369 |
|
Schneider Electric SA |
|
|
293,992 |
|
200 |
|
SEC Carbon, Ltd. |
|
|
11,176 |
|
2,150 |
|
SGL Carbon SE* |
|
|
7,938 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Electrical Equipment, continued |
|
|
|
|
2,499 |
|
Siemens Gamesa Renewable Energy |
|
$ |
67,349 |
|
6,301 |
|
Signify NV(a) |
|
|
233,152 |
|
1,000 |
|
Sinfonia Technology Co., Ltd. |
|
|
11,420 |
|
417 |
|
Somfy SA |
|
|
58,799 |
|
2,200 |
|
SwCC Showa Holdings Co., Ltd. |
|
|
25,475 |
|
900 |
|
Takaoka Toko Co., Ltd. |
|
|
9,149 |
|
4,000 |
|
Tatsuta Electric Wire And Cable Co., Ltd. |
|
|
23,203 |
|
2,597 |
|
TKH Group NV |
|
|
94,646 |
|
600 |
|
Toyo Tanso Co., Ltd. |
|
|
10,106 |
|
4,400 |
|
Ushio, Inc. |
|
|
56,173 |
|
2,084 |
|
Vestas Wind Systems A/S |
|
|
337,274 |
|
920 |
|
XP Power, Ltd. |
|
|
52,252 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,024,732 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (1.8%): |
|
|
|
|
1,300 |
|
Ai Holdings Corp. |
|
|
23,939 |
|
8,860 |
|
Alps Alpine Co., Ltd. |
|
|
119,398 |
|
506 |
|
ALSO Holding AG, Registered Shares |
|
|
133,385 |
|
2,300 |
|
Amano Corp. |
|
|
53,579 |
|
1,400 |
|
Anritsu Corp. |
|
|
32,007 |
|
2,400 |
|
Arisawa Manufacturing Co., Ltd. |
|
|
22,109 |
|
3,172 |
|
Austria Technologie & Systemte |
|
|
59,777 |
|
2,331 |
|
Barco NV |
|
|
48,824 |
|
225 |
|
Basler AG |
|
|
13,293 |
|
900 |
|
Canon Electronics, Inc. |
|
|
12,591 |
|
5,004 |
|
Celestica, Inc.* |
|
|
34,577 |
|
157 |
|
Cicor Technologies, Ltd. |
|
|
7,177 |
|
13,600 |
|
Citizen Watch Co., Ltd. |
|
|
38,139 |
|
3,400 |
|
CMK Corp. |
|
|
15,619 |
|
5,568 |
|
Codan, Ltd./Australia |
|
|
44,430 |
|
1,300 |
|
Conexio Corp. |
|
|
14,561 |
|
46,000 |
|
Cowell e Holdings, Inc. |
|
|
20,292 |
|
1,000 |
|
Daiwabo Holdings Co., Ltd. |
|
|
64,582 |
|
545 |
|
Datalogic SpA |
|
|
7,617 |
|
3,500 |
|
Dexerials Corp. |
|
|
36,950 |
|
21,950 |
|
Electrocomponents plc |
|
|
200,740 |
|
1,100 |
|
Elematec Corp. |
|
|
10,369 |
|
700 |
|
Evertz Technologies, Ltd. |
|
|
5,994 |
|
148,000 |
|
FIH Mobile, Ltd.* |
|
|
21,101 |
|
7,452 |
|
Fingerprint Cards AB* |
|
|
14,828 |
|
2,100 |
|
Furuno Electric Co., Ltd. |
|
|
19,943 |
|
400 |
|
Hagiwara Electric Co., Ltd. |
|
|
8,694 |
|
500 |
|
Hakuto Co., Ltd. |
|
|
5,351 |
|
2,991 |
|
Halma plc |
|
|
90,133 |
|
400 |
|
Hamamatsu Photonics KK |
|
|
20,158 |
|
1,031 |
|
Hexagon AB, Class B |
|
|
77,951 |
|
200 |
|
Hirose Electric Co., Ltd. |
|
|
25,754 |
|
3,500 |
|
Hitachi, Ltd. |
|
|
118,281 |
|
1,200 |
|
Hochiki Corp. |
|
|
14,647 |
|
700 |
|
Horiba, Ltd. |
|
|
36,588 |
|
2,600 |
|
Hosiden Corp. |
|
|
23,439 |
|
1,200 |
|
IBIDEN Co., Ltd. |
|
|
40,640 |
|
47 |
|
Inficon Holding AG |
|
|
38,688 |
|
2,871 |
|
Ingenico Group |
|
|
444,190 |
|
400 |
|
I-PEX, Inc. |
|
|
8,273 |
|
500 |
|
Iriso Electronics Co., Ltd. |
|
|
20,215 |
|
2,300 |
|
Japan Aviation Electronics Industry, Ltd. |
|
|
31,692 |
|
1,100 |
|
Japan Cash Machine Co., Ltd. |
|
|
6,194 |
|
21,200 |
|
Japan Display, Inc.* |
|
|
10,958 |
|
1,679 |
|
Jenoptik AG |
|
|
45,039 |
|
1,000 |
|
Kaga Electronics Co., Ltd. |
|
|
21,275 |
|
100 |
|
Keyence Corp. |
|
|
46,611 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Electronic Equipment, Instruments & Components, continued |
|
|
|
|
1,200 |
|
Koa Corp. |
|
$ |
12,945 |
|
2,388 |
|
Kudelski SA |
|
|
8,293 |
|
800 |
|
Kyocera Corp. |
|
|
45,717 |
|
3,500 |
|
Kyosan Electric Manufacturing Co., Ltd. |
|
|
16,100 |
|
1,835 |
|
Lagercrantz Group AB, Class B |
|
|
37,066 |
|
365 |
|
Landis+Gyr Group AG* |
|
|
19,981 |
|
26 |
|
Lem Holding SA, Registered Shares |
|
|
48,716 |
|
2,200 |
|
Macnica Fuji Electronics Holdings |
|
|
40,321 |
|
400 |
|
Maruwa Co., Ltd./Aichi |
|
|
37,070 |
|
2,000 |
|
Meiko Electronics Co., Ltd. |
|
|
33,381 |
|
2,366 |
|
Micronic Mydata AB |
|
|
55,808 |
|
2,156 |
|
Midwich Group plc* |
|
|
9,673 |
|
4,600 |
|
Murata Manufacturing Co., Ltd. |
|
|
296,843 |
|
1,500 |
|
Nagano Keiki Co., Ltd. |
|
|
12,182 |
|
267 |
|
Nederland Apparatenfabriek* |
|
|
13,295 |
|
2,800 |
|
Nichicon Corp. |
|
|
21,426 |
|
600 |
|
Nippon Chemi-Con Corp. |
|
|
8,060 |
|
4,400 |
|
Nippon Electric Glass Co., Ltd. |
|
|
82,161 |
|
3,400 |
|
Nippon Signal Co., Ltd. |
|
|
33,525 |
|
1,800 |
|
Nissha Co., Ltd. |
|
|
22,498 |
|
600 |
|
Nohmi Bosai, Ltd. |
|
|
13,723 |
|
3,600 |
|
OKI Electric Industry Co., Ltd. |
|
|
38,766 |
|
700 |
|
Omron Corp. |
|
|
54,533 |
|
1,200 |
|
Optex Group Co., Ltd. |
|
|
19,315 |
|
3,000 |
|
Osaki Electric Co., Ltd. |
|
|
17,457 |
|
3,519 |
|
Oxford Instruments plc |
|
|
72,103 |
|
8,300 |
|
Pricer AB |
|
|
21,784 |
|
464 |
|
Renishaw plc |
|
|
33,592 |
|
1,100 |
|
Restar Holdings Corp. |
|
|
22,681 |
|
1,400 |
|
Ryoden Corp. |
|
|
20,421 |
|
1,100 |
|
Ryosan Co., Ltd. |
|
|
22,030 |
|
900 |
|
Sanshin Electronics Co., Ltd. |
|
|
17,449 |
|
700 |
|
Shibaura Electronics Co., Ltd. |
|
|
14,339 |
|
900 |
|
Shimadzu Corp. |
|
|
27,460 |
|
1,200 |
|
Shinko Shoji Co., Ltd. |
|
|
10,452 |
|
2,000 |
|
Siix Corp. |
|
|
23,503 |
|
3,154 |
|
Smart Metering Systems plc |
|
|
26,479 |
|
2,172 |
|
Spectris plc |
|
|
68,201 |
|
6,120 |
|
Strix Group plc |
|
|
19,144 |
|
2,000 |
|
Sumida Corp. |
|
|
14,085 |
|
700 |
|
Tachibana Eletech Co., Ltd. |
|
|
12,547 |
|
2,600 |
|
Taiyo Yuden Co., Ltd.^ |
|
|
81,757 |
|
2,500 |
|
Tamura Corp. |
|
|
12,700 |
|
2,900 |
|
TDK Corp. |
|
|
317,171 |
|
5,000 |
|
Topcon Corp. |
|
|
45,746 |
|
1,300 |
|
Toyo Corp. |
|
|
12,351 |
|
7,103 |
|
TT Electronics plc* |
|
|
18,312 |
|
400 |
|
V Technology Co., Ltd. |
|
|
16,822 |
|
312 |
|
Vaisala OYJ, Class A |
|
|
13,499 |
|
7,400 |
|
Venture Corp., Ltd. |
|
|
104,951 |
|
56,000 |
|
Vstecs Holdings, Ltd. |
|
|
37,359 |
|
2,800 |
|
Yokogawa Electric Corp. |
|
|
44,489 |
|
1,100 |
|
Yokowo Co., Ltd. |
|
|
28,801 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,369,675 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.3%): |
|
|
|
|
7,314 |
|
Akastor ASA* |
|
|
4,687 |
|
5,393 |
|
Aker Solutions ASA |
|
|
5,343 |
|
1,137 |
|
Bonheur ASA |
|
|
26,941 |
|
2,991 |
|
BW Offshore, Ltd. |
|
|
8,507 |
|
5,874 |
|
Ces Energy Solutions Corp. |
|
|
3,441 |
|
29,491 |
|
CGG SA* |
|
|
19,681 |
|
4,726 |
|
Computer Modelling Group, Ltd. |
|
|
18,316 |
|
6,058 |
|
Enerflex, Ltd. |
|
|
21,022 |
|
8,606 |
|
Ensign Energy Services, Inc. |
|
|
3,749 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Energy Equipment & Services, continued |
|
|
|
|
106,730 |
|
Ezion Holdings, Ltd.* |
|
$ |
633 |
|
4,488 |
|
Fugro NV* |
|
|
17,609 |
|
6,704 |
|
Hunting plc |
|
|
11,138 |
|
22,482 |
|
John Wood Group plc* |
|
|
61,594 |
|
8,257 |
|
Lamprell plc* |
|
|
2,663 |
|
1,000 |
|
Modec, Inc. |
|
|
15,574 |
|
4,500 |
|
Mullen Group, Ltd. |
|
|
30,454 |
|
2,400 |
|
North American Construction Group, Ltd. |
|
|
15,629 |
|
3,324 |
|
Ocean Yield ASA |
|
|
7,960 |
|
7,269 |
|
Odfjell Drilling, Ltd.* |
|
|
8,443 |
|
2,900 |
|
Pason Systems, Inc. |
|
|
11,522 |
|
6,196 |
|
Petrofac, Ltd.* |
|
|
8,942 |
|
18,993 |
|
Petroleum Geo-Services ASA* |
|
|
5,532 |
|
16,362 |
|
Precision Drilling Corp.* |
|
|
10,200 |
|
2,400 |
|
Raiznext Corp. |
|
|
29,987 |
|
15,278 |
|
Saipem SpA |
|
|
26,178 |
|
8,829 |
|
SBM Offshore NV |
|
|
141,333 |
|
174 |
|
Schoeller-Blackman Oilfield Equipment AG |
|
|
4,621 |
|
8,377 |
|
Secure Energy Services, Inc. |
|
|
8,620 |
|
3,900 |
|
ShawCor, Ltd. |
|
|
6,122 |
|
11,387 |
|
Subsea 7 SA* |
|
|
81,718 |
|
1,677 |
|
Tecnicas Reunidas SA* |
|
|
17,923 |
|
1,938 |
|
Tenaris SA |
|
|
9,659 |
|
5,241 |
|
TGS NOPEC Geophysical Co. ASA |
|
|
63,358 |
|
421 |
|
The Drilling Co of 1972 A/S* |
|
|
9,140 |
|
900 |
|
Total Energy Services, Inc. |
|
|
1,534 |
|
400 |
|
Toyo Kanetsu KK |
|
|
8,627 |
|
13,311 |
|
Trican Well Service, Inc.*^ |
|
|
11,497 |
|
268 |
|
Vallourec SA*^ |
|
|
5,294 |
|
10,270 |
|
Worley, Ltd. |
|
|
70,548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
815,739 |
|
|
|
|
|
|
|
|
Entertainment (0.6%): |
|
|
|
|
800 |
|
Akatsuki, Inc. |
|
|
35,226 |
|
2,500 |
|
Avex, Inc. |
|
|
23,337 |
|
3,818 |
|
Borussia Dortmund GMBH & Co. KGaA |
|
|
22,959 |
|
1,400 |
|
Capcom Co., Ltd. |
|
|
78,306 |
|
4,665 |
|
Cineplex, Inc. |
|
|
25,263 |
|
50,738 |
|
Cineworld Group plc |
|
|
26,492 |
|
2,160 |
|
CTS Eventim AG & Co. KGaA |
|
|
104,474 |
|
1,600 |
|
Daiichikosho Co., Ltd. |
|
|
51,502 |
|
3,000 |
|
DeNA Co., Ltd. |
|
|
55,377 |
|
4,107 |
|
Event Hospitality And Entertainment, Ltd. |
|
|
28,546 |
|
1,590 |
|
Gungho Online Enetertainment, Inc. |
|
|
34,408 |
|
38,000 |
|
IGG, Inc. |
|
|
43,524 |
|
594 |
|
Kinepolis Group NV |
|
|
21,067 |
|
1,300 |
|
KLab, Inc.* |
|
|
11,715 |
|
2,000 |
|
Konami Holdings Corp. |
|
|
86,703 |
|
40,000 |
|
Leyou Technologies Holdings, Ltd.* |
|
|
16,790 |
|
900 |
|
Nexon Co., Ltd. |
|
|
22,355 |
|
400 |
|
Nintendo Co., Ltd. |
|
|
227,425 |
|
200 |
|
Square Enix Holdings Co., Ltd. |
|
|
13,299 |
|
510 |
|
Technicolor SA*^ |
|
|
767 |
|
400 |
|
Toei Animation Co., Ltd. |
|
|
26,153 |
|
200 |
|
Toei Co., Ltd. |
|
|
33,229 |
|
2,585 |
|
UbiSoft Entertainment SA* |
|
|
233,575 |
|
700 |
|
UUUM, Inc.* |
|
|
15,013 |
|
2,949 |
|
Vivendi Universal SA |
|
|
82,185 |
|
5,570 |
|
WildBrain, Ltd.*^ |
|
|
5,773 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,325,463 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (2.6%): |
|
|
|
|
5,600 |
|
AEON Co., Ltd. |
|
|
150,558 |
|
500 |
|
Ain Holdings, Inc. |
|
|
35,151 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Food & Staples Retailing, continued |
|
|
|
|
800 |
|
Albis Co., Ltd. |
|
$ |
21,398 |
|
3,200 |
|
Alcanna, Inc.* |
|
|
10,383 |
|
8,272 |
|
Alimentation Couche-Tard, Inc. |
|
|
288,097 |
|
1,309 |
|
Amsterdam Commodities NV |
|
|
28,631 |
|
2,400 |
|
Arcs Co., Ltd. |
|
|
61,733 |
|
1,537 |
|
Axfood AB |
|
|
35,235 |
|
1,200 |
|
Axial Retailing, Inc. |
|
|
56,264 |
|
600 |
|
Belc Co., Ltd. |
|
|
44,299 |
|
16,444 |
|
Carrefour SA |
|
|
263,174 |
|
1,395 |
|
Casino Guichard-Perrachon SA*^ |
|
|
33,928 |
|
1,100 |
|
Cawachi, Ltd. |
|
|
30,548 |
|
400 |
|
Cocokara Fine, Inc. |
|
|
25,869 |
|
12,379 |
|
Coles Group, Ltd. |
|
|
150,945 |
|
1,589 |
|
Colruyt SA |
|
|
103,096 |
|
400 |
|
Cosmos Pharmaceutical Corp. |
|
|
69,589 |
|
1,300 |
|
Create SD Holdings Co., Ltd. |
|
|
45,571 |
|
500 |
|
Daikokutenbussan Co., Ltd. |
|
|
27,918 |
|
4,900 |
|
Dairy Farm International Holdings, Ltd. |
|
|
18,547 |
|
3,691 |
|
Empire Co., Ltd., Class A |
|
|
107,148 |
|
1,600 |
|
Heiwado Co., Ltd. |
|
|
34,481 |
|
890 |
|
ICA Gruppen AB |
|
|
45,262 |
|
200 |
|
Itochu-Shokuhin Co., Ltd. |
|
|
10,732 |
|
64,976 |
|
J Sainsbury plc |
|
|
159,703 |
|
600 |
|
JM Holdings Co., Ltd. |
|
|
16,178 |
|
600 |
|
Kato Sangyo Co., Ltd. |
|
|
21,518 |
|
5,020 |
|
Kesko OYJ, Class A |
|
|
124,722 |
|
8,384 |
|
Kesko OYJ, Class B |
|
|
216,143 |
|
1,200 |
|
Kobe Bussan Co., Ltd. |
|
|
65,989 |
|
25,566 |
|
Koninklijke Ahold Delhaize NV |
|
|
756,549 |
|
400 |
|
Kusuri NO Aoki Holdings Co., Ltd. |
|
|
32,637 |
|
900 |
|
LAWSON, Inc. |
|
|
42,882 |
|
800 |
|
Life Corp. |
|
|
37,062 |
|
2,011 |
|
Loblaw Cos., Ltd. |
|
|
105,323 |
|
700 |
|
Matsumotokiyoshi Holdings Co., Ltd. |
|
|
25,541 |
|
61,030 |
|
Metcash, Ltd. |
|
|
120,838 |
|
8,784 |
|
METRO AG |
|
|
87,720 |
|
3,317 |
|
Metro, Inc. |
|
|
159,173 |
|
600 |
|
Ministop Co., Ltd. |
|
|
8,425 |
|
900 |
|
Mitsubishi Shokuhin Co., Ltd. |
|
|
23,711 |
|
1,200 |
|
Nihon Chouzai Co., Ltd. |
|
|
19,386 |
|
1,801 |
|
North West Co., Inc. |
|
|
49,239 |
|
9,500 |
|
Olam International, Ltd. |
|
|
8,806 |
|
1,200 |
|
Qol Holdings Co., Ltd. |
|
|
13,823 |
|
1,094 |
|
Rallye SA* |
|
|
4,467 |
|
337 |
|
Rami Levy Chain Stores Hashikm |
|
|
23,194 |
|
1,000 |
|
Retail Partners Co., Ltd. |
|
|
16,769 |
|
600 |
|
San-A Co., Ltd. |
|
|
26,460 |
|
12,300 |
|
Seven & I Holdings Co., Ltd. |
|
|
380,284 |
|
28,900 |
|
Sheng Siong Group, Ltd. |
|
|
34,112 |
|
6,398 |
|
Shufersal, Ltd. |
|
|
50,025 |
|
1,454 |
|
Sligro Food Group NV* |
|
|
26,005 |
|
38,447 |
|
Sonae SGPS SA |
|
|
26,082 |
|
500 |
|
Sugi Holdings Co., Ltd. |
|
|
35,356 |
|
1,300 |
|
Sundrug Co., Ltd. |
|
|
48,952 |
|
149,644 |
|
Tesco plc |
|
|
410,185 |
|
400 |
|
Tsuruha Holdings, Inc. |
|
|
56,618 |
|
2,100 |
|
United Supermarkets Holdings |
|
|
25,344 |
|
2,200 |
|
Valor Holdings Co., Ltd. |
|
|
60,752 |
|
1,400 |
|
Watahan & Co., Ltd. |
|
|
21,480 |
|
1,400 |
|
Welcia Holdings Co., Ltd. |
|
|
61,561 |
|
9,068 |
|
Wesfarmers, Ltd. |
|
|
289,061 |
|
1,793 |
|
Weston (George), Ltd. |
|
|
131,856 |
|
91,434 |
|
William Morrison Supermarkets plc |
|
|
200,676 |
|
9,117 |
|
Woolworths Group, Ltd. |
|
|
238,303 |
|
800 |
|
YAKUODO Holdings Co., Ltd. |
|
|
20,064 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Food & Staples Retailing, continued |
|
|
|
|
700 |
|
Yamatane Corp. |
|
$ |
8,872 |
|
700 |
|
Yaoko Co., Ltd.^ |
|
|
52,166 |
|
2,800 |
|
Yokohama Reito Co., Ltd. |
|
|
24,317 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,066,886 |
|
|
|
|
|
|
|
|
Food Products (3.4%): |
|
|
|
|
5,898 |
|
A2 Milk Co., Ltd.* |
|
|
60,048 |
|
364 |
|
Agrana Beteiligungs AG |
|
|
6,990 |
|
1,300 |
|
Ajinomoto Co., Inc. |
|
|
26,729 |
|
44,180 |
|
Aryzta AG* |
|
|
29,052 |
|
3,921 |
|
Associated British Foods plc |
|
|
94,435 |
|
772 |
|
Atria OYJ |
|
|
7,828 |
|
4,083 |
|
Austevoll Seafood ASA |
|
|
33,970 |
|
23,247 |
|
Australian Agricultural Co., Ltd.* |
|
|
17,991 |
|
363 |
|
Bakkafrost P/F* |
|
|
23,425 |
|
53 |
|
Barry Callebaut AG, Registered Shares |
|
|
117,875 |
|
6,130 |
|
Bega Cheese, Ltd. |
|
|
22,402 |
|
125 |
|
Bell AG |
|
|
32,093 |
|
854 |
|
Bonduelle S.C.A. |
|
|
19,819 |
|
2,000 |
|
Calbee, Inc. |
|
|
65,943 |
|
1 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
89,019 |
|
800 |
|
Chubu Shiryo Co., Ltd. |
|
|
13,482 |
|
12,278 |
|
Cloetta AB |
|
|
35,642 |
|
13,015 |
|
Costa Group Holdings, Ltd. |
|
|
31,662 |
|
2,432 |
|
Cranswick plc |
|
|
113,621 |
|
6,062 |
|
Danone SA |
|
|
392,049 |
|
1,700 |
|
Delfi, Ltd. |
|
|
867 |
|
16,123 |
|
Devro plc |
|
|
38,513 |
|
500 |
|
DyDo Group Holdings, Inc. |
|
|
25,359 |
|
2,372 |
|
Ebro Foods SA |
|
|
55,197 |
|
7,504 |
|
Elders, Ltd. |
|
|
58,415 |
|
80 |
|
Emmi AG |
|
|
79,744 |
|
27,100 |
|
First Resources, Ltd. |
|
|
24,099 |
|
1,616 |
|
Forfarmers NV |
|
|
9,886 |
|
9,500 |
|
Fraser & Neave, Ltd. |
|
|
8,495 |
|
3,739 |
|
Freedom Foods Group, Ltd. |
|
|
8,059 |
|
1,000 |
|
Fuji Oil Holdings, Inc. |
|
|
31,601 |
|
260,400 |
|
Golden Agri-Resources, Ltd. |
|
|
27,191 |
|
11,957 |
|
GrainCorp, Ltd.* |
|
|
32,441 |
|
17,127 |
|
Greencore Group plc |
|
|
21,630 |
|
1,923 |
|
Hilton Food Group plc |
|
|
29,613 |
|
1,600 |
|
Hokuto Corp. |
|
|
34,111 |
|
700 |
|
House Foods Group, Inc. |
|
|
24,912 |
|
15,498 |
|
Inghams Group, Ltd. |
|
|
33,125 |
|
2,700 |
|
Itoham Yonekyu Holdings, Inc. |
|
|
19,341 |
|
300 |
|
Iwatsuka Confectionery Co., Ltd. |
|
|
10,841 |
|
300 |
|
J-Oil Mills, Inc. |
|
|
11,268 |
|
800 |
|
Kagome Co., Ltd. |
|
|
27,980 |
|
800 |
|
Kakiyasu Honten Co., Ltd. |
|
|
19,820 |
|
400 |
|
Kameda Seika Co., Ltd. |
|
|
20,524 |
|
700 |
|
Kenko Mayonnaise Co., Ltd. |
|
|
12,247 |
|
492 |
|
Kerry Group plc, Class A |
|
|
63,152 |
|
2,800 |
|
Kewpie Corp. |
|
|
57,665 |
|
400 |
|
Kikkoman Corp. |
|
|
22,201 |
|
900 |
|
Kotobuki Spirits Co., Ltd. |
|
|
46,277 |
|
295 |
|
KWS Saat SE |
|
|
24,894 |
|
500 |
|
Kyokuyo Co., Ltd. |
|
|
13,302 |
|
147 |
|
Lassonde Industries, Inc. |
|
|
15,955 |
|
3,154 |
|
Leroy Seafood Group ASA |
|
|
18,108 |
|
17 |
|
Lotus Bakeries |
|
|
66,757 |
|
2,349 |
|
Maple Leaf Foods, Inc. |
|
|
47,901 |
|
1,200 |
|
Marudai Food Co., Ltd. |
|
|
19,840 |
|
2,600 |
|
Maruha Nichiro Corp. |
|
|
59,703 |
|
1,700 |
|
Megmilk Snow Brand Co., Ltd. |
|
|
41,147 |
|
41 |
|
Mehadrin, Ltd.* |
|
|
1,740 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Food Products, continued |
|
|
|
|
1,100 |
|
Meiji Holdings Co., Ltd. |
|
$ |
84,056 |
|
800 |
|
Mitsui Sugar Co., Ltd. |
|
|
14,887 |
|
1,300 |
|
Morinaga & Co., Ltd. |
|
|
51,246 |
|
2,400 |
|
Morinaga Milk Industry Co., Ltd. |
|
|
126,878 |
|
2,943 |
|
Mowi ASA |
|
|
52,236 |
|
30,559 |
|
Nestle SA, Registered Shares |
|
|
3,626,475 |
|
1,200 |
|
NH Foods, Ltd. |
|
|
53,560 |
|
2,600 |
|
Nichirei Corp. |
|
|
68,915 |
|
800 |
|
Nippon Beet Sugar Manufacturing Co., Ltd. |
|
|
14,129 |
|
1,200 |
|
Nippon Flour Mills Co., Ltd. |
|
|
19,766 |
|
20,100 |
|
Nippon Suisan Kaisha, Ltd. |
|
|
85,546 |
|
1,200 |
|
Nisshin Oillio Group, Ltd. (The) |
|
|
36,218 |
|
900 |
|
Nisshin Seifun Group, Inc. |
|
|
14,352 |
|
300 |
|
Nissin Foods Holdings Co., Ltd. |
|
|
28,204 |
|
326 |
|
Orior AG |
|
|
26,058 |
|
51,099 |
|
Premier Foods plc* |
|
|
60,747 |
|
1,488 |
|
Premium Brands Holdings Corp. |
|
|
112,355 |
|
2,000 |
|
Prima Meat Packers, Ltd. |
|
|
61,560 |
|
33,700 |
|
PT Tiga Pilar Sejahtera Food Tbk* |
|
|
486 |
|
3,268 |
|
Raisio Oyj, Class V |
|
|
11,780 |
|
11,830 |
|
Ridley Corp., Ltd. |
|
|
6,926 |
|
5,300 |
|
Rogers Sugar, Inc. |
|
|
19,068 |
|
600 |
|
S Foods, Inc. |
|
|
16,711 |
|
1,029 |
|
Salmar ASA* |
|
|
58,261 |
|
2,346 |
|
Sanford, Ltd. |
|
|
8,850 |
|
3,223 |
|
Saputo, Inc. |
|
|
80,853 |
|
127 |
|
Savencia SA |
|
|
7,893 |
|
3,496 |
|
Scales Corp., Ltd. |
|
|
11,294 |
|
3,767 |
|
Scandi Standard AB* |
|
|
28,852 |
|
619 |
|
Schouw & Co. |
|
|
60,089 |
|
2,304 |
|
Select Harvests, Ltd. |
|
|
9,214 |
|
800 |
|
Showa Sangyo Co., Ltd. |
|
|
26,668 |
|
306 |
|
Sipef SA* |
|
|
15,299 |
|
300 |
|
Starzen Co., Ltd. |
|
|
11,850 |
|
1,353 |
|
Strauss Group, Ltd. |
|
|
38,818 |
|
2,659 |
|
Suedzucker AG |
|
|
51,428 |
|
2,371 |
|
Synlait Milk, Ltd.* |
|
|
8,593 |
|
11,672 |
|
Tassal Group, Ltd. |
|
|
29,065 |
|
14,193 |
|
Tate & Lyle plc |
|
|
121,703 |
|
700 |
|
Toyo Suisan Kaisha, Ltd. |
|
|
36,999 |
|
58 |
|
United International Enterprises |
|
|
12,244 |
|
13,688 |
|
United Malt Grp, Ltd.* |
|
|
40,813 |
|
1,635 |
|
Viscofan SA |
|
|
109,058 |
|
22,000 |
|
Vitasoy International Holdings, Ltd. |
|
|
85,426 |
|
400 |
|
Warabeya Nichiyo Holdings Co., Ltd. |
|
|
5,946 |
|
264,612 |
|
WH Group, Ltd.(a) |
|
|
215,381 |
|
200 |
|
Yakult Honsha Co., Ltd. |
|
|
11,098 |
|
1,000 |
|
Yamazaki Baking Co., Ltd. |
|
|
17,468 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,093,318 |
|
|
|
|
|
|
|
|
Gas Utilities (0.4%): |
|
|
|
|
7,684 |
|
AltaGas, Ltd. |
|
|
92,803 |
|
12,578 |
|
APA Group |
|
|
93,245 |
|
7,208 |
|
Gas Natural SDG SA |
|
|
144,513 |
|
28,295 |
|
Hong Kong & China Gas Co., Ltd. |
|
|
40,663 |
|
16,993 |
|
Italgas SpA |
|
|
107,300 |
|
800 |
|
K&O Energy Group, Inc. |
|
|
11,400 |
|
2,400 |
|
Nippon Gas Co., Ltd. |
|
|
121,284 |
|
2,600 |
|
Osaka Gas Co., Ltd. |
|
|
50,663 |
|
2,962 |
|
Rubis SCA |
|
|
118,781 |
|
1,300 |
|
Saibu Gas Co., Ltd. |
|
|
32,651 |
|
1,300 |
|
Shizuoka Gas Co. Ltd. |
|
|
11,545 |
|
10,212 |
|
Superior Plus Corp. |
|
|
90,201 |
|
800 |
|
Toho Gas Co., Ltd. |
|
|
39,666 |
|
2,200 |
|
Tokyo Gas Co., Ltd. |
|
|
50,269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,004,984 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Health Care Equipment & Supplies (1.8%): |
|
|
|
|
343 |
|
Alcon, Inc.* |
|
$ |
19,534 |
|
4,403 |
|
Alcon, Inc. |
|
|
250,044 |
|
1,691 |
|
Ambu A/S, Class B |
|
|
47,887 |
|
3,762 |
|
Ansell, Ltd. |
|
|
100,566 |
|
11,514 |
|
Arjo AB, Class B |
|
|
71,321 |
|
3,200 |
|
Asahi Intecc Co., Ltd. |
|
|
100,533 |
|
470 |
|
BioMerieux |
|
|
73,565 |
|
478 |
|
Cochlear, Ltd. |
|
|
67,927 |
|
600 |
|
Coloplast A/S, Class B |
|
|
94,908 |
|
251 |
|
Coltene Holding AG |
|
|
18,993 |
|
21,835 |
|
Convatec Group plc(a) |
|
|
50,297 |
|
2,381 |
|
Demant A/S* |
|
|
74,916 |
|
781 |
|
DiaSorin SpA |
|
|
157,400 |
|
238 |
|
Draegerwerk AG & Co. KGaA* |
|
|
17,520 |
|
509 |
|
Draegerwerk AG & Co. KGaA* |
|
|
44,145 |
|
740 |
|
Eckert & Ziegler AG |
|
|
37,855 |
|
2,223 |
|
Elekta AB, Class B |
|
|
27,968 |
|
1,137 |
|
EssilorLuxottica SA |
|
|
154,596 |
|
3,206 |
|
Fisher & Paykel Healthcare Corp., Ltd. |
|
|
70,543 |
|
3,411 |
|
Getinge AB, Class B |
|
|
74,218 |
|
5,227 |
|
GN Store Nord A/S |
|
|
395,581 |
|
405 |
|
Guerbet |
|
|
13,023 |
|
800 |
|
Hogy Medical Co., Ltd. |
|
|
27,545 |
|
3,200 |
|
HOYA Corp. |
|
|
360,754 |
|
1,300 |
|
Jeol, Ltd. |
|
|
45,271 |
|
1,157 |
|
Koninklijke Philips Electronics NV, NYS |
|
|
54,553 |
|
6,055 |
|
Koninklijke Philips NV |
|
|
285,217 |
|
700 |
|
Mani, Inc. |
|
|
19,088 |
|
500 |
|
Menicon Co., Ltd. |
|
|
33,279 |
|
1,200 |
|
Nakanishi, Inc. |
|
|
21,483 |
|
1,100 |
|
Nihon Kohden Corp. |
|
|
36,184 |
|
2,300 |
|
Nikkiso Co., Ltd. |
|
|
23,349 |
|
8,900 |
|
Nipro Corp. |
|
|
103,707 |
|
10,300 |
|
Olympus Corp. |
|
|
213,830 |
|
900 |
|
Paramount Bed Holdings Co., Ltd. |
|
|
37,328 |
|
457 |
|
Revenio Group OYJ |
|
|
20,780 |
|
957 |
|
Sartorius AG |
|
|
393,081 |
|
1,077 |
|
Sectra AB, Class B* |
|
|
71,413 |
|
700 |
|
Shofu, Inc. |
|
|
9,517 |
|
3,702 |
|
Smith & Nephew plc |
|
|
72,125 |
|
819 |
|
Sonova Holding AG, Registered Shares* |
|
|
207,744 |
|
360 |
|
Stratec Se |
|
|
52,498 |
|
1,200 |
|
Sysmex Corp. |
|
|
114,537 |
|
3,800 |
|
Terumo Corp. |
|
|
151,419 |
|
180 |
|
Ypsomed Holding AG |
|
|
26,266 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,344,308 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (1.0%): |
|
|
|
|
2,400 |
|
Alfresa Holdings Corp. |
|
|
52,510 |
|
5,072 |
|
Amplifon SpA |
|
|
181,112 |
|
15,973 |
|
Arvida Group, Ltd. |
|
|
17,960 |
|
6,164 |
|
Attendo AB*(a) |
|
|
33,612 |
|
18,377 |
|
Australian Pharmaceutical Industries, Ltd. |
|
|
13,884 |
|
700 |
|
BML, Inc. |
|
|
21,077 |
|
3,715 |
|
CareTech Holdings plc |
|
|
20,589 |
|
6,200 |
|
CRH Medical Corp.* |
|
|
13,411 |
|
862 |
|
CVS Group plc |
|
|
13,737 |
|
3,603 |
|
Ebos Group, Ltd. |
|
|
58,236 |
|
500 |
|
Elan Corp. |
|
|
12,448 |
|
14,050 |
|
Estia Health, Ltd. |
|
|
14,754 |
|
4,012 |
|
Extendicare, Inc. |
|
|
16,061 |
|
3,112 |
|
Fagron |
|
|
78,456 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Health Care Providers & Services, continued |
|
|
|
|
6,326 |
|
Fresenius Medical Care AG & Co., KGaA |
|
$ |
534,088 |
|
3,263 |
|
Fresenius SE & Co. KGaA |
|
|
148,512 |
|
2,800 |
|
H.U. Group Holdings, Inc. |
|
|
74,920 |
|
27,126 |
|
Healius, Ltd. |
|
|
69,832 |
|
2,572 |
|
Humana AB |
|
|
16,573 |
|
2,000 |
|
Japan Lifeline Co., Ltd. |
|
|
26,581 |
|
1,000 |
|
Japan Medical Dynamic Marketing, Inc. |
|
|
20,575 |
|
16,930 |
|
Japara Healthcare, Ltd. |
|
|
4,747 |
|
2,678 |
|
Korian SA |
|
|
93,963 |
|
225 |
|
Lna Sante |
|
|
12,526 |
|
3,204 |
|
Medical Facilities Corp. |
|
|
10,516 |
|
25,952 |
|
Mediclinic International plc |
|
|
95,366 |
|
2,000 |
|
Medipal Holdings Corp. |
|
|
40,053 |
|
7,584 |
|
Metlifecare, Ltd.* |
|
|
29,788 |
|
1,110 |
|
NMC Health plc* |
|
|
250 |
|
18,992 |
|
Oceania Healthcare, Ltd. |
|
|
14,433 |
|
1,066 |
|
Orpea* |
|
|
121,057 |
|
24,015 |
|
Raffles Medical Group, Ltd. |
|
|
14,264 |
|
1,997 |
|
Ramsay Health Care, Ltd. |
|
|
94,712 |
|
3,746 |
|
Ryman Healthcare, Ltd. |
|
|
35,022 |
|
1,700 |
|
Ship Healthcare Holdings, Inc. |
|
|
83,205 |
|
3,500 |
|
Sienna Senior Living, Inc.^ |
|
|
29,444 |
|
59,044 |
|
Sigma Healthcare, Ltd.* |
|
|
24,962 |
|
1,900 |
|
Solasto Corp. |
|
|
24,846 |
|
8,887 |
|
Spire Healthcare Group plc(a) |
|
|
10,884 |
|
8,336 |
|
Summerset Group Holdings, Ltd. |
|
|
49,687 |
|
1,100 |
|
Suzuken Co., Ltd. |
|
|
41,932 |
|
1,800 |
|
Toho Holdings Co., Ltd. |
|
|
38,758 |
|
500 |
|
Tokai Corp./Gifu |
|
|
9,891 |
|
5,100 |
|
Tsukui Holdings Corp. |
|
|
28,509 |
|
4,396 |
|
UDG Healthcare plc |
|
|
43,611 |
|
3,435 |
|
Virtus Health, Ltd. |
|
|
9,536 |
|
2,800 |
|
Vital Ksk Holdings, Inc. |
|
|
29,034 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,429,924 |
|
|
|
|
|
|
|
|
Health Care Technology (0.1%): |
|
|
|
|
7,980 |
|
AGFA-Gevaert NV* |
|
|
33,280 |
|
1,026 |
|
Ascom Holding AG* |
|
|
14,234 |
|
857 |
|
CompuGroup Medical SE & Co KgaA |
|
|
79,308 |
|
2,389 |
|
Emis Group plc |
|
|
32,080 |
|
2,400 |
|
M3, Inc. |
|
|
149,042 |
|
800 |
|
Nnit A/S(a) |
|
|
16,595 |
|
1,258 |
|
Pro Medicus, Ltd. |
|
|
24,609 |
|
1,213 |
|
Raysearch Laboratories AB* |
|
|
11,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
361,012 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (2.2%): |
|
|
|
|
4,102 |
|
Accor SA |
|
|
114,717 |
|
36,400 |
|
Accordia Golf Trust |
|
|
535 |
|
600 |
|
AEON Fantasy Co., Ltd. |
|
|
9,359 |
|
1,000 |
|
Arcland Service Holdings Co., Ltd. |
|
|
20,173 |
|
23,206 |
|
Ardent Leisure Group, Ltd.*^ |
|
|
9,532 |
|
7,016 |
|
Aristocrat Leisure, Ltd. |
|
|
151,273 |
|
4,300 |
|
Atom Corp. |
|
|
35,250 |
|
7,557 |
|
Autogrill SpA* |
|
|
34,059 |
|
1,707 |
|
Basic-Fit NV*(a) |
|
|
40,708 |
|
3,095 |
|
Betsson AB |
|
|
23,781 |
|
20,000 |
|
Cafe de Coral Holdings, Ltd. |
|
|
42,275 |
|
1,533 |
|
Carnival plc, ADR^ |
|
|
19,806 |
|
72,000 |
|
Century City International Holdings, Ltd. |
|
|
3,775 |
|
485 |
|
CIE des Alpes |
|
|
9,622 |
|
4,935 |
|
Collins Foods, Ltd. |
|
|
36,398 |
|
2,000 |
|
Colowide Co., Ltd.^ |
|
|
34,038 |
|
16,153 |
|
Compass Group plc |
|
|
242,429 |
|
2,200 |
|
Corporate Travel Management, Ltd. |
|
|
27,611 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Hotels, Restaurants & Leisure, continued |
|
|
|
|
4,000 |
|
Create Restaurants Holdings In |
|
$ |
23,017 |
|
4,576 |
|
Crown Resorts, Ltd. |
|
|
28,894 |
|
1,900 |
|
Curves Holdings Co., Ltd. |
|
|
12,233 |
|
151 |
|
Do & Co. AG*^ |
|
|
6,170 |
|
1,751 |
|
Dominos Pizza Enterprises, Ltd. |
|
|
99,835 |
|
13,489 |
|
Dominos Pizza Group plc |
|
|
63,337 |
|
1,600 |
|
Doutor Nichires Holdings Co., Ltd. |
|
|
24,347 |
|
4,906 |
|
Elior Group(a) |
|
|
22,725 |
|
1,486 |
|
Evolution Gaming Group AB(a) |
|
|
98,267 |
|
6,500 |
|
Fairwood Holdings, Ltd. |
|
|
15,269 |
|
4,759 |
|
Flight Centre Travel Group, Ltd. |
|
|
47,177 |
|
1,791 |
|
Flutter Entertainment plc |
|
|
283,757 |
|
2,342 |
|
Flutter Entertainment plc |
|
|
368,772 |
|
800 |
|
Fuji Kyuko Co., Ltd. |
|
|
29,938 |
|
557 |
|
Fuller Smith & Turner plc, Class A |
|
|
4,139 |
|
24,010 |
|
Galaxy Entertainment Group, Ltd. |
|
|
162,514 |
|
1,491 |
|
Gamesys Group plc |
|
|
22,863 |
|
200 |
|
Genki Sushi Co., Ltd. |
|
|
4,527 |
|
113,000 |
|
Genting Singapore, Ltd. |
|
|
55,532 |
|
36,100 |
|
GL Limited |
|
|
13,895 |
|
2,773 |
|
Great Canadian Gaming Corp.* |
|
|
50,216 |
|
6,216 |
|
Greggs plc* |
|
|
93,837 |
|
25,525 |
|
GVC Holdings plc* |
|
|
321,212 |
|
660 |
|
Hiday Hidaka Corp. |
|
|
12,011 |
|
1,700 |
|
HIS Co., Ltd.^ |
|
|
30,073 |
|
18,230 |
|
Hongkong & Shanghai Hotels (The) |
|
|
14,162 |
|
11,300 |
|
Hotel Grand Central, Ltd. |
|
|
7,711 |
|
1,845 |
|
InterContinental Hotels Group plc, ADR |
|
|
96,826 |
|
6,544 |
|
JD Wetherspoon plc |
|
|
70,720 |
|
868 |
|
Jumbo Interactive, Ltd. |
|
|
7,822 |
|
1,100 |
|
KFC Holdings Japan, Ltd. |
|
|
28,512 |
|
6,856 |
|
Kindred Group plc |
|
|
49,828 |
|
1,700 |
|
Komeda Holdings Co., Ltd. |
|
|
31,767 |
|
1,900 |
|
Koshidaka Holdings Co., Ltd. |
|
|
7,786 |
|
400 |
|
Kura Sushi, Inc. |
|
|
21,758 |
|
1,100 |
|
Kyoritsu Maintenance Co., Ltd. |
|
|
40,923 |
|
70,000 |
|
Macau Legend Development, Ltd.* |
|
|
9,489 |
|
33,812 |
|
Marstons plc |
|
|
19,097 |
|
200 |
|
Matsuyafoods Holdings Co., Ltd. |
|
|
6,940 |
|
500 |
|
McDonalds Holdings Co., Ltd. |
|
|
24,326 |
|
36,000 |
|
Melco International Development Ltd. |
|
|
63,696 |
|
5,571 |
|
Melia Hotels International SA* |
|
|
20,362 |
|
25,327 |
|
MGM China Holdings, Ltd. |
|
|
31,450 |
|
14,000 |
|
Miramar Hotel & Investment |
|
|
23,520 |
|
10,745 |
|
Mitchells & Butlers plc* |
|
|
18,670 |
|
400 |
|
Monogatari Corp. (The) |
|
|
39,444 |
|
1,110 |
|
Mty Food Group, Inc. |
|
|
27,587 |
|
46,000 |
|
NagaCorp, Ltd. |
|
|
54,950 |
|
1,223 |
|
Orascom Development Holding AG* |
|
|
11,816 |
|
200 |
|
Oriental Land Co., Ltd. |
|
|
28,023 |
|
2,702 |
|
Pandox AB* |
|
|
31,028 |
|
900 |
|
Pizza Pizza Royalty Corp. |
|
|
5,644 |
|
10,182 |
|
PlayTech plc |
|
|
47,592 |
|
12,439 |
|
Rank Group plc |
|
|
14,927 |
|
600 |
|
Renaissance, Inc. |
|
|
5,387 |
|
4,200 |
|
Resorttrust, Inc. |
|
|
64,110 |
|
2,357 |
|
Restaurant Brands International, Inc. |
|
|
135,394 |
|
392 |
|
Restaurant Brands International, Inc. |
|
|
22,544 |
|
4,293 |
|
Restaurant Brands New Zealand, Ltd.* |
|
|
33,831 |
|
17,404 |
|
Restaurant Group plc (The)* |
|
|
11,104 |
|
300 |
|
Ringer Hut Co., Ltd. |
|
|
7,365 |
|
3,200 |
|
Round One Corp. |
|
|
25,818 |
|
1,300 |
|
Royal Holdings Co., Ltd. |
|
|
22,497 |
|
1,200 |
|
Saint Marc Holdings Co., Ltd. |
|
|
17,661 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Hotels, Restaurants & Leisure, continued |
|
|
|
|
1,400 |
|
Saizeriya Co., Ltd. |
|
$ |
28,512 |
|
16,988 |
|
Sands China, Ltd. |
|
|
66,107 |
|
5,463 |
|
Scandic Hotels Group AB^(a) |
|
|
16,452 |
|
44,000 |
|
Shangri-La Asia, Ltd.* |
|
|
36,154 |
|
56,868 |
|
SJM Holdings, Ltd. |
|
|
67,162 |
|
1,360 |
|
SkiStar AB |
|
|
18,324 |
|
28,026 |
|
Sky City Entertainment Group, Ltd. |
|
|
55,489 |
|
6,100 |
|
Skylark Holdings Co., Ltd. |
|
|
87,073 |
|
2,576 |
|
Sodexo SA |
|
|
183,421 |
|
20,846 |
|
SSP Group plc |
|
|
48,334 |
|
40,062 |
|
Star Entertainment Group, Ltd. (The) |
|
|
88,113 |
|
2,000 |
|
Sushiro Global Holdings, Ltd. |
|
|
50,493 |
|
63,524 |
|
Tabcorp Holdings, Ltd. |
|
|
152,417 |
|
581 |
|
The Gym Group plc*(a) |
|
|
1,019 |
|
137 |
|
Tivoli A/S* |
|
|
14,053 |
|
4,500 |
|
Tokyo Dome Corp. |
|
|
32,404 |
|
800 |
|
Tokyotokeiba Co., Ltd. |
|
|
40,553 |
|
2,200 |
|
Toridoll Holding Corp. |
|
|
29,812 |
|
400 |
|
Tosho Co., Ltd. |
|
|
4,947 |
|
7,082 |
|
TUI AG^ |
|
|
26,549 |
|
5,022 |
|
Whitbread plc |
|
|
136,951 |
|
41,297 |
|
William Hill plc |
|
|
147,705 |
|
26,430 |
|
Wynn Macau, Ltd.* |
|
|
42,310 |
|
1,200 |
|
Yoshinoya Holdings Co., Ltd. |
|
|
22,483 |
|
3,500 |
|
Zensho Holdings Co., Ltd. |
|
|
82,609 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,431,431 |
|
|
|
|
|
|
|
|
Household Durables (1.9%): |
|
|
|
|
5,875 |
|
Azorim-Investment Development & Construction Co., Ltd.* |
|
|
10,467 |
|
4,812 |
|
Bang & Olufsen A/S* |
|
|
10,883 |
|
19,035 |
|
Barratt Developments plc |
|
|
116,364 |
|
3,516 |
|
Bellway plc |
|
|
106,289 |
|
2,120 |
|
Berkeley Group Holdings plc (The) |
|
|
115,315 |
|
1,566 |
|
Bigben Interactive* |
|
|
27,204 |
|
3,728 |
|
Bonava AB |
|
|
30,793 |
|
6,992 |
|
Bovis Homes Group plc |
|
|
51,386 |
|
4,028 |
|
Breville Group, Ltd. |
|
|
72,816 |
|
27,975 |
|
Cairn Home plc |
|
|
25,839 |
|
3,700 |
|
Casio Computer Co., Ltd. |
|
|
59,748 |
|
600 |
|
Chofu Seisakusho Co., Ltd. |
|
|
12,537 |
|
1,800 |
|
Cleanup Corp. |
|
|
8,780 |
|
1,800 |
|
Corona Corp. |
|
|
16,900 |
|
9,695 |
|
Countryside Properties plc(a) |
|
|
41,874 |
|
11,005 |
|
Crest Nicholson Holdings plc |
|
|
27,970 |
|
1,076 |
|
DeLonghi* |
|
|
36,765 |
|
7,507 |
|
DFS Furniture plc |
|
|
16,020 |
|
1,000 |
|
Dorel Industries, Inc.* |
|
|
8,915 |
|
2,152 |
|
Duni AB |
|
|
21,620 |
|
4,630 |
|
Electrolux AB, Series B, Class B |
|
|
107,961 |
|
2,700 |
|
Es-Con Japan, Ltd. |
|
|
22,277 |
|
800 |
|
Eslead Corp. |
|
|
10,299 |
|
2,053 |
|
Fiskars OYJ Abp |
|
|
27,916 |
|
2,700 |
|
FJ Next Co., Ltd. |
|
|
22,987 |
|
49 |
|
Forbo Holding AG |
|
|
80,293 |
|
1,600 |
|
Foster Electric Co., Ltd. |
|
|
17,184 |
|
1,400 |
|
France Bed Holdings Co., Ltd. |
|
|
11,752 |
|
1,600 |
|
Fuji Corp., Ltd. |
|
|
8,145 |
|
900 |
|
Fujitsu General, Ltd. |
|
|
26,099 |
|
14,200 |
|
Haseko Corp. |
|
|
186,741 |
|
700 |
|
Hoosiers Holdings |
|
|
4,390 |
|
187 |
|
Hunter Douglas NV |
|
|
10,889 |
|
10,452 |
|
Husqvarna AB, Class B |
|
|
115,134 |
|
3,200 |
|
Iida Group Holdings Co., Ltd. |
|
|
64,708 |
|
3,489 |
|
JM AB |
|
|
108,132 |
|
10,600 |
|
Jvc Kenwood Corp. |
|
|
14,750 |
|
958 |
|
Kaufman & Broad SA |
|
|
37,956 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Household Durables, continued |
|
|
|
|
1,300 |
|
LEC, Inc. |
|
$ |
20,844 |
|
540 |
|
Leifheit AG* |
|
|
20,511 |
|
54,800 |
|
Man Wah Holdings, Ltd. |
|
|
72,785 |
|
18,466 |
|
McCarthy & Stone plc(a) |
|
|
16,625 |
|
10 |
|
Metall Zug AG |
|
|
14,227 |
|
1,363 |
|
Neinor Homes SA*(a) |
|
|
17,427 |
|
6,900 |
|
Nikon Corp.^ |
|
|
46,627 |
|
7,754 |
|
Nobia AB* |
|
|
51,773 |
|
39,400 |
|
Panasonic Corp. |
|
|
333,798 |
|
5,699 |
|
Persimmon plc |
|
|
180,974 |
|
3,200 |
|
Pressance Corp. |
|
|
42,390 |
|
6,708 |
|
Redrow plc |
|
|
34,896 |
|
200 |
|
Rinnai Corp. |
|
|
19,542 |
|
1,300 |
|
Sangetsu Corp. |
|
|
19,989 |
|
786 |
|
SEB SA |
|
|
127,837 |
|
13,000 |
|
Sekisui Chemical Co., Ltd. |
|
|
207,843 |
|
3,200 |
|
Sekisui House, Ltd. |
|
|
56,602 |
|
3,000 |
|
Sharp Corp. |
|
|
37,174 |
|
13,600 |
|
Sony Corp. |
|
|
1,040,343 |
|
2,500 |
|
Space Value Holdings Co., Ltd. |
|
|
12,035 |
|
2,200 |
|
Starts Corp., Inc. |
|
|
48,315 |
|
6,900 |
|
Sumitomo Forestry Co., Ltd. |
|
|
110,040 |
|
328 |
|
Surteco Group SE* |
|
|
8,177 |
|
1,100 |
|
Tamron Co., Ltd. |
|
|
17,363 |
|
51,750 |
|
Taylor Wimpey plc |
|
|
71,997 |
|
13,187 |
|
Techtronic Industries Co., Ltd. |
|
|
173,410 |
|
805 |
|
The Vitec Group plc* |
|
|
7,735 |
|
1,000 |
|
TOA Corp. |
|
|
8,122 |
|
3,468 |
|
TomTom NV* |
|
|
26,067 |
|
100 |
|
V-ZUG Holding AG* |
|
|
8,153 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,549,719 |
|
|
|
|
|
|
|
|
Household Products (0.3%): |
|
|
|
|
5,732 |
|
Essity AB, Class B* |
|
|
193,770 |
|
407 |
|
Henkel AG & Co. KGaA |
|
|
38,118 |
|
1,700 |
|
Lion Corp. |
|
|
34,967 |
|
14,255 |
|
Mcbride plc |
|
|
11,226 |
|
1,600 |
|
Pigeon Corp. |
|
|
71,494 |
|
5,635 |
|
PZ Cussons plc |
|
|
17,060 |
|
2,279 |
|
Reckitt Benckiser Group plc |
|
|
222,145 |
|
800 |
|
Unicharm Corp. |
|
|
35,744 |
|
|
|
|
|
|
|
|
|
|
|
|
|
624,524 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.5%): |
|
|
|
|
2,027 |
|
Albioma SA |
|
|
105,537 |
|
3,959 |
|
Boralex, Inc., Class A |
|
|
114,452 |
|
1,800 |
|
Capital Power Corp. |
|
|
39,734 |
|
26,474 |
|
Drax Group plc |
|
|
90,892 |
|
3,321 |
|
EDP Renovaveis SA |
|
|
55,015 |
|
1,300 |
|
Electric Power Development Co., Ltd. |
|
|
20,064 |
|
2,480 |
|
ERG SpA |
|
|
62,358 |
|
9,297 |
|
Falck Renewables SpA |
|
|
58,560 |
|
3,741 |
|
Innergex Renewable Energy, Inc. |
|
|
67,604 |
|
1,207 |
|
Kenon Holdings, Ltd. |
|
|
27,281 |
|
10,105 |
|
Meridian Energy, Ltd. |
|
|
32,949 |
|
16,056 |
|
New Energy Solar, Ltd. |
|
|
9,303 |
|
4,661 |
|
Northland Power, Inc. |
|
|
141,014 |
|
3,405 |
|
OPC Energy, Ltd. |
|
|
30,954 |
|
1,917 |
|
Scatec Solar ASA(a) |
|
|
44,349 |
|
16,748 |
|
Transalta Corp. |
|
|
103,024 |
|
3,700 |
|
Transalta Renewables, Inc. |
|
|
46,493 |
|
3,369 |
|
Uniper SE |
|
|
108,838 |
|
700 |
|
West Holdings Corp. |
|
|
19,206 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,177,627 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.8%): |
|
|
|
|
8,000 |
|
Chevalier International Holdings Ltd. |
|
|
9,394 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Industrial Conglomerates, continued |
|
|
|
|
53,556 |
|
CIR SpA-Compagnie Industriali |
|
$ |
24,562 |
|
40,430 |
|
CK Hutchison Holdings, Ltd. |
|
|
245,131 |
|
1,837 |
|
DCC plc |
|
|
141,542 |
|
2,000 |
|
Guoco Group, Ltd. |
|
|
25,293 |
|
1,269 |
|
Indus Holding AG |
|
|
41,723 |
|
515 |
|
Italmobiliare SpA |
|
|
17,760 |
|
1,500 |
|
Katakura Industries Co., Ltd. |
|
|
17,566 |
|
1,800 |
|
Keihan Holdings Co., Ltd. |
|
|
74,661 |
|
23,700 |
|
Keppel Corp., Ltd. |
|
|
77,758 |
|
447 |
|
Lifco AB-B Shs |
|
|
34,580 |
|
5,400 |
|
Nisshinbo Holdings, Inc. |
|
|
36,865 |
|
1,487 |
|
Nolato AB* |
|
|
144,379 |
|
23,000 |
|
NWS Holdings, Ltd. |
|
|
17,574 |
|
2,253 |
|
Rheinmetall AG |
|
|
203,101 |
|
7,600 |
|
Seibu Holdings, Inc. |
|
|
81,764 |
|
57,400 |
|
SembCorp Industries, Ltd. |
|
|
56,470 |
|
70,000 |
|
Shun Tak Holdings, Ltd. |
|
|
22,578 |
|
3,281 |
|
Siemens AG, Registered Shares |
|
|
414,818 |
|
6,758 |
|
Smiths Group plc |
|
|
118,789 |
|
5,400 |
|
Tokai Holdings Corp. |
|
|
53,324 |
|
1,900 |
|
Toshiba Corp. |
|
|
48,370 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,908,002 |
|
|
|
|
|
|
|
|
Insurance (3.0%): |
|
|
|
|
4,753 |
|
Admiral Group plc |
|
|
160,276 |
|
31,926 |
|
AEGON NV |
|
|
82,904 |
|
3,360 |
|
Ageas NV |
|
|
137,105 |
|
54,040 |
|
AIA Group, Ltd. |
|
|
532,375 |
|
4,109 |
|
Alm Brand A/S* |
|
|
46,985 |
|
7,457 |
|
ASR Nederland NV |
|
|
250,773 |
|
11,584 |
|
Assicurazioni Generali SpA |
|
|
163,123 |
|
1,203 |
|
AUB Group, Ltd. |
|
|
14,365 |
|
71,643 |
|
Aviva plc |
|
|
263,394 |
|
15,524 |
|
AXA SA |
|
|
286,544 |
|
999 |
|
Baloise Holding AG, Registered Shares |
|
|
146,993 |
|
12,901 |
|
Beazley plc |
|
|
50,977 |
|
7,384 |
|
Chesnara plc |
|
|
26,190 |
|
2,213 |
|
Clal Insurance Enterprises Holdings, Ltd.* |
|
|
20,833 |
|
2,983 |
|
CNP Assurances SA |
|
|
37,274 |
|
5,028 |
|
Coface SA |
|
|
35,140 |
|
4,900 |
|
Dai-ichi Life Holdings, Inc. |
|
|
69,165 |
|
39,884 |
|
Direct Line Insurance Group plc |
|
|
138,807 |
|
82 |
|
E-L Financial Corp., Ltd. |
|
|
40,523 |
|
498 |
|
Fairfax Financial Holdings, Ltd. |
|
|
146,662 |
|
1,054 |
|
FBD Holdings plc* |
|
|
7,733 |
|
3,200 |
|
Great-West Lifeco, Inc. |
|
|
62,539 |
|
1,465 |
|
Grupo Catalana Occidente SA |
|
|
36,901 |
|
539 |
|
Hannover Rueck SE |
|
|
83,545 |
|
5,987 |
|
Harel Insurance Investments &* |
|
|
37,423 |
|
15,099 |
|
Hastings Group Holdings, Ltd.(a) |
|
|
49,131 |
|
1,855 |
|
Helvetia Holding AG |
|
|
157,501 |
|
6,718 |
|
Hiscox, Ltd.* |
|
|
77,308 |
|
3,319 |
|
IA Financial Corp., Inc. |
|
|
115,544 |
|
506 |
|
IDI Insurance Co., Ltd.* |
|
|
12,443 |
|
28,539 |
|
Insurance Australia Group, Ltd. |
|
|
89,797 |
|
700 |
|
Intact Financial Corp. |
|
|
74,963 |
|
6,700 |
|
Japan Post Holdings Co., Ltd. |
|
|
45,707 |
|
64,369 |
|
Just Group plc* |
|
|
37,261 |
|
7,487 |
|
Lancashire Holdings, Ltd. |
|
|
66,703 |
|
72,758 |
|
Legal & General Group plc |
|
|
176,297 |
|
13,895 |
|
Manulife Financial Corp. |
|
|
193,279 |
|
2,683 |
|
Manulife Financial Corp. |
|
|
37,321 |
|
25,567 |
|
Mapfre SA |
|
|
40,029 |
|
40,419 |
|
Medibank Private, Ltd. |
|
|
72,795 |
|
1,055 |
|
Menora Mivtachim Holdings, Ltd.* |
|
|
12,775 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Insurance, continued |
|
|
|
|
16,641 |
|
Migdal Insurance & Financial Holding, Ltd.* |
|
$ |
10,814 |
|
2,100 |
|
MS&AD Insurance Group Holdings, Inc. |
|
|
56,887 |
|
555 |
|
Muenchener Rueckversicherungs-Gesellschaft AG |
|
|
140,897 |
|
20,116 |
|
NIB Holdings, Ltd. |
|
|
58,964 |
|
6,250 |
|
NN Group NV |
|
|
234,732 |
|
4,541 |
|
Phoenix Group Holdings plc |
|
|
40,386 |
|
7,577 |
|
Phoenix Holdings, Ltd. (The)* |
|
|
35,078 |
|
5,968 |
|
Poste Italiane SpA(a) |
|
|
52,860 |
|
2,517 |
|
Prudential plc, ADR |
|
|
71,961 |
|
23,988 |
|
QBE Insurance Group, Ltd. |
|
|
148,427 |
|
19,383 |
|
RSA Insurance Group plc |
|
|
112,734 |
|
3,005 |
|
Sabre Insurance Group plc(a) |
|
|
9,844 |
|
57,341 |
|
Saga plc |
|
|
9,208 |
|
1,457 |
|
Sampo Oyj, Class A |
|
|
57,635 |
|
5,815 |
|
SCOR SA* |
|
|
161,095 |
|
8,029 |
|
Societa Cattolica di Assicuraz* |
|
|
42,739 |
|
1,500 |
|
Sompo Holdings, Inc. |
|
|
51,965 |
|
10,578 |
|
Steadfast Group, Ltd. |
|
|
24,303 |
|
8,620 |
|
Storebrand ASA |
|
|
45,176 |
|
3,075 |
|
Sun Life Financial, Inc. |
|
|
125,245 |
|
21,865 |
|
Suncorp Group, Ltd. |
|
|
132,796 |
|
353 |
|
Swiss Life Holding AG, Registered Shares |
|
|
133,408 |
|
2,645 |
|
Swiss Re AG |
|
|
195,825 |
|
5,900 |
|
T&D Holdings, Inc. |
|
|
58,358 |
|
1,446 |
|
Talanx AG |
|
|
46,653 |
|
2,400 |
|
Tokio Marine Holdings, Inc. |
|
|
105,115 |
|
1,470 |
|
Topdanmark A/S |
|
|
71,054 |
|
23 |
|
Trisura Group, Ltd.* |
|
|
1,464 |
|
934 |
|
Tryg A/S |
|
|
29,444 |
|
15,269 |
|
Unipol Gruppo Finanziario SpA* |
|
|
66,698 |
|
14,182 |
|
UnipolSai Assicurazioni SpA |
|
|
36,986 |
|
6,313 |
|
Uniqa Insurance Group AG |
|
|
38,087 |
|
54 |
|
Vaudoise Assurances Holding SA |
|
|
26,737 |
|
2,033 |
|
Vienna Insurance Group AG Wiener Versicherung Gruppe |
|
|
45,218 |
|
1,796 |
|
Wuestenrot & Wuerttembergische AG |
|
|
30,064 |
|
1,270 |
|
Zurich Insurance Group AG |
|
|
441,680 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,087,940 |
|
|
|
|
|
|
|
|
Interactive Media & Services (0.4%): |
|
|
|
|
1,083 |
|
Adevinta ASA* |
|
|
18,584 |
|
22,069 |
|
Auto Trader Group plc(a) |
|
|
159,606 |
|
8,625 |
|
Carsales.com, Ltd. |
|
|
128,050 |
|
1,200 |
|
Dip Corp. |
|
|
24,662 |
|
5,600 |
|
Gree, Inc. |
|
|
27,366 |
|
2,200 |
|
Kakaku.com, Inc. |
|
|
58,170 |
|
2,000 |
|
mixi, Inc. |
|
|
54,537 |
|
135 |
|
New Work SE |
|
|
41,180 |
|
606 |
|
REA Group, Ltd. |
|
|
47,873 |
|
26,634 |
|
Rightmove plc |
|
|
214,340 |
|
1,046 |
|
Scout24 AG(a) |
|
|
91,287 |
|
25,314 |
|
Solocal Group* |
|
|
913 |
|
15,200 |
|
Z Holdings Corp. |
|
|
101,567 |
|
1,700 |
|
Zigexn Co., Ltd. |
|
|
5,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
973,712 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (0.4%): |
|
|
|
|
800 |
|
ASKUL Corp. |
|
|
32,709 |
|
1,900 |
|
Belluna Co., Ltd. |
|
|
17,230 |
|
18,446 |
|
Boohoo Group plc* |
|
|
88,990 |
|
342 |
|
Delivery Hero SE*(a) |
|
|
39,335 |
|
3,809 |
|
Dustin Group AB(a) |
|
|
23,937 |
|
2,462 |
|
eDreams ODIGEO SA* |
|
|
6,624 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Internet & Direct Marketing Retail, continued |
|
|
|
|
2,400 |
|
Enigmo, Inc. |
|
$ |
38,232 |
|
595 |
|
Just Eat Takeaway.com NV*(a) |
|
|
66,474 |
|
22,749 |
|
Moneysupermarket.com Group plc |
|
|
77,967 |
|
6,515 |
|
N Brown Group plc |
|
|
4,522 |
|
1,472 |
|
Ocado Group plc* |
|
|
52,011 |
|
7,306 |
|
On The Beach Group plc(a) |
|
|
22,923 |
|
800 |
|
Open Door, Inc.* |
|
|
10,427 |
|
2,202 |
|
Prosus NV* |
|
|
203,040 |
|
2,059 |
|
Rocket Internet SE*(a) |
|
|
45,051 |
|
1,817 |
|
Takkt AG* |
|
|
22,662 |
|
6,523 |
|
Webjet, Ltd. |
|
|
18,282 |
|
624 |
|
Zalando SE*(a) |
|
|
58,401 |
|
1,200 |
|
ZOZO, Inc. |
|
|
33,473 |
|
|
|
|
|
|
|
|
|
|
|
|
|
862,290 |
|
|
|
|
|
|
|
|
IT Services (1.8%): |
|
|
|
|
1,366 |
|
AddNode Group AB |
|
|
31,454 |
|
53 |
|
Adyen NV*(a) |
|
|
97,659 |
|
370 |
|
Allgeier SE |
|
|
22,636 |
|
725 |
|
Alten SA* |
|
|
68,600 |
|
3,748 |
|
Amadeus IT Group SA |
|
|
207,973 |
|
733 |
|
Appen, Ltd. |
|
|
17,936 |
|
3,853 |
|
Atea ASA |
|
|
47,190 |
|
2,869 |
|
Atos SE |
|
|
231,080 |
|
1,266 |
|
Bechtle AG |
|
|
256,580 |
|
1,900 |
|
CAC Holdings Corp. |
|
|
25,360 |
|
1,034 |
|
Cancom SE |
|
|
53,451 |
|
2,594 |
|
Capgemini SA |
|
|
332,188 |
|
2,893 |
|
CGI, Inc.* |
|
|
196,059 |
|
700 |
|
CGI, Inc.* |
|
|
47,518 |
|
4,933 |
|
Columbus A/S* |
|
|
5,591 |
|
5,202 |
|
Computacenter plc |
|
|
158,986 |
|
10,319 |
|
Computershare, Ltd. |
|
|
90,580 |
|
1,600 |
|
Comture Corp. |
|
|
40,152 |
|
7,824 |
|
Data#3, Ltd. |
|
|
37,236 |
|
500 |
|
Densan System Co., Ltd. |
|
|
17,517 |
|
317 |
|
Devoteam SA* |
|
|
36,213 |
|
1,400 |
|
DTS Corp. |
|
|
29,770 |
|
8,624 |
|
Econocom Group SA/NV* |
|
|
26,021 |
|
1,000 |
|
E-Guardian, Inc. |
|
|
31,617 |
|
1,224 |
|
Enea AB* |
|
|
26,843 |
|
16,132 |
|
Equiniti Group plc(a) |
|
|
23,589 |
|
3,891 |
|
Fdm Group Holdings plc |
|
|
50,751 |
|
457 |
|
Formula Systems 1985, Ltd. |
|
|
38,644 |
|
700 |
|
Fujitsu, Ltd. |
|
|
95,864 |
|
800 |
|
Future Corp. |
|
|
16,596 |
|
1,953 |
|
GFT Technologies SE |
|
|
26,555 |
|
6,665 |
|
Global Dominion Access SA(a) |
|
|
27,128 |
|
2,200 |
|
GMO Internet, Inc. |
|
|
57,518 |
|
400 |
|
GMO Payment Gateway, Inc. |
|
|
43,024 |
|
287 |
|
Groupe Open* |
|
|
4,983 |
|
2,320 |
|
HIQ International AB |
|
|
18,563 |
|
800 |
|
ID Holdings Corp. |
|
|
11,357 |
|
6,538 |
|
Indra Sistemas SA* |
|
|
46,394 |
|
1,200 |
|
Infocom Corp. |
|
|
46,277 |
|
700 |
|
Information Services Internati |
|
|
44,129 |
|
2,776 |
|
Iomart Group plc |
|
|
12,715 |
|
1,100 |
|
Itochu Techno-Solutions Corp. |
|
|
41,869 |
|
4,549 |
|
Kainos Group plc |
|
|
58,328 |
|
400 |
|
Kanematsu Electronics, Ltd. |
|
|
16,206 |
|
1,915 |
|
Knowit AB |
|
|
48,674 |
|
19,315 |
|
Link Administration Holdings, Ltd. |
|
|
51,734 |
|
896 |
|
Matrix It, Ltd. |
|
|
21,062 |
|
300 |
|
Mitsubishi Research Institute |
|
|
12,645 |
|
9,872 |
|
NCC Group plc |
|
|
22,401 |
|
600 |
|
NEC Networks & System Integrat |
|
|
11,528 |
|
1,300 |
|
NET One Systems Co., Ltd. |
|
|
59,285 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
IT Services, continued |
|
|
|
|
3,000 |
|
Nihon Unisys, Ltd. |
|
$ |
94,221 |
|
2,556 |
|
Nomura Research Institute, Ltd. |
|
|
75,132 |
|
800 |
|
NS Solutions Corp. |
|
|
24,692 |
|
2,200 |
|
Nsd Co., Ltd. |
|
|
43,058 |
|
5,500 |
|
NTT Data Corp. |
|
|
70,516 |
|
4,539 |
|
Ordina NV* |
|
|
12,076 |
|
1,400 |
|
Otsuka Corp. |
|
|
71,656 |
|
1,200 |
|
Poletowin Pitcrew Holdings, Inc. |
|
|
10,846 |
|
663 |
|
Reply SpA |
|
|
76,291 |
|
800 |
|
SCSK Corp. |
|
|
44,764 |
|
159 |
|
Shopify, Inc., Class A* |
|
|
162,652 |
|
800 |
|
Softbank Technology Corp. |
|
|
28,047 |
|
4,633 |
|
Softcat plc |
|
|
72,167 |
|
857 |
|
Sopra Steria Group |
|
|
135,786 |
|
16,000 |
|
Sunevision Holdings, Ltd. |
|
|
13,107 |
|
519 |
|
Sword Group |
|
|
19,289 |
|
1,200 |
|
TDC Soft, Inc. |
|
|
12,225 |
|
2,800 |
|
TechMatrix Corp. |
|
|
60,979 |
|
3,894 |
|
The Citadel Group, Ltd. |
|
|
15,674 |
|
1,232 |
|
Tieto OYJ |
|
|
34,062 |
|
4,500 |
|
TIS, Inc. |
|
|
95,656 |
|
727 |
|
Worldline SA*(a) |
|
|
59,605 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,276,530 |
|
|
|
|
|
|
|
|
Leisure Products (0.4%): |
|
|
|
|
1,179 |
|
Accell Group |
|
|
32,672 |
|
1,700 |
|
Bandai Namco Holdings, Inc. |
|
|
124,201 |
|
1,106 |
|
BRP, Inc. |
|
|
58,440 |
|
1,319 |
|
Games Workshop Group plc |
|
|
173,778 |
|
800 |
|
Globeride, Inc. |
|
|
23,566 |
|
72,000 |
|
Goodbaby International Holdings, Ltd.* |
|
|
9,070 |
|
2,500 |
|
Heiwa Corp. |
|
|
41,134 |
|
500 |
|
Mars Group Holdings Corp. |
|
|
8,433 |
|
2,702 |
|
Maytronics, Ltd. |
|
|
41,532 |
|
800 |
|
Mizuno Corp. |
|
|
14,438 |
|
26,132 |
|
Photo-Me International plc |
|
|
17,152 |
|
1,200 |
|
Sankyo Co., Ltd. |
|
|
31,457 |
|
3,600 |
|
Sega Sammy Holdings, Inc. |
|
|
43,793 |
|
1,337 |
|
Spin Master Corp.*(a) |
|
|
28,861 |
|
1,169 |
|
Technogym SpA*(a) |
|
|
10,004 |
|
1,995 |
|
Thule Group AB (The)(a) |
|
|
66,086 |
|
4,700 |
|
Tomy Co., Ltd. |
|
|
40,482 |
|
385 |
|
Trigano SA |
|
|
59,438 |
|
700 |
|
Universal Entertainment Corp.* |
|
|
12,831 |
|
500 |
|
Yamaha Corp. |
|
|
23,936 |
|
|
|
|
|
|
|
|
|
|
|
|
|
861,304 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.6%): |
|
|
|
|
125 |
|
Bachem Holding AG, Class B |
|
|
52,954 |
|
2,607 |
|
Biotage AB |
|
|
51,628 |
|
2,446 |
|
Clinigen Group plc |
|
|
22,104 |
|
600 |
|
Cmic Holdings Co., Ltd. |
|
|
7,698 |
|
1,200 |
|
Eps Holdings, Inc. |
|
|
11,869 |
|
338 |
|
Eurofins Scientific SE |
|
|
267,540 |
|
1,626 |
|
Gerresheimer AG |
|
|
181,923 |
|
603 |
|
Lonza Group AG, Registered Shares |
|
|
372,321 |
|
1,322 |
|
Qiagen NV* |
|
|
69,088 |
|
627 |
|
Sartorius Stedim Biotech |
|
|
215,921 |
|
1,600 |
|
Shin Nippon Biomedical Laborat |
|
|
11,262 |
|
97 |
|
Siegfried Holding AG |
|
|
66,371 |
|
299 |
|
Tecan Group AG |
|
|
148,740 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,479,419 |
|
|
|
|
|
|
|
|
Machinery (4.1%): |
|
|
|
|
3,060 |
|
Aalberts NV |
|
|
110,492 |
|
2,600 |
|
Aichi Corp. |
|
|
21,716 |
|
2,100 |
|
Aida Engineering, Ltd. |
|
|
14,427 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
5,348 |
|
Alfa Laval AB |
|
$ |
118,083 |
|
1,607 |
|
Alimak Group AB(a) |
|
|
21,793 |
|
900 |
|
Alinco, Inc. |
|
|
8,289 |
|
901 |
|
Alstom SA* |
|
|
44,853 |
|
10,200 |
|
Amada Holdings Co., Ltd. |
|
|
95,613 |
|
2,790 |
|
Andritz AG |
|
|
85,941 |
|
2,000 |
|
Anest Iwata Corp. |
|
|
16,432 |
|
2,700 |
|
Asahi Diamond Industrial Co., Ltd. |
|
|
12,519 |
|
2,774 |
|
Atlas Copco AB |
|
|
115,622 |
|
4,706 |
|
Atlas Copco AB, Class A |
|
|
224,068 |
|
1,149 |
|
ATS Automation Tooling Systems, Inc.* |
|
|
14,939 |
|
1,300 |
|
Bando Chemical Industries, Ltd. |
|
|
7,402 |
|
2,296 |
|
Beijer Alma AB, Class B |
|
|
29,501 |
|
506 |
|
Bobst Group SA |
|
|
31,424 |
|
10,601 |
|
Bodycote plc |
|
|
78,605 |
|
243 |
|
Bucher Industries AG |
|
|
92,621 |
|
66 |
|
Burckhardt Compression Holding AG |
|
|
16,643 |
|
1,623 |
|
Cargotec OYJ |
|
|
55,922 |
|
500 |
|
Chugai Ro Co., Ltd. |
|
|
7,223 |
|
27,705 |
|
CNH Industrial NV |
|
|
215,286 |
|
2,050 |
|
Concentric AB |
|
|
39,633 |
|
1,110 |
|
Construcc y Aux de Ferrocarr SA* |
|
|
38,217 |
|
56 |
|
Conzzeta AG |
|
|
59,998 |
|
168 |
|
Daetwyler Holding AG |
|
|
37,275 |
|
600 |
|
Daifuku Co., Ltd. |
|
|
60,399 |
|
1,900 |
|
Daihatsu Diesel Manufacturing Co., Ltd. |
|
|
7,742 |
|
2,100 |
|
Daiwa Industries, Ltd. |
|
|
18,924 |
|
3,272 |
|
Danieli & C Officine Meccaniche SpA |
|
|
36,468 |
|
1,449 |
|
Danieli & C Officine Meccaniche SpA |
|
|
24,824 |
|
7,304 |
|
Deutz AG |
|
|
42,516 |
|
6,200 |
|
DMG Mori Co., Ltd. |
|
|
86,070 |
|
1,985 |
|
Duerr AG |
|
|
61,076 |
|
3,400 |
|
Ebara Corp. |
|
|
91,859 |
|
4,630 |
|
Electrolux Professional AB, Class B* |
|
|
18,545 |
|
2,774 |
|
Epiroc AB |
|
|
38,597 |
|
6,356 |
|
Epiroc AB, Class A |
|
|
92,292 |
|
1,500 |
|
Exco Technologies, Ltd. |
|
|
7,413 |
|
300 |
|
FANUC Corp. |
|
|
57,559 |
|
114 |
|
Feintool International Holding AG |
|
|
6,486 |
|
19,282 |
|
Fincantieri SpA*^ |
|
|
12,402 |
|
1,579 |
|
Fluidra SA* |
|
|
26,735 |
|
2,000 |
|
Fuji Corp. |
|
|
39,606 |
|
1,700 |
|
Furukawa Co., Ltd. |
|
|
18,369 |
|
4,784 |
|
GEA Group AG |
|
|
168,614 |
|
152 |
|
Georg Fischer AG |
|
|
158,130 |
|
2,000 |
|
Glory, Ltd. |
|
|
44,655 |
|
2,253 |
|
Haldex AB* |
|
|
10,511 |
|
26,103 |
|
Heidelberger Druckmaschinen AG* |
|
|
17,257 |
|
12,800 |
|
Hino Motors, Ltd. |
|
|
82,966 |
|
1,200 |
|
Hisaka Works, Ltd. |
|
|
10,207 |
|
2,500 |
|
Hitachi Construction Machinery Co., Ltd. |
|
|
90,547 |
|
9,200 |
|
Hitachi Zosen Corp. |
|
|
38,872 |
|
500 |
|
Hosokawa Micron Corp. |
|
|
25,942 |
|
8,500 |
|
IHI Corp. |
|
|
113,588 |
|
14,403 |
|
IMI plc |
|
|
194,029 |
|
755 |
|
Industria Macchine Automatiche |
|
|
59,546 |
|
2,802 |
|
Interpump Group SpA |
|
|
104,021 |
|
17 |
|
Interroll Holding AG, Registered Shares |
|
|
42,894 |
|
1,300 |
|
Iseki & Co., Ltd. |
|
|
17,488 |
|
3,200 |
|
Japan Steel Works, Ltd. (The) |
|
|
56,202 |
|
885 |
|
JOST Werke AG(a) |
|
|
35,684 |
|
8,700 |
|
JTEKT Corp. |
|
|
68,192 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
2,600 |
|
Juki Corp. |
|
$ |
11,257 |
|
3,751 |
|
Jungheinrich AG |
|
|
129,390 |
|
555 |
|
Kardex Holding AG |
|
|
102,487 |
|
900 |
|
Kato Works Co., Ltd. |
|
|
9,586 |
|
6,900 |
|
Kawasaki Heavy Industries, Ltd. |
|
|
93,396 |
|
2,997 |
|
Kion Group AG |
|
|
257,353 |
|
400 |
|
Kitagawa Iron Works Co., Ltd. |
|
|
5,534 |
|
1,400 |
|
Kito Corp. |
|
|
16,454 |
|
5,100 |
|
Kitz Corp. |
|
|
28,985 |
|
572 |
|
Koenig & Bauer AG* |
|
|
12,873 |
|
6,700 |
|
Komatsu, Ltd. |
|
|
147,518 |
|
184 |
|
Komax Holding AG |
|
|
31,840 |
|
2,900 |
|
Komori Corp. |
|
|
20,329 |
|
2,802 |
|
Kone OYJ, Class B |
|
|
246,299 |
|
1,994 |
|
Konecranes OYJ |
|
|
62,497 |
|
779 |
|
Krones AG |
|
|
48,374 |
|
6,700 |
|
Kubota Corp. |
|
|
119,872 |
|
2,600 |
|
Kurita Water Industries, Ltd. |
|
|
85,824 |
|
1,000 |
|
Kyokuto Kaihatsu Kogyo Co., Ltd. |
|
|
13,297 |
|
600 |
|
Maezawa Kyuso Industries Co., Ltd. |
|
|
13,112 |
|
1,600 |
|
Makino Milling Machine Co., Ltd. |
|
|
56,125 |
|
600 |
|
Makita Corp. |
|
|
28,622 |
|
586 |
|
Manitou Bf SA* |
|
|
11,280 |
|
800 |
|
Max Co., Ltd. |
|
|
11,995 |
|
2,600 |
|
Meidensha Corp. |
|
|
39,938 |
|
800 |
|
Metawater Co., Ltd. |
|
|
17,438 |
|
22,387 |
|
Metso Outotec Oyj |
|
|
157,185 |
|
7,432 |
|
MINEBEA MITSUMI, Inc. |
|
|
140,241 |
|
900 |
|
Misumi Group, Inc. |
|
|
25,158 |
|
9,000 |
|
Mitsubishi Heavy Industries, Ltd. |
|
|
199,928 |
|
1,000 |
|
Mitsubishi Logisnext Co., Ltd. |
|
|
9,061 |
|
700 |
|
Mitsuboshi Belting Co., Ltd. |
|
|
11,335 |
|
2,900 |
|
Mitsui Engineering & Shipbuilding Co., Ltd.* |
|
|
10,444 |
|
700 |
|
Miura Co., Ltd. |
|
|
34,233 |
|
19,488 |
|
Morgan Advanced Materials plc |
|
|
59,553 |
|
1,500 |
|
Morita Holdings Corp. |
|
|
29,195 |
|
1,700 |
|
Nabtesco Corp. |
|
|
61,950 |
|
1,100 |
|
Nachi-Fujikoshi Corp. |
|
|
38,731 |
|
2,000 |
|
Namura Shipbuilding Co., Ltd. |
|
|
3,043 |
|
4,700 |
|
Neles OYJ |
|
|
63,418 |
|
2,956 |
|
NFI Group, Inc. |
|
|
36,766 |
|
2,500 |
|
NGK Insulators, Ltd. |
|
|
35,675 |
|
1,569 |
|
Nilfisk Holding A/S* |
|
|
18,930 |
|
3,900 |
|
Nippon Thompson Co., Ltd. |
|
|
13,840 |
|
800 |
|
Nitta Corp. |
|
|
17,649 |
|
500 |
|
Nitto Kohki Co., Ltd. |
|
|
9,905 |
|
1,900 |
|
Nitto Seiko Co., Ltd. |
|
|
8,888 |
|
300 |
|
Noritake Co., Ltd. |
|
|
9,428 |
|
1,533 |
|
Norma Group SE |
|
|
47,603 |
|
7,000 |
|
NSK, Ltd. |
|
|
53,586 |
|
14,800 |
|
NTN Corp. |
|
|
27,876 |
|
7,984 |
|
OC Oerlikon Corp. AG |
|
|
63,468 |
|
1,700 |
|
Oiles Corp. |
|
|
24,747 |
|
600 |
|
Okuma Corp. |
|
|
28,195 |
|
400 |
|
Organo Corp. |
|
|
21,693 |
|
3,500 |
|
OSG Corp. |
|
|
56,083 |
|
1,045 |
|
Palfinger AG |
|
|
28,833 |
|
174 |
|
Pfeiffer Vacuum Technology AG |
|
|
36,132 |
|
118 |
|
Rational AG |
|
|
92,531 |
|
70 |
|
Rieter Holding AG |
|
|
6,228 |
|
40,796 |
|
Rotork plc |
|
|
147,647 |
|
1,800 |
|
Ryobi, Ltd. |
|
|
20,230 |
|
2,213 |
|
Sandvik AB* |
|
|
43,187 |
|
284 |
|
Schindler Holding AG, Registered Shares |
|
|
77,285 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
539,291 |
|
SembCorp Marine, Ltd.* |
|
$ |
58,621 |
|
388 |
|
SFS Group AG |
|
|
38,915 |
|
1,000 |
|
Shibaura Machine Co., Ltd. |
|
|
20,767 |
|
1,200 |
|
Shima Seiki Manufacturing, Ltd. |
|
|
18,945 |
|
1,900 |
|
Shinmaywa Industries, Ltd. |
|
|
16,366 |
|
78,000 |
|
Singamas Container Holdings, Ltd. |
|
|
3,138 |
|
2,200 |
|
Sintokogio, Ltd. |
|
|
14,793 |
|
3,528 |
|
Skellerup Holdings, Ltd. |
|
|
6,845 |
|
7,697 |
|
SKF AB, Class B |
|
|
158,678 |
|
100 |
|
SMC Corp. |
|
|
55,664 |
|
2,300 |
|
Sodick Co., Ltd. |
|
|
16,174 |
|
1,700 |
|
Spirax-Sarco Engineering plc |
|
|
241,653 |
|
891 |
|
Stabilus SA |
|
|
52,413 |
|
1,600 |
|
Star Micronics Co., Ltd. |
|
|
21,224 |
|
849 |
|
Sulzer AG, Registered Shares |
|
|
67,995 |
|
3,700 |
|
Sumitomo Heavy Industries, Ltd. |
|
|
86,089 |
|
3,900 |
|
Tadano, Ltd. |
|
|
32,156 |
|
900 |
|
Takeuchi Manufacturing Co., Ltd. |
|
|
17,856 |
|
3,400 |
|
Takuma Co., Ltd. |
|
|
57,914 |
|
478 |
|
Technotrans SE* |
|
|
10,769 |
|
800 |
|
Teikoku Electric Manufacturing Co., Ltd. |
|
|
8,283 |
|
2,900 |
|
THK Co., Ltd. |
|
|
72,768 |
|
3,900 |
|
Tocalo Co., Ltd. |
|
|
41,042 |
|
1,200 |
|
Tokyo Keiki, Inc. |
|
|
10,738 |
|
1,400 |
|
Torishima Pump Manufacturing Co., Ltd. |
|
|
10,860 |
|
7,217 |
|
Trelleborg AB* |
|
|
127,602 |
|
1,098 |
|
Troax Group AB |
|
|
20,656 |
|
2,700 |
|
Tsubaki Nakashima Co., Ltd. |
|
|
20,520 |
|
1,400 |
|
Tsubakimoto Chain Co. |
|
|
32,941 |
|
4,900 |
|
Tsugami Corp.^ |
|
|
57,363 |
|
1,200 |
|
Tsukishima Kikai Co., Ltd. |
|
|
14,521 |
|
600 |
|
Tsurumi Manufacturing Co., Ltd. |
|
|
10,393 |
|
5,928 |
|
Valmet Corp. |
|
|
146,750 |
|
803 |
|
Vat Group AG(a) |
|
|
153,555 |
|
1,074 |
|
VBG Group AB, Class B* |
|
|
16,738 |
|
8,722 |
|
Vesuvius plc* |
|
|
44,389 |
|
5,758 |
|
Volvo AB, Class A |
|
|
111,607 |
|
27,553 |
|
Volvo AB, Class B |
|
|
529,422 |
|
689 |
|
Vossloh AG* |
|
|
27,298 |
|
1,416 |
|
Wacker Neuson SE* |
|
|
28,943 |
|
7,232 |
|
Wartsila OYJ Abp, Class B |
|
|
56,899 |
|
560 |
|
Washtec AG* |
|
|
24,354 |
|
4,095 |
|
Weir Group plc (The) |
|
|
65,990 |
|
3,000 |
|
Yamabiko Corp. |
|
|
36,668 |
|
123,200 |
|
Yangzijiang Shipbuilding Holdings, Ltd. |
|
|
89,857 |
|
7,188 |
|
Zardoya Otis SA |
|
|
43,884 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,894,335 |
|
|
|
|
|
|
|
|
Marine (0.4%): |
|
|
|
|
32 |
|
A.P. Moeller - Maersk A/S, Class A |
|
|
46,752 |
|
40 |
|
A.P. Moeller - Maersk A/S, Class B |
|
|
63,430 |
|
1,600 |
|
Algoma Central Corp. |
|
|
12,102 |
|
3,578 |
|
American Shipping Co. ASA |
|
|
11,049 |
|
556 |
|
Clarkson plc |
|
|
16,117 |
|
1,333 |
|
D/S Norden A/S |
|
|
21,643 |
|
1,307 |
|
DFDS A/S |
|
|
43,812 |
|
1,044 |
|
Hapag-Lloyd AG^(a) |
|
|
56,457 |
|
3,300 |
|
Iino Kaiun Kaisha, Ltd. |
|
|
11,748 |
|
9,940 |
|
Irish Continental Group* |
|
|
36,220 |
|
2,300 |
|
Japan Transcity Corp. |
|
|
12,764 |
|
3,000 |
|
Kawasaki Kisen Kaisha, Ltd.* |
|
|
33,479 |
|
947 |
|
Kuehne & Nagel International AG, Registered Shares |
|
|
183,678 |
|
3,800 |
|
Mitsui O.S.K. Lines, Ltd. |
|
|
74,694 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Marine, continued |
|
|
|
|
7,000 |
|
Nippon Yusen KK |
|
$ |
121,370 |
|
600 |
|
NS United Kaiun Kaisha, Ltd. |
|
|
8,230 |
|
246,000 |
|
Pacific Basin Shipping, Ltd. |
|
|
37,906 |
|
65,000 |
|
Sitc International Holdings Co., Ltd. |
|
|
90,327 |
|
1,962 |
|
Stolt-Nielsen, Ltd. |
|
|
17,202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
898,980 |
|
|
|
|
|
|
|
|
Media (1.3%): |
|
|
|
|
1,267 |
|
4imprint Group plc* |
|
|
30,565 |
|
5,715 |
|
Aimia, Inc.* |
|
|
16,655 |
|
18,743 |
|
Altice Europe NV, Class A* |
|
|
89,755 |
|
1,460 |
|
Altice Europe NV, Class B* |
|
|
7,013 |
|
65 |
|
APG SGA SA |
|
|
13,053 |
|
14,475 |
|
Arnoldo Mondadori Editore SpA* |
|
|
19,220 |
|
2,124 |
|
Ascential plc*(a) |
|
|
8,020 |
|
4,886 |
|
Atresmedia Corp. de Medios de Comuicacion SA |
|
|
12,915 |
|
1,951 |
|
Bloomsbury Publishing plc |
|
|
4,996 |
|
6,744 |
|
Cairo Communication SpA |
|
|
10,061 |
|
701 |
|
Cogeco Communications, Inc. |
|
|
57,490 |
|
400 |
|
Cogeco, Inc. |
|
|
26,453 |
|
5,394 |
|
Corus Entertainment, Inc. |
|
|
11,708 |
|
1,600 |
|
Cyberagent, Inc. |
|
|
98,966 |
|
3,302 |
|
Daily Mail & General Trust plc |
|
|
27,706 |
|
3,900 |
|
Dentsu Group, Inc. |
|
|
115,251 |
|
3,391 |
|
Euromoney Institutional Investor plc |
|
|
34,926 |
|
8,672 |
|
Eutelsat Communications SA |
|
|
84,248 |
|
1,700 |
|
F@n Communications, Inc. |
|
|
7,816 |
|
2,800 |
|
Fuji Media Holdings, Inc.^ |
|
|
27,029 |
|
4,000 |
|
Hakuhodo DY Holdings, Inc. |
|
|
51,698 |
|
8,376 |
|
HT&E, Ltd. |
|
|
8,641 |
|
8,773 |
|
Hyve Group plc |
|
|
7,316 |
|
5,113 |
|
Informa plc* |
|
|
24,786 |
|
2,000 |
|
Intage Holdings, Inc. |
|
|
18,916 |
|
1,711 |
|
Ipsos |
|
|
42,786 |
|
119,144 |
|
ITV plc |
|
|
103,356 |
|
9,582 |
|
Ive Group, Ltd. |
|
|
5,266 |
|
3,439 |
|
JCDecaux SA |
|
|
59,581 |
|
2,300 |
|
Kadokawa Corp. |
|
|
60,845 |
|
2,312 |
|
Kin And Carta plc |
|
|
1,936 |
|
6,412 |
|
Lagardere SCA* |
|
|
158,865 |
|
3,548 |
|
Liberty Global plc, Series C* |
|
|
72,859 |
|
1,449 |
|
Liberty Global plc, Class A* |
|
|
30,443 |
|
1,664 |
|
M6 Metropole Television SA* |
|
|
19,936 |
|
1,300 |
|
Macromill, Inc. |
|
|
9,425 |
|
8,183 |
|
Mediaset Espana Comunicacion SA* |
|
|
30,297 |
|
24,075 |
|
Mediaset SpA* |
|
|
46,166 |
|
3,270 |
|
Modern Times Group MTG AB, Class B* |
|
|
45,752 |
|
80,679 |
|
Nine Entertainment Co. Holdings, Ltd. |
|
|
101,154 |
|
3,035 |
|
Nordic Entertainment Group AB, Class B |
|
|
128,648 |
|
15,502 |
|
NOS SGPS SA |
|
|
55,039 |
|
1,307 |
|
NRJ Group* |
|
|
8,435 |
|
19,083 |
|
Ooh!media, Ltd. |
|
|
16,806 |
|
6,014 |
|
Otello Corp. ASA* |
|
|
10,319 |
|
5,688 |
|
Pearson plc |
|
|
40,220 |
|
3,968 |
|
Pearson plc, ADR |
|
|
28,212 |
|
68,000 |
|
PICO Far East Holdings, Ltd. |
|
|
8,117 |
|
1,300 |
|
Proto Corp. |
|
|
15,713 |
|
6,393 |
|
Publicis Groupe SA^ |
|
|
207,150 |
|
4,026 |
|
Quebecor, Inc., Class B |
|
|
100,726 |
|
4,571 |
|
RAI Way SpA(a) |
|
|
29,010 |
|
19,457 |
|
Reach plc |
|
|
19,382 |
|
1,406 |
|
RTL Group* |
|
|
55,366 |
|
4,177 |
|
Sanoma OYJ |
|
|
53,452 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Media, continued |
|
|
|
|
641 |
|
Schibsted ASA, Class A* |
|
$ |
28,422 |
|
435 |
|
Schibsted ASA, Class B* |
|
|
17,390 |
|
16,754 |
|
SES Global, Class A |
|
|
118,515 |
|
60,999 |
|
Seven West Media, Ltd.* |
|
|
4,912 |
|
7,456 |
|
Shaw Communications, Inc. |
|
|
136,072 |
|
44,700 |
|
Singapore Press Holdings, Ltd. |
|
|
34,227 |
|
74,550 |
|
Sky Network Television, Ltd.* |
|
|
6,999 |
|
7,900 |
|
SKY Perfect JSAT Holdings, Inc. |
|
|
34,593 |
|
4,175 |
|
Societe Television Francaise 1* |
|
|
25,598 |
|
150,132 |
|
Southern Cross Media Group, Ltd. |
|
|
16,194 |
|
1,167 |
|
Stroeer SE & Co. KGaA* |
|
|
90,806 |
|
1,900 |
|
TBS Holdings, Inc. |
|
|
32,677 |
|
1,294 |
|
Telenet Group Holding NV |
|
|
50,154 |
|
15,000 |
|
Television Broadcasts, Ltd. |
|
|
13,045 |
|
1,400 |
|
TV Asahi Holdings Corp. |
|
|
22,206 |
|
500 |
|
TV Tokyo Holdings Corp. |
|
|
11,409 |
|
232 |
|
TX Group AG |
|
|
16,745 |
|
1,000 |
|
ValueCommerce Co., Ltd. |
|
|
33,697 |
|
500 |
|
Wowow, Inc. |
|
|
13,325 |
|
27,313 |
|
WPP Aunz, Ltd. |
|
|
6,903 |
|
10,008 |
|
WPP plc |
|
|
78,145 |
|
700 |
|
Zenrin Co., Ltd. |
|
|
7,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,179,999 |
|
|
|
|
|
|
|
|
Metals & Mining (5.1%): |
|
|
|
|
3,860 |
|
Acerinox SA* |
|
|
31,576 |
|
1,039 |
|
Agnico Eagle Mines, Ltd. |
|
|
82,715 |
|
400 |
|
Aichi Steel Corp. |
|
|
9,900 |
|
17,440 |
|
Alamos Gold, Inc., Class A |
|
|
153,651 |
|
2,200 |
|
Altius Minerals Corp. |
|
|
16,012 |
|
48,066 |
|
Alumina, Ltd. |
|
|
47,918 |
|
723 |
|
Amg Advanced Metallurgical Group N.V. |
|
|
11,962 |
|
4,799 |
|
Anglo American plc |
|
|
115,867 |
|
4,749 |
|
Antofagasta plc |
|
|
62,602 |
|
2,880 |
|
Aperam SA |
|
|
81,124 |
|
4,677 |
|
ArcelorMittal* |
|
|
62,365 |
|
12,400 |
|
Argonaut Gold, Inc.* |
|
|
25,053 |
|
1,100 |
|
Asahi Holdings, Inc. |
|
|
35,724 |
|
63,720 |
|
Aurelia Metals, Ltd. |
|
|
22,903 |
|
1,731 |
|
Aurubis AG |
|
|
117,901 |
|
47,615 |
|
B2Gold Corp. |
|
|
310,066 |
|
5,920 |
|
Barrick Gold Corp. |
|
|
166,297 |
|
1,875 |
|
Bekaert NV |
|
|
38,998 |
|
2,256 |
|
BHP Group, Ltd., ADR |
|
|
116,658 |
|
35,937 |
|
BHP Group, Ltd. |
|
|
924,568 |
|
15,819 |
|
Billiton plc, ADR |
|
|
674,839 |
|
11,330 |
|
BlueScope Steel, Ltd. |
|
|
103,408 |
|
4,606 |
|
Boliden AB |
|
|
137,003 |
|
17,700 |
|
Capstone Mining Corp.* |
|
|
19,277 |
|
73,572 |
|
Centamin plc |
|
|
191,675 |
|
8,200 |
|
Centerra Gold, Inc. |
|
|
95,402 |
|
4,374 |
|
Central Asia Metals plc |
|
|
9,084 |
|
16,254 |
|
China Gold International Resources Corp., Ltd.* |
|
|
18,923 |
|
1,300 |
|
Daido Steel Co., Ltd. |
|
|
40,457 |
|
2,700 |
|
Daiki Aluminium Industry Co., Ltd. |
|
|
14,370 |
|
1,900 |
|
DOWA Mining Co. |
|
|
55,865 |
|
10,500 |
|
Dundee Precious Metals, Inc. |
|
|
75,237 |
|
4,662 |
|
Eldorado Gold Corp.* |
|
|
49,197 |
|
5,905 |
|
Endeavour Mining Corp.* |
|
|
147,026 |
|
1,456 |
|
Equinox Gold Corp.* |
|
|
17,005 |
|
539 |
|
Eramet* |
|
|
13,631 |
|
2,899 |
|
Ero Copper Corp.* |
|
|
42,263 |
|
28,784 |
|
Evolution Mining, Ltd. |
|
|
119,476 |
|
16,814 |
|
EVRAZ plc |
|
|
74,957 |
|
22,438 |
|
Ferrexpo plc |
|
|
51,054 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
24,023 |
|
First Quantum Minerals, Ltd. |
|
$ |
214,175 |
|
31,593 |
|
Fortescue Metals Group, Ltd. |
|
|
369,746 |
|
5,947 |
|
Fortuna Silver Mines, Inc.* |
|
|
37,833 |
|
327 |
|
Franco Nevada Corp. |
|
|
45,643 |
|
4,271 |
|
Fresnillo plc |
|
|
65,852 |
|
21,419 |
|
Galaxy Resources, Ltd.* |
|
|
17,474 |
|
8,215 |
|
Galiano Gold, Inc.* |
|
|
11,291 |
|
119,817 |
|
Glencore plc* |
|
|
248,180 |
|
1,100 |
|
Godo Steel, Ltd. |
|
|
21,089 |
|
4,758 |
|
Granges AB |
|
|
42,583 |
|
18,140 |
|
Highland Gold Mining, Ltd. |
|
|
69,923 |
|
4,214 |
|
Hill & Smith Holdings plc |
|
|
64,672 |
|
3,000 |
|
Hitachi Metals, Ltd. |
|
|
46,124 |
|
15,125 |
|
Hochschild Mining plc* |
|
|
42,660 |
|
12,495 |
|
Hudbay Minerals, Inc. |
|
|
52,837 |
|
15,631 |
|
IAMGOLD Corp.* |
|
|
59,993 |
|
17,091 |
|
IGO, Ltd. |
|
|
51,469 |
|
5,323 |
|
Iluka Resources, Ltd. |
|
|
34,468 |
|
14,498 |
|
Imdex, Ltd. |
|
|
13,994 |
|
22,146 |
|
Ivanhoe Mines, Ltd., Class A* |
|
|
80,507 |
|
9,400 |
|
JFE Holdings, Inc.* |
|
|
65,752 |
|
50,009 |
|
Jupiter Mines, Ltd. |
|
|
10,067 |
|
14,214 |
|
KAZ Minerals plc |
|
|
95,968 |
|
75,608 |
|
Kinross Gold Corp.* |
|
|
667,263 |
|
8,443 |
|
Kirkland Lake Gold, Ltd. |
|
|
412,194 |
|
10,600 |
|
Kobe Steel, Ltd.* |
|
|
40,367 |
|
1,800 |
|
Kyoei Steel, Ltd. |
|
|
23,115 |
|
800 |
|
Labrador Iron Ore Royalty Corp. |
|
|
15,436 |
|
14,207 |
|
Lucara Diamond Corp.* |
|
|
5,335 |
|
19,726 |
|
Lundin Mining Corp. |
|
|
110,083 |
|
30,444 |
|
Lynas Corp., Ltd.* |
|
|
50,740 |
|
11,288 |
|
MACA, Ltd. |
|
|
6,723 |
|
48,387 |
|
Macmahon Holdings, Ltd. |
|
|
8,876 |
|
4,545 |
|
Major Drilling Group International, Inc.* |
|
|
24,340 |
|
1,400 |
|
Maruichi Steel Tube, Ltd. |
|
|
35,018 |
|
176,000 |
|
Midas Holdings, Ltd.* |
|
|
4,643 |
|
10,123 |
|
Mineral Resources, Ltd. |
|
|
181,017 |
|
3,300 |
|
Mitsubishi Materials Corp. |
|
|
65,161 |
|
500 |
|
Mitsubishi Steel Manufacturing Co., Ltd.* |
|
|
2,734 |
|
3,300 |
|
Mitsui Mining & Smelting Co., Ltd. |
|
|
80,218 |
|
26,154 |
|
Mount Gibson Iron, Ltd. |
|
|
13,625 |
|
2,200 |
|
Neturen Co., Ltd. |
|
|
11,144 |
|
27,410 |
|
New Gold, Inc.* |
|
|
46,733 |
|
5,067 |
|
Newcrest Mining, Ltd. |
|
|
114,182 |
|
6,200 |
|
Nippon Denko Co., Ltd.* |
|
|
12,522 |
|
3,700 |
|
Nippon Light Metal Holdings Co. |
|
|
58,584 |
|
16,595 |
|
Nippon Steel Corp.* |
|
|
156,762 |
|
930 |
|
Nippon Yakin Kogyo Co., Ltd. |
|
|
13,753 |
|
200 |
|
Nittetsu Mining Co., Ltd. |
|
|
8,847 |
|
12,148 |
|
Norsk Hydro ASA* |
|
|
33,457 |
|
13,476 |
|
Northern Star Resources, Ltd. |
|
|
132,482 |
|
43,028 |
|
OceanaGold Corp.* |
|
|
66,252 |
|
21,175 |
|
OM Holdings, Ltd. |
|
|
4,847 |
|
20,038 |
|
Orocobre, Ltd.* |
|
|
36,165 |
|
500 |
|
Osaka Steel Co., Ltd. |
|
|
5,011 |
|
3,192 |
|
Osisko Gold Royalties, Ltd. |
|
|
37,760 |
|
10,428 |
|
Outokumpu OYJ* |
|
|
27,872 |
|
10,477 |
|
OZ Minerals, Ltd. |
|
|
106,591 |
|
900 |
|
Pacific Metals Co., Ltd. |
|
|
13,451 |
|
1,217 |
|
Pan American Silver Corp. |
|
|
39,132 |
|
14,658 |
|
Pan American Silver Corp. - CVR* |
|
|
11,432 |
|
33,353 |
|
Perenti Global, Ltd. |
|
|
27,472 |
|
73,744 |
|
Perseus Mining, Ltd.* |
|
|
72,718 |
|
176,214 |
|
Petropavlovsk plc* |
|
|
74,599 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
9,700 |
|
Premier Gold Mines, Ltd.* |
|
$ |
18,651 |
|
5,733 |
|
Pretium Resources, Inc.* |
|
|
73,374 |
|
23,878 |
|
Ramelius Resources, Ltd. |
|
|
35,694 |
|
25,382 |
|
Regis Resources, Ltd. |
|
|
91,609 |
|
47,236 |
|
Resolute Mining, Ltd.* |
|
|
31,663 |
|
550 |
|
Rio Tinto plc |
|
|
33,180 |
|
13,055 |
|
Rio Tinto plc, Registered Shares, ADR |
|
|
788,392 |
|
4,167 |
|
Rio Tinto, Ltd. |
|
|
282,063 |
|
6,000 |
|
Sabina Gold & Silver Corp.* |
|
|
11,627 |
|
2,148 |
|
Salzgitter AG* |
|
|
35,446 |
|
11,858 |
|
Sandfire Resources, Ltd. |
|
|
34,767 |
|
4,142 |
|
Sandstorm Gold, Ltd.* |
|
|
34,968 |
|
1,600 |
|
Sanyo Special Steel Co., Ltd.* |
|
|
15,282 |
|
38,220 |
|
Saracen Mineral Holdings, Ltd.* |
|
|
142,248 |
|
21,718 |
|
Schmolz + Bickenbach AG* |
|
|
3,949 |
|
32,896 |
|
Silver Lake Resources, Ltd.* |
|
|
54,830 |
|
12,294 |
|
Sims, Ltd. |
|
|
67,008 |
|
52,227 |
|
South32, Ltd. |
|
|
76,564 |
|
4,092 |
|
SSAB AB, Class A* |
|
|
13,589 |
|
24,187 |
|
SSAB AB, Class B* |
|
|
77,159 |
|
10,349 |
|
SSR Mining, Inc.* |
|
|
193,160 |
|
28,999 |
|
St. Barbara, Ltd. |
|
|
62,243 |
|
11,400 |
|
Straits Trading Co., Ltd. |
|
|
12,576 |
|
3,100 |
|
Sumitomo Metal & Mining Co., Ltd. |
|
|
95,976 |
|
17,269 |
|
Syrah Resources, Ltd.* |
|
|
5,734 |
|
10,787 |
|
Teck Cominco, Ltd., Class B |
|
|
150,211 |
|
1,985 |
|
Teck Resources, Ltd., Class B |
|
|
27,631 |
|
9,775 |
|
Teranga Gold Corp.* |
|
|
103,080 |
|
3,912 |
|
ThyssenKrupp AG*^ |
|
|
19,769 |
|
1,900 |
|
Toho Titanium Co., Ltd. |
|
|
12,208 |
|
700 |
|
Toho Zinc Co., Ltd. |
|
|
13,433 |
|
1,100 |
|
Tokyo Rope Manufacturing Co. Ltd. |
|
|
5,447 |
|
5,300 |
|
Tokyo Steel Manufacturing Co., Ltd.^ |
|
|
36,101 |
|
1,300 |
|
Topy Industries, Ltd.* |
|
|
14,145 |
|
4,685 |
|
Torex Gold Resources, Inc.* |
|
|
66,260 |
|
9,694 |
|
Trevali Mining Corp.* |
|
|
983 |
|
33,241 |
|
Turquoise Hill Resources, Ltd.* |
|
|
28,213 |
|
1,500 |
|
UACJ Corp. |
|
|
24,708 |
|
4,420 |
|
Voestalpine AG |
|
|
116,185 |
|
4,200 |
|
Wesdome Gold Mines, Ltd.* |
|
|
39,653 |
|
14,139 |
|
Western Areas, Ltd. |
|
|
20,823 |
|
12,851 |
|
Westgold Resources, Ltd.* |
|
|
21,925 |
|
519 |
|
Wheaton Precious Metals Corp. |
|
|
25,467 |
|
1,402 |
|
Wheaton Precious Metals Corp. |
|
|
68,796 |
|
42,447 |
|
Yamana Gold, Inc. |
|
|
241,343 |
|
1,600 |
|
Yamato Kogyo Co., Ltd. |
|
|
39,187 |
|
800 |
|
Yodogawa Steel Works, Ltd. |
|
|
14,302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,386,587 |
|
|
|
|
|
|
|
|
Multiline Retail (0.6%): |
|
|
|
|
40,020 |
|
B&M European Value Retail SA |
|
|
254,593 |
|
247 |
|
Canadian Tire Corp., Class A |
|
|
24,882 |
|
2,909 |
|
Dollarama, Inc. |
|
|
111,518 |
|
15,946 |
|
Europris ASA(a) |
|
|
82,062 |
|
500 |
|
Fuji Co., Ltd./Ehime |
|
|
9,004 |
|
3,300 |
|
H2O Retailing Corp.^ |
|
|
21,492 |
|
15,674 |
|
Harvey Norman Holdings, Ltd. |
|
|
50,972 |
|
6,800 |
|
Isetan Mitsukoshi Holdings, Ltd. |
|
|
36,073 |
|
1,800 |
|
Izumi Co., Ltd. |
|
|
65,606 |
|
6,000 |
|
J. Front Retailing Co., Ltd. |
|
|
43,381 |
|
400 |
|
Kintetsu Department Store Co., Ltd. |
|
|
12,402 |
|
24,500 |
|
Lifestyle International Holdings, Ltd.* |
|
|
20,039 |
|
73,250 |
|
Marks & Spencer Group plc |
|
|
91,707 |
|
1,300 |
|
Marui Group Co., Ltd. |
|
|
24,941 |
|
30,000 |
|
Metro Holdings, Ltd. |
|
|
15,168 |
|
47,139 |
|
Myer Holdings, Ltd.* |
|
|
7,185 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Multiline Retail, continued |
|
|
|
|
1,643 |
|
Next plc |
|
$ |
125,892 |
|
3,600 |
|
Pan Pacific International Holdings Corp. |
|
|
83,875 |
|
4,800 |
|
Ryohin Keikaku Co., Ltd. |
|
|
79,741 |
|
600 |
|
Sanyo Electric Railway Co., Ltd. |
|
|
12,562 |
|
1,000 |
|
Seria Co., Ltd. |
|
|
42,615 |
|
6,000 |
|
Takashimaya Co., Ltd. |
|
|
47,526 |
|
3,557 |
|
Tokmanni Group Corp. |
|
|
62,761 |
|
4,000 |
|
Wing On Company International, Ltd. |
|
|
8,822 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,334,819 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.7%): |
|
|
|
|
3,187 |
|
Acea SpA |
|
|
67,028 |
|
5,070 |
|
AGL Energy, Ltd. |
|
|
49,538 |
|
4,475 |
|
Algonquin Power & Utilities Corp. |
|
|
65,004 |
|
805 |
|
Atco, Ltd.^ |
|
|
23,272 |
|
1,466 |
|
Canadian Utilities, Ltd., Class A |
|
|
34,971 |
|
253,408 |
|
Centrica plc |
|
|
130,804 |
|
5,904 |
|
E.ON SE |
|
|
65,223 |
|
17,405 |
|
Engie Group |
|
|
232,597 |
|
5,714 |
|
Hera SpA |
|
|
21,120 |
|
11,786 |
|
Iren SpA |
|
|
30,299 |
|
33,157 |
|
ITL AEM SpA |
|
|
48,166 |
|
110,123 |
|
Keppel Infrastructure Trust |
|
|
44,148 |
|
4,048 |
|
National Grid plc, ADR |
|
|
233,934 |
|
11,914 |
|
Ren - Redes Energeticas Nacion |
|
|
33,040 |
|
8,606 |
|
RWE AG |
|
|
322,611 |
|
7,455 |
|
Suez |
|
|
137,993 |
|
3,114 |
|
Telecom Plus plc |
|
|
53,574 |
|
6,009 |
|
Vector, Ltd. |
|
|
17,063 |
|
5,040 |
|
Veolia Environnement SA |
|
|
108,679 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,719,064 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (3.7%): |
|
|
|
|
9,181 |
|
Advantage Oil & Gas, Ltd.* |
|
|
12,068 |
|
24,155 |
|
Africa Oil Corp.* |
|
|
17,417 |
|
2,005 |
|
Aker BP ASA |
|
|
31,293 |
|
11,746 |
|
Ampol, Ltd. |
|
|
201,981 |
|
7,200 |
|
Anglo Pacific Group plc |
|
|
11,775 |
|
13,244 |
|
ARC Resources, Ltd. |
|
|
59,187 |
|
18,809 |
|
Athabasca Oil Corp.* |
|
|
1,837 |
|
2,064 |
|
Baytex Energy Corp.* |
|
|
728 |
|
25,572 |
|
Baytex Energy Corp.* |
|
|
8,835 |
|
103,499 |
|
Beach Energy, Ltd. |
|
|
99,046 |
|
17,741 |
|
Birchcliff Energy, Ltd. |
|
|
20,387 |
|
33,110 |
|
BP plc, ADR |
|
|
578,101 |
|
173,000 |
|
Brightoil Petroleum Holdings, Ltd.* |
|
|
6,279 |
|
610 |
|
BW Energy, Ltd.* |
|
|
1,093 |
|
2,656 |
|
BW LPG, Ltd.(a) |
|
|
11,009 |
|
26,063 |
|
Cairn Energy plc* |
|
|
48,166 |
|
5,227 |
|
Cameco Corp. |
|
|
52,793 |
|
9,946 |
|
Cameco Corp. |
|
|
100,476 |
|
13,900 |
|
Canacol Energy, Ltd. |
|
|
36,958 |
|
16,028 |
|
Canadian Natural Resources, Ltd. |
|
|
256,608 |
|
30,759 |
|
Canadian Natural Resources, Ltd. |
|
|
493,014 |
|
3,012 |
|
Cardinal Energy, Ltd. |
|
|
984 |
|
7,600 |
|
Cenovus Energy, Inc. |
|
|
29,626 |
|
11,375 |
|
Cenovus Energy, Inc. |
|
|
44,249 |
|
13,100 |
|
China Aviation Oil Singapore Corp., Ltd. |
|
|
8,934 |
|
40,015 |
|
Cooper Energy, Ltd.* |
|
|
10,049 |
|
3,700 |
|
Cosmo Energy Holdings Co., Ltd. |
|
|
52,961 |
|
8,781 |
|
Crescent Point Energy |
|
|
10,713 |
|
7,561 |
|
Crescent Point Energy Corp. |
|
|
9,143 |
|
8,223 |
|
Crew Energy, Inc.* |
|
|
2,100 |
|
854 |
|
CropEnergies AG |
|
|
14,830 |
|
252 |
|
Delek Group, Ltd.* |
|
|
4,869 |
|
39,162 |
|
DNO ASA |
|
|
19,299 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
7,379 |
|
Enagas SA |
|
$ |
169,983 |
|
7,622 |
|
Enbridge, Inc. |
|
|
222,695 |
|
31,200 |
|
ENEOS Holdings, Inc. |
|
|
111,429 |
|
17,700 |
|
Enerplus Corp. |
|
|
32,438 |
|
23,615 |
|
ENI SpA |
|
|
184,714 |
|
114,028 |
|
EnQuest plc* |
|
|
15,335 |
|
19,194 |
|
Equinor ASA |
|
|
271,030 |
|
1,004 |
|
Equital, Ltd.* |
|
|
18,088 |
|
1,390 |
|
Etablissements Maurel et Prom SA* |
|
|
2,402 |
|
9,112 |
|
Euronav NV |
|
|
80,594 |
|
1,579 |
|
Exmar NV* |
|
|
3,922 |
|
1,267 |
|
FLEX LNG, Ltd.^ |
|
|
7,186 |
|
3,700 |
|
Freehold Royalties, Ltd. |
|
|
10,255 |
|
1,400 |
|
Frontera Energy Corp. |
|
|
2,240 |
|
3,784 |
|
Frontline, Ltd. |
|
|
25,465 |
|
3,100 |
|
Fuji Oil Co., Ltd. |
|
|
5,251 |
|
4,922 |
|
Galp Energia SGPS SA |
|
|
45,617 |
|
891 |
|
Gaztransport et Technigaz SA |
|
|
84,912 |
|
6,249 |
|
Genel Energy plc |
|
|
9,734 |
|
7,750 |
|
Gibson Energy, Inc. |
|
|
125,616 |
|
19,607 |
|
Gran Tierra Energy, Inc.* |
|
|
4,565 |
|
18,883 |
|
Gulf Keystone Petroleum, Ltd.* |
|
|
17,948 |
|
4,281 |
|
Hoegh Lng Holdings, Ltd. |
|
|
4,578 |
|
11,767 |
|
Husky Energy, Inc. |
|
|
27,221 |
|
3,200 |
|
Idemitsu Kosan Co., Ltd. |
|
|
68,187 |
|
3,270 |
|
Imperial Oil, Ltd. |
|
|
39,150 |
|
1,542 |
|
Imperial Oil, Ltd. |
|
|
18,442 |
|
28,800 |
|
INPEX Corp. |
|
|
154,095 |
|
12,682 |
|
Inter Pipeline, Ltd. |
|
|
124,496 |
|
2,244 |
|
International Petroleum Corp.* |
|
|
4,146 |
|
3,600 |
|
Itochu Enex Co., Ltd. |
|
|
33,098 |
|
1,000 |
|
Japan Petroleum Exploration Co., Ltd. |
|
|
15,545 |
|
24,713 |
|
Karoon Energy, Ltd.* |
|
|
13,792 |
|
7,300 |
|
Kelt Exploration, Ltd.* |
|
|
7,841 |
|
7,446 |
|
Keyera Corp. |
|
|
112,411 |
|
3,082 |
|
Koninklijke Vopak NV |
|
|
173,618 |
|
2,011 |
|
Lundin Energy AB |
|
|
39,848 |
|
10,707 |
|
MEG Energy Corp.* |
|
|
22,276 |
|
1,700 |
|
Mitsuuroko Holdings Co., Ltd. |
|
|
21,881 |
|
1,502 |
|
Naphtha Israel Petroleum Corp.* |
|
|
5,712 |
|
5,006 |
|
Neste Oyj |
|
|
263,202 |
|
14,065 |
|
New Hope Corp., Ltd.^ |
|
|
13,046 |
|
7,392 |
|
New Zealand Refining Co., Ltd. (The)* |
|
|
2,982 |
|
64,000 |
|
NewOcean Energy Holdings, Ltd.* |
|
|
5,711 |
|
21,200 |
|
Nippon Coke & Engineering Co., Ltd. |
|
|
12,510 |
|
7,654 |
|
Nuvista Energy, Ltd.* |
|
|
3,679 |
|
104,047 |
|
Oil Refineries, Ltd. |
|
|
18,543 |
|
29,438 |
|
Oil Search, Ltd. |
|
|
55,898 |
|
2,596 |
|
OMV AG* |
|
|
70,908 |
|
12,681 |
|
Origin Energy, Ltd. |
|
|
39,204 |
|
211 |
|
Ovintiv, Inc. |
|
|
1,722 |
|
2,632 |
|
Ovintiv, Inc. |
|
|
21,528 |
|
7,550 |
|
Painted Pony Energy, Ltd.* |
|
|
3,884 |
|
1,307 |
|
Paramount Resouces, Ltd., Class A* |
|
|
2,042 |
|
7,663 |
|
Parex Resources, Inc.* |
|
|
80,751 |
|
5,800 |
|
Parkland Corp. |
|
|
153,386 |
|
493 |
|
Paz Oil Co., Ltd. |
|
|
38,735 |
|
6,783 |
|
Pembina Pipeline Corp. |
|
|
143,974 |
|
1,584 |
|
Pembina Pipeline Corp. |
|
|
33,628 |
|
6,660 |
|
Peyto Exploration & Development Corp. |
|
|
12,456 |
|
12,892 |
|
Pharos Energy plc* |
|
|
1,749 |
|
5,032 |
|
Prairiesky Royalty, Ltd. |
|
|
31,407 |
|
61,033 |
|
Premier Oil plc* |
|
|
13,038 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
19,231 |
|
Repsol SA |
|
$ |
128,432 |
|
32,725 |
|
Royal Dutch Shell plc, Class B, ADR |
|
|
792,601 |
|
1,600 |
|
Sala Corp. |
|
|
9,024 |
|
4,000 |
|
San-Ai Oil Co., Ltd. |
|
|
38,151 |
|
42,733 |
|
Santos, Ltd. |
|
|
149,934 |
|
27,521 |
|
Saras SpA* |
|
|
14,358 |
|
36,000 |
|
Savannah Energy plc* |
|
|
4,880 |
|
59,700 |
|
Senex Energy, Ltd.* |
|
|
13,823 |
|
8,575 |
|
Serica Energy plc |
|
|
10,588 |
|
13,762 |
|
Seven Generations Energy* |
|
|
37,108 |
|
400 |
|
Sinanen Holdings Co., Ltd. |
|
|
12,088 |
|
24,674 |
|
Snam SpA |
|
|
126,853 |
|
13,802 |
|
Stobart Group, Ltd.* |
|
|
3,483 |
|
18,111 |
|
Suncor Energy, Inc. |
|
|
221,498 |
|
15,784 |
|
Suncor Energy, Inc. |
|
|
192,765 |
|
16,600 |
|
Tamarack Valley Energy, Ltd.* |
|
|
8,977 |
|
3,152 |
|
TC Energy Corp. |
|
|
132,447 |
|
7,061 |
|
TC Energy Corp. |
|
|
296,462 |
|
13,400 |
|
Tidewater Midstream and Infrastructure, Ltd. |
|
|
7,951 |
|
8,990 |
|
Torc Oil & Gas, Ltd. |
|
|
9,588 |
|
1,559 |
|
Torm plc |
|
|
10,556 |
|
18,592 |
|
TOTAL SE |
|
|
638,241 |
|
11,630 |
|
Tourmaline Oil Corp. |
|
|
142,121 |
|
6,518 |
|
TransGlobe Energy Corp.* |
|
|
2,497 |
|
103,509 |
|
Tullow Oil plc* |
|
|
20,266 |
|
3,072 |
|
Verbio Vereinigte Bioenergie AG |
|
|
67,198 |
|
5,883 |
|
Vermilion Energy, Inc. |
|
|
13,742 |
|
29,887 |
|
Viva Energy Group, Ltd.(a) |
|
|
34,384 |
|
12,328 |
|
Whitecap Resources, Inc. |
|
|
22,408 |
|
31,393 |
|
Whitehaven Coal, Ltd. |
|
|
23,575 |
|
2,728 |
|
Woodside Petroleum, Ltd. |
|
|
34,450 |
|
12,631 |
|
Z Energy, Ltd. |
|
|
22,949 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,861,945 |
|
|
|
|
|
|
|
|
Paper & Forest Products (0.7%): |
|
|
|
|
1,344 |
|
Ahlstrom-Munksjo OYJ |
|
|
28,323 |
|
2,718 |
|
Altri SGPS SA |
|
|
11,922 |
|
5,029 |
|
Canfor Corp.* |
|
|
56,621 |
|
2,751 |
|
Canfor Pulp Products, Inc. |
|
|
10,311 |
|
1,300 |
|
Chuetsu Pulp & Paper Co., Ltd. |
|
|
18,862 |
|
600 |
|
Daiken Corp. |
|
|
10,492 |
|
4,500 |
|
Daio Paper Corp. |
|
|
64,192 |
|
11,027 |
|
Ence Energia y Celulosa S.A* |
|
|
28,190 |
|
6,700 |
|
Hokuetsu Corp. |
|
|
23,012 |
|
2,077 |
|
Holmen AB, Class B |
|
|
77,218 |
|
4,627 |
|
Interfor Corp.* |
|
|
51,712 |
|
5,272 |
|
Metsa Board OYJ |
|
|
43,498 |
|
7,408 |
|
Mondi plc |
|
|
155,876 |
|
15,833 |
|
Navigator Co. SA (The) |
|
|
39,395 |
|
4,800 |
|
Nippon Paper Industries Co., Ltd.^ |
|
|
59,529 |
|
1,028 |
|
Norbord, Inc. |
|
|
30,383 |
|
31,700 |
|
Oji Holdings Corp. |
|
|
145,502 |
|
1,598 |
|
Semapa-Sociedade de Investimento E Gestao |
|
|
14,290 |
|
1,998 |
|
Stella-Jones, Inc. |
|
|
67,680 |
|
11,332 |
|
Stora Enso OYJ, Registered Shares, Class R |
|
|
177,558 |
|
10,437 |
|
Svenska Cellulosa AB SCA, Class B* |
|
|
143,125 |
|
600 |
|
Tokushu Tokai Paper Co., Ltd. |
|
|
28,443 |
|
7,786 |
|
UPM-Kymmene OYJ |
|
|
236,945 |
|
1,416 |
|
West Fraser Timber Co., Ltd. |
|
|
65,791 |
|
24,618 |
|
Western Forest Products, Inc. |
|
|
18,675 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,607,545 |
|
|
|
|
|
|
|
|
Personal Products (0.8%): |
|
|
|
|
18,108 |
|
Asaleo Care, Ltd. |
|
|
13,050 |
|
287 |
|
Beiersdorf AG |
|
|
32,633 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Personal Products, continued |
|
|
|
|
16,000 |
|
Best World International, Ltd. |
|
$ |
2,964 |
|
535 |
|
Blackmores, Ltd.* |
|
|
24,216 |
|
800 |
|
Fancl Corp. |
|
|
26,164 |
|
1,514 |
|
Jamieson Wellness, Inc. |
|
|
47,942 |
|
3,900 |
|
Kao Corp. |
|
|
292,698 |
|
200 |
|
Kose Corp. |
|
|
24,457 |
|
705 |
|
LOreal SA |
|
|
229,380 |
|
400 |
|
Milbon Co., Ltd. |
|
|
21,365 |
|
1,000 |
|
Noevir Holdings Co., Ltd. |
|
|
46,789 |
|
2,645 |
|
Ontex Group NV* |
|
|
34,542 |
|
2,200 |
|
Shiseido Co., Ltd. |
|
|
126,255 |
|
9,464 |
|
Unilever NV, NYS |
|
|
571,626 |
|
958 |
|
Unilever NV |
|
|
57,828 |
|
366 |
|
Unilever plc |
|
|
22,548 |
|
4,976 |
|
Unilever plc, ADR |
|
|
306,919 |
|
1,300 |
|
Ya-Man, Ltd. |
|
|
19,388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,900,764 |
|
|
|
|
|
|
|
|
Pharmaceuticals (4.1%): |
|
|
|
|
172 |
|
Alk-Abello A/S* |
|
|
56,727 |
|
15,687 |
|
Alliance Pharma plc |
|
|
14,978 |
|
1,908 |
|
Almirall SA |
|
|
21,383 |
|
1,900 |
|
Aska Pharmaceutical Co., Ltd. |
|
|
25,721 |
|
16,400 |
|
Astellas Pharma, Inc. |
|
|
244,173 |
|
15,563 |
|
AstraZeneca plc, ADR |
|
|
852,853 |
|
491 |
|
Aurora Cannabis, Inc.* |
|
|
2,286 |
|
1,145 |
|
Bausch Health Cos., Inc.* |
|
|
17,793 |
|
6,200 |
|
Bausch Health Cos., Inc.* |
|
|
96,395 |
|
10,652 |
|
Bayer AG, Registered Shares |
|
|
665,675 |
|
693 |
|
Boiron SA |
|
|
33,189 |
|
1,600 |
|
Canopy Growth Corp.* |
|
|
22,942 |
|
1,200 |
|
Chugai Pharmaceutical Co., Ltd. |
|
|
53,857 |
|
411 |
|
COSMO Pharmaceuticals NV*^ |
|
|
39,142 |
|
900 |
|
Daiichi Sankyo Co., Ltd. |
|
|
27,660 |
|
700 |
|
Eisai Co., Ltd. |
|
|
63,885 |
|
10,617 |
|
Faes Farma SA |
|
|
42,773 |
|
700 |
|
Fuji Pharma Co., Ltd. |
|
|
8,446 |
|
500 |
|
Fuso Pharmaceutical Industries. Ltd. |
|
|
13,816 |
|
1,668 |
|
Galenica AG(a) |
|
|
116,291 |
|
3,801 |
|
GlaxoSmithKline plc |
|
|
71,186 |
|
14,120 |
|
GlaxoSmithKline plc, ADR |
|
|
531,477 |
|
1,384 |
|
H. Lundbeck A/S |
|
|
45,632 |
|
4,800 |
|
Haw Par Corp., Ltd. |
|
|
32,724 |
|
1,551 |
|
Hikma Pharmaceuticals plc |
|
|
51,939 |
|
26,202 |
|
Indivior plc* |
|
|
39,581 |
|
701 |
|
Ipsen SA |
|
|
73,534 |
|
98,000 |
|
Jacobson Pharma Corp., Ltd. |
|
|
14,689 |
|
1,000 |
|
Kaken Pharmaceutical Co., Ltd. |
|
|
45,924 |
|
1,000 |
|
Kissei Pharmaceutical Co., Ltd. |
|
|
22,579 |
|
1,100 |
|
Kyowa Kirin Co., Ltd. |
|
|
31,249 |
|
98,378 |
|
Mayne Pharma Group, Ltd.* |
|
|
27,858 |
|
3,200 |
|
Nichi-Iko Pharmaceutical Co., Ltd. |
|
|
36,671 |
|
13,596 |
|
Novartis AG, Registered Shares |
|
|
1,181,830 |
|
16,888 |
|
Novo Nordisk A/S, Class B |
|
|
1,173,310 |
|
1,000 |
|
Ono Pharmaceutical Co., Ltd. |
|
|
31,399 |
|
1,037 |
|
Orion OYJ |
|
|
47,096 |
|
4,471 |
|
Orion OYJ, Class B |
|
|
202,314 |
|
2,000 |
|
Otsuka Holdings Co., Ltd. |
|
|
84,833 |
|
2,424 |
|
Recipharm AB* |
|
|
42,116 |
|
3,141 |
|
Recordati SpA |
|
|
160,679 |
|
216 |
|
Roche Holding AG |
|
|
74,166 |
|
5,605 |
|
Roche Holding AG |
|
|
1,918,143 |
|
2,000 |
|
Rohto Pharmaceutical Co., Ltd. |
|
|
65,779 |
|
4,419 |
|
Sanofi |
|
|
443,034 |
|
1,600 |
|
Santen Pharmaceutical Co., Ltd. |
|
|
32,813 |
|
800 |
|
Sawai Pharmaceutical Co., Ltd. |
|
|
40,392 |
|
1,300 |
|
Seikagaku Corp. |
|
|
13,693 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Pharmaceuticals, continued |
|
|
|
|
1,000 |
|
Shionogi & Co., Ltd. |
|
$ |
53,509 |
|
3,200 |
|
Sumitomo Dainippon Pharma Co., Ltd. |
|
|
42,144 |
|
800 |
|
Taisho Pharmaceutical Holdings Co., Ltd. |
|
|
52,768 |
|
7,400 |
|
Takeda Pharmacuetical Co., Ltd. |
|
|
263,639 |
|
4,979 |
|
Teva Pharmaceutical Industries, Ltd., ADR* |
|
|
44,861 |
|
3,519 |
|
Teva Pharmaceutical Industries, Ltd.* |
|
|
31,872 |
|
800 |
|
Torii Pharmaceutical Co., Ltd. |
|
|
22,801 |
|
1,200 |
|
Towa Pharmaceutical Co., Ltd. |
|
|
24,116 |
|
1,400 |
|
Tsumura & Co. |
|
|
43,883 |
|
766 |
|
UCB SA |
|
|
86,977 |
|
26,000 |
|
United Laboratories International Holdings, Ltd. |
|
|
26,853 |
|
34,791 |
|
Vectura Group plc* |
|
|
46,270 |
|
209 |
|
Vetoquinol SA |
|
|
17,129 |
|
1,667 |
|
Vifor Pharma AG |
|
|
226,987 |
|
146 |
|
Virbac SA* |
|
|
33,834 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,974,268 |
|
|
|
|
|
|
|
|
Professional Services (2.2%): |
|
|
|
|
4,336 |
|
Adecco SA, Registered Shares |
|
|
229,198 |
|
2,215 |
|
AF Poyry AB |
|
|
62,737 |
|
1,278 |
|
Akka Technologies SA* |
|
|
24,829 |
|
7,788 |
|
ALS, Ltd. |
|
|
51,497 |
|
770 |
|
Altech Corp. |
|
|
15,025 |
|
240 |
|
Amadeus Fire AG* |
|
|
29,878 |
|
9,096 |
|
Applus Services SA |
|
|
67,935 |
|
600 |
|
Baycurrent Consulting, Inc. |
|
|
83,833 |
|
1,800 |
|
Benefit One, Inc. |
|
|
45,442 |
|
1,800 |
|
BeNEXT Group Inc. |
|
|
19,417 |
|
372 |
|
Bertrandt AG |
|
|
14,088 |
|
7,058 |
|
Bureau Veritas SA |
|
|
158,510 |
|
26,624 |
|
Capita plc* |
|
|
10,431 |
|
180 |
|
Danel Adir Yeoshua, Ltd. |
|
|
20,820 |
|
1,879 |
|
DKSH Holding, Ltd. |
|
|
131,024 |
|
900 |
|
EN-Japan, Inc. |
|
|
22,681 |
|
9,003 |
|
Experian plc |
|
|
336,836 |
|
1,200 |
|
FULLCAST Holdings Co., Ltd. |
|
|
19,601 |
|
900 |
|
Funai Soken Holdings, Inc. |
|
|
21,230 |
|
175 |
|
Groupe Crit |
|
|
10,373 |
|
76,397 |
|
Hays plc |
|
|
110,381 |
|
2,680 |
|
Intertek Group plc |
|
|
217,957 |
|
3,227 |
|
Intertrust NV(a) |
|
|
54,948 |
|
500 |
|
IR Japan Holdings, Ltd. |
|
|
63,339 |
|
1,000 |
|
Jac Recruitment Co., Ltd. |
|
|
12,524 |
|
5,154 |
|
McMillan Shakespeare, Ltd. |
|
|
30,399 |
|
1,100 |
|
Meitec Corp. |
|
|
56,067 |
|
1,497 |
|
Morneau Shepell, Inc. |
|
|
31,258 |
|
2,500 |
|
Nihon M&A Center, Inc. |
|
|
142,623 |
|
3,600 |
|
Nomura Co., Ltd. |
|
|
26,727 |
|
3,000 |
|
Outsourcing, Inc. |
|
|
27,822 |
|
18,606 |
|
Pagegroup plc* |
|
|
89,696 |
|
2,000 |
|
Pasona Group, Inc. |
|
|
30,487 |
|
8,000 |
|
Persol Holdings Co., Ltd. |
|
|
130,139 |
|
5,064 |
|
Randstad NV |
|
|
264,206 |
|
9,800 |
|
Recruit Holdings Co., Ltd. |
|
|
388,893 |
|
5,236 |
|
RELX plc, ADR |
|
|
117,129 |
|
7,938 |
|
RELX plc |
|
|
175,674 |
|
2,833 |
|
Ricardo plc |
|
|
12,121 |
|
6,390 |
|
Robert Walters plc |
|
|
32,561 |
|
1,561 |
|
Seek, Ltd. |
|
|
23,874 |
|
91 |
|
SGS SA, Registered Shares |
|
|
243,981 |
|
2,400 |
|
SMS Co., Ltd. |
|
|
69,875 |
|
2,421 |
|
Stantec, Inc. |
|
|
73,453 |
|
1,400 |
|
Stantec, Inc. |
|
|
42,513 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Professional Services, continued |
|
|
|
|
7,669 |
|
SThree plc |
|
$ |
23,712 |
|
1,100 |
|
Tanseisha Co., Ltd. |
|
|
7,426 |
|
1,200 |
|
Technopro Holdings, Inc. |
|
|
74,216 |
|
1,377 |
|
Teleperformance |
|
|
424,014 |
|
2,878 |
|
Thomson Reuters Corp. |
|
|
229,578 |
|
1,065 |
|
Tinexta SpA* |
|
|
20,692 |
|
1,100 |
|
UT Group Co., Ltd.* |
|
|
37,499 |
|
6,536 |
|
Wolters Kluwer NV |
|
|
557,948 |
|
600 |
|
YAMADA Consulting Group Co., Ltd. |
|
|
6,874 |
|
3,100 |
|
Yumeshin Holdings Co., Ltd. |
|
|
20,225 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,246,216 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (2.7%): |
|
|
|
|
2,434 |
|
ADO Properties SA(a) |
|
|
67,448 |
|
3,100 |
|
AEON Mall Co., Ltd. |
|
|
43,583 |
|
2,292 |
|
Airport City, Ltd.* |
|
|
23,905 |
|
2,300 |
|
Airport Facilities Co., Ltd. |
|
|
10,143 |
|
764 |
|
Allreal Holding AG |
|
|
164,729 |
|
1,972 |
|
Alony Hetz Properties & Invest |
|
|
19,348 |
|
492 |
|
Alrov Properties And Lodgings, Ltd.* |
|
|
14,222 |
|
700 |
|
Altus Group, Ltd. |
|
|
29,090 |
|
2,393 |
|
Amot Investments, Ltd. |
|
|
10,929 |
|
7,879 |
|
Aroundtown SA |
|
|
39,599 |
|
28,100 |
|
Ascendas India Trust |
|
|
28,276 |
|
2,512 |
|
Ashtrom Properties, Ltd. |
|
|
10,906 |
|
46,000 |
|
Asia Standard International Group, Ltd.* |
|
|
5,005 |
|
3,271 |
|
Atrium European Real Estate, Ltd. |
|
|
9,116 |
|
2,076 |
|
Atrium Ljungberg AB, Class B |
|
|
33,971 |
|
45 |
|
Bayside Land Corp. |
|
|
25,973 |
|
210 |
|
Big Shopping Centers, Ltd.* |
|
|
15,589 |
|
3,700 |
|
Bukit Sembawang Estates, Ltd. |
|
|
9,765 |
|
1,686 |
|
CA Immobilien Anlagen AG |
|
|
49,900 |
|
18,900 |
|
CapitaLand, Ltd. |
|
|
37,773 |
|
2,300 |
|
Castellum AB |
|
|
52,332 |
|
1,089 |
|
Catena AB |
|
|
48,155 |
|
2,794 |
|
Cedar Woods Properties, Ltd. |
|
|
11,520 |
|
18,000 |
|
Chinese Estates Holdings, Ltd. |
|
|
9,895 |
|
41,300 |
|
Chip Eng Seng Corp., Ltd. |
|
|
13,242 |
|
52,000 |
|
Chuangs Consortium International, Ltd. |
|
|
6,268 |
|
7,300 |
|
City Developments, Ltd. |
|
|
41,068 |
|
1,684 |
|
Citycon OYJ^ |
|
|
13,253 |
|
39,930 |
|
CK Asset Holdings, Ltd. |
|
|
194,828 |
|
3,803 |
|
CLS Holdings plc |
|
|
10,437 |
|
1,625 |
|
Colliers International Group |
|
|
108,371 |
|
741 |
|
Corestate Capital Holding SA |
|
|
14,521 |
|
340,000 |
|
CSI Properties, Ltd. |
|
|
10,213 |
|
1,700 |
|
Daibiru Corp. |
|
|
19,744 |
|
1,200 |
|
Daito Trust Construction Co., Ltd. |
|
|
106,409 |
|
11,500 |
|
Daiwa House Industry Co., Ltd. |
|
|
295,516 |
|
887 |
|
Deutsche Euroshop AG* |
|
|
11,020 |
|
3,980 |
|
Deutsche Wohnen SE |
|
|
199,121 |
|
2,618 |
|
Dic Asset AG |
|
|
31,469 |
|
2,651 |
|
Dios Fastigheter AB |
|
|
18,792 |
|
1,450 |
|
DREAM Unlimited Corp. |
|
|
21,183 |
|
34,000 |
|
Emperor International Holdings |
|
|
5,109 |
|
2,667 |
|
Entra ASA(a) |
|
|
37,596 |
|
3,263 |
|
Fabege AB |
|
|
45,269 |
|
68,000 |
|
Far East Consortium International, Ltd. |
|
|
19,048 |
|
687 |
|
Fastighets AB Balder* |
|
|
34,907 |
|
1,147 |
|
FirstService Corp. |
|
|
151,279 |
|
11,092 |
|
Foxtons Group plc* |
|
|
5,291 |
|
16,000 |
|
Frasers Property, Ltd. |
|
|
13,670 |
|
1,100 |
|
Goldcrest Co., Ltd. |
|
|
14,399 |
|
17,039 |
|
Grainger plc |
|
|
65,204 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Real Estate Management & Development, continued |
|
|
|
|
2,677 |
|
Grand City Properties SA |
|
$ |
64,680 |
|
10,000 |
|
Great Eagle Holdings, Ltd. |
|
|
22,798 |
|
17,100 |
|
GuocoLand, Ltd. |
|
|
18,856 |
|
28,000 |
|
Hang Lung Group, Ltd. |
|
|
63,817 |
|
24,984 |
|
Hang Lung Properties, Ltd. |
|
|
63,712 |
|
1,200 |
|
Heiwa Real Estate Co., Ltd. |
|
|
33,119 |
|
5,154 |
|
Helical plc |
|
|
19,682 |
|
27,706 |
|
Henderson Land Development Co., Ltd. |
|
|
102,215 |
|
37,840 |
|
HKR International, Ltd. |
|
|
15,217 |
|
9,400 |
|
Ho Bee Land, Ltd. |
|
|
15,418 |
|
18,500 |
|
Hong Fok Corp., Ltd. |
|
|
8,405 |
|
21,600 |
|
Hongkong Land Holdings, Ltd. |
|
|
80,443 |
|
2,049 |
|
Hufvudstaden AB |
|
|
28,562 |
|
3,000 |
|
Hulic Co., Ltd. |
|
|
28,142 |
|
11,000 |
|
Hysan Development Co., Ltd. |
|
|
32,914 |
|
12,900 |
|
Ichigo, Inc. |
|
|
37,550 |
|
242 |
|
Immobel SA |
|
|
18,532 |
|
2,353 |
|
IMMOFINANZ AG* |
|
|
37,231 |
|
1,754 |
|
Instone Real Estate Group AG*(a) |
|
|
40,698 |
|
29 |
|
Intershop Holdings AG |
|
|
18,734 |
|
2,000 |
|
Invesque, Inc. |
|
|
4,040 |
|
164 |
|
Investis Holding SA |
|
|
15,851 |
|
25,000 |
|
K Wah International Holdings Ltd. |
|
|
12,051 |
|
2,000 |
|
Katitas Co., Ltd. |
|
|
56,781 |
|
8,200 |
|
Kenedix, Inc. |
|
|
43,253 |
|
22,225 |
|
Kerry Properties, Ltd. |
|
|
56,791 |
|
21,647 |
|
Klovern AB |
|
|
39,879 |
|
3,150 |
|
Kojamo Oyj |
|
|
67,629 |
|
26,000 |
|
Kowloon Development Co., Ltd. |
|
|
31,745 |
|
3,796 |
|
Kungsleden AB |
|
|
36,042 |
|
11,400 |
|
Lai Sun Development Co., Ltd. |
|
|
10,287 |
|
112,800 |
|
Landing International Development, Ltd.* |
|
|
3,450 |
|
44,500 |
|
Langham Hospitality Investment |
|
|
5,487 |
|
1,157 |
|
LEG Immobilien AG |
|
|
165,144 |
|
7,615 |
|
Lend Lease Group |
|
|
60,304 |
|
8,000 |
|
Liu Chong Hing Investment, Ltd. |
|
|
6,503 |
|
4,644 |
|
LSL Property Services plc* |
|
|
12,968 |
|
578 |
|
Melisron, Ltd. |
|
|
18,593 |
|
59,000 |
|
Mingfa Group International Co., Ltd.* |
|
|
429 |
|
4,800 |
|
Mitsubishi Estate Co., Ltd. |
|
|
72,558 |
|
4,100 |
|
Mitsui Fudosan Co., Ltd. |
|
|
71,423 |
|
9,306 |
|
Mivne Real Estate KD, Ltd. |
|
|
17,302 |
|
255 |
|
Mobimo Holding AG, Registered Shares |
|
|
74,910 |
|
100 |
|
Morguard Corp. |
|
|
7,874 |
|
15,087 |
|
New World Development Co., Ltd. |
|
|
73,450 |
|
2,193 |
|
Nexity SA |
|
|
66,741 |
|
800 |
|
Nippon Commercial Development Co., Ltd. |
|
|
12,830 |
|
1,700 |
|
Nisshin Group Holdings Co., Ltd. |
|
|
6,746 |
|
3,200 |
|
Nomura Real Estate Holdings, Inc. |
|
|
60,874 |
|
3,463 |
|
Nyfosa AB* |
|
|
30,750 |
|
1,024 |
|
Olav Thon Eiendomsselskap ASA* |
|
|
15,260 |
|
1,700 |
|
Open House Co., Ltd. |
|
|
61,411 |
|
17,900 |
|
Oue, Ltd. |
|
|
15,517 |
|
50,363 |
|
Oxley Holdings, Ltd. |
|
|
7,967 |
|
25,656 |
|
Pacific Century Premium Developments, Ltd.* |
|
|
6,749 |
|
1,449 |
|
PATRIZIA AG |
|
|
39,518 |
|
1,195 |
|
Platzer Fastigheter Holding AB, Class B |
|
|
12,423 |
|
94 |
|
Plazza AG |
|
|
28,992 |
|
2,600 |
|
Polytec Asset Holdings, Ltd. |
|
|
222 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Real Estate Management & Development, continued |
|
|
|
|
31,000 |
|
Prospect Co., Ltd. |
|
$ |
10,626 |
|
948 |
|
PSP Swiss Property AG |
|
|
114,698 |
|
700 |
|
Raysum Co., Ltd. |
|
|
6,247 |
|
3,244 |
|
Real Matters, Inc.* |
|
|
63,228 |
|
2,300 |
|
Relo Group, Inc. |
|
|
55,139 |
|
977 |
|
Sagax AB, Class B |
|
|
17,112 |
|
24,202 |
|
Samhallsbyggnadsbolaget i Norden AB^ |
|
|
73,393 |
|
1,200 |
|
SAMTY Co., Ltd. |
|
|
18,044 |
|
9,123 |
|
Savills plc* |
|
|
91,784 |
|
1,875 |
|
Selvaag Bolig ASA |
|
|
10,416 |
|
2,600 |
|
Shinoken Group Co., Ltd. |
|
|
24,269 |
|
795 |
|
Shurgard Self Storage SA |
|
|
34,669 |
|
100,800 |
|
Sinarmas Land, Ltd. |
|
|
12,072 |
|
34,825 |
|
Sino Land Co., Ltd. |
|
|
40,530 |
|
5,000 |
|
Soundwill Holdings, Ltd. |
|
|
4,408 |
|
8,938 |
|
St. Modwen Properties plc |
|
|
35,934 |
|
1,900 |
|
Sumitomo Realty & Development Co., Ltd. |
|
|
56,220 |
|
1,493 |
|
Summit Real Estate Holdings, Ltd. |
|
|
12,906 |
|
1,800 |
|
Sun Frontier Fudousan Co., Ltd. |
|
|
15,080 |
|
5,921 |
|
Sun Hung Kai Properties, Ltd. |
|
|
75,909 |
|
10,646 |
|
Swire Pacific, Ltd., Class A |
|
|
51,624 |
|
17,500 |
|
Swire Pacific, Ltd., Class B |
|
|
14,538 |
|
13,600 |
|
Swire Properties, Ltd. |
|
|
35,936 |
|
2,643 |
|
Swiss Prime Site AG |
|
|
239,949 |
|
1,994 |
|
TAG Immobilien AG |
|
|
60,166 |
|
21,000 |
|
TAI Cheung Holdings, Ltd. |
|
|
12,585 |
|
4,200 |
|
Takara Leben Co., Ltd. |
|
|
12,436 |
|
28,153 |
|
The Wharf Holdings, Ltd. |
|
|
56,265 |
|
4,500 |
|
Toc Co., Ltd. |
|
|
27,880 |
|
6,400 |
|
Tokyo Tatemono Co., Ltd. |
|
|
78,341 |
|
9,000 |
|
Tokyu Fudosan Holdings Corp. |
|
|
38,752 |
|
2,400 |
|
Tosei Corp. |
|
|
22,391 |
|
2,676 |
|
Tricon Residential, Inc. |
|
|
22,189 |
|
6,860 |
|
U & I Group plc |
|
|
4,765 |
|
213 |
|
UBM Development AG |
|
|
7,725 |
|
16,200 |
|
UOL Group, Ltd. |
|
|
79,366 |
|
6,670 |
|
Urban & Civic plc |
|
|
18,116 |
|
2,545 |
|
Vonovia SE |
|
|
174,867 |
|
3,228 |
|
Wallenstam AB |
|
|
49,218 |
|
6 |
|
Warteck Invest AG |
|
|
14,922 |
|
6,203 |
|
Watkin Jones plc |
|
|
11,291 |
|
22,829 |
|
Wharf Real Estate Investment Co., Ltd. |
|
|
93,456 |
|
2,034 |
|
Wihlborgs Fastigheter AB |
|
|
40,304 |
|
20,700 |
|
Wing Tai Holdings, Ltd. |
|
|
26,404 |
|
16,000 |
|
Wing Tai Properties, Ltd. |
|
|
7,730 |
|
17 |
|
Zug Estates Holding AG |
|
|
36,828 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,370,596 |
|
|
|
|
|
|
|
|
Road & Rail (1.4%): |
|
|
|
|
8,566 |
|
A2B Australia, Ltd. |
|
|
6,696 |
|
52,525 |
|
Aurizon Holdings, Ltd. |
|
|
160,245 |
|
5,353 |
|
Canadian National Railway Co. |
|
|
569,880 |
|
400 |
|
Canadian National Railway Co. |
|
|
42,605 |
|
1,009 |
|
Canadian Pacific Railway, Ltd. |
|
|
307,170 |
|
800 |
|
Central Japan Railway Co. |
|
|
114,791 |
|
1,200 |
|
Chilled & Frozen Logistics Holdings Co., Ltd. |
|
|
20,339 |
|
52,900 |
|
ComfortDelGro Corp., Ltd. |
|
|
55,025 |
|
502 |
|
DSV PANALPINA A/S |
|
|
81,938 |
|
1,700 |
|
East Japan Railway Co. |
|
|
104,765 |
|
8,727 |
|
Europcar Mobility Group*^(a) |
|
|
7,544 |
|
64,976 |
|
FirstGroup plc* |
|
|
31,990 |
|
1,500 |
|
Fukuyama Transporting Co., Ltd. |
|
|
73,246 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Road & Rail, continued |
|
|
|
|
4,083 |
|
Go-Ahead Group plc |
|
$ |
30,568 |
|
1,000 |
|
Hamakyorex Co., Ltd. |
|
|
30,314 |
|
2,400 |
|
Hankyu Hanshin Holdings, Inc. |
|
|
77,218 |
|
2,200 |
|
Hitachi Transport System, Ltd. |
|
|
69,862 |
|
1,100 |
|
Ichinen Holdings Co., Ltd. |
|
|
13,181 |
|
206 |
|
Jungfraubahn Holding AG, Registered Shares |
|
|
25,824 |
|
2,500 |
|
Keikyu Corp. |
|
|
38,405 |
|
700 |
|
Keio Corp. |
|
|
43,293 |
|
1,200 |
|
Keisei Electric Railway Co., Ltd. |
|
|
33,929 |
|
1,500 |
|
Kintetsu Group Holdings Co., Ltd. |
|
|
63,999 |
|
400 |
|
Maruzen Showa Unyu Co., Ltd. |
|
|
13,642 |
|
7,711 |
|
MTR Corp., Ltd. |
|
|
38,269 |
|
1,900 |
|
Nagoya Railroad Co., Ltd. |
|
|
52,071 |
|
2,400 |
|
Nankai Electric Railway Co., Ltd. |
|
|
53,217 |
|
29,502 |
|
National Express Group plc* |
|
|
58,060 |
|
2,200 |
|
Nikkon Holdings Co., Ltd. |
|
|
47,713 |
|
1,800 |
|
Nippon Express Co., Ltd. |
|
|
104,799 |
|
1,300 |
|
Nishi-Nippon Railroad Co., Ltd. |
|
|
37,641 |
|
5,199 |
|
Nobina AB*(a) |
|
|
34,241 |
|
2,800 |
|
Odakyu Electric Railway Co., Ltd.^ |
|
|
70,457 |
|
13,546 |
|
Redde Northgate plc |
|
|
32,118 |
|
500 |
|
Sakai Moving Service Co., Ltd. |
|
|
24,371 |
|
2,300 |
|
Sankyu, Inc. |
|
|
90,688 |
|
6,200 |
|
Seino Holdings Co., Ltd. |
|
|
89,967 |
|
6,400 |
|
Senko Group Holdings Co., Ltd. |
|
|
59,621 |
|
721 |
|
Sixt SE* |
|
|
65,245 |
|
975 |
|
Sixt SE |
|
|
52,485 |
|
2,000 |
|
Sotetsu Holdings, Inc. |
|
|
53,966 |
|
31,768 |
|
Stagecoach Group plc |
|
|
15,804 |
|
278 |
|
Stef S.A.* |
|
|
23,792 |
|
5,161 |
|
Tfi International, Inc. |
|
|
215,836 |
|
2,000 |
|
Tobu Railway Co., Ltd. |
|
|
61,784 |
|
3,400 |
|
Tokyu Corp. |
|
|
44,136 |
|
300 |
|
Tonami Holdings Co., Ltd. |
|
|
18,564 |
|
3,913 |
|
Tourism Holdings, Ltd. |
|
|
5,766 |
|
600 |
|
Trancom Co., Ltd. |
|
|
43,259 |
|
20,930 |
|
Transport International Holdings, Ltd. |
|
|
38,398 |
|
1,100 |
|
West Japan Railway Co. |
|
|
54,376 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,503,113 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (1.7%): |
|
|
|
|
1,800 |
|
Advantest Corp. |
|
|
87,440 |
|
18,200 |
|
Aem Holdings, Ltd. |
|
|
51,517 |
|
2,386 |
|
ASM International NV |
|
|
341,966 |
|
8,119 |
|
ASM Pacific Technology, Ltd. |
|
|
82,991 |
|
2,381 |
|
ASML Holding NV, NYS |
|
|
879,231 |
|
3,418 |
|
BE Semiconductor Industries NV |
|
|
146,523 |
|
45,000 |
|
BOE Varitronix, Ltd. |
|
|
15,278 |
|
1,206 |
|
Camtek, Ltd./Israel* |
|
|
18,656 |
|
3,163 |
|
Dialog Semiconductor plc* |
|
|
137,545 |
|
279 |
|
Elmos Semiconductor SE |
|
|
6,824 |
|
2,300 |
|
Ferrotec Holdings Corp. |
|
|
19,862 |
|
438 |
|
First Sensor AG |
|
|
20,641 |
|
19,132 |
|
Infineon Technologies AG |
|
|
541,116 |
|
2,200 |
|
Japan Material Co., Ltd. |
|
|
30,754 |
|
1,400 |
|
Lasertec Corp. |
|
|
115,801 |
|
1,090 |
|
Melexis NV |
|
|
84,793 |
|
800 |
|
Mimasu Semiconductor Industry |
|
|
18,394 |
|
1,700 |
|
Mitsui High-Tec, Inc. |
|
|
34,016 |
|
1,078 |
|
Nova Measuring Instruments, Ltd.* |
|
|
56,677 |
|
1,100 |
|
Optorun Co., Ltd. |
|
|
22,273 |
|
9,700 |
|
Renesas Electronics Corp.* |
|
|
71,056 |
|
700 |
|
ROHM Co., Ltd. |
|
|
54,058 |
|
1,600 |
|
Sanken Electric Co., Ltd. |
|
|
37,431 |
|
400 |
|
Screen Holdings Co., Ltd. |
|
|
21,287 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Semiconductors & Semiconductor Equipment, continued |
|
|
|
|
300 |
|
Shindengen Electric Manufacturing Co., Ltd. |
|
$ |
5,724 |
|
2,100 |
|
Shinko Electric Industries Co., Ltd. |
|
|
36,733 |
|
992 |
|
Siltronic AG |
|
|
89,030 |
|
285 |
|
SMA Solar Technology AG* |
|
|
12,755 |
|
823 |
|
Soitec* |
|
|
118,519 |
|
10,083 |
|
STMicroelectronics NV |
|
|
308,172 |
|
1,086 |
|
SUESS MicroTec SE* |
|
|
20,131 |
|
10,600 |
|
SUMCO Corp. |
|
|
149,106 |
|
1,100 |
|
Tokyo Electron, Ltd. |
|
|
287,944 |
|
800 |
|
Tokyo Seimitsu Co., Ltd. |
|
|
25,409 |
|
1,000 |
|
Towa Corp. |
|
|
11,023 |
|
3,609 |
|
Tower Semiconductor, Ltd.* |
|
|
65,756 |
|
300 |
|
Tri Chemical Laboratories, Inc. |
|
|
34,808 |
|
386 |
|
U-Blox AG |
|
|
21,421 |
|
1,800 |
|
Ulvac, Inc. |
|
|
65,312 |
|
1,200 |
|
Yamaichi Electronics Co., Ltd. |
|
|
14,723 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,162,696 |
|
|
|
|
|
|
|
|
Software (1.2%): |
|
|
|
|
3,300 |
|
Absolute Software Corp. |
|
|
40,079 |
|
1,800 |
|
Access Co., Ltd. |
|
|
15,211 |
|
3,669 |
|
Altium, Ltd. |
|
|
95,516 |
|
3,980 |
|
Avast plc(a) |
|
|
26,911 |
|
585 |
|
AVEVA Group plc |
|
|
36,165 |
|
1,040 |
|
Axway Software SA |
|
|
23,174 |
|
26,254 |
|
BlackBerry, Ltd.* |
|
|
120,484 |
|
4,900 |
|
Broadleaf Co., Ltd. |
|
|
25,428 |
|
500 |
|
Computer Engineering & Consulting, Ltd. |
|
|
7,731 |
|
201 |
|
Constellation Software, Inc. |
|
|
223,377 |
|
1,400 |
|
Cresco, Ltd. |
|
|
18,287 |
|
1,200 |
|
Cybozu, Inc. |
|
|
38,108 |
|
323 |
|
Dassault Systemes SA |
|
|
60,244 |
|
764 |
|
Descartes Systems Group, Inc.* |
|
|
43,533 |
|
300 |
|
Digital Arts, Inc. |
|
|
24,604 |
|
2,000 |
|
Enghouse Systems, Ltd. |
|
|
109,314 |
|
800 |
|
Fuji Soft, Inc. |
|
|
41,150 |
|
8,509 |
|
Hansen Technology, Ltd. |
|
|
23,800 |
|
916 |
|
Hilan, Ltd. |
|
|
39,968 |
|
7,600 |
|
Infomart Corp. |
|
|
67,391 |
|
16,011 |
|
Infomedia, Ltd. |
|
|
18,607 |
|
7,858 |
|
Integrated Research, Ltd. |
|
|
20,087 |
|
7,413 |
|
IRESS, Ltd. |
|
|
50,927 |
|
600 |
|
Justsystems Corp. |
|
|
42,498 |
|
400 |
|
Kinaxis, Inc.* |
|
|
58,888 |
|
1,361 |
|
Lectra |
|
|
32,175 |
|
172 |
|
Linedata Services |
|
|
5,224 |
|
1,195 |
|
Magic Software Enterprises, Ltd. |
|
|
15,863 |
|
8,235 |
|
Micro Focus International plc, ADR |
|
|
26,517 |
|
500 |
|
Miroku Jyoho Service Co., Ltd. |
|
|
10,447 |
|
1,788 |
|
Nemetschek SE |
|
|
130,942 |
|
249 |
|
Netcompany Group A/S*(a) |
|
|
20,617 |
|
363 |
|
NICE Systems, Ltd.* |
|
|
82,297 |
|
600 |
|
Open Text Corp. |
|
|
25,363 |
|
3,485 |
|
Open Text Corp. |
|
|
147,206 |
|
400 |
|
Oracle Corp. |
|
|
43,373 |
|
4,000 |
|
Rakus Co., Ltd. |
|
|
71,989 |
|
3,268 |
|
Sage Group plc |
|
|
30,260 |
|
2,059 |
|
SAP SE |
|
|
320,595 |
|
3,474 |
|
SDL plc* |
|
|
30,495 |
|
1,391 |
|
SimCorp A/S |
|
|
182,884 |
|
1,731 |
|
Software AG |
|
|
85,349 |
|
500 |
|
SRA Holdings |
|
|
11,477 |
|
2,800 |
|
Systena Corp. |
|
|
48,858 |
|
8,525 |
|
Technology One, Ltd. |
|
|
48,896 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Software, continued |
|
|
|
|
1,295 |
|
Temenos AG |
|
$ |
174,440 |
|
1,900 |
|
Trend Micro, Inc. |
|
|
115,951 |
|
12,001 |
|
Vista Group International, Ltd. |
|
|
13,183 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,945,883 |
|
|
|
|
|
|
|
|
Specialty Retail (1.5%): |
|
|
|
|
400 |
|
ABC-Mart, Inc. |
|
|
20,824 |
|
16,866 |
|
Accent Group, Ltd. |
|
|
19,906 |
|
10,400 |
|
Adairs, Ltd. |
|
|
24,298 |
|
1,300 |
|
Adastria Co., Ltd. |
|
|
20,504 |
|
900 |
|
Alpen Co., Ltd. |
|
|
17,025 |
|
34,842 |
|
AMA Group, Ltd.* |
|
|
15,923 |
|
2,600 |
|
Aoki Holdings, Inc. |
|
|
13,022 |
|
2,800 |
|
Aoyama Trading Co., Ltd.^ |
|
|
14,715 |
|
3,236 |
|
AP Eagers, Ltd. |
|
|
21,312 |
|
1,900 |
|
Arcland Sakamoto Co., Ltd. |
|
|
39,024 |
|
2,500 |
|
Autobacs Seven Co., Ltd. |
|
|
32,479 |
|
1,813 |
|
Autocanada, Inc. |
|
|
24,688 |
|
2,300 |
|
BIC Camera, Inc. |
|
|
25,510 |
|
4,193 |
|
Bilia AB, Class A* |
|
|
52,761 |
|
3,245 |
|
Byggmax Group AB |
|
|
19,065 |
|
2,609 |
|
Carasso Motors, Ltd. |
|
|
7,042 |
|
16,294 |
|
Card Factory plc |
|
|
7,182 |
|
3,919 |
|
Ceconomy AG* |
|
|
19,332 |
|
800 |
|
Chiyoda Co., Ltd. |
|
|
7,464 |
|
18,000 |
|
Chow Sang Sang Holdings International, Ltd. |
|
|
19,302 |
|
31,200 |
|
Chow Tai Fook Jewellery Group, Ltd. |
|
|
40,632 |
|
4,700 |
|
DCM Holdings Co., Ltd. |
|
|
65,089 |
|
39,375 |
|
Dixons Carphone plc |
|
|
47,338 |
|
1,884 |
|
Dufry AG, Registered Shares |
|
|
57,884 |
|
5,850 |
|
Dunelm Group plc |
|
|
104,847 |
|
4,900 |
|
Edion Corp. |
|
|
51,271 |
|
77,300 |
|
Esprit Holdings, Ltd.* |
|
|
7,611 |
|
400 |
|
Fast Retailing Co., Ltd. |
|
|
251,018 |
|
104 |
|
Fenix Outdoor International AG* |
|
|
11,544 |
|
1,290 |
|
Fielmann AG |
|
|
103,584 |
|
878 |
|
Fnac Darty SA |
|
|
39,478 |
|
9,000 |
|
Frasers Group plc* |
|
|
39,859 |
|
2,300 |
|
Geo Holdings Corp. |
|
|
36,459 |
|
130,000 |
|
Giordano International, Ltd. |
|
|
22,664 |
|
1,946 |
|
Grandvision BV*(a) |
|
|
54,382 |
|
13,359 |
|
Halfords Group plc |
|
|
31,260 |
|
8,861 |
|
Hennes & Mauritz AB, Class B |
|
|
152,903 |
|
300 |
|
Hikari Tsushin, Inc. |
|
|
71,501 |
|
483 |
|
Hornbach Baumarkt AG |
|
|
25,647 |
|
721 |
|
Hornbach Holding AG & Co. KGaA |
|
|
84,145 |
|
22,000 |
|
I.T, Ltd.* |
|
|
2,874 |
|
5,100 |
|
Idom, Inc. |
|
|
30,720 |
|
5,629 |
|
Industria de Diseno Textil SA |
|
|
156,482 |
|
4,862 |
|
JB Hi-Fi, Ltd. |
|
|
164,154 |
|
13,842 |
|
JD Sports Fashion plc |
|
|
144,834 |
|
700 |
|
JINS Holdings, Inc. |
|
|
55,105 |
|
1,500 |
|
Joshin Denki Co., Ltd. |
|
|
37,375 |
|
26,469 |
|
Kathmandu Holdings, Ltd.* |
|
|
21,760 |
|
1,700 |
|
Keiyo Co., Ltd. |
|
|
14,268 |
|
39,018 |
|
Kingfisher plc |
|
|
149,091 |
|
900 |
|
Kohnan Shoji Co., Ltd. |
|
|
35,036 |
|
1,600 |
|
Komeri Co., Ltd. |
|
|
50,548 |
|
5,800 |
|
Ks Holding Corp. |
|
|
78,319 |
|
2,366 |
|
Leons Furniture, Ltd. |
|
|
32,805 |
|
15,750 |
|
Loccitane International SA |
|
|
27,512 |
|
19,046 |
|
Lookers plc |
|
|
5,160 |
|
14,000 |
|
Luk Fook Holdings International, Ltd. |
|
|
33,984 |
|
2,347 |
|
Matas A/S* |
|
|
27,316 |
|
1,681 |
|
Mekonomen AB |
|
|
17,498 |
|
2,955 |
|
Mobilezone Holding AG |
|
|
29,274 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Specialty Retail, continued |
|
|
|
|
3,966 |
|
Nick Scali, Ltd. |
|
$ |
24,260 |
|
1,900 |
|
Nishimatsuya Chain Co., Ltd. |
|
|
25,854 |
|
400 |
|
Nitori Co., Ltd. |
|
|
83,208 |
|
2,300 |
|
Nojima Corp. |
|
|
61,982 |
|
40,000 |
|
Oriental Watch Holdings |
|
|
12,044 |
|
1,400 |
|
Pal Group Holdings Co., Ltd. |
|
|
14,872 |
|
76,677 |
|
Pendragon plc* |
|
|
7,012 |
|
19,618 |
|
Pets At Home Group plc |
|
|
107,121 |
|
2,736 |
|
Premier Investments, Ltd. |
|
|
40,389 |
|
61,088 |
|
SA SA International Holdings, Ltd.* |
|
|
10,640 |
|
1,800 |
|
Shimachu Co., Ltd. |
|
|
61,088 |
|
400 |
|
Shimamura Co., Ltd. |
|
|
39,107 |
|
9,886 |
|
Super Retail Group, Ltd. |
|
|
74,681 |
|
3,968 |
|
Superdry plc |
|
|
7,881 |
|
900 |
|
T-Gaia Corp. |
|
|
16,888 |
|
1,300 |
|
United Arrows, Ltd. |
|
|
18,919 |
|
2,400 |
|
USS Co., Ltd. |
|
|
42,937 |
|
240 |
|
Valora Holding AG |
|
|
44,682 |
|
8,200 |
|
VT Holdings Co., Ltd. |
|
|
31,694 |
|
4,080 |
|
WHSmith plc |
|
|
50,045 |
|
300 |
|
Workman Co., Ltd. |
|
|
26,286 |
|
800 |
|
World Co., Ltd. |
|
|
10,810 |
|
700 |
|
Xebio Holdings Co., Ltd. |
|
|
5,060 |
|
2,913 |
|
XXL ASA*(a) |
|
|
8,197 |
|
10,200 |
|
Yamada Holdings Co., Ltd. |
|
|
50,868 |
|
800 |
|
Yellow Hat, Ltd. |
|
|
13,381 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,724,515 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.5%): |
|
|
|
|
6,400 |
|
Brother Industries, Ltd. |
|
|
101,665 |
|
6,500 |
|
Canon, Inc. |
|
|
107,901 |
|
700 |
|
EIZO Corp. |
|
|
27,257 |
|
900 |
|
Elecom Co., Ltd. |
|
|
44,290 |
|
2,700 |
|
FUJIFILM Holdings Corp. |
|
|
133,064 |
|
19,300 |
|
Konica Minolta, Inc.^ |
|
|
54,543 |
|
1,323 |
|
Logitech International SA, Class R |
|
|
102,406 |
|
1,900 |
|
Maxell Holdings, Ltd.* |
|
|
19,694 |
|
4,900 |
|
Mcj Co., Ltd. |
|
|
44,788 |
|
5,300 |
|
NEC Corp. |
|
|
310,286 |
|
1,300 |
|
Noritsu Koki Co., Ltd. |
|
|
20,059 |
|
1,935 |
|
Quadient |
|
|
26,143 |
|
10,400 |
|
Ricoh Co., Ltd. |
|
|
70,119 |
|
600 |
|
Roland Dg Corp. |
|
|
7,790 |
|
2,197 |
|
S&T AG^ |
|
|
46,124 |
|
7,600 |
|
Seiko Epson Corp. |
|
|
87,380 |
|
1,200 |
|
Toshiba Tec Corp. |
|
|
50,132 |
|
4,400 |
|
Wacom Co., Ltd. |
|
|
29,069 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,282,710 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (1.7%): |
|
|
|
|
1,248 |
|
Adidas AG |
|
|
403,881 |
|
3,137 |
|
Aritzia, Inc.* |
|
|
41,068 |
|
3,800 |
|
Asics Corp. |
|
|
53,203 |
|
1,700 |
|
Atsugi Co., Ltd. |
|
|
9,177 |
|
287 |
|
Bijou Brigitte AG |
|
|
8,109 |
|
1,383 |
|
Brunello Cucinelli SpA |
|
|
42,176 |
|
6,313 |
|
Burberry Group plc |
|
|
126,376 |
|
364 |
|
Calida Holding AG |
|
|
11,582 |
|
408 |
|
Canada Goose Holdings, Inc.* |
|
|
13,125 |
|
893 |
|
Chargeurs SA |
|
|
17,511 |
|
4,311 |
|
Cie Financiere Richemont SA |
|
|
288,833 |
|
35,102 |
|
Coats Group plc |
|
|
25,293 |
|
485 |
|
Delta-Galil Industries, Ltd. |
|
|
7,807 |
|
829 |
|
Fox Wizel, Ltd. |
|
|
54,623 |
|
2,382 |
|
Gildan Activewear, Inc. |
|
|
46,854 |
|
400 |
|
Goldwin, Inc. |
|
|
31,746 |
|
900 |
|
Gunze, Ltd. |
|
|
33,614 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Textiles, Apparel & Luxury Goods, continued |
|
|
|
|
189 |
|
Hermes International SA |
|
$ |
162,895 |
|
2,775 |
|
Hugo Boss AG |
|
|
69,484 |
|
473 |
|
Kering |
|
|
314,215 |
|
1,500 |
|
Komatsu Matere Co., Ltd. |
|
|
12,734 |
|
700 |
|
Kurabo Industries, Ltd. |
|
|
12,824 |
|
2,199 |
|
LVMH Moet Hennessy Louis Vuitton SA |
|
|
1,027,898 |
|
5,170 |
|
Moncler SpA |
|
|
211,728 |
|
3,560 |
|
New Wave Group AB* |
|
|
18,679 |
|
5,000 |
|
Onward Holdings Co., Ltd. |
|
|
12,977 |
|
9,893 |
|
Ovs SpA*(a) |
|
|
11,401 |
|
44,000 |
|
Pacific Textiles Holdings, Ltd. |
|
|
20,459 |
|
4,972 |
|
Pandora A/S |
|
|
357,853 |
|
12,900 |
|
Prada SpA |
|
|
50,355 |
|
902 |
|
Puma SE* |
|
|
81,262 |
|
1,469 |
|
Salvatore Ferragamo Italia SpA* |
|
|
21,604 |
|
73,200 |
|
Samsonite International SA*(a) |
|
|
74,703 |
|
2,100 |
|
Sankyo Seiko Co., Ltd. |
|
|
8,987 |
|
500 |
|
Sanyo Shokai, Ltd. |
|
|
2,872 |
|
1,000 |
|
Seiren Co., Ltd. |
|
|
14,730 |
|
17,500 |
|
Stella International Holdings, Ltd. |
|
|
17,157 |
|
507 |
|
Swatch Group AG (The), Class B |
|
|
118,132 |
|
1,258 |
|
Swatch Group AG (The), Registered Shares |
|
|
56,496 |
|
2,999 |
|
Ted Baker plc |
|
|
4,049 |
|
60,000 |
|
Texwinca Holdings, Ltd. |
|
|
8,383 |
|
404 |
|
Tods SpA* |
|
|
11,749 |
|
3,200 |
|
Tsi Holdings Co., Ltd. |
|
|
9,868 |
|
5,500 |
|
Unitika, Ltd.* |
|
|
18,782 |
|
2,000 |
|
Wacoal Holdings Corp. |
|
|
37,835 |
|
1,100 |
|
Yondoshi Holdings, Inc. |
|
|
18,423 |
|
45,514 |
|
Yue Yuen Industrial Holdings, Ltd. |
|
|
73,748 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,077,260 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.1%): |
|
|
|
|
1,484 |
|
Aareal Bank AG |
|
|
29,812 |
|
3,618 |
|
Deutsche Pfandbriefbank AG*(a) |
|
|
23,979 |
|
615 |
|
Equitable Group, Inc. |
|
|
34,686 |
|
1,100 |
|
Firm Capital Mortgage Investment Corp. |
|
|
9,501 |
|
1,626 |
|
Genworth MI Canada, Inc. |
|
|
42,170 |
|
16,190 |
|
Genworth Mortgage Insurance AU |
|
|
18,275 |
|
2,112 |
|
Home Capital Group, Inc.* |
|
|
34,232 |
|
3,861 |
|
MyState, Ltd. |
|
|
9,971 |
|
9,478 |
|
Onesavings Bank plc |
|
|
34,062 |
|
10,978 |
|
Paragon Banking Group plc |
|
|
47,078 |
|
3,600 |
|
Timbercreek Financial Corp. |
|
|
22,578 |
|
|
|
|
|
|
|
|
|
|
|
|
|
306,344 |
|
|
|
|
|
|
|
|
Tobacco (0.5%): |
|
|
|
|
14,187 |
|
British American Tobacco plc |
|
|
509,827 |
|
18,433 |
|
Imperial Brands plc, Class A |
|
|
324,854 |
|
13,100 |
|
Japan Tobacco, Inc. |
|
|
239,251 |
|
3,118 |
|
Scandinavian Tobacco Group A/S(a) |
|
|
46,238 |
|
779 |
|
Swedish Match AB, Class B |
|
|
63,584 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,183,754 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (2.1%): |
|
|
|
|
10,548 |
|
AddTech AB, Class B |
|
|
137,932 |
|
1,000 |
|
Alconix Corp. |
|
|
14,469 |
|
13,653 |
|
Ashtead Group plc |
|
|
489,081 |
|
653 |
|
BayWa AG |
|
|
21,465 |
|
2,337 |
|
Beijer Ref AB |
|
|
77,326 |
|
1,271 |
|
Bergman & Beving AB |
|
|
12,307 |
|
9,600 |
|
BOC Aviation, Ltd.(a) |
|
|
65,399 |
|
388 |
|
Bossard Holding AG |
|
|
70,141 |
|
5,765 |
|
Brenntag AG |
|
|
366,784 |
|
2,745 |
|
Bufab AB |
|
|
42,575 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Trading Companies & Distributors, continued |
|
|
|
|
4,067 |
|
Bunzl plc |
|
$ |
131,191 |
|
4,000 |
|
CanWel Building Materials Group, Ltd. |
|
|
20,430 |
|
70,000 |
|
China Strategic Holdings, Ltd.* |
|
|
689 |
|
400 |
|
Daiichi Jitsugyo Co., Ltd. |
|
|
14,046 |
|
2,280 |
|
Diploma plc |
|
|
64,378 |
|
3,513 |
|
Ferguson plc |
|
|
353,398 |
|
8,200 |
|
Finning International, Inc. |
|
|
125,396 |
|
7,815 |
|
Grafton Group plc |
|
|
67,736 |
|
1,700 |
|
Hanwa Co., Ltd. |
|
|
33,947 |
|
29,424 |
|
Howden Joinery Group plc |
|
|
222,568 |
|
1,598 |
|
Imcd Group NV |
|
|
190,242 |
|
1,800 |
|
Inaba Denki Sangyo Co., Ltd. |
|
|
45,122 |
|
1,800 |
|
Inabata & Co., Ltd. |
|
|
22,878 |
|
2,143 |
|
Indutrade AB |
|
|
114,947 |
|
9,000 |
|
Itochu Corp. |
|
|
230,169 |
|
2,000 |
|
Iwatani Corp. |
|
|
74,949 |
|
616 |
|
Jacquet Metal Service |
|
|
5,997 |
|
500 |
|
Japan Pulp & Paper Co., Ltd. |
|
|
17,777 |
|
700 |
|
Kamei Corp. |
|
|
7,274 |
|
900 |
|
Kanaden Corp. |
|
|
12,786 |
|
1,700 |
|
Kanamoto Co., Ltd. |
|
|
38,697 |
|
3,100 |
|
Kanematsu Corp. |
|
|
37,959 |
|
5,365 |
|
Kloeckner & Co. SE* |
|
|
34,306 |
|
14,200 |
|
Marubeni Corp. |
|
|
80,576 |
|
900 |
|
Maruka Corp. |
|
|
19,506 |
|
600 |
|
Mitani Corp. |
|
|
37,086 |
|
6,700 |
|
Mitsubishi Corp. |
|
|
160,310 |
|
8,600 |
|
Mitsui & Co., Ltd. |
|
|
147,746 |
|
1,271 |
|
Momentum Group AB, Class B* |
|
|
19,730 |
|
1,800 |
|
MonotaRo Co., Ltd. |
|
|
89,661 |
|
4,300 |
|
Nagase & Co., Ltd. |
|
|
60,160 |
|
600 |
|
Nichiden Corp. |
|
|
13,171 |
|
1,100 |
|
Nippon Steel Trading Corp. |
|
|
31,380 |
|
1,200 |
|
Nishio Rent All Co., Ltd. |
|
|
25,451 |
|
700 |
|
Onoken Co., Ltd. |
|
|
7,456 |
|
5,062 |
|
Reece, Ltd. |
|
|
47,199 |
|
9,256 |
|
Rexel SA* |
|
|
116,101 |
|
2,592 |
|
Richelieu Hardware, Ltd. |
|
|
68,450 |
|
2,804 |
|
Russel Metals, Inc. |
|
|
38,267 |
|
1,200 |
|
Seika Corp. |
|
|
16,868 |
|
600 |
|
Senshu Electric Co., Ltd. |
|
|
18,531 |
|
2,307 |
|
Seven Group Holdings, Ltd. |
|
|
29,700 |
|
38,500 |
|
Sojitz Corp. |
|
|
87,337 |
|
409 |
|
Solar A/S |
|
|
19,349 |
|
17,864 |
|
Speedy Hire plc |
|
|
11,920 |
|
800 |
|
Sugimoto & Co., Ltd. |
|
|
14,961 |
|
6,600 |
|
Sumitomo Corp. |
|
|
79,151 |
|
600 |
|
Tomoe Engineering Co., Ltd. |
|
|
11,954 |
|
2,572 |
|
Toromont Industries, Ltd. |
|
|
153,926 |
|
4,000 |
|
Toyota Tsushu Corp. |
|
|
111,726 |
|
8,059 |
|
Travis Perkins plc |
|
|
112,048 |
|
1,000 |
|
Trusco Nakayama Corp. |
|
|
25,279 |
|
800 |
|
Wajax Corp. |
|
|
7,150 |
|
2,700 |
|
Wakita & Co., Ltd. |
|
|
26,921 |
|
2,700 |
|
Yamazen Corp. |
|
|
27,387 |
|
800 |
|
Yuasa Trading Co., Ltd. |
|
|
24,951 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,905,770 |
|
|
|
|
|
|
|
|
Transportation Infrastructure (0.5%): |
|
|
|
|
833 |
|
Aena SME SA(a) |
|
|
116,016 |
|
496 |
|
Aeroports de Paris |
|
|
49,382 |
|
4,153 |
|
Atlantia SpA* |
|
|
65,118 |
|
9,083 |
|
Atlas Arteria, Ltd. |
|
|
39,929 |
|
8,117 |
|
Auckland International Airport, Ltd. |
|
|
39,314 |
|
671 |
|
Flughafen Zuerich AG |
|
|
91,906 |
|
1,452 |
|
Fraport AG |
|
|
57,491 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Transportation Infrastructure, continued |
|
|
|
|
2,198 |
|
Getlink SE |
|
$ |
29,798 |
|
2,440 |
|
Hamburger Hafen und Logistik AG |
|
|
42,746 |
|
182,200 |
|
Hutchison Port Holdings Trust |
|
|
29,925 |
|
1,940 |
|
James Fisher & Sons plc |
|
|
28,322 |
|
400 |
|
Japan Airport Terminal Co., Ltd. |
|
|
17,651 |
|
3,500 |
|
Kamigumi Co., Ltd. |
|
|
68,918 |
|
2,100 |
|
Mitsubishi Logistics Corp. |
|
|
59,499 |
|
400 |
|
Nissin Corp. |
|
|
6,054 |
|
5,399 |
|
Port of Tauranga, Ltd. |
|
|
26,244 |
|
32,017 |
|
Qube Holdings, Ltd. |
|
|
57,712 |
|
15,500 |
|
SATS, Ltd. |
|
|
32,463 |
|
17,118 |
|
Signature Aviation plc* |
|
|
52,866 |
|
3,800 |
|
Sumitomo Warehouse Co., Ltd. (The) |
|
|
48,134 |
|
11,723 |
|
Sydney Airport |
|
|
49,339 |
|
11,321 |
|
Transurban Group |
|
|
114,709 |
|
2,729 |
|
Westshore Terminals Investment Corp.^ |
|
|
31,176 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,154,712 |
|
|
|
|
|
|
|
|
Water Utilities (0.2%): |
|
|
|
|
12,043 |
|
Pennon Group plc |
|
|
160,028 |
|
4,673 |
|
Severn Trent plc |
|
|
146,904 |
|
45,000 |
|
Siic Environment Holdings, Ltd. |
|
|
6,051 |
|
8,586 |
|
United Utilities Group plc |
|
|
94,926 |
|
|
|
|
|
|
|
|
|
|
|
|
|
407,909 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (1.5%): |
|
|
|
|
1,292 |
|
1&1 Drillisch AG |
|
|
28,645 |
|
3,670 |
|
Cellcom Israel, Ltd.* |
|
|
14,968 |
|
7,390 |
|
Freenet AG |
|
|
149,494 |
|
88,000 |
|
Hutchison Telecommunications Holdings, Ltd. |
|
|
13,549 |
|
27,900 |
|
KDDI Corp. |
|
|
705,858 |
|
5,186 |
|
Millicom International Cellular SA, SDR |
|
|
156,974 |
|
12,900 |
|
NTT DoCoMo, Inc. |
|
|
478,458 |
|
1,000 |
|
Okinawa Cellular Telephone Co. |
|
|
38,039 |
|
2,104 |
|
Orange Belgium SA |
|
|
33,972 |
|
5,106 |
|
Partner Communications Co.* |
|
|
19,996 |
|
1,900 |
|
Rogers Communications, Inc., Class B |
|
|
75,378 |
|
1,708 |
|
Rogers Communications, Inc., Class B |
|
|
67,722 |
|
35,000 |
|
Smartone Telecommunications Ho |
|
|
18,582 |
|
9,900 |
|
Softbank Corp. |
|
|
110,944 |
|
21,800 |
|
SoftBank Group Corp. |
|
|
1,346,282 |
|
21,800 |
|
StarHub, Ltd. |
|
|
19,175 |
|
4,847 |
|
Tele2 AB^ |
|
|
68,465 |
|
119,823 |
|
Vodafone Group plc |
|
|
158,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,505,438 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $232,007,832) |
|
|
236,486,941 |
|
|
|
|
|
|
Preferred Stocks (0.4%): |
|
|
|
|
Automobiles (0.4%): |
|
|
|
|
1,421 |
|
Bayerische Motoren Werke AG (BMW), 5.39%, 5/15/20 |
|
|
77,850 |
|
1,645 |
|
Porsche Automobil Holding SE, 4.34%, 5/20/20* |
|
|
98,202 |
|
4,289 |
|
Volkswagen AG, 3.54%, 5/8/20* |
|
|
690,180 |
|
|
|
|
|
|
|
|
|
|
|
|
|
866,232 |
|
|
|
|
|
|
|
|
Household Products (0.0%): |
|
|
|
|
361 |
|
Henkel AG & Co. KGaA, 2.07%, 4/21/20 |
|
|
37,796 |
|
|
|
|
|
|
|
|
Total Preferred Stocks (Cost $1,149,986) |
|
|
904,028 |
|
|
|
|
|
|
Warrants
(0.0%): |
|
|
|
|
Energy Equipment & Services (0.0%): |
|
|
|
|
64,038 |
|
Ezion Holdings, Ltd., 4/6/23 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Warrants, continued |
|
|
|
|
Entertainment
(0.0%): |
|
|
|
|
510 |
|
Technicolor SA, 9/22/24 |
|
$ |
|
|
|
|
|
|
|
|
|
Total Warrants (Cost $) |
|
|
|
|
|
|
|
|
|
Rights
(0.0%): |
|
|
|
|
Hotels, Restaurants & Leisure (0.0%): |
|
|
|
|
545 |
|
Corporate Travel, Expires on 10/16/20* |
|
|
|
|
|
|
|
|
|
|
|
Insurance
(0.0%): |
|
|
|
|
31,856 |
|
Saga plc, Expires on 10/1/20* |
|
|
205 |
|
|
|
|
|
|
|
|
Total Rights (Cost $) |
|
|
205 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (1.2%): |
|
|
|
|
2,917,687 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(b)(c) |
|
|
2,917,687 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $2,917,687) |
|
|
2,917,687 |
|
|
|
|
|
|
Unaffiliated Investment Companies (0.2%): |
|
|
|
|
|
|
Money Markets (0.2%): |
|
|
|
|
436,754 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
|
436,754 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $436,754) |
|
|
436,754 |
|
|
|
|
|
|
Total Investment Securities (Cost $236,512,259) - 100.6% |
|
|
240,745,615 |
|
Net other assets (liabilities) - (0.6)% |
|
|
(1,318,585) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
$ |
239,427,030 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
ADR |
|
- |
|
American Depository Receipt |
CVR |
|
- |
|
Contingency Valued Rights |
NYS |
|
- |
|
New York Shares |
SDR |
|
- |
|
Swedish Depository Receipt |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $2,639,367. |
|
Represents less than 0.05%. |
(a) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be liquid based on procedures approved by the Board of Trustees. |
(b) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(c) |
The rate represents the effective yield at September 30, 2020. |
|
Amounts shown as are either $0 or rounds to less than $1.
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA International Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
The following represents the concentrations by country of risk (based on the domicile of the security issuer) relative to
the total fair value of investments as of September 30, 2020:
(Unaudited)
|
|
|
|
|
Country |
|
Percentage |
|
|
|
|
% |
Australia |
|
|
5.9 |
% |
Austria |
|
|
0.4 |
% |
Belgium |
|
|
1.0 |
% |
Bermuda |
|
|
0.1 |
% |
Cambodia |
|
|
|
% |
Canada |
|
|
9.4 |
% |
Cayman Islands |
|
|
|
% |
China |
|
|
0.2 |
% |
Colombia |
|
|
|
% |
Denmark |
|
|
2.2 |
% |
Egypt |
|
|
0.1 |
% |
European Community |
|
|
|
% |
Faroe Islands |
|
|
|
% |
Finland |
|
|
1.6 |
% |
France |
|
|
7.4 |
% |
Germany |
|
|
7.2 |
% |
Hong Kong |
|
|
2.3 |
% |
India |
|
|
|
% |
Indonesia |
|
|
|
% |
Ireland |
|
|
1.2 |
% |
Isle of Man |
|
|
0.2 |
% |
Israel |
|
|
0.8 |
% |
Italy |
|
|
2.4 |
% |
Japan |
|
|
24.1 |
% |
Jersey |
|
|
|
% |
Liechtenstein |
|
|
|
% |
Luxembourg |
|
|
0.4 |
% |
Macau |
|
|
|
% |
Malta |
|
|
|
% |
Mexico |
|
|
|
% |
Monaco |
|
|
0.1 |
% |
Netherlands |
|
|
3.7 |
% |
New Zealand |
|
|
0.5 |
% |
Norway |
|
|
0.7 |
% |
Peru |
|
|
|
% |
Portugal |
|
|
0.2 |
% |
Russian Federation |
|
|
|
% |
Singapore |
|
|
0.9 |
% |
Spain |
|
|
2.0 |
% |
Sweden |
|
|
3.4 |
% |
Switzerland |
|
|
8.2 |
% |
United Arab Emirates |
|
|
|
% |
United Kingdom |
|
|
11.8 |
% |
United States |
|
|
1.6 |
% |
|
|
|
100.0 |
% |
|
|
|
|
Represents less than 0.05%.
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks (99.6%): |
|
|
|
|
Aerospace & Defense (1.5%): |
|
|
|
|
1,810 |
|
AAR Corp. |
|
$ |
34,028 |
|
2,968 |
|
Aerojet Rocketdyne Holdings, Inc.* |
|
|
118,394 |
|
1,163 |
|
AeroVironment, Inc.* |
|
|
69,792 |
|
712 |
|
Astronics Corp.* |
|
|
5,497 |
|
415 |
|
Astronics Corp., Class B*^ |
|
|
3,092 |
|
1,281 |
|
Axon Enterprise, Inc.* |
|
|
116,187 |
|
4,876 |
|
Boeing Co. (The) |
|
|
805,807 |
|
3,220 |
|
BWX Technologies, Inc. |
|
|
181,318 |
|
685 |
|
CPI Aerostructures, Inc.* |
|
|
1,836 |
|
1,202 |
|
Cubic Corp. |
|
|
69,920 |
|
1,425 |
|
Curtiss-Wright Corp. |
|
|
132,896 |
|
625 |
|
Ducommun, Inc.* |
|
|
20,575 |
|
2,895 |
|
General Dynamics Corp. |
|
|
400,755 |
|
769 |
|
HEICO Corp. |
|
|
80,484 |
|
1,407 |
|
HEICO Corp., Class A |
|
|
124,745 |
|
3,113 |
|
Hexcel Corp. |
|
|
104,441 |
|
12,010 |
|
Howmet Aerospace, Inc.* |
|
|
200,807 |
|
1,188 |
|
Huntington Ingalls Industries, Inc. |
|
|
167,211 |
|
4,471 |
|
Kratos Defense & Security Solutions, Inc.* |
|
|
86,201 |
|
1,779 |
|
L3harris Technologies, Inc. |
|
|
302,145 |
|
3,049 |
|
Lockheed Martin Corp. |
|
|
1,168,620 |
|
1,378 |
|
Mercury Systems, Inc.* |
|
|
106,740 |
|
913 |
|
Moog, Inc., Class A |
|
|
58,003 |
|
343 |
|
National Presto Industries, Inc. |
|
|
28,078 |
|
1,853 |
|
Northrop Grumman Corp. |
|
|
584,602 |
|
953 |
|
Park Aerospace Corp., Class C |
|
|
10,407 |
|
15,464 |
|
Raytheon Technologies Corp. |
|
|
889,798 |
|
2,910 |
|
Spirit AeroSystems Holdings, Inc., Class A |
|
|
55,028 |
|
495 |
|
Teledyne Technologies, Inc.* |
|
|
153,554 |
|
6,294 |
|
Textron, Inc. |
|
|
227,150 |
|
521 |
|
TransDigm Group, Inc. |
|
|
247,538 |
|
741 |
|
Vectrus, Inc.* |
|
|
28,158 |
|
|
|
|
|
|
6,583,807 |
|
Air Freight & Logistics (0.8%): |
|
|
|
|
3,741 |
|
Air Transport Services Group, Inc.* |
|
|
93,749 |
|
1,400 |
|
Atlas Air Worldwide Holdings, Inc.* |
|
|
85,260 |
|
3,174 |
|
C.H. Robinson Worldwide, Inc. |
|
|
324,351 |
|
1,026 |
|
Echo Global Logistics, Inc.* |
|
|
26,440 |
|
3,087 |
|
Expeditors International of Washington, Inc. |
|
|
279,435 |
|
3,024 |
|
FedEx Corp. |
|
|
760,596 |
|
1,079 |
|
Forward Air Corp. |
|
|
61,913 |
|
1,993 |
|
Hub Group, Inc., Class A* |
|
|
100,039 |
|
3,266 |
|
Radiant Logistics, Inc.* |
|
|
16,787 |
|
8,339 |
|
United Parcel Service, Inc., Class B |
|
|
1,389,528 |
|
3,336 |
|
XPO Logistics, Inc.* |
|
|
282,426 |
|
|
|
|
|
|
3,420,524 |
|
Airlines (0.4%): |
|
|
|
|
5,679 |
|
Alaska Air Group, Inc. |
|
|
208,022 |
|
556 |
|
Allegiant Travel Co. |
|
|
66,609 |
|
11,473 |
|
American Airlines Group, Inc.^ |
|
|
141,003 |
|
1,140 |
|
Copa Holdings SA, Class A |
|
|
57,388 |
|
10,936 |
|
Delta Air Lines, Inc. |
|
|
334,423 |
|
2,644 |
|
Hawaiian Holdings, Inc. |
|
|
34,081 |
|
12,051 |
|
JetBlue Airways Corp.* |
|
|
136,538 |
|
2,917 |
|
SkyWest, Inc. |
|
|
87,102 |
|
10,112 |
|
Southwest Airlines Co. |
|
|
379,199 |
|
3,618 |
|
Spirit Airlines, Inc.*^ |
|
|
58,250 |
|
8,455 |
|
United Airlines Holdings, Inc.* |
|
|
293,811 |
|
|
|
|
|
|
1,796,426 |
|
Auto Components (0.6%): |
|
|
|
|
2,780 |
|
Adient plc* |
|
|
48,177 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Auto Components, continued |
|
|
|
|
8,138 |
|
American Axle & Manufacturing Holdings, Inc.* |
|
$ |
46,956 |
|
4,374 |
|
Aptiv plc |
|
|
401,009 |
|
3,232 |
|
Autoliv, Inc. |
|
|
235,548 |
|
8,940 |
|
BorgWarner, Inc. |
|
|
346,336 |
|
2,411 |
|
Cooper Tire & Rubber Co. |
|
|
76,429 |
|
1,256 |
|
Cooper-Standard Holding, Inc.* |
|
|
16,592 |
|
7,352 |
|
Dana, Inc. |
|
|
90,577 |
|
2,123 |
|
Delphi Technologies plc* |
|
|
35,475 |
|
1,395 |
|
Dorman Products, Inc.* |
|
|
126,080 |
|
1,599 |
|
Fox Factory Holding Corp.* |
|
|
118,854 |
|
7,599 |
|
Gentex Corp. |
|
|
195,674 |
|
1,620 |
|
Gentherm, Inc.* |
|
|
66,258 |
|
10,334 |
|
Goodyear Tire & Rubber Co. |
|
|
79,262 |
|
1,365 |
|
Horizon Global Corp.*^ |
|
|
7,849 |
|
1,015 |
|
LCI Industries |
|
|
107,884 |
|
2,042 |
|
Lear Corp. |
|
|
222,680 |
|
3,637 |
|
Modine Manufacturing Co.* |
|
|
22,731 |
|
1,190 |
|
Motorcar Parts of America, Inc.* |
|
|
18,516 |
|
1,436 |
|
Standard Motor Products, Inc. |
|
|
64,117 |
|
1,582 |
|
Stoneridge, Inc.* |
|
|
29,061 |
|
275 |
|
Strattec Security Corp. |
|
|
5,473 |
|
3,917 |
|
Tenneco, Inc.* |
|
|
27,184 |
|
3,249 |
|
Veoneer, Inc.*^ |
|
|
47,760 |
|
986 |
|
Visteon Corp.* |
|
|
68,251 |
|
1,621 |
|
VOXX International Corp.* |
|
|
12,465 |
|
|
|
|
|
|
2,517,198 |
|
Automobiles (0.8%): |
|
|
|
|
69,294 |
|
Ford Motor Co. |
|
|
461,498 |
|
26,070 |
|
General Motors Co. |
|
|
771,411 |
|
7,220 |
|
Harley-Davidson, Inc. |
|
|
177,179 |
|
5,055 |
|
Tesla, Inc.* |
|
|
2,168,646 |
|
1,652 |
|
Winnebago Industries, Inc. |
|
|
85,359 |
|
|
|
|
|
|
3,664,093 |
|
Banks (4.4%): |
|
|
|
|
1,278 |
|
1st Source Corp. |
|
|
39,414 |
|
504 |
|
ACNB Corp. |
|
|
10,483 |
|
954 |
|
Allegiance Bancshares, Inc. |
|
|
22,295 |
|
749 |
|
Altabancorp |
|
|
15,070 |
|
661 |
|
American National Bankshares, Inc. |
|
|
13,828 |
|
587 |
|
American River Bankshares |
|
|
5,847 |
|
2,629 |
|
Ameris Bancorp |
|
|
59,889 |
|
704 |
|
Ames National Corp. |
|
|
11,891 |
|
986 |
|
Arrow Financial Corp. |
|
|
24,739 |
|
5,524 |
|
Associated Banc-Corp. |
|
|
69,713 |
|
1,160 |
|
Atlantic Capital Bancshares, Inc.* |
|
|
13,166 |
|
4,019 |
|
Atlantic Union Bankshares Corp. |
|
|
85,886 |
|
2,876 |
|
Banc of California, Inc. |
|
|
29,105 |
|
1,639 |
|
BancFirst Corp. |
|
|
66,937 |
|
2,831 |
|
Bancorp, Inc. (The)* |
|
|
24,460 |
|
2,523 |
|
BancorpSouth Bank |
|
|
48,896 |
|
73,235 |
|
Bank of America Corp. |
|
|
1,764,230 |
|
899 |
|
Bank of Commerce Holdings |
|
|
6,266 |
|
1,489 |
|
Bank of Hawaii Corp. |
|
|
75,224 |
|
902 |
|
Bank of Marin Bancorp |
|
|
26,122 |
|
2,800 |
|
Bank of Nt Butterfield & Son, Ltd. (The) |
|
|
62,384 |
|
4,810 |
|
Bank OZK |
|
|
102,549 |
|
2,950 |
|
BankUnited, Inc. |
|
|
64,635 |
|
1,829 |
|
Banner Corp. |
|
|
59,004 |
|
1,189 |
|
Bar Harbor Bankshares |
|
|
24,434 |
|
842 |
|
BCB Bancorp, Inc. |
|
|
6,736 |
|
2,598 |
|
Berkshire Hills Bancorp, Inc. |
|
|
26,266 |
|
2,016 |
|
BOK Financial Corp. |
|
|
103,844 |
|
5,245 |
|
Boston Private Financial Holdings, Inc. |
|
|
28,952 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
668 |
|
Bridge Bancorp, Inc. |
|
$ |
11,643 |
|
5,107 |
|
Brookline Bancorp, Inc. |
|
|
44,150 |
|
1,162 |
|
Bryn Mawr Bank Corp. |
|
|
28,899 |
|
977 |
|
Byline BanCorp, Inc. |
|
|
11,021 |
|
74 |
|
C&F Financial Corp. |
|
|
2,198 |
|
5,075 |
|
Cadence Bancorp |
|
|
43,594 |
|
843 |
|
Camden National Corp. |
|
|
25,480 |
|
1,309 |
|
Capital City Bank Group, Inc. |
|
|
24,596 |
|
3,399 |
|
Cathay General Bancorp |
|
|
73,690 |
|
1,225 |
|
CBTX, Inc. |
|
|
20,017 |
|
1,402 |
|
Central Pacific Financial Corp. |
|
|
19,025 |
|
933 |
|
Central Valley Community Bancorp |
|
|
11,523 |
|
273 |
|
Century Bancorp, Inc. |
|
|
17,947 |
|
377 |
|
Chemung Financial Corp. |
|
|
10,884 |
|
2,299 |
|
CIT Group, Inc. |
|
|
40,715 |
|
20,028 |
|
Citigroup, Inc. |
|
|
863,406 |
|
943 |
|
Citizens & Northern Corp. |
|
|
15,314 |
|
8,004 |
|
Citizens Financial Group, Inc. |
|
|
202,341 |
|
552 |
|
Citizens Holding Co. |
|
|
12,376 |
|
904 |
|
City Holding Co. |
|
|
52,079 |
|
938 |
|
Civista Bancshares, Inc. |
|
|
11,744 |
|
735 |
|
CNB Financial Corp. |
|
|
10,929 |
|
85 |
|
Codorus Valley Bancorp, Inc. |
|
|
1,114 |
|
56 |
|
Colony Bankcorp, Inc. |
|
|
602 |
|
3,326 |
|
Columbia Banking System, Inc. |
|
|
79,325 |
|
4,900 |
|
Comerica, Inc. |
|
|
187,425 |
|
3,237 |
|
Commerce Bancshares, Inc. |
|
|
182,211 |
|
1,393 |
|
Community Bank System, Inc. |
|
|
75,863 |
|
1,325 |
|
Community Trust Bancorp, Inc. |
|
|
37,445 |
|
2,266 |
|
ConnectOne Bancorp, Inc. |
|
|
31,883 |
|
1,845 |
|
Cullen/Frost Bankers, Inc. |
|
|
117,988 |
|
1,643 |
|
Customers Bancorp, Inc.* |
|
|
18,402 |
|
5,350 |
|
CVB Financial Corp. |
|
|
88,971 |
|
1,882 |
|
Eagle Bancorp, Inc. |
|
|
50,419 |
|
4,679 |
|
East West Bancorp, Inc. |
|
|
153,190 |
|
1,229 |
|
Enterprise Financial Services Corp. |
|
|
33,515 |
|
682 |
|
Equity Bancshares, Inc.* |
|
|
10,571 |
|
312 |
|
Evans Bancorp, Inc. |
|
|
6,942 |
|
13,238 |
|
F.N.B. Corp. |
|
|
89,754 |
|
1,329 |
|
Farmers National Banc Corp. |
|
|
14,513 |
|
1,852 |
|
FB Financial Corp. |
|
|
46,522 |
|
11,843 |
|
Fifth Third Bancorp |
|
|
252,493 |
|
1,053 |
|
Financial Institutions, Inc. |
|
|
16,216 |
|
752 |
|
First Bancorp |
|
|
15,739 |
|
10,711 |
|
First Bancorp |
|
|
55,911 |
|
814 |
|
First Bancorp, Inc. |
|
|
17,159 |
|
611 |
|
First Bancshares, Inc. (The) |
|
|
12,813 |
|
2,931 |
|
First Busey Corp. |
|
|
46,574 |
|
664 |
|
First Business Financial Services, Inc. |
|
|
9,489 |
|
365 |
|
First Citizens BancShares, Inc., Class A |
|
|
116,355 |
|
5,424 |
|
First Commonwealth Financial Corp. |
|
|
41,982 |
|
1,419 |
|
First Community Bankshares |
|
|
25,613 |
|
5,037 |
|
First Financial Bancorp |
|
|
60,469 |
|
4,532 |
|
First Financial Bankshares, Inc. |
|
|
126,488 |
|
536 |
|
First Financial Corp. |
|
|
16,830 |
|
733 |
|
First Financial Northwest, Inc. |
|
|
6,685 |
|
1,996 |
|
First Foundation, Inc. |
|
|
26,088 |
|
1,512 |
|
First Hawaiian, Inc. |
|
|
21,879 |
|
19,530 |
|
First Horizon National Corp. |
|
|
184,168 |
|
1,244 |
|
First Interstate BancSystem, Class A |
|
|
39,621 |
|
1,606 |
|
First Merchants Corp. |
|
|
37,195 |
|
660 |
|
First Mid Bancshares, Inc. |
|
|
16,467 |
|
4,022 |
|
First Midwest Bancorp, Inc. |
|
|
43,357 |
|
1,573 |
|
First of Long Island Corp. (The) |
|
|
23,296 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
2,517 |
|
First Republic Bank |
|
$ |
274,503 |
|
2,253 |
|
Flushing Financial Corp. |
|
|
23,702 |
|
5,044 |
|
Fulton Financial Corp. |
|
|
47,061 |
|
1,315 |
|
German American Bancorp, Inc. |
|
|
35,689 |
|
3,017 |
|
Glacier Bancorp, Inc. |
|
|
96,695 |
|
1,035 |
|
Great Southern Bancorp, Inc. |
|
|
37,488 |
|
2,353 |
|
Great Western Bancorp, Inc. |
|
|
29,295 |
|
4,107 |
|
Hancock Whitney Corp. |
|
|
77,253 |
|
2,408 |
|
Hanmi Financial Corp. |
|
|
19,770 |
|
3,310 |
|
HarborOne BanCorp, Inc. |
|
|
26,712 |
|
42 |
|
Hawthorn Bancshares, Inc. |
|
|
795 |
|
1,853 |
|
Heartland Financial USA, Inc. |
|
|
55,581 |
|
1,197 |
|
Heritage Financial Corp. |
|
|
22,013 |
|
2,010 |
|
Hertiage Commerce Corp. |
|
|
13,377 |
|
5,680 |
|
Hilltop Holdings, Inc. |
|
|
116,894 |
|
4,922 |
|
Home Bancshares, Inc. |
|
|
74,618 |
|
1,540 |
|
Hometrust Bancshares, Inc. |
|
|
20,913 |
|
6,189 |
|
Hope BanCorp, Inc. |
|
|
46,944 |
|
2,112 |
|
Horizon Bancorp |
|
|
21,310 |
|
17,399 |
|
Huntington Bancshares, Inc. |
|
|
159,549 |
|
855 |
|
Independent Bank Corp. |
|
|
10,747 |
|
929 |
|
Independent Bank Corp. |
|
|
48,661 |
|
2,071 |
|
Independent Bank Group, Inc. |
|
|
91,497 |
|
3,359 |
|
International Bancshares Corp. |
|
|
87,536 |
|
10,187 |
|
Investors Bancorp, Inc. |
|
|
73,958 |
|
40,809 |
|
JPMorgan Chase & Co. |
|
|
3,928,681 |
|
16,447 |
|
KeyCorp |
|
|
196,213 |
|
2,859 |
|
Lakeland Bancorp, Inc. |
|
|
28,447 |
|
1,656 |
|
Lakeland Financial Corp. |
|
|
68,227 |
|
501 |
|
Landmark Bancorp, Inc. |
|
|
10,696 |
|
712 |
|
LCNB Corp. |
|
|
9,719 |
|
2,207 |
|
Live Oak Bancshares, Inc. |
|
|
55,903 |
|
2,533 |
|
M&T Bank Corp. |
|
|
233,264 |
|
2,571 |
|
Macatawa Bank Corp. |
|
|
16,789 |
|
1,293 |
|
Mercantile Bank Corp. |
|
|
23,300 |
|
241 |
|
Midland States BanCorp, Inc. |
|
|
3,097 |
|
638 |
|
MidWestone Financial Group, Inc. |
|
|
11,401 |
|
1,805 |
|
National Bank Holdings Corp. |
|
|
47,381 |
|
514 |
|
National Bankshares, Inc. |
|
|
13,020 |
|
2,353 |
|
NBT Bancorp, Inc. |
|
|
63,107 |
|
373 |
|
Nicolet Bankshares, Inc.* |
|
|
20,370 |
|
510 |
|
Northrim Bancorp, Inc. |
|
|
13,000 |
|
511 |
|
Norwood Financial Corp. |
|
|
12,428 |
|
3,309 |
|
OFG Bancorp |
|
|
41,230 |
|
440 |
|
Ohio Valley Banc Corp. |
|
|
9,090 |
|
7,959 |
|
Old National Bancorp |
|
|
99,965 |
|
2,225 |
|
Old Second Bancorp, Inc. |
|
|
16,676 |
|
550 |
|
Origin Bancorp, Inc. |
|
|
11,748 |
|
638 |
|
Orrstown Financial Services, Inc. |
|
|
8,166 |
|
1,205 |
|
Pacific Mercantile Bancorp* |
|
|
4,483 |
|
4,841 |
|
Pacific Premier Bancorp, Inc. |
|
|
97,498 |
|
2,447 |
|
PacWest Bancorp |
|
|
41,795 |
|
784 |
|
Park National Corp. |
|
|
64,257 |
|
1,165 |
|
Peapack-Gladstone Financial Corp. |
|
|
17,650 |
|
546 |
|
Penns Woods Bancorp, Inc. |
|
|
10,838 |
|
608 |
|
Peoples Bancorp of NC |
|
|
9,381 |
|
1,361 |
|
Peoples Bancorp, Inc. |
|
|
25,981 |
|
11,228 |
|
Peoples United Financial, Inc. |
|
|
115,761 |
|
2,297 |
|
Pinnacle Financial Partners, Inc. |
|
|
81,750 |
|
4,041 |
|
PNC Financial Services Group, Inc. (The) |
|
|
444,145 |
|
2,484 |
|
Popular, Inc. |
|
|
90,095 |
|
878 |
|
Preferred Bank Los Angeles |
|
|
28,201 |
|
945 |
|
Premier Financial Bancorp, Inc. |
|
|
10,206 |
|
2,791 |
|
Prosperity Bancshares, Inc. |
|
|
144,658 |
|
606 |
|
QCR Holdings, Inc. |
|
|
16,610 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
487 |
|
Rbb BanCorp |
|
$ |
5,523 |
|
17,681 |
|
Regions Financial Corp. |
|
|
203,862 |
|
2,997 |
|
Renasant Co. |
|
|
68,092 |
|
1,417 |
|
Republic Bancorp, Inc., Class A |
|
|
39,903 |
|
1,468 |
|
S & T Bancorp, Inc. |
|
|
25,969 |
|
148 |
|
Salisbury Bancorp, Inc. |
|
|
4,678 |
|
1,838 |
|
Sandy Spring Bancorp, Inc. |
|
|
42,421 |
|
1,879 |
|
Seacoast Banking Corp of Florida* |
|
|
33,878 |
|
1,252 |
|
Select Bancorp, Inc.* |
|
|
9,002 |
|
2,629 |
|
ServisFirst Bancshares, Inc. |
|
|
89,465 |
|
1,113 |
|
Shore Bancshares, Inc. |
|
|
12,221 |
|
1,028 |
|
Sierra Bancorp |
|
|
17,260 |
|
1,436 |
|
Signature Bank |
|
|
119,174 |
|
4,534 |
|
Simmons First National Corp., Class A |
|
|
71,887 |
|
2,840 |
|
South State Corp. |
|
|
136,746 |
|
2,003 |
|
Southern National Bancorp |
|
|
17,386 |
|
2,264 |
|
Southside Bancshares, Inc. |
|
|
55,310 |
|
7,203 |
|
Sterling Bancorp |
|
|
75,776 |
|
1,432 |
|
Stock Yards Bancorp, Inc. |
|
|
48,745 |
|
557 |
|
Summit Financial Group, Inc. |
|
|
8,249 |
|
944 |
|
SVB Financial Group* |
|
|
227,145 |
|
5,125 |
|
Synovus Financial Corp. |
|
|
108,496 |
|
5,120 |
|
TCF Financial Corp. |
|
|
119,603 |
|
1,633 |
|
Texas Capital Bancshares, Inc.* |
|
|
50,835 |
|
490 |
|
Tompkins Financial Corp. |
|
|
27,837 |
|
3,776 |
|
TowneBank |
|
|
61,926 |
|
1,726 |
|
TriCo Bancshares |
|
|
42,270 |
|
2,154 |
|
Tristate Capital Holdings, Inc.* |
|
|
28,519 |
|
1,501 |
|
Triumph BanCorp, Inc.* |
|
|
46,741 |
|
12,816 |
|
Truist Financial Corp. |
|
|
487,648 |
|
3,028 |
|
Trustmark Corp. |
|
|
64,829 |
|
19,169 |
|
U.S. Bancorp |
|
|
687,208 |
|
2,075 |
|
UMB Financial Corp. |
|
|
101,696 |
|
6,312 |
|
Umpqua Holdings Corp. |
|
|
67,033 |
|
5,281 |
|
United Bankshares, Inc. |
|
|
113,383 |
|
3,244 |
|
United Community Banks, Inc. |
|
|
54,921 |
|
1,190 |
|
United Security Bancshares |
|
|
7,271 |
|
42 |
|
Unity Bancorp, Inc. |
|
|
486 |
|
1,914 |
|
Univest Financial Corp. |
|
|
27,504 |
|
13,568 |
|
Valley National Bancorp |
|
|
92,941 |
|
1,113 |
|
Washington Trust Bancorp |
|
|
34,125 |
|
2,517 |
|
Webster Financial Corp. |
|
|
66,474 |
|
38,399 |
|
Wells Fargo & Co. |
|
|
902,759 |
|
2,998 |
|
WesBanco, Inc. |
|
|
64,037 |
|
1,062 |
|
West Bancorp |
|
|
16,822 |
|
1,287 |
|
Westamerica Bancorp |
|
|
69,948 |
|
3,900 |
|
Western Alliance Bancorp |
|
|
123,318 |
|
2,102 |
|
Wintrust Financial Corp. |
|
|
84,185 |
|
5,488 |
|
Zions Bancorp |
|
|
160,359 |
|
|
|
|
|
|
19,569,032 |
|
Beverages (1.5%): |
|
|
|
|
225 |
|
Boston Beer Co., Inc. (The), Class A* |
|
|
198,756 |
|
1,105 |
|
Brown-Forman Corp., Class A |
|
|
75,891 |
|
4,134 |
|
Brown-Forman Corp., Class B |
|
|
311,373 |
|
43,779 |
|
Coca-Cola Co. (The) |
|
|
2,161,369 |
|
285 |
|
Coca-Cola Consolidated, Inc. |
|
|
68,594 |
|
1,703 |
|
Constellation Brands, Inc., Class C |
|
|
322,736 |
|
787 |
|
Craft Brewers Alliance, Inc.* |
|
|
12,986 |
|
2,891 |
|
Keurig Dr Pepper, Inc. |
|
|
79,792 |
|
615 |
|
MGP Ingredients, Inc. |
|
|
24,440 |
|
3,243 |
|
Molson Coors Brewing Co., Class B |
|
|
108,835 |
|
4,050 |
|
Monster Beverage Corp.* |
|
|
324,810 |
|
1,132 |
|
National Beverage Corp.*^ |
|
|
76,987 |
|
20,925 |
|
PepsiCo, Inc. |
|
|
2,900,204 |
|
|
|
|
|
|
6,666,773 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Biotechnology (2.5%): |
|
|
|
|
18,635 |
|
AbbVie, Inc. |
|
$ |
1,632,239 |
|
2,144 |
|
ACADIA Pharmaceuticals, Inc.* |
|
|
88,440 |
|
737 |
|
Acceleron Pharma, Inc.* |
|
|
82,935 |
|
3,964 |
|
Adverum Biotechnologies, Inc.* |
|
|
40,829 |
|
436 |
|
Agios Pharmaceuticals, Inc.* |
|
|
15,260 |
|
7,184 |
|
Akebia Therapeutics, Inc.* |
|
|
18,032 |
|
3,358 |
|
Alexion Pharmaceuticals, Inc.* |
|
|
384,256 |
|
1,012 |
|
Alkermes plc* |
|
|
16,769 |
|
959 |
|
Alnylam Pharmaceuticals, Inc.* |
|
|
139,630 |
|
2,354 |
|
AMAG Pharmaceuticals, Inc.*^ |
|
|
22,128 |
|
8,202 |
|
Amgen, Inc. |
|
|
2,084,619 |
|
955 |
|
AnaptysBio, Inc.* |
|
|
14,086 |
|
1,621 |
|
Arena Pharmaceuticals, Inc.* |
|
|
121,235 |
|
1,753 |
|
Arrowhead Pharmaceuticals, Inc.* |
|
|
75,484 |
|
1,907 |
|
Atara Biotherapeutics, Inc.* |
|
|
24,715 |
|
898 |
|
Avrobio, Inc.* |
|
|
11,692 |
|
3,318 |
|
Biogen, Inc.* |
|
|
941,249 |
|
2,087 |
|
BioMarin Pharmaceutical, Inc.* |
|
|
158,779 |
|
1,469 |
|
Bluebird Bio, Inc.* |
|
|
79,253 |
|
718 |
|
Concert Pharmaceuticals, Inc.* |
|
|
7,051 |
|
1,534 |
|
Denali Therapeutics, Inc.* |
|
|
54,963 |
|
233 |
|
Eagle Pharmaceuticals, Inc.* |
|
|
9,898 |
|
1,656 |
|
Emergent BioSolutions, Inc.* |
|
|
171,114 |
|
1,013 |
|
Enanta Pharmaceuticals, Inc.* |
|
|
46,375 |
|
2,306 |
|
Epizyme, Inc.* |
|
|
27,511 |
|
1,906 |
|
Exact Sciences Corp.* |
|
|
194,317 |
|
9,933 |
|
Exelixis, Inc.* |
|
|
242,862 |
|
1,444 |
|
Fibrogen, Inc.* |
|
|
59,377 |
|
2,400 |
|
Five Prime Therapeutics, Inc.* |
|
|
11,280 |
|
1,432 |
|
G1 Therapeutics, Inc.* |
|
|
16,540 |
|
16,406 |
|
Gilead Sciences, Inc. |
|
|
1,036,694 |
|
1,929 |
|
Global Blood Therapeutics, Inc.* |
|
|
106,365 |
|
779 |
|
Glycomimetics Industries* |
|
|
2,392 |
|
1,961 |
|
Incyte Corp.* |
|
|
175,980 |
|
2,177 |
|
Intellia Therapeutics, Inc.*^ |
|
|
43,279 |
|
1,964 |
|
Ionis Pharmaceuticals, Inc.* |
|
|
93,192 |
|
4,399 |
|
Ironwood Pharmaceuticals, Inc.* |
|
|
39,569 |
|
1,605 |
|
Karyopharm Therapeutics, Inc.* |
|
|
23,433 |
|
1,263 |
|
Kura Oncology, Inc.* |
|
|
38,698 |
|
526 |
|
Ligand Pharmaceuticals, Inc., Class B*^ |
|
|
50,138 |
|
1,449 |
|
Macrogenics, Inc.* |
|
|
36,500 |
|
194 |
|
Madrigal Pharmaceuticals, Inc.* |
|
|
23,034 |
|
3,587 |
|
Momenta Pharmaceuticals, Inc.* |
|
|
188,246 |
|
3,689 |
|
Myriad Genetics, Inc.* |
|
|
48,105 |
|
715 |
|
Neurocrine Biosciences, Inc.* |
|
|
68,754 |
|
1,522 |
|
ObsEva SA* |
|
|
3,775 |
|
10,235 |
|
OPKO Health, Inc.*^ |
|
|
37,767 |
|
9,565 |
|
PDL BioPharma, Inc.* |
|
|
30,130 |
|
1,720 |
|
Prothena Corp. plc* |
|
|
17,183 |
|
687 |
|
Regeneron Pharmaceuticals, Inc.* |
|
|
384,569 |
|
1,384 |
|
REGENXBIO, Inc.* |
|
|
38,088 |
|
995 |
|
Repligen Corp.* |
|
|
146,802 |
|
1,882 |
|
Retrophin, Inc.* |
|
|
34,742 |
|
1,053 |
|
Rhythm Pharmaceuticals, Inc.* |
|
|
22,819 |
|
2,600 |
|
Rocket Pharmaceuticals, Inc.* |
|
|
59,436 |
|
1,793 |
|
Sage Therapeutics, Inc.* |
|
|
109,588 |
|
6,888 |
|
Sangamo Therapeutics, Inc.* |
|
|
65,092 |
|
660 |
|
Sarepta Therapeutics, Inc.* |
|
|
92,684 |
|
1,210 |
|
Seattle Genetics, Inc.* |
|
|
236,785 |
|
2,126 |
|
Spectrum Pharmaceuticals, Inc.* |
|
|
8,674 |
|
1,104 |
|
Ultragenyx Pharmaceutical, Inc.* |
|
|
90,738 |
|
1,559 |
|
United Therapeutics Corp.* |
|
|
157,459 |
|
2,321 |
|
Vanda Pharmaceuticals, Inc.* |
|
|
22,421 |
|
1,880 |
|
Vertex Pharmaceuticals, Inc.* |
|
|
511,586 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Biotechnology, continued |
|
|
|
|
2,446 |
|
Xencor, Inc.* |
|
$ |
94,880 |
|
|
|
|
|
|
10,932,515 |
|
Building Products (1.0%): |
|
|
|
|
3,264 |
|
A.O. Smith Corp. |
|
|
172,339 |
|
1,915 |
|
AAON, Inc. |
|
|
115,379 |
|
2,557 |
|
Advanced Drainage Systems, Inc. |
|
|
159,659 |
|
1,795 |
|
Allegion plc |
|
|
177,543 |
|
938 |
|
American Woodmark Corp.* |
|
|
73,671 |
|
1,085 |
|
Apogee Enterprises, Inc. |
|
|
23,186 |
|
1,778 |
|
Armstrong Flooring, Inc.* |
|
|
6,134 |
|
1,537 |
|
Armstrong World Industries, Inc. |
|
|
105,761 |
|
5,385 |
|
Builders FirstSource, Inc.* |
|
|
175,659 |
|
9,689 |
|
Carrier Global Corp. |
|
|
295,902 |
|
3,362 |
|
Cornerstone Building Brands, Inc.* |
|
|
26,829 |
|
889 |
|
Csw Industrials, Inc. |
|
|
68,675 |
|
3,634 |
|
Fortune Brands Home & Security, Inc. |
|
|
314,414 |
|
1,576 |
|
Gibraltar Industries, Inc.* |
|
|
102,661 |
|
2,893 |
|
Griffon Corp. |
|
|
56,529 |
|
1,209 |
|
Insteel Industries, Inc. |
|
|
22,608 |
|
4,386 |
|
Jeld-Wen Holding, Inc.* |
|
|
99,124 |
|
11,473 |
|
Johnson Controls International plc |
|
|
468,673 |
|
617 |
|
Lennox International, Inc. |
|
|
168,200 |
|
3,138 |
|
Masco Corp. |
|
|
172,998 |
|
1,151 |
|
Masonite International Corp.* |
|
|
113,258 |
|
3,117 |
|
Owens Corning |
|
|
214,481 |
|
1,648 |
|
Patrick Industries, Inc. |
|
|
94,793 |
|
3,615 |
|
PGT Innovations, Inc.* |
|
|
63,335 |
|
1,925 |
|
Quanex Building Products Corp. |
|
|
35,497 |
|
5,228 |
|
Resideo Technologies, Inc.* |
|
|
57,508 |
|
1,453 |
|
Simpson Manufacturing Co., Inc. |
|
|
141,173 |
|
3,325 |
|
Trane Technologies plc |
|
|
403,156 |
|
3,254 |
|
Trex Co., Inc.* |
|
|
232,986 |
|
2,320 |
|
UFP Industries, Inc. |
|
|
131,103 |
|
|
|
|
|
|
4,293,234 |
|
Capital Markets (2.8%): |
|
|
|
|
1,837 |
|
Affiliated Managers Group, Inc. |
|
|
125,614 |
|
3,509 |
|
Ameriprise Financial, Inc. |
|
|
540,772 |
|
1,834 |
|
Ares Management Corp., Class A |
|
|
74,130 |
|
1,500 |
|
Artisan Partners Asset Management, Inc., Class A |
|
|
58,485 |
|
11,695 |
|
Bank of New York Mellon Corp. (The) |
|
|
401,606 |
|
14,937 |
|
BGC Partners, Inc., Class A |
|
|
35,849 |
|
1,149 |
|
BlackRock, Inc., Class A |
|
|
647,519 |
|
4,934 |
|
Blackstone Group, Inc. (The), Class A |
|
|
257,555 |
|
2,377 |
|
Blucora, Inc.* |
|
|
22,391 |
|
3,965 |
|
Brightsphere Investment Group, Inc. |
|
|
51,149 |
|
2,288 |
|
Cboe Global Markets, Inc. |
|
|
200,749 |
|
12,621 |
|
Charles Schwab Corp. (The) |
|
|
457,259 |
|
2,550 |
|
CME Group, Inc. |
|
|
426,641 |
|
1,396 |
|
Cohen & Steers, Inc. |
|
|
77,813 |
|
190 |
|
Diamond Hill Investment Group |
|
|
24,001 |
|
2,917 |
|
Donnelley Financial Solutions, Inc.* |
|
|
38,971 |
|
5,873 |
|
E*TRADE Financial Corp. |
|
|
293,944 |
|
3,982 |
|
Eaton Vance Corp. |
|
|
151,913 |
|
696 |
|
FactSet Research Systems, Inc. |
|
|
233,076 |
|
4,054 |
|
Federated Hermes, Inc., Class B |
|
|
87,202 |
|
8,195 |
|
Franklin Resources, Inc. |
|
|
166,768 |
|
388 |
|
GAMCO Investors, Inc., Class A |
|
|
4,489 |
|
3,244 |
|
Goldman Sachs Group, Inc. |
|
|
651,947 |
|
1,743 |
|
Greenhill & Co., Inc. |
|
|
19,783 |
|
211 |
|
Hennessy Advisors, Inc. |
|
|
1,749 |
|
1,166 |
|
Houlihan Lokey, Inc. |
|
|
68,852 |
|
2,679 |
|
Interactive Brokers Group, Inc., Class A |
|
|
129,476 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
5,212 |
|
Intercontinental Exchange, Inc. |
|
$ |
521,461 |
|
13,284 |
|
Invesco, Ltd. |
|
|
151,570 |
|
4,134 |
|
Janus Henderson Group plc |
|
|
89,790 |
|
7,968 |
|
KKR & Co., Inc., Class A |
|
|
273,621 |
|
3,497 |
|
Lazard, Ltd., Class A |
|
|
115,576 |
|
2,674 |
|
LPL Financial Holdings, Inc. |
|
|
205,016 |
|
510 |
|
MarketAxess Holdings, Inc. |
|
|
245,611 |
|
1,429 |
|
Moelis & Co., Class A |
|
|
50,215 |
|
2,111 |
|
Moodys Corp. |
|
|
611,873 |
|
15,938 |
|
Morgan Stanley |
|
|
770,601 |
|
1,357 |
|
Morningstar, Inc. |
|
|
217,948 |
|
962 |
|
MSCI, Inc., Class A |
|
|
343,222 |
|
2,824 |
|
Nasdaq, Inc. |
|
|
346,533 |
|
3,798 |
|
Northern Trust Corp. |
|
|
296,130 |
|
1,024 |
|
Oppenheimer Holdings, Class A |
|
|
22,856 |
|
784 |
|
Piper Jaffray Cos., Inc. |
|
|
57,232 |
|
940 |
|
PJT Partners, Inc. |
|
|
56,973 |
|
1,113 |
|
Pzena Investment Management, Inc. |
|
|
5,966 |
|
2,834 |
|
Raymond James Financial, Inc. |
|
|
206,202 |
|
2,272 |
|
S&P Global, Inc. |
|
|
819,282 |
|
3,335 |
|
SEI Investments Co. |
|
|
169,151 |
|
660 |
|
Silvercrest Asset Management Group, Inc., Class A |
|
|
6,904 |
|
5,751 |
|
State Street Corp. |
|
|
341,207 |
|
2,637 |
|
Stifel Financial Corp. |
|
|
133,327 |
|
597 |
|
StoneX Group, Inc.* |
|
|
30,543 |
|
3,413 |
|
T. Rowe Price Group, Inc. |
|
|
437,615 |
|
10,267 |
|
TD Ameritrade Holding Corp. |
|
|
401,953 |
|
800 |
|
Tradeweb Markets, Inc., Class A |
|
|
46,400 |
|
1,429 |
|
Virtu Financial, Inc., Class A |
|
|
32,881 |
|
438 |
|
Virtus Investment Partners, Inc. |
|
|
60,729 |
|
4,662 |
|
Waddell & Reed Financial, Inc., Class A |
|
|
69,231 |
|
425 |
|
Westwood Holdings, Inc. |
|
|
4,735 |
|
7,874 |
|
WisdomTree Investments, Inc. |
|
|
25,197 |
|
|
|
|
|
|
12,417,254 |
|
Chemicals (2.3%): |
|
|
|
|
2,746 |
|
AdvanSix, Inc.* |
|
|
35,368 |
|
2,292 |
|
Air Products & Chemicals, Inc. |
|
|
682,696 |
|
2,746 |
|
Albemarle Corp. |
|
|
245,163 |
|
1,157 |
|
American Vanguard Corp. |
|
|
15,203 |
|
2,194 |
|
Ashland Global Holdings, Inc. |
|
|
155,598 |
|
3,051 |
|
Avient Corp. |
|
|
80,729 |
|
11,369 |
|
Axalta Coating Systems, Ltd.* |
|
|
252,051 |
|
1,138 |
|
Balchem Corp. |
|
|
111,103 |
|
2,532 |
|
Cabot Corp. |
|
|
91,228 |
|
2,172 |
|
Celanese Corp., Series A |
|
|
233,381 |
|
7,247 |
|
CF Industries Holdings, Inc. |
|
|
222,555 |
|
533 |
|
Chase Corp. |
|
|
50,848 |
|
4,033 |
|
Chemours Co. (The) |
|
|
84,330 |
|
578 |
|
Core Molding Technologies, Inc.* |
|
|
5,121 |
|
11,406 |
|
Corteva, Inc. |
|
|
328,607 |
|
9,564 |
|
Dow, Inc. |
|
|
449,986 |
|
7,488 |
|
DuPont de Nemours, Inc. |
|
|
415,434 |
|
2,765 |
|
Eastman Chemical Co. |
|
|
216,002 |
|
3,033 |
|
Ecolab, Inc. |
|
|
606,116 |
|
12,316 |
|
Element Solutions, Inc.* |
|
|
129,441 |
|
5,990 |
|
Ferro Corp.* |
|
|
74,276 |
|
2,634 |
|
FMC Corp. |
|
|
278,967 |
|
3,222 |
|
Futurefuel Corp. |
|
|
36,634 |
|
3,313 |
|
GCP Applied Technologies, Inc.* |
|
|
69,407 |
|
1,438 |
|
H.B. Fuller Co. |
|
|
65,832 |
|
8,602 |
|
Huntsman Corp. |
|
|
191,050 |
|
962 |
|
Ingevity Corp.* |
|
|
47,561 |
|
571 |
|
Innospec, Inc. |
|
|
36,156 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
1,701 |
|
International Flavors & Fragrances, Inc. |
|
$ |
208,287 |
|
1,498 |
|
Intrepid Potash, Inc.* |
|
|
12,643 |
|
783 |
|
Koppers Holdings, Inc.* |
|
|
16,373 |
|
2,348 |
|
Kraton Corp.* |
|
|
41,841 |
|
4,741 |
|
Kronos Worldwide, Inc. |
|
|
60,969 |
|
3,530 |
|
Linde plc |
|
|
840,599 |
|
2,160 |
|
Livent Corp.* |
|
|
19,375 |
|
1,233 |
|
LSB Industries, Inc.* |
|
|
1,997 |
|
9,844 |
|
LyondellBasell Industries NV, Class A |
|
|
693,904 |
|
1,816 |
|
Minerals Technologies, Inc. |
|
|
92,798 |
|
8,529 |
|
Mosaic Co. (The) |
|
|
155,825 |
|
441 |
|
NewMarket Corp. |
|
|
150,963 |
|
7,103 |
|
Olin Corp. |
|
|
87,935 |
|
3,998 |
|
PPG Industries, Inc. |
|
|
488,076 |
|
1,630 |
|
PQ Group Holdings, Inc.* |
|
|
16,724 |
|
3,631 |
|
Rayonier Advanced Materials, Inc.* |
|
|
11,619 |
|
2,581 |
|
RPM International, Inc. |
|
|
213,810 |
|
1,648 |
|
Scotts Miracle-Gro Co. (The) |
|
|
251,996 |
|
1,575 |
|
Sensient Technologies Corp. |
|
|
90,941 |
|
1,283 |
|
Sherwin Williams Co. |
|
|
893,918 |
|
893 |
|
Stepan Co. |
|
|
97,337 |
|
1,627 |
|
Trecora Resources* |
|
|
9,990 |
|
1,070 |
|
Tredegar Corp. |
|
|
15,911 |
|
2,086 |
|
Trinseo SA |
|
|
53,485 |
|
4,906 |
|
Tronox Holdings plc, Class A |
|
|
38,610 |
|
6,023 |
|
Valvoline, Inc. |
|
|
114,678 |
|
4,276 |
|
Venator Materials plc* |
|
|
8,253 |
|
2,512 |
|
W.R. Grace & Co. |
|
|
101,208 |
|
3,172 |
|
Westlake Chemical Corp. |
|
|
200,534 |
|
|
|
|
|
|
10,201,442 |
|
Commercial Services & Supplies (0.9%): |
|
|
|
|
2,302 |
|
ABM Industries, Inc. |
|
|
84,391 |
|
2,927 |
|
ACCO Brands Corp. |
|
|
16,977 |
|
11,570 |
|
ADT, Inc. |
|
|
94,527 |
|
1,176 |
|
Advanced Disposal Services, Inc.* |
|
|
35,550 |
|
4,271 |
|
ARC Document Solutions, Inc. |
|
|
3,844 |
|
1,844 |
|
Brady Corp., Class A |
|
|
73,797 |
|
1,144 |
|
Brinks Co. (The) |
|
|
47,007 |
|
1,028 |
|
Casella Waste Systems, Inc.* |
|
|
57,414 |
|
2,003 |
|
CECO Environmental Corp.* |
|
|
14,602 |
|
912 |
|
Cimpress plc* |
|
|
68,546 |
|
1,047 |
|
Cintas Corp. |
|
|
348,473 |
|
5,206 |
|
Civeo Corp.* |
|
|
3,515 |
|
2,044 |
|
Clean Harbors, Inc.* |
|
|
114,525 |
|
2,965 |
|
Copart, Inc.* |
|
|
311,799 |
|
5,346 |
|
Covanta Holding Corp. |
|
|
41,432 |
|
859 |
|
Deluxe Corp. |
|
|
22,102 |
|
1,613 |
|
Ennis, Inc. |
|
|
28,131 |
|
2,148 |
|
Healthcare Services Group, Inc. |
|
|
46,246 |
|
1,042 |
|
Heritage-Crystal Clean, Inc.* |
|
|
13,911 |
|
2,205 |
|
Herman Miller, Inc. |
|
|
66,503 |
|
2,271 |
|
HNI Corp. |
|
|
71,264 |
|
3,423 |
|
IAA, Inc.* |
|
|
178,236 |
|
4,002 |
|
Interface, Inc. |
|
|
24,492 |
|
5,118 |
|
KAR Auction Services, Inc. |
|
|
73,699 |
|
2,829 |
|
Kimball International, Inc., Class B |
|
|
29,818 |
|
2,754 |
|
Knoll, Inc. |
|
|
33,213 |
|
1,875 |
|
Matthews International Corp., Class A |
|
|
41,925 |
|
1,011 |
|
McGrath Rentcorp |
|
|
60,245 |
|
1,035 |
|
MSA Safety, Inc. |
|
|
138,866 |
|
1,552 |
|
NL Industries, Inc. |
|
|
6,596 |
|
1,763 |
|
PICO Holdings, Inc.* |
|
|
15,796 |
|
8,238 |
|
Pitney Bowes, Inc. |
|
|
43,744 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Commercial Services & Supplies, continued |
|
|
|
|
2,606 |
|
Quad Graphics, Inc. |
|
$ |
7,896 |
|
4,955 |
|
Republic Services, Inc., Class A |
|
|
462,549 |
|
4,020 |
|
Rollins, Inc. |
|
|
217,844 |
|
2,114 |
|
RR Donnelley & Sons Co. |
|
|
3,086 |
|
1,467 |
|
SP Plus Corp.* |
|
|
26,333 |
|
5,403 |
|
Steelcase, Inc., Class A |
|
|
54,624 |
|
2,586 |
|
Stericycle, Inc.* |
|
|
163,073 |
|
1,534 |
|
Team, Inc.* |
|
|
8,437 |
|
1,293 |
|
Tetra Tech, Inc. |
|
|
123,482 |
|
542 |
|
UniFirst Corp. |
|
|
102,639 |
|
1,141 |
|
US Ecology, Inc. |
|
|
37,276 |
|
1,003 |
|
Viad Corp. |
|
|
20,892 |
|
824 |
|
Vse Corp. |
|
|
25,247 |
|
4,883 |
|
Waste Management, Inc. |
|
|
552,610 |
|
|
|
|
|
|
4,017,174 |
|
Communications Equipment (0.9%): |
|
|
|
|
1,772 |
|
Acacia Communications, Inc.* |
|
|
119,433 |
|
2,109 |
|
ADTRAN, Inc. |
|
|
21,628 |
|
752 |
|
Applied Optoelectronics, Inc.*^ |
|
|
8,460 |
|
1,460 |
|
Arista Networks, Inc.* |
|
|
302,118 |
|
1,829 |
|
CalAmp Corp.* |
|
|
13,151 |
|
2,202 |
|
Calix, Inc.* |
|
|
39,152 |
|
2,888 |
|
Ciena Corp.* |
|
|
114,625 |
|
50,070 |
|
Cisco Systems, Inc. |
|
|
1,972,256 |
|
6,102 |
|
CommScope Holding Co., Inc.* |
|
|
54,918 |
|
316 |
|
Communications Systems, Inc. |
|
|
1,210 |
|
1,822 |
|
Comtech Telecommunications Corp. |
|
|
25,508 |
|
1,262 |
|
Digi International, Inc.* |
|
|
19,725 |
|
1,548 |
|
EchoStar Corp., Class A* |
|
|
38,530 |
|
1,189 |
|
EMCORE Corp.* |
|
|
3,864 |
|
1,236 |
|
F5 Networks, Inc.* |
|
|
151,744 |
|
7,060 |
|
Harmonic, Inc.* |
|
|
39,395 |
|
9,333 |
|
Infinera Corp.* |
|
|
57,491 |
|
1,013 |
|
InterDigital, Inc. |
|
|
57,802 |
|
5,828 |
|
Juniper Networks, Inc. |
|
|
125,302 |
|
909 |
|
KVH Industries, Inc.* |
|
|
8,190 |
|
1,533 |
|
Lumentum Holdings, Inc.* |
|
|
115,174 |
|
1,806 |
|
Motorola Solutions, Inc. |
|
|
283,199 |
|
2,444 |
|
NETGEAR, Inc.* |
|
|
75,324 |
|
3,156 |
|
NetScout Systems, Inc.* |
|
|
68,895 |
|
589 |
|
Palo Alto Networks, Inc.* |
|
|
144,158 |
|
3,679 |
|
Ribbon Communications, Inc.* |
|
|
14,238 |
|
338 |
|
Ubiquiti, Inc. |
|
|
56,331 |
|
2,004 |
|
ViaSat, Inc.* |
|
|
68,918 |
|
6,628 |
|
Viavi Solutions, Inc.* |
|
|
77,746 |
|
|
|
|
|
|
4,078,485 |
|
Construction & Engineering (0.4%): |
|
|
|
|
4,533 |
|
AECOM* |
|
|
189,660 |
|
800 |
|
Aegion Corp.* |
|
|
11,304 |
|
2,172 |
|
Ameresco, Inc., Class A* |
|
|
72,545 |
|
1,719 |
|
Arcosa, Inc. |
|
|
75,791 |
|
1,245 |
|
Argan, Inc. |
|
|
52,178 |
|
1,358 |
|
Comfort Systems USA, Inc. |
|
|
69,951 |
|
2,183 |
|
Construction Partners, Inc., Class A* |
|
|
39,731 |
|
1,425 |
|
Dycom Industries, Inc.* |
|
|
75,269 |
|
2,278 |
|
EMCOR Group, Inc. |
|
|
154,243 |
|
2,848 |
|
Fluor Corp. |
|
|
25,091 |
|
2,377 |
|
Granite Construction, Inc. |
|
|
41,859 |
|
5,343 |
|
Great Lakes Dredge & Dock Co.* |
|
|
50,812 |
|
1,221 |
|
IES Holdings, Inc.* |
|
|
38,791 |
|
2,047 |
|
Jacobs Engineering Group, Inc. |
|
|
189,899 |
|
3,504 |
|
MasTec, Inc.* |
|
|
147,869 |
|
1,578 |
|
MYR Group, Inc.* |
|
|
58,670 |
|
574 |
|
NV5 Global, Inc.* |
|
|
30,290 |
|
2,101 |
|
Orion Group Holdings, Inc.* |
|
|
5,778 |
|
3,094 |
|
Primoris Services Corp. |
|
|
55,816 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Construction & Engineering, continued |
|
|
|
|
5,039 |
|
Quanta Services, Inc. |
|
$ |
266,361 |
|
2,791 |
|
Tutor Perini Corp.* |
|
|
31,064 |
|
568 |
|
Valmont Industries, Inc. |
|
|
70,534 |
|
10,257 |
|
WillScot Mobile Mini Holdings Corp.* |
|
|
171,087 |
|
|
|
|
|
|
1,924,593 |
|
Construction Materials (0.2%): |
|
|
|
|
961 |
|
Eagle Materials, Inc., Class A |
|
|
82,954 |
|
971 |
|
Martin Marietta Materials, Inc. |
|
|
228,535 |
|
5,020 |
|
Summit Materials, Inc., Class A* |
|
|
83,031 |
|
1,308 |
|
U.S. Concrete, Inc.* |
|
|
37,984 |
|
353 |
|
U.S. Lime & Minerals, Inc. |
|
|
31,805 |
|
2,021 |
|
Vulcan Materials Co. |
|
|
273,926 |
|
|
|
|
|
|
738,235 |
|
Consumer Finance (0.8%): |
|
|
|
|
7,604 |
|
Ally Financial, Inc. |
|
|
190,632 |
|
8,259 |
|
American Express Co. |
|
|
827,964 |
|
4,697 |
|
Capital One Financial Corp. |
|
|
337,526 |
|
1,912 |
|
Consumer Portfolio Services, Inc.* |
|
|
6,310 |
|
563 |
|
Credit Acceptance Corp.*^ |
|
|
190,654 |
|
5,192 |
|
Discover Financial Services |
|
|
299,994 |
|
2,110 |
|
Encore Capital Group, Inc.* |
|
|
81,425 |
|
1,910 |
|
Enova International, Inc.* |
|
|
31,305 |
|
3,948 |
|
EZCORP, Inc., Class A* |
|
|
19,858 |
|
1,460 |
|
Firstcash, Inc. |
|
|
83,527 |
|
1,425 |
|
Green Dot Corp., Class A* |
|
|
72,119 |
|
5,431 |
|
LendingClub Corp.* |
|
|
25,580 |
|
9,170 |
|
Navient Corp. |
|
|
77,487 |
|
1,462 |
|
Nelnet, Inc., Class A |
|
|
88,086 |
|
750 |
|
Nicholas Financial, Inc.* |
|
|
5,453 |
|
5,999 |
|
Onemain Holdings, Inc. |
|
|
187,469 |
|
2,661 |
|
PRA Group, Inc.* |
|
|
106,307 |
|
960 |
|
Regional Mgmt Corp.* |
|
|
15,994 |
|
7,521 |
|
Santander Consumer USA Holdings, Inc. |
|
|
136,807 |
|
13,802 |
|
SLM Corp. |
|
|
111,658 |
|
15,188 |
|
Synchrony Financial |
|
|
397,469 |
|
505 |
|
World Acceptance Corp.*^ |
|
|
53,303 |
|
|
|
|
|
|
3,346,927 |
|
Containers & Packaging (0.8%): |
|
|
|
|
21,700 |
|
Amcor plc |
|
|
239,785 |
|
2,245 |
|
AptarGroup, Inc. |
|
|
254,134 |
|
1,901 |
|
Avery Dennison Corp. |
|
|
243,024 |
|
4,279 |
|
Ball Corp. |
|
|
355,670 |
|
5,745 |
|
Berry Global Group, Inc.* |
|
|
277,598 |
|
4,160 |
|
Crown Holdings, Inc.* |
|
|
319,738 |
|
13,900 |
|
Graphic Packaging Holding Co. |
|
|
195,851 |
|
1,930 |
|
Greif, Inc., Class A |
|
|
69,885 |
|
1,110 |
|
Greif, Inc., Class B |
|
|
43,823 |
|
10,021 |
|
International Paper Co. |
|
|
406,251 |
|
2,608 |
|
Myers Industries, Inc. |
|
|
34,504 |
|
6,963 |
|
O-I Glass, Inc. |
|
|
73,738 |
|
2,417 |
|
Packaging Corp. of America |
|
|
263,574 |
|
3,591 |
|
Sealed Air Corp. |
|
|
139,367 |
|
5,030 |
|
Silgan Holdings, Inc. |
|
|
184,953 |
|
3,834 |
|
Sonoco Products Co. |
|
|
195,802 |
|
538 |
|
UFP Technologies, Inc.* |
|
|
22,284 |
|
4,190 |
|
WestRock Co. |
|
|
145,561 |
|
|
|
|
|
|
3,465,542 |
|
Distributors (0.2%): |
|
|
|
|
2,074 |
|
Core Markt Holdngs Co., Inc. |
|
|
60,001 |
|
1,267 |
|
Funko, Inc., Class A*^ |
|
|
7,336 |
|
2,466 |
|
Genuine Parts Co. |
|
|
234,689 |
|
5,971 |
|
LKQ Corp.* |
|
|
165,576 |
|
759 |
|
Pool Corp. |
|
|
253,916 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Distributors, continued |
|
|
|
|
811 |
|
Weyco Group, Inc. |
|
$ |
13,114 |
|
|
|
|
|
|
734,632 |
|
Diversified Consumer Services (0.3%): |
|
|
|
|
1,744 |
|
Adtalem Global Education, Inc.* |
|
|
42,798 |
|
1,304 |
|
American Public Education, Inc.* |
|
|
36,760 |
|
928 |
|
Bright Horizons Family Solutions, Inc.* |
|
|
141,093 |
|
1,464 |
|
Carriage Services, Inc. |
|
|
32,662 |
|
1,830 |
|
Chegg, Inc.* |
|
|
130,735 |
|
506 |
|
Collectors Universe, Inc. |
|
|
25,042 |
|
2,913 |
|
Frontdoor, Inc.* |
|
|
113,345 |
|
112 |
|
Graham Holdings Co., Class B |
|
|
45,260 |
|
1,763 |
|
Grand Canyon Education, Inc.* |
|
|
140,934 |
|
5,239 |
|
H&R Block, Inc. |
|
|
85,343 |
|
8,803 |
|
Houghton Mifflin Harcourt Co.* |
|
|
15,229 |
|
1,702 |
|
K12, Inc.* |
|
|
44,831 |
|
3,406 |
|
Laureate Education, Inc.* |
|
|
45,232 |
|
2,522 |
|
Perdoceo Education Corp.* |
|
|
30,869 |
|
1,309 |
|
Regis Corp.* |
|
|
8,037 |
|
3,783 |
|
Service Corp. International |
|
|
159,566 |
|
3,452 |
|
ServiceMaster Global Holdings, Inc.* |
|
|
137,666 |
|
825 |
|
Strategic Education, Inc. |
|
|
75,463 |
|
1,696 |
|
Universal Technical Institute, Inc.* |
|
|
8,616 |
|
1,419 |
|
WW International, Inc.* |
|
|
26,777 |
|
|
|
|
|
|
1,346,258 |
|
Diversified Financial Services (1.0%): |
|
|
|
|
18,248 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
3,885,730 |
|
2,704 |
|
Cannae Holdings, Inc.* |
|
|
100,751 |
|
8,500 |
|
Equitable Holdings, Inc. |
|
|
155,040 |
|
6,286 |
|
Jefferies Financial Group, Inc. |
|
|
113,148 |
|
827 |
|
Marlin Business Services, Inc. |
|
|
5,830 |
|
4,869 |
|
On Deck Capital, Inc.* |
|
|
7,790 |
|
2,777 |
|
Voya Financial, Inc. |
|
|
133,102 |
|
|
|
|
|
|
4,401,391 |
|
Diversified Telecommunication Services (1.9%): |
|
|
|
|
398 |
|
Anterix, Inc.* |
|
|
13,019 |
|
95,926 |
|
AT&T, Inc. |
|
|
2,734,850 |
|
1,019 |
|
ATN International, Inc. |
|
|
51,093 |
|
41,808 |
|
CenturyLink, Inc. |
|
|
421,843 |
|
3,035 |
|
Cincinnati Bell, Inc.* |
|
|
45,525 |
|
1,533 |
|
Cogent Communications Holdings, Inc. |
|
|
92,057 |
|
4,558 |
|
Consolidated Communications Holdings, Inc.* |
|
|
25,935 |
|
1,994 |
|
IDT Corp.* |
|
|
13,121 |
|
4,575 |
|
Iridium Communications, Inc.* |
|
|
117,029 |
|
4,045 |
|
Orbcomm, Inc.* |
|
|
13,753 |
|
82,717 |
|
Verizon Communications, Inc. |
|
|
4,920,833 |
|
5,536 |
|
Vonage Holdings Corp.* |
|
|
56,633 |
|
|
|
|
|
|
8,505,691 |
|
Electric Utilities (1.4%): |
|
|
|
|
1,814 |
|
ALLETE, Inc. |
|
|
93,856 |
|
3,658 |
|
Alliant Energy Corp. |
|
|
188,936 |
|
5,015 |
|
American Electric Power Co., Inc. |
|
|
409,876 |
|
1,163 |
|
Avangrid, Inc. |
|
|
58,685 |
|
6,721 |
|
Duke Energy Corp. |
|
|
595,212 |
|
4,999 |
|
Edison International |
|
|
254,149 |
|
2,654 |
|
Entergy Corp. |
|
|
261,499 |
|
3,085 |
|
Evergy, Inc. |
|
|
156,780 |
|
3,630 |
|
Eversource Energy |
|
|
303,287 |
|
9,675 |
|
Exelon Corp. |
|
|
345,978 |
|
5,940 |
|
FirstEnergy Corp. |
|
|
170,537 |
|
1,272 |
|
Genie Energy, Ltd., Class B |
|
|
10,176 |
|
3,281 |
|
Hawaiian Electric Industries, Inc. |
|
|
109,060 |
|
1,676 |
|
IDACORP, Inc. |
|
|
133,912 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Electric Utilities, continued |
|
|
|
|
1,426 |
|
MGE Energy, Inc. |
|
$ |
89,353 |
|
4,471 |
|
NextEra Energy, Inc. |
|
|
1,240,971 |
|
5,238 |
|
OGE Energy Corp. |
|
|
157,088 |
|
1,672 |
|
Otter Tail Corp. |
|
|
60,476 |
|
1,175 |
|
PG&E Corp.* |
|
|
11,033 |
|
1,787 |
|
Pinnacle West Capital Corp. |
|
|
133,221 |
|
2,755 |
|
PNM Resources, Inc. |
|
|
113,864 |
|
2,522 |
|
Portland General Electric Co. |
|
|
89,531 |
|
10,230 |
|
PPL Corp. |
|
|
278,358 |
|
10,080 |
|
Southern Co. (The) |
|
|
546,538 |
|
5,593 |
|
Xcel Energy, Inc. |
|
|
385,973 |
|
|
|
|
|
|
6,198,349 |
|
Electrical Equipment (0.9%): |
|
|
|
|
1,491 |
|
Acuity Brands, Inc. |
|
|
152,604 |
|
926 |
|
Allied Motion Technologies, Inc. |
|
|
38,225 |
|
3,542 |
|
AMETEK, Inc. |
|
|
352,075 |
|
2,063 |
|
Atkore International Group, Inc.* |
|
|
46,892 |
|
1,175 |
|
AZZ, Inc. |
|
|
40,091 |
|
4,709 |
|
Eaton Corp. plc |
|
|
480,459 |
|
9,947 |
|
Emerson Electric Co. |
|
|
652,225 |
|
1,159 |
|
Encore Wire Corp. |
|
|
53,801 |
|
1,495 |
|
EnerSys |
|
|
100,344 |
|
1,682 |
|
Generac Holdings, Inc.* |
|
|
325,702 |
|
7,206 |
|
GrafTech International, Ltd. |
|
|
49,289 |
|
2,006 |
|
Hubbell, Inc. |
|
|
274,501 |
|
1,831 |
|
LSI Industries, Inc. |
|
|
12,359 |
|
5,836 |
|
nVent Electric plc |
|
|
103,239 |
|
606 |
|
Powell Industries, Inc. |
|
|
14,623 |
|
400 |
|
Preformed Line Products Co. |
|
|
19,488 |
|
1,766 |
|
Regal-Beloit Corp. |
|
|
165,774 |
|
1,789 |
|
Rockwell Automation, Inc. |
|
|
394,797 |
|
4,952 |
|
Sensata Technologies Holding plc* |
|
|
213,629 |
|
4,883 |
|
Sunrun, Inc.* |
|
|
376,333 |
|
1,298 |
|
Thermon Group Holdings, Inc.* |
|
|
14,577 |
|
1,704 |
|
Tpi Composites, Inc.* |
|
|
49,348 |
|
|
|
|
|
|
3,930,375 |
|
Electronic Equipment, Instruments &
Components (1.3%): |
|
|
|
|
3,639 |
|
Amphenol Corp., Class A |
|
|
393,995 |
|
2,582 |
|
Arlo Technologies, Inc.* |
|
|
13,581 |
|
2,648 |
|
Arrow Electronics, Inc.* |
|
|
208,292 |
|
2,249 |
|
Avnet, Inc. |
|
|
58,114 |
|
1,234 |
|
Badger Meter, Inc. |
|
|
80,667 |
|
550 |
|
Bel Fuse, Inc., Class B |
|
|
5,874 |
|
2,225 |
|
Belden, Inc. |
|
|
69,242 |
|
1,721 |
|
Benchmark Electronics, Inc. |
|
|
34,678 |
|
2,500 |
|
CDW Corp. |
|
|
298,825 |
|
2,111 |
|
Cognex Corp. |
|
|
137,426 |
|
687 |
|
Coherent, Inc.* |
|
|
76,209 |
|
12,193 |
|
Corning, Inc. |
|
|
395,175 |
|
1,576 |
|
CTS Corp. |
|
|
34,719 |
|
2,838 |
|
Daktronics, Inc. |
|
|
11,238 |
|
1,977 |
|
Dolby Laboratories, Inc., Class A |
|
|
131,036 |
|
876 |
|
ePlus, Inc.* |
|
|
64,123 |
|
1,526 |
|
Fabrinet* |
|
|
96,184 |
|
1,007 |
|
FARO Technologies, Inc.* |
|
|
61,407 |
|
10,405 |
|
Fitbit, Inc., Class A* |
|
|
72,419 |
|
21,372 |
|
Flex, Ltd.* |
|
|
238,084 |
|
4,299 |
|
FLIR Systems, Inc. |
|
|
154,119 |
|
640 |
|
Frequency Electronics, Inc.* |
|
|
6,470 |
|
1,676 |
|
Insight Enterprises, Inc.* |
|
|
94,828 |
|
959 |
|
IPG Photonics Corp.* |
|
|
163,001 |
|
1,449 |
|
Itron, Inc.* |
|
|
88,012 |
|
7,168 |
|
Jabil, Inc. |
|
|
245,576 |
|
3,466 |
|
Keysight Technologies, Inc.* |
|
|
342,371 |
|
1,603 |
|
Kimball Electronics, Inc.* |
|
|
18,531 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Electronic Equipment, Instruments & Components, continued |
|
|
|
|
4,037 |
|
Knowles Corp.* |
|
$ |
60,151 |
|
725 |
|
Littlelfuse, Inc. |
|
|
128,572 |
|
2,290 |
|
Methode Electronics, Inc., Class A |
|
|
65,265 |
|
915 |
|
MTS Systems Corp. |
|
|
17,486 |
|
3,415 |
|
National Instruments Corp. |
|
|
121,916 |
|
902 |
|
Novanta, Inc.* |
|
|
95,017 |
|
594 |
|
OSI Systems, Inc.* |
|
|
46,100 |
|
1,445 |
|
PC Connection, Inc. |
|
|
59,332 |
|
1,291 |
|
Plexus Corp.* |
|
|
91,183 |
|
793 |
|
Rogers Corp.* |
|
|
77,762 |
|
2,240 |
|
Sanmina Corp.* |
|
|
60,592 |
|
1,757 |
|
ScanSource, Inc.* |
|
|
34,841 |
|
2,124 |
|
SYNNEX Corp. |
|
|
297,487 |
|
3,729 |
|
TE Connectivity, Ltd. |
|
|
364,472 |
|
3,861 |
|
Trimble, Inc.* |
|
|
188,031 |
|
6,321 |
|
TTM Technologies, Inc.* |
|
|
72,123 |
|
6,420 |
|
Vishay Intertechnology, Inc. |
|
|
99,959 |
|
966 |
|
Zebra Technologies Corp., Class A* |
|
|
243,876 |
|
|
|
|
|
|
5,718,361 |
|
Energy Equipment & Services (0.4%): |
|
|
|
|
7,479 |
|
Archrock, Inc. |
|
|
40,237 |
|
12,902 |
|
Baker Hughes Co. |
|
|
171,467 |
|
519 |
|
Bristow Group, Inc.* |
|
|
11,029 |
|
6,215 |
|
ChampionX Corp.* |
|
|
49,658 |
|
1,347 |
|
Core Laboratories NV |
|
|
20,555 |
|
2,169 |
|
Dril-Quip, Inc.* |
|
|
53,704 |
|
2,010 |
|
Exterran Corp.* |
|
|
8,362 |
|
6,125 |
|
Forum Energy Technologies, Inc.* |
|
|
3,366 |
|
13,037 |
|
Franks International NV* |
|
|
20,077 |
|
760 |
|
Geospace Technologies Corp.* |
|
|
4,697 |
|
1,086 |
|
Gulf Island Fabrication, Inc.* |
|
|
3,399 |
|
26,656 |
|
Halliburton Co. |
|
|
321,204 |
|
7,826 |
|
Helix Energy Solutions Group, Inc.* |
|
|
18,861 |
|
2,727 |
|
Helmerich & Payne, Inc. |
|
|
39,951 |
|
177 |
|
KLX Energy Services Holdings, Inc.*^ |
|
|
735 |
|
2,181 |
|
Liberty Oilfield Services, Inc., Class A |
|
|
17,426 |
|
1,436 |
|
Mammoth Energy Services, Inc.* |
|
|
2,298 |
|
1,750 |
|
Matrix Service Co.* |
|
|
14,613 |
|
359 |
|
Nabors Industries, Ltd.* |
|
|
8,774 |
|
8,395 |
|
National Oilwell Varco, Inc. |
|
|
76,059 |
|
935 |
|
Natural Gas Services Group* |
|
|
7,901 |
|
4,799 |
|
Newpark Resources, Inc.* |
|
|
5,039 |
|
12,646 |
|
NexTier Oilfield Solutions, Inc.* |
|
|
23,395 |
|
4,818 |
|
Oceaneering International, Inc.* |
|
|
16,959 |
|
3,066 |
|
Oil States International, Inc.* |
|
|
8,370 |
|
6,531 |
|
Patterson-UTI Energy, Inc. |
|
|
18,613 |
|
6,172 |
|
Propetro Holding Corp.* |
|
|
25,058 |
|
4,475 |
|
RPC, Inc.* |
|
|
11,814 |
|
23,184 |
|
Schlumberger, Ltd. |
|
|
360,743 |
|
1,291 |
|
SEACOR Holdings, Inc.* |
|
|
37,542 |
|
493 |
|
SEACOR Marine Holdings, Inc.* |
|
|
1,001 |
|
3,974 |
|
Select Energy Services, Inc.* |
|
|
15,260 |
|
13,590 |
|
TechnipFMC plc |
|
|
85,753 |
|
4,086 |
|
TETRA Technologies, Inc.* |
|
|
2,087 |
|
2,510 |
|
Tidewater, Inc.* |
|
|
16,842 |
|
14,584 |
|
Transocean, Ltd.*^ |
|
|
11,768 |
|
4,546 |
|
U.S. Silica Holdings, Inc. |
|
|
13,638 |
|
|
|
|
|
|
1,548,255 |
|
Entertainment (1.2%): |
|
|
|
|
5,649 |
|
Activision Blizzard, Inc. |
|
|
457,287 |
|
4,383 |
|
Cinemark Holdings, Inc.^ |
|
|
43,830 |
|
2,138 |
|
Electronic Arts, Inc.* |
|
|
278,817 |
|
1,834 |
|
Eros STX Global Corp.*^ |
|
|
4,053 |
|
2,858 |
|
Imax Corp.* |
|
|
34,182 |
|
247 |
|
Liberty Braves Group, Class A* |
|
|
5,157 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Entertainment, continued |
|
|
|
|
527 |
|
Liberty Braves Group, Class C* |
|
$ |
11,072 |
|
619 |
|
Liberty Media Corp-Liberty Formula One, Class A* |
|
|
20,743 |
|
4,974 |
|
Liberty Media Corp-Liberty Formula One, Class C* |
|
|
180,407 |
|
2,111 |
|
Lions Gate Entertainment Corp., Class A* |
|
|
20,012 |
|
2,411 |
|
Lions Gate Entertainment Corp., Class B* |
|
|
21,024 |
|
2,071 |
|
Live Nation Entertainment, Inc.* |
|
|
111,585 |
|
540 |
|
Madison Square Garden Entertainment Corp.* |
|
|
36,985 |
|
1,459 |
|
Marcus Corp. |
|
|
11,278 |
|
3,549 |
|
Netflix, Inc.* |
|
|
1,774,605 |
|
1,419 |
|
Reading International, Inc., Class A* |
|
|
4,569 |
|
294 |
|
Rosetta Stone, Inc.* |
|
|
8,814 |
|
755 |
|
Spotify Technology SA* |
|
|
183,141 |
|
1,662 |
|
Take-Two Interactive Software, Inc.* |
|
|
274,596 |
|
12,125 |
|
Walt Disney Co. (The) |
|
|
1,504,470 |
|
1,208 |
|
World Wrestling Entertainment, Inc., Class A |
|
|
48,888 |
|
31,714 |
|
Zynga, Inc.* |
|
|
289,232 |
|
|
|
|
|
|
5,324,747 |
|
Equity Real Estate Investment Trusts (0.0%): |
|
|
|
|
1,837 |
|
Brookfield Renewable Corp., Class A |
|
|
107,648 |
|
Food & Staples Retailing (1.4%): |
|
|
|
|
4,526 |
|
BJs Wholesale Club Holdings, Inc.* |
|
|
188,055 |
|
1,222 |
|
Caseys General Stores, Inc. |
|
|
217,088 |
|
4,253 |
|
Costco Wholesale Corp. |
|
|
1,509,815 |
|
1,267 |
|
Ingles Markets, Inc., Class A |
|
|
48,197 |
|
19,769 |
|
Kroger Co. (The) |
|
|
670,367 |
|
1,720 |
|
Natural Grocers by Vitamin Cottage, Inc. |
|
|
16,959 |
|
3,362 |
|
Performance Food Group Co.* |
|
|
116,392 |
|
884 |
|
PriceSmart, Inc. |
|
|
58,742 |
|
1,864 |
|
Rite Aid Corp.*^ |
|
|
17,689 |
|
3,281 |
|
SpartanNash Co. |
|
|
53,644 |
|
4,494 |
|
Sprouts Farmers Market, Inc.* |
|
|
94,059 |
|
8,242 |
|
Sysco Corp. |
|
|
512,817 |
|
1,610 |
|
The Andersons, Inc. |
|
|
30,864 |
|
1,143 |
|
The Chefs Warehouse, Inc.* |
|
|
16,619 |
|
3,347 |
|
United Natural Foods, Inc.* |
|
|
49,770 |
|
9,226 |
|
US Foods Holding Corp.* |
|
|
205,002 |
|
738 |
|
Village Super Market, Inc., Class A |
|
|
18,162 |
|
11,281 |
|
Walgreens Boots Alliance, Inc. |
|
|
405,214 |
|
14,281 |
|
Walmart, Inc. |
|
|
1,998,056 |
|
1,607 |
|
Weis Markets, Inc. |
|
|
77,136 |
|
|
|
|
|
|
6,304,647 |
|
Food Products (1.5%): |
|
|
|
|
8,473 |
|
Archer-Daniels-Midland Co. |
|
|
393,910 |
|
3,898 |
|
B&G Foods, Inc.^ |
|
|
108,247 |
|
4,205 |
|
Bunge, Ltd. |
|
|
192,169 |
|
808 |
|
Calavo Growers, Inc. |
|
|
53,546 |
|
1,477 |
|
Cal-Maine Foods, Inc.* |
|
|
56,672 |
|
5,711 |
|
Campbell Soup Co. |
|
|
276,241 |
|
8,140 |
|
Conagra Brands, Inc. |
|
|
290,679 |
|
4,717 |
|
Darling Ingredients, Inc.* |
|
|
169,954 |
|
1,004 |
|
Farmer Brothers Co.* |
|
|
4,438 |
|
7,961 |
|
Flowers Foods, Inc. |
|
|
193,691 |
|
2,396 |
|
Fresh Del Monte Produce, Inc. |
|
|
54,916 |
|
10,572 |
|
General Mills, Inc. |
|
|
652,081 |
|
3,802 |
|
Hain Celestial Group, Inc. (The)* |
|
|
130,409 |
|
1,995 |
|
Hershey Co. (The) |
|
|
285,963 |
|
4,488 |
|
Hormel Foods Corp. |
|
|
219,418 |
|
6,244 |
|
Hostess Brands, Inc.* |
|
|
76,989 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Food Products, continued |
|
|
|
|
2,764 |
|
Ingredion, Inc. |
|
$ |
209,180 |
|
576 |
|
J & J Snack Foods Corp. |
|
|
75,105 |
|
2,059 |
|
JM Smucker Co. (The) |
|
|
237,856 |
|
300 |
|
John B Sanfilippo And Son, Inc. |
|
|
22,614 |
|
3,437 |
|
Kellogg Co. |
|
|
221,996 |
|
9,513 |
|
Kraft Heinz Co. (The) |
|
|
284,914 |
|
2,371 |
|
Lamb Weston Holdings, Inc. |
|
|
157,126 |
|
902 |
|
Lancaster Colony Corp. |
|
|
161,278 |
|
1,028 |
|
Landec Corp.* |
|
|
9,992 |
|
2,276 |
|
McCormick & Co. |
|
|
441,772 |
|
389 |
|
McCormick & Co., Inc. |
|
|
75,979 |
|
9,925 |
|
Mondelez International, Inc., Class A |
|
|
570,191 |
|
4,222 |
|
Pilgrims Pride Corp.* |
|
|
63,182 |
|
2,703 |
|
Post Holdings, Inc.* |
|
|
232,458 |
|
854 |
|
Sanderson Farms, Inc. |
|
|
100,746 |
|
29 |
|
Seaboard Corp. |
|
|
82,264 |
|
677 |
|
Seneca Foods Corp., Class A* |
|
|
24,189 |
|
3,045 |
|
Simply Good Foods Co. (The)* |
|
|
67,142 |
|
1,897 |
|
Tootsie Roll Industries, Inc.^ |
|
|
58,617 |
|
2,341 |
|
TreeHouse Foods, Inc.* |
|
|
94,881 |
|
5,547 |
|
Tyson Foods, Inc., Class A |
|
|
329,936 |
|
|
|
|
|
|
6,680,741 |
|
Gas Utilities (0.2%): |
|
|
|
|
1,922 |
|
Atmos Energy Corp. |
|
|
183,725 |
|
439 |
|
Chesapeake Utilities Corp. |
|
|
37,008 |
|
2,716 |
|
National Fuel Gas Co. |
|
|
110,242 |
|
3,160 |
|
New Jersey Resources Corp. |
|
|
85,383 |
|
1,115 |
|
Northwest Natural Holding Co. |
|
|
50,610 |
|
1,624 |
|
ONE Gas, Inc. |
|
|
112,072 |
|
232 |
|
RGC Resources, Inc. |
|
|
5,440 |
|
2,958 |
|
South Jersey Industries, Inc. |
|
|
57,001 |
|
1,754 |
|
Southwest Gas Holdings, Inc. |
|
|
110,677 |
|
1,545 |
|
Spire, Inc. |
|
|
82,194 |
|
5,539 |
|
UGI Corp. |
|
|
182,676 |
|
|
|
|
|
|
1,017,028 |
|
Health Care Equipment & Supplies (2.6%): |
|
|
|
|
11,892 |
|
Abbott Laboratories |
|
|
1,294,205 |
|
763 |
|
ABIOMED, Inc.* |
|
|
211,397 |
|
2,269 |
|
Accuray, Inc.* |
|
|
5,446 |
|
849 |
|
Align Technology, Inc.* |
|
|
277,929 |
|
2,726 |
|
AngioDynamics, Inc.* |
|
|
32,876 |
|
955 |
|
Anika Therapeutics, Inc.* |
|
|
33,797 |
|
66 |
|
Atrion Corp. |
|
|
41,316 |
|
1,897 |
|
Avanos Medical, Inc.* |
|
|
63,018 |
|
5,447 |
|
Baxter International, Inc. |
|
|
438,048 |
|
2,024 |
|
Becton Dickinson & Co. |
|
|
470,944 |
|
9,810 |
|
Boston Scientific Corp.* |
|
|
374,840 |
|
1,208 |
|
Cantel Medical Corp. |
|
|
53,080 |
|
789 |
|
CONMED Corp. |
|
|
62,071 |
|
862 |
|
Cooper Cos., Inc. (The) |
|
|
290,597 |
|
1,619 |
|
CryoLife, Inc.* |
|
|
29,903 |
|
4,289 |
|
Danaher Corp. |
|
|
923,550 |
|
3,380 |
|
Dentsply Sirona, Inc. |
|
|
147,807 |
|
693 |
|
DexCom, Inc.* |
|
|
285,675 |
|
3,836 |
|
Edwards Lifesciences Corp.* |
|
|
306,190 |
|
1,790 |
|
Envista Holdings Corp.* |
|
|
44,177 |
|
2,271 |
|
Globus Medical, Inc., Class A* |
|
|
112,460 |
|
1,463 |
|
Haemonetics Corp.* |
|
|
127,647 |
|
392 |
|
Heska Corp.* |
|
|
38,726 |
|
1,363 |
|
Hill-Rom Holdings, Inc. |
|
|
113,824 |
|
4,790 |
|
Hologic, Inc.* |
|
|
318,391 |
|
774 |
|
ICU Medical, Inc.* |
|
|
141,456 |
|
1,406 |
|
IDEXX Laboratories, Inc.* |
|
|
552,713 |
|
433 |
|
Inogen, Inc.* |
|
|
12,557 |
|
489 |
|
Insulet Corp.* |
|
|
115,693 |
|
1,457 |
|
Integer Holdings Corp.* |
|
|
85,978 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Health Care Equipment & Supplies, continued |
|
|
|
|
2,946 |
|
Integra LifeSciences Holdings Corp.* |
|
$ |
139,110 |
|
681 |
|
Intuitive Surgical, Inc.* |
|
|
483,197 |
|
2,327 |
|
Invacare Corp. |
|
|
17,499 |
|
1,705 |
|
Lantheus Holdings, Inc.* |
|
|
21,602 |
|
809 |
|
LeMaitre Vascular, Inc. |
|
|
26,317 |
|
1,168 |
|
LivaNova plc* |
|
|
52,805 |
|
647 |
|
Masimo Corp.* |
|
|
152,731 |
|
9,118 |
|
Medtronic plc |
|
|
947,542 |
|
3,164 |
|
Meridian Bioscience, Inc.* |
|
|
53,725 |
|
1,466 |
|
Merit Medical Systems, Inc.* |
|
|
63,771 |
|
1,935 |
|
Natus Medical, Inc.* |
|
|
33,147 |
|
804 |
|
Neogen Corp.* |
|
|
62,913 |
|
952 |
|
Novocure, Ltd.* |
|
|
105,967 |
|
1,366 |
|
NuVasive, Inc.* |
|
|
66,347 |
|
2,205 |
|
OraSure Technologies, Inc.* |
|
|
26,835 |
|
1,074 |
|
Orthofix Medical, Inc.* |
|
|
33,444 |
|
630 |
|
Penumbra, Inc.* |
|
|
122,459 |
|
700 |
|
Quidel Corp.* |
|
|
153,566 |
|
1,849 |
|
ResMed, Inc. |
|
|
316,974 |
|
624 |
|
SeaSpine Holdings Corp.* |
|
|
8,923 |
|
1,207 |
|
Steris plc |
|
|
212,661 |
|
2,317 |
|
Stryker Corp. |
|
|
482,793 |
|
3,310 |
|
Surgalign Holdings, Inc.* |
|
|
5,991 |
|
631 |
|
Teleflex, Inc. |
|
|
214,805 |
|
227 |
|
Utah Medical Products, Inc. |
|
|
18,130 |
|
1,961 |
|
Varex Imaging Corp.* |
|
|
24,944 |
|
1,458 |
|
Varian Medical Systems, Inc.* |
|
|
250,776 |
|
775 |
|
West Pharmaceutical Services, Inc. |
|
|
213,048 |
|
1,577 |
|
Zimmer Biomet Holdings, Inc. |
|
|
214,693 |
|
|
|
|
|
|
11,533,026 |
|
Health Care Providers & Services (2.7%): |
|
|
|
|
3,551 |
|
Acadia Healthcare Co., Inc.* |
|
|
104,683 |
|
634 |
|
Addus HomeCare Corp.* |
|
|
59,919 |
|
864 |
|
Amedisys, Inc.* |
|
|
204,276 |
|
3,643 |
|
AmerisourceBergen Corp. |
|
|
353,080 |
|
1,394 |
|
AMN Healthcare Services, Inc.* |
|
|
81,493 |
|
2,561 |
|
Anthem, Inc. |
|
|
687,859 |
|
724 |
|
BioTelemetry, Inc.* |
|
|
33,000 |
|
9,264 |
|
Brookdale Senior Living, Inc.* |
|
|
23,531 |
|
5,011 |
|
Cardinal Health, Inc. |
|
|
235,266 |
|
6,961 |
|
Centene Corp.* |
|
|
406,035 |
|
297 |
|
Chemed Corp. |
|
|
142,664 |
|
5,111 |
|
Cigna Corp. |
|
|
865,855 |
|
7,171 |
|
Community Health Systems, Inc.* |
|
|
30,262 |
|
922 |
|
CorVel Corp.* |
|
|
78,766 |
|
1,589 |
|
Covetrus, Inc.* |
|
|
38,772 |
|
1,177 |
|
Cross Country Healthcare, Inc.* |
|
|
7,639 |
|
18,089 |
|
CVS Health Corp. |
|
|
1,056,398 |
|
3,446 |
|
DaVita, Inc.* |
|
|
295,150 |
|
3,452 |
|
Encompass Health Corp. |
|
|
224,311 |
|
1,585 |
|
Ensign Group, Inc. (The) |
|
|
90,440 |
|
78 |
|
Five Star Senior Living, Inc.* |
|
|
395 |
|
502 |
|
Guardant Health, Inc.* |
|
|
56,114 |
|
1,531 |
|
Hanger, Inc.* |
|
|
24,220 |
|
2,675 |
|
HCA Healthcare, Inc. |
|
|
333,519 |
|
2,772 |
|
Henry Schein, Inc.* |
|
|
162,938 |
|
1,616 |
|
Humana, Inc. |
|
|
668,846 |
|
2,629 |
|
InfuSystems Holdings, Inc.* |
|
|
33,704 |
|
1,732 |
|
Laboratory Corp. of America Holdings* |
|
|
326,084 |
|
925 |
|
LHC Group, Inc.* |
|
|
196,618 |
|
1,471 |
|
Magellan Health, Inc.* |
|
|
111,472 |
|
3,022 |
|
McKesson Corp. |
|
|
450,066 |
|
3,346 |
|
MEDNAX, Inc.* |
|
|
54,473 |
|
1,417 |
|
Molina Healthcare, Inc.* |
|
|
259,368 |
|
1,075 |
|
National Healthcare Corp. |
|
|
66,983 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Health Care Providers & Services, continued |
|
|
|
|
1,219 |
|
National Research Corp. |
|
$ |
59,987 |
|
4,172 |
|
Owens & Minor, Inc. |
|
|
104,759 |
|
3,095 |
|
Patterson Cos., Inc. |
|
|
74,605 |
|
629 |
|
Petiq, Inc.* |
|
|
20,707 |
|
2,269 |
|
Premier, Inc., Class A |
|
|
74,491 |
|
835 |
|
Providence Service Corp.* |
|
|
77,580 |
|
2,229 |
|
Quest Diagnostics, Inc. |
|
|
255,198 |
|
2,518 |
|
RadNet, Inc.* |
|
|
38,651 |
|
2,778 |
|
Select Medical Holdings Corp.* |
|
|
57,838 |
|
2,133 |
|
Surgery Partners, Inc.* |
|
|
46,713 |
|
3,992 |
|
Tenet Healthcare Corp.* |
|
|
97,844 |
|
792 |
|
The Pennant Group, Inc.* |
|
|
30,540 |
|
1,303 |
|
Triple-S Management Corp., Class B* |
|
|
23,285 |
|
577 |
|
U.S. Physical Therapy, Inc. |
|
|
50,130 |
|
9,755 |
|
UnitedHealth Group, Inc. |
|
|
3,041,315 |
|
2,273 |
|
Universal Health Services, Inc., Class B |
|
|
243,256 |
|
|
|
|
|
|
12,061,098 |
|
Health Care Technology (0.3%): |
|
|
|
|
8,903 |
|
Allscripts Healthcare Solutions, Inc.* |
|
|
72,470 |
|
5,194 |
|
Cerner Corp. |
|
|
375,475 |
|
6,000 |
|
Change Healthcare, Inc.* |
|
|
87,060 |
|
339 |
|
Computer Programs & Systems, Inc. |
|
|
9,360 |
|
4,037 |
|
Evolent Health, Inc., Class A* |
|
|
50,099 |
|
1,357 |
|
HealthStream, Inc.* |
|
|
27,235 |
|
3,154 |
|
HMS Holdings Corp.* |
|
|
75,538 |
|
2,464 |
|
NextGen Healthcare, Inc.* |
|
|
31,391 |
|
1,095 |
|
Omnicell, Inc.* |
|
|
81,753 |
|
1,047 |
|
Simulations Plus, Inc. |
|
|
78,902 |
|
670 |
|
Teladoc Health, Inc.*^ |
|
|
146,891 |
|
841 |
|
Veeva Systems, Inc., Class A* |
|
|
236,481 |
|
|
|
|
|
|
1,272,655 |
|
Hotels, Restaurants & Leisure (1.9%): |
|
|
|
|
6,974 |
|
Aramark |
|
|
184,462 |
|
6 |
|
Biglari Holdings, Inc., Class A* |
|
|
2,927 |
|
67 |
|
Biglari Holdings, Inc., Class B* |
|
|
5,964 |
|
813 |
|
BJs Restaurants, Inc. |
|
|
23,935 |
|
3,499 |
|
Bloomin Brands, Inc. |
|
|
53,430 |
|
491 |
|
Bluegreen Vacations Holding Corp.* |
|
|
6,574 |
|
1,968 |
|
Brinker International, Inc. |
|
|
84,073 |
|
6,877 |
|
Carnival Corp., Class A^ |
|
|
104,392 |
|
2,943 |
|
Carrols Restaurant Group, Inc.* |
|
|
18,982 |
|
2,158 |
|
Cheesecake Factory, Inc. (The)^ |
|
|
59,863 |
|
291 |
|
Chipotle Mexican Grill, Inc.* |
|
|
361,919 |
|
1,693 |
|
Choice Hotels International, Inc. |
|
|
145,530 |
|
879 |
|
Churchill Downs, Inc. |
|
|
143,998 |
|
1,178 |
|
Chuys Holdings, Inc.* |
|
|
23,065 |
|
1,026 |
|
Cracker Barrel Old Country Store, Inc. |
|
|
117,641 |
|
3,400 |
|
Darden Restaurants, Inc. |
|
|
342,515 |
|
1,410 |
|
Dave & Busters Entertainment, Inc.^ |
|
|
21,376 |
|
2,144 |
|
Del Taco Restaurants, Inc.* |
|
|
17,581 |
|
2,291 |
|
Dennys Corp.* |
|
|
22,910 |
|
684 |
|
Dine Brands Global, Inc. |
|
|
37,340 |
|
556 |
|
Dominos Pizza, Inc. |
|
|
236,456 |
|
2,338 |
|
Dunkin Brands Group, Inc. |
|
|
191,506 |
|
1,288 |
|
El Pollo Loco Holdings, Inc.* |
|
|
20,866 |
|
1,277 |
|
Fiesta Restaurant Group, Inc.* |
|
|
11,965 |
|
2,724 |
|
Hilton Grand Vacations, Inc.* |
|
|
57,150 |
|
3,316 |
|
Hilton Worldwide Holdings, Inc. |
|
|
282,921 |
|
1,051 |
|
Hyatt Hotels Corp., Class A |
|
|
56,092 |
|
6,233 |
|
International Game Technology plc |
|
|
69,373 |
|
721 |
|
Jack in the Box, Inc. |
|
|
57,183 |
|
6,294 |
|
Las Vegas Sands Corp. |
|
|
293,678 |
|
2,136 |
|
Lubys, Inc.* |
|
|
6,109 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Hotels, Restaurants & Leisure, continued |
|
|
|
|
2,747 |
|
Marriott International, Inc., Class A |
|
$ |
254,317 |
|
1,381 |
|
Marriott Vacations Worldwide Corp. |
|
|
125,409 |
|
6,861 |
|
McDonalds Corp. |
|
|
1,505,920 |
|
10,392 |
|
MGM Resorts International |
|
|
226,026 |
|
341 |
|
Nathans Famous, Inc. |
|
|
17,476 |
|
5,162 |
|
Norwegian Cruise Line Holdings, Ltd.*^ |
|
|
88,322 |
|
884 |
|
Papa Johns International, Inc. |
|
|
72,736 |
|
2,376 |
|
Penn National Gaming, Inc.* |
|
|
172,735 |
|
2,093 |
|
Planet Fitness, Inc., Class A* |
|
|
128,971 |
|
3,664 |
|
Playa Hotels & Resorts NV* |
|
|
15,352 |
|
763 |
|
Potbelly Corp.*^ |
|
|
2,892 |
|
1,501 |
|
Red Lion Hotels Corp.* |
|
|
3,227 |
|
878 |
|
Red Robin Gourmet Burgers* |
|
|
11,554 |
|
1,400 |
|
Red Rock Resorts, Inc. |
|
|
23,940 |
|
3,592 |
|
Royal Caribbean Cruises, Ltd. |
|
|
232,510 |
|
2,527 |
|
Ruths Hospitality Group, Inc. |
|
|
27,949 |
|
3,394 |
|
Scientific Games Corp., Class A* |
|
|
118,485 |
|
2,359 |
|
SeaWorld Entertainment, Inc.* |
|
|
46,519 |
|
1,629 |
|
Six Flags Entertainment Corp. |
|
|
33,069 |
|
11,010 |
|
Starbucks Corp. |
|
|
945,978 |
|
2,101 |
|
Texas Roadhouse, Inc., Class A |
|
|
127,720 |
|
1,118 |
|
Vail Resorts, Inc. |
|
|
239,218 |
|
6,284 |
|
Wendys Co. (The) |
|
|
140,102 |
|
898 |
|
Wingstop, Inc. |
|
|
122,712 |
|
3,177 |
|
Wyndham Destinations, Inc. |
|
|
97,725 |
|
3,177 |
|
Wyndham Hotels & Resorts, Inc. |
|
|
160,439 |
|
1,778 |
|
Wynn Resorts, Ltd. |
|
|
127,678 |
|
3,299 |
|
Yum! Brands, Inc. |
|
|
301,199 |
|
|
|
|
|
|
8,431,956 |
|
Household Durables (1.2%): |
|
|
|
|
1,886 |
|
Beazer Homes USA, Inc.* |
|
|
24,895 |
|
274 |
|
Cavco Industries, Inc.* |
|
|
49,405 |
|
1,523 |
|
Century Communities, Inc.* |
|
|
64,469 |
|
5,611 |
|
D.R. Horton, Inc. |
|
|
424,360 |
|
1,137 |
|
Dixie Group, Inc. (The)* |
|
|
1,022 |
|
1,910 |
|
Ethan Allen Interiors, Inc. |
|
|
25,861 |
|
431 |
|
Flexsteel Industries, Inc. |
|
|
10,344 |
|
3,016 |
|
Garmin, Ltd. |
|
|
286,098 |
|
2,761 |
|
GoPro, Inc., Class A* |
|
|
12,507 |
|
2,219 |
|
Green Brick Partners, Inc.* |
|
|
35,726 |
|
841 |
|
Helen of Troy, Ltd.* |
|
|
162,750 |
|
500 |
|
Hooker Furniture Corp. |
|
|
12,915 |
|
1,333 |
|
Installed Building Products, Inc.* |
|
|
135,633 |
|
931 |
|
iRobot Corp.*^ |
|
|
70,663 |
|
3,106 |
|
KB Home |
|
|
119,239 |
|
2,231 |
|
La-Z-Boy, Inc. |
|
|
70,567 |
|
5,447 |
|
Leggett & Platt, Inc. |
|
|
224,253 |
|
5,073 |
|
Lennar Corp., Class A |
|
|
414,363 |
|
119 |
|
Lennar Corp., Class B |
|
|
7,814 |
|
1,206 |
|
LGI Homes, Inc.* |
|
|
140,101 |
|
1,017 |
|
Lifetime Brands, Inc. |
|
|
9,611 |
|
1,880 |
|
M/I Homes, Inc.* |
|
|
86,574 |
|
2,531 |
|
MDC Holdings, Inc. |
|
|
119,210 |
|
3,168 |
|
Meritage Homes Corp.* |
|
|
349,716 |
|
2,105 |
|
Mohawk Industries, Inc.* |
|
|
205,427 |
|
12,433 |
|
Newell Brands, Inc. |
|
|
213,350 |
|
69 |
|
NVR, Inc.* |
|
|
281,735 |
|
8,076 |
|
PulteGroup, Inc. |
|
|
373,838 |
|
122 |
|
Roku, Inc.* |
|
|
23,034 |
|
1,588 |
|
Skyline Champion Corp.* |
|
|
42,511 |
|
4,449 |
|
Taylor Morrison Home Corp., Class A* |
|
|
109,401 |
|
1,501 |
|
Tempur Sealy International, Inc.* |
|
|
133,874 |
|
2,183 |
|
Toll Brothers, Inc. |
|
|
106,225 |
|
1,321 |
|
TopBuild Corp.* |
|
|
225,481 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Household Durables, continued |
|
|
|
|
4,276 |
|
TRI Pointe Group, Inc.* |
|
$ |
77,567 |
|
2,153 |
|
Tupperware Brands Corp.* |
|
|
43,404 |
|
718 |
|
Universal Electronics, Inc.* |
|
|
27,097 |
|
2,420 |
|
Whirlpool Corp. |
|
|
445,013 |
|
1,918 |
|
Zagg, Inc.*^ |
|
|
5,370 |
|
|
|
|
|
|
5,171,423 |
|
Household Products (1.4%): |
|
|
|
|
2,499 |
|
Central Garden & Pet Co., Class A* |
|
|
90,314 |
|
4,245 |
|
Church & Dwight Co., Inc. |
|
|
397,799 |
|
1,983 |
|
Clorox Co. (The) |
|
|
416,767 |
|
9,843 |
|
Colgate-Palmolive Co. |
|
|
759,387 |
|
2,884 |
|
Energizer Holdings, Inc. |
|
|
112,880 |
|
3,282 |
|
Kimberly-Clark Corp. |
|
|
484,620 |
|
333 |
|
Oil-Dri Corp of America |
|
|
11,911 |
|
25,047 |
|
Procter & Gamble Co. (The) |
|
|
3,481,283 |
|
2,129 |
|
Spectrum Brands Holdings, Inc. |
|
|
121,694 |
|
295 |
|
WD-40 Co. |
|
|
55,846 |
|
|
|
|
|
|
5,932,501 |
|
Independent Power and Renewable Electricity Producers (0.2%): |
|
|
|
|
10,688 |
|
AES Corp. (The) |
|
|
193,560 |
|
5,810 |
|
Atlantic Power Corp.* |
|
|
11,388 |
|
3,840 |
|
Atlantica Sustainable Infrastructure plc |
|
|
109,862 |
|
1,323 |
|
Clearway Energy, Inc., Class A |
|
|
32,678 |
|
2,753 |
|
Clearway Energy, Inc., Class C |
|
|
74,221 |
|
6,130 |
|
NRG Energy, Inc. |
|
|
188,436 |
|
1,858 |
|
Ormat Technologies, Inc. |
|
|
109,826 |
|
13,537 |
|
Vistra Energy Corp. |
|
|
255,308 |
|
|
|
|
|
|
975,279 |
|
Industrial Conglomerates (0.8%): |
|
|
|
|
9,137 |
|
3M Co. |
|
|
1,463,565 |
|
2,058 |
|
Carlisle Cos., Inc. |
|
|
251,837 |
|
64,642 |
|
General Electric Co. |
|
|
402,720 |
|
7,216 |
|
Honeywell International, Inc. |
|
|
1,187,826 |
|
1,736 |
|
Raven Industries, Inc. |
|
|
37,359 |
|
876 |
|
Roper Technologies, Inc. |
|
|
346,116 |
|
|
|
|
|
|
3,689,423 |
|
Insurance (2.8%): |
|
|
|
|
7,012 |
|
Aflac, Inc. |
|
|
254,886 |
|
275 |
|
Alleghany Corp. |
|
|
143,124 |
|
6,922 |
|
Allstate Corp. (The) |
|
|
651,637 |
|
2,395 |
|
AMBAC Financial Group, Inc.* |
|
|
30,584 |
|
3,511 |
|
American Equity Investment Life Holding Co. |
|
|
77,207 |
|
2,547 |
|
American Financial Group, Inc. |
|
|
170,598 |
|
10,777 |
|
American International Group, Inc. |
|
|
296,691 |
|
409 |
|
American National Group , Inc. |
|
|
27,620 |
|
907 |
|
Amerisafe, Inc. |
|
|
52,026 |
|
4,052 |
|
Aon plc, Class A |
|
|
835,928 |
|
7,386 |
|
Arch Capital Group, Ltd.* |
|
|
216,040 |
|
1,501 |
|
Argo Group International Holdings, Ltd. |
|
|
51,679 |
|
3,149 |
|
Arthur J. Gallagher & Co. |
|
|
332,471 |
|
1,554 |
|
Assurant, Inc. |
|
|
188,516 |
|
3,247 |
|
Assured Guaranty, Ltd. |
|
|
69,746 |
|
5,206 |
|
Athene Holding, Ltd., Class A* |
|
|
177,420 |
|
2,351 |
|
Axis Capital Holdings, Ltd. |
|
|
103,538 |
|
3,603 |
|
Brighthouse Financial, Inc.* |
|
|
96,957 |
|
5,822 |
|
Brown & Brown, Inc. |
|
|
263,562 |
|
4,435 |
|
Chubb, Ltd. |
|
|
514,992 |
|
2,482 |
|
Cincinnati Financial Corp. |
|
|
193,522 |
|
2,176 |
|
Citizens, Inc.*^ |
|
|
12,055 |
|
1,199 |
|
CNA Financial Corp. |
|
|
35,958 |
|
2,354 |
|
Crawford & Co. |
|
|
15,160 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Insurance, continued |
|
|
|
|
2,915 |
|
Crawford & Co., Class A |
|
$ |
19,064 |
|
1,631 |
|
Donegal Group, Inc., Class A |
|
|
22,948 |
|
800 |
|
eHealth, Inc.* |
|
|
63,200 |
|
1,993 |
|
Employers Holdings, Inc. |
|
|
60,288 |
|
447 |
|
Enstar Group, Ltd.* |
|
|
72,191 |
|
664 |
|
Erie Indemnity Co., Class A |
|
|
139,626 |
|
748 |
|
Everest Re Group, Ltd. |
|
|
147,759 |
|
1,025 |
|
FBL Financial Group, Inc., Class A |
|
|
49,405 |
|
1,054 |
|
FedNat Holding Co. |
|
|
6,661 |
|
6,772 |
|
Fidelity National Financial, Inc. |
|
|
212,031 |
|
3,746 |
|
First American Financial Corp. |
|
|
190,709 |
|
21,335 |
|
Genworth Financial, Inc., Class A* |
|
|
71,472 |
|
695 |
|
Global Indemnity Group LLC, Class A |
|
|
14,449 |
|
2,457 |
|
Globe Life, Inc. |
|
|
196,314 |
|
2,383 |
|
Greenlight Capital Re, Ltd.* |
|
|
16,038 |
|
1,469 |
|
Hallmark Financial Services, Inc.* |
|
|
3,849 |
|
1,263 |
|
Hanover Insurance Group, Inc. (The) |
|
|
117,686 |
|
10,034 |
|
Hartford Financial Services Group, Inc. (The) |
|
|
369,853 |
|
397 |
|
HCI Group, Inc. |
|
|
19,568 |
|
387 |
|
Heritage Insurance Holdings, Inc. |
|
|
3,916 |
|
2,388 |
|
Horace Mann Educators Corp. |
|
|
79,759 |
|
1,317 |
|
Independence Holding Co. |
|
|
49,664 |
|
153 |
|
Investors Title Co. |
|
|
19,899 |
|
1,283 |
|
James River Group Holdings |
|
|
57,132 |
|
2,246 |
|
Kemper Corp. |
|
|
150,100 |
|
152 |
|
Kinsale Capital Group, Inc. |
|
|
28,907 |
|
3,278 |
|
Lincoln National Corp. |
|
|
102,700 |
|
5,372 |
|
Loews Corp. |
|
|
186,677 |
|
5,556 |
|
Maiden Holdings, Ltd.* |
|
|
6,778 |
|
242 |
|
Markel Corp.* |
|
|
235,635 |
|
5,461 |
|
Marsh & McLennan Cos., Inc. |
|
|
626,377 |
|
1,688 |
|
Mercury General Corp. |
|
|
69,833 |
|
8,570 |
|
MetLife, Inc. |
|
|
318,547 |
|
4,959 |
|
National General Holdings Corp. |
|
|
167,366 |
|
162 |
|
National Western Life Group, Inc., Class A |
|
|
29,609 |
|
9,717 |
|
Old Republic International Corp. |
|
|
143,229 |
|
1,670 |
|
Primerica, Inc. |
|
|
188,944 |
|
5,300 |
|
Principal Financial Group, Inc. |
|
|
213,431 |
|
2,111 |
|
ProAssurance Corp. |
|
|
33,016 |
|
7,178 |
|
Progressive Corp. (The) |
|
|
679,541 |
|
6,443 |
|
Prudential Financial, Inc. |
|
|
409,259 |
|
1,719 |
|
Reinsurance Group of America, Inc. |
|
|
163,632 |
|
830 |
|
RenaissanceRe Holdings, Ltd. |
|
|
140,884 |
|
1,252 |
|
RLI Corp. |
|
|
104,830 |
|
854 |
|
Safety Insurance Group, Inc. |
|
|
59,003 |
|
2,198 |
|
Selective Insurance Group, Inc. |
|
|
113,175 |
|
2,664 |
|
State Auto Financial Corp. |
|
|
36,657 |
|
1,761 |
|
Stewart Information Services Corp. |
|
|
77,009 |
|
5,145 |
|
Third Point Reinsurance, Ltd.* |
|
|
35,758 |
|
1,767 |
|
Tiptree, Inc., Class A |
|
|
8,747 |
|
5,503 |
|
Travelers Cos., Inc. (The) |
|
|
595,370 |
|
1,438 |
|
United Fire Group, Inc. |
|
|
29,220 |
|
2,794 |
|
United Insurance Holdings Co. |
|
|
16,932 |
|
1,869 |
|
Universal Insurance Holdings, Inc. |
|
|
25,867 |
|
5,839 |
|
Unum Group |
|
|
98,270 |
|
140 |
|
White Mountains Insurance Group, Ltd. |
|
|
109,060 |
|
1,549 |
|
Willis Towers Watson plc |
|
|
323,462 |
|
2,831 |
|
WR Berkley Corp. |
|
|
173,116 |
|
|
|
|
|
|
12,516,339 |
|
Interactive Media & Services (3.2%): |
|
|
|
|
2,187 |
|
Alphabet, Inc., Class A* |
|
|
3,205,267 |
|
2,203 |
|
Alphabet, Inc., Class C* |
|
|
3,237,529 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Interactive Media & Services, continued |
|
|
|
|
1,229 |
|
Cargurus, Inc.* |
|
$ |
26,583 |
|
3,783 |
|
Cars.com, Inc.* |
|
|
30,567 |
|
2,881 |
|
DHI Group, Inc.* |
|
|
6,511 |
|
23,933 |
|
Facebook, Inc., Class A* |
|
|
6,268,053 |
|
728 |
|
IAC/InterActive Corp.* |
|
|
87,200 |
|
5,384 |
|
Liberty TripAdvisor Holdings, Inc., Class A* |
|
|
9,314 |
|
2,717 |
|
Match Group, Inc.* |
|
|
300,636 |
|
1,563 |
|
QuinStreet, Inc.* |
|
|
24,758 |
|
4,440 |
|
Snap, Inc., Class A* |
|
|
115,928 |
|
1,344 |
|
Travelzoo, Inc.* |
|
|
8,642 |
|
2,514 |
|
TripAdvisor, Inc. |
|
|
49,249 |
|
6,966 |
|
TrueCar, Inc.* |
|
|
34,830 |
|
10,559 |
|
Twitter, Inc.* |
|
|
469,876 |
|
2,068 |
|
Yelp, Inc.* |
|
|
41,546 |
|
664 |
|
Zedge, Inc., Class B* |
|
|
969 |
|
1,125 |
|
Zillow Group, Inc., Class A* |
|
|
114,233 |
|
1,817 |
|
Zillow Group, Inc., Class C* |
|
|
184,589 |
|
|
|
|
|
|
14,216,280 |
|
Internet & Direct Marketing Retail (3.8%): |
|
|
|
|
2,093 |
|
1-800 Flowers.com, Inc., Class A* |
|
|
52,199 |
|
4,345 |
|
Amazon.com, Inc.* |
|
|
13,681,231 |
|
532 |
|
Booking Holdings, Inc.* |
|
|
910,082 |
|
11,611 |
|
eBay, Inc. |
|
|
604,933 |
|
2,028 |
|
Etsy, Inc.* |
|
|
246,666 |
|
1,839 |
|
Expedia Group, Inc. |
|
|
168,618 |
|
210 |
|
Groupon, Inc.* |
|
|
4,284 |
|
2,772 |
|
Grubhub, Inc.* |
|
|
200,499 |
|
2,242 |
|
Lands End, Inc.* |
|
|
29,213 |
|
1,546 |
|
Leaf Group, Ltd.* |
|
|
7,761 |
|
1,736 |
|
Liquidity Services, Inc.* |
|
|
12,951 |
|
4,404 |
|
Magnite, Inc.* |
|
|
30,586 |
|
1,164 |
|
PetMed Express, Inc.^ |
|
|
36,806 |
|
4,088 |
|
Quotient Technology, Inc.* |
|
|
30,169 |
|
8,810 |
|
Qurate Retail, Inc., Class A |
|
|
63,256 |
|
981 |
|
Shutterstock, Inc. |
|
|
51,051 |
|
585 |
|
Stamps.com, Inc.* |
|
|
140,956 |
|
1,006 |
|
Wayfair, Inc., Class A*^ |
|
|
292,756 |
|
|
|
|
|
|
16,564,017 |
|
IT Services (5.1%): |
|
|
|
|
7,167 |
|
Accenture plc, Class C |
|
|
1,619,671 |
|
2,369 |
|
Akamai Technologies, Inc.* |
|
|
261,869 |
|
2,523 |
|
Alliance Data Systems Corp. |
|
|
105,916 |
|
2,873 |
|
Amdocs, Ltd. |
|
|
164,939 |
|
6,498 |
|
Automatic Data Processing, Inc. |
|
|
906,406 |
|
2,392 |
|
Black Knight, Inc.* |
|
|
208,224 |
|
3,165 |
|
Booz Allen Hamilton Holding Corp. |
|
|
262,632 |
|
2,307 |
|
Broadridge Financial Solutions, Inc. |
|
|
304,524 |
|
843 |
|
CACI International, Inc., Class A* |
|
|
179,694 |
|
2,591 |
|
Cardtronics plc* |
|
|
51,302 |
|
687 |
|
Cass Information Systems, Inc. |
|
|
27,645 |
|
6,964 |
|
Cognizant Technology Solutions Corp., Class A |
|
|
483,441 |
|
6,347 |
|
Conduent, Inc.* |
|
|
20,183 |
|
2,751 |
|
CoreLogic, Inc. |
|
|
186,160 |
|
1,424 |
|
CSG Systems International, Inc. |
|
|
58,313 |
|
11,161 |
|
DXC Technology Co. |
|
|
199,224 |
|
513 |
|
Endurance International Group Holdings, Inc.* |
|
|
2,945 |
|
577 |
|
EPAM Systems, Inc.* |
|
|
186,533 |
|
1,986 |
|
Euronet Worldwide, Inc.* |
|
|
180,925 |
|
2,060 |
|
Evertec, Inc. |
|
|
71,503 |
|
1,320 |
|
Exlservice Holdings, Inc.* |
|
|
87,080 |
|
5,904 |
|
Fidelity National Information Services, Inc. |
|
|
869,128 |
|
4,458 |
|
Fiserv, Inc.* |
|
|
459,397 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
IT Services, continued |
|
|
|
|
1,423 |
|
FleetCor Technologies, Inc.* |
|
$ |
338,816 |
|
1,826 |
|
Gartner, Inc.* |
|
|
228,159 |
|
6,266 |
|
Genpact, Ltd. |
|
|
244,061 |
|
2,834 |
|
Global Payments, Inc. |
|
|
503,262 |
|
2,119 |
|
GoDaddy, Inc., Class A* |
|
|
160,980 |
|
2,548 |
|
GTT Communications, Inc.*^ |
|
|
13,148 |
|
1,357 |
|
Hackett Group, Inc. (The) |
|
|
15,171 |
|
15,233 |
|
International Business Machines Corp. |
|
|
1,853,399 |
|
1,038 |
|
Jack Henry & Associates, Inc. |
|
|
168,768 |
|
5,179 |
|
KBR, Inc. |
|
|
115,802 |
|
3,168 |
|
Leidos Holdings, Inc. |
|
|
282,427 |
|
2,160 |
|
Limelight Networks, Inc.* |
|
|
12,442 |
|
1,817 |
|
LiveRamp Holdings, Inc.* |
|
|
94,066 |
|
1,140 |
|
ManTech International Corp., Class A |
|
|
78,523 |
|
10,500 |
|
MasterCard, Inc., Class A |
|
|
3,550,785 |
|
2,057 |
|
Maximus, Inc. |
|
|
140,719 |
|
403 |
|
MongoDB, Inc.* |
|
|
93,299 |
|
2,359 |
|
NIC, Inc. |
|
|
46,472 |
|
642 |
|
Okta, Inc.* |
|
|
137,292 |
|
6,703 |
|
Paychex, Inc. |
|
|
534,698 |
|
6,774 |
|
PayPal Holdings, Inc.* |
|
|
1,334,681 |
|
1,054 |
|
Perficient, Inc.* |
|
|
45,048 |
|
3,968 |
|
Perspecta, Inc. |
|
|
77,178 |
|
840 |
|
PFSweb, Inc.* |
|
|
5,620 |
|
6,698 |
|
Sabre Corp. |
|
|
43,604 |
|
1,873 |
|
Science Applications International Corp. |
|
|
146,881 |
|
3,035 |
|
Servicesource International, Inc.* |
|
|
4,461 |
|
1,296 |
|
Square, Inc., Class A* |
|
|
210,665 |
|
3,966 |
|
Steel Connect, Inc.* |
|
|
2,151 |
|
2,283 |
|
Sykes Enterprises, Inc.* |
|
|
78,101 |
|
3,331 |
|
Teradata Corp.* |
|
|
75,614 |
|
2,048 |
|
TTEC Holdings, Inc. |
|
|
111,718 |
|
2,010 |
|
Twilio, Inc., Class A* |
|
|
496,651 |
|
3,021 |
|
Unisys Corp.* |
|
|
32,234 |
|
1,183 |
|
VeriSign, Inc.* |
|
|
242,338 |
|
1,675 |
|
Virtusa Corp.* |
|
|
82,343 |
|
18,119 |
|
Visa, Inc., Class A |
|
|
3,623,256 |
|
6,143 |
|
Western Union Co. |
|
|
131,644 |
|
1,400 |
|
WEX, Inc.* |
|
|
194,558 |
|
|
|
|
|
|
22,448,689 |
|
Leisure Products (0.3%): |
|
|
|
|
2,298 |
|
Acushnet Holdings Corp. |
|
|
77,236 |
|
895 |
|
American Outdoor Brands, Inc.* |
|
|
11,662 |
|
2,964 |
|
Brunswick Corp. |
|
|
174,609 |
|
3,826 |
|
Callaway Golf Co. |
|
|
73,230 |
|
658 |
|
Escalade, Inc. |
|
|
12,035 |
|
3,535 |
|
Hasbro, Inc. |
|
|
292,414 |
|
503 |
|
Johnson Outdoors, Inc., Class A |
|
|
41,191 |
|
531 |
|
Malibu Boats, Inc.* |
|
|
26,316 |
|
662 |
|
Marine Products Corp. |
|
|
10,354 |
|
6,035 |
|
Mattel, Inc.* |
|
|
70,610 |
|
1,932 |
|
Nautilus Group, Inc.* |
|
|
33,153 |
|
1,859 |
|
Polaris, Inc. |
|
|
175,377 |
|
3,582 |
|
Smith & Wesson Brands, Inc. |
|
|
55,593 |
|
2,859 |
|
Vista Outdoor, Inc.* |
|
|
57,695 |
|
|
|
|
|
|
1,111,475 |
|
Life Sciences Tools & Services (0.9%): |
|
|
|
|
2,589 |
|
Agilent Technologies, Inc. |
|
|
261,334 |
|
314 |
|
Bio-Rad Laboratories, Inc., Class A* |
|
|
161,854 |
|
482 |
|
Bio-Techne Corp. |
|
|
119,406 |
|
5,159 |
|
Bruker Corp. |
|
|
205,070 |
|
940 |
|
Charles River Laboratories International, Inc.* |
|
|
212,863 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Life Sciences Tools & Services, continued |
|
|
|
|
1,979 |
|
Harvard Bioscience, Inc.* |
|
$ |
5,957 |
|
1,009 |
|
Illumina, Inc.* |
|
|
311,862 |
|
2,362 |
|
IQVIA Holdings, Inc.* |
|
|
372,322 |
|
2,457 |
|
Luminex Corp. |
|
|
64,496 |
|
1,150 |
|
Medpace Holdings, Inc.* |
|
|
128,513 |
|
360 |
|
Mettler-Toledo International, Inc.* |
|
|
347,670 |
|
1,400 |
|
Neogenomics, Inc.* |
|
|
51,646 |
|
1,490 |
|
PerkinElmer, Inc. |
|
|
187,010 |
|
1,655 |
|
PRA Health Sciences, Inc.* |
|
|
167,883 |
|
2,622 |
|
Syneos Health, Inc.* |
|
|
139,386 |
|
2,658 |
|
Thermo Fisher Scientific, Inc. |
|
|
1,173,559 |
|
907 |
|
Waters Corp.* |
|
|
177,482 |
|
|
|
|
|
|
4,088,313 |
|
Machinery (2.9%): |
|
|
|
|
2,603 |
|
AGCO Corp. |
|
|
193,325 |
|
228 |
|
Alamo Group, Inc. |
|
|
24,631 |
|
737 |
|
Albany International Corp., Class A |
|
|
36,489 |
|
4,381 |
|
Allison Transmission Holdings, Inc. |
|
|
153,948 |
|
1,335 |
|
Altra Industrial Motion Corp. |
|
|
49,355 |
|
929 |
|
Astec Industries, Inc. |
|
|
50,398 |
|
1,993 |
|
Barnes Group, Inc. |
|
|
71,230 |
|
837 |
|
Blue Bird Corp.* |
|
|
10,178 |
|
9,276 |
|
Caterpillar, Inc. |
|
|
1,383,516 |
|
1,019 |
|
Chart Industries, Inc.* |
|
|
71,605 |
|
1,284 |
|
CIRCOR International, Inc.* |
|
|
35,117 |
|
4,064 |
|
Colfax Corp.* |
|
|
127,447 |
|
1,526 |
|
Columbus McKinnon Corp. |
|
|
50,511 |
|
2,706 |
|
Commercial Vehicle Group, Inc.* |
|
|
17,670 |
|
1,945 |
|
Crane Co. |
|
|
97,503 |
|
3,376 |
|
Cummins, Inc. |
|
|
712,876 |
|
3,485 |
|
Deere & Co. |
|
|
772,381 |
|
562 |
|
DMC Global, Inc. |
|
|
18,512 |
|
4,360 |
|
Donaldson Co., Inc. |
|
|
202,391 |
|
1,324 |
|
Douglas Dynamics, Inc. |
|
|
45,281 |
|
2,663 |
|
Dover Corp. |
|
|
288,509 |
|
2,898 |
|
Enerpac Tool Group Corp.* |
|
|
54,511 |
|
1,120 |
|
EnPro Industries, Inc. |
|
|
63,179 |
|
951 |
|
ESCO Technologies, Inc. |
|
|
76,613 |
|
2,747 |
|
Evoqua Water Technologies Co.* |
|
|
58,291 |
|
2,959 |
|
Federal Signal Corp. |
|
|
86,551 |
|
4,708 |
|
Flowserve Corp. |
|
|
128,481 |
|
5,200 |
|
Fortive Corp. |
|
|
396,292 |
|
1,521 |
|
Franklin Electric Co., Inc. |
|
|
89,480 |
|
694 |
|
FreightCar America, Inc.* |
|
|
1,582 |
|
889 |
|
Gencor Industries, Inc.* |
|
|
9,806 |
|
1,617 |
|
Gorman-Rupp Co. (The) |
|
|
47,637 |
|
3,181 |
|
Graco, Inc. |
|
|
195,154 |
|
2,503 |
|
Harsco Corp.* |
|
|
34,817 |
|
1,370 |
|
Helios Technologies, Inc. |
|
|
49,868 |
|
2,888 |
|
Hillenbrand, Inc. |
|
|
81,904 |
|
490 |
|
Hurco Cos, Inc. |
|
|
13,916 |
|
896 |
|
Hyster-Yale Materials Handling, Inc., Class A |
|
|
33,286 |
|
1,111 |
|
IDEX Corp. |
|
|
202,658 |
|
3,888 |
|
Illinois Tool Works, Inc. |
|
|
751,200 |
|
5,321 |
|
Ingersoll-Rand, Inc.* |
|
|
189,428 |
|
3,090 |
|
ITT, Inc. |
|
|
182,465 |
|
1,157 |
|
John Bean Technologies Corp. |
|
|
106,317 |
|
598 |
|
Kadant, Inc. |
|
|
65,553 |
|
2,960 |
|
Kennametal, Inc. |
|
|
85,662 |
|
787 |
|
L.B. Foster Co., Class A* |
|
|
10,562 |
|
1,806 |
|
Lincoln Electric Holdings, Inc. |
|
|
166,224 |
|
539 |
|
Lindsay Corp. |
|
|
52,111 |
|
774 |
|
Lydall, Inc.* |
|
|
12,802 |
|
1,213 |
|
Manitex International, Inc.* |
|
|
5,058 |
|
2,529 |
|
Manitowoc Co., Inc. (The)* |
|
|
21,269 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
4,260 |
|
Meritor, Inc.* |
|
$ |
89,204 |
|
1,601 |
|
Middleby Corp. (The)* |
|
|
143,626 |
|
2,406 |
|
Mueller Industries, Inc. |
|
|
65,106 |
|
7,183 |
|
Mueller Water Products, Inc., Class A |
|
|
74,631 |
|
2,868 |
|
Navistar International Corp.* |
|
|
124,873 |
|
1,258 |
|
NN, Inc.* |
|
|
6,491 |
|
1,155 |
|
Nordson Corp. |
|
|
221,552 |
|
158 |
|
Omega Flex, Inc. |
|
|
24,762 |
|
2,269 |
|
Oshkosh Corp. |
|
|
166,772 |
|
4,844 |
|
Otis Worldwide Corp. |
|
|
302,362 |
|
5,069 |
|
PACCAR, Inc. |
|
|
432,284 |
|
2,905 |
|
Parker Hannifin Corp. |
|
|
587,798 |
|
1,058 |
|
Park-Ohio Holdings Corp. |
|
|
17,002 |
|
5,836 |
|
Pentair plc |
|
|
267,114 |
|
677 |
|
Proto Labs, Inc.* |
|
|
87,672 |
|
660 |
|
RBC Bearings, Inc.* |
|
|
79,999 |
|
5,687 |
|
REV Group, Inc. |
|
|
44,870 |
|
5,156 |
|
Rexnord Corp. |
|
|
153,855 |
|
612 |
|
Shyft Group, Inc. (The) |
|
|
11,555 |
|
1,567 |
|
Snap-On, Inc. |
|
|
230,553 |
|
1,562 |
|
SPX Corp.* |
|
|
72,446 |
|
2,004 |
|
SPX FLOW, Inc.* |
|
|
85,811 |
|
775 |
|
Standex International Corp. |
|
|
45,880 |
|
2,392 |
|
Stanley Black & Decker, Inc. |
|
|
387,982 |
|
793 |
|
Tennant Co. |
|
|
47,865 |
|
3,523 |
|
Terex Corp. |
|
|
68,205 |
|
1,612 |
|
The Greenbrier Cos., Inc. |
|
|
47,393 |
|
3,355 |
|
Timken Co. |
|
|
181,908 |
|
3,046 |
|
Titan International, Inc. |
|
|
8,803 |
|
2,013 |
|
Toro Co. (The) |
|
|
168,991 |
|
2,213 |
|
TriMas Corp.* |
|
|
50,456 |
|
5,158 |
|
Trinity Industries, Inc. |
|
|
100,581 |
|
4,006 |
|
Wabash National Corp. |
|
|
47,912 |
|
3,488 |
|
Wabtec Corp. |
|
|
215,837 |
|
960 |
|
Watts Water Technologies, Inc., Class A |
|
|
96,144 |
|
4,275 |
|
Welbilt, Inc.* |
|
|
26,334 |
|
1,972 |
|
Woodward, Inc. |
|
|
158,076 |
|
2,483 |
|
Xylem, Inc. |
|
|
208,870 |
|
|
|
|
|
|
12,837,125 |
|
Marine
(0.0%): |
|
|
|
|
7,028 |
|
Costamare, Inc. |
|
|
42,660 |
|
239 |
|
Eagle Bulk Shipping, Inc.* |
|
|
3,912 |
|
1,300 |
|
Genco Shipping & Trading, Ltd. |
|
|
8,970 |
|
1,948 |
|
Kirby Corp.* |
|
|
70,459 |
|
1,541 |
|
Matson, Inc. |
|
|
61,779 |
|
147 |
|
Scorpio Bulkers, Inc. |
|
|
2,082 |
|
|
|
|
|
|
189,862 |
|
Media (1.7%): |
|
|
|
|
1,468 |
|
A.H. Belo Corp., Class A |
|
|
2,070 |
|
4,725 |
|
Altice USA, Inc., Class A* |
|
|
122,850 |
|
2,029 |
|
AMC Networks, Inc., Class A* |
|
|
50,137 |
|
108 |
|
Cable One, Inc. |
|
|
203,626 |
|
1,473 |
|
Charter Communications, Inc., Class A* |
|
|
919,652 |
|
55,894 |
|
Comcast Corp., Class A |
|
|
2,585,655 |
|
2,952 |
|
comScore, Inc.* |
|
|
6,022 |
|
9,763 |
|
Discovery Communications, Inc., Class C* |
|
|
191,355 |
|
4,410 |
|
Discovery, Inc., Class A* |
|
|
96,006 |
|
5,909 |
|
DISH Network Corp., Class A* |
|
|
171,538 |
|
4,131 |
|
E.W. Scripps Co. (The), Class A |
|
|
47,259 |
|
4,691 |
|
Emerald Holding, Inc. |
|
|
9,570 |
|
8,164 |
|
Entercom Communications Corp. |
|
|
13,144 |
|
4,792 |
|
Entravision Communications Corp., Class A |
|
|
7,284 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Media, continued |
|
|
|
|
6,577 |
|
Fox Corp., Class A |
|
$ |
183,038 |
|
4,958 |
|
Fox Corp., Class B |
|
|
138,675 |
|
7,573 |
|
Gannett Co, Inc.* |
|
|
9,845 |
|
2,933 |
|
GCI Liberty, Inc., Class A* |
|
|
240,389 |
|
4,886 |
|
Gray Television, Inc.* |
|
|
67,280 |
|
14,181 |
|
Interpublic Group of Cos., Inc. (The) |
|
|
236,397 |
|
1,262 |
|
John Wiley & Sons, Inc., Class A |
|
|
40,018 |
|
192 |
|
John Wiley & Sons, Inc., Class B |
|
|
6,077 |
|
563 |
|
Liberty Broadband Corp., Class A* |
|
|
79,839 |
|
2,286 |
|
Liberty Broadband Corp., Class C* |
|
|
326,601 |
|
1,489 |
|
Liberty Latin America, Ltd.* |
|
|
12,284 |
|
9,252 |
|
Liberty Latin America, Ltd., Class C* |
|
|
75,312 |
|
4,073 |
|
Liberty Media Corp.-Liberty SiriusXM, Class C* |
|
|
134,735 |
|
2,477 |
|
Liberty SiriusXM Group, Class A* |
|
|
82,162 |
|
143 |
|
Loral Space & Communications Inc. |
|
|
2,617 |
|
2,502 |
|
Marchex, Inc., Class B* |
|
|
5,304 |
|
1,649 |
|
Meredith Corp. |
|
|
21,635 |
|
3,759 |
|
MSG Networks, Inc., Class A* |
|
|
35,974 |
|
3,726 |
|
National CineMedia, Inc. |
|
|
10,116 |
|
3,530 |
|
New York Times Co. (The), Class A |
|
|
151,049 |
|
10,643 |
|
News Corp., Class A |
|
|
149,215 |
|
2,563 |
|
News Corp., Class B |
|
|
35,831 |
|
2,115 |
|
Nexstar Media Group, Inc., Class A |
|
|
190,202 |
|
6,016 |
|
Omnicom Group, Inc. |
|
|
297,792 |
|
1,853 |
|
Scholastic Corp. |
|
|
38,894 |
|
10,861 |
|
Sirius XM Holdings, Inc.^ |
|
|
58,215 |
|
1,395 |
|
TechTarget, Inc.* |
|
|
61,324 |
|
8,978 |
|
Tegna, Inc. |
|
|
105,492 |
|
933 |
|
Tribune Publishing Co. |
|
|
10,879 |
|
445 |
|
ViacomCBS, Inc., Class A |
|
|
13,479 |
|
9,841 |
|
ViacomCBS, Inc., Class B |
|
|
275,646 |
|
|
|
|
|
|
7,522,484 |
|
Metals & Mining (0.7%): |
|
|
|
|
6,163 |
|
Alcoa Corp.* |
|
|
71,676 |
|
4,528 |
|
Allegheny Technologies, Inc.* |
|
|
39,484 |
|
799 |
|
Ampco-Pittsburgh Corp.* |
|
|
2,629 |
|
3,002 |
|
Arconic Corp.* |
|
|
57,188 |
|
2,296 |
|
Carpenter Technology Corp. |
|
|
41,695 |
|
4,968 |
|
Century Aluminum Co.* |
|
|
35,372 |
|
3,567 |
|
Cleveland-Cliffs, Inc.^ |
|
|
22,900 |
|
12,366 |
|
Coeur Mining, Inc.* |
|
|
91,261 |
|
6,147 |
|
Commercial Metals Co. |
|
|
122,817 |
|
1,713 |
|
Compass Minerals International, Inc. |
|
|
101,667 |
|
7,323 |
|
Ferroglobe plc* |
|
|
4,899 |
|
9,823 |
|
Ferroglobe Unit*(a) |
|
|
|
|
22,580 |
|
Freeport-McMoRan, Inc. |
|
|
353,151 |
|
2,945 |
|
Gold Resource Corp. |
|
|
10,042 |
|
943 |
|
Haynes International, Inc. |
|
|
16,116 |
|
23,972 |
|
Hecla Mining Co. |
|
|
121,778 |
|
151 |
|
Kaiser Aluminum Corp. |
|
|
8,092 |
|
643 |
|
Materion Corp. |
|
|
33,455 |
|
12,309 |
|
McEwen Mining, Inc.* |
|
|
13,048 |
|
9,007 |
|
Newmont Corp. |
|
|
571,493 |
|
5,625 |
|
Nucor Corp. |
|
|
252,338 |
|
700 |
|
Olympic Steel, Inc. |
|
|
7,952 |
|
1,961 |
|
Reliance Steel & Aluminum Co. |
|
|
200,100 |
|
990 |
|
Royal Gold, Inc. |
|
|
118,968 |
|
1,500 |
|
Ryerson Holding Corp.* |
|
|
8,595 |
|
1,365 |
|
Schnitzer Steel Industries, Inc., Class A |
|
|
26,249 |
|
1,946 |
|
Southern Copper Corp. |
|
|
88,095 |
|
9,285 |
|
Steel Dynamics, Inc. |
|
|
265,830 |
|
3,673 |
|
SunCoke Energy, Inc. |
|
|
12,562 |
|
701 |
|
Synalloy Corp.* |
|
|
3,870 |
|
2,052 |
|
TimkenSteel Corp.* |
|
|
7,285 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
7,131 |
|
United States Steel Corp.^ |
|
$ |
52,342 |
|
548 |
|
Universal Stainless & Alloy Products, Inc.* |
|
|
3,009 |
|
4,099 |
|
Warrior Met Coal, Inc. |
|
|
70,011 |
|
2,198 |
|
Worthington Industries, Inc. |
|
|
89,634 |
|
|
|
|
|
|
2,925,603 |
|
Multiline Retail (0.6%): |
|
|
|
|
2,583 |
|
Big Lots, Inc. |
|
|
115,202 |
|
1,248 |
|
Dillards, Inc., Class A^ |
|
|
45,577 |
|
2,871 |
|
Dollar General Corp. |
|
|
601,819 |
|
5,445 |
|
Dollar Tree, Inc.* |
|
|
497,346 |
|
6,791 |
|
Kohls Corp. |
|
|
125,837 |
|
15,105 |
|
Macys, Inc.^ |
|
|
86,099 |
|
5,858 |
|
Nordstrom, Inc.^ |
|
|
69,827 |
|
2,055 |
|
Ollies Bargain Outlet Holdings, Inc.* |
|
|
179,504 |
|
5,786 |
|
Target Corp. |
|
|
910,833 |
|
|
|
|
|
|
2,632,044 |
|
Multi-Utilities (0.8%): |
|
|
|
|
3,133 |
|
Ameren Corp. |
|
|
247,758 |
|
1,884 |
|
Avista Corp. |
|
|
64,282 |
|
1,784 |
|
Black Hills Corp. |
|
|
95,426 |
|
7,105 |
|
CenterPoint Energy, Inc. |
|
|
137,482 |
|
3,460 |
|
CMS Energy Corp. |
|
|
212,479 |
|
4,077 |
|
Consolidated Edison, Inc. |
|
|
317,191 |
|
8,084 |
|
Dominion Energy, Inc. |
|
|
638,069 |
|
2,587 |
|
DTE Energy Co. |
|
|
297,608 |
|
7,317 |
|
MDU Resources Group, Inc. |
|
|
164,633 |
|
6,003 |
|
NiSource, Inc. |
|
|
132,066 |
|
1,765 |
|
NorthWestern Corp. |
|
|
85,850 |
|
5,550 |
|
Public Service Enterprise Group, Inc. |
|
|
304,751 |
|
3,046 |
|
Sempra Energy |
|
|
360,524 |
|
844 |
|
Unitil Corp. |
|
|
32,612 |
|
3,038 |
|
WEC Energy Group, Inc. |
|
|
294,382 |
|
|
|
|
|
|
3,385,113 |
|
Oil, Gas & Consumable Fuels (2.0%): |
|
|
|
|
332 |
|
Adams Resources & Energy, Inc. |
|
|
6,607 |
|
7,652 |
|
Antero Resources Corp.*^ |
|
|
21,043 |
|
11,405 |
|
Apache Corp. |
|
|
108,005 |
|
1,256 |
|
Arch Resources, Inc.* |
|
|
53,355 |
|
1,988 |
|
Berry Corp. |
|
|
6,302 |
|
1,149 |
|
Bonanza Creek Energy, Inc.* |
|
|
21,601 |
|
6,877 |
|
Cabot Oil & Gas Corp. |
|
|
119,385 |
|
2,819 |
|
Callon Petroleum Co.*^ |
|
|
13,588 |
|
6,243 |
|
Centennial Resource Development, Inc., Class A* |
|
|
3,761 |
|
3,933 |
|
Cheniere Energy, Inc.* |
|
|
181,980 |
|
17,866 |
|
Chevron Corp. |
|
|
1,286,351 |
|
4,711 |
|
Cimarex Energy Co. |
|
|
114,619 |
|
7,534 |
|
Clean Energy Fuel Corp.* |
|
|
18,684 |
|
10,708 |
|
CNX Resources Corp.* |
|
|
101,084 |
|
4,502 |
|
Concho Resources, Inc. |
|
|
198,628 |
|
22,326 |
|
ConocoPhillips Co. |
|
|
733,185 |
|
1,846 |
|
CONSOL Energy, Inc.* |
|
|
8,178 |
|
1,423 |
|
Contango Oil & Gas Co.* |
|
|
1,907 |
|
10,215 |
|
Continental Resources, Inc.^ |
|
|
125,440 |
|
4,149 |
|
CVR Energy, Inc. |
|
|
51,365 |
|
4,054 |
|
Delek US Holdings, Inc. |
|
|
45,121 |
|
16,542 |
|
Devon Energy Corp. |
|
|
156,487 |
|
8,860 |
|
DHT Holdings, Inc. |
|
|
45,718 |
|
918 |
|
Diamondback Energy, Inc. |
|
|
27,650 |
|
107 |
|
Dorian LPG, Ltd.* |
|
|
857 |
|
5,391 |
|
Enlink Midstream LLC |
|
|
12,669 |
|
10,367 |
|
EOG Resources, Inc. |
|
|
372,589 |
|
10,783 |
|
EQT Corp. |
|
|
139,424 |
|
2,812 |
|
Equitrans Midstream Corp. |
|
|
23,790 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
40,280 |
|
Exxon Mobil Corp. |
|
$ |
1,382,811 |
|
4,505 |
|
Gaslog, Ltd. |
|
|
12,209 |
|
2,514 |
|
Green Plains, Inc.* |
|
|
38,917 |
|
8,600 |
|
Gulfport Energy Corp.* |
|
|
4,533 |
|
6,437 |
|
Hess Corp. |
|
|
263,466 |
|
10,617 |
|
HighPoint Resources Corp.* |
|
|
2,442 |
|
4,760 |
|
HollyFrontier Corp. |
|
|
93,820 |
|
1,180 |
|
International Seaways, Inc. |
|
|
17,240 |
|
24,970 |
|
Kinder Morgan, Inc. |
|
|
307,880 |
|
17,233 |
|
Kosmos Energy, Ltd. |
|
|
16,813 |
|
609 |
|
Laredo Petroleum, Inc.* |
|
|
5,968 |
|
17,859 |
|
Marathon Oil Corp. |
|
|
73,043 |
|
10,493 |
|
Marathon Petroleum Corp. |
|
|
307,865 |
|
6,316 |
|
Matador Resources Co.* |
|
|
52,170 |
|
1,037 |
|
Montage Resources Corp.* |
|
|
4,552 |
|
6,993 |
|
Murphy Oil Corp. |
|
|
62,378 |
|
7,953 |
|
Noble Energy, Inc. |
|
|
67,998 |
|
17,900 |
|
Occidental Petroleum Corp. |
|
|
179,179 |
|
6,873 |
|
ONEOK, Inc. |
|
|
178,561 |
|
1,401 |
|
Panhandle Oil & Gas, Inc., Class A |
|
|
2,003 |
|
2,936 |
|
PAR Pacific Holdings, Inc.* |
|
|
19,877 |
|
6,891 |
|
Parsley Energy, Inc., Class A |
|
|
64,500 |
|
5,640 |
|
PBF Energy, Inc., Class A |
|
|
32,092 |
|
5,513 |
|
PDC Energy, Inc.* |
|
|
68,334 |
|
4,173 |
|
Peabody Energy Corp. |
|
|
9,598 |
|
787 |
|
Penn Virginia Corp.*^ |
|
|
7,752 |
|
4,501 |
|
Phillips 66 |
|
|
233,332 |
|
3,062 |
|
Pioneer Natural Resources Co. |
|
|
263,301 |
|
6 |
|
PrimeEnergy Resources Corp.* |
|
|
397 |
|
11,578 |
|
QEP Resources, Inc. |
|
|
10,453 |
|
4,715 |
|
Range Resources Corp. |
|
|
31,213 |
|
2,004 |
|
Renewable Energy Group, Inc.* |
|
|
107,054 |
|
374 |
|
REX American Resources Corp.* |
|
|
24,538 |
|
1,820 |
|
Ring Energy, Inc.* |
|
|
1,238 |
|
3,448 |
|
Scorpio Tankers, Inc.^ |
|
|
38,169 |
|
6,460 |
|
SFL Corp., Ltd. |
|
|
48,385 |
|
6,397 |
|
SM Energy Co. |
|
|
10,171 |
|
22,197 |
|
Southwestern Energy Co.* |
|
|
52,163 |
|
3,310 |
|
Talos Energy, Inc.* |
|
|
21,350 |
|
4,483 |
|
Targa Resources Corp. |
|
|
62,896 |
|
6,407 |
|
Teekay Shipping Corp.*^ |
|
|
14,288 |
|
1,031 |
|
Teekay Tankers, Ltd., Class A*^ |
|
|
11,176 |
|
4,537 |
|
Valero Energy Corp. |
|
|
196,543 |
|
14,709 |
|
Williams Cos., Inc. |
|
|
289,032 |
|
3,515 |
|
World Fuel Services Corp. |
|
|
74,483 |
|
13,673 |
|
WPX Energy, Inc.* |
|
|
66,998 |
|
|
|
|
|
|
8,832,554 |
|
Paper & Forest Products (0.1%): |
|
|
|
|
2,211 |
|
Boise Cascade Co. |
|
|
88,264 |
|
1,659 |
|
Clearwater Paper Corp.* |
|
|
62,942 |
|
3,283 |
|
Domtar Corp. |
|
|
86,244 |
|
4,040 |
|
Louisiana-Pacific Corp. |
|
|
119,221 |
|
5,575 |
|
Mercer International, Inc. |
|
|
36,795 |
|
617 |
|
Neenah, Inc. |
|
|
23,119 |
|
2,520 |
|
P.H. Glatfelter Co. |
|
|
34,700 |
|
5,870 |
|
Resolute Forest Products* |
|
|
26,298 |
|
1,565 |
|
Schweitzer-Mauduit International, Inc. |
|
|
47,560 |
|
2,251 |
|
Verso Corp. |
|
|
17,760 |
|
|
|
|
|
|
542,903 |
|
Personal Products (0.3%): |
|
|
|
|
12,350 |
|
Coty, Inc., Class A |
|
|
33,345 |
|
1,562 |
|
e.l.f. Beauty, Inc.* |
|
|
28,694 |
|
2,453 |
|
Edgewell Personal Care Co.* |
|
|
68,390 |
|
2,928 |
|
Estee Lauder Co., Inc. (The), Class A |
|
|
639,035 |
|
4,410 |
|
Herbalife Nutrition, Ltd.* |
|
|
205,726 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Personal Products, continued |
|
|
|
|
1,355 |
|
Inter Parfums, Inc. |
|
$ |
50,609 |
|
609 |
|
Medifast, Inc. |
|
|
100,150 |
|
6,899 |
|
Natura & Co. Holding SA, ADR |
|
|
125,631 |
|
1,236 |
|
Natures Sunshine Products, Inc.* |
|
|
14,301 |
|
2,377 |
|
Nu Skin Enterprises, Inc., Class A |
|
|
119,064 |
|
340 |
|
United-Guardian, Inc. |
|
|
5,103 |
|
864 |
|
Usana Health Sciences, Inc.* |
|
|
63,634 |
|
|
|
|
|
|
1,453,682 |
|
Pharmaceuticals (3.3%): |
|
|
|
|
2,003 |
|
Amphastar Pharmaceuticals, Inc.* |
|
|
37,556 |
|
900 |
|
ANI Pharmaceuticals, Inc.* |
|
|
25,389 |
|
885 |
|
Assembly Biosciences, Inc.* |
|
|
14,549 |
|
17,646 |
|
Bristol-Myers Squibb Co. |
|
|
1,063,877 |
|
3,249 |
|
Catalent, Inc.* |
|
|
278,309 |
|
4,376 |
|
Corcept Therapeutics, Inc.* |
|
|
76,164 |
|
1,468 |
|
Cumberland Pharmaceuticals, Inc.* |
|
|
4,712 |
|
1,054 |
|
Cymabay Therapeutics, Inc.* |
|
|
7,631 |
|
6,155 |
|
Elanco Animal Health, Inc.* |
|
|
171,909 |
|
10,271 |
|
Eli Lilly & Co. |
|
|
1,520,313 |
|
8,827 |
|
Endo International plc* |
|
|
29,129 |
|
5,527 |
|
Horizon Therapeutics plc* |
|
|
429,337 |
|
3,292 |
|
Innoviva, Inc.* |
|
|
34,401 |
|
2,219 |
|
Intra-Cellular Therapies, Inc.* |
|
|
56,940 |
|
1,888 |
|
Jazz Pharmaceuticals plc* |
|
|
269,210 |
|
29,786 |
|
Johnson & Johnson Co. |
|
|
4,434,541 |
|
2,281 |
|
Lannett Co., Inc.* |
|
|
13,937 |
|
4,828 |
|
Mallinckrodt plc*^ |
|
|
4,699 |
|
28,760 |
|
Merck & Co., Inc. |
|
|
2,385,642 |
|
11,018 |
|
Mylan NV* |
|
|
163,397 |
|
3,567 |
|
Nektar Therapeutics* |
|
|
59,177 |
|
1,317 |
|
Otonomy, Inc.* |
|
|
5,334 |
|
3,223 |
|
Perrigo Co. plc |
|
|
147,968 |
|
52,986 |
|
Pfizer, Inc. |
|
|
1,944,586 |
|
793 |
|
Phibro Animal Health Corp., Class A |
|
|
13,798 |
|
2,480 |
|
Prestige Consumer Healthcare, Inc.* |
|
|
90,322 |
|
1,463 |
|
Revance Therapeutics, Inc.* |
|
|
36,780 |
|
1,789 |
|
Supernus Pharmaceuticals, Inc.* |
|
|
37,283 |
|
923 |
|
Taro Pharmaceutical Industries, Ltd.* |
|
|
50,627 |
|
5,827 |
|
Zoetis, Inc. |
|
|
963,611 |
|
1,297 |
|
Zogenix, Inc.* |
|
|
23,255 |
|
|
|
|
|
|
14,394,383 |
|
Professional Services (0.6%): |
|
|
|
|
1,633 |
|
ASGN, Inc.* |
|
|
103,793 |
|
494 |
|
Barrett Business Services, Inc. |
|
|
25,905 |
|
3,154 |
|
CBIZ, Inc.* |
|
|
72,132 |
|
216 |
|
CoStar Group, Inc.* |
|
|
183,278 |
|
456 |
|
CRA International, Inc. |
|
|
17,086 |
|
1,098 |
|
Equifax, Inc. |
|
|
172,276 |
|
1,734 |
|
Exponent, Inc. |
|
|
124,900 |
|
825 |
|
Forrester Research, Inc.* |
|
|
27,052 |
|
1,382 |
|
FTI Consulting, Inc.* |
|
|
146,451 |
|
1,205 |
|
Heidrick & Struggles International, Inc. |
|
|
23,678 |
|
466 |
|
Hill International, Inc.* |
|
|
615 |
|
1,113 |
|
Huron Consulting Group, Inc.* |
|
|
43,774 |
|
795 |
|
ICF International, Inc. |
|
|
48,916 |
|
1,721 |
|
IHS Markit, Ltd. |
|
|
135,116 |
|
3,095 |
|
InnerWorkings, Inc.* |
|
|
9,254 |
|
740 |
|
Insperity, Inc. |
|
|
48,463 |
|
2,223 |
|
Kelly Services, Inc., Class A |
|
|
37,880 |
|
1,154 |
|
Kforce, Inc. |
|
|
37,124 |
|
2,258 |
|
Korn Ferry |
|
|
65,482 |
|
2,100 |
|
ManpowerGroup, Inc. |
|
|
153,993 |
|
659 |
|
Mistras Group, Inc.* |
|
|
2,577 |
|
11,810 |
|
Nielsen Holdings plc |
|
|
167,466 |
|
2,125 |
|
Resources Connection, Inc. |
|
|
24,544 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Professional Services, continued |
|
|
|
|
3,340 |
|
Robert Half International, Inc. |
|
$ |
176,820 |
|
2,719 |
|
TransUnion |
|
|
228,749 |
|
2,194 |
|
TriNet Group, Inc.* |
|
|
130,148 |
|
2,213 |
|
Trueblue, Inc.* |
|
|
34,279 |
|
1,755 |
|
Verisk Analytics, Inc. |
|
|
325,220 |
|
633 |
|
Willdan Group, Inc.* |
|
|
16,148 |
|
|
|
|
|
|
2,583,119 |
|
Real Estate Management & Development (0.2%): |
|
|
|
|
400 |
|
Altisource Portfolio Solutions* |
|
|
5,068 |
|
5,509 |
|
CBRE Group, Inc., Class A* |
|
|
258,759 |
|
339 |
|
CTO Realty Growth, Inc. |
|
|
14,950 |
|
2,451 |
|
Cushman & Wakefield plc* |
|
|
25,760 |
|
279 |
|
Forestar Group, Inc.* |
|
|
4,938 |
|
232 |
|
FRP Holdings, Inc.* |
|
|
9,667 |
|
318 |
|
Griffin Industrial Realty, Inc. |
|
|
16,997 |
|
1,280 |
|
Howard Hughes Corp. (The)* |
|
|
73,728 |
|
1,691 |
|
Jones Lang LaSalle, Inc. |
|
|
161,761 |
|
5,360 |
|
Kennedy-Wilson Holdings, Inc. |
|
|
77,827 |
|
2,112 |
|
Marcus & Millichap, Inc.* |
|
|
58,122 |
|
6,929 |
|
Newmark Group, Inc. |
|
|
29,933 |
|
997 |
|
Rafael Holdings, Inc., Class B* |
|
|
15,454 |
|
910 |
|
RE/MAX Holdings, Inc., Class A |
|
|
29,784 |
|
7,526 |
|
Realogy Holdings Corp.* |
|
|
71,045 |
|
1,447 |
|
Tejon Ranch Co.* |
|
|
20,475 |
|
1,038 |
|
The RMR Group, Inc., Class A |
|
|
28,514 |
|
3,157 |
|
The St Joe Co.* |
|
|
65,129 |
|
|
|
|
|
|
967,911 |
|
Road & Rail (1.2%): |
|
|
|
|
598 |
|
AMERCO, Inc. |
|
|
212,876 |
|
1,475 |
|
ArcBest Corp. |
|
|
45,814 |
|
2,770 |
|
Avis Budget Group, Inc.* |
|
|
72,906 |
|
1,699 |
|
Covenant Logistics Group, Inc.* |
|
|
29,716 |
|
9,525 |
|
CSX Corp. |
|
|
739,807 |
|
4,179 |
|
Heartland Express, Inc. |
|
|
77,729 |
|
8,317 |
|
Hertz Global Holdings, Inc.* |
|
|
9,232 |
|
2,532 |
|
J.B. Hunt Transport Services, Inc. |
|
|
319,994 |
|
1,439 |
|
Kansas City Southern |
|
|
260,214 |
|
5,109 |
|
Knight-Swift Transportation Holdings, Inc. |
|
|
207,936 |
|
1,359 |
|
Landstar System, Inc. |
|
|
170,541 |
|
5,038 |
|
Marten Transport, Ltd. |
|
|
82,220 |
|
3,088 |
|
Norfolk Southern Corp. |
|
|
660,801 |
|
2,082 |
|
Old Dominion Freight Line, Inc. |
|
|
376,675 |
|
400 |
|
P.A.M. Transportation SVCS* |
|
|
15,040 |
|
1,902 |
|
Ryder System, Inc. |
|
|
80,340 |
|
1,212 |
|
Saia, Inc.* |
|
|
152,882 |
|
2,500 |
|
Schneider National, Inc., Class B |
|
|
61,825 |
|
7,911 |
|
Union Pacific Corp. |
|
|
1,557,439 |
|
2,010 |
|
Universal Logistics Holdings, Inc. |
|
|
41,929 |
|
1,023 |
|
USA Truck, Inc.* |
|
|
9,667 |
|
3,284 |
|
Werner Enterprises, Inc. |
|
|
137,895 |
|
1,829 |
|
YRC Worldwide, Inc.*^ |
|
|
7,170 |
|
|
|
|
|
|
5,330,648 |
|
Semiconductors & Semiconductor Equipment (4.7%): |
|
|
|
|
1,056 |
|
Advanced Energy Industries, Inc.* |
|
|
66,465 |
|
9,742 |
|
Advanced Micro Devices, Inc.* |
|
|
798,747 |
|
2,031 |
|
Alpha & Omega Semiconductor, Ltd.* |
|
|
26,037 |
|
1,392 |
|
Ambarella, Inc.* |
|
|
72,635 |
|
12,824 |
|
Amkor Technology, Inc.* |
|
|
143,629 |
|
3,662 |
|
Analog Devices, Inc. |
|
|
427,502 |
|
10,112 |
|
Applied Materials, Inc. |
|
|
601,158 |
|
1,615 |
|
Axcelis Technologies, Inc.* |
|
|
35,530 |
|
1,701 |
|
AXT, Inc.* |
|
|
10,410 |
|
4,142 |
|
Broadcom, Inc. |
|
|
1,509,013 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Semiconductors & Semiconductor Equipment, continued |
|
2,129 |
|
Brooks Automation, Inc. |
|
$ |
98,488 |
|
697 |
|
Cabot Microelectronics Corp. |
|
|
99,539 |
|
437 |
|
CEVA, Inc.* |
|
|
17,205 |
|
1,665 |
|
Cirrus Logic, Inc.* |
|
|
112,304 |
|
2,261 |
|
Cohu, Inc. |
|
|
38,844 |
|
3,350 |
|
Cree, Inc.* |
|
|
213,529 |
|
2,201 |
|
Diodes, Inc.* |
|
|
124,246 |
|
4,153 |
|
Entegris, Inc. |
|
|
308,734 |
|
3,383 |
|
First Solar, Inc.* |
|
|
223,955 |
|
2,971 |
|
FormFactor, Inc.* |
|
|
74,067 |
|
1,314 |
|
GSI Technology, Inc.* |
|
|
7,411 |
|
948 |
|
Ichor Holdings, Ltd.* |
|
|
20,448 |
|
975 |
|
Inphi Corp.* |
|
|
109,444 |
|
63,811 |
|
Intel Corp. |
|
|
3,304,133 |
|
2,674 |
|
KLA Corp. |
|
|
518,061 |
|
2,537 |
|
Kulicke & Soffa Industries, Inc. |
|
|
56,829 |
|
1,724 |
|
Lam Research Corp. |
|
|
571,937 |
|
3,622 |
|
Lattice Semiconductor Corp.* |
|
|
104,893 |
|
1,911 |
|
MA-COM Technology Solutions Holdings, Inc.* |
|
|
64,993 |
|
8,640 |
|
Marvell Technology Group, Ltd. |
|
|
343,007 |
|
3,942 |
|
Maxim Integrated Products, Inc. |
|
|
266,519 |
|
3,353 |
|
MaxLinear, Inc., Class A* |
|
|
77,924 |
|
3,353 |
|
Microchip Technology, Inc. |
|
|
344,554 |
|
15,757 |
|
Micron Technology, Inc.* |
|
|
739,949 |
|
1,512 |
|
MKS Instruments, Inc. |
|
|
165,156 |
|
521 |
|
Monolithic Power Systems, Inc. |
|
|
145,677 |
|
1,500 |
|
Neophotonics Corp.* |
|
|
9,135 |
|
150 |
|
NVE Corp. |
|
|
7,362 |
|
5,228 |
|
NVIDIA Corp. |
|
|
2,829,497 |
|
11,467 |
|
ON Semiconductor Corp.* |
|
|
248,719 |
|
1,334 |
|
Onto Innovation, Inc.* |
|
|
39,727 |
|
1,438 |
|
PDF Solutions, Inc.* |
|
|
26,905 |
|
5,010 |
|
Photronics, Inc.* |
|
|
49,900 |
|
1,520 |
|
Power Integrations, Inc. |
|
|
84,208 |
|
1,918 |
|
Qorvo, Inc.* |
|
|
247,441 |
|
13,519 |
|
Qualcomm, Inc. |
|
|
1,590,915 |
|
5,880 |
|
Rambus, Inc.* |
|
|
80,497 |
|
1,305 |
|
Semtech Corp.* |
|
|
69,113 |
|
867 |
|
Silicon Laboratories, Inc.* |
|
|
84,836 |
|
2,976 |
|
Skyworks Solutions, Inc. |
|
|
433,008 |
|
1,751 |
|
SMART Global Holdings, Inc.* |
|
|
47,872 |
|
1,239 |
|
SolarEdge Technologies, Inc.* |
|
|
295,316 |
|
1,129 |
|
Synaptics, Inc.* |
|
|
90,794 |
|
2,449 |
|
Teradyne, Inc. |
|
|
194,598 |
|
13,779 |
|
Texas Instruments, Inc. |
|
|
1,967,502 |
|
1,678 |
|
Ultra Clean Holdings, Inc.* |
|
|
36,010 |
|
1,049 |
|
Universal Display Corp. |
|
|
189,596 |
|
3,598 |
|
Veeco Instruments, Inc.* |
|
|
41,989 |
|
3,065 |
|
Xilinx, Inc. |
|
|
319,496 |
|
|
|
|
|
|
20,827,408 |
|
Software (7.1%): |
|
|
|
|
4,253 |
|
ACI Worldwide, Inc.* |
|
|
111,131 |
|
4,350 |
|
Adobe, Inc.* |
|
|
2,133,370 |
|
1,923 |
|
Alarm.com Holding, Inc.* |
|
|
106,246 |
|
591 |
|
Alteryx, Inc., Class A*^ |
|
|
67,108 |
|
1,009 |
|
American Software, Inc., Class A |
|
|
14,166 |
|
1,301 |
|
Anaplan, Inc.* |
|
|
81,417 |
|
988 |
|
ANSYS, Inc.* |
|
|
323,303 |
|
1,609 |
|
Aspen Technology, Inc.* |
|
|
203,683 |
|
447 |
|
Atlassian Corp. plc, Class A* |
|
|
81,260 |
|
1,996 |
|
Autodesk, Inc.* |
|
|
461,096 |
|
852 |
|
Avalara, Inc.* |
|
|
108,494 |
|
5,114 |
|
Avaya Holdings Corp.* |
|
|
77,733 |
|
2,272 |
|
Aware, Inc.* |
|
|
6,134 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Software, continued |
|
|
|
|
1,606 |
|
Blackbaud, Inc. |
|
$ |
89,663 |
|
794 |
|
Bottomline Technologies, Inc.* |
|
|
33,475 |
|
3,609 |
|
Cadence Design Systems, Inc.* |
|
|
384,828 |
|
3,648 |
|
CDK Global, Inc. |
|
|
159,016 |
|
1,053 |
|
Cerence, Inc.* |
|
|
51,460 |
|
1,607 |
|
Ceridian HCM Holding, Inc.* |
|
|
132,819 |
|
1,606 |
|
Citrix Systems, Inc. |
|
|
221,162 |
|
505 |
|
CommVault Systems, Inc.* |
|
|
20,604 |
|
387 |
|
Coupa Software, Inc.* |
|
|
106,131 |
|
824 |
|
DocuSign, Inc.* |
|
|
177,358 |
|
3,824 |
|
Dropbox, Inc., Class A* |
|
|
73,650 |
|
1,380 |
|
Ebix, Inc. |
|
|
28,428 |
|
990 |
|
Envestnet, Inc.* |
|
|
76,388 |
|
429 |
|
Everbridge, Inc.* |
|
|
53,938 |
|
573 |
|
Fair Isaac Corp.* |
|
|
243,743 |
|
1,784 |
|
FireEye, Inc.* |
|
|
22,023 |
|
764 |
|
Five9, Inc.* |
|
|
99,076 |
|
2,585 |
|
Fortinet, Inc.* |
|
|
304,539 |
|
977 |
|
Globant SA* |
|
|
175,098 |
|
1,145 |
|
Guidewire Software, Inc.* |
|
|
119,389 |
|
750 |
|
HubSpot, Inc.* |
|
|
219,173 |
|
2,458 |
|
Intuit, Inc. |
|
|
801,824 |
|
2,007 |
|
J2 Global, Inc.* |
|
|
138,925 |
|
1,365 |
|
Manhattan Associates, Inc.* |
|
|
130,344 |
|
76,342 |
|
Microsoft Corp. |
|
|
16,057,012 |
|
430 |
|
MicroStrategy, Inc., Class A* |
|
|
64,741 |
|
600 |
|
New Relic, Inc.* |
|
|
33,816 |
|
9,121 |
|
NortonLifeLock, Inc. |
|
|
190,082 |
|
5,919 |
|
Nuance Communications, Inc.* |
|
|
196,452 |
|
1,722 |
|
OneSpan, Inc.* |
|
|
36,093 |
|
30,510 |
|
Oracle Corp. |
|
|
1,821,447 |
|
916 |
|
Paycom Software, Inc.* |
|
|
285,151 |
|
912 |
|
Paylocity Holding Corp.* |
|
|
147,215 |
|
963 |
|
Pegasystems, Inc. |
|
|
116,562 |
|
1,395 |
|
Progress Software Corp. |
|
|
51,169 |
|
886 |
|
Proofpoint, Inc.* |
|
|
93,517 |
|
1,755 |
|
PTC, Inc.* |
|
|
145,174 |
|
1,224 |
|
Qualys, Inc.* |
|
|
119,964 |
|
2,745 |
|
RealNetworks, Inc.* |
|
|
3,349 |
|
1,867 |
|
RealPage, Inc.* |
|
|
107,614 |
|
371 |
|
RingCentral, Inc., Class A* |
|
|
101,880 |
|
5,117 |
|
salesforce.com, Inc.* |
|
|
1,286,004 |
|
1,200 |
|
Sapiens International Corp. NV |
|
|
36,696 |
|
2,393 |
|
SeaChange International, Inc.* |
|
|
2,083 |
|
574 |
|
ServiceNow, Inc.* |
|
|
278,390 |
|
2,514 |
|
Slack Technologies, Inc., Class A*^ |
|
|
67,526 |
|
3,309 |
|
SolarWinds Corp.* |
|
|
67,305 |
|
967 |
|
Splunk, Inc.* |
|
|
181,922 |
|
4,289 |
|
SS&C Technologies Holdings, Inc. |
|
|
259,570 |
|
2,279 |
|
Synchronoss Technologies, Inc.* |
|
|
6,860 |
|
1,946 |
|
Synopsys, Inc.* |
|
|
416,405 |
|
327 |
|
The Trade Desk, Inc., Class A* |
|
|
169,641 |
|
409 |
|
Tyler Technologies, Inc.* |
|
|
142,561 |
|
2,230 |
|
Verint Systems, Inc.* |
|
|
107,441 |
|
742 |
|
VMware, Inc., Class A* |
|
|
106,603 |
|
494 |
|
Workday, Inc., Class A* |
|
|
106,274 |
|
7,046 |
|
Xperi Holding Corp. |
|
|
80,959 |
|
1,173 |
|
Zscaler, Inc.* |
|
|
165,029 |
|
|
|
|
|
|
30,690,702 |
|
Specialty Retail (2.9%): |
|
|
|
|
2,187 |
|
Aarons, Inc. |
|
|
123,894 |
|
4,015 |
|
Abercrombie & Fitch Co., Class A |
|
|
55,929 |
|
1,285 |
|
Advance Auto Parts, Inc. |
|
|
197,248 |
|
7,096 |
|
American Eagle Outfitters, Inc.^ |
|
|
105,092 |
|
492 |
|
Americas Car Mart, Inc.* |
|
|
41,761 |
|
929 |
|
Asbury Automotive Group, Inc.* |
|
|
90,531 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Specialty Retail, continued |
|
|
|
|
3,229 |
|
At Home Group, Inc.* |
|
$ |
47,983 |
|
2,991 |
|
AutoNation, Inc.* |
|
|
158,314 |
|
266 |
|
AutoZone, Inc.* |
|
|
313,252 |
|
3,164 |
|
Barnes & Noble Education, Inc.* |
|
|
8,163 |
|
5,744 |
|
Bed Bath & Beyond, Inc.^ |
|
|
86,045 |
|
6,712 |
|
Best Buy Co, Inc. |
|
|
746,978 |
|
1,657 |
|
Big 5 Sporting Goods Corp.^ |
|
|
12,394 |
|
1,519 |
|
Boot Barn Holdings, Inc.* |
|
|
42,745 |
|
583 |
|
Build-A-Bear Workshop, Inc.* |
|
|
1,458 |
|
1,072 |
|
Burlington Stores, Inc.* |
|
|
220,928 |
|
2,280 |
|
Caleres, Inc. |
|
|
21,797 |
|
3,891 |
|
CarMax, Inc.* |
|
|
357,622 |
|
1,987 |
|
Cato Corp., Class A |
|
|
15,538 |
|
7,822 |
|
Chicos FAS, Inc. |
|
|
7,607 |
|
881 |
|
Citi Trends, Inc. |
|
|
22,007 |
|
1,572 |
|
Conns, Inc.* |
|
|
16,632 |
|
3,425 |
|
Designer Brands, Inc., Class A |
|
|
18,598 |
|
2,039 |
|
Dicks Sporting Goods, Inc. |
|
|
118,017 |
|
6,313 |
|
Express, Inc.* |
|
|
3,851 |
|
1,392 |
|
Five Below, Inc.* |
|
|
176,784 |
|
3,262 |
|
Floor & Decor Holdings, Inc., Class A* |
|
|
243,998 |
|
4,013 |
|
Foot Locker, Inc. |
|
|
132,549 |
|
199 |
|
Francescas Holdings Corp.*^ |
|
|
533 |
|
6,630 |
|
GameStop Corp., Class A*^ |
|
|
67,626 |
|
12,655 |
|
Gap, Inc. (The) |
|
|
215,515 |
|
1,571 |
|
Genesco, Inc.* |
|
|
33,839 |
|
1,000 |
|
Group 1 Automotive, Inc. |
|
|
88,390 |
|
4,368 |
|
Guess?, Inc. |
|
|
50,756 |
|
1,166 |
|
Haverty Furniture Cos., Inc. |
|
|
24,416 |
|
1,874 |
|
Hibbett Sports, Inc.* |
|
|
73,498 |
|
9,752 |
|
Home Depot, Inc. (The) |
|
|
2,708,227 |
|
1,293 |
|
Hudson, Ltd., Class A* |
|
|
9,827 |
|
1,784 |
|
L Brands, Inc. |
|
|
56,749 |
|
875 |
|
Lithia Motors, Inc., Class A |
|
|
199,448 |
|
8,904 |
|
Lowes Cos., Inc. |
|
|
1,476,816 |
|
1,427 |
|
MarineMax, Inc.* |
|
|
36,631 |
|
7,372 |
|
Michaels Cos., Inc. (The)*^ |
|
|
71,177 |
|
1,401 |
|
Monro, Inc. |
|
|
56,839 |
|
1,077 |
|
Murphy U.S.A., Inc.* |
|
|
138,147 |
|
1,200 |
|
National Vision Holdings, Inc.* |
|
|
45,888 |
|
2,577 |
|
ODP Corp. (The)* |
|
|
50,123 |
|
927 |
|
OReilly Automotive, Inc.* |
|
|
427,421 |
|
2,698 |
|
Penske Automotive Group, Inc. |
|
|
128,587 |
|
1,792 |
|
Rent-A-Center, Inc. |
|
|
53,563 |
|
522 |
|
RH* |
|
|
199,728 |
|
5,653 |
|
Ross Stores, Inc. |
|
|
527,538 |
|
5,608 |
|
Sally Beauty Holdings, Inc.* |
|
|
48,734 |
|
600 |
|
Shoe Carnival, Inc. |
|
|
20,148 |
|
1,393 |
|
Signet Jewelers, Ltd. |
|
|
26,049 |
|
1,230 |
|
Sleep Number Corp.* |
|
|
60,159 |
|
1,332 |
|
Sonic Automotive, Inc., Class A |
|
|
53,493 |
|
1,606 |
|
Sportsmans Warehouse Holdings, Inc.* |
|
|
22,982 |
|
289 |
|
Tandy Leather Factory, Inc.* |
|
|
922 |
|
848 |
|
The Buckle, Inc. |
|
|
17,291 |
|
988 |
|
The Childrens Place, Inc. |
|
|
28,010 |
|
2,708 |
|
Tiffany & Co. |
|
|
313,722 |
|
854 |
|
Tillys, Inc. |
|
|
5,150 |
|
18,103 |
|
TJX Cos., Inc. (The) |
|
|
1,007,432 |
|
2,445 |
|
Tractor Supply Co. |
|
|
350,466 |
|
1,247 |
|
Ulta Beauty, Inc.* |
|
|
279,303 |
|
4,635 |
|
Urban Outfitters, Inc.* |
|
|
96,454 |
|
2,380 |
|
Williams-Sonoma, Inc. |
|
|
215,247 |
|
285 |
|
Winmark Corp. |
|
|
49,071 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Specialty Retail, continued |
|
|
|
|
2,204 |
|
Zumiez, Inc.* |
|
$ |
61,315 |
|
|
|
|
|
|
12,784,945 |
|
Technology Hardware, Storage & Peripherals (6.0%): |
|
|
|
|
6,315 |
|
3D Systems Corp.* |
|
|
31,007 |
|
208,456 |
|
Apple, Inc. |
|
|
24,141,289 |
|
728 |
|
AstroNova, Inc. |
|
|
5,839 |
|
2,354 |
|
Avid Technology, Inc.* |
|
|
20,150 |
|
1,874 |
|
Dell Technologies, Inc., Class C* |
|
|
126,851 |
|
23,803 |
|
Hewlett Packard Enterprise Co. |
|
|
223,034 |
|
17,855 |
|
HP, Inc. |
|
|
339,066 |
|
5,127 |
|
NCR Corp.* |
|
|
113,512 |
|
4,382 |
|
NetApp, Inc. |
|
|
192,107 |
|
6,529 |
|
Pure Storage, Inc., Class A* |
|
|
100,481 |
|
5,941 |
|
Seagate Technology plc |
|
|
292,713 |
|
2,522 |
|
Stratasys, Ltd.* |
|
|
31,449 |
|
4,585 |
|
Western Digital Corp. |
|
|
167,582 |
|
7,974 |
|
Xerox Holdings Corp. |
|
|
149,672 |
|
|
|
|
|
|
25,934,752 |
|
Textiles, Apparel & Luxury Goods (0.9%): |
|
|
|
|
5,725 |
|
Capri Holdings, Ltd.* |
|
|
103,050 |
|
1,710 |
|
Carters, Inc. |
|
|
148,052 |
|
2,253 |
|
Columbia Sportswear Co. |
|
|
195,966 |
|
1,693 |
|
Crocs, Inc.* |
|
|
72,342 |
|
810 |
|
Culp, Inc. |
|
|
10,060 |
|
936 |
|
Deckers Outdoor Corp.* |
|
|
205,929 |
|
3,440 |
|
Fossil Group, Inc.* |
|
|
19,746 |
|
2,480 |
|
G-III Apparel Group, Ltd.* |
|
|
32,513 |
|
13,052 |
|
Hanesbrands, Inc. |
|
|
205,569 |
|
795 |
|
Kontoor Brands, Inc. |
|
|
19,239 |
|
1,147 |
|
Lululemon Athletica, Inc.* |
|
|
377,787 |
|
1,551 |
|
Movado Group, Inc. |
|
|
15,417 |
|
11,725 |
|
Nike, Inc., Class B |
|
|
1,471,956 |
|
1,259 |
|
Oxford Industries, Inc. |
|
|
50,813 |
|
1,797 |
|
PVH Corp. |
|
|
107,173 |
|
1,477 |
|
Ralph Lauren Corp. |
|
|
100,392 |
|
570 |
|
Rocky Brands, Inc. |
|
|
14,153 |
|
4,898 |
|
Skechers U.S.A., Inc., Class A* |
|
|
148,018 |
|
2,686 |
|
Steven Madden, Ltd. |
|
|
52,377 |
|
700 |
|
Superior Group of Cos., Inc. |
|
|
16,261 |
|
8,132 |
|
Tapestry, Inc. |
|
|
127,103 |
|
5,109 |
|
Under Armour, Inc., Class A* |
|
|
57,374 |
|
3,746 |
|
Under Armour, Inc., Class C* |
|
|
36,861 |
|
1,027 |
|
Unifi, Inc.* |
|
|
13,187 |
|
802 |
|
Vera Bradley, Inc.* |
|
|
4,900 |
|
4,448 |
|
VF Corp. |
|
|
312,472 |
|
3,237 |
|
Wolverine World Wide, Inc. |
|
|
83,644 |
|
|
|
|
|
|
4,002,354 |
|
Thrifts & Mortgage Finance (0.5%): |
|
|
|
|
3,384 |
|
Axos Financial, Inc.* |
|
|
78,881 |
|
1,591 |
|
BankFinancial Corp. |
|
|
11,487 |
|
7,721 |
|
Capitol Federal Financial, Inc. |
|
|
71,535 |
|
2,223 |
|
Columbia Financial, Inc.* |
|
|
24,675 |
|
2,791 |
|
Dime Community Bancshares, Inc. |
|
|
31,566 |
|
855 |
|
ESSA Bancorp, Inc. |
|
|
10,542 |
|
3,469 |
|
Essent Group, Ltd. |
|
|
128,388 |
|
403 |
|
Federal Agricultural Mortgage Corp. |
|
|
25,655 |
|
408 |
|
First Capital, Inc.^ |
|
|
22,868 |
|
2,446 |
|
Flagstar Bancorp, Inc. |
|
|
72,475 |
|
8 |
|
Greene County Bancorp, Inc. |
|
|
174 |
|
155 |
|
Hingham Institution for Savings |
|
|
28,520 |
|
1,670 |
|
HomeStreet, Inc. |
|
|
43,019 |
|
413 |
|
IF Bancorp, Inc. |
|
|
6,389 |
|
5,948 |
|
Kearny Financial Corp. |
|
|
42,885 |
|
1,249 |
|
Kentucky First Federal Bancorp |
|
|
7,581 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Thrifts & Mortgage Finance, continued |
|
|
|
|
750 |
|
Lake Shore Bancorp, Inc. |
|
$ |
10,050 |
|
194 |
|
LendingTree, Inc.* |
|
|
59,537 |
|
3,570 |
|
Meridian Bancorp, Inc. |
|
|
36,950 |
|
2,468 |
|
Meta Financial Group, Inc. |
|
|
47,435 |
|
14,868 |
|
MGIC Investment Corp. |
|
|
131,731 |
|
4,623 |
|
Mr Cooper Group, Inc.* |
|
|
103,185 |
|
13,097 |
|
New York Community Bancorp, Inc. |
|
|
108,312 |
|
3,378 |
|
NMI Holdings, Inc., Class A* |
|
|
60,128 |
|
2,984 |
|
Northfield Bancorp, Inc. |
|
|
27,214 |
|
6,785 |
|
Northwest Bancshares, Inc. |
|
|
62,422 |
|
3,232 |
|
Oceanfirst Financial Corp. |
|
|
44,246 |
|
503 |
|
Oconee Federal Financial Corp. |
|
|
10,965 |
|
465 |
|
Ocwen Financial Corp.* |
|
|
9,821 |
|
2,417 |
|
PennyMac Financial Services, Inc. |
|
|
140,477 |
|
2,584 |
|
Premier Financial Corp. |
|
|
40,246 |
|
679 |
|
Provident Financial Holdings, Inc. |
|
|
8,080 |
|
3,181 |
|
Provident Financial Services, Inc. |
|
|
38,808 |
|
6,456 |
|
Radian Group, Inc. |
|
|
94,322 |
|
420 |
|
Riverview Bancorp, Inc. |
|
|
1,743 |
|
561 |
|
Southern Missouri Bancorp, Inc. |
|
|
13,228 |
|
1,764 |
|
Sterling Bancorp, Inc. |
|
|
5,310 |
|
733 |
|
Territorial Bancorp, Inc. |
|
|
14,829 |
|
5,381 |
|
TFS Financial Corp. |
|
|
79,047 |
|
7,273 |
|
TrustCo Bank Corp NY |
|
|
37,965 |
|
3,136 |
|
Washington Federal, Inc. |
|
|
65,417 |
|
2,036 |
|
Waterstone Financial, Inc. |
|
|
31,538 |
|
1,546 |
|
Wawlker & Dunlop, Inc. |
|
|
81,938 |
|
1,498 |
|
Western New England BanCorp, Inc. |
|
|
8,434 |
|
2,825 |
|
WSFS Financial Corp. |
|
|
76,190 |
|
|
|
|
|
|
2,056,208 |
|
Tobacco (0.5%): |
|
|
|
|
28,104 |
|
Altria Group, Inc. |
|
|
1,085,939 |
|
14,460 |
|
Philip Morris International, Inc. |
|
|
1,084,355 |
|
1,284 |
|
Universal Corp. |
|
|
53,774 |
|
6,874 |
|
Vector Group, Ltd. |
|
|
66,609 |
|
|
|
|
|
|
2,290,677 |
|
Trading Companies & Distributors (0.7%): |
|
|
|
|
5,044 |
|
Air Lease Corp. |
|
|
148,394 |
|
1,198 |
|
Applied Industrial Technologies, Inc. |
|
|
66,010 |
|
2,840 |
|
Beacon Roofing Supply, Inc.* |
|
|
88,239 |
|
3,066 |
|
BMC Stock Holdings, Inc.* |
|
|
131,317 |
|
1,592 |
|
CAI International, Inc. |
|
|
43,828 |
|
644 |
|
DXP Enterprises, Inc.* |
|
|
10,388 |
|
9,288 |
|
Fastenal Co. |
|
|
418,796 |
|
876 |
|
GATX Corp. |
|
|
55,845 |
|
2,334 |
|
GMS, Inc.* |
|
|
56,249 |
|
1,700 |
|
H&E Equipment Services, Inc. |
|
|
33,422 |
|
6,084 |
|
HD Supply Holdings, Inc.* |
|
|
250,904 |
|
1,767 |
|
Herc Holdings, Inc.* |
|
|
69,991 |
|
1,307 |
|
Huttig Building Products, Inc.* |
|
|
2,862 |
|
870 |
|
Kaman Corp., Class A |
|
|
33,904 |
|
5,217 |
|
MRC Global, Inc.* |
|
|
22,329 |
|
2,233 |
|
MSC Industrial Direct Co., Inc., Class A |
|
|
141,304 |
|
5,453 |
|
NOW, Inc.* |
|
|
24,757 |
|
1,902 |
|
Rush Enterprises, Inc., Class A |
|
|
96,127 |
|
1,003 |
|
SiteOne Landscape Supply, Inc.* |
|
|
122,316 |
|
2,034 |
|
Systemax, Inc. |
|
|
48,694 |
|
2,654 |
|
Textainer Group Holdings, Ltd.* |
|
|
37,581 |
|
651 |
|
Titan Machinery, Inc.* |
|
|
8,613 |
|
1,007 |
|
Transcat, Inc.* |
|
|
29,505 |
|
3,334 |
|
Triton International, Ltd. |
|
|
135,594 |
|
2,434 |
|
United Rentals, Inc.* |
|
|
424,732 |
|
5,820 |
|
Univar Solutions, Inc.* |
|
|
98,242 |
|
1,184 |
|
Veritiv Corp.* |
|
|
14,989 |
|
826 |
|
W.W. Grainger, Inc. |
|
|
294,692 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Trading Companies & Distributors, continued |
|
902 |
|
Watsco, Inc. |
|
$ |
210,067 |
|
84 |
|
Watsco, Inc., Class B |
|
|
19,265 |
|
2,560 |
|
WESCO International, Inc.* |
|
|
112,691 |
|
|
|
|
|
|
3,251,647 |
|
Transportation Infrastructure (0.0%): |
|
|
|
|
2,859 |
|
Macquarie Infrastructure Corp. |
|
|
76,879 |
|
Water Utilities (0.2%): |
|
|
|
|
1,327 |
|
American States Water Co. |
|
|
99,459 |
|
2,414 |
|
American Water Works Co., Inc. |
|
|
349,740 |
|
491 |
|
Artesian Resources Corp. |
|
|
16,925 |
|
1,743 |
|
California Water Service Group |
|
|
75,733 |
|
3,223 |
|
Essential Utilities, Inc. |
|
|
129,726 |
|
979 |
|
Middlesex Water Co. |
|
|
60,845 |
|
669 |
|
Pure Cycle Corp.* |
|
|
6,028 |
|
1,234 |
|
SJW Group |
|
|
75,101 |
|
772 |
|
York Water Co. (The) |
|
|
32,632 |
|
|
|
|
|
|
846,189 |
|
Wireless Telecommunication Services (0.2%): |
|
2,055 |
|
Boingo Wireless, Inc.* |
|
|
20,951 |
|
2,203 |
|
Shenandoah Telecommunications Co. |
|
|
97,890 |
|
1,649 |
|
Spok Holdings, Inc. |
|
|
15,682 |
|
4,354 |
|
Telephone & Data Systems, Inc. |
|
|
80,288 |
|
6,990 |
|
T-Mobile USA, Inc.* |
|
|
799,377 |
|
1,695 |
|
United States Cellular Corp.* |
|
|
50,053 |
|
|
|
|
|
|
1,064,241 |
|
|
|
Total Common Stocks (Cost $322,816,628) |
|
|
438,887,284 |
|
Preferred Stocks
(0.0%): |
|
|
|
|
Internet & Direct Marketing Retail
(0.0%): |
|
264 |
|
Qurate Retail, Inc., 8.00%, 3/15/31 |
|
|
26,004 |
|
Trading Companies & Distributors (0.0%): |
|
|
|
|
1,076 |
|
WESCO International, Inc., Series A, 10.63% |
|
|
30,128 |
|
|
|
Total Preferred Stocks (Cost $113,834) |
|
|
56,132 |
|
Rights
(0.0%): |
|
|
|
|
Biotechnology
(0.0%): |
|
|
|
|
3,743 |
|
Achillion Pharm CVR, Expires on 1/29/21* |
|
|
646 |
|
Diversified Financial Services (0.0%): |
|
|
|
|
2,411 |
|
NewStar Financial, Inc. CVR, Expires on 12/31/49* |
|
|
245 |
|
Media
(0.0%): |
|
|
|
|
9,820 |
|
Media General, Inc. CVR, Expires on 12/31/49* |
|
|
921 |
|
|
|
Total Rights (Cost $4,345) |
|
|
1,812 |
|
Short-Term Securities Held as Collateral for Securities on Loan (0.7%): |
|
2,884,487 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(b)(c) |
|
|
2,884,487 |
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $2,884,487) |
|
|
2,884,487 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Core Equity Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
|
Unaffiliated Investment Companies (0.1%): |
|
|
|
|
|
|
Money Markets (0.1%): |
|
|
|
|
241,662 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
$ |
241,662 |
|
Total Unaffiliated Investment Companies (Cost $241,662) |
|
|
241,662 |
|
Total Investment Securities (Cost $326,060,956) - 100.4% |
|
|
442,071,377 |
|
Net other assets (liabilities) - (0.4)% |
|
|
(1,709,524) |
|
|
|
Net Assets - 100.0% |
|
$ |
440,361,853 |
|
|
|
|
|
|
|
|
Percentages indicated are based on net assets as of
September 30, 2020.
ADR - American Depository Receipt
CVR - Contingency Valued Rights
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $2,831,111. |
|
Represents less than 0.05%. |
(a) |
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of
September 30, 2020. The total of all such securities represent 0.00% of the net assets of the fund. |
(b) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(c) |
The rate represents the effective yield at September 30, 2020. |
|
Amounts shown as are either $0 or rounds to less than $1. |
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks (99.6%): |
|
|
|
|
Aerospace & Defense (1.1%): |
|
|
|
|
1,397 |
|
AAR Corp. |
|
$ |
26,264 |
|
7,979 |
|
Aerojet Rocketdyne Holdings, Inc.* |
|
|
318,281 |
|
2,514 |
|
AeroVironment, Inc.* |
|
|
150,865 |
|
2,615 |
|
Astronics Corp.* |
|
|
20,188 |
|
392 |
|
Astronics Corp., Class B*^ |
|
|
2,920 |
|
2,238 |
|
Axon Enterprise, Inc.* |
|
|
202,987 |
|
685 |
|
CPI Aerostructures, Inc.* |
|
|
1,836 |
|
2,316 |
|
Cubic Corp. |
|
|
134,722 |
|
1,011 |
|
Curtiss-Wright Corp. |
|
|
94,286 |
|
766 |
|
Ducommun, Inc.* |
|
|
25,217 |
|
3,376 |
|
Innovative Solutions & Support, Inc. |
|
|
23,092 |
|
7,599 |
|
Kratos Defense & Security Solutions, Inc.* |
|
|
146,509 |
|
734 |
|
Maxar Technologies, Inc. |
|
|
18,306 |
|
2,488 |
|
Mercury Systems, Inc.* |
|
|
192,720 |
|
3,131 |
|
Moog, Inc., Class A |
|
|
198,912 |
|
685 |
|
National Presto Industries, Inc. |
|
|
56,074 |
|
2,564 |
|
Park Aerospace Corp., Class C |
|
|
27,999 |
|
759 |
|
Vectrus, Inc.* |
|
|
28,842 |
|
|
|
|
|
|
1,670,020 |
|
Air Freight & Logistics (0.5%): |
|
|
|
|
738 |
|
Air T, Inc.* |
|
|
7,122 |
|
6,274 |
|
Air Transport Services Group, Inc.* |
|
|
157,226 |
|
1,862 |
|
Atlas Air Worldwide Holdings, Inc.* |
|
|
113,396 |
|
2,655 |
|
Echo Global Logistics, Inc.* |
|
|
68,419 |
|
3,297 |
|
Forward Air Corp. |
|
|
189,182 |
|
3,916 |
|
Hub Group, Inc., Class A* |
|
|
196,563 |
|
5,212 |
|
Radiant Logistics, Inc.* |
|
|
26,790 |
|
|
|
|
|
|
758,698 |
|
Airlines (0.4%): |
|
|
|
|
1,224 |
|
Alaska Air Group, Inc. |
|
|
44,835 |
|
1,778 |
|
Allegiant Travel Co. |
|
|
213,004 |
|
899 |
|
Copa Holdings SA, Class A |
|
|
45,256 |
|
5,520 |
|
Hawaiian Holdings, Inc. |
|
|
71,153 |
|
7,404 |
|
JetBlue Airways Corp.* |
|
|
83,887 |
|
2,689 |
|
SkyWest, Inc. |
|
|
80,294 |
|
4,325 |
|
Spirit Airlines, Inc.*^ |
|
|
69,633 |
|
|
|
|
|
|
608,062 |
|
Auto Components (1.4%): |
|
|
|
|
5,318 |
|
Adient plc* |
|
|
92,161 |
|
12,952 |
|
American Axle & Manufacturing Holdings, Inc.* |
|
|
74,733 |
|
5,531 |
|
Cooper Tire & Rubber Co. |
|
|
175,333 |
|
2,216 |
|
Cooper-Standard Holding, Inc.* |
|
|
29,273 |
|
11,599 |
|
Dana, Inc. |
|
|
142,900 |
|
2,148 |
|
Delphi Technologies plc* |
|
|
35,893 |
|
2,293 |
|
Dorman Products, Inc.* |
|
|
207,241 |
|
3,775 |
|
Fox Factory Holding Corp.* |
|
|
280,596 |
|
3,693 |
|
Gentherm, Inc.* |
|
|
151,044 |
|
14,448 |
|
Goodyear Tire & Rubber Co. |
|
|
110,816 |
|
1,680 |
|
Horizon Global Corp.* |
|
|
9,660 |
|
2,432 |
|
LCI Industries |
|
|
258,497 |
|
7,745 |
|
Modine Manufacturing Co.* |
|
|
48,406 |
|
1,911 |
|
Motorcar Parts of America, Inc.* |
|
|
29,735 |
|
2,844 |
|
Standard Motor Products, Inc. |
|
|
126,985 |
|
3,162 |
|
Stoneridge, Inc.* |
|
|
58,086 |
|
1,139 |
|
Tenneco, Inc.* |
|
|
7,905 |
|
472 |
|
Veoneer, Inc.*^ |
|
|
6,938 |
|
2,806 |
|
Visteon Corp.* |
|
|
194,231 |
|
|
|
|
|
|
2,040,433 |
|
Automobiles (0.4%): |
|
|
|
|
9,054 |
|
Harley-Davidson, Inc. |
|
|
222,185 |
|
1,766 |
|
Thor Industries, Inc. |
|
|
168,229 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Automobiles, continued |
|
|
|
|
3,080 |
|
Winnebago Industries, Inc. |
|
$ |
159,144 |
|
|
|
|
|
|
549,558 |
|
Banks (9.3%): |
|
|
|
|
1,584 |
|
1st Constitution Bancorp |
|
|
18,850 |
|
3,186 |
|
1st Source Corp. |
|
|
98,256 |
|
410 |
|
ACNB Corp. |
|
|
8,528 |
|
880 |
|
Allegiance Bancshares, Inc. |
|
|
20,566 |
|
1,452 |
|
Altabancorp |
|
|
29,214 |
|
1,339 |
|
American National Bankshares, Inc. |
|
|
28,012 |
|
346 |
|
American River Bankshares |
|
|
3,446 |
|
5,216 |
|
Ameris Bancorp |
|
|
118,820 |
|
1,649 |
|
Ames National Corp. |
|
|
27,852 |
|
1,863 |
|
Arrow Financial Corp. |
|
|
46,743 |
|
11,230 |
|
Associated Banc-Corp. |
|
|
141,723 |
|
1,465 |
|
Atlantic Capital Bancshares, Inc.* |
|
|
16,628 |
|
5,589 |
|
Atlantic Union Bankshares Corp. |
|
|
119,437 |
|
13 |
|
Auburn National Bancorp, Inc. |
|
|
471 |
|
3,062 |
|
Banc of California, Inc. |
|
|
30,987 |
|
3,358 |
|
BancFirst Corp. |
|
|
137,141 |
|
4,986 |
|
Bancorp, Inc. (The)* |
|
|
43,079 |
|
8,217 |
|
BancorpSouth Bank |
|
|
159,245 |
|
2,653 |
|
Bank of Commerce Holdings |
|
|
18,491 |
|
3,143 |
|
Bank of Hawaii Corp. |
|
|
158,784 |
|
993 |
|
Bank of Marin Bancorp |
|
|
28,757 |
|
3,717 |
|
Bank of Nt Butterfield & Son, Ltd. (The) |
|
|
82,815 |
|
485 |
|
Bank of South Carolina Corp. |
|
|
7,775 |
|
9,638 |
|
Bank OZK |
|
|
205,482 |
|
6,355 |
|
BankUnited, Inc. |
|
|
139,238 |
|
2,472 |
|
Banner Corp. |
|
|
79,747 |
|
1,610 |
|
Bar Harbor Bankshares |
|
|
33,086 |
|
1,217 |
|
Baycom Corp.* |
|
|
12,535 |
|
595 |
|
BCB Bancorp, Inc. |
|
|
4,760 |
|
3,918 |
|
Berkshire Hills Bancorp, Inc. |
|
|
39,611 |
|
5,250 |
|
BOK Financial Corp. |
|
|
270,429 |
|
6,599 |
|
Boston Private Financial Holdings, Inc. |
|
|
36,426 |
|
2,206 |
|
Bridge Bancorp, Inc. |
|
|
38,451 |
|
6,518 |
|
Brookline Bancorp, Inc. |
|
|
56,348 |
|
1,666 |
|
Bryn Mawr Bank Corp. |
|
|
41,433 |
|
3,046 |
|
Byline BanCorp, Inc. |
|
|
34,359 |
|
227 |
|
C&F Financial Corp. |
|
|
6,742 |
|
8,434 |
|
Cadence Bancorp |
|
|
72,448 |
|
1,274 |
|
California First National Bancorp |
|
|
20,066 |
|
436 |
|
Cambridge Bancorp |
|
|
23,178 |
|
1,659 |
|
Camden National Corp. |
|
|
50,143 |
|
1,471 |
|
Capital City Bank Group, Inc. |
|
|
27,640 |
|
5,878 |
|
Cathay General Bancorp |
|
|
127,435 |
|
1,646 |
|
CBTX, Inc. |
|
|
26,896 |
|
2,313 |
|
Central Pacific Financial Corp. |
|
|
31,387 |
|
1,141 |
|
Central Valley Community Bancorp |
|
|
14,091 |
|
511 |
|
Century Bancorp, Inc. |
|
|
33,593 |
|
668 |
|
Chemung Financial Corp. |
|
|
19,285 |
|
6,348 |
|
CIT Group, Inc. |
|
|
112,423 |
|
2,009 |
|
Citizens & Northern Corp. |
|
|
32,626 |
|
718 |
|
Citizens Holding Co. |
|
|
16,098 |
|
1,550 |
|
City Holding Co. |
|
|
89,296 |
|
822 |
|
Civista Bancshares, Inc. |
|
|
10,291 |
|
2,165 |
|
CNB Financial Corp. |
|
|
32,194 |
|
85 |
|
Codorus Valley Bancorp, Inc. |
|
|
1,114 |
|
56 |
|
Colony Bankcorp, Inc. |
|
|
602 |
|
5,518 |
|
Columbia Banking System, Inc. |
|
|
131,604 |
|
4,416 |
|
Community Bank System, Inc. |
|
|
240,496 |
|
3,296 |
|
Community Bankers Trust Corp. |
|
|
16,744 |
|
1,343 |
|
Community Trust Bancorp, Inc. |
|
|
37,953 |
|
525 |
|
Community West Bancshares |
|
|
4,216 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
2,880 |
|
ConnectOne Bancorp, Inc. |
|
$ |
40,522 |
|
1,894 |
|
Cullen/Frost Bankers, Inc. |
|
|
121,121 |
|
4,048 |
|
Customers Bancorp, Inc.* |
|
|
45,338 |
|
10,472 |
|
CVB Financial Corp. |
|
|
174,149 |
|
609 |
|
Eagle Bancorp Montana, Inc. |
|
|
10,731 |
|
2,865 |
|
Eagle Bancorp, Inc. |
|
|
76,753 |
|
1,676 |
|
East West Bancorp, Inc. |
|
|
54,872 |
|
2,149 |
|
Enterprise Financial Services Corp. |
|
|
58,603 |
|
924 |
|
Equity Bancshares, Inc.* |
|
|
14,322 |
|
534 |
|
Evans Bancorp, Inc. |
|
|
11,882 |
|
22,062 |
|
F.N.B. Corp. |
|
|
149,580 |
|
2,582 |
|
Farmers National Banc Corp. |
|
|
28,195 |
|
242 |
|
Fauquier Bankshares, Inc. |
|
|
3,647 |
|
1,991 |
|
FB Financial Corp. |
|
|
50,014 |
|
1,909 |
|
Financial Institutions, Inc. |
|
|
29,399 |
|
15,526 |
|
First Bancorp |
|
|
81,046 |
|
2,293 |
|
First Bancorp |
|
|
47,992 |
|
1,491 |
|
First Bancorp, Inc. |
|
|
31,430 |
|
1,053 |
|
First Bancshares, Inc. (The) |
|
|
22,081 |
|
3,647 |
|
First Busey Corp. |
|
|
57,951 |
|
940 |
|
First Business Financial Services, Inc. |
|
|
13,433 |
|
728 |
|
First Citizens BancShares, Inc., Class A |
|
|
232,073 |
|
7,111 |
|
First Commonwealth Financial Corp. |
|
|
55,039 |
|
2,206 |
|
First Community Bankshares |
|
|
39,818 |
|
7,453 |
|
First Financial Bancorp |
|
|
89,473 |
|
8,660 |
|
First Financial Bankshares, Inc. |
|
|
241,702 |
|
1,112 |
|
First Financial Corp. |
|
|
34,917 |
|
1,717 |
|
First Financial Northwest, Inc. |
|
|
15,659 |
|
3,058 |
|
First Foundation, Inc. |
|
|
39,968 |
|
9,186 |
|
First Hawaiian, Inc. |
|
|
132,921 |
|
2,525 |
|
First Horizon National Corp. |
|
|
23,811 |
|
402 |
|
First Internet BanCorp |
|
|
5,921 |
|
3,323 |
|
First Interstate BancSystem, Class A |
|
|
105,838 |
|
4,019 |
|
First Merchants Corp. |
|
|
93,080 |
|
720 |
|
First Mid Bancshares, Inc. |
|
|
17,964 |
|
8,868 |
|
First Midwest Bancorp, Inc. |
|
|
95,597 |
|
2,907 |
|
First of Long Island Corp. (The) |
|
|
43,053 |
|
28 |
|
First Savings Financial Group |
|
|
1,522 |
|
234 |
|
First United Corp. |
|
|
2,740 |
|
908 |
|
First US Bancshares, Inc. |
|
|
6,020 |
|
2,675 |
|
Flushing Financial Corp. |
|
|
28,141 |
|
11,396 |
|
Fulton Financial Corp. |
|
|
106,325 |
|
2,237 |
|
German American Bancorp, Inc. |
|
|
60,712 |
|
6,374 |
|
Glacier Bancorp, Inc. |
|
|
204,287 |
|
1,038 |
|
Great Southern Bancorp, Inc. |
|
|
37,596 |
|
3,789 |
|
Great Western Bancorp, Inc. |
|
|
47,173 |
|
5,990 |
|
Hancock Whitney Corp. |
|
|
112,672 |
|
4,153 |
|
Hanmi Financial Corp. |
|
|
34,096 |
|
3,865 |
|
HarborOne BanCorp, Inc. |
|
|
31,191 |
|
42 |
|
Hawthorn Bancshares, Inc. |
|
|
795 |
|
2,494 |
|
Heartland Financial USA, Inc. |
|
|
74,808 |
|
2,978 |
|
Heritage Financial Corp. |
|
|
54,765 |
|
4,406 |
|
Hertiage Commerce Corp. |
|
|
29,322 |
|
15,083 |
|
Hilltop Holdings, Inc. |
|
|
310,409 |
|
11,946 |
|
Home Bancshares, Inc. |
|
|
181,101 |
|
2,418 |
|
Hometrust Bancshares, Inc. |
|
|
32,836 |
|
9,043 |
|
Hope BanCorp, Inc. |
|
|
68,591 |
|
3,456 |
|
Horizon Bancorp |
|
|
34,871 |
|
2,544 |
|
Independent Bank Corp. |
|
|
133,255 |
|
3,214 |
|
Independent Bank Group, Inc. |
|
|
141,995 |
|
4,638 |
|
International Bancshares Corp. |
|
|
120,866 |
|
18,070 |
|
Investors Bancorp, Inc. |
|
|
131,188 |
|
3,767 |
|
Lakeland Bancorp, Inc. |
|
|
37,482 |
|
2,781 |
|
Lakeland Financial Corp. |
|
|
114,577 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
862 |
|
Landmark Bancorp, Inc. |
|
$ |
18,404 |
|
1,512 |
|
LCNB Corp. |
|
|
20,639 |
|
1,000 |
|
Limestone Bancorp, Inc.* |
|
|
10,520 |
|
2,612 |
|
Live Oak Bancshares, Inc. |
|
|
66,162 |
|
5,225 |
|
Macatawa Bank Corp. |
|
|
34,119 |
|
1,048 |
|
Mackinac Financial Corp. |
|
|
10,113 |
|
2,059 |
|
Mercantile Bank Corp. |
|
|
37,103 |
|
2,051 |
|
Midland States BanCorp, Inc. |
|
|
26,355 |
|
1,441 |
|
MidWestone Financial Group, Inc. |
|
|
25,751 |
|
2,052 |
|
National Bank Holdings Corp. |
|
|
53,865 |
|
1,069 |
|
National Bankshares, Inc. |
|
|
27,078 |
|
3,226 |
|
NBT Bancorp, Inc. |
|
|
86,521 |
|
744 |
|
Nicolet Bankshares, Inc.* |
|
|
40,630 |
|
1,136 |
|
Northeast Bank |
|
|
20,902 |
|
657 |
|
Northrim Bancorp, Inc. |
|
|
16,747 |
|
609 |
|
Norwood Financial Corp. |
|
|
14,811 |
|
4,316 |
|
OFG Bancorp |
|
|
53,777 |
|
183 |
|
Ohio Valley Banc Corp. |
|
|
3,781 |
|
11,997 |
|
Old National Bancorp |
|
|
150,682 |
|
1,004 |
|
Old Point Financial Corp. |
|
|
15,211 |
|
3,314 |
|
Old Second Bancorp, Inc. |
|
|
24,838 |
|
1,182 |
|
Origin Bancorp, Inc. |
|
|
25,248 |
|
1,765 |
|
Orrstown Financial Services, Inc. |
|
|
22,592 |
|
1,718 |
|
Pacific Mercantile Bancorp* |
|
|
6,391 |
|
6,537 |
|
Pacific Premier Bancorp, Inc. |
|
|
131,655 |
|
7,685 |
|
PacWest Bancorp |
|
|
131,260 |
|
1,296 |
|
Park National Corp. |
|
|
106,220 |
|
1,636 |
|
Parke Bancorp, Inc. |
|
|
19,534 |
|
2,284 |
|
Peapack-Gladstone Financial Corp. |
|
|
34,603 |
|
1,452 |
|
Penns Woods Bancorp, Inc. |
|
|
28,822 |
|
434 |
|
Peoples Bancorp of NC |
|
|
6,697 |
|
1,794 |
|
Peoples Bancorp, Inc. |
|
|
34,247 |
|
8,100 |
|
Peoples United Financial, Inc. |
|
|
83,511 |
|
5,765 |
|
Pinnacle Financial Partners, Inc. |
|
|
205,176 |
|
2,348 |
|
Popular, Inc. |
|
|
85,162 |
|
1,985 |
|
Preferred Bank Los Angeles |
|
|
63,758 |
|
1,193 |
|
Premier Financial Bancorp, Inc. |
|
|
12,884 |
|
1,118 |
|
QCR Holdings, Inc. |
|
|
30,644 |
|
351 |
|
Rbb BanCorp |
|
|
3,980 |
|
4,074 |
|
Renasant Co. |
|
|
92,561 |
|
1,482 |
|
Republic Bancorp, Inc., Class A |
|
|
41,733 |
|
6,466 |
|
Republic First Bancorp, Inc.* |
|
|
12,803 |
|
2,862 |
|
S & T Bancorp, Inc. |
|
|
50,629 |
|
320 |
|
Salisbury Bancorp, Inc. |
|
|
10,115 |
|
3,392 |
|
Sandy Spring Bancorp, Inc. |
|
|
78,287 |
|
552 |
|
SB Financial Group, Inc. |
|
|
7,446 |
|
3,980 |
|
Seacoast Banking Corp of Florida* |
|
|
71,759 |
|
1,252 |
|
Select Bancorp, Inc.* |
|
|
9,002 |
|
3,948 |
|
ServisFirst Bancshares, Inc. |
|
|
134,350 |
|
2,325 |
|
Shore Bancshares, Inc. |
|
|
25,529 |
|
2,333 |
|
Sierra Bancorp |
|
|
39,171 |
|
8,970 |
|
Simmons First National Corp., Class A |
|
|
142,219 |
|
4,671 |
|
South State Corp. |
|
|
224,910 |
|
562 |
|
Southern First Bancshares, Inc.* |
|
|
13,572 |
|
2,309 |
|
Southern National Bancorp |
|
|
20,042 |
|
2,694 |
|
Southside Bancshares, Inc. |
|
|
65,814 |
|
1,629 |
|
Spirit of Texas Bancshares, Inc.* |
|
|
18,180 |
|
13,673 |
|
Sterling Bancorp |
|
|
143,840 |
|
2,457 |
|
Stock Yards Bancorp, Inc. |
|
|
83,636 |
|
682 |
|
Summit Financial Group, Inc. |
|
|
10,100 |
|
1,203 |
|
Summit State Bank |
|
|
13,413 |
|
9,356 |
|
Synovus Financial Corp. |
|
|
198,067 |
|
8,055 |
|
TCF Financial Corp. |
|
|
188,165 |
|
2,882 |
|
Texas Capital Bancshares, Inc.* |
|
|
89,717 |
|
1,140 |
|
Tompkins Financial Corp. |
|
|
64,763 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
5,191 |
|
TowneBank |
|
$ |
85,132 |
|
2,468 |
|
TriCo Bancshares |
|
|
60,441 |
|
3,463 |
|
Tristate Capital Holdings, Inc.* |
|
|
45,850 |
|
1,894 |
|
Triumph BanCorp, Inc.* |
|
|
58,979 |
|
4,644 |
|
Trustmark Corp. |
|
|
99,428 |
|
3,534 |
|
UMB Financial Corp. |
|
|
173,201 |
|
15,566 |
|
Umpqua Holdings Corp. |
|
|
165,311 |
|
249 |
|
Union Bankshares, Inc. |
|
|
5,050 |
|
450 |
|
United Bancshares, Inc. |
|
|
9,248 |
|
8,118 |
|
United Bankshares, Inc. |
|
|
174,293 |
|
5,829 |
|
United Community Banks, Inc. |
|
|
98,685 |
|
916 |
|
United Security Bancshares |
|
|
5,597 |
|
42 |
|
Unity Bancorp, Inc. |
|
|
486 |
|
1,651 |
|
Univest Financial Corp. |
|
|
23,725 |
|
31,471 |
|
Valley National Bancorp |
|
|
215,576 |
|
1,563 |
|
Veritex Holdings, Inc. |
|
|
26,618 |
|
2,267 |
|
Washington Trust Bancorp |
|
|
69,506 |
|
5,822 |
|
Webster Financial Corp. |
|
|
153,759 |
|
4,985 |
|
WesBanco, Inc. |
|
|
106,480 |
|
2,380 |
|
West Bancorp |
|
|
37,699 |
|
2,584 |
|
Westamerica Bancorp |
|
|
140,440 |
|
5,807 |
|
Western Alliance Bancorp |
|
|
183,617 |
|
3,888 |
|
Wintrust Financial Corp. |
|
|
155,714 |
|
|
|
|
|
|
13,780,368 |
|
Beverages (0.5%): |
|
|
|
|
547 |
|
Boston Beer Co., Inc. (The), Class A* |
|
|
483,197 |
|
664 |
|
Coca-Cola Consolidated, Inc. |
|
|
159,812 |
|
1,920 |
|
Craft Brewers Alliance, Inc.* |
|
|
31,680 |
|
1,940 |
|
MGP Ingredients, Inc. |
|
|
77,096 |
|
634 |
|
National Beverage Corp.*^ |
|
|
43,118 |
|
985 |
|
Willamette Valley Vineyards, Inc.* |
|
|
6,058 |
|
|
|
|
|
|
800,961 |
|
Biotechnology (3.2%): |
|
|
|
|
2,838 |
|
Abeona Therapeutics, Inc.* |
|
|
2,895 |
|
1,733 |
|
AC Immune SA*^ |
|
|
8,457 |
|
10,022 |
|
Aduro Biotech, Inc.* |
|
|
24,353 |
|
3,308 |
|
Adverum Biotechnologies, Inc.* |
|
|
34,072 |
|
1,728 |
|
Agios Pharmaceuticals, Inc.* |
|
|
60,480 |
|
7,746 |
|
Akebia Therapeutics, Inc.* |
|
|
19,442 |
|
973 |
|
Albireo Pharma, Inc.* |
|
|
32,469 |
|
10,706 |
|
Alkermes plc* |
|
|
177,399 |
|
1,397 |
|
AMAG Pharmaceuticals, Inc.*^ |
|
|
13,132 |
|
4,316 |
|
Amicus Therapeutics, Inc.* |
|
|
60,942 |
|
1,449 |
|
AnaptysBio, Inc.* |
|
|
21,373 |
|
1,103 |
|
Applied Genetic Technologies Corp.* |
|
|
5,361 |
|
1,800 |
|
Arcus Biosciences, Inc.* |
|
|
30,852 |
|
6,613 |
|
Ardelyx, Inc.* |
|
|
34,718 |
|
1,538 |
|
Arena Pharmaceuticals, Inc.* |
|
|
115,027 |
|
6,041 |
|
Arrowhead Pharmaceuticals, Inc.* |
|
|
260,124 |
|
4,292 |
|
Atara Biotherapeutics, Inc.* |
|
|
55,624 |
|
842 |
|
Atreca, Inc., Class A* |
|
|
11,763 |
|
1,280 |
|
Biospecifics Technologies Corp.* |
|
|
67,622 |
|
926 |
|
Bluebird Bio, Inc.* |
|
|
49,958 |
|
4,360 |
|
Calithera Biosciences, Inc.* |
|
|
15,042 |
|
1,371 |
|
Caredx, Inc.* |
|
|
52,016 |
|
1,053 |
|
Catalyst Biosciences, Inc.* |
|
|
4,528 |
|
5,557 |
|
Catalyst Pharmaceuticals, Inc.* |
|
|
16,504 |
|
2,202 |
|
ChemoCentryx, Inc.* |
|
|
120,670 |
|
10,291 |
|
Chimerix, Inc.* |
|
|
25,625 |
|
3,561 |
|
Concert Pharmaceuticals, Inc.* |
|
|
34,969 |
|
836 |
|
CRISPR Therapeutics AG* |
|
|
69,923 |
|
992 |
|
Cytomx Therapeutics, Inc.* |
|
|
6,597 |
|
1,169 |
|
Deciphera Pharmaceuticals, Inc.* |
|
|
59,970 |
|
2,112 |
|
Denali Therapeutics, Inc.* |
|
|
75,673 |
|
1,115 |
|
Eagle Pharmaceuticals, Inc.* |
|
|
47,365 |
|
853 |
|
Editas Medicine, Inc.* |
|
|
23,935 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Biotechnology, continued |
|
|
|
|
3,763 |
|
Emergent BioSolutions, Inc.* |
|
$ |
388,830 |
|
1,500 |
|
Enanta Pharmaceuticals, Inc.* |
|
|
68,670 |
|
3,181 |
|
Fibrogen, Inc.* |
|
|
130,803 |
|
2,224 |
|
Five Prime Therapeutics, Inc.* |
|
|
10,453 |
|
2,188 |
|
G1 Therapeutics, Inc.* |
|
|
25,271 |
|
1,199 |
|
Global Blood Therapeutics, Inc.* |
|
|
66,113 |
|
1,738 |
|
Glycomimetics Industries* |
|
|
5,336 |
|
1,300 |
|
Gritstone Oncology, Inc.* |
|
|
3,445 |
|
1,570 |
|
Harpoon Therapeutics, Inc.* |
|
|
26,674 |
|
2,205 |
|
Heron Therapeutics, Inc.* |
|
|
32,678 |
|
774 |
|
Ideaya Biosciences, Inc.* |
|
|
9,721 |
|
592 |
|
ImmuCell Corp.*^ |
|
|
3,215 |
|
2,155 |
|
Intellia Therapeutics, Inc.*^ |
|
|
42,841 |
|
9,256 |
|
Ironwood Pharmaceuticals, Inc.* |
|
|
83,258 |
|
4,709 |
|
IVERIC Bio, Inc.* |
|
|
26,559 |
|
3,800 |
|
Jounce Therapeutics, Inc.* |
|
|
31,008 |
|
2,769 |
|
Kindred Biosciences, Inc.* |
|
|
11,879 |
|
514 |
|
Kiniksa Pharmaceuticals, Ltd., Class A* |
|
|
7,874 |
|
2,093 |
|
Kura Oncology, Inc.* |
|
|
64,130 |
|
1,114 |
|
Ligand Pharmaceuticals, Inc., Class B*^ |
|
|
106,186 |
|
3,749 |
|
Macrogenics, Inc.* |
|
|
94,437 |
|
424 |
|
Madrigal Pharmaceuticals, Inc.* |
|
|
50,342 |
|
2,522 |
|
Magenta Therapeutics, Inc.* |
|
|
17,150 |
|
900 |
|
MediciNova, Inc.*^ |
|
|
4,716 |
|
3,900 |
|
MEI Pharma, Inc.* |
|
|
12,168 |
|
1,038 |
|
Mersana Therapeutics, Inc.* |
|
|
19,328 |
|
1,300 |
|
Minerva Neurosciences, Inc.*^ |
|
|
4,134 |
|
514 |
|
Momenta Pharmaceuticals, Inc.* |
|
|
26,975 |
|
5,691 |
|
Myriad Genetics, Inc.* |
|
|
74,211 |
|
1,619 |
|
Neoleukin Therapeutics, Inc.*^ |
|
|
19,428 |
|
687 |
|
ObsEva SA* |
|
|
1,704 |
|
26,516 |
|
OPKO Health, Inc.*^ |
|
|
97,844 |
|
14,857 |
|
PDL BioPharma, Inc.* |
|
|
46,800 |
|
1,429 |
|
Pfenex, Inc.*^ |
|
|
18,220 |
|
704 |
|
Prevail Therapeutics, Inc.* |
|
|
7,167 |
|
1,800 |
|
Protagonist Therapeutics, Inc.* |
|
|
35,190 |
|
3,479 |
|
Prothena Corp. plc* |
|
|
34,755 |
|
580 |
|
PTC Therapeutics, Inc.* |
|
|
27,115 |
|
1,300 |
|
Recro Pharma, Inc. |
|
|
2,730 |
|
1,548 |
|
REGENXBIO, Inc.* |
|
|
42,601 |
|
1,434 |
|
Repligen Corp.* |
|
|
211,572 |
|
3,247 |
|
Retrophin, Inc.* |
|
|
59,940 |
|
1,106 |
|
Rhythm Pharmaceuticals, Inc.* |
|
|
23,967 |
|
1,925 |
|
Rigel Pharmaceuticals, Inc.* |
|
|
4,620 |
|
1,323 |
|
Rocket Pharmaceuticals, Inc.* |
|
|
30,244 |
|
2,245 |
|
Sage Therapeutics, Inc.* |
|
|
137,214 |
|
4,356 |
|
Sangamo Therapeutics, Inc.* |
|
|
41,164 |
|
9,500 |
|
Spectrum Pharmaceuticals, Inc.* |
|
|
38,760 |
|
924 |
|
Spero Therapeutics, Inc.* |
|
|
10,312 |
|
1,000 |
|
Syndax Pharmaceuticals, Inc.* |
|
|
14,760 |
|
905 |
|
Syros Pharmaceuticals, Inc.* |
|
|
8,000 |
|
1,292 |
|
TCR2 Therapeutics, Inc.* |
|
|
26,253 |
|
1,873 |
|
Translate Bio, Inc.* |
|
|
25,492 |
|
1,692 |
|
Ultragenyx Pharmaceutical, Inc.* |
|
|
139,065 |
|
2,176 |
|
United Therapeutics Corp.* |
|
|
219,775 |
|
3,525 |
|
Vanda Pharmaceuticals, Inc.* |
|
|
34,052 |
|
3,262 |
|
Vericel Corp.* |
|
|
60,445 |
|
4,488 |
|
Viking Therapeutics, Inc.*^ |
|
|
26,120 |
|
1,685 |
|
Voyager Therapeutics, Inc.* |
|
|
17,979 |
|
3,844 |
|
Xencor, Inc.* |
|
|
149,109 |
|
|
|
|
|
|
4,699,682 |
|
Building Products (2.2%): |
|
|
|
|
5,242 |
|
AAON, Inc. |
|
|
315,831 |
|
3,754 |
|
Advanced Drainage Systems, Inc. |
|
|
234,400 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Building Products, continued |
|
|
|
|
1,833 |
|
American Woodmark Corp.* |
|
$ |
143,964 |
|
2,881 |
|
Apogee Enterprises, Inc. |
|
|
61,567 |
|
3,226 |
|
Armstrong Flooring, Inc.* |
|
|
11,130 |
|
3,236 |
|
Armstrong World Industries, Inc. |
|
|
222,669 |
|
11,456 |
|
Builders FirstSource, Inc.* |
|
|
373,695 |
|
3,446 |
|
Cornerstone Building Brands, Inc.* |
|
|
27,499 |
|
815 |
|
Csw Industrials, Inc. |
|
|
62,959 |
|
1,452 |
|
Gibraltar Industries, Inc.* |
|
|
94,583 |
|
945 |
|
Griffon Corp. |
|
|
18,465 |
|
2,794 |
|
Insteel Industries, Inc. |
|
|
52,248 |
|
4,030 |
|
Jeld-Wen Holding, Inc.* |
|
|
91,078 |
|
925 |
|
Masonite International Corp.* |
|
|
91,020 |
|
509 |
|
Owens Corning |
|
|
35,024 |
|
2,605 |
|
Patrick Industries, Inc. |
|
|
149,840 |
|
7,162 |
|
PGT Innovations, Inc.* |
|
|
125,478 |
|
3,536 |
|
Quanex Building Products Corp. |
|
|
65,204 |
|
3,705 |
|
Resideo Technologies, Inc.* |
|
|
40,755 |
|
4,297 |
|
Simpson Manufacturing Co., Inc. |
|
|
417,496 |
|
7,498 |
|
Trex Co., Inc.* |
|
|
536,856 |
|
2,113 |
|
UFP Industries, Inc. |
|
|
119,406 |
|
|
|
|
|
|
3,291,167 |
|
Capital Markets (2.4%): |
|
|
|
|
3,660 |
|
Affiliated Managers Group, Inc. |
|
|
250,271 |
|
4,154 |
|
Artisan Partners Asset Management, Inc., Class A |
|
|
161,964 |
|
866 |
|
Assetmark Financial Holdings, Inc.* |
|
|
18,827 |
|
20,760 |
|
BGC Partners, Inc., Class A |
|
|
49,824 |
|
1,300 |
|
Blucora, Inc.* |
|
|
12,246 |
|
5,851 |
|
Brightsphere Investment Group, Inc. |
|
|
75,478 |
|
4,007 |
|
Cohen & Steers, Inc. |
|
|
223,350 |
|
473 |
|
Diamond Hill Investment Group |
|
|
59,749 |
|
2,638 |
|
Donnelley Financial Solutions, Inc.* |
|
|
35,244 |
|
6,265 |
|
Eaton Vance Corp. |
|
|
239,010 |
|
7,007 |
|
Federated Hermes, Inc., Class B |
|
|
150,721 |
|
1,776 |
|
GAMCO Investors, Inc., Class A |
|
|
20,548 |
|
3,795 |
|
Greenhill & Co., Inc. |
|
|
43,073 |
|
1,753 |
|
Hamilton Lane, Inc. |
|
|
113,226 |
|
211 |
|
Hennessy Advisors, Inc. |
|
|
1,749 |
|
2,974 |
|
Houlihan Lokey, Inc. |
|
|
175,615 |
|
4,569 |
|
Interactive Brokers Group, Inc., Class A |
|
|
220,820 |
|
14,214 |
|
Janus Henderson Group plc |
|
|
308,728 |
|
7,972 |
|
Lazard, Ltd., Class A |
|
|
263,475 |
|
2,775 |
|
Manning & Napier, Inc. |
|
|
11,849 |
|
4,442 |
|
Moelis & Co., Class A |
|
|
156,092 |
|
1,741 |
|
Oppenheimer Holdings, Class A |
|
|
38,859 |
|
771 |
|
Piper Jaffray Cos., Inc. |
|
|
56,283 |
|
1,718 |
|
PJT Partners, Inc. |
|
|
104,128 |
|
2,624 |
|
Pzena Investment Management, Inc. |
|
|
14,065 |
|
3,824 |
|
Safeguard Scientifics, Inc. |
|
|
20,956 |
|
1,619 |
|
Silvercrest Asset Management Group, Inc., Class A |
|
|
16,935 |
|
5,350 |
|
Stifel Financial Corp. |
|
|
270,496 |
|
2,101 |
|
StoneX Group, Inc.* |
|
|
107,487 |
|
207 |
|
Value Line, Inc. |
|
|
5,113 |
|
7,929 |
|
Virtu Financial, Inc., Class A |
|
|
182,446 |
|
693 |
|
Virtus Investment Partners, Inc. |
|
|
96,084 |
|
778 |
|
Waddell & Reed Financial, Inc., Class A |
|
|
11,553 |
|
1,478 |
|
Westwood Holdings, Inc. |
|
|
16,465 |
|
14,884 |
|
WisdomTree Investments, Inc. |
|
|
47,629 |
|
|
|
|
|
|
3,580,358 |
|
Chemicals (3.1%): |
|
|
|
|
1,064 |
|
Advanced Emmissions Solutions |
|
|
4,320 |
|
3,852 |
|
AdvanSix, Inc.* |
|
|
49,614 |
|
1,429 |
|
Agrofresh Solutions, Inc.* |
|
|
3,472 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
3,405 |
|
American Vanguard Corp. |
|
$ |
44,742 |
|
4,098 |
|
Ashland Global Holdings, Inc. |
|
|
290,630 |
|
3,797 |
|
Avient Corp. |
|
|
100,469 |
|
2,630 |
|
Axalta Coating Systems, Ltd.* |
|
|
58,307 |
|
3,104 |
|
Balchem Corp. |
|
|
303,044 |
|
4,362 |
|
Cabot Corp. |
|
|
157,163 |
|
1,025 |
|
Chase Corp. |
|
|
97,785 |
|
9,570 |
|
Chemours Co. (The) |
|
|
200,109 |
|
1,403 |
|
Core Molding Technologies, Inc.* |
|
|
12,431 |
|
18,384 |
|
Element Solutions, Inc.* |
|
|
193,216 |
|
4,923 |
|
Ferro Corp.* |
|
|
61,045 |
|
2,318 |
|
Flotek Industries, Inc.*^ |
|
|
6,282 |
|
4,677 |
|
Futurefuel Corp. |
|
|
53,177 |
|
4,477 |
|
GCP Applied Technologies, Inc.* |
|
|
93,793 |
|
5,221 |
|
H.B. Fuller Co. |
|
|
239,017 |
|
1,335 |
|
Hawkins, Inc. |
|
|
61,544 |
|
15,712 |
|
Huntsman Corp. |
|
|
348,963 |
|
2,407 |
|
Ingevity Corp.* |
|
|
119,002 |
|
2,580 |
|
Innospec, Inc. |
|
|
163,366 |
|
1,447 |
|
Intrepid Potash, Inc.* |
|
|
12,213 |
|
1,147 |
|
Koppers Holdings, Inc.* |
|
|
23,984 |
|
3,713 |
|
Kraton Corp.* |
|
|
66,166 |
|
6,883 |
|
Kronos Worldwide, Inc. |
|
|
88,515 |
|
10,519 |
|
Livent Corp.* |
|
|
94,355 |
|
4,373 |
|
LSB Industries, Inc.* |
|
|
7,084 |
|
3,853 |
|
Minerals Technologies, Inc. |
|
|
196,888 |
|
6,997 |
|
Mosaic Co. (The) |
|
|
127,835 |
|
155 |
|
NewMarket Corp. |
|
|
53,060 |
|
1,786 |
|
Northern Technologies International Corp. |
|
|
14,824 |
|
11,486 |
|
Olin Corp. |
|
|
142,197 |
|
8,061 |
|
PQ Group Holdings, Inc.* |
|
|
82,706 |
|
5,893 |
|
Rayonier Advanced Materials, Inc.* |
|
|
18,858 |
|
2,468 |
|
Sensient Technologies Corp. |
|
|
142,502 |
|
2,235 |
|
Stepan Co. |
|
|
243,615 |
|
3,421 |
|
Trecora Resources* |
|
|
21,005 |
|
2,589 |
|
Tredegar Corp. |
|
|
38,498 |
|
2,135 |
|
Trinseo SA |
|
|
54,741 |
|
10,917 |
|
Tronox Holdings plc, Class A |
|
|
85,917 |
|
12,811 |
|
Valvoline, Inc. |
|
|
243,921 |
|
8,372 |
|
Venator Materials plc* |
|
|
16,158 |
|
4,535 |
|
W.R. Grace & Co. |
|
|
182,715 |
|
|
|
|
|
|
4,619,248 |
|
Commercial Services & Supplies (2.7%): |
|
|
|
|
6,854 |
|
ABM Industries, Inc. |
|
|
251,268 |
|
11,413 |
|
ACCO Brands Corp. |
|
|
66,195 |
|
675 |
|
Acme United Corp. |
|
|
15,544 |
|
462 |
|
Advanced Disposal Services, Inc.* |
|
|
13,966 |
|
1,580 |
|
AMREP Corp.* |
|
|
8,848 |
|
4,950 |
|
Brady Corp., Class A |
|
|
198,099 |
|
3,182 |
|
BrightView Holdings, Inc.* |
|
|
36,275 |
|
4,155 |
|
Brinks Co. (The) |
|
|
170,729 |
|
4,545 |
|
Casella Waste Systems, Inc.* |
|
|
253,838 |
|
5,965 |
|
CECO Environmental Corp.* |
|
|
43,485 |
|
2,582 |
|
Cimpress plc* |
|
|
194,063 |
|
5,239 |
|
Civeo Corp.* |
|
|
3,537 |
|
2,332 |
|
Clean Harbors, Inc.* |
|
|
130,662 |
|
325 |
|
CompX International, Inc. |
|
|
4,859 |
|
15,089 |
|
Covanta Holding Corp. |
|
|
116,940 |
|
1,356 |
|
Deluxe Corp. |
|
|
34,890 |
|
2,494 |
|
Ennis, Inc. |
|
|
43,495 |
|
3,351 |
|
Healthcare Services Group, Inc. |
|
|
72,147 |
|
5,963 |
|
Herman Miller, Inc. |
|
|
179,844 |
|
4,577 |
|
HNI Corp. |
|
|
143,626 |
|
540 |
|
IAA, Inc.* |
|
|
28,118 |
|
6,334 |
|
Interface, Inc. |
|
|
38,764 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Commercial Services & Supplies, continued |
|
|
|
|
3,764 |
|
KAR Auction Services, Inc. |
|
$ |
54,202 |
|
5,879 |
|
Kimball International, Inc., Class B |
|
|
61,965 |
|
6,368 |
|
Knoll, Inc. |
|
|
76,798 |
|
2,508 |
|
Matthews International Corp., Class A |
|
|
56,079 |
|
2,466 |
|
McGrath Rentcorp |
|
|
146,949 |
|
2,856 |
|
MSA Safety, Inc. |
|
|
383,189 |
|
2,566 |
|
NL Industries, Inc. |
|
|
10,906 |
|
2,198 |
|
Perma-Fix Environmental Services, Inc.* |
|
|
15,496 |
|
3,566 |
|
PICO Holdings, Inc.* |
|
|
31,951 |
|
12,465 |
|
Pitney Bowes, Inc. |
|
|
66,189 |
|
5,379 |
|
Quad Graphics, Inc. |
|
|
16,298 |
|
8,004 |
|
RR Donnelley & Sons Co. |
|
|
11,686 |
|
1,749 |
|
SP Plus Corp.* |
|
|
31,395 |
|
9,998 |
|
Steelcase, Inc., Class A |
|
|
101,080 |
|
4,115 |
|
Team, Inc.* |
|
|
22,633 |
|
3,865 |
|
Tetra Tech, Inc. |
|
|
369,107 |
|
1,516 |
|
UniFirst Corp. |
|
|
287,084 |
|
3,000 |
|
US Ecology, Inc. |
|
|
98,010 |
|
3,364 |
|
Virco Manufacturing Co.* |
|
|
7,233 |
|
1,477 |
|
Vse Corp. |
|
|
45,255 |
|
|
|
|
|
|
3,942,697 |
|
Communications Equipment (0.9%): |
|
|
|
|
620 |
|
Acacia Communications, Inc.* |
|
|
41,788 |
|
5,938 |
|
ADTRAN, Inc. |
|
|
60,894 |
|
1,444 |
|
Applied Optoelectronics, Inc.*^ |
|
|
16,245 |
|
900 |
|
BK Technologies Corp. |
|
|
2,628 |
|
4,095 |
|
CalAmp Corp.* |
|
|
29,443 |
|
7,919 |
|
Calix, Inc.* |
|
|
140,800 |
|
3,508 |
|
Casa Systems, Inc.* |
|
|
14,137 |
|
980 |
|
Clearfield, Inc.* |
|
|
19,767 |
|
3,616 |
|
ClearOne, Inc.* |
|
|
8,281 |
|
1,300 |
|
CommScope Holding Co., Inc.* |
|
|
11,700 |
|
316 |
|
Communications Systems, Inc. |
|
|
1,210 |
|
1,983 |
|
Comtech Telecommunications Corp. |
|
|
27,762 |
|
2,559 |
|
Digi International, Inc.* |
|
|
39,997 |
|
3,591 |
|
EchoStar Corp., Class A* |
|
|
89,380 |
|
6,028 |
|
EMCORE Corp.* |
|
|
19,591 |
|
7,327 |
|
Harmonic, Inc.* |
|
|
40,885 |
|
11,610 |
|
Infinera Corp.* |
|
|
71,518 |
|
2,422 |
|
InterDigital, Inc. |
|
|
138,199 |
|
3,225 |
|
KVH Industries, Inc.* |
|
|
29,057 |
|
2,336 |
|
NETGEAR, Inc.* |
|
|
71,996 |
|
6,225 |
|
NetScout Systems, Inc.* |
|
|
135,892 |
|
2,391 |
|
Network-1 Technologies, Inc. |
|
|
6,336 |
|
131 |
|
Optical Cable Corp.* |
|
|
405 |
|
7,260 |
|
Ribbon Communications, Inc.* |
|
|
28,096 |
|
3,617 |
|
ViaSat, Inc.* |
|
|
124,389 |
|
14,754 |
|
Viavi Solutions, Inc.* |
|
|
173,063 |
|
|
|
|
|
|
1,343,459 |
|
Construction & Engineering (1.3%): |
|
|
|
|
524 |
|
Aegion Corp.* |
|
|
7,404 |
|
3,475 |
|
Ameresco, Inc., Class A* |
|
|
116,065 |
|
3,991 |
|
Arcosa, Inc. |
|
|
175,963 |
|
952 |
|
Argan, Inc. |
|
|
39,898 |
|
4,298 |
|
Comfort Systems USA, Inc. |
|
|
221,390 |
|
3,785 |
|
Dycom Industries, Inc.* |
|
|
199,924 |
|
1,499 |
|
EMCOR Group, Inc. |
|
|
101,497 |
|
4,300 |
|
Granite Construction, Inc. |
|
|
75,723 |
|
4,498 |
|
Great Lakes Dredge & Dock Co.* |
|
|
42,776 |
|
1,979 |
|
IES Holdings, Inc.* |
|
|
62,873 |
|
2,864 |
|
MasTec, Inc.* |
|
|
120,861 |
|
2,091 |
|
MYR Group, Inc.* |
|
|
77,743 |
|
1,479 |
|
Northwest Pipe Co.* |
|
|
39,134 |
|
1,180 |
|
NV5 Global, Inc.* |
|
|
62,269 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Construction & Engineering, continued |
|
|
|
|
5,203 |
|
Orion Group Holdings, Inc.* |
|
$ |
14,308 |
|
1,563 |
|
Primoris Services Corp. |
|
|
28,197 |
|
1,160 |
|
Quanta Services, Inc. |
|
|
61,318 |
|
3,151 |
|
Sterling Construction Co., Inc.* |
|
|
44,618 |
|
4,317 |
|
The Goldfield Corp.* |
|
|
18,261 |
|
1,290 |
|
Tutor Perini Corp.* |
|
|
14,358 |
|
2,118 |
|
Valmont Industries, Inc. |
|
|
263,013 |
|
12,848 |
|
WillScot Mobile Mini Holdings Corp.* |
|
|
214,305 |
|
|
|
|
|
|
2,001,898 |
|
Construction Materials (0.2%): |
|
|
|
|
1,180 |
|
Eagle Materials, Inc., Class A |
|
|
101,857 |
|
1,261 |
|
Forterra, Inc.* |
|
|
14,905 |
|
5,455 |
|
Summit Materials, Inc., Class A* |
|
|
90,226 |
|
2,142 |
|
U.S. Concrete, Inc.* |
|
|
62,204 |
|
720 |
|
U.S. Lime & Minerals, Inc. |
|
|
64,872 |
|
|
|
|
|
|
334,064 |
|
Consumer Finance (1.1%): |
|
|
|
|
2,191 |
|
Atlanticus Holdings Corp.* |
|
|
26,073 |
|
5,088 |
|
Consumer Portfolio Services, Inc.* |
|
|
16,790 |
|
3,041 |
|
Curo Group Holdings Corp. |
|
|
21,439 |
|
3,868 |
|
Encore Capital Group, Inc.* |
|
|
149,266 |
|
4,461 |
|
Enova International, Inc.* |
|
|
73,116 |
|
5,775 |
|
EZCORP, Inc., Class A* |
|
|
29,048 |
|
4,341 |
|
Firstcash, Inc. |
|
|
248,350 |
|
3,912 |
|
Green Dot Corp., Class A* |
|
|
197,986 |
|
5,920 |
|
LendingClub Corp.* |
|
|
27,883 |
|
14,462 |
|
Navient Corp. |
|
|
122,204 |
|
2,147 |
|
Nelnet, Inc., Class A |
|
|
129,357 |
|
1,556 |
|
Nicholas Financial, Inc.* |
|
|
11,312 |
|
3,069 |
|
Onemain Holdings, Inc. |
|
|
95,906 |
|
3,211 |
|
PRA Group, Inc.* |
|
|
128,279 |
|
1,376 |
|
Regional Mgmt Corp.* |
|
|
22,924 |
|
31,926 |
|
SLM Corp. |
|
|
258,282 |
|
638 |
|
World Acceptance Corp.*^ |
|
|
67,341 |
|
|
|
|
|
|
1,625,556 |
|
Containers & Packaging (0.5%): |
|
|
|
|
16,926 |
|
Graphic Packaging Holding Co. |
|
|
238,488 |
|
2,611 |
|
Greif, Inc., Class A |
|
|
94,544 |
|
1,290 |
|
Greif, Inc., Class B |
|
|
50,929 |
|
5,009 |
|
Myers Industries, Inc. |
|
|
66,269 |
|
7,172 |
|
O-I Glass, Inc. |
|
|
75,951 |
|
1,296 |
|
Sealed Air Corp. |
|
|
50,298 |
|
4,885 |
|
Silgan Holdings, Inc. |
|
|
179,622 |
|
1,332 |
|
UFP Technologies, Inc.* |
|
|
55,171 |
|
|
|
|
|
|
811,272 |
|
Distributors (0.1%): |
|
|
|
|
12 |
|
AMCON Distributing Co. |
|
|
775 |
|
4,391 |
|
Core Markt Holdngs Co., Inc. |
|
|
127,032 |
|
1,626 |
|
Educational Development Corp. |
|
|
27,268 |
|
1,655 |
|
Weyco Group, Inc. |
|
|
26,761 |
|
|
|
|
|
|
181,836 |
|
Diversified Consumer Services (1.1%): |
|
|
|
|
4,170 |
|
Adtalem Global Education, Inc.* |
|
|
102,332 |
|
2,153 |
|
American Public Education, Inc.* |
|
|
60,693 |
|
2,338 |
|
Carriage Services, Inc. |
|
|
52,161 |
|
1,667 |
|
Collectors Universe, Inc. |
|
|
82,500 |
|
5,801 |
|
Frontdoor, Inc.* |
|
|
225,717 |
|
318 |
|
Graham Holdings Co., Class B |
|
|
128,507 |
|
3,138 |
|
Grand Canyon Education, Inc.* |
|
|
250,851 |
|
14,560 |
|
H&R Block, Inc. |
|
|
237,182 |
|
11,941 |
|
Houghton Mifflin Harcourt Co.* |
|
|
20,658 |
|
3,468 |
|
K12, Inc.* |
|
|
91,347 |
|
3,822 |
|
Laureate Education, Inc.* |
|
|
50,756 |
|
7,486 |
|
Perdoceo Education Corp.* |
|
|
91,629 |
|
2,561 |
|
Regis Corp.* |
|
|
15,725 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Diversified Consumer Services, continued |
|
|
|
|
1,303 |
|
ServiceMaster Global Holdings, Inc.* |
|
$ |
51,964 |
|
1,432 |
|
Strategic Education, Inc. |
|
|
130,985 |
|
5,156 |
|
Universal Technical Institute, Inc.* |
|
|
26,192 |
|
2,647 |
|
WW International, Inc.* |
|
|
49,949 |
|
3,362 |
|
Zovio, Inc.* |
|
|
13,448 |
|
|
|
|
|
|
1,682,596 |
|
Diversified Financial Services (0.2%): |
|
|
|
|
3,167 |
|
Cannae Holdings, Inc.* |
|
|
118,002 |
|
8,851 |
|
Jefferies Financial Group, Inc. |
|
|
159,318 |
|
1,617 |
|
Marlin Business Services, Inc. |
|
|
11,400 |
|
3,296 |
|
On Deck Capital, Inc.* |
|
|
5,274 |
|
|
|
|
|
|
293,994 |
|
Diversified Telecommunication Services (0.8%): |
|
|
|
|
1,146 |
|
Anterix, Inc.* |
|
|
37,486 |
|
1,599 |
|
ATN International, Inc. |
|
|
80,174 |
|
8,538 |
|
Cincinnati Bell, Inc.* |
|
|
128,070 |
|
4,651 |
|
Cogent Communications Holdings, Inc. |
|
|
279,293 |
|
5,491 |
|
Consolidated Communications Holdings, Inc.* |
|
|
31,244 |
|
4,115 |
|
IDT Corp.* |
|
|
27,077 |
|
13,452 |
|
Iridium Communications, Inc.* |
|
|
344,101 |
|
8,713 |
|
Orbcomm, Inc.* |
|
|
29,624 |
|
16,913 |
|
Vonage Holdings Corp.* |
|
|
173,020 |
|
|
|
|
|
|
1,130,089 |
|
Electric Utilities (0.8%): |
|
|
|
|
3,264 |
|
ALLETE, Inc. |
|
|
168,879 |
|
3,043 |
|
Genie Energy, Ltd., Class B |
|
|
24,344 |
|
5,125 |
|
Hawaiian Electric Industries, Inc. |
|
|
170,355 |
|
496 |
|
IDACORP, Inc. |
|
|
39,630 |
|
3,454 |
|
MGE Energy, Inc. |
|
|
216,428 |
|
3,794 |
|
Otter Tail Corp. |
|
|
137,229 |
|
6,951 |
|
PNM Resources, Inc. |
|
|
287,285 |
|
2,371 |
|
Portland General Electric Co. |
|
|
84,171 |
|
2,565 |
|
Spark Energy, Inc. |
|
|
21,341 |
|
|
|
|
|
|
1,149,662 |
|
Electrical Equipment (1.4%): |
|
|
|
|
1,042 |
|
Acuity Brands, Inc. |
|
|
106,649 |
|
1,259 |
|
Allied Motion Technologies, Inc. |
|
|
51,972 |
|
3,364 |
|
American Superconductor Corp.* |
|
|
48,711 |
|
634 |
|
Atkore International Group, Inc.* |
|
|
14,411 |
|
2,918 |
|
AZZ, Inc. |
|
|
99,562 |
|
1,427 |
|
Encore Wire Corp. |
|
|
66,241 |
|
4,405 |
|
EnerSys |
|
|
295,664 |
|
1,275 |
|
Enphase Energy, Inc.* |
|
|
105,302 |
|
411 |
|
Espey Manufacturing & Electronics Corp. |
|
|
7,808 |
|
727 |
|
Generac Holdings, Inc.* |
|
|
140,776 |
|
13,581 |
|
GrafTech International, Ltd. |
|
|
92,894 |
|
4,534 |
|
LSI Industries, Inc. |
|
|
30,605 |
|
11,293 |
|
nVent Electric plc |
|
|
199,773 |
|
569 |
|
Powell Industries, Inc. |
|
|
13,730 |
|
864 |
|
Preformed Line Products Co. |
|
|
42,094 |
|
3,194 |
|
Regal-Beloit Corp. |
|
|
299,820 |
|
75 |
|
Servotronics, Inc.* |
|
|
584 |
|
3,134 |
|
Sunrun, Inc.* |
|
|
241,537 |
|
2,714 |
|
Thermon Group Holdings, Inc.* |
|
|
30,478 |
|
3,104 |
|
Ultralife Corp.* |
|
|
18,314 |
|
1,934 |
|
Vicor Corp.* |
|
|
150,330 |
|
1,545 |
|
Vivint Solar, Inc.* |
|
|
65,431 |
|
|
|
|
|
|
2,122,686 |
|
Electronic Equipment, Instruments & Components (2.7%): |
|
|
|
|
2,011 |
|
ADDvantage Technologies Group, Inc.* |
|
|
3,861 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Electronic Equipment, Instruments & Components, continued |
|
|
|
|
6,544 |
|
Arlo Technologies, Inc.* |
|
$ |
34,421 |
|
307 |
|
Arrow Electronics, Inc.* |
|
|
24,149 |
|
4,301 |
|
Avnet, Inc. |
|
|
111,138 |
|
2,963 |
|
Badger Meter, Inc. |
|
|
193,691 |
|
254 |
|
Bel Fuse, Inc., Class A |
|
|
2,832 |
|
1,595 |
|
Bel Fuse, Inc., Class B |
|
|
17,035 |
|
3,457 |
|
Belden, Inc. |
|
|
107,582 |
|
896 |
|
Benchmark Electronics, Inc. |
|
|
18,054 |
|
1,548 |
|
Coherent, Inc.* |
|
|
171,720 |
|
1,611 |
|
CTS Corp. |
|
|
35,490 |
|
6,442 |
|
Daktronics, Inc. |
|
|
25,510 |
|
1,365 |
|
Data I/O Corp.* |
|
|
4,341 |
|
200 |
|
ePlus, Inc.* |
|
|
14,640 |
|
2,934 |
|
Fabrinet* |
|
|
184,930 |
|
1,553 |
|
FARO Technologies, Inc.* |
|
|
94,702 |
|
5,586 |
|
Fitbit, Inc., Class A* |
|
|
38,879 |
|
2,839 |
|
Flex, Ltd.* |
|
|
31,626 |
|
640 |
|
Frequency Electronics, Inc.* |
|
|
6,470 |
|
646 |
|
IEC Electronics Corp.* |
|
|
5,588 |
|
2,502 |
|
Insight Enterprises, Inc.* |
|
|
141,563 |
|
3,899 |
|
Itron, Inc.* |
|
|
236,825 |
|
3,661 |
|
Jabil, Inc. |
|
|
125,426 |
|
2,556 |
|
Kimball Electronics, Inc.* |
|
|
29,547 |
|
6,754 |
|
Knowles Corp.* |
|
|
100,635 |
|
1,566 |
|
Littlelfuse, Inc. |
|
|
277,714 |
|
4,193 |
|
Methode Electronics, Inc., Class A |
|
|
119,501 |
|
2,201 |
|
MTS Systems Corp. |
|
|
42,061 |
|
2,608 |
|
Napco Security Technologies, Inc.* |
|
|
61,288 |
|
700 |
|
National Instruments Corp. |
|
|
24,990 |
|
3,067 |
|
Novanta, Inc.* |
|
|
323,078 |
|
2,208 |
|
OSI Systems, Inc.* |
|
|
171,363 |
|
1,564 |
|
PAR Technology Corp.*^ |
|
|
63,358 |
|
1,667 |
|
PC Connection, Inc. |
|
|
68,447 |
|
1,875 |
|
Perceptron, Inc.* |
|
|
12,750 |
|
2,944 |
|
Plexus Corp.* |
|
|
207,935 |
|
1,727 |
|
RF Industries, Ltd. |
|
|
7,668 |
|
1,262 |
|
Rogers Corp.* |
|
|
123,752 |
|
7,484 |
|
Sanmina Corp.* |
|
|
202,442 |
|
1,880 |
|
ScanSource, Inc.* |
|
|
37,280 |
|
1,724 |
|
SYNNEX Corp. |
|
|
241,463 |
|
7,788 |
|
TTM Technologies, Inc.* |
|
|
88,861 |
|
9,022 |
|
Vishay Intertechnology, Inc. |
|
|
140,473 |
|
999 |
|
Vishay Precision Group, Inc.* |
|
|
25,295 |
|
989 |
|
Wayside Technology Group, Inc. |
|
|
22,796 |
|
3,952 |
|
Wireless Telecom Group, Inc.* |
|
|
5,454 |
|
|
|
|
|
|
4,028,624 |
|
Energy Equipment & Services (0.5%): |
|
|
|
|
7,188 |
|
Archrock, Inc. |
|
|
38,671 |
|
3,231 |
|
Aspen Aerogels, Inc.* |
|
|
35,379 |
|
1,279 |
|
Bristow Group, Inc.* |
|
|
27,179 |
|
2,978 |
|
Cactus, Inc., Class A |
|
|
57,149 |
|
3,788 |
|
ChampionX Corp.* |
|
|
30,266 |
|
3,563 |
|
Core Laboratories NV |
|
|
54,372 |
|
1,457 |
|
Dawson Geophysical Co.* |
|
|
2,564 |
|
2,539 |
|
Dril-Quip, Inc.* |
|
|
62,867 |
|
4,307 |
|
Exterran Corp.* |
|
|
17,917 |
|
16,167 |
|
Franks International NV* |
|
|
24,897 |
|
1,260 |
|
Geospace Technologies Corp.* |
|
|
7,787 |
|
2,641 |
|
Gulf Island Fabrication, Inc.* |
|
|
8,266 |
|
7,520 |
|
Helix Energy Solutions Group, Inc.* |
|
|
18,123 |
|
5,207 |
|
Helmerich & Payne, Inc. |
|
|
76,284 |
|
749 |
|
Ion Geophysical*^ |
|
|
1,124 |
|
531 |
|
KLX Energy Services Holdings, Inc.*^ |
|
|
2,204 |
|
557 |
|
Liberty Oilfield Services, Inc., Class A |
|
|
4,450 |
|
595 |
|
Mammoth Energy Services, Inc.* |
|
|
952 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Energy Equipment & Services, continued |
|
|
|
|
3,068 |
|
Matrix Service Co.* |
|
$ |
25,618 |
|
494 |
|
Nabors Industries, Ltd.*^ |
|
|
12,073 |
|
3,419 |
|
National Oilwell Varco, Inc. |
|
|
30,976 |
|
2,316 |
|
Natural Gas Services Group* |
|
|
19,570 |
|
11,883 |
|
Newpark Resources, Inc.* |
|
|
12,477 |
|
6,877 |
|
NexTier Oilfield Solutions, Inc.* |
|
|
12,722 |
|
6,841 |
|
Oceaneering International, Inc.* |
|
|
24,080 |
|
3,039 |
|
Oil States International, Inc.* |
|
|
8,296 |
|
9,819 |
|
Patterson-UTI Energy, Inc. |
|
|
27,984 |
|
2,252 |
|
Propetro Holding Corp.* |
|
|
9,143 |
|
8,632 |
|
RPC, Inc.* |
|
|
22,788 |
|
1,503 |
|
SEACOR Holdings, Inc.* |
|
|
43,707 |
|
1,598 |
|
SEACOR Marine Holdings, Inc.* |
|
|
3,244 |
|
1,229 |
|
Select Energy Services, Inc.* |
|
|
4,719 |
|
1,537 |
|
Solaris Oilfield Infrastructure, Inc. |
|
|
9,745 |
|
5,480 |
|
TETRA Technologies, Inc.* |
|
|
2,799 |
|
1,075 |
|
Tidewater, Inc.* |
|
|
7,213 |
|
20,620 |
|
Transocean, Ltd.*^ |
|
|
16,638 |
|
5,730 |
|
U.S. Silica Holdings, Inc. |
|
|
17,190 |
|
|
|
|
|
|
781,433 |
|
Entertainment (0.2%): |
|
|
|
|
2,527 |
|
Ballantyne Strong, Inc.* |
|
|
3,942 |
|
4,904 |
|
Cinemark Holdings, Inc.^ |
|
|
49,040 |
|
2,242 |
|
Eros STX Global Corp.*^ |
|
|
4,955 |
|
4,000 |
|
Glu Mobile, Inc.* |
|
|
30,700 |
|
2,533 |
|
Imax Corp.* |
|
|
30,295 |
|
783 |
|
Liberty Braves Group, Class A* |
|
|
16,349 |
|
2,677 |
|
Liberty Braves Group, Class C* |
|
|
56,244 |
|
7,207 |
|
Lions Gate Entertainment Corp., Class A* |
|
|
68,323 |
|
7,603 |
|
Lions Gate Entertainment Corp., Class B* |
|
|
66,298 |
|
870 |
|
Marcus Corp. |
|
|
6,725 |
|
2,715 |
|
Reading International, Inc., Class A* |
|
|
8,742 |
|
951 |
|
World Wrestling Entertainment, Inc., Class A |
|
|
38,487 |
|
|
|
|
|
|
380,100 |
|
Equity Real Estate Investment Trusts (0.1%): |
|
|
|
|
2,194 |
|
Brookfield Renewable Corp., Class A |
|
|
128,568 |
|
Food & Staples Retailing (0.9%): |
|
|
|
|
8,214 |
|
BJs Wholesale Club Holdings, Inc.* |
|
|
341,292 |
|
1,910 |
|
Ingles Markets, Inc., Class A |
|
|
72,656 |
|
4,259 |
|
Natural Grocers by Vitamin Cottage, Inc. |
|
|
41,994 |
|
4,226 |
|
Performance Food Group Co.* |
|
|
146,304 |
|
2,982 |
|
PriceSmart, Inc. |
|
|
198,154 |
|
305 |
|
Rite Aid Corp.*^ |
|
|
2,894 |
|
2,176 |
|
SpartanNash Co. |
|
|
35,578 |
|
6,074 |
|
Sprouts Farmers Market, Inc.* |
|
|
127,129 |
|
2,872 |
|
The Andersons, Inc. |
|
|
55,056 |
|
2,406 |
|
The Chefs Warehouse, Inc.* |
|
|
34,983 |
|
3,444 |
|
United Natural Foods, Inc.* |
|
|
51,212 |
|
2,675 |
|
US Foods Holding Corp.* |
|
|
59,439 |
|
1,832 |
|
Village Super Market, Inc., Class A |
|
|
45,086 |
|
2,676 |
|
Weis Markets, Inc. |
|
|
128,448 |
|
|
|
|
|
|
1,340,225 |
|
Food Products (2.0%): |
|
|
|
|
444 |
|
Alico, Inc. |
|
|
12,707 |
|
6,157 |
|
B&G Foods, Inc.^ |
|
|
170,980 |
|
1,945 |
|
Calavo Growers, Inc. |
|
|
128,895 |
|
3,264 |
|
Cal-Maine Foods, Inc.* |
|
|
125,240 |
|
1,318 |
|
Coffee Holding Co., Inc.* |
|
|
4,587 |
|
12,764 |
|
Darling Ingredients, Inc.* |
|
|
459,886 |
|
2,411 |
|
Farmer Brothers Co.* |
|
|
10,657 |
|
3,522 |
|
Flowers Foods, Inc. |
|
|
85,690 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Food Products, continued |
|
|
|
|
2,300 |
|
Fresh Del Monte Produce, Inc. |
|
$ |
52,716 |
|
942 |
|
Freshpet, Inc.* |
|
|
105,174 |
|
7,073 |
|
Hain Celestial Group, Inc. (The)* |
|
|
242,604 |
|
6,361 |
|
Hostess Brands, Inc.* |
|
|
78,431 |
|
1,810 |
|
J & J Snack Foods Corp. |
|
|
236,006 |
|
760 |
|
John B Sanfilippo And Son, Inc. |
|
|
57,289 |
|
1,919 |
|
Lancaster Colony Corp. |
|
|
343,116 |
|
2,754 |
|
Landec Corp.* |
|
|
26,769 |
|
2,175 |
|
Limoneira Co. |
|
|
31,103 |
|
1,220 |
|
Rocky Mountain Chocolate Factory, Inc. |
|
|
3,270 |
|
1,518 |
|
Sanderson Farms, Inc. |
|
|
179,078 |
|
46 |
|
Seaboard Corp. |
|
|
130,488 |
|
927 |
|
Seneca Foods Corp., Class A* |
|
|
33,122 |
|
12 |
|
Seneca Foods Corp., Class B* |
|
|
427 |
|
6,525 |
|
Simply Good Foods Co. (The)* |
|
|
143,876 |
|
2,865 |
|
Tootsie Roll Industries, Inc.^ |
|
|
88,529 |
|
3,835 |
|
TreeHouse Foods, Inc.* |
|
|
155,433 |
|
|
|
|
|
|
2,906,073 |
|
Gas Utilities (0.8%): |
|
|
|
|
1,504 |
|
Chesapeake Utilities Corp. |
|
|
126,787 |
|
4,265 |
|
National Fuel Gas Co. |
|
|
173,116 |
|
5,705 |
|
New Jersey Resources Corp. |
|
|
154,149 |
|
2,636 |
|
Northwest Natural Holding Co. |
|
|
119,648 |
|
2,605 |
|
ONE Gas, Inc. |
|
|
179,771 |
|
873 |
|
RGC Resources, Inc. |
|
|
20,472 |
|
6,748 |
|
South Jersey Industries, Inc. |
|
|
130,034 |
|
2,172 |
|
Southwest Gas Holdings, Inc. |
|
|
137,053 |
|
3,801 |
|
Spire, Inc. |
|
|
202,214 |
|
|
|
|
|
|
1,243,244 |
|
Health Care Equipment & Supplies (3.0%): |
|
|
|
|
6,691 |
|
Accuray, Inc.* |
|
|
16,058 |
|
5,021 |
|
AngioDynamics, Inc.* |
|
|
60,553 |
|
1,309 |
|
Anika Therapeutics, Inc.* |
|
|
46,326 |
|
1,831 |
|
AtriCure, Inc.* |
|
|
73,057 |
|
228 |
|
Atrion Corp. |
|
|
142,728 |
|
3,336 |
|
Avanos Medical, Inc.* |
|
|
110,822 |
|
2,841 |
|
Axogen, Inc.* |
|
|
33,041 |
|
2,578 |
|
Cantel Medical Corp. |
|
|
113,277 |
|
572 |
|
Cardiovascular Systems, Inc.* |
|
|
22,508 |
|
1,804 |
|
CONMED Corp. |
|
|
141,921 |
|
2,635 |
|
CryoLife, Inc.* |
|
|
48,668 |
|
1,118 |
|
Elctromed, Inc.* |
|
|
11,638 |
|
4,664 |
|
Envista Holdings Corp.* |
|
|
115,108 |
|
427 |
|
Fonar Corp.* |
|
|
8,916 |
|
431 |
|
Globus Medical, Inc., Class A* |
|
|
21,343 |
|
987 |
|
Haemonetics Corp.* |
|
|
86,116 |
|
608 |
|
Heska Corp.* |
|
|
60,064 |
|
1,373 |
|
ICU Medical, Inc.* |
|
|
250,929 |
|
1,629 |
|
Inogen, Inc.* |
|
|
47,241 |
|
2,580 |
|
Integer Holdings Corp.* |
|
|
152,246 |
|
5,248 |
|
Integra LifeSciences Holdings Corp.* |
|
|
247,811 |
|
199 |
|
IntriCon Corp.* |
|
|
2,424 |
|
4,509 |
|
Invacare Corp. |
|
|
33,908 |
|
850 |
|
iRadimed Corp.* |
|
|
18,173 |
|
2,006 |
|
IRIDEX Corp.* |
|
|
3,932 |
|
249 |
|
Kewaunee Scientific CP* |
|
|
2,226 |
|
4,878 |
|
Lantheus Holdings, Inc.* |
|
|
61,804 |
|
2,690 |
|
LeMaitre Vascular, Inc. |
|
|
87,506 |
|
3,540 |
|
LivaNova plc* |
|
|
160,043 |
|
6,577 |
|
Meridian Bioscience, Inc.* |
|
|
111,677 |
|
5,338 |
|
Merit Medical Systems, Inc.* |
|
|
232,203 |
|
2,701 |
|
Natus Medical, Inc.* |
|
|
46,268 |
|
3,332 |
|
Neogen Corp.* |
|
|
260,728 |
|
4,707 |
|
NuVasive, Inc.* |
|
|
228,619 |
|
6,333 |
|
OraSure Technologies, Inc.* |
|
|
77,073 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Health Care Equipment & Supplies, continued |
|
|
|
|
1,199 |
|
Orthofix Medical, Inc.* |
|
$ |
37,337 |
|
574 |
|
Orthopediatrics Corp.*^ |
|
|
26,358 |
|
2,378 |
|
Oxford Immunotec Global plc* |
|
|
27,823 |
|
2,819 |
|
Quidel Corp.* |
|
|
618,431 |
|
2,363 |
|
SeaSpine Holdings Corp.* |
|
|
33,791 |
|
700 |
|
SI-BONE, Inc.* |
|
|
16,604 |
|
2,000 |
|
Sientra, Inc.* |
|
|
6,800 |
|
1,248 |
|
STAAR Surgical Co.* |
|
|
70,587 |
|
10,930 |
|
Surgalign Holdings, Inc.* |
|
|
19,783 |
|
950 |
|
Surmodics, Inc.* |
|
|
36,965 |
|
923 |
|
Tactile Systems Technology, Inc.* |
|
|
33,773 |
|
554 |
|
Utah Medical Products, Inc. |
|
|
44,248 |
|
2,566 |
|
Varex Imaging Corp.* |
|
|
32,640 |
|
8,600 |
|
ViewRay, Inc.* |
|
|
30,100 |
|
7,300 |
|
Wright Medical Group NV* |
|
|
222,942 |
|
|
|
|
|
|
4,395,137 |
|
Health Care Providers & Services (2.9%): |
|
|
|
|
6,333 |
|
Acadia Healthcare Co., Inc.* |
|
|
186,697 |
|
1,084 |
|
Addus HomeCare Corp.* |
|
|
102,449 |
|
1,936 |
|
Amedisys, Inc.* |
|
|
457,729 |
|
1,150 |
|
American Renal Associates Holdings, Inc.* |
|
|
7,935 |
|
5,017 |
|
AMN Healthcare Services, Inc.* |
|
|
293,294 |
|
3,573 |
|
BioTelemetry, Inc.* |
|
|
162,857 |
|
12,012 |
|
Brookdale Senior Living, Inc.* |
|
|
30,510 |
|
10,972 |
|
Community Health Systems, Inc.* |
|
|
46,302 |
|
1,727 |
|
CorVel Corp.* |
|
|
147,538 |
|
4,621 |
|
Covetrus, Inc.* |
|
|
112,752 |
|
2,958 |
|
Cross Country Healthcare, Inc.* |
|
|
19,197 |
|
5,353 |
|
Ensign Group, Inc. (The) |
|
|
305,443 |
|
190 |
|
Five Star Senior Living, Inc.* |
|
|
963 |
|
1,259 |
|
Hanger, Inc.* |
|
|
19,917 |
|
3,529 |
|
InfuSystems Holdings, Inc.* |
|
|
45,242 |
|
1,543 |
|
Joint Corp. (The)* |
|
|
26,833 |
|
1,511 |
|
LHC Group, Inc.* |
|
|
321,179 |
|
1,752 |
|
Magellan Health, Inc.* |
|
|
132,767 |
|
6,017 |
|
MEDNAX, Inc.* |
|
|
97,957 |
|
1,187 |
|
National Healthcare Corp. |
|
|
73,962 |
|
2,297 |
|
National Research Corp. |
|
|
113,035 |
|
1,536 |
|
Option Care Health, Inc.* |
|
|
20,536 |
|
7,794 |
|
Owens & Minor, Inc. |
|
|
195,707 |
|
7,060 |
|
Patterson Cos., Inc. |
|
|
170,181 |
|
1,995 |
|
Petiq, Inc.* |
|
|
65,675 |
|
4,815 |
|
Premier, Inc., Class A |
|
|
158,076 |
|
1,177 |
|
Providence Service Corp.* |
|
|
109,355 |
|
1,080 |
|
Psychemedics Corp. |
|
|
4,763 |
|
7,682 |
|
R1 RCM, Inc.* |
|
|
131,746 |
|
5,677 |
|
RadNet, Inc.* |
|
|
87,142 |
|
12,909 |
|
Select Medical Holdings Corp.* |
|
|
268,765 |
|
1,331 |
|
Surgery Partners, Inc.* |
|
|
29,149 |
|
7,377 |
|
Tenet Healthcare Corp.* |
|
|
180,810 |
|
1,837 |
|
The Pennant Group, Inc.* |
|
|
70,835 |
|
2,495 |
|
Triple-S Management Corp., Class B* |
|
|
44,586 |
|
1,399 |
|
U.S. Physical Therapy, Inc. |
|
|
121,545 |
|
|
|
|
|
|
4,363,429 |
|
Health Care Technology (0.7%): |
|
|
|
|
13,105 |
|
Allscripts Healthcare Solutions, Inc.* |
|
|
106,675 |
|
3,434 |
|
Castlight Health, Inc., Class B* |
|
|
3,880 |
|
1,388 |
|
Computer Programs & Systems, Inc. |
|
|
38,323 |
|
4,068 |
|
Evolent Health, Inc., Class A* |
|
|
50,484 |
|
2,627 |
|
HealthStream, Inc.* |
|
|
52,724 |
|
5,891 |
|
HMS Holdings Corp.* |
|
|
141,089 |
|
5,093 |
|
Inovalon Holdings, Inc., Class A* |
|
|
134,710 |
|
4,954 |
|
NextGen Healthcare, Inc.* |
|
|
63,114 |
|
3,050 |
|
Omnicell, Inc.* |
|
|
227,713 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Health Care Technology, continued |
|
|
|
|
2,026 |
|
Simulations Plus, Inc. |
|
$ |
152,679 |
|
2,241 |
|
Vocera Communications, Inc.* |
|
|
65,168 |
|
|
|
|
|
|
1,036,559 |
|
Hotels, Restaurants & Leisure (2.9%): |
|
|
|
|
1,724 |
|
BBQ Holdings, Inc.* |
|
|
5,706 |
|
3 |
|
Biglari Holdings, Inc., Class A* |
|
|
1,463 |
|
168 |
|
Biglari Holdings, Inc., Class B* |
|
|
14,954 |
|
2,915 |
|
BJs Restaurants, Inc. |
|
|
85,818 |
|
9,405 |
|
Bloomin Brands, Inc. |
|
|
143,614 |
|
950 |
|
Bluegreen Vacations Holding Corp.* |
|
|
12,721 |
|
2,784 |
|
Brinker International, Inc. |
|
|
118,932 |
|
4,497 |
|
Carrols Restaurant Group, Inc.* |
|
|
29,006 |
|
5,129 |
|
Cheesecake Factory, Inc. (The)^ |
|
|
142,278 |
|
2,165 |
|
Choice Hotels International, Inc. |
|
|
186,103 |
|
706 |
|
Churchill Downs, Inc. |
|
|
115,657 |
|
2,299 |
|
Chuys Holdings, Inc.* |
|
|
45,014 |
|
1,626 |
|
Cracker Barrel Old Country Store, Inc. |
|
|
186,437 |
|
3,275 |
|
Dave & Busters Entertainment, Inc.^ |
|
|
49,649 |
|
2,980 |
|
Del Taco Restaurants, Inc.* |
|
|
24,436 |
|
5,460 |
|
Dennys Corp.* |
|
|
54,600 |
|
296 |
|
Dine Brands Global, Inc. |
|
|
16,159 |
|
3,712 |
|
Dover Motorsports, Inc. |
|
|
5,234 |
|
2,394 |
|
El Pollo Loco Holdings, Inc.* |
|
|
38,783 |
|
9,422 |
|
Extended Stay America, Inc. |
|
|
112,593 |
|
4,357 |
|
Fiesta Restaurant Group, Inc.* |
|
|
40,825 |
|
378 |
|
Flanigans Enterprises, Inc. |
|
|
6,744 |
|
4,318 |
|
Hilton Grand Vacations, Inc.* |
|
|
90,592 |
|
4,444 |
|
International Game Technology plc |
|
|
49,462 |
|
2,200 |
|
Jack in the Box, Inc. |
|
|
174,482 |
|
2,108 |
|
Lindblad Expeditions Holdings, Inc.* |
|
|
17,939 |
|
5,413 |
|
Lubys, Inc.* |
|
|
15,481 |
|
3,017 |
|
Marriott Vacations Worldwide Corp. |
|
|
273,974 |
|
597 |
|
Nathans Famous, Inc. |
|
|
30,596 |
|
1,669 |
|
Noodles & Co.* |
|
|
11,466 |
|
3,186 |
|
Papa Johns International, Inc. |
|
|
262,144 |
|
4,883 |
|
Penn National Gaming, Inc.* |
|
|
354,995 |
|
1,446 |
|
Playa Hotels & Resorts NV* |
|
|
6,059 |
|
1,540 |
|
Playags, Inc.* |
|
|
5,452 |
|
3,185 |
|
Potbelly Corp.*^ |
|
|
12,071 |
|
3,634 |
|
Red Lion Hotels Corp.* |
|
|
7,813 |
|
1,368 |
|
Red Robin Gourmet Burgers* |
|
|
18,003 |
|
662 |
|
Red Rock Resorts, Inc. |
|
|
11,320 |
|
4,652 |
|
Ruths Hospitality Group, Inc. |
|
|
51,451 |
|
3,369 |
|
Scientific Games Corp., Class A* |
|
|
117,612 |
|
3,059 |
|
SeaWorld Entertainment, Inc.* |
|
|
60,323 |
|
2,320 |
|
Shake Shack, Inc., Class A*^ |
|
|
149,594 |
|
3,391 |
|
Six Flags Entertainment Corp. |
|
|
68,837 |
|
4,645 |
|
Texas Roadhouse, Inc., Class A |
|
|
282,370 |
|
10,098 |
|
Wendys Co. (The) |
|
|
225,135 |
|
2,153 |
|
Wingstop, Inc. |
|
|
294,207 |
|
5,923 |
|
Wyndham Destinations, Inc. |
|
|
182,191 |
|
2,364 |
|
Wyndham Hotels & Resorts, Inc. |
|
|
119,382 |
|
|
|
|
|
|
4,329,677 |
|
Household Durables (3.2%): |
|
|
|
|
608 |
|
Bassett Furniture Industries, Inc. |
|
|
8,317 |
|
771 |
|
Cavco Industries, Inc.* |
|
|
139,019 |
|
2,344 |
|
Century Communities, Inc.* |
|
|
99,222 |
|
3,024 |
|
Dixie Group, Inc. (The)* |
|
|
2,719 |
|
2,958 |
|
Ethan Allen Interiors, Inc. |
|
|
40,051 |
|
820 |
|
Flexsteel Industries, Inc. |
|
|
19,680 |
|
2,516 |
|
Helen of Troy, Ltd.* |
|
|
486,896 |
|
670 |
|
Hooker Furniture Corp. |
|
|
17,306 |
|
2,732 |
|
Installed Building Products, Inc.* |
|
|
277,981 |
|
2,972 |
|
iRobot Corp.*^ |
|
|
225,575 |
|
7,925 |
|
KB Home |
|
|
304,241 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Household Durables, continued |
|
|
|
|
1,138 |
|
Koss Corp.* |
|
$ |
2,424 |
|
5,387 |
|
La-Z-Boy, Inc. |
|
|
170,391 |
|
4,080 |
|
Leggett & Platt, Inc. |
|
|
167,974 |
|
1,324 |
|
LGI Homes, Inc.* |
|
|
153,809 |
|
2,522 |
|
Lifetime Brands, Inc. |
|
|
23,833 |
|
4,157 |
|
M/I Homes, Inc.* |
|
|
191,430 |
|
6,309 |
|
MDC Holdings, Inc. |
|
|
297,154 |
|
6,186 |
|
Meritage Homes Corp.* |
|
|
682,872 |
|
723 |
|
P & F Industries, Inc., Class A |
|
|
3,131 |
|
2,534 |
|
Purple Innovation, Inc.* |
|
|
62,995 |
|
3,692 |
|
Skyline Champion Corp.* |
|
|
98,835 |
|
4,300 |
|
Sonos, Inc.* |
|
|
65,274 |
|
9,383 |
|
Taylor Morrison Home Corp., Class A* |
|
|
230,728 |
|
2,725 |
|
Tempur Sealy International, Inc.* |
|
|
243,043 |
|
2,542 |
|
Toll Brothers, Inc. |
|
|
123,694 |
|
2,041 |
|
TopBuild Corp.* |
|
|
348,377 |
|
9,280 |
|
TRI Pointe Group, Inc.* |
|
|
168,339 |
|
4,563 |
|
Tupperware Brands Corp.* |
|
|
91,990 |
|
1,460 |
|
Universal Electronics, Inc.* |
|
|
55,100 |
|
4,044 |
|
Zagg, Inc.*^ |
|
|
11,323 |
|
|
|
|
|
|
4,813,723 |
|
Household Products (0.5%): |
|
|
|
|
1,115 |
|
Central Garden & Pet Co.* |
|
|
44,522 |
|
3,036 |
|
Central Garden & Pet Co., Class A* |
|
|
109,721 |
|
4,718 |
|
Energizer Holdings, Inc. |
|
|
184,663 |
|
1,767 |
|
Ocean Bio-Chem, Inc. |
|
|
25,321 |
|
940 |
|
Oil-Dri Corp of America |
|
|
33,624 |
|
1,701 |
|
Spectrum Brands Holdings, Inc. |
|
|
97,229 |
|
1,285 |
|
WD-40 Co. |
|
|
243,263 |
|
|
|
|
|
|
738,343 |
|
Independent Power and Renewable Electricity Producers (0.5%): |
|
|
|
|
10,080 |
|
Atlantic Power Corp.* |
|
|
19,757 |
|
4,220 |
|
Atlantica Sustainable Infrastructure plc |
|
|
120,734 |
|
2,215 |
|
Clearway Energy, Inc., Class A |
|
|
54,711 |
|
5,480 |
|
Clearway Energy, Inc., Class C |
|
|
147,741 |
|
5,208 |
|
Ormat Technologies, Inc. |
|
|
307,844 |
|
909 |
|
Sunnova Energy International, Inc.* |
|
|
27,643 |
|
|
|
|
|
|
678,430 |
|
Industrial Conglomerates (0.1%): |
|
|
|
|
3,840 |
|
Raven Industries, Inc. |
|
|
82,637 |
|
Insurance (3.4%): |
|
|
|
|
2,802 |
|
AMBAC Financial Group, Inc.* |
|
|
35,782 |
|
7,081 |
|
American Equity Investment Life Holding Co. |
|
|
155,711 |
|
1,583 |
|
American National Group , Inc. |
|
|
106,900 |
|
2,529 |
|
Amerisafe, Inc. |
|
|
145,063 |
|
2,482 |
|
Argo Group International Holdings, Ltd. |
|
|
85,455 |
|
6,296 |
|
Assured Guaranty, Ltd. |
|
|
135,238 |
|
2,314 |
|
Axis Capital Holdings, Ltd. |
|
|
101,909 |
|
4,835 |
|
Brighthouse Financial, Inc.* |
|
|
130,110 |
|
5,374 |
|
Citizens, Inc.*^ |
|
|
29,772 |
|
3,445 |
|
Crawford & Co. |
|
|
22,186 |
|
4,636 |
|
Crawford & Co., Class A |
|
|
30,319 |
|
2,691 |
|
Donegal Group, Inc., Class A |
|
|
37,862 |
|
2,004 |
|
eHealth, Inc.* |
|
|
158,316 |
|
2,020 |
|
Employers Holdings, Inc. |
|
|
61,105 |
|
1,225 |
|
Enstar Group, Ltd.* |
|
|
197,837 |
|
2,039 |
|
FBL Financial Group, Inc., Class A |
|
|
98,280 |
|
2,111 |
|
FedNat Holding Co. |
|
|
13,342 |
|
10,826 |
|
Genworth Financial, Inc., Class A* |
|
|
36,267 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Insurance, continued |
|
|
|
|
1,050 |
|
Global Indemnity Group LLC, Class A |
|
$ |
21,830 |
|
894 |
|
Goosehead Insurance, Inc. |
|
|
77,411 |
|
3,055 |
|
Greenlight Capital Re, Ltd.* |
|
|
20,560 |
|
1,752 |
|
Hallmark Financial Services, Inc.* |
|
|
4,590 |
|
2,024 |
|
Hanover Insurance Group, Inc. (The) |
|
|
188,596 |
|
1,170 |
|
HCI Group, Inc. |
|
|
57,669 |
|
1,369 |
|
Heritage Insurance Holdings, Inc. |
|
|
13,854 |
|
3,468 |
|
Horace Mann Educators Corp. |
|
|
115,831 |
|
1,651 |
|
Independence Holding Co. |
|
|
62,259 |
|
253 |
|
Investors Title Co. |
|
|
32,905 |
|
1,943 |
|
James River Group Holdings |
|
|
86,522 |
|
2,661 |
|
Kemper Corp. |
|
|
177,835 |
|
1,473 |
|
Kingstone Co., Inc. |
|
|
8,676 |
|
1,784 |
|
Kinsale Capital Group, Inc. |
|
|
339,282 |
|
12,677 |
|
Maiden Holdings, Ltd.* |
|
|
15,466 |
|
4,187 |
|
Mercury General Corp. |
|
|
173,216 |
|
7,678 |
|
National General Holdings Corp. |
|
|
259,133 |
|
198 |
|
National Western Life Group, Inc., Class A |
|
|
36,188 |
|
929 |
|
NI Holdings, Inc.* |
|
|
15,691 |
|
6,495 |
|
Old Republic International Corp. |
|
|
95,736 |
|
1,353 |
|
Primerica, Inc. |
|
|
153,078 |
|
4,148 |
|
ProAssurance Corp. |
|
|
64,875 |
|
180 |
|
Protective Insurance Corp. |
|
|
2,574 |
|
3,350 |
|
RLI Corp. |
|
|
280,497 |
|
1,234 |
|
Safety Insurance Group, Inc. |
|
|
85,257 |
|
4,516 |
|
Selective Insurance Group, Inc. |
|
|
232,529 |
|
3,755 |
|
State Auto Financial Corp. |
|
|
51,669 |
|
2,715 |
|
Stewart Information Services Corp. |
|
|
118,727 |
|
204 |
|
The National Security Group, Inc. |
|
|
2,348 |
|
6,247 |
|
Third Point Reinsurance, Ltd.* |
|
|
43,417 |
|
2,849 |
|
Tiptree, Inc., Class A |
|
|
14,103 |
|
587 |
|
Trupanion, Inc.* |
|
|
46,314 |
|
2,000 |
|
United Fire Group, Inc. |
|
|
40,640 |
|
4,002 |
|
United Insurance Holdings Co. |
|
|
24,252 |
|
2,274 |
|
Universal Insurance Holdings, Inc. |
|
|
31,472 |
|
12,895 |
|
Unum Group |
|
|
217,023 |
|
244 |
|
White Mountains Insurance Group, Ltd. |
|
|
190,075 |
|
|
|
|
|
|
4,983,554 |
|
Interactive Media & Services (0.4%): |
|
|
|
|
5,278 |
|
Cargurus, Inc.* |
|
|
114,163 |
|
3,666 |
|
Cars.com, Inc.* |
|
|
29,621 |
|
6,181 |
|
DHI Group, Inc.* |
|
|
13,969 |
|
7,846 |
|
Liberty TripAdvisor Holdings, Inc., Class A* |
|
|
13,574 |
|
4,193 |
|
QuinStreet, Inc.* |
|
|
66,417 |
|
2,073 |
|
Travelzoo, Inc.* |
|
|
13,329 |
|
7,741 |
|
TripAdvisor, Inc. |
|
|
151,646 |
|
11,137 |
|
TrueCar, Inc.* |
|
|
55,685 |
|
3,909 |
|
Yelp, Inc.* |
|
|
78,532 |
|
1,473 |
|
Zedge, Inc., Class B* |
|
|
2,151 |
|
|
|
|
|
|
539,087 |
|
Internet & Direct Marketing Retail (0.8%): |
|
|
|
|
4,886 |
|
1-800 Flowers.com, Inc., Class A* |
|
|
121,857 |
|
576 |
|
Groupon, Inc.* |
|
|
11,750 |
|
3,052 |
|
Grubhub, Inc.* |
|
|
220,751 |
|
1,300 |
|
Lands End, Inc.* |
|
|
16,939 |
|
3,938 |
|
Leaf Group, Ltd.* |
|
|
19,769 |
|
3,018 |
|
Liquidity Services, Inc.* |
|
|
22,514 |
|
1,834 |
|
Magnite, Inc.* |
|
|
12,737 |
|
3,081 |
|
PetMed Express, Inc.^ |
|
|
97,421 |
|
5,840 |
|
Quotient Technology, Inc.* |
|
|
43,099 |
|
16,641 |
|
Qurate Retail, Inc., Class A |
|
|
119,482 |
|
3,532 |
|
Shutterstock, Inc. |
|
|
183,805 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Internet & Direct Marketing Retail, continued |
|
|
|
|
1,086 |
|
Stamps.com, Inc.* |
|
$ |
261,673 |
|
|
|
|
|
|
1,131,797 |
|
IT Services (2.7%): |
|
|
|
|
1,437 |
|
Alliance Data Systems Corp. |
|
|
60,325 |
|
1,700 |
|
Brightcove, Inc.* |
|
|
17,408 |
|
592 |
|
CACI International, Inc., Class A* |
|
|
126,191 |
|
4,472 |
|
Cardtronics plc* |
|
|
88,546 |
|
1,474 |
|
Cass Information Systems, Inc. |
|
|
59,314 |
|
11,403 |
|
Conduent, Inc.* |
|
|
36,262 |
|
4,532 |
|
CoreLogic, Inc. |
|
|
306,680 |
|
3,532 |
|
CSG Systems International, Inc. |
|
|
144,635 |
|
758 |
|
CSP, Inc. |
|
|
6,542 |
|
8,470 |
|
DXC Technology Co. |
|
|
151,190 |
|
4,290 |
|
Endurance International Group Holdings, Inc.* |
|
|
24,625 |
|
922 |
|
Euronet Worldwide, Inc.* |
|
|
83,994 |
|
4,623 |
|
Evertec, Inc. |
|
|
160,464 |
|
2,000 |
|
Evo Payments, Inc.* |
|
|
49,700 |
|
3,066 |
|
Exlservice Holdings, Inc.* |
|
|
202,264 |
|
1,053 |
|
Greensky, Inc.* |
|
|
4,675 |
|
4,964 |
|
GTT Communications, Inc.*^ |
|
|
25,614 |
|
4,599 |
|
Hackett Group, Inc. (The) |
|
|
51,417 |
|
439 |
|
I3 Verticals, Inc.* |
|
|
11,085 |
|
11,668 |
|
KBR, Inc. |
|
|
260,896 |
|
10,373 |
|
Limelight Networks, Inc.* |
|
|
59,748 |
|
4,958 |
|
LiveRamp Holdings, Inc.* |
|
|
256,676 |
|
2,106 |
|
ManTech International Corp., Class A |
|
|
145,061 |
|
2,575 |
|
Maximus, Inc. |
|
|
176,156 |
|
7,514 |
|
NIC, Inc. |
|
|
148,026 |
|
862 |
|
Paysign, Inc.*^ |
|
|
4,896 |
|
3,115 |
|
Perficient, Inc.* |
|
|
133,135 |
|
9,346 |
|
Perspecta, Inc. |
|
|
181,780 |
|
3,168 |
|
PFSweb, Inc.* |
|
|
21,194 |
|
5,763 |
|
Sabre Corp. |
|
|
37,517 |
|
1,072 |
|
Science Applications International Corp. |
|
|
84,066 |
|
8,429 |
|
Servicesource International, Inc.* |
|
|
12,391 |
|
1,555 |
|
StarTek, Inc.* |
|
|
8,164 |
|
4,816 |
|
Switch, Inc., Class A |
|
|
75,178 |
|
4,608 |
|
Sykes Enterprises, Inc.* |
|
|
157,640 |
|
6,624 |
|
Teradata Corp.* |
|
|
150,365 |
|
4,768 |
|
TTEC Holdings, Inc. |
|
|
260,094 |
|
7,332 |
|
Unisys Corp.* |
|
|
78,232 |
|
3,544 |
|
Verra Mobility Corp.* |
|
|
34,235 |
|
3,309 |
|
Virtusa Corp.* |
|
|
162,670 |
|
|
|
|
|
|
4,059,051 |
|
Leisure Products (1.0%): |
|
|
|
|
5,053 |
|
Acushnet Holdings Corp. |
|
|
169,831 |
|
2,004 |
|
American Outdoor Brands, Inc.* |
|
|
26,112 |
|
1,875 |
|
Brunswick Corp. |
|
|
110,456 |
|
6,323 |
|
Callaway Golf Co. |
|
|
121,022 |
|
1,402 |
|
Escalade, Inc. |
|
|
25,643 |
|
723 |
|
Johnson Outdoors, Inc., Class A |
|
|
59,206 |
|
1,830 |
|
Malibu Boats, Inc.* |
|
|
90,695 |
|
2,419 |
|
Marine Products Corp. |
|
|
37,833 |
|
850 |
|
Mastercraft Boat Holdings, Inc.* |
|
|
14,867 |
|
15,270 |
|
Mattel, Inc.* |
|
|
178,659 |
|
4,982 |
|
Nautilus Group, Inc.* |
|
|
85,491 |
|
743 |
|
Polaris, Inc. |
|
|
70,095 |
|
8,017 |
|
Smith & Wesson Brands, Inc. |
|
|
124,424 |
|
7,141 |
|
Vista Outdoor, Inc.* |
|
|
144,105 |
|
3,612 |
|
YETI Holdings, Inc.* |
|
|
163,696 |
|
|
|
|
|
|
1,422,135 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Life Sciences Tools & Services (0.5%): |
|
|
|
|
2,434 |
|
Codexis, Inc.* |
|
$ |
28,575 |
|
7,407 |
|
Enzo Biochem, Inc.* |
|
|
15,629 |
|
4,548 |
|
Fluidigm Corp.* |
|
|
33,792 |
|
7,018 |
|
Harvard Bioscience, Inc.* |
|
|
21,124 |
|
4,475 |
|
Luminex Corp. |
|
|
117,469 |
|
1,865 |
|
Medpace Holdings, Inc.* |
|
|
208,414 |
|
7,114 |
|
Neogenomics, Inc.* |
|
|
262,434 |
|
323 |
|
Syneos Health, Inc.* |
|
|
17,171 |
|
|
|
|
|
|
704,608 |
|
Machinery (5.5%): |
|
|
|
|
5,140 |
|
AGCO Corp. |
|
|
381,747 |
|
1,154 |
|
Alamo Group, Inc. |
|
|
124,667 |
|
3,091 |
|
Albany International Corp., Class A |
|
|
153,035 |
|
8,019 |
|
Allison Transmission Holdings, Inc. |
|
|
281,787 |
|
1,735 |
|
Altra Industrial Motion Corp. |
|
|
64,143 |
|
806 |
|
Arts-Way Manufacturing Co.* |
|
|
1,862 |
|
2,041 |
|
Astec Industries, Inc. |
|
|
110,724 |
|
5,224 |
|
Barnes Group, Inc. |
|
|
186,706 |
|
2,530 |
|
Blue Bird Corp.* |
|
|
30,765 |
|
2,762 |
|
Chart Industries, Inc.* |
|
|
194,086 |
|
1,959 |
|
CIRCOR International, Inc.* |
|
|
53,579 |
|
8,051 |
|
Colfax Corp.* |
|
|
252,479 |
|
2,372 |
|
Columbus McKinnon Corp. |
|
|
78,513 |
|
5,525 |
|
Commercial Vehicle Group, Inc.* |
|
|
36,078 |
|
1,486 |
|
Crane Co. |
|
|
74,493 |
|
1,676 |
|
DMC Global, Inc. |
|
|
55,207 |
|
2,578 |
|
Douglas Dynamics, Inc. |
|
|
88,168 |
|
500 |
|
Eastern Co. (The) |
|
|
9,760 |
|
1,418 |
|
Energy Recovery, Inc.* |
|
|
11,628 |
|
6,598 |
|
Enerpac Tool Group Corp.* |
|
|
124,108 |
|
1,516 |
|
EnPro Industries, Inc. |
|
|
85,518 |
|
1,803 |
|
ESCO Technologies, Inc. |
|
|
145,250 |
|
4,291 |
|
Evoqua Water Technologies Co.* |
|
|
91,055 |
|
6,275 |
|
Federal Signal Corp. |
|
|
183,544 |
|
4,486 |
|
Flowserve Corp. |
|
|
122,423 |
|
4,718 |
|
Franklin Electric Co., Inc. |
|
|
277,560 |
|
2,281 |
|
FreightCar America, Inc.* |
|
|
5,201 |
|
11,753 |
|
Gates Industrial Corp. plc* |
|
|
130,693 |
|
1,765 |
|
Gencor Industries, Inc.* |
|
|
19,468 |
|
2,837 |
|
Gorman-Rupp Co. (The) |
|
|
83,578 |
|
459 |
|
Graham Corp. |
|
|
5,861 |
|
7,484 |
|
Harsco Corp.* |
|
|
104,102 |
|
3,615 |
|
Helios Technologies, Inc. |
|
|
131,586 |
|
785 |
|
Hurco Cos, Inc. |
|
|
22,294 |
|
1,014 |
|
Hyster-Yale Materials Handling, Inc., Class A |
|
|
37,670 |
|
450 |
|
ITT, Inc. |
|
|
26,573 |
|
3,043 |
|
John Bean Technologies Corp. |
|
|
279,621 |
|
288 |
|
Kadant, Inc. |
|
|
31,571 |
|
8,593 |
|
Kennametal, Inc. |
|
|
248,681 |
|
1,529 |
|
L.B. Foster Co., Class A* |
|
|
20,519 |
|
642 |
|
Lincoln Electric Holdings, Inc. |
|
|
59,090 |
|
755 |
|
Lindsay Corp. |
|
|
72,993 |
|
829 |
|
Lydall, Inc.* |
|
|
13,712 |
|
3,228 |
|
Manitex International, Inc.* |
|
|
13,461 |
|
2,653 |
|
Manitowoc Co., Inc. (The)* |
|
|
22,312 |
|
8,377 |
|
Meritor, Inc.* |
|
|
175,414 |
|
770 |
|
Middleby Corp. (The)* |
|
|
69,077 |
|
728 |
|
Miller Industries, Inc. |
|
|
22,255 |
|
5,894 |
|
Mueller Industries, Inc. |
|
|
159,492 |
|
17,801 |
|
Mueller Water Products, Inc., Class A |
|
|
184,952 |
|
5,988 |
|
Navistar International Corp.* |
|
|
260,718 |
|
3,562 |
|
NN, Inc.* |
|
|
18,380 |
|
738 |
|
Omega Flex, Inc. |
|
|
115,659 |
|
148 |
|
Oshkosh Corp. |
|
|
10,878 |
|
2,028 |
|
Park-Ohio Holdings Corp. |
|
|
32,590 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
1,756 |
|
Proto Labs, Inc.* |
|
$ |
227,402 |
|
1,956 |
|
RBC Bearings, Inc.* |
|
|
237,087 |
|
3,472 |
|
REV Group, Inc. |
|
|
27,394 |
|
12,280 |
|
Rexnord Corp. |
|
|
366,434 |
|
2,848 |
|
Shyft Group, Inc. (The) |
|
|
53,770 |
|
1,692 |
|
SPX Corp.* |
|
|
78,475 |
|
1,560 |
|
SPX FLOW, Inc.* |
|
|
66,799 |
|
1,636 |
|
Standex International Corp. |
|
|
96,851 |
|
466 |
|
Taylor Devices, Inc.* |
|
|
4,250 |
|
1,866 |
|
Tennant Co. |
|
|
112,632 |
|
7,642 |
|
Terex Corp. |
|
|
147,949 |
|
800 |
|
The Exone Co.*^ |
|
|
9,776 |
|
3,586 |
|
The Greenbrier Cos., Inc. |
|
|
105,428 |
|
5,130 |
|
Timken Co. |
|
|
278,149 |
|
7,930 |
|
Titan International, Inc. |
|
|
22,918 |
|
5,270 |
|
TriMas Corp.* |
|
|
120,156 |
|
8,103 |
|
Trinity Industries, Inc. |
|
|
158,009 |
|
1,747 |
|
Twin Disc, Inc.* |
|
|
8,840 |
|
4,530 |
|
Wabash National Corp. |
|
|
54,179 |
|
2,689 |
|
Watts Water Technologies, Inc., Class A |
|
|
269,303 |
|
16,047 |
|
Welbilt, Inc.* |
|
|
98,850 |
|
1,156 |
|
Woodward, Inc. |
|
|
92,665 |
|
|
|
|
|
|
8,234,602 |
|
Marine (0.2%): |
|
|
|
|
7,920 |
|
Costamare, Inc. |
|
|
48,075 |
|
4,337 |
|
Genco Shipping & Trading, Ltd. |
|
|
29,925 |
|
2,241 |
|
Kirby Corp.* |
|
|
81,057 |
|
4,582 |
|
Matson, Inc. |
|
|
183,693 |
|
315 |
|
Scorpio Bulkers, Inc. |
|
|
4,460 |
|
|
|
|
|
|
347,210 |
|
Media (1.0%): |
|
|
|
|
3,904 |
|
A.H. Belo Corp., Class A |
|
|
5,505 |
|
3,021 |
|
AMC Networks, Inc., Class A* |
|
|
74,649 |
|
478 |
|
Beasley Broadcast Group, Inc., Class A |
|
|
593 |
|
1,782 |
|
Boston Omaha Corp.* |
|
|
28,512 |
|
23,234 |
|
Central Eurpoean Media Enterprises* |
|
|
97,350 |
|
7,836 |
|
comScore, Inc.* |
|
|
15,985 |
|
144 |
|
Daily Journal Corp.*^ |
|
|
34,848 |
|
6,258 |
|
E.W. Scripps Co. (The), Class A |
|
|
71,592 |
|
3,323 |
|
Emerald Holding, Inc. |
|
|
6,779 |
|
6,123 |
|
Entercom Communications Corp. |
|
|
9,858 |
|
11,865 |
|
Entravision Communications Corp., Class A |
|
|
18,035 |
|
5,880 |
|
Gannett Co, Inc.* |
|
|
7,644 |
|
7,594 |
|
Gray Television, Inc.* |
|
|
104,569 |
|
2,892 |
|
Hemisphere Media Group* |
|
|
25,131 |
|
4,052 |
|
John Wiley & Sons, Inc., Class A |
|
|
128,488 |
|
3,964 |
|
Liberty Latin America, Ltd.* |
|
|
32,703 |
|
12,787 |
|
Liberty Latin America, Ltd., Class C* |
|
|
104,087 |
|
500 |
|
Loral Space & Communications Inc. |
|
|
9,150 |
|
6,655 |
|
Marchex, Inc., Class B* |
|
|
14,109 |
|
4,388 |
|
Meredith Corp. |
|
|
57,571 |
|
3,571 |
|
MSG Networks, Inc., Class A* |
|
|
34,174 |
|
10,941 |
|
National CineMedia, Inc. |
|
|
29,705 |
|
1,690 |
|
New York Times Co. (The), Class A |
|
|
72,315 |
|
2,788 |
|
Nexstar Media Group, Inc., Class A |
|
|
250,724 |
|
1,732 |
|
Scholastic Corp. |
|
|
36,355 |
|
2,708 |
|
TechTarget, Inc.* |
|
|
119,044 |
|
10,206 |
|
Tegna, Inc. |
|
|
119,921 |
|
2,169 |
|
Tribune Publishing Co. |
|
|
25,291 |
|
|
|
|
|
|
1,534,687 |
|
Metals & Mining (1.1%): |
|
|
|
|
8,016 |
|
Alcoa Corp.* |
|
|
93,226 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
7,802 |
|
Allegheny Technologies, Inc.* |
|
$ |
68,033 |
|
2,124 |
|
Ampco-Pittsburgh Corp.* |
|
|
6,988 |
|
5,867 |
|
Carpenter Technology Corp. |
|
|
106,545 |
|
3,100 |
|
Century Aluminum Co.* |
|
|
22,072 |
|
16,167 |
|
Coeur Mining, Inc.* |
|
|
119,312 |
|
12,903 |
|
Commercial Metals Co. |
|
|
257,802 |
|
3,500 |
|
Compass Minerals International, Inc. |
|
|
207,725 |
|
13,641 |
|
Ferroglobe plc* |
|
|
9,126 |
|
13,641 |
|
Ferroglobe Unit*(a) |
|
|
|
|
1,805 |
|
Gold Resource Corp. |
|
|
6,155 |
|
1,557 |
|
Haynes International, Inc. |
|
|
26,609 |
|
37,410 |
|
Hecla Mining Co. |
|
|
190,043 |
|
931 |
|
Kaiser Aluminum Corp. |
|
|
49,892 |
|
1,545 |
|
Materion Corp. |
|
|
80,386 |
|
9,373 |
|
McEwen Mining, Inc.* |
|
|
9,935 |
|
2,868 |
|
Ryerson Holding Corp.* |
|
|
16,434 |
|
1,487 |
|
Schnitzer Steel Industries, Inc., Class A |
|
|
28,595 |
|
3,318 |
|
SunCoke Energy, Inc. |
|
|
11,348 |
|
1,789 |
|
Synalloy Corp.* |
|
|
9,875 |
|
4,467 |
|
TimkenSteel Corp.* |
|
|
15,858 |
|
6,784 |
|
United States Steel Corp.^ |
|
|
49,795 |
|
1,458 |
|
Universal Stainless & Alloy Products, Inc.* |
|
|
8,004 |
|
684 |
|
Warrior Met Coal, Inc. |
|
|
11,683 |
|
3,959 |
|
Worthington Industries, Inc. |
|
|
161,448 |
|
|
|
|
|
|
1,566,889 |
|
Multiline Retail (0.4%): |
|
|
|
|
4,142 |
|
Big Lots, Inc. |
|
|
184,733 |
|
654 |
|
Dillards, Inc., Class A^ |
|
|
23,884 |
|
5,813 |
|
Kohls Corp. |
|
|
107,715 |
|
3,428 |
|
Macys, Inc.^ |
|
|
19,540 |
|
5,996 |
|
Nordstrom, Inc.^ |
|
|
71,472 |
|
2,202 |
|
Ollies Bargain Outlet Holdings, Inc.* |
|
|
192,345 |
|
|
|
|
|
|
599,689 |
|
Multi-Utilities (0.4%): |
|
|
|
|
5,117 |
|
Avista Corp. |
|
|
174,592 |
|
2,243 |
|
Black Hills Corp. |
|
|
119,978 |
|
806 |
|
MDU Resources Group, Inc. |
|
|
18,135 |
|
3,792 |
|
NorthWestern Corp. |
|
|
184,443 |
|
1,778 |
|
Unitil Corp. |
|
|
68,702 |
|
|
|
|
|
|
565,850 |
|
Oil, Gas & Consumable Fuels (1.8%): |
|
|
|
|
816 |
|
Adams Resources & Energy, Inc. |
|
|
16,238 |
|
5,684 |
|
Antero Midstream Corp. |
|
|
30,523 |
|
5,014 |
|
Antero Resources Corp.*^ |
|
|
13,789 |
|
1,558 |
|
Apache Corp. |
|
|
14,754 |
|
1,638 |
|
Arch Resources, Inc.* |
|
|
69,582 |
|
1,954 |
|
Ardmore Shipping Corp. |
|
|
6,956 |
|
1,667 |
|
Berry Corp. |
|
|
5,284 |
|
2,422 |
|
Bonanza Creek Energy, Inc.* |
|
|
45,534 |
|
2,330 |
|
Callon Petroleum Co.* |
|
|
11,231 |
|
3,036 |
|
Centennial Resource Development, Inc., Class A* |
|
|
1,829 |
|
3,046 |
|
Cimarex Energy Co. |
|
|
74,109 |
|
16,914 |
|
Clean Energy Fuel Corp.* |
|
|
41,947 |
|
15,819 |
|
CNX Resources Corp.* |
|
|
149,332 |
|
2,015 |
|
CONSOL Energy, Inc.* |
|
|
8,926 |
|
1,914 |
|
Contango Oil & Gas Co.* |
|
|
2,565 |
|
5,547 |
|
CVR Energy, Inc. |
|
|
68,672 |
|
5,713 |
|
Delek US Holdings, Inc. |
|
|
63,586 |
|
2,142 |
|
Devon Energy Corp. |
|
|
20,263 |
|
16,266 |
|
DHT Holdings, Inc. |
|
|
83,933 |
|
4,012 |
|
Dorian LPG, Ltd.* |
|
|
32,136 |
|
416 |
|
Earthstone Energy, Inc.* |
|
|
1,077 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
17,427 |
|
Enlink Midstream LLC |
|
$ |
40,953 |
|
19,984 |
|
EQT Corp. |
|
|
258,394 |
|
13,891 |
|
Equitrans Midstream Corp. |
|
|
117,518 |
|
2,943 |
|
Evolution Petroleum Corp. |
|
|
6,592 |
|
10,643 |
|
Gaslog, Ltd. |
|
|
28,843 |
|
1,561 |
|
Green Plains, Inc.* |
|
|
24,164 |
|
9,417 |
|
Gulfport Energy Corp.* |
|
|
4,964 |
|
9,079 |
|
HighPoint Resources Corp.* |
|
|
2,088 |
|
1,791 |
|
HollyFrontier Corp. |
|
|
35,301 |
|
2,520 |
|
International Seaways, Inc. |
|
|
36,817 |
|
34,496 |
|
Kosmos Energy, Ltd. |
|
|
33,654 |
|
725 |
|
Laredo Petroleum, Inc.* |
|
|
7,105 |
|
1,631 |
|
Marathon Oil Corp. |
|
|
6,671 |
|
9,030 |
|
Matador Resources Co.* |
|
|
74,588 |
|
290 |
|
Montage Resources Corp.* |
|
|
1,273 |
|
6,809 |
|
Murphy Oil Corp. |
|
|
60,736 |
|
1,403 |
|
Noble Energy, Inc. |
|
|
11,996 |
|
14,613 |
|
Nordic American Tankers, Ltd.^ |
|
|
50,999 |
|
5,300 |
|
Overseas Shipholding Group, Inc.* |
|
|
11,342 |
|
2,410 |
|
Panhandle Oil & Gas, Inc., Class A |
|
|
3,446 |
|
2,838 |
|
PAR Pacific Holdings, Inc.* |
|
|
19,213 |
|
5,341 |
|
Parsley Energy, Inc., Class A |
|
|
49,992 |
|
6,480 |
|
PBF Energy, Inc., Class A |
|
|
36,871 |
|
7,105 |
|
PDC Energy, Inc.* |
|
|
88,066 |
|
5,636 |
|
Peabody Energy Corp. |
|
|
12,963 |
|
523 |
|
Penn Virginia Corp.*^ |
|
|
5,152 |
|
6 |
|
PrimeEnergy Resources Corp.* |
|
|
397 |
|
12,864 |
|
QEP Resources, Inc. |
|
|
11,614 |
|
17,188 |
|
Range Resources Corp. |
|
|
113,785 |
|
4,934 |
|
Renewable Energy Group, Inc.* |
|
|
263,575 |
|
300 |
|
REX American Resources Corp.* |
|
|
19,683 |
|
1,533 |
|
SandRidge Energy, Inc.* |
|
|
2,529 |
|
3,705 |
|
Scorpio Tankers, Inc.^ |
|
|
41,014 |
|
8,803 |
|
SFL Corp., Ltd. |
|
|
65,934 |
|
7,278 |
|
SM Energy Co. |
|
|
11,572 |
|
39,155 |
|
Southwestern Energy Co.* |
|
|
92,014 |
|
1,352 |
|
Talos Energy, Inc.* |
|
|
8,720 |
|
971 |
|
Targa Resources Corp. |
|
|
13,623 |
|
1,980 |
|
Teekay Shipping Corp.*^ |
|
|
4,415 |
|
2,363 |
|
Teekay Tankers, Ltd., Class A*^ |
|
|
25,615 |
|
8,709 |
|
W&T Offshore, Inc.*^ |
|
|
15,676 |
|
5,239 |
|
World Fuel Services Corp. |
|
|
111,014 |
|
14,861 |
|
WPX Energy, Inc.* |
|
|
72,819 |
|
|
|
|
|
|
2,665,966 |
|
Paper & Forest Products (0.6%): |
|
|
|
|
4,216 |
|
Boise Cascade Co. |
|
|
168,303 |
|
2,174 |
|
Clearwater Paper Corp.* |
|
|
82,482 |
|
5,761 |
|
Domtar Corp. |
|
|
151,341 |
|
6,293 |
|
Louisiana-Pacific Corp. |
|
|
185,706 |
|
5,170 |
|
Mercer International, Inc. |
|
|
34,122 |
|
1,778 |
|
Neenah, Inc. |
|
|
66,622 |
|
3,299 |
|
P.H. Glatfelter Co. |
|
|
45,427 |
|
12,394 |
|
Resolute Forest Products* |
|
|
55,525 |
|
3,522 |
|
Schweitzer-Mauduit International, Inc. |
|
|
107,034 |
|
3,241 |
|
Verso Corp. |
|
|
25,571 |
|
|
|
|
|
|
922,133 |
|
Personal Products (0.6%): |
|
|
|
|
881 |
|
Coty, Inc., Class A |
|
|
2,379 |
|
3,582 |
|
e.l.f. Beauty, Inc.* |
|
|
65,801 |
|
2,807 |
|
Edgewell Personal Care Co.* |
|
|
78,259 |
|
2,136 |
|
Inter Parfums, Inc. |
|
|
79,780 |
|
900 |
|
Lifevantage Corp.* |
|
|
10,863 |
|
537 |
|
Mannatech, Inc. |
|
|
9,000 |
|
1,121 |
|
Medifast, Inc. |
|
|
184,349 |
|
5,243 |
|
Natura & Co. Holding SA, ADR |
|
|
95,475 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Personal Products, continued |
|
|
|
|
1,387 |
|
Natural Alternatives International, Inc.* |
|
$ |
10,472 |
|
369 |
|
Natural Health Trends Corp. |
|
|
2,081 |
|
2,857 |
|
Natures Sunshine Products, Inc.* |
|
|
33,055 |
|
2,622 |
|
Nu Skin Enterprises, Inc., Class A |
|
|
131,336 |
|
340 |
|
United-Guardian, Inc. |
|
|
5,103 |
|
2,205 |
|
Usana Health Sciences, Inc.* |
|
|
162,399 |
|
|
|
|
|
|
870,352 |
|
Pharmaceuticals (1.3%): |
|
|
|
|
1,372 |
|
Aerie Pharmaceuticals, Inc.*^ |
|
|
16,148 |
|
5,034 |
|
Amneal Pharmaceuticals, Inc.* |
|
|
19,532 |
|
3,129 |
|
Amphastar Pharmaceuticals, Inc.* |
|
|
58,669 |
|
1,566 |
|
ANI Pharmaceuticals, Inc.* |
|
|
44,177 |
|
1,496 |
|
Aratana Therapeutics- CVR*(a) |
|
|
|
|
1,561 |
|
Assembly Biosciences, Inc.* |
|
|
25,663 |
|
4,744 |
|
Assertio Holdings, Inc.* |
|
|
3,158 |
|
2,200 |
|
BioDelivery Sciences International, Inc.* |
|
|
8,206 |
|
4,206 |
|
Chiasma, Inc.* |
|
|
18,086 |
|
1,754 |
|
Collegium Pharmaceutical, Inc.* |
|
|
36,518 |
|
7,702 |
|
Corcept Therapeutics, Inc.* |
|
|
134,053 |
|
3,415 |
|
Cumberland Pharmaceuticals, Inc.* |
|
|
10,962 |
|
3,701 |
|
Cymabay Therapeutics, Inc.* |
|
|
26,795 |
|
14,088 |
|
Endo International plc* |
|
|
46,490 |
|
4,719 |
|
Horizon Therapeutics plc* |
|
|
366,572 |
|
8,270 |
|
Innoviva, Inc.* |
|
|
86,422 |
|
2,755 |
|
Intra-Cellular Therapies, Inc.* |
|
|
70,693 |
|
1,144 |
|
Kala Pharmaceuticals, Inc.*^ |
|
|
8,580 |
|
4,227 |
|
Lannett Co., Inc.* |
|
|
25,827 |
|
3,492 |
|
Mallinckrodt plc*^ |
|
|
3,399 |
|
12,061 |
|
Nektar Therapeutics* |
|
|
200,092 |
|
553 |
|
NGM Biopharmaceuticals, Inc.* |
|
|
8,798 |
|
2,308 |
|
Otonomy, Inc.* |
|
|
9,347 |
|
2,834 |
|
Pacira BioSciences, Inc.* |
|
|
170,380 |
|
1,714 |
|
Phibro Animal Health Corp., Class A |
|
|
29,824 |
|
4,069 |
|
Prestige Consumer Healthcare, Inc.* |
|
|
148,193 |
|
1,980 |
|
Revance Therapeutics, Inc.* |
|
|
49,777 |
|
911 |
|
scPharmaceuticals, Inc.* |
|
|
6,787 |
|
6,222 |
|
SIGA Technologies, Inc.* |
|
|
42,745 |
|
8,452 |
|
Strongbridge Biopharma plc* |
|
|
17,749 |
|
5,032 |
|
Supernus Pharmaceuticals, Inc.* |
|
|
104,867 |
|
1,805 |
|
Taro Pharmaceutical Industries, Ltd.* |
|
|
99,004 |
|
1,478 |
|
Zogenix, Inc.* |
|
|
26,501 |
|
|
|
|
|
|
1,924,014 |
|
Professional Services (1.8%): |
|
|
|
|
1,888 |
|
Acacia Research Corp.* |
|
|
6,551 |
|
5,362 |
|
ASGN, Inc.* |
|
|
340,809 |
|
848 |
|
Barrett Business Services, Inc. |
|
|
44,469 |
|
4,636 |
|
CBIZ, Inc.* |
|
|
106,025 |
|
490 |
|
CRA International, Inc. |
|
|
18,360 |
|
4,779 |
|
Exponent, Inc. |
|
|
344,232 |
|
1,712 |
|
Forrester Research, Inc.* |
|
|
56,136 |
|
1,595 |
|
Franklin Covey Co.* |
|
|
28,295 |
|
3,734 |
|
FTI Consulting, Inc.* |
|
|
395,693 |
|
2,202 |
|
GP Strategies Corp.* |
|
|
21,227 |
|
2,274 |
|
Heidrick & Struggles International, Inc. |
|
|
44,684 |
|
1,654 |
|
Huron Consulting Group, Inc.* |
|
|
65,052 |
|
1,623 |
|
ICF International, Inc. |
|
|
99,863 |
|
5,892 |
|
InnerWorkings, Inc.* |
|
|
17,617 |
|
1,529 |
|
Insperity, Inc. |
|
|
100,134 |
|
2,489 |
|
Kelly Services, Inc., Class A |
|
|
42,413 |
|
2,511 |
|
Kforce, Inc. |
|
|
80,779 |
|
5,647 |
|
Korn Ferry |
|
|
163,763 |
|
4,003 |
|
ManpowerGroup, Inc. |
|
|
293,540 |
|
1,332 |
|
Mastech Digital, Inc.* |
|
|
23,989 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Professional Services, continued |
|
|
|
|
3,943 |
|
Mistras Group, Inc.* |
|
$ |
15,417 |
|
518 |
|
Nielsen Holdings plc |
|
|
7,345 |
|
4,033 |
|
Resources Connection, Inc. |
|
|
46,581 |
|
4,676 |
|
TriNet Group, Inc.* |
|
|
277,380 |
|
3,718 |
|
Trueblue, Inc.* |
|
|
57,592 |
|
1,352 |
|
Upwork, Inc.* |
|
|
23,579 |
|
505 |
|
Willdan Group, Inc.* |
|
|
12,883 |
|
|
|
|
|
|
2,734,408 |
|
Real Estate Management & Development (0.6%): |
|
|
|
|
2,400 |
|
Altisource Portfolio Solutions* |
|
|
30,408 |
|
395 |
|
CKX Lands, Inc.* |
|
|
3,681 |
|
920 |
|
CTO Realty Growth, Inc. |
|
|
40,572 |
|
2,704 |
|
Cushman & Wakefield plc* |
|
|
28,419 |
|
1,972 |
|
Forestar Group, Inc.* |
|
|
34,904 |
|
504 |
|
FRP Holdings, Inc.* |
|
|
21,002 |
|
376 |
|
Griffin Industrial Realty, Inc. |
|
|
20,097 |
|
2,012 |
|
Howard Hughes Corp. (The)* |
|
|
115,891 |
|
10 |
|
J.W. Mays, Inc.* |
|
|
205 |
|
60 |
|
Jones Lang LaSalle, Inc. |
|
|
5,740 |
|
9,642 |
|
Kennedy-Wilson Holdings, Inc. |
|
|
140,002 |
|
4,214 |
|
Marcus & Millichap, Inc.* |
|
|
115,969 |
|
1,035 |
|
Maui Land & Pineapple Co.* |
|
|
11,199 |
|
5,383 |
|
Newmark Group, Inc. |
|
|
23,255 |
|
2,057 |
|
Rafael Holdings, Inc., Class B* |
|
|
31,884 |
|
1,547 |
|
RE/MAX Holdings, Inc., Class A |
|
|
50,633 |
|
8,369 |
|
Realogy Holdings Corp.* |
|
|
79,003 |
|
308 |
|
Stratus Properties, Inc.* |
|
|
6,640 |
|
3,421 |
|
Tejon Ranch Co.* |
|
|
48,407 |
|
1,076 |
|
The RMR Group, Inc., Class A |
|
|
29,558 |
|
3,981 |
|
The St Joe Co.* |
|
|
82,128 |
|
|
|
|
|
|
919,597 |
|
Road & Rail (1.1%): |
|
|
|
|
1,803 |
|
ArcBest Corp. |
|
|
56,001 |
|
6,766 |
|
Avis Budget Group, Inc.* |
|
|
178,081 |
|
2,278 |
|
Covenant Logistics Group, Inc.* |
|
|
39,842 |
|
8,584 |
|
Heartland Express, Inc. |
|
|
159,662 |
|
5,530 |
|
Hertz Global Holdings, Inc.* |
|
|
6,138 |
|
2,688 |
|
Landstar System, Inc. |
|
|
337,317 |
|
5,499 |
|
Marten Transport, Ltd. |
|
|
89,744 |
|
948 |
|
Ryder System, Inc. |
|
|
40,044 |
|
2,735 |
|
Saia, Inc.* |
|
|
344,994 |
|
2,170 |
|
Schneider National, Inc., Class B |
|
|
53,664 |
|
2,735 |
|
Universal Logistics Holdings, Inc. |
|
|
57,052 |
|
988 |
|
USA Truck, Inc.* |
|
|
9,337 |
|
7,462 |
|
Werner Enterprises, Inc. |
|
|
313,329 |
|
4,526 |
|
YRC Worldwide, Inc.*^ |
|
|
17,742 |
|
|
|
|
|
|
1,702,947 |
|
Semiconductors & Semiconductor Equipment (3.7%): |
|
|
|
|
2,991 |
|
Advanced Energy Industries, Inc.* |
|
|
188,254 |
|
3,814 |
|
Alpha & Omega Semiconductor, Ltd.* |
|
|
48,895 |
|
1,892 |
|
Ambarella, Inc.* |
|
|
98,725 |
|
24,884 |
|
Amkor Technology, Inc.* |
|
|
278,701 |
|
1,301 |
|
Amtech Systems, Inc.* |
|
|
6,362 |
|
3,183 |
|
Axcelis Technologies, Inc.* |
|
|
70,026 |
|
2,777 |
|
AXT, Inc.* |
|
|
16,995 |
|
5,573 |
|
Brooks Automation, Inc. |
|
|
257,807 |
|
2,508 |
|
Cabot Microelectronics Corp. |
|
|
358,166 |
|
1,462 |
|
CEVA, Inc.* |
|
|
57,559 |
|
5,549 |
|
Cirrus Logic, Inc.* |
|
|
374,279 |
|
3,421 |
|
Cohu, Inc. |
|
|
58,773 |
|
1,669 |
|
Cree, Inc.* |
|
|
106,382 |
|
522 |
|
Cyberoptics Corp.* |
|
|
16,620 |
|
5,255 |
|
Diodes, Inc.* |
|
|
296,645 |
|
3,285 |
|
DSP Group, Inc.* |
|
|
43,296 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Semiconductors & Semiconductor Equipment, continued |
|
|
|
|
1,920 |
|
First Solar, Inc.* |
|
$ |
127,104 |
|
6,622 |
|
FormFactor, Inc.* |
|
|
165,086 |
|
4,679 |
|
GSI Technology, Inc.* |
|
|
26,390 |
|
1,254 |
|
Ichor Holdings, Ltd.* |
|
|
27,049 |
|
1,271 |
|
Impinj, Inc.*^ |
|
|
33,491 |
|
1,745 |
|
Inphi Corp.* |
|
|
195,876 |
|
1,349 |
|
inTest Corp.* |
|
|
6,071 |
|
4,825 |
|
Kulicke & Soffa Industries, Inc. |
|
|
108,080 |
|
12,204 |
|
Lattice Semiconductor Corp.* |
|
|
353,428 |
|
1,636 |
|
MagnaChip Semiconductor Corp.* |
|
|
22,413 |
|
4,333 |
|
MaxLinear, Inc., Class A* |
|
|
100,699 |
|
286 |
|
MKS Instruments, Inc. |
|
|
31,240 |
|
6,163 |
|
Neophotonics Corp.* |
|
|
37,533 |
|
807 |
|
NVE Corp. |
|
|
39,608 |
|
3,097 |
|
Onto Innovation, Inc.* |
|
|
92,229 |
|
2,739 |
|
PDF Solutions, Inc.* |
|
|
51,247 |
|
6,256 |
|
Photronics, Inc.* |
|
|
62,310 |
|
2,109 |
|
Pixelworks, Inc.* |
|
|
4,323 |
|
5,950 |
|
Power Integrations, Inc. |
|
|
329,630 |
|
9,474 |
|
Rambus, Inc.* |
|
|
129,699 |
|
4,245 |
|
Semtech Corp.* |
|
|
224,815 |
|
2,812 |
|
Silicon Laboratories, Inc.* |
|
|
275,154 |
|
1,208 |
|
SMART Global Holdings, Inc.* |
|
|
33,027 |
|
1,598 |
|
SolarEdge Technologies, Inc.* |
|
|
380,884 |
|
2,469 |
|
Synaptics, Inc.* |
|
|
198,557 |
|
3,049 |
|
Ultra Clean Holdings, Inc.* |
|
|
65,432 |
|
3,647 |
|
Veeco Instruments, Inc.* |
|
|
42,560 |
|
|
|
|
|
|
5,441,420 |
|
Software (3.0%): |
|
|
|
|
4,807 |
|
2u, Inc.* |
|
|
162,765 |
|
3,492 |
|
A10 Networks, Inc.* |
|
|
22,244 |
|
9,468 |
|
ACI Worldwide, Inc.* |
|
|
247,398 |
|
994 |
|
Agilysys, Inc.* |
|
|
24,015 |
|
2,538 |
|
Alarm.com Holding, Inc.* |
|
|
140,225 |
|
2,147 |
|
Altair Engineering, Inc.* |
|
|
90,131 |
|
3,594 |
|
American Software, Inc., Class A |
|
|
50,460 |
|
752 |
|
Appfolio, Inc.* |
|
|
106,641 |
|
935 |
|
Asure Software, Inc.*^ |
|
|
7,059 |
|
4,177 |
|
Avaya Holdings Corp.* |
|
|
63,490 |
|
2,785 |
|
Aware, Inc.* |
|
|
7,520 |
|
3,147 |
|
Blackbaud, Inc. |
|
|
175,697 |
|
620 |
|
Blackline, Inc.* |
|
|
55,571 |
|
2,196 |
|
Bottomline Technologies, Inc.* |
|
|
92,583 |
|
2,350 |
|
BSQUARE Corp.* |
|
|
3,173 |
|
900 |
|
ChannelAdvisor Corp.* |
|
|
13,023 |
|
2,728 |
|
CommVault Systems, Inc.* |
|
|
111,302 |
|
2,681 |
|
Cornerstone OnDemand, Inc.* |
|
|
97,481 |
|
6,387 |
|
Digital Turbine, Inc.* |
|
|
209,110 |
|
3,015 |
|
Ebix, Inc. |
|
|
62,109 |
|
2,928 |
|
Envestnet, Inc.* |
|
|
225,924 |
|
14,159 |
|
FireEye, Inc.* |
|
|
174,793 |
|
1,926 |
|
Globant SA* |
|
|
345,178 |
|
3,122 |
|
J2 Global, Inc.* |
|
|
216,105 |
|
2,709 |
|
Manhattan Associates, Inc.* |
|
|
258,681 |
|
562 |
|
MicroStrategy, Inc., Class A* |
|
|
84,615 |
|
3,326 |
|
Mimecast, Ltd.* |
|
|
156,056 |
|
2,038 |
|
Mitek Systems, Inc.* |
|
|
25,964 |
|
1,064 |
|
New Relic, Inc.* |
|
|
59,967 |
|
3,961 |
|
OneSpan, Inc.* |
|
|
83,023 |
|
4,295 |
|
Progress Software Corp. |
|
|
157,541 |
|
1,068 |
|
QAD, Inc. |
|
|
45,070 |
|
2,317 |
|
Qualys, Inc.* |
|
|
227,089 |
|
5,408 |
|
SailPoint Technologies Holding, Inc.* |
|
|
213,995 |
|
769 |
|
Sapiens International Corp. NV |
|
|
23,516 |
|
1,739 |
|
Secureworks Corp.* |
|
|
19,807 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Software, continued |
|
|
|
|
539 |
|
Shotspotter, Inc.* |
|
$ |
16,731 |
|
684 |
|
Sps Commerce, Inc.* |
|
|
53,263 |
|
5,449 |
|
Synacor, Inc.* |
|
|
8,228 |
|
3,280 |
|
Synchronoss Technologies, Inc.* |
|
|
9,873 |
|
7,906 |
|
Telenav, Inc.* |
|
|
28,462 |
|
870 |
|
Upland Software, Inc.* |
|
|
32,799 |
|
3,799 |
|
Verint Systems, Inc.* |
|
|
183,036 |
|
11,535 |
|
Xperi Holding Corp. |
|
|
132,537 |
|
1,800 |
|
Zix Corp.* |
|
|
10,512 |
|
|
|
|
|
|
4,534,762 |
|
Specialty Retail (4.1%): |
|
|
|
|
5,461 |
|
Aarons, Inc. |
|
|
309,366 |
|
3,905 |
|
Abercrombie & Fitch Co., Class A |
|
|
54,397 |
|
15,268 |
|
American Eagle Outfitters, Inc.^ |
|
|
226,119 |
|
767 |
|
Americas Car Mart, Inc.* |
|
|
65,103 |
|
1,933 |
|
Asbury Automotive Group, Inc.* |
|
|
188,371 |
|
3,093 |
|
At Home Group, Inc.* |
|
|
45,962 |
|
6,085 |
|
AutoNation, Inc.* |
|
|
322,079 |
|
7,305 |
|
Barnes & Noble Education, Inc.* |
|
|
18,847 |
|
7,174 |
|
Bed Bath & Beyond, Inc.^ |
|
|
107,467 |
|
4,102 |
|
Big 5 Sporting Goods Corp.^ |
|
|
30,683 |
|
3,574 |
|
Boot Barn Holdings, Inc.* |
|
|
100,572 |
|
1,732 |
|
Build-A-Bear Workshop, Inc.* |
|
|
4,330 |
|
3,926 |
|
Caleres, Inc. |
|
|
37,533 |
|
2,599 |
|
Cato Corp., Class A |
|
|
20,324 |
|
16,720 |
|
Chicos FAS, Inc. |
|
|
16,260 |
|
1,594 |
|
Citi Trends, Inc. |
|
|
39,818 |
|
3,051 |
|
Conns, Inc.* |
|
|
32,280 |
|
7,160 |
|
Designer Brands, Inc., Class A |
|
|
38,879 |
|
5,615 |
|
Dicks Sporting Goods, Inc. |
|
|
324,996 |
|
11,002 |
|
Express, Inc.* |
|
|
6,711 |
|
406 |
|
Five Below, Inc.* |
|
|
51,562 |
|
3,521 |
|
Floor & Decor Holdings, Inc., Class A* |
|
|
263,371 |
|
7,967 |
|
Foot Locker, Inc. |
|
|
263,150 |
|
367 |
|
Francescas Holdings Corp.*^ |
|
|
984 |
|
5,741 |
|
GameStop Corp., Class A*^ |
|
|
58,558 |
|
5,731 |
|
Gap, Inc. (The) |
|
|
97,599 |
|
2,011 |
|
Genesco, Inc.* |
|
|
43,317 |
|
977 |
|
Group 1 Automotive, Inc. |
|
|
86,357 |
|
6,148 |
|
Guess?, Inc. |
|
|
71,440 |
|
2,764 |
|
Haverty Furniture Cos., Inc. |
|
|
57,878 |
|
2,444 |
|
Hibbett Sports, Inc.* |
|
|
95,854 |
|
2,615 |
|
Lithia Motors, Inc., Class A |
|
|
596,062 |
|
1,529 |
|
Lumber Liquidators Holdings, Inc.* |
|
|
33,714 |
|
2,422 |
|
MarineMax, Inc.* |
|
|
62,173 |
|
8,315 |
|
Michaels Cos., Inc. (The)*^ |
|
|
80,281 |
|
3,427 |
|
Monro, Inc. |
|
|
139,033 |
|
2,989 |
|
Murphy U.S.A., Inc.* |
|
|
383,399 |
|
4,523 |
|
National Vision Holdings, Inc.* |
|
|
172,960 |
|
4,205 |
|
ODP Corp. (The)* |
|
|
81,787 |
|
5,676 |
|
Penske Automotive Group, Inc. |
|
|
270,518 |
|
3,598 |
|
Rent-A-Center, Inc. |
|
|
107,544 |
|
929 |
|
RH* |
|
|
355,454 |
|
7,968 |
|
Sally Beauty Holdings, Inc.* |
|
|
69,242 |
|
909 |
|
Shoe Carnival, Inc. |
|
|
30,524 |
|
4,149 |
|
Signet Jewelers, Ltd. |
|
|
77,586 |
|
2,722 |
|
Sleep Number Corp.* |
|
|
133,133 |
|
2,525 |
|
Sonic Automotive, Inc., Class A |
|
|
101,404 |
|
2,363 |
|
Sportsmans Warehouse Holdings, Inc.* |
|
|
33,815 |
|
289 |
|
Tandy Leather Factory, Inc.* |
|
|
922 |
|
5,592 |
|
The Buckle, Inc. |
|
|
114,021 |
|
1,798 |
|
The Childrens Place, Inc. |
|
|
50,973 |
|
6,893 |
|
The Container Store Group, Inc.*^ |
|
|
42,806 |
|
2,271 |
|
Tillys, Inc. |
|
|
13,694 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Specialty Retail, continued |
|
|
|
|
6,609 |
|
Urban Outfitters, Inc.* |
|
$ |
137,533 |
|
399 |
|
Winmark Corp. |
|
|
68,700 |
|
3,106 |
|
Zumiez, Inc.* |
|
|
86,409 |
|
|
|
|
|
|
6,323,854 |
|
Technology Hardware, Storage & Peripherals (0.4%): |
|
|
|
|
6,969 |
|
3D Systems Corp.* |
|
|
34,218 |
|
1,308 |
|
AstroNova, Inc. |
|
|
10,490 |
|
7,288 |
|
Avid Technology, Inc.* |
|
|
62,385 |
|
1,901 |
|
CCUR Holdings, Inc. |
|
|
5,627 |
|
7,802 |
|
NCR Corp.* |
|
|
172,736 |
|
16,452 |
|
Pure Storage, Inc., Class A* |
|
|
253,197 |
|
3,811 |
|
Stratasys, Ltd.* |
|
|
47,523 |
|
2,418 |
|
Super Micro Computer, Inc.* |
|
|
63,835 |
|
1,590 |
|
TransAct Technologies, Inc. |
|
|
7,950 |
|
|
|
|
|
|
657,961 |
|
Textiles, Apparel & Luxury Goods (1.7%): |
|
|
|
|
5,043 |
|
Capri Holdings, Ltd.* |
|
|
90,774 |
|
2,989 |
|
Carters, Inc. |
|
|
258,788 |
|
200 |
|
Columbia Sportswear Co. |
|
|
17,396 |
|
6,030 |
|
Crocs, Inc.* |
|
|
257,662 |
|
2,291 |
|
Culp, Inc. |
|
|
28,454 |
|
2,020 |
|
Deckers Outdoor Corp.* |
|
|
444,420 |
|
1,291 |
|
Fossil Group, Inc.* |
|
|
7,410 |
|
5,012 |
|
G-III Apparel Group, Ltd.* |
|
|
65,707 |
|
22,193 |
|
Hanesbrands, Inc. |
|
|
349,540 |
|
3,853 |
|
Kontoor Brands, Inc. |
|
|
93,243 |
|
816 |
|
Lakeland Industries, Inc.* |
|
|
16,157 |
|
1,737 |
|
Oxford Industries, Inc. |
|
|
70,105 |
|
348 |
|
PVH Corp. |
|
|
20,755 |
|
1,515 |
|
Rocky Brands, Inc. |
|
|
37,617 |
|
2,940 |
|
Skechers U.S.A., Inc., Class A* |
|
|
88,847 |
|
8,248 |
|
Steven Madden, Ltd. |
|
|
160,836 |
|
418 |
|
Superior Group of Cos., Inc. |
|
|
9,710 |
|
1,599 |
|
Tapestry, Inc. |
|
|
24,992 |
|
2,457 |
|
Under Armour, Inc., Class A* |
|
|
27,592 |
|
14,317 |
|
Under Armour, Inc., Class C* |
|
|
140,879 |
|
957 |
|
Unifi, Inc.* |
|
|
12,288 |
|
1,916 |
|
Vera Bradley, Inc.* |
|
|
11,707 |
|
8,858 |
|
Wolverine World Wide, Inc. |
|
|
228,891 |
|
|
|
|
|
|
2,463,770 |
|
Thrifts & Mortgage Finance (2.0%): |
|
|
|
|
6,216 |
|
Axos Financial, Inc.* |
|
|
144,895 |
|
2,838 |
|
BankFinancial Corp. |
|
|
20,490 |
|
2,024 |
|
Bridgewater Bancshares, Inc.* |
|
|
19,208 |
|
10,099 |
|
Capitol Federal Financial, Inc. |
|
|
93,567 |
|
280 |
|
Citizens Community Bancorp, Inc. |
|
|
1,929 |
|
6,764 |
|
Columbia Financial, Inc.* |
|
|
75,080 |
|
3,896 |
|
Dime Community Bancshares, Inc. |
|
|
44,064 |
|
1,537 |
|
ESSA Bancorp, Inc. |
|
|
18,951 |
|
4,198 |
|
Essent Group, Ltd. |
|
|
155,368 |
|
696 |
|
Federal Agricultural Mortgage Corp. |
|
|
44,307 |
|
242 |
|
First Capital, Inc.^ |
|
|
13,564 |
|
6,050 |
|
Flagstar Bancorp, Inc. |
|
|
179,262 |
|
659 |
|
FS Bancorp, Inc. |
|
|
27,019 |
|
195 |
|
Guaranty Federal Bankshares, Inc.^ |
|
|
2,703 |
|
301 |
|
Hingham Institution for Savings |
|
|
55,384 |
|
629 |
|
HMN Financial, Inc.* |
|
|
8,341 |
|
973 |
|
Home Bancorp, Inc. |
|
|
23,498 |
|
43 |
|
Home Federal Bancorp, Inc. |
|
|
989 |
|
1,829 |
|
HomeStreet, Inc. |
|
|
47,115 |
|
869 |
|
IF Bancorp, Inc. |
|
|
13,443 |
|
5,672 |
|
Kearny Financial Corp. |
|
|
40,895 |
|
390 |
|
Kentucky First Federal Bancorp |
|
|
2,367 |
|
955 |
|
LendingTree, Inc.* |
|
|
293,081 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Thrifts & Mortgage Finance, continued |
|
|
|
|
1,892 |
|
Luther Burbank Corp. |
|
$ |
15,798 |
|
940 |
|
Malvern Bancorp, Inc.* |
|
|
11,092 |
|
1,234 |
|
Merchants BanCorp |
|
|
24,322 |
|
3,912 |
|
Meridian Bancorp, Inc. |
|
|
40,489 |
|
3,591 |
|
Meta Financial Group, Inc. |
|
|
69,019 |
|
7,203 |
|
Mr Cooper Group, Inc.* |
|
|
160,771 |
|
13,183 |
|
New York Community Bancorp, Inc. |
|
|
109,023 |
|
4,642 |
|
NMI Holdings, Inc., Class A* |
|
|
82,628 |
|
4,278 |
|
Northfield Bancorp, Inc. |
|
|
39,015 |
|
9,597 |
|
Northwest Bancshares, Inc. |
|
|
88,292 |
|
4,063 |
|
Oceanfirst Financial Corp. |
|
|
55,622 |
|
198 |
|
Oconee Federal Financial Corp. |
|
|
4,316 |
|
1,129 |
|
Ocwen Financial Corp.* |
|
|
23,844 |
|
2,010 |
|
PCSB Financial Corp. |
|
|
24,261 |
|
4,213 |
|
PennyMac Financial Services, Inc. |
|
|
244,861 |
|
2,359 |
|
Premier Financial Corp. |
|
|
36,741 |
|
1,677 |
|
Provident Financial Holdings, Inc. |
|
|
19,956 |
|
3,721 |
|
Provident Financial Services, Inc. |
|
|
45,396 |
|
1,685 |
|
Prudential Bancorp, Inc. |
|
|
17,760 |
|
1,982 |
|
Riverview Bancorp, Inc. |
|
|
8,225 |
|
3,255 |
|
Security National Financial Corp., Class A* |
|
|
20,832 |
|
671 |
|
Severn Bancorp, Inc. |
|
|
4,355 |
|
707 |
|
Southern Missouri Bancorp, Inc. |
|
|
16,671 |
|
1,053 |
|
Sterling Bancorp, Inc. |
|
|
3,170 |
|
1,815 |
|
Territorial Bancorp, Inc. |
|
|
36,717 |
|
7,314 |
|
TrustCo Bank Corp NY |
|
|
38,179 |
|
5,637 |
|
Washington Federal, Inc. |
|
|
117,588 |
|
2,217 |
|
Waterstone Financial, Inc. |
|
|
34,341 |
|
3,622 |
|
Wawlker & Dunlop, Inc. |
|
|
191,967 |
|
3,601 |
|
Western New England BanCorp, Inc. |
|
|
20,274 |
|
3,988 |
|
WSFS Financial Corp. |
|
|
107,556 |
|
35 |
|
WVS Financial Corp. |
|
|
466 |
|
|
|
|
|
|
3,039,067 |
|
Tobacco (0.1%): |
|
|
|
|
491 |
|
Turning Point Brands, Inc. |
|
|
13,699 |
|
975 |
|
Universal Corp. |
|
|
40,833 |
|
14,329 |
|
Vector Group, Ltd. |
|
|
138,848 |
|
|
|
|
|
|
193,380 |
|
Trading Companies & Distributors (1.7%): |
|
|
|
|
4,708 |
|
Air Lease Corp. |
|
|
138,509 |
|
4,038 |
|
Applied Industrial Technologies, Inc. |
|
|
222,494 |
|
7,390 |
|
Beacon Roofing Supply, Inc.* |
|
|
229,607 |
|
5,882 |
|
BMC Stock Holdings, Inc.* |
|
|
251,926 |
|
1,906 |
|
CAI International, Inc. |
|
|
52,472 |
|
2,504 |
|
DXP Enterprises, Inc.* |
|
|
40,390 |
|
1,463 |
|
EVI Industries, Inc.* |
|
|
38,930 |
|
2,365 |
|
GATX Corp. |
|
|
150,769 |
|
573 |
|
GMS, Inc.* |
|
|
13,809 |
|
1,239 |
|
H&E Equipment Services, Inc. |
|
|
24,359 |
|
1,516 |
|
Herc Holdings, Inc.* |
|
|
60,049 |
|
2,033 |
|
Kaman Corp., Class A |
|
|
79,226 |
|
989 |
|
Lawson Products, Inc.* |
|
|
40,579 |
|
4,569 |
|
MRC Global, Inc.* |
|
|
19,555 |
|
1,136 |
|
MSC Industrial Direct Co., Inc., Class A |
|
|
71,886 |
|
7,964 |
|
NOW, Inc.* |
|
|
36,157 |
|
2,681 |
|
Rush Enterprises, Inc., Class A |
|
|
135,498 |
|
1,602 |
|
SiteOne Landscape Supply, Inc.* |
|
|
195,364 |
|
3,203 |
|
Systemax, Inc. |
|
|
76,680 |
|
5,114 |
|
Textainer Group Holdings, Ltd.* |
|
|
72,414 |
|
2,765 |
|
Titan Machinery, Inc.* |
|
|
36,581 |
|
577 |
|
Transcat, Inc.* |
|
|
16,906 |
|
5,731 |
|
Triton International, Ltd. |
|
|
233,080 |
|
5,651 |
|
Univar Solutions, Inc.* |
|
|
95,389 |
|
2,676 |
|
Veritiv Corp.* |
|
|
33,878 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Trading Companies & Distributors, continued |
|
|
|
|
4,418 |
|
WESCO International, Inc.* |
|
$ |
194,480 |
|
|
|
|
|
|
2,560,987 |
|
Transportation Infrastructure (0.1%): |
|
|
|
|
5,836 |
|
Macquarie Infrastructure Corp. |
|
|
156,930 |
|
Water Utilities (0.6%): |
|
|
|
|
3,565 |
|
American States Water Co. |
|
|
267,196 |
|
1,221 |
|
Artesian Resources Corp. |
|
|
42,088 |
|
5,139 |
|
California Water Service Group |
|
|
223,290 |
|
2,756 |
|
Consolidated Water Co., Ltd. |
|
|
28,690 |
|
1,275 |
|
Middlesex Water Co. |
|
|
79,241 |
|
2,502 |
|
Pure Cycle Corp.* |
|
|
22,543 |
|
1,815 |
|
SJW Group |
|
|
110,461 |
|
1,259 |
|
York Water Co. (The) |
|
|
53,218 |
|
|
|
|
|
|
826,727 |
|
Wireless Telecommunication Services (0.4%): |
|
|
|
|
4,604 |
|
Boingo Wireless, Inc.* |
|
|
46,938 |
|
5,608 |
|
Shenandoah Telecommunications Co. |
|
|
249,191 |
|
2,722 |
|
Spok Holdings, Inc. |
|
|
25,886 |
|
9,308 |
|
Telephone & Data Systems, Inc. |
|
|
171,640 |
|
2,672 |
|
United States Cellular Corp.* |
|
|
78,904 |
|
|
|
|
|
|
572,559 |
|
Total Common Stocks (Cost $143,696,986) |
|
|
148,464,559 |
|
Preferred Stocks (0.1%): |
|
|
|
|
Air Freight & Logistics (0.0%): |
|
|
|
|
38 |
|
Air T Funding, 6/7/49 |
|
|
798 |
|
Internet & Direct Marketing Retail
(0.0%): |
|
|
|
|
499 |
|
Qurate Retail, Inc., 8.00%, 3/15/31 |
|
|
49,152 |
|
Media
(0.0%): |
|
|
|
|
430 |
|
GCI Liberty, Inc., Series A, 71.43% |
|
|
12,040 |
|
Trading Companies & Distributors (0.1%): |
|
|
|
|
2,540 |
|
WESCO International, Inc., Series A, 10.63% |
|
|
71,120 |
|
Total Preferred Stocks (Cost $115,606) |
|
|
133,110 |
|
Rights
(0.0%): |
|
|
|
|
Biotechnology
(0.0%): |
|
|
|
|
8,857 |
|
Achillion Pharm CVR, Expires on 1/29/21* |
|
|
1,528 |
|
4,400 |
|
Progenics Pharmaceuticals, Inc., Expires on 1/3/22* |
|
|
188 |
|
|
|
|
|
|
1,716 |
|
Diversified Financial Services (0.0%): |
|
|
|
|
6,056 |
|
NewStar Financial, Inc. CVR, Expires on 12/31/49* |
|
|
615 |
|
Media
(0.0%): |
|
|
|
|
21,894 |
|
Media General, Inc. CVR, Expires on 12/31/49* |
|
|
2,054 |
|
Total Rights (Cost $10,055) |
|
|
4,385 |
|
Short-Term Securities Held as Collateral for Securities on Loan (1.6%): |
|
|
|
|
2,406,082 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(b)(c) |
|
|
2,406,082 |
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $2,406,082) |
|
|
2,406,082 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL DFA U.S. Small Cap Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
|
Unaffiliated Investment Companies (0.3%): |
|
|
|
|
|
|
Money Markets (0.3%): |
|
|
|
|
393,025 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
$ |
393,025 |
|
Total Unaffiliated Investment Companies (Cost $393,025) |
|
|
393,025 |
|
Total Investment Securities
(Cost $146,621,754) - 101.6% |
|
|
151,401,161 |
|
Net other assets (liabilities) - (1.6)% |
|
|
(2,453,762) |
|
|
|
Net Assets - 100.0% |
|
|
$148,947,399 |
|
|
|
|
|
|
Percentages indicated are based on net
assets as of September 30, 2020.
|
|
|
|
|
ADR |
|
- |
|
American Depository Receipt |
CVR |
|
- |
|
Contingency Valued Rights |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $2,357,181. |
|
Represents less than 0.05%. |
(a) |
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of
September 30, 2020. The total of all such securities represent 0.00% of the net assets of the fund. |
(b) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(c) |
The rate represents the effective yield at September 30, 2020. |
|
Amounts shown as are either $0 or rounds to less than $1.
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Asset Backed Securities (3.2%): |
|
|
|
|
$2,360,235 |
|
American Homes 4 Rent LLC, Class A, Series 2014-SFR3, 3.68%, 12/17/36(a) |
|
$ |
2,532,037 |
|
1,640,000 |
|
Benchmark Mortgage Trust, Class A4, Series 2018-B7, 4.51%, 11/15/51 |
|
|
2,005,261 |
|
3,257,872 |
|
Chesapeake Funding II LLC, Class A1, Series 2018-1A, 3.04%, 4/15/30(a) |
|
|
3,307,261 |
|
885,000 |
|
Citibank Credit Card Issuance Trust, Class A7, Series 2018-A7, 3.96%, 10/15/30 |
|
|
1,067,992 |
|
160,000 |
|
Credit Acceptance Auto Loan Trust, Class A, Series 20-2A, 1.37%, 7/16/29(a) |
|
|
161,904 |
|
4,190,369 |
|
Credit Acceptance Auto Loan Trust, Class A, Series 2018-3A, 3.55%, 8/15/27, Callable 10/15/21 @ 100(a) |
|
|
4,251,063 |
|
2,465,000 |
|
Ford Credit Floorplan Master Owner Trust, Class A, Series 2019-2, 3.06%, 4/15/26 |
|
|
2,665,358 |
|
3,399,000 |
|
Ford Credit Floorplan Master Owner Trust, Class A, Series 2019-4, 2.44%, 9/15/26 |
|
|
3,610,692 |
|
3,041,204 |
|
LoanCore Issuer, Ltd., Class A, Series 2018-CRE1, 1.28%(US0001M+113bps), 5/15/28, Callable 10/15/20 @ 100(a) |
|
|
3,026,022 |
|
6,223,284 |
|
Navient Private Education Refi Loan Trust, Class A, Series 20-FA, 1.22%, 7/15/69, Callable 11/15/27 @ 100(a) |
|
|
6,230,213 |
|
795,842 |
|
Navient Student Loan Trust, Class A2A, Series 2016-AA, 3.91%, 12/15/45, Callable 12/15/30 @ 100(a) |
|
|
831,154 |
|
461,000 |
|
Navient Student Loan Trust, Class A2, Series 2018-EA, 4.00%, 12/15/59, Callable 4/15/26 @ 100(a) |
|
|
479,070 |
|
1,000,000 |
|
Navient Student Loan Trust, Class A2B, Series 2020-CA, 1.75%(US0001M+160bps), 11/15/68, Callable 4/15/30 @ 100(a) |
|
|
1,018,193 |
|
2,550,000 |
|
Navient Student Loan Trust, Class A2B, Series 2019-D, 1.20%(US0001M+105bps), 12/15/59, Callable 4/15/30 @ 100(a) |
|
|
2,556,355 |
|
2,440,000 |
|
Nissan Master Owner Trust Receivables, Class A, Series 2019-B, 0.58%(US0001M+43bps), 11/15/23 |
|
|
2,443,598 |
|
3,510,000 |
|
SMB Private Education Loan Trust, Class A1A, Series BA, 1.29%, 7/15/53, Callable 6/15/29 @ 100(a) |
|
|
3,497,124 |
|
182,960 |
|
SMB Private Education Loan Trust, Class A2A, Series 2015-B, 2.98%, 7/15/27, Callable 11/15/27 @ 100(a) |
|
|
185,059 |
|
410,000 |
|
SMB Private Education Loan Trust, Class A2B, Series 2020-A, 0.98%(US0001M+83bps), 9/15/37(a) |
|
|
403,905 |
|
3,222,339 |
|
SMB Private Education Loan Trust, Class A2A, Series 2018-B, 3.60%, 1/15/37(a) |
|
|
3,383,295 |
|
1,466,006 |
|
SMB Private Education Loan Trust, Class A2A, Series 2017-A, 2.88%, 9/15/34(a) |
|
|
1,513,614 |
|
1,081,125 |
|
SMB Private Education Loan Trust, Class A2A, Series 2017-B, 2.82%, 10/15/35(a) |
|
|
1,116,478 |
|
648,675 |
|
SMB Private Education Loan Trust, Class A2B, Series 2017-B, 0.90%(US0001M+75bps), 10/15/35(a) |
|
|
643,900 |
|
187,123 |
|
SMB Private Education Loan Trust, Class A2A, Series 2016-A, 2.70%, 5/15/31(a)(b) |
|
|
191,618 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Asset Backed Securities, continued |
|
|
|
|
$49,751 |
|
SoFi Professional Loan Program, Class A2B, Series 2016-D, 2.34%, 4/25/33, Callable 3/25/25 @ 100(a) |
|
$ |
50,650 |
|
914,480 |
|
SoFi Professional Loan Program, Class A2, Series 2015-d, 2.72%, 10/27/36, Callable 1/25/23 @ 100(a) |
|
|
931,192 |
|
1,700,000 |
|
SoFi Professional Loan Program, Class A2FX, Series 2020-A, 2.54%, 5/15/46, Callable 7/15/28 @ 100(a) |
|
|
1,764,673 |
|
1,170,000 |
|
SoFi Professional Loan Program, Class A2FX, Series 2019-B, 3.09%, 8/17/48, Callable 10/15/27 @ 100(a) |
|
|
1,217,046 |
|
294,409 |
|
SoFi Professional Loan Program, Class A2, Series 2015-C, 2.51%, 8/25/33, Callable 12/25/21 @ 100(a) |
|
|
298,144 |
|
1,524,062 |
|
SoFi Professional Loan Program, Class AFX, Series 2020-C, 1.95%, 2/15/46, Callable 4/15/29 @ 100(a) |
|
|
1,553,157 |
|
4,778,098 |
|
SoFi Professional Loan Program, Class A2FX, Series 2017-F, 2.84%, 1/25/41, Callable 3/25/26 @ 100(a) |
|
|
4,913,486 |
|
7,520,000 |
|
Westlake Automobile Receivables Trust, Class A2, Series 2020-1A, 1.44%, 9/15/23, Callable 7/15/23 @ 100(a) |
|
|
7,576,709 |
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $63,564,098) |
|
|
65,426,223 |
|
|
|
|
|
|
|
|
Collateralized Mortgage Obligations (4.8%): |
|
|
|
|
1,735,000 |
|
Arbor Multifamily Mortgage Securities Trust, Class A5, Series 2020-MF1, 2.76%, 5/15/53(a) |
|
|
1,898,184 |
|
3,850,000 |
|
Barclays Commercial Mortgage Trust, Class A, Series 2018-TALL, 0.87%(US0001M+72bps), 3/15/37(a) |
|
|
3,686,645 |
|
668,000 |
|
Benchmark Mortgage Trust, Class C, Series 2019-B15, 3.84%, 12/15/72 |
|
|
665,214 |
|
1,250,000 |
|
Benchmark Mortgage Trust, Class B, Series 2019-B15, 3.56%, 12/15/72 |
|
|
1,371,788 |
|
1,332,000 |
|
BF Mortgage Trust, Class B, Series 2019-NYT, 1.55%(US0001M+140bps), 11/15/35(a) |
|
|
1,303,588 |
|
2,284,011 |
|
BX Commercial Mortgage Trust, Class A, Series 2019-XL, 1.07%(US0001M+92bps), 10/15/36(a) |
|
|
2,283,097 |
|
4,121,228 |
|
BX Commercial Mortgage Trust, Class A, Series 2020-BXLP, 0.95%(US0001M+80bps), 12/15/29(a) |
|
|
4,116,076 |
|
551,000 |
|
BX Trust, Class D, Series 2019-OC11, 4.08%, 12/9/41(a) |
|
|
530,574 |
|
1,242,000 |
|
BX Trust, Class A, Series 2019-OC11, 3.20%, 12/9/41(a) |
|
|
1,310,397 |
|
603,000 |
|
Cantor Commercial Real Estate Lending, Class B, Series 2019-CF3, 3.50%, 1/15/53(b) |
|
|
638,438 |
|
1,270,000 |
|
Cantor Commercial Real Estate Lending, Class A4, Series 2019-CF2, 2.62%, 11/15/52 |
|
|
1,367,180 |
|
760,000 |
|
CGRBS Commercial Mortgage Trust, Class A, Series 2013-VN05, 3.37%, 3/13/35(a) |
|
|
797,620 |
|
939,935 |
|
Chase Home Lending Mortgage Trust, Class A11, Series 2019-ATR2, 1.05%(US0001M+90bps), 7/25/49, Callable 2/25/23 @ 100(a) |
|
|
936,797 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$2,777,018 |
|
CIM Trust, Class A11, Series 2019-INV3, 1.13%(US0001M+100bps), 8/25/49, Callable 2/25/25 @ 100(a) |
|
$ |
2,776,909 |
|
3,360,000 |
|
Cityline Commercial Mortgage Trust, Class A, Series 2016-CLNE, 2.87%, 11/10/31(a)(b) |
|
|
3,441,614 |
|
3,075,000 |
|
Commercial Mortgage Loan Trust, Class A4, Series 2015-CCRE26, 3.63%, 10/10/48, Callable 8/10/25 @ 100 |
|
|
3,426,842 |
|
1,015,000 |
|
Commercial Mortgage Loan Trust, Class D, Series 2013-WWP, 3.90%, 3/10/31, Callable 3/10/23 @ 100(a) |
|
|
1,071,870 |
|
667,000 |
|
Commercial Mortgage Loan Trust, Class A5, Series 2015-CR24, 3.70%, 8/10/48 |
|
|
743,952 |
|
1,279,058 |
|
Commercial Mortgage Loan Trust, Class AM, Series 2013-CR7, 3.31%, 3/10/46, Callable 4/6/23 @ 100(a) |
|
|
1,342,307 |
|
3,870,000 |
|
Cosmopolitan Hotel Trust, Class A, Series 2017-CSMO, 1.08%(US0001M+93bps), 11/15/36(a) |
|
|
3,739,891 |
|
2,306,000 |
|
Credit Suisse Mortgage Capital Certificates, Class A, Series 20-NET, 2.26%, 8/15/37(a) |
|
|
2,380,276 |
|
210,000 |
|
CSAIL Commercial Mortgage Trust, Class A5, Series 2018-CX11, 4.03%, 4/15/51(b) |
|
|
244,171 |
|
1,797,000 |
|
CSAIL Commercial Mortgage Trust, Class A5, Series 2019-C17, 3.02%, 9/15/52 |
|
|
1,989,980 |
|
1,982,465 |
|
Flagstar Mortgage Trust, Class A11, Series 2019-1, 1.10%(US0001M+95bps), 10/25/49, Callable 1/25/26 @ 100(a) |
|
|
1,986,457 |
|
1,375,511 |
|
FRESB Multifamily Mortgage Pass Through, Class A10H, Series 2019-SB60, 3.50%(US0001M+350bps), 1/25/39, Callable 12/1/28 @ 100 |
|
|
1,509,541 |
|
2,315,000 |
|
GS Mortgage Securities Trust, Class B, Series 2019-SOHO, 1.30%(US0001M+115bps), 6/15/36(a) |
|
|
2,238,975 |
|
1,525,000 |
|
IMT Trust, Class BFX, Series 2017-APTS, 3.61%, 6/15/34(a)(b) |
|
|
1,590,590 |
|
1,182,906 |
|
JP Morgan Mortgage Trust, Class A6, Series 2017-2, 3.00%, 5/25/47, Callable 11/25/23 @ 100(a)(b) |
|
|
1,196,207 |
|
1,575,230 |
|
JP Morgan Mortgage Trust, Class A11, Series 2019-INV3, 1.18%(US0001M+100bps), 5/25/50, Callable 4/25/26 @ 100(a) |
|
|
1,578,452 |
|
802,620 |
|
JP Morgan Mortgage Trust, Class A6, Series 2017-4, 3.00%, 11/25/48, Callable 10/25/22 @ 100(a)(b) |
|
|
805,301 |
|
2,132,413 |
|
JP Morgan Mortgage Trust, Class A11, Series 2019-INV2, 1.05%(US0001M+90bps), 2/25/50, Callable 8/25/28 @ 100(a) |
|
|
2,132,353 |
|
835,274 |
|
JP Morgan Mortgage Trust, Class A11, Series 2019-7, 1.05%(US0001M+90bps), 2/25/50, Callable 9/25/24 @ 100(a) |
|
|
835,239 |
|
2,279,855 |
|
JP Morgan Mortgage Trust, Class A11, Series 2019-LTV3, 1.03%(US0001M+85bps), 2/25/50, Callable 12/25/25 @ 100(a) |
|
|
2,275,029 |
|
1,120,000 |
|
JP Morgan Mortgage Trust, Class A5, Series 2019-LTV3, 3.50%, 2/25/50, Callable 12/25/25 @ 100(a)(b) |
|
|
1,120,692 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$1,268,132 |
|
JP Morgan Mortgage Trust, Class A4, Series 2017-1, 3.50%, 1/25/47, Callable 2/25/23 @ 100(a)(b) |
|
$ |
1,279,343 |
|
1,672,281 |
|
JP Morgan Mortgage Trust, Class A11, Series 2020-LTV1, 1.18%(US0001M+100bps), 6/25/50, Callable 9/25/24 @ 100(a) |
|
|
1,672,218 |
|
2,920,000 |
|
JPMDB Commercial Mortgage Securities Trust, Class A5, Series 2017-C5, 3.69%, 3/15/50, Callable 1/15/27 @ 100 |
|
|
3,335,516 |
|
4,719,085 |
|
JPMorgan Chase Commercial Mortgage Securities Corp., Class A4FX, Series 2012-CBX, 3.48%, 6/15/45(a) |
|
|
4,798,319 |
|
2,904,000 |
|
KNDL Mortgage Trust, Class A, Series 2019-KNSQ, 0.95%(US0001M+80bps), 5/15/36(a) |
|
|
2,898,889 |
|
1,300,000 |
|
Morgan Stanley Bank of America Merrill Lynch Trust, Class A3, Series 2015-C24, 3.48%, 5/15/48 |
|
|
1,432,262 |
|
4,960,000 |
|
Morgan Stanley Capital I Trust, Class A, Series 2014-MP, 3.47%, 8/11/33, Callable 8/11/21 @ 100(a) |
|
|
5,077,502 |
|
1,540,000 |
|
Morgan Stanley Capital I Trust, Class A4, Series 2016-BNK2, 3.05%, 11/15/49, Callable 10/15/26 @ 100 |
|
|
1,690,951 |
|
1,563,000 |
|
Morgan Stanley Capital I Trust, Class A, Series 2019-NUGS, 2.45%(US0001M+95bps), 12/15/36(a) |
|
|
1,562,859 |
|
3,602,999 |
|
One Lincoln Street Commercial Mortgage, Class A1, Series 2004-C3, 5.72%, 10/15/30(a)(b) |
|
|
3,989,241 |
|
2,570,424 |
|
Seasoned Credit Risk Transfer Trust, Class MA, Series 2019-2, 3.50%, 8/25/58 |
|
|
2,729,998 |
|
1,242,995 |
|
Seasoned Credit Risk Transfer Trust, Class MA, Series 2018-2, 3.50%, 11/25/57, Callable 7/25/31 @ 100 |
|
|
1,316,722 |
|
125,000 |
|
SG Commercial Mortgage Securities Trust, Class A4, Series 2016-C5, 3.06%, 10/10/48 |
|
|
135,015 |
|
171,684 |
|
SMB Private Education Loan Trust, Class A2A, Series 2016-B, 2.43%, 2/17/32(a)(b) |
|
|
174,881 |
|
388,839 |
|
Tharaldson Hotel Portfolio Trust, Class A, Series 2018-THL, 0.91%(US0001M+75bps), 11/11/34(a) |
|
|
372,799 |
|
1,460,000 |
|
VNO Mortgage Trust, Class A, Series 2013-PENN, 3.81%, 12/13/29, Callable 12/13/20 @ 100(a) |
|
|
1,459,693 |
|
1,250,000 |
|
Wells Fargo Commercial Mortgage Trust, Class AS, Series 2015-NXS1, 3.41%, 5/15/48 |
|
|
1,342,338 |
|
940,000 |
|
Wells Fargo Commercial Mortgage Trust, Class A4, Series 2018-C46, 4.15%, 8/15/51 |
|
|
1,105,083 |
|
775,000 |
|
Wells Fargo Commercial Mortgage Trust, Class A4, Series 2015-C28, 3.54%, 5/15/48 |
|
|
854,817 |
|
10,111,684 |
|
Wells Fargo Commercial Mortgage Trust, Class XA, Series 2016-LC25, 1.12%, 12/15/59(b) |
|
|
404,670 |
|
1,635,000 |
|
Wells Fargo Commercial Mortgage Trust, Class A4, Series 2015-NXS4, 3.72%, 12/15/48 |
|
|
1,833,490 |
|
|
|
|
|
|
|
|
Total Collateralized Mortgage Obligations (Cost
$97,300,665) |
|
|
98,798,852 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds (28.2%): |
|
|
|
|
Aerospace & Defense (1.3%): |
|
|
|
|
$1,784,000 |
|
BAE Systems Holdings, Inc., 3.80%, 10/7/24(a) |
|
$ |
1,975,673 |
|
245,000 |
|
BAE Systems Holdings, Inc., 3.85%, 12/15/25, Callable 9/15/25 @ 100(a) |
|
|
276,520 |
|
331,000 |
|
Boeing Co. (The), 2.80%, 3/1/24, Callable 2/1/24 @ 100 |
|
|
338,241 |
|
845,000 |
|
Boeing Co. (The), 5.93%, 5/1/60, Callable 11/1/59 @ 100 |
|
|
1,044,919 |
|
1,062,000 |
|
General Dynamics Corp., 3.50%, 4/1/27, Callable 2/1/27 @ 100 |
|
|
1,217,979 |
|
578,000 |
|
General Dynamics Corp., 3.75%, 5/15/28, Callable 2/15/28 @ 100 |
|
|
677,354 |
|
2,056,000 |
|
Harris Corp., 4.40%, 6/15/28, Callable 3/15/28 @ 100 |
|
|
2,450,603 |
|
1,517,000 |
|
Huntington Ingalls Industries, Inc., 3.48%, 12/1/27, Callable 9/1/27 @ 100 |
|
|
1,660,508 |
|
387,000 |
|
Huntington Ingalls Industries, Inc., 4.20%, 5/1/30, Callable 2/1/30 @ 100(a) |
|
|
444,120 |
|
110,000 |
|
L3Harris Technologies, Inc., 3.95%, 5/28/24, Callable 2/28/24 @ 100 |
|
|
121,236 |
|
1,715,000 |
|
L3Harris Technologies, Inc., 3.85%, 12/15/26, Callable 9/15/26 @ 100 |
|
|
1,972,831 |
|
828,000 |
|
Lockheed Martin Corp., 4.07%, 12/15/42 |
|
|
1,042,107 |
|
259,000 |
|
Lockheed Martin Corp., 4.70%, 5/15/46, Callable 11/15/45 @ 100 |
|
|
352,510 |
|
801,000 |
|
Lockheed Martin Corp., 2.80%, 6/15/50, Callable 12/15/49 @ 100 |
|
|
841,481 |
|
4,369,000 |
|
Northrop Grumman Corp., 2.93%, 1/15/25, Callable 11/15/24 @ 100 |
|
|
4,753,550 |
|
330,000 |
|
Northrop Grumman Corp., 4.03%, 10/15/47, Callable 4/15/47 @ 100 |
|
|
403,399 |
|
280,000 |
|
Raytheon Technologies Corp., 7.20%, 8/15/27(a) |
|
|
379,366 |
|
115,000 |
|
Raytheon Technologies Corp., 7.00%, 11/1/28(a) |
|
|
156,870 |
|
1,382,000 |
|
Raytheon Technologies Corp., 4.13%, 11/16/28, Callable 8/16/28 @ 100 |
|
|
1,634,457 |
|
365,000 |
|
Raytheon Technologies Corp., 2.25%, 7/1/30, Callable 4/1/30 @ 100 |
|
|
384,459 |
|
415,000 |
|
Raytheon Technologies Corp., 4.20%, 12/15/44, Callable 6/15/44 @ 100(a) |
|
|
471,660 |
|
488,000 |
|
Raytheon Technologies Corp., 3.75%, 11/1/46, Callable 5/1/46 @ 100 |
|
|
558,096 |
|
105,000 |
|
Textron, Inc., 3.88%, 3/1/25, Callable 12/1/24 @ 100 |
|
|
116,353 |
|
229,000 |
|
Textron, Inc., 4.00%, 3/15/26, Callable 12/15/25 @ 100 |
|
|
252,422 |
|
90,000 |
|
Textron, Inc., 3.65%, 3/15/27, Callable 12/15/26 @ 100 |
|
|
97,972 |
|
1,098,000 |
|
Textron, Inc., 3.90%, 9/17/29, Callable 6/17/29 @ 100 |
|
|
1,232,849 |
|
485,000 |
|
United Technologies Corp., 7.50%, 9/15/29 |
|
|
708,365 |
|
270,000 |
|
United Technologies Corp., 4.15%, 5/15/45, Callable 11/16/44 @ 100 |
|
|
325,243 |
|
|
|
|
|
|
|
|
|
|
|
|
|
25,891,143 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.2%): |
|
|
|
|
99,000 |
|
FedEx Corp., 3.10%, 8/5/29, Callable 5/5/29 @ 100 |
|
|
109,784 |
|
296,000 |
|
FedEx Corp., 3.88%, 8/1/42 |
|
|
326,104 |
|
184,000 |
|
FedEx Corp., 4.55%, 4/1/46, Callable 10/1/45 @ 100 |
|
|
223,174 |
|
695,000 |
|
United Parcel Service, Inc., 0.38%, 11/15/23, Callable 8/15/23 @ 100 |
|
|
825,817 |
|
994,000 |
|
United Parcel Service, Inc., 3.40%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
1,145,109 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Air Freight & Logistics, continued |
|
|
|
|
$1,492,000 |
|
United Parcel Service, Inc., 4.45%, 4/1/30, Callable 1/1/30 @ 100 |
|
$ |
1,867,087 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,497,075 |
|
|
|
|
|
|
|
|
Airlines (0.6%): |
|
|
|
|
1,635,000 |
|
Alaska Airlines Pass Through Trust, 4.80%, 2/15/29(a) |
|
|
1,708,575 |
|
936,940 |
|
American Airlines Pass Through Trust, Class B, Series 2015-2, 4.40%, 3/22/25 |
|
|
658,119 |
|
376,171 |
|
American Airlines Pass Through Trust, Class B, Series 2016-1, 5.25%, 7/15/25 |
|
|
257,139 |
|
85,669 |
|
American Airlines Pass Through Trust, Class B, Series 2017-1, 4.95%, 8/15/26 |
|
|
59,987 |
|
10,128 |
|
American Airlines Pass Through Trust, Class B, Series 2016-3, 3.75%, 4/15/27 |
|
|
6,980 |
|
199,447 |
|
American Airlines Pass Through Trust, Class B, Series 2017-2, 3.70%, 4/15/27 |
|
|
129,690 |
|
521,687 |
|
American Airlines Pass Through Trust, Class AA, Series 2015-2, 3.60%, 3/22/29 |
|
|
497,699 |
|
747,244 |
|
American Airlines Pass Through Trust, Class B, Series 2019-1, 3.85%, 8/15/29 |
|
|
493,181 |
|
225,472 |
|
American Airlines Pass Through Trust, Class AA, Series 2016-2, 3.20%, 12/15/29 |
|
|
211,706 |
|
451,355 |
|
American Airlines Pass Through Trust, Class AA, Series 2016-3, 3.00%, 4/15/30 |
|
|
426,893 |
|
179,839 |
|
American Airlines Pass Through Trust, Class AA, Series 2017-1, 3.65%, 8/15/30 |
|
|
171,765 |
|
709,445 |
|
American Airlines Pass Through Trust, Series 2019-1, 3.15%, 8/15/33 |
|
|
663,347 |
|
1,892,673 |
|
British Airways Pass Through Trust, Class A, Series 2019-1, 3.35%, 12/15/30(a) |
|
|
1,573,061 |
|
1,069,072 |
|
British Airways Pass Through Trust, Class AA, Series 2019-1, 3.30%, 6/15/34(a) |
|
|
984,982 |
|
550,000 |
|
Delta Air Lines Pass Through Trust, 2.00%, 12/10/29 |
|
|
528,229 |
|
505,000 |
|
Delta Airlines Pass Through Trust, Class AA, Series 2019-1, 3.20%, 10/25/25 |
|
|
500,074 |
|
1,495,000 |
|
JetBlue Pass Through Trust, Class A, Series 2020-1, 4.00%, 11/15/32 |
|
|
1,537,174 |
|
122,000 |
|
Southwest Airlines Co., 2.75%, 11/16/22, Callable 10/16/22 @ 100^ |
|
|
125,954 |
|
10,900 |
|
United Airlines Pass Through Trust, Class B, Series 2014-1, 4.75%, 10/11/23 |
|
|
9,993 |
|
54,065 |
|
United Airlines Pass Through Trust, Class B, Series 2014-2, 4.63%, 3/3/24 |
|
|
50,016 |
|
7,859 |
|
United Airlines Pass Through Trust, Class B, Series 2016-2, 3.65%, 4/7/27 |
|
|
5,933 |
|
55,012 |
|
United Airlines Pass Through Trust, Class B, Series 2016-1, 3.65%, 7/7/27 |
|
|
41,803 |
|
304,686 |
|
United Airlines Pass Through Trust, Class B, Series 2018-1, 4.60%, 9/1/27 |
|
|
241,310 |
|
12,099 |
|
United Airlines Pass Through Trust, Class AA, Series 2015-1, 3.45%, 6/1/29 |
|
|
11,735 |
|
462,000 |
|
United Airlines Pass Through Trust, Class B, Series 2019-2, 3.50%, 11/1/29 |
|
|
341,880 |
|
48,819 |
|
United Airlines Pass Through Trust, Class AA, Series 2016-2, 3.10%, 1/7/30 |
|
|
47,170 |
|
195,265 |
|
United Airlines Pass Through Trust, Class AA, Series 2019-2, 2.88%, 4/7/30 |
|
|
184,633 |
|
227,061 |
|
United Airlines Pass Through Trust, Class AA, Series 2018-1, 3.50%, 9/1/31 |
|
|
212,256 |
|
363,597 |
|
United Airlines Pass Through Trust, Class AA, Series 2016-1, 4.15%, 2/25/33 |
|
|
362,233 |
|
505,000 |
|
United Airlines Pass Through Trust, Class AA, Series 2019-2, 2.70%, 11/1/33 |
|
|
472,276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,515,793 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Automobiles (0.1%): |
|
|
|
|
$565,000 |
|
Daimler Finance North America LLC, 3.40%, 2/22/22(a) |
|
$ |
584,686 |
|
1,032,000 |
|
Daimler Finance North America LLC, 2.13%, 3/10/25(a) |
|
|
1,071,152 |
|
520,000 |
|
Volkswagen Group of America Finance LLC, 2.50%, 9/24/21(a) |
|
|
529,643 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,185,481 |
|
|
|
|
|
|
|
|
Banks (4.4%): |
|
|
|
|
2,337,000 |
|
Bank of America Corp., 3.00%(US0003M+79bps), 12/20/23, Callable 12/20/22 @ 100 |
|
|
2,444,747 |
|
4,058,000 |
|
Bank of America Corp., 3.55%(US0003M+78bps), 3/5/24, Callable 3/5/23 @ 100 |
|
|
4,311,694 |
|
225,000 |
|
Bank of America Corp., 3.86%(US0003M+94bps), 7/23/24, Callable 7/23/23 @ 100 |
|
|
243,001 |
|
1,223,000 |
|
Bank of America Corp., 4.20%, 8/26/24, MTN |
|
|
1,357,641 |
|
317,000 |
|
Bank of America Corp., Series L, 3.95%, 4/21/25 |
|
|
350,562 |
|
71,000 |
|
Bank of America Corp., 3.09%(US0003M+109bps), 10/1/25, Callable 10/1/24 @ 100 |
|
|
76,603 |
|
270,000 |
|
Bank of America Corp., 2.46%(US0003M+87bps), 10/22/25, Callable 10/22/24 @ 100, MTN |
|
|
284,569 |
|
1,447,000 |
|
Bank of America Corp., Series G, 4.45%, 3/3/26 |
|
|
1,665,891 |
|
1,228,000 |
|
Bank of America Corp., 3.56%(US0003M+106bps), 4/23/27, Callable 4/23/26 @ 100, MTN |
|
|
1,371,958 |
|
3,211,000 |
|
Bank of America Corp., 3.82%(US0003M+158bps), 1/20/28, Callable 1/20/27 @ 100, MTN |
|
|
3,636,779 |
|
2,237,000 |
|
Bank of America Corp., Series G, 3.59%(US0003M+137bps), 7/21/28, Callable 7/21/27 @ 100 |
|
|
2,506,923 |
|
2,579,000 |
|
Bank of America Corp., 4.27%(US0003M+131bps), 7/23/29, Callable 7/23/28 @ 100 |
|
|
3,024,484 |
|
318,000 |
|
Bank of America Corp., 3.19%(US0003M+118bps), 7/23/30, Callable 7/23/29 @ 100, MTN |
|
|
351,052 |
|
3,447,000 |
|
Bank of America Corp., 2.88%(US0003M+119bps), 10/22/30, Callable 10/22/29 @ 100, MTN |
|
|
3,708,741 |
|
926,000 |
|
Bank of America Corp., 2.50%(US0003M+99bps), 2/13/31, Callable 2/13/30 @ 100, MTN |
|
|
966,732 |
|
881,000 |
|
Bank of America Corp., 2.59%(SOFR+215bps), 4/29/31, Callable 4/29/30 @ 100 |
|
|
931,806 |
|
1,092,000 |
|
Bank of America Corp., 4.08%(US0003M+132bps), 4/23/40, Callable 4/23/39 @ 100, MTN |
|
|
1,302,543 |
|
590,000 |
|
Bank of America Corp., 2.68%(SOFR+193bps), 6/19/41, Callable 6/19/40 @ 100, MTN |
|
|
600,543 |
|
505,000 |
|
Bank of America Corp., 5.87%(US0003M+293bps), 12/31/99, Callable 3/15/28 @ 100 |
|
|
544,769 |
|
1,401,000 |
|
Citigroup, Inc., 3.14%(US0003M+1bps), 1/24/23, Callable 1/24/22 @ 100 |
|
|
1,445,678 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Banks, continued |
|
|
|
|
$120,000 |
|
Citigroup, Inc., 2.88%(US0003M+95bps), 7/24/23, Callable 7/24/22 @ 100 |
|
$ |
124,660 |
|
330,000 |
|
Citigroup, Inc., 1.68%(SOFR+2bps), 5/15/24, Callable 5/15/23 @ 100 |
|
|
337,780 |
|
1,449,000 |
|
Citigroup, Inc., 4.40%, 6/10/25 |
|
|
1,629,369 |
|
50,000 |
|
Citigroup, Inc., 4.60%, 3/9/26 |
|
|
57,129 |
|
3,136,000 |
|
Citigroup, Inc., 3.67%(US0003M+139bps), 7/24/28, Callable 7/24/27 @ 100 |
|
|
3,513,389 |
|
5,442,000 |
|
Citigroup, Inc., 2.98%(SOFR+142bps), 11/5/30, Callable 11/5/29 @ 100 |
|
|
5,868,126 |
|
505,000 |
|
JPMorgan Chase & Co., 2.63%, 4/23/21, MTN(a) |
|
|
601,812 |
|
694,000 |
|
JPMorgan Chase & Co., 3.56%(US0003M+73bps), 4/23/24, Callable 4/23/23 @ 100 |
|
|
741,598 |
|
8,561,000 |
|
JPMorgan Chase & Co., 3.80%(US0003M+89bps), 7/23/24, Callable 7/23/23 @ 100 |
|
|
9,255,914 |
|
5,623,000 |
|
JPMorgan Chase & Co., 4.02%(US0003M+100bps), 12/5/24, Callable 12/5/23 @ 100 |
|
|
6,158,018 |
|
595,000 |
|
JPMorgan Chase & Co., 2.00%(SOFR+159bps), 3/13/26, Callable 3/13/25 @ 100 |
|
|
616,686 |
|
1,246,000 |
|
JPMorgan Chase & Co., 3.30%, 4/1/26, Callable 1/1/26 @ 100 |
|
|
1,382,611 |
|
4,341,000 |
|
JPMorgan Chase & Co., 2.08%(SOFR+185bps), 4/22/26, Callable 4/22/25 @ 100 |
|
|
4,535,355 |
|
406,000 |
|
JPMorgan Chase & Co., 3.20%, 6/15/26, Callable 3/15/26 @ 100 |
|
|
449,243 |
|
8,000 |
|
JPMorgan Chase & Co., 4.25%, 10/1/27 |
|
|
9,308 |
|
4,693,000 |
|
JPMorgan Chase & Co., 3.78%(US0003M+134bps), 2/1/28, Callable 2/1/27 @ 100 |
|
|
5,295,562 |
|
1,550,000 |
|
JPMorgan Chase & Co., 2.18%(SOFR+189bps), 6/1/28, Callable 6/1/27 @ 100 |
|
|
1,617,248 |
|
1,401,000 |
|
JPMorgan Chase & Co., 4.00%(US0003M+112bps), 4/23/29, Callable 4/23/28 @ 100 |
|
|
1,623,667 |
|
367,000 |
|
JPMorgan Chase & Co., 4.45%(US0003M+133bps), 12/5/29, Callable 12/5/28 @ 100 |
|
|
441,438 |
|
279,000 |
|
JPMorgan Chase & Co., 4.26%(US0003M+158bps), 2/22/48, Callable 2/22/47 @ 100 |
|
|
350,009 |
|
189,000 |
|
JPMorgan Chase & Co., 4.03%(US0003M+146bps), 7/24/48, Callable 7/24/47 @ 100 |
|
|
227,888 |
|
185,000 |
|
JPMorgan Chase & Co., 3.96%(US0003M+138bps), 11/15/48, Callable 11/15/47 @ 100 |
|
|
224,662 |
|
511,000 |
|
JPMorgan Chase & Co., 3.11%(SOFR+244bps), 4/22/51, Callable 4/22/50 @ 100 |
|
|
544,091 |
|
6,000 |
|
SunTrust Bank, 3.53%(US0003M+50bps), 10/26/21, Callable 10/26/20 @ 100 |
|
|
6,000 |
|
356,000 |
|
Synovus Financial Corp., 3.13%, 11/1/22, Callable 10/1/22 @ 100 |
|
|
368,344 |
|
300,000 |
|
Truist Bank, 3.50%(US0003M+59bps), 8/2/22, Callable 8/2/21 @ 100 |
|
|
307,113 |
|
900,000 |
|
Wells Fargo & Co., 1.13%, 10/29/21, MTN(a) |
|
|
1,070,004 |
|
2,225,000 |
|
Wells Fargo & Co., 3.75%, 1/24/24, Callable 12/24/23 @ 100, MTN |
|
|
2,413,758 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Banks, continued |
|
|
|
|
$361,000 |
|
Wells Fargo & Co., 3.00%, 2/19/25 |
|
$ |
389,393 |
|
290,000 |
|
Wells Fargo & Co., 1.34%(EUR003M+167bps), 5/4/25, Callable 5/4/24 @ 100, MTN(a) |
|
|
349,002 |
|
3,777,000 |
|
Wells Fargo & Co., 2.41%(US0003M+83bps), 10/30/25, Callable 10/30/24 @ 100, MTN |
|
|
3,947,671 |
|
2,194,000 |
|
Wells Fargo & Co., 3.00%, 4/22/26 |
|
|
2,386,644 |
|
1,476,000 |
|
Wells Fargo & Co., 3.58%(US0003M+131bps), 5/22/28, Callable 5/22/27 @ 100, MTN |
|
|
1,645,743 |
|
624,000 |
|
Wells Fargo & Co., 2.88%(US0003M+117bps), 10/30/30, Callable 10/30/29 @ 100, MTN |
|
|
665,774 |
|
313,000 |
|
Wells Fargo & Co., 2.57%(US0003M+100bps), 2/11/31, Callable 2/11/30 @ 100, MTN |
|
|
327,032 |
|
556,000 |
|
Wells Fargo & Co., 3.07%(SOFR+253bps), 4/30/41, Callable 4/30/40 @ 100 |
|
|
576,240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
91,184,997 |
|
|
|
|
|
|
|
|
Beverages (0.8%): |
|
|
|
|
5,440,000 |
|
Anheuser-Busch Cos LLC/Anheuser-Busch InBev Worldwide, Inc., 4.70%, 2/1/36, Callable 8/1/35 @ 100 |
|
|
6,537,922 |
|
2,725,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.75%, 1/23/29, Callable 10/23/28 @ 100 |
|
|
3,317,268 |
|
240,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 3.50%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
274,237 |
|
423,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.90%, 1/23/31, Callable 10/23/30 @ 100 |
|
|
530,512 |
|
1,235,000 |
|
Coca-Cola Co. (The), 0.75%, 3/9/23, Callable 12/9/22 @ 100 |
|
|
1,475,045 |
|
2,067,000 |
|
Coca-Cola Co. (The), 3.38%, 3/25/27 |
|
|
2,368,712 |
|
644,000 |
|
Coca-Cola Co. (The), 2.13%, 9/6/29 |
|
|
687,526 |
|
85,000 |
|
Coca-Cola Co. (The), 2.75%, 6/1/60 |
|
|
86,301 |
|
390,000 |
|
Keurig Dr Pepper, Inc., 3.20%, 5/1/30, Callable 2/1/30 @ 100 |
|
|
435,518 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,713,041 |
|
|
|
|
|
|
|
|
Biotechnology (0.6%): |
|
|
|
|
140,000 |
|
Abbvie, Inc., 1.25%, 6/1/24, Callable 3/1/24 @ 100(a) |
|
|
170,085 |
|
1,346,000 |
|
AbbVie, Inc., 3.45%, 3/15/22, Callable 1/15/22 @ 100(a) |
|
|
1,397,513 |
|
160,000 |
|
AbbVie, Inc., 1.38%, 5/17/24, Callable 2/17/24 @ 100 |
|
|
195,000 |
|
137,000 |
|
AbbVie, Inc., 3.80%, 3/15/25, Callable 12/15/24 @ 100(a) |
|
|
152,647 |
|
430,000 |
|
AbbVie, Inc., 3.60%, 5/14/25, Callable 2/14/25 @ 100 |
|
|
475,538 |
|
997,000 |
|
AbbVie, Inc., 3.20%, 5/14/26, Callable 2/14/26 @ 100 |
|
|
1,096,188 |
|
1,240,000 |
|
AbbVie, Inc., 4.55%, 3/15/35, Callable 9/15/34 @ 100(a) |
|
|
1,520,215 |
|
1,318,000 |
|
AbbVie, Inc., 4.50%, 5/14/35, Callable 11/14/34 @ 100 |
|
|
1,596,547 |
|
472,000 |
|
AbbVie, Inc., 4.30%, 5/14/36, Callable 11/14/35 @ 100 |
|
|
555,409 |
|
851,000 |
|
Amgen, Inc., 2.45%, 2/21/30, Callable 11/21/29 @ 100 |
|
|
901,389 |
|
377,000 |
|
Amgen, Inc., 3.15%, 2/21/40, Callable 8/21/39 @ 100 |
|
|
396,305 |
|
120,000 |
|
Amgen, Inc., 5.15%, 11/15/41, Callable 5/15/41 @ 100 |
|
|
159,045 |
|
705,000 |
|
Amgen, Inc., 4.40%, 5/1/45, Callable 11/1/44 @ 100 |
|
|
869,562 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Biotechnology, continued |
|
|
|
|
$1,058,000 |
|
Biogen, Inc., 2.25%, 5/1/30, Callable 2/1/30 @ 100 |
|
$ |
1,081,974 |
|
176,000 |
|
Gilead Sciences, Inc., 1.20%, 10/1/27, Callable 8/1/27 @ 100 |
|
|
176,875 |
|
743,000 |
|
Gilead Sciences, Inc., 4.80%, 4/1/44, Callable 10/1/43 @ 100 |
|
|
957,044 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,701,336 |
|
|
|
|
|
|
|
|
Building Products (0.2%): |
|
|
|
|
2,991,000 |
|
Carrier Global Corp., 2.24%, 2/15/25, Callable 1/15/25 @ 100(a) |
|
|
3,117,899 |
|
|
|
|
|
|
|
|
Capital Markets (2.1%): |
|
|
|
|
50,000 |
|
Ares Capital Corp., 4.20%, 6/10/24, Callable 5/10/24 @ 100 |
|
|
51,938 |
|
2,221,000 |
|
Ares Capital Corp., 4.25%, 3/1/25, Callable 1/1/25 @ 100 |
|
|
2,295,352 |
|
104,000 |
|
Bank of New York Mellon Corp. (The), 2.10%, 10/24/24, MTN^ |
|
|
109,969 |
|
700,000 |
|
Bank of New York Mellon Corp. (The), 3.44%(US0003M+107bps), 2/7/28, Callable 2/7/27 @ 100, MTN |
|
|
803,057 |
|
370,000 |
|
Bank of New York Mellon Corp. (The), 4.62%(US0003M+313bps), 12/29/49, Callable 9/20/26 @ 100 |
|
|
376,938 |
|
537,000 |
|
Charles Schwab Corp. (The), 3.25%, 5/22/29, Callable 2/22/29 @ 100 |
|
|
616,779 |
|
1,435,000 |
|
Charles Schwab Corp. (The), Series E, 4.62%(US0003M+332bps), 12/29/49, Callable 3/1/22 @ 100 |
|
|
1,427,825 |
|
60,000 |
|
E*TRADE Financial Corp., 3.80%, 8/24/27, Callable 5/24/27 @ 100 |
|
|
67,433 |
|
210,000 |
|
Goldman Sachs Group, Inc. (The), 5.75%, 1/24/22 |
|
|
224,085 |
|
5,126,000 |
|
Goldman Sachs Group, Inc. (The), 2.88%(US0003M+82bps), 10/31/22, Callable 10/31/21 @ 100 |
|
|
5,247,722 |
|
1,460,000 |
|
Goldman Sachs Group, Inc. (The), 0.11%(EUR003M+55bps), 4/21/23, Callable 4/21/22 @ 100, MTN(a) |
|
|
1,712,542 |
|
55,000 |
|
Goldman Sachs Group, Inc. (The), 3.63%, 2/20/24, Callable 1/20/24 @ 100 |
|
|
59,588 |
|
337,000 |
|
Goldman Sachs Group, Inc. (The), 3.50%, 1/23/25, Callable 10/23/24 @ 100 |
|
|
369,011 |
|
3,745,000 |
|
Goldman Sachs Group, Inc. (The), 3.50%, 4/1/25, Callable 3/1/25 @ 100 |
|
|
4,129,626 |
|
1,358,000 |
|
Goldman Sachs Group, Inc. (The), 3.75%, 5/22/25, Callable 2/22/25 @ 100 |
|
|
1,509,994 |
|
2,082,000 |
|
Goldman Sachs Group, Inc. (The), 3.75%, 2/25/26, Callable 11/25/25 @ 100 |
|
|
2,342,587 |
|
425,000 |
|
Goldman Sachs Group, Inc. (The), 1.45%(US0003M+117bps), 5/15/26, Callable 5/15/25 @ 100 |
|
|
428,679 |
|
264,000 |
|
Goldman Sachs Group, Inc. (The), 3.50%, 11/16/26, Callable 11/16/25 @ 100 |
|
|
291,682 |
|
173,000 |
|
Goldman Sachs Group, Inc. (The), 3.85%, 1/26/27, Callable 1/26/26 @ 100 |
|
|
194,205 |
|
108,000 |
|
Intercontinental Exchange, Inc., 3.75%, 9/21/28, Callable 6/21/28 @ 100 |
|
|
124,981 |
|
1,227,000 |
|
Intercontinental Exchange, Inc., 2.10%, 6/15/30, Callable 3/15/30 @ 100 |
|
|
1,260,129 |
|
301,000 |
|
Intercontinental Exchange, Inc., 1.85%, 9/15/32, Callable 6/15/32 @ 100 |
|
|
299,572 |
|
305,000 |
|
Moodys Corp., 4.25%, 2/1/29, Callable 11/1/28 @ 100 |
|
|
365,064 |
|
1,889,000 |
|
Morgan Stanley, 3.63%, 1/20/27 |
|
|
2,137,043 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
$2,760,000 |
|
Morgan Stanley, 3.77%(US0003M+114bps), 1/24/29, Callable 1/24/28 @ 100 |
|
$ |
3,145,459 |
|
5,054,000 |
|
Morgan Stanley, Series G, 4.43%(US0003M+163bps), 1/23/30, Callable 1/23/29 @ 100, MTN |
|
|
6,033,201 |
|
3,251,000 |
|
Morgan Stanley, 2.70%(SOFR+114bps), 1/22/31, Callable 1/22/30 @ 100, MTN |
|
|
3,462,728 |
|
370,000 |
|
Northern Trust Corp., 1.95%, 5/1/30, Callable 2/1/30 @ 100 |
|
|
382,928 |
|
879,000 |
|
State Street Corp., 3.30%, 12/16/24 |
|
|
969,181 |
|
224,000 |
|
State Street Corp., 2.35%(SOFR+1bps), 11/1/25, Callable 11/1/24 @ 100 |
|
|
236,603 |
|
196,000 |
|
State Street Corp., 2.90%(SOFR+260bps), 3/30/26, Callable 3/30/25 @ 100(a) |
|
|
213,174 |
|
666,000 |
|
State Street Corp., Series F, 3.85%(US0003M+360bps), 12/31/49, Callable 12/15/20 @ 100 |
|
|
652,680 |
|
1,415,000 |
|
State Street Corp., Series H, 5.62%(US0003M+254bps), 12/31/99, Callable 12/15/23 @ 100 |
|
|
1,441,531 |
|
|
|
|
|
|
|
|
|
|
|
|
|
42,983,286 |
|
|
|
|
|
|
|
|
Chemicals (0.3%): |
|
|
|
|
570,000 |
|
Air Products and Chemicals, Inc., 2.80%, 5/15/50, Callable 11/15/49 @ 100 |
|
|
600,938 |
|
2,212,000 |
|
DowDuPont, Inc., 4.49%, 11/15/25, Callable 9/15/25 @ 100 |
|
|
2,550,431 |
|
265,000 |
|
Eastman Chemical Co., 3.50%, 12/1/21 |
|
|
273,812 |
|
330,000 |
|
Eastman Chemical Co., 3.80%, 3/15/25, Callable 12/15/24 @ 100 |
|
|
363,848 |
|
207,000 |
|
LYB International Finance BV, 4.88%, 3/15/44, Callable 9/15/43 @ 100 |
|
|
245,565 |
|
596,000 |
|
RPM International, Inc., 3.75%, 3/15/27, Callable 12/15/26 @ 100 |
|
|
649,963 |
|
440,000 |
|
Sherwin-Williams Co. (The), 4.20%, 1/15/22, Callable 10/15/21 @ 100 |
|
|
456,850 |
|
328,000 |
|
Sherwin-Williams Co. (The), 4.00%, 12/15/42, Callable 6/15/42 @ 100 |
|
|
363,757 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,505,164 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.2%): |
|
|
|
|
205,000 |
|
Republic Services, Inc., 2.90%, 7/1/26, Callable 4/1/26 @ 100 |
|
|
226,546 |
|
909,000 |
|
Republic Services, Inc., 3.38%, 11/15/27, Callable 8/15/27 @ 100 |
|
|
1,033,415 |
|
1,004,000 |
|
Republic Services, Inc., 3.95%, 5/15/28, Callable 2/15/28 @ 100 |
|
|
1,182,000 |
|
333,000 |
|
Republic Services, Inc., 1.45%, 2/15/31, Callable 11/15/30 @ 100 |
|
|
327,306 |
|
546,000 |
|
Waste Management, Inc., 4.15%, 7/15/49, Callable 1/15/49 @ 100 |
|
|
691,658 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,460,925 |
|
|
|
|
|
|
|
|
Communications Equipment (0.2%): |
|
|
|
|
640,000 |
|
Juniper Networks, Inc., 4.50%, 3/15/24 |
|
|
714,721 |
|
1,210,000 |
|
Motorola Solutions, Inc., 4.60%, 5/23/29, Callable 2/23/29 @ 100 |
|
|
1,426,335 |
|
790,000 |
|
Motorola Solutions, Inc., 5.50%, 9/1/44 |
|
|
918,267 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,059,323 |
|
|
|
|
|
|
|
|
Consumer Finance (0.7%): |
|
|
|
|
740,000 |
|
American Honda Finance Corp., 1.38%, 11/10/22 |
|
|
892,768 |
|
110,000 |
|
American Honda Finance Corp., 0.55%, 3/17/23 |
|
|
130,647 |
|
412,000 |
|
Capital One Financial Corp., 3.65%, 5/11/27, Callable 4/11/27 @ 100 |
|
|
454,750 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Consumer Finance, continued |
|
|
|
|
$250,000 |
|
Discover Bank, 3.20%, 8/9/21, Callable 7/9/21 @ 100 |
|
$ |
255,315 |
|
2,010,000 |
|
General Motors Financial Co., Inc., 2.45%, 11/6/20 |
|
|
2,008,372 |
|
473,000 |
|
General Motors Financial Co., Inc., 4.38%, 9/25/21 |
|
|
487,962 |
|
360,000 |
|
General Motors Financial Co., Inc., 3.45%, 1/14/22, Callable 12/14/21 @ 100 |
|
|
370,031 |
|
460,000 |
|
General Motors Financial Co., Inc., 5.20%, 3/20/23 |
|
|
498,159 |
|
1,994,000 |
|
General Motors Financial Co., Inc., 4.15%, 6/19/23, Callable 5/19/23 @ 100 |
|
|
2,116,936 |
|
2,106,000 |
|
General Motors Financial Co., Inc., 5.10%, 1/17/24, Callable 12/17/23 @ 100 |
|
|
2,304,397 |
|
384,000 |
|
General Motors Financial Co., Inc., 4.00%, 10/6/26, Callable 7/6/26 @ 100 |
|
|
413,012 |
|
1,420,000 |
|
Hyundai Capital America, 3.95%, 2/1/22(a) |
|
|
1,472,492 |
|
2,065,000 |
|
Hyundai Capital America, 2.38%, 2/10/23(a) |
|
|
2,120,206 |
|
717,000 |
|
Toyota Motor Credit Corp., 3.00%, 4/1/25, MTN |
|
|
785,371 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,310,418 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.0%): |
|
|
|
|
397,000 |
|
International Paper Co., 4.40%, 8/15/47, Callable 2/15/47 @ 100 |
|
|
480,297 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.1%): |
|
|
|
|
145,000 |
|
California Institute of Technology, 4.32%, 8/1/45 |
|
|
188,716 |
|
360,000 |
|
Massachusetts Institute of Technology, 4.68%, 7/1/14 |
|
|
531,135 |
|
114,000 |
|
Pres & Fellows of Harvar, 3.15%, 7/15/46, Callable 1/15/46 @ 100 |
|
|
132,215 |
|
575,000 |
|
Pres & Fellows of Harvar, 3.30%, 7/15/56, Callable 1/15/56 @ 100 |
|
|
698,495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,550,561 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.1%): |
|
|
|
|
656,000 |
|
AXA Equitable Holdings, Inc., 3.90%, 4/20/23, Callable 3/20/23 @ 100 |
|
|
706,013 |
|
1,307,000 |
|
BP Capital Markets America, Inc., 3.41%, 2/11/26, Callable 12/11/25 @ 100 |
|
|
1,455,702 |
|
409,000 |
|
USAA Capital Corp., 2.13%, 5/1/30, Callable 2/1/30 @ 100(a) |
|
|
430,646 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,592,361 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (1.3%): |
|
|
|
|
2,000,000 |
|
AT&T, Inc., 0.67%, 11/27/22(a)(c) |
|
|
1,971,010 |
|
315,000 |
|
AT&T, Inc., 4.25%, 3/1/27, Callable 12/1/26 @ 100 |
|
|
364,681 |
|
2,247,000 |
|
AT&T, Inc., 2.25%, 2/1/32, Callable 11/1/31 @ 100 |
|
|
2,245,369 |
|
163,000 |
|
AT&T, Inc., 4.50%, 5/15/35, Callable 11/15/34 @ 100 |
|
|
191,866 |
|
190,000 |
|
AT&T, Inc., 3.15%, 9/4/36, Callable 6/4/36 @ 100 |
|
|
263,773 |
|
900,000 |
|
AT&T, Inc., 2.60%, 5/19/38, Callable 11/19/37 @ 100 |
|
|
1,176,957 |
|
268,000 |
|
AT&T, Inc., 4.90%, 6/15/42 |
|
|
320,062 |
|
376,000 |
|
AT&T, Inc., 4.80%, 6/15/44, Callable 12/15/43 @ 100 |
|
|
448,056 |
|
75,000 |
|
AT&T, Inc., 4.35%, 6/15/45, Callable 12/15/44 @ 100 |
|
|
83,860 |
|
1,657,000 |
|
AT&T, Inc., 3.50%, 9/15/53, Callable 3/15/53 @ 100(a) |
|
|
1,602,795 |
|
2,880,000 |
|
AT&T, Inc., 3.55%, 9/15/55, Callable 3/15/55 @ 100(a) |
|
|
2,762,663 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Diversified Telecommunication Services, continued |
|
|
|
|
$4,183,000 |
|
Verizon Communications, Inc., 4.13%, 3/16/27 |
|
$ |
4,945,811 |
|
990,000 |
|
Verizon Communications, Inc., 3.00%, 3/22/27, Callable 1/22/27 @ 100 |
|
|
1,102,777 |
|
1,968,000 |
|
Verizon Communications, Inc., 4.33%, 9/21/28 |
|
|
2,388,442 |
|
196,000 |
|
Verizon Communications, Inc., 4.02%, 12/3/29, Callable 9/3/29 @ 100 |
|
|
234,301 |
|
883,000 |
|
Verizon Communications, Inc., 1.50%, 9/18/30, Callable 6/18/30 @ 100 |
|
|
877,526 |
|
667,000 |
|
Verizon Communications, Inc., 4.50%, 8/10/33 |
|
|
840,572 |
|
2,856,000 |
|
Verizon Communications, Inc., 4.27%, 1/15/36 |
|
|
3,499,184 |
|
600,000 |
|
Verizon Communications, Inc., 2.88%, 1/15/38 |
|
|
869,544 |
|
470,000 |
|
Verizon Communications, Inc., 1.85%, 5/18/40, Callable 11/18/39 @ 100 |
|
|
590,026 |
|
159,000 |
|
Verizon Communications, Inc., 4.52%, 9/15/48 |
|
|
207,893 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,987,168 |
|
|
|
|
|
|
|
|
Electric Utilities (2.3%): |
|
|
|
|
430,000 |
|
AEP Texas, Inc., 2.40%, 10/1/22, Callable 9/1/22 @ 100 |
|
|
443,995 |
|
108,000 |
|
AEP Texas, Inc., Series G, 4.15%, 5/1/49, Callable 11/1/48 @ 100 |
|
|
129,810 |
|
527,000 |
|
AEP Texas, Inc., Series H, 3.45%, 1/15/50, Callable 7/15/49 @ 100 |
|
|
570,988 |
|
640,000 |
|
AEP Transmission Co. LLC, 3.75%, 12/1/47, Callable 6/1/47 @ 100 |
|
|
756,097 |
|
281,000 |
|
AEP Transmission Co. LLC, 4.25%, 9/15/48, Callable 3/15/48 @ 100 |
|
|
356,614 |
|
20,000 |
|
AEP Transmission Co. LLC, 3.80%, 6/15/49, Callable 12/15/48 @ 100 |
|
|
24,128 |
|
585,000 |
|
AEP Transmission Co. LLC, 3.15%, 9/15/49, Callable 3/15/49 @ 100 |
|
|
630,205 |
|
21,000 |
|
Alabama Power Co., 6.00%, 3/1/39 |
|
|
30,652 |
|
222,000 |
|
Alabama Power Co., 3.75%, 3/1/45, Callable 9/1/44 @ 100 |
|
|
261,487 |
|
650,000 |
|
Alabama Power Co., 3.70%, 12/1/47, Callable 6/1/47 @ 100 |
|
|
764,962 |
|
35,000 |
|
Baltimore Gas & Electric Co., 2.40%, 8/15/26, Callable 5/15/26 @ 100 |
|
|
37,540 |
|
205,000 |
|
Baltimore Gas & Electric Co., 3.50%, 8/15/46, Callable 2/15/46 @ 100 |
|
|
233,654 |
|
900,000 |
|
Baltimore Gas & Electric Co., 3.75%, 8/15/47, Callable 2/15/47 @ 100 |
|
|
1,071,685 |
|
90,000 |
|
Baltimore Gas & Electric Co., 4.25%, 9/15/48, Callable 3/15/48 @ 100 |
|
|
114,845 |
|
95,000 |
|
Baltimore Gas & Electric Co., 3.20%, 9/15/49, Callable 3/15/49 @ 100 |
|
|
103,483 |
|
85,000 |
|
Commonwealth Edison Co., 4.60%, 8/15/43, Callable 2/15/43 @ 100 |
|
|
110,885 |
|
287,000 |
|
Commonwealth Edison Co., 3.65%, 6/15/46, Callable 12/15/45 @ 100 |
|
|
339,535 |
|
816,000 |
|
Dayton Power & Light Co. (The), 3.95%, 6/15/49, Callable 12/15/48 @ 100 |
|
|
882,688 |
|
145,000 |
|
DTE Electric Co., 3.75%, 8/15/47, Callable 2/15/47 @ 100 |
|
|
172,957 |
|
119,000 |
|
DTE Electric Co., Series A, 4.05%, 5/15/48, Callable 11/15/47 @ 100 |
|
|
148,803 |
|
869,000 |
|
DTE Electric Co., 3.95%, 3/1/49, Callable 9/1/48 @ 100 |
|
|
1,096,113 |
|
118,000 |
|
Duke Energy Carolinas LLC, 3.75%, 6/1/45, Callable 12/1/44 @ 100 |
|
|
141,125 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Electric Utilities, continued |
|
|
|
|
$976,000 |
|
Duke Energy Carolinas LLC, 3.88%, 3/15/46, Callable 9/15/45 @ 100 |
|
$ |
1,191,825 |
|
30,000 |
|
Duke Energy Carolinas LLC, 3.95%, 3/15/48, Callable 9/15/47 @ 100 |
|
|
37,332 |
|
1,819,000 |
|
Duke Energy Florida LLC, 2.50%, 12/1/29, Callable 9/1/29 @ 100 |
|
|
1,973,416 |
|
1,561,000 |
|
Duke Energy Florida LLC, 1.75%, 6/15/30, Callable 3/15/30 @ 100 |
|
|
1,587,958 |
|
646,000 |
|
Duke Energy Florida LLC, 3.40%, 10/1/46, Callable 4/1/46 @ 100 |
|
|
728,536 |
|
256,000 |
|
Duke Energy Florida LLC, 4.20%, 7/15/48, Callable 1/15/48 @ 100 |
|
|
324,102 |
|
555,000 |
|
Duke Energy Ohio, Inc., 3.65%, 2/1/29, Callable 11/1/28 @ 100 |
|
|
651,717 |
|
495,000 |
|
Duke Energy Ohio, Inc., 3.70%, 6/15/46, Callable 12/15/45 @ 100 |
|
|
578,708 |
|
95,000 |
|
Duke Energy Progress LLC, 3.45%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
109,810 |
|
606,000 |
|
Duke Energy Progress LLC, 4.20%, 8/15/45, Callable 2/15/45 @ 100 |
|
|
759,000 |
|
170,000 |
|
Duke Energy Progress LLC, 3.70%, 10/15/46, Callable 4/15/46 @ 100 |
|
|
201,537 |
|
220,000 |
|
Duke Energy Progress, Inc., 5.70%, 4/1/35 |
|
|
297,875 |
|
255,000 |
|
Duke Energy Progress, Inc., 4.10%, 5/15/42, Callable 11/15/41 @ 100 |
|
|
310,259 |
|
635,000 |
|
Duke Energy Progress, Inc., 4.10%, 3/15/43, Callable 9/15/42 @ 100 |
|
|
781,282 |
|
1,011,000 |
|
Edison International, 2.40%, 9/15/22, Callable 8/15/22 @ 100 |
|
|
1,025,027 |
|
8,000 |
|
Edison International, 3.13%, 11/15/22, Callable 10/15/22 @ 100 |
|
|
8,240 |
|
161,000 |
|
Edison International, 3.55%, 11/15/24, Callable 10/15/24 @ 100 |
|
|
169,653 |
|
60,000 |
|
Entergy Arkansas LLC, 3.70%, 6/1/24, Callable 3/1/24 @ 100 |
|
|
65,830 |
|
137,000 |
|
Entergy Louisiana LLC, 5.40%, 11/1/24 |
|
|
161,849 |
|
1,206,000 |
|
Entergy Louisiana LLC, 4.00%, 3/15/33, Callable 12/15/32 @ 100 |
|
|
1,507,293 |
|
337,000 |
|
Eversource Energy, Series L, 2.90%, 10/1/24, Callable 8/1/24 @ 100 |
|
|
364,524 |
|
15,000 |
|
Exelon Corp., 2.45%, 4/15/21, Callable 3/15/21 @ 100 |
|
|
15,139 |
|
272,000 |
|
Exelon Corp., 4.95%, 6/15/35, Callable 12/15/34 @ 100 |
|
|
339,862 |
|
382,000 |
|
Exelon Corp., 5.63%, 6/15/35 |
|
|
506,976 |
|
193,000 |
|
FirstEnergy Corp., 2.05%, 3/1/25, Callable 2/1/25 @ 100 |
|
|
196,281 |
|
329,000 |
|
FirstEnergy Corp., 2.65%, 3/1/30, Callable 12/1/29 @ 100 |
|
|
333,184 |
|
203,000 |
|
FirstEnergy Corp., 7.38%, 11/15/31 |
|
|
283,728 |
|
636,000 |
|
FirstEnergy Corp., Series C, 3.40%, 3/1/50, Callable 9/1/49 @ 100 |
|
|
615,054 |
|
329,000 |
|
FirstEnergy Transmission LLC, 4.35%, 1/15/25, Callable 10/15/24 @ 100(a) |
|
|
359,921 |
|
303,000 |
|
FirstEnergy Transmission LLC, 5.45%, 7/15/44, Callable 1/15/44 @ 100(a) |
|
|
384,056 |
|
990,000 |
|
FirstEnergy Transmission LLC, 4.55%, 4/1/49, Callable 10/1/48 @ 100(a) |
|
|
1,178,503 |
|
380,000 |
|
Florida Power & Light Co., 3.13%, 12/1/25, Callable 6/1/25 @ 100 |
|
|
423,882 |
|
129,000 |
|
Florida Power & Light Co., 4.13%, 2/1/42, Callable 8/1/41 @ 100 |
|
|
161,627 |
|
120,000 |
|
Florida Power & Light Co., 3.80%, 12/15/42, Callable 6/15/42 @ 100 |
|
|
145,491 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Electric Utilities, continued |
|
|
|
|
$222,000 |
|
Florida Power & Light Co., 3.70%, 12/1/47, Callable 6/1/47 @ 100 |
|
$ |
270,866 |
|
590,000 |
|
Florida Power & Light Co., 3.95%, 3/1/48, Callable 9/1/47 @ 100 |
|
|
744,781 |
|
1,262,000 |
|
Florida Power & Light Co., 3.15%, 10/1/49, Callable 4/1/49 @ 100 |
|
|
1,432,749 |
|
130,000 |
|
ITC Holdings Corp., 2.70%, 11/15/22, Callable 10/15/22 @ 100 |
|
|
135,586 |
|
658,000 |
|
MidAmerican Energy Co., 3.10%, 5/1/27, Callable 2/1/27 @ 100 |
|
|
737,874 |
|
1,639,000 |
|
MidAmerican Energy Co., 3.65%, 4/15/29, Callable 1/15/29 @ 100 |
|
|
1,939,311 |
|
399,000 |
|
MidAmerican Energy Co., 3.15%, 4/15/50, Callable 10/15/49 @ 100 |
|
|
442,459 |
|
295,000 |
|
Northern States Power Co., 3.60%, 9/15/47, Callable 3/15/47 @ 100 |
|
|
354,191 |
|
705,000 |
|
Northern States Power Co., 2.90%, 3/1/50, Callable 9/1/49 @ 100 |
|
|
751,005 |
|
330,000 |
|
NSTAR Electric Co., 3.20%, 5/15/27, Callable 2/15/27 @ 100 |
|
|
369,254 |
|
275,000 |
|
Ohio Power Co., Series G, 6.60%, 2/15/33 |
|
|
390,438 |
|
100,000 |
|
Ohio Power Co., 4.15%, 4/1/48, Callable 10/1/47 @ 100 |
|
|
124,843 |
|
530,000 |
|
Ohio Power Co., 4.00%, 6/1/49, Callable 12/1/48 @ 100 |
|
|
646,588 |
|
1,729,000 |
|
Oncor Electric Delivery Co. LLC, 3.70%, 11/15/28, Callable 8/15/28 @ 100 |
|
|
2,026,320 |
|
220,000 |
|
Oncor Electric Delivery Co. LLC, 5.75%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
287,996 |
|
271,000 |
|
Oncor Electric Delivery Co. LLC, 3.80%, 9/30/47, Callable 3/30/47 @ 100 |
|
|
328,748 |
|
144,000 |
|
Oncor Electric Delivery Co. LLC, 3.10%, 9/15/49, Callable 3/15/49 @ 100 |
|
|
157,023 |
|
64,000 |
|
PacifiCorp., 3.60%, 4/1/24, Callable 1/1/24 @ 100 |
|
|
70,474 |
|
356,000 |
|
PECO Energy Co., 3.00%, 9/15/49, Callable 3/15/49 @ 100 |
|
|
380,283 |
|
535,000 |
|
Public Service Electric & Gas Co., 3.65%, 9/1/28, Callable 6/1/28 @ 100 |
|
|
624,641 |
|
29,000 |
|
Public Service Electric & Gas Co., 3.20%, 5/15/29, Callable 2/15/29 @ 100, MTN |
|
|
33,085 |
|
340,000 |
|
Public Service Electric & Gas Co., 2.05%, 8/1/50, Callable 2/1/50 @ 100, MTN |
|
|
308,199 |
|
777,000 |
|
Southern California Edison Co., Series E, 3.70%, 8/1/25, Callable 6/1/25 @ 100 |
|
|
862,143 |
|
1,000,000 |
|
Southern California Edison Co., Series 20C, 1.20%, 2/1/26, Callable 1/1/26 @ 100 |
|
|
994,927 |
|
872,000 |
|
Southern California Edison Co., Series A, 4.20%, 3/1/29, Callable 12/1/28 @ 100 |
|
|
1,014,923 |
|
631,000 |
|
Southern California Edison Co., 2.25%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
629,485 |
|
560,000 |
|
Tampa Electric Co., 2.60%, 9/15/22, Callable 6/15/22 @ 100 |
|
|
576,131 |
|
335,000 |
|
Tampa Electric Co., 4.30%, 6/15/48, Callable 12/15/47 @ 100 |
|
|
421,533 |
|
3,000 |
|
Tampa Electric Co., 4.45%, 6/15/49, Callable 12/15/48 @ 100 |
|
|
3,911 |
|
500,000 |
|
Virginia Electric & Power Co., 3.45%, 9/1/22, Callable 6/1/22 @ 100 |
|
|
523,120 |
|
622,000 |
|
Virginia Electric & Power Co., Series C, 2.75%, 3/15/23, Callable 12/15/22 @ 100 |
|
|
650,662 |
|
424,000 |
|
Virginia Electric & Power Co., Series B, 6.00%, 1/15/36 |
|
|
597,491 |
|
161,000 |
|
Virginia Electric & Power Co., Series A, 6.00%, 5/15/37 |
|
|
230,903 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Electric Utilities, continued |
|
|
|
|
$804,000 |
|
Virginia Electric & Power Co., 4.00%, 1/15/43, Callable 7/15/42 @ 100 |
|
$ |
983,324 |
|
1,210,000 |
|
Vistra Operations Co. LLC, 4.30%, 7/15/29, Callable 4/15/29 @ 100(a) |
|
|
1,318,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
47,565,895 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.0%): |
|
|
|
|
38,000 |
|
Avnet, Inc., 4.63%, 4/15/26, Callable 1/15/26 @ 100 |
|
|
42,381 |
|
125,000 |
|
Corning, Inc., 3.70%, 11/15/23, Callable 8/15/23 @ 100 |
|
|
135,528 |
|
142,000 |
|
Corning, Inc., 5.85%, 11/15/68, Callable 5/15/68 @ 100 |
|
|
189,049 |
|
|
|
|
|
|
|
|
|
|
|
|
|
366,958 |
|
|
|
|
|
|
|
|
Entertainment (0.4%): |
|
|
|
|
1,880,000 |
|
Activision Blizzard, Inc., 3.40%, 9/15/26, Callable 6/15/26 @ 100 |
|
|
2,138,363 |
|
460,000 |
|
Activision Blizzard, Inc., 2.50%, 9/15/50, Callable 3/15/50 @ 100 |
|
|
426,207 |
|
1,603,000 |
|
Electronic Arts, Inc., 4.80%, 3/1/26, Callable 12/1/25 @ 100^ |
|
|
1,902,269 |
|
170,000 |
|
Viacom, Inc., 6.88%, 4/30/36 |
|
|
233,000 |
|
789,000 |
|
ViacomCBS, Inc., 4.38%, 3/15/43 |
|
|
836,918 |
|
3,057,000 |
|
Walt Disney Co. (The), 2.00%, 9/1/29, Callable 6/1/29 @ 100 |
|
|
3,152,903 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,689,660 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (0.6%): |
|
|
|
|
840,000 |
|
American Tower Corp., 1.95%, 5/22/26, Callable 2/22/26 @ 100 |
|
|
1,066,923 |
|
290,000 |
|
American Tower Corp., 3.95%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
333,532 |
|
1,096,000 |
|
American Tower Corp., 3.80%, 8/15/29, Callable 5/15/29 @ 100 |
|
|
1,254,088 |
|
424,000 |
|
American Tower Corp., 2.90%, 1/15/30, Callable 10/15/29 @ 100 |
|
|
458,944 |
|
204,000 |
|
American Tower Corp., 1.88%, 10/15/30, Callable 7/15/30 @ 100 |
|
|
201,501 |
|
245,000 |
|
Boston Properties LP, 3.40%, 6/21/29, Callable 3/21/29 @ 100 |
|
|
265,923 |
|
494,000 |
|
Boston Properties LP, 2.90%, 3/15/30, Callable 12/15/29 @ 100 |
|
|
515,688 |
|
545,000 |
|
Crown Castle International Corp., 4.45%, 2/15/26, Callable 11/15/25 @ 100 |
|
|
624,723 |
|
623,000 |
|
Crown Castle International Corp., 3.70%, 6/15/26, Callable 3/15/26 @ 100 |
|
|
695,163 |
|
80,000 |
|
Crown Castle International Corp., 3.80%, 2/15/28, Callable 11/15/27 @ 100 |
|
|
90,680 |
|
1,821,000 |
|
Crown Castle International Corp., 3.10%, 11/15/29, Callable 8/15/29 @ 100 |
|
|
1,971,068 |
|
8,000 |
|
Crown Castle International Corp., 3.30%, 7/1/30, Callable 4/1/30 @ 100 |
|
|
8,740 |
|
366,000 |
|
Crown Castle International Corp., 5.20%, 2/15/49, Callable 8/15/48 @ 100 |
|
|
481,118 |
|
1,231,000 |
|
Equinix, Inc., 1.00%, 9/15/25, Callable 8/15/25 @ 100 |
|
|
1,220,641 |
|
293,000 |
|
Equinix, Inc., 1.55%, 3/15/28, Callable 1/15/28 @ 100 |
|
|
293,465 |
|
738,000 |
|
Equinix, Inc., 3.20%, 11/18/29, Callable 8/18/29 @ 100 |
|
|
812,651 |
|
775,000 |
|
Prologis Euro Finance LLC, 1.50%, 9/10/49, Callable 3/10/49 @ 100 |
|
|
923,400 |
|
177,000 |
|
Realty Income Corp., 3.00%, 1/15/27, Callable 10/15/26 @ 100 |
|
|
191,586 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
|
|
|
$330,000 |
|
Realty Income Corp., 3.25%, 1/15/31, Callable 10/15/30 @ 100 |
|
$ |
364,619 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,774,453 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.0%): |
|
|
|
|
585,000 |
|
Walmart, Inc., 3.25%, 7/8/29, Callable 4/8/29 @ 100 |
|
|
681,947 |
|
|
|
|
|
|
|
|
Food Products
(0.0%): |
|
|
|
|
420,000 |
|
General Mills, Inc., 0.45%, 1/15/26, Callable 10/15/25 @ 100 |
|
|
497,755 |
|
185,000 |
|
Mondelez International, Inc., 2.75%, 4/13/30, Callable 1/13/30 @ 100 |
|
|
201,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
699,155 |
|
|
|
|
|
|
|
|
Gas Utilities
(0.0%): |
|
|
|
|
461,000 |
|
Piedmont Natural Gas Co, Inc., 3.50%, 6/1/29, Callable 3/1/29 @ 100 |
|
|
522,869 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (0.1%): |
|
|
|
|
525,000 |
|
Becton Dickinson and Co., 1.40%, 5/24/23, Callable 4/24/23 @ 100 |
|
|
632,385 |
|
333,000 |
|
Boston Scientific Corp., 2.65%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
353,269 |
|
500,000 |
|
DH Europe Finance II Sarl, 1.80%, 9/18/49, Callable 3/18/49 @ 100 |
|
|
589,828 |
|
500,000 |
|
Medtronic Global Holdings SCA, 1.75%, 7/2/49, Callable 1/2/49 @ 100 |
|
|
614,628 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,190,110 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (1.3%): |
|
|
|
|
6,000 |
|
Aetna, Inc., 6.75%, 12/15/37 |
|
|
8,725 |
|
232,000 |
|
Aetna, Inc., 4.50%, 5/15/42, Callable 11/15/41 @ 100 |
|
|
274,760 |
|
153,000 |
|
Aetna, Inc., 4.13%, 11/15/42, Callable 5/15/42 @ 100 |
|
|
173,940 |
|
240,000 |
|
Anthem, Inc., 4.65%, 1/15/43 |
|
|
301,361 |
|
89,000 |
|
Anthem, Inc., 4.38%, 12/1/47, Callable 6/1/47 @ 100 |
|
|
107,713 |
|
3,229,000 |
|
Cigna Corp., 3.75%, 7/15/23, Callable 6/15/23 @ 100 |
|
|
3,490,261 |
|
1,005,000 |
|
Cigna Corp., 3.50%, 6/15/24, Callable 3/17/24 @ 100 |
|
|
1,095,148 |
|
1,339,000 |
|
Cigna Corp., 4.13%, 11/15/25, Callable 9/15/25 @ 100 |
|
|
1,532,788 |
|
60,000 |
|
CVS Caremark Corp., 3.38%, 8/12/24, Callable 5/12/24 @ 100^ |
|
|
65,178 |
|
1,608,000 |
|
CVS Health Corp., 3.70%, 3/9/23, Callable 2/9/23 @ 100 |
|
|
1,720,105 |
|
563,000 |
|
CVS Health Corp., 4.10%, 3/25/25, Callable 1/25/25 @ 100 |
|
|
636,032 |
|
1,888,000 |
|
CVS Health Corp., 2.88%, 6/1/26, Callable 3/1/26 @ 100 |
|
|
2,043,012 |
|
1,364,000 |
|
CVS Health Corp., 3.00%, 8/15/26, Callable 6/15/26 @ 100 |
|
|
1,487,647 |
|
465,000 |
|
CVS Health Corp., 1.30%, 8/21/27, Callable 6/21/27 @ 100 |
|
|
456,400 |
|
746,000 |
|
CVS Health Corp., 5.13%, 7/20/45, Callable 1/20/45 @ 100 |
|
|
938,031 |
|
287,000 |
|
CVS Health Corp., 5.05%, 3/25/48, Callable 9/25/47 @ 100 |
|
|
364,316 |
|
286,000 |
|
CVS Health Corp., 4.25%, 4/1/50, Callable 10/1/49 @ 100 |
|
|
335,949 |
|
841,000 |
|
Hackensack Meridian Health, Inc., 2.88%, 9/1/50, Callable 3/1/50 @ 100 |
|
|
825,889 |
|
525,000 |
|
HCA, Inc., 5.25%, 4/15/25 |
|
|
606,375 |
|
1,823,000 |
|
HCA, Inc., 5.25%, 6/15/26, Callable 12/15/25 @ 100 |
|
|
2,123,794 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Health Care Providers & Services, continued |
|
|
|
|
$788,000 |
|
HCA, Inc., 4.50%, 2/15/27, Callable 8/15/26 @ 100 |
|
$ |
888,470 |
|
900,000 |
|
Humana, Inc., 4.50%, 4/1/25, Callable 3/1/25 @ 100 |
|
|
1,031,940 |
|
1,144,000 |
|
Methodist Hospital (The), 2.71%, 12/1/50, Callable 6/1/50 @ 100 |
|
|
1,148,975 |
|
937,000 |
|
The New York and Presbyterian Hospital, Series 2019, 3.95%, 8/1/19, Callable 2/1/19 @ 100^ |
|
|
1,054,013 |
|
1,335,000 |
|
UnitedHealth Group, Inc., 4.75%, 7/15/45 |
|
|
1,806,350 |
|
957,000 |
|
UnitedHealth Group, Inc., 4.20%, 1/15/47, Callable 7/15/46 @ 100 |
|
|
1,213,625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
25,730,797 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (0.3%): |
|
|
|
|
1,200,000 |
|
McDonalds Corp., Series G, 1.00%, 11/15/23, MTN(a) |
|
|
1,454,653 |
|
1,030,000 |
|
McDonalds Corp., 2.13%, 3/1/30, Callable 12/1/29 @ 100^ |
|
|
1,068,499 |
|
226,000 |
|
McDonalds Corp., 4.60%, 5/26/45, Callable 11/26/44 @ 100 |
|
|
279,005 |
|
701,000 |
|
McDonalds Corp., 4.45%, 9/1/48, Callable 3/1/48 @ 100, MTN |
|
|
872,303 |
|
105,000 |
|
McDonalds Corp., 3.63%, 9/1/49, Callable 3/1/49 @ 100, MTN |
|
|
117,198 |
|
1,619,000 |
|
Starbucks Corp., 2.25%, 3/12/30, Callable 12/12/29 @ 100 |
|
|
1,680,443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,472,101 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.2%): |
|
|
|
|
785,000 |
|
3M Co., Series E, 0.95%, 5/15/23 |
|
|
948,806 |
|
329,000 |
|
General Electric Co., 5.88%, 1/14/38, MTN |
|
|
382,936 |
|
187,000 |
|
General Electric Co., 6.88%, 1/10/39, MTN |
|
|
238,498 |
|
943,000 |
|
Georgia-Pacific LLC, 3.73%, 7/15/23, Callable 4/15/23 @ 100(a) |
|
|
1,016,523 |
|
894,000 |
|
Georgia-Pacific LLC, 3.60%, 3/1/25, Callable 12/1/24 @ 100(a) |
|
|
992,492 |
|
406,000 |
|
Georgia-Pacific LLC, 1.75%, 9/30/25, Callable 8/30/25 @ 100(a) |
|
|
423,309 |
|
810,000 |
|
Honeywell International, Inc., 0.75%, 3/10/32, Callable 12/10/31 @ 100 |
|
|
955,768 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,958,332 |
|
|
|
|
|
|
|
|
Insurance (0.3%): |
|
|
|
|
572,000 |
|
Aon Corp., 4.50%, 12/15/28, Callable 9/15/28 @ 100 |
|
|
690,212 |
|
1,060,000 |
|
Aon Corp., 2.80%, 5/15/30, Callable 2/15/30 @ 100 |
|
|
1,147,883 |
|
333,000 |
|
Hartford Financial Services Group, Inc. (The), 4.30%, 4/15/43 |
|
|
394,354 |
|
145,000 |
|
Loews Corp., 3.75%, 4/1/26, Callable 1/1/26 @ 100 |
|
|
165,175 |
|
480,000 |
|
Marsh & McLennan Cos., Inc., 1.35%, 9/21/26, Callable 6/21/26 @ 100 |
|
|
593,048 |
|
445,000 |
|
Marsh & McLennan Cos., Inc., 4.38%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
538,236 |
|
803,000 |
|
Marsh & McLennan Cos., Inc., 1.98%, 3/21/30, Callable 12/21/29 @ 100 |
|
|
1,063,512 |
|
339,000 |
|
Marsh & McLennan Cos., Inc., 2.25%, 11/15/30, Callable 8/15/30 @ 100 |
|
|
355,645 |
|
640,000 |
|
Metropolitan Life Global Funding I, 1.25%, 9/17/21(a) |
|
|
760,262 |
|
290,000 |
|
Metropolitan Life Global Funding I, 9/23/22(a) |
|
|
340,431 |
|
414,000 |
|
Teachers Insurance & Annuity Association of America, 4.27%, 5/15/47, Callable 11/15/46 @ 100(a) |
|
|
483,670 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Insurance, continued |
|
|
|
|
$130,000 |
|
Willis North America, Inc., 2.95%, 9/15/29, Callable 6/15/29 @ 100 |
|
$ |
140,008 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,672,436 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (0.2%): |
|
|
|
|
1,065,000 |
|
Amazon.com, Inc., 4.80%, 12/5/34, Callable 6/5/34 @ 100 |
|
|
1,467,494 |
|
197,000 |
|
Booking Holdings, Inc., 3.65%, 3/15/25, Callable 12/15/24 @ 100 |
|
|
217,226 |
|
1,520,000 |
|
Booking Holdings, Inc., 4.10%, 4/13/25, Callable 3/13/25 @ 100 |
|
|
1,712,000 |
|
107,000 |
|
Expedia Group, Inc., 5.00%, 2/15/26, Callable 11/15/25 @ 100 |
|
|
114,131 |
|
1,355,000 |
|
Expedia Group, Inc., 3.25%, 2/15/30, Callable 11/15/29 @ 100 |
|
|
1,300,870 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,811,721 |
|
|
|
|
|
|
|
|
IT Services (1.3%): |
|
|
|
|
270,000 |
|
DXC Technology Co., 4.00%, 4/15/23 |
|
|
284,481 |
|
450,000 |
|
Fidelity National Information Services, Inc., 0.13%, 12/3/22, Callable 11/3/22 @ 100 |
|
|
529,305 |
|
1,300,000 |
|
Fidelity National Information Services, Inc., 0.75%, 5/21/23, Callable 4/21/23 @ 100 |
|
|
1,551,505 |
|
600,000 |
|
Fidelity National Information Services, Inc., 2.95%, 5/21/39, Callable 2/21/39 @ 100 |
|
|
850,046 |
|
7,000 |
|
Fiserv, Inc., 3.85%, 6/1/25, Callable 3/1/25 @ 100 |
|
|
7,885 |
|
2,225,000 |
|
Fiserv, Inc., 3.50%, 7/1/29, Callable 4/1/29 @ 100 |
|
|
2,530,430 |
|
423,000 |
|
Global Payments, Inc., 3.20%, 8/15/29, Callable 5/15/29 @ 100 |
|
|
461,233 |
|
818,000 |
|
Global Payments, Inc., 2.90%, 5/15/30, Callable 2/15/30 @ 100 |
|
|
874,879 |
|
1,434,000 |
|
IBM Corp., 2.85%, 5/15/40, Callable 11/15/39 @ 100 |
|
|
1,518,009 |
|
1,810,000 |
|
International Business Machines Corp., 0.50%, 9/7/21 |
|
|
2,135,368 |
|
2,837,000 |
|
International Business Machines Corp., 3.30%, 5/15/26 |
|
|
3,194,299 |
|
2,010,000 |
|
International Business Machines Corp., 1.70%, 5/15/27, Callable 3/15/27 @ 100 |
|
|
2,073,729 |
|
815,000 |
|
Leidos, Inc., 2.95%, 5/15/23, Callable 4/15/23 @ 100(a) |
|
|
856,769 |
|
530,000 |
|
Leidos, Inc., 3.63%, 5/15/25, Callable 4/15/25 @ 100(a) |
|
|
587,638 |
|
2,592,000 |
|
Leidos, Inc., 4.38%, 5/15/30, Callable 2/15/30 @ 100(a) |
|
|
3,032,640 |
|
1,110,000 |
|
Mastercard, Inc., 2.95%, 6/1/29, Callable 3/1/29 @ 100 |
|
|
1,250,722 |
|
309,000 |
|
Mastercard, Inc., 3.35%, 3/26/30, Callable 12/26/29 @ 100 |
|
|
361,684 |
|
1,725,000 |
|
MasterCard, Inc., 1.10%, 12/1/22, Callable 9/1/22 @ 100 |
|
|
2,073,976 |
|
1,215,000 |
|
PayPal Holdings, Inc., 1.65%, 6/1/25, Callable 5/1/25 @ 100 |
|
|
1,258,789 |
|
1,418,000 |
|
Visa, Inc., 4.15%, 12/14/35, Callable 6/14/35 @ 100 |
|
|
1,829,109 |
|
|
|
|
|
|
|
|
|
|
|
|
|
27,262,496 |
|
|
|
|
|
|
|
|
Leisure Products
(0.0%): |
|
|
|
|
318,000 |
|
Hasbro, Inc., 2.60%, 11/19/22 |
|
|
329,355 |
|
427,000 |
|
Hasbro, Inc., 3.90%, 11/19/29, Callable 8/19/29 @ 100 |
|
|
449,078 |
|
|
|
|
|
|
|
|
|
|
|
|
|
778,433 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.1%): |
|
|
|
|
1,000,000 |
|
Thermo Fisher Scientific, Inc., Series E, 1.88%, 10/1/49, Callable 4/1/49 @ 100, MTN |
|
|
1,178,636 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Machinery
(0.0%): |
|
|
|
|
$97,000 |
|
Parker-Hannifin Corp., 3.25%, 6/14/29, Callable 3/14/29 @ 100 |
|
$ |
108,658 |
|
|
|
|
|
|
|
|
Media (1.1%): |
|
|
|
|
935,000 |
|
Comcast Corp., 3.30%, 4/1/27, Callable 2/1/27 @ 100 |
|
|
1,055,462 |
|
3,841,000 |
|
Comcast Corp., 2.65%, 2/1/30, Callable 11/1/29 @ 100 |
|
|
4,193,557 |
|
1,619,000 |
|
Comcast Corp., 3.40%, 4/1/30, Callable 1/1/30 @ 100 |
|
|
1,864,371 |
|
1,124,000 |
|
Comcast Corp., 4.25%, 1/15/33 |
|
|
1,397,854 |
|
272,000 |
|
Comcast Corp., 3.25%, 11/1/39, Callable 5/1/39 @ 100 |
|
|
302,583 |
|
525,000 |
|
Comcast Corp., 4.60%, 8/15/45, Callable 2/15/45 @ 100 |
|
|
674,825 |
|
1,427,000 |
|
Comcast Corp., 3.40%, 7/15/46, Callable 1/15/46 @ 100 |
|
|
1,579,224 |
|
152,000 |
|
Comcast Corp., 3.97%, 11/1/47, Callable 5/1/47 @ 100 |
|
|
180,835 |
|
115,000 |
|
Comcast Corp., 4.00%, 11/1/49, Callable 5/1/49 @ 100 |
|
|
138,401 |
|
155,000 |
|
Comcast Corp., 2.65%, 8/15/62, Callable 2/15/62 @ 100 |
|
|
145,785 |
|
338,000 |
|
COX Communications, Inc., 3.25%, 12/15/22(a) |
|
|
356,083 |
|
1,708,000 |
|
COX Communications, Inc., 3.15%, 8/15/24, Callable 6/15/24 @ 100(a) |
|
|
1,840,404 |
|
80,000 |
|
COX Communications, Inc., 3.35%, 9/15/26, Callable 6/15/26 @ 100(a) |
|
|
88,914 |
|
430,000 |
|
Discovery Communications LLC, 5.20%, 9/20/47, Callable 3/20/47 @ 100 |
|
|
514,295 |
|
251,000 |
|
Discovery Communications LLC, 5.30%, 5/15/49, Callable 11/15/48 @ 100 |
|
|
305,033 |
|
996,000 |
|
Discovery Communications LLC, 4.00%, 9/15/55, Callable 3/15/55 @ 100(a) |
|
|
1,005,027 |
|
265,000 |
|
Interpublic Group of Cos., Inc., 3.50%, 10/1/20 |
|
|
265,022 |
|
5,730,000 |
|
NBCUniversal Enterprise, Inc., 5.25%, 12/31/99, Callable 3/19/21 @ 100(a) |
|
|
5,769,512 |
|
972,000 |
|
NBCUniversal Media LLC, 5.95%, 4/1/41 |
|
|
1,447,555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,124,742 |
|
|
|
|
|
|
|
|
Metals & Mining (0.0%): |
|
|
|
|
220,000 |
|
Newmont Mining Corp., 4.88%, 3/15/42, Callable 9/15/41 @ 100 |
|
|
297,669 |
|
192,000 |
|
Steel Dynamics, Inc., 2.80%, 12/15/24, Callable 11/15/24 @ 100 |
|
|
202,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
500,469 |
|
|
|
|
|
|
|
|
Multiline Retail
(0.0%): |
|
|
|
|
472,000 |
|
Dollar General Corp., 3.50%, 4/3/30, Callable 1/3/30 @ 100 |
|
|
539,527 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.3%): |
|
|
|
|
290,000 |
|
Ameren Illinois Co., 3.80%, 5/15/28, Callable 2/15/28 @ 100 |
|
|
338,137 |
|
5,000 |
|
Ameren Illinois Co., 4.15%, 3/15/46, Callable 9/15/45 @ 100 |
|
|
6,298 |
|
785,000 |
|
Ameren Illinois Co., 3.25%, 3/15/50, Callable 9/15/49 @ 100 |
|
|
903,293 |
|
130,000 |
|
CenterPoint Energy Houston Electric LLC, 3.55%, 8/1/42, Callable 2/1/42 @ 100 |
|
|
148,241 |
|
176,000 |
|
CenterPoint Energy Houston Electric LLC, 3.95%, 3/1/48, Callable 9/1/47 @ 100 |
|
|
217,562 |
|
1,160,000 |
|
CenterPoint Energy Resources Corp., 1.75%, 10/1/30, Callable 7/1/30 @ 100 |
|
|
1,164,521 |
|
301,000 |
|
Consumers Energy Co., 3.80%, 11/15/28, Callable 8/15/28 @ 100 |
|
|
359,381 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Multi-Utilities, continued |
|
$212,000 |
|
Consumers Energy Co., 4.35%, 4/15/49, Callable 10/15/48 @ 100 |
|
$ |
279,021 |
|
695,000 |
|
Consumers Energy Co., 3.75%, 2/15/50, Callable 8/15/49 @ 100 |
|
|
862,740 |
|
1,369,000 |
|
Consumers Energy Co., 3.10%, 8/15/50, Callable 2/15/50 @ 100 |
|
|
1,489,060 |
|
318,000 |
|
Dominion Energy Gas Holdings LLC, 4.80%, 11/1/43, Callable 5/1/43 @ 100 |
|
|
398,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,166,920 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (1.8%): |
|
90,000 |
|
Boardwalk Pipelines, LP, 4.80%, 5/3/29, Callable 2/3/29 @ 100 |
|
|
97,336 |
|
1,010,000 |
|
Cameron LNG LLC, 3.30%, 1/15/35, Callable 9/15/34 @ 100(a) |
|
|
1,140,883 |
|
1,223,000 |
|
Cameron LNG LLC, 3.40%, 1/15/38, Callable 7/15/37 @ 100(a) |
|
|
1,351,705 |
|
2,663,000 |
|
Cheniere Corpus Christi Holdings LLC, 7.00%, 6/30/24, Callable 1/1/24 @ 100 |
|
|
3,062,450 |
|
310,000 |
|
Chevron USA, Inc., 2.34%, 8/12/50, Callable 2/12/50 @ 100 |
|
|
289,939 |
|
461,000 |
|
Concho Resources, Inc., 3.75%, 10/1/27, Callable 7/1/27 @ 100 |
|
|
496,728 |
|
240,000 |
|
Concho Resources, Inc., 2.40%, 2/15/31, Callable 11/15/30 @ 100 |
|
|
227,992 |
|
1,864,000 |
|
Energy Transfer Operating LP, 4.05%, 3/15/25, Callable 12/15/24 @ 100 |
|
|
1,952,540 |
|
551,000 |
|
Energy Transfer Partners LP, 4.75%, 1/15/26, Callable 10/15/25 @ 100 |
|
|
586,815 |
|
214,000 |
|
Energy Transfer Partners LP, 4.20%, 4/15/27, Callable 1/15/27 @ 100 |
|
|
220,153 |
|
429,000 |
|
Energy Transfer Partners LP, 5.80%, 6/15/38, Callable 12/15/37 @ 100 |
|
|
424,174 |
|
168,000 |
|
Enterprise Products Operating LLC, 4.85%, 8/15/42, Callable 2/15/42 @ 100 |
|
|
191,430 |
|
254,000 |
|
Enterprise Products Operating LLC, 5.10%, 2/15/45, Callable 8/15/44 @ 100 |
|
|
294,435 |
|
286,000 |
|
Enterprise Products Operating LLC, 4.25%, 2/15/48, Callable 8/15/47 @ 100 |
|
|
301,049 |
|
1,400,000 |
|
Exxon Mobil Corp., 1.41%, 6/26/39, Callable 12/26/38 @ 100 |
|
|
1,619,925 |
|
190,000 |
|
Kinder Morgan Energy Partners LP, 5.00%, 3/1/43, Callable 9/1/42 @ 100 |
|
|
211,957 |
|
677,000 |
|
Kinder Morgan Energy Partners LP, 5.50%, 3/1/44, Callable 9/1/43 @ 100 |
|
|
790,371 |
|
1,000 |
|
Kinder Morgan Energy Partners LP, 5.40%, 9/1/44, Callable 3/1/44 @ 100 |
|
|
1,154 |
|
966,000 |
|
Marathon Petroleum Corp., 4.50%, 5/1/23, Callable 4/1/23 @ 100 |
|
|
1,042,073 |
|
124,000 |
|
Marathon Petroleum Corp., 4.75%, 12/15/23, Callable 10/15/23 @ 100 |
|
|
135,625 |
|
263,000 |
|
Marathon Petroleum Corp., 6.50%, 3/1/41, Callable 9/1/40 @ 100 |
|
|
319,545 |
|
208,000 |
|
MPLX LP, 4.88%, 12/1/24, Callable 9/1/24 @ 100 |
|
|
232,180 |
|
252,000 |
|
MPLX LP, 5.25%, 1/15/25, Callable 1/15/21 @ 102.63 |
|
|
260,820 |
|
391,000 |
|
MPLX, LP, 2.65%, 8/15/30, Callable 5/15/30 @ 100 |
|
|
380,248 |
|
2,234,000 |
|
NGPL PipeCo LLC, 4.38%, 8/15/22, Callable 5/15/22 @ 100(a) |
|
|
2,320,568 |
|
135,000 |
|
NGPL PipeCo LLC, 7.77%, 12/15/37(a) |
|
|
171,619 |
|
259,000 |
|
NGPL PipeCo. LLC, 4.88%, 8/15/27, Callable 2/15/27 @ 100(a) |
|
|
282,634 |
|
964,000 |
|
Northern Natural Gas Co., 4.30%, 1/15/49, Callable 7/15/48 @ 100(a) |
|
|
1,136,107 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Oil, Gas & Consumable Fuels, continued |
|
$1,710,000 |
|
Northwest Pipeline LLC, 4.00%, 4/1/27, Callable 1/1/27 @ 100 |
|
$ |
1,890,313 |
|
2,811,000 |
|
Sabine Pass Liquefaction LLC, 5.63%, 3/1/25, Callable 12/1/24 @ 100 |
|
|
3,212,972 |
|
1,522,000 |
|
Sabine Pass Liquefaction LLC, 5.00%, 3/15/27, Callable 9/15/26 @ 100 |
|
|
1,714,153 |
|
687,000 |
|
Sabine Pass Liquefaction LLC, 4.20%, 3/15/28, Callable 9/15/27 @ 100 |
|
|
745,532 |
|
604,000 |
|
Sunoco Logistics Partners Operations LP, 4.00%, 10/1/27, Callable 7/1/27 @ 100 |
|
|
609,285 |
|
220,000 |
|
Texas Eastern Transmission LP, 2.80%, 10/15/22, Callable 7/15/22 @ 100(a) |
|
|
225,507 |
|
1,197,000 |
|
Texas Eastern Transmission LP, 3.50%, 1/15/28, Callable 10/15/27 @ 100(a) |
|
|
1,293,873 |
|
1,414,000 |
|
Texas Eastern Transmission LP, 4.15%, 1/15/48, Callable 7/15/47 @ 100(a) |
|
|
1,542,675 |
|
2,857,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 7.85%, 2/1/26, Callable 11/1/25 @ 100 |
|
|
3,697,631 |
|
1,820,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 3/15/28, Callable 12/15/27 @ 100 |
|
|
2,025,844 |
|
44,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 4.60%, 3/15/48, Callable 9/15/47 @ 100 |
|
|
50,575 |
|
173,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 3.95%, 5/15/50, Callable 11/15/49 @ 100(a) |
|
|
181,315 |
|
47,000 |
|
Williams Cos., Inc., 7.88%, 9/1/21 |
|
|
50,077 |
|
240,000 |
|
Williams Cos., Inc., Series A, 7.50%, 1/15/31 |
|
|
314,825 |
|
|
|
|
|
|
|
|
|
|
|
|
|
37,097,032 |
|
|
|
|
|
|
|
|
Pharmaceuticals (0.2%): |
|
252,000 |
|
Bristol-Myers Squibb Co., 4.25%, 10/26/49, Callable 4/26/49 @ 100 |
|
|
331,102 |
|
500,000 |
|
Eli Lilly & Co., 1.70%, 11/1/49, Callable 5/1/49 @ 100 |
|
|
637,500 |
|
568,000 |
|
Johnson & Johnson, 2.90%, 1/15/28, Callable 10/15/27 @ 100 |
|
|
638,174 |
|
367,000 |
|
Merck & Co., Inc., 1.45%, 6/24/30, Callable 3/24/30 @ 100 |
|
|
371,683 |
|
267,000 |
|
Pfizer, Inc., 3.45%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
312,345 |
|
300,000 |
|
Pfizer, Inc., 1.70%, 5/28/30, Callable 2/28/30 @ 100 |
|
|
309,240 |
|
79,000 |
|
Pfizer, Inc., 4.20%, 9/15/48, Callable 3/15/48 @ 100 |
|
|
101,832 |
|
222,000 |
|
Wyeth LLC, 5.95%, 4/1/37 |
|
|
330,312 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,032,188 |
|
|
|
|
|
|
|
|
Professional Services (0.3%): |
|
4,291,000 |
|
RELX Capital, Inc., 3.50%, 3/16/23, Callable 2/16/23 @ 100 |
|
|
4,559,295 |
|
897,000 |
|
RELX Capital, Inc., 3.00%, 5/22/30, Callable 2/22/30 @ 100 |
|
|
980,436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,539,731 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (0.1%): |
|
1,802,000 |
|
CC Holdings GS V LLC, 3.85%, 4/15/23 |
|
|
1,937,817 |
|
915,000 |
|
Northwest Florida Timber Finance LLC, 4.75%, 3/4/29(a) |
|
|
990,337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,928,154 |
|
|
|
|
|
|
|
|
Road & Rail (0.4%): |
|
163,000 |
|
Burlington Northern Santa Fe LLC, 4.13%, 6/15/47, Callable 12/15/46 @ 100 |
|
|
205,996 |
|
192,000 |
|
Burlington Northern Santa Fe LLC, 4.15%, 12/15/48, Callable 6/15/48 @ 100 |
|
|
245,988 |
|
1,532,000 |
|
CSX Corp., 2.60%, 11/1/26, Callable 8/1/26 @ 100 |
|
|
1,668,694 |
|
568,000 |
|
CSX Corp., 3.80%, 3/1/28, Callable 12/1/27 @ 100 |
|
|
667,016 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Road & Rail, continued |
|
$663,000 |
|
CSX Corp., 4.30%, 3/1/48, Callable 9/1/47 @ 100 |
|
$ |
827,287 |
|
185,000 |
|
Norfolk Southern Corp., 3.65%, 8/1/25, Callable 6/1/25 @ 100 |
|
|
209,188 |
|
461,000 |
|
Norfolk Southern Corp., 2.90%, 6/15/26, Callable 3/15/26 @ 100 |
|
|
508,882 |
|
910,000 |
|
Norfolk Southern Corp., 2.55%, 11/1/29, Callable 8/1/29 @ 100 |
|
|
989,521 |
|
135,000 |
|
Norfolk Southern Corp., 4.45%, 6/15/45, Callable 12/15/44 @ 100 |
|
|
172,219 |
|
408,000 |
|
Norfolk Southern Corp., 3.40%, 11/1/49, Callable 5/1/49 @ 100 |
|
|
455,558 |
|
425,000 |
|
Union Pacific Corp., 2.75%, 3/1/26, Callable 12/1/25 @ 100 |
|
|
466,118 |
|
289,000 |
|
Union Pacific Corp., 4.05%, 11/15/45, Callable 5/15/45 @ 100 |
|
|
346,337 |
|
102,000 |
|
Union Pacific Corp., 4.50%, 9/10/48, Callable 3/10/48 @ 100 |
|
|
136,595 |
|
844,000 |
|
Union Pacific Corp., 3.80%, 10/1/51, Callable 4/1/51 @ 100 |
|
|
999,630 |
|
290,000 |
|
Union Pacific Corp., 3.88%, 2/1/55, Callable 8/1/54 @ 100 |
|
|
345,056 |
|
400,769 |
|
Union Pacific Railroad Co., Series 2014-1, 3.23%, 5/14/26 |
|
|
444,501 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,688,586 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (1.2%): |
|
50,000 |
|
Analog Devices, Inc., 4.50%, 12/5/36, Callable 6/5/36 @ 100 |
|
|
60,638 |
|
7,000 |
|
Analog Devices, Inc., 5.30%, 12/15/45, Callable 6/15/45 @ 100 |
|
|
9,659 |
|
97,000 |
|
Applied Materials, Inc., 3.30%, 4/1/27, Callable 1/1/27 @ 100 |
|
|
109,879 |
|
1,294,000 |
|
Applied Materials, Inc., 1.75%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
1,329,172 |
|
4,101,000 |
|
Broadcom Corp./Broadcom Cayman Finance, Ltd., 3.88%, 1/15/27, Callable 10/15/26 @ 100 |
|
|
4,543,577 |
|
1,916,000 |
|
Broadcom, Inc., 4.70%, 4/15/25, Callable 3/15/25 @ 100 |
|
|
2,174,748 |
|
1,349,000 |
|
Broadcom, Inc., 4.25%, 4/15/26, Callable 2/15/26 @ 100 |
|
|
1,526,431 |
|
610,000 |
|
Broadcom, Inc., 4.15%, 11/15/30, Callable 8/15/30 @ 100 |
|
|
683,151 |
|
2,073,000 |
|
Intel Corp., 2.45%, 11/15/29, Callable 8/15/29 @ 100 |
|
|
2,249,829 |
|
1,983,000 |
|
Intel Corp., 3.90%, 3/25/30, Callable 12/25/29 @ 100 |
|
|
2,399,273 |
|
22,000 |
|
Intel Corp., 3.73%, 12/8/47, Callable 6/8/47 @ 100 |
|
|
26,263 |
|
402,000 |
|
KLA Corp., 3.30%, 3/1/50, Callable 8/28/49 @ 100 |
|
|
419,237 |
|
841,000 |
|
KLA-Tencor Corp., 4.10%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
1,008,220 |
|
102,000 |
|
KLA-Tencor Corp., 5.00%, 3/15/49, Callable 9/15/48 @ 100 |
|
|
136,726 |
|
2,205,000 |
|
Lam Research Corp., 3.80%, 3/15/25, Callable 12/15/24 @ 100 |
|
|
2,481,025 |
|
363,000 |
|
Lam Research Corp., 3.75%, 3/15/26, Callable 1/15/26 @ 100 |
|
|
416,468 |
|
351,000 |
|
Lam Research Corp., 4.88%, 3/15/49, Callable 9/15/48 @ 100 |
|
|
494,145 |
|
507,000 |
|
NVIDIA Corp., 3.20%, 9/16/26, Callable 6/16/26 @ 100 |
|
|
571,886 |
|
1,652,000 |
|
NVIDIA Corp., 2.85%, 4/1/30, Callable 1/1/30 @ 100 |
|
|
1,857,626 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Semiconductors & Semiconductor Equipment, continued |
|
$102,000 |
|
NVIDIA Corp., 3.50%, 4/1/50, Callable 10/1/49 @ 100 |
|
$ |
118,562 |
|
449,000 |
|
Qualcomm, Inc., 4.80%, 5/20/45, Callable 11/20/44 @ 100 |
|
|
603,144 |
|
637,000 |
|
Texas Instruments, Inc., 1.75%, 5/4/30, Callable 2/4/30 @ 100 |
|
|
655,144 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,874,803 |
|
|
|
|
|
|
|
|
Software (0.7%): |
|
1,438,000 |
|
Autodesk, Inc., 2.85%, 1/15/30, Callable 10/15/29 @ 100 |
|
|
1,591,430 |
|
717,000 |
|
Microsoft Corp., 4.20%, 11/3/35, Callable 5/3/35 @ 100 |
|
|
942,266 |
|
793,000 |
|
Microsoft Corp., 3.75%, 2/12/45, Callable 8/12/44 @ 100 |
|
|
993,764 |
|
2,118,000 |
|
Oracle Corp., 2.95%, 11/15/24, Callable 9/15/24 @ 100 |
|
|
2,298,437 |
|
2,389,000 |
|
Oracle Corp., 2.80%, 4/1/27, Callable 2/1/27 @ 100 |
|
|
2,622,107 |
|
3,255,000 |
|
Oracle Corp., 3.25%, 11/15/27, Callable 8/15/27 @ 100 |
|
|
3,677,941 |
|
546,000 |
|
Oracle Corp., 3.90%, 5/15/35, Callable 11/15/34 @ 100 |
|
|
663,322 |
|
159,000 |
|
Oracle Corp., 3.85%, 7/15/36, Callable 1/15/36 @ 100 |
|
|
187,757 |
|
749,000 |
|
Oracle Corp., 3.80%, 11/15/37, Callable 5/15/37 @ 100 |
|
|
878,572 |
|
1,267,000 |
|
Oracle Corp., 3.60%, 4/1/40, Callable 10/1/39 @ 100 |
|
|
1,444,404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,300,000 |
|
|
|
|
|
|
|
|
Specialty Retail (0.3%): |
|
833,000 |
|
Home Depot, Inc. (The), 5.88%, 12/16/36 |
|
|
1,249,525 |
|
131,000 |
|
Home Depot, Inc. (The), 5.95%, 4/1/41, Callable 10/1/40 @ 100 |
|
|
198,342 |
|
3,841,000 |
|
Lowes Cos., Inc., 4.00%, 4/15/25, Callable 3/15/25 @ 100 |
|
|
4,368,078 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,815,945 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.3%): |
|
1,255,000 |
|
Apple, Inc., 1.00%, 11/10/22 |
|
|
1,509,687 |
|
170,000 |
|
Apple, Inc., 3.20%, 5/11/27, Callable 2/11/27 @ 100 |
|
|
193,035 |
|
1,163,000 |
|
Apple, Inc., 3.75%, 11/13/47, Callable 5/13/47 @ 100 |
|
|
1,428,231 |
|
351,000 |
|
Apple, Inc., 2.55%, 8/20/60, Callable 2/20/60 @ 100 |
|
|
349,431 |
|
203,000 |
|
Dell International LLC/EMC Corp., 5.85%, 7/15/25, Callable 6/15/25 @ 100(a) |
|
|
236,862 |
|
134,000 |
|
Dell International LLC/EMC Corp., 4.90%, 10/1/26, Callable 8/1/26 @ 100(a) |
|
|
150,962 |
|
720,000 |
|
Dell International LLC/EMC Corp., 8.10%, 7/15/36, Callable 1/15/36 @ 100(a) |
|
|
943,971 |
|
973,000 |
|
Hewlett Packard Enterprise Co., 4.40%, 10/15/22, Callable 8/15/22 @ 100 |
|
|
1,039,852 |
|
140,000 |
|
Hewlett Packard Enterprise Co., 4.65%, 10/1/24, Callable 9/1/24 @ 100 |
|
|
157,946 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,009,977 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.1%): |
|
1,713,000 |
|
NIKE, Inc., 2.75%, 3/27/27, Callable 1/27/27 @ 100 |
|
|
1,895,688 |
|
243,000 |
|
NIKE, Inc., 3.38%, 3/27/50, Callable 9/27/49 @ 100 |
|
|
283,541 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,179,229 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Tobacco (0.5%): |
|
$1,432,000 |
|
Altria Group, Inc., 4.80%, 2/14/29, Callable 11/14/28 @ 100 |
|
$ |
1,693,378 |
|
900,000 |
|
Altria Group, Inc., 3.13%, 6/15/31, Callable 3/15/31 @ 100 |
|
|
1,205,138 |
|
1,028,000 |
|
Altria Group, Inc., 5.80%, 2/14/39, Callable 8/14/38 @ 100 |
|
|
1,310,132 |
|
1,522,000 |
|
BAT Capital Corp., 3.22%, 9/6/26, Callable 7/6/26 @ 100 |
|
|
1,636,957 |
|
443,000 |
|
BAT Capital Corp., 4.70%, 4/2/27, Callable 2/2/27 @ 100 |
|
|
507,601 |
|
823,000 |
|
BAT Capital Corp., 3.56%, 8/15/27, Callable 5/15/27 @ 100 |
|
|
888,614 |
|
622,000 |
|
BAT Capital Corp., 5.30%, 4/2/50, Callable 10/2/49 @ 100 |
|
|
729,191 |
|
700,000 |
|
Philip Morris International, Inc., 1.45%, 8/1/39, Callable 5/1/39 @ 100 |
|
|
811,423 |
|
1,369,000 |
|
Reynolds American, Inc., 4.45%, 6/12/25, Callable 3/12/25 @ 100 |
|
|
1,540,354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,322,788 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.6%): |
|
5,167,500 |
|
Sprint Spectrum Co. LLC, 3.36%, 3/20/23(a) |
|
|
5,231,311 |
|
5,736,000 |
|
T-Mobile USA, Inc., 3.75%, 4/15/27, Callable 2/15/27 @ 100(a) |
|
|
6,423,730 |
|
300,000 |
|
T-Mobile USA, Inc., 2.55%, 2/15/31, Callable 11/15/30 @ 100(a) |
|
|
310,924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,965,965 |
|
|
|
|
|
|
|
|
Total Corporate Bonds (Cost $555,531,050) |
|
|
580,286,981 |
|
|
|
|
|
|
|
|
Foreign Bonds (4.7%): |
|
Aerospace & Defense (0.4%): |
|
1,400,000 |
|
Airbus SE, 2.00%, 4/7/28, Callable 1/7/28 @ 100+(a) |
|
|
1,762,449 |
|
190,000 |
|
Airbus SE, 1.63%, 6/9/30, Callable 3/9/30 @ 100+(a) |
|
|
228,353 |
|
400,000 |
|
Airbus SE, 2.38%, 6/9/40, Callable 3/9/40 @ 100+(a) |
|
|
476,697 |
|
1,080,000 |
|
Raytheon Technologies Corp., 2.15%, 5/18/30, Callable 2/18/30 @ 100+ |
|
|
1,407,044 |
|
545,000 |
|
Rolls-Royce plc, Series E, 2.13%, 6/18/21+(a) |
|
|
630,467 |
|
1,000,000 |
|
Thales SA, 5/31/22, Callable 4/30/22 @ 100+(a) |
|
|
1,172,634 |
|
1,200,000 |
|
Thales SA, 0.75%, 6/7/23, Callable 3/7/23 @ 100+(a) |
|
|
1,432,088 |
|
100,000 |
|
Thales SA, 0.75%, 1/23/25, Callable 10/23/24 @ 100+(a) |
|
|
119,905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,229,637 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.1%): |
|
1,745,000 |
|
FedEx Corp., 1.30%, 8/5/31, Callable 5/5/31 @ 100+ |
|
|
2,096,283 |
|
|
|
|
|
|
|
|
Auto Components
(0.0%): |
|
630,000 |
|
Conti-Gummi Finance BV, 1.13%, 9/25/24, Callable 6/25/24 @ 100+(a) |
|
|
752,962 |
|
|
|
|
|
|
|
|
Automobiles (0.1%): |
|
995,000 |
|
Daimler International Finance BV, Series E, 0.25%, 8/9/21+(a) |
|
|
1,170,562 |
|
310,000 |
|
Daimler International Finance BV, Series E, 0.25%, 11/6/23+(a) |
|
|
362,931 |
|
710,000 |
|
Volkswagen Financial Services AG, Series E, 0.75%, 10/14/21+(a) |
|
|
838,679 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,372,172 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
Banks (0.8%): |
|
$1,200,000 |
|
Banco de Sabadell SA, 1.13%(EUSA1+155bps), 3/11/27, Callable 3/11/26 @ 100+(a) |
|
$ |
1,408,384 |
|
1,100,000 |
|
Banque Federative du Credit Mutuel SA, Series E, 0.13%, 8/30/21+(a) |
|
|
1,294,488 |
|
600,000 |
|
Banque Federative du Credit Mutuel SA, Series E, 0.75%, 6/15/23+(a) |
|
|
719,610 |
|
1,625,000 |
|
BNP Paribas, 1.13%, 1/15/23+(a) |
|
|
1,959,956 |
|
500,000 |
|
BPCE SA, 0.25%, 1/15/26+(a) |
|
|
590,180 |
|
300,000 |
|
de Volksbank NV, 1.75%(EUSA5+2.100000000000bps), 10/22/30, Callable 10/22/25 @ 100+(a) |
|
|
360,484 |
|
300,000 |
|
Erste Group Bank AG, 1.63%(EUAMDB05+210bps), 9/8/31, Callable 6/8/26 @ 100+(a) |
|
|
353,890 |
|
540,000 |
|
FCA Bank SpA, 0.50%, 9/18/23, Callable 6/18/23 @ 100+(a) |
|
|
632,216 |
|
1,000,000 |
|
ING Bank NV, Series G, 4/8/22+(a) |
|
|
1,175,096 |
|
1,677,000 |
|
ING Bank NV, 3.62%(EUSA5+225bps), 2/25/26, Callable 2/25/21 @ 100+(a) |
|
|
1,990,569 |
|
400,000 |
|
KBC Group NV, Series E, 1.13%, 1/25/24+(a) |
|
|
484,261 |
|
440,000 |
|
Mizuho Financial Group, Inc., Series E, 0.52%, 6/10/24+(a) |
|
|
521,679 |
|
435,000 |
|
Simon International Finance SCA, 1.38%, 11/18/22, Callable 8/18/22 @ 100+(a) |
|
|
515,838 |
|
705,000 |
|
Skandinaviska Enskilda Banken AB, 0.38%, 2/11/27+(a) |
|
|
831,872 |
|
2,500,000 |
|
Societe Generale, 5/27/22+(a) |
|
|
2,934,748 |
|
1,000,000 |
|
Toronto-Dominion Bank (The), Series E, 0.38%, 4/25/24+(a) |
|
|
1,183,841 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,957,112 |
|
|
|
|
|
|
|
|
Beverages
(0.0%): |
|
600,000 |
|
Pernod Ricard SA, 0.02%, 10/24/23, Callable 9/24/23 @ 100+(a) |
|
|
702,975 |
|
|
|
|
|
|
|
|
Capital Markets (0.1%): |
|
900,000 |
|
Credit Suisse Group AG, 3.25%(EUAMDB01+350bps), 4/2/26, Callable 4/2/25 @ 100+(a) |
|
|
1,179,025 |
|
1,170,000 |
|
UBS Group AG, 0.25%(EUSA1+55bps), 1/29/26, Callable 1/29/25 @ 100+(a) |
|
|
1,369,883 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,548,908 |
|
|
|
|
|
|
|
|
Chemicals (0.1%): |
|
800,000 |
|
Air Liquide Finance SA, Series E, 0.38%, 4/18/22, Callable 1/18/22 @ 100+(a) |
|
|
943,678 |
|
390,000 |
|
Covestro AG, 0.88%, 2/3/26, Callable 11/3/25 @ 100+(a) |
|
|
461,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,405,189 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.0%): |
|
500,000 |
|
APRR SA, 1/20/23+(a) |
|
|
587,993 |
|
|
|
|
|
|
|
|
Consumer Finance (0.1%): |
|
380,000 |
|
General Motors Financial Co., Inc., 0.85%, 2/26/26, Callable 12/26/25 @ 100+(a) |
|
|
421,291 |
|
570,000 |
|
Toyota Motor Finance Netherlands BV, Series E, 0.25%, 1/10/22+(a) |
|
|
671,141 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,092,432 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.0%): |
|
220,000 |
|
Amcor UK Finance plc, 1.13%, 6/23/27, Callable 4/23/27 @ 100+ |
|
|
267,932 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.8%): |
|
660,000 |
|
BAT International Finance plc, Series E, 0.88%, 10/13/23, Callable 7/13/23 @ 100+(a) |
|
|
787,656 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
Diversified Financial Services, continued |
|
$515,000 |
|
BAT International Finance plc, 1.25%, 3/13/27, Callable 12/13/26 @ 100+(a) |
|
$ |
616,343 |
|
1,810,000 |
|
BMW Finance NV, 0.05%, 4/14/23+(a) |
|
|
2,119,029 |
|
1,035,000 |
|
BP Capital Markets plc, Series E, 1.37%, 3/3/22+ |
|
|
1,239,155 |
|
640,000 |
|
BP Capital Markets plc, Series E, 1.11%, 2/16/23+ |
|
|
772,574 |
|
825,000 |
|
BP Capital Matkets plc, 3.25%(EUSA5+388bps), 12/31/99, Callable 3/22/26 @ 100+(a) |
|
|
992,540 |
|
330,000 |
|
Enel Finance International NV, Series E, 0.07%, 6/17/24, Callable 5/17/24 @ 100+(a) |
|
|
385,928 |
|
670,000 |
|
OP Corporate Bank plc, 0.50%, 8/12/25+(a) |
|
|
802,952 |
|
1,900,000 |
|
OP Corporate Bank plc, 1.63%(EUSA5+200bps), 6/9/30, Callable 6/9/25 @ 100+(a) |
|
|
2,271,928 |
|
400,000 |
|
Total Capital International SA, Series E, 2.13%, 11/19/21+(a) |
|
|
480,866 |
|
400,000 |
|
Total Capital International SA, Series E, 2.13%, 3/15/23+(a) |
|
|
494,628 |
|
1,200,000 |
|
Volvo Treasury AB, Series E, 0.16%(EUR003M+65bps), 9/13/21+(a) |
|
|
1,408,440 |
|
300,000 |
|
Volvo Treasury AB, 0.01%, 2/11/23+(a) |
|
|
351,583 |
|
700,000 |
|
Vonovia Finance BV, 0.75%, 1/25/22+(a) |
|
|
829,058 |
|
1,500,000 |
|
Vonovia Finance BV, Series E, 0.13%, 4/6/23, Callable 3/6/23 @ 100+(a) |
|
|
1,763,276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,315,956 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (0.2%): |
|
200,000 |
|
Orange SA, Series E, 0.75%, 9/11/23, Callable 6/11/23 @ 100+(a) |
|
|
239,690 |
|
330,000 |
|
Swisscom Finance BV, 0.38%, 11/14/28, Callable 8/14/28 @ 100+(a) |
|
|
394,776 |
|
540,000 |
|
Telenor ASA, Series E, 9/25/23, Callable 6/25/23 @ 100+(a) |
|
|
634,919 |
|
1,705,000 |
|
Telstra Corp., Ltd., Series E, 3.50%, 9/21/22+(a) |
|
|
2,139,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,408,560 |
|
|
|
|
|
|
|
|
Electric Utilities (0.1%): |
|
470,000 |
|
National Grid Electricity Transmission, 0.19%, 1/20/25, Callable 10/20/24 @ 100+(a) |
|
|
554,334 |
|
500,000 |
|
RTE Reseau de Transport dElectricite, Series E, 1.63%, 10/8/24, Callable 7/8/24 @ 100+(a) |
|
|
624,065 |
|
900,000 |
|
RTE Reseau de Transport dElectricite SADIR, 4.13%, 2/3/21+(a) |
|
|
1,069,741 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,248,140 |
|
|
|
|
|
|
|
|
Electrical Equipment (0.1%): |
|
1,565,000 |
|
Eaton Capital Unlimited Co., 0.02%, 5/14/21, Callable 4/14/21 @ 100+(a) |
|
|
1,834,200 |
|
400,000 |
|
Schneider Electric SE, 6/12/23, Callable 5/12/23 @ 100+(a) |
|
|
470,334 |
|
400,000 |
|
Schneider Electric SE, Series E, 0.25%, 9/9/24, Callable 6/9/24 @ 100+(a) |
|
|
475,229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,779,763 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.0%): |
|
750,000 |
|
Amphenol Technologies Holding GmbH, 0.75%, 5/4/26, Callable 2/4/26 @ 100+(a) |
|
|
889,446 |
|
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (0.1%): |
|
200,000 |
|
Icade Sante SAS, 1.38%, 9/17/30, Callable 6/17/30 @ 100+(a) |
|
|
237,493 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
Equity Real Estate Investment Trusts, continued |
|
$600,000 |
|
Unibail-Rodamco-Westfield SE, 2.00%, 6/29/32, Callable 3/29/32 @ 100+(a) |
|
$ |
736,280 |
|
|
|
|
|
|
|
|
|
|
|
|
|
973,773 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (0.2%): |
|
730,000 |
|
DH Europe Finance II Sarl, 0.20%, 3/18/26, Callable 12/18/25 @ 100+ |
|
|
852,815 |
|
265,000 |
|
DH Europe Finance II Sarl, 1.35%, 9/18/39, Callable 3/18/39 @ 100+ |
|
|
306,840 |
|
1,970,000 |
|
Medtronic Global Holdings SCA, 12/2/22, Callable 11/2/22 @ 100+ |
|
|
2,312,513 |
|
320,000 |
|
Medtronic Global Holdings SCA, 1.38%, 10/15/40, Callable 4/15/40 @ 100+ |
|
|
382,554 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,854,722 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.0%): |
|
100,000 |
|
Eurogrid GmbH, 1.11%, 5/15/32, Callable 2/15/32 @ 100+(a) |
|
|
125,144 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.1%): |
|
2,215,000 |
|
Siemens Financieringsmaatschappij NV, Series E, 9/5/21+(a) |
|
|
2,600,318 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail
(0.0%): |
|
650,000 |
|
Booking Holdings, Inc., 1.80%, 3/3/27, Callable 12/3/26 @ 100+ |
|
|
803,108 |
|
|
|
|
|
|
|
|
IT Services (0.2%): |
|
700,000 |
|
Amadeus IT Group SA, 2.88%, 5/20/27, Callable 2/20/27 @ 100+(a) |
|
|
871,000 |
|
1,200,000 |
|
Amadeus IT Group SA, 1.88%, 9/24/28, Callable 6/24/28 @ 100+(a) |
|
|
1,376,282 |
|
915,000 |
|
Fiserv, Inc., 1.63%, 7/1/30, Callable 4/1/30 @ 100+ |
|
|
1,144,195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,391,477 |
|
|
|
|
|
|
|
|
Machinery
(0.0%): |
|
600,000 |
|
KION Group AG, 1.63%, 9/24/25, Callable 6/24/25 @ 100+(a) |
|
|
699,022 |
|
|
|
|
|
|
|
|
Media (0.2%): |
|
505,000 |
|
Discovery Communications LLC, 1.90%, 3/19/27, Callable 12/19/26 @ 100+ |
|
|
618,353 |
|
1,300,000 |
|
Informa plc, 1.25%, 4/22/28, Callable 1/22/28 @ 100+(a) |
|
|
1,389,063 |
|
610,000 |
|
SES SA, 2.00%, 7/2/28, Callable 4/2/28 @ 100+(a) |
|
|
741,715 |
|
495,000 |
|
Sky, Ltd., Series E, 1.50%, 9/15/21+(a) |
|
|
589,622 |
|
560,000 |
|
WPP Finance SA, 2.38%, 5/19/27+(a) |
|
|
715,267 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,054,020 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.4%): |
|
1,300,000 |
|
E.ON SE, Series E, 10/24/22, Callable 9/24/22 @ 100+(a) |
|
|
1,526,801 |
|
1,400,000 |
|
Engie SA, Series E, 0.38%, 2/28/23, Callable 11/28/22 @ 100+(a) |
|
|
1,659,281 |
|
600,000 |
|
Engie SA, 1.75%, 3/27/28, Callable 12/27/27 @ 100+(a) |
|
|
781,726 |
|
395,000 |
|
ESB Finance DAC, Series E, 3.49%, 1/12/24+(a) |
|
|
513,988 |
|
280,000 |
|
Innogy Finance BV, Series E, 0.75%, 11/30/22, Callable 8/30/22 @ 100+(a) |
|
|
333,465 |
|
200,000 |
|
Redexis Gas Finance BV, 1.88%, 5/28/25, Callable 2/28/25 @ 100+(a) |
|
|
245,509 |
|
100,000 |
|
Suez SA, 1.63%(EUAMDB05+215.100000000000bps), 12/31/99, Callable 6/1/26 @ 100+(a) |
|
|
111,955 |
|
100,000 |
|
Terega SA, 0.88%, 9/17/30, Callable 6/17/30 @ 100+(a) |
|
|
116,852 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Foreign Bonds, continued |
|
Multi-Utilities, continued |
|
$1,300,000 |
|
Veolia Environnement SA, Series E, 0.67%, 3/30/22, Callable 12/30/21 @ 100+(a) |
|
$ |
1,538,079 |
|
200,000 |
|
Veolia Environnement SA, 1.59%, 1/10/28, Callable 10/10/27 @ 100+(a) |
|
|
254,526 |
|
100,000 |
|
Veolia Environnement SA, 0.80%, 1/15/32, Callable 10/15/31 @ 100+(a) |
|
|
118,227 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,200,409 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.1%): |
|
720,000 |
|
Digital Dutch Finco BV, 1.50%, 3/15/30, Callable 12/15/29 @ 100+(a) |
|
|
881,131 |
|
600,000 |
|
Digital Dutch Finco BV, 1.00%, 1/15/32, Callable 10/15/31 @ 100+(a) |
|
|
694,612 |
|
390,000 |
|
Equinor ASA, 1.38%, 5/22/32, Callable 2/22/32 @ 100+(a) |
|
|
497,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,073,253 |
|
|
|
|
|
|
|
|
Pharmaceuticals (0.4%): |
|
475,000 |
|
Abbott Ireland Financing DAC, 0.88%, 9/27/23, Callable 8/27/23 @ 100+(a) |
|
|
572,860 |
|
490,000 |
|
Abbott Ireland Financing DAC, 0.10%, 11/19/24, Callable 10/19/24 @ 100+(a) |
|
|
577,250 |
|
700,000 |
|
Bayer AG, 1.38%, 7/6/32, Callable 4/6/32 @ 100+(a) |
|
|
837,395 |
|
2,200,000 |
|
Merck Financial Services GmbH, Series E, 0.01%, 12/15/23, Callable 9/15/23 @ 100+(a) |
|
|
2,583,121 |
|
500,000 |
|
Merck Financial Services GmbH, 0.13%, 7/16/25, Callable 4/16/25 @ 100+(a) |
|
|
589,154 |
|
740,000 |
|
Novartis Finance SA, 0.50%, 8/14/23, Callable 5/14/23 @ 100+(a) |
|
|
883,911 |
|
1,125,000 |
|
Takeda Pharmaceutical Co., Ltd., 2.00%, 7/9/40, Callable 1/9/40 @ 100+ |
|
|
1,396,405 |
|
840,000 |
|
Upjohn Finance BV, 1.02%, 6/23/24, Callable 5/23/24 @ 100+(a) |
|
|
1,004,520 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,444,616 |
|
|
|
|
|
|
|
|
Professional Services (0.0%): |
|
520,000 |
|
RELX Finance BV, 0.04%, 3/18/24, Callable 2/18/24 @ 100+(a) |
|
|
608,709 |
|
220,000 |
|
Wolters Kluwer NV, 0.75%, 7/3/30, Callable 4/3/30 @ 100+(a) |
|
|
263,246 |
|
|
|
|
|
|
|
|
|
|
|
|
|
871,955 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.1%): |
|
100,000 |
|
Kering SA, 0.75%, 5/13/28, Callable 2/13/28 @ 100+(a) |
|
|
121,093 |
|
200,000 |
|
LVMH Moet Hennessy Louis Vuitton SE, Series E, 2/28/21+(a) |
|
|
234,602 |
|
690,000 |
|
LVMH Moet Hennessy Louis Vuitton SE, Series E, 0.38%, 5/26/22, Callable 2/26/22 @ 100+(a) |
|
|
815,006 |
|
900,000 |
|
LVMH Moet Hennessy Louis Vuitton SE, 2/11/24, Callable 12/11/23 @ 100+(a) |
|
|
1,057,449 |
|
220,000 |
|
Richemont International Holding SA, 0.75%, 5/26/28, Callable 2/26/28 @ 100+(a) |
|
|
268,448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,496,598 |
|
|
|
|
|
|
|
|
Total Foreign Bonds (Cost $93,279,211) |
|
|
98,243,875 |
|
|
|
|
|
|
|
|
Yankee Dollars (6.1%): |
|
Airlines
(0.0%): |
|
219,333 |
|
Air Canada Pass Through Trust, Class B, Series 2015-2, 5.00%, 6/15/25(a) |
|
|
178,756 |
|
300,696 |
|
Air Canada Pass Through Trust, Class A, Series 2017-1, 3.30%, 7/15/31(a) |
|
|
279,816 |
|
|
|
|
|
|
|
|
|
|
|
|
|
458,572 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Auto Components (0.0%): |
|
$863,000 |
|
Magna International, Inc., 2.45%, 6/15/30, Callable 3/15/30 @ 100 |
|
$ |
905,776 |
|
|
|
|
|
|
|
|
Banks (1.9%): |
|
2,400,000 |
|
Banco Santander SA, 2.71%, 6/27/24 |
|
|
2,529,269 |
|
3,033,000 |
|
Barclays plc, 4.34%(US0003M+136bps), 5/16/24, Callable 5/16/23 @ 100 |
|
|
3,252,894 |
|
423,000 |
|
BNP Paribas SA, 3.50%, 3/1/23(a) |
|
|
448,909 |
|
1,525,000 |
|
BNP Paribas SA, 3.38%, 1/9/25(a) |
|
|
1,652,871 |
|
1,003,000 |
|
BNP Paribas SA, 2.82%(US0003M+1bps), 11/19/25, Callable 11/19/24 @ 100(a) |
|
|
1,056,787 |
|
470,000 |
|
BPCE SA, 3.00%, 5/22/22(a) |
|
|
486,235 |
|
1,172,000 |
|
BPCE SA, 2.70%, 10/1/29(a) |
|
|
1,258,947 |
|
250,000 |
|
Danske Bank A/S, 3.00%(US0003M+125bps), 9/20/22, Callable 9/20/21 @ 100(a) |
|
|
254,457 |
|
580,000 |
|
Danske Bank A/S, 3.88%, 9/12/23(a) |
|
|
622,809 |
|
200,000 |
|
Danske Bank A/S, 1.17%, 12/8/23, Callable 12/8/22 @ 100(a) |
|
|
199,955 |
|
1,389,000 |
|
Danske Bank A/S, 5.38%, 1/12/24(a) |
|
|
1,560,968 |
|
4,158,000 |
|
Danske Bank A/S, 1.23%, 6/22/24, Callable 6/22/23 @ 100(a) |
|
|
4,198,969 |
|
286,000 |
|
Danske Bank A/S, 1.62%, 9/11/26, Callable 9/11/25 @ 100(a) |
|
|
283,737 |
|
2,053,000 |
|
HSBC Holdings plc, 3.26%(US0003M+106bps), 3/13/23, Callable 3/13/22 @ 100 |
|
|
2,123,605 |
|
290,000 |
|
HSBC Holdings plc, 2.01%(SOFR+173bps), 9/22/28, Callable 9/22/27 @ 100 |
|
|
285,265 |
|
890,000 |
|
HSBC Holdings plc, 4.58%(US0003M+153bps), 6/19/29, Callable 6/19/28 @ 100 |
|
|
1,023,415 |
|
854,000 |
|
HSBC Holdings plc, 3.97%(US0003M+161bps), 5/22/30, Callable 5/22/29 @ 100 |
|
|
948,288 |
|
364,000 |
|
ING Groep NV, 4.10%, 10/2/23 |
|
|
398,956 |
|
615,000 |
|
ING Groep NV, 1.40%(H15T1Y+110bps), 7/1/26, Callable 7/1/25 @ 100(a) |
|
|
622,968 |
|
1,164,000 |
|
Lloyds Banking Group plc, 2.86%(US0003M+125bps), 3/17/23, Callable 3/17/22 @ 100 |
|
|
1,195,963 |
|
205,000 |
|
Lloyds Banking Group plc, 4.05%, 8/16/23 |
|
|
221,389 |
|
1,128,000 |
|
Lloyds Banking Group plc, 2.91%(US0003M+81bps), 11/7/23, Callable 11/7/22 @ 100 |
|
|
1,170,300 |
|
605,000 |
|
Mitsubishi UFJ Financial Group, Inc., 2.95%, 3/1/21 |
|
|
611,820 |
|
3,641,000 |
|
Mitsubishi UFJ Financial Group, Inc., 3.20%, 7/18/29 |
|
|
4,003,137 |
|
2,395,000 |
|
Mizuho Financial Group, Inc., 2.84%(US0003M+98bps), 7/16/25, Callable 7/16/24 @ 100 |
|
|
2,539,583 |
|
1,015,000 |
|
Mizuho Financial Group, Inc., 2.56%(US0003M+110bps), 9/13/25, Callable 9/13/24 @ 100 |
|
|
1,064,395 |
|
2,092,000 |
|
Mizuho Financial Group, Inc., 2.23%(US0003M+83bps), 5/25/26, Callable 5/25/25 @ 100 |
|
|
2,185,697 |
|
555,000 |
|
Mizuho Financial Group, Inc., 2.20%(US0003M+151bps), 7/10/31, Callable 7/10/30 @ 100 |
|
|
565,473 |
|
575,000 |
|
Mizuho Financial Group, Inc., 1.98%(US0003M+127bps), 9/8/31, Callable 9/8/30 @ 100 |
|
|
574,561 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Banks, continued |
|
$200,000 |
|
Santander UK Group Holdings plc, 4.80%(US0003M+157bps), 11/15/24, Callable 11/15/23 @ 100 |
|
$ |
219,774 |
|
1,591,000 |
|
Sumitomo Mitsui Financial Group, Inc., 3.04%, 7/16/29 |
|
|
1,738,801 |
|
200,000 |
|
Sumitomo Mitsui Financial Group, Inc., 2.13%, 7/8/30 |
|
|
202,517 |
|
|
|
|
|
|
|
|
|
|
|
|
|
39,502,714 |
|
|
|
|
|
|
|
|
Beverages (0.1%): |
|
2,250,000 |
|
Suntory Holdings, Ltd., 2.25%, 10/16/24, Callable 9/16/24 @ 100(a) |
|
|
2,351,596 |
|
|
|
|
|
|
|
|
Biotechnology (0.1%): |
|
1,448,000 |
|
Shire Acquisitions Investments, 3.20%, 9/23/26, Callable 6/23/26 @ 100 |
|
|
1,607,025 |
|
|
|
|
|
|
|
|
Capital Markets (0.3%): |
|
345,000 |
|
Credit Suisse AG, 3.63%, 9/9/24 |
|
|
381,587 |
|
576,000 |
|
Credit Suisse Group AG, 2.59%(SOFR+156bps), 9/11/25, Callable 9/11/24 @ 100(a) |
|
|
600,274 |
|
544,000 |
|
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, 3/26/25 |
|
|
600,104 |
|
1,145,000 |
|
Deutsche Bank AG, 4.25%, 10/14/21 |
|
|
1,177,574 |
|
206,000 |
|
Deutsche Bank AG, 4.10%, 1/13/26^ |
|
|
219,295 |
|
2,000 |
|
Macquarie Group, Ltd., 4.65%(US0003M+173bps), 3/27/29, Callable 3/27/28 @ 100(a) |
|
|
2,300 |
|
400,000 |
|
Nomura Holdings, Inc., 2.68%, 7/16/30 |
|
|
411,531 |
|
1,888,000 |
|
UBS Group AG, 2.86%(US0003M+95bps), 8/15/23, Callable 8/15/22 @ 100(a) |
|
|
1,957,883 |
|
395,000 |
|
UBS Group AG, 4.13%, 9/24/25(a) |
|
|
449,276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,799,824 |
|
|
|
|
|
|
|
|
Chemicals
(0.0%): |
|
220,000 |
|
LYB International Finance BV, 4.00%, 7/15/23 |
|
|
238,711 |
|
|
|
|
|
|
|
|
Communications Equipment (0.0%): |
|
125,000 |
|
Tyco Electronics Group SA, 3.45%, 8/1/24, Callable 5/1/24 @ 100 |
|
|
135,635 |
|
6,000 |
|
Tyco Electronics Group SA, 3.13%, 8/15/27, Callable 5/15/27 @ 100 |
|
|
6,526 |
|
|
|
|
|
|
|
|
|
|
|
|
|
142,161 |
|
|
|
|
|
|
|
|
Consumer Finance (0.2%): |
|
1,675,000 |
|
Hyundai Capital Services, Inc., 3.00%, 8/29/22(a) |
|
|
1,735,066 |
|
1,390,000 |
|
Hyundai Capital Services, Inc., 3.75%, 3/5/23(a) |
|
|
1,470,884 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,205,950 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.5%): |
|
2,019,000 |
|
GE Capital International Funding, 4.42%, 11/15/35 |
|
|
2,123,806 |
|
9,000 |
|
Nvent Finance Sarl, 4.55%, 4/15/28, Callable 1/15/28 @ 100 |
|
|
9,728 |
|
432,000 |
|
NXP BV/NXP Funding LLC, 3.88%, 9/1/22(a) |
|
|
456,372 |
|
1,396,000 |
|
NXP BV/NXP Funding LLC, 4.63%, 6/1/23(a) |
|
|
1,527,076 |
|
323,000 |
|
NXP BV/NXP Funding LLC, 5.55%, 12/1/28, Callable 9/1/28 @ 100(a) |
|
|
399,680 |
|
452,000 |
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 4.30%, 6/18/29, Callable 3/18/29 @ 100(a) |
|
|
521,637 |
|
720,000 |
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 3.40%, 5/1/30, Callable 2/1/30 @ 100(a) |
|
|
787,261 |
|
1,040,000 |
|
ORIX Corp., 2.90%, 7/18/22 |
|
|
1,077,851 |
|
160,000 |
|
Shell International Finance BV, 2.50%, 9/12/26 |
|
|
174,371 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Diversified Financial Services, continued |
|
$1,642,000 |
|
Shell International Finance BV, 2.38%, 11/7/29, Callable 8/7/29 @ 100 |
|
$ |
1,733,278 |
|
242,000 |
|
Total Capital International SA, 3.70%, 1/15/24 |
|
|
265,454 |
|
920,000 |
|
Total Capital International SA, 3.75%, 4/10/24 |
|
|
1,016,139 |
|
495,000 |
|
Total Capital International SA, 2.43%, 1/10/25, Callable 10/10/24 @ 100 |
|
|
527,177 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,619,830 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (0.0%): |
|
389,000 |
|
Deutsche Telekom International Finance BV, 2.49%, 9/19/23, Callable 7/19/23 @ 100(a) |
|
|
406,509 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.0%): |
|
850,000 |
|
Seven & I Holdings Co., Ltd., 3.35%, 9/17/21(a) |
|
|
869,949 |
|
|
|
|
|
|
|
|
Insurance (0.1%): |
|
196,000 |
|
Aon plc, 4.45%, 5/24/43, Callable 2/24/43 @ 100 |
|
|
233,143 |
|
955,000 |
|
Aon plc, 4.60%, 6/14/44, Callable 3/14/44 @ 100 |
|
|
1,214,930 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,448,073 |
|
|
|
|
|
|
|
|
Interactive Media & Services (0.2%): |
|
490,000 |
|
Baidu, Inc., 4.38%, 5/14/24, Callable 4/14/24 @ 100 |
|
|
538,358 |
|
475,000 |
|
Baidu, Inc., 4.38%, 3/29/28, Callable 12/29/27 @ 100 |
|
|
543,618 |
|
1,511,000 |
|
Tencent Holdings, Ltd., 2.99%, 1/19/23, Callable 12/19/22 @ 100(a) |
|
|
1,573,494 |
|
515,000 |
|
Tencent Holdings, Ltd., 3.60%, 1/19/28, Callable 10/19/27 @ 100(a) |
|
|
566,189 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,221,659 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail
(0.0%): |
|
320,000 |
|
Alibaba Group Holding, Ltd., 2.80%, 6/6/23, Callable 5/6/23 @ 100 |
|
|
336,887 |
|
|
|
|
|
|
|
|
Media
(0.0%): |
|
460,000 |
|
Sky, Ltd., 3.75%, 9/16/24(a) |
|
|
514,085 |
|
|
|
|
|
|
|
|
Metals & Mining (0.1%): |
|
1,004,000 |
|
Anglo American Capital plc, 2.63%, 9/10/30, Callable 6/10/30 @ 100(a) |
|
|
998,692 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.2%): |
|
555,000 |
|
Ecopetrol SA, 4.13%, 1/16/25 |
|
|
582,056 |
|
1,164,000 |
|
Shell International Finance BV, 3.88%, 11/13/28, Callable 8/13/28 @ 100 |
|
|
1,358,175 |
|
236,000 |
|
Shell International Finance BV, 4.38%, 5/11/45 |
|
|
286,618 |
|
134,000 |
|
Suncor Energy, Inc., 5.95%, 12/1/34 |
|
|
165,986 |
|
298,000 |
|
Suncor Energy, Inc., 6.80%, 5/15/38 |
|
|
387,706 |
|
208,000 |
|
Suncor Energy, Inc., 6.50%, 6/15/38 |
|
|
266,031 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,046,572 |
|
|
|
|
|
|
|
|
Pharmaceuticals (0.2%): |
|
1,835,000 |
|
AstraZeneca plc, 3.38%, 11/16/25 |
|
|
2,059,011 |
|
403,000 |
|
AstraZeneca plc, 1.38%, 8/6/30, Callable 5/6/30 @ 100 |
|
|
393,240 |
|
688,000 |
|
Takeda Pharmaceutical Co., Ltd., 5.00%, 11/26/28, Callable 8/26/28 @ 100 |
|
|
853,743 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,305,994 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (0.0%): |
|
250,000 |
|
Mitsui Fudosan Co., Ltd., 2.95%, 1/23/23, Callable 12/23/22 @ 100(a) |
|
|
261,262 |
|
|
|
|
|
|
|
|
Road & Rail (0.0%): |
|
453,000 |
|
Canadian Pacific Railway, Ltd., 2.05%, 3/5/30, Callable 12/5/29 @ 100 |
|
|
473,704 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Sovereign Bond (2.1%): |
|
$782,000 |
|
Indonesia Government International Bond, 3.85%, 10/15/30 |
|
$ |
885,650 |
|
5,119,000 |
|
Mexico Government International Bond, 4.15%, 3/28/27 |
|
|
5,691,355 |
|
910,000 |
|
Mexico Government International Bond, 3.75%, 1/11/28 |
|
|
976,664 |
|
589,561 |
|
Oriental Republic of Uruguay, 4.50%, 8/14/24^ |
|
|
642,787 |
|
2,175,000 |
|
Oriental Republic of Uruguay, 4.38%, 10/27/27 |
|
|
2,506,688 |
|
655,000 |
|
Panama Government International Bond, 3.16%, 1/23/30, Callable 10/23/29 @ 100 |
|
|
710,675 |
|
1,020,000 |
|
Panama Government International Bond, 4.50%, 4/1/56, Callable 10/1/55 @ 100 |
|
|
1,273,725 |
|
689,000 |
|
Province of Manitoba, 3.05%, 5/14/24 |
|
|
750,702 |
|
704,000 |
|
Republic of Chile, 3.24%, 2/6/28, Callable 11/6/27 @ 100 |
|
|
781,546 |
|
3,516,000 |
|
Republic of Colombia, 3.88%, 4/25/27, Callable 1/25/27 @ 100 |
|
|
3,790,705 |
|
275,000 |
|
Republic of Colombia, 4.50%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
307,706 |
|
4,767,000 |
|
Republic of Colombia, 3.00%, 1/30/30, Callable 10/30/29 @ 100 |
|
|
4,921,294 |
|
581,000 |
|
Republic of Indonesia, 4.10%, 4/24/28 |
|
|
660,884 |
|
1,590,000 |
|
Republic of Indonesia, 2.85%, 2/14/30^ |
|
|
1,669,454 |
|
575,000 |
|
Republic of Panama, 4.00%, 9/22/24, Callable 6/22/24 @ 100 |
|
|
628,188 |
|
420,000 |
|
Republic of Panama, 3.88%, 3/17/28, Callable 12/17/27 @ 100 |
|
|
475,650 |
|
540,000 |
|
Republic of Panama, 4.50%, 5/15/47 |
|
|
674,325 |
|
980,000 |
|
Republic of Peru, 4.13%, 8/25/27 |
|
|
1,142,541 |
|
281,000 |
|
Republic of Peru, 5.63%, 11/18/50 |
|
|
447,969 |
|
3,200,000 |
|
Republic of Philippines, 3.00%, 2/1/28 |
|
|
3,520,912 |
|
2,741,000 |
|
United Mexican States, 4.50%, 4/22/29 |
|
|
3,068,769 |
|
6,325,000 |
|
United Mexican States, 3.25%, 4/16/30, Callable 1/16/30 @ 100^ |
|
|
6,420,621 |
|
1,260,000 |
|
Uruguay Government International Bond, 4.38%, 1/23/31, Callable 10/23/30 @ 100 |
|
|
1,499,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
43,448,210 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.1%): |
|
1,297,000 |
|
Vodafone Group plc, 4.13%, 5/30/25 |
|
|
1,478,606 |
|
457,000 |
|
Vodafone Group plc, 4.38%, 2/19/43 |
|
|
528,611 |
|
759,000 |
|
Vodafone Group plc, 5.25%, 5/30/48 |
|
|
972,356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,979,573 |
|
|
|
|
|
|
|
|
Total Yankee Dollars (Cost $120,082,976) |
|
|
126,143,328 |
|
|
|
|
|
|
|
|
Municipal Bonds (1.3%): |
|
California (0.1%): |
|
|
|
|
400,000 |
|
California State University Revenue, 2.90%, 11/1/51, Continuously Callable @100 |
|
|
401,736 |
|
1,055,000 |
|
San Diego Community College District, GO, 3.34%, 8/1/43, Continuously Callable @100 |
|
|
1,120,684 |
|
160,000 |
|
State of California, Build America Bonds, GO, 7.63%, 3/1/40 |
|
|
273,578 |
|
347,000 |
|
University of California Revenue, 4.77%, 5/15/15 |
|
|
486,220 |
|
50,000 |
|
University of California Revenue, 4.86%, 5/15/12 |
|
|
70,887 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,353,105 |
|
|
|
|
|
|
|
|
Ohio
(0.0%): |
|
490,000 |
|
City of Cleveland Airport System Revenue, 2.88%, 1/1/31 |
|
|
504,043 |
|
|
|
|
|
|
|
|
Massachusetts (0.2%): |
|
620,000 |
|
Commonwealth of Massachusetts, GO, 5.00%, 3/1/29 |
|
|
826,243 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Municipal Bonds, continued |
|
Massachusetts, continued |
|
$450,000 |
|
Massachusetts School Building Authority Revenue, Series B, 5.00%, 10/15/41, Pre-refunded 10/15/21 @ 100 |
|
$ |
472,838 |
|
1,260,000 |
|
Massachusetts School Building Authority Revenue, 3.40%, 10/15/40, Continuously Callable @100 |
|
|
1,349,321 |
|
1,780,000 |
|
Massachusetts Water Resources Authority Revenue, 3.10%, 8/1/39, Continuously Callable @100 |
|
|
1,876,245 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,524,647 |
|
|
|
|
|
|
|
|
North Carolina (0.1%): |
|
450,000 |
|
County of Mecklenburg NC, GO, 5.00%, 3/1/30, Continuously Callable @100 |
|
|
596,525 |
|
1,610,000 |
|
State of North Carolina, GO, 5.00%, 6/1/30, Continuously Callable @100 |
|
|
2,163,099 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,759,624 |
|
|
|
|
|
|
|
|
Florida
(0.0%): |
|
140,000 |
|
County of Miami-Dade FL Aviation Revenue, 3.28%, 10/1/29 |
|
|
149,743 |
|
520,000 |
|
County of Miami-Dade FL Water & Sewer System Revenue, 3.49%, 10/1/42, Continuously Callable @100 |
|
|
557,518 |
|
|
|
|
|
|
|
|
|
|
|
|
|
707,261 |
|
|
|
|
|
|
|
|
New Jersey (0.1%): |
|
575,000 |
|
New Jersey State Transportation Authority Revenue, Build America Bonds, GO, 6.56%, 12/15/40 |
|
|
724,379 |
|
270,000 |
|
New Jersey Transportation Trust Fund Authority Revenue, 4.13%, 6/15/42 |
|
|
262,067 |
|
350,000 |
|
Rutgers The State University of New Jersey Revenue, 3.27%, 5/1/43 |
|
|
376,901 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,363,347 |
|
|
|
|
|
|
|
|
New York (0.1%): |
|
885,000 |
|
New York State Thruway Authority Revenue, 2.90%, 1/1/35 |
|
|
948,401 |
|
|
|
|
|
|
|
|
Delaware
(0.0%): |
|
550,000 |
|
State of Delaware, GO, 5.00%, 1/1/30 |
|
|
752,213 |
|
|
|
|
|
|
|
|
Lousiana (0.1%): |
|
870,000 |
|
State of Louisiana, GO, 5.00%, 3/1/28 |
|
|
1,127,137 |
|
830,000 |
|
State of Louisiana, GO, 5.00%, 3/1/27 |
|
|
1,052,033 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,179,170 |
|
|
|
|
|
|
|
|
Maryland (0.3%): |
|
1,665,000 |
|
State of Maryland, GO, 5.00%, 3/15/29 |
|
|
2,238,676 |
|
2,605,000 |
|
State of Maryland, GO, 5.00%, 3/15/28 |
|
|
3,424,975 |
|
665,000 |
|
State of Maryland, GO, 5.00%, 3/15/27 |
|
|
856,979 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,520,630 |
|
|
|
|
|
|
|
|
Minnesota (0.1%): |
|
730,000 |
|
State of Minnesota, GO, 5.00%, 8/1/29, Continuously Callable @100 |
|
|
963,622 |
|
|
|
|
|
|
|
|
Oregon
(0.0%): |
|
635,000 |
|
State of Oregon Department of Transportation Revenue, 3.17%, 11/15/38, Continuously Callable @100 |
|
|
682,263 |
|
|
|
|
|
|
|
|
Pennsylvania
(0.0%): |
|
530,000 |
|
The Pennsylvania State University Revenue, Series D, 2.84%, 9/1/50 |
|
|
544,496 |
|
|
|
|
|
|
|
|
Michigan (0.1%): |
|
1,024,000 |
|
University of Michigan Revenue, 2.44%, 4/1/40, Continuously Callable @100 |
|
|
1,046,446 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Municipal Bonds, continued |
|
Nebraska (0.1%): |
|
$1,175,000 |
|
University of Nebraska Facilities Corp. Revenue, 3.04%, 10/1/49 |
|
$ |
1,293,052 |
|
|
|
|
|
|
|
|
Total Municipal Bonds (Cost $26,179,900) |
|
|
27,142,320 |
|
|
|
|
|
|
|
|
U.S. Government Agency Mortgages (29.3%): |
|
Federal Home Loan Bank (0.3%): |
|
4,080,000 |
|
3.56%, 5/16/33 |
|
|
5,178,936 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,178,936 |
|
|
|
|
|
|
|
|
Federal Home Loan Mortgage Corporation (3.8%): |
|
3,650,000 |
|
Class A2, Series KC02, 3.37%, 7/25/25 |
|
|
3,957,111 |
|
1,057,314 |
|
Class A1, Series KIR2, 2.75%, 3/25/27 |
|
|
1,120,827 |
|
199,881 |
|
3.00%, 9/1/27, Pool #U70060 |
|
|
210,957 |
|
3,185,000 |
|
Class A2, Series K076, 3.90%, 4/25/28 |
|
|
3,823,115 |
|
11,000 |
|
Class A2, Series K078, 3.85%, 6/25/28, Callable 6/25/28 @ 100 |
|
|
13,168 |
|
102,522 |
|
3.00%, 7/1/28, Pool #U79018 |
|
|
108,610 |
|
1,180,000 |
|
Class A2, Series K083, 4.05%, 9/25/28, Callable 9/25/28 @ 100 |
|
|
1,434,148 |
|
3,293,000 |
|
Class A2, Series K084, 3.78%, 10/25/28 |
|
|
3,896,706 |
|
1,050,000 |
|
Class A2, Series K088, 3.69%, 1/25/29 |
|
|
1,254,719 |
|
591,000 |
|
1.15%, 9/15/29(c) |
|
|
534,869 |
|
37,497 |
|
3.00%, 1/1/30, Pool #V60696 |
|
|
40,133 |
|
48,029 |
|
3.00%, 1/1/30, Pool #V60724 |
|
|
51,443 |
|
75,294 |
|
2.50%, 3/1/30, Pool #V60770 |
|
|
79,360 |
|
123,627 |
|
2.50%, 5/1/30, Pool #V60796 |
|
|
131,002 |
|
82,227 |
|
2.50%, 5/1/30, Pool #J31418 |
|
|
86,638 |
|
195,286 |
|
2.50%, 5/1/30, Pool #J31728 |
|
|
204,900 |
|
172,786 |
|
3.00%, 5/1/30, Pool #J31689 |
|
|
185,996 |
|
336,415 |
|
3.00%, 6/1/30, Pool #V60840 |
|
|
361,158 |
|
31,836 |
|
2.50%, 7/1/30, Pool #J32209 |
|
|
33,547 |
|
33,043 |
|
2.50%, 7/1/30, Pool #J32204 |
|
|
34,876 |
|
8,067 |
|
2.50%, 7/1/30, Pool #J32491 |
|
|
8,461 |
|
8,419 |
|
2.50%, 7/1/30, Pool #V60905 |
|
|
8,921 |
|
156,169 |
|
3.00%, 7/1/30, Pool #G15520 |
|
|
167,242 |
|
19,451 |
|
3.00%, 7/1/30, Pool #J32181 |
|
|
20,949 |
|
32,935 |
|
3.00%, 8/1/30, Pool #V60909 |
|
|
35,358 |
|
137,378 |
|
2.50%, 8/1/30, Pool #V60886 |
|
|
146,663 |
|
20,123 |
|
3.00%, 8/1/30, Pool #J32436 |
|
|
21,545 |
|
112,143 |
|
2.50%, 8/1/30, Pool #V60902 |
|
|
119,917 |
|
341,638 |
|
2.50%, 9/1/30, Pool #V60904 |
|
|
362,023 |
|
107,684 |
|
2.50%, 9/1/30, Pool #V60903 |
|
|
113,646 |
|
190,000 |
|
6.75%, 3/15/31 |
|
|
297,281 |
|
197,000 |
|
1.35%, 3/15/31(c) |
|
|
172,264 |
|
550,445 |
|
2.50%, 4/1/31, Pool #G16186 |
|
|
582,257 |
|
108,204 |
|
5.50%, 2/1/35, Pool #G04692 |
|
|
125,488 |
|
116,988 |
|
3.00%, 9/1/37, Pool #ZA2471 |
|
|
124,074 |
|
166,332 |
|
6.00%, 4/1/39, Pool #G07613 |
|
|
196,939 |
|
30,393 |
|
4.50%, 12/1/39, Pool #A90196 |
|
|
34,116 |
|
1,589,332 |
|
3.50%, 1/1/40, Pool #RB5028 |
|
|
1,688,621 |
|
182,054 |
|
3.50%, 2/1/40, Pool #RB5034 |
|
|
193,518 |
|
28,211 |
|
4.50%, 7/1/40, Pool #A93010 |
|
|
31,457 |
|
39,909 |
|
4.00%, 8/1/40, Pool #A93534 |
|
|
43,602 |
|
588,527 |
|
4.50%, 9/1/40, Pool #A93700 |
|
|
656,373 |
|
207,242 |
|
4.00%, 9/1/40, Pool #A93851 |
|
|
232,695 |
|
36,073 |
|
4.00%, 10/1/40, Pool #A95923 |
|
|
40,088 |
|
27,426 |
|
4.00%, 11/1/40, Pool #A94779 |
|
|
30,481 |
|
31,084 |
|
4.00%, 11/1/40, Pool #A94977 |
|
|
34,556 |
|
35,816 |
|
4.00%, 11/1/40, Pool #A95144 |
|
|
40,337 |
|
2,158 |
|
4.00%, 4/1/41, Pool #Q00093 |
|
|
2,377 |
|
83,528 |
|
4.50%, 5/1/41, Pool #Q00804 |
|
|
93,104 |
|
89,125 |
|
4.50%, 5/1/41, Pool #Q00959 |
|
|
99,113 |
|
401,558 |
|
Class FL, Series 4248, 0.60%(US0001M+45bps), 5/15/41 |
|
|
396,899 |
|
451,001 |
|
5.50%, 6/1/41, Pool #G07553 |
|
|
514,921 |
|
464,271 |
|
3.50%, 10/1/41, Pool #G08462 |
|
|
499,768 |
|
61,509 |
|
4.00%, 10/1/41, Pool #Q04022 |
|
|
69,383 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal Home Loan Mortgage Corporation, continued |
|
$34,482 |
|
4.00%, 10/1/41, Pool #Q03841 |
|
$ |
38,929 |
|
97,920 |
|
5.00%, 10/1/41, Pool #G07642 |
|
|
110,308 |
|
215,176 |
|
3.50%, 4/1/42, Pool #Q07417 |
|
|
237,364 |
|
239,328 |
|
3.50%, 4/1/42, Pool #C03811 |
|
|
266,448 |
|
23,197 |
|
3.50%, 5/1/42, Pool #Q08239 |
|
|
25,463 |
|
7,179 |
|
3.50%, 5/1/42, Pool #Q08306 |
|
|
7,883 |
|
12,208 |
|
3.50%, 5/1/42, Pool #Q07896 |
|
|
13,150 |
|
27,356 |
|
3.50%, 8/1/42, Pool #Q12162 |
|
|
30,179 |
|
199,546 |
|
3.50%, 8/1/42, Pool #G07106 |
|
|
220,141 |
|
324,678 |
|
3.50%, 8/1/42, Pool #Q10724 |
|
|
349,753 |
|
28,617 |
|
3.50%, 10/1/42, Pool #Q11750 |
|
|
30,811 |
|
17,952 |
|
3.50%, 10/1/42, Pool #Q11909 |
|
|
19,812 |
|
407,649 |
|
3.50%, 11/1/42, Pool #Q13134 |
|
|
440,329 |
|
239,497 |
|
3.00%, 12/1/42, Pool #C04320 |
|
|
257,281 |
|
270,054 |
|
3.00%, 1/1/43, Pool #Q14866 |
|
|
288,030 |
|
164,098 |
|
3.00%, 3/1/43, Pool #Q16403 |
|
|
174,093 |
|
256,097 |
|
3.00%, 3/1/43, Pool #Q16673 |
|
|
271,723 |
|
128,916 |
|
3.50%, 6/1/43, Pool #Q18718 |
|
|
141,371 |
|
197,167 |
|
3.50%, 7/1/43, Pool #Q20206 |
|
|
219,018 |
|
87,191 |
|
3.50%, 8/1/43, Pool #Q21320 |
|
|
94,632 |
|
87,933 |
|
4.00%, 9/1/43, Pool #Q21579 |
|
|
99,719 |
|
2,981,365 |
|
3.00%, 9/1/43, Pool #G60675 |
|
|
3,269,100 |
|
249,464 |
|
3.00%, 10/1/43, Pool #G60037 |
|
|
268,035 |
|
276,068 |
|
4.50%, 12/1/43, Pool #Q23779 |
|
|
305,085 |
|
205,363 |
|
4.50%, 12/1/43, Pool #G60018 |
|
|
223,903 |
|
21,304 |
|
3.50%, 1/1/44, Pool #Q24368 |
|
|
23,659 |
|
930,633 |
|
Class XZ, Series 4316, 4.50%, 3/15/44 |
|
|
1,157,714 |
|
107,850 |
|
4.00%, 4/1/44, Pool #Q25643 |
|
|
119,177 |
|
15,123 |
|
3.50%, 4/1/44, Pool #Q25812 |
|
|
16,933 |
|
885,338 |
|
3.50%, 4/1/44, Pool #G07848 |
|
|
969,923 |
|
1,360,501 |
|
Class ZX, Series 4352, 4.00%, 4/15/44 |
|
|
1,509,468 |
|
23,533 |
|
3.50%, 5/1/44, Pool #Q26218 |
|
|
26,003 |
|
18,112 |
|
3.50%, 5/1/44, Pool #Q26452 |
|
|
20,293 |
|
15,484 |
|
3.50%, 5/1/44, Pool #Q25988 |
|
|
17,332 |
|
32,647 |
|
3.50%, 5/1/44, Pool #Q26362 |
|
|
35,882 |
|
16,361 |
|
3.50%, 6/1/44, Pool #Q26707 |
|
|
18,017 |
|
111,104 |
|
3.50%, 6/1/44, Pool #Q28764 |
|
|
122,637 |
|
21,631 |
|
3.50%, 7/1/44, Pool #Q27319 |
|
|
23,911 |
|
157,164 |
|
4.00%, 7/1/44, Pool #G60901 |
|
|
173,191 |
|
78,074 |
|
3.50%, 8/1/44, Pool #Q27843 |
|
|
87,444 |
|
37,196 |
|
3.50%, 9/1/44, Pool #Q28604 |
|
|
41,111 |
|
16,080 |
|
3.50%, 9/1/44, Pool #Q28763 |
|
|
17,602 |
|
98,522 |
|
3.50%, 9/1/44, Pool #Q28605 |
|
|
110,348 |
|
6,109 |
|
3.50%, 11/1/44, Pool #Q29697 |
|
|
6,651 |
|
2,324 |
|
3.50%, 11/1/44, Pool #Q29911 |
|
|
2,542 |
|
28,513 |
|
3.50%, 1/1/45, Pool #Q31122 |
|
|
31,105 |
|
40,257 |
|
3.50%, 1/1/45, Pool #Q30876 |
|
|
44,036 |
|
29,486 |
|
4.00%, 2/1/45, Pool #Q31338 |
|
|
33,813 |
|
14,024 |
|
4.00%, 2/1/45, Pool #Q31128 |
|
|
16,075 |
|
88,201 |
|
3.50%, 5/1/45, Pool #Q33606 |
|
|
96,141 |
|
10,987 |
|
3.50%, 5/1/45, Pool #Q33131 |
|
|
11,960 |
|
76,868 |
|
3.50%, 6/1/45, Pool #Q34176 |
|
|
83,703 |
|
2,367 |
|
3.50%, 7/1/45, Pool #Q34960 |
|
|
2,580 |
|
25,121 |
|
3.50%, 9/1/45, Pool #Q36302 |
|
|
28,152 |
|
217,773 |
|
4.00%, 10/1/45, Pool #Q36972 |
|
|
241,022 |
|
8,766 |
|
3.50%, 10/1/45, Pool #V81932 |
|
|
9,548 |
|
32,544 |
|
4.00%, 12/1/45, Pool #Q37955 |
|
|
37,295 |
|
36,178 |
|
4.00%, 12/1/45, Pool #Q37957 |
|
|
40,917 |
|
365,278 |
|
3.50%, 1/1/46, Pool #G60393 |
|
|
397,262 |
|
27,679 |
|
3.50%, 2/1/46, Pool #V82209 |
|
|
30,083 |
|
253,880 |
|
3.50%, 3/1/46, Pool #Q39250 |
|
|
276,539 |
|
330,105 |
|
3.50%, 5/1/46, Pool #G60561 |
|
|
361,064 |
|
524,175 |
|
4.00%, 7/1/46, Pool #V82528 |
|
|
578,640 |
|
261,544 |
|
4.00%, 8/1/46, Pool #V82553 |
|
|
288,676 |
|
7,501,052 |
|
3.00%, 8/1/46, Pool #G60717 |
|
|
8,075,372 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal Home Loan Mortgage Corporation, continued |
|
$642,405 |
|
Class FB, Series 4606, 0.65%(US0001M+50bps), 8/15/46 |
|
$ |
643,141 |
|
37,576 |
|
4.00%, 9/1/46, Pool #G60729 |
|
|
41,469 |
|
442,455 |
|
3.00%, 9/1/46, Pool #G60718 |
|
|
471,124 |
|
2,882,806 |
|
3.00%, 9/1/46, Pool #Q43104 |
|
|
3,104,469 |
|
1,107,623 |
|
3.00%, 9/1/46, Pool #Q42979 |
|
|
1,178,784 |
|
83,976 |
|
4.00%, 10/1/46, Pool #V82661 |
|
|
92,664 |
|
1,478,633 |
|
3.00%, 12/1/46, Pool #V82781 |
|
|
1,568,993 |
|
114,843 |
|
3.00%, 12/1/46, Pool #Q45083 |
|
|
126,114 |
|
230,062 |
|
3.00%, 12/1/46, Pool #Q45080 |
|
|
245,951 |
|
427,654 |
|
3.00%, 12/1/46, Pool #Q45064 |
|
|
455,337 |
|
492,982 |
|
3.00%, 12/1/46, Pool #Q44853 |
|
|
530,875 |
|
1,751,818 |
|
4.00%, 2/1/47, Pool #V82929 |
|
|
1,933,022 |
|
776,319 |
|
3.50%, 3/1/47, Pool #G60968 |
|
|
861,360 |
|
1,905,011 |
|
4.50%, 7/1/47, Pool #G61047 |
|
|
2,131,092 |
|
148,434 |
|
3.50%, 7/1/47, Pool #Q53113 |
|
|
164,439 |
|
552,404 |
|
3.50%, 10/1/47, Pool #G61178 |
|
|
617,829 |
|
726,104 |
|
3.50%, 12/1/47, Pool #G61208 |
|
|
812,190 |
|
1,681,498 |
|
3.50%, 1/1/48, Pool #Q53747 |
|
|
1,811,504 |
|
87,773 |
|
3.50%, 1/1/48, Pool #Q53630 |
|
|
98,220 |
|
161,936 |
|
3.50%, 1/1/48, Pool #Q53648 |
|
|
176,947 |
|
2,219,885 |
|
4.50%, 8/1/48, Pool #G67715 |
|
|
2,479,936 |
|
17,785 |
|
3.00%, 7/1/50, Pool #QB1488 |
|
|
19,591 |
|
36,418 |
|
3.00%, 7/1/50, Pool #QB1486 |
|
|
40,112 |
|
165,651 |
|
3.00%, 7/1/50, Pool #QB1479 |
|
|
181,163 |
|
17,986 |
|
3.00%, 7/1/50, Pool #QB1158 |
|
|
19,292 |
|
115,849 |
|
3.00%, 8/1/50, Pool #QB2339 |
|
|
127,615 |
|
1,223,792 |
|
3.00%, 8/1/50, Pool #RA3282 |
|
|
1,314,532 |
|
1,413,487 |
|
3.00%, 8/1/50, Pool #RA3313 |
|
|
1,499,739 |
|
1,027,532 |
|
3.00%, 8/1/50, Pool #RA3388 |
|
|
1,106,502 |
|
5,100,610 |
|
3.00%, 8/1/50, Pool #SD8084 |
|
|
5,389,185 |
|
1,895,370 |
|
3.00%, 8/1/50, Pool #RA3324 |
|
|
2,041,042 |
|
|
|
|
|
|
|
|
|
|
|
|
|
78,638,334 |
|
|
|
|
|
|
|
|
Federal National Mortgage Association (18.3%): |
|
142,280 |
|
2.50%, 9/1/27, Pool #AB6194 |
|
|
149,815 |
|
96,090 |
|
2.50%, 9/1/27, Pool #AP5205 |
|
|
100,439 |
|
33,960 |
|
2.50%, 2/1/28, Pool #AB8446 |
|
|
35,501 |
|
48,644 |
|
3.00%, 4/1/28, Pool #AT3121 |
|
|
52,167 |
|
75,618 |
|
2.50%, 4/1/28, Pool #AB8870 |
|
|
79,531 |
|
51,812 |
|
3.00%, 5/1/28, Pool #AT6033 |
|
|
55,541 |
|
207,257 |
|
2.50%, 8/1/28, Pool #AS0190 |
|
|
217,981 |
|
1,289,000 |
|
Class A2, Series 2018-M14, 3.70%, 8/25/28 |
|
|
1,521,987 |
|
958,265 |
|
3.50%, 9/1/28, Pool #AL4245 |
|
|
1,016,441 |
|
254,304 |
|
3.50%, 10/1/28, Pool #AV0198 |
|
|
269,719 |
|
120,596 |
|
3.00%, 10/1/28, Pool #AU8774 |
|
|
129,346 |
|
12,919 |
|
3.00%, 10/1/28, Pool #AQ4132 |
|
|
13,854 |
|
401,563 |
|
3.50%, 11/1/28, Pool #AV1360 |
|
|
425,910 |
|
13,556 |
|
3.00%, 11/1/28, Pool #AV0298 |
|
|
14,534 |
|
314,363 |
|
3.00%, 4/1/29, Pool #AW0937 |
|
|
337,113 |
|
2,805,000 |
|
Class A2, Series 2019-M7, 3.14%, 4/25/29 |
|
|
3,214,754 |
|
223,432 |
|
3.00%, 5/1/29, Pool #AW2544 |
|
|
239,648 |
|
433,355 |
|
3.00%, 6/1/29, Pool #AS2676 |
|
|
464,626 |
|
533,607 |
|
3.00%, 7/1/29, Pool #AW4229 |
|
|
572,219 |
|
110,079 |
|
3.00%, 7/1/29, Pool #AW1281 |
|
|
117,372 |
|
884,482 |
|
3.00%, 9/1/29, Pool #AL6897 |
|
|
948,548 |
|
276,492 |
|
3.00%, 9/1/29, Pool #AS3220 |
|
|
296,461 |
|
136,653 |
|
3.50%, 9/1/29, Pool #AX0105 |
|
|
146,424 |
|
303,737 |
|
3.50%, 9/1/29, Pool #AL5806 |
|
|
325,437 |
|
1,350,000 |
|
Class A2, Series 2020-M1, 2.44%, 9/25/29 |
|
|
1,494,275 |
|
160,953 |
|
3.00%, 10/1/29, Pool #AS3594 |
|
|
172,594 |
|
37,280 |
|
3.50%, 10/1/29, Pool #AX2741 |
|
|
39,935 |
|
211,754 |
|
3.50%, 12/1/29, Pool #AS3988 |
|
|
226,858 |
|
613,735 |
|
3.00%, 1/1/30, Pool #AL6144 |
|
|
658,123 |
|
2,605,000 |
|
1.20%, 1/15/30(c) |
|
|
2,340,184 |
|
86,832 |
|
2.50%, 2/1/30, Pool #BM3403 |
|
|
91,008 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal National Mortgage Association, continued |
|
$22,880 |
|
2.50%, 2/1/30, Pool #AS4485 |
|
$ |
24,225 |
|
26,279 |
|
2.50%, 2/1/30, Pool #AS4488 |
|
|
27,683 |
|
167,561 |
|
2.50%, 3/1/30, Pool #AS4688 |
|
|
178,705 |
|
126,054 |
|
3.00%, 3/1/30, Pool #AL6583 |
|
|
135,691 |
|
102,154 |
|
3.00%, 4/1/30, Pool #AL6584 |
|
|
109,746 |
|
75,312 |
|
2.50%, 4/1/30, Pool #AY3416 |
|
|
79,958 |
|
60,412 |
|
3.00%, 5/1/30, Pool #AL6761 |
|
|
64,792 |
|
40,268 |
|
2.50%, 5/1/30, Pool #AY0828 |
|
|
42,284 |
|
3,901,000 |
|
1.25%, 5/15/30(c) |
|
|
3,477,648 |
|
329,243 |
|
3.00%, 6/1/30, Pool #AL9381 |
|
|
353,289 |
|
23,184 |
|
2.50%, 7/1/30, Pool #AS5405 |
|
|
24,594 |
|
130,549 |
|
2.50%, 7/1/30, Pool #AS5403 |
|
|
137,718 |
|
22,545 |
|
3.00%, 7/1/30, Pool #AX9700 |
|
|
24,259 |
|
81,308 |
|
3.00%, 7/1/30, Pool #AL7139 |
|
|
87,332 |
|
97,891 |
|
3.00%, 7/1/30, Pool #AX9701 |
|
|
105,151 |
|
14,006 |
|
3.00%, 7/1/30, Pool #AZ2297 |
|
|
15,071 |
|
38,648 |
|
2.50%, 7/1/30, Pool #AZ2170 |
|
|
41,236 |
|
256,075 |
|
2.50%, 8/1/30, Pool #BM3552 |
|
|
269,746 |
|
156,167 |
|
3.00%, 8/1/30, Pool #AL7225 |
|
|
167,753 |
|
139,479 |
|
3.00%, 8/1/30, Pool #AL7227 |
|
|
149,362 |
|
63,227 |
|
2.50%, 8/1/30, Pool #AS5548 |
|
|
66,714 |
|
106,349 |
|
3.00%, 8/1/30, Pool #AS5622 |
|
|
114,222 |
|
118,788 |
|
3.00%, 8/1/30, Pool #AS5623 |
|
|
127,175 |
|
86,747 |
|
2.50%, 8/1/30, Pool #AS5614 |
|
|
92,535 |
|
10,806 |
|
3.00%, 8/1/30, Pool #AZ8597 |
|
|
11,626 |
|
20,885 |
|
3.00%, 8/1/30, Pool #AX3298 |
|
|
22,477 |
|
20,823 |
|
3.50%, 8/1/30, Pool #AS5707 |
|
|
22,191 |
|
668,666 |
|
3.50%, 8/1/30, Pool #AL7430 |
|
|
716,358 |
|
157,211 |
|
2.50%, 8/1/30, Pool #AS5616 |
|
|
166,442 |
|
19,924 |
|
3.00%, 8/1/30, Pool #AZ7833 |
|
|
21,435 |
|
88,282 |
|
3.50%, 8/1/30, Pool #AS5708 |
|
|
95,391 |
|
98,383 |
|
2.50%, 9/1/30, Pool #AS5872 |
|
|
104,943 |
|
77,479 |
|
2.50%, 9/1/30, Pool #AS5786 |
|
|
81,753 |
|
107,465 |
|
3.00%, 9/1/30, Pool #AS5728 |
|
|
115,634 |
|
43,918 |
|
3.00%, 9/1/30, Pool #AZ5719 |
|
|
47,267 |
|
84,038 |
|
3.00%, 9/1/30, Pool #AS5714 |
|
|
90,257 |
|
29,133 |
|
3.00%, 9/1/30, Pool #AL7320 |
|
|
31,242 |
|
85,198 |
|
2.50%, 11/1/30, Pool #AS6115 |
|
|
90,215 |
|
89,212 |
|
2.50%, 11/1/30, Pool #AS6116 |
|
|
94,616 |
|
12,992 |
|
2.50%, 11/1/30, Pool #AL7800 |
|
|
13,804 |
|
93,481 |
|
2.50%, 11/1/30, Pool #AS6141 |
|
|
99,715 |
|
88,716 |
|
2.50%, 11/1/30, Pool #AS6142 |
|
|
93,607 |
|
1,714,012 |
|
3.00%, 1/1/31, Pool #BM3537 |
|
|
1,838,057 |
|
145,363 |
|
2.50%, 3/1/31, Pool #BM1595 |
|
|
152,172 |
|
145,060 |
|
2.50%, 6/1/31, Pool #AS7320 |
|
|
152,330 |
|
232,721 |
|
2.50%, 7/1/31, Pool #AS7605 |
|
|
244,394 |
|
257,189 |
|
2.50%, 7/1/31, Pool #AS7617 |
|
|
270,066 |
|
10,551 |
|
2.50%, 8/1/31, Pool #BC2777 |
|
|
11,076 |
|
38,195 |
|
4.00%, 8/1/31, Pool #AY4688 |
|
|
41,613 |
|
50,479 |
|
4.00%, 8/1/31, Pool #AY4707 |
|
|
54,994 |
|
1,841,455 |
|
3.00%, 8/1/31, Pool #AL9376 |
|
|
1,982,173 |
|
160,605 |
|
3.00%, 9/1/31, Pool #AL9378 |
|
|
172,504 |
|
2,096,477 |
|
2.50%, 10/1/31, Pool #BC4773 |
|
|
2,220,739 |
|
587,006 |
|
2.50%, 10/1/31, Pool #AS8208 |
|
|
616,462 |
|
96,459 |
|
2.00%, 10/1/31, Pool #MA2774 |
|
|
100,782 |
|
1,069,751 |
|
2.50%, 10/1/31, Pool #AS8195 |
|
|
1,133,467 |
|
427,103 |
|
2.50%, 10/1/31, Pool #AS8193 |
|
|
447,872 |
|
327,454 |
|
2.50%, 10/1/31, Pool #AS8009 |
|
|
346,879 |
|
465,447 |
|
2.00%, 11/1/31, Pool #AS8251 |
|
|
483,918 |
|
307,655 |
|
2.50%, 11/1/31, Pool #BC2631 |
|
|
326,922 |
|
156,813 |
|
2.50%, 11/1/31, Pool #BC2629 |
|
|
164,676 |
|
175,557 |
|
2.50%, 11/1/31, Pool #BC2628 |
|
|
186,042 |
|
29,312 |
|
2.00%, 11/1/31, Pool #AS8291 |
|
|
30,473 |
|
352,051 |
|
2.50%, 11/1/31, Pool #AS8240 |
|
|
369,660 |
|
235,576 |
|
2.50%, 11/1/31, Pool #AS8241 |
|
|
249,542 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal National Mortgage Association, continued |
|
$171,916 |
|
2.50%, 11/1/31, Pool #AS8245 |
|
$ |
182,148 |
|
548,068 |
|
2.00%, 11/1/31, Pool #BM3054 |
|
|
572,592 |
|
154,844 |
|
2.00%, 11/1/31, Pool #BC9040 |
|
|
161,785 |
|
130,943 |
|
2.00%, 12/1/31, Pool #MA2845 |
|
|
136,821 |
|
16,794 |
|
3.00%, 2/1/32, Pool #BE5670 |
|
|
17,807 |
|
31,708 |
|
2.50%, 2/1/32, Pool #BM1036 |
|
|
33,526 |
|
963,323 |
|
3.50%, 2/1/32, Pool #AS8885 |
|
|
1,034,209 |
|
342,351 |
|
2.50%, 3/1/32, Pool #AS9316 |
|
|
365,972 |
|
529,391 |
|
3.00%, 3/1/32, Pool #AS9327 |
|
|
561,511 |
|
305,793 |
|
2.50%, 3/1/32, Pool #AS9317 |
|
|
322,800 |
|
795,001 |
|
2.00%, 3/1/32, Pool #BM3061 |
|
|
833,563 |
|
548,691 |
|
2.50%, 3/1/32, Pool #AS9318 |
|
|
578,656 |
|
507,059 |
|
2.50%, 3/1/32, Pool #AS9321 |
|
|
532,403 |
|
599,816 |
|
2.50%, 3/1/32, Pool #AS9319 |
|
|
629,681 |
|
2,367,862 |
|
3.50%, 4/1/32, Pool #BM3503 |
|
|
2,538,395 |
|
1,707,486 |
|
3.50%, 5/1/32, Pool #BM1602 |
|
|
1,816,028 |
|
2,508,314 |
|
3.00%, 6/1/32, Pool #BM1791 |
|
|
2,699,993 |
|
787,724 |
|
2.50%, 8/1/32, Pool #BM3578 |
|
|
831,414 |
|
303,323 |
|
3.00%, 9/1/32, Pool #BM3240 |
|
|
318,950 |
|
87,434 |
|
3.50%, 11/1/32, Pool #BJ2054 |
|
|
95,518 |
|
56,841 |
|
3.50%, 1/1/33, Pool #BJ2096 |
|
|
60,447 |
|
94,325 |
|
5.50%, 1/1/33, Pool #676661 |
|
|
108,935 |
|
1,501,529 |
|
2.50%, 2/1/33, Pool #BM3793 |
|
|
1,601,673 |
|
70,150 |
|
5.50%, 5/1/33, Pool #555424 |
|
|
80,752 |
|
104,893 |
|
4.00%, 9/1/33, Pool #BK7642 |
|
|
113,197 |
|
586,351 |
|
4.00%, 10/1/33, Pool #CA2404 |
|
|
638,601 |
|
300,786 |
|
4.00%, 10/1/33, Pool #CA2528 |
|
|
326,953 |
|
315,629 |
|
4.00%, 10/1/33, Pool #CA2527 |
|
|
335,952 |
|
415,130 |
|
4.00%, 10/1/33, Pool #CA2406 |
|
|
447,833 |
|
335,160 |
|
4.00%, 11/1/33, Pool #CA2555 |
|
|
366,065 |
|
1,800,119 |
|
4.00%, 11/1/33, Pool #CA2557 |
|
|
1,957,267 |
|
702,305 |
|
2.50%, 12/1/33, Pool #FM1680 |
|
|
736,848 |
|
550,998 |
|
5.00%, 2/1/35, Pool #735226 |
|
|
623,616 |
|
171,671 |
|
5.50%, 2/1/35, Pool #735989 |
|
|
200,155 |
|
41,224 |
|
5.00%, 3/1/35, Pool #735288 |
|
|
47,865 |
|
15,310 |
|
6.00%, 4/1/35, Pool #735504 |
|
|
17,987 |
|
260,761 |
|
3.00%, 8/1/35, Pool #CA6849 |
|
|
280,136 |
|
267,206 |
|
3.00%, 8/1/35, Pool #CA6876 |
|
|
288,389 |
|
78,371 |
|
5.00%, 9/1/35, Pool #889974 |
|
|
88,684 |
|
3,547,000 |
|
3.00%, 10/25/35, TBA |
|
|
3,721,579 |
|
9,092,000 |
|
2.00%, 10/25/35, TBA |
|
|
9,451,418 |
|
178,030 |
|
4.00%, 1/1/36, Pool #AB0686 |
|
|
199,391 |
|
21,881 |
|
3.00%, 4/1/36, Pool #MA2579 |
|
|
23,201 |
|
24,774 |
|
3.00%, 8/1/36, Pool #AS7651 |
|
|
26,268 |
|
390,411 |
|
5.50%, 9/1/36, Pool #995113 |
|
|
454,251 |
|
62,513 |
|
3.00%, 10/1/36, Pool #FM4127 |
|
|
66,264 |
|
44,526 |
|
3.00%, 10/1/36, Pool #AL9227 |
|
|
46,669 |
|
133,401 |
|
3.00%, 11/1/36, Pool #AS8349 |
|
|
141,226 |
|
326,932 |
|
3.00%, 11/1/36, Pool #AS8348 |
|
|
346,079 |
|
286,383 |
|
3.00%, 12/1/36, Pool #BE1896 |
|
|
306,732 |
|
397,492 |
|
3.00%, 12/1/36, Pool #AS8553 |
|
|
431,284 |
|
18,487 |
|
5.50%, 2/1/38, Pool #961545 |
|
|
20,818 |
|
942,842 |
|
3.00%, 3/1/38, Pool #FM2814 |
|
|
996,286 |
|
12,921 |
|
6.00%, 3/1/38, Pool #889529 |
|
|
15,343 |
|
417,557 |
|
3.00%, 4/1/38, Pool #FM4266 |
|
|
442,485 |
|
40,801 |
|
6.00%, 5/1/38, Pool #889466 |
|
|
48,435 |
|
90,075 |
|
5.50%, 5/1/38, Pool #889692 |
|
|
103,943 |
|
69,415 |
|
5.50%, 5/1/38, Pool #889441 |
|
|
78,206 |
|
60,087 |
|
5.50%, 6/1/38, Pool #995018 |
|
|
69,278 |
|
686,304 |
|
3.00%, 6/1/38, Pool #FM3881 |
|
|
730,190 |
|
17,405 |
|
5.50%, 9/1/38, Pool #889995 |
|
|
19,951 |
|
41,671 |
|
6.00%, 10/1/38, Pool #889983 |
|
|
49,474 |
|
194,683 |
|
5.50%, 1/1/39, Pool #AB0200 |
|
|
226,936 |
|
87,894 |
|
4.50%, 4/1/39, Pool #930922 |
|
|
97,595 |
|
150,491 |
|
3.50%, 5/1/39, Pool #MA3660 |
|
|
159,373 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal National Mortgage Association, continued |
|
$100,628 |
|
4.50%, 5/1/39, Pool #AL1472 |
|
$ |
111,833 |
|
960,457 |
|
5.00%, 6/1/39, Pool #AL7521 |
|
|
1,086,829 |
|
630,520 |
|
6.00%, 7/1/39, Pool #BF0056 |
|
|
737,248 |
|
46,153 |
|
5.50%, 10/1/39, Pool #AD0362 |
|
|
52,772 |
|
42,761 |
|
5.50%, 12/1/39, Pool #AD0571 |
|
|
49,390 |
|
282,821 |
|
5.50%, 12/1/39, Pool #AC6680 |
|
|
338,289 |
|
483,117 |
|
3.50%, 12/1/39, Pool #MA3869 |
|
|
513,136 |
|
228,597 |
|
3.50%, 1/1/40, Pool #MA3891 |
|
|
242,961 |
|
5,429,565 |
|
4.50%, 1/1/40, Pool #AC8568 |
|
|
6,036,430 |
|
379,385 |
|
3.50%, 2/1/40, Pool #MA3935 |
|
|
403,261 |
|
38,188 |
|
5.50%, 3/1/40, Pool #AL5304 |
|
|
43,738 |
|
274,969 |
|
6.00%, 4/1/40, Pool #AL4141 |
|
|
322,434 |
|
30,471 |
|
4.50%, 4/1/40, Pool #AD4038 |
|
|
33,811 |
|
53,767 |
|
6.50%, 5/1/40, Pool #AL1704 |
|
|
63,319 |
|
78,317 |
|
4.50%, 7/1/40, Pool #AB1226 |
|
|
87,290 |
|
137,766 |
|
4.00%, 7/1/40, Pool #AE0113 |
|
|
151,750 |
|
78,381 |
|
4.50%, 7/1/40, Pool #AD7127 |
|
|
85,856 |
|
3,296 |
|
4.00%, 8/1/40, Pool #AD9136 |
|
|
3,621 |
|
243,270 |
|
4.00%, 8/1/40, Pool #AE0216 |
|
|
267,843 |
|
30,146 |
|
6.00%, 9/1/40, Pool #AE0823 |
|
|
34,916 |
|
275,815 |
|
4.00%, 10/1/40, Pool #AE7535 |
|
|
303,761 |
|
664,187 |
|
4.00%, 10/1/40, Pool #AB1614 |
|
|
740,839 |
|
42,320 |
|
4.00%, 11/1/40, Pool #AE8407 |
|
|
46,494 |
|
195,289 |
|
4.00%, 12/1/40, Pool #AH0946 |
|
|
215,000 |
|
27,363 |
|
4.00%, 12/1/40, Pool #AH0006 |
|
|
30,069 |
|
2,680,000 |
|
Class CY, Series 2010-136, 4.00%, 12/25/40 |
|
|
3,108,966 |
|
45,420 |
|
4.00%, 1/1/41, Pool #AL7167 |
|
|
48,990 |
|
6,841,220 |
|
Class ZA, Series 2011-8, 4.00%, 2/25/41 |
|
|
7,350,594 |
|
458,069 |
|
4.00%, 4/1/41, Pool #AI1186 |
|
|
504,438 |
|
66,871 |
|
6.00%, 6/1/41, Pool #AL4142 |
|
|
78,274 |
|
644,647 |
|
5.00%, 7/1/41, Pool #AL7524 |
|
|
734,872 |
|
32,792 |
|
4.50%, 7/1/41, Pool #AB3314 |
|
|
36,471 |
|
784,578 |
|
5.50%, 9/1/41, Pool #AL8430 |
|
|
903,308 |
|
480,190 |
|
4.00%, 9/1/41, Pool #AJ1541 |
|
|
527,992 |
|
47,800 |
|
4.00%, 9/1/41, Pool #AI5228 |
|
|
52,619 |
|
44,025 |
|
4.50%, 9/1/41, Pool #AI8961 |
|
|
49,490 |
|
32,132 |
|
4.00%, 10/1/41, Pool #AC9312 |
|
|
35,328 |
|
2,636,652 |
|
4.00%, 11/1/41, Pool #AJ4701 |
|
|
2,930,289 |
|
41,619 |
|
4.00%, 12/1/41, Pool #AJ7684 |
|
|
47,686 |
|
128,012 |
|
4.00%, 12/1/41, Pool #AB4054 |
|
|
146,672 |
|
1,053,813 |
|
4.00%, 1/1/42, Pool #AB4307 |
|
|
1,160,496 |
|
37,559 |
|
3.50%, 1/1/42, Pool #AK2073 |
|
|
41,257 |
|
252,972 |
|
3.50%, 1/1/42, Pool #AW8154 |
|
|
277,245 |
|
116,099 |
|
4.00%, 2/1/42, Pool #AB4530 |
|
|
127,820 |
|
31,732 |
|
3.50%, 4/1/42, Pool #AK7510 |
|
|
34,548 |
|
112,287 |
|
3.50%, 4/1/42, Pool #AO0777 |
|
|
118,349 |
|
223,956 |
|
4.00%, 5/1/42, Pool #AO2961 |
|
|
246,722 |
|
77,470 |
|
4.00%, 5/1/42, Pool #AT6144 |
|
|
88,813 |
|
16,330 |
|
3.50%, 5/1/42, Pool #AO2881 |
|
|
17,758 |
|
76,823 |
|
4.00%, 5/1/42, Pool #A02114 |
|
|
84,616 |
|
41,896 |
|
3.50%, 6/1/42, Pool #AO3107 |
|
|
46,418 |
|
29,137 |
|
3.50%, 6/1/42, Pool #AK9225 |
|
|
31,926 |
|
18,570 |
|
3.50%, 6/1/42, Pool #AO3048 |
|
|
20,349 |
|
68,435 |
|
4.00%, 6/1/42, Pool #AL2003 |
|
|
75,336 |
|
33,597 |
|
3.50%, 6/1/42, Pool #AL2168 |
|
|
37,426 |
|
162,180 |
|
4.00%, 7/1/42, Pool #AL4244 |
|
|
185,830 |
|
2,660,699 |
|
4.00%, 7/1/42, Pool #AL2160 |
|
|
3,048,634 |
|
49,318 |
|
3.50%, 7/1/42, Pool #AO9707 |
|
|
54,118 |
|
42,325 |
|
4.00%, 7/1/42, Pool #AL2607 |
|
|
46,596 |
|
71,657 |
|
3.50%, 8/1/42, Pool #AO7152 |
|
|
77,138 |
|
844,200 |
|
4.00%, 8/1/42, Pool #AL2242 |
|
|
929,466 |
|
233,797 |
|
4.50%, 9/1/42, Pool #AL2482 |
|
|
260,762 |
|
75,795 |
|
4.00%, 9/1/42, Pool #AL2901 |
|
|
83,457 |
|
37,764 |
|
4.00%, 9/1/42, Pool #AX3706 |
|
|
41,581 |
|
334,060 |
|
3.50%, 10/1/42, Pool #AB6512 |
|
|
353,674 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
|
|
|
Federal National Mortgage Association, continued |
|
|
|
|
$192,028 |
|
3.00%, 12/1/42, Pool #AB7271 |
|
$ |
209,303 |
|
195,285 |
|
4.00%, 12/1/42, Pool #AL6055 |
|
|
223,836 |
|
320,797 |
|
3.50%, 12/1/42, Pool #AL8045 |
|
|
348,205 |
|
88,117 |
|
3.50%, 12/1/42, Pool #AQ7127 |
|
|
94,644 |
|
154,619 |
|
3.00%, 12/1/42, Pool #AB7425 |
|
|
168,493 |
|
470,120 |
|
3.00%, 1/1/43, Pool #AB7497 |
|
|
504,985 |
|
497,043 |
|
3.00%, 1/1/43, Pool #AB7567 |
|
|
533,963 |
|
119,208 |
|
4.00%, 1/1/43, Pool #AL7369 |
|
|
131,226 |
|
312,224 |
|
3.00%, 1/1/43, Pool #AB7755 |
|
|
343,016 |
|
251,641 |
|
3.00%, 1/1/43, Pool #AB7565 |
|
|
275,079 |
|
475,599 |
|
3.00%, 1/1/43, Pool #AB7458 |
|
|
510,938 |
|
1,508,807 |
|
4.50%, 1/1/43, Pool #AL8206 |
|
|
1,681,494 |
|
192,345 |
|
3.50%, 2/1/43, Pool #AL2935 |
|
|
213,047 |
|
474,093 |
|
3.50%, 3/1/43, Pool #AL3409 |
|
|
511,639 |
|
38,047 |
|
3.50%, 3/1/43, Pool #AR9203 |
|
|
41,710 |
|
187,420 |
|
4.00%, 3/1/43, Pool #AL3300 |
|
|
208,108 |
|
109,968 |
|
3.00%, 3/1/43, Pool #AB8830 |
|
|
120,849 |
|
44,548 |
|
3.00%, 3/1/43, Pool #AB8712 |
|
|
48,961 |
|
16,751 |
|
3.50%, 3/1/43, Pool #AT0310 |
|
|
17,746 |
|
13,233 |
|
3.50%, 3/1/43, Pool #AR6909 |
|
|
14,013 |
|
25,466 |
|
3.50%, 3/1/43, Pool #AR8128 |
|
|
26,956 |
|
331,167 |
|
3.00%, 3/1/43, Pool #AB8701 |
|
|
363,884 |
|
105,190 |
|
3.00%, 3/1/43, Pool #AR9218 |
|
|
110,175 |
|
77,877 |
|
3.00%, 3/1/43, Pool #AR7568 |
|
|
82,622 |
|
91,047 |
|
3.00%, 3/1/43, Pool #AR7576 |
|
|
95,410 |
|
95,784 |
|
3.00%, 4/1/43, Pool #AT2043 |
|
|
100,370 |
|
95,465 |
|
3.00%, 4/1/43, Pool #AB8923 |
|
|
100,004 |
|
162,396 |
|
3.00%, 4/1/43, Pool #AT2040 |
|
|
170,163 |
|
19,799 |
|
3.50%, 4/1/43, Pool #AT3019 |
|
|
20,972 |
|
47,402 |
|
3.00%, 4/1/43, Pool #AT2037 |
|
|
50,281 |
|
311,823 |
|
3.00%, 4/1/43, Pool #AB9016 |
|
|
342,608 |
|
43,405 |
|
3.00%, 4/1/43, Pool #AB9033 |
|
|
47,697 |
|
123,505 |
|
3.00%, 4/1/43, Pool #AR8630 |
|
|
129,412 |
|
84,233 |
|
3.00%, 4/1/43, Pool #AB8924 |
|
|
88,254 |
|
27,688 |
|
3.50%, 5/1/43, Pool #MA1440 |
|
|
29,805 |
|
78,064 |
|
3.50%, 5/1/43, Pool #AB9255 |
|
|
85,558 |
|
19,789 |
|
3.50%, 6/1/43, Pool #AB9567 |
|
|
21,691 |
|
12,820 |
|
3.00%, 6/1/43, Pool #AB9564 |
|
|
14,073 |
|
328,077 |
|
3.50%, 7/1/43, Pool #AT9667 |
|
|
353,130 |
|
114,972 |
|
3.50%, 7/1/43, Pool #AR7145 |
|
|
123,752 |
|
179,254 |
|
3.50%, 7/1/43, Pool #AT8464 |
|
|
192,757 |
|
364,775 |
|
3.50%, 7/1/43, Pool #AL4010 |
|
|
403,385 |
|
59,480 |
|
3.50%, 7/1/43, Pool #AT3906 |
|
|
65,243 |
|
525,097 |
|
3.50%, 7/1/43, Pool #AU0918 |
|
|
583,151 |
|
11,336 |
|
3.50%, 8/1/43, Pool #AT7333 |
|
|
12,582 |
|
43,376 |
|
3.50%, 8/1/43, Pool #AU3270 |
|
|
47,996 |
|
90,861 |
|
3.50%, 8/1/43, Pool #AU0613 |
|
|
100,541 |
|
102,509 |
|
3.50%, 8/1/43, Pool #AU0570 |
|
|
113,390 |
|
12,067 |
|
3.50%, 8/1/43, Pool #AU3032 |
|
|
13,394 |
|
411,392 |
|
3.50%, 8/1/43, Pool #AS0209 |
|
|
454,932 |
|
15,148 |
|
3.50%, 9/1/43, Pool #AT7267 |
|
|
16,821 |
|
1,228,122 |
|
4.00%, 10/1/43, Pool #BM1502 |
|
|
1,349,784 |
|
84,597 |
|
4.00%, 10/1/43, Pool #AL7577 |
|
|
93,159 |
|
805,983 |
|
3.50%, 11/1/43, Pool #AL9745 |
|
|
871,165 |
|
963,845 |
|
5.00%, 12/1/43, Pool #AL7777 |
|
|
1,082,389 |
|
73,045 |
|
3.50%, 1/1/44, Pool #AS1703 |
|
|
81,047 |
|
81,948 |
|
3.50%, 1/1/44, Pool #AS1539 |
|
|
90,965 |
|
103,424 |
|
4.00%, 3/1/44, Pool #AV6577 |
|
|
116,532 |
|
2,959,058 |
|
3.50%, 5/1/44, Pool #BM5002 |
|
|
3,315,997 |
|
7,523 |
|
3.50%, 6/1/44, Pool #AS2591 |
|
|
8,193 |
|
20,340 |
|
3.50%, 6/1/44, Pool #AW6405 |
|
|
22,763 |
|
19,749 |
|
4.00%, 7/1/44, Pool #AW7055 |
|
|
22,352 |
|
1,287,001 |
|
4.00%, 8/1/44, Pool #AL5601 |
|
|
1,476,428 |
|
558,533 |
|
5.00%, 11/1/44, Pool #AL8878 |
|
|
628,641 |
|
178,947 |
|
4.00%, 12/1/44, Pool #AX9372 |
|
|
202,709 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
|
|
|
Federal National Mortgage Association, continued |
|
|
|
|
$13,029 |
|
4.00%, 12/1/44, Pool #AX6255 |
|
$ |
14,945 |
|
13,989 |
|
4.00%, 12/1/44, Pool #AY0299 |
|
|
16,043 |
|
56,860 |
|
4.00%, 1/1/45, Pool #AX8713 |
|
|
64,333 |
|
141,488 |
|
4.00%, 1/1/45, Pool #AY0367 |
|
|
159,443 |
|
133,295 |
|
4.00%, 2/1/45, Pool #AS4308 |
|
|
149,074 |
|
373,754 |
|
3.50%, 2/1/45, Pool #BM1100 |
|
|
409,074 |
|
26,444 |
|
4.00%, 2/1/45, Pool #AY1866 |
|
|
30,335 |
|
91,652 |
|
4.00%, 2/1/45, Pool #AY2693 |
|
|
105,044 |
|
16,323 |
|
4.00%, 5/1/45, Pool #AY8218 |
|
|
17,984 |
|
53,798 |
|
4.00%, 5/1/45, Pool #AY9770 |
|
|
61,677 |
|
279,295 |
|
5.00%, 6/1/45, Pool #BM3784 |
|
|
313,251 |
|
878,020 |
|
3.50%, 7/1/45, Pool #AS5453 |
|
|
956,124 |
|
361,645 |
|
3.50%, 7/1/45, Pool #AS5459 |
|
|
405,158 |
|
45,149 |
|
3.50%, 8/1/45, Pool #AS5640 |
|
|
49,164 |
|
179,735 |
|
4.50%, 9/1/45, Pool #AL7936 |
|
|
201,559 |
|
360,892 |
|
3.50%, 10/1/45, Pool #MA2414 |
|
|
387,436 |
|
33,248 |
|
4.00%, 10/1/45, Pool #BA2879 |
|
|
37,169 |
|
28,560 |
|
4.00%, 10/1/45, Pool #BA2878 |
|
|
31,721 |
|
34,447 |
|
4.00%, 10/1/45, Pool #BA2877 |
|
|
39,461 |
|
33,373 |
|
4.00%, 10/1/45, Pool #AZ9244 |
|
|
37,750 |
|
82,036 |
|
4.00%, 10/1/45, Pool #AL7442 |
|
|
94,027 |
|
31,544 |
|
4.00%, 10/1/45, Pool #AZ9243 |
|
|
36,132 |
|
81,273 |
|
3.50%, 11/1/45, Pool #AS6195 |
|
|
91,051 |
|
9,321 |
|
4.50%, 11/1/45, Pool #AS6233 |
|
|
10,373 |
|
94,440 |
|
4.50%, 11/1/45, Pool #AL9501 |
|
|
107,381 |
|
1,327,898 |
|
3.50%, 11/1/45, Pool #BM1124 |
|
|
1,470,326 |
|
342,907 |
|
3.50%, 12/1/45, Pool #AL9635 |
|
|
372,695 |
|
101,683 |
|
4.00%, 12/1/45, Pool #BA4737 |
|
|
114,951 |
|
97,724 |
|
4.00%, 12/1/45, Pool #BA4736 |
|
|
111,983 |
|
43,485 |
|
4.00%, 12/1/45, Pool #BA2924 |
|
|
47,940 |
|
349,372 |
|
4.00%, 12/1/45, Pool #AS6347 |
|
|
390,729 |
|
275,208 |
|
4.50%, 12/1/45, Pool #BM1756 |
|
|
306,537 |
|
210,846 |
|
4.00%, 2/1/46, Pool #AS6662 |
|
|
234,135 |
|
2,123,801 |
|
3.50%, 3/1/46, Pool #AS6788 |
|
|
2,327,312 |
|
372,941 |
|
3.50%, 3/1/46, Pool #AS6823 |
|
|
404,458 |
|
4,230,200 |
|
3.50%, 4/1/46, Pool #BC5981 |
|
|
4,687,659 |
|
168,565 |
|
3.50%, 4/1/46, Pool #AL8521 |
|
|
186,824 |
|
299,092 |
|
3.50%, 4/1/46, Pool #AS7015 |
|
|
319,003 |
|
254,763 |
|
3.50%, 5/1/46, Pool #AL8570 |
|
|
276,473 |
|
24,859 |
|
3.00%, 6/1/46, Pool #AS7365 |
|
|
26,655 |
|
1,425,566 |
|
4.00%, 6/1/46, Pool #AL9093 |
|
|
1,560,136 |
|
56,148 |
|
3.50%, 6/1/46, Pool #BC1154 |
|
|
62,831 |
|
1,311,571 |
|
3.50%, 6/1/46, Pool #AS7383 |
|
|
1,422,797 |
|
1,103,156 |
|
3.50%, 6/1/46, Pool #AS7353 |
|
|
1,197,052 |
|
2,711,040 |
|
3.00%, 7/1/46, Pool #BC1450 |
|
|
2,882,077 |
|
2,529,919 |
|
3.50%, 7/1/46, Pool #BA7748 |
|
|
2,769,425 |
|
741,990 |
|
4.50%, 7/1/46, Pool #BM1920 |
|
|
845,475 |
|
3,542,203 |
|
4.00%, 7/1/46, Pool #AL8857 |
|
|
3,905,165 |
|
536,513 |
|
4.50%, 7/1/46, Pool #BM3053 |
|
|
626,369 |
|
592,123 |
|
3.50%, 8/1/46, Pool #AL8952 |
|
|
642,490 |
|
30,242 |
|
3.00%, 8/1/46, Pool #AL9031 |
|
|
33,198 |
|
45,949 |
|
4.00%, 8/1/46, Pool #BD4900 |
|
|
52,613 |
|
30,535 |
|
4.00%, 8/1/46, Pool #BD3933 |
|
|
34,951 |
|
2,951,496 |
|
3.00%, 8/1/46, Pool #BC1486 |
|
|
3,138,152 |
|
988,031 |
|
Class UF, Series 2016-48, 0.55%(US0001M+40bps), 8/25/46 |
|
|
981,603 |
|
1,819,425 |
|
3.00%, 9/1/46, Pool #BD1469 |
|
|
1,944,207 |
|
90,996 |
|
4.00%, 9/1/46, Pool #BD1481 |
|
|
104,184 |
|
2,335,577 |
|
3.00%, 9/1/46, Pool #AS7847 |
|
|
2,482,752 |
|
24,385 |
|
4.00%, 9/1/46, Pool #BD7826 |
|
|
27,948 |
|
16,476 |
|
3.50%, 9/1/46, Pool #BE0547 |
|
|
17,883 |
|
686,410 |
|
3.00%, 9/1/46, Pool #AL9214 |
|
|
729,913 |
|
566,426 |
|
3.50%, 9/1/46, Pool #AL9511 |
|
|
623,259 |
|
752,668 |
|
3.00%, 10/1/46, Pool #BD8925 |
|
|
821,396 |
|
659,823 |
|
3.00%, 10/1/46, Pool #AL9215 |
|
|
715,951 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
|
|
|
Federal National Mortgage Association, continued |
|
|
|
|
$490,509 |
|
3.00%, 10/1/46, Pool #AL9266 |
|
$ |
521,472 |
|
3,623,843 |
|
3.50%, 11/1/46, Pool #AL9424 |
|
|
3,904,113 |
|
444,408 |
|
3.50%, 11/1/46, Pool #BM1938 |
|
|
492,575 |
|
274,514 |
|
4.00%, 11/1/46, Pool #BC9012 |
|
|
314,516 |
|
29,101 |
|
3.50%, 11/1/46, Pool #BC7299 |
|
|
31,572 |
|
574,031 |
|
3.50%, 11/1/46, Pool #AS8371 |
|
|
642,392 |
|
76,578 |
|
3.50%, 11/1/46, Pool #BD8477 |
|
|
83,117 |
|
708,922 |
|
3.00%, 11/1/46, Pool #AL9325 |
|
|
769,185 |
|
677,928 |
|
3.50%, 11/1/46, Pool #BD8970 |
|
|
738,795 |
|
278,237 |
|
3.00%, 11/1/46, Pool #BD9641 |
|
|
303,781 |
|
4,857,032 |
|
4.00%, 11/1/46, Pool #AS8374 |
|
|
5,394,353 |
|
536,640 |
|
3.00%, 11/1/46, Pool #BD9644 |
|
|
582,414 |
|
337,160 |
|
3.00%, 11/1/46, Pool #BD9645 |
|
|
358,521 |
|
39,320 |
|
3.50%, 11/1/46, Pool #BE1932 |
|
|
42,702 |
|
187,229 |
|
3.00%, 11/1/46, Pool #BD9643 |
|
|
203,276 |
|
1,135,770 |
|
3.50%, 12/1/46, Pool #AS8493 |
|
|
1,250,977 |
|
340,383 |
|
3.50%, 12/1/46, Pool #BE2103 |
|
|
373,234 |
|
100,620 |
|
3.50%, 12/1/46, Pool #AL9593 |
|
|
110,720 |
|
1,490,812 |
|
3.00%, 12/1/46, Pool #AS8486 |
|
|
1,593,408 |
|
576,997 |
|
3.50%, 12/1/46, Pool #BC9084 |
|
|
639,672 |
|
202,695 |
|
3.50%, 1/1/47, Pool #BD8531 |
|
|
223,090 |
|
1,709,542 |
|
3.50%, 1/1/47, Pool #AL9725 |
|
|
1,912,895 |
|
93,254 |
|
3.50%, 1/1/47, Pool #BE4913 |
|
|
101,661 |
|
666,248 |
|
3.50%, 1/1/47, Pool #AS8653 |
|
|
745,646 |
|
260,154 |
|
3.50%, 1/1/47, Pool #AL9774 |
|
|
291,433 |
|
766,482 |
|
3.50%, 2/1/47, Pool #BM3792 |
|
|
839,172 |
|
516,366 |
|
3.50%, 2/1/47, Pool #BE1534 |
|
|
566,152 |
|
86,485 |
|
3.00%, 2/1/47, Pool #BD5056 |
|
|
94,526 |
|
325,054 |
|
3.00%, 2/1/47, Pool #BD5049 |
|
|
351,214 |
|
1,383,678 |
|
3.50%, 2/1/47, Pool #AL9920 |
|
|
1,515,715 |
|
267,738 |
|
3.50%, 2/1/47, Pool #BE3188 |
|
|
297,156 |
|
583,769 |
|
3.00%, 3/1/47, Pool #AS8936 |
|
|
622,295 |
|
1,664,762 |
|
4.00%, 3/1/47, Pool #890824 |
|
|
1,851,806 |
|
143,746 |
|
3.50%, 3/1/47, Pool #BH0158 |
|
|
156,682 |
|
733,296 |
|
3.00%, 3/1/47, Pool #AS8925 |
|
|
792,199 |
|
2,341,530 |
|
4.00%, 3/1/47, Pool #BM1155 |
|
|
2,601,937 |
|
3,045,968 |
|
3.50%, 4/1/47, Pool #AS9443 |
|
|
3,337,125 |
|
1,005,751 |
|
3.50%, 5/1/47, Pool #BD2417 |
|
|
1,101,565 |
|
162,330 |
|
3.50%, 5/1/47, Pool #BM1937 |
|
|
181,606 |
|
667,055 |
|
3.50%, 5/1/47, Pool #BM1174 |
|
|
735,569 |
|
354,967 |
|
3.50%, 5/1/47, Pool #BE9375 |
|
|
388,976 |
|
615,039 |
|
4.00%, 5/1/47, Pool #BH0398 |
|
|
674,132 |
|
508,350 |
|
3.50%, 6/1/47, Pool #BM1902 |
|
|
559,644 |
|
239,273 |
|
3.50%, 6/1/47, Pool #BH0567 |
|
|
262,182 |
|
356,853 |
|
3.50%, 7/1/47, Pool #BM1571 |
|
|
393,266 |
|
543,837 |
|
4.00%, 7/1/47, Pool #BH3401 |
|
|
596,274 |
|
679,286 |
|
4.00%, 8/1/47, Pool #BM1619 |
|
|
744,551 |
|
224,324 |
|
3.50%, 9/1/47, Pool #BM1822 |
|
|
248,987 |
|
82,683 |
|
3.50%, 9/1/47, Pool #BH8295 |
|
|
90,699 |
|
324,405 |
|
4.50%, 10/1/47, Pool #BM3052 |
|
|
369,954 |
|
479,136 |
|
3.50%, 10/1/47, Pool #BM1952 |
|
|
531,753 |
|
90,342 |
|
3.50%, 11/1/47, Pool #CA0681 |
|
|
99,910 |
|
572,932 |
|
3.50%, 11/1/47, Pool #CA0689 |
|
|
640,692 |
|
416,414 |
|
4.50%, 12/1/47, Pool #BH7067 |
|
|
462,952 |
|
44,975 |
|
3.50%, 12/1/47, Pool #BM3327 |
|
|
49,756 |
|
613,024 |
|
3.50%, 12/1/47, Pool #BM3326 |
|
|
687,383 |
|
692,603 |
|
3.50%, 12/1/47, Pool #BM3282 |
|
|
774,571 |
|
2,984,242 |
|
3.50%, 12/1/47, Pool #BH7060 |
|
|
3,277,231 |
|
70,088 |
|
3.50%, 1/1/48, Pool #BJ8126 |
|
|
76,879 |
|
116,998 |
|
3.50%, 1/1/48, Pool #BJ8120 |
|
|
130,868 |
|
218,792 |
|
3.50%, 1/1/48, Pool #BJ5879 |
|
|
241,864 |
|
44,832 |
|
3.50%, 1/1/48, Pool #BJ8650 |
|
|
49,425 |
|
1,248,128 |
|
3.50%, 1/1/48, Pool #CA1058 |
|
|
1,393,410 |
|
380,686 |
|
3.50%, 1/1/48, Pool #CA0995 |
|
|
414,443 |
|
1,093,373 |
|
3.50%, 1/1/48, Pool #CA0993 |
|
|
1,199,608 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
|
|
|
Federal National Mortgage Association, continued |
|
|
|
|
$173,430 |
|
4.00%, 2/1/48, Pool #BJ9058 |
|
$ |
191,414 |
|
861,272 |
|
4.00%, 2/1/48, Pool #CA1199 |
|
|
938,300 |
|
1,244,827 |
|
4.00%, 2/1/48, Pool #CA1255 |
|
|
1,356,159 |
|
189,979 |
|
4.00%, 2/1/48, Pool #BJ9057 |
|
|
207,971 |
|
159,154 |
|
4.00%, 4/1/48, Pool #BM3762 |
|
|
181,536 |
|
166,860 |
|
4.00%, 4/1/48, Pool #BM3763 |
|
|
187,823 |
|
2,937,965 |
|
4.00%, 4/1/48, Pool #CA1541 |
|
|
3,241,579 |
|
3,857,835 |
|
4.00%, 4/1/48, Pool #CA1545 |
|
|
4,202,868 |
|
265,248 |
|
4.50%, 4/1/48, Pool #BM3846 |
|
|
312,401 |
|
5,033,626 |
|
4.50%, 5/1/48, Pool #CA1704 |
|
|
5,622,721 |
|
480,636 |
|
5.00%, 6/1/48, Pool #CA2317 |
|
|
531,088 |
|
25,151 |
|
4.50%, 7/1/48, Pool #BK4471 |
|
|
28,095 |
|
157,844 |
|
4.50%, 7/1/48, Pool #BK6113 |
|
|
185,166 |
|
2,263,314 |
|
5.00%, 9/1/48, Pool #MA3472 |
|
|
2,486,771 |
|
228,526 |
|
5.00%, 10/1/48, Pool #MA3501 |
|
|
251,089 |
|
426,670 |
|
5.00%, 10/1/48, Pool #BK7881 |
|
|
468,796 |
|
342,980 |
|
5.00%, 11/1/48, Pool #MA3527 |
|
|
376,842 |
|
118,844 |
|
5.00%, 12/1/48, Pool #BN4404 |
|
|
131,823 |
|
243,815 |
|
5.00%, 1/1/49, Pool #BN4430 |
|
|
270,443 |
|
339,769 |
|
5.00%, 1/1/49, Pool #BN3949 |
|
|
373,316 |
|
6,463,000 |
|
3.00%, 10/20/49, TBA |
|
|
6,765,953 |
|
4,622,000 |
|
3.00%, 10/25/49, TBA |
|
|
4,841,545 |
|
1,030,162 |
|
3.50%, 2/1/50, Pool #CA5130 |
|
|
1,094,909 |
|
1,965,822 |
|
4.00%, 3/1/50, Pool #CA5364 |
|
|
2,143,308 |
|
543,031 |
|
3.00%, 5/1/50, Pool #FM3265 |
|
|
597,869 |
|
506,019 |
|
3.00%, 5/1/50, Pool #FM2965 |
|
|
541,708 |
|
375,004 |
|
3.00%, 5/1/50, Pool #FM2934 |
|
|
401,413 |
|
24,454 |
|
3.00%, 6/1/50, Pool #BP3640 |
|
|
26,936 |
|
1,890,994 |
|
3.00%, 6/1/50, Pool #CA6085 |
|
|
2,082,563 |
|
52,655 |
|
3.00%, 8/1/50, Pool #BK2907 |
|
|
58,003 |
|
10,108,664 |
|
3.00%, 8/1/50, Pool #MA4097 |
|
|
10,612,440 |
|
2,328,852 |
|
3.00%, 8/1/50, Pool #CA6736 |
|
|
2,565,395 |
|
5,125,221 |
|
3.00%, 8/1/50, Pool #CA6734 |
|
|
5,519,149 |
|
874,712 |
|
3.00%, 8/1/50, Pool #CA6609 |
|
|
932,859 |
|
662,941 |
|
3.00%, 8/1/50, Pool #CA6608 |
|
|
712,097 |
|
877,546 |
|
3.00%, 8/1/50, Pool #CA6607 |
|
|
951,101 |
|
1,473,757 |
|
3.00%, 8/1/50, Pool #CA6606 |
|
|
1,606,630 |
|
3,961,496 |
|
3.00%, 8/1/50, Pool #CA6731 |
|
|
4,293,549 |
|
1,438,821 |
|
3.00%, 9/1/50, Pool #MA4121 |
|
|
1,514,415 |
|
2,764,309 |
|
2.50%, 10/1/50, Pool #CA7227 |
|
|
2,969,440 |
|
3,137,317 |
|
2.50%, 10/1/50, Pool #CA7241 |
|
|
3,338,463 |
|
355,000 |
|
5.00%, 10/15/50, TBA |
|
|
388,780 |
|
599,000 |
|
4.50%, 10/25/50, TBA |
|
|
647,856 |
|
10,620,055 |
|
3.50%, 10/25/50, TBA |
|
|
11,194,202 |
|
9,946,000 |
|
4.00%, 10/25/50, TBA |
|
|
10,606,477 |
|
29,575,000 |
|
2.00%, 10/25/50, TBA |
|
|
30,577,778 |
|
21,530,000 |
|
4.00%, 11/25/50, TBA |
|
|
22,989,163 |
|
|
|
|
|
|
|
|
|
|
|
|
|
377,307,491 |
|
|
|
|
|
|
|
|
Government National Mortgage Association (6.9%): |
|
14,421 |
|
4.50%, 9/15/33, Pool #615516 |
|
|
15,955 |
|
57,054 |
|
5.00%, 12/15/33, Pool #783571 |
|
|
62,344 |
|
16,646 |
|
6.50%, 8/20/38, Pool #4223 |
|
|
20,398 |
|
12,512 |
|
6.50%, 10/15/38, Pool #673213 |
|
|
13,994 |
|
9,388 |
|
6.50%, 11/20/38, Pool #4292 |
|
|
11,373 |
|
16,913 |
|
6.50%, 12/15/38, Pool #782510 |
|
|
19,486 |
|
192,739 |
|
5.00%, 1/15/39, Pool #782557 |
|
|
213,631 |
|
118,845 |
|
5.00%, 4/15/39, Pool #782619 |
|
|
133,433 |
|
68,556 |
|
5.00%, 4/15/39, Pool #711939 |
|
|
76,244 |
|
14,211 |
|
4.00%, 4/20/39, Pool #4422 |
|
|
15,244 |
|
11,861 |
|
5.00%, 6/15/39, Pool #782696 |
|
|
13,414 |
|
48,301 |
|
4.00%, 7/20/39, Pool #4494 |
|
|
53,485 |
|
76,517 |
|
5.00%, 10/20/39, Pool #4559 |
|
|
86,289 |
|
8,920 |
|
4.50%, 12/20/39, Pool #G24598 |
|
|
9,875 |
|
23,567 |
|
4.50%, 1/15/40, Pool #728627 |
|
|
26,146 |
|
11,060 |
|
4.50%, 1/20/40, Pool #4617 |
|
|
12,244 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
|
|
|
Government National Mortgage Association, continued |
|
$8,698 |
|
4.50%, 2/20/40, Pool #G24636 |
|
$ |
9,791 |
|
65,433 |
|
5.00%, 5/15/40, Pool #782958 |
|
|
72,788 |
|
586 |
|
4.50%, 5/20/40, Pool #G24696 |
|
|
644 |
|
47,000 |
|
5.00%, 6/15/40, Pool #697862 |
|
|
54,269 |
|
58,011 |
|
4.50%, 7/15/40, Pool #745793 |
|
|
64,484 |
|
481,332 |
|
4.50%, 7/15/40, Pool #733795 |
|
|
543,299 |
|
22,306 |
|
4.50%, 7/20/40, Pool #4746 |
|
|
24,690 |
|
41,386 |
|
4.50%, 8/20/40, Pool #4771 |
|
|
45,810 |
|
23,056 |
|
4.50%, 9/20/40, Pool #748948 |
|
|
24,988 |
|
12,604 |
|
4.00%, 9/20/40, Pool #G24800 |
|
|
13,809 |
|
99,065 |
|
4.50%, 10/15/40, Pool #783609 |
|
|
110,073 |
|
325,984 |
|
4.00%, 10/20/40, Pool #G24833 |
|
|
357,173 |
|
38,439 |
|
4.50%, 10/20/40, Pool #4834 |
|
|
42,550 |
|
605,430 |
|
4.00%, 11/20/40, Pool #4853 |
|
|
663,351 |
|
297,577 |
|
4.00%, 12/20/40, Pool #G24882 |
|
|
326,045 |
|
143,085 |
|
4.00%, 1/15/41, Pool #759138 |
|
|
157,444 |
|
264,873 |
|
4.00%, 1/20/41, Pool #4922 |
|
|
290,228 |
|
31,784 |
|
4.50%, 2/15/41, Pool #738019 |
|
|
35,878 |
|
4,468 |
|
4.00%, 2/20/41, Pool #4945 |
|
|
4,896 |
|
1,035,814 |
|
4.00%, 2/20/41, Pool #742887 |
|
|
1,129,863 |
|
89,944 |
|
4.00%, 3/15/41, Pool #762838 |
|
|
98,925 |
|
6,257 |
|
5.00%, 4/20/41, Pool #5018 |
|
|
7,055 |
|
100,241 |
|
4.50%, 6/20/41, Pool #783590 |
|
|
108,043 |
|
13,374 |
|
5.00%, 6/20/41, Pool #5083 |
|
|
15,044 |
|
6,909 |
|
5.00%, 7/20/41, Pool #5116 |
|
|
7,792 |
|
234,531 |
|
4.50%, 7/20/41, Pool #5115 |
|
|
266,193 |
|
69,589 |
|
4.50%, 7/20/41, Pool #783584 |
|
|
75,004 |
|
52,335 |
|
4.50%, 7/20/41, Pool #754367 |
|
|
56,030 |
|
401,535 |
|
4.00%, 7/20/41, Pool #742895 |
|
|
439,963 |
|
71,652 |
|
4.50%, 11/15/41, Pool #783610 |
|
|
79,608 |
|
204,932 |
|
3.50%, 1/15/42, Pool #553461 |
|
|
215,747 |
|
278,797 |
|
4.00%, 4/20/42, Pool #MA0023 |
|
|
302,074 |
|
112,039 |
|
5.00%, 7/20/42, Pool #MA0223 |
|
|
123,820 |
|
339,490 |
|
3.50%, 4/15/43, Pool #AD2334 |
|
|
359,984 |
|
541,417 |
|
3.50%, 4/20/43, Pool #MA0934 |
|
|
583,441 |
|
300,578 |
|
3.50%, 5/20/43, Pool #MA1012 |
|
|
323,895 |
|
25,722 |
|
4.00%, 7/20/43, Pool #MA1158 |
|
|
27,877 |
|
1,049,498 |
|
4.50%, 6/20/44, Pool #MA1997 |
|
|
1,161,693 |
|
911,327 |
|
4.00%, 8/20/44, Pool #MA2149 |
|
|
997,607 |
|
18,995 |
|
4.00%, 8/20/44, Pool #AJ4687 |
|
|
21,036 |
|
24,096 |
|
4.00%, 8/20/44, Pool #AI4167 |
|
|
26,649 |
|
7,384 |
|
4.00%, 8/20/44, Pool #AI4166 |
|
|
7,858 |
|
20,970 |
|
4.00%, 8/20/44, Pool #AJ2723 |
|
|
23,216 |
|
452,922 |
|
5.00%, 12/20/44, Pool #MA2448 |
|
|
510,617 |
|
52,505 |
|
3.00%, 12/20/44, Pool #MA2444 |
|
|
55,371 |
|
1,636,390 |
|
Class ZD, Series 2015-3, 4.00%, 1/20/45 |
|
|
1,960,315 |
|
492,267 |
|
3.00%, 2/15/45, Pool #784439 |
|
|
514,558 |
|
995,621 |
|
3.00%, 4/20/45, Pool #MA2753 |
|
|
1,059,304 |
|
2,321,717 |
|
3.50%, 4/20/45, Pool #MA2754 |
|
|
2,487,412 |
|
2,838,446 |
|
3.50%, 5/20/45, Pool #MA2826 |
|
|
3,044,071 |
|
54,403 |
|
3.00%, 6/20/45, Pool #MA2891 |
|
|
57,323 |
|
167,259 |
|
3.00%, 7/20/45, Pool #MA2960 |
|
|
177,755 |
|
56,222 |
|
3.00%, 8/20/45, Pool #MA3033 |
|
|
59,750 |
|
340,890 |
|
3.00%, 10/20/45, Pool #MA3172 |
|
|
360,351 |
|
275,860 |
|
5.00%, 12/20/45, Pool #MA3313 |
|
|
317,127 |
|
14,523,768 |
|
3.50%, 3/20/46, Pool #MA3521 |
|
|
15,434,186 |
|
1,016,522 |
|
3.00%, 4/20/46, Pool #MA3596 |
|
|
1,076,636 |
|
9,022,104 |
|
3.50%, 4/20/46, Pool #MA3597 |
|
|
9,648,376 |
|
2,836,711 |
|
3.50%, 5/20/46, Pool #MA3663 |
|
|
3,018,937 |
|
42,805 |
|
3.00%, 5/20/46, Pool #MA3662 |
|
|
44,818 |
|
5,969,239 |
|
3.50%, 6/20/46, Pool #MA3736 |
|
|
6,383,604 |
|
975,154 |
|
3.00%, 6/20/46, Pool #MA3735 |
|
|
1,026,878 |
|
2,150,055 |
|
3.00%, 7/20/46, Pool #MA3802 |
|
|
2,264,160 |
|
979,751 |
|
3.50%, 7/20/46, Pool #MA3803 |
|
|
1,047,763 |
|
109,068 |
|
3.00%, 8/20/46, Pool #MA3873 |
|
|
115,520 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Government National Mortgage Association, continued |
|
$4,033,514 |
|
3.00%, 9/20/46, Pool #MA3936 |
|
$ |
4,223,160 |
|
3,823,926 |
|
3.50%, 9/20/46, Pool #MA3937 |
|
|
4,077,177 |
|
110,648 |
|
3.50%, 10/20/46, Pool #AX4341 |
|
|
119,543 |
|
247,737 |
|
3.50%, 10/20/46, Pool #AX4344 |
|
|
266,742 |
|
21,724 |
|
4.00%, 10/20/46, Pool #AQ0542 |
|
|
23,366 |
|
133,109 |
|
3.50%, 10/20/46, Pool #AX4342 |
|
|
143,994 |
|
322,169 |
|
3.00%, 10/20/46, Pool #MA4003 |
|
|
337,316 |
|
199,240 |
|
3.50%, 10/20/46, Pool #AX4345 |
|
|
213,704 |
|
99,861 |
|
3.50%, 10/20/46, Pool #AX4343 |
|
|
106,794 |
|
1,655,487 |
|
3.00%, 11/20/46, Pool #MA4068 |
|
|
1,759,384 |
|
4,724,920 |
|
3.00%, 12/20/46, Pool #MA4126 |
|
|
4,947,076 |
|
1,381,268 |
|
3.00%, 1/20/47, Pool #MA4195 |
|
|
1,452,484 |
|
124,131 |
|
4.50%, 3/15/47, Pool #AZ8560 |
|
|
138,579 |
|
219,029 |
|
4.50%, 4/15/47, Pool #AZ8596 |
|
|
243,176 |
|
150,844 |
|
4.50%, 4/15/47, Pool #AZ8597 |
|
|
168,683 |
|
113,453 |
|
4.50%, 5/15/47, Pool #BA7888 |
|
|
125,844 |
|
4,192,668 |
|
4.00%, 6/20/47, Pool #MA4511 |
|
|
4,491,889 |
|
22,663 |
|
4.00%, 9/15/47, Pool #BC5919 |
|
|
24,462 |
|
28,768 |
|
4.00%, 10/15/47, Pool #BE1031 |
|
|
30,969 |
|
29,670 |
|
4.00%, 10/15/47, Pool #BD3187 |
|
|
31,939 |
|
22,577 |
|
4.00%, 11/15/47, Pool #BE1030 |
|
|
24,276 |
|
3,410,747 |
|
4.00%, 11/20/47, Pool #MA4838 |
|
|
3,678,489 |
|
33,476 |
|
4.00%, 12/15/47, Pool #BE4664 |
|
|
36,038 |
|
1,657,318 |
|
4.00%, 12/20/47, Pool #MA4901 |
|
|
1,787,417 |
|
24,411 |
|
4.00%, 1/15/48, Pool #BE0204 |
|
|
25,965 |
|
33,712 |
|
4.00%, 1/15/48, Pool #BE0143 |
|
|
36,292 |
|
576,725 |
|
4.50%, 9/20/48, Pool #BD0560 |
|
|
632,386 |
|
1,741,176 |
|
4.50%, 3/20/49, Pool #MA5818 |
|
|
1,870,309 |
|
73,673 |
|
4.50%, 4/20/49, Pool #MA5877 |
|
|
79,702 |
|
767,462 |
|
4.50%, 5/20/49, Pool #MA5932 |
|
|
821,652 |
|
3,700,000 |
|
3.00%, 11/20/49, TBA |
|
|
3,871,848 |
|
1,508,797 |
|
4.50%, 2/20/50, Pool #MA6477 |
|
|
1,616,705 |
|
1,676,363 |
|
4.50%, 3/20/50, Pool #MA6544 |
|
|
1,813,546 |
|
2,460,781 |
|
4.50%, 4/20/50, Pool #MA6602 |
|
|
2,634,540 |
|
4,876,059 |
|
4.00%, 4/20/50, Pool #MA6601 |
|
|
5,212,298 |
|
957,658 |
|
4.00%, 5/20/50, Pool #MA6658 |
|
|
1,023,677 |
|
11,508,897 |
|
3.00%, 7/20/50, Pool #MA6766 |
|
|
12,150,734 |
|
3,153,000 |
|
3.00%, 9/20/50, Pool #MA6866 |
|
|
3,329,912 |
|
1,023,000 |
|
2.00%, 10/20/50, TBA |
|
|
1,062,801 |
|
5,397,000 |
|
2.50%, 10/20/50, TBA |
|
|
5,665,163 |
|
10,700,000 |
|
2.50%, 11/20/50, TBA |
|
|
11,212,013 |
|
|
|
|
|
|
|
|
|
|
|
|
|
142,261,058 |
|
|
|
|
|
|
|
|
Total U.S. Government Agency Mortgages (Cost
$580,769,501) |
|
|
603,385,819 |
|
|
|
|
|
|
|
|
U.S. Treasury Obligations (23.2%): |
|
|
|
|
U.S. Treasury Bonds (11.2%): |
|
|
|
|
2,480,000 |
|
5.38%, 2/15/31 |
|
|
3,654,125 |
|
14,025,000 |
|
4.75%, 2/15/37 |
|
|
22,113,480 |
|
35,145,000 |
|
1.13%, 8/15/40 |
|
|
34,557,419 |
|
21,975,000 |
|
3.13%, 11/15/41 |
|
|
29,728,055 |
|
7,022,500 |
|
3.63%, 8/15/43 |
|
|
10,253,947 |
|
1,205,000 |
|
3.13%, 8/15/44 |
|
|
1,642,566 |
|
15,000 |
|
2.50%, 2/15/45 |
|
|
18,495 |
|
955,000 |
|
3.00%, 5/15/45 |
|
|
1,280,745 |
|
1,770,000 |
|
2.88%, 8/15/45 |
|
|
2,329,763 |
|
12,235,000 |
|
3.00%, 11/15/45 |
|
|
16,467,545 |
|
1,543,000 |
|
3.00%, 2/15/47 |
|
|
2,091,488 |
|
5,645,000 |
|
3.00%, 2/15/48 |
|
|
7,686,902 |
|
30,570,000 |
|
3.13%, 5/15/48(d) |
|
|
42,587,830 |
|
4,055,000 |
|
3.38%, 11/15/48 |
|
|
5,913,964 |
|
8,700,000 |
|
3.00%, 2/15/49 |
|
|
11,917,641 |
|
125,000 |
|
2.88%, 5/15/49 |
|
|
167,715 |
|
22,765,000 |
|
1.25%, 5/15/50 |
|
|
21,640,978 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares or
Principal
Amount |
|
|
|
|
Fair Value |
|
U.S. Treasury Obligations, continued |
|
|
|
|
U.S. Treasury Bonds, continued |
|
|
|
|
$16,110,000 |
|
1.38%, 8/15/50 |
|
$ |
15,810,455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
229,863,113 |
|
|
|
|
|
|
|
|
U.S. Treasury Inflation Index Bonds (0.4%): |
|
|
|
|
5,789,618 |
|
0.13%, 1/15/30 |
|
|
6,396,798 |
|
1,339,426 |
|
1.00%, 2/15/48 |
|
|
1,847,678 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,244,476 |
|
|
|
|
|
|
|
|
U.S. Treasury Inflation Index Notes (0.5%): |
|
|
|
|
10,575,897 |
|
0.13%, 4/15/25 |
|
|
11,255,323 |
|
|
|
|
|
|
|
|
U.S. Treasury Notes (11.1%): |
|
|
|
|
2,795,000 |
|
0.13%, 5/15/23 |
|
|
2,793,253 |
|
3,095,000 |
|
0.25%, 6/15/23 |
|
|
3,103,705 |
|
5,570,000 |
|
2.00%, 5/31/24 |
|
|
5,938,142 |
|
6,230,000 |
|
1.50%, 11/30/24 |
|
|
6,559,995 |
|
5,615,000 |
|
1.75%, 12/31/24 |
|
|
5,976,466 |
|
10,345,000 |
|
1.38%, 1/31/25 |
|
|
10,854,168 |
|
20,065,000 |
|
1.13%, 2/28/25 |
|
|
20,851,924 |
|
3,164,000 |
|
0.50%, 3/31/25 |
|
|
3,200,584 |
|
16,246,000 |
|
0.38%, 4/30/25^ |
|
|
16,342,461 |
|
13,710,000 |
|
0.25%, 5/31/25 |
|
|
13,710,000 |
|
16,341,000 |
|
0.25%, 6/30/25 |
|
|
16,335,893 |
|
340,000 |
|
0.25%, 7/31/25 |
|
|
339,734 |
|
890,000 |
|
3.00%, 10/31/25 |
|
|
1,011,819 |
|
1,550,000 |
|
2.88%, 11/30/25 |
|
|
1,755,133 |
|
8,275,000 |
|
2.25%, 3/31/26 |
|
|
9,143,875 |
|
2,435,000 |
|
2.38%, 4/30/26 |
|
|
2,710,459 |
|
1,520,000 |
|
2.13%, 5/31/26 |
|
|
1,672,238 |
|
2,407,000 |
|
1.88%, 6/30/26 |
|
|
2,616,108 |
|
2,430,000 |
|
1.88%, 7/31/26 |
|
|
2,643,005 |
|
24,650,000 |
|
0.38%, 7/31/27 |
|
|
24,530,602 |
|
12,395,000 |
|
0.50%, 8/31/27 |
|
|
12,429,861 |
|
6,253,000 |
|
2.88%, 8/15/28 |
|
|
7,386,356 |
|
255,000 |
|
2.38%, 5/15/29 |
|
|
293,569 |
|
15,650,000 |
|
1.50%, 2/15/30 |
|
|
16,892,219 |
|
33,770,000 |
|
0.63%, 5/15/30 |
|
|
33,675,021 |
|
6,045,000 |
|
0.63%, 8/15/30 |
|
|
6,014,775 |
|
|
|
|
|
|
|
|
|
|
|
|
|
228,781,365 |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $436,517,089) |
|
|
478,144,277 |
|
|
|
|
|
|
|
|
Commercial Paper (0.3%): |
|
|
|
|
6,250,000 |
|
Boeing Co., 0.66%(c) |
|
|
6,244,606 |
|
|
|
|
|
|
|
|
Total Commercial Paper (Cost $6,232,830) |
|
|
6,244,606 |
|
|
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (1.3%): |
|
|
|
|
26,839,573 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(c)(e) |
|
|
26,839,573 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan
(Cost $26,839,573) |
|
|
26,839,573 |
|
|
|
|
|
|
|
|
Unaffiliated Investment Companies (4.9%): |
|
|
|
|
|
|
Money Markets (4.9%): |
|
|
|
|
101,869,411 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
|
101,869,411 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost
$101,869,411) |
|
|
101,869,411 |
|
|
|
|
|
|
|
|
Total Investment Securities (Cost $2,108,166,304) - 107.3% |
|
|
2,212,525,265 |
|
|
|
Net other assets (liabilities) - (7.3)% |
|
|
(151,266,808 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares or
Principal
Amount |
|
|
|
|
Fair Value |
|
|
|
Net Assets - 100.0% |
|
$ |
2,061,258,457 |
|
|
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
EUR003M |
|
- |
|
3 Month EUR LIBOR |
EUAMDB01 |
|
- |
|
1 Year EUR LIBOR |
EUSA1 |
|
- |
|
Euro 1 Year Swap Rate |
EUSA5 |
|
- |
|
Euro 5 Year Swap Rate |
GO |
|
- |
|
General Obligation |
H15T1Y |
|
- |
|
1 Year Treasury Constant Maturity Rate |
LIBOR |
|
- |
|
London Interbank Offered Rate |
MTN |
|
- |
|
Medium Term Note |
SOFR |
|
- |
|
Secured Overnight Financing Rate |
TBA |
|
- |
|
To Be Announced Security |
US0001M |
|
- |
|
1 Month US Dollar LIBOR |
US0003M |
|
- |
|
3 Month US Dollar LIBOR |
|
|
|
^ |
|
This security or a partial position of this security was on loan as of September 30, 2020. The total value of securities on loan as of September 30, 2020 was $26,105,233. |
+ |
|
The principal amount is disclosed in local currency and the fair value is disclosed in U.S. Dollars. |
|
|
Represents less than 0.05%. |
(a) |
|
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be liquid based on procedures
approved by the Board of Trustees. |
(b) |
|
The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets underlying the security. The rate presented is the rate in effect at September 30, 2020. |
(c) |
|
The rate represents the effective yield at September 30, 2020. |
(d) |
|
All or a portion of this security has been pledged as collateral for open derivative positions. |
(e) |
|
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2020. |
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Securities Sold Short (-1.5%):
At September 30, 2020, the Funds securities sold short were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Coupon Rate |
|
Maturity Date |
|
Par Amount |
|
|
Proceeds Received |
|
Fair Value |
|
|
|
|
|
|
U.S. Government Agency Mortgages |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Federal National Mortgage Association |
|
Federal National Mortgage Association, TBA |
|
3.00% |
|
11/25/50 |
|
$ |
(18,546,168 |
) |
|
$ |
(19,479,272 |
) |
|
$ |
(19,432,182 |
) |
Federal National Mortgage Association, TBA |
|
4.00% |
|
10/25/35 |
|
|
(1,568,000 |
) |
|
|
(1,658,650 |
) |
|
|
(1,662,080 |
) |
Federal National Mortgage Association, TBA |
|
2.50% |
|
10/25/35 |
|
|
(2,591,000 |
) |
|
|
(2,714,174 |
) |
|
|
(2,705,975 |
) |
Federal National Mortgage Association, TBA |
|
3.50% |
|
10/25/35 |
|
|
(3,716,766 |
) |
|
|
(3,930,126 |
) |
|
|
(3,928,157 |
) |
Federal National Mortgage Association, TBA |
|
2.50% |
|
11/25/50 |
|
|
(5,636,000 |
) |
|
|
(5,888,739 |
) |
|
|
(5,902,169 |
) |
Government National Mortgage Association |
|
Government National Mortgage Association, TBA |
|
4.50% |
|
10/20/49 |
|
|
(352,000 |
) |
|
|
(376,805 |
) |
|
|
(376,750 |
) |
Government National Mortgage Association, TBA |
|
4.00% |
|
10/20/50 |
|
|
(823,000 |
) |
|
|
(875,198 |
) |
|
|
(874,309 |
) |
Government National Mortgage Association, TBA |
|
3.50% |
|
10/20/50 |
|
|
(5,792,203 |
) |
|
|
(6,089,813 |
) |
|
|
(6,099,009 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(41,012,777 |
) |
|
$ |
(40,980,631 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Futures Contracts
At September 30, 2020,
the Funds open futures contracts were as follows:
Short Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
Expiration Date |
|
|
|
|
|
|
|
Number of Contracts |
|
|
|
|
|
|
|
Notional Amount |
|
|
|
Value and Unrealized Appreciation/ (Depreciation) |
|
Euro Buxl 30-Year Bond December Futures (Euro) |
|
|
12/8/20 |
|
|
|
|
|
|
|
60 |
|
|
|
|
|
|
$ |
(15,662,939 |
) |
|
$ |
(324,639 |
) |
Euro Schatz Index December Futures (Euro) |
|
|
12/8/20 |
|
|
|
|
|
|
|
278 |
|
|
|
|
|
|
|
(36,595,414 |
) |
|
|
(11,937 |
) |
Euro-Bobl December Futures (Euro) |
|
|
12/8/20 |
|
|
|
|
|
|
|
223 |
|
|
|
|
|
|
|
(35,336,698 |
) |
|
|
(24,642 |
) |
Euro-Bund December Futures (Euro) |
|
|
12/8/20 |
|
|
|
|
|
|
|
115 |
|
|
|
|
|
|
|
(23,527,936 |
) |
|
|
(128,573 |
) |
U.S. Treasury 10-Year Note December Futures (U.S. Dollar) |
|
|
12/21/20 |
|
|
|
|
|
|
|
501 |
|
|
|
|
|
|
|
(69,905,156 |
) |
|
|
(8,013 |
) |
U.S. Treasury 10-Year Note December Futures (U.S. Dollar) |
|
|
12/21/20 |
|
|
|
|
|
|
|
677 |
|
|
|
|
|
|
|
(108,267,109 |
) |
|
|
(478,345 |
) |
U.S. Treasury 30-Year Bond December Futures (U.S. Dollar) |
|
|
12/21/20 |
|
|
|
|
|
|
|
58 |
|
|
|
|
|
|
|
(10,224,313 |
) |
|
|
35,691 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(940,458 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
|
Expiration Date |
|
|
|
|
|
|
|
Number of Contracts |
|
|
|
|
|
|
|
Notional Amount |
|
|
|
Value and Unrealized Appreciation/ (Depreciation) |
|
Euro-Btp Italian Government Bond December Futures (Euro) |
|
|
12/8/20 |
|
|
|
|
|
|
|
39 |
|
|
|
|
|
|
$ |
6,747,345 |
|
|
$ |
94,708 |
|
U.S. Treasury 2-Year Note December Futures (U.S. Dollar) |
|
|
12/31/20 |
|
|
|
|
|
|
|
1,386 |
|
|
|
|
|
|
|
306,251,860 |
|
|
|
121,200 |
|
U.S. Treasury 5-Year Note December Futures (U.S. Dollar) |
|
|
12/31/20 |
|
|
|
|
|
|
|
27 |
|
|
|
|
|
|
|
3,402,844 |
|
|
|
4,612 |
|
Ultra Long Term U.S. Treasury Bond September Future (U.S. Dollar) |
|
|
12/21/20 |
|
|
|
|
|
|
|
16 |
|
|
|
|
|
|
|
3,549,000 |
|
|
|
51,546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
272,066 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Net Futures Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(668,392 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Enhanced Bond Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Forward Currency Contracts
At September 30, 2020, the Funds open forward currency contracts were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Currency Purchased |
|
|
|
|
Currency Sold |
|
|
|
|
Counterparty |
|
Settlement Date |
|
|
Net Unrealized Appreciation/ (Depreciation) |
U.S. Dollar |
|
|
153,539 |
|
|
European Euro |
|
|
128,000 |
|
|
ANZ Banking Group, Ltd. |
|
|
10/5/20 |
|
|
$ |
3,468 |
|
U.S. Dollar |
|
|
869,961 |
|
|
European Euro |
|
|
736,000 |
|
|
Standard Charter Bank |
|
|
10/5/20 |
|
|
|
7,056 |
|
U.S. Dollar |
|
|
148,833,931 |
|
|
European Euro |
|
|
124,469,000 |
|
|
UBS Warburg |
|
|
10/5/20 |
|
|
|
2,903,409 |
|
European Euro |
|
|
63,737,000 |
|
|
U.S. Dollar |
|
|
74,636,027 |
|
|
UBS Warburg |
|
|
10/5/20 |
|
|
|
90,802 |
|
U.S. Dollar |
|
|
74,873,447 |
|
|
European Euro |
|
|
63,737,000 |
|
|
Bank National Paribas |
|
|
11/4/20 |
|
|
|
100,740 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
3,105,475 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
European Euro |
|
|
63,737,000 |
|
|
U.S. Dollar |
|
|
74,826,951 |
|
|
Bank National Paribas |
|
|
10/5/20 |
|
|
$ |
(100,122) |
|
U.S. Dollar |
|
|
329,899 |
|
|
European Euro |
|
|
283,000 |
|
|
CIBC |
|
|
10/5/20 |
|
|
|
(1,897) |
|
U.S. Dollar |
|
|
174,842 |
|
|
European Euro |
|
|
150,000 |
|
|
Citigroup |
|
|
10/5/20 |
|
|
|
(1,021) |
|
U.S. Dollar |
|
|
2,000,542 |
|
|
European Euro |
|
|
1,708,000 |
|
|
HSBC |
|
|
10/5/20 |
|
|
|
(1,960) |
|
U.S. Dollar |
|
|
74,682,236 |
|
|
European Euro |
|
|
63,737,000 |
|
|
UBS Warburg |
|
|
11/4/20 |
|
|
|
(90,471) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(195,471) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Net Forward Currency Contracts |
|
|
|
|
|
|
|
|
$ |
2,910,004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (41.1%): |
|
|
|
|
Aerospace & Defense (0.6%): |
|
|
|
|
6,476 |
|
Curtiss-Wright Corp. |
|
$ |
603,952 |
|
2,721 |
|
L3harris Technologies, Inc. |
|
|
462,135 |
|
14,674 |
|
Moog, Inc., Class A |
|
|
932,238 |
|
2,906 |
|
Northrop Grumman Corp. |
|
|
916,814 |
|
5,892 |
|
Parson Corp.* |
|
|
197,618 |
|
4,924 |
|
Raytheon Technologies Corp. |
|
|
283,327 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,396,084 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.0%): |
|
|
|
|
239 |
|
C.H. Robinson Worldwide, Inc. |
|
|
24,423 |
|
|
|
|
|
|
|
|
Airlines (0.3%): |
|
|
|
|
5,774 |
|
Alaska Air Group, Inc. |
|
|
211,501 |
|
21,014 |
|
Copa Holdings SA, Class A^ |
|
|
1,057,844 |
|
2,983 |
|
Southwest Airlines Co. |
|
|
111,863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,381,208 |
|
|
|
|
|
|
|
|
Auto Components (0.1%): |
|
|
|
|
9,062 |
|
BorgWarner, Inc. |
|
|
351,062 |
|
|
|
|
|
|
|
|
Automobiles (0.2%): |
|
|
|
|
97,831 |
|
Ford Motor Co. |
|
|
651,554 |
|
7,759 |
|
General Motors Co. |
|
|
229,589 |
|
|
|
|
|
|
|
|
|
|
|
|
|
881,143 |
|
|
|
|
|
|
|
|
Banks (1.3%): |
|
|
|
|
46,413 |
|
Bank of America Corp. |
|
|
1,118,089 |
|
36,973 |
|
Citigroup, Inc. |
|
|
1,593,906 |
|
13,083 |
|
Citizens Financial Group, Inc. |
|
|
330,738 |
|
30,195 |
|
JPMorgan Chase & Co. |
|
|
2,906,873 |
|
45,307 |
|
Wells Fargo & Co. |
|
|
1,065,168 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,014,774 |
|
|
|
|
|
|
|
|
Beverages (0.6%): |
|
|
|
|
45,450 |
|
Coca-Cola Co. (The) |
|
|
2,243,866 |
|
444 |
|
Coca-Cola Consolidated, Inc. |
|
|
106,862 |
|
4,914 |
|
Molson Coors Brewing Co., Class B |
|
|
164,914 |
|
6,421 |
|
PepsiCo, Inc. |
|
|
889,951 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,405,593 |
|
|
|
|
|
|
|
|
Biotechnology (1.0%): |
|
|
|
|
24,840 |
|
AbbVie, Inc. |
|
|
2,175,735 |
|
4,647 |
|
Amgen, Inc. |
|
|
1,181,082 |
|
2,922 |
|
Biogen, Inc.* |
|
|
828,913 |
|
13,047 |
|
Gilead Sciences, Inc. |
|
|
824,440 |
|
934 |
|
United Therapeutics Corp.* |
|
|
94,334 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,104,504 |
|
|
|
|
|
|
|
|
Building Products (0.4%): |
|
|
|
|
20,591 |
|
Carrier Global Corp. |
|
|
628,849 |
|
6,282 |
|
Fortune Brands Home & Security, Inc. |
|
|
543,519 |
|
4,076 |
|
Simpson Manufacturing Co., Inc. |
|
|
396,024 |
|
5,895 |
|
UFP Industries, Inc. |
|
|
333,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,901,518 |
|
|
|
|
|
|
|
|
Capital Markets (0.7%): |
|
|
|
|
25,512 |
|
Bank of New York Mellon Corp. (The) |
|
|
876,081 |
|
2,838 |
|
Charles Schwab Corp. (The) |
|
|
102,821 |
|
5,617 |
|
Federated Hermes, Inc., Class B |
|
|
120,822 |
|
4,033 |
|
Goldman Sachs Group, Inc. |
|
|
810,512 |
|
4,080 |
|
LPL Financial Holdings, Inc. |
|
|
312,814 |
|
10,572 |
|
Morgan Stanley |
|
|
511,156 |
|
589 |
|
Raymond James Financial, Inc. |
|
|
42,856 |
|
9,473 |
|
State Street Corp. |
|
|
562,033 |
|
3,325 |
|
T. Rowe Price Group, Inc. |
|
|
426,332 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,765,427 |
|
|
|
|
|
|
|
|
Chemicals (0.4%): |
|
|
|
|
763 |
|
Balchem Corp. |
|
|
74,492 |
|
9,042 |
|
CF Industries Holdings, Inc. |
|
|
277,680 |
|
9,456 |
|
DuPont de Nemours, Inc. |
|
|
524,619 |
|
12,031 |
|
Eastman Chemical Co. |
|
|
939,862 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
528 |
|
NewMarket Corp. |
|
$ |
180,745 |
|
6,261 |
|
Valvoline, Inc. |
|
|
119,209 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,116,607 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.2%): |
|
|
|
|
19,102 |
|
Herman Miller, Inc. |
|
|
576,116 |
|
1,822 |
|
UniFirst Corp. |
|
|
345,032 |
|
|
|
|
|
|
|
|
|
|
|
|
|
921,148 |
|
|
|
|
|
|
|
|
Communications Equipment (0.3%): |
|
|
|
|
36,656 |
|
Cisco Systems, Inc. |
|
|
1,443,880 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.2%): |
|
|
|
|
13,117 |
|
EMCOR Group, Inc. |
|
|
888,152 |
|
|
|
|
|
|
|
|
Consumer Finance (0.1%): |
|
|
|
|
9,268 |
|
SLM Corp. |
|
|
74,978 |
|
16,518 |
|
Synchrony Financial |
|
|
432,276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
507,254 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.0%): |
|
|
|
|
612 |
|
Packaging Corp. of America |
|
|
66,739 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.0%): |
|
|
|
|
170 |
|
Graham Holdings Co., Class B |
|
|
68,699 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.7%): |
|
|
|
|
16,426 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
3,497,752 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (0.7%): |
|
28,993 |
|
AT&T, Inc. |
|
|
826,590 |
|
77,711 |
|
CenturyLink, Inc. |
|
|
784,104 |
|
37,577 |
|
Verizon Communications, Inc. |
|
|
2,235,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,846,150 |
|
|
|
|
|
|
|
|
Electric Utilities (0.5%): |
|
|
|
|
1,061 |
|
ALLETE, Inc. |
|
|
54,896 |
|
1,394 |
|
Alliant Energy Corp. |
|
|
72,000 |
|
5,873 |
|
Exelon Corp. |
|
|
210,018 |
|
8,317 |
|
FirstEnergy Corp. |
|
|
238,781 |
|
4,737 |
|
Hawaiian Electric Industries, Inc. |
|
|
157,458 |
|
2,287 |
|
IDACORP, Inc. |
|
|
182,731 |
|
1,563 |
|
NextEra Energy, Inc. |
|
|
433,826 |
|
3,350 |
|
OGE Energy Corp. |
|
|
100,467 |
|
6,464 |
|
PG&E Corp.* |
|
|
60,697 |
|
1,593 |
|
PNM Resources, Inc. |
|
|
65,839 |
|
18,464 |
|
Portland General Electric Co. |
|
|
655,472 |
|
10,952 |
|
PPL Corp. |
|
|
298,004 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,530,189 |
|
|
|
|
|
|
|
|
Electrical Equipment (0.1%): |
|
|
|
|
537 |
|
Acuity Brands, Inc. |
|
|
54,962 |
|
5,857 |
|
AMETEK, Inc. |
|
|
582,186 |
|
|
|
|
|
|
|
|
|
|
|
|
|
637,148 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.2%): |
|
|
|
|
12,718 |
|
National Instruments Corp. |
|
|
454,032 |
|
2,598 |
|
SYNNEX Corp. |
|
|
363,876 |
|
|
|
|
|
|
|
|
|
|
|
|
|
817,908 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.1%): |
|
|
|
|
26,129 |
|
Schlumberger, Ltd. |
|
|
406,567 |
|
41,401 |
|
TechnipFMC plc |
|
|
261,240 |
|
450 |
|
Weatherford International plc* |
|
|
878 |
|
|
|
|
|
|
|
|
|
|
|
|
|
668,685 |
|
|
|
|
|
|
|
|
Entertainment (0.9%): |
|
|
|
|
20,320 |
|
Cinemark Holdings, Inc.^ |
|
|
203,200 |
|
8,140 |
|
Electronic Arts, Inc.* |
|
|
1,061,537 |
|
5,425 |
|
Netflix, Inc.* |
|
|
2,712,663 |
|
8,129 |
|
Walt Disney Co. (The) |
|
|
1,008,646 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,986,046 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (1.1%): |
|
|
|
|
6,655 |
|
American Tower Corp. |
|
|
1,608,713 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
|
|
|
2,261 |
|
Apple Hospitality REIT, Inc. |
|
$ |
21,728 |
|
8,835 |
|
Crown Castle International Corp. |
|
|
1,471,028 |
|
758 |
|
CubeSmart |
|
|
24,491 |
|
9,119 |
|
Digital Realty Trust, Inc. |
|
|
1,338,304 |
|
37 |
|
Equinix, Inc. |
|
|
28,125 |
|
349 |
|
Essex Property Trust, Inc. |
|
|
70,076 |
|
31,824 |
|
Host Hotels & Resorts, Inc. |
|
|
343,381 |
|
53,759 |
|
Parks Hotels & Resorts, Inc.^ |
|
|
537,052 |
|
258 |
|
Public Storage, Inc. |
|
|
57,462 |
|
1,939 |
|
STAG Industrial, Inc. |
|
|
59,120 |
|
1,227 |
|
VICI Properties, Inc. |
|
|
28,675 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,588,155 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.6%): |
|
|
|
|
2,324 |
|
Costco Wholesale Corp. |
|
|
825,020 |
|
17,320 |
|
Walmart, Inc. |
|
|
2,423,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,248,261 |
|
|
|
|
|
|
|
|
Food Products (0.3%): |
|
|
|
|
9,841 |
|
Archer-Daniels-Midland Co. |
|
|
457,508 |
|
19 |
|
Hershey Co. (The) |
|
|
2,723 |
|
7,459 |
|
Mondelez International, Inc., Class A |
|
|
428,520 |
|
13,371 |
|
Tyson Foods, Inc., Class A |
|
|
795,307 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,684,058 |
|
|
|
|
|
|
|
|
Gas Utilities (0.1%): |
|
|
|
|
10,514 |
|
UGI Corp. |
|
|
346,752 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (1.6%): |
|
|
|
|
24,600 |
|
Abbott Laboratories |
|
|
2,677,218 |
|
3,835 |
|
Baxter International, Inc. |
|
|
308,411 |
|
3,407 |
|
Boston Scientific Corp.* |
|
|
130,181 |
|
3,425 |
|
Danaher Corp. |
|
|
737,505 |
|
14,284 |
|
Edwards Lifesciences Corp.* |
|
|
1,140,149 |
|
3,849 |
|
Hill-Rom Holdings, Inc. |
|
|
321,430 |
|
20,190 |
|
Hologic, Inc.* |
|
|
1,342,029 |
|
19,102 |
|
Medtronic plc |
|
|
1,985,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,642,003 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (1.1%): |
|
|
|
|
5,371 |
|
Anthem, Inc. |
|
|
1,442,597 |
|
969 |
|
Cigna Corp. |
|
|
164,158 |
|
13,274 |
|
CVS Health Corp. |
|
|
775,202 |
|
999 |
|
Humana, Inc. |
|
|
413,476 |
|
99 |
|
McKesson Corp. |
|
|
14,744 |
|
10,552 |
|
UnitedHealth Group, Inc. |
|
|
3,289,797 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,099,974 |
|
|
|
|
|
|
|
|
Health Care Technology (0.3%): |
|
|
|
|
16,121 |
|
Cerner Corp. |
|
|
1,165,387 |
|
906 |
|
Veeva Systems, Inc., Class A* |
|
|
254,758 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,420,145 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (0.8%): |
|
|
|
|
42,105 |
|
Carnival Corp., Class A^ |
|
|
639,154 |
|
1,279 |
|
Hilton Worldwide Holdings, Inc. |
|
|
109,124 |
|
2,061 |
|
McDonalds Corp. |
|
|
452,369 |
|
9,851 |
|
MGM Resorts International |
|
|
214,259 |
|
28,698 |
|
Norwegian Cruise Line Holdings, Ltd.*^ |
|
|
491,023 |
|
9,853 |
|
Royal Caribbean Cruises, Ltd. |
|
|
637,785 |
|
5,614 |
|
Starbucks Corp. |
|
|
482,355 |
|
522 |
|
Vail Resorts, Inc. |
|
|
111,692 |
|
28,101 |
|
Wyndham Destinations, Inc. |
|
|
864,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,002,148 |
|
|
|
|
|
|
|
|
Household Durables (0.7%): |
|
|
|
|
18,749 |
|
D.R. Horton, Inc. |
|
|
1,417,987 |
|
7,834 |
|
MDC Holdings, Inc. |
|
|
368,981 |
|
5,054 |
|
Meritage Homes Corp.* |
|
|
557,911 |
|
181 |
|
NVR, Inc.* |
|
|
739,045 |
|
15,843 |
|
PulteGroup, Inc. |
|
|
733,372 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Household Durables, continued |
|
|
|
|
5,725 |
|
Taylor Morrison Home Corp., Class A* |
|
$ |
140,778 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,958,074 |
|
|
|
|
|
|
|
|
Household Products (0.6%): |
|
|
|
|
23,274 |
|
Procter & Gamble Co. (The) |
|
|
3,234,853 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.1%): |
|
|
|
|
103,791 |
|
General Electric Co. |
|
|
646,618 |
|
|
|
|
|
|
|
|
Insurance (0.8%): |
|
|
|
|
4,784 |
|
Allstate Corp. (The) |
|
|
450,366 |
|
4,158 |
|
American Financial Group, Inc. |
|
|
278,503 |
|
1,964 |
|
Fidelity National Financial, Inc. |
|
|
61,493 |
|
15,771 |
|
First American Financial Corp. |
|
|
802,902 |
|
2,871 |
|
Hartford Financial Services Group, Inc. (The) |
|
|
105,825 |
|
4,490 |
|
Primerica, Inc. |
|
|
507,999 |
|
14,825 |
|
Progressive Corp. (The) |
|
|
1,403,482 |
|
668 |
|
Selective Insurance Group, Inc. |
|
|
34,395 |
|
2,952 |
|
Unum Group |
|
|
49,682 |
|
12,682 |
|
WR Berkley Corp. |
|
|
775,504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,470,151 |
|
|
|
|
|
|
|
|
Interactive Media & Services (2.6%): |
|
|
|
|
2,372 |
|
Alphabet, Inc., Class A* |
|
|
3,476,403 |
|
3,014 |
|
Alphabet, Inc., Class C* |
|
|
4,429,374 |
|
23,123 |
|
Facebook, Inc., Class A* |
|
|
6,055,914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,961,691 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (2.1%): |
|
|
|
|
3,571 |
|
Amazon.com, Inc.* |
|
|
11,244,115 |
|
|
|
|
|
|
|
|
IT Services (1.7%): |
|
|
|
|
88 |
|
Accenture plc, Class C |
|
|
19,887 |
|
14,333 |
|
Amdocs, Ltd. |
|
|
822,858 |
|
626 |
|
Global Payments, Inc. |
|
|
111,165 |
|
8,699 |
|
MasterCard, Inc., Class A |
|
|
2,941,742 |
|
10,342 |
|
PayPal Holdings, Inc.* |
|
|
2,037,684 |
|
8,075 |
|
Square, Inc., Class A* |
|
|
1,312,591 |
|
303 |
|
Twilio, Inc., Class A* |
|
|
74,868 |
|
1,803 |
|
VeriSign, Inc.* |
|
|
369,345 |
|
7,652 |
|
Visa, Inc., Class A |
|
|
1,530,170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,220,310 |
|
|
|
|
|
|
|
|
Leisure Products (0.1%): |
|
|
|
|
6,673 |
|
Polaris, Inc. |
|
|
629,531 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.3%): |
|
|
|
|
272 |
|
Illumina, Inc.* |
|
|
84,070 |
|
3,672 |
|
Thermo Fisher Scientific, Inc. |
|
|
1,621,261 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,705,331 |
|
|
|
|
|
|
|
|
Machinery (1.0%): |
|
|
|
|
15,946 |
|
AGCO Corp. |
|
|
1,184,309 |
|
20,138 |
|
Allison Transmission Holdings, Inc. |
|
|
707,649 |
|
4,315 |
|
Caterpillar, Inc. |
|
|
643,582 |
|
6,987 |
|
Cummins, Inc. |
|
|
1,475,375 |
|
9,973 |
|
Dover Corp. |
|
|
1,080,475 |
|
353 |
|
Illinois Tool Works, Inc. |
|
|
68,203 |
|
1,249 |
|
Otis Worldwide Corp. |
|
|
77,963 |
|
10,184 |
|
Rexnord Corp. |
|
|
303,891 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,541,447 |
|
|
|
|
|
|
|
|
Media (0.1%): |
|
|
|
|
12,854 |
|
Comcast Corp., Class A |
|
|
594,626 |
|
2,417 |
|
Liberty Media Corp.-Liberty SiriusXM, Class C* |
|
|
79,954 |
|
2,364 |
|
Omnicom Group, Inc. |
|
|
117,018 |
|
|
|
|
|
|
|
|
|
|
|
|
|
791,598 |
|
|
|
|
|
|
|
|
Metals & Mining (0.7%): |
|
|
|
|
19,937 |
|
Hecla Mining Co. |
|
|
101,280 |
|
22,542 |
|
Newmont Corp. |
|
|
1,430,290 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
33,463 |
|
Novagold Resources, Inc.* |
|
$ |
397,875 |
|
8,681 |
|
Reliance Steel & Aluminum Co. |
|
|
885,809 |
|
5,842 |
|
Royal Gold, Inc. |
|
|
702,033 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,517,287 |
|
|
|
|
|
|
|
|
Mortgage Real Estate Investment Trusts (0.0%): |
|
|
|
|
5,290 |
|
Annaly Capital Management, Inc. |
|
|
37,665 |
|
|
|
|
|
|
|
|
Multiline Retail
(0.0%): |
|
|
|
|
875 |
|
Target Corp. |
|
|
137,743 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.3%): |
|
|
|
|
2,470 |
|
Avista Corp. |
|
|
84,276 |
|
11,996 |
|
Dominion Energy, Inc. |
|
|
946,845 |
|
1,321 |
|
DTE Energy Co. |
|
|
151,968 |
|
3,932 |
|
NorthWestern Corp. |
|
|
191,252 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,374,341 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.6%): |
|
|
|
|
14,457 |
|
Chevron Corp. |
|
|
1,040,904 |
|
20,039 |
|
ConocoPhillips Co. |
|
|
658,081 |
|
21,892 |
|
EOG Resources, Inc. |
|
|
786,798 |
|
3,908 |
|
Exxon Mobil Corp. |
|
|
134,162 |
|
6,740 |
|
Kinder Morgan, Inc. |
|
|
83,104 |
|
5,976 |
|
Pioneer Natural Resources Co. |
|
|
513,876 |
|
1,415 |
|
Sanchez Energy Corp.* (c) |
|
|
36,790 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,253,715 |
|
|
|
|
|
|
|
|
Pharmaceuticals (1.8%): |
|
|
|
|
30,094 |
|
Bristol-Myers Squibb Co. |
|
|
1,814,367 |
|
10,975 |
|
Eli Lilly & Co. |
|
|
1,624,520 |
|
20,696 |
|
Johnson & Johnson Co. |
|
|
3,081,221 |
|
27,254 |
|
Merck & Co., Inc. |
|
|
2,260,719 |
|
14,140 |
|
Mylan NV* |
|
|
209,696 |
|
15,223 |
|
Pfizer, Inc. |
|
|
558,684 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,549,207 |
|
|
|
|
|
|
|
|
Professional Services (0.2%): |
|
|
|
|
897 |
|
ManpowerGroup, Inc. |
|
|
65,777 |
|
16,219 |
|
Nielsen Holdings plc |
|
|
229,985 |
|
17,293 |
|
Robert Half International, Inc. |
|
|
915,492 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,211,254 |
|
|
|
|
|
|
|
|
Road & Rail (0.8%): |
|
|
|
|
17,560 |
|
CSX Corp. |
|
|
1,363,885 |
|
2,872 |
|
Norfolk Southern Corp. |
|
|
614,579 |
|
10,539 |
|
Schneider National, Inc., Class B |
|
|
260,629 |
|
6,410 |
|
Union Pacific Corp. |
|
|
1,261,937 |
|
21,450 |
|
Werner Enterprises, Inc. |
|
|
900,686 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,401,716 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (1.9%): |
|
3,274 |
|
Advanced Micro Devices, Inc.* |
|
|
268,435 |
|
14,827 |
|
Amkor Technology, Inc.* |
|
|
166,062 |
|
1,536 |
|
Analog Devices, Inc. |
|
|
179,313 |
|
14,930 |
|
Applied Materials, Inc. |
|
|
887,589 |
|
98 |
|
Broadcom, Inc. |
|
|
35,703 |
|
1,666 |
|
Cirrus Logic, Inc.* |
|
|
112,372 |
|
31,066 |
|
Intel Corp. |
|
|
1,608,597 |
|
1,994 |
|
Lam Research Corp. |
|
|
661,510 |
|
793 |
|
Micron Technology, Inc.* |
|
|
37,239 |
|
6,387 |
|
NVIDIA Corp. |
|
|
3,456,773 |
|
3,731 |
|
ON Semiconductor Corp.* |
|
|
80,925 |
|
19,337 |
|
Qualcomm, Inc. |
|
|
2,275,578 |
|
1,931 |
|
Synaptics, Inc.* |
|
|
155,291 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,925,387 |
|
|
|
|
|
|
|
|
Software (4.5%): |
|
|
|
|
3,911 |
|
Adobe, Inc.* |
|
|
1,918,071 |
|
3,224 |
|
Box, Inc.* |
|
|
55,969 |
|
8,604 |
|
Cadence Design Systems, Inc.* |
|
|
917,445 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Software, continued |
|
|
|
|
45,597 |
|
FireEye, Inc.* |
|
$ |
562,895 |
|
517 |
|
Intuit, Inc. |
|
|
168,651 |
|
65,041 |
|
Microsoft Corp. |
|
|
13,680,073 |
|
22,848 |
|
Oracle Corp. |
|
|
1,364,026 |
|
852 |
|
Proofpoint, Inc.* |
|
|
89,929 |
|
11,202 |
|
salesforce.com, Inc.* |
|
|
2,815,286 |
|
601 |
|
ServiceNow, Inc.* |
|
|
291,485 |
|
2,955 |
|
Synopsys, Inc.* |
|
|
632,311 |
|
3,040 |
|
Verint Systems, Inc.* |
|
|
146,467 |
|
4,781 |
|
Workday, Inc., Class A* |
|
|
1,028,537 |
|
2,985 |
|
Workiva, Inc.* |
|
|
166,444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,837,589 |
|
|
|
|
|
|
|
|
Specialty Retail (1.1%): |
|
|
|
|
9,732 |
|
Aarons, Inc. |
|
|
551,318 |
|
1,711 |
|
AutoNation, Inc.* |
|
|
90,563 |
|
262 |
|
AutoZone, Inc.* |
|
|
308,542 |
|
6,239 |
|
Best Buy Co, Inc. |
|
|
694,338 |
|
8,755 |
|
Home Depot, Inc. (The) |
|
|
2,431,351 |
|
10,878 |
|
Lowes Cos., Inc. |
|
|
1,804,225 |
|
111 |
|
Murphy U.S.A., Inc.* |
|
|
14,238 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,894,575 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (3.0%): |
|
137,980 |
|
Apple, Inc. |
|
|
15,979,465 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.4%): |
|
|
|
|
2,595 |
|
Carters, Inc. |
|
|
224,675 |
|
14,108 |
|
Nike, Inc., Class B |
|
|
1,771,118 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,995,793 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.1%): |
|
|
|
|
50,938 |
|
MGIC Investment Corp. |
|
|
451,311 |
|
6,674 |
|
TFS Financial Corp. |
|
|
98,041 |
|
|
|
|
|
|
|
|
|
|
|
|
|
549,352 |
|
|
|
|
|
|
|
|
Tobacco (0.1%): |
|
|
|
|
5,400 |
|
Philip Morris International, Inc. |
|
|
404,946 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $165,843,942) |
|
|
218,727,343 |
|
|
|
|
|
|
Warrant
(0.0%): |
|
|
|
|
Oil, Gas & Consumable Fuels (0.0%): |
|
|
|
|
2,041 |
|
Occidental Petroleum Corp., 8/3/27 |
|
|
6,123 |
|
|
|
|
|
|
|
|
Total Warrant (Cost $) |
|
|
6,123 |
|
|
|
|
|
|
Right
(0.0%): |
|
|
|
|
Pharmaceuticals
(0.0%): |
|
|
|
|
3,536 |
|
Bristol-Myers Squibb Co. CVR, Expires on 12/31/21* |
|
|
7,956 |
|
|
|
|
|
|
|
|
Total Right (Cost $8,133) |
|
|
7,956 |
|
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Asset Backed Securities (1.1%): |
|
|
|
|
$195,134 |
|
Aaset Trust, Class A, Series 2019-1, 3.84%,
5/15/39(a) |
|
|
181,835 |
|
290,823 |
|
Aaset Trust, Class A, Series 2019-2, 3.38%,
10/16/39(a) |
|
|
272,534 |
|
244,877 |
|
Aaset Trust, Class A, Series 2020-1A, 4.34%,
1/16/40(a) |
|
|
170,903 |
|
242,675 |
|
Aaset Trust, Class A, Series 2020-1A, 3.35%,
1/16/40(a) |
|
|
223,605 |
|
978,807 |
|
Aaset Trust, Class A, Series 2017-1A, 3.97%,
5/16/42(a) |
|
|
884,905 |
|
144,363 |
|
Aaset Trust, Class A, Series 2018-1A, 3.84%,
1/16/38(a) |
|
|
133,363 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Asset Backed Securities, continued |
|
|
|
|
$135,417 |
|
Blackbird Capital Aircraft, Class AA, Series 2016-1A, 2.49%,
12/16/41, Callable 12/15/24 @ 100(a)(b) |
|
$ |
125,913 |
|
598,167 |
|
Blackbird Capital Aircraft, Class A, Series 2016-1A, 4.21%,
12/16/41, Callable 12/15/24 @ 100(a)(b) |
|
|
540,041 |
|
216,990 |
|
Castlelake Aircraft Structured Trust, Class B, Series 2019-1,
5.10%, 4/15/39(a) |
|
|
155,287 |
|
318,947 |
|
Castlelake Aircraft Structured Trust, Class A, Series
2018-1A, 4.13%, 6/15/43(a) |
|
|
297,759 |
|
285,124 |
|
Castlelake Aircraft Structured Trust, Class A, Series 2019-1,
3.97%, 4/15/39(a) |
|
|
263,870 |
|
214,500 |
|
DB Master Finance LLC, Class A2I, Series 2017-1A, 3.63%,
11/20/47, Callable 11/20/21 @ 100(a) |
|
|
220,779 |
|
358,800 |
|
DB Master Finance LLC, Class A2II, Series 2017-1A, 4.03%,
11/20/47, Callable 11/20/23 @ 100(a) |
|
|
378,336 |
|
221,909 |
|
Horizon Aircraft Finance, Ltd., Class A, Series 2018-1,
4.46%, 12/15/38(a) |
|
|
209,635 |
|
235,728 |
|
Horizon Aircraft Finance, Ltd., Class A, Series 2019-1,
3.72%, 7/15/39(a) |
|
|
220,098 |
|
218,350 |
|
Planet Fitness Master Issuer LLC, Class A2, Series 1A, 3.86%, 12/5/49, Callable 12/5/25 @
100(a) |
|
|
204,806 |
|
251,661 |
|
Project Silver, Class A, Series 2019-1, 3.97%,
7/15/44(a) |
|
|
235,200 |
|
233,783 |
|
Sapphire Aviation Finance, Ltd., Class B, Series 2020-1A,
4.34%, 3/15/40(a) |
|
|
157,061 |
|
265,806 |
|
Sapphire Aviation Finance, Ltd., Class A, Series 2020-1A,
3.23%, 3/15/40(a) |
|
|
239,678 |
|
361,320 |
|
Thunderbolt Aircraft Lease, Ltd., Class A, Series 2019-1,
3.67%, 11/15/39(a) |
|
|
338,178 |
|
356,092 |
|
Thunderbolt Aircraft Lease, Ltd., Class A, Series 2018, 4.15%, 9/15/38(a)(b) |
|
|
334,763 |
|
260,311 |
|
Thunderbolt Aircraft Lease, Ltd., Class A, Series 2017-A,
4.21%, 5/17/32, Callable 4/15/24 @ 100(a)(b) |
|
|
244,651 |
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $6,628,076) |
|
|
6,033,200 |
|
|
|
|
|
|
Collateralized Mortgage Obligations (3.5%): |
|
|
|
|
250,000 |
|
AIMCO CLO 11, Ltd., Class A, Series 2020-11A(US0003M+138bps),
10/15/31(a) |
|
|
250,000 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$324,000 |
|
AIMCO CLO, Ltd., Class A, Series 2019-10A,
1.58%(US0003M+132bps), 7/22/32, Callable 7/22/21 @ 100(a) |
|
$ |
320,242 |
|
250,000 |
|
Allegany Park CLO, Ltd., Class A, Series 2019-1A,
1.60%(US0003M+133bps), 1/20/33, Callable 1/20/22 @ 100(a) |
|
|
249,042 |
|
344,000 |
|
Ares CLO, Ltd., Class AR, Series 2016-41A,
1.47%(US0003M+120bps), 1/15/29, Callable 10/15/20 @ 100(a) |
|
|
342,337 |
|
256,000 |
|
Ares CLO, Ltd., Class A, Series 2019-54A,
1.60%(US0003M+132bps), 10/15/32, Callable 10/15/21 @ 100(a) |
|
|
255,325 |
|
250,000 |
|
Ares LV CLO, Ltd., Class A1, Series 2020-55A,
2.01%(US0003M+170bps), 4/15/31, Callable 7/15/21 @ 100(a) |
|
|
250,753 |
|
177,000 |
|
BAMLL Commercial Mortgage Securities Trust, Class ANM, Series
2019-BPR, 3.11%, 11/5/32(a) |
|
|
176,979 |
|
30,000 |
|
Bank, Class A5, Series 2019-BN21, 2.85%, 10/15/52 |
|
|
33,260 |
|
68,000 |
|
Barclays, Class A, Series 2016-MART, 2.20%, 9/13/31(a) |
|
|
67,792 |
|
299,299 |
|
Barings CLO, Ltd., Class A1, Series 2020-1A(US0003M+140bps),
10/15/32(a) |
|
|
299,299 |
|
265,000 |
|
Beechwood Park CLO, Ltd., Class A1, Series 2019-1A,
1.60%(US0003M+133bps), 1/17/33, Callable 1/17/22 @ 100(a) |
|
|
264,416 |
|
46,000 |
|
Benchmark Mortgage Trust, Class A5, Series 2019-B14, 3.05%,
12/15/61 |
|
|
51,842 |
|
34,000 |
|
Benchmark Mortgage Trust, Class A5, Series 2018-B4, 4.12%,
7/15/51(b) |
|
|
40,334 |
|
309,000 |
|
Bristol Park CLO, Ltd., Class AR, Series 2016-1A,
1.27%(US0003M+99bps), 4/15/29, Callable 1/15/21 @ 100(a) |
|
|
305,589 |
|
245,868 |
|
BX Commercial Mortgage Trust, Class D, Series 2019-XL,
1.60%(US0001M+145bps), 10/15/36(a) |
|
|
244,314 |
|
307,718 |
|
BX Commercial Mortgage Trust, Class A, Series 2020-BXLP, 0.95%(US0001M+80bps), 12/15/29(a) |
|
|
307,334 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$152,860 |
|
BX Commercial Mortgage Trust, Class B, Series 2020-BXLP, 1.15%(US0001M+100bps), 12/15/29(a) |
|
$ |
152,479 |
|
120,889 |
|
BX Commercial Mortgage Trust, Class C, Series 2020-BXLP, 1.27%(US0001M+112bps), 12/15/29(a) |
|
|
120,289 |
|
142,869 |
|
BX Commercial Mortgage Trust, Class E, Series 2020-BXLP, 1.75%(US0001M+160bps), 12/15/29(a) |
|
|
141,295 |
|
186,829 |
|
BX Commercial Mortgage Trust, Class D, Series 2020-BXLP, 1.40%(US0001M+125bps), 12/15/29(a) |
|
|
185,213 |
|
138,597 |
|
BX Commercial Mortgage Trust, Class B, Series 2019-XL,
1.23%(US0001M+108bps), 10/15/36(a) |
|
|
138,322 |
|
98,905 |
|
BX Commercial Mortgage Trust, Class D, Series 2018-EXCL, 2.78%(US0001M+263bps), 9/15/37(a) |
|
|
73,031 |
|
119,000 |
|
BX Commercial Mortgage Trust, Class D, Series 2019-IMC,
2.05%(US0001M+190bps), 4/15/34(a) |
|
|
108,911 |
|
113,000 |
|
BX Commercial Mortgage Trust, Class C, Series 2019-IMC,
1.75%(US0001M+160bps), 4/15/34(a) |
|
|
104,572 |
|
345,544 |
|
BX Commercial Mortgage Trust, Class E, Series 2019-XL,
1.95%(US0001M+180bps), 10/15/36(a) |
|
|
342,030 |
|
173,722 |
|
BX Commercial Mortgage Trust, Class C, Series 2019-XL,
1.40%(US0001M+125bps), 10/15/36(a) |
|
|
172,962 |
|
172,000 |
|
BX Commercial Mortgage Trust, Class B, Series 2019-IMC,
1.45%(US0001M+130bps), 4/15/34(a) |
|
|
162,165 |
|
298,000 |
|
BX Commercial Mortgage Trust, Class A, Series 2019-IMC,
1.15%(US0001M+100bps), 4/15/34(a) |
|
|
286,916 |
|
94,500 |
|
BX Commercial Mortgage Trust, Class F, Series 2018-IND,
1.95%(US0001M+180bps), 11/15/35(a) |
|
|
93,323 |
|
250,000 |
|
Cedar Funding CLO, Ltd., Class A1A, Series 2019-11A,
1.60%(US0003M+135bps), 5/29/32, Callable 5/29/21 @ 100(a) |
|
|
248,933 |
|
250,000 |
|
Cedar Funding CLO, Ltd., Class A, Series 2019-10A,
1.61%(US0003M+134bps), 10/20/32, Callable 10/20/21 @ 100(a) |
|
|
248,026 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$250,000 |
|
Cedar Funding XII CLO, Ltd., Class A,
Series 2020-12A(US0003M+127bps), 10/25/32(a) |
|
$ |
250,000 |
|
99,570 |
|
CHC Commercial Mortgage Trust, Class C, Series 2019-CHC,
1.90%(US0001M+175bps), 6/15/34(a) |
|
|
92,954 |
|
99,570 |
|
CHC Commercial Mortgage Trust, Class B, Series 2019-CHC,
1.65%(US0001M+150bps), 6/15/34(a) |
|
|
93,570 |
|
404,256 |
|
CHC Commercial Mortgage Trust, Class A, Series 2019-CHC,
1.27%(US0001M+112bps), 6/15/34(a) |
|
|
385,246 |
|
247,000 |
|
Columbia Cent CLO 29, Ltd., Class A1N, Series 2020-29A,
1.92%(US0003M+170bps), 7/20/31, Callable 1/20/22 @ 100(a) |
|
|
246,601 |
|
57,000 |
|
Commercial Mortgage Trust, Class A5, Series 2014-CR18, 3.83%, 7/15/47 |
|
|
62,434 |
|
153,000 |
|
Credit Suisse Mortgage Capital Certificates, Class C, Series 2019-ICE4, 1.58%(US0001M+143bps),
5/15/36(a) |
|
|
151,860 |
|
140,000 |
|
Credit Suisse Mortgage Capital Certificates, Class B, Series 2019-ICE4, 1.38%(US0001M+123bps),
5/15/36(a) |
|
|
139,301 |
|
100,000 |
|
Credit Suisse Mortgage Capital Certificates, Class A, Series
20-NET, 2.26%, 8/15/37(a) |
|
|
103,221 |
|
100,000 |
|
CSMC Trust, Class B, Series 2018, 4.53%, 4/15/36(a) |
|
|
96,163 |
|
100,000 |
|
CSMC Trust, Class D, Series 2018, 4.78%, 4/15/36(a) |
|
|
84,429 |
|
100,000 |
|
CSMC Trust, Class C, Series 2018, 4.78%, 4/15/36(a) |
|
|
91,232 |
|
860,000 |
|
CSMC Trust, Class D, Series 2017-PFHP, 2.40%(US0001M+225bps), 12/15/30(a) |
|
|
753,128 |
|
205,000 |
|
CSMC Trust, Class A, Series 2018, 4.28%, 4/15/36(a) |
|
|
201,941 |
|
290,000 |
|
Dryden 68 CLO, Ltd., Class A, Series 2019-68A,
1.59%(US0003M+131bps), 7/15/32, Callable 7/15/21 @ 100(a) |
|
|
288,629 |
|
250,000 |
|
Dryden 76 CLO, Ltd., Class A1, Series 2019-76A,
1.60%(US0003M+133bps), 10/20/32, Callable 10/20/21 @ 100(a) |
|
|
248,419 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$250,000 |
|
Dryden 85 CLO, Ltd., Class A1, Series
2020-85A(US0003M+135bps), 10/15/32(a) |
|
$ |
250,000 |
|
392,000 |
|
Dryden CLO, Ltd., Class AR2, Series 2014-36A,
1.55%(US0003M+128bps), 4/15/29, Callable 10/15/20 @ 100(a) |
|
|
391,311 |
|
275,000 |
|
Dryden CLO, Ltd., Class A, Series 2019-72A,
1.61%(US0003M+133bps), 5/15/32, Callable 5/15/21 @ 100(a) |
|
|
273,419 |
|
250,000 |
|
Dryden CLO, Ltd., Class A, Series 2020-78A,
2.45%(US0003M+118bps), 4/17/33, Callable 4/17/22 @ 100(a) |
|
|
247,564 |
|
300,000 |
|
Eaton Vance CLO, Ltd., Class A, Series
2020-1A(US0003M+165bps), 10/15/30, Callable 10/15/21 @ 100(a) |
|
|
299,237 |
|
286,000 |
|
Flatiron CLO, Ltd., Class A, Series 2019-1A,
1.60%(US0003M+132bps), 11/16/32, Callable 11/16/21 @ 100(a) |
|
|
283,116 |
|
210,000 |
|
GB Trust, Class A, Series 2020-FLIX, 1.27%(US0001M+112bps), 8/15/37(a) |
|
|
210,403 |
|
64,000 |
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Class DFX, Series 2018-WPT, 5.35%, 7/5/23(a) |
|
|
63,706 |
|
41,000 |
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Class CFX, Series 2018-WPT, 4.95%, 7/5/23(a) |
|
|
42,114 |
|
87,000 |
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Class EFX, Series 2018-WPT, 5.54%, 7/5/23(a) |
|
|
83,296 |
|
330,000 |
|
Madison Park Funding XLV, Ltd., Class A, Series 2020-45A,
1.92%(US0003M+165bps), 7/15/31, Callable 7/15/21 @ 100(a) |
|
|
330,673 |
|
250,000 |
|
Madison Park Funding, Ltd., Class A1R2, Series 2015-19A,
1.18%(US0003M+92bps), 1/22/28, Callable 10/22/20 @ 100(a) |
|
|
247,615 |
|
250,000 |
|
Madison Park Funding, Ltd., Class A, Series 2019-33A,
1.60%(US0003M+133bps), 10/15/32, Callable 1/15/22 @ 100(a) |
|
|
249,473 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$324,000 |
|
Madison Park Funding, Ltd., Class A1, Series 2019-37A,
1.58%(US0003M+130bps), 7/15/32, Callable 7/15/21 @ 100(a) |
|
$ |
322,413 |
|
250,000 |
|
Madison Park Funding, Ltd., Class AR2, Series 2012-101,
1.49%(US0003M+122bps), 1/20/29, Callable 10/20/20 @ 100(a) |
|
|
249,032 |
|
500,000 |
|
Magnetite, Ltd., Class A, Series 24, 1.60%(US0003M+133bps), 1/15/33, Callable 1/15/22 @
100(a) |
|
|
498,894 |
|
302,000 |
|
Magnetite, Ltd., Class A, Series 2019-21A,
1.55%(US0003M+128bps), 4/20/30, Callable 10/20/20 @ 100(a) |
|
|
300,494 |
|
315,000 |
|
Milos CLO, Ltd., Class AR, Series 2017-1A,
1.34%(US0003M+107bps), 10/20/30, Callable 4/20/21 @ 100(a) |
|
|
309,872 |
|
53,000 |
|
Morgan Stanley Capital I Trust, Class C, Series 2019-Mead, 3.18%, 11/10/36, Callable 11/10/24 @
100(a) |
|
|
49,056 |
|
56,000 |
|
Morgan Stanley Capital I Trust, Class B, Series 2019-Mead, 3.18%, 11/10/36, Callable 11/10/24 @
100(a) |
|
|
54,020 |
|
385,000 |
|
Morgan Stanley Capital I Trust, Class A, Series 2019-Mead, 3.17%, 11/10/36, Callable 11/10/24 @
100(a) |
|
|
392,592 |
|
236,041 |
|
Morgan Stanley Capital I Trust, Class B, Series 2018-BOP,
1.40%(US0001M+125bps), 6/15/35(a) |
|
|
227,792 |
|
567,462 |
|
Morgan Stanley Capital I Trust, Class C, Series 2018-BOP,
1.65%(US0001M+150bps), 6/15/35(a) |
|
|
542,914 |
|
132,000 |
|
Morgan Stanley Capital I Trust, Class A4, Series 2018-H4,
4.31%, 12/15/51 |
|
|
157,679 |
|
324,000 |
|
Niagara Park CLO, Ltd., Class A, Series 2019-1A,
1.57%(US0003M+130bps), 7/17/32, Callable 7/17/21 @ 100(a) |
|
|
322,716 |
|
311,000 |
|
RETL, Class C, Series 2019-RVP, 2.25%(US0001M+210bps),
3/15/36(a) |
|
|
273,366 |
|
365,000 |
|
Stratus CLO, Ltd., Class A, Series 2020-1A,
3.29%(US0003M+198bps), 4/30/28, Callable 4/20/21 @ 100(a) |
|
|
365,953 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$250,000 |
|
Taconic Park CLO, Ltd., Class A1R, Series 2016-1A,
1.27%(US0003M+100bps), 1/20/29, Callable 4/20/21 @ 100(a) |
|
$ |
247,369 |
|
332,000 |
|
VERDE CLO, Ltd., Class A, Series 2019-1A,
1.63%(US0003M+135bps), 4/15/32, Callable 4/15/21 @ 100(a) |
|
|
328,682 |
|
300,000 |
|
Voya CLO, Ltd., Class A1, Series 2020-2A,
1.78%(US0003M+160bps), 7/19/31, Callable 7/19/21 @ 100(a) |
|
|
299,513 |
|
390,000 |
|
Voya CLO, Ltd., Class A1, Series 2020-3A(US0003M+130bps),
10/20/31(a) |
|
|
390,000 |
|
283,000 |
|
Voya CLO, Ltd., Class A, Series 2020-1A,
2.00%(US0003M+170bps), 7/16/31, Callable 7/16/21 @ 100(a) |
|
|
283,261 |
|
335,000 |
|
Voya CLO, Ltd., Class A, Series 2019-2,
1.54%(US0003M+127bps), 7/20/32, Callable 7/20/21 @ 100(a) |
|
|
331,549 |
|
155,000 |
|
Wells Fargo Commercial Mortgage Trust, Class A5, Series
2018-C48, 4.30%, 1/15/52, Callable 12/15/28 @ 100 |
|
|
184,628 |
|
|
|
|
|
|
|
|
Total Collateralized Mortgage Obligations
(Cost $18,727,072) |
|
|
18,430,175 |
|
|
|
|
|
|
Convertible Bond
(0.0%): |
|
|
|
|
Oil, Gas & Consumable Fuels (0.0%): |
|
|
|
|
25,300 |
|
Mesquite Energy, Inc., 15.00%, 7/15/23(a) |
|
|
25,300 |
|
Total Convertible Bond (Cost $25,300) |
|
|
25,300 |
|
|
|
|
|
|
Bank Loans (0.1%): |
|
|
|
|
Diversified Financial Services (0.1%): |
|
|
|
|
96,022 |
|
Intelsat Jackson Holdings SA, 0.00%, 7/13/21 |
|
|
97,542 |
|
140,000 |
|
Intelsat Jackson Holdings SA, 0.00%, 11/27/23 |
|
|
140,485 |
|
10,000 |
|
Intelsat Jackson Holdings SA, 0.00%, 1/2/24 |
|
|
10,063 |
|
|
|
|
|
|
|
|
|
|
|
|
|
248,090 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.0%): |
|
|
|
|
110,000 |
|
California Resources Corp., 0.00%, 12/31/21(c) |
|
|
2,109 |
|
|
|
|
|
|
|
|
Software
(0.0%): |
|
|
|
|
55,000 |
|
Ultimate Software Group, Inc. (The), 0.04%, 5/3/26, Callable 11/7/20 @ 100 |
|
|
54,801 |
|
|
|
|
|
|
|
|
Total Bank Loans (Cost $366,447) |
|
|
305,000 |
|
|
|
|
|
|
Corporate Bonds (21.2%): |
|
|
|
|
Aerospace & Defense (0.4%): |
|
|
|
|
145,000 |
|
Boeing Co. (The), 5.04%, 5/1/27, Callable 3/1/27 @ 100 |
|
|
159,213 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Aerospace & Defense, continued |
|
|
|
|
$145,000 |
|
Boeing Co. (The), 5.15%, 5/1/30, Callable 2/1/30 @ 100 |
|
$ |
162,959 |
|
100,000 |
|
Boeing Co. (The), 5.71%, 5/1/40, Callable 11/1/39 @ 100 |
|
|
117,469 |
|
100,000 |
|
Boeing Co. (The), 5.81%, 5/1/50, Callable 11/1/49 @ 100 |
|
|
121,161 |
|
150,000 |
|
Boeing Co. (The), 5.93%, 5/1/60, Callable 11/1/59 @ 100 |
|
|
185,489 |
|
210,000 |
|
BWX Technologies, Inc., 5.38%, 7/15/26, Callable 7/15/21 @ 102.69(a) |
|
|
218,138 |
|
80,000 |
|
BWX Technologies, Inc., 4.13%, 6/30/28, Callable 6/30/23 @ 102.06(a) |
|
|
82,300 |
|
105,000 |
|
Moog, Inc., 4.25%, 12/15/27, Callable 12/15/22 @ 103.19(a) |
|
|
107,100 |
|
200,000 |
|
Signature Aviation US Holdings, Inc., 5.38%, 5/1/26, Callable 5/1/21 @ 102.69(a) |
|
|
201,000 |
|
15,000 |
|
TransDigm, Inc., 6.50%, 5/15/25, Callable 11/9/20 @ 103.25 |
|
|
14,906 |
|
185,000 |
|
TransDigm, Inc., 8.00%, 12/15/25, Callable 4/8/22 @ 104(a) |
|
|
200,725 |
|
240,000 |
|
TransDigm, Inc., 6.25%, 3/15/26, Callable 3/15/22 @ 103.13(a) |
|
|
250,800 |
|
40,000 |
|
TransDigm, Inc., 6.88%, 5/15/26, Callable 5/15/21 @ 105.16 |
|
|
40,200 |
|
40,000 |
|
TransDigm, Inc., 6.38%, 6/15/26, Callable 6/15/21 @ 103.19 |
|
|
40,000 |
|
35,000 |
|
TransDigm, Inc., 7.50%, 3/15/27, Callable 3/15/22 @ 103.75 |
|
|
36,225 |
|
425,000 |
|
TransDigm, Inc., 5.50%, 11/15/27, Callable 11/15/22 @ 102.75 |
|
|
407,999 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,345,684 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.0%): |
|
|
|
|
135,000 |
|
XPO Logistics, Inc., 6.25%, 5/1/25, Callable 5/1/22 @ 103.13(a) |
|
|
143,775 |
|
|
|
|
|
|
|
|
Automobiles (0.1%): |
|
|
|
|
240,000 |
|
Volkswagen Group of America Finance LLC, 2.90%, 5/13/22(a) |
|
|
248,112 |
|
209,000 |
|
Volkswagen Group of America Finance LLC, 3.13%, 5/12/23(a) |
|
|
220,695 |
|
|
|
|
|
|
|
|
|
|
|
|
|
468,807 |
|
|
|
|
|
|
|
|
Banks (1.7%): |
|
|
|
|
640,000 |
|
Bank of America Corp., 4.20%, 8/26/24, MTN |
|
|
710,458 |
|
410,000 |
|
Bank of America Corp., Series L, 3.95%, 4/21/25, MTN |
|
|
453,408 |
|
151,000 |
|
Bank of America Corp., Series G, 4.45%, 3/3/26 |
|
|
173,842 |
|
70,000 |
|
CIT Group, Inc., 3.93% (SOFR+4 bps), 6/19/24, Callable 6/19/23 @ 100 |
|
|
70,175 |
|
165,000 |
|
CIT Group, Inc., 6.13%, 3/9/28 |
|
|
188,100 |
|
730,000 |
|
Citigroup, Inc., Series V, 4.05%, 7/30/22 |
|
|
774,693 |
|
255,000 |
|
Citigroup, Inc., 3.35% (US0003M+90 bps), 4/24/25, Callable 4/24/24 @ 100 |
|
|
275,031 |
|
1,098,000 |
|
Citigroup, Inc., 4.30%, 11/20/26 |
|
|
1,253,907 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Banks, continued |
|
|
|
|
$456,000 |
|
Citigroup, Inc., 4.41% (SOFR+391 bps), 3/31/31, Callable 3/31/30 @ 100 |
|
$ |
546,592 |
|
2,005,000 |
|
JPMorgan Chase & Co., 3.88%, 9/10/24 |
|
|
2,218,231 |
|
181,000 |
|
JPMorgan Chase & Co., 2.96% (SOFR+252 bps), 5/13/31, Callable 5/13/30 @ 100 |
|
|
193,437 |
|
205,000 |
|
Wells Fargo & Co., 2.41% (US0003M+83 bps), 10/30/25, Callable 10/30/24 @ 100, MTN |
|
|
214,263 |
|
645,000 |
|
Wells Fargo & Co., 4.48% (US0003M+4 bps), 4/4/31, Callable 4/4/30 @ 100, MTN |
|
|
778,972 |
|
921,000 |
|
Wells Fargo & Co., 5.01% (US0003M+424 bps), 4/4/51, Callable 4/4/50 @ 100, MTN |
|
|
1,255,699 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,106,808 |
|
|
|
|
|
|
|
|
Beverages (0.4%): |
|
|
|
|
400,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 3.50%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
457,061 |
|
150,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.35%, 6/1/40, Callable 12/1/39 @ 100 |
|
|
174,405 |
|
400,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.50%, 6/1/50, Callable 12/1/49 @ 100 |
|
|
478,654 |
|
333,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.75%, 4/15/58, Callable 10/15/57 @ 100 |
|
|
404,801 |
|
345,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 5.80%, 1/23/59, Callable 7/23/58 @ 100 |
|
|
493,095 |
|
163,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.60%, 6/1/60, Callable 12/1/59 @ 100 |
|
|
196,875 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,204,891 |
|
|
|
|
|
|
|
|
Biotechnology (0.2%): |
|
|
|
|
1,050,000 |
|
AbbVie, Inc., 3.45%, 3/15/22, Callable 1/15/22 @ 100(a) |
|
|
1,090,185 |
|
|
|
|
|
|
|
|
Building Products (0.0%): |
|
|
|
|
205,000 |
|
Advanced Drainage Systems, Inc., 5.00%, 9/30/27, Callable 9/30/22 @ 102.5(a) |
|
|
213,969 |
|
|
|
|
|
|
|
|
Capital Markets (1.3%): |
|
|
|
|
457,000 |
|
Ares Capital Corp., 4.20%, 6/10/24, Callable 5/10/24 @ 100 |
|
|
474,709 |
|
507,000 |
|
Ares Capital Corp., 3.88%, 1/15/26, Callable 12/15/25 @ 200 |
|
|
516,638 |
|
780,000 |
|
Goldman Sachs Group, Inc. (The), 3.80%, 3/15/30, Callable 12/15/29 @ 100 |
|
|
894,832 |
|
128,000 |
|
Goldman Sachs Group, Inc. (The), 6.75%, 10/1/37 |
|
|
185,015 |
|
3,431,000 |
|
Morgan Stanley, 3.74% (US0003M+85 bps), 4/24/24, Callable 4/24/23 @ 100 |
|
|
3,689,203 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
$434,000 |
|
Morgan Stanley, 3.62% (SOFR+312 bps), 4/1/31, Callable 4/1/30 @ 100 |
|
$ |
497,968 |
|
296,000 |
|
Pine Street Trust I, 4.57%, 2/15/29, Callable 11/15/28 @ 100(a) |
|
|
341,401 |
|
300,000 |
|
Pine Street Trust II, 5.57%, 2/15/49, Callable 8/15/48 @ 100(a) |
|
|
356,062 |
|
45,000 |
|
US Renal Care, Inc., 10.63%, 7/15/27, Callable 7/15/22 @ 105.31(a) |
|
|
47,925 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,003,753 |
|
|
|
|
|
|
|
|
Chemicals (0.1%): |
|
|
|
|
95,000 |
|
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 6/15/27, Callable 6/15/23 @
102.38(a) |
|
|
97,613 |
|
5,000 |
|
CF Industries, Inc., 4.95%, 6/1/43 |
|
|
5,800 |
|
40,000 |
|
CF Industries, Inc., 5.38%, 3/15/44 |
|
|
48,000 |
|
120,000 |
|
Chemours Co., 7.00%, 5/15/25, Callable 11/9/20 @ 207^ |
|
|
120,750 |
|
201,000 |
|
Chemours Co., 5.38%, 5/15/27, Callable 2/15/27 @ 100 |
|
|
198,487 |
|
10,000 |
|
Olin Corp., 5.63%, 8/1/29, Callable 8/1/24 @ 205.62 |
|
|
9,800 |
|
35,000 |
|
Olin Corp., 5.00%, 2/1/30, Callable 2/1/24 @ 205 |
|
|
32,988 |
|
130,000 |
|
Valvoline, Inc., 4.38%, 8/15/25, Callable 11/9/20 @ 103.28 |
|
|
133,249 |
|
25,000 |
|
Valvoline, Inc., 4.25%, 2/15/30, Callable 2/15/25 @ 102.13(a) |
|
|
25,438 |
|
50,000 |
|
WR Grace & Co., 4.88%, 6/15/27, Callable 6/15/23 @ 102.44(a) |
|
|
51,625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
723,750 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.2%): |
|
|
|
|
70,000 |
|
Aramark Services, Inc., 5.00%, 4/1/25, Callable 11/9/20 @ 207.5^(a) |
|
|
71,050 |
|
275,000 |
|
Aramark Services, Inc., 6.38%, 5/1/25, Callable 5/1/22 @ 103.19(a) |
|
|
286,000 |
|
171,000 |
|
Aramark Services, Inc., 5.00%, 2/1/28, Callable 2/1/23 @ 205^(a) |
|
|
172,283 |
|
60,000 |
|
Tempo Acquisition LLC /Tempo Acquisition Finance Corp., 5.75%, 6/1/25, Callable 6/1/22 @
102.88(a) |
|
|
62,550 |
|
230,000 |
|
Tempo Finance Corp., 6.75%, 6/1/25, Callable 10/19/20 @ 103.38(a) |
|
|
234,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
826,483 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.1%): |
|
|
|
|
270,000 |
|
AECOM, 5.13%, 3/15/27, Callable 12/15/26 @ 100 |
|
|
290,249 |
|
235,000 |
|
Brand Industrial Services, Inc., 8.50%, 7/15/25, Callable 11/9/20 @ 106.34(a) |
|
|
221,194 |
|
150,000 |
|
Pike Corp., 5.50%, 9/1/28, Callable 9/1/23 @ 205.5(a) |
|
|
150,188 |
|
|
|
|
|
|
|
|
|
|
|
|
|
661,631 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Consumer Finance (2.0%): |
|
|
|
|
$390,000 |
|
Ally Financial, Inc., 3.05%, 6/5/23, Callable 5/5/23 @ 100 |
|
$ |
404,625 |
|
90,000 |
|
Ally Financial, Inc., 1.45%, 10/2/23, Callable 9/2/23 @ 200 |
|
|
89,888 |
|
100,000 |
|
Ally Financial, Inc., 5.13%, 9/30/24 |
|
|
111,500 |
|
224,000 |
|
Ally Financial, Inc., 5.80%, 5/1/25, Callable 4/1/25 @ 100 |
|
|
257,600 |
|
142,000 |
|
Ally Financial, Inc., 5.75%, 11/20/25, Callable 10/21/25 @ 100 |
|
|
159,040 |
|
313,000 |
|
Capital One Financial Corp., 2.60%, 5/11/23, Callable 4/11/23 @ 100 |
|
|
327,497 |
|
565,000 |
|
Capital One Financial Corp., 3.65%, 5/11/27, Callable 4/11/27 @ 100 |
|
|
623,626 |
|
343,000 |
|
Capital One Financial Corp., 3.80%, 1/31/28, Callable 12/31/27 @ 100 |
|
|
381,411 |
|
1,000,000 |
|
Discover Bank, 3.20%, 8/9/21, Callable 7/9/21 @ 100 |
|
|
1,021,258 |
|
250,000 |
|
Discover Bank, Series B, 4.68% (USSW5+173 bps), 8/9/28, Callable 8/9/23 @ 100 |
|
|
262,778 |
|
1,000,000 |
|
Discover Financial Services, 5.20%, 4/27/22 |
|
|
1,067,478 |
|
253,000 |
|
Discover Financial Services, 4.50%, 1/30/26, Callable 11/30/25 @ 100 |
|
|
288,995 |
|
200,000 |
|
Ford Motor Credit Co. LLC, 5.09%, 1/7/21 |
|
|
200,743 |
|
313,000 |
|
Ford Motor Credit Co. LLC, 5.60%, 1/7/22 |
|
|
319,654 |
|
50,000 |
|
Ford Motor Credit Co. LLC, 3.22%, 1/9/22 |
|
|
50,001 |
|
35,000 |
|
Ford Motor Credit Co. LLC, 3.34%, 3/28/22, Callable 2/28/22 @ 100 |
|
|
34,813 |
|
50,000 |
|
Ford Motor Credit Co. LLC, 3.09%, 1/9/23 |
|
|
49,002 |
|
329,000 |
|
Ford Motor Credit Co. LLC, 5.58%, 3/18/24, Callable 2/18/24 @ 100 |
|
|
342,438 |
|
968,000 |
|
Ford Motor Credit Co. LLC, 4.06%, 11/1/24, Callable 10/1/24 @ 100 |
|
|
966,776 |
|
70,000 |
|
Ford Motor Credit Co. LLC, 4.69%, 6/9/25, Callable 4/9/25 @ 100 |
|
|
70,871 |
|
55,000 |
|
Ford Motor Credit Co. LLC, 5.13%, 6/16/25, Callable 5/16/25 @ 100 |
|
|
56,484 |
|
85,000 |
|
Ford Motor Credit Co. LLC, 5.11%, 5/3/29, Callable 2/3/29 @ 100 |
|
|
86,457 |
|
70,000 |
|
General Motors Acceptance Corp., 8.00%, 11/1/31 |
|
|
95,725 |
|
500,000 |
|
General Motors Financial Co., Inc., 4.20%, 3/1/21, Callable 2/1/21 @ 100 |
|
|
504,702 |
|
20,000 |
|
Navient Corp., 7.25%, 1/25/22, MTN |
|
|
20,500 |
|
220,000 |
|
Navient Corp., 7.25%, 9/25/23 |
|
|
227,700 |
|
271,000 |
|
Synchrony Bank, Series B, 3.65%, 5/24/21, Callable 4/24/21 @ 100 |
|
|
275,071 |
|
510,000 |
|
Synchrony Financial, 3.75%, 8/15/21, Callable 6/15/21 @ 100 |
|
|
520,203 |
|
76,000 |
|
Synchrony Financial, 2.85%, 7/25/22, Callable 6/25/22 @ 100 |
|
|
78,217 |
|
244,000 |
|
Synchrony Financial, 4.38%, 3/19/24, Callable 2/19/24 @ 100 |
|
|
264,401 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Consumer Finance, continued |
|
|
|
|
$610,000 |
|
Synchrony Financial, 4.25%, 8/15/24, Callable 5/15/24 @ 100 |
|
$ |
660,990 |
|
405,000 |
|
Synchrony Financial, 3.95%, 12/1/27, Callable 9/1/27 @ 100 |
|
|
434,945 |
|
423,000 |
|
Synchrony Financial, 5.15%, 3/19/29, Callable 12/19/28 @ 100 |
|
|
491,773 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,747,162 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.1%): |
|
|
|
|
100,000 |
|
Berry Global Escrow Corp., 4.88%, 7/15/26, Callable 7/15/22 @ 102.44(a) |
|
|
105,676 |
|
50,000 |
|
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26^ |
|
|
59,313 |
|
100,000 |
|
Reynolds Group Issuer, Inc., 5.13%, 7/15/23, Callable 11/9/20 @ 101.28(a) |
|
|
100,750 |
|
115,000 |
|
Silgan Holdings, Inc., 4.75%, 3/15/25, Callable 11/9/20 @ 102.38 |
|
|
116,724 |
|
|
|
|
|
|
|
|
|
|
|
|
|
382,463 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.2%): |
|
|
|
|
90,000 |
|
APX Group, Inc., 6.75%, 2/15/27, Callable 2/15/23 @ 206.76(a) |
|
|
92,925 |
|
125,000 |
|
Ascend Learning LLC, 6.88%, 8/1/25, Callable 11/9/20 @ 103.44(a) |
|
|
128,125 |
|
190,000 |
|
Ascend Learning LLC, 6.88%, 8/1/25, Callable 11/9/20 @ 103.44(a) |
|
|
194,750 |
|
80,000 |
|
Frontdoor, Inc., 6.75%, 8/15/26, Callable 8/15/21 @ 105.06(a) |
|
|
85,400 |
|
460,000 |
|
Laureate Education, Inc., 8.25%, 5/1/25, Callable 11/9/20 @ 106.19(a) |
|
|
488,175 |
|
70,000 |
|
Service Corp International, 5.13%, 6/1/29, Callable 6/1/24 @ 102.56 |
|
|
77,000 |
|
130,000 |
|
Sothebys, 7.38%, 10/15/27, Callable 10/15/22 @ 207.38^(a) |
|
|
130,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,196,375 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.3%): |
|
|
|
|
60,000 |
|
AXA Equitable Holdings, Inc., 3.90%, 4/20/23, Callable 3/20/23 @ 100 |
|
|
64,574 |
|
100,000 |
|
Banff Merger Sub, Inc., 9.75%, 9/1/26, Callable 9/1/21 @ 104.88(a) |
|
|
105,750 |
|
145,000 |
|
Camelot Finance SA, 4.50%, 11/1/26, Callable 11/1/22 @ 102.25(a) |
|
|
147,719 |
|
200,000 |
|
Flex Acquisition Co., Inc., 6.88%, 1/15/25, Callable 11/9/20 @ 103.44(a) |
|
|
199,500 |
|
76,000 |
|
Flex Acquisition Co., Inc., 7.88%, 7/15/26, Callable 7/15/21 @ 207.88^(a) |
|
|
77,140 |
|
105,000 |
|
Level 3 Financing, Inc., 4.25%, 7/1/28, Callable 7/1/23 @ 102.13(a) |
|
|
106,706 |
|
15,000 |
|
Level 3 Financing, Inc., 3.63%, 1/15/29, Callable 1/15/24 @ 203.62(a) |
|
|
14,813 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Diversified Financial Services, continued |
|
|
|
|
$500,000 |
|
Peachtree Funding Trust, 3.98%, 2/15/25(a) |
|
$ |
550,685 |
|
185,000 |
|
Voya Financial, Inc., 3.13%, 7/15/24, Callable 5/15/24 @ 100 |
|
|
199,431 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,466,318 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (0.4%): |
|
28,000 |
|
AT&T, Inc., 4.45%, 4/1/24, Callable 1/1/24 @ 100 |
|
|
31,227 |
|
65,000 |
|
AT&T, Inc., 4.10%, 2/15/28, Callable 11/15/27 @ 100 |
|
|
75,043 |
|
138,000 |
|
AT&T, Inc., 4.30%, 2/15/30, Callable 11/15/29 @ 100 |
|
|
163,434 |
|
400,000 |
|
AT&T, Inc., 5.15%, 11/15/46, Callable 5/15/46 @ 100 |
|
|
496,970 |
|
200,000 |
|
AT&T, Inc., 4.50%, 3/9/48, Callable 9/9/47 @ 100 |
|
|
225,732 |
|
80,000 |
|
CenturyLink, Inc., 5.63%, 4/1/25, Callable 1/1/25 @ 100 |
|
|
85,300 |
|
235,000 |
|
CenturyLink, Inc., 5.13%, 12/15/26, Callable 12/15/22 @ 102.56(a) |
|
|
240,875 |
|
10,000 |
|
CenturyLink, Inc., Series G, 6.88%, 1/15/28 |
|
|
11,200 |
|
55,000 |
|
Front Range BidCo, Inc., 4.00%, 3/1/27, Callable 3/1/21 @ 102(a) |
|
|
54,106 |
|
120,000 |
|
Front Range BidCo, Inc., 6.13%, 3/1/28, Callable 3/1/23 @ 103.06(a) |
|
|
123,900 |
|
505,000 |
|
Frontier Communications Corp., 8.00%, 4/1/27, Callable 4/1/22 @ 106(a) |
|
|
505,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,012,787 |
|
|
|
|
|
|
|
|
Electric Utilities (0.6%): |
|
|
|
|
356,000 |
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer,
6.75%, 10/15/27, Callable 10/15/22 @ 103.38(a) |
|
|
372,910 |
|
165,000 |
|
Cleco Corporate Holdings LLC, 3.38%, 9/15/29, Callable 6/15/29 @ 200 |
|
|
167,908 |
|
54,000 |
|
Duquesne Light Holdings, Inc., 2.53%, 10/1/30, Callable 7/1/30 @ 200(a) |
|
|
54,114 |
|
790,000 |
|
Edison International, 5.75%, 6/15/27, Callable 4/15/27 @ 100 |
|
|
869,218 |
|
109,000 |
|
Emera US Finance LP, 2.70%, 6/15/21, Callable 5/15/21 @ 100 |
|
|
110,500 |
|
75,000 |
|
Exelon Corp., 4.05%, 4/15/30, Callable 1/15/30 @ 100 |
|
|
87,667 |
|
33,000 |
|
Exelon Corp., 4.70%, 4/15/50, Callable 10/15/49 @ 100 |
|
|
42,027 |
|
136,000 |
|
IPALCO Enterprises, Inc., 3.70%, 9/1/24, Callable 7/1/24 @ 100 |
|
|
147,900 |
|
115,000 |
|
NextEra Energy Operating Partners LP, 4.25%, 9/15/24, Callable 7/15/24 @ 100(a) |
|
|
119,888 |
|
140,826 |
|
NSG Holdings LLC/NSG Holdings, Inc., 7.75%, 12/15/25(a) |
|
|
148,571 |
|
135,000 |
|
PG&E Corp., 5.25%, 7/1/30, Callable 7/1/25 @ 102.63 |
|
|
130,444 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Electric Utilities, continued |
|
|
|
|
$390,000 |
|
Vistra Operations Co. LLC, 5.50%, 9/1/26, Callable 9/1/21 @ 102.75(a) |
|
$ |
406,575 |
|
80,000 |
|
Vistra Operations Co. LLC, 5.63%, 2/15/27, Callable 2/15/22 @ 102.81(a) |
|
|
84,100 |
|
260,000 |
|
Vistra Operations Co. LLC, 5.00%, 7/31/27, Callable 7/31/22 @ 102.5(a) |
|
|
272,350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,014,172 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.1%): |
|
|
|
|
325,000 |
|
TTM Technologies, Inc., 5.63%, 10/1/25, Callable 11/9/20 @ 102.81(a) |
|
|
332,313 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.0%): |
|
|
|
|
99,000 |
|
Weatherford International, Ltd., 11.00%, 12/1/24, Callable 12/1/21 @ 105.5(a) |
|
|
59,400 |
|
|
|
|
|
|
|
|
Entertainment (0.1%): |
|
|
|
|
200,000 |
|
Netflix, Inc., 4.88%, 4/15/28 |
|
|
224,500 |
|
55,000 |
|
Netflix, Inc., 5.88%, 11/15/28 |
|
|
65,175 |
|
25,000 |
|
Netflix, Inc., 6.38%, 5/15/29 |
|
|
30,844 |
|
25,000 |
|
Netflix, Inc., 5.38%, 11/15/29(a) |
|
|
29,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
349,769 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (2.4%): |
|
184,000 |
|
Alexandria Real Estate Equities, Inc., 4.90%, 12/15/30, Callable 9/15/30 @ 100 |
|
|
232,139 |
|
164,000 |
|
Boston Properties LP, 3.25%, 1/30/31, Callable 10/30/30 @ 100 |
|
|
176,305 |
|
1,039,000 |
|
Brandywine Operating Partners LP, 4.10%, 10/1/24, Callable 7/1/24 @ 100 |
|
|
1,090,891 |
|
265,000 |
|
Brandywine Operating Partners LP, 3.95%, 11/15/27, Callable 8/15/27 @ 100 |
|
|
274,863 |
|
62,000 |
|
Brandywine Operating Partners LP, 4.55%, 10/1/29, Callable 7/1/29 @ 100 |
|
|
65,841 |
|
355,000 |
|
Brixmor Operating Partners LP, 3.85%, 2/1/25, Callable 11/1/24 @ 100 |
|
|
377,234 |
|
528,000 |
|
Brixmor Operating Partnership LP, 3.25%, 9/15/23, Callable 7/15/23 @ 100 |
|
|
546,500 |
|
252,000 |
|
Brixmor Operating Partnership LP, 4.13%, 5/15/29, Callable 2/15/29 @ 100 |
|
|
272,942 |
|
203,000 |
|
Brixmor Operating Partnership LP, 4.05%, 7/1/30, Callable 4/1/30 @ 100 |
|
|
217,282 |
|
717,000 |
|
Corporate Office Properties Trust, 5.25%, 2/15/24, Callable 11/15/23 @ 100 |
|
|
785,050 |
|
68,000 |
|
Corporate Office Properties, LP, 2.25%, 3/15/26, Callable 2/15/26 @ 200 |
|
|
68,772 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
$130,000 |
|
Corrections Corp. of America, 5.00%, 10/15/22, Callable 7/15/22 @ 100 |
|
$ |
127,563 |
|
10,000 |
|
Corrections Corp. of America, 4.63%, 5/1/23, Callable 2/1/23 @ 100 |
|
|
9,513 |
|
183,000 |
|
Duke Realty LP, 3.63%, 4/15/23, Callable 1/15/23 @ 100 |
|
|
194,234 |
|
40,000 |
|
Geo Group, Inc. (The), 5.88%, 10/15/24, Callable 11/9/20 @ 101.96 |
|
|
30,600 |
|
34,000 |
|
HCP, Inc., 3.50%, 7/15/29, Callable 4/15/29 @ 100 |
|
|
37,462 |
|
66,000 |
|
Healthcare Trust of America Holdings LP, 3.50%, 8/1/26, Callable 5/1/26 @ 100 |
|
|
73,971 |
|
63,000 |
|
Healthcare Trust of America Holdings LP, 3.10%, 2/15/30, Callable 11/15/29 @ 100 |
|
|
67,746 |
|
400,000 |
|
Hudson Pacific Properties LP, 4.65%, 4/1/29, Callable 1/1/29 @ 100 |
|
|
455,243 |
|
735,000 |
|
Lexington Realty Trust, 4.40%, 6/15/24, Callable 3/15/24 @ 100 |
|
|
802,065 |
|
32,000 |
|
Lexington Realty Trust, 2.70%, 9/15/30, Callable 6/15/30 @ 200 |
|
|
32,611 |
|
25,000 |
|
MGM Growth Properties Operating Partnership LP/MGP Finance
Co-Issuer, Inc., 4.63%, 6/15/25, Callable 3/15/25 @ 100(a) |
|
|
25,500 |
|
300,000 |
|
MGM Growth Properties Operating Partnership LP/MGP Finance
Co-Issuer, Inc., 4.50%, 9/1/26, Callable 6/1/26 @ 100 |
|
|
304,500 |
|
45,000 |
|
MGM Growth Properties Operating Partnership LP/MGP Finance
Co-Issuer, Inc., 5.75%, 2/1/27, Callable 11/1/26 @ 100 |
|
|
48,375 |
|
200,000 |
|
MPT Operating Partnership LP/MPT Finance Corp., 5.25%, 8/1/26, Callable 8/1/21 @ 102.63 |
|
|
205,000 |
|
549,000 |
|
Omega Healthcare Investors, Inc., 4.38%, 8/1/23, Callable 6/1/23 @ 100 |
|
|
588,695 |
|
101,000 |
|
Omega Healthcare Investors, Inc., 4.50%, 1/15/25, Callable 10/15/24 @ 100 |
|
|
107,289 |
|
1,278,000 |
|
Omega Healthcare Investors, Inc., 4.50%, 4/1/27, Callable 1/1/27 @ 100 |
|
|
1,370,143 |
|
282,000 |
|
Omega Healthcare Investors, Inc., 3.63%, 10/1/29, Callable 7/1/29 @ 100 |
|
|
285,701 |
|
42,000 |
|
Realty Income Corp., 3.25%, 1/15/31, Callable 10/15/30 @ 100 |
|
|
46,406 |
|
15,000 |
|
Retail Properties of America, Inc., 4.75%, 9/15/30, Callable 6/15/30 @ 200 |
|
|
15,026 |
|
297,000 |
|
SBA Tower Trust, 2.84%, 1/15/25(a) |
|
|
312,390 |
|
97,000 |
|
SBA Tower Trust, 1.88%, 1/15/26(a) |
|
|
98,822 |
|
74,000 |
|
SBA Tower Trust, 2.33%, 1/15/52(a) |
|
|
75,496 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
$69,000 |
|
Simon Property Group LP, 2.45%, 9/13/29, Callable 6/13/29 @ 100 |
|
$ |
68,236 |
|
96,000 |
|
STORE Capital Corp., 4.63%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
103,747 |
|
700,000 |
|
Tanger Properties LP, 3.88%, 12/1/23, Callable 9/1/23 @ 100 |
|
|
700,003 |
|
302,000 |
|
Tanger Properties LP, 3.75%, 12/1/24, Callable 9/1/24 @ 200^ |
|
|
299,791 |
|
165,000 |
|
The Geo Group, Inc., 6.00%, 4/15/26, Callable 4/15/21 @ 103 |
|
|
117,975 |
|
40,000 |
|
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 7.13%, 12/15/24, Callable 11/9/20 @
210.68(a) |
|
|
38,600 |
|
280,000 |
|
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 7.88%, 2/15/25, Callable 2/15/22 @
207.88(a) |
|
|
296,100 |
|
118,000 |
|
Ventas Realty LP, 3.13%, 6/15/23, Callable 3/15/23 @ 100 |
|
|
123,460 |
|
131,000 |
|
Ventas Realty LP, 4.00%, 3/1/28, Callable 12/1/27 @ 100 |
|
|
142,227 |
|
367,000 |
|
Ventas Realty LP, 3.00%, 1/15/30, Callable 10/15/29 @ 100 |
|
|
373,429 |
|
430,000 |
|
Ventas Realty LP, 4.75%, 11/15/30, Callable 8/15/30 @ 100 |
|
|
502,564 |
|
65,000 |
|
VEREIT Operating Partnership LP, 3.40%, 1/15/28, Callable 11/15/27 @ 100 |
|
|
67,867 |
|
60,000 |
|
Vici Properties, 3.50%, 2/15/25, Callable 2/15/22 @ 101.75(a) |
|
|
59,625 |
|
85,000 |
|
Vici Properties, 4.25%, 12/1/26, Callable 12/1/22 @ 102.13(a) |
|
|
85,425 |
|
85,000 |
|
Vici Properties, 4.63%, 12/1/29, Callable 12/1/24 @ 102.31(a) |
|
|
86,488 |
|
400,000 |
|
WP Carey, Inc., 4.60%, 4/1/24, Callable 1/1/24 @ 100 |
|
|
438,044 |
|
66,000 |
|
WP Carey, Inc., 3.85%, 7/15/29, Callable 4/15/29 @ 100 |
|
|
70,911 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,996,662 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.2%): |
|
115,000 |
|
Performance Food Group, Inc., 6.88%, 5/1/25, Callable 5/1/22 @ 206.88^(a) |
|
|
122,475 |
|
85,000 |
|
Performance Food Group, Inc., 5.50%, 10/15/27, Callable 10/15/22 @ 205.5(a) |
|
|
87,550 |
|
120,000 |
|
Sysco Corp., 5.65%, 4/1/25, Callable 3/1/25 @ 100 |
|
|
142,043 |
|
140,000 |
|
Sysco Corp., 5.95%, 4/1/30, Callable 1/1/30 @ 100 |
|
|
176,796 |
|
140,000 |
|
Sysco Corp., 6.60%, 4/1/40, Callable 10/1/39 @ 100 |
|
|
190,352 |
|
140,000 |
|
Sysco Corp., 6.60%, 4/1/50, Callable 10/1/49 @ 200^ |
|
|
196,366 |
|
65,000 |
|
US Foods, Inc., 5.88%, 6/15/24, Callable 11/9/20 @ 101.47(a) |
|
|
65,000 |
|
75,000 |
|
US Foods, Inc., 6.25%, 4/15/25, Callable 4/15/22 @ 103.13(a) |
|
|
79,406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,059,988 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Food Products (0.3%): |
|
|
|
|
$625,000 |
|
JBS USA Finance, Inc., 5.75%, 6/15/25, Callable 11/9/20 @ 102.88(a) |
|
$ |
640,624 |
|
50,000 |
|
JBS USA Finance, Inc., 6.75%, 2/15/28, Callable 2/15/23 @ 103.38(a) |
|
|
54,375 |
|
345,000 |
|
JBS USA Finance, Inc., 6.50%, 4/15/29, Callable 4/15/24 @ 103.25(a) |
|
|
382,950 |
|
180,000 |
|
JBS USA Finance, Inc., 5.50%, 1/15/30, Callable 1/15/25 @ 102.75(a) |
|
|
195,750 |
|
95,000 |
|
Kraft Heinz Foods Co., 5.00%, 7/15/35, Callable 1/15/35 @ 200 |
|
|
109,489 |
|
115,000 |
|
Post Holding, Inc., 5.00%, 8/15/26, Callable 8/15/21 @ 102.5(a) |
|
|
117,588 |
|
40,000 |
|
Post Holding, Inc., 4.63%, 4/15/30, Callable 4/15/25 @ 102.31(a) |
|
|
41,150 |
|
45,000 |
|
Post Holdings, Inc., 5.63%, 1/15/28, Callable 12/1/22 @ 102.81(a) |
|
|
47,700 |
|
70,000 |
|
TreeHouse Foods, Inc., 4.00%, 9/1/28, Callable 9/1/23 @ 204 |
|
|
70,788 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,660,414 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (0.1%): |
|
|
|
|
90,000 |
|
Hologic, Inc., 3.25%, 2/15/29, Callable 9/28/23 @ 203.26(a) |
|
|
90,674 |
|
125,000 |
|
Teleflex, Inc., 4.88%, 6/1/26, Callable 6/1/21 @ 102.44 |
|
|
129,063 |
|
25,000 |
|
Teleflex, Inc., 4.25%, 6/1/28, Callable 6/1/23 @ 102.13(a) |
|
|
25,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
245,675 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (1.1%): |
|
|
|
|
250,000 |
|
Centene Corp., 4.75%, 1/15/25, Callable 11/9/20 @ 103.56 |
|
|
256,563 |
|
35,000 |
|
Centene Corp., 5.25%, 4/1/25, Callable 10/9/20 @ 103.94(a) |
|
|
36,400 |
|
90,000 |
|
Centene Corp., 5.38%, 6/1/26, Callable 6/1/21 @ 104.03(a) |
|
|
94,950 |
|
360,000 |
|
Centene Corp., 4.25%, 12/15/27, Callable 12/15/22 @ 102.13 |
|
|
375,300 |
|
610,000 |
|
Centene Corp., 4.63%, 12/15/29, Callable 12/15/24 @ 102.31 |
|
|
657,275 |
|
245,000 |
|
Centene Corp., 3.38%, 2/15/30, Callable 2/15/25 @ 101.69 |
|
|
254,188 |
|
341,000 |
|
Cigna Corp., 4.38%, 10/15/28, Callable 7/15/28 @ 100 |
|
|
404,193 |
|
170,000 |
|
Community Health Systems, Inc., 6.25%, 3/31/23, Callable 11/9/20 @ 103.13 |
|
|
166,175 |
|
260,000 |
|
Community Health Systems, Inc., 8.00%, 3/15/26, Callable 3/15/22 @ 104(a) |
|
|
255,450 |
|
171,000 |
|
CVS Health Corp., 4.10%, 3/25/25, Callable 1/25/25 @ 100 |
|
|
193,182 |
|
78,000 |
|
CVS Health Corp., 3.63%, 4/1/27, Callable 2/1/27 @ 100 |
|
|
87,425 |
|
696,000 |
|
CVS Health Corp., 4.30%, 3/25/28, Callable 12/25/27 @ 100 |
|
|
810,708 |
|
347,000 |
|
CVS Health Corp., 4.78%, 3/25/38, Callable 9/25/37 @ 100 |
|
|
419,488 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Health Care Providers & Services, continued |
|
|
|
|
$135,000 |
|
DaVita, Inc., 4.63%, 6/1/30, Callable 6/1/25 @ 102.31(a) |
|
$ |
138,206 |
|
20,000 |
|
HCA, Inc., 4.75%, 5/1/23 |
|
|
21,775 |
|
240,000 |
|
HCA, Inc., 5.38%, 2/1/25 |
|
|
262,800 |
|
180,000 |
|
MPH Acquisition Holdings, 7.13%, 6/1/24, Callable 11/9/20 @ 103.56(a) |
|
|
184,950 |
|
50,000 |
|
Radiology Partners, Inc., 9.25%, 2/1/28, Callable 2/1/23 @ 209.26^(a) |
|
|
52,000 |
|
205,000 |
|
Tenet Healthcare Corp., 7.50%, 4/1/25, Callable 4/1/22 @ 103.75(a) |
|
|
221,400 |
|
235,000 |
|
Tenet Healthcare Corp., 7.00%, 8/1/25, Callable 11/9/20 @ 207^ |
|
|
239,700 |
|
55,000 |
|
Tenet Healthcare Corp., 4.88%, 1/1/26, Callable 3/1/22 @ 102.44(a) |
|
|
55,825 |
|
150,000 |
|
Tenet Healthcare Corp., 6.25%, 2/1/27, Callable 2/1/22 @ 103.13(a) |
|
|
154,500 |
|
30,000 |
|
Tenet Healthcare Corp., 4.63%, 6/15/28, Callable 6/15/23 @ 102.31(a) |
|
|
30,300 |
|
130,000 |
|
Tenet Healthcare Corp., 6.13%, 10/1/28, Callable 10/1/23 @ 206.12(a) |
|
|
126,425 |
|
117,000 |
|
Toledo Hospital (The), Series B, 5.33%, 11/15/28 |
|
|
131,776 |
|
216,000 |
|
Toledo Hospital (The), 6.02%, 11/15/48 |
|
|
248,131 |
|
66,000 |
|
UnitedHealth Group, Inc., 2.75%, 5/15/40, Callable 11/15/39 @ 100 |
|
|
69,024 |
|
15,000 |
|
Vizient, Inc., 6.25%, 5/15/27, Callable 5/15/22 @ 103.13(a) |
|
|
15,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,963,859 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (0.4%): |
|
|
|
|
75,000 |
|
Boyd Gaming Corp., 6.38%, 4/1/26, Callable 4/1/21 @ 103.19 |
|
|
78,094 |
|
40,000 |
|
Boyd Gaming Corp., 6.00%, 8/15/26, Callable 8/15/21 @ 103 |
|
|
41,400 |
|
115,000 |
|
Boyd Gaming Corp., 4.75%, 12/1/27, Callable 12/1/22 @ 204.76 |
|
|
112,269 |
|
260,000 |
|
Caesars Resort Collection LLC, 5.25%, 10/15/25, Callable 10/19/20 @ 102.63(a) |
|
|
252,199 |
|
10,000 |
|
Golden Entertainment, Inc., 3.75%, 10/20/24, Callable 11/7/20 @ 200 |
|
|
9,563 |
|
195,000 |
|
Golden Entertainment, Inc., 7.63%, 4/15/26, Callable 4/15/22 @ 103.81(a) |
|
|
192,563 |
|
210,000 |
|
Golden Nugget, Inc., 6.75%, 10/15/24, Callable 11/9/20 @ 101.69(a) |
|
|
174,300 |
|
100,000 |
|
Hilton Domestic Operating Co., Inc., 5.13%, 5/1/26, Callable 5/1/21 @ 102.56 |
|
|
102,875 |
|
86,000 |
|
McDonalds Corp., 3.60%, 7/1/30, Callable 4/1/30 @ 100 |
|
|
100,214 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
|
|
|
Hotels, Restaurants & Leisure, continued |
|
|
|
|
$44,000 |
|
McDonalds Corp., 4.20%, 4/1/50, Callable 10/1/49 @ 100 |
|
$ |
53,581 |
|
250,000 |
|
MGM Resorts International, 5.75%, 6/15/25, Callable 3/15/25 @ 100 |
|
|
262,187 |
|
115,000 |
|
Scientific Games International, Inc., 5.00%, 10/15/25, Callable 11/9/20 @ 103.75(a) |
|
|
115,431 |
|
115,000 |
|
Station Casinos LLC, 5.00%, 10/1/25, Callable 11/9/20 @ 102.5(a) |
|
|
113,131 |
|
110,000 |
|
Wynn Las Vegas LLC, 5.50%, 3/1/25, Callable 12/1/24 @ 100(a) |
|
|
103,950 |
|
100,000 |
|
Wynn Las Vegas LLC, 5.25%, 5/15/27, Callable 2/15/27 @ 100(a) |
|
|
93,000 |
|
130,000 |
|
Yum! Brands, Inc., 7.75%, 4/1/25, Callable 4/1/22 @ 207.76^(a) |
|
|
143,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,947,757 |
|
|
|
|
|
|
|
|
Household Durables (0.0%): |
|
|
|
|
130,000 |
|
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc., 10.75%, 6/1/28, Callable
6/1/23 @ 105.38(a) |
|
|
142,350 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.2%): |
|
|
|
|
357,000 |
|
AES Corp. (The), 3.30%, 7/15/25, Callable 6/15/25 @ 100(a) |
|
|
380,440 |
|
312,000 |
|
AES Corp. (The), 3.95%, 7/15/30, Callable 4/15/30 @ 100(a) |
|
|
345,110 |
|
75,000 |
|
Clearway Energy Operating LLC, 5.75%, 10/15/25, Callable 10/15/21 @ 102.88 |
|
|
78,750 |
|
30,000 |
|
Clearway Energy Operating LLC, 4.75%, 3/15/28, Callable 3/15/23 @ 103.56(a) |
|
|
31,050 |
|
110,000 |
|
NRG Energy, Inc., 5.75%, 1/15/28, Callable 1/15/23 @ 102.88 |
|
|
118,663 |
|
90,000 |
|
NRG Energy, Inc., 5.25%, 6/15/29, Callable 6/15/24 @ 102.63(a) |
|
|
97,763 |
|
35,000 |
|
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 8/15/28, Callable 8/15/23 @
206.76(a) |
|
|
36,313 |
|
40,000 |
|
Talen Energy Supply LLC, 10.50%, 1/15/26, Callable 1/15/22 @ 105.25(a) |
|
|
29,800 |
|
20,000 |
|
TerraForm Power Operating LLC, 4.25%, 1/31/23, Callable 10/31/22 @ 100(a) |
|
|
20,350 |
|
15,000 |
|
TerraForm Power Operating LLC, 5.00%, 1/31/28, Callable 7/31/27 @ 100(a) |
|
|
16,350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,154,589 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.1%): |
|
|
|
|
80,000 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.75%, 9/15/24, Callable 6/15/24 @ 100 |
|
|
80,800 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
|
|
|
Industrial Conglomerates, continued |
|
|
|
|
$205,000 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 6.25%, 5/15/26, Callable 5/15/22 @ 103.13 |
|
$ |
213,713 |
|
160,000 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 5.25%, 5/15/27, Callable 11/15/26 @ 100 |
|
|
166,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
460,713 |
|
|
|
|
|
|
|
|
Insurance (1.3%): |
|
|
|
|
600,000 |
|
American International Group, Inc., 2.50%, 6/30/25, Callable 5/30/25 @ 100 |
|
|
640,775 |
|
809,000 |
|
American International Group, Inc., 3.75%, 7/10/25, Callable 4/10/25 @ 100 |
|
|
902,443 |
|
600,000 |
|
American International Group, Inc., 3.40%, 6/30/30, Callable 3/30/30 @ 100 |
|
|
664,131 |
|
265,000 |
|
AmWINS Group, Inc., 7.75%, 7/1/26, Callable 7/1/21 @ 105.81(a) |
|
|
283,550 |
|
397,000 |
|
Five Corners Funding Trust II, 2.85%, 5/15/30, Callable 2/15/30 @ 100(a) |
|
|
426,775 |
|
100,000 |
|
HUB International, Ltd., 7.00%, 5/1/26, Callable 5/1/21 @ 103.5(a) |
|
|
103,625 |
|
1,415,000 |
|
Metropolitan Life Global Funding I, 0.58% (SOFR+50 bps), 5/28/21(a) |
|
|
1,418,558 |
|
436,000 |
|
Pacific Lifecorp, 5.13%, 1/30/43(a) |
|
|
525,587 |
|
63,000 |
|
Teachers Insurance & Annuity Association of America, 3.30%, 5/15/50, Callable
11/15/49 @ 100(a) |
|
|
65,906 |
|
289,000 |
|
Unum Group, 4.50%, 3/15/25, Callable 2/15/25 @ 100 |
|
|
320,257 |
|
227,000 |
|
Unum Group, 4.00%, 6/15/29, Callable 3/15/29 @ 100 |
|
|
248,630 |
|
1,042,000 |
|
Unum Group, 5.75%, 8/15/42 |
|
|
1,171,077 |
|
250,000 |
|
USI, Inc., 6.88%, 5/1/25, Callable 11/9/20 @ 103.44(a) |
|
|
254,063 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,025,377 |
|
|
|
|
|
|
|
|
Interactive Media & Services (0.1%): |
|
|
|
|
25,000 |
|
Match Group, Inc., 4.13%, 8/1/30, Callable 5/1/25 @ 102.06(a) |
|
|
25,250 |
|
434,000 |
|
Rackspace Hosting, Inc., 8.63%, 11/15/24, Callable 11/9/20 @ 212.94^(a) |
|
|
454,073 |
|
|
|
|
|
|
|
|
|
|
|
|
|
479,323 |
|
|
|
|
|
|
|
|
IT Services (0.1%): |
|
|
|
|
120,000 |
|
Black Knight Infoserv LLC, 3.63%, 9/1/28, Callable 9/1/23 @ 203.62(a) |
|
|
120,000 |
|
130,000 |
|
Booz Allen Hamilton, Inc., 3.88%, 9/1/28, Callable 9/1/23 @ 203.88(a) |
|
|
133,575 |
|
155,000 |
|
Colt Merger Sub, Inc., 6.25%, 7/1/25, Callable 7/1/22 @ 103.13(a) |
|
|
161,393 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
IT Services, continued |
|
|
|
|
$75,000 |
|
Colt Merger Sub, Inc., 8.13%, 7/1/27, Callable 7/1/23 @ 104.06(a) |
|
$ |
79,500 |
|
65,000 |
|
Gartner, Inc., 4.50%, 7/1/28, Callable 7/1/23 @ 102.25(a) |
|
|
68,088 |
|
45,000 |
|
Gartner, Inc., 3.75%, 10/1/30, Callable 10/1/25 @ 203.76(a) |
|
|
45,506 |
|
55,000 |
|
Refinitiv US Holdings, Inc., 8.25%, 11/15/26, Callable 11/15/21 @ 104.13(a) |
|
|
60,294 |
|
|
|
|
|
|
|
|
|
|
|
|
|
668,356 |
|
|
|
|
|
|
|
|
Leisure Products (0.1%): |
|
|
|
|
89,000 |
|
Hasbro, Inc., 2.60%, 11/19/22 |
|
|
92,178 |
|
202,000 |
|
Hasbro, Inc., 3.00%, 11/19/24, Callable 10/19/24 @ 100 |
|
|
214,473 |
|
75,000 |
|
Mattel, Inc., 6.75%, 12/31/25, Callable 12/31/20 @ 105.06(a) |
|
|
79,125 |
|
5,000 |
|
Mattel, Inc., 5.88%, 12/15/27, Callable 12/15/22 @ 104.41(a) |
|
|
5,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
391,151 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.1%): |
|
|
|
|
130,000 |
|
Avantor Funding, Inc., 4.63%, 7/15/28, Callable 7/15/23 @ 204.62(a) |
|
|
134,875 |
|
90,000 |
|
Charles River Laboratories International, Inc., 5.50%, 4/1/26, Callable 4/1/21 @ 104.13(a) |
|
|
94,725 |
|
15,000 |
|
Charles River Laboratories International, Inc., 4.25%, 5/1/28, Callable 5/1/23 @ 102.13(a) |
|
|
15,731 |
|
200,000 |
|
IMS Health, Inc., 5.00%, 10/15/26, Callable 10/15/21 @ 102.5(a) |
|
|
208,500 |
|
215,000 |
|
IQVIA, Inc., 5.00%, 5/15/27, Callable 5/15/22 @ 102.5(a) |
|
|
225,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
679,044 |
|
|
|
|
|
|
|
|
Media (1.4%): |
|
|
|
|
20,000 |
|
Cablevision Lightpath LLC, 3.88%, 9/15/27, Callable 9/15/23 @ 203.88^(a) |
|
|
20,000 |
|
15,000 |
|
Cablevision Lightpath LLC, 5.63%, 9/15/28, Callable 9/15/23 @ 205.62(a) |
|
|
15,188 |
|
585,000 |
|
CCO Holdings LLC, 5.75%, 2/15/26, Callable 2/15/21 @ 102.88(a) |
|
|
607,668 |
|
50,000 |
|
CCO Holdings LLC, 5.13%, 5/1/27, Callable 5/1/22 @ 102.56(a) |
|
|
52,500 |
|
400,000 |
|
CCO Holdings LLC, 5.88%, 5/1/27, Callable 5/1/21 @ 102.94(a) |
|
|
417,999 |
|
65,000 |
|
CCO Holdings LLC, 4.50%, 8/15/30, Callable 2/15/25 @ 102.25(a) |
|
|
68,250 |
|
105,000 |
|
CSC Holdings LLC, 7.50%, 4/1/28, Callable 4/1/23 @ 103.75(a) |
|
|
115,763 |
|
290,000 |
|
CSC Holdings LLC, 5.75%, 1/15/30, Callable 1/15/25 @ 102.88(a) |
|
|
308,125 |
|
85,000 |
|
CSC Holdings LLC, 4.13%, 12/1/30, Callable 12/1/25 @ 102.06(a) |
|
|
86,275 |
|
146,000 |
|
Discovery Communications LLC, 3.63%, 5/15/30, Callable 2/15/30 @ 100 |
|
|
161,731 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Media, continued |
|
|
|
|
$392,000 |
|
Discovery Communications LLC, 4.65%, 5/15/50, Callable 11/15/49 @ 100 |
|
$ |
447,104 |
|
101,000 |
|
DISH Network Corp., 2.38%, 3/15/24 |
|
|
91,658 |
|
290,000 |
|
DISH Network Corp., 3.38%, 8/15/26 |
|
|
264,959 |
|
65,000 |
|
Fox Corp., 4.03%, 1/25/24, Callable 12/25/23 @ 100 |
|
|
71,452 |
|
94,000 |
|
Fox Corp., 4.71%, 1/25/29, Callable 10/25/28 @ 100 |
|
|
112,619 |
|
93,000 |
|
Fox Corp., 5.48%, 1/25/39, Callable 7/25/38 @ 100 |
|
|
124,297 |
|
62,000 |
|
Fox Corp., 5.58%, 1/25/49, Callable 7/25/48 @ 100 |
|
|
85,186 |
|
110,000 |
|
Radiate Holdco LLC/Radiate Finance, Inc., 4.50%, 9/15/26, Callable 9/15/23 @ 204.5(a) |
|
|
110,413 |
|
135,000 |
|
Radiate Holdco LLC/Radiate Finance, Inc., 6.50%, 9/15/28, Callable 9/15/23 @ 204.5(a) |
|
|
138,375 |
|
65,000 |
|
Sirius XM Radio, Inc., 4.63%, 7/15/24, Callable 7/15/21 @ 102.31(a) |
|
|
67,113 |
|
90,000 |
|
Sirius XM Radio, Inc., 5.38%, 7/15/26, Callable 7/15/21 @ 102.69(a) |
|
|
93,600 |
|
70,000 |
|
Sirius XM Radio, Inc., 5.00%, 8/1/27, Callable 8/1/22 @ 102.5(a) |
|
|
73,063 |
|
30,000 |
|
Sirius XM Radio, Inc., 5.50%, 7/1/29, Callable 7/1/24 @ 102.75(a) |
|
|
32,213 |
|
25,000 |
|
Sirius XM Radio, Inc., 4.13%, 7/1/30, Callable 7/1/25 @ 102.06(a) |
|
|
25,469 |
|
100,000 |
|
Terrier Media Buyer, Inc., 8.88%, 12/15/27, Callable 12/15/22 @ 208.88(a) |
|
|
100,500 |
|
623,000 |
|
Time Warner Cable, Inc., 4.00%, 9/1/21, Callable 6/1/21 @ 100 |
|
|
636,526 |
|
239,000 |
|
Time Warner Cable, Inc., 6.55%, 5/1/37 |
|
|
316,579 |
|
280,000 |
|
Time Warner Cable, Inc., 7.30%, 7/1/38 |
|
|
396,028 |
|
1,500,000 |
|
Time Warner Cable, Inc., 6.75%, 6/15/39 |
|
|
2,052,403 |
|
69,000 |
|
Time Warner Cable, Inc., 5.50%, 9/1/41, Callable 3/1/41 @ 100 |
|
|
83,578 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,176,634 |
|
|
|
|
|
|
|
|
Metals & Mining (0.1%): |
|
|
|
|
151,000 |
|
Allegheny Technologies, Inc., 5.88%, 12/1/27, Callable 12/1/22 @ 205.88^ |
|
|
145,337 |
|
27,000 |
|
Freeport-McMoRan, Inc., 3.55%, 3/1/22, Callable 12/1/21 @ 100 |
|
|
27,405 |
|
45,000 |
|
Kaiser Aluminum Corp., 6.50%, 5/1/25, Callable 5/1/22 @ 103.25(a) |
|
|
46,386 |
|
115,000 |
|
Kaiser Aluminun Corp., 4.63%, 3/1/28, Callable 3/1/23 @ 102.31(a) |
|
|
107,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
326,222 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Mortgage Real Estate Investment Trusts (0.0%): |
|
$45,000 |
|
Starwood Property Trust, Inc., 4.75%, 3/15/25, Callable 9/15/24 @ 100 |
|
$ |
43,313 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.1%): |
|
|
|
|
140,000 |
|
Puget Energy, Inc., 4.10%, 6/15/30, Callable 3/15/30 @ 100(a) |
|
|
156,278 |
|
339,000 |
|
Sempra Energy, 6.00%, 10/15/39 |
|
|
467,907 |
|
|
|
|
|
|
|
|
|
|
|
|
|
624,185 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (2.9%): |
|
|
|
|
45,000 |
|
Apache Corp., 5.10%, 9/1/40, Callable 3/1/40 @ 100 |
|
|
40,275 |
|
10,000 |
|
Apache Corp., 7.38%, 8/15/47 |
|
|
9,372 |
|
420,000 |
|
Cheniere Energy Partners LP, 5.25%, 10/1/25, Callable 11/9/20 @ 102.63 |
|
|
429,449 |
|
120,000 |
|
Cheniere Energy Partners LP, 5.63%, 10/1/26, Callable 10/1/21 @ 102.81 |
|
|
124,800 |
|
95,000 |
|
Cheniere Energy, Inc., 4.63%, 10/15/28, Callable 10/15/23 @ 204.62(a) |
|
|
97,494 |
|
247,000 |
|
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP, 5.13%, 4/1/25, Callable 3/1/25 @
100(a) |
|
|
290,575 |
|
205,000 |
|
Citgo Petroleum Corp., 6.25%, 8/15/22, Callable 11/9/20 @ 100(a) |
|
|
202,438 |
|
132,000 |
|
Columbia Pipeline Group, 4.50%, 6/1/25, Callable 3/1/25 @ 100 |
|
|
152,153 |
|
55,000 |
|
Comstock Resources, Inc., 9.75%, 8/15/26, Callable 8/15/21 @ 107.31 |
|
|
56,375 |
|
30,000 |
|
Comstock Resources, Inc., 9.75%, 8/15/26, Callable 8/15/21 @ 107.31 |
|
|
30,750 |
|
230,000 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 6.25%, 4/1/23, Callable 10/26/20 @
101.56 |
|
|
223,675 |
|
157,000 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 5.75%, 4/1/25, Callable 11/9/20 @
208.62^ |
|
|
143,263 |
|
228,000 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 5.63%, 5/1/27, Callable 5/1/22 @
102.81(a) |
|
|
202,920 |
|
155,000 |
|
CVR Energy, Inc., 5.25%, 2/15/25, Callable 2/15/22 @ 102.63(a) |
|
|
135,625 |
|
20,000 |
|
CVR Energy, Inc., 5.75%, 2/15/28, Callable 2/15/23 @ 102.88(a) |
|
|
16,900 |
|
125,000 |
|
DCP Midstream Operating LP, 5.38%, 7/15/25, Callable 4/15/25 @ 100 |
|
|
127,813 |
|
105,000 |
|
DCP Midstream Operating LP, 5.63%, 7/15/27, Callable 4/15/27 @ 100 |
|
|
106,838 |
|
145,000 |
|
DCP Midstream Operating LP, 5.13%, 5/15/29, Callable 2/15/29 @ 100 |
|
|
142,825 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
$700,000 |
|
DCP Midstream Operating LP, 5.85% (US0003M+385 bps), 5/21/43, Callable 5/21/23 @ 100(a) |
|
$ |
510,999 |
|
302,000 |
|
Denbury Resources, Inc., 9.25%, 3/31/22 |
|
|
164,968 |
|
150,000 |
|
Denbury Resources, Inc., 7.75%, 2/15/24 |
|
|
78,750 |
|
124,000 |
|
Enable Midstream Partners LP, 3.90%, 5/15/24, Callable 2/15/24 @ 100 |
|
|
121,520 |
|
20,000 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 6.63%, 7/15/25, Callable 7/15/22 @ 103.31(a) |
|
|
20,550 |
|
5,000 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.50%, 1/30/26, Callable 1/30/21 @ 104.13(a) |
|
|
4,963 |
|
75,000 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 1/30/28, Callable 1/30/23 @ 102.88(a) |
|
|
75,188 |
|
52,000 |
|
Energy Transfer Operating LP, 4.25%, 3/15/23, Callable 12/15/22 @ 100 |
|
|
54,080 |
|
65,000 |
|
Energy Transfer Operating LP, 4.50%, 4/15/24, Callable 3/15/24 @ 100 |
|
|
68,656 |
|
229,000 |
|
Energy Transfer Operating LP, 4.95%, 6/15/28, Callable 3/15/28 @ 100 |
|
|
241,881 |
|
106,000 |
|
Energy Transfer Operating LP, 5.25%, 4/15/29, Callable 1/15/29 @ 100 |
|
|
113,818 |
|
109,000 |
|
Energy Transfer Operating LP, 3.75%, 5/15/30, Callable 2/15/30 @ 100 |
|
|
105,594 |
|
73,000 |
|
Energy Transfer Operating LP, 6.25%, 4/15/49, Callable 10/15/48 @ 100 |
|
|
75,281 |
|
243,000 |
|
Energy Transfer Operating LP, 5.00%, 5/15/50, Callable 11/15/49 @ 100 |
|
|
223,864 |
|
67,000 |
|
Energy Transfer Partners LP, 4.20%, 9/15/23, Callable 8/15/23 @ 100 |
|
|
70,601 |
|
128,000 |
|
Energy Transfer Partners LP, 5.80%, 6/15/38, Callable 12/15/37 @ 100 |
|
|
126,560 |
|
83,000 |
|
Energy Transfer Partners LP, 6.00%, 6/15/48, Callable 12/15/47 @ 100 |
|
|
82,793 |
|
50,000 |
|
EQM Midstream Partners LP, 6.50%, 7/1/27, Callable 1/1/27 @ 100(a) |
|
|
52,875 |
|
25,000 |
|
Global Partners LP/GLP Finance Corp., 7.00%, 6/15/23, Callable 10/23/20 @ 203.5 |
|
|
25,469 |
|
57,000 |
|
Global Partners LP/GLP Finance Corp., 7.00%, 8/1/27, Callable 8/1/22 @ 103.5 |
|
|
57,998 |
|
95,000 |
|
Global Partners LP/GLP Finance Corp., 6.88%, 1/15/29, Callable 1/15/24 @ 206.88(a) |
|
|
95,713 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
$40,000 |
|
Hess Corp., 4.30%, 4/1/27, Callable 1/1/27 @ 100 |
|
$ |
41,700 |
|
71,000 |
|
Hess Corp., 7.30%, 8/15/31 |
|
|
85,644 |
|
50,000 |
|
Hess Corp., 7.13%, 3/15/33 |
|
|
60,188 |
|
69,000 |
|
Hess Corp., 5.60%, 2/15/41 |
|
|
74,434 |
|
166,000 |
|
Hess Corp., 5.80%, 4/1/47, Callable 10/1/46 @ 100 |
|
|
182,600 |
|
170,000 |
|
Hess Midstream Operations LP, 5.63%, 2/15/26, Callable 2/15/21 @ 104.22(a) |
|
|
172,550 |
|
110,000 |
|
Hess Midstream Operations LP, 5.13%, 6/15/28, Callable 6/15/23 @ 102.56(a) |
|
|
109,450 |
|
105,000 |
|
Hilcorp Energy LP, 5.00%, 12/1/24, Callable 11/9/20 @ 101.67(a) |
|
|
94,763 |
|
165,000 |
|
Holly Energy Partners LP/Holly Energy Finance Corp., 5.00%, 2/1/28, Callable 2/1/23 @ 103.75(a) |
|
|
161,700 |
|
195,000 |
|
Jonah Energy LLC/Jonah Energy Finance Corp., 7.25%, 10/15/25, Callable 10/19/20 @ 105.44(a) |
|
|
19,500 |
|
97,000 |
|
Kinder Morgan Energy Partners LP, 3.45%, 2/15/23, Callable 11/15/22 @ 100 |
|
|
101,786 |
|
42,000 |
|
Kinder Morgan Energy Partners LP, 6.55%, 9/15/40 |
|
|
52,861 |
|
479,000 |
|
Kinder Morgan Energy Partners LP, 5.50%, 3/1/44, Callable 9/1/43 @ 100 |
|
|
559,213 |
|
125,000 |
|
Kinder Morgan, Inc., 5.55%, 6/1/45, Callable 12/1/44 @ 100 |
|
|
147,774 |
|
112,000 |
|
Kinder Morgan, Inc., 5.05%, 2/15/46, Callable 8/15/45 @ 100 |
|
|
126,446 |
|
115,000 |
|
MPLX LP, 1.34% (US0003M+110 bps), 9/9/22, Callable 11/9/20 @ 100 |
|
|
114,713 |
|
113,000 |
|
MPLX LP, 4.50%, 7/15/23, Callable 4/15/23 @ 100 |
|
|
122,181 |
|
159,000 |
|
MPLX LP, 4.88%, 12/1/24, Callable 9/1/24 @ 100 |
|
|
177,484 |
|
63,000 |
|
MPLX LP, 4.80%, 2/15/29, Callable 11/15/28 @ 100 |
|
|
71,663 |
|
188,000 |
|
MPLX LP, 5.50%, 2/15/49, Callable 8/15/48 @ 100 |
|
|
210,560 |
|
150,000 |
|
New Fortress Energy, Inc., 6.75%, 9/15/25, Callable 9/15/22 @ 206.76(a) |
|
|
156,750 |
|
68,000 |
|
Occidental Petroleum Corp., 2.70%, 8/15/22 |
|
|
63,495 |
|
264,000 |
|
Occidental Petroleum Corp., 2.90%, 8/15/24, Callable 7/15/24 @ 100 |
|
|
223,080 |
|
536,000 |
|
Occidental Petroleum Corp., 5.55%, 3/15/26, Callable 12/15/25 @ 100 |
|
|
477,039 |
|
55,000 |
|
Occidental Petroleum Corp., 3.40%, 4/15/26, Callable 1/15/26 @ 100 |
|
|
44,000 |
|
30,000 |
|
Occidental Petroleum Corp., 3.20%, 8/15/26, Callable 6/15/26 @ 100 |
|
|
23,775 |
|
146,000 |
|
Occidental Petroleum Corp., 3.50%, 8/15/29, Callable 5/15/29 @ 100 |
|
|
111,325 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
$65,000 |
|
Occidental Petroleum Corp., 8.88%, 7/15/30, Callable 1/15/30 @ 100 |
|
$ |
66,625 |
|
954,000 |
|
Occidental Petroleum Corp., 7.50%, 5/1/31 |
|
|
908,684 |
|
16,000 |
|
Occidental Petroleum Corp., 7.88%, 9/15/31 |
|
|
15,540 |
|
222,000 |
|
Occidental Petroleum Corp., 6.45%, 9/15/36 |
|
|
189,255 |
|
44,000 |
|
Occidental Petroleum Corp., 4.30%, 8/15/39, Callable 2/15/39 @ 100 |
|
|
30,635 |
|
25,000 |
|
Occidental Petroleum Corp., 6.20%, 3/15/40 |
|
|
20,375 |
|
410,000 |
|
Occidental Petroleum Corp., 6.60%, 3/15/46, Callable 9/15/45 @ 100 |
|
|
352,599 |
|
35,000 |
|
Occidental Petroleum Corp., 4.40%, 4/15/46, Callable 10/15/45 @ 100 |
|
|
24,500 |
|
40,000 |
|
Occidental Petroleum Corp., 4.20%, 3/15/48, Callable 9/15/47 @ 200^ |
|
|
26,800 |
|
39,000 |
|
Occidental Petroleum Corp., 4.40%, 8/15/49, Callable 2/15/49 @ 100 |
|
|
27,300 |
|
110,000 |
|
PBF Holding Co. LLC/PBF Finance Corp., 9.25%, 5/15/25, Callable 5/15/22 @ 104.63(a) |
|
|
112,750 |
|
20,000 |
|
PBF Holding Co. LLC/PBF Finance Corp., 7.25%, 6/15/25, Callable 11/9/20 @ 210.88 |
|
|
15,100 |
|
20,000 |
|
Phillips 66, 3.70%, 4/6/23 |
|
|
21,402 |
|
26,000 |
|
Phillips 66, 3.85%, 4/9/25, Callable 3/9/25 @ 100 |
|
|
28,818 |
|
72,000 |
|
Plains All Amer Pipeline, 3.60%, 11/1/24, Callable 8/1/24 @ 100 |
|
|
74,154 |
|
62,000 |
|
Plains All Amer Pipeline, 3.55%, 12/15/29, Callable 9/15/29 @ 100 |
|
|
59,740 |
|
145,000 |
|
Rattler Midstream, LP, 5.63%, 7/15/25, Callable 7/15/22 @ 205.62(a) |
|
|
146,088 |
|
100,000 |
|
Regency Energy Partners LP/Regency Energy Finance Corp., 5.88%, 3/1/22, Callable 12/1/21 @ 100 |
|
|
104,600 |
|
335,000 |
|
Sabine Pass Liquefaction LLC, 4.50%, 5/15/30, Callable 11/15/29 @ 100(a) |
|
|
377,209 |
|
278,000 |
|
Sanchez Energy Corp., 7.25%, 2/15/23, Callable 10/19/20 @ 103.63(c) |
|
|
1,390 |
|
621,000 |
|
Sunoco Logistics Partners Operations LP, 5.40%, 10/1/47, Callable 4/1/47 @ 100 |
|
|
585,292 |
|
35,000 |
|
Sunoco LP/Sunoco Finance Corp., 4.88%, 1/15/23, Callable 11/9/20 @ 102.44 |
|
|
35,175 |
|
140,000 |
|
Sunoco LP/Sunoco Finance Corp., 5.50%, 2/15/26, Callable 2/15/21 @ 102.75 |
|
|
140,175 |
|
5,000 |
|
Sunoco LP/Sunoco Finance Corp., 6.00%, 4/15/27, Callable 4/15/22 @ 103 |
|
|
5,175 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
$62,000 |
|
Sunoco LP/Sunoco Finance Corp., 5.88%, 3/15/28, Callable 3/15/23 @ 102.94 |
|
$ |
63,395 |
|
130,000 |
|
Targa Resources Partners LP, 5.13%, 2/1/25, Callable 11/9/20 @ 103.84 |
|
|
130,000 |
|
125,000 |
|
Targa Resources Partners LP, 5.88%, 4/15/26, Callable 4/15/21 @ 104.41 |
|
|
128,281 |
|
130,000 |
|
Targa Resources Partners LP, 5.38%, 2/1/27, Callable 2/1/22 @ 102.69 |
|
|
130,650 |
|
40,000 |
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp., 4.88%, 2/1/31, Callable 2/1/26 @
204.88(a) |
|
|
38,600 |
|
43,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 3.25%, 5/15/30, Callable 2/15/30 @ 100(a) |
|
|
46,324 |
|
137,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 3.95%, 5/15/50, Callable 11/15/49 @ 100(a) |
|
|
143,585 |
|
71,000 |
|
Valero Energy Corp., 2.70%, 4/15/23 |
|
|
73,577 |
|
41,000 |
|
Valero Energy Corp., 2.85%, 4/15/25, Callable 3/15/25 @ 100 |
|
|
42,960 |
|
100,000 |
|
Viper Energy Partners LP, 5.38%, 11/1/27, Callable 11/1/22 @ 102.69(a) |
|
|
98,875 |
|
60,000 |
|
Western Gas Partners LP, 3.95%, 6/1/25, Callable 3/1/25 @ 100 |
|
|
56,100 |
|
157,000 |
|
Western Gas Partners LP, 4.65%, 7/1/26, Callable 4/1/26 @ 100 |
|
|
152,683 |
|
1,000,000 |
|
Western Gas Partners LP, 4.50%, 3/1/28, Callable 12/1/27 @ 100 |
|
|
947,499 |
|
66,000 |
|
Western Gas Partners LP, 4.75%, 8/15/28, Callable 5/15/28 @ 100 |
|
|
62,700 |
|
20,000 |
|
Western Midstream Operating LP, 4.00%, 7/1/22, Callable 4/1/22 @ 100 |
|
|
20,000 |
|
80,000 |
|
Western Midstream Operating LP, 3.10%, 2/1/25, Callable 1/1/25 @ 100 |
|
|
75,800 |
|
135,000 |
|
Western Midstream Operating LP, 4.05%, 2/1/30, Callable 11/1/29 @ 100 |
|
|
129,600 |
|
40,000 |
|
Western Midstream Operating LP, 5.30%, 3/1/48, Callable 9/1/47 @ 100 |
|
|
32,400 |
|
15,000 |
|
Western Midstream Operating LP, 5.25%, 2/1/50, Callable 8/1/49 @ 100 |
|
|
13,894 |
|
354,000 |
|
Williams Cos., Inc. (The), 3.50%, 11/15/30, Callable 8/15/30 @ 100 |
|
|
385,224 |
|
162,000 |
|
Williams Partners LP, 4.50%, 11/15/23, Callable 8/15/23 @ 100 |
|
|
177,214 |
|
285,000 |
|
Williams Partners LP, 4.30%, 3/4/24, Callable 12/4/23 @ 100 |
|
|
310,639 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,321,716 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Pharmaceuticals (0.2%): |
|
|
|
|
$115,000 |
|
Catalent Pharma Solutions, Inc., 4.88%, 1/15/26, Callable 11/9/20 @ 102.44(a) |
|
$ |
116,725 |
|
57,000 |
|
Elanco Animal Health, Inc., 3.91%, 8/27/21 |
|
|
58,498 |
|
180,000 |
|
Elanco Animal Health, Inc., 5.27%, 8/28/23, Callable 7/28/23 @ 100 |
|
|
193,073 |
|
76,000 |
|
Elanco Animal Health, Inc., 5.90%, 8/28/28, Callable 5/28/28 @ 100 |
|
|
87,780 |
|
126,000 |
|
Upjohn, Inc., 1.13%, 6/22/22(a) |
|
|
126,969 |
|
40,000 |
|
Upjohn, Inc., 1.65%, 6/22/25, Callable 5/22/25 @ 100(a) |
|
|
40,901 |
|
206,000 |
|
Upjohn, Inc., 2.70%, 6/22/30, Callable 3/22/30 @ 100(a) |
|
|
213,233 |
|
90,000 |
|
Upjohn, Inc., 3.85%, 6/22/40, Callable 12/22/39 @ 100(a) |
|
|
97,133 |
|
155,000 |
|
Upjohn, Inc., 4.00%, 6/22/50, Callable 12/22/49 @ 100(a) |
|
|
164,509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,098,821 |
|
|
|
|
|
|
|
|
Professional Services (0.1%): |
|
|
|
|
40,000 |
|
Asgn, Inc., 4.63%, 5/15/28, Callable 5/15/23 @ 102.31(a) |
|
|
40,100 |
|
100,000 |
|
Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 4/15/22, Callable 11/9/20 @ 100(a) |
|
|
100,000 |
|
85,000 |
|
Nielsen Finance LLC/Nielsen Finance Co., 5.63%, 10/1/28, Callable 10/1/23 @ 205.62(a) |
|
|
87,125 |
|
85,000 |
|
Nielsen Finance LLC/Nielsen Finance Co., 5.88%, 10/1/30, Callable 10/1/25 @ 205.88(a) |
|
|
87,975 |
|
|
|
|
|
|
|
|
|
|
|
|
|
315,200 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (0.1%): |
|
200,000 |
|
Howard Hughes Corp. (The), 5.38%, 3/15/25, Callable 11/9/20 @ 104.03(a) |
|
|
200,500 |
|
185,000 |
|
Vertical US Newco, Inc., 5.25%, 7/15/27, Callable 7/15/23 @ 205.26(a) |
|
|
192,169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
392,669 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (0.0%): |
|
80,000 |
|
Entegris, Inc., 4.38%, 4/15/28, Callable 4/15/23 @ 102.19(a) |
|
|
82,800 |
|
50,000 |
|
ON Semiconductor Corp., 3.88%, 9/1/28, Callable 9/1/23 @ 203.88(a) |
|
|
50,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
133,550 |
|
|
|
|
|
|
|
|
Software (0.1%): |
|
|
|
|
35,000 |
|
Boxer Parent Co., Inc., 7.13%, 10/2/25, Callable 6/1/22 @ 103.56(a) |
|
|
37,363 |
|
155,000 |
|
CDK Global, Inc., 5.88%, 6/15/26, Callable 6/15/21 @ 102.94 |
|
|
161,588 |
|
20,000 |
|
CDK Global, Inc., 5.25%, 5/15/29, Callable 5/15/24 @ 102.63(a) |
|
|
21,400 |
|
135,000 |
|
Fair Isaac Corp., 5.25%, 5/15/26, Callable 2/15/26 @ 100(a) |
|
|
149,344 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Software, continued |
|
|
|
|
$90,000 |
|
Nuance Communications, Inc., 5.63%, 12/15/26, Callable 12/15/21 @ 102.81 |
|
$ |
95,175 |
|
170,000 |
|
Sophia LP/Finance, Inc., 9.00%, 9/30/23(a) |
|
|
169,999 |
|
95,000 |
|
SS&C Technologies, Inc., 5.50%, 9/30/27, Callable 3/30/22 @ 104.13(a) |
|
|
100,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
735,569 |
|
|
|
|
|
|
|
|
Specialty Retail (0.2%): |
|
|
|
|
32,000 |
|
AutoNation, Inc., 4.75%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
37,762 |
|
49,000 |
|
AutoZone, Inc., 3.63%, 4/15/25, Callable 3/15/25 @ 100 |
|
|
54,694 |
|
229,000 |
|
AutoZone, Inc., 4.00%, 4/15/30, Callable 1/15/30 @ 100 |
|
|
271,471 |
|
165,000 |
|
Lowes Cos., Inc., 4.50%, 4/15/30, Callable 1/15/30 @ 100 |
|
|
203,962 |
|
105,000 |
|
Lowes Cos., Inc., 5.00%, 4/15/40, Callable 10/15/39 @ 100 |
|
|
137,729 |
|
123,000 |
|
Lowes Cos., Inc., 5.13%, 4/15/50, Callable 10/15/49 @ 100 |
|
|
169,712 |
|
51,000 |
|
OReilly Automotive, Inc., 4.20%, 4/1/30, Callable 1/1/30 @ 100 |
|
|
61,248 |
|
|
|
|
|
|
|
|
|
|
|
|
|
936,578 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.1%): |
|
200,000 |
|
Dell International LLC/EMC Corp., 5.45%, 6/15/23, Callable 4/15/23 @ 100(a) |
|
|
218,894 |
|
55,000 |
|
Dell International LLC/EMC Corp., 5.85%, 7/15/25, Callable 6/15/25 @ 100(a) |
|
|
64,174 |
|
83,000 |
|
Dell International LLC/EMC Corp., 6.02%, 6/15/26, Callable 3/15/26 @ 100(a) |
|
|
97,406 |
|
101,000 |
|
Dell International LLC/EMC Corp., 6.10%, 7/15/27, Callable 5/15/27 @ 100(a) |
|
|
119,565 |
|
87,000 |
|
Dell International LLC/EMC Corp., 6.20%, 7/15/30, Callable 4/15/30 @ 100(a) |
|
|
104,224 |
|
|
|
|
|
|
|
|
|
|
|
|
|
604,263 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.1%): |
|
|
|
|
40,000 |
|
USA Compression Partners LP/USA Compression Finance Corp., 6.88%, 9/1/27, Callable 9/1/22 @
105.16 |
|
|
39,500 |
|
80,000 |
|
William Carter Co., 5.63%, 3/15/27, Callable 3/15/22 @ 102.81(a) |
|
|
83,800 |
|
110,000 |
|
Wolverine World Wide, Inc., 6.38%, 5/15/25, Callable 5/15/22 @ 103.19(a) |
|
|
116,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
239,350 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.0%): |
|
|
|
|
100,000 |
|
Quicken Loans, Inc., 5.25%, 1/15/28, Callable 1/15/23 @ 102.63(a) |
|
|
105,385 |
|
|
|
|
|
|
|
|
Tobacco (0.5%): |
|
|
|
|
212,000 |
|
Altria Group, Inc., 4.00%, 1/31/24 |
|
|
232,815 |
|
294,000 |
|
Altria Group, Inc., 4.25%, 8/9/42 |
|
|
315,872 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Tobacco, continued |
|
|
|
|
$191,000 |
|
Altria Group, Inc., 4.50%, 5/2/43 |
|
$ |
212,843 |
|
347,000 |
|
Altria Group, Inc., 5.38%, 1/31/44 |
|
|
432,279 |
|
240,000 |
|
Altria Group, Inc., 3.88%, 9/16/46, Callable 3/16/46 @ 100 |
|
|
245,867 |
|
200,000 |
|
Altria Group, Inc., 5.95%, 2/14/49, Callable 8/14/48 @ 100 |
|
|
266,818 |
|
320,000 |
|
Reynolds American, Inc., 4.00%, 6/12/22 |
|
|
337,450 |
|
232,000 |
|
Reynolds American, Inc., 4.45%, 6/12/25, Callable 3/12/25 @ 100 |
|
|
261,039 |
|
120,000 |
|
Reynolds American, Inc., 5.70%, 8/15/35, Callable 2/15/35 @ 100 |
|
|
150,786 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,455,769 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.1%): |
|
|
|
|
63,000 |
|
Air Lease Corp., 2.25%, 1/15/23 |
|
|
63,154 |
|
295,000 |
|
Air Lease Corp., 4.25%, 2/1/24, Callable 1/1/24 @ 100 |
|
|
305,541 |
|
265,000 |
|
Air Lease Corp., 3.38%, 7/1/25, Callable 6/1/25 @ 100 |
|
|
270,223 |
|
|
|
|
|
|
|
|
|
|
|
|
|
638,918 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.4%): |
|
260,000 |
|
Sprint Communications, Inc., 6.88%, 11/15/28 |
|
|
324,350 |
|
140,000 |
|
T-Mobile USA, Inc., 6.50%, 1/15/26, Callable 1/15/21 @
103.25 |
|
|
146,300 |
|
60,000 |
|
T-Mobile USA, Inc., 4.50%, 2/1/26, Callable 2/1/21 @
102.25 |
|
|
61,800 |
|
435,000 |
|
T-Mobile USA, Inc., 3.75%, 4/15/27, Callable 2/15/27 @
100(a) |
|
|
487,155 |
|
40,000 |
|
T-Mobile USA, Inc., 4.75%, 2/1/28, Callable 2/1/23 @
102.38 |
|
|
42,750 |
|
605,000 |
|
T-Mobile USA, Inc., 3.88%, 4/15/30, Callable 1/15/30 @
100(a) |
|
|
686,313 |
|
56,000 |
|
T-Mobile USA, Inc., 4.38%, 4/15/40, Callable 10/15/39 @
100(a) |
|
|
65,575 |
|
110,000 |
|
T-Mobile USA, Inc., 4.50%, 4/15/50, Callable 10/15/49 @
100(a) |
|
|
131,702 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,945,945 |
|
|
|
|
|
|
|
|
Total Corporate Bonds (Cost $106,220,562) |
|
|
112,319,840 |
|
|
|
|
|
|
Foreign Bond
(0.0%): |
|
|
|
|
Sovereign Bond
(0.0%): |
|
|
|
|
50,000 |
|
Korea Treasury Bond, Series 2103, 2.00%, 3/10/21+ |
|
|
43 |
|
|
|
|
|
|
|
|
Total Foreign Bond (Cost $43) |
|
|
43 |
|
|
|
|
|
|
Yankee Dollars (7.9%): |
|
|
|
|
Aerospace & Defense (0.2%): |
|
|
|
|
81,000 |
|
Avolon Holdings Funding, Ltd., 3.63%, 5/1/22, Callable 4/1/22 @ 100(a) |
|
|
79,624 |
|
199,000 |
|
Avolon Holdings Funding, Ltd., 5.25%, 5/15/24, Callable 4/15/24 @ 100(a) |
|
|
199,000 |
|
108,000 |
|
Avolon Holdings Funding, Ltd., 3.95%, 7/1/24, Callable 6/1/24 @ 100(a) |
|
|
102,735 |
|
132,000 |
|
Avolon Holdings Funding, Ltd., 4.38%, 5/1/26, Callable 3/1/26 @ 100(a) |
|
|
124,245 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Aerospace & Defense, continued |
|
|
|
|
$180,000 |
|
Bombardier, Inc., 6.00%, 10/15/22, Callable 11/9/20 @ 100(a) |
|
$ |
166,500 |
|
210,000 |
|
Bombardier, Inc., 6.13%, 1/15/23(a) |
|
|
178,500 |
|
10,000 |
|
Bombardier, Inc., 7.50%, 12/1/24, Callable 12/1/20 @ 105.63(a) |
|
|
7,600 |
|
40,000 |
|
Bombardier, Inc., 7.50%, 3/15/25, Callable 11/9/20 @ 103.75(a) |
|
|
29,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
888,104 |
|
|
|
|
|
|
|
|
Banks (1.5%): |
|
|
|
|
585,000 |
|
Barclays plc, 4.38%, 1/12/26 |
|
|
657,101 |
|
343,000 |
|
Barclays plc, 2.85% (US0003M+245 bps), 5/7/26, Callable 5/7/25 @ 100 |
|
|
357,188 |
|
377,000 |
|
Barclays plc, 5.09% (US0003M+305 bps), 6/20/30, Callable 6/20/29 @ 100 |
|
|
423,843 |
|
200,000 |
|
Commonwealth Bank of Australia, 3.61%, 9/12/34, Callable 9/12/29 @ 100(a) |
|
|
215,750 |
|
530,000 |
|
Cooperatieve Rabobank UA, 4.38%, 8/4/25 |
|
|
596,899 |
|
205,000 |
|
HSBC Holdings plc, 4.25%, 3/14/24 |
|
|
219,593 |
|
200,000 |
|
Intesa Sanpaolo SpA, 5.02%, 6/26/24(a) |
|
|
212,000 |
|
656,000 |
|
Intesa Sanpaolo SpA, 5.71%, 1/15/26(a) |
|
|
715,860 |
|
362,000 |
|
NatWest Markets plc, 2.38%, 5/21/23(a) |
|
|
373,656 |
|
2,550,000 |
|
Royal Bank of Scotland Group plc, 6.13%, 12/15/22 |
|
|
2,792,248 |
|
547,000 |
|
Royal Bank of Scotland Group plc, 6.10%, 6/10/23 |
|
|
601,714 |
|
125,000 |
|
Royal Bank of Scotland Group plc, 6.00%, 12/19/23 |
|
|
139,713 |
|
193,000 |
|
Royal Bank of Scotland Group plc, 3.07% (H15T1Y+255 bps), 5/22/28, Callable 5/22/27 @ 100 |
|
|
203,383 |
|
350,000 |
|
UniCredit SpA, 6.57%, 1/14/22(a) |
|
|
371,071 |
|
186,000 |
|
Westpac Banking Corp., 4.11% (H15T5Y+200 bps), 7/24/34, Callable 7/24/29 @ 100 |
|
|
209,056 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,089,075 |
|
|
|
|
|
|
|
|
Beverages
(0.0%): |
|
|
|
|
80,000 |
|
Cott Corp., 5.50%, 4/1/25, Callable 10/19/20 @ 104.13(a) |
|
|
81,900 |
|
|
|
|
|
|
|
|
Capital Markets (1.0%): |
|
|
|
|
509,000 |
|
Credit Suisse Group AG, 2.59% (SOFR+156 bps), 9/11/25, Callable 9/11/24 @ 100(a) |
|
|
530,451 |
|
414,000 |
|
Credit Suisse Group AG, 4.19% (SOFR+373 bps), 4/1/31, Callable 4/1/30 @ 100(a) |
|
|
478,170 |
|
670,000 |
|
Credit Suisse Group Fun, Ltd., 3.80%, 9/15/22 |
|
|
697,635 |
|
787,000 |
|
Credit Suisse Group Fun, Ltd., 3.80%, 6/9/23 |
|
|
844,078 |
|
470,000 |
|
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, 3/26/25 |
|
|
518,472 |
|
487,000 |
|
Deutsche Bank AG, 5.00%, 2/14/22 |
|
|
508,948 |
|
860,000 |
|
Deutsche Bank AG, 3.30%, 11/16/22 |
|
|
886,875 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
$979,000 |
|
Deutsche Bank AG, 4.50%, 4/1/25 |
|
$ |
989,315 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,453,944 |
|
|
|
|
|
|
|
|
Chemicals (0.1%): |
|
|
|
|
5,000 |
|
Consolidated Energy Finance SA, 6.88%, 6/15/25, Callable 11/9/20 @ 105.16(a) |
|
|
4,550 |
|
125,000 |
|
Consolidated Energy Finance SA, 6.50%, 5/15/26, Callable 5/15/21 @ 104.88(a) |
|
|
109,375 |
|
130,000 |
|
Methanex Corp., 5.13%, 10/15/27, Callable 4/15/27 @ 200 |
|
|
129,350 |
|
170,000 |
|
Nufarm Australia, Ltd., 5.75%, 4/30/26, Callable 4/30/21 @ 102.88(a) |
|
|
171,913 |
|
|
|
|
|
|
|
|
|
|
|
|
|
415,188 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.1%): |
|
|
|
|
170,000 |
|
Ardagh Packaging Finance plc/Ardagh Holdings USA, Inc., 6.00%, 2/15/25, Callable 10/19/20 @
104.5(a) |
|
|
176,163 |
|
15,000 |
|
Intelligent Packaging, Ltd. Finco Inc./Intelligent Packaging, Ltd.
Co-Issuer LLC, 6.00%, 9/15/28, Callable 9/15/22 @ 206(a) |
|
|
15,206 |
|
190,000 |
|
Trivium Packaging Finance BV, 5.50%, 8/15/26, Callable 8/15/22 @ 102.75(a) |
|
|
195,462 |
|
25,000 |
|
Trivium Packaging Finance BV, 8.50%, 8/15/27, Callable 8/15/22 @ 104.25(a) |
|
|
26,594 |
|
|
|
|
|
|
|
|
|
|
|
|
|
413,425 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.0%): |
|
|
|
|
250,000 |
|
GEMS MENASA Cayman, Ltd., 7.13%, 7/31/26, Callable 7/31/22 @ 103.56(a) |
|
|
246,563 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.8%): |
|
|
|
|
470,000 |
|
Altice Financing SA, 7.50%, 5/15/26, Callable 5/15/21 @ 103.75(a) |
|
|
497,024 |
|
200,000 |
|
Altice Financing SA, 5.00%, 1/15/28, Callable 1/15/23 @ 102.5(a) |
|
|
193,250 |
|
500,000 |
|
C&W Senior Financing Dac, 7.50%, 10/15/26, Callable 10/15/21 @ 103.75(a) |
|
|
521,250 |
|
431,000 |
|
C&W Senior Financing Dac, 6.88%, 9/15/27, Callable 9/15/22 @ 103.44(a) |
|
|
443,930 |
|
110,000 |
|
Dolya Holdco 18 DAC, 5.00%, 7/15/28, Callable 7/15/23 @ 102.5(a) |
|
|
109,725 |
|
350,000 |
|
Intelsat Jackson Holdings SA, 8.00%, 2/15/24(a) |
|
|
355,250 |
|
105,000 |
|
Intelsat Jackson Holdings SA, 8.50%, 10/15/24, Callable 11/9/20 @ 106.38(a)(c) |
|
|
67,725 |
|
315,000 |
|
Nielsen Co. Luxembourg SARL (The), 5.00%, 2/1/25, Callable 11/9/20 @ 207.5^(a) |
|
|
318,938 |
|
1,355,000 |
|
Park Aerospace Holdings, 5.50%, 2/15/24(a) |
|
|
1,365,162 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Diversified Financial Services, continued |
|
|
|
|
$200,000 |
|
Telenet Finance Lux Note, 5.50%, 3/1/28, Callable 12/1/22 @ 102.75(a) |
|
$ |
209,250 |
|
100,000 |
|
Virgin Media Finance plc, 5.00%, 7/15/30, Callable 7/15/25 @ 205(a) |
|
|
99,500 |
|
200,000 |
|
Vmed O2 UK Financing I plc, 4.25%, 1/31/31, Callable 1/31/26 @ 204.26(a) |
|
|
203,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,384,004 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (0.2%): |
|
320,000 |
|
Altice France SA, 7.38%, 5/1/26, Callable 5/1/21 @ 103.69(a) |
|
|
334,400 |
|
295,000 |
|
Altice France SA, 8.13%, 2/1/27, Callable 2/1/22 @ 106.09(a) |
|
|
321,550 |
|
180,000 |
|
Altice France SA, 6.00%, 2/15/28, Callable 2/15/23 @ 103(a) |
|
|
171,450 |
|
120,000 |
|
Altice France SA, 5.13%, 1/15/29, Callable 9/15/23 @ 205.12(a) |
|
|
119,550 |
|
25,000 |
|
Sable International Finance, Ltd., 5.75%, 9/7/27, Callable 9/7/22 @ 102.88(a) |
|
|
26,031 |
|
20,000 |
|
Telecom Italia Capital, 6.38%, 11/15/33 |
|
|
23,525 |
|
55,000 |
|
Telecom Italia SpA, 6.00%, 9/30/34 |
|
|
63,319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,059,825 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (0.1%): |
|
|
|
|
115,000 |
|
1011778 BC ULC New Red Finance, Inc., 4.25%, 5/15/24, Callable 11/9/20 @ 102.13(a) |
|
|
116,869 |
|
35,000 |
|
1011778 BC ULC New Red Finance, Inc., 5.75%, 4/15/25, Callable 4/15/22 @ 102.88(a) |
|
|
37,339 |
|
135,000 |
|
1011778 BC ULC New Red Finance, Inc., 4.00%, 10/15/30, Callable 10/15/25 @ 204(a) |
|
|
136,012 |
|
85,000 |
|
Stars Group Holdings BV, 7.00%, 7/15/26, Callable 7/15/21 @ 103.5(a) |
|
|
89,888 |
|
80,000 |
|
Wynn Macau, Ltd., 5.50%, 10/1/27, Callable 10/1/22 @ 102.75(a) |
|
|
78,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
458,108 |
|
|
|
|
|
|
|
|
Insurance (0.1%): |
|
|
|
|
314,000 |
|
AIA Group, Ltd., 3.38%, 4/7/30, Callable 1/7/30 @ 100(a) |
|
|
351,598 |
|
200,000 |
|
AIA Group, Ltd., 3.20%, 9/16/40, Callable 3/16/40 @ 200(a) |
|
|
206,113 |
|
200,000 |
|
Swiss Re Finance Luxembourg SA, 5.00% (H15T5Y+358 bps), 4/2/49, Callable 4/2/29 @ 100(a) |
|
|
228,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
785,711 |
|
|
|
|
|
|
|
|
Media (0.1%): |
|
|
|
|
250,000 |
|
Ziggo BV, 5.50%, 1/15/27, Callable 1/15/22 @ 102.75(a) |
|
|
259,688 |
|
85,000 |
|
Ziggo BV, 5.13%, 2/28/30, Callable 2/15/25 @ 102.56(a) |
|
|
85,850 |
|
|
|
|
|
|
|
|
|
|
|
|
|
345,538 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Metals & Mining (0.2%): |
|
|
|
|
$200,000 |
|
BHP Billiton Finance USA, Ltd., 6.25% (USSW5+497 bps), 10/19/75, Callable 10/19/20 @ 100(a) |
|
$ |
200,250 |
|
456,000 |
|
BHP Billiton Finance USA, Ltd., 6.75% (USSW5+509 bps), 10/19/75, Callable 10/20/25 @ 100(a) |
|
|
550,049 |
|
155,000 |
|
First Quantum Minerals, Ltd., 7.25%, 5/15/22, Callable 10/18/20 @ 100(a) |
|
|
155,194 |
|
5,000 |
|
FMG Resources Pty, Ltd., 4.50%, 9/15/27, Callable 6/15/27 @ 100(a) |
|
|
5,294 |
|
|
|
|
|
|
|
|
|
|
|
|
|
910,787 |
|
|
|
|
|
|
|
|
Multi-Utilities
(0.0%): |
|
|
|
|
243,000 |
|
InterGen NV, 7.00%, 6/30/23, Callable 11/9/20 @ 101.17(a) |
|
|
234,191 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (1.6%): |
|
|
|
|
28,000 |
|
Canadian Natural Resources, Ltd., 5.85%, 2/1/35 |
|
|
34,055 |
|
402,000 |
|
Cenovus Energy, Inc., 4.25%, 4/15/27, Callable 1/15/27 @ 100 |
|
|
361,957 |
|
85,000 |
|
eG Global Finance plc, 6.75%, 2/7/25, Callable 5/15/21 @ 103.38(a) |
|
|
87,019 |
|
130,000 |
|
eG Global Finance plc, 8.50%, 10/30/25, Callable 10/30/21 @ 104.25(a) |
|
|
135,687 |
|
145,000 |
|
Enbridge, Inc., 4.00%, 10/1/23, Callable 7/1/23 @ 100 |
|
|
156,810 |
|
135,000 |
|
Enbridge, Inc., 4.25%, 12/1/26, Callable 9/1/26 @ 100 |
|
|
154,859 |
|
165,000 |
|
LBC Tank Terminals Holding Netherlands BV, 6.88%, 5/15/23, Callable 11/9/20 @ 101.15(a) |
|
|
164,381 |
|
35,000 |
|
Meg Energy Corp., 7.13%, 2/1/27, Callable 2/1/23 @ 103.56(a) |
|
|
31,325 |
|
108,000 |
|
Petrobras Global Finance BV, 5.09%, 1/15/30 |
|
|
113,265 |
|
1,793,000 |
|
Petrobras Global Finance BV, 7.25%, 3/17/44 |
|
|
2,032,813 |
|
543,000 |
|
Petroleos Mexicanos, 4.50%, 1/23/26 |
|
|
481,459 |
|
566,000 |
|
Petroleos Mexicanos, 6.50%, 3/13/27 |
|
|
530,339 |
|
1,196,000 |
|
Petroleos Mexicanos, 6.84%, 1/23/30, Callable 10/23/29 @ 100(a) |
|
|
1,059,597 |
|
154,000 |
|
Petroleos Mexicanos, 5.95%, 1/28/31, Callable 10/28/30 @ 100(a) |
|
|
127,233 |
|
2,228,000 |
|
Petroleos Mexicanos, 6.75%, 9/21/47 |
|
|
1,725,538 |
|
1,386,000 |
|
Petroleos Mexicanos, 7.69%, 1/23/50, Callable 7/23/49 @ 100(a) |
|
|
1,159,282 |
|
336,000 |
|
Petroleos Mexicanos, 6.95%, 1/28/60, Callable 7/28/59 @ 100(a) |
|
|
259,807 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,615,426 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Pharmaceuticals (0.2%): |
|
|
|
|
$75,000 |
|
Bausch Health Cos., Inc., 5.50%, 11/1/25, Callable 11/9/20 @ 102.75(a) |
|
$ |
76,781 |
|
459,000 |
|
Mylan NV, 3.15%, 6/15/21, Callable 5/15/21 @ 100 |
|
|
466,459 |
|
84,000 |
|
Teva Pharmaceuticals Industries, Ltd., 2.20%, 7/21/21 |
|
|
82,740 |
|
127,000 |
|
Teva Pharmaceuticals Industries, Ltd., 2.80%, 7/21/23 |
|
|
121,285 |
|
195,000 |
|
VRX Escrow Corp., 6.13%, 4/15/25, Callable 11/9/20 @ 103.06(a) |
|
|
199,632 |
|
|
|
|
|
|
|
|
|
|
|
|
|
946,897 |
|
|
|
|
|
|
|
|
Software
(0.0%): |
|
|
|
|
60,000 |
|
Open Text Corp., 3.88%, 2/15/28, Callable 2/15/23 @ 101.94(a) |
|
|
60,750 |
|
|
|
|
|
|
|
|
Sovereign Bond (1.0%): |
|
|
|
|
300,000 |
|
Abu Dhabi Government International Bond, 3.13%, 4/16/30(a) |
|
|
335,605 |
|
300,000 |
|
Abu Dhabi Government International Bond, 3.88%, 4/16/50(a) |
|
|
365,753 |
|
240,000 |
|
Chile Government International Bond, 2.45%, 1/31/31, Callable 10/31/30 @ 100 |
|
|
250,310 |
|
300,000 |
|
Corp. Andina de Fomento, 2.38%, 5/12/23 |
|
|
309,100 |
|
900,000 |
|
Dominican Republic, 5.50%, 1/27/25(a) |
|
|
956,250 |
|
150,000 |
|
Dominican Republic, 6.00%, 7/19/28(a) |
|
|
160,875 |
|
375,000 |
|
Indonesia Government International Bond, 3.85%, 10/15/30 |
|
|
424,704 |
|
375,000 |
|
Indonesia Government International Bond, 4.20%, 10/15/50 |
|
|
432,651 |
|
200,000 |
|
Qatar Government International Bond, 3.40%, 4/16/25(a) |
|
|
218,833 |
|
350,000 |
|
Qatar Government International Bond, 3.75%, 4/16/30(a) |
|
|
403,690 |
|
350,000 |
|
Qatar Government International Bond, 4.40%, 4/16/50(a) |
|
|
447,818 |
|
1,000,000 |
|
Republic of Argentina, 5.88%, 1/11/28 |
|
|
390,640 |
|
200,000 |
|
Saudi Government International Bond, 2.90%, 10/22/25(a) |
|
|
213,291 |
|
200,000 |
|
Saudi Government International Bond, 3.25%, 10/22/30(a) |
|
|
216,456 |
|
200,000 |
|
Saudi Government International Bond, 4.50%, 4/22/60^(a) |
|
|
246,543 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,372,519 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.1%): |
|
|
|
|
200,000 |
|
Corp. Nacional del Cobre de Chile, 3.63%, 8/1/27, Callable 5/1/27 @ 100(a) |
|
|
219,344 |
|
200,000 |
|
Corp. Nacional del Cobre de Chile, 4.50%, 8/1/47, Callable 2/1/47 @ 100(a) |
|
|
241,215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
460,559 |
|
|
|
|
|
|
|
|
Tobacco (0.1%): |
|
|
|
|
462,000 |
|
Imperial Tobacco Finance, 3.75%, 7/21/22, Callable 5/21/22 @ 100(a) |
|
|
482,254 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Trading Companies & Distributors (0.2%): |
|
$152,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.45%, 12/16/21, Callable 11/16/21 @ 100 |
|
$ |
155,240 |
|
320,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.88%, 1/16/24, Callable 12/16/23 @ 100 |
|
|
330,427 |
|
297,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 2.88%, 8/14/24, Callable 7/14/24 @ 100 |
|
|
285,194 |
|
151,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 6.50%, 7/15/25, Callable 6/15/25 @ 100 |
|
|
162,658 |
|
163,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.45%, 4/3/26, Callable 2/3/26 @ 100 |
|
|
162,069 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,095,588 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.3%): |
|
330,000 |
|
Empresa Nacional del Pet, 4.38%, 10/30/24(a) |
|
|
356,813 |
|
430,000 |
|
Millicom International Cellular SA, 6.63%, 10/15/26, Callable 10/15/21 @ 104.97(a) |
|
|
462,250 |
|
500,000 |
|
Millicom International Cellular SA, 6.25%, 3/25/29, Callable 3/25/24 @ 103.13(a) |
|
|
535,625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,354,688 |
|
|
|
|
|
|
|
|
Total Yankee Dollars (Cost $41,662,535) |
|
|
42,155,044 |
|
|
|
|
|
|
Municipal Bonds (0.9%): |
|
|
|
|
New Jersey (0.1%): |
|
339,000 |
|
New Jersey Economic Development Authority Revenue, Build America Bonds, GO, Series A, 7.43%,
2/15/29 |
|
|
423,170 |
|
|
|
|
|
|
|
|
Illinois (0.6%): |
|
88,636 |
|
Illinois State, Build America Bonds, GO, 4.95%, 6/1/23 |
|
|
90,920 |
|
3,235,000 |
|
Illinois State, Build America Bonds, GO, 5.10%, 6/1/33 |
|
|
3,238,364 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,329,284 |
|
|
|
|
|
|
|
|
California (0.2%): |
|
400,000 |
|
California State, Build America Bonds, GO, 7.50%, 4/1/34 |
|
|
655,968 |
|
140,000 |
|
California State, Build America Bonds, GO, 7.55%, 4/1/39 |
|
|
244,314 |
|
10,000 |
|
California State, Build America Bonds, GO, 7.35%, 11/1/39 |
|
|
16,606 |
|
|
|
|
|
|
|
|
|
|
|
|
|
916,888 |
|
|
|
|
|
|
|
|
Total Municipal Bonds (Cost $4,391,672) |
|
|
4,669,342 |
|
|
|
|
|
|
U.S. Government Agency Mortgages (7.8%): |
|
Federal Home Loan Mortgage Corporation (2.4%) |
|
44,139 |
|
2.50%, 6/1/31, Pool #J34501 |
|
|
46,926 |
|
43,904 |
|
2.50%, 6/1/31, Pool #G18604 |
|
|
46,114 |
|
67,716 |
|
2.50%, 7/1/31, Pool #V61246 |
|
|
71,975 |
|
115,434 |
|
2.50%, 8/1/31, Pool #V61273 |
|
|
122,478 |
|
325,808 |
|
3.50%, 3/1/32, Pool #C91403 |
|
|
347,325 |
|
909,441 |
|
3.50%, 7/1/32, Pool #C91467 |
|
|
969,745 |
|
289,522 |
|
2.50%, 12/1/32, Pool #G18669 |
|
|
303,833 |
|
72,344 |
|
2.50%, 3/1/33, Pool #G18680 |
|
|
75,920 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
|
U.S. Government Agency Mortgages, continued |
|
Federal Home Loan Mortgage Corporation, continued |
|
$34,991 |
|
3.00%, 4/1/33, Pool #K90336 |
|
$ |
36,867 |
|
311,684 |
|
3.00%, 4/1/33, Pool #G18684 |
|
|
328,856 |
|
96,383 |
|
3.00%, 5/1/33, Pool #G16550 |
|
|
101,626 |
|
69,783 |
|
3.00%, 6/1/33, Pool #K90806 |
|
|
73,503 |
|
88,547 |
|
3.00%, 6/1/33, Pool #K90632 |
|
|
93,310 |
|
47,610 |
|
3.00%, 6/1/33, Pool #K90684 |
|
|
50,161 |
|
37,949 |
|
3.00%, 6/1/33, Pool #C91709 |
|
|
39,986 |
|
172,872 |
|
3.00%, 7/1/33, Pool #C91714 |
|
|
182,155 |
|
219,192 |
|
2.50%, 7/1/33, Pool #G16661 |
|
|
231,039 |
|
233,370 |
|
3.50%, 11/1/33, Pool #G16677 |
|
|
249,207 |
|
187,306 |
|
3.50%, 2/1/34, Pool #G16752 |
|
|
199,248 |
|
64,234 |
|
3.00%, 4/1/34, Pool #G16829 |
|
|
68,578 |
|
66,821 |
|
2.50%, 9/1/34, Pool #SB8013 |
|
|
70,000 |
|
290,842 |
|
3.50%, 10/1/34, Pool #C91793 |
|
|
309,858 |
|
754,046 |
|
4.00%, 5/1/37, Pool #C91938 |
|
|
816,509 |
|
271,781 |
|
5.00%, 2/1/38, Pool #G60365 |
|
|
307,617 |
|
332,870 |
|
4.00%, 11/1/40, Pool #A95150 |
|
|
358,149 |
|
385,111 |
|
3.50%, 1/1/44, Pool #G60271 |
|
|
423,098 |
|
777,645 |
|
3.50%, 1/1/44, Pool #G07922 |
|
|
860,103 |
|
117,213 |
|
4.00%, 2/1/45, Pool #G07949 |
|
|
128,917 |
|
108,859 |
|
3.50%, 11/1/45, Pool #Q37467 |
|
|
118,608 |
|
31,714 |
|
4.00%, 4/1/46, Pool #V82292 |
|
|
34,706 |
|
12,803 |
|
4.00%, 4/1/46, Pool #Q39975 |
|
|
14,030 |
|
219,022 |
|
3.50%, 9/1/46, Pool #Q43257 |
|
|
238,683 |
|
334,594 |
|
3.00%, 12/1/46, Pool #G60989 |
|
|
357,583 |
|
13,208 |
|
4.50%, 12/1/46, Pool #Q45028 |
|
|
14,427 |
|
11,069 |
|
4.50%, 1/1/47, Pool #Q45635 |
|
|
12,091 |
|
26,080 |
|
4.50%, 2/1/47, Pool #Q46222 |
|
|
28,954 |
|
24,207 |
|
4.50%, 5/1/47, Pool #Q47942 |
|
|
26,875 |
|
58,933 |
|
4.50%, 5/1/47, Pool #Q47935 |
|
|
65,426 |
|
62,899 |
|
4.50%, 5/1/47, Pool #Q48095 |
|
|
69,834 |
|
348,375 |
|
4.00%, 6/1/47, Pool #G08767 |
|
|
374,820 |
|
542,227 |
|
4.00%, 6/1/47, Pool #Q48877 |
|
|
595,807 |
|
74,020 |
|
4.50%, 6/1/47, Pool #Q48759 |
|
|
82,176 |
|
59,646 |
|
4.50%, 7/1/47, Pool #Q49393 |
|
|
66,242 |
|
482,311 |
|
4.00%, 7/1/47, Pool #G08771 |
|
|
518,923 |
|
322,797 |
|
3.50%, 11/1/47, Pool #Q52086 |
|
|
346,000 |
|
132,871 |
|
4.50%, 12/1/47, Pool #Q53017 |
|
|
145,356 |
|
198,778 |
|
4.00%, 12/1/47, Pool #G61305 |
|
|
213,142 |
|
45,559 |
|
4.00%, 1/1/48, Pool #V83906 |
|
|
48,851 |
|
15,278 |
|
4.50%, 1/1/48, Pool #Q53730 |
|
|
16,726 |
|
57,137 |
|
4.00%, 2/1/48, Pool #G61343 |
|
|
62,068 |
|
45,257 |
|
4.00%, 2/1/48, Pool #V83994 |
|
|
48,279 |
|
12,439 |
|
4.00%, 2/1/48, Pool #Q54499 |
|
|
13,536 |
|
140,021 |
|
4.50%, 4/1/48, Pool #Q55724 |
|
|
154,433 |
|
107,370 |
|
4.50%, 4/1/48, Pool #Q55660 |
|
|
118,354 |
|
71,764 |
|
4.50%, 4/1/48, Pool #Q55500 |
|
|
79,105 |
|
264,400 |
|
4.00%, 5/1/48, Pool #Q55992 |
|
|
287,728 |
|
134,337 |
|
4.50%, 5/1/48, Pool #Q55839 |
|
|
148,080 |
|
345,199 |
|
4.00%, 6/1/48, Pool #G67713 |
|
|
376,014 |
|
109,666 |
|
4.00%, 7/1/48, Pool #Q59935 |
|
|
121,012 |
|
56,754 |
|
4.50%, 10/1/48, Pool #G67716 |
|
|
63,407 |
|
612,634 |
|
3.50%, 5/1/49, Pool #Q63646 |
|
|
659,590 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,433,969 |
|
|
|
|
|
|
|
|
Federal National Mortgage Association (3.1%) |
|
402,454 |
|
2.50%, 4/1/28, Pool #AT2060 |
|
|
422,535 |
|
58,791 |
|
2.50%, 5/1/31, Pool #BC0919 |
|
|
62,358 |
|
81,713 |
|
2.50%, 8/1/31, Pool #BC2778 |
|
|
86,693 |
|
57,272 |
|
2.50%, 10/1/31, Pool #AS8010 |
|
|
60,862 |
|
475,222 |
|
2.50%, 1/1/32, Pool #BE3032 |
|
|
498,507 |
|
255,221 |
|
3.00%, 9/1/32, Pool #BM5110 |
|
|
270,162 |
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal National Mortgage Association, continued |
|
$87,513 |
|
2.50%, 9/1/32, Pool #MA3124 |
|
$ |
91,872 |
|
143,769 |
|
3.00%, 12/1/32, Pool #BM5109 |
|
|
152,623 |
|
623,079 |
|
3.00%, 2/1/33, Pool #BM5108 |
|
|
658,680 |
|
34,711 |
|
3.00%, 3/1/33, Pool #BM4614 |
|
|
37,332 |
|
31,167 |
|
3.00%, 5/1/33, Pool #AT3000 |
|
|
33,089 |
|
34,057 |
|
3.00%, 6/1/33, Pool #AT6090 |
|
|
36,161 |
|
166,127 |
|
3.00%, 7/1/33, Pool #MA1490 |
|
|
176,376 |
|
177,415 |
|
2.50%, 5/1/34, Pool #BN6321 |
|
|
185,931 |
|
599,059 |
|
3.50%, 9/1/34, Pool #FM1577 |
|
|
653,462 |
|
321,913 |
|
3.50%, 9/1/34, Pool #FM1578 |
|
|
347,245 |
|
227,190 |
|
3.50%, 10/1/34, Pool #FM1579 |
|
|
241,960 |
|
568,436 |
|
6.00%, 5/1/36, Pool #745512 |
|
|
663,915 |
|
27,127 |
|
3.50%, 12/1/40, Pool #AH1556 |
|
|
29,323 |
|
62,879 |
|
4.00%, 10/1/43, Pool #BM1167 |
|
|
69,816 |
|
534,146 |
|
4.50%, 3/1/44, Pool #AV0957 |
|
|
583,420 |
|
452,344 |
|
4.50%, 7/1/44, Pool #AS3062 |
|
|
497,862 |
|
223,067 |
|
4.50%, 10/1/44, Pool #AV8856 |
|
|
245,591 |
|
317,963 |
|
4.50%, 12/1/44, Pool #AS4176 |
|
|
354,268 |
|
129,087 |
|
4.00%, 5/1/45, Pool #AZ1207 |
|
|
138,039 |
|
315,266 |
|
4.00%, 6/1/45, Pool #AY8096 |
|
|
336,907 |
|
113,530 |
|
4.00%, 6/1/45, Pool #AY8126 |
|
|
121,323 |
|
496,847 |
|
3.50%, 7/1/45, Pool #AZ0814 |
|
|
539,757 |
|
349,322 |
|
3.50%, 8/1/45, Pool #AY8424 |
|
|
379,610 |
|
392,686 |
|
4.50%, 12/1/45, Pool #BA6997 |
|
|
425,345 |
|
57,721 |
|
4.00%, 12/1/45, Pool #AS6352 |
|
|
62,707 |
|
20,133 |
|
4.50%, 1/1/46, Pool #AY3890 |
|
|
21,790 |
|
201,065 |
|
4.00%, 2/1/46, Pool #BC1578 |
|
|
216,725 |
|
8,218 |
|
4.50%, 3/1/46, Pool #BC0287 |
|
|
9,212 |
|
48,531 |
|
4.00%, 4/1/46, Pool #AS7024 |
|
|
52,643 |
|
446,656 |
|
4.00%, 4/1/46, Pool #AL8468 |
|
|
492,158 |
|
72,270 |
|
4.50%, 6/1/46, Pool #BD1238 |
|
|
79,475 |
|
404,985 |
|
4.00%, 6/1/46, Pool #AL9282 |
|
|
436,528 |
|
167,905 |
|
4.00%, 7/1/46, Pool #BC1443 |
|
|
186,597 |
|
464,401 |
|
3.50%, 7/1/46, Pool #AL9515 |
|
|
508,459 |
|
182,963 |
|
4.00%, 9/1/46, Pool #BC2843 |
|
|
203,391 |
|
55,717 |
|
4.00%, 9/1/46, Pool #BD1489 |
|
|
60,057 |
|
60,878 |
|
4.50%, 10/1/46, Pool #BE1671 |
|
|
66,910 |
|
23,503 |
|
4.00%, 10/1/46, Pool #BD7599 |
|
|
25,347 |
|
159,602 |
|
4.00%, 10/1/46, Pool #BC4754 |
|
|
177,377 |
|
194,404 |
|
3.50%, 10/1/46, Pool #AL9285 |
|
|
204,860 |
|
71,077 |
|
4.50%, 11/1/46, Pool #BE2386 |
|
|
79,729 |
|
11,237 |
|
4.50%, 12/1/46, Pool #BC9079 |
|
|
12,601 |
|
139,363 |
|
4.50%, 12/1/46, Pool #BE4488 |
|
|
156,337 |
|
489,787 |
|
3.50%, 12/1/46, Pool #BC9077 |
|
|
536,447 |
|
371,412 |
|
3.50%, 1/1/47, Pool #BE1526 |
|
|
402,589 |
|
284,104 |
|
3.50%, 1/1/47, Pool #AL9776 |
|
|
310,863 |
|
71,697 |
|
4.50%, 1/1/47, Pool #BE7087 |
|
|
79,675 |
|
88,867 |
|
4.50%, 1/1/47, Pool #BE6506 |
|
|
99,691 |
|
655,005 |
|
4.00%, 2/1/47, Pool #AL9779 |
|
|
723,028 |
|
80,452 |
|
4.50%, 2/1/47, Pool #BE8498 |
|
|
89,459 |
|
93,379 |
|
4.00%, 5/1/47, Pool #BM1277 |
|
|
101,874 |
|
38,848 |
|
4.50%, 6/1/47, Pool #BH0561 |
|
|
42,719 |
|
17,582 |
|
4.50%, 6/1/47, Pool #BE9387 |
|
|
19,514 |
|
10,703 |
|
4.00%, 6/1/47, Pool #BH4269 |
|
|
11,677 |
|
100,422 |
|
4.50%, 6/1/47, Pool #BE3663 |
|
|
111,497 |
|
59,263 |
|
4.00%, 7/1/47, Pool #AS9968 |
|
|
64,654 |
|
87,255 |
|
4.50%, 7/1/47, Pool #BE3749 |
|
|
96,841 |
|
34,843 |
|
4.50%, 4/1/48, Pool #BJ5454 |
|
|
38,223 |
|
111,242 |
|
4.00%, 4/1/48, Pool #BM3700 |
|
|
121,362 |
|
18,685 |
|
4.50%, 5/1/48, Pool #BJ5507 |
|
|
20,498 |
|
136,423 |
|
4.50%, 10/25/48, Pool #BM4548 |
|
|
152,083 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
|
|
|
Federal National Mortgage Association, continued |
|
$423,671 |
|
4.50%, 9/1/49, Pool #FM1534 |
|
$ |
470,690 |
|
200,000 |
|
2.50%, 10/25/49 |
|
|
209,781 |
|
88,112 |
|
3.50%, 11/1/49, Pool #CA4557 |
|
|
94,935 |
|
571,244 |
|
4.00%, 11/1/49, Pool #CA4628 |
|
|
616,279 |
|
366,631 |
|
3.00%, 2/1/50, Pool #CA5126 |
|
|
384,245 |
|
499,425 |
|
2.50%, 8/1/50, Pool #SD0430 |
|
|
529,232 |
|
300,000 |
|
2.50%, 11/25/50, TBA |
|
|
314,168 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,095,951 |
|
|
|
|
|
|
|
|
Government National Mortgage Association (2.3%) |
|
34,734 |
|
4.00%, 10/20/40, Pool #G24833 |
|
|
38,058 |
|
102,956 |
|
4.00%, 1/20/41, Pool #4922 |
|
|
112,812 |
|
98,811 |
|
4.00%, 8/15/41, Pool #430354 |
|
|
108,596 |
|
1,117,142 |
|
4.00%, 1/20/42, Pool #5280 |
|
|
1,224,239 |
|
149,841 |
|
4.00%, 11/20/42, Pool #MA0535 |
|
|
164,251 |
|
311,323 |
|
3.00%, 12/20/42, Pool #AA5872 |
|
|
327,760 |
|
2,484,301 |
|
3.50%, 1/20/43, Pool #MA0699 |
|
|
2,679,380 |
|
196,232 |
|
3.00%, 3/20/43, Pool #AA6146 |
|
|
208,722 |
|
78,570 |
|
3.00%, 3/20/43, Pool #AD8812 |
|
|
82,654 |
|
41,268 |
|
3.50%, 3/20/43, Pool #AD8884 |
|
|
44,794 |
|
41,490 |
|
3.50%, 4/20/43, Pool #AD9075 |
|
|
45,036 |
|
17,055 |
|
3.50%, 4/20/43, Pool #AB9891 |
|
|
18,529 |
|
122,931 |
|
4.00%, 5/20/46, Pool #MA3664 |
|
|
133,566 |
|
157,103 |
|
3.50%, 5/20/46, Pool #MA3663 |
|
|
167,195 |
|
212,537 |
|
3.50%, 6/20/46, Pool #MA3736 |
|
|
227,290 |
|
54,318 |
|
3.50%, 7/20/46, Pool #MA3803 |
|
|
58,089 |
|
650,508 |
|
3.00%, 12/20/46, Pool #MA4126 |
|
|
681,093 |
|
139,147 |
|
4.00%, 1/15/47, Pool #AX5857 |
|
|
148,951 |
|
126,122 |
|
4.00%, 1/15/47, Pool #AX5831 |
|
|
135,008 |
|
922,305 |
|
3.00%, 1/20/47, Pool #MA4195 |
|
|
969,857 |
|
451,622 |
|
4.00%, 3/20/47, Pool #MA4322 |
|
|
487,073 |
|
148,842 |
|
4.00%, 4/20/47, Pool #784303 |
|
|
158,352 |
|
160,558 |
|
4.00%, 4/20/47, Pool #784304 |
|
|
170,816 |
|
78,834 |
|
4.00%, 4/20/47, Pool #MA4383 |
|
|
85,023 |
|
605,163 |
|
4.50%, 4/20/47, Pool #MA4384 |
|
|
660,640 |
|
84,938 |
|
4.00%, 5/20/47, Pool #MA4452 |
|
|
91,606 |
|
800,968 |
|
4.50%, 6/20/47, Pool #MA4512 |
|
|
874,492 |
|
38,859 |
|
4.00%, 4/20/48, Pool #BG7744 |
|
|
41,669 |
|
265,908 |
|
4.00%, 4/20/48, Pool #MA5137 |
|
|
285,252 |
|
46,326 |
|
4.00%, 4/20/48, Pool #BG3507 |
|
|
49,675 |
|
574,860 |
|
4.00%, 6/20/48, Pool #MA5264 |
|
|
611,885 |
|
803,456 |
|
4.00%, 9/20/48, Pool #MA5466 |
|
|
862,018 |
|
21,482 |
|
3.50%, 12/20/49, Pool #BR8984 |
|
|
22,901 |
|
26,287 |
|
3.50%, 12/20/49, Pool #BR8985 |
|
|
28,518 |
|
20,958 |
|
3.50%, 12/20/49, Pool #BR8987 |
|
|
22,862 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,028,662 |
|
|
|
|
|
|
|
|
Total U.S. Government Agency Mortgages (Cost $39,887,956) |
|
|
41,558,582 |
|
|
|
|
|
|
U.S. Treasury Obligations (14.6%): |
|
|
|
|
U.S. Treasury Bonds (4.6%) |
|
226,000 |
|
1.13%, 5/15/40 |
|
|
222,928 |
|
8,868,000 |
|
3.00%, 2/15/47 |
|
|
12,020,297 |
|
1,149,000 |
|
2.00%, 2/15/50 |
|
|
1,303,038 |
|
3,310,300 |
|
1.25%, 5/15/50 |
|
|
3,146,854 |
|
7,657,600 |
|
1.38%, 8/15/50 |
|
|
7,515,217 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,208,334 |
|
|
|
|
|
|
|
|
U.S. Treasury Inflation Index Bonds (0.7%) |
|
4,256,943 |
|
0.75%, 2/15/45 |
|
|
2,840,855 |
|
160,977 |
|
1.00%, 2/15/46 |
|
|
113,536 |
|
1,562,715 |
|
1.00%, 2/15/49 |
|
|
1,106,763 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,061,154 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
U.S. Treasury Obligations, continued |
|
|
|
|
U.S. Treasury Inflation Index Notes (3.1%) |
|
$6,515,279 |
|
0.13%, 10/15/24 |
|
$ |
3,471,900 |
|
3,517,483 |
|
0.25%, 1/15/25 |
|
|
1,959,844 |
|
9,953,818 |
|
0.63%, 1/15/26 |
|
|
5,718,434 |
|
4,223,923 |
|
0.13%, 7/15/26 |
|
|
2,378,745 |
|
2,654,008 |
|
0.88%, 1/15/29 |
|
|
1,565,188 |
|
1,912,122 |
|
0.25%, 7/15/29 |
|
|
1,076,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,170,215 |
|
|
|
|
|
|
|
|
U.S. Treasury Notes (6.2%) |
|
3,746,000 |
|
0.13%, 8/15/23 |
|
|
3,743,073 |
|
900,000 |
|
2.50%, 1/31/24 |
|
|
969,609 |
|
12,859,000 |
|
0.25%, 7/31/25 |
|
|
12,848,954 |
|
5,588,000 |
|
2.50%, 2/28/26 |
|
|
6,242,844 |
|
3,979,000 |
|
0.38%, 9/30/27 |
|
|
3,954,131 |
|
5,037,000 |
|
0.63%, 8/15/30 |
|
|
5,011,815 |
|
|
|
|
|
|
|
|
|
|
|
|
|
32,770,426 |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $75,493,260) |
|
|
77,210,129 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.8%): |
|
|
|
|
4,095,802 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(d)(e) |
|
|
4,095,802 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $4,095,802) |
|
|
4,095,802 |
|
|
|
|
|
|
Unaffiliated Investment Companies (1.9%): |
|
|
|
|
Money Markets (1.9%): |
|
|
|
|
9,843,184 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(e) |
|
|
9,843,184 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $9,843,184) |
|
|
9,843,184 |
|
|
|
|
|
|
Total Investment Securities (Cost $473,193,984) - 100.9% |
|
|
535,387,063 |
|
Net other assets (liabilities) - (0.9)% |
|
|
(4,874,374) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$530,512,689 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
CVR |
|
- |
|
Contingency Valued Rights |
GO |
|
- |
|
General Obligation |
H15T1Y |
|
- |
|
1 Year Treasury Constant Maturity Rate |
H15T5Y |
|
- |
|
5 Year Treasury Constant Maturity Rate |
LIBOR |
|
- |
|
London Interbank Offered Rate |
MTN |
|
- |
|
Medium Term Note |
REIT |
|
- |
|
Real Estate Investment Trust |
SOFR |
|
- |
|
Secured Overnight Financing Rate |
TBA |
|
- |
|
To Be Announced Security |
US0001M |
|
- |
|
1 Month US Dollar LIBOR |
US0003M |
|
- |
|
3 Month US Dollar LIBOR |
USSW5 |
|
- |
|
USD 5 Year Swap Rate |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $3,970,346. |
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
+ |
The principal amount is disclosed in local currency and the fair value is disclosed in U.S. Dollars.
|
|
Represents less than 0.05%. |
(a) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be liquid based on procedures approved by the Board of Trustees. |
(b) |
The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets
underlying the security. The rate presented is the rate in effect at September 30, 2020. |
(d) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(e) |
The rate represents the effective yield at September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Multi-Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration
Date |
|
|
Number of
Contracts |
|
Notional
Amount |
|
|
Value and
Unrealized Appreciation/
(Depreciation) |
|
S&P 500 Index E-Mini December Futures (U.S. Dollar) |
|
|
12/18/20 |
|
|
7 |
|
$ |
1,173,200 |
|
|
$ |
(8,154) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(8,154) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks
(0.0%): |
|
Energy Equipment & Services (0.0%): |
|
912 |
|
Weatherford International plc* |
|
$ |
1,778 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.0%): |
|
|
|
|
22 |
|
Amplify Energy Corp., 0.59% |
|
|
19 |
|
2,077 |
|
Sanchez Energy Corp.* |
|
|
54,002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
54,021 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $163,838) |
|
|
55,799 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Asset Backed Securities (1.8%): |
|
$244,877 |
|
Aaset Trust, Class A, Series 2020-1A, 4.34%, 1/16/40(a) |
|
|
170,903 |
|
242,675 |
|
Aaset Trust, Class A, Series 2020-1A, 3.35%, 1/16/40(a) |
|
|
223,605 |
|
446,920 |
|
Aaset Trust, Class A, Series 2019-2, 3.38%, 10/16/39(a) |
|
|
418,815 |
|
300,683 |
|
Aaset Trust, Class A, Series 2019-1, 3.84%, 5/15/39(a) |
|
|
280,192 |
|
1,455,222 |
|
Aaset Trust, Class A, Series 2017-1A, 3.97%, 5/16/42(a) |
|
|
1,315,615 |
|
225,022 |
|
Aaset Trust, Class A, Series 2018-1A, 3.84%, 1/16/38(a) |
|
|
207,875 |
|
135,417 |
|
Blackbird Capital Aircraft, Class AA, Series 2016-1A, 2.49%, 12/16/41, Callable 12/15/24 @ 100(a)(b) |
|
|
125,913 |
|
625,146 |
|
Blackbird Capital Aircraft, Class A, Series 2016-1A, 4.21%, 12/16/41, Callable 12/15/24 @ 100(a)(b) |
|
|
564,398 |
|
439,739 |
|
Castlelake Aircraft Structured Trust, Class A, Series 2019-1, 3.97%, 4/15/39(a) |
|
|
406,960 |
|
216,990 |
|
Castlelake Aircraft Structured Trust, Class B, Series 2019-1, 5.10%, 4/15/39(a) |
|
|
155,287 |
|
486,276 |
|
Castlelake Aircraft Structured Trust, Class A, Series 2018-1A, 4.13%, 6/15/43(a) |
|
|
453,973 |
|
332,475 |
|
DB Master Finance LLC, Class A2I, Series 2017-1A, 3.63%, 11/20/47, Callable 11/20/21 @ 100(a) |
|
|
342,207 |
|
558,675 |
|
DB Master Finance LLC, Class A2II, Series 2017-1A, 4.03%, 11/20/47, Callable 11/20/23 @ 100(a) |
|
|
589,092 |
|
235,728 |
|
Horizon Aircraft Finance, Ltd., Class A, Series 2019-1, 3.72%, 7/15/39(a) |
|
|
220,098 |
|
227,235 |
|
Horizon Aircraft Finance, Ltd., Class A, Series 2018-1, 4.46%, 12/15/38(a) |
|
|
214,666 |
|
334,473 |
|
Planet Fitness Master Issuer LLC, Class A2, Series 1A, 3.86%, 12/5/49, Callable 12/5/25 @ 100(a) |
|
|
313,725 |
|
389,185 |
|
Project Silver, Class A, Series 2019-1, 3.97%, 7/15/44(a) |
|
|
363,730 |
|
233,783 |
|
Sapphire Aviation Finance, Ltd., Class B, Series 2020-1A, 4.34%, 3/15/40(a) |
|
|
157,061 |
|
394,126 |
|
Sapphire Aviation Finance, Ltd., Class A, Series 2020-1A, 3.23%, 3/15/40(a) |
|
|
355,385 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Asset Backed Securities, continued |
|
$554,024 |
|
Thunderbolt Aircraft Lease, Ltd., Class A, Series 2019-1, 3.67%, 11/15/39(a) |
|
$ |
518,540 |
|
394,239 |
|
Thunderbolt Aircraft Lease, Ltd., Class A, Series 2017-A, 4.21%, 5/17/32, Callable 4/15/24 @ 100(a)(b) |
|
|
370,522 |
|
542,995 |
|
Thunderbolt Aircraft Lease, Ltd., Class A, Series 2018, 4.15%, 9/15/38(a)(b) |
|
|
510,472 |
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $9,014,179) |
|
|
8,279,034 |
|
|
|
|
|
|
|
|
Collateralized Mortgage Obligations (6.1%): |
|
280,000 |
|
AIMCO CLO 11, Ltd., Class A, Series 2020-11A(US0003M+138bps), 10/15/31(a) |
|
|
280,000 |
|
750,000 |
|
AIMCO CLO, Ltd., Class A, Series 2019-10A, 1.58%(US0003M+132bps), 7/22/32, Callable 7/22/21 @ 100(a) |
|
|
741,300 |
|
250,000 |
|
Allegany Park CLO, Ltd., Class A, Series 2019-1A, 1.60%(US0003M+133bps), 1/20/33, Callable 1/20/22 @ 100(a) |
|
|
249,042 |
|
250,000 |
|
Ares CLO, Ltd., Class AR2, Series 2015-2A, 1.52%(US0003M+125bps), 4/17/33, Callable 4/17/21 @ 100(a) |
|
|
247,699 |
|
534,000 |
|
Ares CLO, Ltd., Class AR, Series 2016-41A, 1.47%(US0003M+120bps), 1/15/29, Callable 10/15/20 @ 100(a) |
|
|
531,418 |
|
393,000 |
|
Ares CLO, Ltd., Class A, Series 2019-54A, 1.60%(US0003M+132bps), 10/15/32, Callable 10/15/21 @ 100(a) |
|
|
391,964 |
|
358,000 |
|
Ares LV CLO, Ltd., Class A1, Series 2020-55A, 2.01%(US0003M+170bps), 4/15/31, Callable 7/15/21 @ 100(a) |
|
|
359,078 |
|
273,000 |
|
BAMLL Commercial Mortgage Securities Trust, Class ANM, Series 2019-BPR, 3.11%, 11/5/32(a) |
|
|
272,967 |
|
100,000 |
|
BAMLL Commercial Mortgage Securities Trust, Class BNM, Series 2019-BPR, 3.47%, 11/5/32(a) |
|
|
88,049 |
|
43,000 |
|
Bank, Class A5, Series 2019-BN21, 2.85%, 10/15/52 |
|
|
47,673 |
|
102,000 |
|
Barclays, Class A, Series 2016-MART, 2.20%, 9/13/31(a) |
|
|
101,688 |
|
434,720 |
|
Barings CLO, Ltd., Class A1, Series 2020-1A(US0003M+140bps), 10/15/32(a) |
|
|
434,720 |
|
272,000 |
|
Beechwood Park CLO, Ltd., Class A1, Series 2019-1A, 1.60%(US0003M+133bps), 1/17/33, Callable 1/17/22 @ 100(a) |
|
|
271,401 |
|
49,000 |
|
Benchmark Mortgage Trust, Class A5, Series 2018-B4, 4.12%, 7/15/51(b) |
|
|
58,128 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
$67,000 |
|
Benchmark Mortgage Trust, Class A5, Series 2019-B14, 3.05%, 12/15/61 |
|
$ |
75,508 |
|
461,000 |
|
Bristol Park CLO, Ltd., Class AR, Series 2016-1A, 1.27%(US0003M+99bps), 4/15/29, Callable 1/15/21 @ 100(a) |
|
|
455,911 |
|
457,581 |
|
BX Commercial Mortgage Trust, Class A, Series 2020-BXLP, 0.95%(US0001M+80bps), 12/15/29(a) |
|
|
457,009 |
|
212,643 |
|
BX Commercial Mortgage Trust, Class B, Series 2019-XL, 1.23%(US0001M+108bps), 10/15/36(a) |
|
|
212,220 |
|
266,753 |
|
BX Commercial Mortgage Trust, Class C, Series 2019-XL, 1.40%(US0001M+125bps), 10/15/36(a) |
|
|
265,587 |
|
378,770 |
|
BX Commercial Mortgage Trust, Class D, Series 2019-XL, 1.60%(US0001M+145bps), 10/15/36(a) |
|
|
376,376 |
|
531,607 |
|
BX Commercial Mortgage Trust, Class E, Series 2019-XL, 1.95%(US0001M+180bps), 10/15/36(a) |
|
|
526,200 |
|
211,806 |
|
BX Commercial Mortgage Trust, Class E, Series 2020-BXLP, 1.75%(US0001M+160bps), 12/15/29(a) |
|
|
209,472 |
|
179,835 |
|
BX Commercial Mortgage Trust, Class C, Series 2020-BXLP, 1.27%(US0001M+112bps), 12/15/29(a) |
|
|
178,942 |
|
226,792 |
|
BX Commercial Mortgage Trust, Class B, Series 2020-BXLP, 1.15%(US0001M+100bps), 12/15/29(a) |
|
|
226,228 |
|
400,000 |
|
BX Commercial Mortgage Trust, Class A, Series 2019-IMC, 1.15%(US0001M+100bps), 4/15/34(a) |
|
|
385,122 |
|
266,000 |
|
BX Commercial Mortgage Trust, Class B, Series 2019-IMC, 1.45%(US0001M+130bps), 4/15/34(a) |
|
|
250,790 |
|
176,000 |
|
BX Commercial Mortgage Trust, Class C, Series 2019-IMC, 1.75%(US0001M+160bps), 4/15/34(a) |
|
|
162,873 |
|
185,000 |
|
BX Commercial Mortgage Trust, Class D, Series 2019-IMC, 2.05%(US0001M+190bps), 4/15/34(a) |
|
|
169,316 |
|
277,746 |
|
BX Commercial Mortgage Trust, Class D, Series 2020-BXLP, 1.40%(US0001M+125bps), 12/15/29(a) |
|
|
275,343 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
$146,300 |
|
BX Commercial Mortgage Trust, Class F, Series 2018-IND, 1.95%(US0001M+180bps), 11/15/35(a) |
|
$ |
144,477 |
|
154,256 |
|
BX Commercial Mortgage Trust, Class D, Series 2018-EXCL, 2.78%(US0001M+263bps), 9/15/37(a) |
|
|
113,901 |
|
261,000 |
|
Cedar Funding CLO, Ltd., Class A1A, Series 2019-11A, 1.60%(US0003M+135bps), 5/29/32, Callable 5/29/21 @ 100(a) |
|
|
259,886 |
|
346,000 |
|
Cedar Funding CLO, Ltd., Class A, Series 2019-10A, 1.61%(US0003M+134bps), 10/20/32, Callable 10/20/21 @ 100(a) |
|
|
343,268 |
|
250,000 |
|
Cedar Funding XII CLO, Ltd., Class A, Series 2020-12A(US0003M+127bps), 10/25/32(a) |
|
|
250,000 |
|
138,403 |
|
CHC Commercial Mortgage Trust, Class C, Series 2019-CHC, 1.90%(US0001M+175bps), 6/15/34(a) |
|
|
129,207 |
|
624,306 |
|
CHC Commercial Mortgage Trust, Class A, Series 2019-CHC, 1.27%(US0001M+112bps), 6/15/34(a) |
|
|
594,949 |
|
122,472 |
|
CHC Commercial Mortgage Trust, Class B, Series 2019-CHC, 1.65%(US0001M+150bps), 6/15/34(a) |
|
|
115,091 |
|
370,000 |
|
Columbia Cent CLO 29, Ltd., Class A1N, Series 2020-29A, 1.92%(US0003M+170bps), 7/20/31, Callable 1/20/22 @ 100(a) |
|
|
369,402 |
|
83,000 |
|
Commercial Mortgage Trust, Class A5, Series 2014-CR18, 3.83%, 7/15/47 |
|
|
90,912 |
|
119,000 |
|
Credit Suisse Mortgage Capital Certificates, Class A, Series 20-NET, 2.26%, 8/15/37(a) |
|
|
122,833 |
|
225,000 |
|
Credit Suisse Mortgage Capital Certificates, Class C, Series 2019-ICE4, 1.58%(US0001M+143bps), 5/15/36(a) |
|
|
223,324 |
|
205,000 |
|
Credit Suisse Mortgage Capital Certificates, Class B, Series 2019-ICE4, 1.38%(US0001M+123bps), 5/15/36(a) |
|
|
203,977 |
|
309,000 |
|
CSMC Trust, Class A, Series 2018, 4.28%, 4/15/36(a) |
|
|
304,390 |
|
100,000 |
|
CSMC Trust, Class B, Series 2018, 4.53%, 4/15/36(a) |
|
|
96,163 |
|
100,000 |
|
CSMC Trust, Class C, Series 2018, 4.78%, 4/15/36(a) |
|
|
91,232 |
|
128,000 |
|
CSMC Trust, Class D, Series 2018, 4.78%, 4/15/36(a) |
|
|
108,069 |
|
1,384,000 |
|
CSMC Trust, Class D, Series 2017-PFHP, 2.40%(US0001M+225bps), 12/15/30(a) |
|
|
1,212,009 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
$360,000 |
|
Dryden 68 CLO, Ltd., Class A, Series 2019-68A, 1.59%(US0003M+131bps), 7/15/32, Callable 7/15/21 @ 100(a) |
|
$ |
358,298 |
|
250,000 |
|
Dryden 75 CLO, Ltd., Class AR, Series 2019-75A, 1.47%(US0003M+120bps), 7/15/30, Callable 10/15/20 @ 100(a) |
|
|
247,933 |
|
500,000 |
|
Dryden 76 CLO, Ltd., Class A1, Series 2019-76A, 1.60%(US0003M+133bps), 10/20/32, Callable 10/20/21 @ 100(a) |
|
|
496,837 |
|
323,000 |
|
Dryden 85 CLO, Ltd., Class A1, Series 2020-85A(US0003M+135bps), 10/15/32(a) |
|
|
323,000 |
|
427,000 |
|
Dryden CLO, Ltd., Class A, Series 2019-72A, 1.61%(US0003M+133bps), 5/15/32, Callable 5/15/21 @ 100(a) |
|
|
424,545 |
|
300,000 |
|
Dryden CLO, Ltd., Class A, Series 2020-78A, 2.45%(US0003M+118bps), 4/17/33, Callable 4/17/22 @ 100(a) |
|
|
297,077 |
|
604,000 |
|
Dryden CLO, Ltd., Class AR2, Series 2014-36A, 1.55%(US0003M+128bps), 4/15/29, Callable 10/15/20 @ 100(a) |
|
|
602,939 |
|
450,000 |
|
Eaton Vance CLO, Ltd., Class A, Series 2020-1A(US0003M+165bps), 10/15/30, Callable 10/15/21 @ 100(a) |
|
|
448,855 |
|
438,000 |
|
Flatiron CLO, Ltd., Class A, Series 2019-1A, 1.60%(US0003M+132bps), 11/16/32, Callable 11/16/21 @ 100(a) |
|
|
433,584 |
|
100,000 |
|
GB Trust, Class B, Series 2020-FLIX, 1.50%(US0001M+135bps), 8/15/37(a) |
|
|
100,213 |
|
310,000 |
|
GB Trust, Class A, Series 2020-FLIX, 1.27%(US0001M+112bps), 8/15/37(a) |
|
|
310,595 |
|
63,000 |
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Class CFX, Series 2018-WPT, 4.95%, 7/5/23(a) |
|
|
64,711 |
|
97,000 |
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Class DFX, Series 2018-WPT, 5.35%, 7/5/23(a) |
|
|
96,555 |
|
133,000 |
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Class EFX, Series 2018-WPT, 5.54%, 7/5/23(a) |
|
|
127,338 |
|
480,000 |
|
Madison Park Funding XLV, Ltd., Class A, Series 2020-45A, 1.92%(US0003M+165bps), 7/15/31, Callable 7/15/21 @ 100(a) |
|
|
480,979 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
$295,000 |
|
Madison Park Funding, Ltd., Class A1R2, Series 2015-19A, 1.18%(US0003M+92bps), 1/22/28, Callable 10/22/20 @ 100(a) |
|
$ |
292,185 |
|
500,000 |
|
Madison Park Funding, Ltd., Class A1, Series 2019-37A, 1.58%(US0003M+130bps), 7/15/32, Callable 7/15/21 @ 100(a) |
|
|
497,552 |
|
250,000 |
|
Madison Park Funding, Ltd., Class AR2, Series 2012-101, 1.49%(US0003M+122bps), 1/20/29, Callable 10/20/20 @ 100(a) |
|
|
249,032 |
|
250,000 |
|
Madison Park Funding, Ltd., Class A, Series 2019-33A, 1.60%(US0003M+133bps), 10/15/32, Callable 1/15/22 @ 100(a) |
|
|
249,473 |
|
461,000 |
|
Magnetite, Ltd., Class A, Series 2019-21A, 1.55%(US0003M+128bps), 4/20/30, Callable 10/20/20 @ 100(a) |
|
|
458,702 |
|
590,000 |
|
Magnetite, Ltd., Class A, Series 24, 1.60%(US0003M+133bps), 1/15/33, Callable 1/15/22 @ 100(a) |
|
|
588,696 |
|
464,000 |
|
Milos CLO, Ltd., Class AR, Series 2017-1A, 1.34%(US0003M+107bps), 10/20/30, Callable 4/20/21 @ 100(a) |
|
|
456,447 |
|
361,287 |
|
Morgan Stanley Capital I Trust, Class B, Series 2018-BOP, 1.40%(US0001M+125bps), 6/15/35(a) |
|
|
348,660 |
|
870,944 |
|
Morgan Stanley Capital I Trust, Class C, Series 2018-BOP, 1.65%(US0001M+150bps), 6/15/35(a) |
|
|
833,267 |
|
200,000 |
|
Morgan Stanley Capital I Trust, Class A4, Series 2018-H4, 4.31%, 12/15/51 |
|
|
238,908 |
|
82,000 |
|
Morgan Stanley Capital I Trust, Class C, Series 2019-Mead, 3.18%, 11/10/36, Callable 11/10/24 @ 100(a) |
|
|
75,898 |
|
86,000 |
|
Morgan Stanley Capital I Trust, Class B, Series 2019-Mead, 3.18%, 11/10/36, Callable 11/10/24 @ 100(a) |
|
|
82,959 |
|
593,000 |
|
Morgan Stanley Capital I Trust, Class A, Series 2019-Mead, 3.17%, 11/10/36, Callable 11/10/24 @ 100(a) |
|
|
604,694 |
|
500,000 |
|
Niagara Park CLO, Ltd., Class A, Series 2019-1A, 1.57%(US0003M+130bps), 7/17/32, Callable 7/17/21 @ 100(a) |
|
|
498,018 |
|
451,000 |
|
RETL, Class C, Series 2019-RVP, 2.25%(US0001M+210bps), 3/15/36(a) |
|
|
396,424 |
|
535,000 |
|
Stratus CLO, Ltd., Class A, Series 2020-1A, 3.29%(US0003M+198bps), 4/30/28, Callable 4/20/21 @ 100(a) |
|
|
536,397 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
$304,000 |
|
Taconic Park CLO, Ltd., Class A1R, Series 2016-1A, 1.27%(US0003M+100bps), 1/20/29, Callable 4/20/21 @ 100(a) |
|
$ |
300,800 |
|
509,000 |
|
VERDE CLO, Ltd., Class A, Series 2019-1A, 1.63%(US0003M+135bps), 4/15/32, Callable 4/15/21 @ 100(a) |
|
|
503,914 |
|
570,000 |
|
Voya CLO, Ltd., Class A1, Series 2020-3A(US0003M+130bps), 10/20/31(a) |
|
|
570,000 |
|
450,000 |
|
Voya CLO, Ltd., Class A1, Series 2020-2A, 1.78%(US0003M+160bps), 7/19/31, Callable 7/19/21 @ 100(a) |
|
|
449,270 |
|
516,000 |
|
Voya CLO, Ltd., Class A, Series 2019-2, 1.54%(US0003M+127bps), 7/20/32, Callable 7/20/21 @ 100(a) |
|
|
510,685 |
|
500,000 |
|
Voya CLO, Ltd., Class A1, Series 2017-1A, 1.52%(US0003M+125bps), 4/17/30, Callable 10/17/20 @ 100(a) |
|
|
496,916 |
|
420,000 |
|
Voya CLO, Ltd., Class A, Series 2020-1A, 2.00%(US0003M+170bps), 7/16/31, Callable 7/16/21 @ 100(a) |
|
|
420,388 |
|
234,000 |
|
Wells Fargo Commercial Mortgage Trust, Class A5, Series 2018-C48, 4.30%, 1/15/52, Callable 12/15/28 @ 100 |
|
|
278,729 |
|
|
|
|
|
|
|
|
Total Collateralized Mortgage Obligations (Cost $28,292,934) |
|
|
27,826,587 |
|
|
|
|
|
|
|
|
Convertible Bond
(0.0%): |
|
Oil, Gas & Consumable Fuels (0.0%): |
|
37,400 |
|
Mesquite Energy, Inc., 15.00%, 7/15/23(a) |
|
|
37,400 |
|
|
|
|
|
|
|
|
Total Convertible Bond (Cost $37,400) |
|
|
37,400 |
|
|
|
|
|
|
|
|
Bank Loans (0.1%): |
|
Diversified Financial Services (0.1%): |
|
142,172 |
|
Intelsat Jackson Holdings SA, 7/13/21 |
|
|
144,423 |
|
215,000 |
|
Intelsat Jackson Holdings SA, 11/27/23 |
|
|
215,746 |
|
15,000 |
|
Intelsat Jackson Holdings SA, 1/2/24 |
|
|
15,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
375,263 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.0%): |
|
165,000 |
|
California Resources Corp., 12/31/21 |
|
|
3,163 |
|
|
|
|
|
|
|
|
Software
(0.0%): |
|
85,000 |
|
Ultimate Software Group, Inc. (The), 0.04%, 5/3/26, Callable 11/7/20 @ 100 |
|
|
84,692 |
|
|
|
|
|
|
|
|
Total Bank Loans (Cost $555,662) |
|
|
463,118 |
|
|
|
|
|
|
|
|
Corporate Bonds (37.9%): |
|
Aerospace & Defense (0.8%): |
|
214,000 |
|
Boeing Co. (The), 5.04%, 5/1/27, Callable 3/1/27 @ 100 |
|
|
234,977 |
|
214,000 |
|
Boeing Co. (The), 5.15%, 5/1/30, Callable 2/1/30 @ 100 |
|
|
240,505 |
|
200,000 |
|
Boeing Co. (The), 5.71%, 5/1/40, Callable 11/1/39 @ 100 |
|
|
234,937 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Aerospace & Defense, continued |
|
$200,000 |
|
Boeing Co. (The), 5.81%, 5/1/50, Callable 11/1/49 @ 100 |
|
$ |
242,321 |
|
210,000 |
|
Boeing Co. (The), 5.93%, 5/1/60, Callable 11/1/59 @ 100 |
|
|
259,684 |
|
315,000 |
|
BWX Technologies, Inc., 5.38%, 7/15/26, Callable 7/15/21 @ 102.69(a) |
|
|
327,206 |
|
125,000 |
|
BWX Technologies, Inc., 4.13%, 6/30/28, Callable 6/30/23 @ 102.06(a) |
|
|
128,594 |
|
150,000 |
|
Moog, Inc., 4.25%, 12/15/27, Callable 12/15/22 @ 103.19(a) |
|
|
153,000 |
|
300,000 |
|
Signature Aviation US Holdings, Inc., 5.38%, 5/1/26, Callable 5/1/21 @ 102.69(a) |
|
|
301,500 |
|
25,000 |
|
TransDigm, Inc., 6.50%, 5/15/25, Callable 11/9/20 @ 103.25 |
|
|
24,844 |
|
280,000 |
|
TransDigm, Inc., 8.00%, 12/15/25, Callable 4/8/22 @ 104(a) |
|
|
303,800 |
|
360,000 |
|
TransDigm, Inc., 6.25%, 3/15/26, Callable 3/15/22 @ 103.13(a) |
|
|
376,200 |
|
60,000 |
|
TransDigm, Inc., 6.88%, 5/15/26, Callable 5/15/21 @ 105.16 |
|
|
60,300 |
|
60,000 |
|
TransDigm, Inc., 6.38%, 6/15/26, Callable 6/15/21 @ 103.19 |
|
|
60,000 |
|
55,000 |
|
TransDigm, Inc., 7.50%, 3/15/27, Callable 3/15/22 @ 103.75 |
|
|
56,925 |
|
610,000 |
|
TransDigm, Inc., 5.50%, 11/15/27, Callable 11/15/22 @ 102.75 |
|
|
585,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,590,393 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.1%): |
|
205,000 |
|
XPO Logistics, Inc., 6.25%, 5/1/25, Callable 5/1/22 @ 103.13(a) |
|
|
218,325 |
|
|
|
|
|
|
|
|
Automobiles (0.2%): |
|
354,000 |
|
Volkswagen Group of America Finance LLC, 2.90%, 5/13/22(a) |
|
|
365,965 |
|
309,000 |
|
Volkswagen Group of America Finance LLC, 3.13%, 5/12/23(a) |
|
|
326,290 |
|
|
|
|
|
|
|
|
|
|
|
|
|
692,255 |
|
|
|
|
|
|
|
|
Banks (3.0%): |
|
656,000 |
|
Bank of America Corp., 4.20%, 8/26/24, MTN |
|
|
728,220 |
|
612,000 |
|
Bank of America Corp., Series L, 3.95%, 4/21/25, MTN |
|
|
676,795 |
|
128,000 |
|
Bank of America Corp., Series G, 4.45%, 3/3/26 |
|
|
147,363 |
|
100,000 |
|
CIT Group, Inc., 3.93%(SOFR+4bps), 6/19/24, Callable 6/19/23 @ 100 |
|
|
100,250 |
|
245,000 |
|
CIT Group, Inc., 6.13%, 3/9/28 |
|
|
279,300 |
|
1,090,000 |
|
Citigroup, Inc., Series V, 4.05%, 7/30/22 |
|
|
1,156,733 |
|
393,000 |
|
Citigroup, Inc., 3.35%(US0003M+90bps), 4/24/25, Callable 4/24/24 @ 100 |
|
|
423,872 |
|
1,642,000 |
|
Citigroup, Inc., 4.30%, 11/20/26 |
|
|
1,875,151 |
|
665,000 |
|
Citigroup, Inc., 4.41%(SOFR+391bps), 3/31/31, Callable 3/31/30 @ 100 |
|
|
797,113 |
|
2,994,000 |
|
JPMorgan Chase & Co., 3.88%, 9/10/24 |
|
|
3,312,411 |
|
267,000 |
|
JPMorgan Chase & Co., 2.96%(SOFR+252bps), 5/13/31, Callable 5/13/30 @ 100 |
|
|
285,346 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Banks, continued |
|
$500,000 |
|
Regions Bank, 6.45%, 6/26/37 |
|
$ |
695,733 |
|
296,000 |
|
Wells Fargo & Co., 2.41%(US0003M+83bps), 10/30/25, Callable 10/30/24 @ 100, MTN |
|
|
309,375 |
|
938,000 |
|
Wells Fargo & Co., 4.48%(US0003M+4bps), 4/4/31, Callable 4/4/30 @ 100, MTN |
|
|
1,132,830 |
|
1,340,000 |
|
Wells Fargo & Co., 5.01%(US0003M+424bps), 4/4/51, Callable 4/4/50 @ 100, MTN |
|
|
1,826,967 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,747,459 |
|
|
|
|
|
|
|
|
Beverages (0.7%): |
|
500,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 3.50%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
571,327 |
|
220,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.35%, 6/1/40, Callable 12/1/39 @ 100 |
|
|
255,794 |
|
500,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.50%, 6/1/50, Callable 12/1/49 @ 100 |
|
|
598,318 |
|
509,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.75%, 4/15/58, Callable 10/15/57 @ 100 |
|
|
618,751 |
|
523,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 5.80%, 1/23/59, Callable 7/23/58 @ 100 |
|
|
747,501 |
|
239,000 |
|
Anheuser-Busch InBev Worldwide, Inc., 4.60%, 6/1/60, Callable 12/1/59 @ 100 |
|
|
288,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,080,360 |
|
|
|
|
|
|
|
|
Biotechnology (0.3%): |
|
1,489,000 |
|
AbbVie, Inc., 3.45%, 3/15/22, Callable 1/15/22 @ 100(a) |
|
|
1,545,986 |
|
|
|
|
|
|
|
|
Building Products (0.1%): |
|
255,000 |
|
Advanced Drainage Systems, Inc., 5.00%, 9/30/27, Callable 9/30/22 @ 102.5(a) |
|
|
266,156 |
|
|
|
|
|
|
|
|
Capital Markets (2.5%): |
|
282,000 |
|
Affiliated Managers Group, Inc., 4.25%, 2/15/24 |
|
|
310,067 |
|
572,000 |
|
Affiliated Managers Group, Inc., 3.50%, 8/1/25^ |
|
|
630,181 |
|
706,000 |
|
Ares Capital Corp., 4.20%, 6/10/24, Callable 5/10/24 @ 100 |
|
|
733,358 |
|
751,000 |
|
Ares Capital Corp., 3.88%, 1/15/26, Callable 12/15/25 @ 100 |
|
|
765,277 |
|
1,140,000 |
|
Goldman Sachs Group, Inc. (The), 3.80%, 3/15/30, Callable 12/15/29 @ 100 |
|
|
1,307,832 |
|
194,000 |
|
Goldman Sachs Group, Inc. (The), 6.75%, 10/1/37 |
|
|
280,413 |
|
5,274,000 |
|
Morgan Stanley, 3.74%(US0003M+85bps), 4/24/24, Callable 4/24/23 @ 100 |
|
|
5,670,900 |
|
632,000 |
|
Morgan Stanley, 3.62%(SOFR+312bps), 4/1/31, Callable 4/1/30 @ 100 |
|
|
725,151 |
|
457,000 |
|
Pine Street Trust I, 4.57%, 2/15/29, Callable 11/15/28 @ 100(a) |
|
|
527,096 |
|
500,000 |
|
Pine Street Trust II, 5.57%, 2/15/49, Callable 8/15/48 @ 100(a) |
|
|
593,436 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Capital Markets, continued |
|
$65,000 |
|
US Renal Care, Inc., 10.63%, 7/15/27, Callable 7/15/22 @ 105.31(a) |
|
$ |
69,225 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,612,936 |
|
|
|
|
|
|
|
|
Chemicals (0.3%): |
|
151,000 |
|
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 6/15/27, Callable 6/15/23 @ 102.38(a) |
|
|
155,153 |
|
5,000 |
|
CF Industries, Inc., 4.95%, 6/1/43 |
|
|
5,800 |
|
60,000 |
|
CF Industries, Inc., 5.38%, 3/15/44 |
|
|
72,000 |
|
195,000 |
|
Chemours Co., 7.00%, 5/15/25, Callable 11/9/20 @ 103.5^ |
|
|
196,219 |
|
276,000 |
|
Chemours Co., 5.38%, 5/15/27, Callable 2/15/27 @ 100 |
|
|
272,549 |
|
10,000 |
|
Olin Corp., 5.63%, 8/1/29, Callable 8/1/24 @ 102.81 |
|
|
9,800 |
|
50,000 |
|
Olin Corp., 5.00%, 2/1/30, Callable 2/1/24 @ 102.5 |
|
|
47,125 |
|
200,000 |
|
Valvoline, Inc., 4.38%, 8/15/25, Callable 11/9/20 @ 103.28 |
|
|
205,000 |
|
35,000 |
|
Valvoline, Inc., 4.25%, 2/15/30, Callable 2/15/25 @ 102.13(a) |
|
|
35,613 |
|
200,000 |
|
W.R. Grace & Co., 5.63%, 10/1/24(a) |
|
|
212,500 |
|
80,000 |
|
WR Grace & Co., 4.88%, 6/15/27, Callable 6/15/23 @ 102.44(a) |
|
|
82,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,294,359 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.3%): |
|
105,000 |
|
Aramark Services, Inc., 5.00%, 4/1/25, Callable 11/9/20 @ 103.75^(a) |
|
|
106,575 |
|
420,000 |
|
Aramark Services, Inc., 6.38%, 5/1/25, Callable 5/1/22 @ 103.19(a) |
|
|
436,800 |
|
260,000 |
|
Aramark Services, Inc., 5.00%, 2/1/28, Callable 2/1/23 @ 102.5^(a) |
|
|
261,950 |
|
95,000 |
|
Tempo Acquisition LLC /Tempo Acquisition Finance Corp., 5.75%, 6/1/25, Callable 6/1/22 @ 102.88(a) |
|
|
99,038 |
|
340,000 |
|
Tempo Finance Corp., 6.75%, 6/1/25, Callable 10/19/20 @ 103.38(a) |
|
|
346,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,251,163 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.3%): |
|
200,000 |
|
AECOM, 5.88%, 10/15/24, Callable 7/15/24 @ 100 |
|
|
216,000 |
|
405,000 |
|
AECOM, 5.13%, 3/15/27, Callable 12/15/26 @ 100 |
|
|
435,374 |
|
350,000 |
|
Brand Industrial Services, Inc., 8.50%, 7/15/25, Callable 11/9/20 @ 106.34(a) |
|
|
329,438 |
|
215,000 |
|
Pike Corp., 5.50%, 9/1/28, Callable 9/1/23 @ 102.75(a) |
|
|
215,269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,196,081 |
|
|
|
|
|
|
|
|
Consumer Finance (3.1%): |
|
578,000 |
|
Ally Financial, Inc., 3.05%, 6/5/23, Callable 5/5/23 @ 100 |
|
|
599,675 |
|
130,000 |
|
Ally Financial, Inc., 1.45%, 10/2/23, Callable 9/2/23 @ 100 |
|
|
129,838 |
|
148,000 |
|
Ally Financial, Inc., 5.13%, 9/30/24 |
|
|
165,020 |
|
330,000 |
|
Ally Financial, Inc., 5.80%, 5/1/25, Callable 4/1/25 @ 100 |
|
|
379,500 |
|
470,000 |
|
Ally Financial, Inc., 5.75%, 11/20/25, Callable 10/21/25 @ 100 |
|
|
526,400 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Consumer Finance, continued |
|
$462,000 |
|
Capital One Financial Corp., 2.60%, 5/11/23, Callable 4/11/23 @ 100 |
|
$ |
483,398 |
|
833,000 |
|
Capital One Financial Corp., 3.65%, 5/11/27, Callable 4/11/27 @ 100 |
|
|
919,435 |
|
534,000 |
|
Capital One Financial Corp., 3.80%, 1/31/28, Callable 12/31/27 @ 100 |
|
|
593,799 |
|
644,000 |
|
Discover Bank, 3.20%, 8/9/21, Callable 7/9/21 @ 100 |
|
|
657,691 |
|
250,000 |
|
Discover Bank, Series B, 4.68%(USSW5+173bps), 8/9/28, Callable 8/9/23 @ 100 |
|
|
262,778 |
|
1,000,000 |
|
Discover Financial Services, 5.20%, 4/27/22 |
|
|
1,067,479 |
|
383,000 |
|
Discover Financial Services, 4.50%, 1/30/26, Callable 11/30/25 @ 100 |
|
|
437,491 |
|
457,000 |
|
Discover Financial Services, 4.10%, 2/9/27, Callable 11/9/26 @ 100 |
|
|
507,280 |
|
240,000 |
|
Ford Motor Credit Co. LLC, 5.09%, 1/7/21 |
|
|
240,892 |
|
496,000 |
|
Ford Motor Credit Co. LLC, 5.60%, 1/7/22 |
|
|
506,544 |
|
75,000 |
|
Ford Motor Credit Co. LLC, 3.22%, 1/9/22 |
|
|
75,002 |
|
55,000 |
|
Ford Motor Credit Co. LLC, 3.34%, 3/28/22, Callable 2/28/22 @ 100 |
|
|
54,707 |
|
80,000 |
|
Ford Motor Credit Co. LLC, 3.09%, 1/9/23 |
|
|
78,403 |
|
504,000 |
|
Ford Motor Credit Co. LLC, 5.58%, 3/18/24, Callable 2/18/24 @ 100 |
|
|
524,586 |
|
1,490,000 |
|
Ford Motor Credit Co. LLC, 4.06%, 11/1/24, Callable 10/1/24 @ 100 |
|
|
1,488,117 |
|
110,000 |
|
Ford Motor Credit Co. LLC, 4.69%, 6/9/25, Callable 4/9/25 @ 100 |
|
|
111,368 |
|
80,000 |
|
Ford Motor Credit Co. LLC, 5.13%, 6/16/25, Callable 5/16/25 @ 100 |
|
|
82,158 |
|
130,000 |
|
Ford Motor Credit Co. LLC, 5.11%, 5/3/29, Callable 2/3/29 @ 100 |
|
|
132,228 |
|
105,000 |
|
General Motors Acceptance Corp., 8.00%, 11/1/31 |
|
|
143,588 |
|
747,000 |
|
General Motors Financial Co., Inc., 4.20%, 3/1/21, Callable 2/1/21 @ 100 |
|
|
754,025 |
|
210,000 |
|
Navient Corp., 6.63%, 7/26/21 |
|
|
212,100 |
|
30,000 |
|
Navient Corp., 7.25%, 1/25/22, MTN |
|
|
30,750 |
|
275,000 |
|
Navient Corp., 7.25%, 9/25/23 |
|
|
284,625 |
|
415,000 |
|
Synchrony Bank, Series B, 3.65%, 5/24/21, Callable 4/24/21 @ 100 |
|
|
421,234 |
|
510,000 |
|
Synchrony Financial, 3.75%, 8/15/21, Callable 6/15/21 @ 100 |
|
|
520,203 |
|
119,000 |
|
Synchrony Financial, 2.85%, 7/25/22, Callable 6/25/22 @ 100 |
|
|
122,471 |
|
381,000 |
|
Synchrony Financial, 4.38%, 3/19/24, Callable 2/19/24 @ 100 |
|
|
412,855 |
|
314,000 |
|
Synchrony Financial, 4.25%, 8/15/24, Callable 5/15/24 @ 100 |
|
|
340,247 |
|
663,000 |
|
Synchrony Financial, 3.95%, 12/1/27, Callable 9/1/27 @ 100 |
|
|
712,021 |
|
644,000 |
|
Synchrony Financial, 5.15%, 3/19/29, Callable 12/19/28 @ 100 |
|
|
748,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,726,611 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.2%): |
|
150,000 |
|
Berry Global Escrow Corp., 4.88%, 7/15/26, Callable 7/15/22 @ 102.44(a) |
|
|
158,513 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Containers & Packaging, continued |
|
$80,000 |
|
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26 |
|
$ |
94,900 |
|
300,000 |
|
Reynolds Group Issuer, Inc., 5.13%, 7/15/23, Callable 11/9/20 @ 101.28(a) |
|
|
302,250 |
|
170,000 |
|
Silgan Holdings, Inc., 4.75%, 3/15/25, Callable 11/9/20 @ 102.38 |
|
|
172,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
728,213 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.4%): |
|
141,000 |
|
APX Group, Inc., 6.75%, 2/15/27, Callable 2/15/23 @ 103.38(a) |
|
|
145,583 |
|
200,000 |
|
Ascend Learning LLC, 6.88%, 8/1/25, Callable 11/9/20 @ 103.44(a) |
|
|
205,000 |
|
40,000 |
|
Ascend Learning LLC, 6.88%, 8/1/25, Callable 11/9/20 @ 103.44(a) |
|
|
41,000 |
|
120,000 |
|
Frontdoor, Inc., 6.75%, 8/15/26, Callable 8/15/21 @ 105.06(a) |
|
|
128,100 |
|
690,000 |
|
Laureate Education, Inc., 8.25%, 5/1/25, Callable 11/9/20 @ 106.19(a) |
|
|
732,262 |
|
100,000 |
|
Service Corp International, 5.13%, 6/1/29, Callable 6/1/24 @ 102.56 |
|
|
110,000 |
|
210,000 |
|
Sothebys, 7.38%, 10/15/27, Callable 10/15/22 @ 103.69^(a) |
|
|
210,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,571,945 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.4%): |
|
91,000 |
|
AXA Equitable Holdings, Inc., 3.90%, 4/20/23, Callable 3/20/23 @ 100 |
|
|
97,938 |
|
155,000 |
|
Banff Merger Sub, Inc., 9.75%, 9/1/26, Callable 9/1/21 @ 104.88(a) |
|
|
163,913 |
|
165,000 |
|
Camelot Finance SA, 4.50%, 11/1/26, Callable 11/1/22 @ 102.25(a) |
|
|
168,094 |
|
280,000 |
|
Flex Acquisition Co., Inc., 6.88%, 1/15/25, Callable 11/9/20 @ 103.44(a) |
|
|
279,300 |
|
125,000 |
|
Flex Acquisition Co., Inc., 7.88%, 7/15/26, Callable 7/15/21 @ 103.94(a) |
|
|
126,875 |
|
160,000 |
|
Level 3 Financing, Inc., 4.25%, 7/1/28, Callable 7/1/23 @ 102.13(a) |
|
|
162,600 |
|
20,000 |
|
Level 3 Financing, Inc., 3.63%, 1/15/29, Callable 1/15/24 @ 101.81(a) |
|
|
19,750 |
|
500,000 |
|
Peachtree Funding Trust, 3.98%, 2/15/25(a) |
|
|
550,685 |
|
285,000 |
|
Voya Financial, Inc., 3.13%, 7/15/24, Callable 5/15/24 @ 100 |
|
|
307,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,876,385 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (0.6%): |
|
42,000 |
|
AT&T, Inc., 4.45%, 4/1/24, Callable 1/1/24 @ 100 |
|
|
46,841 |
|
93,000 |
|
AT&T, Inc., 4.10%, 2/15/28, Callable 11/15/27 @ 100 |
|
|
107,370 |
|
215,000 |
|
AT&T, Inc., 4.30%, 2/15/30, Callable 11/15/29 @ 100 |
|
|
254,625 |
|
500,000 |
|
AT&T, Inc., 5.15%, 11/15/46, Callable 5/15/46 @ 100 |
|
|
621,212 |
|
300,000 |
|
AT&T, Inc., 4.50%, 3/9/48, Callable 9/9/47 @ 100 |
|
|
338,598 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Diversified Telecommunication Services, continued |
|
$125,000 |
|
CenturyLink, Inc., 5.63%, 4/1/25, Callable 1/1/25 @ 100 |
|
$ |
133,281 |
|
360,000 |
|
CenturyLink, Inc., 5.13%, 12/15/26, Callable 12/15/22 @ 102.56(a) |
|
|
369,000 |
|
10,000 |
|
CenturyLink, Inc., Series G, 6.88%, 1/15/28 |
|
|
11,200 |
|
85,000 |
|
Front Range BidCo, Inc., 4.00%, 3/1/27, Callable 3/1/21 @ 102(a) |
|
|
83,619 |
|
185,000 |
|
Front Range BidCo, Inc., 6.13%, 3/1/28, Callable 3/1/23 @ 103.06(a) |
|
|
191,013 |
|
760,000 |
|
Frontier Communications Corp., 8.00%, 4/1/27, Callable 4/1/22 @ 106(a) |
|
|
759,999 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,916,758 |
|
|
|
|
|
|
|
|
Electric Utilities (1.5%): |
|
501,000 |
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27, Callable 10/15/22 @ 103.38(a) |
|
|
524,798 |
|
255,000 |
|
Cleco Corporate Holdings LLC, 3.38%, 9/15/29, Callable 6/15/29 @ 100 |
|
|
259,494 |
|
78,000 |
|
Duquesne Light Holdings, Inc., 2.53%, 10/1/30, Callable 7/1/30 @ 100(a) |
|
|
78,165 |
|
1,217,000 |
|
Edison International, 5.75%, 6/15/27, Callable 4/15/27 @ 100 |
|
|
1,339,035 |
|
163,000 |
|
Emera US Finance LP, 2.70%, 6/15/21, Callable 5/15/21 @ 100 |
|
|
165,243 |
|
110,000 |
|
Exelon Corp., 4.05%, 4/15/30, Callable 1/15/30 @ 100 |
|
|
128,579 |
|
49,000 |
|
Exelon Corp., 4.70%, 4/15/50, Callable 10/15/49 @ 100 |
|
|
62,404 |
|
2,306,000 |
|
FirstEnergy, Inc., Series B, 4.25%, 3/15/23, Callable 12/15/22 @ 100 |
|
|
2,449,091 |
|
211,000 |
|
IPALCO Enterprises, Inc., 3.70%, 9/1/24, Callable 7/1/24 @ 100 |
|
|
229,463 |
|
175,000 |
|
NextEra Energy Operating Partners LP, 4.25%, 9/15/24, Callable 7/15/24 @ 100(a) |
|
|
182,438 |
|
209,674 |
|
NSG Holdings LLC/NSG Holdings, Inc., 7.75%, 12/15/25(a) |
|
|
221,206 |
|
200,000 |
|
PG&E Corp., 5.25%, 7/1/30, Callable 7/1/25 @ 102.63 |
|
|
193,250 |
|
600,000 |
|
Vistra Operations Co. LLC, 5.50%, 9/1/26, Callable 9/1/21 @ 102.75(a) |
|
|
625,500 |
|
120,000 |
|
Vistra Operations Co. LLC, 5.63%, 2/15/27, Callable 2/15/22 @ 102.81(a) |
|
|
126,150 |
|
405,000 |
|
Vistra Operations Co. LLC, 5.00%, 7/31/27, Callable 7/31/22 @ 102.5(a) |
|
|
424,238 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,009,054 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.1%): |
|
490,000 |
|
TTM Technologies, Inc., 5.63%, 10/1/25, Callable 11/9/20 @ 102.81(a) |
|
|
501,025 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.0%): |
|
154,000 |
|
Weatherford International, Ltd., 11.00%, 12/1/24, Callable 12/1/21 @ 105.5(a) |
|
|
92,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Entertainment (0.1%): |
|
$310,000 |
|
Netflix, Inc., 4.88%, 4/15/28 |
|
$ |
347,975 |
|
100,000 |
|
Netflix, Inc., 5.88%, 11/15/28 |
|
|
118,500 |
|
30,000 |
|
Netflix, Inc., 6.38%, 5/15/29 |
|
|
37,013 |
|
30,000 |
|
Netflix, Inc., 5.38%, 11/15/29(a) |
|
|
35,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
538,588 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (4.1%): |
|
267,000 |
|
Alexandria Real Estate Equities, Inc., 4.90%, 12/15/30, Callable 9/15/30 @ 100 |
|
|
336,853 |
|
242,000 |
|
Boston Properties LP, 3.25%, 1/30/31, Callable 10/30/30 @ 100 |
|
|
260,158 |
|
454,000 |
|
Brandywine Operating Partners LP, 4.10%, 10/1/24, Callable 7/1/24 @ 100 |
|
|
476,675 |
|
421,000 |
|
Brandywine Operating Partners LP, 3.95%, 11/15/27, Callable 8/15/27 @ 100 |
|
|
436,669 |
|
522,000 |
|
Brandywine Operating Partners LP, 4.55%, 10/1/29, Callable 7/1/29 @ 100 |
|
|
554,336 |
|
489,000 |
|
Brandywine Realty Trust, 3.95%, 2/15/23, Callable 11/15/22 @ 100 |
|
|
505,485 |
|
514,000 |
|
Brixmor Operating Partnership LP, 3.88%, 8/15/22, Callable 6/15/22 @ 100 |
|
|
532,020 |
|
788,000 |
|
Brixmor Operating Partnership LP, 3.25%, 9/15/23, Callable 7/15/23 @ 100 |
|
|
815,608 |
|
393,000 |
|
Brixmor Operating Partnership LP, 4.13%, 5/15/29, Callable 2/15/29 @ 100 |
|
|
425,659 |
|
303,000 |
|
Brixmor Operating Partnership LP, 4.05%, 7/1/30, Callable 4/1/30 @ 100 |
|
|
324,318 |
|
414,000 |
|
Corporate Office Properties Trust, 5.00%, 7/1/25, Callable 4/1/25 @ 100 |
|
|
467,187 |
|
98,000 |
|
Corporate Office Properties, LP, 2.25%, 3/15/26, Callable 2/15/26 @ 100 |
|
|
99,113 |
|
205,000 |
|
Corrections Corp. of America, 5.00%, 10/15/22, Callable 7/15/22 @ 100 |
|
|
201,156 |
|
35,000 |
|
Corrections Corp. of America, 4.63%, 5/1/23, Callable 2/1/23 @ 100 |
|
|
33,294 |
|
273,000 |
|
Duke Realty LP, 3.63%, 4/15/23, Callable 1/15/23 @ 100 |
|
|
289,759 |
|
146,000 |
|
Duke Realty LP, 3.75%, 12/1/24, Callable 9/1/24 @ 100 |
|
|
161,333 |
|
55,000 |
|
Geo Group, Inc. (The), 5.88%, 10/15/24, Callable 11/9/20 @ 101.96 |
|
|
42,075 |
|
52,000 |
|
HCP, Inc., 3.50%, 7/15/29, Callable 4/15/29 @ 100 |
|
|
57,295 |
|
102,000 |
|
Healthcare Trust of America Holdings LP, 3.50%, 8/1/26, Callable 5/1/26 @ 100 |
|
|
114,319 |
|
98,000 |
|
Healthcare Trust of America Holdings LP, 3.10%, 2/15/30, Callable 11/15/29 @ 100 |
|
|
105,383 |
|
615,000 |
|
Hudson Pacific Properties LP, 4.65%, 4/1/29, Callable 1/1/29 @ 100 |
|
|
699,935 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Equity Real Estate Investment Trusts, continued |
|
$135,000 |
|
Lexington Realty Trust, 4.40%, 6/15/24, Callable 3/15/24 @ 100 |
|
$ |
147,318 |
|
48,000 |
|
Lexington Realty Trust, 2.70%, 9/15/30, Callable 6/15/30 @ 100 |
|
|
48,917 |
|
500,000 |
|
Mack-Cali Realty LP, 4.50%, 4/18/22, Callable 1/18/22 @ 100 |
|
|
475,678 |
|
401,000 |
|
Mack-Cali Realty LP, 3.15%, 5/15/23, Callable 2/15/23 @ 100 |
|
|
364,910 |
|
40,000 |
|
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc., 4.63%, 6/15/25, Callable 3/15/25 @ 100(a) |
|
|
40,800 |
|
395,000 |
|
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc., 4.50%, 9/1/26, Callable 6/1/26 @ 100 |
|
|
400,925 |
|
75,000 |
|
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc., 5.75%, 2/1/27, Callable 11/1/26 @ 100 |
|
|
80,625 |
|
300,000 |
|
MPT Operating Partnership LP/MPT Finance Corp., 5.25%, 8/1/26, Callable 8/1/21 @ 102.63 |
|
|
307,500 |
|
820,000 |
|
Omega Healthcare Investors, Inc., 4.38%, 8/1/23, Callable 6/1/23 @ 100 |
|
|
879,289 |
|
126,000 |
|
Omega Healthcare Investors, Inc., 4.95%, 4/1/24, Callable 1/1/24 @ 100 |
|
|
134,175 |
|
281,000 |
|
Omega Healthcare Investors, Inc., 4.50%, 1/15/25, Callable 10/15/24 @ 100 |
|
|
298,498 |
|
1,931,000 |
|
Omega Healthcare Investors, Inc., 4.50%, 4/1/27, Callable 1/1/27 @ 100 |
|
|
2,070,224 |
|
435,000 |
|
Omega Healthcare Investors, Inc., 3.63%, 10/1/29, Callable 7/1/29 @ 100 |
|
|
440,709 |
|
70,000 |
|
Post Apartment Homes LP, 3.38%, 12/1/22, Callable 9/1/22 @ 100 |
|
|
73,242 |
|
62,000 |
|
Realty Income Corp., 3.25%, 1/15/31, Callable 10/15/30 @ 100 |
|
|
68,504 |
|
68,000 |
|
Retail Opportunity Investments Corp., 5.00%, 12/15/23, Callable 9/15/23 @ 100 |
|
|
70,631 |
|
104,000 |
|
Retail Opportunity Investments Corp., 4.00%, 12/15/24, Callable 9/15/24 @ 100 |
|
|
103,584 |
|
22,000 |
|
Retail Properties of America, Inc., 4.75%, 9/15/30, Callable 6/15/30 @ 100 |
|
|
22,038 |
|
458,000 |
|
SBA Tower Trust, 2.84%, 1/15/25(a) |
|
|
481,732 |
|
146,000 |
|
SBA Tower Trust, 1.88%, 1/15/26(a) |
|
|
148,742 |
|
111,000 |
|
SBA Tower Trust, 2.33%, 1/15/52(a) |
|
|
113,243 |
|
101,000 |
|
Simon Property Group LP, 2.45%, 9/13/29, Callable 6/13/29 @ 100 |
|
|
99,882 |
|
147,000 |
|
STORE Capital Corp., 4.63%, 3/15/29, Callable 12/15/28 @ 100 |
|
|
158,863 |
|
161,000 |
|
Tanger Properties LP, 3.88%, 12/1/23, Callable 9/1/23 @ 100 |
|
|
161,001 |
|
452,000 |
|
Tanger Properties LP, 3.75%, 12/1/24, Callable 9/1/24 @ 100 |
|
|
448,694 |
|
387,000 |
|
Tanger Properties LP, 3.13%, 9/1/26, Callable 6/1/26 @ 100^ |
|
|
370,908 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Equity Real Estate Investment Trusts, continued |
|
$215,000 |
|
The Geo Group, Inc., 6.00%, 4/15/26, Callable 4/15/21 @ 103 |
|
$ |
153,725 |
|
65,000 |
|
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 7.13%, 12/15/24, Callable 11/9/20 @ 105.34(a) |
|
|
62,725 |
|
425,000 |
|
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC, 7.88%, 2/15/25, Callable 2/15/22 @ 103.94(a) |
|
|
449,438 |
|
118,000 |
|
Ventas Realty LP, 3.13%, 6/15/23, Callable 3/15/23 @ 100 |
|
|
123,460 |
|
199,000 |
|
Ventas Realty LP, 4.00%, 3/1/28, Callable 12/1/27 @ 100 |
|
|
216,055 |
|
569,000 |
|
Ventas Realty LP, 3.00%, 1/15/30, Callable 10/15/29 @ 100 |
|
|
578,967 |
|
631,000 |
|
Ventas Realty LP, 4.75%, 11/15/30, Callable 8/15/30 @ 100 |
|
|
737,482 |
|
97,000 |
|
VEREIT Operating Partnership LP, 3.40%, 1/15/28, Callable 11/15/27 @ 100 |
|
|
101,279 |
|
90,000 |
|
Vici Properties, 3.50%, 2/15/25, Callable 2/15/22 @ 101.75(a) |
|
|
89,438 |
|
130,000 |
|
Vici Properties, 4.25%, 12/1/26, Callable 12/1/22 @ 102.13(a) |
|
|
130,650 |
|
135,000 |
|
Vici Properties, 4.63%, 12/1/29, Callable 12/1/24 @ 102.31(a) |
|
|
137,363 |
|
67,000 |
|
Weingarten Realty Investors, 3.38%, 10/15/22, Callable 7/15/22 @ 100 |
|
|
68,432 |
|
814,000 |
|
WP Carey, Inc., 4.00%, 2/1/25, Callable 11/1/24 @ 100 |
|
|
890,372 |
|
101,000 |
|
WP Carey, Inc., 3.85%, 7/15/29, Callable 4/15/29 @ 100 |
|
|
108,516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,797,164 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.4%): |
|
165,000 |
|
Performance Food Group, Inc., 6.88%, 5/1/25, Callable 5/1/22 @ 103.44(a) |
|
|
175,725 |
|
125,000 |
|
Performance Food Group, Inc., 5.50%, 10/15/27, Callable 10/15/22 @ 102.75(a) |
|
|
128,750 |
|
176,000 |
|
Sysco Corp., 5.65%, 4/1/25, Callable 3/1/25 @ 100 |
|
|
208,330 |
|
210,000 |
|
Sysco Corp., 5.95%, 4/1/30, Callable 1/1/30 @ 100 |
|
|
265,194 |
|
210,000 |
|
Sysco Corp., 6.60%, 4/1/40, Callable 10/1/39 @ 100 |
|
|
285,528 |
|
210,000 |
|
Sysco Corp., 6.60%, 4/1/50, Callable 10/1/49 @ 100 |
|
|
294,548 |
|
100,000 |
|
US Foods, Inc., 5.88%, 6/15/24, Callable 11/9/20 @ 101.47(a) |
|
|
100,000 |
|
110,000 |
|
US Foods, Inc., 6.25%, 4/15/25, Callable 4/15/22 @ 103.13(a) |
|
|
116,463 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,574,538 |
|
|
|
|
|
|
|
|
Food Products (0.6%): |
|
955,000 |
|
JBS USA Finance, Inc., 5.75%, 6/15/25, Callable 11/9/20 @ 102.88(a) |
|
|
978,874 |
|
83,000 |
|
JBS USA Finance, Inc., 6.75%, 2/15/28, Callable 2/15/23 @ 103.38(a) |
|
|
90,263 |
|
490,000 |
|
JBS USA Finance, Inc., 6.50%, 4/15/29, Callable 4/15/24 @ 103.25(a) |
|
|
543,899 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Food Products, continued |
|
$225,000 |
|
JBS USA Finance, Inc., 5.50%, 1/15/30, Callable 1/15/25 @ 102.75(a) |
|
$ |
244,688 |
|
140,000 |
|
Kraft Heinz Foods Co., 5.00%, 7/15/35, Callable 1/15/35 @ 100 |
|
|
161,352 |
|
170,000 |
|
Post Holding, Inc., 5.00%, 8/15/26, Callable 8/15/21 @ 102.5(a) |
|
|
173,825 |
|
70,000 |
|
Post Holding, Inc., 4.63%, 4/15/30, Callable 4/15/25 @ 102.31(a) |
|
|
72,013 |
|
220,000 |
|
Post Holdings, Inc., 5.75%, 3/1/27, Callable 3/1/22 @ 102.88(a) |
|
|
231,275 |
|
55,000 |
|
Post Holdings, Inc., 5.63%, 1/15/28, Callable 12/1/22 @ 102.81(a) |
|
|
58,300 |
|
95,000 |
|
TreeHouse Foods, Inc., 4.00%, 9/1/28, Callable 9/1/23 @ 102 |
|
|
96,069 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,650,558 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (0.1%): |
|
140,000 |
|
Hologic, Inc., 3.25%, 2/15/29, Callable 9/28/23 @ 101.63(a) |
|
|
141,050 |
|
190,000 |
|
Teleflex, Inc., 4.88%, 6/1/26, Callable 6/1/21 @ 102.44 |
|
|
196,175 |
|
35,000 |
|
Teleflex, Inc., 4.25%, 6/1/28, Callable 6/1/23 @ 102.13(a) |
|
|
36,313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
373,538 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (2.0%): |
|
385,000 |
|
Centene Corp., 4.75%, 1/15/25, Callable 11/9/20 @ 103.56 |
|
|
395,106 |
|
50,000 |
|
Centene Corp., 5.25%, 4/1/25, Callable 10/9/20 @ 103.94(a) |
|
|
52,000 |
|
140,000 |
|
Centene Corp., 5.38%, 6/1/26, Callable 6/1/21 @ 104.03(a) |
|
|
147,700 |
|
550,000 |
|
Centene Corp., 4.25%, 12/15/27, Callable 12/15/22 @ 102.13 |
|
|
573,375 |
|
985,000 |
|
Centene Corp., 4.63%, 12/15/29, Callable 12/15/24 @ 102.31 |
|
|
1,061,337 |
|
360,000 |
|
Centene Corp., 3.38%, 2/15/30, Callable 2/15/25 @ 101.69 |
|
|
373,500 |
|
526,000 |
|
Cigna Corp., 4.38%, 10/15/28, Callable 7/15/28 @ 100 |
|
|
623,476 |
|
260,000 |
|
Community Health Systems, Inc., 6.25%, 3/31/23, Callable 11/9/20 @ 103.13 |
|
|
254,150 |
|
475,000 |
|
Community Health Systems, Inc., 8.00%, 3/15/26, Callable 3/15/22 @ 104(a) |
|
|
466,688 |
|
259,000 |
|
CVS Health Corp., 4.10%, 3/25/25, Callable 1/25/25 @ 100 |
|
|
292,597 |
|
114,000 |
|
CVS Health Corp., 3.63%, 4/1/27, Callable 2/1/27 @ 100 |
|
|
127,776 |
|
1,055,000 |
|
CVS Health Corp., 4.30%, 3/25/28, Callable 12/25/27 @ 100 |
|
|
1,228,875 |
|
526,000 |
|
CVS Health Corp., 4.78%, 3/25/38, Callable 9/25/37 @ 100 |
|
|
635,881 |
|
210,000 |
|
DaVita, Inc., 4.63%, 6/1/30, Callable 6/1/25 @ 102.31(a) |
|
|
214,988 |
|
30,000 |
|
HCA, Inc., 4.75%, 5/1/23 |
|
|
32,663 |
|
295,000 |
|
HCA, Inc., 5.38%, 2/1/25 |
|
|
323,025 |
|
280,000 |
|
MPH Acquisition Holdings, 7.13%, 6/1/24, Callable 11/9/20 @ 103.56(a) |
|
|
287,700 |
|
75,000 |
|
Radiology Partners, Inc., 9.25%, 2/1/28, Callable 2/1/23 @ 104.63^(a) |
|
|
78,000 |
|
300,000 |
|
Tenet Healthcare Corp., 7.50%, 4/1/25, Callable 4/1/22 @ 103.75(a) |
|
|
324,000 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Health Care Providers & Services, continued |
|
$360,000 |
|
Tenet Healthcare Corp., 7.00%, 8/1/25, Callable 11/9/20 @ 103.5^ |
|
$ |
367,200 |
|
90,000 |
|
Tenet Healthcare Corp., 4.88%, 1/1/26, Callable 3/1/22 @ 102.44(a) |
|
|
91,350 |
|
215,000 |
|
Tenet Healthcare Corp., 6.25%, 2/1/27, Callable 2/1/22 @ 103.13(a) |
|
|
221,450 |
|
45,000 |
|
Tenet Healthcare Corp., 4.63%, 6/15/28, Callable 6/15/23 @ 102.31(a) |
|
|
45,450 |
|
195,000 |
|
Tenet Healthcare Corp., 6.13%, 10/1/28, Callable 10/1/23 @ 103.06(a) |
|
|
189,638 |
|
181,000 |
|
Toledo Hospital (The), Series B, 5.33%, 11/15/28 |
|
|
203,858 |
|
407,000 |
|
Toledo Hospital (The), 6.02%, 11/15/48 |
|
|
467,544 |
|
96,000 |
|
UnitedHealth Group, Inc., 2.75%, 5/15/40, Callable 11/15/39 @ 100 |
|
|
100,398 |
|
20,000 |
|
Vizient, Inc., 6.25%, 5/15/27, Callable 5/15/22 @ 103.13(a) |
|
|
21,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,200,725 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (0.7%): |
|
125,000 |
|
Boyd Gaming Corp., 6.38%, 4/1/26, Callable 4/1/21 @ 103.19 |
|
|
130,156 |
|
55,000 |
|
Boyd Gaming Corp., 6.00%, 8/15/26, Callable 8/15/21 @ 103 |
|
|
56,925 |
|
175,000 |
|
Boyd Gaming Corp., 4.75%, 12/1/27, Callable 12/1/22 @ 102.38 |
|
|
170,844 |
|
400,000 |
|
Caesars Resort Collection LLC, 5.25%, 10/15/25, Callable 10/19/20 @ 102.63(a) |
|
|
387,999 |
|
15,000 |
|
Golden Entertainment, Inc., 3.75%, 10/20/24, Callable 11/7/20 @ 100 |
|
|
14,344 |
|
300,000 |
|
Golden Entertainment, Inc., 7.63%, 4/15/26, Callable 4/15/22 @ 103.81(a) |
|
|
296,249 |
|
320,000 |
|
Golden Nugget, Inc., 6.75%, 10/15/24, Callable 11/9/20 @ 101.69(a) |
|
|
265,600 |
|
150,000 |
|
Hilton Domestic Operating Co., Inc., 5.13%, 5/1/26, Callable 5/1/21 @ 102.56 |
|
|
154,313 |
|
126,000 |
|
McDonalds Corp., 3.60%, 7/1/30, Callable 4/1/30 @ 100 |
|
|
146,825 |
|
65,000 |
|
McDonalds Corp., 4.20%, 4/1/50, Callable 10/1/49 @ 100 |
|
|
79,153 |
|
250,000 |
|
MGM Resorts International, 5.75%, 6/15/25, Callable 3/15/25 @ 100 |
|
|
262,188 |
|
180,000 |
|
Scientific Games International, Inc., 5.00%, 10/15/25, Callable 11/9/20 @ 103.75(a) |
|
|
180,675 |
|
175,000 |
|
Station Casinos LLC, 5.00%, 10/1/25, Callable 11/9/20 @ 102.5(a) |
|
|
172,156 |
|
170,000 |
|
Wyndham Hotels & Resorts, Inc., 5.38%, 4/15/26, Callable 4/15/21 @ 102.69(a) |
|
|
172,763 |
|
165,000 |
|
Wynn Las Vegas LLC, 5.50%, 3/1/25, Callable 12/1/24 @ 100(a) |
|
|
155,925 |
|
150,000 |
|
Wynn Las Vegas LLC, 5.25%, 5/15/27, Callable 2/15/27 @ 100(a) |
|
|
139,500 |
|
205,000 |
|
Yum! Brands, Inc., 7.75%, 4/1/25, Callable 4/1/22 @ 103.88(a) |
|
|
225,500 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,011,115 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Household Durables (0.0%): |
|
$195,000 |
|
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc., 10.75%, 6/1/28, Callable 6/1/23 @ 105.38(a) |
|
$ |
213,525 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.4%): |
|
|
|
|
528,000 |
|
AES Corp. (The), 3.30%, 7/15/25, Callable 6/15/25 @ 100(a) |
|
|
562,668 |
|
461,000 |
|
AES Corp. (The), 3.95%, 7/15/30, Callable 4/15/30 @ 100(a) |
|
|
509,923 |
|
115,000 |
|
Clearway Energy Operating LLC, 5.75%, 10/15/25, Callable 10/15/21 @ 102.88 |
|
|
120,750 |
|
45,000 |
|
Clearway Energy Operating LLC, 4.75%, 3/15/28, Callable 3/15/23 @ 103.56(a) |
|
|
46,575 |
|
140,000 |
|
NRG Energy, Inc., 5.75%, 1/15/28, Callable 1/15/23 @ 102.88 |
|
|
151,025 |
|
150,000 |
|
NRG Energy, Inc., 5.25%, 6/15/29, Callable 6/15/24 @ 102.63(a) |
|
|
162,938 |
|
50,000 |
|
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 8/15/28, Callable 8/15/23 @ 103.38(a) |
|
|
51,875 |
|
60,000 |
|
Talen Energy Supply LLC, 10.50%, 1/15/26, Callable 1/15/22 @ 105.25(a) |
|
|
44,700 |
|
35,000 |
|
TerraForm Power Operating LLC, 4.25%, 1/31/23, Callable 10/31/22 @ 100(a) |
|
|
35,613 |
|
40,000 |
|
TerraForm Power Operating LLC, 5.00%, 1/31/28, Callable 7/31/27 @ 100(a) |
|
|
43,600 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,729,667 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.2%): |
|
130,000 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.75%, 9/15/24, Callable 6/15/24 @ 100 |
|
|
131,300 |
|
305,000 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 6.25%, 5/15/26, Callable 5/15/22 @ 103.13 |
|
|
317,962 |
|
245,000 |
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp., 5.25%, 5/15/27, Callable 11/15/26 @ 100 |
|
|
254,494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
703,756 |
|
|
|
|
|
|
|
|
Insurance (2.5%): |
|
900,000 |
|
American International Group, Inc., 2.50%, 6/30/25, Callable 5/30/25 @ 100 |
|
|
961,162 |
|
1,208,000 |
|
American International Group, Inc., 3.75%, 7/10/25, Callable 4/10/25 @ 100 |
|
|
1,347,528 |
|
900,000 |
|
American International Group, Inc., 3.40%, 6/30/30, Callable 3/30/30 @ 100 |
|
|
996,197 |
|
385,000 |
|
AmWINS Group, Inc., 7.75%, 7/1/26, Callable 7/1/21 @ 105.81(a) |
|
|
411,950 |
|
586,000 |
|
Five Corners Funding Trust II, 2.85%, 5/15/30, Callable 2/15/30 @ 100(a) |
|
|
629,950 |
|
150,000 |
|
HUB International, Ltd., 7.00%, 5/1/26, Callable 5/1/21 @ 103.5(a) |
|
|
155,438 |
|
40,000 |
|
Liberty Mutual Group, Inc., 4.25%, 6/15/23(a) |
|
|
43,835 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Insurance, continued |
|
$140,000 |
|
Liberty Mutual Group, Inc., 4.57%, 2/1/29(a) |
|
$ |
168,541 |
|
2,184,000 |
|
Metropolitan Life Global Funding I, 0.58%(SOFR+50bps), 5/28/21(a) |
|
|
2,189,492 |
|
651,000 |
|
Pacific Lifecorp, 5.13%, 1/30/43(a) |
|
|
784,764 |
|
93,000 |
|
Teachers Insurance & Annuity Association of America, 3.30%, 5/15/50, Callable 11/15/49 @ 100(a) |
|
|
97,289 |
|
427,000 |
|
Unum Group, 4.50%, 3/15/25, Callable 2/15/25 @ 100 |
|
|
473,183 |
|
463,000 |
|
Unum Group, 3.88%, 11/5/25 |
|
|
503,926 |
|
349,000 |
|
Unum Group, 4.00%, 6/15/29, Callable 3/15/29 @ 100 |
|
|
382,256 |
|
1,556,000 |
|
Unum Group, 5.75%, 8/15/42 |
|
|
1,748,749 |
|
375,000 |
|
USI, Inc., 6.88%, 5/1/25, Callable 11/9/20 @ 103.44(a) |
|
|
381,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,275,354 |
|
|
|
|
|
|
|
|
Interactive Media & Services (0.2%): |
|
40,000 |
|
Match Group, Inc., 4.13%, 8/1/30, Callable 5/1/25 @ 102.06(a) |
|
|
40,400 |
|
680,000 |
|
Rackspace Hosting, Inc., 8.63%, 11/15/24, Callable 11/9/20 @ 106.47^(a) |
|
|
711,450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
751,850 |
|
|
|
|
|
|
|
|
IT Services (0.2%): |
|
175,000 |
|
Black Knight Infoserv LLC, 3.63%, 9/1/28, Callable 9/1/23 @ 101.81(a) |
|
|
175,000 |
|
195,000 |
|
Booz Allen Hamilton, Inc., 3.88%, 9/1/28, Callable 9/1/23 @ 101.94(a) |
|
|
200,363 |
|
230,000 |
|
Colt Merger Sub, Inc., 6.25%, 7/1/25, Callable 7/1/22 @ 103.13(a) |
|
|
239,488 |
|
115,000 |
|
Colt Merger Sub, Inc., 8.13%, 7/1/27, Callable 7/1/23 @ 104.06(a) |
|
|
121,900 |
|
100,000 |
|
Gartner, Inc., 4.50%, 7/1/28, Callable 7/1/23 @ 102.25(a) |
|
|
104,750 |
|
65,000 |
|
Gartner, Inc., 3.75%, 10/1/30, Callable 10/1/25 @ 101.88(a) |
|
|
65,731 |
|
85,000 |
|
Refinitiv US Holdings, Inc., 8.25%, 11/15/26, Callable 11/15/21 @ 104.13(a) |
|
|
93,181 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,413 |
|
|
|
|
|
|
|
|
Leisure Products (0.1%): |
|
311,000 |
|
Hasbro, Inc., 3.00%, 11/19/24, Callable 10/19/24 @ 100 |
|
|
330,204 |
|
120,000 |
|
Mattel, Inc., 6.75%, 12/31/25, Callable 12/31/20 @ 105.06(a) |
|
|
126,600 |
|
5,000 |
|
Mattel, Inc., 5.88%, 12/15/27, Callable 12/15/22 @ 104.41(a) |
|
|
5,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
462,179 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.1%): |
|
195,000 |
|
Avantor Funding, Inc., 4.63%, 7/15/28, Callable 7/15/23 @ 102.31(a) |
|
|
202,312 |
|
145,000 |
|
Charles River Laboratories International, Inc., 5.50%, 4/1/26, Callable 4/1/21 @ 104.13(a) |
|
|
152,613 |
|
20,000 |
|
Charles River Laboratories International, Inc., 4.25%, 5/1/28, Callable 5/1/23 @ 102.13(a) |
|
|
20,975 |
|
50,000 |
|
IMS Health, Inc., 5.00%, 10/15/26, Callable 10/15/21 @ 102.5(a) |
|
|
52,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
428,025 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
Media (2.4%): |
|
$30,000 |
|
Cablevision Lightpath LLC, 3.88%, 9/15/27, Callable 9/15/23 @ 101.94^(a) |
|
$ |
30,000 |
|
25,000 |
|
Cablevision Lightpath LLC, 5.63%, 9/15/28, Callable 9/15/23 @ 102.81(a) |
|
|
25,313 |
|
230,000 |
|
CCO Holdings LLC, 5.75%, 2/15/26, Callable 2/15/21 @ 102.88(a) |
|
|
238,913 |
|
700,000 |
|
CCO Holdings LLC, 5.88%, 5/1/27, Callable 5/1/21 @ 102.94(a) |
|
|
731,500 |
|
80,000 |
|
CCO Holdings LLC, 5.13%, 5/1/27, Callable 5/1/22 @ 102.56(a) |
|
|
84,000 |
|
105,000 |
|
CCO Holdings LLC, 5.00%, 2/1/28, Callable 8/1/22 @ 102.5(a) |
|
|
110,250 |
|
395,000 |
|
CCO Holdings LLC, 4.75%, 3/1/30, Callable 9/1/24 @ 102.38(a) |
|
|
416,725 |
|
95,000 |
|
CCO Holdings LLC, 4.50%, 8/15/30, Callable 2/15/25 @ 102.25(a) |
|
|
99,750 |
|
160,000 |
|
CSC Holdings LLC, 7.50%, 4/1/28, Callable 4/1/23 @ 103.75(a) |
|
|
176,400 |
|
440,000 |
|
CSC Holdings LLC, 5.75%, 1/15/30, Callable 1/15/25 @ 102.88(a) |
|
|
467,500 |
|
130,000 |
|
CSC Holdings LLC, 4.13%, 12/1/30, Callable 12/1/25 @ 102.06(a) |
|
|
131,950 |
|
215,000 |
|
Discovery Communications LLC, 3.63%, 5/15/30, Callable 2/15/30 @ 100 |
|
|
238,165 |
|
580,000 |
|
Discovery Communications LLC, 4.65%, 5/15/50, Callable 11/15/49 @ 100 |
|
|
661,533 |
|
157,000 |
|
DISH Network Corp., 2.38%, 3/15/24 |
|
|
142,478 |
|
410,000 |
|
DISH Network Corp., 3.38%, 8/15/26 |
|
|
374,597 |
|
103,000 |
|
Fox Corp., 4.03%, 1/25/24, Callable 12/25/23 @ 100 |
|
|
113,224 |
|
149,000 |
|
Fox Corp., 4.71%, 1/25/29, Callable 10/25/28 @ 100 |
|
|
178,512 |
|
147,000 |
|
Fox Corp., 5.48%, 1/25/39, Callable 7/25/38 @ 100 |
|
|
196,469 |
|
98,000 |
|
Fox Corp., 5.58%, 1/25/49, Callable 7/25/48 @ 100 |
|
|
134,648 |
|
165,000 |
|
Radiate Holdco LLC/Radiate Finance, Inc., 4.50%, 9/15/26, Callable 9/15/23 @ 102.25(a) |
|
|
165,619 |
|
200,000 |
|
Radiate Holdco LLC/Radiate Finance, Inc., 6.50%, 9/15/28, Callable 9/15/23 @ 102.25(a) |
|
|
205,000 |
|
105,000 |
|
Sirius XM Radio, Inc., 4.63%, 7/15/24, Callable 7/15/21 @ 102.31(a) |
|
|
108,413 |
|
135,000 |
|
Sirius XM Radio, Inc., 5.38%, 7/15/26, Callable 7/15/21 @ 102.69(a) |
|
|
140,400 |
|
105,000 |
|
Sirius XM Radio, Inc., 5.00%, 8/1/27, Callable 8/1/22 @ 102.5(a) |
|
|
109,594 |
|
45,000 |
|
Sirius XM Radio, Inc., 5.50%, 7/1/29, Callable 7/1/24 @ 102.75(a) |
|
|
48,319 |
|
40,000 |
|
Sirius XM Radio, Inc., 4.13%, 7/1/30, Callable 7/1/25 @ 102.06(a) |
|
|
40,750 |
|
135,000 |
|
Terrier Media Buyer, Inc., 8.88%, 12/15/27, Callable 12/15/22 @ 104.44(a) |
|
|
135,675 |
|
930,000 |
|
Time Warner Cable, Inc., 4.00%, 9/1/21, Callable 6/1/21 @ 100 |
|
|
950,192 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Media, continued |
|
$359,000 |
|
Time Warner Cable, Inc., 6.55%, 5/1/37 |
|
$ |
475,531 |
|
418,000 |
|
Time Warner Cable, Inc., 7.30%, 7/1/38 |
|
|
591,214 |
|
2,240,000 |
|
Time Warner Cable, Inc., 6.75%, 6/15/39 |
|
|
3,064,922 |
|
103,000 |
|
Time Warner Cable, Inc., 5.50%, 9/1/41, Callable 3/1/41 @ 100 |
|
|
124,762 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,712,318 |
|
|
|
|
|
|
|
|
Metals & Mining (0.1%): |
|
230,000 |
|
Allegheny Technologies, Inc., 5.88%, 12/1/27, Callable 12/1/22 @ 102.94^ |
|
|
221,375 |
|
40,000 |
|
Freeport-McMoRan, Inc., 3.55%, 3/1/22, Callable 12/1/21 @ 100 |
|
|
40,600 |
|
60,000 |
|
Kaiser Aluminum Corp., 6.50%, 5/1/25, Callable 5/1/22 @ 103.25(a) |
|
|
61,847 |
|
170,000 |
|
Kaiser Aluminun Corp., 4.63%, 3/1/28, Callable 3/1/23 @ 102.31(a) |
|
|
158,313 |
|
|
|
|
|
|
|
|
|
|
|
|
|
482,135 |
|
|
|
|
|
|
|
|
Mortgage Real Estate Investment Trusts (0.0%): |
|
65,000 |
|
Starwood Property Trust, Inc., 4.75%, 3/15/25, Callable 9/15/24 @ 100 |
|
|
62,563 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.2%): |
|
49,000 |
|
Puget Energy, Inc., 6.00%, 9/1/21 |
|
|
51,350 |
|
207,000 |
|
Puget Energy, Inc., 4.10%, 6/15/30, Callable 3/15/30 @ 100(a) |
|
|
231,068 |
|
506,000 |
|
Sempra Energy, 6.00%, 10/15/39 |
|
|
698,410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
980,828 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (5.1%): |
|
55,000 |
|
Apache Corp., 5.10%, 9/1/40, Callable 3/1/40 @ 100 |
|
|
49,225 |
|
25,000 |
|
Apache Corp., 7.38%, 8/15/47 |
|
|
23,429 |
|
710,000 |
|
Cheniere Energy Partners LP, 5.25%, 10/1/25, Callable 11/9/20 @ 102.63 |
|
|
725,974 |
|
175,000 |
|
Cheniere Energy Partners LP, 5.63%, 10/1/26, Callable 10/1/21 @ 102.81 |
|
|
182,000 |
|
140,000 |
|
Cheniere Energy, Inc., 4.63%, 10/15/28, Callable 10/15/23 @ 102.31(a) |
|
|
143,675 |
|
361,000 |
|
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP, 5.13%, 4/1/25, Callable 3/1/25 @ 100(a) |
|
|
424,687 |
|
320,000 |
|
Citgo Petroleum Corp., 6.25%, 8/15/22, Callable 11/9/20 @ 100(a) |
|
|
316,000 |
|
197,000 |
|
Columbia Pipeline Group, 4.50%, 6/1/25, Callable 3/1/25 @ 100 |
|
|
227,077 |
|
80,000 |
|
Comstock Resources, Inc., 9.75%, 8/15/26, Callable 8/15/21 @ 107.31 |
|
|
82,000 |
|
40,000 |
|
Comstock Resources, Inc., 9.75%, 8/15/26, Callable 8/15/21 @ 107.31 |
|
|
41,000 |
|
330,000 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 6.25%, 4/1/23, Callable 10/26/20 @ 101.56 |
|
|
320,925 |
|
242,000 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 5.75%, 4/1/25, Callable 11/9/20 @ 104.31^ |
|
|
220,825 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Oil, Gas & Consumable Fuels, continued |
|
$368,000 |
|
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp., 5.63%, 5/1/27, Callable 5/1/22 @ 102.81(a) |
|
$ |
327,520 |
|
230,000 |
|
CVR Energy, Inc., 5.25%, 2/15/25, Callable 2/15/22 @ 102.63(a) |
|
|
201,250 |
|
25,000 |
|
CVR Energy, Inc., 5.75%, 2/15/28, Callable 2/15/23 @ 102.88(a) |
|
|
21,125 |
|
163,000 |
|
DCP Midstream Operating LP, 3.88%, 3/15/23, Callable 12/15/22 @ 100 |
|
|
160,148 |
|
200,000 |
|
DCP Midstream Operating LP, 5.38%, 7/15/25, Callable 4/15/25 @ 100 |
|
|
204,500 |
|
160,000 |
|
DCP Midstream Operating LP, 5.63%, 7/15/27, Callable 4/15/27 @ 100 |
|
|
162,800 |
|
215,000 |
|
DCP Midstream Operating LP, 5.13%, 5/15/29, Callable 2/15/29 @ 100 |
|
|
211,775 |
|
750,000 |
|
DCP Midstream Operating LP, 5.85%(US0003M+385bps), 5/21/43, Callable 5/21/23 @ 100(a) |
|
|
547,500 |
|
185,000 |
|
DCP Midstream Operating LP, 5.60%, 4/1/44, Callable 10/1/43 @ 100 |
|
|
166,500 |
|
455,000 |
|
Denbury Resources, Inc., 9.25%, 3/31/22 |
|
|
248,544 |
|
245,000 |
|
Denbury Resources, Inc., 7.75%, 2/15/24 |
|
|
128,625 |
|
124,000 |
|
Enable Midstream Partners LP, 3.90%, 5/15/24, Callable 2/15/24 @ 100 |
|
|
121,520 |
|
30,000 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 6.63%, 7/15/25, Callable 7/15/22 @ 103.31(a) |
|
|
30,825 |
|
10,000 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.50%, 1/30/26, Callable 1/30/21 @ 104.13(a) |
|
|
9,925 |
|
110,000 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 1/30/28, Callable 1/30/23 @ 102.88(a) |
|
|
110,275 |
|
81,000 |
|
Energy Transfer Operating LP, 4.25%, 3/15/23, Callable 12/15/22 @ 100 |
|
|
84,240 |
|
103,000 |
|
Energy Transfer Operating LP, 4.50%, 4/15/24, Callable 3/15/24 @ 100 |
|
|
108,794 |
|
350,000 |
|
Energy Transfer Operating LP, 4.95%, 6/15/28, Callable 3/15/28 @ 100 |
|
|
369,688 |
|
167,000 |
|
Energy Transfer Operating LP, 5.25%, 4/15/29, Callable 1/15/29 @ 100 |
|
|
179,316 |
|
161,000 |
|
Energy Transfer Operating LP, 3.75%, 5/15/30, Callable 2/15/30 @ 100 |
|
|
155,969 |
|
115,000 |
|
Energy Transfer Operating LP, 6.25%, 4/15/49, Callable 10/15/48 @ 100 |
|
|
118,594 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Oil, Gas & Consumable Fuels, continued |
|
$360,000 |
|
Energy Transfer Operating LP, 5.00%, 5/15/50, Callable 11/15/49 @ 100 |
|
$ |
331,650 |
|
103,000 |
|
Energy Transfer Partners LP, 4.20%, 9/15/23, Callable 8/15/23 @ 100 |
|
|
108,536 |
|
195,000 |
|
Energy Transfer Partners LP, 5.80%, 6/15/38, Callable 12/15/37 @ 100 |
|
|
192,806 |
|
127,000 |
|
Energy Transfer Partners LP, 6.00%, 6/15/48, Callable 12/15/47 @ 100 |
|
|
126,683 |
|
80,000 |
|
EQM Midstream Partners LP, 6.50%, 7/1/27, Callable 1/1/27 @ 100(a) |
|
|
84,600 |
|
40,000 |
|
Global Partners LP/GLP Finance Corp., 7.00%, 6/15/23, Callable 10/23/20 @ 101.75 |
|
|
40,750 |
|
77,000 |
|
Global Partners LP/GLP Finance Corp., 7.00%, 8/1/27, Callable 8/1/22 @ 103.5 |
|
|
78,348 |
|
140,000 |
|
Global Partners LP/GLP Finance Corp., 6.88%, 1/15/29, Callable 1/15/24 @ 103.44(a) |
|
|
141,050 |
|
61,000 |
|
Hess Corp., 4.30%, 4/1/27, Callable 1/1/27 @ 100 |
|
|
63,593 |
|
109,000 |
|
Hess Corp., 7.30%, 8/15/31 |
|
|
131,481 |
|
78,000 |
|
Hess Corp., 7.13%, 3/15/33 |
|
|
93,893 |
|
107,000 |
|
Hess Corp., 5.60%, 2/15/41 |
|
|
115,426 |
|
302,000 |
|
Hess Corp., 5.80%, 4/1/47, Callable 10/1/46 @ 100 |
|
|
332,200 |
|
285,000 |
|
Hess Midstream Operations LP, 5.63%, 2/15/26, Callable 2/15/21 @ 104.22(a) |
|
|
289,275 |
|
170,000 |
|
Hess Midstream Operations LP, 5.13%, 6/15/28, Callable 6/15/23 @ 102.56(a) |
|
|
169,150 |
|
165,000 |
|
Hilcorp Energy LP, 5.00%, 12/1/24, Callable 11/9/20 @ 101.67(a) |
|
|
148,913 |
|
250,000 |
|
Holly Energy Partners LP/Holly Energy Finance Corp., 5.00%, 2/1/28, Callable 2/1/23 @ 103.75(a) |
|
|
245,000 |
|
295,000 |
|
Jonah Energy LLC/Jonah Energy Finance Corp., 7.25%, 10/15/25, Callable 10/19/20 @ 105.44(a) |
|
|
29,500 |
|
150,000 |
|
Kinder Morgan Energy Partners LP, 3.45%, 2/15/23, Callable 11/15/22 @ 100 |
|
|
157,401 |
|
63,000 |
|
Kinder Morgan Energy Partners LP, 6.55%, 9/15/40 |
|
|
79,291 |
|
712,000 |
|
Kinder Morgan Energy Partners LP, 5.50%, 3/1/44, Callable 9/1/43 @ 100 |
|
|
831,231 |
|
198,000 |
|
Kinder Morgan, Inc., 5.55%, 6/1/45, Callable 12/1/44 @ 100 |
|
|
234,074 |
|
167,000 |
|
Kinder Morgan, Inc., 5.05%, 2/15/46, Callable 8/15/45 @ 100 |
|
|
188,540 |
|
179,000 |
|
MPLX LP, 1.34%(US0003M+110bps), 9/9/22, Callable 11/9/20 @ 100 |
|
|
178,553 |
|
172,000 |
|
MPLX LP, 4.50%, 7/15/23, Callable 4/15/23 @ 100 |
|
|
185,975 |
|
242,000 |
|
MPLX LP, 4.88%, 12/1/24, Callable 9/1/24 @ 100 |
|
|
270,133 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Oil, Gas & Consumable Fuels, continued |
|
$95,000 |
|
MPLX LP, 4.80%, 2/15/29, Callable 11/15/28 @ 100 |
|
$ |
108,063 |
|
285,000 |
|
MPLX LP, 5.50%, 2/15/49, Callable 8/15/48 @ 100 |
|
|
319,200 |
|
225,000 |
|
New Fortress Energy, Inc., 6.75%, 9/15/25, Callable 9/15/22 @ 103.38(a) |
|
|
235,125 |
|
106,000 |
|
Occidental Petroleum Corp., 2.70%, 8/15/22 |
|
|
98,978 |
|
409,000 |
|
Occidental Petroleum Corp., 2.90%, 8/15/24, Callable 7/15/24 @ 100 |
|
|
345,605 |
|
809,000 |
|
Occidental Petroleum Corp., 5.55%, 3/15/26, Callable 12/15/25 @ 100 |
|
|
720,009 |
|
80,000 |
|
Occidental Petroleum Corp., 3.40%, 4/15/26, Callable 1/15/26 @ 100 |
|
|
64,000 |
|
47,000 |
|
Occidental Petroleum Corp., 3.20%, 8/15/26, Callable 6/15/26 @ 100 |
|
|
37,248 |
|
222,000 |
|
Occidental Petroleum Corp., 3.50%, 8/15/29, Callable 5/15/29 @ 100 |
|
|
169,275 |
|
85,000 |
|
Occidental Petroleum Corp., 8.88%, 7/15/30, Callable 1/15/30 @ 100 |
|
|
87,125 |
|
1,047,000 |
|
Occidental Petroleum Corp., 7.50%, 5/1/31 |
|
|
997,267 |
|
25,000 |
|
Occidental Petroleum Corp., 7.88%, 9/15/31 |
|
|
24,281 |
|
632,000 |
|
Occidental Petroleum Corp., 6.45%, 9/15/36 |
|
|
538,780 |
|
62,000 |
|
Occidental Petroleum Corp., 4.30%, 8/15/39, Callable 2/15/39 @ 100 |
|
|
43,168 |
|
40,000 |
|
Occidental Petroleum Corp., 6.20%, 3/15/40 |
|
|
32,600 |
|
712,000 |
|
Occidental Petroleum Corp., 6.60%, 3/15/46, Callable 9/15/45 @ 100 |
|
|
612,319 |
|
60,000 |
|
Occidental Petroleum Corp., 4.40%, 4/15/46, Callable 10/15/45 @ 100 |
|
|
42,000 |
|
60,000 |
|
Occidental Petroleum Corp., 4.20%, 3/15/48, Callable 9/15/47 @ 100 |
|
|
40,200 |
|
57,000 |
|
Occidental Petroleum Corp., 4.40%, 8/15/49, Callable 2/15/49 @ 100 |
|
|
39,900 |
|
165,000 |
|
PBF Holding Co. LLC/PBF Finance Corp., 9.25%, 5/15/25, Callable 5/15/22 @ 104.63(a) |
|
|
169,125 |
|
30,000 |
|
PBF Holding Co. LLC/PBF Finance Corp., 7.25%, 6/15/25, Callable 11/9/20 @ 105.44 |
|
|
22,650 |
|
30,000 |
|
Phillips 66, 3.70%, 4/6/23 |
|
|
32,103 |
|
39,000 |
|
Phillips 66, 3.85%, 4/9/25, Callable 3/9/25 @ 100 |
|
|
43,227 |
|
110,000 |
|
Plains All Amer Pipeline, 3.60%, 11/1/24, Callable 8/1/24 @ 100 |
|
|
113,291 |
|
95,000 |
|
Plains All Amer Pipeline, 3.55%, 12/15/29, Callable 9/15/29 @ 100 |
|
|
91,537 |
|
220,000 |
|
Rattler Midstream, LP, 5.63%, 7/15/25, Callable 7/15/22 @ 102.81(a) |
|
|
221,650 |
|
162,000 |
|
Regency Energy Partners LP/Regency Energy Finance Corp., 5.88%, 3/1/22, Callable 12/1/21 @ 100 |
|
|
169,452 |
|
493,000 |
|
Sabine Pass Liquefaction LLC, 4.50%, 5/15/30, Callable 11/15/29 @ 100(a) |
|
|
555,117 |
|
408,000 |
|
Sanchez Energy Corp., 7.25%, 2/15/23, Callable 10/19/20 @ 103.63(c) |
|
|
2,040 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Oil, Gas & Consumable Fuels, continued |
|
$346,000 |
|
Southeast Supply Header LLC, 4.25%, 6/15/24, Callable 3/15/24 @ 100(a) |
|
$ |
345,222 |
|
958,000 |
|
Sunoco Logistics Partners Operations LP, 5.40%, 10/1/47, Callable 4/1/47 @ 100 |
|
|
902,914 |
|
55,000 |
|
Sunoco LP/Sunoco Finance Corp., 4.88%, 1/15/23, Callable 11/9/20 @ 102.44 |
|
|
55,275 |
|
215,000 |
|
Sunoco LP/Sunoco Finance Corp., 5.50%, 2/15/26, Callable 2/15/21 @ 102.75 |
|
|
215,269 |
|
5,000 |
|
Sunoco LP/Sunoco Finance Corp., 6.00%, 4/15/27, Callable 4/15/22 @ 103 |
|
|
5,175 |
|
95,000 |
|
Sunoco LP/Sunoco Finance Corp., 5.88%, 3/15/28, Callable 3/15/23 @ 102.94 |
|
|
97,138 |
|
195,000 |
|
Targa Resources Partners LP, 5.13%, 2/1/25, Callable 11/9/20 @ 103.84 |
|
|
195,000 |
|
195,000 |
|
Targa Resources Partners LP, 5.88%, 4/15/26, Callable 4/15/21 @ 104.41 |
|
|
200,119 |
|
195,000 |
|
Targa Resources Partners LP, 5.38%, 2/1/27, Callable 2/1/22 @ 102.69 |
|
|
195,975 |
|
60,000 |
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp., 4.88%, 2/1/31, Callable 2/1/26 @ 102.44(a) |
|
|
57,900 |
|
63,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 3.25%, 5/15/30, Callable 2/15/30 @ 100(a) |
|
|
67,870 |
|
203,000 |
|
Transcontinental Gas Pipe Line Co. LLC, 3.95%, 5/15/50, Callable 11/15/49 @ 100(a) |
|
|
212,757 |
|
104,000 |
|
Valero Energy Corp., 2.70%, 4/15/23 |
|
|
107,775 |
|
200,000 |
|
Viper Energy Partners LP, 5.38%, 11/1/27, Callable 11/1/22 @ 102.69(a) |
|
|
197,750 |
|
92,000 |
|
Western Gas Partners LP, 3.95%, 6/1/25, Callable 3/1/25 @ 100 |
|
|
86,020 |
|
232,000 |
|
Western Gas Partners LP, 4.65%, 7/1/26, Callable 4/1/26 @ 100 |
|
|
225,620 |
|
900,000 |
|
Western Gas Partners LP, 4.50%, 3/1/28, Callable 12/1/27 @ 100 |
|
|
852,749 |
|
101,000 |
|
Western Gas Partners LP, 4.75%, 8/15/28, Callable 5/15/28 @ 100 |
|
|
95,950 |
|
30,000 |
|
Western Midstream Operating LP, 4.00%, 7/1/22, Callable 4/1/22 @ 100 |
|
|
30,000 |
|
120,000 |
|
Western Midstream Operating LP, 3.10%, 2/1/25, Callable 1/1/25 @ 100 |
|
|
113,700 |
|
205,000 |
|
Western Midstream Operating LP, 4.05%, 2/1/30, Callable 11/1/29 @ 100 |
|
|
196,800 |
|
60,000 |
|
Western Midstream Operating LP, 5.30%, 3/1/48, Callable 9/1/47 @ 100 |
|
|
48,600 |
|
25,000 |
|
Western Midstream Operating LP, 5.25%, 2/1/50, Callable 8/1/49 @ 100 |
|
|
23,156 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Oil, Gas & Consumable Fuels, continued |
|
$524,000 |
|
Williams Cos., Inc. (The), 3.50%, 11/15/30, Callable 8/15/30 @ 100 |
|
$ |
570,219 |
|
271,000 |
|
Williams Partners LP, 4.00%, 11/15/21, Callable 8/15/21 @ 100 |
|
|
279,026 |
|
242,000 |
|
Williams Partners LP, 4.50%, 11/15/23, Callable 8/15/23 @ 100 |
|
|
264,728 |
|
426,000 |
|
Williams Partners LP, 4.30%, 3/4/24, Callable 12/4/23 @ 100 |
|
|
464,325 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,356,669 |
|
|
|
|
|
|
|
|
Pharmaceuticals (0.4%): |
|
175,000 |
|
Catalent Pharma Solutions, Inc., 4.88%, 1/15/26, Callable 11/9/20 @ 102.44(a) |
|
|
177,625 |
|
87,000 |
|
Elanco Animal Health, Inc., 3.91%, 8/27/21 |
|
|
89,286 |
|
275,000 |
|
Elanco Animal Health, Inc., 5.27%, 8/28/23, Callable 7/28/23 @ 100 |
|
|
294,973 |
|
116,000 |
|
Elanco Animal Health, Inc., 5.90%, 8/28/28, Callable 5/28/28 @ 100 |
|
|
133,980 |
|
187,000 |
|
Upjohn, Inc., 1.13%, 6/22/22(a) |
|
|
188,439 |
|
60,000 |
|
Upjohn, Inc., 1.65%, 6/22/25, Callable 5/22/25 @ 100(a) |
|
|
61,352 |
|
305,000 |
|
Upjohn, Inc., 2.70%, 6/22/30, Callable 3/22/30 @ 100(a) |
|
|
315,708 |
|
133,000 |
|
Upjohn, Inc., 3.85%, 6/22/40, Callable 12/22/39 @ 100(a) |
|
|
143,541 |
|
229,000 |
|
Upjohn, Inc., 4.00%, 6/22/50, Callable 12/22/49 @ 100(a) |
|
|
243,048 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,647,952 |
|
|
|
|
|
|
|
|
Professional Services (0.1%): |
|
60,000 |
|
Asgn, Inc., 4.63%, 5/15/28, Callable 5/15/23 @ 102.31(a) |
|
|
60,150 |
|
150,000 |
|
Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 4/15/22, Callable 11/9/20 @ 100(a) |
|
|
150,000 |
|
125,000 |
|
Nielsen Finance LLC/Nielsen Finance Co., 5.63%, 10/1/28, Callable 10/1/23 @ 102.81(a) |
|
|
128,125 |
|
125,000 |
|
Nielsen Finance LLC/Nielsen Finance Co., 5.88%, 10/1/30, Callable 10/1/25 @ 102.94(a) |
|
|
129,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
467,650 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (0.1%): |
|
300,000 |
|
Howard Hughes Corp. (The), 5.38%, 3/15/25, Callable 11/9/20 @ 104.03(a) |
|
|
300,750 |
|
275,000 |
|
Vertical US Newco, Inc., 5.25%, 7/15/27, Callable 7/15/23 @ 102.63(a) |
|
|
285,656 |
|
|
|
|
|
|
|
|
|
|
|
|
|
586,406 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (0.1%): |
|
125,000 |
|
Entegris, Inc., 4.38%, 4/15/28, Callable 4/15/23 @ 102.19(a) |
|
|
129,375 |
|
75,000 |
|
ON Semiconductor Corp., 3.88%, 9/1/28, Callable 9/1/23 @ 101.94(a) |
|
|
76,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
205,500 |
|
|
|
|
|
|
|
|
Software (0.3%): |
|
60,000 |
|
Boxer Parent Co., Inc., 7.13%, 10/2/25, Callable 6/1/22 @ 103.56(a) |
|
|
64,050 |
|
245,000 |
|
CDK Global, Inc., 5.88%, 6/15/26, Callable 6/15/21 @ 102.94 |
|
|
255,413 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Software, continued |
|
$35,000 |
|
CDK Global, Inc., 5.25%, 5/15/29, Callable 5/15/24 @ 102.63(a) |
|
$ |
37,450 |
|
195,000 |
|
Fair Isaac Corp., 5.25%, 5/15/26, Callable 2/15/26 @ 100(a) |
|
|
215,719 |
|
140,000 |
|
Nuance Communications, Inc., 5.63%, 12/15/26, Callable 12/15/21 @ 102.81 |
|
|
148,050 |
|
437,000 |
|
Sophia LP/Finance, Inc., 9.00%, 9/30/23(a) |
|
|
436,999 |
|
130,000 |
|
SS&C Technologies, Inc., 5.50%, 9/30/27, Callable 3/30/22 @ 104.13(a) |
|
|
137,800 |
|
240,000 |
|
Symantec Corp., 5.00%, 4/15/25, Callable 10/19/20 @ 102.5(a) |
|
|
244,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,540,281 |
|
|
|
|
|
|
|
|
Specialty Retail (0.3%): |
|
47,000 |
|
AutoNation, Inc., 4.75%, 6/1/30, Callable 3/1/30 @ 100 |
|
|
55,463 |
|
72,000 |
|
AutoZone, Inc., 3.63%, 4/15/25, Callable 3/15/25 @ 100 |
|
|
80,367 |
|
333,000 |
|
AutoZone, Inc., 4.00%, 4/15/30, Callable 1/15/30 @ 100 |
|
|
394,759 |
|
240,000 |
|
Lowes Cos., Inc., 4.50%, 4/15/30, Callable 1/15/30 @ 100 |
|
|
296,672 |
|
153,000 |
|
Lowes Cos., Inc., 5.00%, 4/15/40, Callable 10/15/39 @ 100 |
|
|
200,691 |
|
180,000 |
|
Lowes Cos., Inc., 5.13%, 4/15/50, Callable 10/15/49 @ 100 |
|
|
248,358 |
|
74,000 |
|
OReilly Automotive, Inc., 4.20%, 4/1/30, Callable 1/1/30 @ 100 |
|
|
88,870 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,365,180 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.2%): |
|
400,000 |
|
Dell International LLC/EMC Corp., 5.45%, 6/15/23, Callable 4/15/23 @ 100(a) |
|
|
437,787 |
|
81,000 |
|
Dell International LLC/EMC Corp., 5.85%, 7/15/25, Callable 6/15/25 @ 100(a) |
|
|
94,511 |
|
129,000 |
|
Dell International LLC/EMC Corp., 6.02%, 6/15/26, Callable 3/15/26 @ 100(a) |
|
|
151,390 |
|
148,000 |
|
Dell International LLC/EMC Corp., 6.10%, 7/15/27, Callable 5/15/27 @ 100(a) |
|
|
175,204 |
|
128,000 |
|
Dell International LLC/EMC Corp., 6.20%, 7/15/30, Callable 4/15/30 @ 100(a) |
|
|
153,341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,012,233 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.1%): |
|
65,000 |
|
USA Compression Partners LP/USA Compression Finance Corp., 6.88%, 9/1/27, Callable 9/1/22 @ 105.16 |
|
|
64,188 |
|
130,000 |
|
William Carter Co., 5.63%, 3/15/27, Callable 3/15/22 @ 102.81(a) |
|
|
136,175 |
|
160,000 |
|
Wolverine World Wide, Inc., 6.38%, 5/15/25, Callable 5/15/22 @ 103.19(a) |
|
|
168,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
369,163 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.0%): |
|
160,000 |
|
Quicken Loans, Inc., 5.25%, 1/15/28, Callable 1/15/23 @ 102.63(a) |
|
|
168,615 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
Tobacco (0.9%): |
|
$452,000 |
|
Altria Group, Inc., 4.25%, 8/9/42 |
|
$ |
485,626 |
|
302,000 |
|
Altria Group, Inc., 4.50%, 5/2/43 |
|
|
336,537 |
|
520,000 |
|
Altria Group, Inc., 5.38%, 1/31/44 |
|
|
647,797 |
|
470,000 |
|
Altria Group, Inc., 3.88%, 9/16/46, Callable 3/16/46 @ 100 |
|
|
481,489 |
|
300,000 |
|
Altria Group, Inc., 5.95%, 2/14/49, Callable 8/14/48 @ 100 |
|
|
400,228 |
|
478,000 |
|
Reynolds American, Inc., 4.00%, 6/12/22 |
|
|
504,065 |
|
179,000 |
|
Reynolds American, Inc., 5.70%, 8/15/35, Callable 2/15/35 @ 100 |
|
|
224,923 |
|
600,000 |
|
Reynolds American, Inc., 7.25%, 6/15/37 |
|
|
796,634 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,877,299 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.4%): |
|
297,000 |
|
Air Lease Corp., 3.88%, 4/1/21, Callable 3/1/21 @ 100 |
|
|
299,805 |
|
348,000 |
|
Air Lease Corp., 3.38%, 6/1/21 |
|
|
352,013 |
|
98,000 |
|
Air Lease Corp., 2.25%, 1/15/23 |
|
|
98,240 |
|
82,000 |
|
Air Lease Corp., 3.00%, 9/15/23, Callable 7/15/23 @ 100 |
|
|
83,407 |
|
467,000 |
|
Air Lease Corp., 4.25%, 2/1/24, Callable 1/1/24 @ 100 |
|
|
483,688 |
|
393,000 |
|
Air Lease Corp., 3.38%, 7/1/25, Callable 6/1/25 @ 100 |
|
|
400,745 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,717,898 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.6%): |
|
400,000 |
|
Sprint Communications, Inc., 6.88%, 11/15/28 |
|
|
499,000 |
|
215,000 |
|
T-Mobile USA, Inc., 6.50%, 1/15/26, Callable 1/15/21 @ 103.25 |
|
|
224,675 |
|
90,000 |
|
T-Mobile USA, Inc., 4.50%, 2/1/26, Callable 2/1/21 @ 102.25 |
|
|
92,700 |
|
650,000 |
|
T-Mobile USA, Inc., 3.75%, 4/15/27, Callable 2/15/27 @ 100(a) |
|
|
727,933 |
|
65,000 |
|
T-Mobile USA, Inc., 4.75%, 2/1/28, Callable 2/1/23 @ 102.38 |
|
|
69,469 |
|
900,000 |
|
T-Mobile USA, Inc., 3.88%, 4/15/30, Callable 1/15/30 @ 100(a) |
|
|
1,020,962 |
|
82,000 |
|
T-Mobile USA, Inc., 4.38%, 4/15/40, Callable 10/15/39 @ 100(a) |
|
|
96,020 |
|
161,000 |
|
T-Mobile USA, Inc., 4.50%, 4/15/50, Callable 10/15/49 @ 100(a) |
|
|
192,764 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,923,523 |
|
|
|
|
|
|
|
|
Total Corporate Bonds (Cost $161,643,380) |
|
|
172,105,072 |
|
|
|
|
|
|
|
|
Yankee Dollars (13.4%): |
|
Aerospace & Defense (0.3%): |
|
126,000 |
|
Avolon Holdings Funding, Ltd., 3.63%, 5/1/22, Callable 4/1/22 @ 100(a) |
|
|
123,859 |
|
305,000 |
|
Avolon Holdings Funding, Ltd., 5.25%, 5/15/24, Callable 4/15/24 @ 100(a) |
|
|
305,000 |
|
167,000 |
|
Avolon Holdings Funding, Ltd., 3.95%, 7/1/24, Callable 6/1/24 @ 100(a) |
|
|
158,859 |
|
204,000 |
|
Avolon Holdings Funding, Ltd., 4.38%, 5/1/26, Callable 3/1/26 @ 100(a) |
|
|
192,015 |
|
280,000 |
|
Bombardier, Inc., 6.00%, 10/15/22, Callable 11/9/20 @ 100(a) |
|
|
259,000 |
|
320,000 |
|
Bombardier, Inc., 6.13%, 1/15/23(a) |
|
|
271,999 |
|
15,000 |
|
Bombardier, Inc., 7.50%, 12/1/24, Callable 12/1/20 @ 105.63(a) |
|
|
11,400 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Aerospace & Defense, continued |
|
$65,000 |
|
Bombardier, Inc., 7.50%, 3/15/25, Callable 11/9/20 @ 103.75(a) |
|
$ |
48,588 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,370,720 |
|
|
|
|
|
|
|
|
Banks (2.7%): |
|
874,000 |
|
Barclays plc, 4.38%, 1/12/26 |
|
|
981,721 |
|
503,000 |
|
Barclays plc, 2.85%(US0003M+245bps), 5/7/26, Callable 5/7/25 @ 100 |
|
|
523,806 |
|
580,000 |
|
Barclays plc, 5.09%(US0003M+305bps), 6/20/30, Callable 6/20/29 @ 100 |
|
|
652,066 |
|
200,000 |
|
Commonwealth Bank of Australia, 3.61%, 9/12/34, Callable 9/12/29 @ 100(a) |
|
|
215,750 |
|
791,000 |
|
Cooperatieve Rabobank UA, 4.38%, 8/4/25 |
|
|
890,843 |
|
205,000 |
|
HSBC Holdings plc, 4.25%, 3/14/24 |
|
|
219,593 |
|
200,000 |
|
Intesa Sanpaolo SpA, 5.02%, 6/26/24(a) |
|
|
212,000 |
|
1,180,000 |
|
Intesa Sanpaolo SpA, 5.71%, 1/15/26(a) |
|
|
1,287,675 |
|
535,000 |
|
NatWest Markets plc, 2.38%, 5/21/23(a) |
|
|
552,227 |
|
200,000 |
|
RBS Citizens Financial Group, Inc., 4.15%, 9/28/22 |
|
|
211,663 |
|
3,808,000 |
|
Royal Bank of Scotland Group plc, 6.13%, 12/15/22 |
|
|
4,169,757 |
|
826,000 |
|
Royal Bank of Scotland Group plc, 6.10%, 6/10/23 |
|
|
908,621 |
|
347,000 |
|
Royal Bank of Scotland Group plc, 6.00%, 12/19/23 |
|
|
387,842 |
|
286,000 |
|
Royal Bank of Scotland Group plc, 3.07%(H15T1Y+255bps), 5/22/28, Callable 5/22/27 @ 100 |
|
|
301,386 |
|
454,000 |
|
UniCredit SpA, 6.57%, 1/14/22(a) |
|
|
481,332 |
|
289,000 |
|
Westpac Banking Corp., 4.11%(H15T5Y+200bps), 7/24/34, Callable 7/24/29 @ 100 |
|
|
324,824 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,321,106 |
|
|
|
|
|
|
|
|
Beverages
(0.0%): |
|
125,000 |
|
Cott Corp., 5.50%, 4/1/25, Callable 10/19/20 @ 104.13(a) |
|
|
127,969 |
|
|
|
|
|
|
|
|
Capital Markets (1.8%): |
|
788,000 |
|
Credit Suisse Group AG, 2.59%(SOFR+156bps), 9/11/25, Callable 9/11/24 @ 100(a) |
|
|
821,209 |
|
602,000 |
|
Credit Suisse Group AG, 4.19%(SOFR+373bps), 4/1/31, Callable 4/1/30 @ 100(a) |
|
|
695,310 |
|
1,000,000 |
|
Credit Suisse Group Fun, Ltd., 3.80%, 9/15/22 |
|
|
1,041,247 |
|
1,175,000 |
|
Credit Suisse Group Fun, Ltd., 3.80%, 6/9/23 |
|
|
1,260,217 |
|
720,000 |
|
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, 3/26/25 |
|
|
794,255 |
|
742,000 |
|
Deutsche Bank AG, 5.00%, 2/14/22 |
|
|
775,440 |
|
1,284,000 |
|
Deutsche Bank AG, 3.30%, 11/16/22 |
|
|
1,324,125 |
|
1,462,000 |
|
Deutsche Bank AG, 4.50%, 4/1/25 |
|
|
1,477,405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,189,208 |
|
|
|
|
|
|
|
|
Chemicals (0.1%): |
|
5,000 |
|
Consolidated Energy Finance SA, 6.88%, 6/15/25, Callable 11/9/20 @ 105.16(a) |
|
|
4,550 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Chemicals, continued |
|
$185,000 |
|
Consolidated Energy Finance SA, 6.50%, 5/15/26, Callable 5/15/21 @ 104.88(a) |
|
$ |
161,875 |
|
195,000 |
|
Methanex Corp., 5.13%, 10/15/27, Callable 4/15/27 @ 100 |
|
|
194,025 |
|
265,000 |
|
Nufarm Australia, Ltd., 5.75%, 4/30/26, Callable 4/30/21 @ 102.88(a) |
|
|
267,981 |
|
|
|
|
|
|
|
|
|
|
|
|
|
628,431 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.1%): |
|
25,000 |
|
Intelligent Packaging, Ltd. Finco Inc./Intelligent Packaging, Ltd. Co-Issuer LLC, 6.00%, 9/15/28, Callable 9/15/22 @ 103(a) |
|
|
25,344 |
|
255,000 |
|
Trivium Packaging Finance BV, 5.50%, 8/15/26, Callable 8/15/22 @ 102.75(a) |
|
|
262,331 |
|
45,000 |
|
Trivium Packaging Finance BV, 8.50%, 8/15/27, Callable 8/15/22 @ 104.25(a) |
|
|
47,869 |
|
|
|
|
|
|
|
|
|
|
|
|
|
335,544 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.1%): |
|
325,000 |
|
GEMS MENASA Cayman, Ltd., 7.13%, 7/31/26, Callable 7/31/22 @ 103.56(a) |
|
|
320,531 |
|
|
|
|
|
|
|
|
Diversified Financial Services (1.3%): |
|
705,000 |
|
Altice Financing SA, 7.50%, 5/15/26, Callable 5/15/21 @ 103.75(a) |
|
|
745,537 |
|
200,000 |
|
Altice Financing SA, 5.00%, 1/15/28, Callable 1/15/23 @ 102.5(a) |
|
|
193,250 |
|
566,000 |
|
C&W Senior Financing Dac, 7.50%, 10/15/26, Callable 10/15/21 @ 103.75(a) |
|
|
590,055 |
|
745,000 |
|
C&W Senior Financing Dac, 6.88%, 9/15/27, Callable 9/15/22 @ 103.44(a) |
|
|
767,350 |
|
510,000 |
|
Intelsat Jackson Holdings SA, 8.00%, 2/15/24 |
|
|
517,650 |
|
165,000 |
|
Intelsat Jackson Holdings SA, 8.50%, 10/15/24, Callable 11/9/20 @ 106.38(a)(c) |
|
|
106,425 |
|
435,000 |
|
Nielsen Co. Luxembourg SARL (The), 5.00%, 2/1/25, Callable 11/9/20 @ 103.75^(a) |
|
|
440,438 |
|
2,052,000 |
|
Park Aerospace Holdings, 5.50%, 2/15/24(a) |
|
|
2,067,390 |
|
200,000 |
|
Telenet Finance Lux Note, 5.50%, 3/1/28, Callable 12/1/22 @ 102.75 |
|
|
209,250 |
|
150,000 |
|
Virgin Media Finance plc, 5.00%, 7/15/30, Callable 7/15/25 @ 102.5(a) |
|
|
149,250 |
|
305,000 |
|
Vmed O2 UK Financing I plc, 4.25%, 1/31/31, Callable 1/31/26 @ 102.13(a) |
|
|
309,575 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,096,170 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (0.3%): |
|
585,000 |
|
Altice France SA, 7.38%, 5/1/26, Callable 5/1/21 @ 103.69(a) |
|
|
611,325 |
|
325,000 |
|
Altice France SA, 8.13%, 2/1/27, Callable 2/1/22 @ 106.09(a) |
|
|
354,250 |
|
270,000 |
|
Altice France SA, 6.00%, 2/15/28, Callable 2/15/23 @ 103(a) |
|
|
257,175 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Diversified Telecommunication Services, continued |
|
$185,000 |
|
Altice France SA, 5.13%, 1/15/29, Callable 9/15/23 @ 102.56(a) |
|
$ |
184,306 |
|
40,000 |
|
Sable International Finance, Ltd., 5.75%, 9/7/27, Callable 9/7/22 @ 102.88(a) |
|
|
41,650 |
|
25,000 |
|
Telecom Italia Capital, 6.38%, 11/15/33 |
|
|
29,406 |
|
80,000 |
|
Telecom Italia SpA, 6.00%, 9/30/34 |
|
|
92,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,570,212 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (0.2%): |
|
175,000 |
|
1011778 BC ULC New Red Finance, Inc., 4.25%, 5/15/24, Callable 11/9/20 @ 102.13(a) |
|
|
177,844 |
|
55,000 |
|
1011778 BC ULC New Red Finance, Inc., 5.75%, 4/15/25, Callable 4/15/22 @ 102.88(a) |
|
|
58,676 |
|
205,000 |
|
1011778 BC ULC New Red Finance, Inc., 4.00%, 10/15/30, Callable 10/15/25 @ 102(a) |
|
|
206,537 |
|
130,000 |
|
Stars Group Holdings BV, 7.00%, 7/15/26, Callable 7/15/21 @ 103.5(a) |
|
|
137,475 |
|
130,000 |
|
Wynn Macau, Ltd., 5.50%, 10/1/27, Callable 10/1/22 @ 102.75(a) |
|
|
126,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
707,282 |
|
|
|
|
|
|
|
|
Insurance (0.2%): |
|
465,000 |
|
AIA Group, Ltd., 3.38%, 4/7/30, Callable 1/7/30 @ 100(a) |
|
|
520,679 |
|
206,000 |
|
AIA Group, Ltd., 3.20%, 9/16/40, Callable 3/16/40 @ 100(a) |
|
|
212,296 |
|
200,000 |
|
Swiss Re Finance Luxembourg SA, 5.00%(H15T5Y+358bps), 4/2/49, Callable 4/2/29 @ 100(a) |
|
|
228,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
960,975 |
|
|
|
|
|
|
|
|
Media (0.1%): |
|
250,000 |
|
Ziggo BV, 5.50%, 1/15/27, Callable 1/15/22 @ 102.75(a) |
|
|
259,688 |
|
120,000 |
|
Ziggo BV, 5.13%, 2/28/30, Callable 2/15/25 @ 102.56(a) |
|
|
121,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
380,888 |
|
|
|
|
|
|
|
|
Metals & Mining (0.3%): |
|
400,000 |
|
BHP Billiton Finance USA, Ltd., 6.25%(USSW5+497bps), 10/19/75, Callable 10/19/20 @ 100(a) |
|
|
400,500 |
|
681,000 |
|
BHP Billiton Finance USA, Ltd., 6.75%(USSW5+509bps), 10/19/75, Callable 10/20/25 @ 100(a) |
|
|
821,456 |
|
235,000 |
|
First Quantum Minerals, Ltd., 7.25%, 5/15/22, Callable 10/18/20 @ 100(a) |
|
|
235,294 |
|
5,000 |
|
FMG Resources Pty, Ltd., 4.50%, 9/15/27, Callable 6/15/27 @ 100(a) |
|
|
5,294 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,462,544 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.1%): |
|
355,000 |
|
InterGen NV, 7.00%, 6/30/23, Callable 11/9/20 @ 101.17(a) |
|
|
342,131 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (3.0%): |
|
309,000 |
|
Canadian Natural Resources, Ltd., 5.85%, 2/1/35 |
|
|
375,821 |
|
619,000 |
|
Cenovus Energy, Inc., 4.25%, 4/15/27, Callable 1/15/27 @ 100 |
|
|
557,340 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Oil, Gas & Consumable Fuels, continued |
|
$115,000 |
|
eG Global Finance plc, 6.75%, 2/7/25, Callable 5/15/21 @ 103.38(a) |
|
$ |
117,731 |
|
205,000 |
|
eG Global Finance plc, 8.50%, 10/30/25, Callable 10/30/21 @ 104.25(a) |
|
|
213,969 |
|
223,000 |
|
Enbridge, Inc., 4.00%, 10/1/23, Callable 7/1/23 @ 100 |
|
|
241,163 |
|
218,000 |
|
Enbridge, Inc., 4.25%, 12/1/26, Callable 9/1/26 @ 100 |
|
|
250,069 |
|
340,000 |
|
LBC Tank Terminals Holding Netherlands BV, 6.88%, 5/15/23, Callable 11/9/20 @ 101.15(a) |
|
|
338,725 |
|
60,000 |
|
Meg Energy Corp., 7.13%, 2/1/27, Callable 2/1/23 @ 103.56(a) |
|
|
53,700 |
|
163,000 |
|
Petrobras Global Finance BV, 5.09%, 1/15/30 |
|
|
170,946 |
|
2,677,000 |
|
Petrobras Global Finance BV, 7.25%, 3/17/44 |
|
|
3,035,049 |
|
810,000 |
|
Petroleos Mexicanos, 4.50%, 1/23/26 |
|
|
718,199 |
|
1,700,000 |
|
Petroleos Mexicanos, 6.50%, 3/13/27 |
|
|
1,592,892 |
|
1,505,000 |
|
Petroleos Mexicanos, 6.84%, 1/23/30, Callable 10/23/29 @ 100(a) |
|
|
1,333,356 |
|
230,000 |
|
Petroleos Mexicanos, 5.95%, 1/28/31, Callable 10/28/30 @ 100(a) |
|
|
190,024 |
|
2,762,000 |
|
Petroleos Mexicanos, 6.75%, 9/21/47 |
|
|
2,139,107 |
|
2,070,000 |
|
Petroleos Mexicanos, 7.69%, 1/23/50, Callable 7/23/49 @ 100(a) |
|
|
1,731,396 |
|
502,000 |
|
Petroleos Mexicanos, 6.95%, 1/28/60, Callable 7/28/59 @ 100(a) |
|
|
388,164 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,447,651 |
|
|
|
|
|
|
|
|
Pharmaceuticals (0.3%): |
|
115,000 |
|
Bausch Health Cos., Inc., 5.50%, 11/1/25, Callable 11/9/20 @ 102.75(a) |
|
|
117,731 |
|
685,000 |
|
Mylan NV, 3.15%, 6/15/21, Callable 5/15/21 @ 100 |
|
|
696,132 |
|
126,000 |
|
Teva Pharmaceuticals Industries, Ltd., 2.20%, 7/21/21 |
|
|
124,110 |
|
191,000 |
|
Teva Pharmaceuticals Industries, Ltd., 2.80%, 7/21/23 |
|
|
182,405 |
|
202,000 |
|
VRX Escrow Corp., 6.13%, 4/15/25, Callable 11/9/20 @ 103.06(a) |
|
|
206,798 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,327,176 |
|
|
|
|
|
|
|
|
Software
(0.0%): |
|
95,000 |
|
Open Text Corp., 3.88%, 2/15/28, Callable 2/15/23 @ 101.94(a) |
|
|
96,188 |
|
|
|
|
|
|
|
|
Sovereign Bond (1.7%): |
|
415,000 |
|
Abu Dhabi Government International Bond, 3.13%, 4/16/30(a) |
|
|
464,253 |
|
355,000 |
|
Abu Dhabi Government International Bond, 3.88%, 4/16/50(a) |
|
|
432,809 |
|
355,000 |
|
Chile Government International Bond, 2.45%, 1/31/31, Callable 10/31/30 @ 100 |
|
|
370,250 |
|
400,000 |
|
Corp. Andina de Fomento, 2.38%, 5/12/23 |
|
|
412,133 |
|
1,344,000 |
|
Dominican Republic, 5.50%, 1/27/25(a) |
|
|
1,428,000 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
Sovereign Bond, continued |
|
$250,000 |
|
Dominican Republic, 6.00%, 7/19/28(a) |
|
$ |
268,125 |
|
600,000 |
|
Indonesia Government International Bond, 3.85%, 10/15/30 |
|
|
679,527 |
|
600,000 |
|
Indonesia Government International Bond, 4.20%, 10/15/50 |
|
|
692,241 |
|
230,000 |
|
Qatar Government International Bond, 3.40%, 4/16/25(a) |
|
|
251,658 |
|
490,000 |
|
Qatar Government International Bond, 3.75%, 4/16/30(a) |
|
|
565,166 |
|
470,000 |
|
Qatar Government International Bond, 4.40%, 4/16/50(a) |
|
|
601,356 |
|
1,500,000 |
|
Republic of Argentina, 5.88%, 1/11/28 |
|
|
585,960 |
|
250,000 |
|
Saudi Government International Bond, 2.90%, 10/22/25(a) |
|
|
266,615 |
|
230,000 |
|
Saudi Government International Bond, 3.25%, 10/22/30(a) |
|
|
248,924 |
|
200,000 |
|
Saudi Government International Bond, 4.50%, 4/22/60^(a) |
|
|
246,542 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,513,559 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.1%): |
|
200,000 |
|
Corp. Nacional del Cobre de Chile, 3.63%, 8/1/27, Callable 5/1/27 @ 100(a) |
|
|
219,344 |
|
200,000 |
|
Corp. Nacional del Cobre de Chile, 4.50%, 8/1/47, Callable 2/1/47 @ 100(a) |
|
|
241,215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
460,559 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.4%): |
|
240,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.45%, 12/16/21, Callable 11/16/21 @ 100 |
|
|
245,116 |
|
412,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.88%, 1/16/24, Callable 12/16/23 @ 100 |
|
|
425,425 |
|
463,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 2.88%, 8/14/24, Callable 7/14/24 @ 100 |
|
|
444,595 |
|
217,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 6.50%, 7/15/25, Callable 6/15/25 @ 100 |
|
|
233,753 |
|
251,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.45%, 4/3/26, Callable 2/3/26 @ 100 |
|
|
249,567 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,598,456 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.3%): |
|
330,000 |
|
Empresa Nacional del Pet, 4.38%, 10/30/24(a) |
|
|
356,813 |
|
85,000 |
|
Millicom International Cellular SA, 6.00%, 3/15/25, Callable 10/19/20 @ 103(a) |
|
|
87,125 |
|
325,000 |
|
Millicom International Cellular SA, 6.63%, 10/15/26, Callable 10/15/21 @ 104.97(a) |
|
|
349,375 |
|
700,000 |
|
Millicom International Cellular SA, 6.25%, 3/25/29, Callable 3/25/24 @ 103.13(a) |
|
|
749,875 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,543,188 |
|
|
|
|
|
|
|
|
Total Yankee Dollars (Cost $60,192,312) |
|
|
60,800,488 |
|
|
|
|
|
|
|
|
Municipal Bonds (1.3%): |
|
California (0.3%): |
|
460,000 |
|
California State, Build America Bonds, GO, 7.30%, 10/1/39 |
|
|
749,239 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
Municipal Bonds, continued |
|
California, continued |
|
$400,000 |
|
California State, Build America Bonds, GO, 7.50%, 4/1/34 |
|
$ |
655,968 |
|
10,000 |
|
California State, Build America Bonds, GO, 7.35%, 11/1/39 |
|
|
16,606 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,421,813 |
|
|
|
|
|
|
|
|
Illinois (0.9%): |
|
310,000 |
|
Chicago Illinois, Taxable Project, Build America Bonds, GO, Series C1, 7.78%, 1/1/35 |
|
|
375,212 |
|
295,000 |
|
Illinois State, Build America Bonds, GO, 5.10%, 6/1/33 |
|
|
295,307 |
|
315,000 |
|
Illinois State, Build America Bonds, GO, 6.63%, 2/1/35 |
|
|
342,040 |
|
425,000 |
|
Illinois State, Build America Bonds, GO, Series 3, 6.73%, 4/1/35 |
|
|
465,600 |
|
1,935,000 |
|
Illinois State, Build America Bonds, GO, 7.35%, 7/1/35 |
|
|
2,186,549 |
|
420,000 |
|
Illinois State, Build America Bonds, GO, 4.00%, 12/1/20 |
|
|
420,718 |
|
88,636 |
|
Illinois State, Build America Bonds, GO, 4.95%, 6/1/23 |
|
|
90,920 |
|
44,000 |
|
Illinois State, Build America Bonds, GO, 6.20%, 7/1/21 |
|
|
44,866 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,221,212 |
|
|
|
|
|
|
|
|
New Jersey (0.1%): |
|
504,000 |
|
New Jersey Economic Development Authority Revenue, Build America Bonds, GO, Series A, 7.43%, 2/15/29 |
|
|
629,138 |
|
|
|
|
|
|
|
|
Total Municipal Bonds (Cost $5,933,108) |
|
|
6,272,163 |
|
|
|
|
|
|
|
|
U.S. Government Agency Mortgages (14.2%): |
|
|
|
|
Federal Home Loan Mortgage Corporation (4.1%): |
|
|
|
|
43,904 |
|
2.50%, 6/1/31, Pool #G18604 |
|
|
46,114 |
|
67,716 |
|
2.50%, 7/1/31, Pool #V61246 |
|
|
71,975 |
|
115,434 |
|
2.50%, 8/1/31, Pool #V61273 |
|
|
122,478 |
|
444,284 |
|
3.50%, 3/1/32, Pool #C91403 |
|
|
473,625 |
|
1,240,148 |
|
3.50%, 7/1/32, Pool #C91467 |
|
|
1,322,381 |
|
13,902 |
|
2.50%, 8/1/32, Pool #G18654 |
|
|
14,690 |
|
14,430 |
|
2.50%, 11/1/32, Pool #G18665 |
|
|
15,144 |
|
434,284 |
|
2.50%, 12/1/32, Pool #G18669 |
|
|
455,749 |
|
72,344 |
|
2.50%, 3/1/33, Pool #G18680 |
|
|
75,920 |
|
50,543 |
|
3.00%, 4/1/33, Pool #K90336 |
|
|
53,252 |
|
184,233 |
|
3.00%, 4/1/33, Pool #G18684 |
|
|
194,384 |
|
26,745 |
|
2.50%, 4/1/33, Pool #G18683 |
|
|
28,069 |
|
15,333 |
|
2.50%, 5/1/33, Pool #G18687 |
|
|
16,091 |
|
68,769 |
|
3.00%, 6/1/33, Pool #K90684 |
|
|
72,455 |
|
127,901 |
|
3.00%, 6/1/33, Pool #K90632 |
|
|
134,781 |
|
54,815 |
|
3.00%, 6/1/33, Pool #C91709 |
|
|
57,758 |
|
100,797 |
|
3.00%, 6/1/33, Pool #K90806 |
|
|
106,171 |
|
200,568 |
|
4.00%, 6/1/33, Pool #G30718 |
|
|
218,542 |
|
249,704 |
|
3.00%, 7/1/33, Pool #C91714 |
|
|
263,113 |
|
292,257 |
|
2.50%, 7/1/33, Pool #G16661 |
|
|
308,053 |
|
433,401 |
|
3.50%, 11/1/33, Pool #G16677 |
|
|
462,813 |
|
405,829 |
|
3.50%, 2/1/34, Pool #G16752 |
|
|
431,703 |
|
64,234 |
|
3.00%, 4/1/34, Pool #G16829 |
|
|
68,578 |
|
508,974 |
|
3.50%, 10/1/34, Pool #C91793 |
|
|
542,252 |
|
942,557 |
|
4.00%, 5/1/37, Pool #C91938 |
|
|
1,020,636 |
|
1,404,195 |
|
5.00%, 2/1/38, Pool #G60365 |
|
|
1,589,350 |
|
55,738 |
|
3.50%, 4/1/40, Pool #V81744 |
|
|
59,789 |
|
84,821 |
|
3.50%, 5/1/40, Pool #V81750 |
|
|
90,985 |
|
127,669 |
|
3.50%, 6/1/40, Pool #V81792 |
|
|
136,947 |
|
57,224 |
|
3.50%, 8/1/40, Pool #V81886 |
|
|
61,383 |
|
40,399 |
|
3.50%, 9/1/40, Pool #V81958 |
|
|
43,336 |
|
557,989 |
|
4.00%, 1/1/41, Pool #A96413 |
|
|
614,307 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal Home Loan Mortgage Corporation, continued |
|
$53,197 |
|
4.50%, 1/1/41, Pool #A96051 |
|
$ |
58,043 |
|
430,567 |
|
4.00%, 2/1/41, Pool #A96807 |
|
|
473,012 |
|
55,231 |
|
4.50%, 3/1/41, Pool #A97673 |
|
|
61,571 |
|
88,828 |
|
4.50%, 4/1/41, Pool #A97942 |
|
|
99,003 |
|
270,323 |
|
5.00%, 6/1/41, Pool #G06596 |
|
|
309,643 |
|
1,144,570 |
|
4.50%, 1/1/42, Pool #G60517 |
|
|
1,275,559 |
|
41,388 |
|
4.00%, 11/1/42, Pool #Q13121 |
|
|
44,614 |
|
120,161 |
|
3.00%, 12/1/42, Pool #C04320 |
|
|
129,084 |
|
74,088 |
|
4.00%, 5/1/43, Pool #Q18481 |
|
|
81,227 |
|
40,620 |
|
4.00%, 7/1/43, Pool #Q19597 |
|
|
44,538 |
|
46,338 |
|
4.00%, 10/1/43, Pool #Q22499 |
|
|
50,792 |
|
76,780 |
|
4.00%, 1/1/44, Pool #V80950 |
|
|
82,747 |
|
144,415 |
|
3.50%, 1/1/44, Pool #G60271 |
|
|
158,660 |
|
291,618 |
|
3.50%, 1/1/44, Pool #G07922 |
|
|
322,540 |
|
238,743 |
|
4.00%, 1/1/45, Pool #Q30720 |
|
|
257,960 |
|
175,820 |
|
4.00%, 2/1/45, Pool #G07949 |
|
|
193,376 |
|
45,550 |
|
3.50%, 3/1/45, Pool #Q32328 |
|
|
49,673 |
|
88,774 |
|
3.50%, 3/1/45, Pool #Q32008 |
|
|
96,724 |
|
48,960 |
|
3.50%, 3/1/45, Pool #Q31974 |
|
|
53,340 |
|
32,532 |
|
3.00%, 5/1/45, Pool #Q33468 |
|
|
34,883 |
|
240,515 |
|
3.50%, 5/1/45, Pool #Q33547 |
|
|
261,418 |
|
295,329 |
|
3.50%, 6/1/45, Pool #Q34164 |
|
|
320,975 |
|
47,711 |
|
3.50%, 6/1/45, Pool #Q33791 |
|
|
51,864 |
|
192,925 |
|
3.00%, 6/1/45, Pool #Q34156 |
|
|
206,728 |
|
311,969 |
|
3.50%, 6/1/45, Pool #Q34311 |
|
|
340,088 |
|
54,867 |
|
3.00%, 7/1/45, Pool #Q34759 |
|
|
59,249 |
|
14,882 |
|
3.00%, 7/1/45, Pool #Q34979 |
|
|
16,063 |
|
91,964 |
|
4.00%, 8/1/45, Pool #Q35845 |
|
|
101,682 |
|
18,988 |
|
4.00%, 9/1/45, Pool #Q37853 |
|
|
20,819 |
|
12,234 |
|
4.00%, 11/1/45, Pool #Q38812 |
|
|
13,084 |
|
326,554 |
|
3.50%, 11/1/45, Pool #Q37467 |
|
|
355,798 |
|
6,921 |
|
4.00%, 2/1/46, Pool #Q38879 |
|
|
7,583 |
|
17,611 |
|
4.00%, 2/1/46, Pool #Q38782 |
|
|
19,280 |
|
25,063 |
|
4.00%, 2/1/46, Pool #Q38783 |
|
|
27,094 |
|
12,802 |
|
4.00%, 4/1/46, Pool #Q39975 |
|
|
14,029 |
|
59,380 |
|
4.00%, 4/1/46, Pool #V82292 |
|
|
64,981 |
|
116,835 |
|
3.50%, 5/1/46, Pool #G60603 |
|
|
127,358 |
|
113,446 |
|
3.50%, 5/1/46, Pool #Q40647 |
|
|
123,486 |
|
369,377 |
|
3.50%, 5/1/46, Pool #G60553 |
|
|
407,666 |
|
328,532 |
|
3.50%, 9/1/46, Pool #Q43257 |
|
|
358,024 |
|
16,099 |
|
4.00%, 9/1/47, Pool #Q50433 |
|
|
17,567 |
|
20,217 |
|
4.00%, 10/1/47, Pool #Q51189 |
|
|
22,263 |
|
193,678 |
|
3.50%, 11/1/47, Pool #Q52086 |
|
|
207,600 |
|
468,997 |
|
3.50%, 2/1/48, Pool #Q54334 |
|
|
495,144 |
|
19,494 |
|
4.00%, 2/1/48, Pool #Q54192 |
|
|
21,220 |
|
34,686 |
|
3.50%, 2/1/48, Pool #G61896 |
|
|
36,756 |
|
246,975 |
|
3.50%, 3/1/48, Pool #G67710 |
|
|
267,923 |
|
325,604 |
|
4.00%, 5/1/48, Pool #Q55992 |
|
|
354,332 |
|
897,519 |
|
4.00%, 6/1/48, Pool #G67713 |
|
|
977,636 |
|
109,666 |
|
4.00%, 7/1/48, Pool #Q59935 |
|
|
121,012 |
|
245,053 |
|
3.50%, 5/1/49, Pool #Q63646 |
|
|
263,835 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,732,370 |
|
|
|
|
|
|
|
|
Federal National Mortgage Association (5.9%): |
|
248,569 |
|
2.50%, 6/1/29, Pool #MA3734 |
|
|
260,397 |
|
100,652 |
|
2.50%, 9/1/31, Pool #AS8012 |
|
|
106,036 |
|
419,300 |
|
3.00%, 4/1/32, Pool #BD9809 |
|
|
444,521 |
|
218,760 |
|
3.00%, 9/1/32, Pool #BM5110 |
|
|
231,567 |
|
571,062 |
|
2.50%, 12/1/32, Pool #CA3748 |
|
|
599,148 |
|
643,754 |
|
3.00%, 12/1/32, Pool #BM5345 |
|
|
685,345 |
|
34,711 |
|
3.00%, 3/1/33, Pool #BM4614 |
|
|
37,332 |
|
45,019 |
|
3.00%, 5/1/33, Pool #AT3000 |
|
|
47,795 |
|
49,193 |
|
3.00%, 6/1/33, Pool #AT6090 |
|
|
52,233 |
|
3,306 |
|
4.50%, 7/1/33, Pool #729327 |
|
|
3,610 |
|
1,368 |
|
4.50%, 7/1/33, Pool #720240 |
|
|
1,521 |
|
239,962 |
|
3.00%, 7/1/33, Pool #MA1490 |
|
|
254,766 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal National Mortgage Association, continued |
|
$5,791 |
|
4.50%, 8/1/33, Pool #729713 |
|
$ |
6,436 |
|
5,557 |
|
4.50%, 8/1/33, Pool #727160 |
|
|
6,167 |
|
3,209 |
|
4.50%, 8/1/33, Pool #727029 |
|
|
3,583 |
|
11,363 |
|
4.50%, 8/1/33, Pool #726956 |
|
|
12,632 |
|
14,200 |
|
4.50%, 8/1/33, Pool #726928 |
|
|
15,789 |
|
5,997 |
|
4.50%, 8/1/33, Pool #723124 |
|
|
6,667 |
|
31,010 |
|
4.50%, 8/1/33, Pool #729380 |
|
|
34,474 |
|
9,891 |
|
4.50%, 9/1/33, Pool #734922 |
|
|
10,993 |
|
24,496 |
|
4.50%, 9/1/33, Pool #727147 |
|
|
27,217 |
|
1,366,011 |
|
3.00%, 11/1/33, Pool #BM5111 |
|
|
1,453,814 |
|
34,876 |
|
4.50%, 12/1/33, Pool #AL5321 |
|
|
38,769 |
|
69,444 |
|
3.50%, 1/1/34, Pool #AS1612 |
|
|
74,187 |
|
14,886 |
|
3.50%, 1/1/34, Pool #AS1614 |
|
|
15,907 |
|
100,534 |
|
3.50%, 1/1/34, Pool #AS1611 |
|
|
107,369 |
|
36,556 |
|
3.50%, 1/1/34, Pool #AS1406 |
|
|
39,057 |
|
724,559 |
|
2.50%, 6/1/34, Pool #BN7572 |
|
|
766,285 |
|
684,754 |
|
3.50%, 9/1/34, Pool #FM1577 |
|
|
746,940 |
|
478,271 |
|
3.50%, 9/1/34, Pool #FM1578 |
|
|
515,906 |
|
28,434 |
|
6.00%, 10/1/34, Pool #AL2130 |
|
|
33,614 |
|
337,455 |
|
3.50%, 10/1/34, Pool #FM1579 |
|
|
359,393 |
|
60,972 |
|
4.50%, 9/1/35, Pool #AB8198 |
|
|
67,768 |
|
568,436 |
|
6.00%, 5/1/36, Pool #745512 |
|
|
663,915 |
|
271,593 |
|
6.00%, 1/1/37, Pool #932030 |
|
|
317,354 |
|
51,640 |
|
6.00%, 3/1/37, Pool #889506 |
|
|
61,318 |
|
71,893 |
|
6.00%, 1/1/38, Pool #889371 |
|
|
86,247 |
|
210,123 |
|
5.00%, 2/1/38, Pool #310165 |
|
|
237,702 |
|
24,847 |
|
6.00%, 3/1/38, Pool #889219 |
|
|
29,793 |
|
14,044 |
|
6.00%, 7/1/38, Pool #889733 |
|
|
16,655 |
|
85,933 |
|
4.50%, 3/1/39, Pool #AB0051 |
|
|
95,463 |
|
401,220 |
|
4.50%, 4/1/39, Pool #AB0043 |
|
|
445,838 |
|
372,852 |
|
5.00%, 6/1/39, Pool #AL7521 |
|
|
421,909 |
|
140,912 |
|
5.00%, 6/1/39, Pool #AL7550 |
|
|
159,458 |
|
276,946 |
|
2.50%, 8/1/39, Pool #MA3761 |
|
|
290,292 |
|
38,838 |
|
4.50%, 11/1/39, Pool #AC5442 |
|
|
43,495 |
|
97,773 |
|
6.00%, 5/1/40, Pool #AL2129 |
|
|
117,128 |
|
55,352 |
|
4.00%, 12/1/40, Pool #AA4757 |
|
|
60,955 |
|
53,219 |
|
4.50%, 2/1/41, Pool #AH5580 |
|
|
59,682 |
|
8,322 |
|
6.00%, 1/1/42, Pool #AL2128 |
|
|
9,693 |
|
274,306 |
|
2.50%, 2/1/43, Pool #AB8465 |
|
|
291,620 |
|
62,879 |
|
4.00%, 10/1/43, Pool #BM1167 |
|
|
69,816 |
|
284,255 |
|
4.50%, 3/1/44, Pool #AL5082 |
|
|
309,926 |
|
299,858 |
|
5.00%, 11/1/44, Pool #AL7307 |
|
|
339,317 |
|
13,772 |
|
4.00%, 12/1/44, Pool #AY0045 |
|
|
15,097 |
|
27,467 |
|
4.00%, 12/1/44, Pool #AW9502 |
|
|
30,115 |
|
125,557 |
|
4.00%, 12/1/44, Pool #AX8459 |
|
|
137,883 |
|
221,663 |
|
4.00%, 3/1/45, Pool #AL6541 |
|
|
243,572 |
|
80,648 |
|
3.00%, 5/1/45, Pool #AS4972 |
|
|
86,458 |
|
105,851 |
|
4.00%, 5/1/45, Pool #AZ1207 |
|
|
113,192 |
|
44,083 |
|
4.00%, 5/1/45, Pool #AZ1876 |
|
|
48,341 |
|
93,095 |
|
4.00%, 6/1/45, Pool #AY8126 |
|
|
99,485 |
|
36,139 |
|
5.00%, 6/1/45, Pool #AZ3448 |
|
|
41,767 |
|
50,081 |
|
4.00%, 6/1/45, Pool #AZ3341 |
|
|
54,919 |
|
258,518 |
|
4.00%, 6/1/45, Pool #AY8096 |
|
|
276,264 |
|
31,257 |
|
4.00%, 6/1/45, Pool #AZ2719 |
|
|
34,258 |
|
220,369 |
|
4.00%, 7/1/45, Pool #AZ0833 |
|
|
241,686 |
|
202,330 |
|
4.00%, 7/1/45, Pool #AZ1783 |
|
|
216,220 |
|
518,257 |
|
3.50%, 7/1/45, Pool #AZ0814 |
|
|
563,017 |
|
28,482 |
|
3.00%, 8/1/45, Pool #AZ3728 |
|
|
30,538 |
|
190,658 |
|
3.00%, 8/1/45, Pool #AS5634 |
|
|
204,347 |
|
70,920 |
|
3.00%, 8/1/45, Pool #AZ8288 |
|
|
75,990 |
|
101,022 |
|
4.00%, 10/1/45, Pool #AL7413 |
|
|
111,372 |
|
549,154 |
|
4.00%, 10/1/45, Pool #AL7593 |
|
|
607,665 |
|
34,758 |
|
4.00%, 11/1/45, Pool #AZ0560 |
|
|
37,145 |
|
42,129 |
|
4.00%, 12/1/45, Pool #AS6350 |
|
|
46,595 |
|
68,891 |
|
4.00%, 12/1/45, Pool #BA6404 |
|
|
73,621 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal National Mortgage Association, continued |
|
$13,932 |
|
4.00%, 12/1/45, Pool #BC0997 |
|
$ |
14,888 |
|
59,278 |
|
4.50%, 2/1/46, Pool #BM5199 |
|
|
66,138 |
|
953,193 |
|
4.00%, 2/1/46, Pool #BC1578 |
|
|
1,027,432 |
|
44,348 |
|
4.00%, 4/1/46, Pool #BC3920 |
|
|
47,911 |
|
29,843 |
|
4.00%, 4/1/46, Pool #BC7809 |
|
|
32,217 |
|
13,002 |
|
4.00%, 5/1/46, Pool #BC2276 |
|
|
14,226 |
|
483,063 |
|
3.50%, 5/1/46, Pool #BC0880 |
|
|
528,847 |
|
274,098 |
|
4.00%, 6/1/46, Pool #BC0960 |
|
|
295,446 |
|
455,609 |
|
4.00%, 6/1/46, Pool #AL9282 |
|
|
491,094 |
|
75,199 |
|
4.00%, 7/1/46, Pool #BC6148 |
|
|
81,104 |
|
180,018 |
|
4.00%, 7/1/46, Pool #BC1443 |
|
|
200,058 |
|
522,450 |
|
3.50%, 7/1/46, Pool #AL9515 |
|
|
572,016 |
|
79,256 |
|
4.00%, 8/1/46, Pool #BD1451 |
|
|
85,479 |
|
68,386 |
|
4.50%, 8/1/46, Pool #AL9111 |
|
|
75,931 |
|
196,140 |
|
4.00%, 9/1/46, Pool #BC2843 |
|
|
218,038 |
|
69,646 |
|
4.00%, 9/1/46, Pool #BD1489 |
|
|
75,071 |
|
29,219 |
|
4.00%, 10/1/46, Pool #BD7599 |
|
|
31,512 |
|
194,404 |
|
3.50%, 10/1/46, Pool #AL9285 |
|
|
204,860 |
|
612,233 |
|
3.50%, 12/1/46, Pool #BC9077 |
|
|
670,557 |
|
511,388 |
|
3.50%, 1/1/47, Pool #AL9776 |
|
|
559,554 |
|
2,019,600 |
|
4.00%, 2/1/47, Pool #AL9779 |
|
|
2,229,337 |
|
128,611 |
|
3.50%, 2/1/47, Pool #BE5696 |
|
|
139,491 |
|
931,508 |
|
4.50%, 2/1/47, Pool #AL9846 |
|
|
1,017,929 |
|
10,703 |
|
4.00%, 6/1/47, Pool #BH4269 |
|
|
11,677 |
|
75,266 |
|
4.00%, 7/1/47, Pool #BE3774 |
|
|
80,904 |
|
779,627 |
|
3.50%, 2/1/48, Pool #BJ3436 |
|
|
821,569 |
|
60,278 |
|
3.00%, 8/1/49, Pool #CA4017 |
|
|
63,308 |
|
752,884 |
|
4.50%, 9/1/49, Pool #FM1534 |
|
|
836,439 |
|
150,000 |
|
2.50%, 10/25/49 |
|
|
157,336 |
|
882,832 |
|
4.00%, 11/1/49, Pool #CA4628 |
|
|
952,430 |
|
176,224 |
|
3.50%, 11/1/49, Pool #CA4557 |
|
|
189,869 |
|
209,504 |
|
3.00%, 2/1/50, Pool #CA5126 |
|
|
219,569 |
|
449,483 |
|
2.50%, 8/1/50, Pool #SD0430 |
|
|
476,309 |
|
|
|
|
|
|
|
|
|
|
|
|
|
27,072,907 |
|
|
|
|
|
|
|
|
Government National Mortgage Association (4.2%): |
|
|
|
|
12,284 |
|
5.00%, 6/15/34, Pool #629493 |
|
|
13,872 |
|
4,820 |
|
5.00%, 3/15/38, Pool #676766 |
|
|
5,407 |
|
2,714 |
|
5.00%, 4/15/38, Pool #672672 |
|
|
3,049 |
|
9,584 |
|
5.00%, 8/15/38, Pool #687818 |
|
|
10,748 |
|
83,070 |
|
5.00%, 1/15/39, Pool #705997 |
|
|
96,046 |
|
1,027 |
|
5.00%, 3/15/39, Pool #697946 |
|
|
1,142 |
|
180,306 |
|
5.00%, 3/15/39, Pool #646746 |
|
|
208,326 |
|
183,219 |
|
4.00%, 10/15/40, Pool #783143 |
|
|
195,521 |
|
52,101 |
|
4.00%, 10/20/40, Pool #G24833 |
|
|
57,086 |
|
154,434 |
|
4.00%, 1/20/41, Pool #4922 |
|
|
169,217 |
|
410,267 |
|
4.50%, 3/20/41, Pool #4978 |
|
|
451,727 |
|
145,053 |
|
4.50%, 5/20/41, Pool #005055 |
|
|
164,637 |
|
300,931 |
|
4.00%, 5/20/41, Pool #5054 |
|
|
329,776 |
|
128,376 |
|
4.50%, 6/15/41, Pool #366975 |
|
|
142,814 |
|
94,332 |
|
4.50%, 6/20/41, Pool #005082 |
|
|
103,867 |
|
340,832 |
|
4.00%, 10/20/41, Pool #5203 |
|
|
373,473 |
|
381,665 |
|
3.50%, 12/20/41, Pool #5258 |
|
|
411,618 |
|
660,133 |
|
4.00%, 1/20/42, Pool #5280 |
|
|
723,418 |
|
461,374 |
|
3.50%, 10/20/42, Pool #MA0462 |
|
|
497,588 |
|
311,323 |
|
3.00%, 12/20/42, Pool #AA5872 |
|
|
327,760 |
|
233,752 |
|
3.00%, 12/20/42, Pool #MA0624 |
|
|
244,789 |
|
41,350 |
|
3.00%, 1/20/43, Pool #MA0698 |
|
|
43,302 |
|
2,268,275 |
|
3.50%, 1/20/43, Pool #MA0699 |
|
|
2,446,392 |
|
502,500 |
|
3.50%, 2/20/43, Pool #MA0783 |
|
|
541,480 |
|
61,901 |
|
3.50%, 3/20/43, Pool #AD8884 |
|
|
67,191 |
|
196,232 |
|
3.00%, 3/20/43, Pool #AA6146 |
|
|
208,722 |
|
78,570 |
|
3.00%, 3/20/43, Pool #AD8812 |
|
|
82,654 |
|
414,682 |
|
3.50%, 4/20/43, Pool #783976 |
|
|
450,941 |
|
25,583 |
|
3.50%, 4/20/43, Pool #AB9891 |
|
|
27,793 |
|
62,235 |
|
3.50%, 4/20/43, Pool #AD9075 |
|
|
67,554 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Government National Mortgage Association, continued |
|
$468,471 |
|
4.00%, 10/20/43, Pool #MA1376 |
|
$ |
513,244 |
|
6,543 |
|
4.00%, 7/20/44, Pool #MA2074 |
|
|
7,162 |
|
97,532 |
|
4.00%, 5/20/45, Pool #MA2893 |
|
|
106,603 |
|
159,673 |
|
4.00%, 8/20/45, Pool #MA3035 |
|
|
174,525 |
|
6,168 |
|
4.00%, 9/20/45, Pool #MA3106 |
|
|
6,741 |
|
6,332 |
|
4.00%, 10/20/45, Pool #MA3174 |
|
|
6,921 |
|
7,093 |
|
4.00%, 12/20/45, Pool #MA3311 |
|
|
7,753 |
|
7,089 |
|
4.00%, 1/20/46, Pool #MA3377 |
|
|
7,748 |
|
268,072 |
|
4.00%, 4/15/46, Pool #784232 |
|
|
295,488 |
|
28,234 |
|
3.50%, 5/20/46, Pool #AS4272 |
|
|
30,415 |
|
21,177 |
|
3.50%, 5/20/46, Pool #AR9166 |
|
|
22,806 |
|
23,743 |
|
3.50%, 5/20/46, Pool #AR9028 |
|
|
25,564 |
|
430,260 |
|
4.00%, 5/20/46, Pool #MA3664 |
|
|
467,482 |
|
314,205 |
|
3.50%, 5/20/46, Pool #MA3663 |
|
|
334,389 |
|
295,438 |
|
3.50%, 6/20/46, Pool #MA3736 |
|
|
315,946 |
|
23,233 |
|
3.50%, 6/20/46, Pool #AT4134 |
|
|
25,015 |
|
108,379 |
|
3.50%, 6/20/46, Pool #AT4139 |
|
|
116,749 |
|
32,183 |
|
3.50%, 6/20/46, Pool #AS4285 |
|
|
34,671 |
|
36,669 |
|
3.50%, 7/20/46, Pool #784391 |
|
|
39,267 |
|
162,955 |
|
3.50%, 7/20/46, Pool #MA3803 |
|
|
174,266 |
|
34,541 |
|
3.50%, 9/20/46, Pool #MA3937 |
|
|
36,828 |
|
29,777 |
|
3.00%, 10/20/46, Pool #MA4003 |
|
|
31,177 |
|
1,509,277 |
|
3.00%, 12/20/46, Pool #MA4126 |
|
|
1,580,241 |
|
173,418 |
|
4.00%, 1/15/47, Pool #AX5831 |
|
|
185,637 |
|
191,327 |
|
4.00%, 1/15/47, Pool #AX5857 |
|
|
204,807 |
|
474,699 |
|
3.00%, 1/20/47, Pool #MA4195 |
|
|
499,174 |
|
269,261 |
|
3.00%, 2/20/47, Pool #MA4261 |
|
|
282,660 |
|
64,518 |
|
4.00%, 3/20/47, Pool #MA4322 |
|
|
69,582 |
|
353,228 |
|
4.00%, 4/20/47, Pool #784304 |
|
|
375,795 |
|
66,096 |
|
4.00%, 4/20/47, Pool #MA4383 |
|
|
71,284 |
|
948,368 |
|
4.50%, 4/20/47, Pool #MA4384 |
|
|
1,035,307 |
|
327,455 |
|
4.00%, 4/20/47, Pool #784303 |
|
|
348,376 |
|
42,469 |
|
4.00%, 5/20/47, Pool #MA4452 |
|
|
45,803 |
|
177,034 |
|
4.00%, 6/20/47, Pool #MA4511 |
|
|
189,668 |
|
587,375 |
|
4.50%, 6/20/47, Pool #MA4512 |
|
|
641,293 |
|
238,635 |
|
4.00%, 4/20/48, Pool #MA5137 |
|
|
255,995 |
|
155,438 |
|
4.00%, 4/20/48, Pool #BG7744 |
|
|
166,675 |
|
185,306 |
|
4.00%, 4/20/48, Pool #BG3507 |
|
|
198,702 |
|
515,900 |
|
4.00%, 6/20/48, Pool #MA5264 |
|
|
549,128 |
|
853,674 |
|
4.00%, 9/20/48, Pool #MA5466 |
|
|
915,897 |
|
12,770 |
|
Class JA, Series 2015-H21, 2.50%, 6/20/65, Callable 5/20/21 @ 100 |
|
|
12,803 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,877,497 |
|
|
|
|
|
|
|
|
Total U.S. Government Agency Mortgages
(Cost $62,077,591) |
|
|
64,682,774 |
|
|
|
|
|
|
|
|
U.S. Treasury Obligations (22.1%): |
|
U.S. Treasury Bonds (7.6%): |
|
2,566,000 |
|
1.13%, 5/15/40 |
|
|
2,531,118 |
|
11,313,000 |
|
3.00%, 2/15/47 |
|
|
15,334,419 |
|
1,466,000 |
|
2.00%, 2/15/50 |
|
|
1,662,536 |
|
5,030,300 |
|
1.25%, 5/15/50 |
|
|
4,781,929 |
|
10,513,100 |
|
1.38%, 8/15/50 |
|
|
10,317,622 |
|
|
|
|
|
|
|
|
|
|
|
|
|
34,627,624 |
|
|
|
|
|
|
|
|
U.S. Treasury Inflation Index Bonds (1.3%): |
|
3,445,576 |
|
0.75%, 2/15/45 |
|
|
4,389,520 |
|
86,701 |
|
1.00%, 2/15/46 |
|
|
117,079 |
|
1,050,090 |
|
1.00%, 2/15/49 |
|
|
1,466,102 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,972,701 |
|
|
|
|
|
|
|
|
U.S. Treasury Inflation Index Notes (5.4%): |
|
4,883,765 |
|
0.13%, 10/15/24 |
|
|
5,179,952 |
|
2,056,231 |
|
0.25%, 1/15/25 |
|
|
2,193,159 |
|
8,066,834 |
|
0.63%, 1/15/26 |
|
|
8,885,067 |
|
4,292,739 |
|
0.13%, 7/15/26 |
|
|
4,654,372 |
|
2,072,439 |
|
0.88%, 1/15/29 |
|
|
2,413,496 |
|
|
|
|
|
|
|
|
Principal
Amount |
|
|
|
Fair Value |
U.S. Treasury Obligations, continued |
|
U.S. Treasury Inflation Index Notes, continued |
|
$962,122 |
|
0.25%, 7/15/29 |
|
$ |
1,076,104 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,402,150 |
|
|
|
|
|
|
|
|
U.S. Treasury Notes (7.8%): |
|
2,034,000 |
|
2.13%, 7/31/24 |
|
|
2,183,054 |
|
19,438,000 |
|
0.25%, 7/31/25 |
|
|
19,422,815 |
|
3,535,600 |
|
1.63%, 9/30/26 |
|
|
3,798,560 |
|
5,668,000 |
|
0.38%, 9/30/27 |
|
|
5,632,575 |
|
4,273,000 |
|
0.63%, 8/15/30 |
|
|
4,251,635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
35,288,639 |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $97,907,365) |
|
|
100,291,114 |
|
|
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.6%): |
|
|
|
|
2,800,336 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(d)(e) |
|
|
2,800,336 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $2,800,336) |
|
|
2,800,336 |
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Unaffiliated Investment Companies (3.1%): |
|
|
Money Markets (3.1%): |
|
13,894,016 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(e) |
|
|
13,894,016 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies
(Cost $13,894,016) |
|
|
13,894,016 |
|
|
|
|
|
|
|
|
Total Investment Securities (Cost $442,512,121) - 100.6% |
|
|
457,507,901 |
|
Net other assets (liabilities) - (0.6)% |
|
|
(2,930,311 |
) |
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
$ |
454,577,590 |
|
|
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
GO |
|
- |
|
General Obligation |
H15T1Y |
|
- |
|
1 Year Treasury Constant Maturity Rate |
H15T5Y |
|
- |
|
5 Year Treasury Constant Maturity Rate |
LIBOR |
|
- |
|
London Interbank Offered Rate |
MTN |
|
- |
|
Medium Term Note |
SOFR |
|
- |
|
Secured Overnight Financing Rate |
US0001M |
|
- |
|
1 Month US Dollar LIBOR |
US0003M |
|
- |
|
3 Month US Dollar LIBOR |
USSW5 |
|
- |
|
USD 5 Year Swap Rate |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $2,679,784. |
|
Represents less than 0.05%. |
(a) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser
has deemed these securities to be liquid based on procedures approved by the Board of Trustees. |
(b) |
The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets
underlying the security. The rate presented is the rate in effect at September 30, 2020. |
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
(d) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(e) |
The rate represents the effective yield at September 30, 2020. |
The following represents the concentrations by country of risk (based on the domicile of the security issuer) relative to the total fair value of
investments as of September 30, 2020:
(Unaudited)
|
|
|
|
|
Country |
|
Percentage |
|
|
Argentina |
|
|
0.1 |
% |
Australia |
|
|
0.4 |
% |
Brazil |
|
|
% |
|
Canada |
|
|
0.8 |
% |
Cayman Islands |
|
|
0.9 |
% |
Chile |
|
|
0.3 |
% |
Dominican Republic |
|
|
0.4 |
% |
France |
|
|
0.3 |
% |
Germany |
|
|
0.8 |
% |
Guernsey |
|
|
0.7 |
% |
Hong Kong |
|
|
0.2 |
% |
Indonesia |
|
|
0.3 |
% |
Ireland |
|
|
0.7 |
% |
Italy |
|
|
0.4 |
% |
Luxembourg |
|
|
0.9 |
% |
Mexico |
|
|
1.8 |
% |
Netherlands |
|
|
1.4 |
% |
Qatar |
|
|
0.3 |
% |
Saudi Arabia |
|
|
0.2 |
% |
Supernational |
|
|
0.1 |
% |
Switzerland |
|
|
0.3 |
% |
United Arab Emirates |
|
|
0.3 |
% |
United Kingdom |
|
|
2.0 |
% |
United States |
|
|
86.4 |
% |
|
|
|
|
|
|
|
|
100.0 |
% |
|
|
|
|
|
|
Represents less than 0.05%.
|
See accompanying notes to the
schedules of portfolio investments.
AZL Fidelity Institutional Asset Management Total Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Securities Sold Short (0.0%):
At September 30, 2020, the Funds securities sold short were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security Description |
|
Coupon
Rate |
|
Maturity
Date |
|
Par Amount |
|
Proceeds
Received |
|
|
Fair Value |
|
|
|
|
|
|
|
U.S. Government Agency Mortgages |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Federal National Mortgage Association |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Federal National Mortgage Association |
|
2.50% |
|
10/25/49 |
|
$(150,000) |
|
$ |
(157,266 |
) |
|
$ |
(157,336 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(157,266 |
) |
|
$ |
(157,336 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Gateway Fund
Schedule
of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks+ (98.1%): |
|
|
|
|
Aerospace & Defense (1.5%): |
|
|
|
|
3,253 |
|
Boeing Co. (The) |
|
$ |
537,591 |
|
961 |
|
HEICO Corp. |
|
|
100,578 |
|
836 |
|
Huntington Ingalls Industries, Inc. |
|
|
117,667 |
|
13,922 |
|
Raytheon Technologies Corp. |
|
|
801,072 |
|
539 |
|
Teledyne Technologies, Inc.* |
|
|
167,203 |
|
685 |
|
TransDigm Group, Inc. |
|
|
325,457 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,049,568 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.6%): |
|
|
|
|
4,634 |
|
United Parcel Service, Inc., Class B |
|
|
772,164 |
|
749 |
|
XPO Logistics, Inc.* |
|
|
63,410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
835,574 |
|
|
|
|
|
|
|
|
Airlines (0.3%): |
|
|
|
|
3,457 |
|
Alaska Air Group, Inc. |
|
|
126,630 |
|
11,240 |
|
JetBlue Airways Corp.* |
|
|
127,349 |
|
3,971 |
|
United Airlines Holdings, Inc.* |
|
|
137,992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
391,971 |
|
|
|
|
|
|
|
|
Auto Components (0.1%): |
|
|
|
|
793 |
|
Autoliv, Inc. |
|
|
57,794 |
|
2,398 |
|
Cooper Tire & Rubber Co. |
|
|
76,016 |
|
|
|
|
|
|
|
|
|
|
|
|
|
133,810 |
|
|
|
|
|
|
|
|
Automobiles (0.2%): |
|
|
|
|
45,465 |
|
Ford Motor Co. |
|
|
302,797 |
|
|
|
|
|
|
|
|
Banks (3.2%): |
|
|
|
|
5,229 |
|
Associated Banc-Corp. |
|
|
65,990 |
|
60,538 |
|
Bank of America Corp. |
|
|
1,458,360 |
|
19,299 |
|
Citigroup, Inc. |
|
|
831,980 |
|
24,563 |
|
Huntington Bancshares, Inc. |
|
|
225,243 |
|
19,191 |
|
JPMorgan Chase & Co. |
|
|
1,847,517 |
|
2,161 |
|
Old National Bancorp |
|
|
27,142 |
|
645 |
|
Signature Bank |
|
|
53,529 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,509,761 |
|
|
|
|
|
|
|
|
Beverages (1.6%): |
|
|
|
|
8,115 |
|
Keurig Dr Pepper, Inc. |
|
|
223,974 |
|
5,182 |
|
Monster Beverage Corp.* |
|
|
415,596 |
|
11,447 |
|
PepsiCo, Inc. |
|
|
1,586,555 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,226,125 |
|
|
|
|
|
|
|
|
Biotechnology (2.2%): |
|
|
|
|
10,499 |
|
AbbVie, Inc. |
|
|
919,608 |
|
3,532 |
|
Amgen, Inc. |
|
|
897,693 |
|
1,105 |
|
Biogen, Inc.* |
|
|
313,466 |
|
717 |
|
Exact Sciences Corp.* |
|
|
73,098 |
|
701 |
|
Ionis Pharmaceuticals, Inc.* |
|
|
33,262 |
|
681 |
|
Seagen, Inc.* |
|
|
133,265 |
|
2,325 |
|
Vertex Pharmaceuticals, Inc.* |
|
|
632,679 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,003,071 |
|
|
|
|
|
|
|
|
Building Products (0.3%): |
|
|
|
|
10,041 |
|
Carrier Global Corp. |
|
|
306,652 |
|
426 |
|
Lennox International, Inc. |
|
|
116,132 |
|
|
|
|
|
|
|
|
|
|
|
|
|
422,784 |
|
|
|
|
|
|
|
|
Capital Markets (1.8%): |
|
|
|
|
8,177 |
|
Charles Schwab Corp. (The) |
|
|
296,253 |
|
1,655 |
|
Eaton Vance Corp. |
|
|
63,138 |
|
297 |
|
FactSet Research Systems, Inc. |
|
|
99,459 |
|
4,989 |
|
Intercontinental Exchange, Inc. |
|
|
499,149 |
|
10,310 |
|
Morgan Stanley |
|
|
498,489 |
|
1,002 |
|
MSCI, Inc., Class A |
|
|
357,494 |
|
1,853 |
|
S&P Global, Inc. |
|
|
668,192 |
|
2,062 |
|
TD Ameritrade Holding Corp. |
|
|
80,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,562,901 |
|
|
|
|
|
|
|
|
Chemicals (1.5%): |
|
|
|
|
1,706 |
|
Ashland Global Holdings, Inc. |
|
|
120,990 |
|
2,129 |
|
Celanese Corp. |
|
|
228,761 |
|
8,520 |
|
Corteva, Inc. |
|
|
245,461 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks+, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
6,803 |
|
Dow, Inc. |
|
$ |
320,081 |
|
2,825 |
|
Eastman Chemical Co. |
|
|
220,689 |
|
638 |
|
Ingevity Corp.* |
|
|
31,543 |
|
1,698 |
|
International Flavors & Fragrances, Inc. |
|
|
207,920 |
|
3,482 |
|
LyondellBasell Industries NV, Class A |
|
|
245,446 |
|
6,351 |
|
Mosaic Co. (The) |
|
|
116,033 |
|
4,709 |
|
Olin Corp. |
|
|
58,297 |
|
1,952 |
|
RPM International, Inc. |
|
|
161,704 |
|
3,802 |
|
Valvoline, Inc. |
|
|
72,390 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,029,315 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.7%): |
|
|
|
|
2,481 |
|
Copart, Inc.* |
|
|
260,902 |
|
1,537 |
|
Waste Connections, Inc. |
|
|
159,541 |
|
4,962 |
|
Waste Management, Inc. |
|
|
561,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
981,993 |
|
|
|
|
|
|
|
|
Communications Equipment (0.8%): |
|
|
|
|
27,184 |
|
Cisco Systems, Inc. |
|
|
1,070,778 |
|
|
|
|
|
|
|
|
Construction Materials (0.2%): |
|
|
|
|
1,004 |
|
Martin Marietta Materials, Inc. |
|
|
236,301 |
|
|
|
|
|
|
|
|
Consumer Finance (0.3%): |
|
|
|
|
2,467 |
|
Ally Financial, Inc. |
|
|
61,848 |
|
3,664 |
|
Discover Financial Services |
|
|
211,706 |
|
6,430 |
|
Synchrony Financial |
|
|
168,273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
441,827 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.5%): |
|
|
|
|
1,504 |
|
Avery Dennison Corp. |
|
|
192,271 |
|
1,761 |
|
Crown Holdings, Inc.* |
|
|
135,350 |
|
2,479 |
|
Sonoco Products Co. |
|
|
126,603 |
|
8,448 |
|
WestRock Co. |
|
|
293,484 |
|
|
|
|
|
|
|
|
|
|
|
|
|
747,708 |
|
|
|
|
|
|
|
|
Distributors (0.2%): |
|
|
|
|
2,198 |
|
Genuine Parts Co. |
|
|
209,184 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.0%): |
|
|
|
|
1,395 |
|
Service Corp. International |
|
|
58,841 |
|
|
|
|
|
|
|
|
Diversified Financial Services (1.9%): |
|
|
|
|
11,533 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
2,455,837 |
|
2,624 |
|
Voya Financial, Inc. |
|
|
125,768 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,581,605 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (1.9%): |
|
|
|
|
38,868 |
|
AT&T, Inc. |
|
|
1,108,127 |
|
11,942 |
|
CenturyLink, Inc. |
|
|
120,495 |
|
2,408 |
|
Liberty Global plc, Series C* |
|
|
49,448 |
|
23,161 |
|
Verizon Communications, Inc. |
|
|
1,377,848 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,655,918 |
|
|
|
|
|
|
|
|
Electric Utilities (1.5%): |
|
|
|
|
8,276 |
|
Alliant Energy Corp. |
|
|
427,455 |
|
8,811 |
|
American Electric Power Co., Inc. |
|
|
720,123 |
|
3,651 |
|
Edison International |
|
|
185,617 |
|
3,827 |
|
Entergy Corp. |
|
|
377,074 |
|
5,206 |
|
Evergy, Inc. |
|
|
264,569 |
|
315 |
|
Hawaiian Electric Industries, Inc. |
|
|
10,471 |
|
3,186 |
|
OGE Energy Corp. |
|
|
95,548 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,080,857 |
|
|
|
|
|
|
|
|
Electrical Equipment (0.7%): |
|
|
|
|
4,593 |
|
Eaton Corp. plc |
|
|
468,624 |
|
6,441 |
|
Emerson Electric Co. |
|
|
422,336 |
|
1,037 |
|
Hubbell, Inc. |
|
|
141,903 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,032,863 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Gateway Fund
Schedule
of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks+, continued |
|
|
|
|
Electronic Equipment, Instruments & Components (0.5%): |
|
|
|
|
1,972 |
|
CDW Corp. |
|
$ |
235,713 |
|
7,615 |
|
Corning, Inc. |
|
|
246,802 |
|
1,235 |
|
Trimble, Inc.* |
|
|
60,145 |
|
679 |
|
Zebra Technologies Corp., Class A* |
|
|
171,420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
714,080 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.2%): |
|
|
|
|
8,091 |
|
Baker Hughes Co. |
|
|
107,529 |
|
12,309 |
|
Halliburton Co. |
|
|
148,324 |
|
3,411 |
|
Helmerich & Payne, Inc. |
|
|
49,971 |
|
|
|
|
|
|
|
|
|
|
|
|
|
305,824 |
|
|
|
|
|
|
|
|
Entertainment (1.9%): |
|
|
|
|
2,095 |
|
Live Nation Entertainment, Inc.* |
|
|
112,879 |
|
2,430 |
|
Netflix, Inc.* |
|
|
1,215,073 |
|
228 |
|
Roku, Inc.* |
|
|
43,046 |
|
10,333 |
|
Walt Disney Co. (The) |
|
|
1,282,119 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,653,117 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (2.3%): |
|
|
|
|
7,594 |
|
American Homes 4 Rent, Class A |
|
|
216,277 |
|
2,865 |
|
Camden Property Trust |
|
|
254,928 |
|
2,650 |
|
CubeSmart |
|
|
85,622 |
|
3,611 |
|
Douglas Emmett, Inc. |
|
|
90,636 |
|
12,175 |
|
Duke Realty Corp. |
|
|
449,257 |
|
4,044 |
|
Equity Lifestyle Properties, Inc. |
|
|
247,897 |
|
2,644 |
|
Extra Space Storage, Inc. |
|
|
282,881 |
|
5,349 |
|
Healthcare Realty Trust, Inc. |
|
|
161,112 |
|
9,185 |
|
Invitation Homes, Inc. |
|
|
257,088 |
|
3,010 |
|
Kilroy Realty Corp. |
|
|
156,400 |
|
979 |
|
Mack-Cali Realty Corp. |
|
|
12,355 |
|
9,307 |
|
Medical Properties Trust, Inc. |
|
|
164,082 |
|
2,952 |
|
National Retail Properties, Inc. |
|
|
101,874 |
|
3,803 |
|
Sabra Health Care REIT, Inc. |
|
|
52,424 |
|
991 |
|
Sun Communities, Inc. |
|
|
139,345 |
|
7,867 |
|
UDR, Inc. |
|
|
256,543 |
|
3,451 |
|
Ventas, Inc. |
|
|
144,804 |
|
1,695 |
|
WP Carey, Inc. |
|
|
110,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,183,971 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (1.8%): |
|
|
|
|
544 |
|
Caseys General Stores, Inc. |
|
|
96,642 |
|
2,806 |
|
Costco Wholesale Corp. |
|
|
996,130 |
|
357 |
|
US Foods Holding Corp.* |
|
|
7,933 |
|
9,814 |
|
Walmart, Inc. |
|
|
1,373,076 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,473,781 |
|
|
|
|
|
|
|
|
Food Products (0.8%): |
|
|
|
|
2,741 |
|
Bunge, Ltd. |
|
|
125,264 |
|
1,984 |
|
Lamb Weston Holdings, Inc. |
|
|
131,480 |
|
14,097 |
|
Mondelez International, Inc., Class A |
|
|
809,872 |
|
890 |
|
Post Holdings, Inc.* |
|
|
76,540 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,143,156 |
|
|
|
|
|
|
|
|
Gas Utilities (0.1%): |
|
|
|
|
1,421 |
|
National Fuel Gas Co. |
|
|
57,678 |
|
2,933 |
|
UGI Corp. |
|
|
96,731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
154,409 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (3.5%): |
|
|
|
|
11,491 |
|
Abbott Laboratories |
|
|
1,250,565 |
|
4,716 |
|
Baxter International, Inc. |
|
|
379,261 |
|
12,871 |
|
Boston Scientific Corp.* |
|
|
491,801 |
|
5,326 |
|
Edwards Lifesciences Corp.* |
|
|
425,121 |
|
50 |
|
Insulet Corp.* |
|
|
11,830 |
|
1,006 |
|
Intuitive Surgical, Inc.* |
|
|
713,797 |
|
9,098 |
|
Medtronic plc |
|
|
945,464 |
|
1,121 |
|
Steris plc |
|
|
197,509 |
|
604 |
|
Teleflex, Inc. |
|
|
205,614 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks+, continued |
|
|
|
|
Health Care Equipment & Supplies, continued |
|
|
|
|
1,155 |
|
West Pharmaceutical Services, Inc. |
|
$ |
317,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,938,472 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (2.5%): |
|
|
|
|
2,091 |
|
Anthem, Inc. |
|
|
561,622 |
|
10,080 |
|
CVS Health Corp. |
|
|
588,672 |
|
2,668 |
|
HCA Healthcare, Inc. |
|
|
332,646 |
|
339 |
|
Molina Healthcare, Inc.* |
|
|
62,051 |
|
5,561 |
|
UnitedHealth Group, Inc. |
|
|
1,733,752 |
|
1,334 |
|
Universal Health Services, Inc., Class B |
|
|
142,765 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,421,508 |
|
|
|
|
|
|
|
|
Health Care Technology (0.1%): |
|
|
|
|
712 |
|
Veeva Systems, Inc., Class A* |
|
|
200,207 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (1.5%): |
|
|
|
|
523 |
|
Dominos Pizza, Inc. |
|
|
222,421 |
|
491 |
|
Dunkin Brands Group, Inc. |
|
|
40,218 |
|
2,997 |
|
Hilton Grand Vacations, Inc.* |
|
|
62,877 |
|
3,867 |
|
Hilton Worldwide Holdings, Inc. |
|
|
329,932 |
|
5,039 |
|
McDonalds Corp. |
|
|
1,106,010 |
|
1,415 |
|
Melco Resorts & Entertainment, Ltd., ADR |
|
|
23,560 |
|
3,344 |
|
Restaurant Brands International, Inc. |
|
|
192,090 |
|
248 |
|
Vail Resorts, Inc. |
|
|
53,065 |
|
4,219 |
|
Wendys Co. (The) |
|
|
94,063 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,124,236 |
|
|
|
|
|
|
|
|
Household Durables (0.5%): |
|
|
|
|
4,738 |
|
Lennar Corp., Class A |
|
|
387,000 |
|
4,173 |
|
Newell Brands, Inc. |
|
|
71,609 |
|
43 |
|
NVR, Inc.* |
|
|
175,574 |
|
911 |
|
Toll Brothers, Inc. |
|
|
44,329 |
|
|
|
|
|
|
|
|
|
|
|
|
|
678,512 |
|
|
|
|
|
|
|
|
Household Products (1.7%): |
|
|
|
|
17,552 |
|
Procter & Gamble Co. (The) |
|
|
2,439,552 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (1.2%): |
|
|
|
|
4,149 |
|
3M Co. |
|
|
664,587 |
|
6,092 |
|
Honeywell International, Inc. |
|
|
1,002,804 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,667,391 |
|
|
|
|
|
|
|
|
Insurance (2.1%): |
|
|
|
|
19,070 |
|
Aflac, Inc. |
|
|
693,194 |
|
52 |
|
Alleghany Corp. |
|
|
27,063 |
|
3,553 |
|
Allstate Corp. (The) |
|
|
334,479 |
|
1,225 |
|
American Financial Group, Inc. |
|
|
82,051 |
|
2,300 |
|
Aon plc, Class A |
|
|
474,490 |
|
4,357 |
|
Arch Capital Group, Ltd.* |
|
|
127,442 |
|
4,647 |
|
Arthur J. Gallagher & Co. |
|
|
490,630 |
|
3,367 |
|
Brown & Brown, Inc. |
|
|
152,424 |
|
1,551 |
|
Fidelity National Financial, Inc. |
|
|
48,562 |
|
2,790 |
|
Lincoln National Corp. |
|
|
87,411 |
|
208 |
|
Markel Corp.* |
|
|
202,530 |
|
595 |
|
RenaissanceRe Holdings, Ltd. |
|
|
100,995 |
|
5,019 |
|
Unum Group |
|
|
84,470 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,905,741 |
|
|
|
|
|
|
|
|
Interactive Media & Services (5.6%): |
|
|
|
|
1,005 |
|
Alphabet, Inc., Class A* |
|
|
1,472,928 |
|
2,028 |
|
Alphabet, Inc., Class C* |
|
|
2,980,349 |
|
12,321 |
|
Facebook, Inc., Class A* |
|
|
3,226,870 |
|
321 |
|
Match Group, Inc.* |
|
|
35,519 |
|
655 |
|
Zillow Group, Inc., Class C* |
|
|
66,541 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,782,207 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (5.1%): |
|
|
|
|
2,106 |
|
Amazon.com, Inc.* |
|
|
6,631,226 |
|
271 |
|
Booking Holdings, Inc.* |
|
|
463,594 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Gateway Fund
Schedule
of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks+, continued |
|
|
|
|
Internet & Direct Marketing Retail, continued |
|
|
|
|
82 |
|
MercadoLibre, Inc.* |
|
$ |
88,763 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,183,583 |
|
|
|
|
|
|
|
|
IT Services (5.3%): |
|
|
|
|
3,731 |
|
Automatic Data Processing, Inc. |
|
|
520,437 |
|
229 |
|
Black Knight, Inc.* |
|
|
19,934 |
|
217 |
|
Booz Allen Hamilton Holding Corp. |
|
|
18,007 |
|
285 |
|
EPAM Systems, Inc.* |
|
|
92,135 |
|
4,108 |
|
Fidelity National Information Services, Inc. |
|
|
604,739 |
|
1,833 |
|
Leidos Holdings, Inc. |
|
|
163,412 |
|
5,278 |
|
MasterCard, Inc., Class A |
|
|
1,784,861 |
|
4,165 |
|
Paychex, Inc. |
|
|
332,242 |
|
6,782 |
|
PayPal Holdings, Inc.* |
|
|
1,336,257 |
|
93 |
|
Shopify, Inc., Class A* |
|
|
95,136 |
|
317 |
|
Square, Inc., Class A* |
|
|
51,528 |
|
177 |
|
Twilio, Inc., Class A* |
|
|
43,735 |
|
2,001 |
|
VeriSign, Inc.* |
|
|
409,905 |
|
9,889 |
|
Visa, Inc., Class A |
|
|
1,977,504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,449,832 |
|
|
|
|
|
|
|
|
Leisure Products
(0.0%): |
|
|
|
|
30 |
|
Polaris, Inc. |
|
|
2,830 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (1.1%): |
|
|
|
|
1,196 |
|
Illumina, Inc.* |
|
|
369,660 |
|
1,190 |
|
PRA Health Sciences, Inc.* |
|
|
120,714 |
|
2,500 |
|
Thermo Fisher Scientific, Inc. |
|
|
1,103,799 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,594,173 |
|
|
|
|
|
|
|
|
Machinery (1.7%): |
|
|
|
|
4,192 |
|
Caterpillar, Inc. |
|
|
625,236 |
|
2,187 |
|
Cummins, Inc. |
|
|
461,807 |
|
2,479 |
|
Deere & Co. |
|
|
549,420 |
|
1,629 |
|
Parker Hannifin Corp. |
|
|
329,612 |
|
2,461 |
|
Pentair plc |
|
|
112,640 |
|
935 |
|
Snap-On, Inc. |
|
|
137,567 |
|
1,325 |
|
Timken Co. |
|
|
71,842 |
|
292 |
|
Woodward, Inc. |
|
|
23,407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,311,531 |
|
|
|
|
|
|
|
|
Media (1.2%): |
|
|
|
|
27,135 |
|
Comcast Corp., Class A |
|
|
1,255,265 |
|
681 |
|
Liberty Broadband Corp., Class C* |
|
|
97,294 |
|
4,793 |
|
News Corp., Class B |
|
|
67,006 |
|
2,042 |
|
Omnicom Group, Inc. |
|
|
101,079 |
|
20,324 |
|
Sirius XM Holdings, Inc. |
|
|
108,937 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,629,581 |
|
|
|
|
|
|
|
|
Metals & Mining (0.3%): |
|
|
|
|
4,636 |
|
Southern Copper Corp. |
|
|
209,872 |
|
3,497 |
|
Steel Dynamics, Inc. |
|
|
100,119 |
|
1,665 |
|
Worthington Industries, Inc. |
|
|
67,899 |
|
|
|
|
|
|
|
|
|
|
|
|
|
377,890 |
|
|
|
|
|
|
|
|
Mortgage Real Estate Investment Trusts (0.0%): |
|
|
|
|
2,648 |
|
Annaly Capital Management, Inc. |
|
|
18,854 |
|
|
|
|
|
|
|
|
Multiline Retail (0.4%): |
|
|
|
|
850 |
|
Nordstrom, Inc. |
|
|
10,132 |
|
3,686 |
|
Target Corp. |
|
|
580,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
590,382 |
|
|
|
|
|
|
|
|
Multi-Utilities (1.3%): |
|
|
|
|
5,283 |
|
Ameren Corp. |
|
|
417,780 |
|
6,141 |
|
CenterPoint Energy, Inc. |
|
|
118,828 |
|
3,873 |
|
Consolidated Edison, Inc. |
|
|
301,319 |
|
6,800 |
|
Public Service Enterprise Group, Inc. |
|
|
373,388 |
|
6,161 |
|
WEC Energy Group, Inc. |
|
|
597,001 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,808,316 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (1.9%): |
|
|
|
|
1,266 |
|
Cheniere Energy, Inc.* |
|
|
58,578 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks+, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
11,168 |
|
Chevron Corp. |
|
$ |
804,096 |
|
11,648 |
|
ConocoPhillips |
|
|
382,520 |
|
23,917 |
|
Exxon Mobil Corp. |
|
|
821,072 |
|
1,827 |
|
HollyFrontier Corp. |
|
|
36,010 |
|
4,021 |
|
Marathon Petroleum Corp. |
|
|
117,976 |
|
5,537 |
|
ONEOK, Inc. |
|
|
143,851 |
|
4,035 |
|
Phillips 66 |
|
|
209,174 |
|
3,156 |
|
Valero Energy Corp. |
|
|
136,718 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,709,995 |
|
|
|
|
|
|
|
|
Personal Products (0.0%): |
|
|
|
|
555 |
|
Herbalife Nutrition, Ltd.* |
|
|
25,891 |
|
|
|
|
|
|
|
|
Pharmaceuticals (4.5%): |
|
|
|
|
13,337 |
|
Bristol-Myers Squibb Co. |
|
|
804,088 |
|
5,743 |
|
Eli Lilly & Co. |
|
|
850,079 |
|
33 |
|
Jazz Pharmaceuticals plc* |
|
|
4,705 |
|
14,893 |
|
Johnson & Johnson |
|
|
2,217,270 |
|
15,764 |
|
Merck & Co., Inc. |
|
|
1,307,624 |
|
31,876 |
|
Pfizer, Inc. |
|
|
1,169,849 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,353,615 |
|
|
|
|
|
|
|
|
Professional Services (0.2%): |
|
|
|
|
198 |
|
CoStar Group, Inc.* |
|
|
168,005 |
|
983 |
|
ManpowerGroup, Inc. |
|
|
72,083 |
|
1,093 |
|
TransUnion |
|
|
91,954 |
|
|
|
|
|
|
|
|
|
|
|
|
|
332,042 |
|
|
|
|
|
|
|
|
Road & Rail (0.9%): |
|
|
|
|
466 |
|
Canadian Pacific Railway, Ltd. |
|
|
141,864 |
|
7,921 |
|
CSX Corp. |
|
|
615,224 |
|
2,017 |
|
J.B. Hunt Transport Services, Inc. |
|
|
254,908 |
|
1,481 |
|
Lyft, Inc., Class A* |
|
|
40,802 |
|
1,270 |
|
Old Dominion Freight Line, Inc. |
|
|
229,768 |
|
1,047 |
|
Uber Technologies, Inc.* |
|
|
38,195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,320,761 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (5.2%): |
|
|
|
|
6,597 |
|
Advanced Micro Devices, Inc.* |
|
|
540,888 |
|
3,873 |
|
Analog Devices, Inc. |
|
|
452,134 |
|
2,502 |
|
Broadcom, Inc. |
|
|
911,529 |
|
23,659 |
|
Intel Corp. |
|
|
1,225,063 |
|
3,176 |
|
Marvell Technology Group, Ltd. |
|
|
126,087 |
|
7,972 |
|
Micron Technology, Inc.* |
|
|
374,365 |
|
3,228 |
|
NVIDIA Corp. |
|
|
1,747,058 |
|
7,121 |
|
Qualcomm, Inc. |
|
|
837,999 |
|
2,163 |
|
Teradyne, Inc. |
|
|
171,872 |
|
6,562 |
|
Texas Instruments, Inc. |
|
|
936,988 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,323,983 |
|
|
|
|
|
|
|
|
Software (9.5%): |
|
|
|
|
2,955 |
|
Adobe, Inc.* |
|
|
1,449,222 |
|
3,810 |
|
Cadence Design Systems, Inc.* |
|
|
406,260 |
|
1,598 |
|
Fortinet, Inc.* |
|
|
188,260 |
|
38,080 |
|
Microsoft Corp. |
|
|
8,009,367 |
|
2,355 |
|
Nuance Communications, Inc.* |
|
|
78,162 |
|
14,106 |
|
Oracle Corp. |
|
|
842,128 |
|
674 |
|
Palo Alto Networks, Inc.* |
|
|
164,962 |
|
427 |
|
Paycom Software, Inc.* |
|
|
132,925 |
|
849 |
|
PTC, Inc.* |
|
|
70,229 |
|
5,176 |
|
salesforce.com, Inc.* |
|
|
1,300,833 |
|
1,154 |
|
ServiceNow, Inc.* |
|
|
559,690 |
|
466 |
|
SS&C Technologies Holdings, Inc. |
|
|
28,202 |
|
707 |
|
Workday, Inc., Class A* |
|
|
152,097 |
|
48 |
|
Zoom Video Communications, Inc., Class A* |
|
|
22,565 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,404,902 |
|
|
|
|
|
|
|
|
Specialty Retail (2.6%): |
|
|
|
|
2,295 |
|
American Eagle Outfitters, Inc. |
|
|
33,989 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Gateway Fund
Schedule
of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts Shares Notional Amount or Principal Amount |
|
|
|
Fair Value |
Common Stocks+, continued |
|
|
|
|
Specialty Retail, continued |
|
|
|
|
369 |
|
Burlington Stores, Inc.* |
|
$ |
76,047 |
|
785 |
|
Foot Locker, Inc. |
|
|
25,929 |
|
6,545 |
|
Home Depot, Inc. (The) |
|
|
1,817,612 |
|
6,079 |
|
Lowes Cos., Inc. |
|
|
1,008,263 |
|
1,012 |
|
Tiffany & Co. |
|
|
117,240 |
|
8,717 |
|
TJX Cos., Inc. (The) |
|
|
485,101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,564,181 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (6.7%): |
|
|
|
|
80,665 |
|
Apple, Inc. |
|
|
9,341,814 |
|
473 |
|
Dell Technologies, Inc., Class C* |
|
|
32,017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,373,831 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.8%): |
|
|
|
|
515 |
|
Lululemon Athletica, Inc.* |
|
|
169,626 |
|
7,244 |
|
Nike, Inc., Class B |
|
|
909,412 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,079,038 |
|
|
|
|
|
|
|
|
Tobacco (1.0%): |
|
|
|
|
13,932 |
|
Altria Group, Inc. |
|
|
538,332 |
|
10,699 |
|
Philip Morris International, Inc. |
|
|
802,318 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,340,650 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.1%): |
|
|
|
|
601 |
|
GATX Corp. |
|
|
38,314 |
|
801 |
|
HD Supply Holdings, Inc.* |
|
|
33,033 |
|
|
|
|
|
|
|
|
|
|
|
|
|
71,347 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $71,656,720) |
|
|
137,218,924 |
|
|
|
|
|
|
Purchased Options (1.2%): |
|
|
|
|
Total Purchased Options (Cost $2,131,117) |
|
|
1,693,385 |
|
|
|
|
|
|
Unaffiliated Investment Companies (2.8%): |
|
|
|
|
Money Markets (2.8%): |
|
|
|
|
3,841,028 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(a) |
|
|
3,841,028 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $3,841,028) |
|
|
3,841,028 |
|
|
|
|
|
|
Total Investment Securities
(Cost $77,628,865) - 102.1% |
|
|
142,753,337 |
|
Net other assets (liabilities) - (2.1)% |
|
|
(2,920,514) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$139,832,823 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
ADR |
|
- |
|
American Depository Receipt |
REIT |
|
- |
|
Real Estate Investment Trust |
* |
Non-income producing security. |
+ |
All or a portion of each common stock has been pledged as collateral for outstanding call options written.
|
|
Represents less than 0.05%. |
(a) |
The rate represents the effective yield at September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL Gateway Fund
Schedule
of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
At September 30, 2020, the Funds exchange-traded options purchased were as follows: |
|
|
|
|
|
Description |
|
Put/ Call |
|
Strike Price |
|
|
Expiration
Date |
|
|
Contracts |
|
|
Notional
Amount(a) |
|
|
Fair Value |
|
|
|
|
|
|
|
|
S&P 500 Index |
|
Put |
|
|
2875.00 USD |
|
|
|
11/20/20 |
|
|
|
41 |
|
|
$ |
117,875 |
|
|
$ |
105,575 |
|
S&P 500 Index |
|
Put |
|
|
2900.00 USD |
|
|
|
11/20/20 |
|
|
|
41 |
|
|
|
118,900 |
|
|
|
116,645 |
|
S&P 500 Index |
|
Put |
|
|
2950.00 USD |
|
|
|
11/20/20 |
|
|
|
82 |
|
|
|
241,900 |
|
|
|
284,130 |
|
S&P 500 Index |
|
Put |
|
|
3100.00 USD |
|
|
|
11/20/20 |
|
|
|
62 |
|
|
|
192,200 |
|
|
|
372,930 |
|
S&P 500 Index |
|
Put |
|
|
3000.00 USD |
|
|
|
12/18/20 |
|
|
|
61 |
|
|
|
183,000 |
|
|
|
431,575 |
|
S&P 500 Index |
|
Put |
|
|
3100.00 USD |
|
|
|
12/18/20 |
|
|
|
41 |
|
|
|
127,100 |
|
|
|
382,530 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total (Cost $2,131,117) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,693,385 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
At September 30, 2020, the Funds exchange-traded options written were as follows:
|
|
|
|
|
|
Description |
|
Put/ Call |
|
Strike Price |
|
|
Expiration Date |
|
|
Contracts |
|
|
Notional Amount(a) |
|
|
Fair Value |
|
|
|
|
|
|
|
|
S&P 500 Index |
|
Call |
|
|
3350.00 USD |
|
|
|
10/16/20 |
|
|
|
45 |
|
|
$ |
150,750 |
|
|
$ |
(278,550) |
|
S&P 500 Index |
|
Call |
|
|
3400.00 USD |
|
|
|
10/16/20 |
|
|
|
45 |
|
|
|
153,000 |
|
|
|
(166,275) |
|
S&P 500 Index |
|
Call |
|
|
3450.00 USD |
|
|
|
10/16/20 |
|
|
|
45 |
|
|
|
155,250 |
|
|
|
(89,550) |
|
S&P 500 Index |
|
Call |
|
|
3425.00 USD |
|
|
|
10/30/20 |
|
|
|
45 |
|
|
|
154,125 |
|
|
|
(215,550) |
|
S&P 500 Index |
|
Call |
|
|
3425.00 USD |
|
|
|
11/6/20 |
|
|
|
45 |
|
|
|
154,125 |
|
|
|
(309,825) |
|
S&P 500 Index |
|
Call |
|
|
3275.00 USD |
|
|
|
11/20/20 |
|
|
|
44 |
|
|
|
144,100 |
|
|
|
(764,500) |
|
S&P 500 Index |
|
Call |
|
|
3500.00 USD |
|
|
|
11/20/20 |
|
|
|
45 |
|
|
|
157,500 |
|
|
|
(241,650) |
|
S&P 500 Index |
|
Call |
|
|
3525.00 USD |
|
|
|
11/20/20 |
|
|
|
45 |
|
|
|
158,625 |
|
|
|
(203,175) |
|
S&P 500 Index |
|
Call |
|
|
3550.00 USD |
|
|
|
11/20/20 |
|
|
|
44 |
|
|
|
156,200 |
|
|
|
(165,660) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total (Premiums $3,445,200) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(2,434,735) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) Notional amount is expressed as the number of contracts multiplied by the strike price of the underlying asset. |
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (98.1%): |
|
|
|
|
Aerospace & Defense (0.9%): |
|
|
|
|
60,211 |
|
Airbus SE |
|
$ |
4,369,862 |
|
331,261 |
|
BAE Systems plc |
|
|
2,048,629 |
|
260 |
|
Dassault Aviation SA |
|
|
220,666 |
|
2,648 |
|
Elbit Systems, Ltd. |
|
|
321,794 |
|
46,044 |
|
Leonardo SpA |
|
|
269,193 |
|
5,574 |
|
MTU Aero Engines AG |
|
|
926,946 |
|
209,920 |
|
Rolls-Royce Holdings plc^ |
|
|
348,251 |
|
32,995 |
|
Safran SA* |
|
|
3,246,433 |
|
151,200 |
|
Singapore Technologies Engineering, Ltd. |
|
|
385,429 |
|
11,384 |
|
Thales SA |
|
|
852,314 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,989,517 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.5%): |
|
|
|
|
80,642 |
|
Bollore, Inc. |
|
|
300,965 |
|
102,242 |
|
Deutsche Post AG |
|
|
4,661,777 |
|
15,800 |
|
SG Holdings Co., Ltd. |
|
|
821,319 |
|
33,000 |
|
Yamato Holdings Co., Ltd. |
|
|
868,776 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,652,837 |
|
|
|
|
|
|
|
|
Airlines (0.1%): |
|
|
|
|
11,500 |
|
ANA Holdings, Inc.^ |
|
|
266,483 |
|
24,510 |
|
Deutsche Lufthansa AG, Registered Shares*^ |
|
|
211,238 |
|
11,770 |
|
Japan Airlines Co., Ltd. |
|
|
220,983 |
|
83,673 |
|
Qantas Airways, Ltd. |
|
|
243,739 |
|
131,950 |
|
Singapore Airlines, Ltd. |
|
|
337,350 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,279,793 |
|
|
|
|
|
|
|
|
Auto Components (0.8%): |
|
|
|
|
17,400 |
|
Aisin Sieki Co., Ltd. |
|
|
556,412 |
|
56,000 |
|
Bridgestone Corp. |
|
|
1,769,108 |
|
17,593 |
|
Compagnie Generale des Establissements Michelin SCA, Class B |
|
|
1,882,303 |
|
11,503 |
|
Continental AG |
|
|
1,246,832 |
|
44,500 |
|
Denso Corp. |
|
|
1,949,494 |
|
7,093 |
|
Faurecia SA |
|
|
306,267 |
|
10,300 |
|
Koito Manufacturing Co., Ltd. |
|
|
525,172 |
|
15,600 |
|
NGK Spark Plug Co., Ltd. |
|
|
272,190 |
|
35,055 |
|
Pirelli & C SpA* |
|
|
150,129 |
|
12,500 |
|
Stanley Electric Co., Ltd. |
|
|
358,752 |
|
80,600 |
|
Sumitomo Electric Industries, Ltd. |
|
|
905,817 |
|
19,400 |
|
Sumitomo Rubber Industries, Ltd. |
|
|
179,982 |
|
7,200 |
|
Toyoda Gosei Co., Ltd. |
|
|
165,047 |
|
14,800 |
|
Toyota Industries Corp. |
|
|
935,973 |
|
24,500 |
|
Valeo SA |
|
|
748,709 |
|
14,700 |
|
Yokohama Rubber Co., Ltd. (The) |
|
|
209,253 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,161,440 |
|
|
|
|
|
|
|
|
Automobiles (2.6%): |
|
|
|
|
34,344 |
|
Bayerische Motoren Werke AG (BMW) |
|
|
2,493,414 |
|
88,373 |
|
Daimler AG, Registered Shares |
|
|
4,764,526 |
|
12,911 |
|
Ferrari NV |
|
|
2,363,007 |
|
115,632 |
|
Fiat Chrysler Automobiles NV |
|
|
1,415,432 |
|
168,900 |
|
Honda Motor Co., Ltd. |
|
|
3,985,597 |
|
57,100 |
|
Isuzu Motors, Ltd. |
|
|
500,303 |
|
55,200 |
|
Mazda Motor Corp. |
|
|
322,825 |
|
79,200 |
|
Mitsubishi Motors Corp. |
|
|
174,847 |
|
241,200 |
|
Nissan Motor Co., Ltd.* |
|
|
857,388 |
|
58,744 |
|
PSA Peugeot Citroen SA* |
|
|
1,059,043 |
|
20,695 |
|
Renault SA* |
|
|
534,117 |
|
62,200 |
|
Subaru Corp. |
|
|
1,207,635 |
|
37,400 |
|
Suzuki Motor Corp. |
|
|
1,602,127 |
|
218,866 |
|
Toyota Motor Corp. |
|
|
14,477,760 |
|
3,517 |
|
Volkswagen AG* |
|
|
614,739 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Automobiles, continued |
|
|
|
|
28,200 |
|
Yamaha Motor Co., Ltd. |
|
$ |
410,103 |
|
|
|
|
|
|
|
|
|
|
|
|
|
36,782,863 |
|
|
|
|
|
|
|
|
Banks (6.8%): |
|
|
|
|
44,661 |
|
ABN AMRO Group NV* |
|
|
373,413 |
|
13,500 |
|
Aozora Bank, Ltd.^ |
|
|
224,377 |
|
292,856 |
|
Australia & New Zealand Banking Group, Ltd. |
|
|
3,624,890 |
|
694,348 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
1,918,783 |
|
1,719,283 |
|
Banco Santander SA |
|
|
3,202,562 |
|
120,319 |
|
Bank Hapoalim BM |
|
|
642,736 |
|
147,597 |
|
Bank Leumi Le-Israel Corp. |
|
|
649,703 |
|
128,600 |
|
Bank of East Asia, Ltd. (The)^ |
|
|
237,092 |
|
5,200 |
|
Bank of Kyoto, Ltd. (The) |
|
|
251,250 |
|
67,553 |
|
Bankinter SA |
|
|
290,617 |
|
3,273 |
|
Banque Cantonale Vaudois, Registered Shares |
|
|
331,884 |
|
1,804,923 |
|
Barclays plc |
|
|
2,270,817 |
|
115,162 |
|
BNP Paribas SA |
|
|
4,171,347 |
|
394,000 |
|
BOC Hong Kong Holdings, Ltd. |
|
|
1,045,218 |
|
372,132 |
|
CaixaBank SA |
|
|
788,931 |
|
50,300 |
|
Chiba Bank, Ltd. (The) |
|
|
277,622 |
|
107,038 |
|
Commerzbank AG |
|
|
526,019 |
|
182,256 |
|
Commonwealth Bank of Australia |
|
|
8,328,192 |
|
113,100 |
|
Concordia Financial Group, Ltd. |
|
|
394,305 |
|
115,390 |
|
Credit Agricole SA |
|
|
1,008,471 |
|
70,631 |
|
Danske Bank A/S |
|
|
956,930 |
|
186,700 |
|
DBS Group Holdings, Ltd. |
|
|
2,746,749 |
|
101,300 |
|
DNB ASA* |
|
|
1,399,920 |
|
28,120 |
|
Erste Group Bank AG* |
|
|
588,009 |
|
64,240 |
|
Finecobank Banca Fineco SpA |
|
|
883,818 |
|
16,300 |
|
Fukuoka Financial Group, Inc. |
|
|
274,466 |
|
77,000 |
|
Hang Seng Bank, Ltd. |
|
|
1,143,022 |
|
2,095,184 |
|
HSBC Holdings plc |
|
|
8,138,093 |
|
407,419 |
|
ING Groep NV* |
|
|
2,884,520 |
|
1,700,322 |
|
Intesa Sanpaolo SpA* |
|
|
3,192,350 |
|
117,795 |
|
Isreal Discount Bank |
|
|
317,681 |
|
39,400 |
|
Japan Post Bank Co., Ltd. |
|
|
307,773 |
|
25,445 |
|
KBC Group NV |
|
|
1,273,952 |
|
7,331,450 |
|
Lloyds Banking Group plc* |
|
|
2,487,493 |
|
101,160 |
|
Mebuki Financial Group, Inc. |
|
|
229,553 |
|
61,717 |
|
Mediobanca SpA |
|
|
483,916 |
|
1,255,900 |
|
Mitsubishi UFJ Financial Group, Inc.^ |
|
|
4,984,651 |
|
15,515 |
|
Mizrahi Tefahot Bank, Ltd. |
|
|
275,077 |
|
246,764 |
|
Mizuho Financial Group, Inc.^ |
|
|
3,082,901 |
|
331,133 |
|
National Australia Bank, Ltd. |
|
|
4,224,152 |
|
511,533 |
|
Natwest Group plc |
|
|
698,324 |
|
337,035 |
|
Nordea Bank AB* |
|
|
2,568,399 |
|
341,299 |
|
Oversea-Chinese Banking Corp., Ltd. |
|
|
2,120,946 |
|
17,372 |
|
Raiffeisen International Bank-Holding AG* |
|
|
265,536 |
|
209,987 |
|
Resona Holdings, Inc.^ |
|
|
715,749 |
|
57,800 |
|
Seven Bank, Ltd.^ |
|
|
140,163 |
|
14,600 |
|
Shinsei Bank, Ltd. |
|
|
180,927 |
|
41,100 |
|
Shizuoka Bank, Ltd. (The) |
|
|
284,301 |
|
166,657 |
|
Skandinaviska Enskilda Banken AB, Class A* |
|
|
1,475,847 |
|
81,956 |
|
Societe Generale |
|
|
1,084,359 |
|
277,017 |
|
Standard Chartered plc |
|
|
1,269,766 |
|
134,369 |
|
Sumitomo Mitsui Financial Group, Inc.^ |
|
|
3,739,504 |
|
34,103 |
|
Sumitomo Mitsui Trust Holdings, Inc. |
|
|
907,594 |
|
158,850 |
|
Svenska Handelsbanken AB, Class A* |
|
|
1,334,683 |
|
92,422 |
|
Swedbank AB, Class A* |
|
|
1,446,054 |
|
222,943 |
|
Unicredit SpA |
|
|
1,838,316 |
|
123,173 |
|
United Overseas Bank, Ltd. |
|
|
1,729,566 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
375,445 |
|
Westpac Banking Corp. |
|
$ |
4,529,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
96,762,489 |
|
|
|
|
|
|
|
|
Beverages (2.0%): |
|
|
|
|
78,973 |
|
Anheuser-Busch InBev NV |
|
|
4,262,247 |
|
47,200 |
|
Asahi Breweries, Ltd. |
|
|
1,644,188 |
|
164,100 |
|
Budweiser Brewing Co. APAC, Ltd. |
|
|
479,385 |
|
10,749 |
|
Carlsberg A/S, Class B |
|
|
1,447,650 |
|
48,245 |
|
Coca-Cola Amatil, Ltd. |
|
|
328,891 |
|
14,800 |
|
Coca-Cola Bottlers Japan Holdings, Inc. |
|
|
247,767 |
|
20,200 |
|
Coca-Cola European Partners plc |
|
|
794,327 |
|
21,123 |
|
Coca-Cola HBC AG |
|
|
522,045 |
|
58,641 |
|
David Campari-Milano NV |
|
|
640,861 |
|
242,024 |
|
Diageo plc |
|
|
8,289,744 |
|
11,965 |
|
Heineken Holding NV |
|
|
931,059 |
|
26,994 |
|
Heineken NV |
|
|
2,398,563 |
|
5,800 |
|
ITO EN, Ltd. |
|
|
413,858 |
|
84,200 |
|
Kirin Holdings Co., Ltd. |
|
|
1,581,671 |
|
21,825 |
|
Pernod Ricard SA |
|
|
3,482,625 |
|
2,253 |
|
Remy Cointreau SA |
|
|
411,197 |
|
14,400 |
|
Suntory Beverage & Food, Ltd. |
|
|
541,310 |
|
80,195 |
|
Treasury Wine Estates, Ltd. |
|
|
514,452 |
|
|
|
|
|
|
|
|
|
|
|
|
|
28,931,840 |
|
|
|
|
|
|
|
|
Biotechnology (1.1%): |
|
|
|
|
4,660 |
|
Argenx SE* |
|
|
1,227,349 |
|
3,973 |
|
BeiGene, Ltd., ADR* |
|
|
1,138,026 |
|
46,829 |
|
CSL, Ltd. |
|
|
9,646,736 |
|
4,569 |
|
Galapagos NV* |
|
|
648,883 |
|
6,756 |
|
Genmab A/S* |
|
|
2,453,689 |
|
31,104 |
|
Grifols SA^ |
|
|
896,297 |
|
9,300 |
|
Peptidream, Inc.* |
|
|
437,038 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,448,018 |
|
|
|
|
|
|
|
|
Building Products (1.1%): |
|
|
|
|
21,000 |
|
AGC, Inc. |
|
|
615,110 |
|
103,766 |
|
ASSA Abloy AB, Class B |
|
|
2,423,023 |
|
52,533 |
|
Compagnie de Saint-Gobain SA |
|
|
2,205,369 |
|
25,700 |
|
Daikin Industries, Ltd. |
|
|
4,739,514 |
|
3,823 |
|
Geberit AG, Registered Shares |
|
|
2,265,857 |
|
15,524 |
|
Kingspan Group plc* |
|
|
1,411,783 |
|
28,100 |
|
Lixil Group Corp. |
|
|
565,072 |
|
30,973 |
|
Nibe Industrier AB, Class B* |
|
|
798,625 |
|
15,400 |
|
TOTO, Ltd. |
|
|
706,685 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,731,038 |
|
|
|
|
|
|
|
|
Capital Markets (2.6%): |
|
|
|
|
97,968 |
|
3i Group plc |
|
|
1,257,334 |
|
6,029 |
|
Amundi SA |
|
|
424,987 |
|
20,108 |
|
ASX, Ltd. |
|
|
1,177,535 |
|
250,362 |
|
Credit Suisse Group AG |
|
|
2,506,494 |
|
146,900 |
|
Daiwa Securities Group, Inc.^ |
|
|
616,658 |
|
202,098 |
|
Deutsche Bank AG, Registered Shares* |
|
|
1,703,742 |
|
19,502 |
|
Deutsche Boerse AG |
|
|
3,424,502 |
|
25,900 |
|
EQT AB |
|
|
501,471 |
|
33,742 |
|
Hargreaves Lansdown plc |
|
|
676,254 |
|
124,393 |
|
Hong Kong Exchanges & Clearing, Ltd. |
|
|
5,847,204 |
|
53,300 |
|
Japan Exchange Group, Inc.^ |
|
|
1,491,785 |
|
22,896 |
|
Julius Baer Group, Ltd. |
|
|
976,350 |
|
32,885 |
|
London Stock Exchange Group plc |
|
|
3,761,359 |
|
34,405 |
|
Macquarie Group, Ltd. |
|
|
2,954,687 |
|
12,857 |
|
Magellan Financial Group, Ltd. |
|
|
523,906 |
|
101,059 |
|
Natixis |
|
|
227,101 |
|
322,400 |
|
Nomura Holdings, Inc. |
|
|
1,470,915 |
|
1,924 |
|
Partners Group Holding AG |
|
|
1,770,894 |
|
24,290 |
|
SBI Holdings, Inc. |
|
|
628,611 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
12,878 |
|
Schroders plc |
|
$ |
448,727 |
|
84,800 |
|
Singapore Exchange, Ltd. |
|
|
570,797 |
|
56,912 |
|
St. James Place plc |
|
|
679,904 |
|
380,318 |
|
UBS Group AG |
|
|
4,246,896 |
|
|
|
|
|
|
|
|
|
|
|
|
|
37,888,113 |
|
|
|
|
|
|
|
|
Chemicals (3.8%): |
|
|
|
|
48,853 |
|
Air Liquide SA |
|
|
7,751,200 |
|
17,400 |
|
Air Water, Inc. |
|
|
235,419 |
|
20,106 |
|
Akzo Nobel NV |
|
|
2,035,982 |
|
6,889 |
|
Arkema SA |
|
|
730,756 |
|
131,800 |
|
Asahi Kasei Corp. |
|
|
1,150,697 |
|
94,834 |
|
BASF SE |
|
|
5,774,131 |
|
10,903 |
|
Christian Hansen Holding A/S |
|
|
1,212,009 |
|
20,935 |
|
Clariant AG |
|
|
411,707 |
|
17,715 |
|
Covestro AG |
|
|
879,473 |
|
13,596 |
|
Croda International plc |
|
|
1,097,482 |
|
20,300 |
|
Daicel Corp. |
|
|
146,321 |
|
883 |
|
EMS-Chemie Holding AG^ |
|
|
792,504 |
|
20,951 |
|
Evonik Industries AG |
|
|
542,711 |
|
6,565 |
|
Fuchs Petrolub AG |
|
|
333,822 |
|
948 |
|
Givaudan SA, Registered Shares |
|
|
4,087,014 |
|
71,434 |
|
ICL Group, Ltd. |
|
|
252,320 |
|
|
|
International Flavors & Fragrances, Inc. |
|
|
47 |
|
20,108 |
|
Johnson Matthey plc |
|
|
607,957 |
|
22,300 |
|
JSR Corp. |
|
|
529,004 |
|
18,300 |
|
Kansai Paint Co., Ltd. |
|
|
454,603 |
|
17,761 |
|
Koninklijke DSM NV |
|
|
2,926,579 |
|
32,800 |
|
Kuraray Co., Ltd. |
|
|
318,594 |
|
9,160 |
|
Lanxess AG |
|
|
525,644 |
|
136,800 |
|
Mitsubishi Chemical Holdings Corp.^ |
|
|
789,953 |
|
17,500 |
|
Mitsubishi Gas Chemical Co., Inc. |
|
|
324,715 |
|
19,500 |
|
Mitsui Chemicals, Inc. |
|
|
471,787 |
|
14,800 |
|
Nippon Paint Holdings Co., Ltd. |
|
|
1,523,284 |
|
16,500 |
|
Nippon Sanso Holdings Corp. |
|
|
255,088 |
|
13,300 |
|
Nissan Chemical Corp. |
|
|
709,571 |
|
15,800 |
|
Nitto Denko Corp. |
|
|
1,030,219 |
|
21,397 |
|
Novozymes A/S, Class B |
|
|
1,346,126 |
|
40,418 |
|
Orica, Ltd. |
|
|
447,768 |
|
36,500 |
|
Shin-Etsu Chemical Co., Ltd. |
|
|
4,764,727 |
|
13,500 |
|
Showa Denko K.K. |
|
|
247,481 |
|
14,794 |
|
Sika AG |
|
|
3,635,430 |
|
7,931 |
|
Solvay SA |
|
|
681,936 |
|
150,700 |
|
Sumitomo Chemical Co., Ltd. |
|
|
499,062 |
|
13,207 |
|
Symrise AG |
|
|
1,826,856 |
|
20,600 |
|
Teijin, Ltd. |
|
|
319,444 |
|
146,700 |
|
Toray Industries, Inc. |
|
|
670,936 |
|
27,300 |
|
Tosoh Corp. |
|
|
443,938 |
|
20,861 |
|
Umicore SA |
|
|
868,510 |
|
18,917 |
|
Yara International ASA |
|
|
728,793 |
|
|
|
|
|
|
|
|
|
|
|
|
|
54,381,600 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.5%): |
|
|
|
|
157,013 |
|
Brambles, Ltd. |
|
|
1,181,760 |
|
26,700 |
|
Dai Nippon Printing Co., Ltd. |
|
|
540,893 |
|
24,560 |
|
Edenred |
|
|
1,101,757 |
|
10,000 |
|
Park24 Co., Ltd. |
|
|
161,453 |
|
194,716 |
|
Rentokil Initial plc* |
|
|
1,339,832 |
|
21,500 |
|
SECOM Co., Ltd. |
|
|
1,964,818 |
|
31,678 |
|
Securitas AB, Class B* |
|
|
485,009 |
|
7,800 |
|
Sohgo Security Services Co., Ltd. |
|
|
371,728 |
|
26,200 |
|
Toppan Printing Co., Ltd. |
|
|
369,074 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,516,324 |
|
|
|
|
|
|
|
|
Communications Equipment (0.4%): |
|
|
|
|
586,595 |
|
Nokia OYJ* |
|
|
2,298,932 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Communications Equipment, continued |
|
|
|
|
303,299 |
|
Telefonaktiebolaget LM Ericsson, Class B^ |
|
$ |
3,317,550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,616,482 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.8%): |
|
|
|
|
26,679 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
604,397 |
|
23,166 |
|
Bouygues SA |
|
|
803,036 |
|
11,842 |
|
Cimic Group, Ltd.* |
|
|
157,740 |
|
8,371 |
|
Eiffage SA |
|
|
682,183 |
|
50,429 |
|
Ferrovial SA |
|
|
1,223,223 |
|
2,182 |
|
Hochtief AG |
|
|
169,842 |
|
23,600 |
|
JGC Holdings Corp. |
|
|
245,164 |
|
49,100 |
|
Kajima Corp. |
|
|
588,168 |
|
66,800 |
|
Obayashi Corp. |
|
|
605,499 |
|
59,700 |
|
Shimizu Corp. |
|
|
447,767 |
|
36,273 |
|
Skanska AB, Class B* |
|
|
764,598 |
|
20,200 |
|
Taisei Corp. |
|
|
680,748 |
|
52,868 |
|
Vinci SA |
|
|
4,409,222 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,381,587 |
|
|
|
|
|
|
|
|
Construction Materials (0.5%): |
|
|
|
|
82,429 |
|
CRH plc |
|
|
2,976,240 |
|
15,340 |
|
HeidelbergCement AG |
|
|
940,862 |
|
44,879 |
|
James Hardie Industries SE |
|
|
1,068,737 |
|
53,802 |
|
LafargeHolcim, Ltd., Registered Shares |
|
|
2,453,148 |
|
11,200 |
|
Taiheiyo Cement Corp. |
|
|
285,883 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,724,870 |
|
|
|
|
|
|
|
|
Consumer Finance (0.0%): |
|
|
|
|
36,500 |
|
ACOM Co., Ltd.^ |
|
|
158,157 |
|
|
|
Isracard, Ltd. |
|
|
1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
158,158 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.1%): |
|
|
|
|
24,026 |
|
Smurfit Kappa Group plc |
|
|
942,648 |
|
|
|
|
|
|
|
|
Distributors (0.0%): |
|
|
|
|
10,588 |
|
Jardine Cycle & Carriage, Ltd. |
|
|
140,478 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.0%): |
|
|
|
|
6,800 |
|
Benesse Holdings, Inc. |
|
|
174,626 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.8%): |
|
|
|
|
337,859 |
|
AMP, Ltd. |
|
|
317,901 |
|
3,485 |
|
Eurazeo Se* |
|
|
188,589 |
|
11,831 |
|
EXOR NV |
|
|
643,733 |
|
11,180 |
|
Groupe Bruxelles Lambert SA |
|
|
1,007,542 |
|
15,777 |
|
Industrivarden AB, Class C |
|
|
420,577 |
|
47,533 |
|
Investor AB, Class B |
|
|
3,100,825 |
|
24,510 |
|
Kinnevik AB, Class B |
|
|
992,569 |
|
7,951 |
|
L E Lundbergforetagen AB |
|
|
393,461 |
|
261,753 |
|
M&G plc |
|
|
535,623 |
|
39,200 |
|
Mitsubishi UFJ Lease & Finance Co., Ltd. |
|
|
181,330 |
|
135,500 |
|
ORIX Corp. |
|
|
1,687,135 |
|
1,676 |
|
Sofina SA |
|
|
457,195 |
|
245,114 |
|
Standard Life Aberdeen plc |
|
|
713,490 |
|
5,200 |
|
Tokyo Century Corp.^ |
|
|
283,017 |
|
2,640 |
|
Wendel |
|
|
239,448 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,162,435 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (1.9%): |
|
|
|
|
919,130 |
|
BT Group plc |
|
|
1,167,824 |
|
32,636 |
|
Cellnex Telecom SAU |
|
|
1,983,234 |
|
344,658 |
|
Deutsche Telekom AG, Registered Shares |
|
|
5,773,079 |
|
13,990 |
|
Elisa OYJ |
|
|
824,498 |
|
396,525 |
|
HKT Trust & HKT, Ltd. |
|
|
525,359 |
|
1,661 |
|
Iliad SA |
|
|
305,535 |
|
26,091 |
|
Infrastrutture Wireless Italiane SpA |
|
|
289,282 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Diversified Telecommunication Services, continued |
|
|
|
|
381,663 |
|
Koninklijke KPN NV |
|
$ |
897,321 |
|
134,204 |
|
Nippon Telegraph & Telephone Corp. |
|
|
2,746,078 |
|
207,606 |
|
Orange SA |
|
|
2,159,986 |
|
471,000 |
|
PCCW, Ltd. |
|
|
281,506 |
|
15,181 |
|
Proximus SADP |
|
|
277,088 |
|
827,600 |
|
Singapore Telecommunications, Ltd. |
|
|
1,291,355 |
|
191,337 |
|
Spark New Zealand, Ltd. |
|
|
596,497 |
|
2,637 |
|
Swisscom AG, Registered Shares |
|
|
1,399,181 |
|
576,307 |
|
Telecom Italia SpA |
|
|
233,428 |
|
798,592 |
|
Telecom Italia SpA |
|
|
319,514 |
|
113,195 |
|
Telefonica Deutschland Holding AG |
|
|
290,305 |
|
504,636 |
|
Telefonica SA |
|
|
1,730,610 |
|
74,291 |
|
Telenor ASA |
|
|
1,245,455 |
|
252,388 |
|
Telia Co AB |
|
|
1,038,349 |
|
444,722 |
|
Telstra Corp., Ltd. |
|
|
886,973 |
|
32,942 |
|
TPG Telecom, Ltd.* |
|
|
174,615 |
|
9,884 |
|
United Internet AG, Registered Shares |
|
|
378,170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,815,242 |
|
|
|
|
|
|
|
|
Electric Utilities (2.3%): |
|
|
|
|
193,004 |
|
AusNet Services |
|
|
261,197 |
|
68,800 |
|
Chubu Electric Power Co., Inc. |
|
|
836,953 |
|
32,400 |
|
Chugoku Electric Power Co., Inc. (The)^ |
|
|
405,706 |
|
65,570 |
|
CK Infrastructure Holdings, Ltd. |
|
|
306,859 |
|
168,000 |
|
CLP Holdings, Ltd. |
|
|
1,566,024 |
|
282,152 |
|
EDP - Energias de Portugal SA |
|
|
1,386,624 |
|
63,294 |
|
Electricite de France |
|
|
669,514 |
|
3,358 |
|
Elia Group SA/NV |
|
|
335,231 |
|
33,934 |
|
Endesa SA |
|
|
907,445 |
|
838,818 |
|
Enel SpA |
|
|
7,282,688 |
|
45,200 |
|
Fortum OYJ |
|
|
914,733 |
|
283,500 |
|
HK Electric Investments, Ltd. |
|
|
292,813 |
|
612,842 |
|
Iberdrola SA |
|
|
7,541,828 |
|
76,000 |
|
Kansai Electric Power Co., Inc. (The) |
|
|
736,814 |
|
36,800 |
|
Kyushu Electric Power Co., Inc. |
|
|
334,305 |
|
61,309 |
|
Mercury NZ, Ltd. |
|
|
206,792 |
|
19,682 |
|
Orsted A/S |
|
|
2,715,390 |
|
139,500 |
|
Power Assets Holdings, Ltd. |
|
|
733,717 |
|
45,101 |
|
Red Electrica Corp SA |
|
|
846,146 |
|
106,431 |
|
Scottish & Southern Energy plc |
|
|
1,656,678 |
|
39,480 |
|
Siemens Energy AG* |
|
|
1,064,500 |
|
140,073 |
|
Terna SpA |
|
|
981,263 |
|
45,200 |
|
Tohoku Electric Power Co., Inc. |
|
|
452,987 |
|
150,600 |
|
Tokyo Electric Power Co. Holdings, Inc.* |
|
|
414,104 |
|
6,614 |
|
Verbund AG, Class A |
|
|
361,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
33,211,366 |
|
|
|
|
|
|
|
|
Electrical Equipment (1.9%): |
|
|
|
|
191,006 |
|
ABB, Ltd. |
|
|
4,842,360 |
|
13,400 |
|
Fuji Electric Co., Ltd. |
|
|
423,436 |
|
27,618 |
|
Legrand SA |
|
|
2,204,574 |
|
477,048 |
|
Melrose Industries plc |
|
|
703,719 |
|
189,300 |
|
Mitsubishi Electric Corp. |
|
|
2,556,064 |
|
46,000 |
|
Nidec Corp.^ |
|
|
4,278,655 |
|
24,526 |
|
Prysmian SpA |
|
|
713,060 |
|
57,377 |
|
Schneider Electric SA |
|
|
7,120,469 |
|
24,868 |
|
Siemens Gamesa Renewable Energy |
|
|
670,202 |
|
20,460 |
|
Vestas Wind Systems A/S |
|
|
3,311,238 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,823,777 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (2.0%): |
|
|
|
|
38,107 |
|
Halma plc |
|
|
1,148,343 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Electronic Equipment, Instruments & Components, continued |
|
|
|
|
15,300 |
|
Hamamatsu Photonics KK |
|
$ |
771,038 |
|
29,338 |
|
Hexagon AB, Class B |
|
|
2,218,176 |
|
3,214 |
|
Hirose Electric Co., Ltd. |
|
|
413,867 |
|
101,120 |
|
Hitachi, Ltd. |
|
|
3,417,301 |
|
6,329 |
|
Ingenico Group^ |
|
|
979,199 |
|
18,780 |
|
Keyence Corp. |
|
|
8,753,525 |
|
33,000 |
|
Kyocera Corp.^ |
|
|
1,885,821 |
|
59,000 |
|
Murata Manufacturing Co., Ltd. |
|
|
3,807,332 |
|
18,800 |
|
Omron Corp. |
|
|
1,464,603 |
|
22,000 |
|
Shimadzu Corp. |
|
|
671,245 |
|
13,600 |
|
TDK Corp. |
|
|
1,487,423 |
|
27,200 |
|
Venture Corp., Ltd. |
|
|
385,767 |
|
25,600 |
|
Yaskawa Electric Corp. |
|
|
999,856 |
|
21,900 |
|
Yokogawa Electric Corp. |
|
|
347,969 |
|
|
|
|
|
|
|
|
|
|
|
|
|
28,751,465 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.0%): |
|
|
|
|
50,094 |
|
Tenaris SA |
|
|
249,673 |
|
|
|
|
|
|
|
|
Entertainment (0.9%): |
|
|
|
|
9,600 |
|
Konami Holdings Corp. |
|
|
416,176 |
|
51,100 |
|
Nexon Co., Ltd. |
|
|
1,269,240 |
|
11,600 |
|
Nintendo Co., Ltd. |
|
|
6,595,310 |
|
9,100 |
|
Square Enix Holdings Co., Ltd. |
|
|
605,111 |
|
10,900 |
|
Toho Co., Ltd. |
|
|
449,355 |
|
9,660 |
|
UbiSoft Entertainment SA* |
|
|
872,859 |
|
85,873 |
|
Vivendi Universal SA |
|
|
2,393,174 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,601,225 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (1.4%): |
|
|
|
|
309,627 |
|
Ascendas Real Estate Investment Trust |
|
|
739,374 |
|
97,460 |
|
British Land Co. plc |
|
|
423,639 |
|
265,218 |
|
CapitaLand Commercial Trust |
|
|
321,142 |
|
249,500 |
|
CapitaLand Mall Trust |
|
|
355,336 |
|
5,451 |
|
Covivio |
|
|
384,725 |
|
195 |
|
Daiwahouse Residential Investment Corp. |
|
|
499,414 |
|
112,934 |
|
Dexus |
|
|
720,585 |
|
4,889 |
|
Gecina SA |
|
|
646,736 |
|
396 |
|
GLP J-REIT |
|
|
611,403 |
|
170,223 |
|
Goodman Group |
|
|
2,190,326 |
|
196,080 |
|
GPT Group |
|
|
549,392 |
|
2,872 |
|
Icade |
|
|
161,192 |
|
87 |
|
Japan Prime Realty Investment Corp. |
|
|
270,204 |
|
141 |
|
Japan Real Estate Investment Corp. |
|
|
721,016 |
|
258 |
|
Japan Retail Fund Investment Corp. |
|
|
399,580 |
|
20,181 |
|
Klepierre^ |
|
|
283,085 |
|
67,234 |
|
Land Securities Group plc |
|
|
452,638 |
|
215,700 |
|
Link REIT (The) |
|
|
1,763,272 |
|
230,900 |
|
Mapletree Commercial Trust |
|
|
330,528 |
|
289,200 |
|
Mapletree Logistics Trust |
|
|
434,546 |
|
415,033 |
|
Mirvac Group |
|
|
649,879 |
|
130 |
|
Nippon Building Fund, Inc. |
|
|
738,124 |
|
208 |
|
Nippon Prologis REIT, Inc. |
|
|
702,428 |
|
430 |
|
Nomura Real Estate Master Fund, Inc. |
|
|
540,692 |
|
251 |
|
Orix JREIT, Inc. |
|
|
387,268 |
|
533,552 |
|
Scentre Group |
|
|
844,066 |
|
124,258 |
|
SERGO plc |
|
|
1,493,436 |
|
243,016 |
|
Stockland |
|
|
659,982 |
|
224,500 |
|
Suntec Real Estate Investment Trust |
|
|
240,381 |
|
14,782 |
|
UnibailRodamco-Westfield^ |
|
|
545,367 |
|
281 |
|
United Urban Investment Corp. |
|
|
313,426 |
|
337,565 |
|
Vicinity Centres |
|
|
333,495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
19,706,677 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Food & Staples Retailing (1.7%): |
|
|
|
|
67,000 |
|
AEON Co., Ltd. |
|
$ |
1,801,321 |
|
64,684 |
|
Carrefour SA |
|
|
1,035,219 |
|
136,564 |
|
Coles Group, Ltd. |
|
|
1,665,209 |
|
5,622 |
|
Colruyt SA |
|
|
364,762 |
|
2,200 |
|
Cosmos Pharmaceutical Corp. |
|
|
382,741 |
|
41,500 |
|
Dairy Farm International Holdings, Ltd. |
|
|
157,086 |
|
10,375 |
|
ICA Gruppen AB^ |
|
|
527,639 |
|
177,104 |
|
J Sainsbury plc |
|
|
435,301 |
|
26,537 |
|
Jeronimo Martins SGPS SA |
|
|
426,297 |
|
6,700 |
|
Kobe Bussan Co., Ltd. |
|
|
368,438 |
|
112,770 |
|
Koninklijke Ahold Delhaize NV |
|
|
3,337,088 |
|
5,100 |
|
LAWSON, Inc. |
|
|
243,001 |
|
16,077 |
|
METRO AG |
|
|
160,551 |
|
78,300 |
|
Seven & I Holdings Co., Ltd. |
|
|
2,420,832 |
|
8,500 |
|
Sundrug Co., Ltd. |
|
|
320,068 |
|
1,020,201 |
|
Tesco plc |
|
|
2,796,442 |
|
3,700 |
|
Tsuruha Holdings, Inc. |
|
|
523,715 |
|
9,400 |
|
Welcia Holdings Co., Ltd. |
|
|
413,341 |
|
116,769 |
|
Wesfarmers, Ltd. |
|
|
3,722,248 |
|
244,081 |
|
William Morrison Supermarkets plc |
|
|
535,700 |
|
129,447 |
|
Woolworths Group, Ltd. |
|
|
3,383,527 |
|
|
|
|
|
|
|
|
|
|
|
|
|
25,020,526 |
|
|
|
|
|
|
|
|
Food Products (3.9%): |
|
|
|
|
78,280 |
|
A2 Milk Co., Ltd.* |
|
|
796,978 |
|
46,800 |
|
Ajinomoto Co., Inc. |
|
|
962,231 |
|
37,296 |
|
Associated British Foods plc |
|
|
898,248 |
|
316 |
|
Barry Callebaut AG, Registered Shares |
|
|
702,805 |
|
8,800 |
|
Calbee, Inc. |
|
|
290,147 |
|
10 |
|
Chocoladefabriken Lindt & Spruengli AG |
|
|
890,188 |
|
64,001 |
|
Danone SA |
|
|
4,139,146 |
|
16,434 |
|
Kerry Group plc, Class A |
|
|
2,109,424 |
|
15,300 |
|
Kikkoman Corp. |
|
|
849,177 |
|
114 |
|
Lindt & Spruengli AG |
|
|
962,424 |
|
11,552 |
|
Meiji Holdings Co., Ltd. |
|
|
882,741 |
|
46,896 |
|
Mowi ASA |
|
|
832,372 |
|
307,169 |
|
Nestle SA, Registered Shares |
|
|
36,452,146 |
|
8,400 |
|
NH Foods, Ltd. |
|
|
374,918 |
|
19,545 |
|
Nisshin Seifun Group, Inc. |
|
|
311,686 |
|
6,800 |
|
Nissin Foods Holdings Co., Ltd. |
|
|
639,297 |
|
75,580 |
|
Orkla ASA, Class A |
|
|
765,316 |
|
8,700 |
|
Toyo Suisan Kaisha, Ltd. |
|
|
459,848 |
|
993,388 |
|
WH Group, Ltd. |
|
|
808,570 |
|
189,300 |
|
Wilmar International, Ltd. |
|
|
613,385 |
|
11,800 |
|
Yakult Honsha Co., Ltd. |
|
|
654,795 |
|
13,600 |
|
Yamazaki Baking Co., Ltd. |
|
|
237,567 |
|
|
|
|
|
|
|
|
|
|
|
|
|
55,633,409 |
|
|
|
|
|
|
|
|
Gas Utilities (0.4%): |
|
|
|
|
126,055 |
|
APA Group |
|
|
934,490 |
|
31,542 |
|
Gas Natural SDG SA |
|
|
632,385 |
|
1,088,700 |
|
Hong Kong & China Gas Co., Ltd. |
|
|
1,564,576 |
|
38,000 |
|
Osaka Gas Co., Ltd. |
|
|
740,456 |
|
8,300 |
|
Toho Gas Co., Ltd.^ |
|
|
411,532 |
|
38,500 |
|
Tokyo Gas Co., Ltd. |
|
|
879,714 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,163,153 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (2.7%): |
|
|
|
|
51,019 |
|
Alcon, Inc. |
|
|
2,897,342 |
|
17,748 |
|
Ambu A/S, Class B |
|
|
502,600 |
|
20,600 |
|
Asahi Intecc Co., Ltd. |
|
|
647,182 |
|
4,124 |
|
BioMerieux |
|
|
645,492 |
|
4,288 |
|
Carl Zeiss Meditec AG |
|
|
542,644 |
|
6,445 |
|
Cochlear, Ltd. |
|
|
915,880 |
|
12,280 |
|
Coloplast A/S, Class B |
|
|
1,942,456 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Health Care Equipment & Supplies, continued |
|
|
|
|
12,129 |
|
Demant A/S* |
|
$ |
381,626 |
|
2,737 |
|
DiaSorin SpA |
|
|
551,606 |
|
29,312 |
|
EssilorLuxottica SA |
|
|
3,985,515 |
|
57,960 |
|
Fisher & Paykel Healthcare Corp., Ltd. |
|
|
1,275,324 |
|
12,636 |
|
GN Store Nord A/S |
|
|
956,299 |
|
38,800 |
|
HOYA Corp. |
|
|
4,374,145 |
|
94,228 |
|
Koninklijke Philips NV |
|
|
4,438,557 |
|
75,000 |
|
Microport Scientific Corp. |
|
|
299,881 |
|
120,500 |
|
Olympus Corp. |
|
|
2,501,600 |
|
3,716 |
|
Sartorius AG |
|
|
1,526,321 |
|
28,034 |
|
Siemens Healthineers AG |
|
|
1,258,675 |
|
89,716 |
|
Smith & Nephew plc |
|
|
1,747,910 |
|
5,497 |
|
Sonova Holding AG, Registered Shares* |
|
|
1,394,348 |
|
1,103 |
|
Straumann Holding AG, Registered Shares |
|
|
1,109,991 |
|
17,400 |
|
Sysmex Corp. |
|
|
1,660,789 |
|
66,900 |
|
Terumo Corp. |
|
|
2,665,777 |
|
|
|
|
|
|
|
|
|
|
|
|
|
38,221,960 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (0.6%): |
|
|
|
|
18,400 |
|
Alfresa Holdings Corp. |
|
|
402,578 |
|
21,913 |
|
Fresenius Medical Care AG & Co., KGaA |
|
|
1,850,060 |
|
43,211 |
|
Fresenius SE & Co. KGaA |
|
|
1,966,704 |
|
20,100 |
|
Medipal Holdings Corp. |
|
|
402,536 |
|
5,620 |
|
Orpea* |
|
|
638,217 |
|
17,892 |
|
Ramsay Health Care, Ltd. |
|
|
848,571 |
|
44,167 |
|
Ryman Healthcare, Ltd. |
|
|
412,925 |
|
47,804 |
|
Sonic Healthcare, Ltd. |
|
|
1,137,040 |
|
6,570 |
|
Suzuken Co., Ltd. |
|
|
250,449 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,909,080 |
|
|
|
|
|
|
|
|
Health Care Technology (0.2%): |
|
|
|
|
45,700 |
|
M3, Inc. |
|
|
2,838,004 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (1.3%): |
|
|
|
|
19,564 |
|
Accor SA |
|
|
547,129 |
|
60,581 |
|
Aristocrat Leisure, Ltd. |
|
|
1,306,194 |
|
184,810 |
|
Compass Group plc |
|
|
2,773,689 |
|
42,677 |
|
Crown Resorts, Ltd. |
|
|
269,473 |
|
12,722 |
|
Evolution Gaming Group AB |
|
|
841,278 |
|
15,807 |
|
Flutter Entertainment plc |
|
|
2,504,382 |
|
221,000 |
|
Galaxy Entertainment Group, Ltd. |
|
|
1,495,856 |
|
628,157 |
|
Genting Singapore, Ltd. |
|
|
308,696 |
|
60,301 |
|
GVC Holdings plc* |
|
|
758,840 |
|
17,773 |
|
InterContinental Hotels Group plc* |
|
|
932,925 |
|
9,344 |
|
La Francaise des Jeux SAEM |
|
|
343,139 |
|
7,129 |
|
McDonalds Holdings Co., Ltd. |
|
|
346,843 |
|
20,557 |
|
Melco Resorts & Entertainment, Ltd., ADR |
|
|
342,274 |
|
20,700 |
|
Oriental Land Co., Ltd. |
|
|
2,900,331 |
|
257,132 |
|
Sands China, Ltd. |
|
|
1,000,609 |
|
220,987 |
|
SJM Holdings, Ltd. |
|
|
260,988 |
|
8,851 |
|
Sodexo SA |
|
|
630,228 |
|
216,784 |
|
Tabcorp Holdings, Ltd. |
|
|
520,146 |
|
21,589 |
|
Whitbread plc |
|
|
588,737 |
|
152,000 |
|
Wynn Macau, Ltd.* |
|
|
243,325 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,915,082 |
|
|
|
|
|
|
|
|
Household Durables (1.5%): |
|
|
|
|
108,781 |
|
Barratt Developments plc |
|
|
664,998 |
|
13,067 |
|
Berkeley Group Holdings plc (The) |
|
|
710,764 |
|
19,600 |
|
Casio Computer Co., Ltd.^ |
|
|
316,503 |
|
23,643 |
|
Electrolux AB, Series B, Class B |
|
|
551,303 |
|
41,082 |
|
Husqvarna AB, Class B |
|
|
452,537 |
|
16,200 |
|
Iida Group Holdings Co., Ltd. |
|
|
327,584 |
|
28,700 |
|
Nikon Corp.^ |
|
|
193,942 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Household Durables, continued |
|
|
|
|
227,700 |
|
Panasonic Corp.^ |
|
$ |
1,929,083 |
|
32,959 |
|
Persimmon plc |
|
|
1,046,626 |
|
3,700 |
|
Rinnai Corp. |
|
|
361,535 |
|
2,235 |
|
SEB SA |
|
|
363,505 |
|
37,400 |
|
Sekisui Chemical Co., Ltd. |
|
|
597,947 |
|
62,400 |
|
Sekisui House, Ltd. |
|
|
1,103,749 |
|
19,200 |
|
Sharp Corp. |
|
|
237,913 |
|
130,600 |
|
Sony Corp. |
|
|
9,990,350 |
|
349,568 |
|
Taylor Wimpey plc |
|
|
486,334 |
|
140,500 |
|
Techtronic Industries Co., Ltd. |
|
|
1,847,586 |
|
|
|
|
|
|
|
|
|
|
|
|
|
21,182,259 |
|
|
|
|
|
|
|
|
Household Products (0.9%): |
|
|
|
|
62,438 |
|
Essity AB, Class B* |
|
|
2,110,716 |
|
10,576 |
|
Henkel AG & Co. KGaA |
|
|
990,511 |
|
22,400 |
|
Lion Corp. |
|
|
460,736 |
|
12,200 |
|
Pigeon Corp. |
|
|
545,142 |
|
72,997 |
|
Reckitt Benckiser Group plc |
|
|
7,115,366 |
|
41,400 |
|
Unicharm Corp. |
|
|
1,849,767 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,072,238 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.1%): |
|
|
|
|
12,800 |
|
Electric Power Development Co., Ltd.^ |
|
|
197,553 |
|
124,024 |
|
Meridian Energy, Ltd. |
|
|
404,404 |
|
21,504 |
|
Uniper SE |
|
|
694,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,296,660 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (1.2%): |
|
|
|
|
276,744 |
|
CK Hutchison Holdings, Ltd. |
|
|
1,677,922 |
|
10,325 |
|
DCC plc |
|
|
795,546 |
|
16,095 |
|
Investment AB Latour, Class B |
|
|
377,508 |
|
23,500 |
|
Jardine Matheson Holdings, Ltd. |
|
|
932,721 |
|
23,500 |
|
Jardine Strategic Holdings, Ltd. |
|
|
465,570 |
|
9,300 |
|
Keihan Holdings Co., Ltd. |
|
|
385,751 |
|
155,300 |
|
Keppel Corp., Ltd. |
|
|
509,529 |
|
18,600 |
|
Seibu Holdings, Inc. |
|
|
200,105 |
|
78,960 |
|
Siemens AG, Registered Shares |
|
|
9,982,922 |
|
39,419 |
|
Smiths Group plc |
|
|
692,890 |
|
40,500 |
|
Toshiba Corp. |
|
|
1,031,040 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,051,504 |
|
|
|
|
|
|
|
|
Insurance (4.7%): |
|
|
|
|
19,559 |
|
Admiral Group plc |
|
|
659,549 |
|
191,169 |
|
AEGON NV |
|
|
496,421 |
|
17,693 |
|
Ageas NV |
|
|
721,963 |
|
1,250,000 |
|
AIA Group, Ltd. |
|
|
12,314,370 |
|
43,222 |
|
Allianz SE, Registered Shares+ |
|
|
8,289,763 |
|
112,704 |
|
Assicurazioni Generali SpA |
|
|
1,587,066 |
|
398,927 |
|
Aviva plc |
|
|
1,466,651 |
|
200,319 |
|
AXA SA |
|
|
3,697,500 |
|
4,634 |
|
Baloise Holding AG, Registered Shares |
|
|
681,848 |
|
14,891 |
|
CNP Assurances SA |
|
|
186,071 |
|
110,100 |
|
Dai-ichi Life Holdings, Inc. |
|
|
1,554,096 |
|
144,862 |
|
Direct Line Insurance Group plc |
|
|
504,158 |
|
19,206 |
|
Gjensidige Forsikring ASA |
|
|
390,108 |
|
6,317 |
|
Hannover Rueck SE |
|
|
979,137 |
|
246,903 |
|
Insurance Australia Group, Ltd. |
|
|
776,869 |
|
158,500 |
|
Japan Post Holdings Co., Ltd. |
|
|
1,081,273 |
|
20,400 |
|
Japan Post Insurance Co., Ltd. |
|
|
321,023 |
|
612,261 |
|
Legal & General Group plc |
|
|
1,483,545 |
|
124,272 |
|
Mapfre SA |
|
|
194,564 |
|
298,241 |
|
Medibank Private, Ltd. |
|
|
537,134 |
|
45,011 |
|
MS&AD Insurance Group Holdings, Inc. |
|
|
1,219,303 |
|
14,349 |
|
Muenchener Rueckversicherungs-Gesellschaft AG |
|
|
3,642,752 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Insurance, continued |
|
|
|
|
30,993 |
|
NN Group NV |
|
$ |
1,164,009 |
|
57,201 |
|
Poste Italiane SpA |
|
|
506,640 |
|
269,019 |
|
Prudential plc |
|
|
3,839,993 |
|
147,754 |
|
QBE Insurance Group, Ltd. |
|
|
914,244 |
|
110,215 |
|
RSA Insurance Group plc |
|
|
641,022 |
|
49,204 |
|
Sampo Oyj, Class A |
|
|
1,946,362 |
|
17,331 |
|
SCOR SA* |
|
|
480,128 |
|
34,025 |
|
Sompo Holdings, Inc.^ |
|
|
1,178,731 |
|
130,608 |
|
Suncorp Group, Ltd. |
|
|
793,242 |
|
3,226 |
|
Swiss Life Holding AG, Registered Shares |
|
|
1,219,186 |
|
30,670 |
|
Swiss Re AG |
|
|
2,270,686 |
|
57,936 |
|
T&D Holdings, Inc.^ |
|
|
573,052 |
|
64,900 |
|
Tokio Marine Holdings, Inc. |
|
|
2,842,518 |
|
11,889 |
|
Tryg A/S |
|
|
374,798 |
|
15,629 |
|
Zurich Insurance Group AG |
|
|
5,435,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
66,965,231 |
|
|
|
|
|
|
|
|
Interactive Media & Services (0.3%): |
|
|
|
|
25,015 |
|
Adevinta ASA* |
|
|
429,248 |
|
105,267 |
|
Auto Trader Group plc |
|
|
761,304 |
|
13,000 |
|
Kakaku.com, Inc. |
|
|
343,730 |
|
3,800 |
|
Line Corp.* |
|
|
193,592 |
|
5,276 |
|
REA Group, Ltd. |
|
|
416,793 |
|
10,889 |
|
Scout24 AG |
|
|
950,313 |
|
276,700 |
|
Z Holdings Corp. |
|
|
1,848,938 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,943,918 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (0.9%): |
|
|
|
|
13,178 |
|
Delivery Hero SE* |
|
|
1,515,681 |
|
12,568 |
|
Just Eat Takeaway* |
|
|
1,407,290 |
|
8,900 |
|
Mercari, Inc.* |
|
|
411,296 |
|
47,582 |
|
Ocado Group plc* |
|
|
1,681,225 |
|
50,498 |
|
Prosus NV* |
|
|
4,656,251 |
|
92,000 |
|
Rakuten, Inc. |
|
|
993,976 |
|
15,444 |
|
Zalando SE* |
|
|
1,445,407 |
|
10,400 |
|
ZOZO, Inc. |
|
|
290,102 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,401,228 |
|
|
|
|
|
|
|
|
IT Services (1.5%): |
|
|
|
|
1,867 |
|
Adyen NV* |
|
|
3,440,190 |
|
21,871 |
|
Afterpay, Ltd.* |
|
|
1,277,968 |
|
47,008 |
|
Amadeus IT Group SA |
|
|
2,608,434 |
|
10,497 |
|
Atos SE |
|
|
845,469 |
|
16,493 |
|
Capgemini SA |
|
|
2,112,093 |
|
54,245 |
|
Computershare, Ltd. |
|
|
476,162 |
|
20,400 |
|
Fujitsu, Ltd. |
|
|
2,793,777 |
|
3,900 |
|
GMO Payment Gateway, Inc. |
|
|
419,480 |
|
9,500 |
|
Itochu Techno-Solutions Corp. |
|
|
361,600 |
|
39,303 |
|
Nexi SpA* |
|
|
788,044 |
|
32,038 |
|
Nomura Research Institute, Ltd. |
|
|
941,733 |
|
66,600 |
|
NTT Data Corp. |
|
|
853,890 |
|
7,100 |
|
OBIC Co., Ltd. |
|
|
1,249,458 |
|
10,800 |
|
Otsuka Corp. |
|
|
552,776 |
|
5,700 |
|
SCSK Corp. |
|
|
318,947 |
|
24,300 |
|
TIS, Inc. |
|
|
516,542 |
|
5,192 |
|
Wix.com, Ltd.* |
|
|
1,323,181 |
|
14,170 |
|
Worldline SA* |
|
|
1,161,764 |
|
|
|
|
|
|
|
|
|
|
|
|
|
22,041,508 |
|
|
|
|
|
|
|
|
Leisure Products (0.3%): |
|
|
|
|
20,200 |
|
Bandai Namco Holdings, Inc. |
|
|
1,475,803 |
|
18,400 |
|
Sega Sammy Holdings, Inc. |
|
|
223,833 |
|
7,500 |
|
Shimano, Inc. |
|
|
1,476,835 |
|
13,400 |
|
Yamaha Corp. |
|
|
641,498 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,817,969 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.6%): |
|
|
|
|
1,339 |
|
Eurofins Scientific SE |
|
|
1,059,871 |
|
7,699 |
|
Lonza Group AG, Registered Shares |
|
|
4,753,731 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Life Sciences Tools & Services, continued |
|
|
|
|
24,092 |
|
Qiagen NV* |
|
$ |
1,251,129 |
|
2,954 |
|
Sartorius Stedim Biotech |
|
|
1,017,273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,082,004 |
|
|
|
|
|
|
|
|
Machinery (3.0%): |
|
|
|
|
31,249 |
|
Alfa Laval AB |
|
|
689,971 |
|
20,369 |
|
Alstom SA* |
|
|
1,013,998 |
|
32,800 |
|
Amada Holdings Co., Ltd. |
|
|
307,461 |
|
7,942 |
|
Andritz AG |
|
|
244,640 |
|
41,212 |
|
Atlas Copco AB |
|
|
1,717,741 |
|
68,637 |
|
Atlas Copco AB, Class A |
|
|
3,268,022 |
|
103,091 |
|
CNH Industrial NV |
|
|
801,083 |
|
10,800 |
|
Daifuku Co., Ltd. |
|
|
1,087,175 |
|
41,260 |
|
Epiroc AB |
|
|
574,091 |
|
65,429 |
|
Epiroc AB, Class A |
|
|
950,058 |
|
19,700 |
|
FANUC Corp. |
|
|
3,779,729 |
|
15,509 |
|
GEA Group AG |
|
|
546,624 |
|
29,600 |
|
Hino Motors, Ltd. |
|
|
191,859 |
|
10,100 |
|
Hitachi Construction Machinery Co., Ltd. |
|
|
365,809 |
|
5,400 |
|
Hoshizaki Corp. |
|
|
430,711 |
|
23,100 |
|
JTEKT Corp. |
|
|
181,062 |
|
17,100 |
|
Kawasaki Heavy Industries, Ltd. |
|
|
231,460 |
|
6,416 |
|
Kion Group AG |
|
|
550,945 |
|
7,540 |
|
Knorr-Bremse AG |
|
|
890,559 |
|
91,600 |
|
Komatsu, Ltd. |
|
|
2,016,826 |
|
35,402 |
|
Kone OYJ, Class B |
|
|
3,111,878 |
|
106,700 |
|
Kubota Corp. |
|
|
1,909,011 |
|
9,900 |
|
Kurita Water Industries, Ltd. |
|
|
326,790 |
|
22,400 |
|
Makita Corp. |
|
|
1,068,572 |
|
39,100 |
|
MINEBEA MITSUMI, Inc. |
|
|
737,817 |
|
29,900 |
|
Misumi Group, Inc. |
|
|
835,806 |
|
34,200 |
|
Mitsubishi Heavy Industries, Ltd. |
|
|
759,731 |
|
9,500 |
|
Miura Co., Ltd. |
|
|
464,586 |
|
10,700 |
|
Nabtesco Corp. |
|
|
389,918 |
|
25,300 |
|
NGK Insulators, Ltd. |
|
|
361,031 |
|
32,800 |
|
NSK, Ltd. |
|
|
251,090 |
|
117,303 |
|
Sandvik AB* |
|
|
2,289,200 |
|
4,175 |
|
Schindler Holding AG |
|
|
1,140,229 |
|
2,127 |
|
Schindler Holding AG, Registered Shares |
|
|
578,820 |
|
38,524 |
|
SKF AB, Class B |
|
|
794,195 |
|
5,900 |
|
SMC Corp. |
|
|
3,284,157 |
|
7,350 |
|
Spirax-Sarco Engineering plc |
|
|
1,044,791 |
|
10,400 |
|
Sumitomo Heavy Industries, Ltd. |
|
|
241,981 |
|
12,100 |
|
THK Co., Ltd. |
|
|
303,620 |
|
154,867 |
|
Volvo AB, Class B |
|
|
2,975,713 |
|
45,633 |
|
Wartsila OYJ Abp, Class B |
|
|
359,026 |
|
306,850 |
|
Yangzijiang Shipbuilding Holdings, Ltd. |
|
|
223,805 |
|
|
|
|
|
|
|
|
|
|
|
|
|
43,291,591 |
|
|
|
|
|
|
|
|
Marine (0.2%): |
|
|
|
|
317 |
|
A.P. Moeller - Maersk A/S, Class A |
|
|
463,131 |
|
662 |
|
A.P. Moeller - Maersk A/S, Class B |
|
|
1,049,757 |
|
5,556 |
|
Kuehne & Nagel International AG, Registered Shares |
|
|
1,077,627 |
|
17,000 |
|
Nippon Yusen KK |
|
|
294,756 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,885,271 |
|
|
|
|
|
|
|
|
Media (0.4%): |
|
|
|
|
65,352 |
|
Altice Europe NV, Class A* |
|
|
312,951 |
|
10,400 |
|
Cyberagent, Inc. |
|
|
643,275 |
|
23,277 |
|
Dentsu Group, Inc. |
|
|
687,862 |
|
22,700 |
|
Hakuhodo DY Holdings, Inc. |
|
|
293,387 |
|
160,342 |
|
Informa plc* |
|
|
777,275 |
|
8,903 |
|
JCDecaux SA |
|
|
154,246 |
|
82,101 |
|
Pearson plc |
|
|
580,535 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Media, continued |
|
|
|
|
23,041 |
|
Publicis Groupe SA |
|
$ |
746,587 |
|
8,826 |
|
Schibsted ASA, Class B* |
|
|
352,835 |
|
40,089 |
|
SES Global, Class A |
|
|
283,582 |
|
3,983 |
|
Telenet Group Holding NV |
|
|
154,376 |
|
123,545 |
|
WPP plc |
|
|
964,674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,951,585 |
|
|
|
|
|
|
|
|
Metals & Mining (2.8%): |
|
|
|
|
127,487 |
|
Anglo American plc |
|
|
3,078,053 |
|
38,773 |
|
Antofagasta plc |
|
|
511,115 |
|
74,555 |
|
ArcelorMittal* |
|
|
994,140 |
|
216,492 |
|
BHP Group plc |
|
|
4,614,484 |
|
304,549 |
|
BHP Group, Ltd. |
|
|
7,835,275 |
|
50,530 |
|
BlueScope Steel, Ltd. |
|
|
461,185 |
|
28,378 |
|
Boliden AB |
|
|
844,088 |
|
176,023 |
|
Evolution Mining, Ltd. |
|
|
730,633 |
|
60,439 |
|
EVRAZ plc |
|
|
269,438 |
|
177,867 |
|
Fortescue Metals Group, Ltd. |
|
|
2,081,651 |
|
1,023,287 |
|
Glencore plc* |
|
|
2,119,557 |
|
23,000 |
|
Hitachi Metals, Ltd. |
|
|
353,617 |
|
53,100 |
|
JFE Holdings, Inc.* |
|
|
371,429 |
|
5,000 |
|
Maruichi Steel Tube, Ltd. |
|
|
125,066 |
|
12,800 |
|
Mitsubishi Materials Corp. |
|
|
252,744 |
|
83,307 |
|
Newcrest Mining, Ltd. |
|
|
1,877,274 |
|
83,948 |
|
Nippon Steel Corp.* |
|
|
793,005 |
|
139,445 |
|
Norsk Hydro ASA* |
|
|
384,047 |
|
73,739 |
|
Northern Star Resources, Ltd. |
|
|
724,927 |
|
115,415 |
|
Rio Tinto plc |
|
|
6,962,609 |
|
38,717 |
|
Rio Tinto, Ltd. |
|
|
2,620,741 |
|
503,161 |
|
South32, Ltd. |
|
|
737,630 |
|
23,300 |
|
Sumitomo Metal & Mining Co., Ltd. |
|
|
721,378 |
|
40,763 |
|
ThyssenKrupp AG*^ |
|
|
205,996 |
|
10,996 |
|
Voestalpine AG |
|
|
289,045 |
|
|
|
|
|
|
|
|
|
|
|
|
|
39,959,127 |
|
|
|
|
|
|
|
|
Multiline Retail (0.2%): |
|
|
|
|
37,900 |
|
Isetan Mitsukoshi Holdings, Ltd.^ |
|
|
201,056 |
|
20,000 |
|
Marui Group Co., Ltd. |
|
|
383,714 |
|
13,924 |
|
Next plc |
|
|
1,066,906 |
|
43,600 |
|
Pan Pacific International Holdings Corp. |
|
|
1,015,807 |
|
25,400 |
|
Ryohin Keikaku Co., Ltd. |
|
|
421,962 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,089,445 |
|
|
|
|
|
|
|
|
Multi-Utilities (1.0%): |
|
|
|
|
66,544 |
|
AGL Energy, Ltd. |
|
|
650,190 |
|
233,780 |
|
E.ON SE |
|
|
2,582,641 |
|
190,117 |
|
Engie Group |
|
|
2,540,692 |
|
362,737 |
|
National Grid plc |
|
|
4,174,937 |
|
65,249 |
|
RWE AG |
|
|
2,445,969 |
|
35,447 |
|
Suez |
|
|
656,127 |
|
54,326 |
|
Veolia Environnement SA |
|
|
1,171,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,222,002 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (2.8%): |
|
|
|
|
25,483 |
|
Ampol, Ltd. |
|
|
438,199 |
|
2,092,621 |
|
BP plc |
|
|
6,074,582 |
|
22,895 |
|
Enagas SA |
|
|
527,408 |
|
309,320 |
|
ENEOS Holdings, Inc. |
|
|
1,104,722 |
|
265,109 |
|
ENI SpA |
|
|
2,073,652 |
|
102,561 |
|
Equinor ASA |
|
|
1,448,226 |
|
50,007 |
|
Galp Energia SGPS SA |
|
|
463,463 |
|
20,287 |
|
Idemitsu Kosan Co., Ltd. |
|
|
432,287 |
|
101,400 |
|
INPEX Corp. |
|
|
542,539 |
|
7,184 |
|
Koninklijke Vopak NV |
|
|
404,695 |
|
20,139 |
|
Lundin Energy AB |
|
|
399,056 |
|
43,655 |
|
Neste Oyj |
|
|
2,295,262 |
|
214,511 |
|
Oil Search, Ltd. |
|
|
407,319 |
|
15,669 |
|
OMV AG* |
|
|
427,988 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
174,874 |
|
Origin Energy, Ltd. |
|
$ |
540,633 |
|
149,869 |
|
Repsol SA |
|
|
1,000,885 |
|
421,804 |
|
Royal Dutch Shell plc, Class A |
|
|
5,219,766 |
|
384,597 |
|
Royal Dutch Shell plc, Class B |
|
|
4,651,597 |
|
172,375 |
|
Santos, Ltd. |
|
|
604,798 |
|
217,615 |
|
Snam SpA |
|
|
1,118,794 |
|
255,548 |
|
TOTAL SE^ |
|
|
8,772,659 |
|
12,993 |
|
Washington H. Soul Pattinson & Co., Ltd. |
|
|
219,251 |
|
100,670 |
|
Woodside Petroleum, Ltd. |
|
|
1,271,290 |
|
|
|
|
|
|
|
|
|
|
|
|
|
40,439,071 |
|
|
|
|
|
|
|
|
Paper & Forest Products (0.3%): |
|
|
|
|
50,546 |
|
Mondi plc |
|
|
1,063,564 |
|
91,400 |
|
Oji Holdings Corp. |
|
|
419,523 |
|
60,679 |
|
Stora Enso OYJ, Registered Shares, Class R |
|
|
950,760 |
|
60,140 |
|
Svenska Cellulosa AB SCA, Class B* |
|
|
824,714 |
|
54,690 |
|
UPM-Kymmene OYJ |
|
|
1,664,343 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,922,904 |
|
|
|
|
|
|
|
|
Personal Products (2.3%): |
|
|
|
|
10,142 |
|
Beiersdorf AG |
|
|
1,153,186 |
|
49,600 |
|
Kao Corp. |
|
|
3,722,521 |
|
5,100 |
|
Kobayashi Pharmaceutical Co., Ltd. |
|
|
493,734 |
|
3,600 |
|
Kose Corp. |
|
|
440,233 |
|
26,008 |
|
LOreal SA |
|
|
8,462,016 |
|
10,700 |
|
Pola Orbis Holdings, Inc. |
|
|
202,116 |
|
41,500 |
|
Shiseido Co., Ltd. |
|
|
2,381,629 |
|
150,279 |
|
Unilever NV |
|
|
9,071,262 |
|
120,279 |
|
Unilever plc |
|
|
7,409,943 |
|
|
|
|
|
|
|
|
|
|
|
|
|
33,336,640 |
|
|
|
|
|
|
|
|
Pharmaceuticals (9.3%): |
|
|
|
|
192,900 |
|
Astellas Pharma, Inc. |
|
|
2,872,022 |
|
135,697 |
|
AstraZeneca plc |
|
|
14,766,601 |
|
102,243 |
|
Bayer AG, Registered Shares |
|
|
6,389,470 |
|
68,800 |
|
Chugai Pharmaceutical Co., Ltd. |
|
|
3,087,778 |
|
174,600 |
|
Daiichi Sankyo Co., Ltd. |
|
|
5,365,962 |
|
26,000 |
|
Eisai Co., Ltd. |
|
|
2,372,863 |
|
519,531 |
|
GlaxoSmithKline plc |
|
|
9,729,960 |
|
7,816 |
|
H. Lundbeck A/S |
|
|
257,700 |
|
15,806 |
|
Hikma Pharmaceuticals plc |
|
|
529,301 |
|
5,000 |
|
Hisamitsu Pharmaceutical Co., Inc. |
|
|
255,302 |
|
3,643 |
|
Ipsen SA |
|
|
382,147 |
|
26,800 |
|
Kyowa Kirin Co., Ltd. |
|
|
761,336 |
|
13,298 |
|
Merck KGaA |
|
|
1,941,572 |
|
4,200 |
|
Nippon Shinyaku Co., Ltd. |
|
|
346,330 |
|
229,175 |
|
Novartis AG, Registered Shares |
|
|
19,921,005 |
|
177,376 |
|
Novo Nordisk A/S, Class B |
|
|
12,323,376 |
|
37,900 |
|
Ono Pharmaceutical Co., Ltd. |
|
|
1,190,007 |
|
11,803 |
|
Orion OYJ, Class B |
|
|
534,090 |
|
40,000 |
|
Otsuka Holdings Co., Ltd. |
|
|
1,696,672 |
|
10,320 |
|
Recordati SpA |
|
|
527,924 |
|
72,515 |
|
Roche Holding AG |
|
|
24,816,091 |
|
116,627 |
|
Sanofi |
|
|
11,692,638 |
|
37,900 |
|
Santen Pharmaceutical Co., Ltd. |
|
|
777,247 |
|
27,500 |
|
Shionogi & Co., Ltd. |
|
|
1,471,488 |
|
17,800 |
|
Sumitomo Dainippon Pharma Co., Ltd. |
|
|
234,424 |
|
3,300 |
|
Taisho Pharmaceutical Holdings Co., Ltd. |
|
|
217,668 |
|
162,873 |
|
Takeda Pharmacuetical Co., Ltd. |
|
|
5,802,683 |
|
116,196 |
|
Teva Pharmaceutical Industries, Ltd., ADR* |
|
|
1,046,926 |
|
12,888 |
|
UCB SA |
|
|
1,463,394 |
|
4,861 |
|
Vifor Pharma AG |
|
|
661,898 |
|
|
|
|
|
|
|
|
|
|
|
|
|
133,435,875 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Professional Services (1.7%): |
|
|
|
|
15,635 |
|
Adecco SA, Registered Shares |
|
$ |
826,456 |
|
31,384 |
|
Bureau Veritas SA |
|
|
704,830 |
|
93,207 |
|
Experian plc |
|
|
3,487,225 |
|
16,942 |
|
Intertek Group plc |
|
|
1,377,837 |
|
16,200 |
|
Nihon M&A Center, Inc. |
|
|
924,195 |
|
16,700 |
|
Persol Holdings Co., Ltd. |
|
|
271,665 |
|
12,022 |
|
Randstad NV |
|
|
627,230 |
|
132,100 |
|
Recruit Holdings Co., Ltd. |
|
|
5,242,131 |
|
197,655 |
|
RELX plc |
|
|
4,374,254 |
|
32,954 |
|
Seek, Ltd. |
|
|
504,008 |
|
619 |
|
SGS SA, Registered Shares |
|
|
1,659,605 |
|
5,992 |
|
Teleperformance |
|
|
1,845,088 |
|
28,248 |
|
Wolters Kluwer NV |
|
|
2,411,404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,255,928 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (1.7%): |
|
|
|
|
10,760 |
|
AEON Mall Co., Ltd. |
|
|
151,275 |
|
103,076 |
|
Aroundtown SA |
|
|
518,048 |
|
4,496 |
|
Azrieli Group |
|
|
200,429 |
|
74,028 |
|
BGP Holdings plc*(a) |
|
|
|
|
266,800 |
|
CapitaLand, Ltd. |
|
|
533,221 |
|
47,900 |
|
City Developments, Ltd. |
|
|
269,472 |
|
276,244 |
|
CK Asset Holdings, Ltd. |
|
|
1,347,861 |
|
7,000 |
|
Daito Trust Construction Co., Ltd. |
|
|
620,717 |
|
57,700 |
|
Daiwa House Industry Co., Ltd.^ |
|
|
1,482,725 |
|
35,178 |
|
Deutsche Wohnen SE |
|
|
1,759,973 |
|
203,000 |
|
Hang Lung Properties, Ltd. |
|
|
517,673 |
|
150,956 |
|
Henderson Land Development Co., Ltd. |
|
|
556,916 |
|
126,900 |
|
Hongkong Land Holdings, Ltd. |
|
|
472,605 |
|
32,500 |
|
Hulic Co., Ltd. |
|
|
304,876 |
|
75,775 |
|
Kerry Properties, Ltd. |
|
|
193,625 |
|
6,974 |
|
LEG Immobilien AG |
|
|
995,431 |
|
70,590 |
|
Lend Lease Group |
|
|
559,008 |
|
121,500 |
|
Mitsubishi Estate Co., Ltd. |
|
|
1,836,620 |
|
97,400 |
|
Mitsui Fudosan Co., Ltd. |
|
|
1,696,731 |
|
153,655 |
|
New World Development Co., Ltd. |
|
|
748,061 |
|
12,300 |
|
Nomura Real Estate Holdings, Inc. |
|
|
233,983 |
|
50,868 |
|
Pacific Century Premium Developments, Ltd.* |
|
|
13,382 |
|
310,601 |
|
Sino Land Co., Ltd. |
|
|
361,487 |
|
32,700 |
|
Sumitomo Realty & Development Co., Ltd. |
|
|
967,572 |
|
136,500 |
|
Sun Hung Kai Properties, Ltd. |
|
|
1,749,975 |
|
44,964 |
|
Swire Pacific, Ltd., Class A |
|
|
218,037 |
|
122,000 |
|
Swire Properties, Ltd. |
|
|
322,370 |
|
8,114 |
|
Swiss Prime Site AG |
|
|
736,646 |
|
61,000 |
|
Tokyu Fudosan Holdings Corp. |
|
|
262,654 |
|
51,296 |
|
UOL Group, Ltd. |
|
|
251,305 |
|
52,930 |
|
Vonovia SE |
|
|
3,636,823 |
|
177,300 |
|
Wharf Real Estate Investment Co., Ltd. |
|
|
725,822 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,245,323 |
|
|
|
|
|
|
|
|
Road & Rail (1.1%): |
|
|
|
|
192,112 |
|
Aurizon Holdings, Ltd. |
|
|
586,102 |
|
14,900 |
|
Central Japan Railway Co. |
|
|
2,137,961 |
|
21,540 |
|
DSV PANALPINA A/S |
|
|
3,515,819 |
|
31,013 |
|
East Japan Railway Co. |
|
|
1,911,227 |
|
23,800 |
|
Hankyu Hanshin Holdings, Inc. |
|
|
765,747 |
|
23,600 |
|
Keikyu Corp.^ |
|
|
362,547 |
|
11,100 |
|
Keio Corp. |
|
|
686,500 |
|
13,700 |
|
Keisei Electric Railway Co., Ltd. |
|
|
387,359 |
|
18,300 |
|
Kintetsu Group Holdings Co., Ltd. |
|
|
780,782 |
|
16,600 |
|
Kyushu Railway Co. |
|
|
354,668 |
|
150,494 |
|
MTR Corp., Ltd. |
|
|
746,888 |
|
19,200 |
|
Nagoya Railroad Co., Ltd.^ |
|
|
526,193 |
|
6,900 |
|
Nippon Express Co., Ltd. |
|
|
401,727 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Road & Rail, continued |
|
|
|
|
31,400 |
|
Odakyu Electric Railway Co., Ltd.^ |
|
$ |
790,120 |
|
20,200 |
|
Tobu Railway Co., Ltd. |
|
|
624,018 |
|
50,200 |
|
Tokyu Corp. |
|
|
651,656 |
|
17,200 |
|
West Japan Railway Co. |
|
|
850,247 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,079,561 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (2.1%): |
|
|
|
|
20,600 |
|
Advantest Corp. |
|
|
1,000,703 |
|
29,200 |
|
ASM Pacific Technology, Ltd. |
|
|
298,475 |
|
43,935 |
|
ASML Holding NV |
|
|
16,198,358 |
|
2,800 |
|
Disco Corp. |
|
|
681,406 |
|
128,348 |
|
Infineon Technologies AG |
|
|
3,630,100 |
|
8,200 |
|
Lasertec Corp. |
|
|
678,265 |
|
78,700 |
|
Renesas Electronics Corp.* |
|
|
576,504 |
|
9,100 |
|
ROHM Co., Ltd. |
|
|
702,752 |
|
66,711 |
|
STMicroelectronics NV |
|
|
2,038,923 |
|
27,200 |
|
SUMCO Corp. |
|
|
382,612 |
|
15,500 |
|
Tokyo Electron, Ltd. |
|
|
4,057,384 |
|
|
|
|
|
|
|
|
|
|
|
|
|
30,245,482 |
|
|
|
|
|
|
|
|
Software (1.9%): |
|
|
|
|
5,984 |
|
AVEVA Group plc |
|
|
369,936 |
|
11,764 |
|
Check Point Software Technologies, Ltd.* |
|
|
1,415,680 |
|
3,816 |
|
CyberArk Software, Ltd.* |
|
|
394,651 |
|
13,663 |
|
Dassault Systemes SA |
|
|
2,548,310 |
|
6,278 |
|
Nemetschek SE |
|
|
459,760 |
|
6,468 |
|
NICE Systems, Ltd.* |
|
|
1,466,391 |
|
3,700 |
|
Oracle Corp. |
|
|
401,202 |
|
108,635 |
|
Sage Group plc |
|
|
1,005,896 |
|
107,654 |
|
SAP SE |
|
|
16,762,182 |
|
14,132 |
|
TeamViewer AG* |
|
|
697,760 |
|
6,783 |
|
Temenos AG |
|
|
913,690 |
|
13,300 |
|
Trend Micro, Inc. |
|
|
811,652 |
|
16,409 |
|
WiseTech Global, Ltd. |
|
|
308,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
27,555,566 |
|
|
|
|
|
|
|
|
Specialty Retail (0.9%): |
|
|
|
|
3,700 |
|
ABC-Mart, Inc. |
|
|
192,623 |
|
6,000 |
|
Fast Retailing Co., Ltd. |
|
|
3,765,291 |
|
81,766 |
|
Hennes & Mauritz AB, Class B |
|
|
1,410,939 |
|
2,000 |
|
Hikari Tsushin, Inc. |
|
|
476,671 |
|
111,648 |
|
Industria de Diseno Textil SA |
|
|
3,103,734 |
|
42,066 |
|
JD Sports Fashion plc |
|
|
440,155 |
|
225,438 |
|
Kingfisher plc |
|
|
861,420 |
|
8,200 |
|
Nitori Co., Ltd. |
|
|
1,705,760 |
|
2,400 |
|
Shimamura Co., Ltd. |
|
|
234,641 |
|
24,400 |
|
USS Co., Ltd. |
|
|
436,524 |
|
83,400 |
|
Yamada Holdings Co., Ltd. |
|
|
415,922 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,043,680 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.5%): |
|
|
|
|
22,600 |
|
Brother Industries, Ltd. |
|
|
359,004 |
|
102,600 |
|
Canon, Inc. |
|
|
1,703,184 |
|
36,800 |
|
FUJIFILM Holdings Corp. |
|
|
1,813,598 |
|
16,913 |
|
Logitech International SA, Class R |
|
|
1,309,143 |
|
25,100 |
|
NEC Corp. |
|
|
1,469,461 |
|
69,000 |
|
Ricoh Co., Ltd.^ |
|
|
465,215 |
|
27,900 |
|
Seiko Epson Corp.^ |
|
|
320,775 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,440,380 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (2.5%): |
|
|
|
|
19,652 |
|
Adidas AG |
|
|
6,359,847 |
|
42,083 |
|
Burberry Group plc |
|
|
842,434 |
|
53,795 |
|
Cie Financiere Richemont SA |
|
|
3,604,209 |
|
3,305 |
|
Hermes International SA |
|
|
2,848,505 |
|
7,868 |
|
Kering |
|
|
5,226,739 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Textiles, Apparel & Luxury Goods, continued |
|
|
|
|
28,734 |
|
LVMH Moet Hennessy Louis Vuitton SA |
|
$ |
13,431,370 |
|
19,203 |
|
Moncler SpA |
|
|
786,426 |
|
10,406 |
|
Pandora A/S |
|
|
748,958 |
|
8,997 |
|
Puma SE* |
|
|
810,545 |
|
2,878 |
|
Swatch Group AG (The), Class B |
|
|
670,580 |
|
5,032 |
|
Swatch Group AG (The), Registered Shares |
|
|
225,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
35,555,596 |
|
|
|
|
|
|
|
|
Tobacco (1.0%): |
|
|
|
|
237,882 |
|
British American Tobacco plc |
|
|
8,548,571 |
|
97,026 |
|
Imperial Brands plc, Class A |
|
|
1,709,940 |
|
124,100 |
|
Japan Tobacco, Inc. |
|
|
2,266,488 |
|
16,832 |
|
Swedish Match AB, Class B |
|
|
1,373,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,898,863 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (1.4%): |
|
|
|
|
12,768 |
|
AerCap Holdings NV* |
|
|
321,626 |
|
46,625 |
|
Ashtead Group plc |
|
|
1,670,216 |
|
15,688 |
|
Brenntag AG |
|
|
998,110 |
|
35,472 |
|
Bunzl plc |
|
|
1,144,234 |
|
23,415 |
|
Ferguson plc |
|
|
2,355,487 |
|
140,500 |
|
Itochu Corp.^ |
|
|
3,593,206 |
|
166,200 |
|
Marubeni Corp.^ |
|
|
943,083 |
|
137,700 |
|
Mitsubishi Corp.^ |
|
|
3,294,719 |
|
167,900 |
|
Mitsui & Co., Ltd.^ |
|
|
2,884,473 |
|
12,700 |
|
MonotaRo Co., Ltd. |
|
|
632,609 |
|
121,200 |
|
Sumitomo Corp.^ |
|
|
1,453,496 |
|
23,400 |
|
Toyota Tsushu Corp. |
|
|
653,599 |
|
|
|
|
|
|
|
|
|
|
|
|
|
19,944,858 |
|
|
|
|
|
|
|
|
Transportation Infrastructure (0.5%): |
|
|
|
|
6,691 |
|
Aena SME SA |
|
|
931,885 |
|
3,172 |
|
Aeroports de Paris |
|
|
315,806 |
|
51,721 |
|
Atlantia SpA* |
|
|
810,967 |
|
132,104 |
|
Auckland International Airport, Ltd. |
|
|
639,831 |
|
4,779 |
|
Fraport AG^ |
|
|
189,222 |
|
42,517 |
|
Getlink SE |
|
|
576,393 |
|
5,100 |
|
Japan Airport Terminal Co., Ltd.^ |
|
|
225,048 |
|
12,000 |
|
Kamigumi Co., Ltd. |
|
|
236,292 |
|
137,229 |
|
Sydney Airport |
|
|
577,563 |
|
284,591 |
|
Transurban Group |
|
|
2,883,574 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,386,581 |
|
|
|
|
|
|
|
|
Water Utilities (0.1%): |
|
|
|
|
25,272 |
|
Severn Trent plc |
|
|
794,468 |
|
68,705 |
|
United Utilities Group plc |
|
|
759,593 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,554,061 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (1.8%): |
|
|
|
|
165,600 |
|
KDDI Corp. |
|
|
4,189,606 |
|
117,900 |
|
NTT DoCoMo, Inc.^ |
|
|
4,372,887 |
|
297,400 |
|
Softbank Corp.^ |
|
|
3,332,802 |
|
161,200 |
|
SoftBank Group Corp. |
|
|
9,955,072 |
|
53,324 |
|
Tele2 AB^ |
|
|
753,215 |
|
2,775,567 |
|
Vodafone Group plc |
|
|
3,681,598 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,285,180 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $1,148,096,357) |
|
|
1,406,566,884 |
|
|
|
|
|
|
Preferred Stocks (0.4%): |
|
|
|
|
Automobiles (0.3%): |
|
|
|
|
5,302 |
|
Bayerische Motoren Werke AG (BMW), 5.39%, 5/15/20 |
|
|
290,472 |
|
15,807 |
|
Porsche Automobil Holding SE, 4.34%, 5/20/20* |
|
|
943,636 |
|
19,412 |
|
Volkswagen AG, 3.54%, 5/8/20* |
|
|
3,123,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,357,861 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts, Shares,
Notional Amount or
Principal Amount |
|
|
|
Fair Value |
Preferred Stocks, continued |
|
|
|
|
Household Products (0.1%): |
|
|
|
|
18,330 |
|
Henkel AG & Co. KGaA, 2.07%, 4/21/20 |
|
$ |
1,919,116 |
|
|
|
|
|
|
|
|
Total Preferred Stocks (Cost $5,258,073) |
|
|
6,276,977 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (4.8%): |
|
68,700,978 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(b)(c) |
|
|
68,700,978 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $68,700,978) |
|
|
68,700,978 |
|
|
|
|
|
|
Unaffiliated Investment Companies (0.1%): |
|
|
|
Money Markets (0.1%): |
|
|
|
|
1,247,257 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
|
1,247,257 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $1,247,257) |
|
|
1,247,257 |
|
|
|
|
|
|
Total Investment Securities (Cost $1,223,302,665) - 103.4% |
|
|
1,482,792,096 |
|
Net other assets (liabilities) - (3.4)% |
|
|
(48,409,816) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
$ |
1,434,382,280 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
ADR |
|
- |
|
American Depository Receipt |
REIT |
|
- |
|
Real Estate Investment Trust |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $65,724,836. |
|
Represents less than 0.05%. |
(a) |
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of
September 30, 2020. The total of all such securities represent 0.00% of the net assets of the fund. |
(b) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(c) |
The rate represents the effective yield at September 30, 2020. |
Amounts shown as are either $0 or rounds to less than $1.
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
The following represents the concentrations by country of risk (based on the domicile of the security issuer) relative to
the total fair value of investments as of September 30, 2020:
(Unaudited)
|
|
|
|
|
Country |
|
Percentage |
Australia |
|
|
6.5 |
% |
Austria |
|
|
0.1 |
% |
Belgium |
|
|
0.8 |
% |
Bermuda |
|
|
0.1 |
% |
China |
|
|
0.1 |
% |
Denmark |
|
|
2.4 |
% |
Finland |
|
|
1.2 |
% |
France |
|
|
9.6 |
% |
Germany |
|
|
9.1 |
% |
Hong Kong |
|
|
3.0 |
% |
Ireland |
|
|
1.1 |
% |
Isle of Man |
|
|
0.1 |
% |
Israel |
|
|
0.6 |
% |
Italy |
|
|
2.0 |
% |
Japan |
|
|
24.7 |
% |
Luxembourg |
|
|
0.1 |
% |
Netherlands |
|
|
4.2 |
% |
New Zealand |
|
|
0.3 |
% |
Norway |
|
|
0.5 |
% |
Portugal |
|
|
0.2 |
% |
Singapore |
|
|
1.0 |
% |
Spain |
|
|
2.1 |
% |
Sweden |
|
|
3.0 |
% |
Switzerland |
|
|
10.1 |
% |
United Kingdom |
|
|
12.4 |
% |
United States |
|
|
4.7 |
% |
|
|
|
100.0 |
% |
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL International Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At
September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration
Date |
|
|
Number of
Contracts |
|
|
Notional
Amount |
|
|
Value and
Unrealized
Appreciation/
(Depreciation) |
ASX SPI 200 Index December Futures (Australian Dollar) |
|
|
12/17/20 |
|
|
|
17 |
|
|
$ |
1,765,799 |
|
|
$ |
(29,676 |
) |
DJ EURO STOXX 50 December Futures (Euro) |
|
|
12/18/20 |
|
|
|
157 |
|
|
|
5,878,620 |
|
|
|
(105,713 |
) |
FTSE 100 Index December Futures (British Pounds) |
|
|
12/18/20 |
|
|
|
45 |
|
|
|
3,391,270 |
|
|
|
(57,440 |
) |
SGX Nikkei 225 Index December Futures (Japanese Yen) |
|
|
12/10/20 |
|
|
|
37 |
|
|
|
4,071,053 |
|
|
|
22,747 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(170,082 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Asset Backed Securities (4.5%): |
|
|
|
|
$1,332,616 |
|
Ajax Mortgage Loan Trust, Class A1, Series 2019-F, 2.86%, 7/25/59, Callable 11/25/22 @ 100(a)(b) |
|
$ |
1,363,887 |
|
965,000 |
|
Navient Student Loan Trust, Class A3, Series 2016-2, 1.65%(US0001M+150bps), 6/25/65, Callable 3/25/32 @ 100(a) |
|
|
981,502 |
|
950,000 |
|
Navient Student Loan Trust, Class A3, Series 2017-3A, 1.20%(US0001M+105bps), 7/26/66, Callable 11/25/34 @ 100(a) |
|
|
944,556 |
|
2,285,000 |
|
SLC Student Loan Trust, Class 2A3, Series 2006-1, 0.41%(US0003M+16bps), 3/15/55, Callable 9/15/30 @ 100 |
|
|
2,129,886 |
|
880,322 |
|
SLC Student Loan Trust, Class 2A3, Series 2008-1, 1.85%(US0003M+160bps), 12/15/32, Callable 12/15/27 @ 100 |
|
|
891,602 |
|
639,848 |
|
SLM Student Loan Trust, Class A3, Series 2012-1, 1.10%(US0001M+95bps), 9/25/28, Callable 1/25/28 @ 100 |
|
|
608,194 |
|
1,220,000 |
|
SLM Student Loan Trust, Class 2A3, Series 2008-5, 2.09%(US0003M+185bps), 7/25/73, Callable 7/25/22 @ 100 |
|
|
1,146,165 |
|
240,000 |
|
SLM Student Loan Trust, Class 2A3, Series 2008-9, 2.49%(US0003M+225bps), 10/25/83, Callable 10/25/22 @ 100 |
|
|
231,761 |
|
67,313 |
|
SLM Student Loan Trust, Class A, Series 2009-3, 0.90%(US0001M+75bps), 1/25/45, Callable 5/25/34 @ 100(a) |
|
|
65,370 |
|
881,903 |
|
SLM Student Loan Trust, Class A6A, Series 2004-3A, 0.79%(US0003M+55bps), 10/25/64, Callable 4/25/29 @ 100(a) |
|
|
850,517 |
|
957,564 |
|
SLM Student Loan Trust, Class A4, Series 2008-6, 1.34%(US0003M+110bps), 7/25/23, Callable 7/25/24 @ 100 |
|
|
939,727 |
|
351,368 |
|
SLM Student Loan Trust, Class A, Series 2008-9, 1.74%(US0003M+150bps), 4/25/23, Callable 10/25/22 @ 100 |
|
|
345,809 |
|
570,884 |
|
SLM Student Loan Trust, Class 2A3, Series 2003-7, 0.82%(US0003M+57bps), 9/15/39, Callable 6/15/29 @ 100 |
|
|
523,360 |
|
623,124 |
|
SLM Student Loan Trust, Class A4, Series 2007-7, 0.57%(US0003M+33bps), 1/25/22, Callable 4/25/23 @ 100 |
|
|
584,858 |
|
1,643,730 |
|
Wachovia Student Loan Trust, Class 2A3, Series 2006-1, 0.41%(US0003M+17bps), 4/25/40, Callable 4/25/26 @ 100(a) |
|
|
1,567,743 |
|
|
|
Total Asset Backed Securities (Cost $13,311,106) |
|
|
13,174,937 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations (8.3%): |
|
|
|
|
$807,895 |
|
AIMCO CLO, Class AR, Series 2015-AA, 1.13%(US0003M+85bps), 1/15/28, Callable 10/15/20 @ 100(a) |
|
$ |
802,818 |
|
1,264,186 |
|
Alternative Loan Trust, Class 4A1, Series 2005-56, 0.46%(US0001M+31bps), 11/25/35, Callable 10/25/20 @ 100 |
|
|
1,174,594 |
|
743,821 |
|
America Home Mortgage Investment Trust, Class 6A, Series 2005-1, 2.31%(US0006M+200bps), 6/25/45, Callable 10/25/20 @ 100 |
|
|
708,495 |
|
515,000 |
|
Bank of America Merrill Lynch Large Loan, Inc., Class A, Series 2018-PARK, 4.23%, 8/10/38(a)(b) |
|
|
605,362 |
|
314,464 |
|
Bank of America Mortgage Securities, Inc., Class 2A3, Series 2005-F, 3.12%, 7/25/35, Callable 10/25/20 @ 100(b) |
|
|
305,746 |
|
155,000 |
|
BX Trust, Class A, Series 2019-OC11, 3.20%, 12/9/41(a) |
|
|
163,536 |
|
355,000 |
|
CALI Mortgage Trust, Class A, Series 2019-101C, 3.96%, 3/10/39(a) |
|
|
406,322 |
|
795,399 |
|
Citigroup Mortgage Loan Trust, Inc., Class 1A1A, Series 2007-AR5, 3.94%, 4/25/37, Callable 11/25/25 @ 100(b) |
|
|
770,374 |
|
300,000 |
|
CPT Mortgage Trust, Class A, Series 2019-CPT, 2.87%, 11/13/39(a) |
|
|
327,516 |
|
895,997 |
|
Credit Suisse Mortgage Capital Certificates, Class A2E, Series 2007-CB2, 3.85%, 2/25/37, Callable 3/25/23 @ 100(b) |
|
|
698,681 |
|
325,000 |
|
DC Office Trust, Class A, Series 2019-MTC, 2.97%, 9/15/45(a) |
|
|
358,781 |
|
154,905 |
|
First Franklin Mortgage Loan Trust, Class M1, Series 2005-FF8, 0.88%(US0001M+49bps), 9/25/35, Callable 10/25/20 @ 100 |
|
|
152,623 |
|
609,788 |
|
First Horizon Alternative Mortgage Securities Trust, Class 2A1, Series 2005-AA12, 2.75%, 2/25/36, Callable 10/25/20 @ 100(b) |
|
|
487,372 |
|
348,389 |
|
First Horizon Alternative Mortgage Securities Trust, Class 2A1, Series 2005-AR3, 3.09%, 8/25/35, Callable 10/25/20 @ 100(b) |
|
|
300,494 |
|
736,310 |
|
First Horizon Alternative Mortgage Securities Trust, Class 1A1, Series 2006-AA1, 2.54%, 3/25/36, Callable 10/25/20 @ 100(b) |
|
|
585,146 |
|
699,477 |
|
First Horizon Alternative Mortgage Securities Trust, Class 2A1, Series 2006-AA1, 2.57%, 4/25/36, Callable 10/25/20 @ 100(b) |
|
|
586,864 |
|
671,419 |
|
GMAC Mortgage Corp. Loan Trust, Class 1A1, Series 2006-AR1, 3.69%, 4/19/36, Callable 10/19/20 @ 100(b) |
|
|
580,277 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$561,612 |
|
GMAC Mortgage Corp. Loan Trust, Class 3A1, Series 2005-AR5, 3.61%, 9/19/35, Callable 10/19/20 @ 100(b) |
|
$ |
493,759 |
|
850,000 |
|
GoldenTree Loan Opportunities IX, Ltd., Class AR2, Series 2014-9A, 1.38%(US0003M+111bps), 10/29/29, Callable 10/29/20 @ 100(a) |
|
|
847,463 |
|
1,235,235 |
|
GreenPoint Mortgage Funding Trust, Class A1A, Series 2006-AR1, 0.73%(US0001M+58bps), 2/25/36, Callable 10/25/20 @ 100 |
|
|
1,199,505 |
|
1,391,113 |
|
HarborView Mortgage Loan Trust, Class 1A1A, Series 2006-10, 0.36%(US0001M+20bps), 11/19/36, Callable 6/19/22 @ 100 |
|
|
1,171,222 |
|
330,000 |
|
Hudson Yards Mortgage Trust, Class A, Series 2019-30HY, 3.23%, 6/10/37(a) |
|
|
370,366 |
|
325,000 |
|
Hudson Yards Mortgage Trust, Class A, Series 2019-55HY, 3.04%, 12/10/41(a) |
|
|
359,739 |
|
325,000 |
|
J.P. Morgan Chase Commercial Mortgage Securities Trust, Class A, Series 2019-OSB, 3.40%, 6/5/39(a) |
|
|
368,219 |
|
820,000 |
|
LCM LP, Class ARR, Series 13A, 1.41%(US0003M+114bps), 7/19/27, Callable 10/19/20 @ 100(a) |
|
|
815,082 |
|
800,636 |
|
Merrill Lynch First Franklin Mortgage Loan Trust, Class 2A2, Series 2007-4, 0.27%(US0001M+12bps), 7/25/37, Callable 6/25/23 @ 100 |
|
|
529,211 |
|
395,000 |
|
MKT Mortgage Trust, Class A, Series 2020-525M, 2.69%, 2/12/40(a) |
|
|
418,858 |
|
393,500 |
|
Morgan Stanley Resecuritization Trust, Class 3A, Series 2014-R8, 1.92%(12MTA+75bps), 6/26/47(a) |
|
|
384,383 |
|
359,083 |
|
MortgageIT Trust, Class 2A3, Series 2005-2, 1.81%(US0001M+165bps), 5/25/35, Callable 10/25/20 @ 100 |
|
|
331,124 |
|
320,000 |
|
Natixis Commercial Mortgage Securities, Class A, Series 20-2PAC, 2.97%, 1/15/25(a) |
|
|
330,415 |
|
403,404 |
|
Nomura Asset Acceptance Corp., Class 3A1, Series 2005-AR3, 5.69%, 7/25/35, Callable 10/25/20 @ 100(b) |
|
|
390,202 |
|
208,876 |
|
Nomura Resecuritization Trust, Class 2A3, Series 2014-7R, 0.38%(US0001M+20bps), 12/26/35(a) |
|
|
208,163 |
|
149,359 |
|
Octagon Investment Partners 25, Class AR, Series 2015-1A, 1.07%(US0003M+80bps), 10/20/26, Callable 10/20/20 @ 100(a) |
|
|
148,401 |
|
415,000 |
|
One Bryant Park Trust, Class A, Series 2019-OBP, 2.52%, 9/13/49(a) |
|
|
442,959 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Collateralized Mortgage Obligations, continued |
|
|
|
|
$185,000 |
|
RBSCF Trust, Class A, Series 2013-GSP, 3.96%, 1/13/32(a)(b) |
|
$ |
188,648 |
|
510,018 |
|
Recette Clo, Ltd., Class AR, Series 2015-1A, 1.19%(US0003M+92bps), 10/20/27, Callable 10/20/20 @ 100(a) |
|
|
508,580 |
|
1,163,925 |
|
Residential Accredit Loans, Inc., Class A2, Series 2006-QA10, 0.33%(US0001M+18bps), 12/25/36, Callable 2/25/21 @ 100 |
|
|
1,079,067 |
|
1,382,595 |
|
Structured Asset Mortgage Investments II Trust, Class 3A1, Series 2006-AR1, 0.38%(US0001M+23bps), 2/25/36, Callable 10/25/20 @ 100 |
|
|
1,263,024 |
|
550,000 |
|
TCI-Flatiron CLO, Ltd., Class AR, Series 2016-1, 1.49%(US0003M+122bps), 7/17/28, Callable 10/17/20 @ 100(a) |
|
|
548,606 |
|
506,362 |
|
WaMu Mortgage Pass-Through Certificates, Class A2, Series 2005-AR3, 3.61%, 3/25/35, Callable 10/25/20 @ 100(b) |
|
|
493,740 |
|
570,950 |
|
WaMu Mortgage Pass-Through Certificates, Class 2A1A, Series 2005-AR6, 0.61%(US0001M+23bps), 4/25/45, Callable 10/25/20 @ 100 |
|
|
534,640 |
|
245,322 |
|
WaMu Mortgage Pass-Through Certificates, Class A1A, Series 2004-AR10, 0.59%(US0001M+44bps), 7/25/44, Callable 10/25/20 @ 100 |
|
|
235,102 |
|
1,296,365 |
|
WaMu Mortgage Pass-Through Certificates, Class 2A1A, Series 2005-AR8, 0.73%(US0001M+29bps), 7/25/45, Callable 10/25/20 @ 100 |
|
|
1,234,143 |
|
410,644 |
|
Wells Fargo Mortgage Backed Securities Trust, Class 1A1, Series 2006-AR12, 2.94%, 9/25/36, Callable 10/25/20 @ 100(b) |
|
|
366,902 |
|
Total Collateralized Mortgage Obligations
(Cost $24,167,709) |
|
|
24,276,524 |
|
Corporate Bonds (20.3%): |
|
|
|
|
Airlines (0.2%): |
|
|
|
|
65,112 |
|
U.S. Airways Group, Inc., Series 2001-1G PTT, 7.08%, 9/20/22 |
|
|
60,104 |
|
586,555 |
|
U.S. Airways Group, Inc., Series 2010-1A, 6.25%, 10/22/24 |
|
|
526,227 |
|
|
|
|
|
|
586,331 |
|
Banks (1.9%): |
|
|
|
|
110,000 |
|
Bank of America Corp., 1.32%(SOFR+115bps), 6/19/26, Callable 6/19/25 @ 100, MTN |
|
|
110,442 |
|
220,000 |
|
Bank of America Corp., 2.88%(US0003M+119bps), 10/22/30, Callable 10/22/29 @ 100, MTN |
|
|
236,705 |
|
160,000 |
|
Bank of America Corp., 2.59%(SOFR+215bps), 4/29/31, Callable 4/29/30 @ 100 |
|
|
169,227 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Banks, continued |
|
|
|
|
$435,000 |
|
Bank of America Corp., 4.08%(US0003M+315bps), 3/20/51, Callable 3/20/50 @ 100, MTN |
|
$ |
536,184 |
|
355,000 |
|
Citigroup, Inc., 2.57%(SOFR+211bps), 6/3/31, Callable 6/3/30 @ 100 |
|
|
372,195 |
|
730,000 |
|
JPMorgan Chase & Co., 4.02%(US0003M+100bps), 12/5/24, Callable 12/5/23 @ 100 |
|
|
799,458 |
|
300,000 |
|
JPMorgan Chase & Co., 3.20%, 6/15/26, Callable 3/15/26 @ 100 |
|
|
331,953 |
|
260,000 |
|
JPMorgan Chase & Co., 3.11%(SOFR+244bps), 4/22/51, Callable 4/22/50 @ 100 |
|
|
276,837 |
|
410,000 |
|
Wells Fargo & Co., 3.58%(US0003M+131bps), 5/22/28, Callable 5/22/27 @ 100, MTN |
|
|
457,151 |
|
330,000 |
|
Wells Fargo & Co., 2.39%(SOFR+210bps), 6/2/28, Callable 6/2/27 @ 100, MTN |
|
|
343,921 |
|
200,000 |
|
Wells Fargo & Co., 2.88%(US0003M+117bps), 10/30/30, Callable 10/30/29 @ 100, MTN |
|
|
213,389 |
|
410,000 |
|
Wells Fargo & Co., 3.07%(SOFR+253bps), 4/30/41, Callable 4/30/40 @ 100 |
|
|
424,925 |
|
905,000 |
|
Wells Fargo & Co., 5.01%(US0003M+424bps), 4/4/51, Callable 4/4/50 @ 100, MTN |
|
|
1,233,885 |
|
|
|
|
|
|
5,506,272 |
|
Beverages (0.3%): |
|
|
|
|
710,000 |
|
Anheuser-Busch Cos LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 2/1/46, Callable 8/1/45 @ 100 |
|
|
873,231 |
|
Biotechnology (0.6%): |
|
|
|
|
428,000 |
|
AbbVie, Inc., 4.55%, 3/15/35, Callable 9/15/34 @ 100(a) |
|
|
524,720 |
|
145,000 |
|
AbbVie, Inc., 4.05%, 11/21/39, Callable 5/21/39 @ 100(a) |
|
|
165,398 |
|
300,000 |
|
AbbVie, Inc., 4.45%, 5/14/46, Callable 11/14/45 @ 100 |
|
|
357,481 |
|
150,000 |
|
AbbVie, Inc., 4.88%, 11/14/48, Callable 5/14/48 @ 100 |
|
|
189,471 |
|
345,000 |
|
AbbVie, Inc., 4.25%, 11/21/49, Callable 5/21/49 @ 100(a) |
|
|
408,782 |
|
|
|
|
|
|
1,645,852 |
|
Capital Markets (0.3%): |
|
|
|
|
150,000 |
|
Goldman Sachs Group, Inc. (The), 3.69%(US0003M+151bps), 6/5/28, Callable 6/5/27 @ 100 |
|
|
167,969 |
|
255,000 |
|
Raymond James Financial, 4.95%, 7/15/46 |
|
|
329,380 |
|
250,000 |
|
SL Green Operating Partnership LP, 3.25%, 10/15/22, Callable 9/15/22 @ 100 |
|
|
255,016 |
|
|
|
|
|
|
752,365 |
|
Chemicals (0.3%): |
|
|
|
|
475,000 |
|
International Flavors & Fragrances, Inc., 5.00%, 9/26/48, Callable 3/26/48 @ 100 |
|
|
596,906 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
$195,000 |
|
Nutrition & Biosciences, Inc., 3.47%, 12/1/50, Callable 6/1/50 @ 100(a) |
|
$ |
196,847 |
|
|
|
|
|
|
793,753 |
|
Commercial Services & Supplies (0.2%): |
|
|
|
|
267,000 |
|
Clean Harbors, Inc., 5.13%, 7/15/29, Callable 7/15/24 @ 102.56(a) |
|
|
288,026 |
|
100,000 |
|
Matthews International Corp., 5.25%, 12/1/25, Callable 12/1/20 @ 103.94(a) |
|
|
94,500 |
|
114,000 |
|
Waste Pro USA, Inc., 5.50%, 2/15/26, Callable 2/15/21 @ 104.13(a) |
|
|
115,425 |
|
|
|
|
|
|
497,951 |
|
Consumer Finance (1.2%): |
|
|
|
|
650,000 |
|
Ford Motor Credit Co. LLC, 3.20%, 1/15/21 |
|
|
649,889 |
|
105,000 |
|
Ford Motor Credit Co. LLC, 5.75%, 2/1/21 |
|
|
105,781 |
|
55,000 |
|
Ford Motor Credit Co. LLC, 3.34%, 3/18/21 |
|
|
54,999 |
|
255,000 |
|
Ford Motor Credit Co. LLC, 3.81%, 10/12/21 |
|
|
255,318 |
|
150,000 |
|
Ford Motor Credit Co. LLC, 1.15%(US0003M+88bps), 10/12/21 |
|
|
144,112 |
|
95,000 |
|
Ford Motor Credit Co. LLC, 3.22%, 1/9/22 |
|
|
95,002 |
|
455,000 |
|
Ford Motor Credit Co. LLC, 3.34%, 3/28/22, Callable 2/28/22 @ 100 |
|
|
452,575 |
|
575,000 |
|
General Motors Financial Co, Inc., 4.20%, 11/6/21 |
|
|
593,522 |
|
300,000 |
|
General Motors Financial Co., Inc., 3.20%, 7/6/21, Callable 6/6/21 @ 100 |
|
|
304,390 |
|
275,000 |
|
General Motors Financial Co., Inc., 4.38%, 9/25/21 |
|
|
283,699 |
|
60,000 |
|
General Motors Financial Co., Inc., 3.45%, 4/10/22, Callable 2/10/22 @ 100 |
|
|
61,621 |
|
375,000 |
|
General Motors Financial Co., Inc., 3.15%, 6/30/22, Callable 5/30/22 @ 100 |
|
|
385,281 |
|
155,000 |
|
General Motors Financial Co., Inc., 3.55%, 7/8/22 |
|
|
159,994 |
|
|
|
|
|
|
3,546,183 |
|
Containers & Packaging (0.1%): |
|
|
|
|
200,000 |
|
Ball Corp., 4.00%, 11/15/23 |
|
|
212,250 |
|
110,000 |
|
Graphic Packaging International LLC, 4.75%, 7/15/27, Callable 4/15/27 @ 100(a) |
|
|
119,625 |
|
25,000 |
|
Mauser Packaging Solutions Holding Co., 5.50%, 4/15/24, Callable 11/9/20 @ 102.75(a) |
|
|
25,000 |
|
25,000 |
|
Sealed Air Corp., 4.00%, 12/1/27, Callable 9/1/27 @ 100(a) |
|
|
26,094 |
|
|
|
|
|
|
382,969 |
|
Diversified Financial Services (0.6%): |
|
|
|
|
600,000 |
|
Amcor Finance USA, Inc., 3.63%, 4/28/26, Callable 1/28/26 @ 100 |
|
|
657,618 |
|
420,000 |
|
BP Capital Markets America, Inc., 3.63%, 4/6/30, Callable 1/6/30 @ 100 |
|
|
481,710 |
|
55,000 |
|
BP Capital Markets America, Inc., 3.00%, 2/24/50, Callable 8/24/49 @ 100 |
|
|
52,400 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Diversified Financial Services, continued |
|
|
|
|
$56,000 |
|
Dell International LLC / EMC Corp., 4.42%, 6/15/21, Callable 5/15/21 @ 100(a) |
|
$ |
57,313 |
|
275,000 |
|
GE Capital Funding LLC, 4.40%, 5/15/30, Callable 2/15/30 @ 100(a) |
|
|
294,528 |
|
35,000 |
|
Level 3 Financing, Inc., 5.38%, 1/15/24, Callable 11/9/20 @ 101.34 |
|
|
35,306 |
|
91,000 |
|
Level 3 Financing, Inc., 4.63%, 9/15/27, Callable 9/15/22 @ 102.31(a) |
|
|
93,275 |
|
|
|
|
|
|
1,672,150 |
|
Diversified Telecommunication Services (1.0%): |
|
|
|
|
375,000 |
|
AT&T, Inc., 1.43%(US0003M+118bps), 6/12/24 |
|
|
381,666 |
|
300,000 |
|
AT&T, Inc., 4.30%, 2/15/30, Callable 11/15/29 @ 100 |
|
|
355,291 |
|
290,000 |
|
AT&T, Inc., 4.50%, 5/15/35, Callable 11/15/34 @ 100 |
|
|
341,357 |
|
255,000 |
|
AT&T, Inc., 4.30%, 12/15/42, Callable 6/15/42 @ 100 |
|
|
284,866 |
|
440,000 |
|
AT&T, Inc., 4.80%, 6/15/44, Callable 12/15/43 @ 100 |
|
|
524,321 |
|
500,000 |
|
AT&T, Inc., 4.35%, 6/15/45, Callable 12/15/44 @ 100 |
|
|
559,067 |
|
125,000 |
|
AT&T, Inc., 4.75%, 5/15/46, Callable 11/15/45 @ 100 |
|
|
145,160 |
|
10,000 |
|
AT&T, Inc., 3.50%, 9/15/53, Callable 3/15/53 @ 100(a) |
|
|
9,673 |
|
64,000 |
|
CenturyLink, Inc., 4.00%, 2/15/27, Callable 2/15/23 @ 102(a) |
|
|
64,880 |
|
175,000 |
|
Qwest Corp., 7.25%, 9/15/25 |
|
|
198,648 |
|
|
|
|
|
|
2,864,929 |
|
Electric Utilities (1.5%): |
|
|
|
|
280,000 |
|
American Transmission Systems, Inc., 5.00%, 9/1/44, Callable 3/1/44 @ 100(a) |
|
|
358,090 |
|
500,000 |
|
Appalachian Power Co., Series H, 5.95%, 5/15/33 |
|
|
644,385 |
|
400,000 |
|
Cleco Power LLC, 6.00%, 12/1/40 |
|
|
529,771 |
|
1,000,000 |
|
Duke Energy Progress, Inc., 4.15%, 12/1/44, Callable 6/1/44 @ 100 |
|
|
1,243,521 |
|
750,000 |
|
Jersey Central Power & Light Co., 6.40%, 5/15/36 |
|
|
1,009,753 |
|
700,000 |
|
Public Service Oklahoma, 4.40%, 2/1/21 |
|
|
708,672 |
|
|
|
|
|
|
4,494,192 |
|
|
|
|
|
|
Electrical Equipment (0.1%): |
|
|
|
|
256,000 |
|
PowerTeam Services LLC, 9.03%, 12/4/25, Callable 2/4/23 @ 104.52(a) |
|
|
267,520 |
|
Entertainment (0.3%): |
|
|
|
|
95,000 |
|
Live Nation Entertainment Inc., 4.75%, 10/15/27, Callable 10/15/22 @ 103.56(a) |
|
|
88,825 |
|
275,000 |
|
Walt Disney Co. (The), 2.65%, 1/13/31 |
|
|
296,421 |
|
545,000 |
|
Walt Disney Co. (The), 3.60%, 1/13/51, Callable 7/13/50 @ 100 |
|
|
614,047 |
|
|
|
|
|
|
999,293 |
|
Equity Real Estate Investment Trusts (1.4%): |
|
|
|
|
590,000 |
|
American Campus Communities Operating Partnership LP, 3.63%, 11/15/27, Callable 8/15/27 @ 100 |
|
|
629,660 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
|
|
|
$295,000 |
|
CyrusOne LP/CyrusOne Finance Corp., 2.15%, 11/1/30, Callable 8/1/30 @ 100 |
|
$ |
287,164 |
|
205,000 |
|
GLP Capital LP, 5.25%, 6/1/25, Callable 3/1/25 @ 100 |
|
|
222,113 |
|
440,000 |
|
GLP Capital LP, 5.38%, 4/15/26, Callable 1/15/26 @ 100 |
|
|
487,490 |
|
105,000 |
|
GLP Capital LP, 5.75%, 6/1/28, Callable 3/3/28 @ 100 |
|
|
119,282 |
|
290,000 |
|
GLP Capital LP, 5.30%, 1/15/29, Callable 10/15/28 @ 100 |
|
|
322,554 |
|
5,000 |
|
GLP Capital LP, 4.00%, 1/15/30, Callable 10/15/29 @ 100 |
|
|
5,174 |
|
20,000 |
|
HCP, Inc., 4.25%, 11/15/23, Callable 8/15/23 @ 100 |
|
|
21,829 |
|
265,000 |
|
HCP, Inc., 3.88%, 8/15/24, Callable 5/17/24 @ 100 |
|
|
293,162 |
|
100,000 |
|
MGM Growth/MGM Finance, 5.63%, 5/1/24, Callable 2/1/24 @ 100 |
|
|
105,750 |
|
112,000 |
|
SBA Communications Corp., 4.88%, 9/1/24, Callable 11/9/20 @ 102.44 |
|
|
114,520 |
|
1,440,000 |
|
Welltower, Inc., 3.75%, 3/15/23, Callable 12/15/22 @ 100 |
|
|
1,524,618 |
|
|
|
|
|
|
4,133,316 |
|
Food & Staples Retailing (0.5%): |
|
|
|
|
83,000 |
|
Rite Aid Corp., 8.00%, 11/15/26, Callable 1/15/23 @ 104(a) |
|
|
82,896 |
|
190,000 |
|
The Kroger Co., 5.40%, 1/15/49, Callable 7/15/48 @ 100 |
|
|
262,553 |
|
790,000 |
|
Walgreens Boots Alliance, Inc., 3.80%, 11/18/24, Callable 8/18/24 @ 100 |
|
|
870,158 |
|
300,000 |
|
Walgreens Boots Alliance, Inc., 4.80%, 11/18/44, Callable 5/18/44 @ 100 |
|
|
328,533 |
|
|
|
|
|
|
1,544,140 |
|
Food Products (0.8%): |
|
|
|
|
30,000 |
|
JBS USA Finance, Inc., 5.50%, 1/15/30, Callable 1/15/25 @ 102.75(a) |
|
|
32,625 |
|
215,000 |
|
Kraft Heinz Foods Co., 5.00%, 6/4/42 |
|
|
233,814 |
|
955,000 |
|
Kraft Heinz Foods Co., 4.38%, 6/1/46, Callable 12/1/45 @ 100 |
|
|
977,668 |
|
960,000 |
|
Kraft Heinz Foods Co., 4.88%, 10/1/49, Callable 4/1/49 @ 100(a) |
|
|
1,011,464 |
|
25,000 |
|
Pilgrims Pride Corp., 5.88%, 9/30/27, Callable 9/30/22 @ 102.94(a) |
|
|
25,938 |
|
150,000 |
|
Post Holdings, Inc., 5.75%, 3/1/27, Callable 3/1/22 @ 102.88(a) |
|
|
157,688 |
|
|
|
|
|
|
2,439,197 |
|
Health Care Providers & Services (2.3%): |
|
|
|
|
200,000 |
|
Aetna, Inc., 3.50%, 11/15/24, Callable 8/15/24 @ 100 |
|
|
219,233 |
|
140,000 |
|
Centene Corp., 4.25%, 12/15/27, Callable 12/15/22 @ 102.13 |
|
|
145,950 |
|
183,000 |
|
Centene Corp., 3.38%, 2/15/30, Callable 2/15/25 @ 101.69 |
|
|
189,863 |
|
840,000 |
|
Centene Corp., 3.00%, 10/15/30, Callable 7/15/30 @ 100 |
|
|
855,750 |
|
1,300,000 |
|
Cigna Corp., 4.13%, 11/15/25, Callable 9/15/25 @ 100 |
|
|
1,488,143 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Health Care Providers & Services, continued |
|
|
|
|
$1,140,000 |
|
CVS Health Corp., 5.05%, 3/25/48, Callable 9/25/47 @ 100 |
|
$ |
1,447,108 |
|
164,000 |
|
Encompass Health Corp., 4.75%, 2/1/30, Callable 2/1/25 @ 102.38 |
|
|
165,640 |
|
490,000 |
|
HCA, Inc., 5.00%, 3/15/24 |
|
|
548,188 |
|
93,000 |
|
HCA, Inc., 5.25%, 4/15/25 |
|
|
107,415 |
|
320,000 |
|
HCA, Inc., 5.13%, 6/15/39, Callable 12/15/38 @ 100 |
|
|
385,600 |
|
145,000 |
|
HCA, Inc., 5.25%, 6/15/49, Callable 12/15/48 @ 100 |
|
|
176,175 |
|
75,000 |
|
Humana, Inc., 4.95%, 10/1/44, Callable 4/1/44 @ 100 |
|
|
100,018 |
|
170,000 |
|
Molina Healthcare, Inc., 5.38%, 11/15/22, Callable 8/15/22 @ 100 |
|
|
176,800 |
|
156,000 |
|
Tenet Healthcare Corp., 4.63%, 7/15/24, Callable 11/9/20 @ 102.31 |
|
|
156,780 |
|
156,000 |
|
Tenet Healthcare Corp., 4.88%, 1/1/26, Callable 3/1/22 @ 102.44(a) |
|
|
158,340 |
|
135,000 |
|
Tenet Healthcare Corp., 5.13%, 11/1/27, Callable 11/1/22 @ 102.56(a) |
|
|
138,713 |
|
205,000 |
|
UnitedHealth Group, Inc., 3.70%, 8/15/49, Callable 2/15/49 @ 100 |
|
|
245,100 |
|
85,000 |
|
UnitedHealth Group, Inc., 3.88%, 8/15/59, Callable 2/15/59 @ 100 |
|
|
104,040 |
|
|
|
|
|
|
6,808,856 |
|
Health Care Technology (0.0%): |
|
|
|
|
25,000 |
|
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.75%, 3/1/25, Callable 10/19/20 @ 102.88(a) |
|
|
25,188 |
|
Hotels, Restaurants & Leisure (0.3%): |
|
|
|
|
274,000 |
|
Churchill Downs, Inc., 5.50%, 4/1/27, Callable 4/1/22 @ 102.75(a) |
|
|
284,960 |
|
100,000 |
|
Churchill Downs, Inc., 4.75%, 1/15/28, Callable 1/15/23 @ 102.38(a) |
|
|
100,500 |
|
330,000 |
|
Starbucks Corp., 2.25%, 3/12/30, Callable 12/12/29 @ 100 |
|
|
342,524 |
|
|
|
|
|
|
727,984 |
|
Household Products (0.1%): |
|
|
|
|
200,000 |
|
Spectrum Brands, Inc., 5.75%, 7/15/25, Callable 11/9/20 @ 102.88 |
|
|
205,750 |
|
Industrial Conglomerates (0.2%): |
|
|
|
|
190,000 |
|
General Electric Capital Corp., Series A, 6.75%, 3/15/32, MTN |
|
|
238,043 |
|
273,000 |
|
General Electric Co., 5.88%, 1/14/38, MTN |
|
|
317,755 |
|
|
|
|
|
|
555,798 |
|
Insurance (0.8%): |
|
|
|
|
900,000 |
|
Farmers Exchange Capital III, 5.45%(US0003M+345bps), 10/15/54, Callable 10/15/34 @ 100(a) |
|
|
1,075,627 |
|
670,000 |
|
Farmers Insurance Exchange, 4.75%(US0003M+323bps), 11/1/57, Callable 11/1/37 @ 100(a) |
|
|
705,832 |
|
565,000 |
|
Teachers Insurance & Annuity Association of America, 3.30%, 5/15/50, Callable 11/15/49 @ 100(a) |
|
|
591,057 |
|
|
|
|
|
|
2,372,516 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
IT Services
(0.0%): |
|
|
|
|
$87,000 |
|
Colt Merger Sub, Inc., 6.25%, 7/1/25, Callable 7/1/22 @ 103.13(a) |
|
$ |
90,589 |
|
Media (0.6%): |
|
|
|
|
125,000 |
|
CCO Holdings LLC, 5.38%, 6/1/29, Callable 6/1/24 @ 102.69(a) |
|
|
135,469 |
|
210,000 |
|
CCO Holdings LLC, 4.50%, 8/15/30, Callable 2/15/25 @ 102.25(a) |
|
|
220,500 |
|
172,000 |
|
CCO Holdings LLC, 4.50%, 5/1/32, Callable 5/1/26 @ 102.25(a) |
|
|
179,310 |
|
160,000 |
|
CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, 2/1/31, Callable 7/1/25 @ 102.13(a) |
|
|
164,800 |
|
250,000 |
|
Charter Communications Operating LLC, 6.48%, 10/23/45, Callable 4/23/45 @ 100 |
|
|
334,309 |
|
35,000 |
|
Charter Communications Operating LLC, 4.80%, 3/1/50, Callable 9/1/49 @ 100 |
|
|
39,590 |
|
200,000 |
|
CSC Holdings LLC, 5.50%, 5/15/26, Callable 5/15/21 @ 102.75(a) |
|
|
208,000 |
|
30,000 |
|
CSC Holdings LLC, 5.38%, 2/1/28, Callable 2/1/23 @ 102.69(a) |
|
|
31,688 |
|
290,000 |
|
Time Warner Cable, Inc., 5.88%, 11/15/40, Callable 5/15/40 @ 100 |
|
|
362,212 |
|
|
|
|
|
|
1,675,878 |
|
Oil, Gas & Consumable Fuels (1.8%): |
|
|
|
|
146,000 |
|
Antero Resources Corp., 5.13%, 12/1/22, Callable 11/9/20 @ 100^ |
|
|
119,720 |
|
40,000 |
|
Antero Resources Corp., 5.63%, 6/1/23, Callable 11/9/20 @ 101.41^ |
|
|
29,000 |
|
304,000 |
|
Antero Resources Corp., 5.00%, 3/1/25, Callable 11/9/20 @ 103.75^ |
|
|
190,000 |
|
25,000 |
|
Cheniere Energy Partners LP, 5.25%, 10/1/25, Callable 11/9/20 @ 102.63 |
|
|
25,563 |
|
35,000 |
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 1/30/28, Callable 1/30/23 @ 102.88(a) |
|
|
35,088 |
|
210,000 |
|
Energy Transfer Operating LP, 5.50%, 6/1/27, Callable 3/1/27 @ 100 |
|
|
230,738 |
|
264,000 |
|
Energy Transfer Operating LP, 4.95%, 6/15/28, Callable 3/15/28 @ 100 |
|
|
278,850 |
|
700,000 |
|
Energy Transfer Partners LP, 5.95%, 10/1/43, Callable 4/1/43 @ 100 |
|
|
687,749 |
|
160,000 |
|
EQT Corp., 3.90%, 10/1/27, Callable 7/1/27 @ 100 |
|
|
146,800 |
|
245,000 |
|
Exxon Mobil Corp., 3.48%, 3/19/30, Callable 12/19/29 @ 100 |
|
|
280,541 |
|
80,000 |
|
Exxon Mobil Corp., 2.61%, 10/15/30, Callable 7/15/30 @ 100 |
|
|
86,097 |
|
185,000 |
|
Exxon Mobil Corp., 4.23%, 3/19/40, Callable 9/19/39 @ 100 |
|
|
224,473 |
|
285,000 |
|
Exxon Mobil Corp., 4.33%, 3/19/50, Callable 9/19/49 @ 100 |
|
|
355,888 |
|
400,000 |
|
Kinder Morgan Energy Partners LP, 5.80%, 3/15/35 |
|
|
488,031 |
|
200,000 |
|
Occidental Petroleum Corp., 4.50%, 7/15/44, Callable 1/15/44 @ 100^ |
|
|
143,000 |
|
150,000 |
|
Plains All American Pipeline LP, 4.65%, 10/15/25, Callable 7/15/25 @ 100 |
|
|
161,126 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
$56,000 |
|
Range Resources Corp., 4.88%, 5/15/25, Callable 2/15/25 @ 100 |
|
$ |
50,400 |
|
250,000 |
|
Rockies Express Pipeline LLC, 4.95%, 7/15/29, Callable 4/15/29 @ 100(a) |
|
|
242,500 |
|
250,000 |
|
Rockies Express Pipeline LLC, 4.80%, 5/15/30, Callable 2/15/30 @ 100(a) |
|
|
242,500 |
|
60,000 |
|
Targa Resources Partners LP / Targa Resources Partners Finance Corp., 6.88%, 1/15/29, Callable 1/15/24 @ 103.44 |
|
|
64,200 |
|
600,000 |
|
TC PipeLines LP, 3.90%, 5/25/27, Callable 2/25/27 @ 100 |
|
|
644,229 |
|
350,000 |
|
Williams Partners LP, 6.30%, 4/15/40 |
|
|
432,246 |
|
|
|
|
|
|
5,158,739 |
|
Pharmaceuticals (0.9%): |
|
|
|
|
195,000 |
|
Bayer US Finance II LLC, 4.25%, 12/15/25, Callable 10/15/25 @ 100(a) |
|
|
223,093 |
|
955,000 |
|
Bayer US Finance II LLC, 4.38%, 12/15/28, Callable 9/15/28 @ 100(a) |
|
|
1,119,898 |
|
410,000 |
|
Bayer US Finance II LLC, 4.63%, 6/25/38, Callable 12/25/37 @ 100(a) |
|
|
488,399 |
|
480,000 |
|
Bayer US Finance II LLC, 4.88%, 6/25/48, Callable 12/25/47 @ 100(a) |
|
|
592,363 |
|
200,000 |
|
Catalent Pharma Solutions, Inc., 4.88%, 1/15/26, Callable 11/9/20 @ 102.44(a) |
|
|
203,000 |
|
|
|
|
|
|
2,626,753 |
|
Semiconductors & Semiconductor Equipment (0.5%): |
|
|
|
|
390,000 |
|
Broadcom Cayman Finance, Ltd., 3.63%, 1/15/24, Callable 11/15/23 @ 100 |
|
|
419,089 |
|
215,000 |
|
Intel Corp., 4.10%, 5/19/46, Callable 11/19/45 @ 100 |
|
|
268,736 |
|
485,000 |
|
Intel Corp., 4.75%, 3/25/50, Callable 9/25/49 @ 100 |
|
|
667,602 |
|
|
|
|
|
|
1,355,427 |
|
Software
(0.0%): |
|
|
|
|
121,000 |
|
SS&C Technologies, Inc., 5.50%, 9/30/27, Callable 3/30/22 @ 104.13(a) |
|
|
128,260 |
|
Textiles, Apparel & Luxury Goods (0.0%): |
|
|
|
|
25,000 |
|
USA Compression Partners LP/USA Compression Finance Corp., 6.88%, 4/1/26, Callable 4/1/21 @ 105.16 |
|
|
24,688 |
|
81,000 |
|
USA Compression Partners LP/USA Compression Finance Corp., 6.88%, 9/1/27, Callable 9/1/22 @ 105.16 |
|
|
79,987 |
|
|
|
|
|
|
104,675 |
|
Tobacco (0.5%): |
|
|
|
|
175,000 |
|
BAT Capital Corp., 2.73%, 3/25/31, Callable 12/25/30 @ 100 |
|
|
174,296 |
|
615,000 |
|
BAT Capital Corp., 4.54%, 8/15/47, Callable 2/15/47 @ 100 |
|
|
652,849 |
|
610,000 |
|
Reynolds American, Inc., 5.85%, 8/15/45, Callable 2/15/45 @ 100 |
|
|
741,003 |
|
|
|
|
|
|
1,568,148 |
|
Trading Companies & Distributors (0.2%): |
|
|
|
|
655,000 |
|
Air Lease Corp., 3.50%, 1/15/22 |
|
|
670,427 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Corporate Bonds, continued |
|
|
|
|
Wireless Telecommunication Services (0.8%): |
|
|
|
|
$27,000 |
|
Sprint Corp., 7.88%, 9/15/23 |
|
$ |
30,915 |
|
259,000 |
|
Sprint Spectrum Co. LLC, 3.36%, 3/20/23(a) |
|
|
262,198 |
|
910,000 |
|
Sprint Spectrum Co. LLC, 4.74%, 3/20/25(a) |
|
|
987,209 |
|
235,000 |
|
T-Mobile USA, Inc., 3.88%, 4/15/30, Callable 1/15/30 @ 100(a) |
|
|
266,584 |
|
307,000 |
|
T-Mobile USA, Inc., 2.55%, 2/15/31, Callable 11/15/30 @ 100(a) |
|
|
318,178 |
|
395,000 |
|
T-Mobile USA, Inc., 4.38%, 4/15/40, Callable 10/15/39 @ 100(a) |
|
|
462,537 |
|
|
|
|
|
|
2,327,621 |
|
Total Corporate Bonds (Cost $54,593,894) |
|
|
59,402,253 |
|
Yankee Dollars (5.3%): |
|
|
|
|
Aerospace & Defense (0.1%): |
|
|
|
|
35,000 |
|
Avolon Holdings Funding, Ltd., 5.13%, 10/1/23, Callable 9/1/23 @ 100(a) |
|
|
35,088 |
|
30,000 |
|
Avolon Holdings Funding, Ltd., 5.25%, 5/15/24, Callable 4/15/24 @ 100(a) |
|
|
30,000 |
|
345,000 |
|
Avolon Holdings Funding, Ltd., 2.88%, 2/15/25, Callable 1/15/25 @ 100(a) |
|
|
315,675 |
|
|
|
|
|
|
380,763 |
|
Banks (0.6%): |
|
|
|
|
440,000 |
|
HSBC Holdings plc, 2.01%(SOFR+173bps), 9/22/28, Callable 9/22/27 @ 100 |
|
|
432,817 |
|
300,000 |
|
HSBC Holdings plc, 2.36%(SOFR+195bps), 8/18/31, Callable 8/18/30 @ 100 |
|
|
296,250 |
|
270,000 |
|
Lloyds Banking Group plc, 4.05%, 8/16/23 |
|
|
291,585 |
|
390,000 |
|
Lloyds Banking Group plc, 3.90%, 3/12/24 |
|
|
423,185 |
|
410,000 |
|
Santander UK plc, 5.00%, 11/7/23(a) |
|
|
446,888 |
|
|
|
|
|
|
1,890,725 |
|
Beverages (0.1%): |
|
|
|
|
135,000 |
|
Bacardi, Ltd., 4.70%, 5/15/28, Callable 2/15/28 @ 100(a) |
|
|
155,512 |
|
105,000 |
|
Bacardi, Ltd., 5.30%, 5/15/48, Callable 11/15/47 @ 100(a) |
|
|
132,589 |
|
|
|
|
|
|
288,101 |
|
Commercial Services & Supplies (0.1%): |
|
|
|
|
178,000 |
|
GFL Environmental, Inc., 5.13%, 12/15/26, Callable 12/15/22 @ 102.56(a) |
|
|
183,340 |
|
Containers & Packaging (0.1%): |
|
|
|
|
250,000 |
|
Trivium Packaging Finance BV, 5.50%, 8/15/26, Callable 8/15/22 @ 102.75(a) |
|
|
257,188 |
|
Diversified Financial Services (0.9%): |
|
|
|
|
1,191,000 |
|
GE Capital International Funding, 4.42%, 11/15/35 |
|
|
1,252,825 |
|
111,000 |
|
Intelsat Jackson Holdings SA, 8.50%, 10/15/24, Callable 11/9/20 @ 106.38(a)(c) |
|
|
71,595 |
|
540,000 |
|
Intelsat Jackson Holdings SA, 9.75%, 7/15/25, Callable 7/15/21 @ 104.88^(a) |
|
|
353,700 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Diversified Financial Services, continued |
|
|
|
|
$29,000 |
|
OI European Group BV, 4.00%, 3/15/23, Callable 12/15/22 @ 100(a) |
|
$ |
29,435 |
|
100,000 |
|
Park Aerospace Holdings, 5.25%, 8/15/22, Callable 7/15/22 @ 100(a) |
|
|
100,125 |
|
285,000 |
|
Park Aerospace Holdings, 4.50%, 3/15/23, Callable 2/15/23 @ 100(a) |
|
|
281,437 |
|
255,000 |
|
Park Aerospace Holdings, 5.50%, 2/15/24(a) |
|
|
256,913 |
|
20,000 |
|
Shell International Finance BV, 4.00%, 5/10/46 |
|
|
23,192 |
|
290,000 |
|
Virgin Media Secured Finance plc, 5.50%, 5/15/29, Callable 5/15/24 @ 102.75(a) |
|
|
311,025 |
|
|
|
|
|
|
2,680,247 |
|
Energy Equipment & Services (0.1%): |
|
|
|
|
63,050 |
|
Transocean Phoenix 2, Ltd., 7.75%, 10/15/24, Callable 11/10/20 @ 103.88^(a) |
|
|
57,060 |
|
117,780 |
|
Transocean Pontus, Ltd., 6.13%, 8/1/25, Callable 8/1/21 @ 104.59(a) |
|
|
104,824 |
|
121,000 |
|
Transocean Poseidon, Ltd., 6.88%, 2/1/27, Callable 2/1/22 @ 105.16(a) |
|
|
96,800 |
|
44,850 |
|
Transocean Proteus, Ltd., 6.25%, 12/1/24, Callable 12/1/20 @ 103.13(a) |
|
|
40,029 |
|
|
|
|
|
|
298,713 |
|
Food & Staples Retailing (0.2%): |
|
|
|
|
475,000 |
|
Alimentation Couche-Tard, Inc., 3.55%, 7/26/27, Callable 4/26/27 @ 100(a) |
|
|
531,406 |
|
Metals & Mining (0.1%): |
|
|
|
|
200,000 |
|
Indonesia Asahan Aluminium Persero PT, 6.53%, 11/15/28(a) |
|
|
243,750 |
|
Oil, Gas & Consumable Fuels (0.7%): |
|
|
|
|
200,000 |
|
KazMunayGas National Co. JSC, 5.38%, 4/24/30 |
|
|
233,000 |
|
151,000 |
|
Petrobras Global Finance BV, 5.09%, 1/15/30 |
|
|
158,361 |
|
200,000 |
|
Petroleos del Peru SA, 4.75%, 6/19/32 |
|
|
217,000 |
|
175,000 |
|
Petroleos Mexicanos, 5.95%, 1/28/31, Callable 10/28/30 @ 100(a) |
|
|
144,583 |
|
365,000 |
|
Petroleos Mexicanos, 6.63%, 6/15/35 |
|
|
294,293 |
|
630,000 |
|
Petroleos Mexicanos, 6.75%, 9/21/47 |
|
|
487,921 |
|
85,000 |
|
Petroleos Mexicanos, 6.95%, 1/28/60, Callable 7/28/59 @ 100(a) |
|
|
65,725 |
|
300,000 |
|
Shell International Finance BV, 4.38%, 5/11/45 |
|
|
364,344 |
|
|
|
|
|
|
1,965,227 |
|
Pharmaceuticals (0.1%): |
|
|
|
|
215,000 |
|
Bausch Health Cos., Inc., 7.00%, 3/15/24, Callable 11/9/20 @ 103.5(a) |
|
|
222,525 |
|
Professional Services (0.3%): |
|
|
|
|
121,000 |
|
IHS Markit, Ltd., 5.00%, 11/1/22, Callable 8/1/22 @ 100(a) |
|
|
129,773 |
|
125,000 |
|
IHS Markit, Ltd., 4.75%, 2/15/25, Callable 11/15/24 @ 100(a) |
|
|
141,250 |
|
104,000 |
|
IHS Markit, Ltd., 4.00%, 3/1/26, Callable 12/1/25 @ 100(a) |
|
|
116,220 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
Yankee Dollars, continued |
|
|
|
|
Professional Services, continued |
|
|
|
|
$295,000 |
|
IHS Markit, Ltd., 4.75%, 8/1/28, Callable 5/1/28 @ 100 |
|
$ |
350,312 |
|
|
|
|
|
|
737,555 |
|
Sovereign Bond (1.1%): |
|
|
|
|
400,000 |
|
Abu Dhabi Government International, 2.50%, 9/30/29 |
|
|
427,708 |
|
200,000 |
|
Arab Republic of Egypt, 7.60%, 3/1/29(a) |
|
|
205,247 |
|
200,000 |
|
Dominican Republic, 6.00%, 7/19/28(a) |
|
|
214,500 |
|
151,005 |
|
Oriental Republic of Uruguay, 4.38%, 10/27/27 |
|
|
174,033 |
|
200,000 |
|
Panama Government International Bond, 3.16%, 1/23/30, Callable 10/23/29 @ 100 |
|
|
217,000 |
|
200,000 |
|
Republic of Colombia, 3.00%, 1/30/30, Callable 10/30/29 @ 100 |
|
|
206,473 |
|
200,000 |
|
Republic of Colombia, 5.00%, 6/15/45, Callable 12/15/44 @ 100 |
|
|
233,900 |
|
200,000 |
|
Republic of Peru, 4.13%, 8/25/27 |
|
|
233,172 |
|
200,000 |
|
Republic of South Africa, 4.30%, 10/12/28 |
|
|
186,065 |
|
200,000 |
|
Russian Federation, 4.75%, 5/27/26 |
|
|
229,108 |
|
200,000 |
|
Saudi Government International Bond, 3.63%, 3/4/28 |
|
|
221,350 |
|
200,000 |
|
Saudi Government International Bond, 3.75%, 1/21/55(a) |
|
|
216,190 |
|
200,000 |
|
State of Qatar, 4.63%, 6/2/46 |
|
|
260,342 |
|
400,000 |
|
United Mexican States, 3.25%, 4/16/30, Callable 1/16/30 @ 100 |
|
|
406,047 |
|
|
|
|
|
|
3,431,135 |
|
Thrifts & Mortgage Finance (0.1%): |
|
|
|
|
230,000 |
|
Nationwide Building Society, 3.62%, 4/26/23, Callable 4/26/22 @ 100(a) |
|
|
238,637 |
|
Trading Companies & Distributors (0.4%): |
|
|
|
|
530,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.50%, 5/15/21 |
|
|
538,570 |
|
555,000 |
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.95%, 2/1/22, Callable 1/1/22 @ 100 |
|
|
561,956 |
|
|
|
|
|
|
1,100,526 |
|
Wireless Telecommunication Services (0.3%): |
|
|
|
|
813,000 |
|
Vodafone Group plc, 4.88%, 6/19/49 |
|
|
1,000,010 |
|
Total Yankee Dollars (Cost $15,453,940) |
|
|
15,449,848 |
|
Municipal Bonds (0.8%): |
|
|
|
|
California (0.6%): |
|
84 |
|
California State, Build America Bonds, GO, 7.95%, 3/1/36, Continuously Callable @100 |
|
|
79 |
|
700,000 |
|
Los Angeles Unified School District, Build America Bonds, GO, 5.76%, 7/1/29 |
|
|
890,547 |
|
805,000 |
|
Regents of the University of California Medical Center Pooled Revenue, Series N, 3.26%, 5/15/60, Continuously Callable @100 |
|
|
879,744 |
|
|
|
|
|
|
1,770,370 |
|
Massachusetts (0.2%): |
|
460,000 |
|
Commonwealth of Massachusetts, GO, Series C, 3.00%, 3/1/49, Continuously Callable @100 |
|
|
482,968 |
|
Total Municipal Bonds (Cost $2,078,709) |
|
|
2,253,338 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages (32.4%): |
|
Federal Home Loan Mortgage Corporation (10.6%): |
|
$370,392 |
|
3.00%, 3/1/31, Pool #G18592 |
|
$ |
391,390 |
|
874,074 |
|
2.50%, 12/1/31, Pool #G16598 |
|
|
929,161 |
|
446,763 |
|
2.50%, 7/1/32, Pool #G16660 |
|
|
469,437 |
|
665,000 |
|
Class A3, Series K158, 3.90%, 10/25/33, Callable 10/25/33 @ 100 |
|
|
826,688 |
|
1,030,411 |
|
3.50%, 1/1/34, Pool #G16756 |
|
|
1,100,518 |
|
1,410,523 |
|
3.50%, 4/1/44, Pool #G07848 |
|
|
1,545,283 |
|
1,939,479 |
|
3.50%, 4/1/45, Pool #G60023 |
|
|
2,147,914 |
|
1,649,183 |
|
4.00%, 12/1/45, Pool #G60344 |
|
|
1,836,204 |
|
|
|
3.00%, 6/1/46, Pool #G08710 |
|
|
|
|
1,385,447 |
|
3.50%, 6/1/46, Pool #G08711 |
|
|
1,476,932 |
|
946,609 |
|
3.50%, 8/1/46, Pool #G08716 |
|
|
1,009,117 |
|
813,161 |
|
3.00%, 8/1/46, Pool #G08715 |
|
|
854,319 |
|
371,931 |
|
3.50%, 9/1/46, Pool #G08722 |
|
|
396,491 |
|
217,829 |
|
3.00%, 9/1/46, Pool #G08721 |
|
|
228,854 |
|
1,086,976 |
|
3.00%, 10/1/46, Pool #G08726 |
|
|
1,141,994 |
|
1,199,627 |
|
3.00%, 11/1/46, Pool #G08732 |
|
|
1,264,717 |
|
1,432,371 |
|
3.00%, 1/1/47, Pool #G08741 |
|
|
1,504,872 |
|
1,089,649 |
|
3.50%, 4/1/47, Pool #G67703 |
|
|
1,202,765 |
|
416,406 |
|
Class PA, Series 4846, 4.00%, 6/15/47 |
|
|
432,627 |
|
711,017 |
|
3.50%, 12/1/47, Pool #G08792 |
|
|
752,268 |
|
1,498,943 |
|
3.50%, 12/1/47, Pool #G67706 |
|
|
1,651,208 |
|
2,533,488 |
|
3.50%, 1/1/48, Pool #G67707 |
|
|
2,807,851 |
|
852,414 |
|
3.50%, 2/1/48, Pool #G08800 |
|
|
904,834 |
|
1,499,182 |
|
4.00%, 3/1/48, Pool #G67711 |
|
|
1,617,658 |
|
803,047 |
|
3.50%, 3/1/48, Pool #G67710 |
|
|
871,158 |
|
213,038 |
|
Class CA, Series 4818, 3.00%, 4/15/48 |
|
|
221,225 |
|
921,422 |
|
3.50%, 6/1/48, Pool #G08816 |
|
|
972,792 |
|
6,424 |
|
4.00%, 6/1/48, Pool #G67713 |
|
|
6,998 |
|
250,499 |
|
5.00%, 7/1/48, Pool #G08833 |
|
|
274,479 |
|
617,758 |
|
4.50%, 10/1/48, Pool #G08843 |
|
|
669,767 |
|
1,291,156 |
|
Class HZ, Series 4639, 3.25%, 4/15/53 |
|
|
1,482,128 |
|
|
|
|
|
|
30,991,649 |
|
Federal National Mortgage Association (14.5%): |
|
1,245,000 |
|
3.06%, 5/1/22, Pool #471258 |
|
|
1,288,354 |
|
610,000 |
|
Class X8, Series 2020-M10, 0.78%, 12/25/27 |
|
|
24,556 |
|
1,577,802 |
|
Class X2, Series 2020-M10, 1.83%, 12/25/30 |
|
|
216,219 |
|
754,581 |
|
Class X1, Series 2020-M10, 1.92%, 12/25/30 |
|
|
108,439 |
|
644,441 |
|
3.50%, 1/1/32, Pool #AB4262 |
|
|
679,203 |
|
112,984 |
|
3.00%, 7/1/32, Pool #MA3060 |
|
|
119,133 |
|
469,775 |
|
3.00%, 10/1/33, Pool #MA1676 |
|
|
498,860 |
|
1,375,000 |
|
1.50%, 10/25/35, TBA |
|
|
1,406,582 |
|
3,750,000 |
|
2.00%, 10/25/35, TBA |
|
|
3,898,243 |
|
835,696 |
|
3.21%, 11/1/37, Pool #AN7345 |
|
|
955,724 |
|
485,000 |
|
2.46%, 4/1/40, Pool #BL6060 |
|
|
523,235 |
|
1,300,000 |
|
2.00%, 10/1/40, Pool #MA4152 |
|
|
1,347,062 |
|
1,570,000 |
|
2.00%, 11/1/40, Pool #MA4176 |
|
|
1,626,486 |
|
53,164 |
|
4.00%, 8/1/42, Pool #MA1146 |
|
|
58,782 |
|
950,133 |
|
3.50%, 4/1/43, Pool #MA1404 |
|
|
1,020,024 |
|
528,085 |
|
4.50%, 2/1/46, Pool #AL9106 |
|
|
583,798 |
|
332,492 |
|
Class QA, Series 2018-57, 3.50%, 5/25/46 |
|
|
344,228 |
|
902,155 |
|
Class PA, Series 2018-55, 3.50%, 1/25/47 |
|
|
924,714 |
|
446,440 |
|
4.00%, 6/1/47, Pool #AS9830 |
|
|
478,874 |
|
413,276 |
|
4.00%, 7/1/47, Pool #AS9972 |
|
|
443,301 |
|
24,919 |
|
4.00%, 8/1/47, Pool #MA3088 |
|
|
26,778 |
|
92,850 |
|
3.50%, 1/1/48, Pool #MA3238 |
|
|
98,476 |
|
1,429,619 |
|
3.50%, 1/1/48, Pool #CA0996 |
|
|
1,557,556 |
|
|
|
|
|
|
|
|
Principal Amount |
|
|
|
Fair Value |
U.S. Government Agency Mortgages, continued |
|
Federal National Mortgage Association, continued |
|
$1,090,400 |
|
4.50%, 5/1/48, Pool #CA1710 |
|
$ |
1,181,649 |
|
99,704 |
|
4.50%, 5/1/48, Pool #CA1711 |
|
|
108,595 |
|
934,103 |
|
Class CT, Series 2018-43, 3.00%, 6/25/48 |
|
|
977,379 |
|
695,415 |
|
4.50%, 8/1/48, Pool #CA2208 |
|
|
751,603 |
|
1,528,471 |
|
3.50%, 6/1/49, Pool #CA3633 |
|
|
1,674,847 |
|
957,161 |
|
3.00%, 10/1/49, Pool #MA3811 |
|
|
996,742 |
|
3,000,000 |
|
2.50%, 10/25/49 |
|
|
3,146,719 |
|
14,775,000 |
|
2.00%, 10/25/50, TBA |
|
|
15,275,966 |
|
125,000 |
|
2.50%, 11/25/50, TBA |
|
|
130,903 |
|
|
|
|
|
|
42,473,030 |
|
Government National Mortgage Association (7.3%): |
|
588,754 |
|
3.50%, 3/20/46, Pool #MA3521 |
|
|
625,660 |
|
615,340 |
|
3.50%, 4/20/46, Pool #MA3597 |
|
|
658,053 |
|
118,196 |
|
3.50%, 5/20/46, Pool #MA3663 |
|
|
125,789 |
|
252,010 |
|
3.50%, 9/20/46, Pool #MA3937 |
|
|
268,701 |
|
1,371,020 |
|
3.00%, 12/20/46, Pool #MA4126 |
|
|
1,435,482 |
|
1,033,768 |
|
3.50%, 1/20/47, Pool #MA4196 |
|
|
1,105,532 |
|
172,516 |
|
5.00%, 3/20/47, Pool #MA4324 |
|
|
194,610 |
|
223,031 |
|
3.50%, 6/20/47, Pool #MA4510 |
|
|
236,278 |
|
432,724 |
|
5.00%, 6/20/47, Pool #MA4513 |
|
|
473,219 |
|
312,518 |
|
5.00%, 9/20/47, Pool #MA4722 |
|
|
347,840 |
|
626,656 |
|
4.00%, 9/20/47, Pool #MA4720 |
|
|
675,848 |
|
717,154 |
|
3.00%, 11/20/47, Pool #MA4836 |
|
|
758,781 |
|
269,972 |
|
3.50%, 11/20/47, Pool #MA4837 |
|
|
288,589 |
|
440,511 |
|
4.00%, 11/20/47, Pool #MA4838 |
|
|
475,091 |
|
207,223 |
|
4.00%, 12/20/47, Pool #MA4901 |
|
|
223,490 |
|
2,235,604 |
|
3.50%, 12/20/47, Pool #MA4900 |
|
|
2,389,768 |
|
753,652 |
|
4.00%, 3/20/48, Pool #MA5078 |
|
|
807,898 |
|
1,529,880 |
|
4.50%, 8/20/48, Pool #MA5399 |
|
|
1,643,460 |
|
510,668 |
|
Class NW, Series 2018-124, 3.50%, 9/20/48 |
|
|
535,094 |
|
408,605 |
|
4.00%, 9/20/48, Pool #MA5466 |
|
|
438,387 |
|
1,118,306 |
|
3.00%, 10/20/49, Pool #MA6209 |
|
|
1,147,873 |
|
3,375,000 |
|
2.50%, 10/20/50, TBA |
|
|
3,542,695 |
|
2,850,000 |
|
2.00%, 10/20/50, TBA |
|
|
2,960,883 |
|
|
|
|
|
|
21,359,021 |
|
Total U.S. Government Agency Mortgages (Cost $91,525,519) |
|
|
94,823,700 |
|
U.S. Treasury Obligations (36.1%): |
|
|
|
|
U.S. Treasury Bills (2.2%): |
|
740,000 |
|
0.09%, 11/5/20(d) |
|
|
739,935 |
|
870,000 |
|
0.09%, 11/19/20(d) |
|
|
869,893 |
|
2,800,000 |
|
0.09%, 12/10/20(d) |
|
|
2,799,483 |
|
2,000,000 |
|
, 1/26/21(d) |
|
|
1,999,350 |
|
|
|
|
|
|
6,408,661 |
|
U.S. Treasury Bonds (4.2%): |
|
3,062,000 |
|
1.25%, 5/15/50 |
|
|
2,910,814 |
|
9,585,000 |
|
1.38%, 8/15/50 |
|
|
9,406,779 |
|
|
|
|
|
|
12,317,593 |
|
U.S. Treasury Inflation Index Bonds (0.9%): |
|
1,286,239 |
|
0.13%, 7/15/30 |
|
|
1,429,976 |
|
982,439 |
|
0.25%, 2/15/50 |
|
|
1,160,856 |
|
|
|
|
|
|
2,590,832 |
|
U.S. Treasury Inflation Index Notes (0.3%): |
|
691,019 |
|
0.13%, 4/15/25 |
|
|
735,412 |
|
U.S. Treasury Notes (28.5%): |
|
5,150,000 |
|
0.13%, 7/31/22 |
|
|
5,150,000 |
|
13,285,000 |
|
0.13%, 8/31/22 |
|
|
13,285,000 |
|
25,470,000 |
|
0.13%, 9/30/22 |
|
|
25,470,000 |
|
19,526,000 |
|
0.25%, 8/31/25 |
|
|
19,510,745 |
|
12,325,000 |
|
0.25%, 9/30/25 |
|
|
12,313,445 |
|
3,365,000 |
|
0.38%, 9/30/27 |
|
|
3,343,969 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares or Principal Amount |
|
|
|
Fair Value |
U.S. Treasury Obligations, continued |
|
|
|
|
U.S. Treasury Notes, continued |
|
$4,426,000 |
|
0.63%, 8/15/30 |
|
$ |
4,403,870 |
|
|
|
|
|
|
|
|
|
|
|
|
|
83,477,029 |
|
|
|
|
|
|
|
|
Total U.S. Treasury Obligations (Cost $105,265,636) |
|
|
105,529,527 |
|
|
|
|
|
|
|
|
Commercial Paper (0.4%): |
|
|
|
|
1,035,000 |
|
Ford Motor Credit Co., 3.07%(a)(d) |
|
|
1,034,295 |
|
|
|
|
|
|
|
|
Total Commercial Paper (Cost $1,034,376) |
|
|
1,034,295 |
|
|
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.3%): |
|
|
|
|
904,225 |
|
BlackRock Liquidity FedFund, Institutional Class, 1.81%(d)(e) |
|
|
904,225 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on
Loan (Cost $904,225) |
|
|
904,225 |
|
|
|
|
|
|
|
|
Unaffiliated Investment Companies (1.0%): |
|
|
|
|
|
|
Money Markets (1.0%): |
|
|
|
|
3,013,118 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(d) |
|
|
3,013,118 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies
(Cost $3,013,118) |
|
|
3,013,118 |
|
|
|
|
|
|
|
|
Total Investment Securities
(Cost $311,348,232) - 109.4% |
|
|
319,861,765 |
|
Net other assets (liabilities) - (9.4)% |
|
|
(27,402,865 |
) |
|
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$292,458,900 |
|
|
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
12MTA |
|
- |
|
12 Month Treasury Average |
GO |
|
- |
|
General Obligation |
LIBOR |
|
- |
|
London Interbank Offered Rate |
MTN |
|
- |
|
Medium \Term Note |
SOFR |
|
- |
|
Secured Overnight Financing Rate |
TBA |
|
- |
|
To Be Announced Security |
US0001M |
|
- |
|
1 Month US Dollar LIBOR |
US0003M |
|
- |
|
3 Month US Dollar LIBOR |
US0006M |
|
- |
|
6 Month US Dollar LIBOR |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $868,313. |
|
Represents less than 0.05%. |
(a) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be liquid based on procedures approved by the Board of Trustees. |
(b) |
The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets
underlying the security. The rate presented is the rate in effect at September 30, 2020. |
(d) |
The rate represents the effective yield at September 30, 2020. |
(e) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL MetWest Total Return Bond Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At September 30, 2020, the Funds open futures contracts were as follows:
Short Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration Date |
|
|
Number of Contracts |
|
Notional Amount |
|
|
Value
and Unrealized Appreciation/ (Depreciation) |
U.S. Treasury 10-Year Note December Futures (U.S. Dollar) |
|
|
12/21/20 |
|
|
17 |
|
$ |
(2,718,672) |
|
|
$ |
(3,075) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(3,075) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Long Futures |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration Date |
|
|
Number of Contracts |
|
Notional Amount |
|
|
Value
and Unrealized Appreciation/ (Depreciation) |
Ultra Long Term U.S. Treasury Bond September Future (U.S. Dollar) |
|
|
12/21/20 |
|
|
2 |
|
$ |
443,625 |
|
|
$ |
(3,801) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(3,801) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Net Futures Contracts |
|
|
|
|
|
|
|
|
|
|
|
$ |
(6,876) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Mid Cap Index Fund
Schedule
of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (96.7%): |
|
|
|
|
Aerospace & Defense (1.0%): |
|
|
|
|
35,665 |
|
Axon Enterprise, Inc.* |
|
$ |
3,234,816 |
|
23,380 |
|
Curtiss-Wright Corp. |
|
|
2,180,419 |
|
46,899 |
|
Hexcel Corp. |
|
|
1,573,461 |
|
31,709 |
|
Mercury Systems, Inc.* |
|
|
2,456,179 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,444,875 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.5%): |
|
|
|
|
51,174 |
|
XPO Logistics, Inc.* |
|
|
4,332,391 |
|
|
|
|
|
|
|
|
Airlines (0.2%): |
|
|
|
|
154,009 |
|
JetBlue Airways Corp.* |
|
|
1,744,922 |
|
|
|
|
|
|
|
|
Auto Components (1.4%): |
|
|
|
|
52,709 |
|
Adient plc* |
|
|
913,447 |
|
80,584 |
|
Dana, Inc. |
|
|
992,795 |
|
49,178 |
|
Delphi Technologies plc* |
|
|
821,764 |
|
23,271 |
|
Fox Factory Holding Corp.* |
|
|
1,729,733 |
|
138,604 |
|
Gentex Corp. |
|
|
3,569,054 |
|
130,611 |
|
Goodyear Tire & Rubber Co. |
|
|
1,001,786 |
|
30,598 |
|
Lear Corp. |
|
|
3,336,712 |
|
15,568 |
|
Visteon Corp.* |
|
|
1,077,617 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,442,908 |
|
|
|
|
|
|
|
|
Automobiles (0.5%): |
|
|
|
|
85,974 |
|
Harley-Davidson, Inc. |
|
|
2,109,802 |
|
30,998 |
|
Thor Industries, Inc. |
|
|
2,952,869 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,062,671 |
|
|
|
|
|
|
|
|
Banks (5.1%): |
|
|
|
|
86,550 |
|
Associated Banc-Corp. |
|
|
1,092,261 |
|
54,600 |
|
BancorpSouth Bank |
|
|
1,058,148 |
|
22,460 |
|
Bank of Hawaii Corp. |
|
|
1,134,679 |
|
67,924 |
|
Bank OZK |
|
|
1,448,140 |
|
42,401 |
|
Cathay General Bancorp |
|
|
919,254 |
|
55,092 |
|
CIT Group, Inc. |
|
|
975,679 |
|
56,351 |
|
Commerce Bancshares, Inc. |
|
|
3,171,998 |
|
31,425 |
|
Cullen/Frost Bankers, Inc. |
|
|
2,009,629 |
|
79,452 |
|
East West Bancorp, Inc. |
|
|
2,601,258 |
|
182,140 |
|
F.N.B. Corp. |
|
|
1,234,909 |
|
79,771 |
|
First Financial Bankshares, Inc. |
|
|
2,226,409 |
|
311,106 |
|
First Horizon National Corp. |
|
|
2,933,730 |
|
90,237 |
|
Fulton Financial Corp. |
|
|
841,911 |
|
53,538 |
|
Glacier Bancorp, Inc. |
|
|
1,715,893 |
|
48,297 |
|
Hancock Whitney Corp. |
|
|
908,467 |
|
86,466 |
|
Home Bancshares, Inc. |
|
|
1,310,825 |
|
31,109 |
|
International Bancshares Corp. |
|
|
810,701 |
|
65,441 |
|
PacWest Bancorp |
|
|
1,117,732 |
|
42,560 |
|
Pinnacle Financial Partners, Inc. |
|
|
1,514,710 |
|
52,028 |
|
Prosperity Bancshares, Inc. |
|
|
2,696,611 |
|
30,083 |
|
Signature Bank |
|
|
2,496,588 |
|
109,379 |
|
Sterling Bancorp |
|
|
1,150,667 |
|
82,744 |
|
Synovus Financial Corp. |
|
|
1,751,690 |
|
85,533 |
|
TCF Financial Corp. |
|
|
1,998,051 |
|
28,114 |
|
Texas Capital Bancshares, Inc.* |
|
|
875,189 |
|
35,180 |
|
Trustmark Corp. |
|
|
753,204 |
|
24,402 |
|
UMB Financial Corp. |
|
|
1,195,942 |
|
123,828 |
|
Umpqua Holdings Corp. |
|
|
1,315,053 |
|
72,834 |
|
United Bankshares, Inc. |
|
|
1,563,746 |
|
225,460 |
|
Valley National Bancorp |
|
|
1,544,401 |
|
50,651 |
|
Webster Financial Corp. |
|
|
1,337,693 |
|
32,363 |
|
Wintrust Financial Corp. |
|
|
1,296,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
49,001,306 |
|
|
|
|
|
|
|
|
Beverages (0.5%): |
|
|
|
|
5,122 |
|
Boston Beer Co., Inc. (The), Class A* |
|
|
4,524,570 |
|
|
|
|
|
|
|
|
Biotechnology (1.7%): |
|
|
|
|
57,158 |
|
Arrowhead Pharmaceuticals, Inc.* |
|
|
2,461,223 |
|
25,344 |
|
Emergent BioSolutions, Inc.* |
|
|
2,618,796 |
|
173,607 |
|
Exelixis, Inc.* |
|
|
4,244,691 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Biotechnology, continued |
|
|
|
|
8,918 |
|
Ligand Pharmaceuticals, Inc., Class B*^ |
|
$ |
850,064 |
|
27,437 |
|
Repligen Corp.* |
|
|
4,048,055 |
|
25,033 |
|
United Therapeutics Corp.* |
|
|
2,528,333 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,751,162 |
|
|
|
|
|
|
|
|
Building Products (1.7%): |
|
|
|
|
65,478 |
|
Builders FirstSource, Inc.* |
|
|
2,135,892 |
|
19,542 |
|
Lennox International, Inc. |
|
|
5,327,345 |
|
60,535 |
|
Owens Corning |
|
|
4,165,413 |
|
64,968 |
|
Trex Co., Inc.* |
|
|
4,651,709 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,280,359 |
|
|
|
|
|
|
|
|
Capital Markets (2.4%): |
|
|
|
|
26,033 |
|
Affiliated Managers Group, Inc. |
|
|
1,780,137 |
|
63,967 |
|
Eaton Vance Corp. |
|
|
2,440,341 |
|
22,751 |
|
Evercore, Inc., Class A |
|
|
1,489,280 |
|
21,359 |
|
FactSet Research Systems, Inc. |
|
|
7,152,702 |
|
53,865 |
|
Federated Hermes, Inc., Class B |
|
|
1,158,636 |
|
44,421 |
|
Interactive Brokers Group, Inc., Class A |
|
|
2,146,867 |
|
84,485 |
|
Janus Henderson Group plc |
|
|
1,835,014 |
|
68,469 |
|
SEI Investments Co. |
|
|
3,472,748 |
|
38,463 |
|
Stifel Financial Corp. |
|
|
1,944,689 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,420,414 |
|
|
|
|
|
|
|
|
Chemicals (2.5%): |
|
|
|
|
30,665 |
|
Ashland Global Holdings, Inc. |
|
|
2,174,762 |
|
51,397 |
|
Avient Corp. |
|
|
1,359,965 |
|
31,776 |
|
Cabot Corp. |
|
|
1,144,889 |
|
92,230 |
|
Chemours Co. (The) |
|
|
1,928,529 |
|
23,160 |
|
Ingevity Corp.* |
|
|
1,145,030 |
|
18,893 |
|
Minerals Technologies, Inc. |
|
|
965,432 |
|
4,146 |
|
NewMarket Corp. |
|
|
1,419,259 |
|
79,856 |
|
Olin Corp. |
|
|
988,617 |
|
73,084 |
|
RPM International, Inc. |
|
|
6,054,280 |
|
22,864 |
|
Scotts Miracle-Gro Co. (The) |
|
|
3,496,134 |
|
23,786 |
|
Sensient Technologies Corp. |
|
|
1,373,404 |
|
103,962 |
|
Valvoline, Inc. |
|
|
1,979,436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,029,737 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (2.0%): |
|
|
|
|
28,346 |
|
Brinks Co. (The) |
|
|
1,164,737 |
|
28,725 |
|
Clean Harbors, Inc.* |
|
|
1,609,462 |
|
41,272 |
|
Healthcare Services Group, Inc. |
|
|
888,586 |
|
33,409 |
|
Herman Miller, Inc. |
|
|
1,007,615 |
|
24,231 |
|
HNI Corp. |
|
|
760,369 |
|
75,197 |
|
IAA, Inc.* |
|
|
3,915,507 |
|
72,287 |
|
KAR Auction Services, Inc. |
|
|
1,040,933 |
|
20,328 |
|
MSA Safety, Inc. |
|
|
2,727,408 |
|
51,321 |
|
Stericycle, Inc.* |
|
|
3,236,302 |
|
30,321 |
|
Tetra Tech, Inc. |
|
|
2,895,656 |
|
|
|
|
|
|
|
|
|
|
|
|
|
19,246,575 |
|
|
|
|
|
|
|
|
Communications Equipment (1.0%): |
|
|
|
|
86,275 |
|
Ciena Corp.* |
|
|
3,424,254 |
|
17,127 |
|
InterDigital, Inc. |
|
|
977,267 |
|
42,058 |
|
Lumentum Holdings, Inc.* |
|
|
3,159,818 |
|
40,703 |
|
NetScout Systems, Inc.* |
|
|
888,546 |
|
36,053 |
|
ViaSat, Inc.* |
|
|
1,239,863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,689,748 |
|
|
|
|
|
|
|
|
Construction & Engineering (1.1%): |
|
|
|
|
89,885 |
|
AECOM* |
|
|
3,760,787 |
|
17,987 |
|
Dycom Industries, Inc.* |
|
|
950,073 |
|
30,784 |
|
EMCOR Group, Inc. |
|
|
2,084,385 |
|
70,270 |
|
Fluor Corp. |
|
|
619,079 |
|
31,598 |
|
MasTec, Inc.* |
|
|
1,333,436 |
|
11,993 |
|
Valmont Industries, Inc. |
|
|
1,489,291 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,237,051 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Mid Cap Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Construction Materials (0.2%): |
|
|
|
|
23,369 |
|
Eagle Materials, Inc., Class A |
|
$ |
2,017,212 |
|
|
|
|
|
|
|
|
Consumer Finance (0.4%): |
|
|
|
|
23,261 |
|
Firstcash, Inc. |
|
|
1,330,762 |
|
108,569 |
|
Navient Corp. |
|
|
917,408 |
|
210,695 |
|
SLM Corp. |
|
|
1,704,522 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,952,692 |
|
|
|
|
|
|
|
|
Containers & Packaging (1.1%): |
|
|
|
|
36,305 |
|
AptarGroup, Inc. |
|
|
4,109,725 |
|
14,694 |
|
Greif, Inc., Class A |
|
|
532,070 |
|
89,323 |
|
O-I Glass, Inc. |
|
|
945,931 |
|
44,471 |
|
Silgan Holdings, Inc. |
|
|
1,635,199 |
|
56,323 |
|
Sonoco Products Co. |
|
|
2,876,416 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,099,341 |
|
|
|
|
|
|
|
|
Distributors (0.8%): |
|
|
|
|
22,543 |
|
Pool Corp. |
|
|
7,541,535 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (1.2%): |
|
|
|
|
28,759 |
|
Adtalem Global Education, Inc.* |
|
|
705,746 |
|
2,373 |
|
Graham Holdings Co., Class B |
|
|
958,953 |
|
26,600 |
|
Grand Canyon Education, Inc.* |
|
|
2,126,404 |
|
108,058 |
|
H&R Block, Inc. |
|
|
1,760,265 |
|
99,165 |
|
Service Corp. International |
|
|
4,182,779 |
|
13,552 |
|
Strategic Education, Inc. |
|
|
1,239,601 |
|
26,426 |
|
WW International, Inc.* |
|
|
498,659 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,472,407 |
|
|
|
|
|
|
|
|
Diversified Financial Services (0.2%): |
|
|
|
|
121,611 |
|
Jefferies Financial Group, Inc. |
|
|
2,188,998 |
|
|
|
|
|
|
|
|
Electric Utilities (1.1%): |
|
|
|
|
29,095 |
|
ALLETE, Inc. |
|
|
1,505,375 |
|
61,287 |
|
Hawaiian Electric Industries, Inc. |
|
|
2,037,180 |
|
28,290 |
|
IDACORP, Inc. |
|
|
2,260,371 |
|
112,404 |
|
OGE Energy Corp. |
|
|
3,370,996 |
|
44,721 |
|
PNM Resources, Inc. |
|
|
1,848,319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,022,241 |
|
|
|
|
|
|
|
|
Electrical Equipment (3.1%): |
|
|
|
|
22,262 |
|
Acuity Brands, Inc. |
|
|
2,278,516 |
|
23,877 |
|
EnerSys |
|
|
1,602,624 |
|
70,780 |
|
Enphase Energy, Inc.* |
|
|
5,845,720 |
|
35,364 |
|
Generac Holdings, Inc.* |
|
|
6,847,885 |
|
30,438 |
|
Hubbell, Inc. |
|
|
4,165,136 |
|
95,504 |
|
nVent Electric plc |
|
|
1,689,466 |
|
22,762 |
|
Regal-Beloit Corp. |
|
|
2,136,669 |
|
71,273 |
|
Sunrun, Inc.* |
|
|
5,493,010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
30,059,026 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (3.6%): |
|
|
|
|
43,624 |
|
Arrow Electronics, Inc.* |
|
|
3,431,464 |
|
55,452 |
|
Avnet, Inc. |
|
|
1,432,880 |
|
24,969 |
|
Belden, Inc. |
|
|
777,035 |
|
97,230 |
|
Cognex Corp. |
|
|
6,329,673 |
|
13,622 |
|
Coherent, Inc.* |
|
|
1,511,088 |
|
58,269 |
|
II-VI, Inc.* |
|
|
2,363,391 |
|
76,008 |
|
Jabil, Inc. |
|
|
2,604,034 |
|
13,644 |
|
Littlelfuse, Inc. |
|
|
2,419,627 |
|
73,778 |
|
National Instruments Corp. |
|
|
2,633,875 |
|
23,123 |
|
SYNNEX Corp. |
|
|
3,238,607 |
|
140,854 |
|
Trimble, Inc.* |
|
|
6,859,590 |
|
74,355 |
|
Vishay Intertechnology, Inc. |
|
|
1,157,707 |
|
|
|
|
|
|
|
|
|
|
|
|
|
34,758,971 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.1%): |
|
|
|
|
103,576 |
|
ChampionX Corp.* |
|
|
827,572 |
|
|
|
|
|
|
|
|
Entertainment (0.2%): |
|
|
|
|
60,971 |
|
Cinemark Holdings, Inc. |
|
|
609,710 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Entertainment, continued |
|
|
|
|
25,965 |
|
World Wrestling Entertainment, Inc., Class A |
|
$ |
1,050,804 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,660,514 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (8.7%): |
|
|
|
|
77,251 |
|
American Campus Communities, Inc. |
|
|
2,697,605 |
|
166,523 |
|
Brixmor Property Group, Inc. |
|
|
1,946,654 |
|
54,618 |
|
Camden Property Trust |
|
|
4,859,910 |
|
23,899 |
|
Coresite Realty Corp. |
|
|
2,841,113 |
|
62,980 |
|
Corporate Office Properties Trust |
|
|
1,493,886 |
|
83,373 |
|
Cousins Properties, Inc. |
|
|
2,383,634 |
|
65,673 |
|
Cyrusone, Inc. |
|
|
4,599,080 |
|
92,535 |
|
Douglas Emmett, Inc. |
|
|
2,322,629 |
|
22,159 |
|
EastGroup Properties, Inc. |
|
|
2,865,823 |
|
41,926 |
|
EPR Properties |
|
|
1,152,965 |
|
71,364 |
|
First Industrial Realty Trust, Inc. |
|
|
2,840,287 |
|
69,262 |
|
Geo Group, Inc. (The) |
|
|
785,431 |
|
76,825 |
|
Healthcare Realty Trust, Inc. |
|
|
2,313,969 |
|
58,275 |
|
Highwoods Properties, Inc. |
|
|
1,956,292 |
|
86,059 |
|
Hudson Pacific Properties, Inc. |
|
|
1,887,274 |
|
63,387 |
|
JBG SMITH Properties |
|
|
1,694,968 |
|
58,840 |
|
Kilroy Realty Corp. |
|
|
3,057,326 |
|
48,474 |
|
Lamar Advertising Co., Class A |
|
|
3,207,525 |
|
26,310 |
|
Life Storage, Inc. |
|
|
2,769,654 |
|
296,668 |
|
Medical Properties Trust, Inc. |
|
|
5,230,256 |
|
97,435 |
|
National Retail Properties, Inc. |
|
|
3,362,482 |
|
127,403 |
|
Omega Healthcare Investors, Inc. |
|
|
3,814,446 |
|
132,317 |
|
Parks Hotels & Resorts, Inc. |
|
|
1,321,847 |
|
74,577 |
|
Pebblebrook Hotel Trust |
|
|
934,450 |
|
116,852 |
|
Physicians Realty Trust |
|
|
2,092,819 |
|
37,572 |
|
PotlatchDeltic Corp. |
|
|
1,581,781 |
|
11,247 |
|
PS Business Parks, Inc. |
|
|
1,376,520 |
|
76,535 |
|
Rayonier, Inc. |
|
|
2,023,585 |
|
69,644 |
|
Rexford Industrial Realty, Inc. |
|
|
3,186,909 |
|
115,452 |
|
Sabra Health Care REIT, Inc. |
|
|
1,591,506 |
|
93,324 |
|
Service Properties Trust |
|
|
741,926 |
|
57,782 |
|
Spirit Realty Capital, Inc. |
|
|
1,950,143 |
|
128,091 |
|
STORE Capital Corp. |
|
|
3,513,536 |
|
34,590 |
|
Taubman Centers, Inc. |
|
|
1,151,501 |
|
64,616 |
|
The Macerich Co.^ |
|
|
438,743 |
|
62,200 |
|
Urban Edge Properties |
|
|
604,584 |
|
67,361 |
|
Weingarten Realty Investors |
|
|
1,142,443 |
|
|
|
|
|
|
|
|
|
|
|
|
|
83,735,502 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (1.1%): |
|
|
|
|
77,488 |
|
BJs Wholesale Club Holdings, Inc.* |
|
|
3,219,626 |
|
20,846 |
|
Caseys General Stores, Inc. |
|
|
3,703,292 |
|
46,855 |
|
Grocery Outlet Holding Corp.* |
|
|
1,842,339 |
|
66,165 |
|
Sprouts Farmers Market, Inc.* |
|
|
1,384,833 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,150,090 |
|
|
|
|
|
|
|
|
Food Products (2.0%): |
|
|
|
|
91,043 |
|
Darling Ingredients, Inc.* |
|
|
3,280,278 |
|
110,436 |
|
Flowers Foods, Inc. |
|
|
2,686,908 |
|
46,920 |
|
Hain Celestial Group, Inc. (The)* |
|
|
1,609,356 |
|
37,638 |
|
Ingredion, Inc. |
|
|
2,848,444 |
|
10,942 |
|
Lancaster Colony Corp. |
|
|
1,956,430 |
|
26,556 |
|
Pilgrims Pride Corp.* |
|
|
397,411 |
|
35,455 |
|
Post Holdings, Inc.* |
|
|
3,049,130 |
|
11,115 |
|
Sanderson Farms, Inc. |
|
|
1,311,237 |
|
10,087 |
|
Tootsie Roll Industries, Inc.^ |
|
|
311,688 |
|
31,699 |
|
TreeHouse Foods, Inc.* |
|
|
1,284,760 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,735,642 |
|
|
|
|
|
|
|
|
Gas Utilities (1.4%): |
|
|
|
|
51,511 |
|
National Fuel Gas Co. |
|
|
2,090,831 |
|
53,813 |
|
New Jersey Resources Corp. |
|
|
1,454,027 |
|
29,669 |
|
ONE Gas, Inc. |
|
|
2,047,458 |
|
31,481 |
|
Southwest Gas Holdings, Inc. |
|
|
1,986,451 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Mid Cap Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Gas Utilities, continued |
|
|
|
|
28,772 |
|
Spire, Inc. |
|
$ |
1,530,670 |
|
116,954 |
|
UGI Corp. |
|
|
3,857,144 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,966,581 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (3.3%): |
|
|
|
|
27,285 |
|
Avanos Medical, Inc.* |
|
|
906,408 |
|
20,758 |
|
Cantel Medical Corp. |
|
|
912,107 |
|
42,469 |
|
Globus Medical, Inc., Class A* |
|
|
2,103,065 |
|
28,668 |
|
Haemonetics Corp.* |
|
|
2,501,283 |
|
37,369 |
|
Hill-Rom Holdings, Inc. |
|
|
3,120,685 |
|
10,875 |
|
ICU Medical, Inc.* |
|
|
1,987,515 |
|
40,247 |
|
Integra LifeSciences Holdings Corp.* |
|
|
1,900,463 |
|
27,281 |
|
LivaNova plc* |
|
|
1,233,374 |
|
28,402 |
|
Masimo Corp.* |
|
|
6,704,577 |
|
28,783 |
|
NuVasive, Inc.* |
|
|
1,397,990 |
|
18,879 |
|
Penumbra, Inc.* |
|
|
3,669,700 |
|
21,459 |
|
Quidel Corp.* |
|
|
4,707,675 |
|
|
|
|
|
|
|
|
|
|
|
|
|
31,144,842 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (3.0%): |
|
|
|
|
49,940 |
|
Acadia Healthcare Co., Inc.* |
|
|
1,472,231 |
|
18,175 |
|
Amedisys, Inc.* |
|
|
4,297,115 |
|
8,973 |
|
Chemed Corp. |
|
|
4,310,181 |
|
55,796 |
|
Encompass Health Corp. |
|
|
3,625,624 |
|
43,323 |
|
HealthEquity, Inc.* |
|
|
2,225,503 |
|
17,752 |
|
LHC Group, Inc.* |
|
|
3,773,365 |
|
48,882 |
|
MEDNAX, Inc.* |
|
|
795,799 |
|
33,247 |
|
Molina Healthcare, Inc.* |
|
|
6,085,530 |
|
48,398 |
|
Patterson Cos., Inc. |
|
|
1,166,634 |
|
58,792 |
|
Tenet Healthcare Corp.* |
|
|
1,440,992 |
|
|
|
|
|
|
|
|
|
|
|
|
|
29,192,974 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (4.3%): |
|
|
|
|
44,808 |
|
Boyd Gaming Corp. |
|
|
1,375,158 |
|
112,023 |
|
Caesars Entertainment, Inc.* |
|
|
6,280,010 |
|
16,300 |
|
Choice Hotels International, Inc. |
|
|
1,401,148 |
|
19,956 |
|
Churchill Downs, Inc. |
|
|
3,269,192 |
|
13,308 |
|
Cracker Barrel Old Country Store, Inc. |
|
|
1,525,895 |
|
46,160 |
|
Dunkin Brands Group, Inc. |
|
|
3,780,966 |
|
12,614 |
|
Jack in the Box, Inc. |
|
|
1,000,416 |
|
23,056 |
|
Marriott Vacations Worldwide Corp. |
|
|
2,093,715 |
|
18,471 |
|
Papa Johns International, Inc. |
|
|
1,519,794 |
|
80,869 |
|
Penn National Gaming, Inc.* |
|
|
5,879,177 |
|
31,867 |
|
Scientific Games Corp., Class A* |
|
|
1,112,477 |
|
42,310 |
|
Six Flags Entertainment Corp. |
|
|
858,893 |
|
36,593 |
|
Texas Roadhouse, Inc., Class A |
|
|
2,224,488 |
|
100,144 |
|
Wendys Co. (The) |
|
|
2,232,710 |
|
16,634 |
|
Wingstop, Inc. |
|
|
2,273,036 |
|
47,894 |
|
Wyndham Destinations, Inc. |
|
|
1,473,219 |
|
52,300 |
|
Wyndham Hotels & Resorts, Inc. |
|
|
2,641,150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
40,941,444 |
|
|
|
|
|
|
|
|
Household Durables (1.7%): |
|
|
|
|
14,172 |
|
Helen of Troy, Ltd.* |
|
|
2,742,565 |
|
49,759 |
|
KB Home |
|
|
1,910,248 |
|
72,820 |
|
Taylor Morrison Home Corp., Class A* |
|
|
1,790,644 |
|
26,981 |
|
Tempur Sealy International, Inc.* |
|
|
2,406,435 |
|
64,104 |
|
Toll Brothers, Inc. |
|
|
3,119,301 |
|
18,499 |
|
TopBuild Corp.* |
|
|
3,157,594 |
|
73,156 |
|
TRI Pointe Group, Inc.* |
|
|
1,327,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,453,837 |
|
|
|
|
|
|
|
|
Household Products (0.1%): |
|
|
|
|
32,807 |
|
Energizer Holdings, Inc. |
|
|
1,284,066 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.4%): |
|
|
|
|
30,824 |
|
Carlisle Cos., Inc. |
|
|
3,771,933 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Insurance (4.3%): |
|
|
|
|
8,032 |
|
Alleghany Corp. |
|
$ |
4,180,254 |
|
40,323 |
|
American Financial Group, Inc. |
|
|
2,700,835 |
|
52,713 |
|
Brighthouse Financial, Inc.* |
|
|
1,418,507 |
|
132,016 |
|
Brown & Brown, Inc. |
|
|
5,976,365 |
|
78,836 |
|
CNO Financial Group, Inc. |
|
|
1,264,529 |
|
62,562 |
|
First American Financial Corp. |
|
|
3,185,031 |
|
285,245 |
|
Genworth Financial, Inc., Class A* |
|
|
955,571 |
|
21,311 |
|
Hanover Insurance Group, Inc. (The) |
|
|
1,985,759 |
|
34,443 |
|
Kemper Corp. |
|
|
2,301,826 |
|
14,687 |
|
Mercury General Corp. |
|
|
607,601 |
|
160,637 |
|
Old Republic International Corp. |
|
|
2,367,789 |
|
22,272 |
|
Primerica, Inc. |
|
|
2,519,854 |
|
38,078 |
|
Reinsurance Group of America, Inc. |
|
|
3,624,645 |
|
28,780 |
|
RenaissanceRe Holdings, Ltd. |
|
|
4,885,118 |
|
22,067 |
|
RLI Corp. |
|
|
1,847,670 |
|
33,521 |
|
Selective Insurance Group, Inc. |
|
|
1,725,996 |
|
|
|
|
|
|
|
|
|
|
|
|
|
41,547,350 |
|
|
|
|
|
|
|
|
Interactive Media & Services (0.2%): |
|
|
|
|
54,089 |
|
TripAdvisor, Inc. |
|
|
1,059,604 |
|
38,901 |
|
Yelp, Inc.* |
|
|
781,521 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,841,125 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (0.4%): |
|
|
|
|
51,626 |
|
Grubhub, Inc.* |
|
|
3,734,109 |
|
|
|
|
|
|
|
|
IT Services (2.4%): |
|
|
|
|
26,778 |
|
Alliance Data Systems Corp. |
|
|
1,124,140 |
|
14,083 |
|
CACI International, Inc., Class A* |
|
|
3,001,932 |
|
44,590 |
|
CoreLogic, Inc. |
|
|
3,017,405 |
|
79,907 |
|
KBR, Inc. |
|
|
1,786,721 |
|
37,314 |
|
LiveRamp Holdings, Inc.* |
|
|
1,931,746 |
|
34,412 |
|
Maximus, Inc. |
|
|
2,354,125 |
|
76,694 |
|
Perspecta, Inc. |
|
|
1,491,698 |
|
174,825 |
|
Sabre Corp. |
|
|
1,138,111 |
|
32,689 |
|
Science Applications International Corp. |
|
|
2,563,471 |
|
60,921 |
|
Teradata Corp.* |
|
|
1,382,907 |
|
24,782 |
|
WEX, Inc.* |
|
|
3,443,955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,236,211 |
|
|
|
|
|
|
|
|
Leisure Products (0.8%): |
|
|
|
|
44,439 |
|
Brunswick Corp. |
|
|
2,617,901 |
|
194,861 |
|
Mattel, Inc.* |
|
|
2,279,874 |
|
32,326 |
|
Polaris, Inc. |
|
|
3,049,635 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,947,410 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (2.0%): |
|
|
|
|
21,665 |
|
Bio-Techne Corp. |
|
|
5,367,070 |
|
27,932 |
|
Charles River Laboratories International, Inc.* |
|
|
6,325,202 |
|
15,295 |
|
Medpace Holdings, Inc.* |
|
|
1,709,216 |
|
36,043 |
|
PRA Health Sciences, Inc.* |
|
|
3,656,202 |
|
39,215 |
|
Syneos Health, Inc.* |
|
|
2,084,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
19,142,359 |
|
|
|
|
|
|
|
|
Machinery (4.7%): |
|
|
|
|
34,435 |
|
AGCO Corp. |
|
|
2,557,487 |
|
56,528 |
|
Colfax Corp.* |
|
|
1,772,718 |
|
27,701 |
|
Crane Co. |
|
|
1,388,651 |
|
70,817 |
|
Donaldson Co., Inc. |
|
|
3,287,325 |
|
93,525 |
|
Graco, Inc. |
|
|
5,737,759 |
|
48,458 |
|
ITT, Inc. |
|
|
2,861,445 |
|
46,587 |
|
Kennametal, Inc. |
|
|
1,348,228 |
|
33,342 |
|
Lincoln Electric Holdings, Inc. |
|
|
3,068,798 |
|
31,207 |
|
Middleby Corp. (The)* |
|
|
2,799,580 |
|
30,339 |
|
Nordson Corp. |
|
|
5,819,628 |
|
38,228 |
|
Oshkosh Corp. |
|
|
2,809,758 |
|
38,890 |
|
Terex Corp. |
|
|
752,910 |
|
37,928 |
|
Timken Co. |
|
|
2,056,456 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Mid Cap Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
60,161 |
|
Toro Co. (The) |
|
$ |
5,050,516 |
|
50,182 |
|
Trinity Industries, Inc. |
|
|
978,549 |
|
32,603 |
|
Woodward, Inc. |
|
|
2,613,456 |
|
|
|
|
|
|
|
|
|
|
|
|
|
44,903,264 |
|
|
|
|
|
|
|
|
Marine (0.1%): |
|
|
|
|
33,746 |
|
Kirby Corp.* |
|
|
1,220,593 |
|
|
|
|
|
|
|
|
Media (1.3%): |
|
|
|
|
22,588 |
|
AMC Networks, Inc., Class A* |
|
|
558,149 |
|
3,046 |
|
Cable One, Inc. |
|
|
5,743,020 |
|
24,044 |
|
John Wiley & Sons, Inc., Class A |
|
|
762,435 |
|
81,044 |
|
New York Times Co. (The), Class A |
|
|
3,467,873 |
|
122,802 |
|
Tegna, Inc. |
|
|
1,442,924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,974,401 |
|
|
|
|
|
|
|
|
Metals & Mining (1.6%): |
|
|
|
|
66,888 |
|
Commercial Metals Co. |
|
|
1,336,422 |
|
19,313 |
|
Compass Minerals International, Inc. |
|
|
1,146,227 |
|
35,718 |
|
Reliance Steel & Aluminum Co. |
|
|
3,644,665 |
|
36,811 |
|
Royal Gold, Inc. |
|
|
4,423,578 |
|
112,909 |
|
Steel Dynamics, Inc. |
|
|
3,232,585 |
|
121,830 |
|
United States Steel Corp.^ |
|
|
894,232 |
|
20,026 |
|
Worthington Industries, Inc. |
|
|
816,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,494,369 |
|
|
|
|
|
|
|
|
Multiline Retail (0.5%): |
|
|
|
|
88,560 |
|
Kohls Corp. |
|
|
1,641,017 |
|
59,841 |
|
Nordstrom, Inc.^ |
|
|
713,305 |
|
32,134 |
|
Ollies Bargain Outlet Holdings, Inc.* |
|
|
2,806,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,161,226 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.6%): |
|
|
|
|
35,257 |
|
Black Hills Corp. |
|
|
1,885,897 |
|
112,600 |
|
MDU Resources Group, Inc. |
|
|
2,533,500 |
|
28,377 |
|
NorthWestern Corp. |
|
|
1,380,257 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,799,654 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (1.0%): |
|
|
|
|
162,468 |
|
Antero Midstream Corp. |
|
|
872,453 |
|
57,691 |
|
Cimarex Energy Co. |
|
|
1,403,622 |
|
126,042 |
|
CNX Resources Corp.* |
|
|
1,189,836 |
|
143,638 |
|
EQT Corp. |
|
|
1,857,239 |
|
228,378 |
|
Equitrans Midstream Corp. |
|
|
1,932,079 |
|
81,697 |
|
Murphy Oil Corp. |
|
|
728,737 |
|
36,154 |
|
World Fuel Services Corp. |
|
|
766,103 |
|
230,110 |
|
WPX Energy, Inc.* |
|
|
1,127,539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,877,608 |
|
|
|
|
|
|
|
|
Paper & Forest Products (0.3%): |
|
|
|
|
30,985 |
|
Domtar Corp. |
|
|
813,976 |
|
63,002 |
|
Louisiana-Pacific Corp. |
|
|
1,859,189 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,673,165 |
|
|
|
|
|
|
|
|
Personal Products (0.3%): |
|
|
|
|
158,546 |
|
Coty, Inc., Class A |
|
|
428,074 |
|
29,966 |
|
Edgewell Personal Care Co.* |
|
|
835,452 |
|
29,148 |
|
Nu Skin Enterprises, Inc., Class A |
|
|
1,460,024 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,723,550 |
|
|
|
|
|
|
|
|
Pharmaceuticals (0.7%): |
|
|
|
|
31,110 |
|
Jazz Pharmaceuticals plc* |
|
|
4,435,975 |
|
99,981 |
|
Nektar Therapeutics* |
|
|
1,658,685 |
|
28,031 |
|
Prestige Consumer Healthcare, Inc.* |
|
|
1,020,889 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,115,549 |
|
|
|
|
|
|
|
|
Professional Services (0.8%): |
|
|
|
|
29,485 |
|
ASGN, Inc.* |
|
|
1,874,067 |
|
20,518 |
|
FTI Consulting, Inc.* |
|
|
2,174,292 |
|
20,466 |
|
Insperity, Inc. |
|
|
1,340,318 |
|
32,590 |
|
ManpowerGroup, Inc. |
|
|
2,389,825 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,778,502 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Real Estate Management & Development (0.3%): |
|
|
|
|
28,983 |
|
Jones Lang LaSalle, Inc. |
|
$ |
2,772,514 |
|
|
|
|
|
|
|
|
Road & Rail (0.9%): |
|
|
|
|
28,656 |
|
Avis Budget Group, Inc.* |
|
|
754,226 |
|
70,763 |
|
Knight-Swift Transportation Holdings, Inc. |
|
|
2,880,053 |
|
21,539 |
|
Landstar System, Inc. |
|
|
2,702,929 |
|
30,194 |
|
Ryder System, Inc. |
|
|
1,275,395 |
|
32,934 |
|
Werner Enterprises, Inc. |
|
|
1,382,899 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,995,502 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (4.0%): |
|
|
|
|
16,322 |
|
Cabot Microelectronics Corp. |
|
|
2,330,945 |
|
32,784 |
|
Cirrus Logic, Inc.* |
|
|
2,211,281 |
|
61,639 |
|
Cree, Inc.* |
|
|
3,928,870 |
|
47,579 |
|
First Solar, Inc.* |
|
|
3,149,730 |
|
31,124 |
|
MKS Instruments, Inc. |
|
|
3,399,675 |
|
23,732 |
|
Monolithic Power Systems, Inc. |
|
|
6,635,704 |
|
36,572 |
|
Semtech Corp.* |
|
|
1,936,853 |
|
24,532 |
|
Silicon Laboratories, Inc.* |
|
|
2,400,456 |
|
28,158 |
|
SolarEdge Technologies, Inc.* |
|
|
6,711,459 |
|
19,109 |
|
Synaptics, Inc.* |
|
|
1,536,746 |
|
24,085 |
|
Universal Display Corp. |
|
|
4,353,122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
38,594,841 |
|
|
|
|
|
|
|
|
Software (3.7%): |
|
|
|
|
65,122 |
|
ACI Worldwide, Inc.* |
|
|
1,701,638 |
|
27,853 |
|
Blackbaud, Inc. |
|
|
1,555,033 |
|
68,236 |
|
CDK Global, Inc. |
|
|
2,974,407 |
|
72,909 |
|
Ceridian HCM Holding, Inc.* |
|
|
6,025,929 |
|
26,062 |
|
CommVault Systems, Inc.* |
|
|
1,063,330 |
|
16,284 |
|
Fair Isaac Corp.* |
|
|
6,926,888 |
|
24,983 |
|
J2 Global, Inc.* |
|
|
1,729,323 |
|
35,660 |
|
Manhattan Associates, Inc.* |
|
|
3,405,173 |
|
20,863 |
|
Paylocity Holding Corp.* |
|
|
3,367,705 |
|
58,823 |
|
PTC, Inc.* |
|
|
4,865,839 |
|
18,812 |
|
Qualys, Inc.* |
|
|
1,843,764 |
|
|
|
|
|
|
|
|
|
|
|
|
|
35,459,029 |
|
|
|
|
|
|
|
|
Specialty Retail (2.8%): |
|
|
|
|
37,945 |
|
Aarons, Inc. |
|
|
2,149,584 |
|
83,778 |
|
American Eagle Outfitters, Inc. |
|
|
1,240,752 |
|
32,928 |
|
AutoNation, Inc.* |
|
|
1,742,879 |
|
36,594 |
|
Dicks Sporting Goods, Inc. |
|
|
2,118,061 |
|
31,311 |
|
Five Below, Inc.* |
|
|
3,976,497 |
|
58,569 |
|
Foot Locker, Inc. |
|
|
1,934,534 |
|
12,605 |
|
Lithia Motors, Inc., Class A |
|
|
2,873,184 |
|
15,167 |
|
Murphy U.S.A., Inc.* |
|
|
1,945,471 |
|
8,680 |
|
RH* |
|
|
3,321,142 |
|
62,297 |
|
Sally Beauty Holdings, Inc.* |
|
|
541,361 |
|
38,501 |
|
Urban Outfitters, Inc.* |
|
|
801,206 |
|
43,673 |
|
Williams-Sonoma, Inc. |
|
|
3,949,786 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,594,457 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.2%): |
|
|
|
|
71,803 |
|
NCR Corp.* |
|
|
1,589,718 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (1.0%): |
|
|
|
|
24,492 |
|
Carters, Inc. |
|
|
2,120,517 |
|
17,116 |
|
Columbia Sportswear Co. |
|
|
1,488,750 |
|
15,722 |
|
Deckers Outdoor Corp.* |
|
|
3,458,998 |
|
76,479 |
|
Skechers U.S.A., Inc., Class A* |
|
|
2,311,195 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,379,460 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.7%): |
|
|
|
|
63,138 |
|
Essent Group, Ltd. |
|
|
2,336,737 |
|
4,432 |
|
LendingTree, Inc.*^ |
|
|
1,360,136 |
|
260,632 |
|
New York Community Bancorp, Inc. |
|
|
2,155,427 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Mid Cap Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Thrifts & Mortgage Finance, continued |
|
|
|
|
42,314 |
|
Washington Federal, Inc. |
|
$ |
882,670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,734,970 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.9%): |
|
|
|
|
19,618 |
|
GATX Corp. |
|
|
1,250,648 |
|
25,512 |
|
MSC Industrial Direct Co., Inc., Class A |
|
|
1,614,399 |
|
94,946 |
|
Univar Solutions, Inc.* |
|
|
1,602,688 |
|
18,393 |
|
Watsco, Inc. |
|
|
4,283,546 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,751,281 |
|
|
|
|
|
|
|
|
Water Utilities (0.5%): |
|
|
|
|
125,190 |
|
Essential Utilities, Inc. |
|
|
5,038,898 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.1%): |
|
|
|
|
56,452 |
|
Telephone & Data Systems, Inc. |
|
|
1,040,975 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $808,283,310) |
|
|
928,308,199 |
|
|
|
|
|
|
Private Placements (1.2%): |
|
|
|
|
Internet & Direct Marketing Retail (0.8%): |
|
|
|
|
76,914 |
|
Airbnb, Inc., Series D, 0.00%(a)(b) |
|
|
7,779,082 |
|
|
|
|
|
|
|
|
Software (0.4%): |
|
|
|
|
229,712 |
|
Palantir Technologies, Inc., Series G, 0.00%*(a)(b) |
|
|
2,094,973 |
|
67,672 |
|
Palantir Technologies, Inc., Series H, 0.00%(a)(b) |
|
|
617,169 |
|
67,672 |
|
Palantir Technologies, Inc., Series H1, 0.00%(a)(b) |
|
|
617,169 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,329,311 |
|
|
|
|
|
|
|
|
Total Private Placements (Cost $4,309,378) |
|
|
11,108,393 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.4%): |
|
|
|
|
4,202,162 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(c)(d) |
|
|
4,202,162 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $4,202,162) |
|
|
4,202,162 |
|
|
|
|
|
|
Unaffiliated Investment Companies (2.1%): |
|
|
|
|
|
|
Money Markets (2.1%): |
|
|
|
|
20,051,054 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(d) |
|
|
20,051,054 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $20,051,054) |
|
|
20,051,054 |
|
|
|
|
|
|
Total Investment Securities
(Cost $836,845,904) - 100.4% |
|
|
963,669,808 |
|
Net other assets (liabilities) - (0.4)% |
|
|
(3,921,884) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$959,747,924 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
REIT |
|
- |
|
Real Estate Investment Trust |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $4,067,376.
|
(a) |
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of
September 30, 2020. The total of all such securities represent 1.16% of the net assets of the fund. |
(b) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be illiquid based on procedures approved by the Board of Trustees. As of September 30, 2020, these securities represent 1.16% of the net assets of the fund.
|
(c) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(d) |
The rate represents the effective yield at September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL Mid Cap Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At
September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration Date |
|
|
Number of Contracts |
|
|
Notional Amount |
|
|
Value
and Unrealized Appreciation/ (Depreciation) |
S&P MidCap 400 E-Mini December Futures (U.S Dollar) |
|
|
12/18/20 |
|
|
|
113 |
|
|
$ |
20,971,670 |
|
|
$ 73,975 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 73,975 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Moderate Index Strategy Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
|
|
Affiliated Investment Companies (100.1%): |
|
|
|
|
|
|
Domestic Equity Funds (45.8%): |
|
|
|
|
2,644,584 |
|
AZL Mid Cap Index Fund, Class 2 |
|
$ |
52,706,559 |
|
9,503,613 |
|
AZL S&P 500 Index Fund, Class 2 |
|
|
181,899,148 |
|
2,372,786
|
|
AZL Small Cap Stock Index Fund, Class 2 |
|
|
26,480,293 |
|
|
|
|
|
|
|
|
|
|
|
|
|
261,086,000 |
|
|
|
|
|
|
|
|
|
|
Fixed Income Funds (39.3%): |
|
|
|
|
18,732,135 |
|
AZL Enhanced Bond Index Fund |
|
|
224,036,340 |
|
|
|
|
|
|
|
|
|
|
International Equity Funds (15.0%): |
|
|
|
|
5,478,117 |
|
AZL International Index Fund, Class 2 |
|
|
85,239,501 |
|
|
|
|
|
|
|
|
Total Affiliated Investment Companies (Cost $488,833,620) |
|
|
570,361,841 |
|
|
|
|
|
|
|
|
Total Investment Securities (Cost $488,833,620) - 100.1% |
|
|
570,361,841 |
|
Net other assets (liabilities) - (0.1%) |
|
|
(488,805) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
$ |
569,873,036 |
|
|
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks (97.6%): |
|
|
|
|
Aerospace & Defense (0.1%): |
|
|
|
|
6,899 |
|
Aecc Aviation Power Co., Ltd. |
|
$ |
41,828 |
|
30,170 |
|
Aselsan Elektronik Sanayi Ve Ticaret AS |
|
|
75,509 |
|
7,300 |
|
Avic Aircraft Co., Ltd. |
|
|
24,699 |
|
800 |
|
AVIC Shenyang Aircraft Co., Ltd., Class A |
|
|
6,752 |
|
83,000 |
|
AviChina Industry & Technology Co., Ltd., Class H |
|
|
47,471 |
|
4,500 |
|
China Spacesat Co., Ltd., Class A |
|
|
22,044 |
|
3,628 |
|
Korea Aerospace Industries, Ltd. |
|
|
70,697 |
|
|
|
|
|
|
289,000 |
|
Air Freight & Logistics (0.3%): |
|
|
|
|
9,147 |
|
BEST, Inc., ADR*^ |
|
|
27,441 |
|
730 |
|
Hyundai Glovis Co., Ltd. |
|
|
91,337 |
|
7,700 |
|
SF Holding Co., Ltd., Class A |
|
|
92,174 |
|
3,900 |
|
Yunda Holding Co., Ltd., Class A |
|
|
10,748 |
|
13,745 |
|
ZTO Express Cayman, Inc., ADR |
|
|
411,250 |
|
|
|
|
|
|
632,950 |
|
Airlines (0.2%): |
|
|
|
|
98,000 |
|
Air China, Ltd. |
|
|
64,270 |
|
39,299 |
|
China Eastern Airlines Corp., Ltd. |
|
|
28,491 |
|
50,000 |
|
China Eastern Airlines Corp., Ltd., Class H |
|
|
21,418 |
|
38,000 |
|
China Southern Airlines Co., Ltd.* |
|
|
32,320 |
|
28,000 |
|
China Southern Airlines Co., Ltd., Class H*^ |
|
|
15,194 |
|
99,676 |
|
Eva Airways Corp. |
|
|
36,854 |
|
4,189 |
|
InterGlobe Aviation, Ltd.* |
|
|
71,137 |
|
3,707 |
|
Korean Air Lines Co., Ltd.* |
|
|
59,093 |
|
28,736 |
|
Turk Hava Yollari Anonim Ortakligi* |
|
|
39,086 |
|
|
|
|
|
|
367,863 |
|
Auto Components (0.4%): |
|
|
|
|
6,982 |
|
Bharat Forge, Ltd. |
|
|
42,605 |
|
129 |
|
Bosch, Ltd. |
|
|
24,096 |
|
77,000 |
|
Cheng Shin Rubber Industry Co., Ltd. |
|
|
98,195 |
|
10,000 |
|
Fuyao Glass Industry Group Co., Ltd. |
|
|
47,749 |
|
12,800 |
|
Fuyao Glass Industry Group Co., Ltd., Class H |
|
|
47,138 |
|
2,479 |
|
Hankook Tire & Technology Co., Ltd. |
|
|
66,151 |
|
6,919 |
|
Hanon Systems |
|
|
72,952 |
|
10,400 |
|
Huayu Automotive Systems Co., Ltd. |
|
|
38,223 |
|
2,633 |
|
Hyundai Mobis Co., Ltd. |
|
|
517,290 |
|
31,296 |
|
Motherson Sumi Systems, Ltd. |
|
|
49,036 |
|
8,300 |
|
Ningbo Joyson Electronic Corp. |
|
|
27,151 |
|
|
|
|
|
|
1,030,586 |
|
Automobiles (2.1%): |
|
|
|
|
822,800 |
|
Astra International Tbk PT |
|
|
248,212 |
|
3,300 |
|
BAIC BluePark New Energy Technology Co., Ltd., Class A* |
|
|
2,870 |
|
91,500 |
|
BAIC Motor Corp., Ltd., Class H |
|
|
37,498 |
|
2,257 |
|
Bajaj Auto, Ltd. |
|
|
88,190 |
|
124,000 |
|
Brilliance China Automotive Holdings, Ltd. |
|
|
116,692 |
|
3,933 |
|
BYD Co., Ltd. |
|
|
67,613 |
|
25,000 |
|
BYD Co., Ltd., Class H |
|
|
396,587 |
|
8,200 |
|
Chongqing Changan Automobile Co., Ltd., Class A* |
|
|
16,219 |
|
108,000 |
|
Dongfeng Motor Group Co., Ltd., Class H |
|
|
67,632 |
|
5,640 |
|
Eicher Motors, Ltd. |
|
|
169,701 |
|
2,009 |
|
Ford Otomotiv Sanayi AS |
|
|
22,767 |
|
214,000 |
|
Geely Automobile Holdings, Ltd. |
|
|
429,793 |
|
125,500 |
|
Great Wall Motor Co., Ltd., Class H |
|
|
159,931 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Automobiles, continued |
|
|
|
|
125,200 |
|
Guangzhou Automobile Group Co., Ltd. |
|
$ |
104,967 |
|
4,024 |
|
Hero MotoCorp, Ltd. |
|
|
172,323 |
|
732 |
|
Hyundai Motor Co., Ltd. |
|
|
52,777 |
|
5,739 |
|
Hyundai Motor Co., Ltd. |
|
|
874,903 |
|
10,264 |
|
Kia Motors Corp. |
|
|
418,365 |
|
30,039 |
|
Mahindra & Mahindra, Ltd. |
|
|
248,911 |
|
4,761 |
|
Maruti Suzuki India, Ltd. |
|
|
437,441 |
|
40,666 |
|
NIO, Inc., ADR* |
|
|
862,932 |
|
26,000 |
|
SAIC Motor Corp., Ltd. |
|
|
73,296 |
|
65,884 |
|
Tata Motors, Ltd.* |
|
|
120,016 |
|
|
|
|
|
|
5,189,636 |
|
Banks (10.7%): |
|
|
|
|
29,428 |
|
Absa Group, Ltd. |
|
|
156,657 |
|
115,432 |
|
Abu Dhabi Commercial Bank |
|
|
177,661 |
|
194,200 |
|
Agricultural Bank of China, Ltd. |
|
|
90,397 |
|
1,000,000 |
|
Agricultural Bank of China, Ltd., Class A |
|
|
313,117 |
|
139,318 |
|
Akbank T.A.S.* |
|
|
92,946 |
|
45,858 |
|
Al Rajhi Bank |
|
|
803,687 |
|
33,870 |
|
Alinma Bank* |
|
|
147,648 |
|
53,900 |
|
AMMB Holdings Berhad |
|
|
39,052 |
|
25,089 |
|
Arab National Bank |
|
|
135,600 |
|
84,432 |
|
Axis Bank, Ltd.* |
|
|
490,146 |
|
49,140 |
|
Banco Bradesco SA |
|
|
157,689 |
|
1,862,909 |
|
Banco de Chile |
|
|
142,294 |
|
1,889 |
|
Banco de Credito e Inversiones |
|
|
59,688 |
|
33,971 |
|
Banco do Brasil SA |
|
|
179,186 |
|
11,234 |
|
Banco Santander Brasil SA |
|
|
55,935 |
|
2,964,227 |
|
Banco Santander Chile |
|
|
103,104 |
|
12,806 |
|
Bancolombia SA |
|
|
81,283 |
|
16,148 |
|
Bancolombia SA |
|
|
104,270 |
|
25,584 |
|
Bandhan Bank, Ltd.* |
|
|
95,745 |
|
23,500 |
|
Bangkok Bank Public Co., Ltd. |
|
|
71,383 |
|
13,481 |
|
Bank AlBilad |
|
|
86,808 |
|
19,448 |
|
Bank Al-Jazira |
|
|
72,733 |
|
664,000 |
|
Bank Mandiri Persero Tbk PT |
|
|
223,415 |
|
75,300 |
|
Bank of Beijing Co., Ltd., Class A |
|
|
51,758 |
|
2,984,000 |
|
Bank of China, Ltd. |
|
|
929,076 |
|
72,500 |
|
Bank of China, Ltd., Class A |
|
|
34,106 |
|
121,799 |
|
Bank of Communications Co., Ltd., Class A |
|
|
81,202 |
|
251,000 |
|
Bank of Communications Co., Ltd., Class H |
|
|
120,708 |
|
20,000 |
|
Bank of Hangzhou Co., Ltd. |
|
|
34,631 |
|
55,800 |
|
Bank of Jiangsu Co., Ltd. |
|
|
49,842 |
|
39,000 |
|
Bank of Nanjing Co., Ltd. |
|
|
45,214 |
|
17,600 |
|
Bank of Ningbo Co., Ltd. |
|
|
81,426 |
|
55,170 |
|
Bank of Shanghai Co., Ltd., Class A |
|
|
65,975 |
|
24,736 |
|
Bank of the Philippine Islands |
|
|
32,663 |
|
7,141 |
|
Bank Pekao SA* |
|
|
92,759 |
|
22,647 |
|
Banque Saudi Fransi |
|
|
195,139 |
|
81,114 |
|
BDO Unibank, Inc. |
|
|
144,812 |
|
9,341 |
|
BNK Financial Group, Inc. |
|
|
40,144 |
|
2,752 |
|
Capitec Bank Holdings, Ltd. |
|
|
170,430 |
|
207,053 |
|
Chang Hwa Commercial Bank |
|
|
124,143 |
|
257,000 |
|
China Citic Bank Co., Ltd. |
|
|
99,775 |
|
17,600 |
|
China Citic Bank Corp., Ltd. |
|
|
13,053 |
|
3,603,000 |
|
China Construction Bank |
|
|
2,346,394 |
|
32,600 |
|
China Construction Bank Corp. |
|
|
29,442 |
|
526,000 |
|
China Development Financial Holding Corp. |
|
|
154,701 |
|
122,500 |
|
China Everbright Bank Co., Ltd. |
|
|
65,674 |
|
99,000 |
|
China Everbright Bank Co., Ltd., Class H |
|
|
31,267 |
|
145,000 |
|
China Merchants Bank Co., Ltd. |
|
|
690,510 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
48,344 |
|
China Merchants Bank Co., Ltd. |
|
$ |
255,684 |
|
182,300 |
|
China Minsheng Banking Corp., Ltd. |
|
|
95,639 |
|
104,500 |
|
China Minsheng Banking Corp., Ltd., Class A |
|
|
81,342 |
|
125,000 |
|
Chongqing Rural Commercial Bank Co., Ltd. |
|
|
46,096 |
|
222,300 |
|
CIMB Group Holdings Berhad |
|
|
165,453 |
|
77,279 |
|
Commercial Bank of Qatar Qsc (The) |
|
|
86,443 |
|
56,946 |
|
Commercial International Bank Egypt SAE |
|
|
240,974 |
|
2,377 |
|
Credicorp, Ltd. |
|
|
294,724 |
|
670,000 |
|
CTBC Financial Holding Co., Ltd. |
|
|
426,060 |
|
88,063 |
|
Dubai Islamic Bank |
|
|
104,030 |
|
442,005 |
|
E.Sun Financial Holding Co., Ltd. |
|
|
391,050 |
|
74,638 |
|
Emirates NBD Bank PJSC |
|
|
217,293 |
|
105,346 |
|
First Abu Dhabi Bank PJSC |
|
|
322,755 |
|
385,649 |
|
First Financial Holdings Co., Ltd. |
|
|
274,319 |
|
100,606 |
|
Grupo Financiero Banorte SAB de C.V.* |
|
|
348,736 |
|
58,223 |
|
Grupo Financiero Inbursa SAB de C.V., Class O* |
|
|
45,385 |
|
12,569 |
|
Habib Bank, Ltd. |
|
|
9,944 |
|
10,695 |
|
Hana Financial Holdings Group, Inc. |
|
|
254,583 |
|
25,700 |
|
Hong Leong Bank Berhad |
|
|
93,389 |
|
6,400 |
|
Hong Leong Financial Group Berhad |
|
|
22,097 |
|
297,275 |
|
Hua Nan Financial Holdings Co., Ltd. |
|
|
181,267 |
|
26,900 |
|
Huaxia Bank Co., Ltd., Class A |
|
|
24,221 |
|
191,029 |
|
ICICI Bank, Ltd.* |
|
|
926,733 |
|
143,100 |
|
Industrial & Commercial Bank of China, Ltd., Class A |
|
|
103,400 |
|
2,269,000 |
|
Industrial & Commercial Bank of China, Ltd., Class H |
|
|
1,182,945 |
|
54,200 |
|
Industrial Bank Co., Ltd. |
|
|
128,421 |
|
8,902 |
|
Industrial Bank of Korea (IBK) |
|
|
60,540 |
|
178,741 |
|
Itausa - Investimentos Itau S.A. |
|
|
280,104 |
|
19,600 |
|
Kasikornbank Public Co., Ltd. |
|
|
47,775 |
|
53,300 |
|
Kasikornbank Public Co., Ltd. |
|
|
129,920 |
|
14,554 |
|
KB Financial Group, Inc. |
|
|
469,442 |
|
2,004 |
|
Komercni Banka AS |
|
|
42,153 |
|
114,800 |
|
Krung Thai Bank |
|
|
32,131 |
|
147,201 |
|
Malayan Banking Bhd |
|
|
256,589 |
|
129,115 |
|
Masraf Al Rayan |
|
|
147,822 |
|
100 |
|
mBank SA |
|
|
4,305 |
|
29,363 |
|
MCB Bank, Ltd. |
|
|
30,803 |
|
379,000 |
|
Mega Financial Holdings Co., Ltd. |
|
|
364,110 |
|
46,592 |
|
Metropolitan Bank & Trust |
|
|
36,723 |
|
24,321 |
|
Moneta Money Bank AS |
|
|
56,026 |
|
55,182 |
|
National Commercial Bank |
|
|
546,864 |
|
14,993 |
|
Nedcor, Ltd. |
|
|
90,077 |
|
8,652 |
|
OTP Bank Nyrt* |
|
|
260,472 |
|
51,000 |
|
Ping An Bank Co., Ltd., Class A |
|
|
113,707 |
|
386,000 |
|
Postal Savings Bank of China Co., Ltd., Class H |
|
|
162,404 |
|
30,583 |
|
Powszechna Kasa Oszczednosci Bank Polski SA* |
|
|
167,581 |
|
367,600 |
|
PT Bank Central Asia Tbk |
|
|
672,669 |
|
302,700 |
|
PT Bank Negara Indonesia Tbk |
|
|
91,186 |
|
2,074,000 |
|
PT Bank Rakyat Indonesia Tbk |
|
|
426,608 |
|
109,100 |
|
Public Bank Berhad |
|
|
412,630 |
|
27,221 |
|
Qatar International Islamic Bank QSC |
|
|
62,822 |
|
44,437 |
|
Qatar Islamic Bank |
|
|
201,952 |
|
167,081 |
|
Qatar National Bank |
|
|
834,197 |
|
59,900 |
|
RHB Bank Bhd |
|
|
65,935 |
|
50,784 |
|
Riyad Bank |
|
|
252,532 |
|
35,841 |
|
Samba Financial Group |
|
|
257,206 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
1,058 |
|
Santander Bank Polska SA* |
|
$ |
38,961 |
|
397,576 |
|
Sberbank of Russia* |
|
|
1,166,092 |
|
141,724 |
|
Shanghai Commercial & Savings Bank, Ltd. (The) |
|
|
190,280 |
|
88,300 |
|
Shanghai Pudong Development Bank Co., Ltd. |
|
|
121,750 |
|
16,865 |
|
Shinhan Financial Group Co., Ltd. |
|
|
392,268 |
|
39,600 |
|
Siam Commercial Bank Public Co., Ltd. |
|
|
81,452 |
|
354,800 |
|
SinoPac Financial Holdings Co., Ltd. |
|
|
133,346 |
|
47,614 |
|
Standard Bank Group, Ltd. |
|
|
306,788 |
|
74,165 |
|
State Bank of India* |
|
|
187,857 |
|
337,078 |
|
Taishin Financial Holding Co., Ltd. |
|
|
149,103 |
|
225,606 |
|
Taiwan Business Bank |
|
|
74,371 |
|
339,752 |
|
Taiwan Cooperative Financial Holding Co., Ltd. |
|
|
228,933 |
|
29,175 |
|
The Saudi British Bank |
|
|
196,900 |
|
858,486 |
|
TMB Bank pcl |
|
|
24,169 |
|
84,640 |
|
Turkiye Garanti Bankasi AS* |
|
|
77,826 |
|
75,100 |
|
Turkiye Is Bankasi AS, Class C* |
|
|
52,065 |
|
18,589 |
|
VTB Bank PJSC, GDR* |
|
|
15,464 |
|
112,678,346 |
|
VTB Bank PJSC* |
|
|
49,986 |
|
22,157 |
|
Woori Financial Group, Inc. |
|
|
162,718 |
|
100,695 |
|
Yapi ve Kredi Bankasi AS* |
|
|
27,796 |
|
|
|
|
|
|
26,183,681 |
|
Beverages (1.3%): |
|
|
|
|
184,079 |
|
Ambev SA Com Npv |
|
|
411,068 |
|
1,645 |
|
Anadolu Efes Biracilik ve Malt Sanayii AS |
|
|
4,413 |
|
1,100 |
|
Anhui Gujing Distillery Co., Ltd., Class A |
|
|
35,106 |
|
3,000 |
|
Anhui Gujing Distillery Co., Ltd., Class B |
|
|
33,426 |
|
4,100 |
|
Anhui Kouzi Distillery Co., Ltd. |
|
|
30,577 |
|
18,016 |
|
Arca Continental SAB de C.V. |
|
|
78,058 |
|
17,696 |
|
Becle SAB de CV |
|
|
36,130 |
|
3,700 |
|
Beijing Shunxin Agriculture Co., Ltd., Class A |
|
|
32,720 |
|
7,400 |
|
Carlsberg Brewery Malaysia Berhad |
|
|
36,869 |
|
54,000 |
|
China Resources Beer Holdings Co., Ltd. |
|
|
331,260 |
|
200 |
|
Chongqing Brewery Co., Ltd., Class A |
|
|
3,032 |
|
23,712 |
|
Coca-Cola Femsa S.A.B de C.V. |
|
|
96,752 |
|
3,027 |
|
Compania Cervecerias Unidas SA |
|
|
19,555 |
|
18,288 |
|
Embotelladora Andina SA |
|
|
40,426 |
|
74,054 |
|
Fomento Economico Mexicano S.A.B. de C.V. |
|
|
417,444 |
|
6,500 |
|
Fraser & Neave Holdings Bhd |
|
|
50,416 |
|
2,800 |
|
Jiangsu Kings Luck Brewery JSC, Ltd., Class A |
|
|
18,276 |
|
3,200 |
|
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., Class A |
|
|
58,895 |
|
2,872 |
|
Kweichow Moutai Co., Ltd. |
|
|
706,032 |
|
3,200 |
|
Luzhou Laojiao Co., Ltd. |
|
|
67,734 |
|
23,700 |
|
Osotspa pcl |
|
|
26,216 |
|
2,400 |
|
Shanxi Xinghuacun Fen Wine Factory Co., Ltd., Class A |
|
|
69,874 |
|
2,600 |
|
Tsingtao Brewery Co., Ltd., Class A |
|
|
28,792 |
|
18,000 |
|
Tsingtao Brewery Co., Ltd., Class H |
|
|
147,019 |
|
11,271 |
|
United Spirits, Ltd.* |
|
|
79,127 |
|
8,900 |
|
Wuliangye Yibin Co., Ltd., Class A |
|
|
289,714 |
|
|
|
|
|
|
3,148,931 |
|
Biotechnology (0.8%): |
|
|
|
|
51,000 |
|
3SBio, Inc.* |
|
|
58,109 |
|
718 |
|
Alteogen, Inc.* |
|
|
110,564 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Biotechnology, continued |
|
|
|
|
5,400 |
|
Beijing Tiantan Biological Products Corp., Ltd., Class A |
|
$ |
31,631 |
|
600 |
|
BGI Genomics Co., Ltd. |
|
|
12,690 |
|
10,381 |
|
Biocon, Ltd.* |
|
|
63,290 |
|
3,579 |
|
Celltrion, Inc.* |
|
|
787,576 |
|
3,200 |
|
Chongqing Zhifei Biological Products Co., Ltd., Class A |
|
|
66,001 |
|
6,370 |
|
Hualan Biological Engineering, Inc., Class A |
|
|
53,493 |
|
35,500 |
|
Innovent Biologics, Inc.* |
|
|
264,383 |
|
725 |
|
Seegne, Inc. |
|
|
161,696 |
|
21,600 |
|
Shanghai Raas Blood Products Co., Ltd. |
|
|
26,126 |
|
1,600 |
|
Shenzhen Kangtai Biological Products Co., Ltd., Class A |
|
|
43,010 |
|
4,000 |
|
Walvax Biotechnology Co., Ltd., Class A |
|
|
30,029 |
|
2,191 |
|
Zai Lab, Ltd., ADR* |
|
|
182,225 |
|
|
|
|
|
|
1,890,823 |
|
Building Products (0.0%): |
|
|
|
|
3,000 |
|
Beijing New Building Materials plc |
|
|
13,678 |
|
35,000 |
|
China Lesso Group Holdings, Ltd. |
|
|
63,297 |
|
|
|
|
|
|
76,975 |
|
Capital Markets (1.4%): |
|
|
|
|
78,497 |
|
B3 SA- Brasil Bolsa Balcao |
|
|
768,964 |
|
8,820 |
|
Banco BTG Pactual SA |
|
|
114,422 |
|
68,300 |
|
Bangkok Commercial Asset Management pcl, Class R |
|
|
42,730 |
|
17,800 |
|
Caitong Securities Co., Ltd. |
|
|
37,449 |
|
410,000 |
|
China Cinda Asset Management Co., Ltd., Class H |
|
|
76,959 |
|
26,000 |
|
China Everbright, Ltd. |
|
|
34,817 |
|
164,000 |
|
China Galaxy Securities Co. |
|
|
92,435 |
|
327,000 |
|
China Huarong Asset Management Co., Ltd., Class H |
|
|
34,782 |
|
54,400 |
|
China International Capital Corp., Ltd.*^ |
|
|
126,312 |
|
21,340 |
|
China Merchants Securities Co., Ltd.* |
|
|
67,906 |
|
29,100 |
|
Citic Securities Co., Ltd., Class A |
|
|
128,818 |
|
82,000 |
|
Citic Securities Co., Ltd., Class A |
|
|
183,868 |
|
5,300 |
|
CSC Financial Co., Ltd., Class A |
|
|
39,039 |
|
19,440 |
|
East Money Information Co., Ltd., Class A |
|
|
68,553 |
|
6,600 |
|
Everbright Securities Co., Ltd. |
|
|
21,245 |
|
20,100 |
|
Founder Securities Co., Ltd., Class A* |
|
|
24,826 |
|
54,800 |
|
GF Securities Co., Ltd. |
|
|
69,806 |
|
15,400 |
|
GF Securities Co., Ltd., Class A |
|
|
35,722 |
|
12,599 |
|
Guosen Securities Co., Ltd., Class A |
|
|
24,964 |
|
30,400 |
|
Guotai Junan Securities Co., Ltd. |
|
|
81,697 |
|
13,800 |
|
Guotai Junan Securities Co., Ltd. |
|
|
19,332 |
|
78,800 |
|
Haitong Securities Co., Ltd.* |
|
|
67,599 |
|
28,600 |
|
Haitong Securities Co., Ltd.* |
|
|
59,489 |
|
1,835 |
|
HDFC Asset Management Co., Ltd. |
|
|
56,512 |
|
1,000 |
|
Hithink RoyalFlush Information Network Co., Ltd., Class A |
|
|
23,504 |
|
23,600 |
|
Huatai Securities Co., Ltd., Class A |
|
|
71,469 |
|
44,600 |
|
Huatai Securities Co., Ltd., Class H |
|
|
73,146 |
|
24,300 |
|
Industrial Securities Co., Ltd. |
|
|
29,738 |
|
1,625 |
|
Korea Investment Holdings Co., Ltd. |
|
|
102,517 |
|
10,139 |
|
Meritz Securities Co., Ltd. |
|
|
28,523 |
|
13,132 |
|
Mirae Asset Daewoo Co., Ltd. |
|
|
96,836 |
|
6,300 |
|
Nanjing Securities Co., Ltd. |
|
|
13,078 |
|
2,777 |
|
NH Investment & Securities Co., Ltd. |
|
|
21,949 |
|
540 |
|
Noah Holdings, Ltd., ADR* |
|
|
14,078 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
20,500 |
|
Orient Securities Co., Ltd./China |
|
$ |
33,236 |
|
15,700 |
|
Pacific Securities Co. Ltd (The), Class A* |
|
|
9,391 |
|
5,890 |
|
Reinet Investments SCA |
|
|
102,137 |
|
2,406 |
|
Samsung Securities Co., Ltd. |
|
|
62,894 |
|
8,000 |
|
SDIC Capital Co., Ltd., Class A |
|
|
17,995 |
|
69,900 |
|
Shenwan Hongyuan Group Co., Ltd. |
|
|
54,549 |
|
58,293 |
|
The Moscow Exchange |
|
|
109,760 |
|
26,100 |
|
Tianfeng Securities Co., Ltd., Class A |
|
|
24,835 |
|
381,680 |
|
Yuanta Financial Holding Co., Ltd. |
|
|
235,559 |
|
5,300 |
|
Zheshang Securities Co., Ltd. |
|
|
13,763 |
|
|
|
|
|
|
3,417,203 |
|
Chemicals (2.3%): |
|
|
|
|
4,207 |
|
Advanced Petrochemical Co. |
|
|
66,297 |
|
11,228 |
|
Asian Paints, Ltd. |
|
|
302,552 |
|
9,301 |
|
Berger Paints India, Ltd. |
|
|
73,649 |
|
127,000 |
|
Formosa Chemicals & Fibre Corp. |
|
|
297,207 |
|
144,000 |
|
Formosa Plastics Corp. |
|
|
391,211 |
|
4,017 |
|
Hanwha Chemical Corp. |
|
|
134,152 |
|
13,400 |
|
Hengli Petrochemical Co., Ltd. |
|
|
36,726 |
|
21,292 |
|
Hengyi Petrochemical Co., Ltd., Class A |
|
|
32,624 |
|
60,600 |
|
Indorama Ventures pcl |
|
|
40,447 |
|
644 |
|
Kumho Petrochemical Co., Ltd. |
|
|
59,935 |
|
226 |
|
LG Chem, Ltd. |
|
|
61,834 |
|
1,757 |
|
LG Chem, Ltd. |
|
|
981,196 |
|
540 |
|
Lotte Chemical Corp. |
|
|
90,657 |
|
184,769 |
|
Mesaieed Petrochemical Holding Co. |
|
|
105,749 |
|
192,000 |
|
Nan Ya Plastics Corp. |
|
|
394,778 |
|
16,206 |
|
National Industrialization Co.* |
|
|
57,487 |
|
39,450 |
|
Orbia Advance Corp SAB de CV |
|
|
69,141 |
|
99,000 |
|
Petronas Chemicals Group Berhad |
|
|
134,381 |
|
6,230 |
|
PhosAgro, GDR |
|
|
74,937 |
|
5,243 |
|
Pidilite Industries, Ltd. |
|
|
102,249 |
|
832,600 |
|
PT Barito Pacific Tbk* |
|
|
44,443 |
|
90,600 |
|
PTT Global Chemical Public Co., Ltd. |
|
|
113,471 |
|
12,900 |
|
Rongsheng Petro Chemical Co., Ltd., Class A |
|
|
35,777 |
|
16,532 |
|
Sahara International Petrochemical Co. |
|
|
72,968 |
|
20,456 |
|
Sasol, Ltd.* |
|
|
156,882 |
|
8,038 |
|
Saudi Arabian Fertilizer Co. |
|
|
175,570 |
|
33,982 |
|
Saudi Basic Industries Corp. |
|
|
801,372 |
|
9,924 |
|
Saudi Industrial Investment Group |
|
|
61,685 |
|
25,640 |
|
Saudi Kayan Petrochemical Co.* |
|
|
80,150 |
|
2,000 |
|
Shanghai Putailai New Energy Technology Co., Ltd., Class A |
|
|
32,125 |
|
156,000 |
|
Sinopec Shanghai Petrochemical Co., Ltd., Class H |
|
|
28,505 |
|
4,584 |
|
Sociedad Quimica y Minera de Chile SA |
|
|
148,932 |
|
760 |
|
Tianqi Lithium Corp., Class A* |
|
|
2,228 |
|
17,837 |
|
UPL, Ltd. |
|
|
122,262 |
|
9,000 |
|
Wanhua Chemical Group Co., Ltd. |
|
|
92,171 |
|
8,939 |
|
Yanbu National Petrochemical Co. |
|
|
139,973 |
|
14,800 |
|
Zhejiang Longsheng Group Co., Ltd., Class A |
|
|
29,635 |
|
|
|
|
|
|
5,645,358 |
|
Commercial Services & Supplies (0.3%): |
|
|
|
|
17,750 |
|
A-Living Services Co., Ltd., Class H |
|
|
90,386 |
|
177,222 |
|
China Everbright International, Ltd. |
|
|
100,790 |
|
53,000 |
|
Country Garden Services Holdings Co., Ltd. |
|
|
342,963 |
|
44,000 |
|
Greentown Service Group Co., Ltd. |
|
|
53,853 |
|
588 |
|
S1 Corp. |
|
|
43,989 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Commercial Services & Supplies, continued |
|
|
|
|
2,200 |
|
Shanghai M&G Stationery, Inc., Class A |
|
$ |
21,951 |
|
|
|
|
|
|
653,932 |
|
Communications Equipment (0.2%): |
|
|
|
|
20,000 |
|
Accton Technology Corp. |
|
|
154,522 |
|
20,500 |
|
BYD Electronic International Co., Ltd. |
|
|
104,249 |
|
5,600 |
|
Fiberhome Telecommunication Technologies Co., Ltd. |
|
|
19,611 |
|
702 |
|
KMW Co., Ltd.* |
|
|
47,133 |
|
1,400 |
|
Shenzhen Sunway Communication Co., Ltd., Class A |
|
|
11,285 |
|
1,800 |
|
Yealink Network Technology Corp., Ltd., Class A |
|
|
15,997 |
|
8,300 |
|
ZTE Corp. |
|
|
40,554 |
|
33,000 |
|
ZTE Corp., Class H |
|
|
78,816 |
|
|
|
|
|
|
472,167 |
|
Construction & Engineering (0.5%): |
|
|
|
|
195,000 |
|
China Communications Construction Co., Ltd. |
|
|
102,524 |
|
42,098 |
|
China Railway Construction Corp., Ltd., Class A |
|
|
51,273 |
|
68,500 |
|
China Railway Construction Corp., Ltd., Class H |
|
|
47,175 |
|
118,000 |
|
China Railway Group, Ltd. |
|
|
55,611 |
|
85,500 |
|
China Railway Group, Ltd., Class A |
|
|
67,695 |
|
134,200 |
|
China State Construction Engineering Corp., Ltd. |
|
|
100,170 |
|
44,000 |
|
China State Construction International Holdings, Ltd. |
|
|
28,811 |
|
1,147 |
|
Daelim Industrial Co., Ltd. |
|
|
75,845 |
|
75,400 |
|
Gamuda Berhad |
|
|
63,547 |
|
2,296 |
|
GS Engineering & Construction Corp. |
|
|
47,377 |
|
3,197 |
|
Hyundai Engineering & Construction Co., Ltd. |
|
|
83,203 |
|
19,466 |
|
Larsen & Toubro, Ltd. |
|
|
239,190 |
|
71,700 |
|
Metallurgical Corp. of China, Ltd. |
|
|
27,871 |
|
38,400 |
|
Power Construction Corp. of China, Ltd. |
|
|
21,306 |
|
5,657 |
|
Samsung Engineering Co., Ltd.* |
|
|
50,984 |
|
67,500 |
|
Sinopec Engineering Group Co., Ltd. |
|
|
24,877 |
|
|
|
|
|
|
1,087,459 |
|
Construction Materials (1.0%): |
|
|
|
|
19,842 |
|
Ambuja Cements, Ltd. |
|
|
58,584 |
|
12,400 |
|
Anhui Conch Cement Co., Ltd., Class A |
|
|
101,012 |
|
43,000 |
|
Anhui Conch Cement Co., Ltd., Class H |
|
|
297,312 |
|
72,000 |
|
Asia Cement Corp. |
|
|
103,494 |
|
25,400 |
|
BBMG Corp. |
|
|
11,459 |
|
3,700 |
|
Beijing Oriental Yuhong Waterproof Technology Co., Ltd. |
|
|
29,394 |
|
528,079 |
|
Cemex SAB de C.V. |
|
|
200,205 |
|
144,000 |
|
China National Buildings Material Co., Ltd. |
|
|
182,351 |
|
102,000 |
|
China Resources Cement Holdings, Ltd. |
|
|
139,919 |
|
11,216 |
|
Grasim Industries, Ltd. |
|
|
113,639 |
|
8,000 |
|
Huaxin Cement Co., Ltd. |
|
|
29,599 |
|
658 |
|
POSCO Chemical Co., Ltd. |
|
|
47,083 |
|
70,800 |
|
PT Indocement Tunggal Prakarsa Tbk |
|
|
49,709 |
|
112,100 |
|
PT Semen Indonesia (Persero) Tbk |
|
|
69,523 |
|
3,423 |
|
Saudi Cement Co. |
|
|
53,050 |
|
368 |
|
Shree Cement, Ltd. |
|
|
101,113 |
|
198,374 |
|
Taiwan Cement Corp. |
|
|
284,441 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Construction Materials, continued |
|
|
|
|
29,400 |
|
The Siam Cement Public Co., Ltd. |
|
$ |
299,117 |
|
4,119 |
|
Ultra Tech Cement, Ltd. |
|
|
226,228 |
|
|
|
|
|
|
2,397,232 |
|
Consumer Finance (0.2%): |
|
|
|
|
6,832 |
|
Bajaj Finance, Ltd. |
|
|
306,967 |
|
29,000 |
|
Krungthai Card pcl |
|
|
32,060 |
|
28,300 |
|
Muangthai Capital pcl, Class R |
|
|
44,087 |
|
1,493 |
|
Samsung Card Co., Ltd. |
|
|
36,365 |
|
3,573 |
|
Shriram Transport Finance |
|
|
30,236 |
|
27,700 |
|
Srisawad Corp pcl |
|
|
42,710 |
|
|
|
|
|
|
492,425 |
|
Containers & Packaging (0.1%): |
|
|
|
|
26,483 |
|
Klabin SA |
|
|
112,242 |
|
1,500 |
|
Yunnan Energy New Material Co., Ltd. |
|
|
20,294 |
|
|
|
|
|
|
132,536 |
|
Diversified Consumer Services (1.0%): |
|
|
|
|
19,000 |
|
China East Education Holdings, Ltd. |
|
|
41,222 |
|
25,000 |
|
China Education Group Holdings, Ltd. |
|
|
45,835 |
|
48,000 |
|
China Yuhua Education Corp., Ltd. |
|
|
41,211 |
|
70,479 |
|
Cogna Educacao |
|
|
65,013 |
|
2,380 |
|
GSX Techedu, Inc., ADR*^ |
|
|
214,462 |
|
9,500 |
|
Koolearn Technology Holding, Ltd.* |
|
|
40,694 |
|
5,492 |
|
New Oriental Education & Technology Group, Inc., ADR* |
|
|
821,054 |
|
5,500 |
|
Offcn Education Technology Co., Ltd., Class A |
|
|
26,360 |
|
14,303 |
|
TAL Education Group, ADR* |
|
|
1,087,599 |
|
|
|
|
|
|
2,383,450 |
|
Diversified Financial Services (0.6%): |
|
|
|
|
9,600 |
|
Ayala Corp. |
|
|
136,466 |
|
51,263 |
|
Chailease Holding Co., Ltd. |
|
|
232,941 |
|
84,000 |
|
Far East Horizon, Ltd. |
|
|
68,362 |
|
183,351 |
|
FirstRand, Ltd. |
|
|
450,778 |
|
251,000 |
|
Fubon Financial Holdings Co., Ltd. |
|
|
364,417 |
|
8,105 |
|
Grupo de Inversiones Suramericana SA |
|
|
43,690 |
|
2,293 |
|
GT Capital Holdings, Inc. |
|
|
18,282 |
|
32,091 |
|
Haci Omer Sabanci Holding AS |
|
|
34,594 |
|
431,800 |
|
Metro Pacific Investments Corp. |
|
|
31,093 |
|
31,853 |
|
REC, Ltd. |
|
|
43,047 |
|
21,246 |
|
Remgro, Ltd. |
|
|
119,181 |
|
|
|
|
|
|
1,542,851 |
|
Diversified Telecommunication Services (1.2%): |
|
|
|
|
4,295 |
|
Bharti Infratel, Ltd. |
|
|
10,265 |
|
98,000 |
|
China Communications Services Corp., Ltd. |
|
|
57,687 |
|
472,000 |
|
China Telecom Corp., Ltd., Class H |
|
|
141,585 |
|
1,612,000 |
|
China Tower Corp., Ltd., Class H |
|
|
280,052 |
|
218,000 |
|
China Unicom Hong Kong, Ltd. |
|
|
142,936 |
|
134,000 |
|
Chunghwa Telecom Co., Ltd. |
|
|
494,315 |
|
74,013 |
|
Emirates Telecommunications Group Co. PJSC |
|
|
336,324 |
|
9,630 |
|
Hellenic Telecommunications Organization SA (OTE) |
|
|
139,004 |
|
8,786 |
|
LG Uplus Corp. |
|
|
86,362 |
|
34,613 |
|
Ooredoo Qsc |
|
|
63,525 |
|
22,338 |
|
Orange Polska SA* |
|
|
39,512 |
|
1,918,000 |
|
PT Telekomunikasi Indonesia Tbk |
|
|
331,782 |
|
23,123 |
|
Saudi Telecom Co. |
|
|
619,811 |
|
5,248 |
|
Telecom Argentina SA, ADR |
|
|
34,322 |
|
15,765 |
|
Telefonica Brasil |
|
|
121,898 |
|
37,500 |
|
Telekom Malaysia Berhad |
|
|
37,449 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Diversified Telecommunication Services, continued |
|
|
|
|
494,000 |
|
True Corp. pcl |
|
$ |
48,412 |
|
|
|
|
|
|
2,985,241 |
|
Electric Utilities (0.7%): |
|
|
|
|
12,336 |
|
Centrais Eletricas Brasileiras S.A |
|
|
66,606 |
|
8,926 |
|
Centrais Eletricas Brasileiras S.A |
|
|
49,577 |
|
6,478 |
|
CEZ AS |
|
|
122,648 |
|
44,881 |
|
Companhia Energetica de Minas Gerais |
|
|
80,723 |
|
7,090 |
|
CPFL Energia SA |
|
|
34,797 |
|
1,367,797 |
|
ENEL Americas SA |
|
|
177,756 |
|
1,011,183 |
|
ENEL Chile SA |
|
|
70,988 |
|
6,011 |
|
Energisa SA |
|
|
44,016 |
|
32,737 |
|
Equatorial Energia SA |
|
|
123,474 |
|
1,337,191 |
|
Inter Rao Ues PJSC |
|
|
96,581 |
|
18,686 |
|
Interconexion Electrica SA ESP |
|
|
99,554 |
|
9,442 |
|
Korea Electric Power Corp., Ltd.* |
|
|
164,614 |
|
9,400 |
|
Manila Electric Co. |
|
|
52,556 |
|
25,730 |
|
PGE SA* |
|
|
42,650 |
|
59,179 |
|
Power Grid Corp. of India, Ltd. |
|
|
130,699 |
|
34,447 |
|
Saudi Electricity Co. |
|
|
158,191 |
|
82,200 |
|
Tenega Nasional Berhad |
|
|
207,932 |
|
|
|
|
|
|
1,723,362 |
|
Electrical Equipment (0.3%): |
|
|
|
|
5,000 |
|
Contemporary Amperex Technology Co., Ltd., Class A |
|
|
155,029 |
|
33,350 |
|
Elswedy Cables Holding Co. |
|
|
14,533 |
|
3,801 |
|
Eve Energy Co., Ltd., Class A |
|
|
27,666 |
|
9,805 |
|
Havells India, Ltd. |
|
|
90,403 |
|
12,500 |
|
Jiangsu Zhongtian Technology Co., Ltd., Class A |
|
|
19,198 |
|
17,559 |
|
Luxshare Precision Industry Co., Ltd. |
|
|
148,300 |
|
12,400 |
|
Nari Technology Co., Ltd. |
|
|
35,941 |
|
138,000 |
|
Shanghai Electric Group Co., Ltd., Class H* |
|
|
37,336 |
|
16,541 |
|
Xinjiang Goldwind Science & Technology Co., Ltd. |
|
|
24,923 |
|
27,400 |
|
Xinjiang Goldwind Science & Technology Co., Ltd. |
|
|
24,035 |
|
6,600 |
|
Zhejiang Chint Electrics Co., Ltd., Class A |
|
|
29,338 |
|
19,900 |
|
Zhuzhou CRRC Times Electric Co., Ltd., Class H |
|
|
67,110 |
|
|
|
|
|
|
673,812 |
|
Electronic Equipment, Instruments & Components (2.2%): |
|
|
|
|
24,500 |
|
AAC Technologies Holdings, Inc.^ |
|
|
133,018 |
|
346,000 |
|
AU Optronics Corp.* |
|
|
134,795 |
|
3,300 |
|
AVIC Jonhon Optronic Technology Co., Ltd., Class A |
|
|
22,499 |
|
4,200 |
|
Chaozhou Three-Circle Group Co., Ltd., Class A |
|
|
17,819 |
|
54,000 |
|
China Railway Signal & Communication Corp., Ltd. |
|
|
17,731 |
|
73,000 |
|
Delta Electronics, Inc. |
|
|
478,728 |
|
9,699 |
|
Foxconn Industrial Internet Co., Ltd., Class A |
|
|
19,398 |
|
22,000 |
|
Foxconn Technology Co., Ltd. |
|
|
39,264 |
|
8,100 |
|
GoerTek, Inc., Class A |
|
|
48,413 |
|
2,100 |
|
Guangzhou Shiyuan Electronic Technology Co., Ltd., Class A |
|
|
30,060 |
|
23,500 |
|
Hangzhou Hikvision Digital |
|
|
132,034 |
|
473,000 |
|
Hon Hai Precision Industry Co., Ltd. |
|
|
1,266,367 |
|
324,000 |
|
Innolux Corp. |
|
|
105,690 |
|
25,500 |
|
Kingboard Holdings, Ltd. |
|
|
84,284 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Electronic Equipment, Instruments & Components, continued |
|
|
|
|
37,500 |
|
Kingboard Laminates Holdings, Ltd. |
|
$ |
51,627 |
|
4,000 |
|
Largan Precision Co., Ltd. |
|
|
467,382 |
|
5,700 |
|
Lens Technology Co., Ltd., Class A |
|
|
27,086 |
|
8,822 |
|
LG Display Co., Ltd.* |
|
|
115,663 |
|
549 |
|
LG Innotek Co., Ltd. |
|
|
72,686 |
|
19,600 |
|
Lingyi iTech Guangdong Co., Class A |
|
|
32,404 |
|
1,200 |
|
NAURA Technology Group Co., Ltd., Class A |
|
|
28,144 |
|
4,200 |
|
OFILM Group Co., Ltd., Class A |
|
|
8,929 |
|
2,107 |
|
Samsung Electro-Mechanics Co., Ltd., Series L |
|
|
250,163 |
|
2,101 |
|
Samsung SDI Co., Ltd. |
|
|
777,846 |
|
3,800 |
|
Shengyi Technology Co., Ltd., Class A |
|
|
13,070 |
|
1,820 |
|
Shennan Circuits Co., Ltd., Class A |
|
|
31,312 |
|
26,400 |
|
Sunny Optical Technology Group Co., Ltd. |
|
|
404,328 |
|
7,000 |
|
Suzhou Dongshan Precision Manufacturing Co., Ltd. |
|
|
27,319 |
|
55,000 |
|
Synnex Technology International Corp. |
|
|
78,489 |
|
14,000 |
|
Tianma Microelectronics Co., Ltd., Class A |
|
|
30,517 |
|
2,800 |
|
Tunghsu Optoelectronic Technology Co., Ltd.* |
|
|
1,248 |
|
6,300 |
|
Unisplendour Corp., Ltd., Class A |
|
|
23,614 |
|
13,000 |
|
Walsin Technology Corp. |
|
|
69,728 |
|
1,700 |
|
Wingtech Technology Co., Ltd. |
|
|
29,350 |
|
47,960 |
|
WPG Holdings, Ltd. |
|
|
64,476 |
|
7,140 |
|
Wuhan Guide Infrared Co., Ltd. |
|
|
36,352 |
|
1,500 |
|
WUS Printed Circuit Kunshan Co., Ltd., Class A |
|
|
4,159 |
|
1,700 |
|
Wuxi Lead Intelligent Equipment Co., Ltd., Class A |
|
|
12,155 |
|
10,377 |
|
Yageo Corp. |
|
|
126,714 |
|
9,200 |
|
Zhejiang Dahua Technology Co., Ltd., Class A |
|
|
27,810 |
|
26,000 |
|
Zhen Ding Technology Holding, Ltd. |
|
|
113,810 |
|
|
|
|
|
|
5,456,481 |
|
Energy Equipment & Services (0.1%): |
|
|
|
|
72,000 |
|
China Oilfield Services, Ltd. |
|
|
50,525 |
|
153,400 |
|
Dialog Group Berhad |
|
|
141,175 |
|
|
|
|
|
|
191,700 |
|
Entertainment (1.3%): |
|
|
|
|
500,000 |
|
Alibaba Pictures Group, Ltd.* |
|
|
74,797 |
|
3,970 |
|
Bilibili, Inc., ADR* |
|
|
165,152 |
|
2,591 |
|
CD Projekt SA* |
|
|
280,231 |
|
400 |
|
G-Bits Network Technology Xiamen Co., Ltd. |
|
|
36,616 |
|
2,528 |
|
HUYA, Inc., ADR*^ |
|
|
60,546 |
|
8,880 |
|
IQIYI, Inc., ADR* |
|
|
200,510 |
|
4,000 |
|
Mango Excellent Media Co., Ltd., Class A |
|
|
39,615 |
|
631 |
|
Ncsoft Corp. |
|
|
434,652 |
|
3,145 |
|
NetEase, Inc., ADR |
|
|
1,429,936 |
|
874 |
|
Netmarble Corp.* |
|
|
122,944 |
|
281 |
|
Pearl Abyss Corp.* |
|
|
48,457 |
|
7,050 |
|
Perfect World Co., Ltd., Class A |
|
|
34,624 |
|
14,596 |
|
Tencent Music Entertainment Group, ADR* |
|
|
215,583 |
|
2,100 |
|
Wanda Film Holding Co., Ltd.* |
|
|
5,504 |
|
4,800 |
|
Wuhu Sanqi Interactive Entertainment Network Technology Group Co., Ltd., Class A |
|
|
28,033 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Entertainment, continued |
|
|
|
|
15,360 |
|
Zhejiang Century Huatong Group Co., Ltd., Class A* |
|
$ |
21,543 |
|
|
|
|
|
|
3,198,743 |
|
Equity Real Estate Investment Trusts (0.1%): |
|
|
|
|
120,342 |
|
Fibra UNO Amdinistracion SA |
|
|
95,222 |
|
111,747 |
|
Growthpoint Properties, Ltd. |
|
|
81,664 |
|
|
|
|
|
|
176,886 |
|
Food & Staples Retailing (1.3%): |
|
|
|
|
1,612 |
|
Abdullah Al Othaim Markets Co. |
|
|
55,715 |
|
13,933 |
|
Atacadao Distribuicao Comercio e Industria, Ltd. |
|
|
50,839 |
|
5,379 |
|
Avenue Supermarts, Ltd.* |
|
|
160,662 |
|
51,500 |
|
Berli Jucker pcl |
|
|
59,844 |
|
376 |
|
BGF Retail Co., Ltd. |
|
|
39,555 |
|
13,748 |
|
Bid Corp., Ltd. |
|
|
211,944 |
|
15,705 |
|
BIM Birlesik Magazalar AS |
|
|
141,638 |
|
53,777 |
|
Cencosud SA |
|
|
78,795 |
|
6,328 |
|
Cia Brasileira de Distribuicao |
|
|
78,589 |
|
8,233 |
|
Clicks Group, Ltd. |
|
|
109,173 |
|
204,900 |
|
CP All pcl |
|
|
389,998 |
|
1,862 |
|
Dino Polska SA* |
|
|
109,631 |
|
631 |
|
E-Mart Co., Ltd. |
|
|
75,657 |
|
1,004 |
|
GS Retail Co., Ltd. |
|
|
28,991 |
|
12,547 |
|
Magnit PJSC, GDR |
|
|
187,199 |
|
20,000 |
|
President Chain Store Corp. |
|
|
181,818 |
|
33,800 |
|
Puregold Price Club, Inc. |
|
|
34,171 |
|
42,385 |
|
Raia Drogasil SA |
|
|
176,771 |
|
19,727 |
|
Shoprite Holdings, Ltd.^ |
|
|
160,861 |
|
100,000 |
|
Sun Art Retail Group, Ltd. |
|
|
110,785 |
|
7,932 |
|
The Spar Group, Ltd. |
|
|
89,795 |
|
196,950 |
|
Wal-Mart de Mexico SAB de C.V. |
|
|
472,686 |
|
5,166 |
|
X5 Retail Group NV, GDR |
|
|
191,116 |
|
1,120 |
|
Yifeng Pharmacy Chain Co., Ltd., Class A |
|
|
16,339 |
|
25,700 |
|
Yonghui Superstores Co., Ltd. |
|
|
29,562 |
|
|
|
|
|
|
3,242,134 |
|
Food Products (2.0%): |
|
|
|
|
10,098 |
|
Almarai Co. JSC |
|
|
142,461 |
|
7,000 |
|
Beijing Dabeinong Technology Group Co., Ltd. |
|
|
9,206 |
|
21,374 |
|
BRF SA* |
|
|
69,959 |
|
1,944 |
|
Britannia Industries, Ltd. |
|
|
100,438 |
|
147,100 |
|
Charoen Pokphand Foods Public Co., Ltd. |
|
|
130,443 |
|
36,000 |
|
China Feihe, Ltd. |
|
|
83,907 |
|
280,000 |
|
China Huishan Dairy Holdings Co., Ltd.* |
|
|
|
|
109,000 |
|
China Mengniu Dairy Co., Ltd. |
|
|
514,438 |
|
323 |
|
CJ CheilJedang Corp. |
|
|
109,024 |
|
75,500 |
|
Dali Foods Group Co., Ltd. |
|
|
46,172 |
|
5,560 |
|
Foshan Haitian Flavouring & Food Co., Ltd. |
|
|
132,932 |
|
15,800 |
|
Genting Plantations Berhad |
|
|
37,683 |
|
8,223 |
|
Gruma, SAB de C.V., Class B |
|
|
91,162 |
|
66,895 |
|
Grupo Bimbo SAB de C.V., Series A, Class A |
|
|
125,202 |
|
3,800 |
|
Guangdong Haid Group Co., Ltd., Class A |
|
|
34,352 |
|
8,700 |
|
Henan Shuanghui Investment & Development Co., Ltd. |
|
|
67,650 |
|
17,800 |
|
Inner Mongolia Yili Indsutrial Group Co., Ltd. |
|
|
101,029 |
|
90,500 |
|
IOI Corp. Berhad |
|
|
97,179 |
|
40,289 |
|
JBS SA |
|
|
148,299 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Food Products, continued |
|
|
|
|
3,100 |
|
Jiangxi Zhengbang Technology Co., Ltd., Class A |
|
$ |
8,325 |
|
1,500 |
|
Jonjee Hi-Tech Industrial And Commercial Holding Co., Ltd. |
|
|
14,505 |
|
2,600 |
|
Juewei Food Co., Ltd., Class A |
|
|
31,380 |
|
15,700 |
|
Kuala Lumpur Kepong Berhad |
|
|
86,344 |
|
9,180 |
|
Muyuan Foodstuff Co., Ltd. |
|
|
99,785 |
|
859 |
|
Nestle India, Ltd. |
|
|
185,436 |
|
2,000 |
|
Nestle Malaysia Bhd |
|
|
68,109 |
|
10,600 |
|
New Hope Liuhe Co., Ltd., Class A |
|
|
43,212 |
|
951 |
|
Orion Corp./ Republic of Korea |
|
|
107,335 |
|
84 |
|
Ottogi Corp. |
|
|
40,644 |
|
20,980 |
|
PPB Group Berhad |
|
|
96,256 |
|
277,800 |
|
PT Charoen Pokphand Indonesia Tbk |
|
|
106,707 |
|
76,600 |
|
PT Indofood CBP Sukses Makmur Tbk |
|
|
52,044 |
|
127,500 |
|
PT Indofood Sukses Makmur Tbk |
|
|
61,597 |
|
34,300 |
|
QL Resources Berhad* |
|
|
81,108 |
|
77,300 |
|
Sime Darby Plantation Bhd |
|
|
94,309 |
|
17,000 |
|
Standard Foods Corp. |
|
|
35,772 |
|
16,747 |
|
Tata Consumer Products, Ltd. |
|
|
113,569 |
|
56,100 |
|
Thai Union Frozen Products pcl |
|
|
24,822 |
|
9,830 |
|
The Savola Group |
|
|
125,847 |
|
5,794 |
|
Tiger Brands, Ltd. |
|
|
65,976 |
|
82,000 |
|
Tingyi (Caymen Is) Holding Corp. |
|
|
145,359 |
|
6,800 |
|
Tongwei Co., Ltd., Class A |
|
|
26,734 |
|
43,000 |
|
Uni-President China Holdings, Ltd. |
|
|
39,488 |
|
181,000 |
|
Uni-President Enterprises Corp. |
|
|
391,360 |
|
32,810 |
|
Universal Robina Corp. |
|
|
90,707 |
|
202,000 |
|
Want Want China Holdings, Ltd. |
|
|
140,990 |
|
21,960 |
|
Wens Foodstuffs Group Co., Ltd. |
|
|
63,051 |
|
18,000 |
|
Yihai International Holding, Ltd. |
|
|
283,615 |
|
|
|
|
|
|
4,765,922 |
|
Gas Utilities (0.5%): |
|
|
|
|
18,500 |
|
Beijing Enterprises Holdings, Ltd. |
|
|
55,724 |
|
104,400 |
|
China Gas Holdings, Ltd. |
|
|
297,730 |
|
32,000 |
|
China Resources Gas Group, Ltd. |
|
|
143,272 |
|
31,100 |
|
ENN Energy Holdings, Ltd. |
|
|
339,300 |
|
59,757 |
|
GAIL India, Ltd. |
|
|
70,656 |
|
7,975 |
|
Indraprastha Gas, Ltd. |
|
|
41,994 |
|
18,498 |
|
Infraestructura Energetica Nova, SAB de C.V. |
|
|
55,760 |
|
1,191 |
|
Korea Gas Corp. |
|
|
24,959 |
|
31,800 |
|
Petronas Gas Berhad |
|
|
126,081 |
|
548,900 |
|
PT Perusahaan Gas Negara Tbk |
|
|
34,450 |
|
|
|
|
|
|
1,189,926 |
|
Health Care Equipment & Supplies (0.5%): |
|
|
|
|
16,000 |
|
AK Medical Holdings, Ltd. |
|
|
41,078 |
|
1,100 |
|
Autobio Diagnostics Co., Ltd., Class A |
|
|
26,185 |
|
64,000 |
|
Hartalega Holdings Berhad |
|
|
252,915 |
|
2,280 |
|
Jafron Biomedical Co., Ltd., Class A |
|
|
23,874 |
|
900 |
|
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd. |
|
|
4,336 |
|
21,900 |
|
Kossan Rubber Industries |
|
|
73,101 |
|
7,700 |
|
Lepu Medical Technology Beijing Co., Ltd., Class A |
|
|
38,350 |
|
1,200 |
|
Ovctek China, Inc., Class A |
|
|
11,042 |
|
88,000 |
|
Shandong Weigao Group Medical Polymer Co., Ltd., Class H |
|
|
176,307 |
|
2,500 |
|
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., Class A |
|
|
127,854 |
|
55,600 |
|
Supermax Corp. Berhad* |
|
|
113,154 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Health Care Equipment & Supplies, continued |
|
|
|
|
185,100 |
|
Top Glove Corp. Berhad |
|
$ |
374,132 |
|
|
|
|
|
|
1,262,328 |
|
Health Care Providers & Services (0.5%): |
|
|
|
|
9,613 |
|
Aier Eye Hospital Group Co., Ltd., Class A |
|
|
72,623 |
|
340,900 |
|
Bangkok Dusit Medical Services Public Co., Ltd. |
|
|
209,025 |
|
13,700 |
|
Bumrungrad Hospital pcl |
|
|
41,251 |
|
2,786 |
|
Celltrion Healthcare Co., Ltd.* |
|
|
208,789 |
|
8,763 |
|
Hapvida Participacoes e Investimentos SA |
|
|
96,970 |
|
3,300 |
|
Huadong Medicine Co., Ltd., Class A |
|
|
12,036 |
|
85,100 |
|
IHH Healthcare Berhad |
|
|
107,106 |
|
11,000 |
|
Jointown Pharmaceutical Group Co., Ltd.* |
|
|
27,350 |
|
41,869 |
|
Life Healthcare Group Holdings Pte, Ltd. |
|
|
42,703 |
|
15,300 |
|
Meinian Onehealth Healthcare Holdings Co., Ltd., Class A* |
|
|
32,012 |
|
17,992 |
|
Notre Dame Intermedica Participacoes SA |
|
|
208,451 |
|
41,700 |
|
Shanghai Pharmaceuticals Holding Co., Ltd. |
|
|
69,972 |
|
1,900 |
|
Shanghai Pharmaceuticals Holding Co., Ltd. |
|
|
5,672 |
|
55,200 |
|
Sinopharm Group Co., Series H |
|
|
117,167 |
|
700 |
|
Topchoice Medical Corp., Class A* |
|
|
22,042 |
|
|
|
|
|
|
1,273,169 |
|
Health Care Technology (0.2%): |
|
|
|
|
124,000 |
|
Alibaba Health Information Technology, Ltd.* |
|
|
305,098 |
|
15,000 |
|
Ping An Healthcare and Technology Co., Ltd.* |
|
|
193,718 |
|
10,790 |
|
Winning Health Technology Group Co., Ltd. |
|
|
31,037 |
|
|
|
|
|
|
529,853 |
|
Hotels, Restaurants & Leisure (0.8%): |
|
|
|
|
231,900 |
|
Asset World Corp. pcl |
|
|
25,667 |
|
4,900 |
|
China International Travel Service Corp., Ltd., Class A |
|
|
160,637 |
|
67,600 |
|
Genting Berhard |
|
|
51,958 |
|
128,300 |
|
Genting Malaysia Berhad |
|
|
64,544 |
|
28,000 |
|
Haidilao International Holding, Ltd. |
|
|
202,656 |
|
5,457 |
|
Huazhu Group, Ltd., ADR |
|
|
235,961 |
|
15,230 |
|
Jollibee Foods Corp. |
|
|
45,563 |
|
2,830 |
|
Jubilant Foodworks, Ltd. |
|
|
89,997 |
|
3,833 |
|
Kangwon Land, Inc. |
|
|
70,426 |
|
101,900 |
|
Minor International pcl* |
|
|
64,478 |
|
9,175 |
|
OPAP SA |
|
|
87,010 |
|
1,987 |
|
Saudi Airlines Catering Co. |
|
|
43,780 |
|
25,400 |
|
Shenzhen Overseas Chinese Town Co., Ltd., Class A |
|
|
25,262 |
|
6,660 |
|
Songcheng Performance Development Co., Ltd., Class A |
|
|
17,859 |
|
14,262 |
|
Yum China Holdings, Inc. |
|
|
755,173 |
|
|
|
|
|
|
1,940,971 |
|
Household Durables (0.4%): |
|
|
|
|
7,699 |
|
Gree Electric Appliances, Inc. of Zhuhai, Class A |
|
|
60,509 |
|
53,000 |
|
Haier Electronics Group Co., Ltd. |
|
|
192,274 |
|
3,853 |
|
LG Electronics, Inc. |
|
|
305,764 |
|
13,100 |
|
NavInfo Co., Ltd. |
|
|
28,384 |
|
7,000 |
|
Nien Made Enterprise Co., Ltd. |
|
|
83,390 |
|
17,100 |
|
Qingdao Haier Co., Ltd. |
|
|
54,866 |
|
28,400 |
|
TCL Corp., Class A |
|
|
25,820 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Household Durables, continued |
|
|
|
|
1,893 |
|
Woongjin Coway Co., Ltd. |
|
$ |
129,917 |
|
1,600 |
|
Zhejiang Supor Co., Ltd., Class A |
|
|
18,569 |
|
|
|
|
|
|
899,493 |
|
Household Products (0.5%): |
|
|
|
|
30,892 |
|
Hindustan Unilever, Ltd. |
|
|
867,845 |
|
54,099 |
|
Kimberl- Clark de Mexico SAB de C.V. |
|
|
85,907 |
|
320,100 |
|
PT Unilever Indonesia Tbk |
|
|
175,096 |
|
15,000 |
|
Vinda International Holdings, Ltd. |
|
|
49,447 |
|
|
|
|
|
|
1,178,295 |
|
Independent Power and Renewable Electricity Producers (0.4%): |
|
|
|
|
57,800 |
|
Aboitiz Power Corp. |
|
|
30,469 |
|
26,100 |
|
B Grimm Power pcl |
|
|
34,857 |
|
213,000 |
|
Cgn Power Co., Ltd., Class H |
|
|
43,809 |
|
124,000 |
|
China Longyuan Power Group Corp. |
|
|
77,821 |
|
41,500 |
|
China National Nuclear Power Co., Ltd. |
|
|
26,831 |
|
185,000 |
|
China Power International Develpoment, Ltd. |
|
|
34,301 |
|
70,000 |
|
China Resources Power Holdings Co. |
|
|
77,481 |
|
48,800 |
|
China Yangtze Power Co., Ltd. |
|
|
137,451 |
|
271,021 |
|
Colbun SA |
|
|
43,819 |
|
11,400 |
|
Electricity Genera pcl |
|
|
67,352 |
|
7,616 |
|
Engie Brasil Energia SA |
|
|
54,725 |
|
61,000 |
|
GD Power Development Co., Ltd. |
|
|
18,124 |
|
25,400 |
|
Global Power Synergy pcl |
|
|
46,380 |
|
87,800 |
|
Gulf Energy Development pcl, Class R |
|
|
84,622 |
|
13,900 |
|
Huadian Power International Corp, Ltd., Class A |
|
|
7,269 |
|
168,000 |
|
Huaneng Power International, Inc., Class H |
|
|
65,076 |
|
93,262 |
|
NTPC, Ltd. |
|
|
107,664 |
|
33,400 |
|
Ratch Group pcl |
|
|
53,024 |
|
20,900 |
|
SDIC Power Holdings Co., Ltd., Class A |
|
|
27,696 |
|
21,900 |
|
Sichuan Chuantou Energy Co., Ltd., Class A |
|
|
31,595 |
|
|
|
|
|
|
1,070,366 |
|
Industrial Conglomerates (0.9%): |
|
|
|
|
77,690 |
|
Aboitiz Equity Ventures, Inc. |
|
|
73,996 |
|
65,016 |
|
Alfa SAB de C.V., Class A |
|
|
40,326 |
|
7,824 |
|
Bidvest Group, Ltd. |
|
|
64,435 |
|
176,000 |
|
Citic, Ltd. |
|
|
130,573 |
|
713 |
|
CJ Corp. |
|
|
49,266 |
|
115,000 |
|
Far Eastern New Century Corp. |
|
|
100,579 |
|
104,500 |
|
Fosun International, Ltd. |
|
|
122,146 |
|
24,392 |
|
Grupo Carso SAB de C.V. |
|
|
50,133 |
|
1,087 |
|
Hanwha Corp. |
|
|
23,358 |
|
28,800 |
|
Hap Seng Consolidated Berhad |
|
|
49,662 |
|
63,698 |
|
Industries Qatar Q.S.C. |
|
|
172,484 |
|
113,880 |
|
JG Summit Holdings, Inc. |
|
|
141,445 |
|
20,331 |
|
KOC Holdings AS |
|
|
38,627 |
|
3,574 |
|
LG Corp. |
|
|
226,318 |
|
935 |
|
Lotte Corp. |
|
|
22,853 |
|
3,059 |
|
Samsung C&T Corp. |
|
|
274,354 |
|
19,000 |
|
Shanghai Industrial Holdings, Ltd. |
|
|
25,323 |
|
2,872 |
|
Siemens, Ltd. |
|
|
49,469 |
|
62,100 |
|
Sime Darby Berhad |
|
|
37,289 |
|
1,314 |
|
SK Holdings Co., Ltd. |
|
|
222,799 |
|
9,880 |
|
SM Investments Corp. |
|
|
179,385 |
|
|
|
|
|
|
2,094,820 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Insurance (2.9%): |
|
|
|
|
1,480 |
|
Bajaj Finserv, Ltd. |
|
$ |
118,184 |
|
23,439 |
|
BB Seguridade Participacoes SA |
|
|
101,302 |
|
2,203 |
|
Bupa Arabia For Cooperative Insurance Co.* |
|
|
72,173 |
|
303,137 |
|
Cathay Financial Holding Co., Ltd. |
|
|
405,111 |
|
99,088 |
|
China Life Insurance Co., Ltd. |
|
|
67,996 |
|
6,100 |
|
China Life Insurance Co., Ltd. |
|
|
40,013 |
|
283,000 |
|
China Life Insurance Co., Ltd. |
|
|
642,371 |
|
18,000 |
|
China Pacific Insurance Group Co., Ltd., Class A |
|
|
82,607 |
|
98,400 |
|
China Pacific Insurance Group Co., Ltd., Class H |
|
|
281,142 |
|
210,000 |
|
China Reinsurance Group Corp. |
|
|
19,344 |
|
63,600 |
|
China Taiping Insurance Holdings Co., Ltd. |
|
|
98,007 |
|
2,036 |
|
DB Insurance Co., Ltd. |
|
|
79,395 |
|
13,781 |
|
Discovery, Ltd. |
|
|
105,185 |
|
28,077 |
|
HDFC Life Insurance Co., Ltd.* |
|
|
213,049 |
|
2,537 |
|
Hyundai Marine & Fire Insurance Co., Ltd. |
|
|
48,462 |
|
7,561 |
|
ICICI Lombard General Insurance Co., Ltd. |
|
|
133,710 |
|
14,231 |
|
ICICI Prudential Life Insurance Co., Ltd. |
|
|
81,653 |
|
45,262 |
|
IRB Brasil Resseguros SA |
|
|
60,371 |
|
50,823 |
|
Momentum Metropolitan Holdings |
|
|
46,963 |
|
27,000 |
|
New China Life Insurance Co., Ltd. |
|
|
101,853 |
|
4,500 |
|
New China Life Insurance Co., Ltd., Class A |
|
|
41,211 |
|
198,512 |
|
Old Mutual, Ltd. |
|
|
122,672 |
|
290,000 |
|
Peoples Insurance Co. Group of China, Ltd. (The) |
|
|
86,748 |
|
28,100 |
|
Peoples Insurance Co. Group of China, Ltd. (The) |
|
|
27,964 |
|
230,000 |
|
Picc Property & Casuality Co., Ltd., Class H |
|
|
160,939 |
|
28,500 |
|
Ping An Insurance Group Co. of China, Ltd. |
|
|
319,453 |
|
222,000 |
|
Ping An Insurance Group Co. of China, Ltd. |
|
|
2,290,277 |
|
3,745 |
|
Porto Seguro SA |
|
|
32,178 |
|
24,754 |
|
Powszechny Zaklad Ubezpieczen SA* |
|
|
158,589 |
|
39,144 |
|
Rand Merchant Investment Holdings, Ltd. |
|
|
67,854 |
|
1,138 |
|
Samsung Fire & Marine Insurance Co., Ltd. |
|
|
177,007 |
|
2,642 |
|
Samsung Life Insurance Co., Ltd. |
|
|
137,682 |
|
66,045 |
|
Sanlam, Ltd. |
|
|
204,687 |
|
16,370 |
|
SBI Life Insurance Co., Ltd.* |
|
|
180,965 |
|
444,521 |
|
Shin Kong Financial Holdings Co., Ltd. |
|
|
123,912 |
|
13,111 |
|
Sul America SA |
|
|
92,528 |
|
2,914 |
|
The Co. for Cooperative Insurance* |
|
|
67,550 |
|
11,700 |
|
Zhongan Online P&c Insurance Co., Ltd.* |
|
|
58,423 |
|
|
|
|
|
|
7,149,530 |
|
Interactive Media & Services (7.8%): |
|
|
|
|
2,131 |
|
Autohome, Inc., ADR |
|
|
204,576 |
|
10,295 |
|
Baidu, Inc., ADR* |
|
|
1,303,244 |
|
2,752 |
|
Info Edge India, Ltd. |
|
|
135,665 |
|
2,257 |
|
JOYY, Inc., ADR |
|
|
182,072 |
|
2,133 |
|
Kakao Corp. |
|
|
664,100 |
|
6,092 |
|
Momo, Inc., ADR |
|
|
83,826 |
|
4,616 |
|
NAVER Corp. |
|
|
1,168,930 |
|
2,472 |
|
Sina Corp.* |
|
|
105,332 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Interactive Media & Services, continued |
|
|
|
|
216,600 |
|
Tencent Holdings, Ltd. |
|
$ |
14,424,590 |
|
2,211 |
|
Weibo Corp., ADR*^ |
|
|
80,547 |
|
10,888 |
|
Yandex NV, Class A* |
|
|
707,661 |
|
|
|
|
|
|
19,060,543 |
|
Internet & Direct Marketing Retail (12.1%): |
|
|
|
|
70,958 |
|
Alibaba Group Holding, Ltd., ADR* |
|
|
20,860,232 |
|
9,146 |
|
B2W Cia Digital* |
|
|
146,551 |
|
1,271 |
|
Baozun, Inc., ADR*^ |
|
|
41,295 |
|
320 |
|
CJ ENM Co., Ltd. |
|
|
38,904 |
|
32,253 |
|
JD.com, Inc., ADR* |
|
|
2,503,155 |
|
134,700 |
|
Meituan Dianping* |
|
|
4,236,354 |
|
10,431 |
|
Pinduoduo, Inc., ADR* |
|
|
773,459 |
|
31,200 |
|
Tongcheng-Elong Holdings, Ltd.* |
|
|
57,195 |
|
18,548 |
|
Trip.com Group, Ltd., ADR* |
|
|
577,585 |
|
17,156 |
|
Vipshop Holdings, Ltd., ADR* |
|
|
268,320 |
|
|
|
|
|
|
29,503,050 |
|
IT Services (1.8%): |
|
|
|
|
6,000 |
|
Beijing Sinnet Technology Co., Ltd. |
|
|
19,790 |
|
36,926 |
|
Cielo SA |
|
|
25,843 |
|
9,100 |
|
DHC Software Co., Ltd., Class A |
|
|
13,604 |
|
2,987 |
|
GDS Holdings, Ltd., ADR*^ |
|
|
244,426 |
|
40,204 |
|
HCL Technologies, Ltd. |
|
|
442,625 |
|
127,769 |
|
Infosys, Ltd. |
|
|
1,765,302 |
|
1,405 |
|
Samsung SDS Co., Ltd. |
|
|
203,484 |
|
34,163 |
|
Tata Consultancy Services, Ltd. |
|
|
1,158,763 |
|
15,737 |
|
Tech Mahindra, Ltd. |
|
|
169,699 |
|
36,000 |
|
Travelsky Technology, Ltd., Series H |
|
|
76,963 |
|
2,800 |
|
Wangsu Science & Technology Co., Ltd., Class A |
|
|
3,319 |
|
40,643 |
|
Wipro, Ltd. |
|
|
173,459 |
|
|
|
|
|
|
4,297,277 |
|
Leisure Products (0.1%): |
|
|
|
|
11,000 |
|
Giant Manufacturing Co., Ltd. |
|
|
103,925 |
|
1,684 |
|
HLB, Inc.* |
|
|
151,317 |
|
|
|
|
|
|
255,242 |
|
Life Sciences Tools & Services (0.7%): |
|
|
|
|
2,710 |
|
Divis Laboratories, Ltd. |
|
|
112,051 |
|
42,000 |
|
Genscript Biotech Corp. |
|
|
69,210 |
|
1,800 |
|
Hangzhou Tigermed Consulting Co., Ltd., Class A |
|
|
27,377 |
|
650 |
|
Samsung Biologics Co., Ltd.* |
|
|
383,262 |
|
4,340 |
|
WuXi AppTec Co., Ltd., Class A |
|
|
64,986 |
|
10,080 |
|
WuXi AppTec Co., Ltd., Class H^ |
|
|
145,836 |
|
38,000 |
|
Wuxi Biologics Cayman, Inc.* |
|
|
932,568 |
|
|
|
|
|
|
1,735,290 |
|
Machinery (0.8%): |
|
|
|
|
5,000 |
|
AirTac International Group |
|
|
113,053 |
|
68,000 |
|
China Conch Venture Holdings, Ltd. |
|
|
315,222 |
|
72,200 |
|
China Shipbuilding Industry Co., Ltd., Class A* |
|
|
46,093 |
|
82,899 |
|
CRRC Corp., Ltd., Class A |
|
|
66,802 |
|
91,000 |
|
CRRC Corp., Ltd., Class H |
|
|
36,439 |
|
1,406 |
|
Daewoo Shipbuilding & Marine Engineering Co., Ltd.* |
|
|
28,586 |
|
2,359 |
|
Doosan Bobcat, Inc. |
|
|
54,196 |
|
32,000 |
|
Haitian International Holdings, Ltd. |
|
|
74,381 |
|
10,796 |
|
Hiwin Technologies Corp. |
|
|
106,459 |
|
462 |
|
Hyundai Heavy Industries Holdings Co., Ltd. |
|
|
85,547 |
|
3,108 |
|
Jiangsu Hengli Hydraulic Co., Ltd., Class A |
|
|
32,615 |
|
1,575 |
|
Korea Shipbuilding & Offshore* |
|
|
113,023 |
|
14,774 |
|
Samsung Heavy Industries Co., Ltd., Class R* |
|
|
67,261 |
|
26,100 |
|
Sany Heavy Industry Co., Ltd. |
|
|
95,268 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
4,700 |
|
Shenzhen Inovance Technology Co., Ltd. |
|
$ |
40,069 |
|
26,000 |
|
Sinotruk Hong Kong, Ltd. |
|
|
66,857 |
|
32,999 |
|
WEG SA |
|
|
386,080 |
|
15,600 |
|
Weichai Power Co., Ltd., Class A |
|
|
34,749 |
|
80,000 |
|
Weichai Power Co., Ltd., Class H |
|
|
161,293 |
|
30,200 |
|
XCMG Construction Machinery Co., Ltd. |
|
|
24,600 |
|
14,560 |
|
Zhejiang Sanhua Intelligent Controls Co., Ltd., Class A |
|
|
47,819 |
|
900 |
|
Zhongji Innolight Co., Ltd., Class A |
|
|
6,681 |
|
47,600 |
|
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H |
|
|
46,035 |
|
|
|
|
|
|
2,049,128 |
|
Marine (0.1%): |
|
|
|
|
64,000 |
|
COSCO SHIPPING Energy Transportation Co., Ltd., Class H |
|
|
26,646 |
|
134,000 |
|
COSCO SHIPPING Holdings Co., Ltd.* |
|
|
65,647 |
|
86,835 |
|
Evergreen Marine Corp., Ltd.* |
|
|
47,557 |
|
53,400 |
|
MISC Berhad |
|
|
96,407 |
|
10,485 |
|
Pan Ocean Co., Ltd.* |
|
|
30,401 |
|
|
|
|
|
|
266,658 |
|
Media (1.4%): |
|
|
|
|
3,550 |
|
Cheil Worldwide, Inc. |
|
|
63,547 |
|
9,800 |
|
China Literature, Ltd.* |
|
|
73,884 |
|
9,928 |
|
Cyfrowy Polsat SA |
|
|
69,301 |
|
97,344 |
|
Grupo Televisa SAB* |
|
|
120,316 |
|
13,390 |
|
Megacable Holdings SAB de C.V. |
|
|
38,545 |
|
17,940 |
|
MultiChoice Group, Ltd. |
|
|
103,751 |
|
9,300 |
|
Nanji E-Commerce Co., Ltd., Class A |
|
|
23,585 |
|
16,452 |
|
Naspers, Ltd.* |
|
|
2,903,274 |
|
16,600 |
|
Oriental Pearl Group Co., Ltd. |
|
|
23,698 |
|
32,652 |
|
ZEE Entertainment Enterprises, Ltd. |
|
|
93,145 |
|
|
|
|
|
|
3,513,046 |
|
Metals & Mining (3.2%): |
|
|
|
|
52,858 |
|
Alrosa PAO |
|
|
50,196 |
|
200,000 |
|
Aluminum Corp. of China, Ltd.* |
|
|
41,331 |
|
2,254 |
|
Anglo American Platinum, Ltd. |
|
|
156,442 |
|
15,497 |
|
AngloGold Ashanti, Ltd. |
|
|
405,079 |
|
57,100 |
|
Baoshan Iron & Steel Co., Ltd., Class A |
|
|
41,863 |
|
83,500 |
|
China Hongqiao Group, Ltd. |
|
|
52,287 |
|
58,500 |
|
China Molybdenum Co., Ltd., Class A |
|
|
32,151 |
|
129,000 |
|
China Molybdenum Co., Ltd., Class H |
|
|
45,945 |
|
21,400 |
|
China Northern Rare Earth Group High-Tech Co., Ltd., Class A* |
|
|
33,896 |
|
405,000 |
|
China Steel Corp. |
|
|
286,535 |
|
6,579 |
|
Cia de Minas Buenaventura SA, ADR |
|
|
80,395 |
|
22,695 |
|
Companhia Siderurgica Nacional SA (CSN) |
|
|
66,685 |
|
41,694 |
|
Eregli Demir ve Celik Fabrikalari T.A.S. |
|
|
51,075 |
|
2,000 |
|
Ganfeng Lithium Co., Ltd. |
|
|
16,038 |
|
34,542 |
|
Gold Fields |
|
|
422,733 |
|
124,335 |
|
Grupo Mexico SAB de C.V., Series B, Class B |
|
|
316,408 |
|
17,328 |
|
Harmony Gold Mining Co., Ltd.* |
|
|
92,122 |
|
45,620 |
|
Hindalco Industries, Ltd. |
|
|
109,125 |
|
3,115 |
|
Hyundai Steel Co. |
|
|
66,718 |
|
28,546 |
|
Impala Platinum Holdings, Ltd.^ |
|
|
247,844 |
|
4,401 |
|
Industrias Penoles SAB de C.V. |
|
|
71,138 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
226,900 |
|
Inner Mongolia Baotou Steel Union Co., Ltd.* |
|
$ |
38,324 |
|
49,000 |
|
Jiangxi Copper Co., Ltd. |
|
|
55,113 |
|
6,400 |
|
Jiangxi Copper Co., Ltd., Class A |
|
|
13,391 |
|
35,011 |
|
JSW Steel, Ltd. |
|
|
132,602 |
|
5,745 |
|
KGHM Polska Miedz SA* |
|
|
175,057 |
|
364 |
|
Korea Zinc Co. |
|
|
118,501 |
|
2,403 |
|
Kumba Iron Ore, Ltd. |
|
|
71,063 |
|
64,500 |
|
Maanshan Iron & Steel Co., Ltd., Class A |
|
|
25,342 |
|
56,514 |
|
Magnitogorsk Iron & Steel Works PJSC |
|
|
28,081 |
|
2,409 |
|
MMC Norilsk Nickel PJSC |
|
|
583,206 |
|
13,410 |
|
Northam Platinum, Ltd.* |
|
|
136,136 |
|
52,554 |
|
Novolipetsk Steel PJSC |
|
|
116,136 |
|
9,268 |
|
Polymetal International plc |
|
|
202,820 |
|
1,305 |
|
Polyus PJSC |
|
|
273,046 |
|
2,738 |
|
POSCO |
|
|
460,228 |
|
63,900 |
|
Press Metal Aluminium Holdings Bhd |
|
|
79,409 |
|
17,645 |
|
Saudi Arabian Mining Co.* |
|
|
196,523 |
|
7,676 |
|
Severstal |
|
|
97,924 |
|
8,120 |
|
Shandong Gold Mining Co., Ltd. |
|
|
30,370 |
|
90,719 |
|
Sibanye Stillwater, Ltd. |
|
|
252,592 |
|
3,516 |
|
Southern Copper Corp. |
|
|
159,169 |
|
11,984 |
|
Tata Steel, Ltd. |
|
|
58,809 |
|
32,700 |
|
Tongling Nonferrous Metals Group Co., Ltd., Class A |
|
|
10,740 |
|
137,898 |
|
Vale SA |
|
|
1,451,544 |
|
73,377 |
|
Vedanta, Ltd. |
|
|
136,253 |
|
5,040 |
|
Yintai Gold Co., Ltd. |
|
|
7,780 |
|
48,000 |
|
Zhaojin Mining Industry Co., Ltd., Class H |
|
|
58,759 |
|
4,700 |
|
Zhejiang Huayou Cobalt Co., Ltd., Class A* |
|
|
23,979 |
|
4,500 |
|
Zhongjin Gold Corp., Ltd. |
|
|
6,661 |
|
38,700 |
|
Zijin Mining Group Co., Ltd. |
|
|
35,210 |
|
214,000 |
|
Zijin Mining Group Co., Ltd. |
|
|
136,325 |
|
|
|
|
|
|
7,857,099 |
|
Multiline Retail (0.4%): |
|
|
|
|
72,375 |
|
Central Retail Corp. pcl |
|
|
59,522 |
|
32,257 |
|
Lojas Renner SA |
|
|
227,761 |
|
497 |
|
Lotte Shopping Co., Ltd. |
|
|
33,341 |
|
28,556 |
|
Magazine Luiza SA |
|
|
453,600 |
|
29,155 |
|
S.A.C.I. Falabella |
|
|
85,436 |
|
298 |
|
Shinsegae Department Store Co. |
|
|
53,718 |
|
30,415 |
|
Woolworths Holdings, Ltd. |
|
|
63,907 |
|
|
|
|
|
|
977,285 |
|
Multi-Utilities (0.1%): |
|
|
|
|
22,204 |
|
Qatar Electricity & Water Co. |
|
|
103,367 |
|
131,264 |
|
YTL Corporation Berhad |
|
|
21,402 |
|
|
|
|
|
|
124,769 |
|
Oil, Gas & Consumable Fuels (5.4%): |
|
|
|
|
24,436 |
|
Bharat Pertoleum Corp., Ltd. |
|
|
117,486 |
|
11,100 |
|
China Merchants Energy Shipping Co., Ltd., Class A |
|
|
9,394 |
|
76,900 |
|
China Petroleum & Chemical Corp., Class A |
|
|
44,134 |
|
900,000 |
|
China Petroleum & Chemical Corp., Class H |
|
|
362,826 |
|
10,100 |
|
China Shenhua Energy Co., Ltd. |
|
|
24,490 |
|
128,500 |
|
China Shenhua Energy Co., Ltd. |
|
|
231,571 |
|
675,000 |
|
CNOOC, Ltd. |
|
|
653,400 |
|
38,180 |
|
Coal India, Ltd. |
|
|
60,200 |
|
5,197 |
|
Cosan sa industria e Comercio |
|
|
63,238 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
8,500 |
|
COSCO SHIPPING Energy Transportation Co., Ltd., Class A |
|
$ |
8,858 |
|
183,077 |
|
Ecopetrol SA |
|
|
90,695 |
|
14,745 |
|
Empresas Copec SA |
|
|
110,615 |
|
65,200 |
|
Energy Absolute Public Co., Ltd. |
|
|
80,926 |
|
8,858 |
|
Exxaro Resources, Ltd. |
|
|
65,790 |
|
50,000 |
|
Formosa Petrochemical Corp. |
|
|
138,281 |
|
450,847 |
|
Gazprom PJSC |
|
|
991,435 |
|
3,337 |
|
Grupa Lotos SA |
|
|
29,655 |
|
1,948 |
|
GS Holdings |
|
|
52,199 |
|
13,097 |
|
Hindustan Petroleum Corp., Ltd. |
|
|
32,253 |
|
70,847 |
|
Indian Oil Corp., Ltd. |
|
|
71,278 |
|
56,800 |
|
Inner Mongolia Yitai Coal Co., Ltd. |
|
|
39,065 |
|
572,300 |
|
IRPC pcl |
|
|
34,761 |
|
124,000 |
|
Kunlun Energy Co., Ltd. |
|
|
81,728 |
|
16,023 |
|
LUKOIL PJSC |
|
|
923,518 |
|
16,206 |
|
MOL Hungarian Oil And Gas plc* |
|
|
88,403 |
|
2,388 |
|
Motor Oil (Hellas) Corinth Refineries SA |
|
|
28,122 |
|
3,580 |
|
Novatek PJSC, GDR |
|
|
489,850 |
|
8,128 |
|
Oil & Gas Development Co., Ltd. |
|
|
5,100 |
|
66,144 |
|
Oil & Natural Gas Corp., Ltd. |
|
|
62,419 |
|
45,900 |
|
PetroChina Co., Ltd., Class A |
|
|
27,715 |
|
862,000 |
|
PetroChina Co., Ltd., Class H |
|
|
253,471 |
|
144,259 |
|
Petroleo Brasileiro SA |
|
|
507,880 |
|
178,392 |
|
Petroleo Brasileiro SA |
|
|
622,965 |
|
11,400 |
|
Petronas Dagangan Berhad |
|
|
54,366 |
|
21,431 |
|
Petronet LNG, Ltd. |
|
|
64,301 |
|
10,578 |
|
Polski Koncern Naftowy Orlen SA |
|
|
125,340 |
|
63,750 |
|
Polskie Gornictwo Naftowe i Gazownictwo SA |
|
|
83,084 |
|
639,600 |
|
PT Adaro Energy Tbk |
|
|
49,142 |
|
58,000 |
|
PT United Tractors Tbk |
|
|
89,454 |
|
54,900 |
|
PTT Exploration & Production pcl |
|
|
138,307 |
|
425,900 |
|
PTT pcl |
|
|
430,948 |
|
19,690 |
|
Qatar Fuel QSC |
|
|
95,850 |
|
10,829 |
|
Rabigh Refining & Petrochemical Co.* |
|
|
45,180 |
|
107,770 |
|
Reliance Industries, Ltd. |
|
|
3,282,598 |
|
21,322 |
|
Rosneft Oil Co. PJSC, GDR |
|
|
104,617 |
|
25,357 |
|
Rosneft Oil Co. PJSC |
|
|
125,053 |
|
83,349 |
|
Saudi Arabian Oil Co. |
|
|
798,036 |
|
26,100 |
|
Shaanxi Coal Industry Co., Ltd. |
|
|
32,263 |
|
2,000 |
|
Shanxi Meijin Energy Co., Ltd., Class A* |
|
|
1,773 |
|
2,182 |
|
SK Innovation Co., Ltd. |
|
|
259,010 |
|
1,806 |
|
S-Oil Corp. |
|
|
79,619 |
|
296,404 |
|
Surgutneftegas PJSC |
|
|
132,036 |
|
247,873 |
|
Surgutneftegas Prefernce |
|
|
125,327 |
|
55,209 |
|
Tatneft PJSC |
|
|
328,033 |
|
49,100 |
|
Thai Oil Public Co., Ltd. |
|
|
49,713 |
|
4,521 |
|
Tupras-Turkiye Petrol Rafine* |
|
|
46,627 |
|
28,345 |
|
Ultrapar Participacoes SA |
|
|
97,268 |
|
70,000 |
|
Yanzhou Coal Mining Co. |
|
|
52,173 |
|
1,194 |
|
YPF Sociedad Anonima, ADR* |
|
|
4,263 |
|
|
|
|
|
|
13,098,102 |
|
Paper & Forest Products (0.2%): |
|
|
|
|
43,569 |
|
Empresas CMPC SA |
|
|
91,593 |
|
85,700 |
|
Indah Kiat Pulp & Paper Corp Tbk PT |
|
|
52,080 |
|
43,000 |
|
Lee & Man Paper Manufacturing, Ltd. |
|
|
31,225 |
|
67,000 |
|
Nine Dragons Paper Holdings, Ltd. |
|
|
84,236 |
|
19,634 |
|
Suzano SA* |
|
|
159,261 |
|
|
|
|
|
|
418,395 |
|
Personal Products (0.6%): |
|
|
|
|
378 |
|
Amorepacific Corp. |
|
|
18,927 |
|
1,189 |
|
Amorepacific Corp. |
|
|
165,567 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Personal Products, continued |
|
|
|
|
863 |
|
Amorepacific Group |
|
$ |
35,817 |
|
2,492 |
|
Colgate-Palmolive India, Ltd. |
|
|
48,457 |
|
20,734 |
|
Dabur India, Ltd. |
|
|
143,862 |
|
14,700 |
|
Godrej Consumer Products, Ltd. |
|
|
144,858 |
|
27,000 |
|
Hengan International Group Co., Ltd. |
|
|
196,289 |
|
351 |
|
LG Household & Health Care, Ltd. |
|
|
435,828 |
|
60 |
|
LG Household & Health Care, Ltd. |
|
|
36,370 |
|
16,791 |
|
Marico, Ltd. |
|
|
82,889 |
|
29,667 |
|
Natura & Co. Holding SA* |
|
|
270,123 |
|
|
|
|
|
|
1,578,987 |
|
Pharmaceuticals (1.5%): |
|
|
|
|
16,178 |
|
Aspen Pharmacare Holdings, Ltd.* |
|
|
115,135 |
|
1,000 |
|
Asymchem Laboratories Tianjin Co., Ltd., Class A |
|
|
38,916 |
|
11,197 |
|
Aurobindo Pharma, Ltd. |
|
|
121,355 |
|
900 |
|
Betta Pharmaceuticals Co., Ltd. |
|
|
15,126 |
|
2,400 |
|
CanSino Biologics, Inc., Class H* |
|
|
51,862 |
|
1,200 |
|
Changchun High & New Technology Industry Group, Inc., Class A |
|
|
65,371 |
|
1,500 |
|
Chengdu Kanghong Pharmaceutical Group Co., Ltd. |
|
|
10,074 |
|
56,000 |
|
China Medical System Holdings, Ltd. |
|
|
62,157 |
|
210,000 |
|
China Pharmaceutical Enterprise & Investment Corp. |
|
|
407,499 |
|
80,500 |
|
China Resources Pharmaceutical |
|
|
41,414 |
|
100,000 |
|
China Traditional Chinese Medicine Holdings Co., Ltd. |
|
|
41,933 |
|
11,126 |
|
Cipla, Ltd. |
|
|
117,379 |
|
4,443 |
|
Dr Reddys Laboratories, Ltd. |
|
|
312,622 |
|
2,900 |
|
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class A |
|
|
12,900 |
|
263 |
|
Hanmi Pharm Co., Ltd. |
|
|
61,462 |
|
42,000 |
|
Hansoh Pharmaceutical Group Co., Ltd.* |
|
|
205,693 |
|
2,773 |
|
Hutchison China MediTech, Ltd., ADR* |
|
|
89,568 |
|
15,104 |
|
Hypera SA |
|
|
80,207 |
|
13,656 |
|
Jiangsu Hengrui Medicine Co., Ltd. |
|
|
180,768 |
|
7,523 |
|
Lupin, Ltd. |
|
|
102,810 |
|
61,500 |
|
Luye Pharma Group, Ltd. |
|
|
35,790 |
|
2,080 |
|
Nanjing King-Friend Biochemical Pharmaceutical Co., Ltd. |
|
|
13,732 |
|
3,371 |
|
Piramal Enterprises, Ltd. |
|
|
57,314 |
|
881,600 |
|
PT Kalbe Farma Tbk |
|
|
92,328 |
|
5,856 |
|
Richter Gedeon Nyrt |
|
|
123,739 |
|
5,700 |
|
Shanghai Fosun Pharmaceutical Group Co., Ltd. |
|
|
41,566 |
|
17,000 |
|
Shanghai Fosun Pharmaceutical Group Co., Ltd. |
|
|
71,399 |
|
4,800 |
|
Shijiazhuang Yiling Pharmaceutical Co., Ltd., Class A |
|
|
19,042 |
|
1,151 |
|
Shin Poong Pharmaceutical Co., Ltd.* |
|
|
124,414 |
|
401,750 |
|
Sino Biopharmaceutical, Ltd. |
|
|
440,356 |
|
30,000 |
|
SSY Group, Ltd. |
|
|
17,145 |
|
32,087 |
|
Sun Pharmaceutical Industries, Ltd. |
|
|
218,417 |
|
1,998 |
|
Torrent Pharmaceuticals, Ltd. |
|
|
76,183 |
|
1,876 |
|
Yuhan Corp. |
|
|
102,366 |
|
3,600 |
|
Yunnan Baiyao Group Co., Ltd. |
|
|
54,069 |
|
1,300 |
|
Zhangzhou Pientzehuang Pharmaceutical Co., Ltd. |
|
|
46,750 |
|
35,100 |
|
Zhejiang Conba Pharmaceutical Co., Ltd.* |
|
|
26,864 |
|
6,380 |
|
Zhejiang Huahai Pharmaceutical Co., Ltd. |
|
|
30,187 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Pharmaceuticals, continued |
|
|
|
|
3,600 |
|
Zhejiang NHU Co., Ltd., Class A |
|
$ |
15,761 |
|
500 |
|
Zhejiang Wolwo Bio-Pharmaceutical Co., Ltd. |
|
|
4,130 |
|
|
|
|
|
|
3,745,803 |
|
Professional Services (0.0%): |
|
|
|
|
1,148 |
|
51job, Inc., ADR* |
|
|
89,533 |
|
Real Estate Management & Development (2.3%): |
|
|
|
|
50,000 |
|
Agile Group Holdings, Ltd. |
|
|
65,700 |
|
170,399 |
|
Aldar Properties PJSC |
|
|
93,333 |
|
291,100 |
|
Ayala Land, Inc. |
|
|
178,390 |
|
78,422 |
|
Barwa Real Estate Co. |
|
|
75,630 |
|
13,663 |
|
Cencosud Shopping SA |
|
|
19,584 |
|
86,800 |
|
Central Pattana pcl |
|
|
116,654 |
|
59,000 |
|
China Aoyuan Group, Ltd. |
|
|
60,551 |
|
60,000 |
|
China Everbright Environment Group, Ltd.^ |
|
|
153,414 |
|
12,350 |
|
China Fortune Land Development Co., Ltd. |
|
|
27,556 |
|
218,000 |
|
China Jinmao Holdings Group, Ltd. |
|
|
120,688 |
|
4,900 |
|
China Merchants Property Operation & Service Co., Ltd., Class A |
|
|
19,034 |
|
24,100 |
|
China Merchants Shekou Industrial Zone Holdings Co., Ltd., Class A |
|
|
53,741 |
|
142,500 |
|
China Overseas Land & Investment, Ltd. |
|
|
359,396 |
|
55,000 |
|
China Overseas Property Holdings, Ltd. |
|
|
45,093 |
|
120,000 |
|
China Resources Land, Ltd. |
|
|
545,755 |
|
26,600 |
|
China Vanke Co., Ltd., Class A |
|
|
109,808 |
|
60,800 |
|
China Vanke Co., Ltd., Class H |
|
|
186,529 |
|
140,000 |
|
CIFI Holdings Group Co., Ltd. |
|
|
103,444 |
|
302,000 |
|
Country Garden Holdings Co., Ltd. |
|
|
372,116 |
|
14,300 |
|
Dar Al Arkan Real Estate Development Co.* |
|
|
35,742 |
|
25,683 |
|
DLF, Ltd. |
|
|
53,438 |
|
9,596 |
|
Emaar Economic City* |
|
|
25,746 |
|
100,129 |
|
Emaar Malls PJSC* |
|
|
40,683 |
|
141,286 |
|
Emaar Properties PJSC* |
|
|
107,494 |
|
6,000 |
|
Future Land Holdings Co., Ltd. |
|
|
30,890 |
|
10,300 |
|
Gemdale Corp., Class A |
|
|
22,026 |
|
17,700 |
|
Greenland Holdings Corp., Ltd. |
|
|
16,617 |
|
48,400 |
|
Guangzhou R&F Properties Co., Ltd., Class H |
|
|
62,522 |
|
28,600 |
|
Highwealth Construction Corp. |
|
|
42,566 |
|
12,500 |
|
Jinke Properties Group Co., Ltd., Class A |
|
|
16,624 |
|
116,000 |
|
Kaisa Group Holdings, Ltd. |
|
|
59,548 |
|
3,610 |
|
KE Holdings, Inc., ADR* |
|
|
221,293 |
|
51,000 |
|
KWG Group Holdings, Ltd. |
|
|
87,238 |
|
357,000 |
|
Land & Houses Public Co., Ltd. |
|
|
76,743 |
|
60,000 |
|
Logan Property Holdings Co., Ltd. |
|
|
95,193 |
|
69,500 |
|
Longfor Group Holdings, Ltd. |
|
|
390,674 |
|
363,000 |
|
Megaworld Corp.* |
|
|
22,228 |
|
15,106 |
|
Multiplan Empreendimentos Imobiliarios SA |
|
|
52,268 |
|
13,626 |
|
NEPI Rockcastle plc |
|
|
56,052 |
|
4,800 |
|
Poly Property Services Co., Ltd., Class H |
|
|
37,409 |
|
30,600 |
|
Poly Real Estate Group Co., Ltd., Class A |
|
|
71,450 |
|
61,100 |
|
Robinsons Land Corp. |
|
|
17,977 |
|
28,560 |
|
Ruentex Development Co., Ltd. |
|
|
38,412 |
|
84,000 |
|
Seazen Group, Ltd. |
|
|
71,648 |
|
3,800 |
|
Shanghai Industrial Urban Development Group, Ltd. |
|
|
364 |
|
44,500 |
|
Shanghai Lujiazue |
|
|
37,289 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Real Estate Management & Development, continued |
|
|
|
|
156,000 |
|
Shenzhen Investment, Ltd. |
|
$ |
45,577 |
|
49,000 |
|
Shimao Property Holdings, Ltd. |
|
|
203,633 |
|
139,000 |
|
Sino-Ocean Group Holding, Ltd. |
|
|
28,083 |
|
363,100 |
|
SM Prime Holdings, Inc. |
|
|
220,864 |
|
60,000 |
|
Soho China, Ltd.* |
|
|
16,199 |
|
95,000 |
|
Sunac China Holdings, Ltd. |
|
|
373,197 |
|
43,000 |
|
The Wharf Holdings, Ltd. |
|
|
85,937 |
|
56,700 |
|
Xinhu Zhongbao Co., Ltd., Class A |
|
|
28,094 |
|
188,000 |
|
Yuexiu Property Co., Ltd. |
|
|
36,785 |
|
89,000 |
|
Yuzhou Group Holdings Co., Ltd. |
|
|
35,314 |
|
62,000 |
|
Zhenro Properties Group, Ltd. |
|
|
38,043 |
|
|
|
|
|
|
5,608,276 |
|
Road & Rail (0.2%): |
|
|
|
|
303,300 |
|
BTS Group Holdings pcl |
|
|
91,053 |
|
235 |
|
CJ Logistics Corp.* |
|
|
35,461 |
|
10,239 |
|
Container Corp. of India, Ltd. |
|
|
50,913 |
|
45,699 |
|
Daqin Railway Co., Ltd., Class A |
|
|
42,767 |
|
22,041 |
|
Localiza Rent a Car SA |
|
|
222,432 |
|
45,706 |
|
Rumo SA* |
|
|
155,134 |
|
|
|
|
|
|
597,760 |
|
Semiconductors & Semiconductor Equipment (8.0%): |
|
|
|
|
126,465 |
|
ASE Technology Holding Co., Ltd. |
|
|
259,880 |
|
1,000 |
|
ASMedia Technology, Inc. |
|
|
50,728 |
|
36,500 |
|
GCL System Integration Technology Co., Ltd.* |
|
|
20,281 |
|
540 |
|
Gigadevice Semiconductor Beijing, Inc., Class A |
|
|
13,791 |
|
9,000 |
|
Globalwafers Co., Ltd. |
|
|
119,824 |
|
18,000 |
|
Hua Hong Semiconductor, Ltd.* |
|
|
69,511 |
|
7,800 |
|
Longi Green Energy Technology Co., Ltd. |
|
|
86,029 |
|
57,000 |
|
MediaTek, Inc. |
|
|
1,202,037 |
|
47,000 |
|
Nanya Technology Corp. |
|
|
93,463 |
|
20,000 |
|
Novatek Microelectronics Corp. |
|
|
184,402 |
|
6,000 |
|
Phison Electronics Corp. |
|
|
55,068 |
|
24,000 |
|
Powertech Technology, Inc. |
|
|
71,747 |
|
20,000 |
|
Realtek Semiconductor Corp. |
|
|
256,011 |
|
9,700 |
|
Sanan Optoelectronics Co., Ltd., Class A |
|
|
34,937 |
|
138,300 |
|
Semiconductor Manufacturing International Corp.* |
|
|
327,813 |
|
400 |
|
SG Micro Corp., Class A |
|
|
17,656 |
|
1,400 |
|
Shenzhen Goodix Technology Co., Ltd., Class A |
|
|
32,358 |
|
3,000 |
|
Silergy Corp. |
|
|
177,519 |
|
20,758 |
|
SK Hynix, Inc. |
|
|
1,489,677 |
|
930,000 |
|
Taiwan Semiconductor Manufacturing Co., Ltd. |
|
|
13,968,239 |
|
10,700 |
|
Tianjin Zhonghuan Semiconductor Co., Ltd. |
|
|
34,866 |
|
10,600 |
|
Tianshui Huatian Technology Co., Ltd., Class A |
|
|
21,422 |
|
400 |
|
Unigroup Guoxin Microelectronics Co., Ltd., Class A |
|
|
7,027 |
|
420,000 |
|
United Microelectronics Corp. |
|
|
411,705 |
|
36,000 |
|
Vanguard International Semiconductor Corp. |
|
|
120,125 |
|
1,300 |
|
Will Semiconductor, Ltd., Class A |
|
|
34,058 |
|
12,000 |
|
Win Semiconductors Corp. |
|
|
119,441 |
|
76,000 |
|
Winbond Electronics Corp. |
|
|
36,816 |
|
146,000 |
|
Xinyi Solar Holdings, Ltd. |
|
|
233,718 |
|
|
|
|
|
|
19,550,149 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Software (0.4%): |
|
|
|
|
8,800 |
|
360 Security Technology, Inc., Class A |
|
$ |
21,473 |
|
1,000 |
|
Beijing Shiji Information Technology Co., Ltd., Class A |
|
|
5,647 |
|
900 |
|
China National Software & Service Co., Ltd., Class A |
|
|
11,021 |
|
802 |
|
Douzone Bizon Co., Ltd. |
|
|
71,980 |
|
1,355 |
|
Globant SA* |
|
|
242,843 |
|
3,400 |
|
Glodon Co., Ltd., Class A |
|
|
36,564 |
|
1,950 |
|
Hundsun Technologies, Inc. |
|
|
28,379 |
|
8,500 |
|
Iflytek Co., Ltd. |
|
|
42,900 |
|
84,000 |
|
Kingdee International Software Group Co., Ltd. |
|
|
218,306 |
|
32,000 |
|
Kingsoft Corp., Ltd. |
|
|
161,256 |
|
700 |
|
Sangfor Technologies, Inc., Class A |
|
|
21,793 |
|
3,400 |
|
Shanghai Baosight Software Co., Ltd. |
|
|
36,160 |
|
7,150 |
|
Yonyou Network Technology Co., Ltd. |
|
|
40,249 |
|
|
|
|
|
|
938,571 |
|
Specialty Retail (0.5%): |
|
|
|
|
247,600 |
|
Ace Hardware Indonesia Tbk PT |
|
|
26,526 |
|
2,316 |
|
FF Group* |
|
|
27 |
|
381,000 |
|
GOME Retail Holdings, Ltd.*^ |
|
|
50,444 |
|
225,000 |
|
Home Product Center Public Co., Ltd. |
|
|
102,454 |
|
12,000 |
|
Hotai Motor Co., Ltd. |
|
|
267,797 |
|
1,292 |
|
Hotel Shilla Co., Ltd. |
|
|
83,392 |
|
2,192 |
|
Jarir Marketing Co. |
|
|
109,554 |
|
3,482 |
|
Jumbo SA |
|
|
61,180 |
|
9,879 |
|
Mr Price Group, Ltd. |
|
|
77,789 |
|
18,364 |
|
Pepkor Holdings, Ltd. |
|
|
12,215 |
|
27,899 |
|
Petrobras Distribuidora SA |
|
|
100,109 |
|
17,100 |
|
Suning.com Co., Ltd., Class A |
|
|
22,868 |
|
45,000 |
|
Topsports International Holdings, Ltd. |
|
|
62,261 |
|
45,177 |
|
Via Varejo SA* |
|
|
139,582 |
|
23,000 |
|
Zhongsheng Group Holdings, Ltd. |
|
|
144,566 |
|
|
|
|
|
|
1,260,764 |
|
Technology Hardware, Storage & Peripherals (5.1%): |
|
|
|
|
111,000 |
|
Acer, Inc. |
|
|
95,604 |
|
15,616 |
|
Advantech Co., Ltd. |
|
|
157,044 |
|
26,000 |
|
Asustek Computer, Inc. |
|
|
228,520 |
|
80,300 |
|
BOE Technology Group Co., Ltd., Class A |
|
|
58,282 |
|
28,000 |
|
Catcher Technology Co., Ltd. |
|
|
176,297 |
|
25,360 |
|
Chicony Electronics Co., Ltd. |
|
|
73,960 |
|
12,500 |
|
China Greatwall Technology Group Co., Ltd., Class A |
|
|
29,541 |
|
139,000 |
|
Compal Electronics, Inc. |
|
|
91,710 |
|
3,100 |
|
Dawning Information Industry Co., Ltd. |
|
|
17,255 |
|
37,199 |
|
Focus Media Information Technology Co., Ltd., Class A |
|
|
44,281 |
|
11,400 |
|
GRG Banking Equipment Co., Ltd., Class A |
|
|
20,368 |
|
3,156 |
|
Inspur Electronic Information Industry Co., Ltd., Class A |
|
|
14,157 |
|
103,000 |
|
Inventec Corp. |
|
|
80,116 |
|
17,400 |
|
Legend Holdings Corp., Class H |
|
|
21,194 |
|
294,000 |
|
Lenovo Group, Ltd. |
|
|
195,387 |
|
86,000 |
|
Lite-On Technology Corp. |
|
|
136,945 |
|
24,000 |
|
Micro-Star International Co., Ltd. |
|
|
110,895 |
|
5,000 |
|
Ninestar Corp. |
|
|
21,016 |
|
67,000 |
|
Pegatron Corp. |
|
|
148,071 |
|
113,000 |
|
Quanta Computer, Inc. |
|
|
296,054 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Technology Hardware, Storage & Peripherals, continued |
|
|
|
|
180,049 |
|
Samsung Electronics Co., Ltd. |
|
$ |
9,073,443 |
|
6,100 |
|
Shenzhen Kaifa Technology Co., Ltd., Class A |
|
|
18,559 |
|
112,863 |
|
Wistron Corp. |
|
|
116,799 |
|
3,000 |
|
Wiwynn Corp. |
|
|
68,147 |
|
394,600 |
|
Xiaomi Corp., Class B* |
|
|
1,053,956 |
|
|
|
|
|
|
12,347,601 |
|
Textiles, Apparel & Luxury Goods (0.9%): |
|
|
|
|
42,000 |
|
Anta Sports Products, Ltd. |
|
|
435,291 |
|
116,000 |
|
Bosideng International Holdings, Ltd. |
|
|
36,105 |
|
8,220 |
|
Eclat Textile Co., Ltd. |
|
|
102,520 |
|
15,000 |
|
Feng Tay Enterprise Co., Ltd. |
|
|
90,339 |
|
1,622 |
|
Fila Korea, Ltd. |
|
|
50,375 |
|
19,000 |
|
Formosta Taffeta Co., Ltd. |
|
|
20,570 |
|
83,000 |
|
Li Ning Co., Ltd. |
|
|
389,480 |
|
52 |
|
LPP SA* |
|
|
88,266 |
|
236 |
|
Page Industries, Ltd. |
|
|
68,302 |
|
83,000 |
|
Pou Chen Corp. |
|
|
75,259 |
|
30,200 |
|
Shenzhou International Group |
|
|
512,821 |
|
12,833 |
|
Titan Co., Ltd. |
|
|
209,898 |
|
|
|
|
|
|
2,079,226 |
|
Thrifts & Mortgage Finance (0.6%): |
|
|
|
|
62,307 |
|
Housing Development Finance Corp., Ltd. |
|
|
1,478,865 |
|
10,552 |
|
LIC Housing Finance, Ltd. |
|
|
39,726 |
|
|
|
|
|
|
1,518,591 |
|
Tobacco (0.3%): |
|
|
|
|
43,949 |
|
Eastern Co. SAE |
|
|
33,669 |
|
307,300 |
|
Hanjaya Mandala Sampoerna Tbk PT |
|
|
29,076 |
|
110,667 |
|
ITC, Ltd. |
|
|
257,737 |
|
4,417 |
|
KT&G Corp. |
|
|
311,881 |
|
12,100 |
|
PT Gudang Garam Tbk* |
|
|
32,709 |
|
|
|
|
|
|
665,072 |
|
Trading Companies & Distributors (0.0%): |
|
|
|
|
7,500 |
|
BOC Aviation, Ltd. |
|
|
51,093 |
|
2,050 |
|
Posco International Corp. |
|
|
23,781 |
|
|
|
|
|
|
74,874 |
|
Transportation Infrastructure (0.6%): |
|
|
|
|
18,445 |
|
Adani Ports & Special Economic Zone, Ltd. |
|
|
85,872 |
|
160,200 |
|
Airports of Thailand Public Co., Ltd. |
|
|
286,723 |
|
291,400 |
|
Bangkok Expressway & Metro |
|
|
78,748 |
|
74,000 |
|
Beijing Capital International Airport Co., Ltd. |
|
|
44,600 |
|
44,194 |
|
CCR SA |
|
|
99,713 |
|
47,228 |
|
China Merchants Port Holdings Co., Ltd. |
|
|
48,228 |
|
80,000 |
|
COSCO SHIPPING Ports, Ltd. |
|
|
45,707 |
|
8,587 |
|
Grupo Aeroportuario de Sur* |
|
|
99,759 |
|
15,047 |
|
Grupo Aeroporturaio del Pacifico SAB de C.V. |
|
|
120,824 |
|
11,100 |
|
Guangzhou Baiyun International Airport Co., Ltd., Class A |
|
|
22,262 |
|
46,190 |
|
International Container Terminal Services, Inc. |
|
|
104,869 |
|
64,000 |
|
Jiangsu Expressway Co., Ltd., Series H, Class H |
|
|
64,446 |
|
28,300 |
|
Malaysia Airports Holdings Berhad |
|
|
32,443 |
|
9,118 |
|
Promotora Y Operadora de Infraestructura SAB de CV* |
|
|
64,504 |
|
3,000 |
|
Shanghai International Air |
|
|
30,257 |
|
35,399 |
|
Shanghai International Port Group Co., Ltd. |
|
|
21,740 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Transportation Infrastructure, continued |
|
|
|
|
44,000 |
|
Shenzhen Expressway Co., Ltd., Class H |
|
$ |
38,267 |
|
35,000 |
|
Shenzhen International Holdings, Ltd. |
|
|
55,789 |
|
87,000 |
|
Taiwan High Speed Rail Corp. |
|
|
95,144 |
|
33,400 |
|
Westports Holding Berhad |
|
|
31,062 |
|
76,000 |
|
Zhejiang Expressway Co., Ltd. |
|
|
54,913 |
|
|
|
|
|
|
1,525,870 |
|
Water Utilities (0.2%): |
|
|
|
|
130,347 |
|
Aguas Andinas SA, Class A |
|
|
36,536 |
|
186,000 |
|
Beijing Enterprises Water Group, Ltd. |
|
|
72,110 |
|
13,691 |
|
Cia Saneamento Basico Do Estado de Sao Paulo |
|
|
114,102 |
|
108,000 |
|
Guangdong Investment, Ltd. |
|
|
171,484 |
|
|
|
|
|
|
394,232 |
|
Wireless Telecommunication Services (2.0%): |
|
|
|
|
45,500 |
|
Advanced Info Service Public Co., Ltd. |
|
|
246,357 |
|
1,273,179 |
|
America Movil SAB de C.V., Series L |
|
|
799,484 |
|
128,300 |
|
Axiata Group Berhad |
|
|
91,418 |
|
46,689 |
|
Bharti Airtel, Ltd. |
|
|
267,434 |
|
229,000 |
|
China Mobile, Ltd. |
|
|
1,472,208 |
|
98,000 |
|
China United Network Communications, Ltd. |
|
|
70,012 |
|
126,100 |
|
DIGI.com Berhad |
|
|
122,621 |
|
4,626 |
|
Empresa Nacional de Telecomunicaciones SA |
|
|
28,810 |
|
15,756 |
|
Etihad Etisalat Co.* |
|
|
120,009 |
|
58,000 |
|
Far EasTone Telecommunications Co., Ltd. |
|
|
122,230 |
|
1,005 |
|
Globe Telecom, Inc. |
|
|
43,129 |
|
90,400 |
|
Intouch Holdings Public Co., Ltd. |
|
|
146,842 |
|
92,900 |
|
Maxis Berhad |
|
|
113,712 |
|
14,942 |
|
Mobile TeleSystems PJSC, ADR |
|
|
130,444 |
|
58,041 |
|
MTN Group, Ltd. |
|
|
195,365 |
|
3,620 |
|
PLDT, Inc. |
|
|
99,954 |
|
1,439 |
|
SK Telecom Co., Ltd. |
|
|
292,720 |
|
56,000 |
|
Taiwan Mobile Co., Ltd. |
|
|
186,950 |
|
27,636 |
|
Tim Participacoes SA |
|
|
64,273 |
|
36,500 |
|
Total Access Communication Public Co., Ltd. |
|
|
37,420 |
|
40,565 |
|
Turkcell Iletisim Hizmetleri AS |
|
|
79,846 |
|
21,658 |
|
Vodacom Group, Ltd. |
|
|
159,284 |
|
145,200 |
|
XL Axiata Tbk PT |
|
|
19,948 |
|
|
|
|
|
|
4,910,470 |
|
Total Common Stocks (Cost $181,166,371) |
|
|
238,079,753 |
|
Preferred Stocks (1.3%): |
|
|
|
|
Automobiles
(0.0%): |
|
|
|
|
1,265 |
|
Hyundai Motor Co., Ltd., 3.52%, 6/29/20 |
|
|
95,303 |
|
Banks (0.5%): |
|
|
|
|
168,884 |
|
Banco Bradesco SA, 0.89%, 1/3/20 |
|
|
583,748 |
|
182,164 |
|
Itau Unibanco Holding SA, Series S, 0.80%, 1/5/21 |
|
|
729,889 |
|
|
|
|
|
|
1,313,637 |
|
Chemicals
(0.0%): |
|
|
|
|
8,754 |
|
Braskem SA, Class A, 4.04%, 10/7/20 |
|
|
32,410 |
|
Electric Utilities (0.0%): |
|
|
|
|
3,360 |
|
Cia Paranaense de Energia, Class B, 0.61% |
|
|
37,103 |
|
Metals & Mining (0.1%): |
|
|
|
|
42,438 |
|
Gerdau SA, 0.34%, 3/6/20 |
|
|
157,192 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
|
Preferred Stocks, continued |
|
|
|
|
Multiline Retail (0.1%): |
|
|
|
|
29,978 |
|
Lojas Americanas SA, 0.05%, 1/11/21 |
|
$ |
151,558 |
|
Technology Hardware, Storage & Peripherals (0.6%): |
|
|
|
|
31,233 |
|
Samsung Electronics Co., Ltd., 2.11%, 3/30/20 |
|
|
1,347,719 |
|
Total Preferred Stocks (Cost $3,724,049) |
|
|
3,134,922 |
|
Warrant
(0.0%): |
|
|
|
|
Consumer Finance
(0.0%): |
|
|
|
|
1,108 |
|
Srisawad Corp. pcl, 8/29/25 |
|
|
409 |
|
Total Warrant (Cost $) |
|
|
409 |
|
Rights
(0.0%): |
|
|
|
|
Construction Materials (0.0%): |
|
|
|
|
4,144 |
|
Siam Cement Nvdr, Expires on 12/31/49*(a) |
|
|
|
|
Insurance
(0.0%): |
|
|
|
|
5,666 |
|
Shin Kong Financial, Expires on 8/26/20*(a) |
|
|
|
|
Total Rights (Cost $) |
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.7%): |
|
|
|
|
1,625,070 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(b)(c) |
|
|
1,625,070 |
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $1,625,070) |
|
|
1,625,070 |
|
Unaffiliated Investment Companies (0.4%): |
|
|
|
|
|
|
Money Markets (0.4%): |
|
|
|
|
1,050,344 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
|
1,050,344 |
|
Total Unaffiliated Investment Companies (Cost $1,050,344) |
|
|
1,050,344 |
|
Total Investment Securities
(Cost $187,565,834) - 100.0% |
|
|
243,890,498 |
|
Net other assets (liabilities) - 0.0% |
|
|
(52,252) |
|
|
|
Net Assets - 100.0% |
|
|
$243,838,246 |
|
|
|
|
|
|
Percentages indicated are based on net
assets as of September 30, 2020.
|
|
|
|
|
ADR |
|
- |
|
American Depository Receipt |
GDR |
|
- |
|
Global Depositary Receipt |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $1,531,172. |
|
Represents less than 0.05%. |
(a) |
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of
September 30, 2020. The total of all such securities represent 0.00% of the net assets of the fund. |
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
(b) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(c) |
The rate represents the effective yield at September 30, 2020. |
Amounts shown as are either $0 or round less than $1.
The
following represents the concentrations by country of risk (based on the domicile of the security issuer) relative to the total fair value of investments as of September 30, 2020:
(Unaudited)
|
|
|
|
|
Country |
|
Percentage |
Argentina |
|
|
% |
|
Bermuda |
|
|
0.1 |
% |
Brazil |
|
|
4.5 |
% |
Cayman Islands |
|
|
1.1 |
% |
Chile |
|
|
0.5 |
% |
China |
|
|
36.0 |
% |
Colombia |
|
|
0.2 |
% |
Czech Republic |
|
|
0.1 |
% |
Egypt |
|
|
0.1 |
% |
Greece |
|
|
0.1 |
% |
Hong Kong |
|
|
4.2 |
% |
Hungary |
|
|
0.2 |
% |
India |
|
|
8.2 |
% |
Indonesia |
|
|
1.2 |
% |
Luxembourg |
|
|
0.1 |
% |
Malaysia |
|
|
1.7 |
% |
Mexico |
|
|
1.6 |
% |
Pakistan |
|
|
% |
|
Peru |
|
|
% |
|
Philippines |
|
|
0.7 |
% |
Poland |
|
|
0.6 |
% |
Qatar |
|
|
0.8 |
% |
Republic of Korea (South) |
|
|
12.0 |
% |
Romania |
|
|
% |
|
Russian Federation |
|
|
3.0 |
% |
Saudi Arabia |
|
|
2.8 |
% |
Singapore |
|
|
% |
|
South Africa |
|
|
3.4 |
% |
Switzerland |
|
|
0.1 |
% |
Taiwan, Province Of China |
|
|
12.5 |
% |
Thailand |
|
|
1.8 |
% |
Turkey |
|
|
0.3 |
% |
United Arab Emirates |
|
|
0.6 |
% |
United States |
|
|
1.5 |
% |
|
|
|
|
|
|
|
|
100.0 |
% |
|
|
|
|
|
|
Represents less than 0.05%.
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Emerging Markets Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At
September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration
Date |
|
|
Number of
Contracts |
|
|
Notional
Amount |
|
|
Value and
Unrealized
Appreciation/
(Depreciation) |
Mini MSCI Emerging Markets Index December Futures (U.S. Dollar) |
|
|
12/18/20 |
|
|
|
55 |
|
|
$ |
2,993,375 |
|
|
$ |
61,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
61,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks (99.4%): |
|
|
|
|
Aerospace & Defense (1.3%): |
|
|
|
|
3,781 |
|
Airbus SE |
|
$ |
274,409 |
|
21,226 |
|
BAE Systems plc |
|
|
131,269 |
|
3,541 |
|
Boeing Co. (The) |
|
|
585,186 |
|
1,996 |
|
CAE, Inc. |
|
|
29,204 |
|
22 |
|
Dassault Aviation SA |
|
|
18,672 |
|
203 |
|
Elbit Systems, Ltd. |
|
|
24,669 |
|
1,631 |
|
General Dynamics Corp. |
|
|
225,779 |
|
333 |
|
HEICO Corp. |
|
|
34,852 |
|
551 |
|
HEICO Corp., Class A |
|
|
48,852 |
|
2,939 |
|
Howmet Aerospace, Inc.* |
|
|
49,140 |
|
307 |
|
Huntington Ingalls Industries, Inc. |
|
|
43,210 |
|
1,397 |
|
L3harris Technologies, Inc. |
|
|
237,266 |
|
401 |
|
Leonardo SpA |
|
|
2,344 |
|
1,640 |
|
Lockheed Martin Corp. |
|
|
628,580 |
|
386 |
|
MTU Aero Engines AG |
|
|
64,191 |
|
1,051 |
|
Northrop Grumman Corp. |
|
|
331,580 |
|
10,031 |
|
Raytheon Technologies Corp. |
|
|
577,184 |
|
12,793 |
|
Rolls-Royce Holdings plc^ |
|
|
21,223 |
|
2,146 |
|
Safran SA* |
|
|
211,149 |
|
13,200 |
|
Singapore Technologies Engineering, Ltd. |
|
|
33,649 |
|
244 |
|
Teledyne Technologies, Inc.* |
|
|
75,691 |
|
1,337 |
|
Textron, Inc. |
|
|
48,252 |
|
588 |
|
Thales SA |
|
|
44,023 |
|
324 |
|
TransDigm Group, Inc. |
|
|
153,939 |
|
|
|
|
|
|
3,894,313 |
|
Air Freight & Logistics (0.6%): |
|
|
|
|
6,608 |
|
Bollore, Inc. |
|
|
24,662 |
|
848 |
|
C.H. Robinson Worldwide, Inc. |
|
|
86,657 |
|
6,548 |
|
Deutsche Post AG |
|
|
298,559 |
|
1,094 |
|
Expeditors International of Washington, Inc. |
|
|
99,029 |
|
1,642 |
|
FedEx Corp. |
|
|
412,996 |
|
1,100 |
|
SG Holdings Co., Ltd. |
|
|
57,180 |
|
4,647 |
|
United Parcel Service, Inc., Class B |
|
|
774,330 |
|
691 |
|
XPO Logistics, Inc.* |
|
|
58,500 |
|
1,800 |
|
Yamato Holdings Co., Ltd. |
|
|
47,388 |
|
|
|
|
|
|
1,859,301 |
|
Airlines (0.1%): |
|
|
|
|
990 |
|
Air Canada* |
|
|
11,667 |
|
1,000 |
|
ANA Holdings, Inc.^ |
|
|
23,173 |
|
1,221 |
|
Delta Air Lines, Inc. |
|
|
37,338 |
|
1,823 |
|
Deutsche Lufthansa AG, Registered Shares*^ |
|
|
15,711 |
|
1,000 |
|
Japan Airlines Co., Ltd. |
|
|
18,775 |
|
5,225 |
|
Qantas Airways, Ltd. |
|
|
15,220 |
|
7,150 |
|
Singapore Airlines, Ltd. |
|
|
18,280 |
|
1,013 |
|
Southwest Airlines Co. |
|
|
37,988 |
|
|
|
|
|
|
178,152 |
|
Auto Components (0.4%): |
|
|
|
|
1,200 |
|
Aisin Sieki Co., Ltd. |
|
|
38,373 |
|
1,809 |
|
Aptiv plc |
|
|
165,849 |
|
624 |
|
Autoliv, Inc. |
|
|
45,477 |
|
1,542 |
|
BorgWarner, Inc. |
|
|
59,737 |
|
3,800 |
|
Bridgestone Corp. |
|
|
120,047 |
|
1,124 |
|
Compagnie Generale des Establissements Michelin SCA, Class B |
|
|
120,258 |
|
691 |
|
Continental AG |
|
|
74,899 |
|
2,800 |
|
Denso Corp. |
|
|
122,666 |
|
608 |
|
Faurecia SA |
|
|
26,253 |
|
800 |
|
Koito Manufacturing Co., Ltd. |
|
|
40,790 |
|
442 |
|
Lear Corp. |
|
|
48,200 |
|
1,919 |
|
Magna Internationl, Inc. |
|
|
87,821 |
|
800 |
|
NGK Spark Plug Co., Ltd. |
|
|
13,958 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Auto Components, continued |
|
|
|
|
784 |
|
Pirelli & C SpA* |
|
$ |
3,358 |
|
600 |
|
Stanley Electric Co., Ltd. |
|
|
17,220 |
|
4,300 |
|
Sumitomo Electric Industries, Ltd. |
|
|
48,325 |
|
700 |
|
Sumitomo Rubber Industries, Ltd. |
|
|
6,494 |
|
300 |
|
Toyoda Gosei Co., Ltd. |
|
|
6,877 |
|
1,100 |
|
Toyota Industries Corp. |
|
|
69,566 |
|
1,269 |
|
Valeo SA |
|
|
38,780 |
|
1,100 |
|
Yokohama Rubber Co., Ltd. (The) |
|
|
15,658 |
|
|
|
|
|
|
1,170,606 |
|
Automobiles (1.6%): |
|
|
|
|
2,218 |
|
Bayerische Motoren Werke AG (BMW) |
|
|
161,029 |
|
5,593 |
|
Daimler AG, Registered Shares |
|
|
301,540 |
|
833 |
|
Ferrari NV |
|
|
152,458 |
|
6,550 |
|
Fiat Chrysler Automobiles NV |
|
|
80,177 |
|
26,246 |
|
Ford Motor Co. |
|
|
174,798 |
|
8,240 |
|
General Motors Co. |
|
|
243,822 |
|
10,900 |
|
Honda Motor Co., Ltd. |
|
|
257,211 |
|
4,200 |
|
Isuzu Motors, Ltd. |
|
|
36,800 |
|
4,500 |
|
Mazda Motor Corp. |
|
|
26,317 |
|
3,000 |
|
Mitsubishi Motors Corp. |
|
|
6,623 |
|
14,100 |
|
Nissan Motor Co., Ltd.* |
|
|
50,121 |
|
3,490 |
|
PSA Peugeot Citroen SA* |
|
|
62,918 |
|
1,438 |
|
Renault SA* |
|
|
37,113 |
|
3,800 |
|
Subaru Corp. |
|
|
73,778 |
|
2,300 |
|
Suzuki Motor Corp. |
|
|
98,527 |
|
4,880 |
|
Tesla, Inc.* |
|
|
2,093,569 |
|
14,000 |
|
Toyota Motor Corp. |
|
|
926,085 |
|
236 |
|
Volkswagen AG* |
|
|
41,251 |
|
2,100 |
|
Yamaha Motor Co., Ltd. |
|
|
30,540 |
|
|
|
|
|
|
4,854,677 |
|
Banks (4.9%): |
|
|
|
|
3,369 |
|
ABN AMRO Group NV* |
|
|
28,168 |
|
1,000 |
|
Aozora Bank, Ltd.^ |
|
|
16,621 |
|
18,743 |
|
Australia & New Zealand Banking Group, Ltd. |
|
|
231,996 |
|
44,964 |
|
Banco Bilbao Vizcaya Argentaria SA |
|
|
124,255 |
|
109,998 |
|
Banco Santander SA |
|
|
204,896 |
|
8,039 |
|
Bank Hapoalim BM |
|
|
42,944 |
|
10,693 |
|
Bank Leumi Le-Israel Corp. |
|
|
47,070 |
|
51,397 |
|
Bank of America Corp. |
|
|
1,238,154 |
|
11,200 |
|
Bank of East Asia, Ltd. (The)^ |
|
|
20,649 |
|
200 |
|
Bank of Kyoto, Ltd. (The) |
|
|
9,663 |
|
4,213 |
|
Bank of Montreal |
|
|
246,312 |
|
7,965 |
|
Bank of Nova Scotia^ |
|
|
330,948 |
|
5,419 |
|
Bankinter SA |
|
|
23,313 |
|
221 |
|
Banque Cantonale Vaudois, Registered Shares |
|
|
22,410 |
|
116,552 |
|
Barclays plc |
|
|
146,637 |
|
7,240 |
|
BNP Paribas SA |
|
|
262,244 |
|
24,500 |
|
BOC Hong Kong Holdings, Ltd. |
|
|
64,995 |
|
20,425 |
|
CaixaBank SA |
|
|
43,302 |
|
2,879 |
|
Canadian Imperial Bank of Commerce |
|
|
215,222 |
|
2,800 |
|
Chiba Bank, Ltd. (The) |
|
|
15,454 |
|
13,643 |
|
Citigroup, Inc. |
|
|
588,150 |
|
2,688 |
|
Citizens Financial Group, Inc. |
|
|
67,953 |
|
735 |
|
Comerica, Inc. |
|
|
28,114 |
|
4,941 |
|
Commerzbank AG |
|
|
24,282 |
|
11,717 |
|
Commonwealth Bank of Australia |
|
|
535,408 |
|
8,400 |
|
Concordia Financial Group, Ltd. |
|
|
29,285 |
|
6,960 |
|
Credit Agricole SA |
|
|
60,828 |
|
3,893 |
|
Danske Bank A/S |
|
|
52,744 |
|
11,900 |
|
DBS Group Holdings, Ltd. |
|
|
175,073 |
|
6,348 |
|
DNB ASA* |
|
|
87,726 |
|
1,112 |
|
East West Bancorp, Inc. |
|
|
36,407 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
1,649 |
|
Erste Group Bank AG* |
|
$ |
34,482 |
|
4,520 |
|
Fifth Third Bancorp |
|
|
96,366 |
|
3,510 |
|
Finecobank Banca Fineco SpA |
|
|
48,291 |
|
1,119 |
|
First Republic Bank |
|
|
122,038 |
|
1,400 |
|
Fukuoka Financial Group, Inc. |
|
|
23,574 |
|
4,900 |
|
Hang Seng Bank, Ltd. |
|
|
72,737 |
|
134,459 |
|
HSBC Holdings plc |
|
|
522,264 |
|
7,420 |
|
Huntington Bancshares, Inc. |
|
|
68,041 |
|
24,884 |
|
ING Groep NV* |
|
|
176,179 |
|
107,875 |
|
Intesa Sanpaolo SpA* |
|
|
202,535 |
|
7,605 |
|
Isreal Discount Bank |
|
|
20,510 |
|
1,400 |
|
Japan Post Bank Co., Ltd. |
|
|
10,936 |
|
19,991 |
|
JPMorgan Chase & Co. |
|
|
1,924,534 |
|
1,732 |
|
KBC Group NV |
|
|
86,716 |
|
6,122 |
|
KeyCorp |
|
|
73,035 |
|
441,813 |
|
Lloyds Banking Group plc* |
|
|
149,903 |
|
862 |
|
M&T Bank Corp. |
|
|
79,382 |
|
3,600 |
|
Mebuki Financial Group, Inc. |
|
|
8,169 |
|
4,869 |
|
Mediobanca SpA |
|
|
38,177 |
|
80,300 |
|
Mitsubishi UFJ Financial Group, Inc.^ |
|
|
318,710 |
|
1,110 |
|
Mizrahi Tefahot Bank, Ltd. |
|
|
19,680 |
|
15,650 |
|
Mizuho Financial Group, Inc.^ |
|
|
195,520 |
|
21,417 |
|
National Australia Bank, Ltd. |
|
|
273,209 |
|
2,289 |
|
National Bank of Canada^ |
|
|
113,711 |
|
35,584 |
|
Natwest Group plc |
|
|
48,578 |
|
21,792 |
|
Nordea Bank AB* |
|
|
166,067 |
|
23,700 |
|
Oversea-Chinese Banking Corp., Ltd. |
|
|
147,280 |
|
3,124 |
|
Peoples United Financial, Inc. |
|
|
32,208 |
|
2,841 |
|
PNC Financial Services Group, Inc. (The) |
|
|
312,254 |
|
1,228 |
|
Raiffeisen International Bank-Holding AG* |
|
|
18,770 |
|
5,891 |
|
Regions Financial Corp. |
|
|
67,923 |
|
16,000 |
|
Resona Holdings, Inc.^ |
|
|
54,537 |
|
9,426 |
|
Royal Bank of Canada |
|
|
661,886 |
|
2,100 |
|
Seven Bank, Ltd.^ |
|
|
5,092 |
|
300 |
|
Shinsei Bank, Ltd. |
|
|
3,718 |
|
3,700 |
|
Shizuoka Bank, Ltd. (The) |
|
|
25,594 |
|
416 |
|
Signature Bank |
|
|
34,524 |
|
10,530 |
|
Skandinaviska Enskilda Banken AB, Class A* |
|
|
93,249 |
|
4,809 |
|
Societe Generale |
|
|
63,628 |
|
16,290 |
|
Standard Chartered plc |
|
|
74,669 |
|
8,500 |
|
Sumitomo Mitsui Financial Group, Inc.^ |
|
|
236,556 |
|
1,900 |
|
Sumitomo Mitsui Trust Holdings, Inc. |
|
|
50,565 |
|
325 |
|
SVB Financial Group* |
|
|
78,202 |
|
9,846 |
|
Svenska Handelsbanken AB, Class A* |
|
|
82,728 |
|
5,915 |
|
Swedbank AB, Class A* |
|
|
92,547 |
|
11,991 |
|
Toronto-Dominion Bank (The) |
|
|
555,239 |
|
8,781 |
|
Truist Financial Corp. |
|
|
334,117 |
|
8,810 |
|
U.S. Bancorp |
|
|
315,839 |
|
14,486 |
|
Unicredit SpA |
|
|
119,447 |
|
8,204 |
|
United Overseas Bank, Ltd. |
|
|
115,199 |
|
25,781 |
|
Wells Fargo & Co. |
|
|
606,111 |
|
24,134 |
|
Westpac Banking Corp. |
|
|
291,142 |
|
1,310 |
|
Zions Bancorp |
|
|
38,278 |
|
|
|
|
|
|
14,425,869 |
|
Beverages (1.7%): |
|
|
|
|
5,044 |
|
Anheuser-Busch InBev NV |
|
|
272,230 |
|
2,700 |
|
Asahi Breweries, Ltd. |
|
|
94,053 |
|
2,055 |
|
Brown-Forman Corp., Class B |
|
|
154,783 |
|
10,000 |
|
Budweiser Brewing Co. APAC, Ltd. |
|
|
29,213 |
|
694 |
|
Carlsberg A/S, Class B |
|
|
93,466 |
|
3,938 |
|
Coca-Cola Amatil, Ltd. |
|
|
26,846 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Beverages, continued |
|
|
|
|
600 |
|
Coca-Cola Bottlers Japan Holdings, Inc. |
|
$ |
10,045 |
|
26,978 |
|
Coca-Cola Co. (The) |
|
|
1,331,904 |
|
1,380 |
|
Coca-Cola European Partners plc |
|
|
54,266 |
|
1,242 |
|
Coca-Cola HBC AG |
|
|
30,695 |
|
1,069 |
|
Constellation Brands, Inc., Class C |
|
|
202,586 |
|
4,404 |
|
David Campari-Milano NV |
|
|
48,129 |
|
15,301 |
|
Diageo plc |
|
|
524,086 |
|
732 |
|
Heineken Holding NV |
|
|
56,961 |
|
1,738 |
|
Heineken NV |
|
|
154,430 |
|
400 |
|
ITO EN, Ltd. |
|
|
28,542 |
|
2,060 |
|
Keurig Dr Pepper, Inc. |
|
|
56,856 |
|
5,200 |
|
Kirin Holdings Co., Ltd. |
|
|
97,680 |
|
1,411 |
|
Molson Coors Brewing Co., Class B |
|
|
47,353 |
|
2,572 |
|
Monster Beverage Corp.* |
|
|
206,274 |
|
9,088 |
|
PepsiCo, Inc. |
|
|
1,259,597 |
|
1,398 |
|
Pernod Ricard SA |
|
|
223,079 |
|
103 |
|
Remy Cointreau SA^ |
|
|
18,799 |
|
1,100 |
|
Suntory Beverage & Food, Ltd. |
|
|
41,350 |
|
5,399 |
|
Treasury Wine Estates, Ltd. |
|
|
34,634 |
|
|
|
|
|
|
5,097,857 |
|
Biotechnology (1.9%): |
|
|
|
|
11,691 |
|
AbbVie, Inc. |
|
|
1,024,014 |
|
1,454 |
|
Alexion Pharmaceuticals, Inc.* |
|
|
166,381 |
|
705 |
|
Alnylam Pharmaceuticals, Inc.* |
|
|
102,648 |
|
3,843 |
|
Amgen, Inc. |
|
|
976,737 |
|
295 |
|
Argenx SE* |
|
|
77,697 |
|
272 |
|
BeiGene, Ltd., ADR* |
|
|
77,912 |
|
1,079 |
|
Biogen, Inc.* |
|
|
306,091 |
|
1,263 |
|
BioMarin Pharmaceutical, Inc.* |
|
|
96,089 |
|
3,004 |
|
CSL, Ltd. |
|
|
618,822 |
|
889 |
|
Exact Sciences Corp.* |
|
|
90,634 |
|
246 |
|
Galapagos NV* |
|
|
34,937 |
|
442 |
|
Genmab A/S* |
|
|
160,529 |
|
8,364 |
|
Gilead Sciences, Inc. |
|
|
528,521 |
|
2,223 |
|
Grifols SA^ |
|
|
64,058 |
|
1,213 |
|
Incyte Corp.* |
|
|
108,855 |
|
994 |
|
Ionis Pharmaceuticals, Inc.* |
|
|
47,165 |
|
1,805 |
|
Moderna, Inc.* |
|
|
127,704 |
|
515 |
|
Neurocrine Biosciences, Inc.* |
|
|
49,522 |
|
700 |
|
Peptidream, Inc.* |
|
|
32,895 |
|
658 |
|
Regeneron Pharmaceuticals, Inc.* |
|
|
368,335 |
|
458 |
|
Sarepta Therapeutics, Inc.* |
|
|
64,317 |
|
807 |
|
Seattle Genetics, Inc.* |
|
|
157,922 |
|
1,690 |
|
Vertex Pharmaceuticals, Inc.* |
|
|
459,883 |
|
|
|
|
|
|
5,741,668 |
|
Building Products (0.7%): |
|
|
|
|
1,044 |
|
A.O. Smith Corp. |
|
|
55,123 |
|
1,400 |
|
AGC, Inc. |
|
|
41,007 |
|
548 |
|
Allegion plc |
|
|
54,203 |
|
6,481 |
|
ASSA Abloy AB, Class B |
|
|
151,337 |
|
5,478 |
|
Carrier Global Corp. |
|
|
167,298 |
|
3,551 |
|
Compagnie de Saint-Gobain SA |
|
|
149,073 |
|
1,600 |
|
Daikin Industries, Ltd. |
|
|
295,067 |
|
861 |
|
Fortune Brands Home & Security, Inc. |
|
|
74,494 |
|
247 |
|
Geberit AG, Registered Shares |
|
|
146,395 |
|
4,805 |
|
Johnson Controls International plc |
|
|
196,284 |
|
964 |
|
Kingspan Group plc* |
|
|
87,668 |
|
205 |
|
Lennox International, Inc. |
|
|
55,885 |
|
2,000 |
|
Lixil Group Corp. |
|
|
40,219 |
|
1,851 |
|
Masco Corp. |
|
|
102,046 |
|
1,748 |
|
Nibe Industrier AB, Class B* |
|
|
45,071 |
|
811 |
|
Owens Corning |
|
|
55,805 |
|
700 |
|
TOTO, Ltd. |
|
|
32,122 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Building Products, continued |
|
|
|
|
1,747 |
|
Trane Technologies plc |
|
$ |
211,824 |
|
|
|
|
|
|
1,960,921 |
|
Capital Markets (2.7%): |
|
|
|
|
5,939 |
|
3i Group plc |
|
|
76,222 |
|
763 |
|
Ameriprise Financial, Inc. |
|
|
117,586 |
|
372 |
|
Amundi SA |
|
|
26,222 |
|
1,269 |
|
Apollo Global Management, Inc. |
|
|
56,788 |
|
1,244 |
|
ASX, Ltd. |
|
|
72,849 |
|
5,333 |
|
Bank of New York Mellon Corp. (The) |
|
|
183,135 |
|
1,009 |
|
BlackRock, Inc., Class A+ |
|
|
568,623 |
|
4,345 |
|
Blackstone Group, Inc. (The), Class A |
|
|
226,809 |
|
8,854 |
|
Brookfield Asset Management, Inc., Class A |
|
|
293,005 |
|
655 |
|
Cboe Global Markets, Inc. |
|
|
57,470 |
|
7,745 |
|
Charles Schwab Corp. (The) |
|
|
280,601 |
|
1,918 |
|
CI Financial Corp. |
|
|
24,332 |
|
2,372 |
|
CME Group, Inc. |
|
|
396,859 |
|
16,365 |
|
Credit Suisse Group AG |
|
|
163,838 |
|
8,500 |
|
Daiwa Securities Group, Inc.^ |
|
|
35,681 |
|
13,670 |
|
Deutsche Bank AG, Registered Shares* |
|
|
115,242 |
|
1,237 |
|
Deutsche Boerse AG |
|
|
217,214 |
|
1,442 |
|
E*TRADE Financial Corp. |
|
|
72,172 |
|
1,745 |
|
EQT AB |
|
|
33,786 |
|
244 |
|
FactSet Research Systems, Inc. |
|
|
81,711 |
|
2,272 |
|
Franklin Resources, Inc. |
|
|
46,235 |
|
2,149 |
|
Goldman Sachs Group, Inc. |
|
|
431,885 |
|
2,274 |
|
Hargreaves Lansdown plc |
|
|
45,575 |
|
8,000 |
|
Hong Kong Exchanges & Clearing, Ltd. |
|
|
376,047 |
|
246 |
|
IGM Financial, Inc.^ |
|
|
5,641 |
|
3,663 |
|
Intercontinental Exchange, Inc. |
|
|
366,483 |
|
2,923 |
|
Invesco, Ltd. |
|
|
33,351 |
|
3,100 |
|
Japan Exchange Group, Inc.^ |
|
|
86,764 |
|
1,376 |
|
Julius Baer Group, Ltd. |
|
|
58,677 |
|
3,196 |
|
KKR & Co., Inc., Class A |
|
|
109,751 |
|
2,065 |
|
London Stock Exchange Group plc |
|
|
236,192 |
|
2,239 |
|
Macquarie Group, Ltd. |
|
|
192,285 |
|
973 |
|
Magellan Financial Group, Ltd. |
|
|
39,648 |
|
252 |
|
MarketAxess Holdings, Inc. |
|
|
121,361 |
|
1,103 |
|
Moodys Corp. |
|
|
319,705 |
|
7,646 |
|
Morgan Stanley |
|
|
369,684 |
|
580 |
|
MSCI, Inc., Class A |
|
|
206,932 |
|
733 |
|
Nasdaq, Inc. |
|
|
89,946 |
|
7,385 |
|
Natixis |
|
|
16,596 |
|
21,300 |
|
Nomura Holdings, Inc. |
|
|
97,179 |
|
1,323 |
|
Northern Trust Corp. |
|
|
103,154 |
|
123 |
|
Partners Group Holding AG |
|
|
113,212 |
|
787 |
|
Raymond James Financial, Inc. |
|
|
57,262 |
|
1,572 |
|
S&P Global, Inc. |
|
|
566,863 |
|
1,800 |
|
SBI Holdings, Inc. |
|
|
46,583 |
|
935 |
|
Schroders plc |
|
|
32,580 |
|
981 |
|
SEI Investments Co. |
|
|
49,756 |
|
3,200 |
|
Singapore Exchange, Ltd. |
|
|
21,540 |
|
3,996 |
|
St. James Place plc |
|
|
47,739 |
|
2,376 |
|
State Street Corp. |
|
|
140,968 |
|
1,492 |
|
T. Rowe Price Group, Inc. |
|
|
191,304 |
|
1,633 |
|
TD Ameritrade Holding Corp. |
|
|
63,932 |
|
413 |
|
TMX Group, Ltd. |
|
|
42,479 |
|
599 |
|
Tradeweb Markets, Inc., Class A |
|
|
34,742 |
|
24,266 |
|
UBS Group AG |
|
|
270,970 |
|
|
|
|
|
|
8,133,166 |
|
Chemicals (2.4%): |
|
|
|
|
3,124 |
|
Air Liquide SA |
|
|
495,665 |
|
1,461 |
|
Air Products & Chemicals, Inc. |
|
|
435,174 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
800 |
|
Air Water, Inc. |
|
$ |
10,824 |
|
1,326 |
|
Akzo Nobel NV |
|
|
134,274 |
|
637 |
|
Albemarle Corp. |
|
|
56,871 |
|
367 |
|
Arkema SA |
|
|
38,930 |
|
7,500 |
|
Asahi Kasei Corp. |
|
|
65,480 |
|
1,522 |
|
Axalta Coating Systems, Ltd.* |
|
|
33,743 |
|
6,065 |
|
BASF SE |
|
|
369,278 |
|
740 |
|
Celanese Corp., Series A |
|
|
79,513 |
|
1,625 |
|
CF Industries Holdings, Inc. |
|
|
49,904 |
|
657 |
|
Christian Hansen Holding A/S |
|
|
73,034 |
|
1,528 |
|
Clariant AG |
|
|
30,050 |
|
4,853 |
|
Corteva, Inc. |
|
|
139,815 |
|
1,000 |
|
Covestro AG |
|
|
49,646 |
|
936 |
|
Croda International plc |
|
|
75,555 |
|
1,000 |
|
Daicel Corp. |
|
|
7,208 |
|
4,723 |
|
Dow, Inc. |
|
|
222,217 |
|
4,782 |
|
DuPont de Nemours, Inc. |
|
|
265,305 |
|
814 |
|
Eastman Chemical Co. |
|
|
63,590 |
|
1,688 |
|
Ecolab, Inc. |
|
|
337,330 |
|
48 |
|
EMS-Chemie Holding AG |
|
|
43,081 |
|
1,423 |
|
Evonik Industries AG |
|
|
36,861 |
|
831 |
|
FMC Corp. |
|
|
88,011 |
|
336 |
|
Fuchs Petrolub AG |
|
|
17,085 |
|
59 |
|
Givaudan SA, Registered Shares |
|
|
254,360 |
|
5,617 |
|
ICL Group, Ltd. |
|
|
19,840 |
|
625 |
|
International Flavors & Fragrances, Inc. |
|
|
76,531 |
|
1,443 |
|
Johnson Matthey plc |
|
|
43,628 |
|
900 |
|
JSR Corp. |
|
|
21,350 |
|
1,300 |
|
Kansai Paint Co., Ltd. |
|
|
32,294 |
|
1,135 |
|
Koninklijke DSM NV |
|
|
187,021 |
|
2,600 |
|
Kuraray Co., Ltd. |
|
|
25,254 |
|
629 |
|
Lanxess AG |
|
|
36,095 |
|
3,471 |
|
Linde plc |
|
|
826,549 |
|
1,758 |
|
LyondellBasell Industries NV, Class A |
|
|
123,921 |
|
9,900 |
|
Mitsubishi Chemical Holdings Corp.^ |
|
|
57,168 |
|
1,400 |
|
Mitsubishi Gas Chemical Co., Inc. |
|
|
25,977 |
|
1,400 |
|
Mitsui Chemicals, Inc. |
|
|
33,872 |
|
2,751 |
|
Mosaic Co. (The) |
|
|
50,261 |
|
900 |
|
Nippon Paint Holdings Co., Ltd. |
|
|
92,632 |
|
1,100 |
|
Nippon Sanso Holdings Corp. |
|
|
17,006 |
|
700 |
|
Nissan Chemical Corp. |
|
|
37,346 |
|
900 |
|
Nitto Denko Corp. |
|
|
58,683 |
|
1,417 |
|
Novozymes A/S, Class B |
|
|
89,146 |
|
3,774 |
|
Nutrien, Ltd.^ |
|
|
147,995 |
|
2,876 |
|
Orica, Ltd. |
|
|
31,862 |
|
1,593 |
|
PPG Industries, Inc. |
|
|
194,473 |
|
780 |
|
RPM International, Inc. |
|
|
64,615 |
|
545 |
|
Sherwin Williams Co. |
|
|
379,724 |
|
2,400 |
|
Shin-Etsu Chemical Co., Ltd. |
|
|
313,296 |
|
1,100 |
|
Showa Denko K.K. |
|
|
20,165 |
|
951 |
|
Sika AG |
|
|
233,695 |
|
411 |
|
Solvay SA |
|
|
35,339 |
|
11,600 |
|
Sumitomo Chemical Co., Ltd. |
|
|
38,415 |
|
841 |
|
Symrise AG |
|
|
116,331 |
|
1,500 |
|
Teijin, Ltd. |
|
|
23,261 |
|
10,400 |
|
Toray Industries, Inc. |
|
|
47,565 |
|
2,000 |
|
Tosoh Corp. |
|
|
32,523 |
|
1,478 |
|
Umicore SA |
|
|
61,534 |
|
985 |
|
Yara International ASA |
|
|
37,948 |
|
|
|
|
|
|
7,106,119 |
|
Commercial Services & Supplies (0.5%): |
|
|
|
|
9,779 |
|
Brambles, Ltd. |
|
|
73,602 |
|
581 |
|
Cintas Corp. |
|
|
193,374 |
|
1,381 |
|
Copart, Inc.* |
|
|
145,226 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Commercial Services & Supplies, continued |
|
|
|
|
1,800 |
|
Dai Nippon Printing Co., Ltd. |
|
$ |
36,465 |
|
1,776 |
|
Edenred |
|
|
79,671 |
|
400 |
|
Park24 Co., Ltd. |
|
|
6,458 |
|
11,407 |
|
Rentokil Initial plc* |
|
|
78,491 |
|
1,442 |
|
Republic Services, Inc., Class A |
|
|
134,611 |
|
803 |
|
Ritchie Bros Auctioneers, Inc. |
|
|
47,629 |
|
1,110 |
|
Rollins, Inc. |
|
|
60,151 |
|
1,300 |
|
SECOM Co., Ltd. |
|
|
118,804 |
|
2,224 |
|
Securitas AB, Class B* |
|
|
34,051 |
|
600 |
|
Sohgo Security Services Co., Ltd. |
|
|
28,594 |
|
2,100 |
|
Toppan Printing Co., Ltd. |
|
|
29,582 |
|
1,766 |
|
Waste Connections, Inc. |
|
|
183,311 |
|
2,746 |
|
Waste Management, Inc. |
|
|
310,765 |
|
|
|
|
|
|
1,560,785 |
|
Communications Equipment (0.7%): |
|
|
|
|
403 |
|
Arista Networks, Inc.* |
|
|
83,393 |
|
27,703 |
|
Cisco Systems, Inc. |
|
|
1,091,220 |
|
352 |
|
F5 Networks, Inc.* |
|
|
43,215 |
|
1,971 |
|
Juniper Networks, Inc. |
|
|
42,377 |
|
1,158 |
|
Motorola Solutions, Inc. |
|
|
181,586 |
|
38,582 |
|
Nokia OYJ* |
|
|
151,207 |
|
638 |
|
Palo Alto Networks, Inc.* |
|
|
156,151 |
|
19,664 |
|
Telefonaktiebolaget LM Ericsson, Class B |
|
|
215,089 |
|
|
|
|
|
|
1,964,238 |
|
Construction & Engineering (0.3%): |
|
|
|
|
1,665 |
|
ACS Actividades de Construccion y Servicios SA |
|
|
37,720 |
|
1,273 |
|
Bouygues SA |
|
|
44,128 |
|
572 |
|
Cimic Group, Ltd.* |
|
|
7,619 |
|
582 |
|
Eiffage SA |
|
|
47,429 |
|
3,382 |
|
Ferrovial SA |
|
|
82,035 |
|
206 |
|
Hochtief AG |
|
|
16,035 |
|
874 |
|
Jacobs Engineering Group, Inc. |
|
|
81,081 |
|
1,800 |
|
JGC Holdings Corp. |
|
|
18,699 |
|
3,500 |
|
Kajima Corp. |
|
|
41,926 |
|
4,900 |
|
Obayashi Corp. |
|
|
44,416 |
|
4,500 |
|
Shimizu Corp. |
|
|
33,751 |
|
1,796 |
|
Skanska AB, Class B* |
|
|
37,858 |
|
1,000 |
|
Taisei Corp. |
|
|
33,700 |
|
3,361 |
|
Vinci SA |
|
|
280,309 |
|
820 |
|
WSP Global, Inc. |
|
|
53,854 |
|
|
|
|
|
|
860,560 |
|
Construction Materials (0.2%): |
|
|
|
|
5,356 |
|
CRH plc |
|
|
193,387 |
|
889 |
|
HeidelbergCement AG |
|
|
54,526 |
|
2,604 |
|
James Hardie Industries SE |
|
|
62,011 |
|
3,352 |
|
LafargeHolcim, Ltd., Registered Shares |
|
|
152,837 |
|
394 |
|
Martin Marietta Materials, Inc. |
|
|
92,732 |
|
1,000 |
|
Taiheiyo Cement Corp. |
|
|
25,525 |
|
856 |
|
Vulcan Materials Co. |
|
|
116,022 |
|
|
|
|
|
|
697,040 |
|
Consumer Finance (0.3%): |
|
|
|
|
1,300 |
|
ACOM Co., Ltd. |
|
|
5,633 |
|
2,209 |
|
Ally Financial, Inc. |
|
|
55,380 |
|
4,546 |
|
American Express Co. |
|
|
455,736 |
|
3,010 |
|
Capital One Financial Corp. |
|
|
216,299 |
|
2,144 |
|
Discover Financial Services |
|
|
123,880 |
|
1 |
|
Isracard, Ltd. |
|
|
1 |
|
3,709 |
|
Synchrony Financial |
|
|
97,065 |
|
|
|
|
|
|
953,994 |
|
Containers & Packaging (0.3%): |
|
|
|
|
10,414 |
|
Amcor plc |
|
|
115,075 |
|
502 |
|
Avery Dennison Corp. |
|
|
64,176 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Containers & Packaging, continued |
|
|
|
|
2,067 |
|
Ball Corp. |
|
$ |
171,808 |
|
1,153 |
|
CCL Industries, Inc. |
|
|
44,461 |
|
814 |
|
Crown Holdings, Inc.* |
|
|
62,564 |
|
2,375 |
|
International Paper Co. |
|
|
96,282 |
|
612 |
|
Packaging Corp. of America |
|
|
66,739 |
|
1,174 |
|
Sealed Air Corp. |
|
|
45,563 |
|
1,544 |
|
Smurfit Kappa Group plc |
|
|
60,578 |
|
1,959 |
|
WestRock Co. |
|
|
68,056 |
|
|
|
|
|
|
795,302 |
|
Distributors
(0.0%): |
|
|
|
|
927 |
|
Genuine Parts Co. |
|
|
88,223 |
|
300 |
|
Jardine Cycle & Carriage, Ltd. |
|
|
3,980 |
|
1,781 |
|
LKQ Corp.* |
|
|
49,387 |
|
|
|
|
|
|
141,590 |
|
Diversified Consumer Services (0.0%): |
|
|
|
|
300 |
|
Benesse Holdings, Inc. |
|
|
7,704 |
|
Diversified Financial Services (0.9%): |
|
|
|
|
25,594 |
|
AMP, Ltd. |
|
|
24,082 |
|
9,174 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
1,953,511 |
|
2,365 |
|
Equitable Holdings, Inc. |
|
|
43,138 |
|
114 |
|
Eurazeo Se* |
|
|
6,169 |
|
818 |
|
EXOR NV |
|
|
44,508 |
|
702 |
|
Groupe Bruxelles Lambert SA |
|
|
63,264 |
|
753 |
|
Industrivarden AB, Class C |
|
|
20,073 |
|
3,062 |
|
Investor AB, Class B |
|
|
199,751 |
|
1,423 |
|
Kinnevik AB, Class B |
|
|
57,627 |
|
387 |
|
L E Lundbergforetagen AB |
|
|
19,151 |
|
19,143 |
|
M&G plc |
|
|
39,172 |
|
4,100 |
|
Mitsubishi UFJ Lease & Finance Co., Ltd. |
|
|
18,966 |
|
662 |
|
Onex Corp. |
|
|
29,535 |
|
8,500 |
|
ORIX Corp. |
|
|
105,835 |
|
113 |
|
Sofina SA |
|
|
30,825 |
|
13,340 |
|
Standard Life Aberdeen plc |
|
|
38,831 |
|
200 |
|
Tokyo Century Corp.^ |
|
|
10,885 |
|
745 |
|
Voya Financial, Inc. |
|
|
35,708 |
|
243 |
|
Wendel |
|
|
22,040 |
|
|
|
|
|
|
2,763,071 |
|
Diversified Telecommunication Services (1.6%): |
|
|
|
|
46,965 |
|
AT&T, Inc. |
|
|
1,338,972 |
|
845 |
|
BCE, Inc. |
|
|
35,046 |
|
62,066 |
|
BT Group plc |
|
|
78,860 |
|
2,141 |
|
Cellnex Telecom SAU |
|
|
130,105 |
|
5,765 |
|
CenturyLink, Inc. |
|
|
58,169 |
|
22,062 |
|
Deutsche Telekom AG, Registered Shares |
|
|
369,542 |
|
1,031 |
|
Elisa OYJ |
|
|
60,762 |
|
29,000 |
|
HKT Trust & HKT, Ltd. |
|
|
38,422 |
|
104 |
|
Iliad SA |
|
|
19,130 |
|
26,879 |
|
Koninklijke KPN NV |
|
|
63,195 |
|
8,200 |
|
Nippon Telegraph & Telephone Corp. |
|
|
167,788 |
|
13,510 |
|
Orange SA |
|
|
140,562 |
|
32,000 |
|
PCCW, Ltd. |
|
|
19,126 |
|
1,146 |
|
Proximus SADP |
|
|
20,917 |
|
53,600 |
|
Singapore Telecommunications, Ltd. |
|
|
83,635 |
|
13,956 |
|
Spark New Zealand, Ltd. |
|
|
43,508 |
|
165 |
|
Swisscom AG, Registered Shares |
|
|
87,548 |
|
48,285 |
|
Telecom Italia SpA |
|
|
19,557 |
|
65,740 |
|
Telecom Italia SpA |
|
|
26,303 |
|
3,616 |
|
Telefonica Deutschland Holding AG |
|
|
9,274 |
|
31,903 |
|
Telefonica SA |
|
|
109,409 |
|
4,437 |
|
Telenor ASA |
|
|
74,384 |
|
16,020 |
|
Telia Co AB |
|
|
65,908 |
|
23,866 |
|
Telstra Corp., Ltd. |
|
|
47,599 |
|
3,020 |
|
TELUS Corp. |
|
|
53,147 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Diversified Telecommunication Services, continued |
|
|
|
|
3,645 |
|
TPG Telecom, Ltd.* |
|
$ |
19,321 |
|
500 |
|
United Internet AG, Registered Shares |
|
|
19,130 |
|
27,118 |
|
Verizon Communications, Inc. |
|
|
1,613,250 |
|
|
|
|
|
|
4,812,569 |
|
Electric Utilities (2.0%): |
|
|
|
|
1,505 |
|
Alliant Energy Corp. |
|
|
77,733 |
|
3,326 |
|
American Electric Power Co., Inc. |
|
|
271,834 |
|
7,008 |
|
AusNet Services |
|
|
9,484 |
|
3,700 |
|
Chubu Electric Power Co., Inc. |
|
|
45,011 |
|
2,400 |
|
Chugoku Electric Power Co., Inc. (The)^ |
|
|
30,052 |
|
5,500 |
|
CK Infrastructure Holdings, Ltd. |
|
|
25,739 |
|
10,500 |
|
CLP Holdings, Ltd. |
|
|
97,877 |
|
4,852 |
|
Duke Energy Corp. |
|
|
429,693 |
|
2,311 |
|
Edison International |
|
|
117,491 |
|
18,415 |
|
EDP - Energias de Portugal SA |
|
|
90,500 |
|
4,565 |
|
Electricite de France |
|
|
48,288 |
|
226 |
|
Elia Group SA/NV |
|
|
22,562 |
|
1,481 |
|
Emera, Inc. |
|
|
60,846 |
|
2,089 |
|
Endesa SA |
|
|
55,863 |
|
53,184 |
|
Enel SpA |
|
|
461,749 |
|
1,282 |
|
Entergy Corp. |
|
|
126,315 |
|
1,499 |
|
Evergy, Inc. |
|
|
76,179 |
|
2,220 |
|
Eversource Energy |
|
|
185,481 |
|
6,438 |
|
Exelon Corp. |
|
|
230,223 |
|
3,449 |
|
FirstEnergy Corp. |
|
|
99,021 |
|
3,118 |
|
Fortis, Inc. |
|
|
127,493 |
|
2,566 |
|
Fortum OYJ |
|
|
51,929 |
|
22,500 |
|
HK Electric Investments, Ltd. |
|
|
23,239 |
|
2,263 |
|
Hydro One, Ltd. |
|
|
47,966 |
|
39,319 |
|
Iberdrola SA |
|
|
483,872 |
|
5,400 |
|
Kansai Electric Power Co., Inc. (The) |
|
|
52,353 |
|
3,000 |
|
Kyushu Electric Power Co., Inc. |
|
|
27,253 |
|
4,873 |
|
Mercury NZ, Ltd. |
|
|
16,436 |
|
3,237 |
|
NextEra Energy, Inc. |
|
|
898,463 |
|
1,470 |
|
OGE Energy Corp. |
|
|
44,085 |
|
1,285 |
|
Orsted A/S |
|
|
177,283 |
|
7,059 |
|
PG&E Corp.* |
|
|
66,284 |
|
634 |
|
Pinnacle West Capital Corp. |
|
|
47,265 |
|
10,500 |
|
Power Assets Holdings, Ltd. |
|
|
55,226 |
|
5,303 |
|
PPL Corp. |
|
|
144,295 |
|
1,850 |
|
Red Electrica Corp SA |
|
|
34,708 |
|
6,397 |
|
Scottish & Southern Energy plc |
|
|
99,574 |
|
2,532 |
|
Siemens Energy AG* |
|
|
68,270 |
|
6,972 |
|
Southern Co. (The) |
|
|
378,022 |
|
8,907 |
|
Terna SpA |
|
|
62,397 |
|
3,500 |
|
Tohoku Electric Power Co., Inc. |
|
|
35,076 |
|
11,600 |
|
Tokyo Electric Power Co. Holdings, Inc.* |
|
|
31,896 |
|
561 |
|
Verbund AG, Class A |
|
|
30,625 |
|
3,447 |
|
Xcel Energy, Inc. |
|
|
237,877 |
|
|
|
|
|
|
5,803,828 |
|
Electrical Equipment (0.9%): |
|
|
|
|
11,919 |
|
ABB, Ltd. |
|
|
302,169 |
|
1,525 |
|
AMETEK, Inc. |
|
|
151,585 |
|
2,610 |
|
Eaton Corp. plc |
|
|
266,298 |
|
3,829 |
|
Emerson Electric Co. |
|
|
251,068 |
|
1,000 |
|
Fuji Electric Co., Ltd. |
|
|
31,600 |
|
1,737 |
|
Legrand SA |
|
|
138,654 |
|
36,347 |
|
Melrose Industries plc |
|
|
53,618 |
|
12,200 |
|
Mitsubishi Electric Corp. |
|
|
164,733 |
|
2,900 |
|
Nidec Corp.^ |
|
|
269,741 |
|
1,821 |
|
Prysmian SpA |
|
|
52,943 |
|
733 |
|
Rockwell Automation, Inc. |
|
|
161,758 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Electrical Equipment, continued |
|
|
|
|
3,660 |
|
Schneider Electric SA |
|
$ |
454,205 |
|
851 |
|
Sensata Technologies Holding plc* |
|
|
36,712 |
|
1,384 |
|
Siemens Gamesa Renewable Energy |
|
|
37,299 |
|
1,292 |
|
Vestas Wind Systems A/S |
|
|
209,097 |
|
|
|
|
|
|
2,581,480 |
|
Electronic Equipment, Instruments & Components (1.0%): |
|
|
|
|
1,884 |
|
Amphenol Corp., Class A |
|
|
203,981 |
|
592 |
|
Arrow Electronics, Inc.* |
|
|
46,567 |
|
951 |
|
CDW Corp. |
|
|
113,673 |
|
1,046 |
|
Cognex Corp. |
|
|
68,095 |
|
5,235 |
|
Corning, Inc. |
|
|
169,666 |
|
1,007 |
|
FLIR Systems, Inc. |
|
|
36,101 |
|
2,299 |
|
Halma plc |
|
|
69,280 |
|
1,000 |
|
Hamamatsu Photonics KK |
|
|
50,395 |
|
1,832 |
|
Hexagon AB, Class B |
|
|
138,513 |
|
205 |
|
Hirose Electric Co., Ltd. |
|
|
26,398 |
|
6,200 |
|
Hitachi, Ltd. |
|
|
209,526 |
|
442 |
|
Ingenico Group^ |
|
|
68,385 |
|
287 |
|
IPG Photonics Corp.* |
|
|
48,781 |
|
1,200 |
|
Keyence Corp. |
|
|
559,331 |
|
1,247 |
|
Keysight Technologies, Inc.* |
|
|
123,179 |
|
2,100 |
|
Kyocera Corp.^ |
|
|
120,007 |
|
3,700 |
|
Murata Manufacturing Co., Ltd. |
|
|
238,765 |
|
1,200 |
|
Omron Corp. |
|
|
93,485 |
|
1,600 |
|
Shimadzu Corp. |
|
|
48,818 |
|
800 |
|
TDK Corp. |
|
|
87,495 |
|
2,114 |
|
TE Connectivity, Ltd. |
|
|
206,622 |
|
1,563 |
|
Trimble, Inc.* |
|
|
76,118 |
|
1,300 |
|
Venture Corp., Ltd. |
|
|
18,437 |
|
1,300 |
|
Yaskawa Electric Corp. |
|
|
50,774 |
|
1,800 |
|
Yokogawa Electric Corp. |
|
|
28,600 |
|
348 |
|
Zebra Technologies Corp., Class A* |
|
|
87,856 |
|
|
|
|
|
|
2,988,848 |
|
Energy Equipment & Services (0.1%): |
|
|
|
|
4,726 |
|
Baker Hughes Co. |
|
|
62,809 |
|
5,524 |
|
Halliburton Co. |
|
|
66,564 |
|
2,885 |
|
National Oilwell Varco, Inc. |
|
|
26,138 |
|
9,329 |
|
Schlumberger, Ltd. |
|
|
145,159 |
|
3,492 |
|
Tenaris SA |
|
|
17,404 |
|
|
|
|
|
|
318,074 |
|
Entertainment (1.6%): |
|
|
|
|
5,085 |
|
Activision Blizzard, Inc. |
|
|
411,631 |
|
1,934 |
|
Electronic Arts, Inc.* |
|
|
252,213 |
|
700 |
|
Konami Holdings Corp. |
|
|
30,346 |
|
1,491 |
|
Liberty Media Corp-Liberty Formula One, Class C* |
|
|
54,079 |
|
1,117 |
|
Live Nation Entertainment, Inc.* |
|
|
60,184 |
|
2,905 |
|
Netflix, Inc.* |
|
|
1,452,587 |
|
3,000 |
|
Nexon Co., Ltd. |
|
|
74,515 |
|
700 |
|
Nintendo Co., Ltd. |
|
|
397,993 |
|
700 |
|
Square Enix Holdings Co., Ltd. |
|
|
46,547 |
|
747 |
|
Take-Two Interactive Software, Inc.* |
|
|
123,419 |
|
900 |
|
Toho Co., Ltd. |
|
|
37,103 |
|
632 |
|
UbiSoft Entertainment SA* |
|
|
57,106 |
|
5,176 |
|
Vivendi Universal SA |
|
|
144,249 |
|
11,834 |
|
Walt Disney Co. (The) |
|
|
1,468,362 |
|
|
|
|
|
|
4,610,334 |
|
Equity Real Estate Investment Trusts (2.3%): |
|
|
|
|
828 |
|
Alexandria Real Estate Equities, Inc. |
|
|
132,480 |
|
2,932 |
|
American Tower Corp. |
|
|
708,751 |
|
20,004 |
|
Ascendas Real Estate Investment Trust |
|
|
47,769 |
|
918 |
|
AvalonBay Communities, Inc. |
|
|
137,094 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
|
|
|
895 |
|
Boston Properties, Inc. |
|
$ |
71,869 |
|
6,602 |
|
British Land Co. plc |
|
|
28,698 |
|
716 |
|
Camden Property Trust |
|
|
63,710 |
|
594 |
|
Canadian Apartment Properties REIT |
|
|
20,724 |
|
23,100 |
|
CapitaLand Commercial Trust |
|
|
27,971 |
|
11,500 |
|
CapitaLand Mall Trust |
|
|
16,378 |
|
316 |
|
Covivio |
|
|
22,303 |
|
2,726 |
|
Crown Castle International Corp. |
|
|
453,879 |
|
15 |
|
Daiwahouse Residential Investment Corp. |
|
|
38,416 |
|
8,284 |
|
Dexus |
|
|
52,857 |
|
1,751 |
|
Digital Realty Trust, Inc. |
|
|
256,977 |
|
2,319 |
|
Duke Realty Corp. |
|
|
85,571 |
|
566 |
|
Equinix, Inc. |
|
|
430,234 |
|
1,060 |
|
Equity Lifestyle Properties, Inc. |
|
|
64,978 |
|
2,436 |
|
Equity Residential |
|
|
125,040 |
|
410 |
|
Essex Property Trust, Inc. |
|
|
82,324 |
|
817 |
|
Extra Space Storage, Inc. |
|
|
87,411 |
|
570 |
|
Federal Realty Investment Trust |
|
|
41,861 |
|
330 |
|
Gecina SA |
|
|
43,654 |
|
27 |
|
GLP J-REIT |
|
|
41,687 |
|
10,133 |
|
Goodman Group |
|
|
130,386 |
|
14,718 |
|
GPT Group |
|
|
41,238 |
|
3,550 |
|
Healthpeak Properties, Inc. |
|
|
96,383 |
|
5,272 |
|
Host Hotels & Resorts, Inc. |
|
|
56,885 |
|
246 |
|
Icade |
|
|
13,807 |
|
3,814 |
|
Invitation Homes, Inc. |
|
|
106,754 |
|
2,122 |
|
Iron Mountain, Inc. |
|
|
56,848 |
|
7 |
|
Japan Prime Realty Investment Corp. |
|
|
21,741 |
|
10 |
|
Japan Real Estate Investment Corp. |
|
|
51,136 |
|
21 |
|
Japan Retail Fund Investment Corp. |
|
|
32,524 |
|
1,471 |
|
Klepierre^ |
|
|
20,634 |
|
5,201 |
|
Land Securities Group plc |
|
|
35,015 |
|
13,600 |
|
Link REIT (The) |
|
|
111,175 |
|
15,400 |
|
Mapletree Commercial Trust |
|
|
22,045 |
|
19,500 |
|
Mapletree Logistics Trust |
|
|
29,300 |
|
3,679 |
|
Medical Properties Trust, Inc. |
|
|
64,861 |
|
776 |
|
Mid-America Apartment Communities, Inc. |
|
|
89,977 |
|
29,366 |
|
Mirvac Group |
|
|
45,983 |
|
1,209 |
|
National Retail Properties, Inc. |
|
|
41,723 |
|
9 |
|
Nippon Building Fund, Inc. |
|
|
51,101 |
|
16 |
|
Nippon Prologis REIT, Inc. |
|
|
54,032 |
|
31 |
|
Nomura Real Estate Master Fund, Inc. |
|
|
38,980 |
|
1,633 |
|
Omega Healthcare Investors, Inc. |
|
|
48,892 |
|
11 |
|
Orix JREIT, Inc. |
|
|
16,972 |
|
4,868 |
|
ProLogis, Inc. |
|
|
489,817 |
|
1,018 |
|
Public Storage, Inc. |
|
|
226,729 |
|
2,106 |
|
Realty Income Corp. |
|
|
127,940 |
|
1,274 |
|
Regency Centers Corp. |
|
|
48,437 |
|
1,450 |
|
RioCan REIT^ |
|
|
15,312 |
|
737 |
|
SBA Communications Corp. |
|
|
234,720 |
|
30,074 |
|
Scentre Group |
|
|
47,576 |
|
7,930 |
|
SERGO plc |
|
|
95,308 |
|
1,977 |
|
Simon Property Group, Inc. |
|
|
127,872 |
|
211 |
|
SmartCentres Real Estate Investment Trust |
|
|
3,170 |
|
12,409 |
|
Stockland |
|
|
33,700 |
|
623 |
|
Sun Communities, Inc. |
|
|
87,600 |
|
5,400 |
|
Suntec Real Estate Investment Trust |
|
|
5,782 |
|
1,738 |
|
UDR, Inc. |
|
|
56,676 |
|
930 |
|
Unibail-Rodamco-Westfield^ |
|
|
34,311 |
|
24 |
|
United Urban Investment Corp. |
|
|
26,770 |
|
2,632 |
|
Ventas, Inc. |
|
|
110,439 |
|
6,445 |
|
VEREIT, Inc. |
|
|
41,893 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
|
|
|
3,403 |
|
VICI Properties, Inc. |
|
$ |
79,528 |
|
24,703 |
|
Vicinity Centres |
|
|
24,405 |
|
933 |
|
Vornado Realty Trust |
|
|
31,451 |
|
2,678 |
|
Welltower, Inc. |
|
|
147,531 |
|
4,846 |
|
Weyerhaeuser Co. |
|
|
138,208 |
|
1,157 |
|
WP Carey, Inc. |
|
|
75,390 |
|
|
|
|
|
|
6,671,593 |
|
Food & Staples Retailing (1.6%): |
|
|
|
|
4,300 |
|
AEON Co., Ltd. |
|
|
115,607 |
|
5,531 |
|
Alimentation Couche-Tard, Inc. |
|
|
192,634 |
|
3,533 |
|
Carrefour SA |
|
|
56,543 |
|
8,604 |
|
Coles Group, Ltd. |
|
|
104,914 |
|
276 |
|
Colruyt SA |
|
|
17,907 |
|
2,924 |
|
Costco Wholesale Corp. |
|
|
1,038,020 |
|
1,200 |
|
Dairy Farm International Holdings, Ltd. |
|
|
4,542 |
|
1,286 |
|
Empire Co., Ltd., Class A |
|
|
37,332 |
|
686 |
|
ICA Gruppen AB |
|
|
34,888 |
|
13,541 |
|
J Sainsbury plc |
|
|
33,282 |
|
1,994 |
|
Jeronimo Martins SGPS SA |
|
|
32,032 |
|
500 |
|
Kobe Bussan Co., Ltd. |
|
|
27,495 |
|
7,149 |
|
Koninklijke Ahold Delhaize NV |
|
|
211,553 |
|
5,048 |
|
Kroger Co. (The) |
|
|
171,178 |
|
200 |
|
LAWSON, Inc. |
|
|
9,529 |
|
1,122 |
|
Loblaw Cos., Ltd. |
|
|
58,763 |
|
601 |
|
METRO AG |
|
|
6,002 |
|
1,600 |
|
Metro, Inc. |
|
|
76,779 |
|
5,000 |
|
Seven & I Holdings Co., Ltd. |
|
|
154,588 |
|
600 |
|
Sundrug Co., Ltd. |
|
|
22,593 |
|
3,066 |
|
Sysco Corp. |
|
|
190,767 |
|
67,361 |
|
Tesco plc |
|
|
184,641 |
|
300 |
|
Tsuruha Holdings, Inc. |
|
|
42,463 |
|
5,100 |
|
Walgreens Boots Alliance, Inc. |
|
|
183,192 |
|
9,284 |
|
Walmart, Inc. |
|
|
1,298,924 |
|
400 |
|
Welcia Holdings Co., Ltd. |
|
|
17,589 |
|
7,409 |
|
Wesfarmers, Ltd. |
|
|
236,176 |
|
426 |
|
Weston (George), Ltd. |
|
|
31,328 |
|
18,535 |
|
William Morrison Supermarkets plc |
|
|
40,680 |
|
8,253 |
|
Woolworths Group, Ltd. |
|
|
215,720 |
|
|
|
|
|
|
4,847,661 |
|
Food Products (1.9%): |
|
|
|
|
4,311 |
|
A2 Milk Co., Ltd.* |
|
|
43,891 |
|
3,300 |
|
Ajinomoto Co., Inc. |
|
|
67,850 |
|
3,676 |
|
Archer-Daniels-Midland Co. |
|
|
170,897 |
|
2,071 |
|
Associated British Foods plc |
|
|
49,879 |
|
17 |
|
Barry Callebaut AG, Registered Shares |
|
|
37,809 |
|
1,070 |
|
Bunge, Ltd. |
|
|
48,899 |
|
400 |
|
Calbee, Inc. |
|
|
13,189 |
|
1,241 |
|
Campbell Soup Co. |
|
|
60,027 |
|
3,195 |
|
Conagra Brands, Inc. |
|
|
114,093 |
|
4,087 |
|
Danone SA |
|
|
264,319 |
|
4,003 |
|
General Mills, Inc. |
|
|
246,905 |
|
968 |
|
Hershey Co. (The) |
|
|
138,753 |
|
1,872 |
|
Hormel Foods Corp. |
|
|
91,522 |
|
528 |
|
Ingredion, Inc. |
|
|
39,959 |
|
719 |
|
JM Smucker Co. (The) |
|
|
83,059 |
|
1,678 |
|
Kellogg Co. |
|
|
108,382 |
|
1,011 |
|
Kerry Group plc, Class A |
|
|
129,769 |
|
800 |
|
Kikkoman Corp. |
|
|
44,401 |
|
4,532 |
|
Kraft Heinz Co. (The) |
|
|
135,733 |
|
1,080 |
|
Lamb Weston Holdings, Inc. |
|
|
71,572 |
|
6 |
|
Lindt & Spruengli AG |
|
|
50,654 |
|
836 |
|
McCormick & Co. |
|
|
162,268 |
|
700 |
|
Meiji Holdings Co., Ltd. |
|
|
53,490 |
|
9,485 |
|
Mondelez International, Inc., Class A |
|
|
544,914 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Food Products, continued |
|
|
|
|
3,323 |
|
Mowi ASA |
|
$ |
58,982 |
|
19,699 |
|
Nestle SA, Registered Shares |
|
|
2,337,706 |
|
300 |
|
NH Foods, Ltd. |
|
|
13,390 |
|
1,700 |
|
Nisshin Seifun Group, Inc. |
|
|
27,110 |
|
300 |
|
Nissin Foods Holdings Co., Ltd. |
|
|
28,204 |
|
5,748 |
|
Orkla ASA, Class A |
|
|
58,204 |
|
1,784 |
|
Saputo, Inc. |
|
|
44,754 |
|
700 |
|
Toyo Suisan Kaisha, Ltd. |
|
|
36,999 |
|
1,946 |
|
Tyson Foods, Inc., Class A |
|
|
115,748 |
|
72,000 |
|
WH Group, Ltd. |
|
|
58,605 |
|
10,100 |
|
Wilmar International, Ltd. |
|
|
32,727 |
|
900 |
|
Yakult Honsha Co., Ltd. |
|
|
49,942 |
|
500 |
|
Yamazaki Baking Co., Ltd. |
|
|
8,734 |
|
|
|
|
|
|
5,643,339 |
|
Gas Utilities (0.2%): |
|
|
|
|
2,016 |
|
AltaGas, Ltd. |
|
|
24,348 |
|
8,716 |
|
APA Group |
|
|
64,615 |
|
801 |
|
Atmos Energy Corp. |
|
|
76,568 |
|
2,302 |
|
Gas Natural SDG SA |
|
|
46,153 |
|
67,302 |
|
Hong Kong & China Gas Co., Ltd. |
|
|
96,720 |
|
2,900 |
|
Osaka Gas Co., Ltd. |
|
|
56,509 |
|
500 |
|
Toho Gas Co., Ltd.^ |
|
|
24,791 |
|
2,100 |
|
Tokyo Gas Co., Ltd. |
|
|
47,984 |
|
1,581 |
|
UGI Corp. |
|
|
52,141 |
|
|
|
|
|
|
489,829 |
|
Health Care Equipment & Supplies (3.3%): |
|
|
|
|
11,672 |
|
Abbott Laboratories |
|
|
1,270,264 |
|
284 |
|
ABIOMED, Inc.* |
|
|
78,685 |
|
3,335 |
|
Alcon, Inc. |
|
|
189,393 |
|
505 |
|
Align Technology, Inc.* |
|
|
165,317 |
|
1,196 |
|
Ambu A/S, Class B |
|
|
33,869 |
|
1,400 |
|
Asahi Intecc Co., Ltd. |
|
|
43,983 |
|
3,416 |
|
Baxter International, Inc. |
|
|
274,715 |
|
1,916 |
|
Becton Dickinson & Co. |
|
|
445,815 |
|
226 |
|
BioMerieux |
|
|
35,374 |
|
9,192 |
|
Boston Scientific Corp.* |
|
|
351,226 |
|
302 |
|
Carl Zeiss Meditec AG |
|
|
38,218 |
|
426 |
|
Cochlear, Ltd. |
|
|
60,538 |
|
751 |
|
Coloplast A/S, Class B |
|
|
118,794 |
|
316 |
|
Cooper Cos., Inc. (The) |
|
|
106,530 |
|
4,148 |
|
Danaher Corp. |
|
|
893,189 |
|
896 |
|
Demant A/S* |
|
|
28,192 |
|
1,305 |
|
Dentsply Sirona, Inc. |
|
|
57,068 |
|
598 |
|
DexCom, Inc.* |
|
|
246,514 |
|
184 |
|
DiaSorin SpA |
|
|
37,083 |
|
4,138 |
|
Edwards Lifesciences Corp.* |
|
|
330,295 |
|
1,881 |
|
EssilorLuxottica SA |
|
|
255,757 |
|
3,635 |
|
Fisher & Paykel Healthcare Corp., Ltd. |
|
|
79,982 |
|
938 |
|
GN Store Nord A/S |
|
|
70,988 |
|
1,709 |
|
Hologic, Inc.* |
|
|
113,597 |
|
2,400 |
|
HOYA Corp. |
|
|
270,567 |
|
576 |
|
IDEXX Laboratories, Inc.* |
|
|
226,431 |
|
451 |
|
Insulet Corp.* |
|
|
106,702 |
|
763 |
|
Intuitive Surgical, Inc.* |
|
|
541,379 |
|
5,947 |
|
Koninklijke Philips NV |
|
|
280,130 |
|
306 |
|
Masimo Corp.* |
|
|
72,234 |
|
8,875 |
|
Medtronic plc |
|
|
922,290 |
|
7,600 |
|
Olympus Corp. |
|
|
157,777 |
|
972 |
|
ResMed, Inc. |
|
|
166,630 |
|
228 |
|
Sartorius AG |
|
|
93,649 |
|
1,767 |
|
Siemens Healthineers AG |
|
|
79,335 |
|
5,645 |
|
Smith & Nephew plc |
|
|
109,980 |
|
342 |
|
Sonova Holding AG, Registered Shares* |
|
|
86,750 |
|
542 |
|
Steris plc |
|
|
95,495 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Health Care Equipment & Supplies, continued |
|
|
|
|
77 |
|
Straumann Holding AG, Registered Shares |
|
$ |
77,488 |
|
2,231 |
|
Stryker Corp. |
|
|
464,873 |
|
1,200 |
|
Sysmex Corp. |
|
|
114,537 |
|
304 |
|
Teleflex, Inc. |
|
|
103,488 |
|
4,200 |
|
Terumo Corp. |
|
|
167,358 |
|
587 |
|
Varian Medical Systems, Inc.* |
|
|
100,964 |
|
489 |
|
West Pharmaceutical Services, Inc. |
|
|
134,426 |
|
1,385 |
|
Zimmer Biomet Holdings, Inc. |
|
|
188,554 |
|
|
|
|
|
|
9,886,423 |
|
Health Care Providers & Services (1.8%): |
|
|
|
|
1,500 |
|
Alfresa Holdings Corp. |
|
|
32,819 |
|
1,009 |
|
AmerisourceBergen Corp. |
|
|
97,792 |
|
1,669 |
|
Anthem, Inc. |
|
|
448,277 |
|
1,943 |
|
Cardinal Health, Inc. |
|
|
91,224 |
|
3,856 |
|
Centene Corp.* |
|
|
224,920 |
|
2,449 |
|
Cigna Corp. |
|
|
414,885 |
|
8,632 |
|
CVS Health Corp. |
|
|
504,109 |
|
590 |
|
DaVita, Inc.* |
|
|
50,534 |
|
1,480 |
|
Fresenius Medical Care AG & Co., KGaA |
|
|
124,953 |
|
2,792 |
|
Fresenius SE & Co. KGaA |
|
|
127,075 |
|
1,739 |
|
HCA Healthcare, Inc. |
|
|
216,819 |
|
867 |
|
Henry Schein, Inc.* |
|
|
50,962 |
|
872 |
|
Humana, Inc. |
|
|
360,912 |
|
591 |
|
Laboratory Corp. of America Holdings* |
|
|
111,268 |
|
1,074 |
|
McKesson Corp. |
|
|
159,951 |
|
1,400 |
|
Medipal Holdings Corp. |
|
|
28,037 |
|
411 |
|
Molina Healthcare, Inc.* |
|
|
75,229 |
|
379 |
|
Orpea* |
|
|
43,040 |
|
879 |
|
Quest Diagnostics, Inc. |
|
|
100,637 |
|
1,215 |
|
Ramsay Health Care, Ltd. |
|
|
57,624 |
|
3,006 |
|
Ryman Healthcare, Ltd. |
|
|
28,104 |
|
2,847 |
|
Sonic Healthcare, Ltd. |
|
|
67,718 |
|
400 |
|
Suzuken Co., Ltd. |
|
|
15,248 |
|
6,230 |
|
UnitedHealth Group, Inc. |
|
|
1,942,326 |
|
464 |
|
Universal Health Services, Inc., Class B |
|
|
49,657 |
|
|
|
|
|
|
5,424,120 |
|
Health Care Technology (0.2%): |
|
|
|
|
2,056 |
|
Cerner Corp. |
|
|
148,628 |
|
2,900 |
|
M3, Inc. |
|
|
180,092 |
|
443 |
|
Teladoc Health, Inc.* |
|
|
97,123 |
|
893 |
|
Veeva Systems, Inc., Class A* |
|
|
251,103 |
|
|
|
|
|
|
676,946 |
|
Hotels, Restaurants & Leisure (1.5%): |
|
|
|
|
1,331 |
|
Accor SA |
|
|
37,223 |
|
1,226 |
|
Aramark |
|
|
32,428 |
|
3,491 |
|
Aristocrat Leisure, Ltd. |
|
|
75,270 |
|
3,148 |
|
Carnival Corp., Class A^ |
|
|
47,787 |
|
178 |
|
Chipotle Mexican Grill, Inc.* |
|
|
221,380 |
|
11,695 |
|
Compass Group plc |
|
|
175,522 |
|
1,597 |
|
Crown Resorts, Ltd. |
|
|
10,084 |
|
911 |
|
Darden Restaurants, Inc. |
|
|
91,774 |
|
253 |
|
Dominos Pizza, Inc. |
|
|
107,596 |
|
931 |
|
Evolution Gaming Group AB |
|
|
61,565 |
|
1,035 |
|
Flutter Entertainment plc |
|
|
163,980 |
|
14,000 |
|
Galaxy Entertainment Group, Ltd. |
|
|
94,761 |
|
50,400 |
|
Genting Singapore, Ltd. |
|
|
24,768 |
|
4,348 |
|
GVC Holdings plc* |
|
|
54,716 |
|
1,765 |
|
Hilton Worldwide Holdings, Inc. |
|
|
150,590 |
|
1,003 |
|
InterContinental Hotels Group plc* |
|
|
52,649 |
|
630 |
|
La Francaise des Jeux SAEM |
|
|
23,135 |
|
2,157 |
|
Las Vegas Sands Corp. |
|
|
100,646 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Hotels, Restaurants & Leisure, continued |
|
|
|
|
1,868 |
|
Marriott International, Inc., Class A |
|
$ |
172,939 |
|
4,861 |
|
McDonalds Corp. |
|
|
1,066,941 |
|
600 |
|
McDonalds Holdings Co., Ltd. |
|
|
29,191 |
|
1,176 |
|
Melco Resorts & Entertainment, Ltd., ADR |
|
|
19,580 |
|
2,796 |
|
MGM Resorts International |
|
|
60,813 |
|
1,200 |
|
Oriental Land Co., Ltd.^ |
|
|
168,136 |
|
1,727 |
|
Restaurant Brands International, Inc. |
|
|
99,205 |
|
1,082 |
|
Royal Caribbean Cruises, Ltd. |
|
|
70,038 |
|
14,400 |
|
Sands China, Ltd. |
|
|
56,036 |
|
9,000 |
|
SJM Holdings, Ltd. |
|
|
10,629 |
|
646 |
|
Sodexo SA |
|
|
45,998 |
|
7,769 |
|
Starbucks Corp. |
|
|
667,512 |
|
17,077 |
|
Tabcorp Holdings, Ltd. |
|
|
40,974 |
|
234 |
|
Vail Resorts, Inc. |
|
|
50,069 |
|
1,480 |
|
Whitbread plc |
|
|
40,360 |
|
12,400 |
|
Wynn Macau, Ltd.* |
|
|
19,850 |
|
732 |
|
Wynn Resorts, Ltd. |
|
|
52,565 |
|
2,047 |
|
Yum! Brands, Inc. |
|
|
186,891 |
|
|
|
|
|
|
4,383,601 |
|
Household Durables (0.8%): |
|
|
|
|
5,459 |
|
Barratt Developments plc |
|
|
33,372 |
|
898 |
|
Berkeley Group Holdings plc (The) |
|
|
48,846 |
|
500 |
|
Casio Computer Co., Ltd.^ |
|
|
8,074 |
|
2,264 |
|
D.R. Horton, Inc. |
|
|
171,227 |
|
1,708 |
|
Electrolux AB, Series B, Class B |
|
|
39,827 |
|
999 |
|
Garmin, Ltd. |
|
|
94,765 |
|
2,231 |
|
Husqvarna AB, Class B |
|
|
24,575 |
|
700 |
|
Iida Group Holdings Co., Ltd. |
|
|
14,155 |
|
1,877 |
|
Lennar Corp., Class A |
|
|
153,313 |
|
459 |
|
Mohawk Industries, Inc.* |
|
|
44,794 |
|
3,000 |
|
Newell Brands, Inc. |
|
|
51,480 |
|
2,500 |
|
Nikon Corp.^ |
|
|
16,894 |
|
22 |
|
NVR, Inc.* |
|
|
89,829 |
|
14,000 |
|
Panasonic Corp.^ |
|
|
118,609 |
|
1,904 |
|
Persimmon plc |
|
|
60,462 |
|
1,929 |
|
PulteGroup, Inc. |
|
|
89,293 |
|
300 |
|
Rinnai Corp. |
|
|
29,314 |
|
643 |
|
Roku, Inc.* |
|
|
121,398 |
|
92 |
|
SEB SA |
|
|
14,963 |
|
2,800 |
|
Sekisui Chemical Co., Ltd. |
|
|
44,766 |
|
4,100 |
|
Sekisui House, Ltd. |
|
|
72,522 |
|
1,800 |
|
Sharp Corp. |
|
|
22,304 |
|
8,400 |
|
Sony Corp. |
|
|
642,564 |
|
24,626 |
|
Taylor Wimpey plc |
|
|
34,261 |
|
9,000 |
|
Techtronic Industries Co., Ltd. |
|
|
118,351 |
|
393 |
|
Whirlpool Corp. |
|
|
72,269 |
|
|
|
|
|
|
2,232,227 |
|
Household Products (1.4%): |
|
|
|
|
1,644 |
|
Church & Dwight Co., Inc. |
|
|
154,059 |
|
850 |
|
Clorox Co. (The) |
|
|
178,645 |
|
5,265 |
|
Colgate-Palmolive Co. |
|
|
406,195 |
|
4,048 |
|
Essity AB, Class B* |
|
|
136,843 |
|
733 |
|
Henkel AG & Co. KGaA |
|
|
68,650 |
|
2,242 |
|
Kimberly-Clark Corp. |
|
|
331,054 |
|
1,700 |
|
Lion Corp. |
|
|
34,967 |
|
900 |
|
Pigeon Corp. |
|
|
40,215 |
|
16,235 |
|
Procter & Gamble Co. (The) |
|
|
2,256,502 |
|
4,646 |
|
Reckitt Benckiser Group plc |
|
|
452,868 |
|
2,700 |
|
Unicharm Corp. |
|
|
120,637 |
|
|
|
|
|
|
4,180,635 |
|
Independent Power and Renewable Electricity Producers (0.1%): |
|
|
|
|
3,985 |
|
AES Corp. (The) |
|
|
72,169 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Independent Power and Renewable Electricity Producers, continued |
|
|
|
|
1,200 |
|
Electric Power Development Co., Ltd.^ |
|
$ |
18,521 |
|
9,703 |
|
Meridian Energy, Ltd. |
|
|
31,639 |
|
1,464 |
|
NRG Energy, Inc. |
|
|
45,003 |
|
1,518 |
|
Uniper SE |
|
|
49,040 |
|
2,743 |
|
Vistra Energy Corp. |
|
|
51,733 |
|
|
|
|
|
|
268,105 |
|
Industrial Conglomerates (1.1%): |
|
|
|
|
3,804 |
|
3M Co. |
|
|
609,325 |
|
19,500 |
|
CK Hutchison Holdings, Ltd. |
|
|
118,230 |
|
602 |
|
DCC plc |
|
|
46,384 |
|
57,853 |
|
General Electric Co. |
|
|
360,424 |
|
4,624 |
|
Honeywell International, Inc. |
|
|
761,157 |
|
1,300 |
|
Jardine Matheson Holdings, Ltd. |
|
|
51,597 |
|
1,700 |
|
Jardine Strategic Holdings, Ltd. |
|
|
33,680 |
|
700 |
|
Keihan Holdings Co., Ltd. |
|
|
29,035 |
|
11,300 |
|
Keppel Corp., Ltd. |
|
|
37,075 |
|
701 |
|
Roper Technologies, Inc. |
|
|
276,972 |
|
1,600 |
|
Seibu Holdings, Inc. |
|
|
17,213 |
|
5,064 |
|
Siemens AG, Registered Shares |
|
|
640,242 |
|
2,929 |
|
Smiths Group plc |
|
|
51,485 |
|
2,500 |
|
Toshiba Corp. |
|
|
63,645 |
|
|
|
|
|
|
3,096,464 |
|
Insurance (2.9%): |
|
|
|
|
1,398 |
|
Admiral Group plc |
|
|
47,142 |
|
13,732 |
|
AEGON NV |
|
|
35,659 |
|
4,605 |
|
Aflac, Inc. |
|
|
167,392 |
|
1,358 |
|
Ageas NV |
|
|
55,413 |
|
80,000 |
|
AIA Group, Ltd. |
|
|
788,119 |
|
107 |
|
Alleghany Corp. |
|
|
55,688 |
|
2,761 |
|
Allianz SE, Registered Shares+ |
|
|
529,546 |
|
2,096 |
|
Allstate Corp. (The) |
|
|
197,316 |
|
572 |
|
American Financial Group, Inc. |
|
|
38,313 |
|
5,905 |
|
American International Group, Inc. |
|
|
162,565 |
|
1,510 |
|
Aon plc, Class A |
|
|
311,512 |
|
2,465 |
|
Arch Capital Group, Ltd.* |
|
|
72,102 |
|
1,236 |
|
Arthur J. Gallagher & Co. |
|
|
130,497 |
|
7,125 |
|
Assicurazioni Generali SpA |
|
|
100,332 |
|
331 |
|
Assurant, Inc. |
|
|
40,154 |
|
730 |
|
Athene Holding, Ltd., Class A* |
|
|
24,878 |
|
24,775 |
|
Aviva plc |
|
|
91,085 |
|
12,528 |
|
AXA SA |
|
|
231,243 |
|
268 |
|
Baloise Holding AG, Registered Shares |
|
|
39,434 |
|
1,718 |
|
Brown & Brown, Inc. |
|
|
77,774 |
|
2,991 |
|
Chubb, Ltd. |
|
|
347,315 |
|
948 |
|
Cincinnati Financial Corp. |
|
|
73,916 |
|
1,241 |
|
CNP Assurances SA |
|
|
15,507 |
|
6,800 |
|
Dai-ichi Life Holdings, Inc. |
|
|
95,984 |
|
10,156 |
|
Direct Line Insurance Group plc |
|
|
35,346 |
|
195 |
|
Erie Indemnity Co., Class A |
|
|
41,005 |
|
236 |
|
Everest Re Group, Ltd. |
|
|
46,619 |
|
164 |
|
Fairfax Financial Holdings, Ltd. |
|
|
48,298 |
|
2,010 |
|
Fidelity National Financial, Inc. |
|
|
62,933 |
|
1,553 |
|
Gjensidige Forsikring ASA |
|
|
31,544 |
|
593 |
|
Globe Life, Inc. |
|
|
47,381 |
|
2,031 |
|
Great-West Lifeco, Inc. |
|
|
39,693 |
|
361 |
|
Hannover Rueck SE |
|
|
55,955 |
|
2,281 |
|
Hartford Financial Services Group, Inc. (The) |
|
|
84,078 |
|
826 |
|
IA Financial Corp., Inc. |
|
|
28,756 |
|
13,695 |
|
Insurance Australia Group, Ltd. |
|
|
43,091 |
|
912 |
|
Intact Financial Corp. |
|
|
97,666 |
|
9,700 |
|
Japan Post Holdings Co., Ltd. |
|
|
66,173 |
|
1,700 |
|
Japan Post Insurance Co., Ltd. |
|
|
26,752 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Insurance, continued |
|
|
|
|
38,801 |
|
Legal & General Group plc |
|
$ |
94,017 |
|
1,081 |
|
Lincoln National Corp. |
|
|
33,868 |
|
1,660 |
|
Loews Corp. |
|
|
57,685 |
|
12,188 |
|
Manulife Financial Corp. |
|
|
169,537 |
|
9,659 |
|
Mapfre SA |
|
|
15,122 |
|
92 |
|
Markel Corp.* |
|
|
89,580 |
|
3,335 |
|
Marsh & McLennan Cos., Inc. |
|
|
382,524 |
|
21,022 |
|
Medibank Private, Ltd. |
|
|
37,861 |
|
4,996 |
|
MetLife, Inc. |
|
|
185,701 |
|
3,000 |
|
MS&AD Insurance Group Holdings, Inc. |
|
|
81,267 |
|
907 |
|
Muenchener Rueckversicherungs-Gesellschaft AG |
|
|
230,258 |
|
1,972 |
|
NN Group NV |
|
|
74,063 |
|
2,748 |
|
Poste Italiane SpA |
|
|
24,340 |
|
3,459 |
|
Power Corp. of Canada |
|
|
67,782 |
|
1,721 |
|
Principal Financial Group, Inc. |
|
|
69,305 |
|
3,822 |
|
Progressive Corp. (The) |
|
|
361,828 |
|
2,696 |
|
Prudential Financial, Inc. |
|
|
171,250 |
|
17,218 |
|
Prudential plc |
|
|
245,770 |
|
10,407 |
|
QBE Insurance Group, Ltd. |
|
|
64,394 |
|
473 |
|
Reinsurance Group of America, Inc. |
|
|
45,025 |
|
329 |
|
RenaissanceRe Holdings, Ltd. |
|
|
55,844 |
|
7,571 |
|
RSA Insurance Group plc |
|
|
44,034 |
|
3,079 |
|
Sampo Oyj, Class A |
|
|
121,796 |
|
1,146 |
|
SCOR SA* |
|
|
31,748 |
|
2,000 |
|
Sompo Holdings, Inc.^ |
|
|
69,286 |
|
3,872 |
|
Sun Life Financial, Inc. |
|
|
157,800 |
|
7,102 |
|
Suncorp Group, Ltd. |
|
|
43,134 |
|
210 |
|
Swiss Life Holding AG, Registered Shares |
|
|
79,364 |
|
1,952 |
|
Swiss Re AG |
|
|
144,518 |
|
4,200 |
|
T&D Holdings, Inc.^ |
|
|
41,543 |
|
4,000 |
|
Tokio Marine Holdings, Inc. |
|
|
175,193 |
|
1,645 |
|
Travelers Cos., Inc. (The) |
|
|
177,973 |
|
983 |
|
Tryg A/S |
|
|
30,989 |
|
865 |
|
Willis Towers Watson plc |
|
|
180,629 |
|
866 |
|
WR Berkley Corp. |
|
|
52,956 |
|
984 |
|
Zurich Insurance Group AG |
|
|
342,216 |
|
|
|
|
|
|
8,734,376 |
|
Interactive Media & Services (3.7%): |
|
|
|
|
1,973 |
|
Alphabet, Inc., Class A* |
|
|
2,891,629 |
|
1,990 |
|
Alphabet, Inc., Class C* |
|
|
2,924,503 |
|
6,934 |
|
Auto Trader Group plc |
|
|
50,148 |
|
15,813 |
|
Facebook, Inc., Class A* |
|
|
4,141,424 |
|
538 |
|
IAC/InterActive Corp.* |
|
|
64,442 |
|
1,100 |
|
Kakaku.com, Inc. |
|
|
29,085 |
|
200 |
|
Line Corp.* |
|
|
10,189 |
|
1,575 |
|
Match Group, Inc.* |
|
|
174,274 |
|
2,197 |
|
Pinterest, Inc., Class A* |
|
|
91,197 |
|
411 |
|
REA Group, Ltd. |
|
|
32,468 |
|
624 |
|
Scout24 AG |
|
|
54,458 |
|
5,703 |
|
Snap, Inc., Class A* |
|
|
148,905 |
|
5,329 |
|
Twitter, Inc.* |
|
|
237,141 |
|
17,300 |
|
Z Holdings Corp. |
|
|
115,600 |
|
950 |
|
Zillow Group, Inc., Class C* |
|
|
96,511 |
|
|
|
|
|
|
11,061,974 |
|
Internet & Direct Marketing Retail (3.6%): |
|
|
|
|
2,788 |
|
Amazon.com, Inc.* |
|
|
8,778,658 |
|
272 |
|
Booking Holdings, Inc.* |
|
|
465,305 |
|
857 |
|
Delivery Hero SE* |
|
|
98,569 |
|
4,646 |
|
eBay, Inc. |
|
|
242,057 |
|
860 |
|
Expedia Group, Inc. |
|
|
78,853 |
|
826 |
|
Just Eat Takeaway* |
|
|
92,491 |
|
296 |
|
MercadoLibre, Inc.* |
|
|
320,414 |
|
400 |
|
Mercari, Inc.* |
|
|
18,485 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Internet & Direct Marketing Retail, continued |
|
|
|
|
2,925 |
|
Ocado Group plc* |
|
$ |
103,350 |
|
3,226 |
|
Prosus NV* |
|
|
297,458 |
|
6,500 |
|
Rakuten, Inc. |
|
|
70,227 |
|
419 |
|
Wayfair, Inc., Class A* |
|
|
121,933 |
|
1,045 |
|
Zalando SE* |
|
|
97,802 |
|
400 |
|
ZOZO, Inc. |
|
|
11,158 |
|
|
|
|
|
|
10,796,760 |
|
IT Services (4.6%): |
|
|
|
|
4,203 |
|
Accenture plc, Class C |
|
|
949,837 |
|
122 |
|
Adyen NV* |
|
|
224,801 |
|
1,564 |
|
Afterpay, Ltd.* |
|
|
91,388 |
|
1,134 |
|
Akamai Technologies, Inc.* |
|
|
125,352 |
|
2,837 |
|
Amadeus IT Group SA |
|
|
157,423 |
|
735 |
|
Atos SE |
|
|
59,200 |
|
2,858 |
|
Automatic Data Processing, Inc. |
|
|
398,662 |
|
935 |
|
Black Knight, Inc.* |
|
|
81,392 |
|
887 |
|
Booz Allen Hamilton Holding Corp. |
|
|
73,603 |
|
741 |
|
Broadridge Financial Solutions, Inc. |
|
|
97,812 |
|
1,046 |
|
Capgemini SA |
|
|
133,950 |
|
1,471 |
|
CGI, Inc.* |
|
|
99,857 |
|
3,577 |
|
Cognizant Technology Solutions Corp., Class A |
|
|
248,315 |
|
3,761 |
|
Computershare, Ltd. |
|
|
33,014 |
|
359 |
|
EPAM Systems, Inc.* |
|
|
116,058 |
|
4,080 |
|
Fidelity National Information Services, Inc. |
|
|
600,617 |
|
3,673 |
|
Fiserv, Inc.* |
|
|
378,503 |
|
565 |
|
FleetCor Technologies, Inc.* |
|
|
134,527 |
|
1,200 |
|
Fujitsu, Ltd. |
|
|
164,340 |
|
556 |
|
Gartner, Inc.* |
|
|
69,472 |
|
1,977 |
|
Global Payments, Inc. |
|
|
351,076 |
|
300 |
|
GMO Payment Gateway, Inc. |
|
|
32,268 |
|
1,155 |
|
GoDaddy, Inc., Class A* |
|
|
87,745 |
|
5,880 |
|
International Business Machines Corp. |
|
|
715,420 |
|
800 |
|
Itochu Techno-Solutions Corp. |
|
|
30,450 |
|
498 |
|
Jack Henry & Associates, Inc. |
|
|
80,970 |
|
922 |
|
Leidos Holdings, Inc. |
|
|
82,196 |
|
5,878 |
|
MasterCard, Inc., Class A |
|
|
1,987,762 |
|
266 |
|
MongoDB, Inc.* |
|
|
61,582 |
|
2,299 |
|
Nexi SpA* |
|
|
46,096 |
|
1,920 |
|
Nomura Research Institute, Ltd. |
|
|
56,437 |
|
4,700 |
|
NTT Data Corp. |
|
|
60,260 |
|
400 |
|
OBIC Co., Ltd. |
|
|
70,392 |
|
731 |
|
Okta, Inc.* |
|
|
156,324 |
|
800 |
|
Otsuka Corp. |
|
|
40,946 |
|
2,141 |
|
Paychex, Inc. |
|
|
170,788 |
|
7,302 |
|
PayPal Holdings, Inc.* |
|
|
1,438,713 |
|
692 |
|
Shopify, Inc., Class A* |
|
|
707,742 |
|
190 |
|
Snowflake, Inc., Class A* |
|
|
47,690 |
|
2,301 |
|
Square, Inc., Class A* |
|
|
374,028 |
|
1,600 |
|
TIS, Inc. |
|
|
34,011 |
|
805 |
|
Twilio, Inc., Class A* |
|
|
198,907 |
|
685 |
|
VeriSign, Inc.* |
|
|
140,322 |
|
11,082 |
|
Visa, Inc., Class A |
|
|
2,216,067 |
|
2,498 |
|
Western Union Co. |
|
|
53,532 |
|
313 |
|
Wix.com, Ltd.* |
|
|
79,768 |
|
845 |
|
Worldline SA* |
|
|
69,280 |
|
|
|
|
|
|
13,628,895 |
|
Leisure Products (0.1%): |
|
|
|
|
1,200 |
|
Bandai Namco Holdings, Inc. |
|
|
87,671 |
|
773 |
|
Hasbro, Inc. |
|
|
63,943 |
|
1,294 |
|
Peloton Interactive, Inc., Class A* |
|
|
128,416 |
|
800 |
|
Sega Sammy Holdings, Inc. |
|
|
9,732 |
|
500 |
|
Shimano, Inc. |
|
|
98,456 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Leisure Products, continued |
|
|
|
|
700 |
|
Yamaha Corp. |
|
$ |
33,511 |
|
|
|
|
|
|
421,729 |
|
Life Sciences Tools & Services (1.0%): |
|
|
|
|
1,980 |
|
Agilent Technologies, Inc. |
|
|
199,861 |
|
3,158 |
|
Avantor, Inc.* |
|
|
71,023 |
|
141 |
|
Bio-Rad Laboratories, Inc., Class A* |
|
|
72,680 |
|
89 |
|
Eurofins Scientific SE |
|
|
70,447 |
|
971 |
|
Illumina, Inc.* |
|
|
300,117 |
|
1,217 |
|
IQVIA Holdings, Inc.* |
|
|
191,836 |
|
499 |
|
Lonza Group AG, Registered Shares |
|
|
308,106 |
|
165 |
|
Mettler-Toledo International, Inc.* |
|
|
159,349 |
|
700 |
|
PerkinElmer, Inc. |
|
|
87,857 |
|
1,384 |
|
Qiagen NV* |
|
|
71,873 |
|
198 |
|
Sartorius Stedim Biotech |
|
|
68,186 |
|
2,603 |
|
Thermo Fisher Scientific, Inc. |
|
|
1,149,276 |
|
421 |
|
Waters Corp.* |
|
|
82,381 |
|
|
|
|
|
|
2,832,992 |
|
Machinery (1.9%): |
|
|
|
|
2,355 |
|
Alfa Laval AB |
|
|
51,998 |
|
1,119 |
|
Alstom SA* |
|
|
55,705 |
|
2,700 |
|
Amada Holdings Co., Ltd. |
|
|
25,309 |
|
314 |
|
Andritz AG |
|
|
9,672 |
|
2,721 |
|
Atlas Copco AB |
|
|
113,413 |
|
4,577 |
|
Atlas Copco AB, Class A |
|
|
217,926 |
|
3,536 |
|
Caterpillar, Inc. |
|
|
527,395 |
|
7,639 |
|
CNH Industrial NV |
|
|
59,360 |
|
981 |
|
Cummins, Inc. |
|
|
207,148 |
|
600 |
|
Daifuku Co., Ltd. |
|
|
60,399 |
|
1,971 |
|
Deere & Co. |
|
|
436,833 |
|
933 |
|
Dover Corp. |
|
|
101,081 |
|
2,845 |
|
Epiroc AB |
|
|
39,585 |
|
4,832 |
|
Epiroc AB, Class A |
|
|
70,163 |
|
1,200 |
|
FANUC Corp. |
|
|
230,238 |
|
1,947 |
|
Fortive Corp. |
|
|
148,381 |
|
1,149 |
|
GEA Group AG |
|
|
40,497 |
|
800 |
|
Hitachi Construction Machinery Co., Ltd. |
|
|
28,975 |
|
200 |
|
Hoshizaki Corp. |
|
|
15,952 |
|
476 |
|
IDEX Corp. |
|
|
86,827 |
|
2,111 |
|
Illinois Tool Works, Inc. |
|
|
407,866 |
|
2,289 |
|
Ingersoll-Rand, Inc.* |
|
|
81,488 |
|
800 |
|
JTEKT Corp. |
|
|
6,271 |
|
1,200 |
|
Kawasaki Heavy Industries, Ltd. |
|
|
16,243 |
|
326 |
|
Kion Group AG |
|
|
27,994 |
|
373 |
|
Knorr-Bremse AG |
|
|
44,055 |
|
6,100 |
|
Komatsu, Ltd. |
|
|
134,308 |
|
2,156 |
|
Kone OYJ, Class B |
|
|
189,516 |
|
6,700 |
|
Kubota Corp. |
|
|
119,872 |
|
800 |
|
Kurita Water Industries, Ltd. |
|
|
26,407 |
|
1,300 |
|
Makita Corp. |
|
|
62,015 |
|
2,700 |
|
MINEBEA MITSUMI, Inc. |
|
|
50,949 |
|
2,100 |
|
Misumi Group, Inc. |
|
|
58,702 |
|
1,700 |
|
Mitsubishi Heavy Industries, Ltd. |
|
|
37,764 |
|
600 |
|
Miura Co., Ltd. |
|
|
29,342 |
|
900 |
|
Nabtesco Corp. |
|
|
32,797 |
|
2,000 |
|
NGK Insulators, Ltd. |
|
|
28,540 |
|
323 |
|
Nordson Corp. |
|
|
61,958 |
|
2,800 |
|
NSK, Ltd. |
|
|
21,435 |
|
2,790 |
|
Otis Worldwide Corp. |
|
|
174,152 |
|
2,197 |
|
PACCAR, Inc. |
|
|
187,360 |
|
840 |
|
Parker Hannifin Corp. |
|
|
169,966 |
|
1,179 |
|
Pentair plc |
|
|
53,963 |
|
7,634 |
|
Sandvik AB* |
|
|
148,980 |
|
251 |
|
Schindler Holding AG |
|
|
68,550 |
|
153 |
|
Schindler Holding AG, Registered Shares |
|
|
41,636 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
2,827 |
|
SKF AB, Class B |
|
$ |
58,280 |
|
300 |
|
SMC Corp. |
|
|
166,991 |
|
307 |
|
Snap-On, Inc. |
|
|
45,169 |
|
541 |
|
Spirax-Sarco Engineering plc |
|
|
76,902 |
|
984 |
|
Stanley Black & Decker, Inc. |
|
|
159,605 |
|
400 |
|
Sumitomo Heavy Industries, Ltd. |
|
|
9,307 |
|
1,000 |
|
THK Co., Ltd. |
|
|
25,093 |
|
9,841 |
|
Volvo AB, Class B |
|
|
189,091 |
|
1,131 |
|
Wabtec Corp. |
|
|
69,986 |
|
3,440 |
|
Wartsila OYJ Abp, Class B |
|
|
27,065 |
|
1,135 |
|
Xylem, Inc. |
|
|
95,476 |
|
10,200 |
|
Yangzijiang Shipbuilding Holdings, Ltd. |
|
|
7,439 |
|
|
|
|
|
|
5,739,390 |
|
Marine (0.1%): |
|
|
|
|
23 |
|
A.P. Moeller - Maersk A/S, Class A |
|
|
33,603 |
|
41 |
|
A.P. Moeller - Maersk A/S, Class B |
|
|
65,015 |
|
331 |
|
Kuehne & Nagel International AG, Registered Shares |
|
|
64,200 |
|
600 |
|
Nippon Yusen KK |
|
|
10,403 |
|
|
|
|
|
|
173,221 |
|
Media (1.1%): |
|
|
|
|
4,894 |
|
Altice Europe NV, Class A* |
|
|
23,436 |
|
1,884 |
|
Altice USA, Inc., Class A* |
|
|
48,984 |
|
34 |
|
Cable One, Inc. |
|
|
64,105 |
|
942 |
|
Charter Communications, Inc., Class A* |
|
|
588,128 |
|
30,075 |
|
Comcast Corp., Class A |
|
|
1,391,271 |
|
500 |
|
Cyberagent, Inc. |
|
|
30,927 |
|
1,600 |
|
Dentsu Group, Inc. |
|
|
47,281 |
|
1,927 |
|
Discovery Communications, Inc., Class C* |
|
|
37,769 |
|
1,273 |
|
Discovery, Inc., Class A*^ |
|
|
27,713 |
|
1,397 |
|
DISH Network Corp., Class A* |
|
|
40,555 |
|
2,294 |
|
Fox Corp., Class A |
|
|
63,842 |
|
1,218 |
|
Fox Corp., Class B |
|
|
34,067 |
|
1,700 |
|
Hakuhodo DY Holdings, Inc. |
|
|
21,972 |
|
10,104 |
|
Informa plc* |
|
|
48,980 |
|
2,836 |
|
Interpublic Group of Cos., Inc. (The) |
|
|
47,276 |
|
729 |
|
JCDecaux SA |
|
|
12,630 |
|
184 |
|
Liberty Broadband Corp., Class A* |
|
|
26,093 |
|
735 |
|
Liberty Broadband Corp., Class C* |
|
|
105,009 |
|
2,279 |
|
Liberty Global plc, Series C* |
|
|
46,799 |
|
964 |
|
Liberty Global plc, Class A* |
|
|
20,254 |
|
955 |
|
Liberty Media Corp.-Liberty SiriusXM, Class C* |
|
|
31,591 |
|
654 |
|
Liberty SiriusXM Group, Class A* |
|
|
21,693 |
|
2,841 |
|
News Corp., Class A |
|
|
39,831 |
|
1,344 |
|
Omnicom Group, Inc. |
|
|
66,528 |
|
5,988 |
|
Pearson plc |
|
|
42,341 |
|
1,183 |
|
Publicis Groupe SA |
|
|
38,332 |
|
1,296 |
|
Quebecor, Inc., Class B |
|
|
32,424 |
|
420 |
|
Schibsted ASA, Class B* |
|
|
16,790 |
|
2,741 |
|
SES Global, Class A |
|
|
19,389 |
|
2,684 |
|
Shaw Communications, Inc., Class B |
|
|
48,987 |
|
8,083 |
|
Sirius XM Holdings, Inc.^ |
|
|
43,325 |
|
55 |
|
Telenet Group Holding NV |
|
|
2,132 |
|
3,645 |
|
ViacomCBS, Inc., Class B |
|
|
102,096 |
|
9,140 |
|
WPP plc |
|
|
71,368 |
|
|
|
|
|
|
3,303,918 |
|
Metals & Mining (1.5%): |
|
|
|
|
1,594 |
|
Agnico Eagle Mines, Ltd. |
|
|
127,015 |
|
8,354 |
|
Anglo American plc |
|
|
201,699 |
|
2,725 |
|
Antofagasta plc |
|
|
35,922 |
|
5,066 |
|
ArcelorMittal* |
|
|
67,552 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
7,595 |
|
B2Gold Corp. |
|
$ |
49,458 |
|
11,695 |
|
Barrick Gold Corp. |
|
|
328,521 |
|
13,636 |
|
BHP Group plc |
|
|
290,649 |
|
19,499 |
|
BHP Group, Ltd. |
|
|
501,659 |
|
3,893 |
|
BlueScope Steel, Ltd. |
|
|
35,531 |
|
1,532 |
|
Boliden AB |
|
|
45,568 |
|
11,861 |
|
Evolution Mining, Ltd. |
|
|
49,232 |
|
4,905 |
|
EVRAZ plc |
|
|
21,867 |
|
3,016 |
|
First Quantum Minerals, Ltd. |
|
|
26,889 |
|
10,418 |
|
Fortescue Metals Group, Ltd. |
|
|
121,926 |
|
1,195 |
|
Franco-Nevada Corp. |
|
|
167,007 |
|
9,605 |
|
Freeport-McMoRan, Inc. |
|
|
150,222 |
|
62,531 |
|
Glencore plc* |
|
|
129,522 |
|
1,100 |
|
Hitachi Metals, Ltd. |
|
|
16,912 |
|
3,900 |
|
JFE Holdings, Inc.* |
|
|
27,280 |
|
8,423 |
|
Kinross Gold Corp.* |
|
|
74,335 |
|
1,658 |
|
Kirkland Lake Gold, Ltd. |
|
|
80,945 |
|
4,863 |
|
Lundin Mining Corp. |
|
|
27,138 |
|
200 |
|
Maruichi Steel Tube, Ltd. |
|
|
5,003 |
|
500 |
|
Mitsubishi Materials Corp. |
|
|
9,873 |
|
5,020 |
|
Newcrest Mining, Ltd. |
|
|
113,123 |
|
5,168 |
|
Newmont Corp. |
|
|
327,909 |
|
4,800 |
|
Nippon Steel Corp.* |
|
|
45,343 |
|
10,475 |
|
Norsk Hydro ASA* |
|
|
28,849 |
|
5,421 |
|
Northern Star Resources, Ltd. |
|
|
53,294 |
|
1,932 |
|
Nucor Corp. |
|
|
86,670 |
|
1,538 |
|
Pan American Silver Corp. |
|
|
49,453 |
|
7,349 |
|
Rio Tinto plc |
|
|
443,341 |
|
2,538 |
|
Rio Tinto, Ltd. |
|
|
171,796 |
|
27,668 |
|
South32, Ltd. |
|
|
40,561 |
|
1,636 |
|
Steel Dynamics, Inc. |
|
|
46,839 |
|
1,800 |
|
Sumitomo Metal & Mining Co., Ltd. |
|
|
55,728 |
|
3,681 |
|
Teck Cominco, Ltd., Class B |
|
|
51,259 |
|
3,097 |
|
ThyssenKrupp AG*^ |
|
|
15,651 |
|
1,012 |
|
Voestalpine AG |
|
|
26,602 |
|
3,010 |
|
Wheaton Precious Metals Corp. |
|
|
147,697 |
|
6,971 |
|
Yamana Gold, Inc. |
|
|
39,635 |
|
|
|
|
|
|
4,335,475 |
|
Mortgage Real Estate Investment Trusts (0.0%): |
|
|
|
|
3,904 |
|
AGNC Investment Corp. |
|
|
54,305 |
|
10,041 |
|
Annaly Capital Management, Inc. |
|
|
71,492 |
|
|
|
|
|
|
125,797 |
|
Multiline Retail (0.4%): |
|
|
|
|
319 |
|
Canadian Tire Corp., Class A |
|
|
32,135 |
|
1,677 |
|
Dollar General Corp. |
|
|
351,533 |
|
1,596 |
|
Dollar Tree, Inc.* |
|
|
145,779 |
|
1,835 |
|
Dollarama, Inc. |
|
|
70,346 |
|
1,700 |
|
Isetan Mitsukoshi Holdings, Ltd.^ |
|
|
9,018 |
|
1,500 |
|
Marui Group Co., Ltd. |
|
|
28,779 |
|
807 |
|
Next plc |
|
|
61,835 |
|
2,600 |
|
Pan Pacific International Holdings Corp. |
|
|
60,575 |
|
1,800 |
|
Ryohin Keikaku Co., Ltd. |
|
|
29,903 |
|
3,321 |
|
Target Corp. |
|
|
522,791 |
|
|
|
|
|
|
1,312,694 |
|
Multi-Utilities (0.9%): |
|
|
|
|
3,493 |
|
AGL Energy, Ltd. |
|
|
34,130 |
|
3,348 |
|
Algonquin Power & Utilities Corp.^ |
|
|
48,632 |
|
1,556 |
|
Ameren Corp. |
|
|
123,048 |
|
325 |
|
Atco, Ltd.^ |
|
|
9,396 |
|
993 |
|
Canadian Utilities, Ltd., Class A |
|
|
23,688 |
|
2,940 |
|
CenterPoint Energy, Inc. |
|
|
56,889 |
|
1,833 |
|
CMS Energy Corp. |
|
|
112,565 |
|
2,250 |
|
Consolidated Edison, Inc. |
|
|
175,050 |
|
5,547 |
|
Dominion Energy, Inc. |
|
|
437,826 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Multi-Utilities, continued |
|
|
|
|
1,252 |
|
DTE Energy Co. |
|
$ |
144,030 |
|
15,185 |
|
E.ON SE |
|
|
167,753 |
|
12,155 |
|
Engie Group |
|
|
162,438 |
|
23,222 |
|
National Grid plc |
|
|
267,275 |
|
2,706 |
|
NiSource, Inc. |
|
|
59,532 |
|
3,418 |
|
Public Service Enterprise Group, Inc. |
|
|
187,682 |
|
4,417 |
|
RWE AG |
|
|
165,579 |
|
1,978 |
|
Sempra Energy |
|
|
234,116 |
|
2,567 |
|
Suez |
|
|
47,515 |
|
3,222 |
|
Veolia Environnement SA |
|
|
69,477 |
|
2,007 |
|
WEC Energy Group, Inc. |
|
|
194,478 |
|
|
|
|
|
|
2,721,099 |
|
Oil, Gas & Consumable Fuels (2.4%): |
|
|
|
|
1,849 |
|
Ampol, Ltd. |
|
|
31,795 |
|
134,059 |
|
BP plc |
|
|
389,153 |
|
2,285 |
|
Cabot Oil & Gas Corp. |
|
|
39,668 |
|
3,160 |
|
Cameco Corp. |
|
|
31,923 |
|
7,666 |
|
Canadian Natural Resources, Ltd. |
|
|
122,873 |
|
7,554 |
|
Cenovus Energy, Inc. |
|
|
29,447 |
|
1,449 |
|
Cheniere Energy, Inc.* |
|
|
67,045 |
|
12,258 |
|
Chevron Corp. |
|
|
882,576 |
|
1,219 |
|
Concho Resources, Inc. |
|
|
53,782 |
|
7,063 |
|
ConocoPhillips Co. |
|
|
231,949 |
|
1,162 |
|
Diamondback Energy, Inc. |
|
|
34,999 |
|
595 |
|
Enagas SA |
|
|
13,706 |
|
13,403 |
|
Enbridge, Inc. |
|
|
391,599 |
|
19,850 |
|
ENEOS Holdings, Inc. |
|
|
70,893 |
|
17,119 |
|
ENI SpA |
|
|
133,903 |
|
3,960 |
|
EOG Resources, Inc. |
|
|
142,322 |
|
6,509 |
|
Equinor ASA |
|
|
91,911 |
|
27,615 |
|
Exxon Mobil Corp. |
|
|
948,024 |
|
2,569 |
|
Galp Energia SGPS SA |
|
|
23,809 |
|
1,763 |
|
Hess Corp. |
|
|
72,160 |
|
1,482 |
|
Idemitsu Kosan Co., Ltd. |
|
|
31,579 |
|
2,002 |
|
Imperial Oil, Ltd. |
|
|
23,969 |
|
7,700 |
|
INPEX Corp. |
|
|
41,199 |
|
3,047 |
|
Inter Pipeline, Ltd.^ |
|
|
29,912 |
|
1,625 |
|
Keyera Corp. |
|
|
24,532 |
|
13,097 |
|
Kinder Morgan, Inc. |
|
|
161,486 |
|
334 |
|
Koninklijke Vopak NV |
|
|
18,815 |
|
1,394 |
|
Lundin Energy AB |
|
|
27,622 |
|
4,229 |
|
Marathon Petroleum Corp. |
|
|
124,079 |
|
2,779 |
|
Neste Oyj |
|
|
146,112 |
|
5,220 |
|
Occidental Petroleum Corp. |
|
|
52,252 |
|
11,878 |
|
Oil Search, Ltd. |
|
|
22,554 |
|
1,126 |
|
OMV AG* |
|
|
30,756 |
|
2,784 |
|
ONEOK, Inc. |
|
|
72,328 |
|
9,482 |
|
Origin Energy, Ltd. |
|
|
29,314 |
|
1,132 |
|
Parkland Corp. |
|
|
29,937 |
|
3,955 |
|
Pembina Pipeline Corp. |
|
|
83,948 |
|
2,836 |
|
Phillips 66 |
|
|
147,018 |
|
1,027 |
|
Pioneer Natural Resources Co. |
|
|
88,312 |
|
10,910 |
|
Repsol SA |
|
|
72,862 |
|
27,244 |
|
Royal Dutch Shell plc, Class A |
|
|
337,141 |
|
24,650 |
|
Royal Dutch Shell plc, Class B |
|
|
298,135 |
|
13,592 |
|
Santos, Ltd. |
|
|
47,689 |
|
12,913 |
|
Snam SpA |
|
|
66,388 |
|
10,239 |
|
Suncor Energy, Inc. |
|
|
125,046 |
|
6,215 |
|
TC Energy Corp. |
|
|
260,941 |
|
16,297 |
|
TOTAL SE^ |
|
|
559,457 |
|
2,674 |
|
Valero Energy Corp. |
|
|
115,838 |
|
518 |
|
Washington H. Soul Pattinson & Co., Ltd. |
|
|
8,741 |
|
8,062 |
|
Williams Cos., Inc. |
|
|
158,418 |
|
6,009 |
|
Woodside Petroleum, Ltd. |
|
|
75,884 |
|
|
|
|
|
|
7,115,801 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Paper & Forest Products (0.1%): |
|
|
|
|
2,839 |
|
Mondi plc |
|
$ |
59,737 |
|
6,500 |
|
Oji Holdings Corp. |
|
|
29,835 |
|
3,431 |
|
Stora Enso OYJ, Registered Shares, Class R |
|
|
53,759 |
|
4,438 |
|
Svenska Cellulosa AB SCA, Class B* |
|
|
60,859 |
|
3,727 |
|
UPM-Kymmene OYJ |
|
|
113,421 |
|
|
|
|
|
|
317,611 |
|
Personal Products (0.8%): |
|
|
|
|
626 |
|
Beiersdorf AG |
|
|
71,179 |
|
1,504 |
|
Estee Lauder Co., Inc. (The), Class A |
|
|
328,248 |
|
3,100 |
|
Kao Corp. |
|
|
232,658 |
|
200 |
|
Kobayashi Pharmaceutical Co., Ltd. |
|
|
19,362 |
|
100 |
|
Kose Corp. |
|
|
12,229 |
|
1,662 |
|
LOreal SA |
|
|
540,752 |
|
400 |
|
Pola Orbis Holdings, Inc. |
|
|
7,556 |
|
2,600 |
|
Shiseido Co., Ltd. |
|
|
149,210 |
|
9,669 |
|
Unilever NV |
|
|
583,647 |
|
7,735 |
|
Unilever plc |
|
|
476,525 |
|
|
|
|
|
|
2,421,366 |
|
Pharmaceuticals (5.5%): |
|
|
|
|
12,000 |
|
Astellas Pharma, Inc. |
|
|
178,664 |
|
8,544 |
|
AstraZeneca plc |
|
|
929,761 |
|
2,374 |
|
Bausch Health Cos., Inc.* |
|
|
36,910 |
|
6,438 |
|
Bayer AG, Registered Shares |
|
|
402,330 |
|
14,943 |
|
Bristol-Myers Squibb Co. |
|
|
900,913 |
|
1,580 |
|
Canopy Growth Corp.*^ |
|
|
22,655 |
|
970 |
|
Catalent, Inc.* |
|
|
83,090 |
|
4,500 |
|
Chugai Pharmaceutical Co., Ltd. |
|
|
201,962 |
|
647 |
|
Cronos Group, Inc.* |
|
|
3,251 |
|
11,400 |
|
Daiichi Sankyo Co., Ltd. |
|
|
350,355 |
|
1,600 |
|
Eisai Co., Ltd. |
|
|
146,022 |
|
2,689 |
|
Elanco Animal Health, Inc.* |
|
|
75,104 |
|
5,697 |
|
Eli Lilly & Co. |
|
|
843,270 |
|
33,204 |
|
GlaxoSmithKline plc |
|
|
621,856 |
|
256 |
|
H. Lundbeck A/S |
|
|
8,440 |
|
1,065 |
|
Hikma Pharmaceuticals plc |
|
|
35,664 |
|
300 |
|
Hisamitsu Pharmaceutical Co., Inc. |
|
|
15,318 |
|
283 |
|
Ipsen SA |
|
|
29,686 |
|
306 |
|
Jazz Pharmaceuticals plc* |
|
|
43,633 |
|
17,326 |
|
Johnson & Johnson Co. |
|
|
2,579,495 |
|
1,800 |
|
Kyowa Kirin Co., Ltd. |
|
|
51,135 |
|
16,599 |
|
Merck & Co., Inc. |
|
|
1,376,887 |
|
849 |
|
Merck KGaA |
|
|
123,958 |
|
2,859 |
|
Mylan NV* |
|
|
42,399 |
|
200 |
|
Nippon Shinyaku Co., Ltd. |
|
|
16,492 |
|
14,679 |
|
Novartis AG, Registered Shares |
|
|
1,275,970 |
|
11,384 |
|
Novo Nordisk A/S, Class B |
|
|
790,914 |
|
2,300 |
|
Ono Pharmaceutical Co., Ltd. |
|
|
72,217 |
|
791 |
|
Orion OYJ, Class B |
|
|
35,793 |
|
2,500 |
|
Otsuka Holdings Co., Ltd. |
|
|
106,042 |
|
974 |
|
Perrigo Co. plc |
|
|
44,716 |
|
36,631 |
|
Pfizer, Inc. |
|
|
1,344,358 |
|
820 |
|
Recordati SpA |
|
|
41,947 |
|
4,650 |
|
Roche Holding AG |
|
|
1,591,324 |
|
7,469 |
|
Sanofi |
|
|
748,818 |
|
2,700 |
|
Santen Pharmaceutical Co., Ltd. |
|
|
55,371 |
|
1,800 |
|
Shionogi & Co., Ltd. |
|
|
96,316 |
|
1,300 |
|
Sumitomo Dainippon Pharma Co., Ltd. |
|
|
17,121 |
|
300 |
|
Taisho Pharmaceutical Holdings Co., Ltd. |
|
|
19,788 |
|
10,150 |
|
Takeda Pharmacuetical Co., Ltd. |
|
|
361,615 |
|
6,517 |
|
Teva Pharmaceutical Industries, Ltd., ADR* |
|
|
58,718 |
|
838 |
|
UCB SA |
|
|
95,152 |
|
343 |
|
Vifor Pharma AG |
|
|
46,705 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Pharmaceuticals, continued |
|
|
|
|
3,133 |
|
Zoetis, Inc. |
|
$ |
518,104 |
|
|
|
|
|
|
16,440,239 |
|
Professional Services (0.9%): |
|
|
|
|
894 |
|
Adecco SA, Registered Shares |
|
|
47,256 |
|
2,096 |
|
Bureau Veritas SA |
|
|
47,073 |
|
248 |
|
CoStar Group, Inc.* |
|
|
210,431 |
|
817 |
|
Equifax, Inc. |
|
|
128,187 |
|
5,912 |
|
Experian plc |
|
|
221,190 |
|
2,418 |
|
IHS Markit, Ltd. |
|
|
189,838 |
|
978 |
|
Intertek Group plc |
|
|
79,538 |
|
2,656 |
|
Nielsen Holdings plc |
|
|
37,662 |
|
1,100 |
|
Nihon M&A Center, Inc. |
|
|
62,754 |
|
1,300 |
|
Persol Holdings Co., Ltd. |
|
|
21,148 |
|
622 |
|
Randstad NV |
|
|
32,452 |
|
8,300 |
|
Recruit Holdings Co., Ltd. |
|
|
329,369 |
|
13,108 |
|
RELX plc |
|
|
290,089 |
|
889 |
|
Robert Half International, Inc. |
|
|
47,064 |
|
2,550 |
|
Seek, Ltd. |
|
|
39,000 |
|
41 |
|
SGS SA, Registered Shares |
|
|
109,926 |
|
365 |
|
Teleperformance |
|
|
112,392 |
|
1,057 |
|
Thomson Reuters Corp. |
|
|
84,360 |
|
1,215 |
|
TransUnion |
|
|
102,218 |
|
1,053 |
|
Verisk Analytics, Inc. |
|
|
195,131 |
|
1,720 |
|
Wolters Kluwer NV |
|
|
146,829 |
|
|
|
|
|
|
2,533,907 |
|
Real Estate Management & Development (0.6%): |
|
|
|
|
400 |
|
AEON Mall Co., Ltd. |
|
|
5,624 |
|
8,052 |
|
Aroundtown SA |
|
|
40,468 |
|
75 |
|
Azrieli Group |
|
|
3,343 |
|
14,700 |
|
CapitaLand, Ltd. |
|
|
29,379 |
|
2,064 |
|
CBRE Group, Inc., Class A* |
|
|
96,947 |
|
3,700 |
|
City Developments, Ltd. |
|
|
20,815 |
|
18,000 |
|
CK Asset Holdings, Ltd. |
|
|
87,826 |
|
500 |
|
Daito Trust Construction Co., Ltd. |
|
|
44,337 |
|
3,600 |
|
Daiwa House Industry Co., Ltd.^ |
|
|
92,510 |
|
2,349 |
|
Deutsche Wohnen SE |
|
|
117,522 |
|
10,000 |
|
Hang Lung Properties, Ltd. |
|
|
25,501 |
|
11,324 |
|
Henderson Land Development Co., Ltd. |
|
|
41,777 |
|
7,400 |
|
Hongkong Land Holdings, Ltd. |
|
|
27,559 |
|
2,400 |
|
Hulic Co., Ltd. |
|
|
22,514 |
|
384 |
|
Jones Lang LaSalle, Inc. |
|
|
36,733 |
|
2,500 |
|
Kerry Properties, Ltd. |
|
|
6,388 |
|
400 |
|
LEG Immobilien AG |
|
|
57,094 |
|
4,194 |
|
Lend Lease Group |
|
|
33,213 |
|
7,500 |
|
Mitsubishi Estate Co., Ltd. |
|
|
113,371 |
|
6,600 |
|
Mitsui Fudosan Co., Ltd. |
|
|
114,973 |
|
8,827 |
|
New World Development Co., Ltd. |
|
|
42,974 |
|
1,000 |
|
Nomura Real Estate Holdings, Inc. |
|
|
19,023 |
|
3,456 |
|
Pacific Century Premium Developments, Ltd.* |
|
|
909 |
|
24,117 |
|
Sino Land Co., Ltd. |
|
|
28,068 |
|
1,900 |
|
Sumitomo Realty & Development Co., Ltd. |
|
|
56,220 |
|
8,000 |
|
Sun Hung Kai Properties, Ltd. |
|
|
102,563 |
|
4,000 |
|
Swire Pacific, Ltd., Class A |
|
|
19,397 |
|
9,800 |
|
Swire Properties, Ltd. |
|
|
25,895 |
|
556 |
|
Swiss Prime Site AG |
|
|
50,478 |
|
4,600 |
|
Tokyu Fudosan Holdings Corp. |
|
|
19,807 |
|
4,569 |
|
UOL Group, Ltd. |
|
|
22,384 |
|
3,357 |
|
Vonovia SE |
|
|
230,660 |
|
12,000 |
|
Wharf Real Estate Investment Co., Ltd. |
|
|
49,125 |
|
|
|
|
|
|
1,685,397 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Road & Rail (1.3%): |
|
|
|
|
68 |
|
AMERCO, Inc. |
|
$ |
24,207 |
|
10,863 |
|
Aurizon Holdings, Ltd. |
|
|
33,141 |
|
4,688 |
|
Canadian National Railway Co. |
|
|
499,327 |
|
874 |
|
Canadian Pacific Railway, Ltd., Class 1 |
|
|
265,896 |
|
1,000 |
|
Central Japan Railway Co. |
|
|
143,486 |
|
5,093 |
|
CSX Corp. |
|
|
395,573 |
|
1,317 |
|
DSV PANALPINA A/S |
|
|
214,964 |
|
1,900 |
|
East Japan Railway Co. |
|
|
117,091 |
|
1,700 |
|
Hankyu Hanshin Holdings, Inc. |
|
|
54,696 |
|
529 |
|
J.B. Hunt Transport Services, Inc. |
|
|
66,855 |
|
602 |
|
Kansas City Southern |
|
|
108,860 |
|
1,700 |
|
Keikyu Corp.^ |
|
|
26,116 |
|
500 |
|
Keio Corp. |
|
|
30,923 |
|
1,000 |
|
Keisei Electric Railway Co., Ltd. |
|
|
28,274 |
|
900 |
|
Kintetsu Group Holdings Co., Ltd. |
|
|
38,399 |
|
980 |
|
Knight-Swift Transportation Holdings, Inc. |
|
|
39,886 |
|
1,200 |
|
Kyushu Railway Co. |
|
|
25,639 |
|
8,500 |
|
MTR Corp., Ltd. |
|
|
42,185 |
|
1,400 |
|
Nagoya Railroad Co., Ltd.^ |
|
|
38,368 |
|
600 |
|
Nippon Express Co., Ltd. |
|
|
34,933 |
|
1,698 |
|
Norfolk Southern Corp. |
|
|
363,355 |
|
2,200 |
|
Odakyu Electric Railway Co., Ltd.^ |
|
|
55,359 |
|
586 |
|
Old Dominion Freight Line, Inc. |
|
|
106,019 |
|
900 |
|
Tobu Railway Co., Ltd. |
|
|
27,803 |
|
3,800 |
|
Tokyu Corp. |
|
|
49,329 |
|
6,034 |
|
Uber Technologies, Inc.* |
|
|
220,120 |
|
4,486 |
|
Union Pacific Corp. |
|
|
883,159 |
|
1,200 |
|
West Japan Railway Co. |
|
|
59,320 |
|
|
|
|
|
|
3,993,283 |
|
Semiconductors & Semiconductor Equipment (3.9%): |
|
|
|
|
7,742 |
|
Advanced Micro Devices, Inc.* |
|
|
634,767 |
|
1,500 |
|
Advantest Corp. |
|
|
72,867 |
|
2,482 |
|
Analog Devices, Inc. |
|
|
289,749 |
|
6,078 |
|
Applied Materials, Inc. |
|
|
361,337 |
|
2,200 |
|
ASM Pacific Technology, Ltd. |
|
|
22,488 |
|
2,777 |
|
ASML Holding NV |
|
|
1,023,849 |
|
2,644 |
|
Broadcom, Inc. |
|
|
963,261 |
|
200 |
|
Disco Corp. |
|
|
48,672 |
|
8,108 |
|
Infineon Technologies AG |
|
|
229,321 |
|
27,693 |
|
Intel Corp. |
|
|
1,433,943 |
|
1,010 |
|
KLA Corp. |
|
|
195,677 |
|
943 |
|
Lam Research Corp. |
|
|
312,840 |
|
400 |
|
Lasertec Corp. |
|
|
33,086 |
|
4,290 |
|
Marvell Technology Group, Ltd. |
|
|
170,313 |
|
1,790 |
|
Maxim Integrated Products, Inc. |
|
|
121,022 |
|
1,627 |
|
Microchip Technology, Inc. |
|
|
167,191 |
|
7,297 |
|
Micron Technology, Inc.* |
|
|
342,667 |
|
4,051 |
|
NVIDIA Corp. |
|
|
2,192,481 |
|
1,814 |
|
NXP Semiconductors NV |
|
|
226,405 |
|
2,979 |
|
ON Semiconductor Corp.* |
|
|
64,615 |
|
752 |
|
Qorvo, Inc.* |
|
|
97,016 |
|
7,433 |
|
Qualcomm, Inc. |
|
|
874,715 |
|
5,800 |
|
Renesas Electronics Corp.* |
|
|
42,487 |
|
400 |
|
ROHM Co., Ltd. |
|
|
30,890 |
|
1,058 |
|
Skyworks Solutions, Inc. |
|
|
153,939 |
|
4,312 |
|
STMicroelectronics NV |
|
|
131,790 |
|
1,900 |
|
SUMCO Corp. |
|
|
26,727 |
|
1,089 |
|
Teradyne, Inc. |
|
|
86,532 |
|
6,068 |
|
Texas Instruments, Inc. |
|
|
866,450 |
|
1,000 |
|
Tokyo Electron, Ltd. |
|
|
261,766 |
|
1,612 |
|
Xilinx, Inc. |
|
|
168,035 |
|
|
|
|
|
|
11,646,898 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Software (7.0%): |
|
|
|
|
3,161 |
|
Adobe, Inc.* |
|
$ |
1,550,248 |
|
562 |
|
ANSYS, Inc.* |
|
|
183,903 |
|
1,439 |
|
Autodesk, Inc.* |
|
|
332,423 |
|
543 |
|
Avalara, Inc.* |
|
|
69,146 |
|
462 |
|
AVEVA Group plc |
|
|
28,561 |
|
2,273 |
|
BlackBerry, Ltd.* |
|
|
10,431 |
|
1,883 |
|
Cadence Design Systems, Inc.* |
|
|
200,784 |
|
922 |
|
CDK Global, Inc. |
|
|
40,190 |
|
707 |
|
Check Point Software Technologies, Ltd.* |
|
|
85,080 |
|
744 |
|
Citrix Systems, Inc. |
|
|
102,456 |
|
131 |
|
Constellation Software, Inc. |
|
|
145,585 |
|
438 |
|
Coupa Software, Inc.* |
|
|
120,117 |
|
943 |
|
Crowdstrike Holdings, Inc., Class A* |
|
|
129,493 |
|
289 |
|
CyberArk Software, Ltd.* |
|
|
29,888 |
|
891 |
|
Dassault Systemes SA |
|
|
166,182 |
|
772 |
|
Datadog, Inc., Class A* |
|
|
78,868 |
|
1,165 |
|
DocuSign, Inc.* |
|
|
250,755 |
|
1,830 |
|
Dropbox, Inc., Class A* |
|
|
35,246 |
|
926 |
|
Dynatrace, Inc.* |
|
|
37,985 |
|
177 |
|
Fair Isaac Corp.* |
|
|
75,292 |
|
857 |
|
Fortinet, Inc.* |
|
|
100,963 |
|
487 |
|
Guidewire Software, Inc.* |
|
|
50,779 |
|
1,724 |
|
Intuit, Inc. |
|
|
562,386 |
|
47,378 |
|
Microsoft Corp. |
|
|
9,965,014 |
|
423 |
|
Nemetschek SE |
|
|
30,978 |
|
377 |
|
NICE Systems, Ltd.* |
|
|
85,473 |
|
3,948 |
|
NortonLifeLock, Inc. |
|
|
82,276 |
|
1,721 |
|
Open Text Corp. |
|
|
72,749 |
|
13,552 |
|
Oracle Corp. |
|
|
809,054 |
|
300 |
|
Oracle Corp. |
|
|
32,530 |
|
317 |
|
Paycom Software, Inc.* |
|
|
98,682 |
|
652 |
|
PTC, Inc.* |
|
|
53,933 |
|
491 |
|
RingCentral, Inc., Class A* |
|
|
134,834 |
|
6,424 |
|
Sage Group plc |
|
|
59,483 |
|
5,946 |
|
salesforce.com, Inc.* |
|
|
1,494,349 |
|
6,912 |
|
SAP SE |
|
|
1,076,229 |
|
1,256 |
|
ServiceNow, Inc.* |
|
|
609,160 |
|
2,254 |
|
Slack Technologies, Inc., Class A*^ |
|
|
60,542 |
|
1,059 |
|
Splunk, Inc.* |
|
|
199,230 |
|
1,454 |
|
SS&C Technologies Holdings, Inc. |
|
|
87,996 |
|
1,008 |
|
Synopsys, Inc.* |
|
|
215,692 |
|
952 |
|
TeamViewer AG* |
|
|
47,004 |
|
496 |
|
Temenos AG |
|
|
66,813 |
|
265 |
|
The Trade Desk, Inc., Class A* |
|
|
137,477 |
|
1,000 |
|
Trend Micro, Inc. |
|
|
61,026 |
|
246 |
|
Tyler Technologies, Inc.* |
|
|
85,746 |
|
498 |
|
VMware, Inc., Class A*^ |
|
|
71,548 |
|
564 |
|
WiseTech Global, Ltd. |
|
|
10,602 |
|
1,127 |
|
Workday, Inc., Class A* |
|
|
242,452 |
|
1,052 |
|
Zoom Video Communications, Inc., Class A* |
|
|
494,556 |
|
475 |
|
Zscaler, Inc.* |
|
|
66,828 |
|
|
|
|
|
|
20,839,017 |
|
Specialty Retail (1.8%): |
|
|
|
|
100 |
|
ABC-Mart, Inc. |
|
|
5,206 |
|
433 |
|
Advance Auto Parts, Inc. |
|
|
66,466 |
|
160 |
|
AutoZone, Inc.* |
|
|
188,422 |
|
1,602 |
|
Best Buy Co, Inc. |
|
|
178,287 |
|
416 |
|
Burlington Stores, Inc.* |
|
|
85,733 |
|
1,065 |
|
CarMax, Inc.* |
|
|
97,884 |
|
400 |
|
Fast Retailing Co., Ltd. |
|
|
251,018 |
|
5,029 |
|
Hennes & Mauritz AB, Class B |
|
|
86,779 |
|
100 |
|
Hikari Tsushin, Inc. |
|
|
23,834 |
|
7,056 |
|
Home Depot, Inc. (The) |
|
|
1,959,521 |
|
7,547 |
|
Industria de Diseno Textil SA |
|
|
209,801 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Specialty Retail, continued |
|
|
|
|
3,319 |
|
JD Sports Fashion plc |
|
$ |
34,728 |
|
11,535 |
|
Kingfisher plc |
|
|
44,077 |
|
4,982 |
|
Lowes Cos., Inc. |
|
|
826,315 |
|
500 |
|
Nitori Co., Ltd. |
|
|
104,010 |
|
499 |
|
OReilly Automotive, Inc.* |
|
|
230,079 |
|
2,369 |
|
Ross Stores, Inc. |
|
|
221,075 |
|
100 |
|
Shimamura Co., Ltd. |
|
|
9,777 |
|
682 |
|
Tiffany & Co. |
|
|
79,010 |
|
7,880 |
|
TJX Cos., Inc. (The) |
|
|
438,522 |
|
779 |
|
Tractor Supply Co. |
|
|
111,662 |
|
339 |
|
Ulta Beauty, Inc.* |
|
|
75,929 |
|
1,700 |
|
USS Co., Ltd. |
|
|
30,414 |
|
5,400 |
|
Yamada Holdings Co., Ltd. |
|
|
26,930 |
|
|
|
|
|
|
5,385,479 |
|
Technology Hardware, Storage & Peripherals (4.8%): |
|
|
|
|
114,016 |
|
Apple, Inc. |
|
|
13,204,192 |
|
1,800 |
|
Brother Industries, Ltd. |
|
|
28,593 |
|
6,300 |
|
Canon, Inc. |
|
|
104,581 |
|
1,173 |
|
Dell Technologies, Inc., Class C* |
|
|
79,400 |
|
2,300 |
|
FUJIFILM Holdings Corp. |
|
|
113,351 |
|
8,053 |
|
Hewlett Packard Enterprise Co. |
|
|
75,457 |
|
9,184 |
|
HP, Inc. |
|
|
174,404 |
|
1,205 |
|
Logitech International SA, Class R |
|
|
93,272 |
|
1,600 |
|
NEC Corp. |
|
|
93,671 |
|
1,453 |
|
NetApp, Inc. |
|
|
63,700 |
|
5,000 |
|
Ricoh Co., Ltd.^ |
|
|
33,711 |
|
1,491 |
|
Seagate Technology plc |
|
|
73,462 |
|
2,200 |
|
Seiko Epson Corp.^ |
|
|
25,294 |
|
1,809 |
|
Western Digital Corp. |
|
|
66,119 |
|
|
|
|
|
|
14,229,207 |
|
Textiles, Apparel & Luxury Goods (1.3%): |
|
|
|
|
1,237 |
|
Adidas AG |
|
|
400,322 |
|
2,277 |
|
Burberry Group plc |
|
|
45,582 |
|
3,421 |
|
Cie Financiere Richemont SA |
|
|
229,204 |
|
1,539 |
|
Gildan Activewear, Inc. |
|
|
30,332 |
|
199 |
|
Hermes International SA |
|
|
171,514 |
|
509 |
|
Kering |
|
|
338,130 |
|
817 |
|
Lululemon Athletica, Inc.* |
|
|
269,095 |
|
1,839 |
|
LVMH Moet Hennessy Louis Vuitton SA |
|
|
859,618 |
|
1,454 |
|
Moncler SpA |
|
|
59,546 |
|
8,223 |
|
Nike, Inc., Class B |
|
|
1,032,316 |
|
565 |
|
Pandora A/S |
|
|
40,665 |
|
629 |
|
Puma SE* |
|
|
56,667 |
|
400 |
|
Ralph Lauren Corp. |
|
|
27,188 |
|
196 |
|
Swatch Group AG (The), Class B |
|
|
45,668 |
|
199 |
|
Swatch Group AG (The), Registered Shares |
|
|
8,937 |
|
2,217 |
|
VF Corp. |
|
|
155,744 |
|
|
|
|
|
|
3,770,528 |
|
Tobacco (0.7%): |
|
|
|
|
12,301 |
|
Altria Group, Inc. |
|
|
475,311 |
|
14,952 |
|
British American Tobacco plc |
|
|
537,318 |
|
5,754 |
|
Imperial Brands plc, Class A |
|
|
101,406 |
|
8,000 |
|
Japan Tobacco, Inc. |
|
|
146,107 |
|
10,299 |
|
Philip Morris International, Inc. |
|
|
772,322 |
|
1,054 |
|
Swedish Match AB, Class B |
|
|
86,030 |
|
|
|
|
|
|
2,118,494 |
|
Trading Companies & Distributors (0.6%): |
|
|
|
|
941 |
|
AerCap Holdings NV* |
|
|
23,704 |
|
2,947 |
|
Ashtead Group plc |
|
|
105,568 |
|
900 |
|
Brenntag AG |
|
|
57,260 |
|
1,969 |
|
Bunzl plc |
|
|
63,515 |
|
3,915 |
|
Fastenal Co. |
|
|
176,527 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Trading Companies & Distributors, continued |
|
|
|
|
1,500 |
|
Ferguson plc |
|
$ |
150,896 |
|
863 |
|
HD Supply Holdings, Inc.* |
|
|
35,590 |
|
8,600 |
|
Itochu Corp.^ |
|
|
219,939 |
|
11,800 |
|
Marubeni Corp.^ |
|
|
66,958 |
|
8,500 |
|
Mitsubishi Corp.^ |
|
|
203,377 |
|
11,100 |
|
Mitsui & Co., Ltd.^ |
|
|
190,695 |
|
1,000 |
|
MonotaRo Co., Ltd. |
|
|
49,812 |
|
8,100 |
|
Sumitomo Corp.^ |
|
|
97,140 |
|
1,600 |
|
Toyota Tsushu Corp. |
|
|
44,691 |
|
473 |
|
United Rentals, Inc.* |
|
|
82,539 |
|
297 |
|
W.W. Grainger, Inc. |
|
|
105,961 |
|
|
|
|
|
|
1,674,172 |
|
Transportation Infrastructure (0.2%): |
|
|
|
|
429 |
|
Aena SME SA |
|
|
59,749 |
|
215 |
|
Aeroports de Paris |
|
|
21,406 |
|
3,673 |
|
Atlantia SpA* |
|
|
57,591 |
|
7,444 |
|
Auckland International Airport, Ltd. |
|
|
36,054 |
|
155 |
|
Fraport AG^ |
|
|
6,137 |
|
3,224 |
|
Getlink SE |
|
|
43,707 |
|
400 |
|
Japan Airport Terminal Co., Ltd. |
|
|
17,650 |
|
500 |
|
Kamigumi Co., Ltd. |
|
|
9,846 |
|
10,140 |
|
Sydney Airport |
|
|
42,677 |
|
18,407 |
|
Transurban Group |
|
|
186,506 |
|
|
|
|
|
|
481,323 |
|
Water Utilities (0.1%): |
|
|
|
|
1,212 |
|
American Water Works Co., Inc. |
|
|
175,594 |
|
1,615 |
|
Essential Utilities, Inc. |
|
|
65,004 |
|
1,276 |
|
Severn Trent plc |
|
|
40,113 |
|
5,043 |
|
United Utilities Group plc |
|
|
55,755 |
|
|
|
|
|
|
336,466 |
|
Wireless Telecommunication Services (0.7%): |
|
|
|
|
10,900 |
|
KDDI Corp. |
|
|
275,765 |
|
7,400 |
|
NTT DoCoMo, Inc.^ |
|
|
274,464 |
|
2,374 |
|
Rogers Communications, Inc., Class B |
|
|
94,183 |
|
18,900 |
|
Softbank Corp.^ |
|
|
211,802 |
|
10,400 |
|
SoftBank Group Corp. |
|
|
642,264 |
|
3,563 |
|
Tele2 AB^ |
|
|
50,328 |
|
3,662 |
|
T-Mobile USA, Inc.* |
|
|
418,786 |
|
175,117 |
|
Vodafone Group plc |
|
|
232,281 |
|
|
|
|
|
|
2,199,873 |
|
Total Common Stocks (Cost $261,825,600) |
|
|
295,460,390 |
|
Preferred Stocks (0.1%): |
|
|
|
|
Automobiles (0.1%): |
|
|
|
|
468 |
|
Bayerische Motoren Werke AG (BMW), 5.39%, 5/15/20 |
|
|
25,640 |
|
966 |
|
Porsche Automobil Holding SE, 4.34%, 5/20/20* |
|
|
57,668 |
|
1,270 |
|
Volkswagen AG, 3.54%, 5/8/20* |
|
|
204,366 |
|
|
|
|
|
|
287,674 |
|
Household Products (0.0%): |
|
|
|
|
1,106 |
|
Henkel AG & Co. KGaA, 2.07%, 4/21/20 |
|
|
115,796 |
|
|
|
Total Preferred Stocks (Cost $431,602) |
|
|
403,470 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts, Shares, Notional Amount or Principal Amount |
|
|
|
Fair Value |
|
Short-Term Securities Held as Collateral for Securities on Loan (1.8%): |
|
|
|
|
5,327,087 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(a)(b) |
|
$ |
5,327,087 |
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $5,327,087) |
|
|
5,327,087 |
|
|
|
Unaffiliated Investment Companies (0.2%): |
|
|
|
|
|
|
Money Markets (0.2%): |
|
|
|
|
609,344 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(b) |
|
|
609,344 |
|
Total Unaffiliated Investment Companies (Cost $609,344) |
|
|
609,344 |
|
Total Investment Securities (Cost $268,193,633) - 101.5% |
|
|
301,800,291 |
|
Net other assets (liabilities) - (1.5)% |
|
|
(4,512,139) |
|
|
|
Net Assets - 100.0% |
|
|
$297,288,152 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
ADR |
|
- |
|
American Depository Receipt |
REIT |
|
- |
|
Real Estate Investment Trust |
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $5,095,685. |
|
Represents less than 0.05%. |
(a) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(b) |
The rate represents the effective yield at September 30, 2020.
|
The following represents the concentrations by country of risk (based on the domicile of the security issuer) relative to
the total fair value of investments as of September 30, 2020:
(Unaudited)
|
|
|
|
|
Country |
|
Percentage |
Argentina |
|
|
0.1 |
% |
Australia |
|
|
2.0 |
% |
Austria |
|
|
0.1 |
% |
Belgium |
|
|
0.3 |
% |
Bermuda |
|
|
0.2 |
% |
Canada |
|
|
3.2 |
% |
China |
|
|
% |
|
Denmark |
|
|
0.8 |
% |
Finland |
|
|
0.4 |
% |
France |
|
|
3.0 |
% |
Germany |
|
|
2.8 |
% |
Hong Kong |
|
|
0.9 |
% |
Ireland |
|
|
0.9 |
% |
Isle of Man |
|
|
% |
|
Israel |
|
|
0.2 |
% |
Italy |
|
|
0.6 |
% |
Japan |
|
|
7.7 |
% |
Liberia |
|
|
% |
|
Luxembourg |
|
|
% |
|
Netherlands |
|
|
1.5 |
% |
New Zealand |
|
|
0.1 |
% |
Norway |
|
|
0.2 |
% |
Panama |
|
|
% |
|
Portugal |
|
|
% |
|
Singapore |
|
|
0.3 |
% |
Spain |
|
|
0.7 |
% |
Sweden |
|
|
0.9 |
% |
Switzerland |
|
|
3.3 |
% |
United Kingdom |
|
|
4.4 |
% |
United States |
|
|
65.4 |
% |
|
|
|
|
|
|
|
|
100.0 |
% |
|
|
|
|
|
|
Represents less than 0.05%.
|
See accompanying notes to the
schedules of portfolio investments.
AZL MSCI Global Equity Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At
September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration Date |
|
Number of Contracts |
|
Notional Amount |
|
|
Value
and Unrealized
Appreciation/
(Depreciation) |
DJ EURO STOXX 50 December Futures (Euro) |
|
12/18/20 |
|
6 |
|
$ |
224,661 |
|
|
$ |
(9,057 |
) |
FTSE 100 Index December Futures (British Pounds) |
|
12/18/20 |
|
2 |
|
|
150,723 |
|
|
|
(4,338 |
) |
S&P 500 Index E-Mini December Futures (U.S. Dollar) |
|
12/18/20 |
|
7 |
|
|
1,173,200 |
|
|
|
(7,124 |
) |
SGX Nikkei 225 Index December Futures (Japanese Yen) |
|
12/10/20 |
|
1 |
|
|
110,028 |
|
|
|
1,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(19,211 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Growth Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (97.8%): |
|
|
|
|
Aerospace & Defense (1.0%): |
|
|
|
|
3,648 |
|
Axon Enterprise, Inc.* |
|
$ |
330,874 |
|
3,529 |
|
BWX Technologies, Inc. |
|
|
198,718 |
|
2,064 |
|
HEICO Corp. |
|
|
216,018 |
|
3,718 |
|
HEICO Corp., Class A |
|
|
329,638 |
|
241 |
|
Huntington Ingalls Industries, Inc. |
|
|
33,921 |
|
14,594 |
|
Lockheed Martin Corp. |
|
|
5,593,588 |
|
2,572 |
|
Mercury Systems, Inc.* |
|
|
199,227 |
|
8,465 |
|
Northrop Grumman Corp. |
|
|
2,670,623 |
|
679 |
|
TransDigm Group, Inc. |
|
|
322,606 |
|
3,313 |
|
Virgin Galactic Holdings, Inc.*^ |
|
|
63,709 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,958,922 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.5%): |
|
|
|
|
1,140 |
|
C.H. Robinson Worldwide, Inc. |
|
|
116,497 |
|
5,916 |
|
Expeditors International of Washington, Inc. |
|
|
535,516 |
|
27,450 |
|
United Parcel Service, Inc., Class B |
|
|
4,573,993 |
|
292 |
|
XPO Logistics, Inc.* |
|
|
24,721 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,250,727 |
|
|
|
|
|
|
|
|
Automobiles (1.9%): |
|
|
|
|
43,611 |
|
Tesla, Inc.* |
|
|
18,709,555 |
|
|
|
|
|
|
|
|
Beverages (1.8%): |
|
|
|
|
523 |
|
Boston Beer Co., Inc. (The), Class A* |
|
|
461,997 |
|
2,204 |
|
Brown-Forman Corp., Class A |
|
|
151,371 |
|
9,036 |
|
Brown-Forman Corp., Class B |
|
|
680,592 |
|
133,845 |
|
Coca-Cola Co. (The) |
|
|
6,607,928 |
|
21,746 |
|
Monster Beverage Corp.* |
|
|
1,744,029 |
|
60,091 |
|
PepsiCo, Inc. |
|
|
8,328,612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,974,529 |
|
|
|
|
|
|
|
|
Biotechnology (3.6%): |
|
|
|
|
97,674 |
|
AbbVie, Inc. |
|
|
8,555,266 |
|
6,524 |
|
ACADIA Pharmaceuticals, Inc.* |
|
|
269,115 |
|
2,772 |
|
Acceleron Pharma, Inc.* |
|
|
311,933 |
|
480 |
|
Agios Pharmaceuticals, Inc.* |
|
|
16,800 |
|
1,828 |
|
Alexion Pharmaceuticals, Inc.* |
|
|
209,178 |
|
6,728 |
|
Alnylam Pharmaceuticals, Inc.* |
|
|
979,597 |
|
34,719 |
|
Amgen, Inc. |
|
|
8,824,180 |
|
2,779 |
|
Biogen, Inc.* |
|
|
788,347 |
|
9,614 |
|
BioMarin Pharmaceutical, Inc.* |
|
|
731,433 |
|
1,860 |
|
Bluebird Bio, Inc.* |
|
|
100,347 |
|
7,786 |
|
Exact Sciences Corp.* |
|
|
793,783 |
|
7,051 |
|
Exelixis, Inc.* |
|
|
172,397 |
|
3,423 |
|
Global Blood Therapeutics, Inc.* |
|
|
188,744 |
|
12,086 |
|
Immunomedics, Inc.* |
|
|
1,027,673 |
|
10,722 |
|
Incyte Corp.* |
|
|
962,192 |
|
3,763 |
|
Ionis Pharmaceuticals, Inc.* |
|
|
178,554 |
|
7,999 |
|
Iovance Biotherapeutics, Inc.* |
|
|
263,327 |
|
16,811 |
|
Moderna, Inc.*^ |
|
|
1,189,378 |
|
5,363 |
|
Neurocrine Biosciences, Inc.* |
|
|
515,706 |
|
5,702 |
|
Regeneron Pharmaceuticals, Inc.* |
|
|
3,191,866 |
|
3,068 |
|
Repligen Corp.* |
|
|
452,653 |
|
243 |
|
Sage Therapeutics, Inc.* |
|
|
14,852 |
|
4,486 |
|
Sarepta Therapeutics, Inc.* |
|
|
629,969 |
|
7,165 |
|
Seattle Genetics, Inc.* |
|
|
1,402,119 |
|
15,307 |
|
Vertex Pharmaceuticals, Inc.* |
|
|
4,165,341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
35,934,750 |
|
|
|
|
|
|
|
|
Building Products (0.1%): |
|
|
|
|
3,586 |
|
Allegion plc |
|
|
354,691 |
|
1,132 |
|
Armstrong World Industries, Inc. |
|
|
77,893 |
|
18,332 |
|
Carrier Global Corp. |
|
|
559,859 |
|
6,732 |
|
Trex Co., Inc.* |
|
|
482,011 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,474,454 |
|
|
|
|
|
|
|
|
Capital Markets (1.2%): |
|
|
|
|
5,020 |
|
Apollo Global Management, Inc. |
|
|
224,645 |
|
5,773 |
|
Ares Management Corp., Class A |
|
|
233,345 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Capital Markets, continued |
|
|
|
|
1,329 |
|
Cboe Global Markets, Inc. |
|
$ |
116,606 |
|
2,179 |
|
FactSet Research Systems, Inc. |
|
|
729,704 |
|
11,206 |
|
Intercontinental Exchange, Inc. |
|
|
1,121,160 |
|
398 |
|
LPL Financial Holdings, Inc. |
|
|
30,515 |
|
2,171 |
|
MarketAxess Holdings, Inc. |
|
|
1,045,532 |
|
9,575 |
|
Moodys Corp. |
|
|
2,775,314 |
|
1,031 |
|
Morningstar, Inc. |
|
|
165,589 |
|
4,776 |
|
MSCI, Inc., Class A |
|
|
1,703,981 |
|
8,378 |
|
S&P Global, Inc. |
|
|
3,021,106 |
|
3,465 |
|
T. Rowe Price Group, Inc. |
|
|
444,282 |
|
4,123 |
|
Tradeweb Markets, Inc., Class A |
|
|
239,134 |
|
3,572 |
|
Virtu Financial, Inc., Class A |
|
|
82,192 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,933,105 |
|
|
|
|
|
|
|
|
Chemicals (0.6%): |
|
|
|
|
1,639 |
|
Air Products & Chemicals, Inc. |
|
|
488,193 |
|
2,894 |
|
Ecolab, Inc. |
|
|
578,337 |
|
1,457 |
|
FMC Corp. |
|
|
154,311 |
|
341 |
|
NewMarket Corp. |
|
|
116,731 |
|
6,279 |
|
RPM International, Inc. |
|
|
520,152 |
|
2,288 |
|
Scotts Miracle-Gro Co. (The) |
|
|
349,858 |
|
4,857 |
|
Sherwin Williams Co. |
|
|
3,384,066 |
|
1,292 |
|
W.R. Grace & Co. |
|
|
52,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,643,703 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.4%): |
|
|
|
|
4,605 |
|
Cintas Corp. |
|
|
1,532,682 |
|
11,962 |
|
Copart, Inc.* |
|
|
1,257,924 |
|
2,053 |
|
IAA, Inc.* |
|
|
106,900 |
|
517 |
|
MSA Safety, Inc. |
|
|
69,366 |
|
7,789 |
|
Rollins, Inc. |
|
|
422,086 |
|
3,242 |
|
Waste Management, Inc. |
|
|
366,897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,755,855 |
|
|
|
|
|
|
|
|
Communications Equipment (0.2%): |
|
|
|
|
2,816 |
|
Arista Networks, Inc.* |
|
|
582,715 |
|
512 |
|
Lumentum Holdings, Inc.* |
|
|
38,467 |
|
988 |
|
Motorola Solutions, Inc. |
|
|
154,928 |
|
5,567 |
|
Palo Alto Networks, Inc.* |
|
|
1,362,523 |
|
413 |
|
Ubiquiti, Inc. |
|
|
68,831 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,207,464 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.0%): |
|
|
|
|
1,458 |
|
Quanta Services, Inc. |
|
|
77,070 |
|
|
|
|
|
|
|
|
Consumer Finance
(0.0%): |
|
|
|
|
43 |
|
Credit Acceptance Corp.*^ |
|
|
14,562 |
|
5,532 |
|
SLM Corp. |
|
|
44,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
59,315 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.2%): |
|
|
|
|
13,675 |
|
Amcor plc |
|
|
151,109 |
|
1,969 |
|
Avery Dennison Corp. |
|
|
251,717 |
|
17,586 |
|
Ball Corp. |
|
|
1,461,748 |
|
2,524 |
|
Berry Global Group, Inc.* |
|
|
121,960 |
|
858 |
|
Crown Holdings, Inc.* |
|
|
65,946 |
|
3,878 |
|
Graphic Packaging Holding Co. |
|
|
54,641 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,107,121 |
|
|
|
|
|
|
|
|
Distributors (0.1%): |
|
|
|
|
2,272 |
|
Pool Corp. |
|
|
760,075 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.1%): |
|
|
|
|
2,411 |
|
Bright Horizons Family Solutions, Inc.* |
|
|
366,569 |
|
6,967 |
|
Chegg, Inc.* |
|
|
497,723 |
|
920 |
|
Frontdoor, Inc.* |
|
|
35,797 |
|
7,422 |
|
H&R Block, Inc. |
|
|
120,904 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,020,993 |
|
|
|
|
|
|
|
|
Electrical Equipment (0.2%): |
|
|
|
|
6,315 |
|
Enphase Energy, Inc.* |
|
|
521,556 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Growth Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Electrical Equipment, continued |
|
|
|
|
3,266 |
|
Generac Holdings, Inc.* |
|
$ |
632,428 |
|
3,310 |
|
Rockwell Automation, Inc. |
|
|
730,451 |
|
12,801 |
|
Vertiv Holdings Co.* |
|
|
221,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,106,148 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.4%): |
|
10,083 |
|
Amphenol Corp., Class A |
|
|
1,091,687 |
|
8,351 |
|
CDW Corp. |
|
|
998,195 |
|
9,500 |
|
Cognex Corp. |
|
|
618,450 |
|
1,102 |
|
Coherent, Inc.* |
|
|
122,245 |
|
532 |
|
Dolby Laboratories, Inc., Class A |
|
|
35,261 |
|
163 |
|
IPG Photonics Corp.* |
|
|
27,705 |
|
1,434 |
|
Jabil, Inc. |
|
|
49,129 |
|
3,748 |
|
Keysight Technologies, Inc.* |
|
|
370,227 |
|
2,815 |
|
Zebra Technologies Corp., Class A* |
|
|
710,675 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,023,574 |
|
|
|
|
|
|
|
|
Entertainment (1.8%): |
|
|
|
|
17,780 |
|
Activision Blizzard, Inc. |
|
|
1,439,291 |
|
2,393 |
|
Electronic Arts, Inc.* |
|
|
312,071 |
|
8,525 |
|
Live Nation Entertainment, Inc.* |
|
|
459,327 |
|
25,084 |
|
Netflix, Inc.* |
|
|
12,542,752 |
|
7,710 |
|
Spotify Technology SA* |
|
|
1,870,215 |
|
6,123 |
|
Take-Two Interactive Software, Inc.* |
|
|
1,011,642 |
|
2,489 |
|
World Wrestling Entertainment, Inc., Class A |
|
|
100,730 |
|
42,624 |
|
Zynga, Inc.* |
|
|
388,731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,124,759 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (1.8%): |
|
|
|
|
26,016 |
|
American Tower Corp. |
|
|
6,288,847 |
|
1,273 |
|
Americold Realty Trust |
|
|
45,510 |
|
3,579 |
|
Brookfield Property REIT, Inc., Class A^ |
|
|
43,807 |
|
1,628 |
|
Coresite Realty Corp. |
|
|
193,537 |
|
22,860 |
|
Crown Castle International Corp. |
|
|
3,806,190 |
|
5,183 |
|
Equinix, Inc. |
|
|
3,939,754 |
|
4,151 |
|
Equity Lifestyle Properties, Inc. |
|
|
254,456 |
|
5,175 |
|
Extra Space Storage, Inc. |
|
|
553,673 |
|
10,100 |
|
Iron Mountain, Inc.^ |
|
|
270,579 |
|
5,800 |
|
Public Storage, Inc. |
|
|
1,291,776 |
|
894 |
|
SBA Communications Corp. |
|
|
284,721 |
|
14,072 |
|
Simon Property Group, Inc. |
|
|
910,177 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,883,027 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (1.0%): |
|
|
|
|
22,982 |
|
Costco Wholesale Corp. |
|
|
8,158,610 |
|
2,385 |
|
Grocery Outlet Holding Corp.* |
|
|
93,778 |
|
5,560 |
|
Sprouts Farmers Market, Inc.* |
|
|
116,371 |
|
20,337 |
|
Sysco Corp. |
|
|
1,265,368 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,634,127 |
|
|
|
|
|
|
|
|
Food Products (0.3%): |
|
|
|
|
2,478 |
|
Beyond Meat, Inc.*^ |
|
|
411,497 |
|
5,132 |
|
Campbell Soup Co. |
|
|
248,235 |
|
6,693 |
|
Hershey Co. (The) |
|
|
959,374 |
|
5,049 |
|
Kellogg Co. |
|
|
326,115 |
|
1,929 |
|
Lamb Weston Holdings, Inc. |
|
|
127,835 |
|
4,082 |
|
McCormick & Co. |
|
|
792,316 |
|
1,200 |
|
Pilgrims Pride Corp.* |
|
|
17,958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,883,330 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (2.9%): |
|
|
|
|
39,149 |
|
Abbott Laboratories |
|
|
4,260,585 |
|
2,599 |
|
ABIOMED, Inc.* |
|
|
720,079 |
|
4,597 |
|
Align Technology, Inc.* |
|
|
1,504,874 |
|
12,578 |
|
Baxter International, Inc. |
|
|
1,011,523 |
|
371 |
|
Cooper Cos., Inc. (The) |
|
|
125,072 |
|
5,419 |
|
DexCom, Inc.* |
|
|
2,233,874 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Health Care Equipment & Supplies, continued |
|
|
|
|
36,356 |
|
Edwards Lifesciences Corp.* |
|
$ |
2,901,935 |
|
2,758 |
|
Haemonetics Corp.* |
|
|
240,636 |
|
501 |
|
Hill-Rom Holdings, Inc. |
|
|
41,839 |
|
10,460 |
|
Hologic, Inc.* |
|
|
695,276 |
|
334 |
|
ICU Medical, Inc.* |
|
|
61,042 |
|
4,955 |
|
IDEXX Laboratories, Inc.* |
|
|
1,947,860 |
|
3,858 |
|
Insulet Corp.* |
|
|
912,764 |
|
6,826 |
|
Intuitive Surgical, Inc.* |
|
|
4,843,319 |
|
2,813 |
|
Masimo Corp.* |
|
|
664,037 |
|
5,737 |
|
Novocure, Ltd.* |
|
|
638,585 |
|
1,929 |
|
Penumbra, Inc.* |
|
|
374,959 |
|
2,197 |
|
Quidel Corp.* |
|
|
481,978 |
|
8,441 |
|
ResMed, Inc. |
|
|
1,447,041 |
|
190 |
|
Steris plc |
|
|
33,476 |
|
6,659 |
|
Stryker Corp. |
|
|
1,387,536 |
|
3,140 |
|
Tandem Diabetes Care, Inc.* |
|
|
356,390 |
|
1,711 |
|
Teleflex, Inc. |
|
|
582,459 |
|
621 |
|
Varian Medical Systems, Inc.* |
|
|
106,812 |
|
4,321 |
|
West Pharmaceutical Services, Inc. |
|
|
1,187,843 |
|
|
|
|
|
|
|
|
|
|
|
|
|
28,761,794 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (2.4%): |
|
|
|
|
1,852 |
|
Amedisys, Inc.* |
|
|
437,868 |
|
4,223 |
|
AmerisourceBergen Corp. |
|
|
409,293 |
|
3,825 |
|
Anthem, Inc. |
|
|
1,027,357 |
|
17,151 |
|
Cardinal Health, Inc. |
|
|
805,239 |
|
9,885 |
|
Centene Corp.* |
|
|
576,592 |
|
893 |
|
Chemed Corp. |
|
|
428,953 |
|
5,763 |
|
Cigna Corp. |
|
|
976,310 |
|
886 |
|
DaVita, Inc.* |
|
|
75,886 |
|
2,570 |
|
Encompass Health Corp. |
|
|
166,999 |
|
4,426 |
|
Guardant Health, Inc.* |
|
|
494,738 |
|
8,185 |
|
HCA Healthcare, Inc. |
|
|
1,020,506 |
|
2,969 |
|
Humana, Inc. |
|
|
1,228,839 |
|
345 |
|
Laboratory Corp. of America Holdings* |
|
|
64,953 |
|
7,090 |
|
McKesson Corp. |
|
|
1,055,914 |
|
2,381 |
|
Molina Healthcare, Inc.* |
|
|
435,818 |
|
825 |
|
Oak Street Health, Inc.* |
|
|
44,088 |
|
46,327 |
|
UnitedHealth Group, Inc. |
|
|
14,443,369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,692,722 |
|
|
|
|
|
|
|
|
Health Care Technology (0.5%): |
|
|
|
|
17,919 |
|
Cerner Corp. |
|
|
1,295,365 |
|
10,070 |
|
Change Healthcare, Inc.* |
|
|
146,116 |
|
3,247 |
|
Livongo Health, Inc.* |
|
|
454,742 |
|
3,801 |
|
Teladoc Health, Inc.* |
|
|
833,331 |
|
7,867 |
|
Veeva Systems, Inc., Class A* |
|
|
2,212,122 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,941,676 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (0.9%): |
|
|
|
|
1,640 |
|
Chipotle Mexican Grill, Inc.* |
|
|
2,039,684 |
|
2,294 |
|
Dominos Pizza, Inc. |
|
|
975,592 |
|
4,157 |
|
Dunkin Brands Group, Inc. |
|
|
340,500 |
|
8,501 |
|
Las Vegas Sands Corp. |
|
|
396,657 |
|
6,279 |
|
McDonalds Corp. |
|
|
1,378,178 |
|
2,562 |
|
Planet Fitness, Inc., Class A* |
|
|
157,870 |
|
39,776 |
|
Starbucks Corp. |
|
|
3,417,554 |
|
205 |
|
Vail Resorts, Inc. |
|
|
43,864 |
|
10,870 |
|
Wendys Co. (The) |
|
|
242,347 |
|
1,318 |
|
Wynn Resorts, Ltd. |
|
|
94,646 |
|
1,598 |
|
Yum China Holdings, Inc. |
|
|
84,614 |
|
1,244 |
|
Yum! Brands, Inc. |
|
|
113,577 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,285,083 |
|
|
|
|
|
|
|
|
Household Durables (0.2%): |
|
|
|
|
22 |
|
NVR, Inc.* |
|
|
89,829 |
|
6,228 |
|
Roku, Inc.* |
|
|
1,175,846 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Growth Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Household Durables, continued |
|
|
|
|
2,181 |
|
Tempur Sealy International, Inc.* |
|
$ |
194,523 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,460,198 |
|
|
|
|
|
|
|
|
Household Products (1.2%): |
|
|
|
|
14,477 |
|
Church & Dwight Co., Inc. |
|
|
1,356,640 |
|
5,268 |
|
Clorox Co. (The) |
|
|
1,107,176 |
|
2,717 |
|
Energizer Holdings, Inc. |
|
|
106,343 |
|
64,252 |
|
Procter & Gamble Co. (The) |
|
|
8,930,386 |
|
904 |
|
Reynolds Consumer Products, Inc. |
|
|
27,680 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,528,225 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.0%): |
|
4,872 |
|
NRG Energy, Inc. |
|
|
149,765 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.4%): |
|
|
|
|
21,875 |
|
3M Co. |
|
|
3,503,937 |
|
816 |
|
Roper Technologies, Inc. |
|
|
322,410 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,826,347 |
|
|
|
|
|
|
|
|
Insurance (0.7%): |
|
|
|
|
79 |
|
Alleghany Corp. |
|
|
41,116 |
|
13,518 |
|
Aon plc, Class A |
|
|
2,788,763 |
|
385 |
|
Axis Capital Holdings, Ltd. |
|
|
16,955 |
|
542 |
|
Brown & Brown, Inc. |
|
|
24,536 |
|
823 |
|
Erie Indemnity Co., Class A |
|
|
173,060 |
|
1,534 |
|
Lincoln National Corp. |
|
|
48,060 |
|
23,182 |
|
Marsh & McLennan Cos., Inc. |
|
|
2,658,976 |
|
1,452 |
|
Primerica, Inc. |
|
|
164,279 |
|
9,925 |
|
Progressive Corp. (The) |
|
|
939,600 |
|
1,005 |
|
RenaissanceRe Holdings, Ltd. |
|
|
170,589 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,025,934 |
|
|
|
|
|
|
|
|
Interactive Media & Services (8.0%): |
|
|
|
|
13,740 |
|
Alphabet, Inc., Class A* |
|
|
20,137,344 |
|
13,563 |
|
Alphabet, Inc., Class C* |
|
|
19,932,185 |
|
141,635 |
|
Facebook, Inc., Class A* |
|
|
37,094,206 |
|
4,508 |
|
IAC/InterActive Corp.* |
|
|
539,968 |
|
12,889 |
|
Match Group, Inc.* |
|
|
1,426,168 |
|
19,634 |
|
Pinterest, Inc., Class A* |
|
|
815,007 |
|
375 |
|
Zillow Group, Inc., Class A* |
|
|
38,078 |
|
958 |
|
Zillow Group, Inc., Class C* |
|
|
97,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
80,080,279 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (8.7%): |
|
|
|
|
25,010 |
|
Amazon.com, Inc.* |
|
|
78,749,738 |
|
2,410 |
|
Booking Holdings, Inc.* |
|
|
4,122,739 |
|
35,951 |
|
eBay, Inc. |
|
|
1,873,047 |
|
6,941 |
|
Etsy, Inc.* |
|
|
844,234 |
|
973 |
|
Expedia Group, Inc. |
|
|
89,214 |
|
567 |
|
Grubhub, Inc.* |
|
|
41,011 |
|
3,534 |
|
Wayfair, Inc., Class A*^ |
|
|
1,028,429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
86,748,412 |
|
|
|
|
|
|
|
|
IT Services (8.2%): |
|
|
|
|
37,595 |
|
Accenture plc, Class C |
|
|
8,496,094 |
|
7,757 |
|
Akamai Technologies, Inc.* |
|
|
857,459 |
|
21,796 |
|
Automatic Data Processing, Inc. |
|
|
3,040,324 |
|
404 |
|
BigCommerce Holdings, Inc.*^ |
|
|
33,653 |
|
8,868 |
|
Black Knight, Inc.* |
|
|
771,959 |
|
8,067 |
|
Booz Allen Hamilton Holding Corp. |
|
|
669,400 |
|
6,702 |
|
Broadridge Financial Solutions, Inc. |
|
|
884,664 |
|
257 |
|
CACI International, Inc., Class A* |
|
|
54,782 |
|
2,281 |
|
Cognizant Technology Solutions Corp., Class A |
|
|
158,347 |
|
291 |
|
CoreLogic, Inc. |
|
|
19,692 |
|
3,129 |
|
EPAM Systems, Inc.* |
|
|
1,011,543 |
|
4,729 |
|
Fastly, Inc., Class A* |
|
|
443,013 |
|
9,708 |
|
Fiserv, Inc.* |
|
|
1,000,409 |
|
4,856 |
|
FleetCor Technologies, Inc.* |
|
|
1,156,214 |
|
5,067 |
|
Gartner, Inc.* |
|
|
633,122 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
IT Services, continued |
|
|
|
|
4,213 |
|
Genpact, Ltd. |
|
$ |
164,096 |
|
9,700 |
|
GoDaddy, Inc., Class A* |
|
|
736,909 |
|
3,494 |
|
Jack Henry & Associates, Inc. |
|
|
568,089 |
|
838 |
|
Leidos Holdings, Inc. |
|
|
74,708 |
|
52,036 |
|
MasterCard, Inc., Class A |
|
|
17,597,014 |
|
2,938 |
|
MongoDB, Inc.* |
|
|
680,176 |
|
6,772 |
|
Okta, Inc.* |
|
|
1,448,192 |
|
14,931 |
|
Paychex, Inc. |
|
|
1,191,046 |
|
69,269 |
|
PayPal Holdings, Inc.* |
|
|
13,648,071 |
|
479 |
|
Science Applications International Corp. |
|
|
37,563 |
|
21,762 |
|
Square, Inc., Class A* |
|
|
3,537,413 |
|
10,493 |
|
StoneCo, Ltd., Class A* |
|
|
554,975 |
|
5,671 |
|
Switch, Inc., Class A |
|
|
88,524 |
|
4,829 |
|
Teradata Corp.* |
|
|
109,618 |
|
6,706 |
|
Twilio, Inc., Class A* |
|
|
1,656,986 |
|
3,570 |
|
VeriSign, Inc.* |
|
|
731,315 |
|
99,589 |
|
Visa, Inc., Class A |
|
|
19,914,812 |
|
4,590 |
|
Western Union Co. |
|
|
98,364 |
|
239 |
|
WEX, Inc.* |
|
|
33,214 |
|
|
|
|
|
|
|
|
|
|
|
|
|
82,101,760 |
|
|
|
|
|
|
|
|
Leisure Products
(0.0%): |
|
|
|
|
11,958 |
|
Mattel, Inc.* |
|
|
139,908 |
|
1,312 |
|
Peloton Interactive, Inc., Class A* |
|
|
130,203 |
|
384 |
|
Polaris, Inc. |
|
|
36,227 |
|
|
|
|
|
|
|
|
|
|
|
|
|
306,338 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (1.4%): |
|
|
|
|
3,279 |
|
10X Genomics, Inc., Class A* |
|
|
408,826 |
|
4,804 |
|
Adaptive Biotechnologies Corp.* |
|
|
233,619 |
|
1,527 |
|
Agilent Technologies, Inc. |
|
|
154,135 |
|
26,504 |
|
Avantor, Inc.* |
|
|
596,075 |
|
553 |
|
Berkeley Lights, Inc.*^ |
|
|
42,227 |
|
2,117 |
|
Bio-Techne Corp. |
|
|
524,444 |
|
2,819 |
|
Bruker Corp. |
|
|
112,055 |
|
2,544 |
|
Charles River Laboratories International, Inc.* |
|
|
576,089 |
|
8,651 |
|
Illumina, Inc.* |
|
|
2,673,851 |
|
4,196 |
|
IQVIA Holdings, Inc.* |
|
|
661,415 |
|
1,306 |
|
Mettler-Toledo International, Inc.* |
|
|
1,261,270 |
|
1,186 |
|
PerkinElmer, Inc. |
|
|
148,855 |
|
6,006 |
|
PPD, Inc.* |
|
|
222,162 |
|
3,178 |
|
PRA Health Sciences, Inc.* |
|
|
322,376 |
|
554 |
|
Syneos Health, Inc.* |
|
|
29,451 |
|
13,674 |
|
Thermo Fisher Scientific, Inc. |
|
|
6,037,344 |
|
291 |
|
Waters Corp.* |
|
|
56,943 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,061,137 |
|
|
|
|
|
|
|
|
Machinery (0.3%): |
|
|
|
|
4,130 |
|
Allison Transmission Holdings, Inc. |
|
|
145,128 |
|
840 |
|
Donaldson Co., Inc. |
|
|
38,993 |
|
4,957 |
|
Graco, Inc. |
|
|
304,112 |
|
8,222 |
|
Illinois Tool Works, Inc. |
|
|
1,588,573 |
|
1,354 |
|
Lincoln Electric Holdings, Inc. |
|
|
124,622 |
|
2,753 |
|
Nordson Corp. |
|
|
528,080 |
|
5,755 |
|
Toro Co. (The) |
|
|
483,132 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,212,640 |
|
|
|
|
|
|
|
|
Media (0.6%): |
|
|
|
|
17,628 |
|
Altice USA, Inc., Class A* |
|
|
458,328 |
|
323 |
|
Cable One, Inc. |
|
|
608,994 |
|
7,965 |
|
Charter Communications, Inc., Class A* |
|
|
4,972,868 |
|
1,288 |
|
Liberty Media Corp.-Liberty SiriusXM, Class C* |
|
|
42,607 |
|
1,700 |
|
Nexstar Media Group, Inc., Class A |
|
|
152,881 |
|
42,265 |
|
Sirius XM Holdings, Inc.^ |
|
|
226,540 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,462,218 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Growth Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Metals & Mining (0.0%): |
|
|
|
|
2,808 |
|
Royal Gold, Inc. |
|
$ |
337,437 |
|
|
|
|
|
|
|
|
Multiline Retail (0.4%): |
|
|
|
|
14,837 |
|
Dollar General Corp. |
|
|
3,110,132 |
|
6,577 |
|
Dollar Tree, Inc.* |
|
|
600,743 |
|
2,708 |
|
Ollies Bargain Outlet Holdings, Inc.* |
|
|
236,544 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,947,419 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (0.1%): |
|
|
|
|
13,915 |
|
Cheniere Energy, Inc.* |
|
|
643,847 |
|
1,324 |
|
Equitrans Midstream Corp. |
|
|
11,201 |
|
|
|
|
|
|
|
|
|
|
|
|
|
655,048 |
|
|
|
|
|
|
|
|
Personal Products (0.3%): |
|
|
|
|
11,676 |
|
Estee Lauder Co., Inc. (The), Class A |
|
|
2,548,287 |
|
888 |
|
Herbalife Nutrition, Ltd.* |
|
|
41,425 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,589,712 |
|
|
|
|
|
|
|
|
Pharmaceuticals (3.0%): |
|
|
|
|
48,474 |
|
Bristol-Myers Squibb Co. |
|
|
2,922,497 |
|
49,682 |
|
Eli Lilly & Co. |
|
|
7,353,930 |
|
10,595 |
|
Horizon Therapeutics plc* |
|
|
823,020 |
|
20,842 |
|
Johnson & Johnson Co. |
|
|
3,102,957 |
|
130,234 |
|
Merck & Co., Inc. |
|
|
10,802,910 |
|
1,363 |
|
Reata Pharmaceuticals, Inc., Class A* |
|
|
132,783 |
|
2,068 |
|
Royalty Pharma plc, Class A |
|
|
87,001 |
|
25,368 |
|
Zoetis, Inc. |
|
|
4,195,106 |
|
|
|
|
|
|
|
|
|
|
|
|
|
29,420,204 |
|
|
|
|
|
|
|
|
Professional Services (0.6%): |
|
|
|
|
2,305 |
|
CoStar Group, Inc.* |
|
|
1,955,815 |
|
5,285 |
|
Equifax, Inc. |
|
|
829,217 |
|
12,741 |
|
IHS Markit, Ltd. |
|
|
1,000,296 |
|
10,190 |
|
TransUnion |
|
|
857,285 |
|
9,339 |
|
Verisk Analytics, Inc. |
|
|
1,730,610 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,373,223 |
|
|
|
|
|
|
|
|
Road & Rail (0.8%): |
|
|
|
|
1,406 |
|
J.B. Hunt Transport Services, Inc. |
|
|
177,690 |
|
1,836 |
|
Landstar System, Inc. |
|
|
230,400 |
|
4,939 |
|
Old Dominion Freight Line, Inc. |
|
|
893,564 |
|
61,836 |
|
Uber Technologies, Inc.* |
|
|
2,255,777 |
|
20,421 |
|
Union Pacific Corp. |
|
|
4,020,282 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,577,713 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (5.9%): |
|
63,954 |
|
Advanced Micro Devices, Inc.* |
|
|
5,243,588 |
|
2,640 |
|
Analog Devices, Inc. |
|
|
308,194 |
|
54,031 |
|
Applied Materials, Inc. |
|
|
3,212,143 |
|
21,827 |
|
Broadcom, Inc. |
|
|
7,952,013 |
|
7,450 |
|
Entegris, Inc. |
|
|
553,833 |
|
2,881 |
|
Inphi Corp.* |
|
|
323,392 |
|
9,143 |
|
KLA Corp. |
|
|
1,771,365 |
|
8,548 |
|
Lam Research Corp. |
|
|
2,835,799 |
|
5,191 |
|
Maxim Integrated Products, Inc. |
|
|
350,964 |
|
10,699 |
|
Microchip Technology, Inc. |
|
|
1,099,429 |
|
2,477 |
|
MKS Instruments, Inc. |
|
|
270,563 |
|
2,544 |
|
Monolithic Power Systems, Inc. |
|
|
711,328 |
|
34,820 |
|
NVIDIA Corp. |
|
|
18,845,279 |
|
66,381 |
|
Qualcomm, Inc. |
|
|
7,811,716 |
|
2,817 |
|
SolarEdge Technologies, Inc.* |
|
|
671,432 |
|
9,739 |
|
Teradyne, Inc. |
|
|
773,861 |
|
26,962 |
|
Texas Instruments, Inc. |
|
|
3,849,904 |
|
2,567 |
|
Universal Display Corp. |
|
|
463,960 |
|
14,386 |
|
Xilinx, Inc. |
|
|
1,499,597 |
|
|
|
|
|
|
|
|
|
|
|
|
|
58,548,360 |
|
|
|
|
|
|
|
|
Software (17.7%): |
|
|
|
|
1,331 |
|
2u, Inc.* |
|
|
45,068 |
|
28,374 |
|
Adobe, Inc.* |
|
|
13,915,461 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Software, continued |
|
|
|
|
3,210 |
|
Alteryx, Inc., Class A*^ |
|
$ |
364,496 |
|
7,732 |
|
Anaplan, Inc.* |
|
|
483,869 |
|
5,045 |
|
ANSYS, Inc.* |
|
|
1,650,875 |
|
3,708 |
|
Aspen Technology, Inc.* |
|
|
469,396 |
|
7,559 |
|
Atlassian Corp. plc, Class A* |
|
|
1,374,151 |
|
8,611 |
|
Autodesk, Inc.* |
|
|
1,989,227 |
|
4,796 |
|
Avalara, Inc.* |
|
|
610,723 |
|
3,195 |
|
Bill.com Holdings, Inc.* |
|
|
320,490 |
|
16,237 |
|
Cadence Design Systems, Inc.* |
|
|
1,731,351 |
|
994 |
|
CDK Global, Inc. |
|
|
43,328 |
|
4,497 |
|
Ceridian HCM Holding, Inc.* |
|
|
371,677 |
|
2,012 |
|
Citrix Systems, Inc. |
|
|
277,073 |
|
6,508 |
|
Cloudflare, Inc., Class A* |
|
|
267,218 |
|
3,910 |
|
Coupa Software, Inc.* |
|
|
1,072,278 |
|
6,473 |
|
Crowdstrike Holdings, Inc., Class A* |
|
|
888,872 |
|
8,976 |
|
Datadog, Inc., Class A* |
|
|
916,988 |
|
10,552 |
|
DocuSign, Inc.* |
|
|
2,271,212 |
|
14,448 |
|
Dropbox, Inc., Class A* |
|
|
278,268 |
|
811 |
|
Duck Creek Technologies, Inc.*^ |
|
|
36,844 |
|
10,689 |
|
Dynatrace, Inc.* |
|
|
438,463 |
|
3,795 |
|
Elastic NV* |
|
|
409,443 |
|
2,056 |
|
Everbridge, Inc.* |
|
|
258,501 |
|
1,676 |
|
Fair Isaac Corp.* |
|
|
712,937 |
|
3,182 |
|
FireEye, Inc.* |
|
|
39,282 |
|
3,712 |
|
Five9, Inc.* |
|
|
481,372 |
|
7,829 |
|
Fortinet, Inc.* |
|
|
922,334 |
|
2,180 |
|
Globant SA* |
|
|
390,700 |
|
1,014 |
|
Guidewire Software, Inc.* |
|
|
105,730 |
|
2,425 |
|
HubSpot, Inc.* |
|
|
708,658 |
|
14,860 |
|
Intuit, Inc. |
|
|
4,847,481 |
|
3,293 |
|
Manhattan Associates, Inc.* |
|
|
314,449 |
|
4,662 |
|
Medallia, Inc.* |
|
|
127,832 |
|
441,697 |
|
Microsoft Corp. |
|
|
92,902,131 |
|
442 |
|
nCino, Inc.* |
|
|
35,219 |
|
2,858 |
|
New Relic, Inc.* |
|
|
161,077 |
|
32,780 |
|
NortonLifeLock, Inc. |
|
|
683,135 |
|
10,490 |
|
Nutanix, Inc., Class A* |
|
|
232,668 |
|
99,528 |
|
Oracle Corp. |
|
|
5,941,822 |
|
4,400 |
|
Pagerduty, Inc.*^ |
|
|
119,284 |
|
2,901 |
|
Paycom Software, Inc.* |
|
|
903,081 |
|
2,072 |
|
Paylocity Holding Corp.* |
|
|
334,462 |
|
2,086 |
|
Pegasystems, Inc. |
|
|
252,489 |
|
6,009 |
|
Pluralsight, Inc., Class A* |
|
|
102,934 |
|
3,387 |
|
Proofpoint, Inc.* |
|
|
357,498 |
|
6,137 |
|
PTC, Inc.* |
|
|
507,653 |
|
4,730 |
|
RealPage, Inc.* |
|
|
272,637 |
|
4,499 |
|
RingCentral, Inc., Class A* |
|
|
1,235,470 |
|
47,354 |
|
salesforce.com, Inc.* |
|
|
11,901,007 |
|
11,207 |
|
ServiceNow, Inc.* |
|
|
5,435,395 |
|
22,603 |
|
Slack Technologies, Inc., Class A*^ |
|
|
607,117 |
|
6,657 |
|
Smartsheet, Inc.* |
|
|
328,989 |
|
9,363 |
|
Splunk, Inc.* |
|
|
1,761,461 |
|
2,694 |
|
SS&C Technologies Holdings, Inc. |
|
|
163,041 |
|
8,182 |
|
Synopsys, Inc.* |
|
|
1,750,784 |
|
2,461 |
|
The Trade Desk, Inc., Class A* |
|
|
1,276,718 |
|
2,307 |
|
Tyler Technologies, Inc.* |
|
|
804,128 |
|
4,624 |
|
VMware, Inc., Class A*^ |
|
|
664,330 |
|
10,107 |
|
Workday, Inc., Class A* |
|
|
2,174,319 |
|
6,610 |
|
Zendesk, Inc.* |
|
|
680,301 |
|
9,848 |
|
Zoom Video Communications, Inc., Class A* |
|
|
4,629,643 |
|
4,139 |
|
Zscaler, Inc.* |
|
|
582,316 |
|
|
|
|
|
|
|
|
|
|
|
|
|
175,937,156 |
|
|
|
|
|
|
|
|
Specialty Retail (2.8%): |
|
|
|
|
813 |
|
AutoZone, Inc.* |
|
|
957,421 |
|
2,482 |
|
Best Buy Co, Inc. |
|
|
276,222 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Growth Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Specialty Retail, continued |
|
|
|
|
3,410 |
|
Burlington Stores, Inc.* |
|
$ |
702,767 |
|
784 |
|
CarMax, Inc.* |
|
|
72,057 |
|
3,212 |
|
Carvana Co.* |
|
|
716,469 |
|
3,243 |
|
Five Below, Inc.* |
|
|
411,861 |
|
5,517 |
|
Floor & Decor Holdings, Inc., Class A* |
|
|
412,672 |
|
31,680 |
|
Home Depot, Inc. (The) |
|
|
8,797,853 |
|
44,579 |
|
Lowes Cos., Inc. |
|
|
7,393,873 |
|
4,311 |
|
OReilly Automotive, Inc.* |
|
|
1,987,716 |
|
16,648 |
|
Ross Stores, Inc. |
|
|
1,553,591 |
|
57,236 |
|
TJX Cos., Inc. (The) |
|
|
3,185,183 |
|
6,805 |
|
Tractor Supply Co. |
|
|
975,429 |
|
2,948 |
|
Ulta Beauty, Inc.* |
|
|
660,293 |
|
1,106 |
|
Vroom, Inc.* |
|
|
57,269 |
|
700 |
|
Williams-Sonoma, Inc. |
|
|
63,308 |
|
|
|
|
|
|
|
|
|
|
|
|
|
28,223,984 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (11.1%): |
|
|
|
|
951,684 |
|
Apple, Inc. |
|
|
110,214,525 |
|
1,109 |
|
Dell Technologies, Inc., Class C* |
|
|
75,068 |
|
7,057 |
|
NetApp, Inc. |
|
|
309,379 |
|
7,584 |
|
Pure Storage, Inc., Class A* |
|
|
116,718 |
|
|
|
|
|
|
|
|
|
|
|
|
|
110,715,690 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (1.1%): |
|
|
|
|
6,691 |
|
Lululemon Athletica, Inc.* |
|
|
2,203,815 |
|
71,445 |
|
Nike, Inc., Class B |
|
|
8,969,206 |
|
1,217 |
|
VF Corp. |
|
|
85,494 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,258,515 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.0%): |
|
|
|
|
429 |
|
LendingTree, Inc.*^ |
|
|
131,656 |
|
2,416 |
|
Rocket Cos., Inc., Class A*^ |
|
|
48,151 |
|
|
|
|
|
|
|
|
|
|
|
|
|
179,807 |
|
|
|
|
|
|
|
|
Tobacco (0.2%): |
|
|
|
|
47,821 |
|
Altria Group, Inc. |
|
|
1,847,803 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.2%): |
|
|
|
|
27,347 |
|
Fastenal Co. |
|
|
1,233,077 |
|
1,903 |
|
W.W. Grainger, Inc. |
|
|
678,933 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,912,010 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $478,596,560) |
|
|
974,691,212 |
|
|
|
|
|
|
Private Placements (0.8%): |
|
|
|
|
Software (0.8%): |
|
|
|
|
841,419 |
|
Palantir Technologies, Inc., Series I, 0.00%*(a)(b) |
|
|
7,673,741 |
|
|
|
|
|
|
|
|
Total Private Placements (Cost $5,157,898) |
|
|
7,673,741 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.4%): |
|
|
|
|
4,195,434 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(c)(d) |
|
|
4,195,434 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $4,195,434) |
|
|
4,195,434 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Unaffiliated Investment Companies (1.4%): |
|
|
|
|
|
|
Money Markets (1.4%): |
|
|
|
|
13,653,337 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(d) |
|
$ |
13,653,337 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $13,653,337) |
|
|
13,653,337 |
|
|
|
|
|
|
Total Investment Securities (Cost $501,603,229) - 100.4% |
|
|
1,000,213,724 |
|
Net other assets (liabilities) - (0.4)% |
|
|
(4,042,954) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$996,170,770 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
REIT - Real Estate Investment Trust
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $4,070,756. |
|
Represents less than 0.05%. |
(a) |
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of
September 30, 2020. The total of all such securities represent 0.77% of the net assets of the fund. |
(b) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be illiquid based on procedures approved by the Board of Trustees. As of September 30, 2020, these securities represent 0.77% of the net assets of the fund.
|
(c) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(d) |
The rate represents the effective yield at September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Growth Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration Date |
|
|
Number of Contracts |
|
|
Notional Amount |
|
|
Value and
Unrealized
Appreciation/
(Depreciation) |
Nasdaq 100 E-Mini December Futures (U.S. Dollar) |
|
|
12/18/20 |
|
|
|
37 |
|
|
$ |
8,441,365 |
|
|
$ |
248,919 |
|
S&P 500 Index E-Mini December Futures (U.S. Dollar) |
|
|
12/18/20 |
|
|
|
38 |
|
|
|
6,368,800 |
|
|
|
54,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
303,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (99.4%): |
|
|
|
|
Aerospace & Defense (2.1%): |
|
|
|
|
29,859 |
|
Boeing Co. (The) |
|
$ |
4,934,499 |
|
1,906 |
|
BWX Technologies, Inc. |
|
|
107,327 |
|
2,316 |
|
Curtiss-Wright Corp. |
|
|
215,990 |
|
14,173 |
|
General Dynamics Corp. |
|
|
1,961,968 |
|
489 |
|
HEICO Corp. |
|
|
51,179 |
|
851 |
|
HEICO Corp., Class A |
|
|
75,450 |
|
4,651 |
|
Hexcel Corp. |
|
|
156,041 |
|
22,029 |
|
Howmet Aerospace, Inc.* |
|
|
368,325 |
|
1,999 |
|
Huntington Ingalls Industries, Inc. |
|
|
281,359 |
|
12,035 |
|
L3harris Technologies, Inc. |
|
|
2,044,024 |
|
567 |
|
Mercury Systems, Inc.* |
|
|
43,920 |
|
707 |
|
Northrop Grumman Corp. |
|
|
223,051 |
|
79,708 |
|
Raytheon Technologies Corp. |
|
|
4,586,398 |
|
5,849 |
|
Spirit AeroSystems Holdings, Inc., Class A |
|
|
110,605 |
|
2,023 |
|
Teledyne Technologies, Inc.* |
|
|
627,555 |
|
12,708 |
|
Textron, Inc. |
|
|
458,632 |
|
2,269 |
|
TransDigm Group, Inc. |
|
|
1,078,047 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,324,370 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.8%): |
|
|
|
|
6,236 |
|
C.H. Robinson Worldwide, Inc. |
|
|
637,257 |
|
3,585 |
|
Expeditors International of Washington, Inc. |
|
|
324,514 |
|
13,504 |
|
FedEx Corp. |
|
|
3,396,526 |
|
13,407 |
|
United Parcel Service, Inc., Class B |
|
|
2,234,008 |
|
4,815 |
|
XPO Logistics, Inc.* |
|
|
407,638 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,999,943 |
|
|
|
|
|
|
|
|
Airlines (0.4%): |
|
|
|
|
6,693 |
|
Alaska Air Group, Inc. |
|
|
245,165 |
|
27,420 |
|
American Airlines Group, Inc.^ |
|
|
336,992 |
|
1,749 |
|
Copa Holdings SA, Class A |
|
|
88,045 |
|
35,595 |
|
Delta Air Lines, Inc. |
|
|
1,088,495 |
|
15,037 |
|
JetBlue Airways Corp.* |
|
|
170,369 |
|
32,906 |
|
Southwest Airlines Co. |
|
|
1,233,975 |
|
16,196 |
|
United Airlines Holdings, Inc.* |
|
|
562,811 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,725,852 |
|
|
|
|
|
|
|
|
Auto Components (0.3%): |
|
|
|
|
14,955 |
|
Aptiv plc |
|
|
1,371,074 |
|
11,550 |
|
BorgWarner, Inc. |
|
|
447,447 |
|
13,689 |
|
Gentex Corp. |
|
|
352,492 |
|
3,344 |
|
Lear Corp. |
|
|
364,663 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,535,676 |
|
|
|
|
|
|
|
|
Automobiles (0.5%): |
|
|
|
|
217,773 |
|
Ford Motor Co. |
|
|
1,450,368 |
|
69,824 |
|
General Motors Co. |
|
|
2,066,092 |
|
8,535 |
|
Harley-Davidson, Inc. |
|
|
209,449 |
|
3,077 |
|
Thor Industries, Inc. |
|
|
293,115 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,019,024 |
|
|
|
|
|
|
|
|
Banks (6.5%): |
|
|
|
|
8,456 |
|
Associated Banc-Corp. |
|
|
106,715 |
|
431,415 |
|
Bank of America Corp. |
|
|
10,392,787 |
|
2,200 |
|
Bank of Hawaii Corp. |
|
|
111,144 |
|
6,813 |
|
Bank OZK |
|
|
145,253 |
|
1,750 |
|
BOK Financial Corp. |
|
|
90,143 |
|
116,432 |
|
Citigroup, Inc. |
|
|
5,019,384 |
|
23,787 |
|
Citizens Financial Group, Inc. |
|
|
601,335 |
|
7,764 |
|
Comerica, Inc. |
|
|
296,973 |
|
5,612 |
|
Commerce Bancshares, Inc. |
|
|
315,899 |
|
3,124 |
|
Cullen/Frost Bankers, Inc. |
|
|
199,780 |
|
7,867 |
|
East West Bancorp, Inc. |
|
|
257,566 |
|
17,991 |
|
F.N.B. Corp. |
|
|
121,979 |
|
39,702 |
|
Fifth Third Bancorp |
|
|
846,447 |
|
366 |
|
First Citizens BancShares, Inc., Class A |
|
|
116,673 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
7,231 |
|
First Hawaiian, Inc. |
|
$ |
104,633 |
|
30,445 |
|
First Horizon National Corp. |
|
|
287,096 |
|
9,507 |
|
First Republic Bank |
|
|
1,036,833 |
|
56,373 |
|
Huntington Bancshares, Inc. |
|
|
516,940 |
|
169,024 |
|
JPMorgan Chase & Co. |
|
|
16,271,940 |
|
54,226 |
|
KeyCorp |
|
|
646,916 |
|
7,147 |
|
M&T Bank Corp. |
|
|
658,167 |
|
6,511 |
|
PacWest Bancorp |
|
|
111,208 |
|
23,600 |
|
Peoples United Financial, Inc. |
|
|
243,316 |
|
4,122 |
|
Pinnacle Financial Partners, Inc. |
|
|
146,702 |
|
23,705 |
|
PNC Financial Services Group, Inc. (The) |
|
|
2,605,417 |
|
4,843 |
|
Popular, Inc. |
|
|
175,656 |
|
4,981 |
|
Prosperity Bancshares, Inc. |
|
|
258,165 |
|
53,631 |
|
Regions Financial Corp. |
|
|
618,365 |
|
2,903 |
|
Signature Bank |
|
|
240,920 |
|
10,785 |
|
Sterling Bancorp |
|
|
113,458 |
|
2,869 |
|
SVB Financial Group* |
|
|
690,339 |
|
8,069 |
|
Synovus Financial Corp. |
|
|
170,821 |
|
8,418 |
|
TCF Financial Corp. |
|
|
196,644 |
|
75,290 |
|
Truist Financial Corp. |
|
|
2,864,785 |
|
75,975 |
|
U.S. Bancorp |
|
|
2,723,704 |
|
12,274 |
|
Umpqua Holdings Corp. |
|
|
130,350 |
|
4,995 |
|
Webster Financial Corp. |
|
|
131,918 |
|
209,963 |
|
Wells Fargo & Co. |
|
|
4,936,230 |
|
5,485 |
|
Western Alliance Bancorp |
|
|
173,436 |
|
3,185 |
|
Wintrust Financial Corp. |
|
|
127,559 |
|
9,010 |
|
Zions Bancorp |
|
|
263,272 |
|
|
|
|
|
|
|
|
|
|
|
|
|
55,066,868 |
|
|
|
|
|
|
|
|
Beverages (1.2%): |
|
|
|
|
312 |
|
Brown-Forman Corp., Class A |
|
|
21,428 |
|
1,492 |
|
Brown-Forman Corp., Class B |
|
|
112,377 |
|
89,280 |
|
Coca-Cola Co. (The) |
|
|
4,407,754 |
|
8,911 |
|
Constellation Brands, Inc., Class C |
|
|
1,688,724 |
|
21,020 |
|
Keurig Dr Pepper, Inc. |
|
|
580,152 |
|
9,740 |
|
Molson Coors Brewing Co., Class B |
|
|
326,874 |
|
20,646 |
|
PepsiCo, Inc. |
|
|
2,861,536 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,998,845 |
|
|
|
|
|
|
|
|
Biotechnology (1.1%): |
|
|
|
|
5,911 |
|
AbbVie, Inc. |
|
|
517,744 |
|
3,098 |
|
Agios Pharmaceuticals, Inc.* |
|
|
108,430 |
|
10,048 |
|
Alexion Pharmaceuticals, Inc.* |
|
|
1,149,793 |
|
8,806 |
|
Alkermes plc* |
|
|
145,915 |
|
6,116 |
|
Biogen, Inc.* |
|
|
1,734,987 |
|
938 |
|
BioMarin Pharmaceutical, Inc.* |
|
|
71,363 |
|
1,991 |
|
Bluebird Bio, Inc.* |
|
|
107,414 |
|
1,087 |
|
Exact Sciences Corp.* |
|
|
110,820 |
|
10,800 |
|
Exelixis, Inc.* |
|
|
264,060 |
|
70,213 |
|
Gilead Sciences, Inc. |
|
|
4,436,760 |
|
3,703 |
|
Ionis Pharmaceuticals, Inc.* |
|
|
175,707 |
|
2,644 |
|
Sage Therapeutics, Inc.* |
|
|
161,601 |
|
2,421 |
|
United Therapeutics Corp.* |
|
|
244,521 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,229,115 |
|
|
|
|
|
|
|
|
Building Products (0.9%): |
|
|
|
|
7,405 |
|
A.O. Smith Corp. |
|
|
390,984 |
|
1,800 |
|
Allegion plc |
|
|
178,038 |
|
1,675 |
|
Armstrong World Industries, Inc. |
|
|
115,257 |
|
1,430 |
|
AZEK Co., Inc. (The)* |
|
|
49,778 |
|
31,080 |
|
Carrier Global Corp. |
|
|
949,183 |
|
7,686 |
|
Fortune Brands Home & Security, Inc. |
|
|
664,993 |
|
41,590 |
|
Johnson Controls International plc |
|
|
1,698,952 |
|
1,930 |
|
Lennox International, Inc. |
|
|
526,137 |
|
14,669 |
|
Masco Corp. |
|
|
808,702 |
|
5,966 |
|
Owens Corning |
|
|
410,520 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Building Products, continued |
|
|
|
|
13,338 |
|
Trane Technologies plc |
|
$ |
1,617,233 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,409,777 |
|
|
|
|
|
|
|
|
Capital Markets (4.0%): |
|
|
|
|
2,616 |
|
Affiliated Managers Group, Inc. |
|
|
178,882 |
|
6,610 |
|
Ameriprise Financial, Inc. |
|
|
1,018,667 |
|
4,798 |
|
Apollo Global Management, Inc. |
|
|
214,711 |
|
44,613 |
|
Bank of New York Mellon Corp. (The) |
|
|
1,532,010 |
|
8,230 |
|
BlackRock, Inc., Class A+ |
|
|
4,638,018 |
|
5,887 |
|
Carlyle Group, Inc. (The) |
|
|
145,232 |
|
4,778 |
|
Cboe Global Markets, Inc. |
|
|
419,222 |
|
64,570 |
|
Charles Schwab Corp. (The) |
|
|
2,339,371 |
|
19,842 |
|
CME Group, Inc. |
|
|
3,319,765 |
|
12,348 |
|
E*TRADE Financial Corp. |
|
|
618,017 |
|
6,179 |
|
Eaton Vance Corp. |
|
|
235,729 |
|
2,203 |
|
Evercore, Inc., Class A |
|
|
144,208 |
|
15,119 |
|
Franklin Resources, Inc. |
|
|
307,672 |
|
18,520 |
|
Goldman Sachs Group, Inc. |
|
|
3,721,964 |
|
4,024 |
|
Interactive Brokers Group, Inc., Class A |
|
|
194,480 |
|
19,558 |
|
Intercontinental Exchange, Inc. |
|
|
1,956,778 |
|
21,041 |
|
Invesco, Ltd. |
|
|
240,078 |
|
29,744 |
|
KKR & Co., Inc., Class A |
|
|
1,021,409 |
|
5,627 |
|
Lazard, Ltd., Class A |
|
|
185,972 |
|
4,035 |
|
LPL Financial Holdings, Inc. |
|
|
309,363 |
|
61,643 |
|
Morgan Stanley |
|
|
2,980,439 |
|
177 |
|
Morningstar, Inc. |
|
|
28,428 |
|
6,388 |
|
Nasdaq, Inc. |
|
|
783,871 |
|
10,723 |
|
Northern Trust Corp. |
|
|
836,072 |
|
6,851 |
|
Raymond James Financial, Inc. |
|
|
498,479 |
|
5,520 |
|
S&P Global, Inc. |
|
|
1,990,512 |
|
6,436 |
|
SEI Investments Co. |
|
|
326,434 |
|
19,655 |
|
State Street Corp. |
|
|
1,166,131 |
|
9,424 |
|
T. Rowe Price Group, Inc. |
|
|
1,208,345 |
|
14,491 |
|
TD Ameritrade Holding Corp. |
|
|
567,323 |
|
686 |
|
Tradeweb Markets, Inc., Class A |
|
|
39,788 |
|
443 |
|
Virtu Financial, Inc., Class A |
|
|
10,193 |
|
|
|
|
|
|
|
|
|
|
|
|
|
33,177,563 |
|
|
|
|
|
|
|
|
Chemicals (3.1%): |
|
|
|
|
10,777 |
|
Air Products & Chemicals, Inc. |
|
|
3,210,038 |
|
5,890 |
|
Albemarle Corp. |
|
|
525,859 |
|
3,087 |
|
Ashland Global Holdings, Inc. |
|
|
218,930 |
|
11,753 |
|
Axalta Coating Systems, Ltd.* |
|
|
260,564 |
|
3,107 |
|
Cabot Corp. |
|
|
111,945 |
|
6,576 |
|
Celanese Corp., Series A |
|
|
706,591 |
|
11,916 |
|
CF Industries Holdings, Inc. |
|
|
365,940 |
|
9,113 |
|
Chemours Co. (The) |
|
|
190,553 |
|
41,885 |
|
Corteva, Inc. |
|
|
1,206,707 |
|
41,462 |
|
Dow, Inc. |
|
|
1,950,787 |
|
41,080 |
|
DuPont de Nemours, Inc. |
|
|
2,279,118 |
|
7,569 |
|
Eastman Chemical Co. |
|
|
591,290 |
|
11,151 |
|
Ecolab, Inc. |
|
|
2,228,416 |
|
12,108 |
|
Element Solutions, Inc.* |
|
|
127,255 |
|
5,804 |
|
FMC Corp. |
|
|
614,702 |
|
11,175 |
|
Huntsman Corp. |
|
|
248,197 |
|
5,971 |
|
International Flavors & Fragrances, Inc. |
|
|
731,149 |
|
29,371 |
|
Linde plc |
|
|
6,994,116 |
|
14,318 |
|
Lyondellbasell Industries NV |
|
|
1,009,276 |
|
19,274 |
|
Mosaic Co. (The) |
|
|
352,136 |
|
29 |
|
NewMarket Corp. |
|
|
9,927 |
|
7,955 |
|
Olin Corp. |
|
|
98,483 |
|
13,173 |
|
PPG Industries, Inc. |
|
|
1,608,160 |
|
988 |
|
RPM International, Inc. |
|
|
81,846 |
|
165 |
|
Scotts Miracle-Gro Co. (The) |
|
|
25,230 |
|
10,340 |
|
Valvoline, Inc. |
|
|
196,874 |
|
2,013 |
|
W.R. Grace & Co. |
|
|
81,104 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Chemicals, continued |
|
|
|
|
1,892 |
|
Westlake Chemical Corp. |
|
$ |
119,612 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,144,805 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.6%): |
|
8,980 |
|
ADT, Inc. |
|
|
73,367 |
|
562 |
|
Cintas Corp. |
|
|
187,050 |
|
2,871 |
|
Clean Harbors, Inc.* |
|
|
160,862 |
|
5,710 |
|
IAA, Inc.* |
|
|
297,320 |
|
1,580 |
|
MSA Safety, Inc. |
|
|
211,989 |
|
11,719 |
|
Republic Services, Inc., Class A |
|
|
1,093,969 |
|
1,034 |
|
Rollins, Inc. |
|
|
56,032 |
|
5,098 |
|
Stericycle, Inc.* |
|
|
321,480 |
|
20,554 |
|
Waste Management, Inc. |
|
|
2,326,096 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,728,165 |
|
|
|
|
|
|
|
|
Communications Equipment (1.5%): |
|
583 |
|
Arista Networks, Inc.* |
|
|
120,640 |
|
8,529 |
|
Ciena Corp.* |
|
|
338,516 |
|
236,793 |
|
Cisco Systems, Inc. |
|
|
9,327,276 |
|
10,113 |
|
CommScope Holding Co., Inc.* |
|
|
91,017 |
|
2,683 |
|
EchoStar Corp., Class A* |
|
|
66,780 |
|
3,401 |
|
F5 Networks, Inc.* |
|
|
417,541 |
|
18,346 |
|
Juniper Networks, Inc. |
|
|
394,439 |
|
3,728 |
|
Lumentum Holdings, Inc.* |
|
|
280,085 |
|
8,527 |
|
Motorola Solutions, Inc. |
|
|
1,337,119 |
|
3,216 |
|
ViaSat, Inc.* |
|
|
110,598 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,484,011 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.2%): |
|
8,528 |
|
AECOM* |
|
|
356,812 |
|
6,989 |
|
Jacobs Engineering Group, Inc. |
|
|
648,369 |
|
6,089 |
|
Quanta Services, Inc. |
|
|
321,865 |
|
1,169 |
|
Valmont Industries, Inc. |
|
|
145,166 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,472,212 |
|
|
|
|
|
|
|
|
Construction Materials (0.2%): |
|
|
|
|
2,303 |
|
Eagle Materials, Inc., Class A |
|
|
198,795 |
|
3,469 |
|
Martin Marietta Materials, Inc. |
|
|
816,464 |
|
7,378 |
|
Vulcan Materials Co. |
|
|
1,000,014 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,015,273 |
|
|
|
|
|
|
|
|
Consumer Finance (1.0%): |
|
|
|
|
20,851 |
|
Ally Financial, Inc. |
|
|
522,735 |
|
36,560 |
|
American Express Co. |
|
|
3,665,141 |
|
25,290 |
|
Capital One Financial Corp. |
|
|
1,817,339 |
|
527 |
|
Credit Acceptance Corp.*^ |
|
|
178,463 |
|
17,108 |
|
Discover Financial Services |
|
|
988,500 |
|
3,626 |
|
Onemain Holdings, Inc. |
|
|
113,313 |
|
4,212 |
|
Santander Consumer USA Holdings, Inc. |
|
|
76,616 |
|
16,060 |
|
SLM Corp. |
|
|
129,925 |
|
32,542 |
|
Synchrony Financial |
|
|
851,624 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,343,656 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.6%): |
|
|
|
|
73,320 |
|
Amcor plc |
|
|
810,186 |
|
3,584 |
|
AptarGroup, Inc. |
|
|
405,709 |
|
1,027 |
|
Ardagh Group SA |
|
|
14,429 |
|
2,731 |
|
Avery Dennison Corp. |
|
|
349,131 |
|
1,140 |
|
Ball Corp. |
|
|
94,757 |
|
4,891 |
|
Berry Global Group, Inc.* |
|
|
236,333 |
|
6,490 |
|
Crown Holdings, Inc.* |
|
|
498,821 |
|
12,129 |
|
Graphic Packaging Holding Co. |
|
|
170,898 |
|
21,951 |
|
International Paper Co. |
|
|
889,894 |
|
5,228 |
|
Packaging Corp. of America |
|
|
570,113 |
|
8,673 |
|
Sealed Air Corp. |
|
|
336,599 |
|
4,388 |
|
Silgan Holdings, Inc. |
|
|
161,347 |
|
5,589 |
|
Sonoco Products Co. |
|
|
285,430 |
|
14,318 |
|
WestRock Co. |
|
|
497,407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,321,054 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Distributors (0.1%): |
|
|
|
|
7,843 |
|
Genuine Parts Co. |
|
$ |
746,419 |
|
16,902 |
|
LKQ Corp.* |
|
|
468,692 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,215,111 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.2%): |
|
985 |
|
Bright Horizons Family Solutions, Inc.* |
|
|
149,759 |
|
3,974 |
|
Frontdoor, Inc.* |
|
|
154,628 |
|
230 |
|
Graham Holdings Co., Class B |
|
|
92,945 |
|
2,603 |
|
Grand Canyon Education, Inc.* |
|
|
208,084 |
|
3,198 |
|
H&R Block, Inc. |
|
|
52,095 |
|
9,705 |
|
Service Corp. International |
|
|
409,358 |
|
7,381 |
|
ServiceMaster Global Holdings, Inc.* |
|
|
294,354 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,361,223 |
|
|
|
|
|
|
|
|
Diversified Financial Services (2.9%): |
|
|
|
|
106,948 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
22,773,507 |
|
22,692 |
|
Equitable Holdings, Inc. |
|
|
413,902 |
|
12,651 |
|
Jefferies Financial Group, Inc. |
|
|
227,718 |
|
7,012 |
|
Voya Financial, Inc. |
|
|
336,085 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,751,212 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (3.1%): |
|
397,757 |
|
AT&T, Inc. |
|
|
11,340,052 |
|
61,066 |
|
CenturyLink, Inc. |
|
|
616,156 |
|
231,176 |
|
Verizon Communications, Inc. |
|
|
13,752,660 |
|
|
|
|
|
|
|
|
|
|
|
|
|
25,708,868 |
|
|
|
|
|
|
|
|
Electric Utilities (3.6%): |
|
|
|
|
13,942 |
|
Alliant Energy Corp. |
|
|
720,104 |
|
27,748 |
|
American Electric Power Co., Inc. |
|
|
2,267,844 |
|
3,163 |
|
Avangrid, Inc. |
|
|
159,605 |
|
41,068 |
|
Duke Energy Corp. |
|
|
3,636,982 |
|
19,970 |
|
Edison International |
|
|
1,015,275 |
|
11,215 |
|
Entergy Corp. |
|
|
1,105,014 |
|
12,635 |
|
Evergy, Inc. |
|
|
642,111 |
|
19,130 |
|
Eversource Energy |
|
|
1,598,312 |
|
54,395 |
|
Exelon Corp. |
|
|
1,945,165 |
|
30,260 |
|
FirstEnergy Corp. |
|
|
868,765 |
|
5,969 |
|
Hawaiian Electric Industries, Inc. |
|
|
198,410 |
|
2,810 |
|
IDACORP, Inc. |
|
|
224,519 |
|
27,366 |
|
NextEra Energy, Inc. |
|
|
7,595,706 |
|
11,151 |
|
OGE Energy Corp. |
|
|
334,418 |
|
71,157 |
|
PG&E Corp.* |
|
|
668,164 |
|
6,280 |
|
Pinnacle West Capital Corp. |
|
|
468,174 |
|
43,024 |
|
PPL Corp. |
|
|
1,170,683 |
|
59,039 |
|
Southern Co. (The) |
|
|
3,201,095 |
|
29,350 |
|
Xcel Energy, Inc. |
|
|
2,025,444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
29,845,790 |
|
|
|
|
|
|
|
|
Electrical Equipment (1.0%): |
|
|
|
|
2,194 |
|
Acuity Brands, Inc. |
|
|
224,556 |
|
12,798 |
|
AMETEK, Inc. |
|
|
1,272,121 |
|
22,352 |
|
Eaton Corp. plc |
|
|
2,280,575 |
|
33,260 |
|
Emerson Electric Co. |
|
|
2,180,858 |
|
287 |
|
Generac Holdings, Inc.* |
|
|
55,575 |
|
3,059 |
|
GrafTech International, Ltd. |
|
|
20,924 |
|
3,015 |
|
Hubbell, Inc. |
|
|
412,573 |
|
8,670 |
|
nVent Electric plc |
|
|
153,372 |
|
2,259 |
|
Regal-Beloit Corp. |
|
|
212,052 |
|
3,327 |
|
Rockwell Automation, Inc. |
|
|
734,202 |
|
8,611 |
|
Sensata Technologies Holding plc* |
|
|
371,479 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,918,287 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.7%): |
|
|
|
|
6,561 |
|
Amphenol Corp., Class A |
|
|
710,359 |
|
4,351 |
|
Arrow Electronics, Inc.* |
|
|
342,250 |
|
5,470 |
|
Avnet, Inc. |
|
|
141,345 |
|
221 |
|
Coherent, Inc.* |
|
|
24,516 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Electronic Equipment, Instruments & Components, continued |
|
|
|
|
41,864 |
|
Corning, Inc. |
|
$ |
1,356,812 |
|
3,101 |
|
Dolby Laboratories, Inc., Class A |
|
|
205,534 |
|
7,278 |
|
FLIR Systems, Inc. |
|
|
260,916 |
|
1,850 |
|
IPG Photonics Corp.* |
|
|
314,445 |
|
6,644 |
|
Jabil, Inc. |
|
|
227,623 |
|
6,934 |
|
Keysight Technologies, Inc.* |
|
|
684,941 |
|
1,314 |
|
Littlelfuse, Inc. |
|
|
233,025 |
|
7,190 |
|
National Instruments Corp. |
|
|
256,683 |
|
2,317 |
|
SYNNEX Corp. |
|
|
324,519 |
|
13,883 |
|
Trimble, Inc.* |
|
|
676,102 |
|
252 |
|
Zebra Technologies Corp., Class A* |
|
|
63,620 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,822,690 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.3%): |
|
36,640 |
|
Baker Hughes Co. |
|
|
486,946 |
|
48,892 |
|
Halliburton Co. |
|
|
589,148 |
|
5,830 |
|
Helmerich & Payne, Inc. |
|
|
85,410 |
|
21,651 |
|
National Oilwell Varco, Inc. |
|
|
196,158 |
|
77,574 |
|
Schlumberger, Ltd. |
|
|
1,207,052 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,564,714 |
|
|
|
|
|
|
|
|
Entertainment (2.1%): |
|
|
|
|
25,818 |
|
Activision Blizzard, Inc. |
|
|
2,089,967 |
|
13,727 |
|
Electronic Arts, Inc.* |
|
|
1,790,138 |
|
1,395 |
|
Liberty Media Corp-Liberty Formula One, Class A* |
|
|
46,746 |
|
11,060 |
|
Liberty Media Corp-Liberty Formula One, Class C* |
|
|
401,146 |
|
3,570 |
|
Lions Gate Entertainment Corp., Class A* |
|
|
33,844 |
|
6,558 |
|
Lions Gate Entertainment Corp., Class B* |
|
|
57,185 |
|
986 |
|
Madison Square Garden Entertainment Corp.* |
|
|
67,531 |
|
1,046 |
|
Madison Square Garden Sports Corp., Class A* |
|
|
157,402 |
|
471 |
|
Take-Two Interactive Software, Inc.* |
|
|
77,819 |
|
100,827 |
|
Walt Disney Co. (The) |
|
|
12,510,614 |
|
8,763 |
|
Zynga, Inc.* |
|
|
79,919 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,312,311 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (4.4%): |
|
6,991 |
|
Alexandria Real Estate Equities, Inc. |
|
|
1,118,560 |
|
7,638 |
|
American Campus Communities, Inc. |
|
|
266,719 |
|
14,485 |
|
American Homes 4 Rent, Class A |
|
|
412,533 |
|
10,068 |
|
Americold Realty Trust |
|
|
359,931 |
|
8,261 |
|
Apartment Investment & Management Co. |
|
|
278,561 |
|
11,696 |
|
Apple Hospitality REIT, Inc. |
|
|
112,399 |
|
7,857 |
|
AvalonBay Communities, Inc. |
|
|
1,173,364 |
|
8,683 |
|
Boston Properties, Inc. |
|
|
697,245 |
|
9,402 |
|
Brandywine Realty Trust |
|
|
97,217 |
|
16,530 |
|
Brixmor Property Group, Inc. |
|
|
193,236 |
|
5,264 |
|
Camden Property Trust |
|
|
468,391 |
|
731 |
|
Coresite Realty Corp. |
|
|
86,901 |
|
6,264 |
|
Corporate Office Properties Trust |
|
|
148,582 |
|
8,259 |
|
Cousins Properties, Inc. |
|
|
236,125 |
|
1,556 |
|
Crown Castle International Corp. |
|
|
259,074 |
|
10,780 |
|
CubeSmart |
|
|
348,302 |
|
6,416 |
|
Cyrusone, Inc. |
|
|
449,312 |
|
14,929 |
|
Digital Realty Trust, Inc. |
|
|
2,190,979 |
|
9,283 |
|
Douglas Emmett, Inc. |
|
|
233,003 |
|
20,563 |
|
Duke Realty Corp. |
|
|
758,775 |
|
8,160 |
|
Empire State Realty Trust, Inc., Class A |
|
|
49,939 |
|
4,349 |
|
EPR Properties |
|
|
119,598 |
|
6,512 |
|
Equity Commonwealth |
|
|
173,415 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
5,725 |
|
Equity Lifestyle Properties, Inc. |
|
$ |
350,943 |
|
20,521 |
|
Equity Residential |
|
|
1,053,343 |
|
3,640 |
|
Essex Property Trust, Inc. |
|
|
730,876 |
|
2,083 |
|
Extra Space Storage, Inc. |
|
|
222,860 |
|
4,199 |
|
Federal Realty Investment Trust |
|
|
308,375 |
|
7,043 |
|
First Industrial Realty Trust, Inc. |
|
|
280,311 |
|
11,272 |
|
Gaming and Leisure Properties, Inc. |
|
|
416,275 |
|
12,129 |
|
Healthcare Trust of America, Inc., Class A |
|
|
315,354 |
|
30,103 |
|
Healthpeak Properties, Inc. |
|
|
817,296 |
|
5,739 |
|
Highwoods Properties, Inc. |
|
|
192,658 |
|
39,015 |
|
Host Hotels & Resorts, Inc. |
|
|
420,972 |
|
8,380 |
|
Hudson Pacific Properties, Inc. |
|
|
183,773 |
|
31,264 |
|
Invitation Homes, Inc. |
|
|
875,079 |
|
6,608 |
|
Iron Mountain, Inc.^ |
|
|
177,028 |
|
6,796 |
|
JBG SMITH Properties |
|
|
181,725 |
|
6,411 |
|
Kilroy Realty Corp. |
|
|
333,116 |
|
23,048 |
|
Kimco Realty Corp. |
|
|
259,520 |
|
4,796 |
|
Lamar Advertising Co., Class A |
|
|
317,351 |
|
2,602 |
|
Life Storage, Inc. |
|
|
273,913 |
|
29,022 |
|
Medical Properties Trust, Inc. |
|
|
511,658 |
|
6,357 |
|
Mid-America Apartment Communities, Inc. |
|
|
737,094 |
|
9,557 |
|
National Retail Properties, Inc. |
|
|
329,812 |
|
12,555 |
|
Omega Healthcare Investors, Inc. |
|
|
375,897 |
|
7,522 |
|
Outfront Media, Inc. |
|
|
109,445 |
|
10,557 |
|
Paramount Group, Inc. |
|
|
74,744 |
|
13,359 |
|
Parks Hotels & Resorts, Inc. |
|
|
133,456 |
|
41,150 |
|
ProLogis, Inc. |
|
|
4,140,512 |
|
2,922 |
|
Public Storage, Inc. |
|
|
650,788 |
|
7,613 |
|
Rayonier, Inc. |
|
|
201,288 |
|
19,203 |
|
Realty Income Corp. |
|
|
1,166,582 |
|
9,403 |
|
Regency Centers Corp. |
|
|
357,502 |
|
7,015 |
|
Rexford Industrial Realty, Inc. |
|
|
321,006 |
|
5,341 |
|
SBA Communications Corp. |
|
|
1,701,002 |
|
3,618 |
|
Simon Property Group, Inc. |
|
|
234,012 |
|
3,769 |
|
SL Green Realty Corp.^ |
|
|
174,769 |
|
5,739 |
|
Spirit Realty Capital, Inc. |
|
|
193,691 |
|
12,542 |
|
STORE Capital Corp. |
|
|
344,027 |
|
5,395 |
|
Sun Communities, Inc. |
|
|
758,591 |
|
3,348 |
|
Taubman Centers, Inc. |
|
|
111,455 |
|
16,348 |
|
UDR, Inc. |
|
|
533,108 |
|
20,836 |
|
Ventas, Inc. |
|
|
874,279 |
|
60,257 |
|
VEREIT, Inc. |
|
|
391,671 |
|
29,193 |
|
VICI Properties, Inc. |
|
|
682,240 |
|
9,791 |
|
Vornado Realty Trust |
|
|
330,055 |
|
6,767 |
|
Weingarten Realty Investors |
|
|
114,768 |
|
23,347 |
|
Welltower, Inc. |
|
|
1,286,186 |
|
41,705 |
|
Weyerhaeuser Co. |
|
|
1,189,427 |
|
9,549 |
|
WP Carey, Inc. |
|
|
622,213 |
|
|
|
|
|
|
|
|
|
|
|
|
|
36,594,207 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (1.9%): |
|
1,938 |
|
Albertsons Cos., Inc., Class A*^ |
|
|
26,841 |
|
2,054 |
|
Caseys General Stores, Inc. |
|
|
364,893 |
|
2,887 |
|
Costco Wholesale Corp. |
|
|
1,024,885 |
|
1,808 |
|
Grocery Outlet Holding Corp.* |
|
|
71,091 |
|
43,228 |
|
Kroger Co. (The) |
|
|
1,465,861 |
|
880 |
|
Sprouts Farmers Market, Inc.* |
|
|
18,418 |
|
7,799 |
|
Sysco Corp. |
|
|
485,254 |
|
12,260 |
|
US Foods Holding Corp.* |
|
|
272,417 |
|
39,979 |
|
Walgreens Boots Alliance, Inc. |
|
|
1,436,046 |
|
77,718 |
|
Walmart, Inc. |
|
|
10,873,526 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,039,232 |
|
|
|
|
|
|
|
|
Food Products (2.0%): |
|
|
|
|
30,934 |
|
Archer-Daniels-Midland Co. |
|
|
1,438,122 |
|
581 |
|
Beyond Meat, Inc.*^ |
|
|
96,481 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Food Products, continued |
|
|
|
|
7,704 |
|
Bunge, Ltd. |
|
$ |
352,073 |
|
4,736 |
|
Campbell Soup Co. |
|
|
229,080 |
|
27,214 |
|
Conagra Brands, Inc. |
|
|
971,812 |
|
10,875 |
|
Flowers Foods, Inc. |
|
|
264,589 |
|
33,909 |
|
General Mills, Inc. |
|
|
2,091,507 |
|
4,540 |
|
Hain Celestial Group, Inc. (The)* |
|
|
155,722 |
|
1,878 |
|
Hershey Co. (The) |
|
|
269,193 |
|
15,580 |
|
Hormel Foods Corp. |
|
|
761,706 |
|
3,745 |
|
Ingredion, Inc. |
|
|
283,422 |
|
6,164 |
|
JM Smucker Co. (The) |
|
|
712,065 |
|
9,262 |
|
Kellogg Co. |
|
|
598,233 |
|
36,158 |
|
Kraft Heinz Co. (The) |
|
|
1,082,932 |
|
6,279 |
|
Lamb Weston Holdings, Inc. |
|
|
416,109 |
|
3,053 |
|
McCormick & Co. |
|
|
592,587 |
|
78,952 |
|
Mondelez International, Inc., Class A |
|
|
4,535,792 |
|
1,888 |
|
Pilgrims Pride Corp.* |
|
|
28,254 |
|
3,556 |
|
Post Holdings, Inc.* |
|
|
305,816 |
|
14 |
|
Seaboard Corp. |
|
|
39,714 |
|
2,738 |
|
TreeHouse Foods, Inc.* |
|
|
110,971 |
|
16,052 |
|
Tyson Foods, Inc., Class A |
|
|
954,773 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,290,953 |
|
|
|
|
|
|
|
|
Gas Utilities (0.1%): |
|
|
|
|
6,764 |
|
Atmos Energy Corp. |
|
|
646,570 |
|
4,615 |
|
National Fuel Gas Co. |
|
|
187,323 |
|
11,606 |
|
UGI Corp. |
|
|
382,766 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,216,659 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (4.6%): |
|
59,541 |
|
Abbott Laboratories |
|
|
6,479,847 |
|
16,535 |
|
Baxter International, Inc. |
|
|
1,329,745 |
|
15,352 |
|
Becton Dickinson & Co. |
|
|
3,572,103 |
|
79,396 |
|
Boston Scientific Corp.* |
|
|
3,033,721 |
|
2,390 |
|
Cooper Cos., Inc. (The) |
|
|
805,717 |
|
35,007 |
|
Danaher Corp. |
|
|
7,538,057 |
|
12,201 |
|
Dentsply Sirona, Inc. |
|
|
533,550 |
|
8,904 |
|
Envista Holdings Corp.* |
|
|
219,751 |
|
4,136 |
|
Globus Medical, Inc., Class A* |
|
|
204,815 |
|
292 |
|
Haemonetics Corp.* |
|
|
25,477 |
|
3,285 |
|
Hill-Rom Holdings, Inc. |
|
|
274,330 |
|
4,323 |
|
Hologic, Inc.* |
|
|
287,350 |
|
793 |
|
ICU Medical, Inc.* |
|
|
144,929 |
|
3,982 |
|
Integra LifeSciences Holdings Corp.* |
|
|
188,030 |
|
75,009 |
|
Medtronic plc |
|
|
7,794,935 |
|
4,443 |
|
Steris plc |
|
|
782,812 |
|
13,053 |
|
Stryker Corp. |
|
|
2,719,854 |
|
422 |
|
Tandem Diabetes Care, Inc.* |
|
|
47,897 |
|
962 |
|
Teleflex, Inc. |
|
|
327,484 |
|
4,426 |
|
Varian Medical Systems, Inc.* |
|
|
761,272 |
|
11,567 |
|
Zimmer Biomet Holdings, Inc. |
|
|
1,574,731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
38,646,407 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (2.5%): |
|
4,903 |
|
Acadia Healthcare Co., Inc.* |
|
|
144,540 |
|
4,230 |
|
AmerisourceBergen Corp. |
|
|
409,972 |
|
10,484 |
|
Anthem, Inc. |
|
|
2,815,898 |
|
22,626 |
|
Centene Corp.* |
|
|
1,319,775 |
|
14,772 |
|
Cigna Corp. |
|
|
2,502,525 |
|
73,095 |
|
CVS Health Corp. |
|
|
4,268,748 |
|
3,854 |
|
DaVita, Inc.* |
|
|
330,095 |
|
2,771 |
|
Encompass Health Corp. |
|
|
180,060 |
|
7,135 |
|
HCA Healthcare, Inc. |
|
|
889,592 |
|
7,957 |
|
Henry Schein, Inc.* |
|
|
467,712 |
|
4,573 |
|
Humana, Inc. |
|
|
1,892,719 |
|
5,116 |
|
Laboratory Corp. of America Holdings* |
|
|
963,189 |
|
2,301 |
|
McKesson Corp. |
|
|
342,688 |
|
1,009 |
|
Molina Healthcare, Inc.* |
|
|
184,687 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Health Care Providers & Services, continued |
|
614 |
|
Oak Street Health, Inc.* |
|
$ |
32,812 |
|
3,206 |
|
Premier, Inc., Class A |
|
|
105,253 |
|
7,462 |
|
Quest Diagnostics, Inc. |
|
|
854,324 |
|
8,869 |
|
UnitedHealth Group, Inc. |
|
|
2,765,088 |
|
4,110 |
|
Universal Health Services, Inc., Class B |
|
|
439,852 |
|
|
|
|
|
|
|
|
|
|
|
|
|
20,909,529 |
|
|
|
|
|
|
|
|
Health Care Technology (0.0%): |
|
|
|
|
3,584 |
|
Change Healthcare, Inc.* |
|
|
52,004 |
|
396 |
|
Teladoc Health, Inc.* |
|
|
86,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
138,823 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (2.5%): |
|
12,738 |
|
Aramark |
|
|
336,920 |
|
26,267 |
|
Carnival Corp., Class A^ |
|
|
398,733 |
|
1,941 |
|
Choice Hotels International, Inc. |
|
|
166,848 |
|
7,259 |
|
Darden Restaurants, Inc. |
|
|
731,272 |
|
677 |
|
Dunkin Brands Group, Inc. |
|
|
55,453 |
|
9,874 |
|
Extended Stay America, Inc. |
|
|
117,994 |
|
15,241 |
|
Hilton Worldwide Holdings, Inc. |
|
|
1,300,362 |
|
1,950 |
|
Hyatt Hotels Corp., Class A |
|
|
104,072 |
|
10,623 |
|
Las Vegas Sands Corp. |
|
|
495,669 |
|
15,006 |
|
Marriott International, Inc., Class A |
|
|
1,389,255 |
|
35,676 |
|
McDonalds Corp. |
|
|
7,830,526 |
|
26,271 |
|
MGM Resorts International |
|
|
571,394 |
|
15,741 |
|
Norwegian Cruise Line Holdings, Ltd.*^ |
|
|
269,329 |
|
1,932 |
|
Planet Fitness, Inc., Class A* |
|
|
119,050 |
|
9,915 |
|
Royal Caribbean Cruises, Ltd. |
|
|
641,798 |
|
4,260 |
|
Six Flags Entertainment Corp. |
|
|
86,478 |
|
27,645 |
|
Starbucks Corp. |
|
|
2,375,258 |
|
2,051 |
|
Vail Resorts, Inc. |
|
|
438,852 |
|
4,687 |
|
Wyndham Destinations, Inc. |
|
|
144,172 |
|
5,117 |
|
Wyndham Hotels & Resorts, Inc. |
|
|
258,409 |
|
4,114 |
|
Wynn Resorts, Ltd. |
|
|
295,426 |
|
20,814 |
|
Yum China Holdings, Inc. |
|
|
1,102,101 |
|
15,569 |
|
Yum! Brands, Inc. |
|
|
1,421,450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
20,650,821 |
|
|
|
|
|
|
|
|
Household Durables (0.8%): |
|
|
|
|
18,454 |
|
D.R. Horton, Inc. |
|
|
1,395,677 |
|
8,348 |
|
Garmin, Ltd. |
|
|
791,891 |
|
7,367 |
|
Leggett & Platt, Inc. |
|
|
303,299 |
|
15,107 |
|
Lennar Corp., Class A |
|
|
1,233,940 |
|
928 |
|
Lennar Corp., Class B |
|
|
60,932 |
|
3,241 |
|
Mohawk Industries, Inc.* |
|
|
316,289 |
|
21,432 |
|
Newell Brands, Inc. |
|
|
367,773 |
|
168 |
|
NVR, Inc.* |
|
|
685,964 |
|
14,927 |
|
PulteGroup, Inc. |
|
|
690,971 |
|
513 |
|
Tempur Sealy International, Inc.* |
|
|
45,754 |
|
6,460 |
|
Toll Brothers, Inc. |
|
|
314,344 |
|
3,404 |
|
Whirlpool Corp. |
|
|
625,962 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,832,796 |
|
|
|
|
|
|
|
|
Household Products (2.1%): |
|
|
|
|
2,050 |
|
Clorox Co. (The) |
|
|
430,849 |
|
47,112 |
|
Colgate-Palmolive Co. |
|
|
3,634,691 |
|
846 |
|
Energizer Holdings, Inc. |
|
|
33,112 |
|
18,981 |
|
Kimberly-Clark Corp. |
|
|
2,802,734 |
|
75,158 |
|
Procter & Gamble Co. (The) |
|
|
10,446,211 |
|
1,633 |
|
Reynolds Consumer Products, Inc. |
|
|
50,002 |
|
2,366 |
|
Spectrum Brands Holdings, Inc. |
|
|
135,241 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,532,840 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.2%): |
|
|
|
|
36,901 |
|
AES Corp. (The) |
|
|
668,277 |
|
8,863 |
|
NRG Energy, Inc. |
|
|
272,449 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Independent Power and Renewable Electricity Producers, continued |
|
|
|
|
27,229 |
|
Vistra Energy Corp. |
|
$ |
513,539 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,454,265 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (1.6%): |
|
10,684 |
|
3M Co. |
|
|
1,711,363 |
|
3,015 |
|
Carlisle Cos., Inc. |
|
|
368,946 |
|
485,885 |
|
General Electric Co. |
|
|
3,027,064 |
|
39,263 |
|
Honeywell International, Inc. |
|
|
6,463,081 |
|
5,014 |
|
Roper Technologies, Inc. |
|
|
1,981,082 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,551,536 |
|
|
|
|
|
|
|
|
Insurance (3.4%): |
|
|
|
|
39,663 |
|
Aflac, Inc. |
|
|
1,441,750 |
|
704 |
|
Alleghany Corp. |
|
|
366,397 |
|
17,514 |
|
Allstate Corp. (The) |
|
|
1,648,769 |
|
4,114 |
|
American Financial Group, Inc. |
|
|
275,556 |
|
48,159 |
|
American International Group, Inc. |
|
|
1,325,817 |
|
412 |
|
American National Group , Inc. |
|
|
27,822 |
|
22,057 |
|
Arch Capital Group, Ltd.* |
|
|
645,168 |
|
10,509 |
|
Arthur J. Gallagher & Co. |
|
|
1,109,540 |
|
3,326 |
|
Assurant, Inc. |
|
|
403,477 |
|
4,683 |
|
Assured Guaranty, Ltd. |
|
|
100,591 |
|
6,446 |
|
Athene Holding, Ltd., Class A* |
|
|
219,680 |
|
4,217 |
|
Axis Capital Holdings, Ltd. |
|
|
185,717 |
|
5,486 |
|
Brighthouse Financial, Inc.* |
|
|
147,628 |
|
12,456 |
|
Brown & Brown, Inc. |
|
|
563,883 |
|
25,127 |
|
Chubb, Ltd. |
|
|
2,917,748 |
|
8,356 |
|
Cincinnati Financial Corp. |
|
|
651,517 |
|
1,566 |
|
CNA Financial Corp. |
|
|
46,964 |
|
600 |
|
Erie Indemnity Co., Class A |
|
|
126,168 |
|
2,232 |
|
Everest Re Group, Ltd. |
|
|
440,909 |
|
15,340 |
|
Fidelity National Financial, Inc. |
|
|
480,295 |
|
6,053 |
|
First American Financial Corp. |
|
|
308,158 |
|
5,854 |
|
Globe Life, Inc. |
|
|
467,735 |
|
2,035 |
|
GoHealth, Inc., Class A*^ |
|
|
26,506 |
|
2,113 |
|
Hanover Insurance Group, Inc. (The) |
|
|
196,889 |
|
19,957 |
|
Hartford Financial Services Group, Inc. (The) |
|
|
735,615 |
|
3,221 |
|
Kemper Corp. |
|
|
215,259 |
|
524 |
|
Lemonade, Inc.*^ |
|
|
26,053 |
|
9,416 |
|
Lincoln National Corp. |
|
|
295,003 |
|
13,369 |
|
Loews Corp. |
|
|
464,573 |
|
754 |
|
Markel Corp.* |
|
|
734,170 |
|
6,308 |
|
Marsh & McLennan Cos., Inc. |
|
|
723,528 |
|
1,523 |
|
Mercury General Corp. |
|
|
63,007 |
|
42,979 |
|
MetLife, Inc. |
|
|
1,597,529 |
|
15,793 |
|
Old Republic International Corp. |
|
|
232,789 |
|
766 |
|
Primerica, Inc. |
|
|
86,665 |
|
15,160 |
|
Principal Financial Group, Inc. |
|
|
610,493 |
|
23,263 |
|
Progressive Corp. (The) |
|
|
2,202,309 |
|
22,098 |
|
Prudential Financial, Inc. |
|
|
1,403,665 |
|
3,780 |
|
Reinsurance Group of America, Inc. |
|
|
359,818 |
|
1,808 |
|
RenaissanceRe Holdings, Ltd. |
|
|
306,890 |
|
14,125 |
|
Travelers Cos., Inc. (The) |
|
|
1,528,184 |
|
11,345 |
|
Unum Group |
|
|
190,936 |
|
168 |
|
White Mountains Insurance Group, Ltd. |
|
|
130,872 |
|
7,184 |
|
Willis Towers Watson plc |
|
|
1,500,163 |
|
7,771 |
|
WR Berkley Corp. |
|
|
475,197 |
|
|
|
|
|
|
|
|
|
|
|
|
|
28,007,402 |
|
|
|
|
|
|
|
|
Interactive Media & Services (1.7%): |
|
3,760 |
|
Alphabet, Inc., Class A* |
|
|
5,510,656 |
|
3,712 |
|
Alphabet, Inc., Class C* |
|
|
5,455,155 |
|
3,813 |
|
Pinterest, Inc., Class A* |
|
|
158,278 |
|
5,609 |
|
TripAdvisor, Inc. |
|
|
109,880 |
|
42,947 |
|
Twitter, Inc.* |
|
|
1,911,142 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Interactive Media & Services, continued |
|
2,858 |
|
Zillow Group, Inc., Class A* |
|
$ |
290,201 |
|
7,000 |
|
Zillow Group, Inc., Class C* |
|
|
711,130 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,146,442 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (0.2%): |
|
3,207 |
|
eBay, Inc. |
|
|
167,085 |
|
6,701 |
|
Expedia Group, Inc. |
|
|
614,415 |
|
4,639 |
|
Grubhub, Inc.* |
|
|
335,539 |
|
21,245 |
|
Qurate Retail, Inc., Class A |
|
|
152,539 |
|
323 |
|
Wayfair, Inc., Class A*^ |
|
|
93,996 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,363,574 |
|
|
|
|
|
|
|
|
IT Services (2.8%): |
|
|
|
|
1,571 |
|
Akamai Technologies, Inc.* |
|
|
173,658 |
|
2,611 |
|
Alliance Data Systems Corp. |
|
|
109,610 |
|
7,402 |
|
Amdocs, Ltd. |
|
|
424,949 |
|
3,364 |
|
Automatic Data Processing, Inc. |
|
|
469,244 |
|
1,162 |
|
CACI International, Inc., Class A* |
|
|
247,692 |
|
28,043 |
|
Cognizant Technology Solutions Corp., Class A |
|
|
1,946,745 |
|
4,193 |
|
CoreLogic, Inc. |
|
|
283,740 |
|
14,150 |
|
DXC Technology Co. |
|
|
252,578 |
|
2,805 |
|
Euronet Worldwide, Inc.* |
|
|
255,536 |
|
34,522 |
|
Fidelity National Information Services, Inc. |
|
|
5,081,984 |
|
21,995 |
|
Fiserv, Inc.* |
|
|
2,266,585 |
|
6,397 |
|
Genpact, Ltd. |
|
|
249,163 |
|
16,639 |
|
Global Payments, Inc. |
|
|
2,954,754 |
|
49,679 |
|
International Business Machines Corp. |
|
|
6,044,443 |
|
923 |
|
Jack Henry & Associates, Inc. |
|
|
150,071 |
|
6,781 |
|
Leidos Holdings, Inc. |
|
|
604,526 |
|
3,763 |
|
Paychex, Inc. |
|
|
300,175 |
|
13,838 |
|
Sabre Corp. |
|
|
90,085 |
|
2,820 |
|
Science Applications International Corp. |
|
|
221,144 |
|
1,702 |
|
Teradata Corp.* |
|
|
38,635 |
|
1,316 |
|
Twilio, Inc., Class A* |
|
|
325,170 |
|
2,323 |
|
VeriSign, Inc.* |
|
|
475,867 |
|
18,445 |
|
Western Union Co. |
|
|
395,276 |
|
2,208 |
|
WEX, Inc.* |
|
|
306,846 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,668,476 |
|
|
|
|
|
|
|
|
Leisure Products (0.2%): |
|
|
|
|
4,401 |
|
Brunswick Corp. |
|
|
259,263 |
|
7,099 |
|
Hasbro, Inc. |
|
|
587,229 |
|
7,420 |
|
Mattel, Inc.* |
|
|
86,814 |
|
4,131 |
|
Peloton Interactive, Inc., Class A* |
|
|
409,960 |
|
2,908 |
|
Polaris, Inc. |
|
|
274,341 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,617,607 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (1.2%): |
|
15,788 |
|
Agilent Technologies, Inc. |
|
|
1,593,640 |
|
1,178 |
|
Bio-Rad Laboratories, Inc., Class A* |
|
|
607,212 |
|
120 |
|
Bio-Techne Corp. |
|
|
29,728 |
|
3,313 |
|
Bruker Corp. |
|
|
131,692 |
|
311 |
|
Charles River Laboratories International, Inc.* |
|
|
70,426 |
|
6,593 |
|
IQVIA Holdings, Inc.* |
|
|
1,039,255 |
|
79 |
|
Mettler-Toledo International, Inc.* |
|
|
76,294 |
|
5,007 |
|
PerkinElmer, Inc. |
|
|
628,429 |
|
1,125 |
|
PPD, Inc.* |
|
|
41,614 |
|
525 |
|
PRA Health Sciences, Inc.* |
|
|
53,256 |
|
12,551 |
|
Qiagen NV* |
|
|
655,915 |
|
3,117 |
|
Syneos Health, Inc.* |
|
|
165,700 |
|
9,121 |
|
Thermo Fisher Scientific, Inc. |
|
|
4,027,103 |
|
3,163 |
|
Waters Corp.* |
|
|
618,936 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,739,200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Machinery (3.2%): |
|
|
|
|
3,447 |
|
AGCO Corp. |
|
$ |
256,009 |
|
2,213 |
|
Allison Transmission Holdings, Inc. |
|
|
77,765 |
|
30,274 |
|
Caterpillar, Inc. |
|
|
4,515,366 |
|
5,528 |
|
Colfax Corp.* |
|
|
173,358 |
|
2,715 |
|
Crane Co. |
|
|
136,103 |
|
8,231 |
|
Cummins, Inc. |
|
|
1,738,058 |
|
15,763 |
|
Deere & Co. |
|
|
3,493,553 |
|
6,354 |
|
Donaldson Co., Inc. |
|
|
294,953 |
|
8,021 |
|
Dover Corp. |
|
|
868,995 |
|
7,259 |
|
Flowserve Corp. |
|
|
198,098 |
|
16,608 |
|
Fortive Corp. |
|
|
1,265,696 |
|
2,489 |
|
Gates Industrial Corp. plc* |
|
|
27,678 |
|
4,608 |
|
Graco, Inc. |
|
|
282,701 |
|
4,204 |
|
IDEX Corp. |
|
|
766,852 |
|
9,801 |
|
Illinois Tool Works, Inc. |
|
|
1,893,650 |
|
19,341 |
|
Ingersoll-Rand, Inc.* |
|
|
688,540 |
|
4,823 |
|
ITT, Inc. |
|
|
284,798 |
|
1,828 |
|
Lincoln Electric Holdings, Inc. |
|
|
168,249 |
|
3,074 |
|
Middleby Corp. (The)* |
|
|
275,769 |
|
587 |
|
Nordson Corp. |
|
|
112,598 |
|
3,779 |
|
Oshkosh Corp. |
|
|
277,757 |
|
22,788 |
|
Otis Worldwide Corp. |
|
|
1,422,427 |
|
18,940 |
|
PACCAR, Inc. |
|
|
1,615,203 |
|
7,149 |
|
Parker Hannifin Corp. |
|
|
1,446,529 |
|
9,211 |
|
Pentair plc |
|
|
421,587 |
|
3,002 |
|
Snap-On, Inc. |
|
|
441,684 |
|
8,609 |
|
Stanley Black & Decker, Inc. |
|
|
1,396,380 |
|
3,534 |
|
Timken Co. |
|
|
191,613 |
|
579 |
|
Toro Co. (The) |
|
|
48,607 |
|
5,065 |
|
Trinity Industries, Inc. |
|
|
98,768 |
|
10,101 |
|
Wabtec Corp. |
|
|
625,050 |
|
3,105 |
|
Woodward, Inc. |
|
|
248,897 |
|
9,984 |
|
Xylem, Inc. |
|
|
839,854 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,593,145 |
|
|
|
|
|
|
|
|
Marine
(0.0%): |
|
|
|
|
3,324 |
|
Kirby Corp.* |
|
|
120,229 |
|
|
|
|
|
|
|
|
Media (2.2%): |
|
|
|
|
811 |
|
Charter Communications, Inc., Class A* |
|
|
506,340 |
|
252,766 |
|
Comcast Corp., Class A |
|
|
11,692,954 |
|
18,172 |
|
Discovery Communications, Inc., Class C* |
|
|
356,171 |
|
8,708 |
|
Discovery, Inc., Class A*^ |
|
|
189,573 |
|
13,713 |
|
DISH Network Corp., Class A* |
|
|
398,088 |
|
18,930 |
|
Fox Corp., Class A |
|
|
526,822 |
|
8,929 |
|
Fox Corp., Class B |
|
|
249,744 |
|
5,506 |
|
GCI Liberty, Inc., Class A* |
|
|
451,272 |
|
21,683 |
|
Interpublic Group of Cos., Inc. (The) |
|
|
361,456 |
|
2,407 |
|
John Wiley & Sons, Inc., Class A |
|
|
76,326 |
|
1,380 |
|
Liberty Broadband Corp., Class A* |
|
|
195,698 |
|
5,859 |
|
Liberty Broadband Corp., Class C* |
|
|
837,075 |
|
8,558 |
|
Liberty Media Corp.-Liberty SiriusXM, Class C* |
|
|
283,099 |
|
4,093 |
|
Liberty SiriusXM Group, Class A* |
|
|
135,765 |
|
8,871 |
|
New York Times Co. (The), Class A |
|
|
379,590 |
|
21,652 |
|
News Corp., Class A |
|
|
303,561 |
|
6,593 |
|
News Corp., Class B |
|
|
92,170 |
|
703 |
|
Nexstar Media Group, Inc., Class A |
|
|
63,221 |
|
11,869 |
|
Omnicom Group, Inc. |
|
|
587,516 |
|
26,190 |
|
Sirius XM Holdings, Inc.^ |
|
|
140,378 |
|
519 |
|
ViacomCBS, Inc., Class A |
|
|
15,721 |
|
30,289 |
|
ViacomCBS, Inc., Class B |
|
|
848,395 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,690,935 |
|
|
|
|
|
|
|
|
Metals & Mining (0.7%): |
|
|
|
|
80,956 |
|
Freeport-McMoRan, Inc. |
|
|
1,266,152 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Metals & Mining, continued |
|
|
|
|
44,872 |
|
Newmont Corp. |
|
$ |
2,847,128 |
|
16,821 |
|
Nucor Corp. |
|
|
754,590 |
|
3,539 |
|
Reliance Steel & Aluminum Co. |
|
|
361,120 |
|
1,039 |
|
Royal Gold, Inc. |
|
|
124,857 |
|
4,604 |
|
Southern Copper Corp. |
|
|
208,423 |
|
11,310 |
|
Steel Dynamics, Inc. |
|
|
323,805 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,886,075 |
|
|
|
|
|
|
|
|
Mortgage Real Estate Investment Trusts (0.2%): |
|
29,925 |
|
AGNC Investment Corp. |
|
|
416,257 |
|
76,241 |
|
Annaly Capital Management, Inc. |
|
|
542,836 |
|
23,119 |
|
New Residential Investment Corp. |
|
|
183,796 |
|
15,249 |
|
Starwood Property Trust, Inc. |
|
|
230,107 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,372,996 |
|
|
|
|
|
|
|
|
Multiline Retail (0.6%): |
|
|
|
|
6,840 |
|
Dollar Tree, Inc.* |
|
|
624,766 |
|
8,643 |
|
Kohls Corp. |
|
|
160,155 |
|
6,090 |
|
Nordstrom, Inc.^ |
|
|
72,593 |
|
325 |
|
Ollies Bargain Outlet Holdings, Inc.* |
|
|
28,389 |
|
27,942 |
|
Target Corp. |
|
|
4,398,629 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,284,532 |
|
|
|
|
|
|
|
|
Multi-Utilities (1.8%): |
|
|
|
|
13,747 |
|
Ameren Corp. |
|
|
1,087,113 |
|
28,114 |
|
CenterPoint Energy, Inc. |
|
|
544,006 |
|
15,948 |
|
CMS Energy Corp. |
|
|
979,367 |
|
18,707 |
|
Consolidated Edison, Inc. |
|
|
1,455,405 |
|
46,877 |
|
Dominion Energy, Inc. |
|
|
3,700,001 |
|
10,725 |
|
DTE Energy Co. |
|
|
1,233,804 |
|
11,124 |
|
MDU Resources Group, Inc. |
|
|
250,290 |
|
21,363 |
|
NiSource, Inc. |
|
|
469,986 |
|
28,212 |
|
Public Service Enterprise Group, Inc. |
|
|
1,549,121 |
|
16,043 |
|
Sempra Energy |
|
|
1,898,849 |
|
17,637 |
|
WEC Energy Group, Inc. |
|
|
1,709,025 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,876,967 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (3.7%): |
|
|
|
|
15,671 |
|
Antero Midstream Corp. |
|
|
84,153 |
|
21,070 |
|
Apache Corp. |
|
|
199,533 |
|
21,879 |
|
Cabot Oil & Gas Corp. |
|
|
379,819 |
|
104,541 |
|
Chevron Corp. |
|
|
7,526,952 |
|
5,604 |
|
Cimarex Energy Co. |
|
|
136,345 |
|
10,891 |
|
Concho Resources, Inc. |
|
|
480,511 |
|
60,041 |
|
ConocoPhillips Co. |
|
|
1,971,746 |
|
4,172 |
|
Continental Resources, Inc.^ |
|
|
51,232 |
|
21,306 |
|
Devon Energy Corp. |
|
|
201,555 |
|
8,792 |
|
Diamondback Energy, Inc. |
|
|
264,815 |
|
32,539 |
|
EOG Resources, Inc. |
|
|
1,169,452 |
|
14,226 |
|
EQT Corp. |
|
|
183,942 |
|
20,674 |
|
Equitrans Midstream Corp. |
|
|
174,902 |
|
235,979 |
|
Exxon Mobil Corp. |
|
|
8,101,160 |
|
15,329 |
|
Hess Corp. |
|
|
627,416 |
|
8,332 |
|
HollyFrontier Corp. |
|
|
164,224 |
|
108,672 |
|
Kinder Morgan, Inc. |
|
|
1,339,926 |
|
43,971 |
|
Marathon Oil Corp. |
|
|
179,841 |
|
36,137 |
|
Marathon Petroleum Corp. |
|
|
1,060,260 |
|
8,113 |
|
Murphy Oil Corp. |
|
|
72,368 |
|
26,570 |
|
Noble Energy, Inc. |
|
|
227,174 |
|
47,536 |
|
Occidental Petroleum Corp. |
|
|
475,835 |
|
24,487 |
|
ONEOK, Inc. |
|
|
636,172 |
|
16,794 |
|
Parsley Energy, Inc., Class A |
|
|
157,192 |
|
24,375 |
|
Phillips 66 |
|
|
1,263,600 |
|
9,165 |
|
Pioneer Natural Resources Co. |
|
|
788,098 |
|
12,854 |
|
Targa Resources Corp. |
|
|
180,342 |
|
22,764 |
|
Valero Energy Corp. |
|
|
986,136 |
|
67,894 |
|
Williams Cos., Inc. |
|
|
1,334,117 |
|
22,436 |
|
WPX Energy, Inc.* |
|
|
109,936 |
|
|
|
|
|
|
|
|
|
|
|
|
|
30,528,754 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Personal Products (0.1%): |
|
|
|
|
16,080 |
|
Coty, Inc., Class A |
|
$ |
43,416 |
|
1,312 |
|
Estee Lauder Co., Inc. (The), Class A |
|
|
286,344 |
|
4,094 |
|
Herbalife Nutrition, Ltd.* |
|
|
190,985 |
|
2,863 |
|
Nu Skin Enterprises, Inc., Class A |
|
|
143,408 |
|
|
|
|
|
|
|
|
|
|
|
|
|
664,153 |
|
|
|
|
|
|
|
|
Pharmaceuticals (4.8%): |
|
|
|
|
80,645 |
|
Bristol-Myers Squibb Co. |
|
|
4,862,087 |
|
9,105 |
|
Catalent, Inc.* |
|
|
779,934 |
|
22,311 |
|
Elanco Animal Health, Inc.* |
|
|
623,146 |
|
750 |
|
Horizon Therapeutics plc* |
|
|
58,260 |
|
3,018 |
|
Jazz Pharmaceuticals plc* |
|
|
430,337 |
|
127,442 |
|
Johnson & Johnson Co. |
|
|
18,973,565 |
|
17,800 |
|
Merck & Co., Inc. |
|
|
1,476,510 |
|
28,779 |
|
Mylan NV* |
|
|
426,793 |
|
9,466 |
|
Nektar Therapeutics* |
|
|
157,041 |
|
7,623 |
|
Perrigo Co. plc |
|
|
349,972 |
|
310,206 |
|
Pfizer, Inc. |
|
|
11,384,560 |
|
2,460 |
|
Royalty Pharma plc, Class A |
|
|
103,492 |
|
2,525 |
|
Zoetis, Inc. |
|
|
417,559 |
|
|
|
|
|
|
|
|
|
|
|
|
|
40,043,256 |
|
|
|
|
|
|
|
|
Professional Services (0.3%): |
|
|
|
|
1,835 |
|
Dun & Bradstreet Holdings, Inc.*^ |
|
|
47,086 |
|
1,742 |
|
Equifax, Inc. |
|
|
273,320 |
|
2,038 |
|
FTI Consulting, Inc.* |
|
|
215,967 |
|
10,085 |
|
IHS Markit, Ltd. |
|
|
791,773 |
|
3,231 |
|
ManpowerGroup, Inc. |
|
|
236,929 |
|
19,884 |
|
Nielsen Holdings plc |
|
|
281,955 |
|
6,230 |
|
Robert Half International, Inc. |
|
|
329,816 |
|
944 |
|
TransUnion |
|
|
79,419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,256,265 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (0.2%): |
|
18,623 |
|
CBRE Group, Inc., Class A* |
|
|
874,722 |
|
2,176 |
|
Howard Hughes Corp. (The)* |
|
|
125,338 |
|
2,874 |
|
Jones Lang LaSalle, Inc. |
|
|
274,927 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,274,987 |
|
|
|
|
|
|
|
|
Road & Rail (1.6%): |
|
|
|
|
498 |
|
AMERCO, Inc. |
|
|
177,278 |
|
42,634 |
|
CSX Corp. |
|
|
3,311,383 |
|
3,417 |
|
J.B. Hunt Transport Services, Inc. |
|
|
431,840 |
|
5,293 |
|
Kansas City Southern |
|
|
957,133 |
|
6,975 |
|
Knight-Swift Transportation Holdings, Inc. |
|
|
283,883 |
|
400 |
|
Landstar System, Inc. |
|
|
50,196 |
|
13,304 |
|
Lyft, Inc., Class A* |
|
|
366,525 |
|
14,307 |
|
Norfolk Southern Corp. |
|
|
3,061,555 |
|
751 |
|
Old Dominion Freight Line, Inc. |
|
|
135,871 |
|
2,924 |
|
Ryder System, Inc. |
|
|
123,510 |
|
3,290 |
|
Schneider National, Inc., Class B |
|
|
81,362 |
|
17,610 |
|
Uber Technologies, Inc.* |
|
|
642,413 |
|
18,602 |
|
Union Pacific Corp. |
|
|
3,662,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,285,124 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (3.3%): |
|
4,564 |
|
Advanced Micro Devices, Inc.* |
|
|
374,202 |
|
18,072 |
|
Analog Devices, Inc. |
|
|
2,109,725 |
|
1,135 |
|
Broadcom, Inc. |
|
|
413,503 |
|
3,259 |
|
Cirrus Logic, Inc.* |
|
|
219,820 |
|
6,039 |
|
Cree, Inc.* |
|
|
384,926 |
|
436 |
|
Entegris, Inc. |
|
|
32,412 |
|
4,639 |
|
First Solar, Inc.* |
|
|
307,102 |
|
236,443 |
|
Intel Corp. |
|
|
12,243,018 |
|
36,806 |
|
Marvell Technology Group, Ltd. |
|
|
1,461,198 |
|
9,902 |
|
Maxim Integrated Products, Inc. |
|
|
669,474 |
|
3,277 |
|
Microchip Technology, Inc. |
|
|
336,745 |
|
62,172 |
|
Micron Technology, Inc.* |
|
|
2,919,597 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Semiconductors & Semiconductor Equipment, continued |
|
|
|
|
752 |
|
MKS Instruments, Inc. |
|
$ |
82,141 |
|
22,645 |
|
ON Semiconductor Corp.* |
|
|
491,170 |
|
6,242 |
|
Qorvo, Inc.* |
|
|
805,280 |
|
9,311 |
|
Skyworks Solutions, Inc. |
|
|
1,354,751 |
|
25,768 |
|
Texas Instruments, Inc. |
|
|
3,679,413 |
|
|
|
|
|
|
|
|
|
|
|
|
|
27,884,477 |
|
|
|
|
|
|
|
|
Software (0.7%): |
|
|
|
|
2,445 |
|
2u, Inc.* |
|
|
82,788 |
|
304 |
|
Aspen Technology, Inc.* |
|
|
38,483 |
|
4,094 |
|
Autodesk, Inc.* |
|
|
945,756 |
|
5,933 |
|
CDK Global, Inc. |
|
|
258,619 |
|
1,759 |
|
Ceridian HCM Holding, Inc.* |
|
|
145,381 |
|
5,008 |
|
Citrix Systems, Inc. |
|
|
689,652 |
|
2,305 |
|
Crowdstrike Holdings, Inc., Class A* |
|
|
316,523 |
|
9,466 |
|
FireEye, Inc.* |
|
|
116,858 |
|
3,755 |
|
Guidewire Software, Inc.* |
|
|
391,534 |
|
790 |
|
Jamf Holding Corp.*^ |
|
|
29,712 |
|
452 |
|
Manhattan Associates, Inc.* |
|
|
43,161 |
|
15,689 |
|
Nuance Communications, Inc.* |
|
|
520,718 |
|
12,619 |
|
Oracle Corp. |
|
|
753,354 |
|
289 |
|
Pegasystems, Inc. |
|
|
34,981 |
|
733 |
|
RealPage, Inc.* |
|
|
42,250 |
|
3,535 |
|
salesforce.com, Inc.* |
|
|
888,416 |
|
2,959 |
|
SolarWinds Corp.* |
|
|
60,186 |
|
9,920 |
|
SS&C Technologies Holdings, Inc. |
|
|
600,358 |
|
602 |
|
Synopsys, Inc.* |
|
|
128,816 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,087,546 |
|
|
|
|
|
|
|
|
Specialty Retail (1.8%): |
|
|
|
|
3,717 |
|
Advance Auto Parts, Inc. |
|
|
570,560 |
|
3,282 |
|
AutoNation, Inc.* |
|
|
173,716 |
|
533 |
|
AutoZone, Inc.* |
|
|
627,682 |
|
10,436 |
|
Best Buy Co, Inc. |
|
|
1,161,422 |
|
384 |
|
Burlington Stores, Inc.* |
|
|
79,139 |
|
8,398 |
|
CarMax, Inc.* |
|
|
771,860 |
|
3,440 |
|
Dicks Sporting Goods, Inc. |
|
|
199,107 |
|
5,773 |
|
Foot Locker, Inc. |
|
|
190,682 |
|
10,185 |
|
Gap, Inc. (The) |
|
|
173,451 |
|
30,035 |
|
Home Depot, Inc. (The) |
|
|
8,341,020 |
|
12,794 |
|
L Brands, Inc. |
|
|
406,977 |
|
1,776 |
|
Penske Automotive Group, Inc. |
|
|
84,644 |
|
3,726 |
|
Ross Stores, Inc. |
|
|
347,710 |
|
6,760 |
|
Tiffany & Co. |
|
|
783,146 |
|
12,728 |
|
TJX Cos., Inc. (The) |
|
|
708,313 |
|
210 |
|
Ulta Beauty, Inc.* |
|
|
47,036 |
|
3,588 |
|
Williams-Sonoma, Inc. |
|
|
324,499 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,990,964 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (0.5%): |
|
12,938 |
|
Dell Technologies, Inc., Class C* |
|
|
875,773 |
|
72,012 |
|
Hewlett Packard Enterprise Co. |
|
|
674,752 |
|
79,920 |
|
HP, Inc. |
|
|
1,517,681 |
|
7,093 |
|
NCR Corp.* |
|
|
157,039 |
|
5,659 |
|
NetApp, Inc. |
|
|
248,091 |
|
5,755 |
|
Pure Storage, Inc., Class A* |
|
|
88,569 |
|
16,746 |
|
Western Digital Corp. |
|
|
612,066 |
|
10,093 |
|
Xerox Holdings Corp. |
|
|
189,446 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,363,417 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.4%): |
|
7,919 |
|
Capri Holdings, Ltd.* |
|
|
142,542 |
|
2,390 |
|
Carters, Inc. |
|
|
206,926 |
|
1,607 |
|
Columbia Sportswear Co. |
|
|
139,777 |
|
19,348 |
|
Hanesbrands, Inc. |
|
|
304,731 |
|
3,919 |
|
PVH Corp. |
|
|
233,729 |
|
2,665 |
|
Ralph Lauren Corp. |
|
|
181,140 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Textiles, Apparel & Luxury Goods, continued |
|
7,463 |
|
Skechers U.S.A., Inc., Class A* |
|
$ |
225,532 |
|
15,431 |
|
Tapestry, Inc. |
|
|
241,187 |
|
10,506 |
|
Under Armour, Inc., Class A* |
|
|
117,982 |
|
10,576 |
|
Under Armour, Inc., Class C* |
|
|
104,068 |
|
16,736 |
|
VF Corp. |
|
|
1,175,704 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,073,318 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (0.1%): |
|
|
|
|
18,844 |
|
MGIC Investment Corp. |
|
|
166,958 |
|
25,097 |
|
New York Community Bancorp, Inc. |
|
|
207,553 |
|
2,465 |
|
Rocket Cos., Inc., Class A*^ |
|
|
49,127 |
|
2,725 |
|
TFS Financial Corp. |
|
|
40,030 |
|
|
|
|
|
|
|
|
|
|
|
|
|
463,668 |
|
|
|
|
|
|
|
|
Tobacco (1.1%): |
|
|
|
|
58,647 |
|
Altria Group, Inc. |
|
|
2,266,120 |
|
87,011 |
|
Philip Morris International, Inc. |
|
|
6,524,955 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,791,075 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.3%): |
|
|
|
|
5,942 |
|
Air Lease Corp. |
|
|
174,814 |
|
6,042 |
|
Fastenal Co. |
|
|
272,434 |
|
8,980 |
|
HD Supply Holdings, Inc.* |
|
|
370,335 |
|
2,493 |
|
MSC Industrial Direct Co., Inc., Class A |
|
|
157,757 |
|
4,019 |
|
United Rentals, Inc.* |
|
|
701,315 |
|
9,306 |
|
Univar Solutions, Inc.* |
|
|
157,085 |
|
661 |
|
W.W. Grainger, Inc. |
|
|
235,825 |
|
1,818 |
|
Watsco, Inc. |
|
|
423,394 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,492,959 |
|
|
|
|
|
|
|
|
Transportation Infrastructure (0.0%): |
|
|
|
|
4,097 |
|
Macquarie Infrastructure Corp. |
|
|
110,168 |
|
|
|
|
|
|
|
|
Water Utilities (0.2%): |
|
|
|
|
10,118 |
|
American Water Works Co., Inc. |
|
|
1,465,895 |
|
12,482 |
|
Essential Utilities, Inc. |
|
|
502,401 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,968,296 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.4%): |
|
5,613 |
|
Telephone & Data Systems, Inc. |
|
|
103,504 |
|
30,688 |
|
T-Mobile USA, Inc.* |
|
|
3,509,480 |
|
614 |
|
United States Cellular Corp.* |
|
|
18,131 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,631,115 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $746,520,783) |
|
|
828,631,605 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.3%): |
|
|
|
|
2,374,900 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(a)(b) |
|
|
2,374,900 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $2,374,900) |
|
|
2,374,900 |
|
|
|
|
|
|
Unaffiliated Investment Companies (0.5%): |
|
|
|
Money Markets (0.5%): |
|
|
|
|
4,215,617 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(b) |
|
|
4,215,617 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $4,215,617) |
|
|
4,215,617 |
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
|
|
|
Total Investment Securities
(Cost $753,111,300) - 100.2% |
|
|
$835,222,122 |
|
Net other assets (liabilities) -
(0.2)% |
|
|
(1,868,347) |
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$833,353,775 |
|
|
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
REIT - Real Estate Investment Trust
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $2,336,656. |
|
Represents less than 0.05%. |
(a) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(b) |
The rate represents the effective yield at September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL Russell 1000 Value Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At
September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration
Date |
|
|
Number of
Contracts |
|
|
Notional
Amount |
|
|
Value and
Unrealized Appreciation/
(Depreciation) |
|
|
|
S&P 500 Index E-Mini December Futures (U.S. Dollar) |
|
|
12/18/20 |
|
|
|
32 |
|
|
$ |
5,363,200 |
|
|
$ |
43,682 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
43,682 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL S&P 500 Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (99.4%): |
|
|
|
|
Aerospace & Defense (1.6%): |
|
|
|
|
49,509 |
|
Boeing Co. (The) |
|
$ |
8,181,857 |
|
21,554 |
|
General Dynamics Corp. |
|
|
2,983,720 |
|
35,739 |
|
Howmet Aerospace, Inc.* |
|
|
597,556 |
|
3,882 |
|
Huntington Ingalls Industries, Inc. |
|
|
546,392 |
|
20,080 |
|
L3harris Technologies, Inc. |
|
|
3,410,387 |
|
22,980 |
|
Lockheed Martin Corp. |
|
|
8,807,775 |
|
14,481 |
|
Northrop Grumman Corp. |
|
|
4,568,611 |
|
142,523 |
|
Raytheon Technologies Corp. |
|
|
8,200,773 |
|
3,501 |
|
Teledyne Technologies, Inc.* |
|
|
1,086,045 |
|
21,177 |
|
Textron, Inc. |
|
|
764,278 |
|
5,049 |
|
TransDigm Group, Inc. |
|
|
2,398,881 |
|
|
|
|
|
|
|
|
|
|
|
|
|
41,546,275 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.7%): |
|
|
|
|
12,868 |
|
C.H. Robinson Worldwide, Inc. |
|
|
1,314,981 |
|
15,757 |
|
Expeditors International of Washington, Inc. |
|
|
1,426,324 |
|
22,491 |
|
FedEx Corp. |
|
|
5,656,936 |
|
65,985 |
|
United Parcel Service, Inc., Class B |
|
|
10,995,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
19,393,321 |
|
|
|
|
|
|
|
|
Airlines (0.2%): |
|
|
|
|
11,606 |
|
Alaska Air Group, Inc. |
|
|
425,128 |
|
47,056 |
|
American Airlines Group, Inc.^ |
|
|
578,318 |
|
59,508 |
|
Delta Air Lines, Inc. |
|
|
1,819,755 |
|
55,056 |
|
Southwest Airlines Co. |
|
|
2,064,599 |
|
27,034 |
|
United Airlines Holdings, Inc.* |
|
|
939,432 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,827,232 |
|
|
|
|
|
|
|
|
Auto Components (0.1%): |
|
|
|
|
25,379 |
|
Aptiv plc |
|
|
2,326,746 |
|
19,690 |
|
BorgWarner, Inc. |
|
|
762,791 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,089,537 |
|
|
|
|
|
|
|
|
Automobiles (0.2%): |
|
|
|
|
360,520 |
|
Ford Motor Co. |
|
|
2,401,063 |
|
117,178 |
|
General Motors Co. |
|
|
3,467,297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,868,360 |
|
|
|
|
|
|
|
|
Banks (3.3%): |
|
|
|
|
711,697 |
|
Bank of America Corp. |
|
|
17,144,781 |
|
194,241 |
|
Citigroup, Inc. |
|
|
8,373,730 |
|
39,816 |
|
Citizens Financial Group, Inc. |
|
|
1,006,548 |
|
11,886 |
|
Comerica, Inc. |
|
|
454,640 |
|
67,405 |
|
Fifth Third Bancorp |
|
|
1,437,075 |
|
16,235 |
|
First Republic Bank |
|
|
1,770,589 |
|
94,878 |
|
Huntington Bancshares, Inc. |
|
|
870,031 |
|
284,476 |
|
JPMorgan Chase & Co. |
|
|
27,386,504 |
|
92,353 |
|
KeyCorp |
|
|
1,101,771 |
|
11,511 |
|
M&T Bank Corp. |
|
|
1,060,048 |
|
40,728 |
|
Peoples United Financial, Inc. |
|
|
419,906 |
|
39,489 |
|
PNC Financial Services Group, Inc. (The) |
|
|
4,340,236 |
|
91,331 |
|
Regions Financial Corp. |
|
|
1,053,046 |
|
4,923 |
|
SVB Financial Group* |
|
|
1,184,572 |
|
125,644 |
|
Truist Financial Corp. |
|
|
4,780,754 |
|
127,666 |
|
U.S. Bancorp |
|
|
4,576,826 |
|
383,702 |
|
Wells Fargo & Co. |
|
|
9,020,834 |
|
15,380 |
|
Zions Bancorp |
|
|
449,404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
86,431,295 |
|
|
|
|
|
|
|
|
Beverages (1.7%): |
|
|
|
|
17,393 |
|
Brown-Forman Corp., Class B |
|
|
1,310,041 |
|
360,753 |
|
Coca-Cola Co. (The) |
|
|
17,810,376 |
|
15,563 |
|
Constellation Brands, Inc., Class C |
|
|
2,949,344 |
|
18,063 |
|
Molson Coors Brewing Co., Class B |
|
|
606,194 |
|
34,283 |
|
Monster Beverage Corp.* |
|
|
2,749,497 |
|
129,245 |
|
PepsiCo, Inc. |
|
|
17,913,356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
43,338,808 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Biotechnology (2.1%): |
|
|
|
|
164,662 |
|
AbbVie, Inc. |
|
$ |
14,422,745 |
|
20,347 |
|
Alexion Pharmaceuticals, Inc.* |
|
|
2,328,307 |
|
54,677 |
|
Amgen, Inc. |
|
|
13,896,706 |
|
14,768 |
|
Biogen, Inc.* |
|
|
4,189,386 |
|
117,031 |
|
Gilead Sciences, Inc. |
|
|
7,395,189 |
|
17,082 |
|
Incyte Corp.* |
|
|
1,532,939 |
|
9,744 |
|
Regeneron Pharmaceuticals, Inc.* |
|
|
5,454,496 |
|
24,300 |
|
Vertex Pharmaceuticals, Inc.* |
|
|
6,612,516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
55,832,284 |
|
|
|
|
|
|
|
|
Building Products (0.5%): |
|
|
|
|
12,638 |
|
A.O. Smith Corp. |
|
|
667,286 |
|
8,842 |
|
Allegion plc |
|
|
874,562 |
|
77,088 |
|
Carrier Global Corp. |
|
|
2,354,268 |
|
12,460 |
|
Fortune Brands Home & Security, Inc. |
|
|
1,078,039 |
|
68,905 |
|
Johnson Controls International plc |
|
|
2,814,770 |
|
23,865 |
|
Masco Corp. |
|
|
1,315,677 |
|
22,112 |
|
Trane Technologies plc |
|
|
2,681,080 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,785,682 |
|
|
|
|
|
|
|
|
Capital Markets (2.5%): |
|
|
|
|
11,167 |
|
Ameriprise Financial, Inc. |
|
|
1,720,946 |
|
76,290 |
|
Bank of New York Mellon Corp. (The) |
|
|
2,619,799 |
|
13,216 |
|
BlackRock, Inc., Class A+ |
|
|
7,447,877 |
|
10,264 |
|
Cboe Global Markets, Inc. |
|
|
900,563 |
|
108,485 |
|
Charles Schwab Corp. (The) |
|
|
3,930,412 |
|
33,432 |
|
CME Group, Inc. |
|
|
5,593,508 |
|
20,929 |
|
E*TRADE Financial Corp. |
|
|
1,047,496 |
|
25,948 |
|
Franklin Resources, Inc. |
|
|
528,042 |
|
32,013 |
|
Goldman Sachs Group, Inc. |
|
|
6,433,653 |
|
52,460 |
|
Intercontinental Exchange, Inc. |
|
|
5,248,623 |
|
35,628 |
|
Invesco, Ltd. |
|
|
406,515 |
|
3,589 |
|
MarketAxess Holdings, Inc. |
|
|
1,728,427 |
|
15,032 |
|
Moodys Corp. |
|
|
4,357,025 |
|
111,736 |
|
Morgan Stanley |
|
|
5,402,436 |
|
7,788 |
|
MSCI, Inc., Class A |
|
|
2,778,603 |
|
10,874 |
|
Nasdaq, Inc. |
|
|
1,334,349 |
|
19,719 |
|
Northern Trust Corp. |
|
|
1,537,490 |
|
11,698 |
|
Raymond James Financial, Inc. |
|
|
851,146 |
|
22,410 |
|
S&P Global, Inc. |
|
|
8,081,046 |
|
32,291 |
|
State Street Corp. |
|
|
1,915,825 |
|
21,034 |
|
T. Rowe Price Group, Inc. |
|
|
2,696,979 |
|
|
|
|
|
|
|
|
|
|
|
|
|
66,560,760 |
|
|
|
|
|
|
|
|
Chemicals (1.8%): |
|
|
|
|
20,475 |
|
Air Products & Chemicals, Inc. |
|
|
6,098,684 |
|
10,066 |
|
Albemarle Corp. |
|
|
898,692 |
|
11,194 |
|
Celanese Corp., Series A |
|
|
1,202,795 |
|
20,326 |
|
CF Industries Holdings, Inc. |
|
|
624,211 |
|
70,856 |
|
Corteva, Inc. |
|
|
2,041,361 |
|
68,816 |
|
Dow, Inc. |
|
|
3,237,793 |
|
68,389 |
|
DuPont de Nemours, Inc. |
|
|
3,794,222 |
|
12,924 |
|
Eastman Chemical Co. |
|
|
1,009,623 |
|
23,099 |
|
Ecolab, Inc. |
|
|
4,616,104 |
|
12,259 |
|
FMC Corp. |
|
|
1,298,351 |
|
9,689 |
|
International Flavors & Fragrances, Inc. |
|
|
1,186,418 |
|
49,085 |
|
Linde plc |
|
|
11,688,611 |
|
24,329 |
|
Lyondellbasell Industries NV |
|
|
1,714,951 |
|
33,015 |
|
Mosaic Co. (The) |
|
|
603,184 |
|
21,830 |
|
PPG Industries, Inc. |
|
|
2,665,006 |
|
7,651 |
|
Sherwin Williams Co. |
|
|
5,330,758 |
|
|
|
|
|
|
|
|
|
|
|
|
|
48,010,764 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.4%): |
|
|
|
|
8,181 |
|
Cintas Corp. |
|
|
2,722,882 |
|
18,940 |
|
Copart, Inc.* |
|
|
1,991,730 |
|
19,891 |
|
Republic Services, Inc., Class A |
|
|
1,856,825 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL S&P 500 Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Commercial Services & Supplies, continued |
|
|
|
|
13,503 |
|
Rollins, Inc. |
|
$ |
731,728 |
|
36,201 |
|
Waste Management, Inc. |
|
|
4,096,867 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,400,032 |
|
|
|
|
|
|
|
|
Communications Equipment (0.8%): |
|
|
|
|
5,089 |
|
Arista Networks, Inc.* |
|
|
1,053,067 |
|
394,965 |
|
Cisco Systems, Inc. |
|
|
15,557,670 |
|
5,823 |
|
F5 Networks, Inc.* |
|
|
714,890 |
|
30,613 |
|
Juniper Networks, Inc. |
|
|
658,180 |
|
15,685 |
|
Motorola Solutions, Inc. |
|
|
2,459,565 |
|
|
|
|
|
|
|
|
|
|
|
|
|
20,443,372 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.1%): |
|
|
|
|
12,318 |
|
Jacobs Engineering Group, Inc. |
|
|
1,142,741 |
|
13,265 |
|
Quanta Services, Inc. |
|
|
701,188 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,843,929 |
|
|
|
|
|
|
|
|
Construction Materials (0.1%): |
|
|
|
|
5,900 |
|
Martin Marietta Materials, Inc. |
|
|
1,388,624 |
|
12,539 |
|
Vulcan Materials Co. |
|
|
1,699,536 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,088,160 |
|
|
|
|
|
|
|
|
Consumer Finance (0.5%): |
|
|
|
|
60,811 |
|
American Express Co. |
|
|
6,096,302 |
|
42,250 |
|
Capital One Financial Corp. |
|
|
3,036,085 |
|
29,001 |
|
Discover Financial Services |
|
|
1,675,678 |
|
51,010 |
|
Synchrony Financial |
|
|
1,334,932 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,142,997 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.3%): |
|
|
|
|
149,069 |
|
Amcor plc |
|
|
1,647,212 |
|
7,887 |
|
Avery Dennison Corp. |
|
|
1,008,274 |
|
30,093 |
|
Ball Corp. |
|
|
2,501,330 |
|
35,870 |
|
International Paper Co. |
|
|
1,454,170 |
|
9,036 |
|
Packaging Corp. of America |
|
|
985,376 |
|
14,842 |
|
Sealed Air Corp. |
|
|
576,018 |
|
23,948 |
|
WestRock Co. |
|
|
831,954 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,004,334 |
|
|
|
|
|
|
|
|
Distributors (0.1%): |
|
|
|
|
13,659 |
|
Genuine Parts Co. |
|
|
1,299,927 |
|
25,879 |
|
LKQ Corp.* |
|
|
717,625 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,017,552 |
|
|
|
|
|
|
|
|
Diversified Financial Services (1.5%): |
|
|
|
|
185,025 |
|
Berkshire Hathaway, Inc., Class B* |
|
|
39,399,224 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (1.6%): |
|
664,944 |
|
AT&T, Inc. |
|
|
18,957,553 |
|
93,649 |
|
CenturyLink, Inc. |
|
|
944,918 |
|
386,165 |
|
Verizon Communications, Inc. |
|
|
22,972,957 |
|
|
|
|
|
|
|
|
|
|
|
|
|
42,875,428 |
|
|
|
|
|
|
|
|
Electric Utilities (1.8%): |
|
|
|
|
23,623 |
|
Alliant Energy Corp. |
|
|
1,220,128 |
|
46,922 |
|
American Electric Power Co., Inc. |
|
|
3,834,935 |
|
68,793 |
|
Duke Energy Corp. |
|
|
6,092,308 |
|
35,784 |
|
Edison International |
|
|
1,819,259 |
|
18,276 |
|
Entergy Corp. |
|
|
1,800,734 |
|
21,468 |
|
Evergy, Inc. |
|
|
1,091,004 |
|
31,855 |
|
Eversource Energy |
|
|
2,661,485 |
|
90,453 |
|
Exelon Corp. |
|
|
3,234,599 |
|
51,294 |
|
FirstEnergy Corp. |
|
|
1,472,651 |
|
45,631 |
|
NextEra Energy, Inc. |
|
|
12,665,339 |
|
10,670 |
|
Pinnacle West Capital Corp. |
|
|
795,449 |
|
72,787 |
|
PPL Corp. |
|
|
1,980,534 |
|
98,553 |
|
Southern Co. (The) |
|
|
5,343,544 |
|
48,787 |
|
Xcel Energy, Inc. |
|
|
3,366,791 |
|
|
|
|
|
|
|
|
|
|
|
|
|
47,378,760 |
|
|
|
|
|
|
|
|
Electrical Equipment (0.5%): |
|
|
|
|
21,084 |
|
AMETEK, Inc. |
|
|
2,095,750 |
|
37,245 |
|
Eaton Corp. plc |
|
|
3,800,107 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Electrical Equipment, continued |
|
|
|
|
55,617 |
|
Emerson Electric Co. |
|
$ |
3,646,807 |
|
10,966 |
|
Rockwell Automation, Inc. |
|
|
2,419,977 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,962,641 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (0.5%): |
|
|
|
|
28,016 |
|
Amphenol Corp., Class A |
|
|
3,033,293 |
|
13,475 |
|
CDW Corp. |
|
|
1,610,667 |
|
69,858 |
|
Corning, Inc. |
|
|
2,264,098 |
|
12,121 |
|
FLIR Systems, Inc. |
|
|
434,538 |
|
3,324 |
|
IPG Photonics Corp.* |
|
|
564,980 |
|
17,709 |
|
Keysight Technologies, Inc.* |
|
|
1,749,295 |
|
30,588 |
|
TE Connectivity, Ltd. |
|
|
2,989,671 |
|
5,027 |
|
Zebra Technologies Corp., Class A* |
|
|
1,269,116 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,915,658 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (0.2%): |
|
|
|
|
60,867 |
|
Baker Hughes Co. |
|
|
808,922 |
|
83,062 |
|
Halliburton Co. |
|
|
1,000,897 |
|
36,757 |
|
National Oilwell Varco, Inc. |
|
|
333,018 |
|
127,988 |
|
Schlumberger, Ltd. |
|
|
1,991,494 |
|
40,738 |
|
TechnipFMC plc |
|
|
257,057 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,391,388 |
|
|
|
|
|
|
|
|
Entertainment (2.0%): |
|
|
|
|
71,970 |
|
Activision Blizzard, Inc. |
|
|
5,825,972 |
|
26,817 |
|
Electronic Arts, Inc.* |
|
|
3,497,205 |
|
13,514 |
|
Live Nation Entertainment, Inc.* |
|
|
728,134 |
|
41,146 |
|
Netflix, Inc.* |
|
|
20,574,234 |
|
10,788 |
|
Take-Two Interactive Software, Inc.* |
|
|
1,782,393 |
|
168,571 |
|
Walt Disney Co. (The) |
|
|
20,916,290 |
|
|
|
|
|
|
|
|
|
|
|
|
|
53,324,228 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (2.6%): |
|
|
|
|
10,937 |
|
Alexandria Real Estate Equities, Inc. |
|
|
1,749,920 |
|
41,472 |
|
American Tower Corp. |
|
|
10,025,026 |
|
14,296 |
|
Apartment Investment & Management Co. |
|
|
482,061 |
|
12,898 |
|
AvalonBay Communities, Inc. |
|
|
1,926,187 |
|
12,960 |
|
Boston Properties, Inc. |
|
|
1,040,688 |
|
39,138 |
|
Crown Castle International Corp. |
|
|
6,516,477 |
|
24,969 |
|
Digital Realty Trust, Inc. |
|
|
3,664,450 |
|
34,879 |
|
Duke Realty Corp. |
|
|
1,287,035 |
|
8,264 |
|
Equinix, Inc. |
|
|
6,281,714 |
|
31,923 |
|
Equity Residential |
|
|
1,638,608 |
|
5,896 |
|
Essex Property Trust, Inc. |
|
|
1,183,858 |
|
12,225 |
|
Extra Space Storage, Inc. |
|
|
1,307,953 |
|
6,633 |
|
Federal Realty Investment Trust |
|
|
487,128 |
|
51,040 |
|
Healthpeak Properties, Inc. |
|
|
1,385,736 |
|
65,948 |
|
Host Hotels & Resorts, Inc. |
|
|
711,579 |
|
27,473 |
|
Iron Mountain, Inc. |
|
|
736,002 |
|
41,284 |
|
Kimco Realty Corp. |
|
|
464,858 |
|
10,273 |
|
Mid-America Apartment Communities, Inc. |
|
|
1,191,154 |
|
68,637 |
|
ProLogis, Inc. |
|
|
6,906,254 |
|
14,233 |
|
Public Storage, Inc. |
|
|
3,169,974 |
|
32,515 |
|
Realty Income Corp. |
|
|
1,975,286 |
|
14,683 |
|
Regency Centers Corp. |
|
|
558,248 |
|
10,366 |
|
SBA Communications Corp. |
|
|
3,301,364 |
|
28,065 |
|
Simon Property Group, Inc. |
|
|
1,815,244 |
|
7,010 |
|
SL Green Realty Corp.^ |
|
|
325,054 |
|
27,437 |
|
UDR, Inc. |
|
|
894,721 |
|
35,381 |
|
Ventas, Inc. |
|
|
1,484,587 |
|
15,145 |
|
Vornado Realty Trust |
|
|
510,538 |
|
38,434 |
|
Welltower, Inc. |
|
|
2,117,329 |
|
70,652 |
|
Weyerhaeuser Co. |
|
|
2,014,995 |
|
|
|
|
|
|
|
|
|
|
|
|
|
67,154,028 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (1.6%): |
|
|
|
|
41,212 |
|
Costco Wholesale Corp. |
|
|
14,630,260 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL S&P 500 Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Food & Staples Retailing, continued |
|
|
|
|
72,393 |
|
Kroger Co. (The) |
|
$ |
2,454,847 |
|
47,103 |
|
Sysco Corp. |
|
|
2,930,749 |
|
67,095 |
|
Walgreens Boots Alliance, Inc. |
|
|
2,410,052 |
|
129,676 |
|
Walmart, Inc. |
|
|
18,142,969 |
|
|
|
|
|
|
|
|
|
|
|
|
|
40,568,877 |
|
|
|
|
|
|
|
|
Food Products (1.1%): |
|
|
|
|
51,222 |
|
Archer-Daniels-Midland Co. |
|
|
2,381,311 |
|
18,648 |
|
Campbell Soup Co. |
|
|
902,004 |
|
46,117 |
|
Conagra Brands, Inc. |
|
|
1,646,838 |
|
57,390 |
|
General Mills, Inc. |
|
|
3,539,815 |
|
13,499 |
|
Hershey Co. (The) |
|
|
1,934,947 |
|
26,654 |
|
Hormel Foods Corp. |
|
|
1,303,114 |
|
10,797 |
|
JM Smucker Co. (The) |
|
|
1,247,269 |
|
23,684 |
|
Kellogg Co. |
|
|
1,529,750 |
|
61,086 |
|
Kraft Heinz Co. (The) |
|
|
1,829,526 |
|
13,600 |
|
Lamb Weston Holdings, Inc. |
|
|
901,272 |
|
11,377 |
|
McCormick & Co. |
|
|
2,208,276 |
|
133,249 |
|
Mondelez International, Inc., Class A |
|
|
7,655,154 |
|
26,863 |
|
Tyson Foods, Inc., Class A |
|
|
1,597,811 |
|
|
|
|
|
|
|
|
|
|
|
|
|
28,677,087 |
|
|
|
|
|
|
|
|
Gas Utilities
(0.0%): |
|
|
|
|
11,581 |
|
Atmos Energy Corp. |
|
|
1,107,028 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (3.9%): |
|
|
|
|
165,283 |
|
Abbott Laboratories |
|
|
17,987,750 |
|
4,257 |
|
ABIOMED, Inc.* |
|
|
1,179,444 |
|
6,588 |
|
Align Technology, Inc.* |
|
|
2,156,648 |
|
47,234 |
|
Baxter International, Inc. |
|
|
3,798,558 |
|
27,053 |
|
Becton Dickinson & Co. |
|
|
6,294,692 |
|
133,499 |
|
Boston Scientific Corp.* |
|
|
5,100,997 |
|
4,652 |
|
Cooper Cos., Inc. (The) |
|
|
1,568,282 |
|
58,941 |
|
Danaher Corp. |
|
|
12,691,766 |
|
20,495 |
|
Dentsply Sirona, Inc. |
|
|
896,246 |
|
8,922 |
|
DexCom, Inc.* |
|
|
3,677,916 |
|
57,890 |
|
Edwards Lifesciences Corp.* |
|
|
4,620,780 |
|
24,447 |
|
Hologic, Inc.* |
|
|
1,624,992 |
|
7,861 |
|
IDEXX Laboratories, Inc.* |
|
|
3,090,238 |
|
10,946 |
|
Intuitive Surgical, Inc.* |
|
|
7,766,625 |
|
125,138 |
|
Medtronic plc |
|
|
13,004,341 |
|
13,321 |
|
ResMed, Inc. |
|
|
2,283,619 |
|
8,043 |
|
Steris plc |
|
|
1,417,096 |
|
30,521 |
|
Stryker Corp. |
|
|
6,359,661 |
|
4,396 |
|
Teleflex, Inc. |
|
|
1,496,486 |
|
8,598 |
|
Varian Medical Systems, Inc.* |
|
|
1,478,856 |
|
6,969 |
|
West Pharmaceutical Services, Inc. |
|
|
1,915,778 |
|
19,132 |
|
Zimmer Biomet Holdings, Inc. |
|
|
2,604,630 |
|
|
|
|
|
|
|
|
|
|
|
|
|
103,015,401 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (2.6%): |
|
|
|
|
13,383 |
|
AmerisourceBergen Corp. |
|
|
1,297,080 |
|
23,471 |
|
Anthem, Inc. |
|
|
6,304,076 |
|
27,646 |
|
Cardinal Health, Inc. |
|
|
1,297,980 |
|
53,741 |
|
Centene Corp.* |
|
|
3,134,713 |
|
34,153 |
|
Cigna Corp. |
|
|
5,785,860 |
|
121,462 |
|
CVS Health Corp. |
|
|
7,093,381 |
|
7,421 |
|
DaVita, Inc.* |
|
|
635,609 |
|
24,460 |
|
HCA Healthcare, Inc. |
|
|
3,049,673 |
|
13,692 |
|
Henry Schein, Inc.* |
|
|
804,816 |
|
12,337 |
|
Humana, Inc. |
|
|
5,106,161 |
|
9,203 |
|
Laboratory Corp. of America Holdings* |
|
|
1,732,649 |
|
14,896 |
|
McKesson Corp. |
|
|
2,218,461 |
|
12,662 |
|
Quest Diagnostics, Inc. |
|
|
1,449,672 |
|
88,764 |
|
UnitedHealth Group, Inc. |
|
|
27,673,951 |
|
7,266 |
|
Universal Health Services, Inc., Class B |
|
|
777,607 |
|
|
|
|
|
|
|
|
|
|
|
|
|
68,361,689 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Health Care Technology (0.1%): |
|
|
|
|
27,912 |
|
Cerner Corp. |
|
$ |
2,017,758 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (1.6%): |
|
|
|
|
45,839 |
|
Carnival Corp., Class A^ |
|
|
695,836 |
|
2,594 |
|
Chipotle Mexican Grill, Inc.* |
|
|
3,226,184 |
|
12,150 |
|
Darden Restaurants, Inc. |
|
|
1,223,991 |
|
3,704 |
|
Dominos Pizza, Inc. |
|
|
1,575,237 |
|
26,251 |
|
Hilton Worldwide Holdings, Inc. |
|
|
2,239,735 |
|
30,500 |
|
Las Vegas Sands Corp. |
|
|
1,423,130 |
|
24,802 |
|
Marriott International, Inc., Class A |
|
|
2,296,169 |
|
69,489 |
|
McDonalds Corp. |
|
|
15,252,142 |
|
38,111 |
|
MGM Resorts International |
|
|
828,914 |
|
25,849 |
|
Norwegian Cruise Line Holdings, Ltd.*^ |
|
|
442,276 |
|
17,002 |
|
Royal Caribbean Cruises, Ltd. |
|
|
1,100,539 |
|
109,104 |
|
Starbucks Corp. |
|
|
9,374,216 |
|
9,302 |
|
Wynn Resorts, Ltd. |
|
|
667,977 |
|
27,808 |
|
Yum! Brands, Inc. |
|
|
2,538,870 |
|
|
|
|
|
|
|
|
|
|
|
|
|
42,885,216 |
|
|
|
|
|
|
|
|
Household Durables (0.4%): |
|
|
|
|
30,442 |
|
D.R. Horton, Inc. |
|
|
2,302,329 |
|
13,745 |
|
Garmin, Ltd. |
|
|
1,303,851 |
|
12,526 |
|
Leggett & Platt, Inc. |
|
|
515,695 |
|
26,001 |
|
Lennar Corp., Class A |
|
|
2,123,762 |
|
5,509 |
|
Mohawk Industries, Inc.* |
|
|
537,623 |
|
35,311 |
|
Newell Brands, Inc. |
|
|
605,937 |
|
329 |
|
NVR, Inc.* |
|
|
1,343,346 |
|
23,865 |
|
PulteGroup, Inc. |
|
|
1,104,711 |
|
5,815 |
|
Whirlpool Corp. |
|
|
1,069,320 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,906,574 |
|
|
|
|
|
|
|
|
Household Products (1.8%): |
|
|
|
|
23,281 |
|
Church & Dwight Co., Inc. |
|
|
2,181,663 |
|
11,845 |
|
Clorox Co. (The) |
|
|
2,489,464 |
|
79,358 |
|
Colgate-Palmolive Co. |
|
|
6,122,470 |
|
31,800 |
|
Kimberly-Clark Corp. |
|
|
4,695,588 |
|
232,438 |
|
Procter & Gamble Co. (The) |
|
|
32,306,557 |
|
|
|
|
|
|
|
|
|
|
|
|
|
47,795,742 |
|
|
|
|
|
|
|
|
Independent Power and Renewable Electricity Producers (0.1%): |
|
|
|
|
62,954 |
|
AES Corp. (The) |
|
|
1,140,097 |
|
23,340 |
|
NRG Energy, Inc. |
|
|
717,472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,857,569 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (1.1%): |
|
|
|
|
53,682 |
|
3M Co. |
|
|
8,598,783 |
|
817,286 |
|
General Electric Co. |
|
|
5,091,692 |
|
65,591 |
|
Honeywell International, Inc. |
|
|
10,796,934 |
|
9,721 |
|
Roper Technologies, Inc. |
|
|
3,840,864 |
|
|
|
|
|
|
|
|
|
|
|
|
|
28,328,273 |
|
|
|
|
|
|
|
|
Insurance (1.8%): |
|
|
|
|
62,229 |
|
Aflac, Inc. |
|
|
2,262,024 |
|
29,059 |
|
Allstate Corp. (The) |
|
|
2,735,614 |
|
79,350 |
|
American International Group, Inc. |
|
|
2,184,506 |
|
21,557 |
|
Aon plc, Class A |
|
|
4,447,209 |
|
17,954 |
|
Arthur J. Gallagher & Co. |
|
|
1,895,583 |
|
5,728 |
|
Assurant, Inc. |
|
|
694,864 |
|
42,148 |
|
Chubb, Ltd. |
|
|
4,894,226 |
|
14,286 |
|
Cincinnati Financial Corp. |
|
|
1,113,879 |
|
3,755 |
|
Everest Re Group, Ltd. |
|
|
741,763 |
|
9,303 |
|
Globe Life, Inc. |
|
|
743,310 |
|
33,903 |
|
Hartford Financial Services Group, Inc. (The) |
|
|
1,249,665 |
|
16,597 |
|
Lincoln National Corp. |
|
|
519,984 |
|
22,916 |
|
Loews Corp. |
|
|
796,331 |
|
47,339 |
|
Marsh & McLennan Cos., Inc. |
|
|
5,429,782 |
|
71,303 |
|
MetLife, Inc. |
|
|
2,650,333 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL S&P 500 Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Insurance, continued |
|
|
|
|
23,826 |
|
Principal Financial Group, Inc. |
|
$ |
959,473 |
|
54,698 |
|
Progressive Corp. (The) |
|
|
5,178,259 |
|
36,455 |
|
Prudential Financial, Inc. |
|
|
2,315,622 |
|
23,361 |
|
Travelers Cos., Inc. (The) |
|
|
2,527,427 |
|
18,921 |
|
Unum Group |
|
|
318,440 |
|
11,873 |
|
Willis Towers Watson plc |
|
|
2,479,320 |
|
13,208 |
|
WR Berkley Corp. |
|
|
807,669 |
|
|
|
|
|
|
|
|
|
|
|
|
|
46,945,283 |
|
|
|
|
|
|
|
|
Interactive Media & Services (5.5%): |
|
|
|
|
28,040 |
|
Alphabet, Inc., Class A* |
|
|
41,095,424 |
|
27,388 |
|
Alphabet, Inc., Class C* |
|
|
40,249,405 |
|
224,308 |
|
Facebook, Inc., Class A* |
|
|
58,746,265 |
|
74,290 |
|
Twitter, Inc.* |
|
|
3,305,905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
143,396,999 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (5.3%): |
|
|
|
|
39,725 |
|
Amazon.com, Inc.* |
|
|
125,083,300 |
|
3,802 |
|
Booking Holdings, Inc.* |
|
|
6,504,006 |
|
62,539 |
|
eBay, Inc. |
|
|
3,258,282 |
|
11,092 |
|
Etsy, Inc.* |
|
|
1,349,120 |
|
12,825 |
|
Expedia Group, Inc. |
|
|
1,175,924 |
|
|
|
|
|
|
|
|
|
|
|
|
|
137,370,632 |
|
|
|
|
|
|
|
|
IT Services (5.7%): |
|
|
|
|
59,355 |
|
Accenture plc, Class C |
|
|
13,413,636 |
|
15,364 |
|
Akamai Technologies, Inc.* |
|
|
1,698,337 |
|
40,073 |
|
Automatic Data Processing, Inc. |
|
|
5,589,783 |
|
10,871 |
|
Broadridge Financial Solutions, Inc. |
|
|
1,434,972 |
|
50,258 |
|
Cognizant Technology Solutions Corp., Class A |
|
|
3,488,910 |
|
23,340 |
|
DXC Technology Co. |
|
|
416,619 |
|
57,610 |
|
Fidelity National Information Services, Inc. |
|
|
8,480,768 |
|
51,820 |
|
Fiserv, Inc.* |
|
|
5,340,051 |
|
7,934 |
|
FleetCor Technologies, Inc.* |
|
|
1,889,085 |
|
8,443 |
|
Gartner, Inc.* |
|
|
1,054,953 |
|
27,886 |
|
Global Payments, Inc. |
|
|
4,951,996 |
|
83,005 |
|
International Business Machines Corp. |
|
|
10,099,218 |
|
7,260 |
|
Jack Henry & Associates, Inc. |
|
|
1,180,403 |
|
12,783 |
|
Leidos Holdings, Inc. |
|
|
1,139,604 |
|
82,431 |
|
MasterCard, Inc., Class A |
|
|
27,875,692 |
|
29,407 |
|
Paychex, Inc. |
|
|
2,345,796 |
|
109,453 |
|
PayPal Holdings, Inc.* |
|
|
21,565,525 |
|
9,305 |
|
VeriSign, Inc.* |
|
|
1,906,129 |
|
157,333 |
|
Visa, Inc., Class A |
|
|
31,461,881 |
|
38,439 |
|
Western Union Co. |
|
|
823,748 |
|
|
|
|
|
|
|
|
|
|
|
|
|
146,157,106 |
|
|
|
|
|
|
|
|
Leisure Products
(0.0%): |
|
|
|
|
12,203 |
|
Hasbro, Inc. |
|
|
1,009,432 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (1.2%): |
|
|
|
|
28,580 |
|
Agilent Technologies, Inc. |
|
|
2,884,865 |
|
2,024 |
|
Bio-Rad Laboratories, Inc., Class A* |
|
|
1,043,291 |
|
13,612 |
|
Illumina, Inc.* |
|
|
4,207,197 |
|
17,812 |
|
IQVIA Holdings, Inc.* |
|
|
2,807,706 |
|
2,264 |
|
Mettler-Toledo International, Inc.* |
|
|
2,186,458 |
|
10,647 |
|
PerkinElmer, Inc. |
|
|
1,336,305 |
|
36,927 |
|
Thermo Fisher Scientific, Inc. |
|
|
16,304,009 |
|
5,862 |
|
Waters Corp.* |
|
|
1,147,076 |
|
|
|
|
|
|
|
|
|
|
|
|
|
31,916,907 |
|
|
|
|
|
|
|
|
Machinery (1.6%): |
|
|
|
|
50,372 |
|
Caterpillar, Inc. |
|
|
7,512,983 |
|
13,656 |
|
Cummins, Inc. |
|
|
2,883,601 |
|
29,313 |
|
Deere & Co. |
|
|
6,496,640 |
|
13,629 |
|
Dover Corp. |
|
|
1,476,566 |
|
11,938 |
|
Flowserve Corp. |
|
|
325,788 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Machinery, continued |
|
|
|
|
31,321 |
|
Fortive Corp. |
|
$ |
2,386,973 |
|
7,166 |
|
IDEX Corp. |
|
|
1,307,150 |
|
26,893 |
|
Illinois Tool Works, Inc. |
|
|
5,195,997 |
|
34,510 |
|
Ingersoll-Rand, Inc.* |
|
|
1,228,556 |
|
38,544 |
|
Otis Worldwide Corp. |
|
|
2,405,916 |
|
31,977 |
|
PACCAR, Inc. |
|
|
2,726,999 |
|
11,849 |
|
Parker Hannifin Corp. |
|
|
2,397,527 |
|
15,503 |
|
Pentair plc |
|
|
709,572 |
|
5,229 |
|
Snap-On, Inc. |
|
|
769,343 |
|
14,989 |
|
Stanley Black & Decker, Inc. |
|
|
2,431,216 |
|
16,154 |
|
Wabtec Corp. |
|
|
999,610 |
|
17,035 |
|
Xylem, Inc. |
|
|
1,432,984 |
|
|
|
|
|
|
|
|
|
|
|
|
|
42,687,421 |
|
|
|
|
|
|
|
|
Media (1.3%): |
|
|
|
|
13,943 |
|
Charter Communications, Inc., Class A* |
|
|
8,705,173 |
|
425,345 |
|
Comcast Corp., Class A |
|
|
19,676,459 |
|
29,594 |
|
Discovery Communications, Inc., Class C* |
|
|
580,042 |
|
15,411 |
|
Discovery, Inc., Class A*^ |
|
|
335,497 |
|
22,086 |
|
DISH Network Corp., Class A* |
|
|
641,157 |
|
30,444 |
|
Fox Corp., Class A |
|
|
847,257 |
|
15,356 |
|
Fox Corp., Class B |
|
|
429,507 |
|
36,309 |
|
Interpublic Group of Cos., Inc. (The) |
|
|
605,271 |
|
37,593 |
|
News Corp., Class A |
|
|
527,054 |
|
10,641 |
|
News Corp., Class B |
|
|
148,761 |
|
20,289 |
|
Omnicom Group, Inc. |
|
|
1,004,306 |
|
53,316 |
|
ViacomCBS, Inc., Class B |
|
|
1,493,381 |
|
|
|
|
|
|
|
|
|
|
|
|
|
34,993,865 |
|
|
|
|
|
|
|
|
Metals & Mining (0.3%): |
|
|
|
|
137,474 |
|
Freeport-McMoRan, Inc. |
|
|
2,150,093 |
|
74,729 |
|
Newmont Corp. |
|
|
4,741,556 |
|
28,512 |
|
Nucor Corp. |
|
|
1,279,048 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,170,697 |
|
|
|
|
|
|
|
|
Multiline Retail (0.6%): |
|
|
|
|
23,210 |
|
Dollar General Corp. |
|
|
4,865,280 |
|
22,461 |
|
Dollar Tree, Inc.* |
|
|
2,051,588 |
|
46,701 |
|
Target Corp. |
|
|
7,351,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
14,268,539 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.9%): |
|
|
|
|
23,376 |
|
Ameren Corp. |
|
|
1,848,574 |
|
51,120 |
|
CenterPoint Energy, Inc. |
|
|
989,172 |
|
27,100 |
|
CMS Energy Corp. |
|
|
1,664,211 |
|
30,768 |
|
Consolidated Edison, Inc. |
|
|
2,393,750 |
|
78,409 |
|
Dominion Energy, Inc. |
|
|
6,188,822 |
|
17,687 |
|
DTE Energy Co. |
|
|
2,034,712 |
|
36,260 |
|
NiSource, Inc. |
|
|
797,720 |
|
46,638 |
|
Public Service Enterprise Group, Inc. |
|
|
2,560,893 |
|
26,924 |
|
Sempra Energy |
|
|
3,186,725 |
|
29,204 |
|
WEC Energy Group, Inc. |
|
|
2,829,868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,494,447 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (1.9%): |
|
|
|
|
36,010 |
|
Apache Corp. |
|
|
341,015 |
|
38,461 |
|
Cabot Oil & Gas Corp. |
|
|
667,683 |
|
174,110 |
|
Chevron Corp. |
|
|
12,535,919 |
|
18,624 |
|
Concho Resources, Inc. |
|
|
821,691 |
|
99,673 |
|
ConocoPhillips Co. |
|
|
3,273,261 |
|
35,575 |
|
Devon Energy Corp. |
|
|
336,540 |
|
14,763 |
|
Diamondback Energy, Inc. |
|
|
444,662 |
|
53,508 |
|
EOG Resources, Inc. |
|
|
1,923,078 |
|
394,595 |
|
Exxon Mobil Corp. |
|
|
13,546,445 |
|
24,719 |
|
Hess Corp. |
|
|
1,011,749 |
|
13,531 |
|
HollyFrontier Corp. |
|
|
266,696 |
|
179,727 |
|
Kinder Morgan, Inc. |
|
|
2,216,034 |
|
73,038 |
|
Marathon Oil Corp. |
|
|
298,725 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL S&P 500 Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Oil, Gas & Consumable Fuels, continued |
|
|
|
|
61,567 |
|
Marathon Petroleum Corp. |
|
$ |
1,806,376 |
|
45,092 |
|
Noble Energy, Inc. |
|
|
385,537 |
|
78,225 |
|
Occidental Petroleum Corp. |
|
|
783,032 |
|
41,651 |
|
ONEOK, Inc. |
|
|
1,082,093 |
|
40,264 |
|
Phillips 66 |
|
|
2,087,286 |
|
15,609 |
|
Pioneer Natural Resources Co. |
|
|
1,342,218 |
|
38,601 |
|
Valero Energy Corp. |
|
|
1,672,195 |
|
111,812 |
|
Williams Cos., Inc. |
|
|
2,197,106 |
|
|
|
|
|
|
|
|
|
|
|
|
|
49,039,341 |
|
|
|
|
|
|
|
|
Personal Products (0.2%): |
|
|
|
|
20,980 |
|
Estee Lauder Co., Inc. (The), Class A |
|
|
4,578,885 |
|
|
|
|
|
|
|
|
Pharmaceuticals (4.2%): |
|
|
|
|
210,327 |
|
Bristol-Myers Squibb Co. |
|
|
12,680,615 |
|
15,064 |
|
Catalent, Inc.* |
|
|
1,290,382 |
|
74,091 |
|
Eli Lilly & Co. |
|
|
10,966,950 |
|
245,800 |
|
Johnson & Johnson Co. |
|
|
36,594,704 |
|
236,039 |
|
Merck & Co., Inc. |
|
|
19,579,435 |
|
49,184 |
|
Mylan NV* |
|
|
729,399 |
|
12,748 |
|
Perrigo Co. plc |
|
|
585,261 |
|
518,549 |
|
Pfizer, Inc. |
|
|
19,030,748 |
|
44,313 |
|
Zoetis, Inc. |
|
|
7,328,041 |
|
|
|
|
|
|
|
|
|
|
|
|
|
108,785,535 |
|
|
|
|
|
|
|
|
Professional Services (0.3%): |
|
|
|
|
11,496 |
|
Equifax, Inc. |
|
|
1,803,722 |
|
34,741 |
|
IHS Markit, Ltd. |
|
|
2,727,516 |
|
33,944 |
|
Nielsen Holdings plc |
|
|
481,326 |
|
10,794 |
|
Robert Half International, Inc. |
|
|
571,434 |
|
15,013 |
|
Verisk Analytics, Inc. |
|
|
2,782,060 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,366,058 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (0.1%): |
|
|
|
|
2,485,087 |
|
BGP Holdings plc*(a) |
|
|
|
|
31,888 |
|
CBRE Group, Inc., Class A* |
|
|
1,497,779 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,497,779 |
|
|
|
|
|
|
|
|
Road & Rail (1.0%): |
|
|
|
|
71,344 |
|
CSX Corp. |
|
|
5,541,289 |
|
7,893 |
|
J.B. Hunt Transport Services, Inc. |
|
|
997,517 |
|
8,646 |
|
Kansas City Southern |
|
|
1,563,456 |
|
23,787 |
|
Norfolk Southern Corp. |
|
|
5,090,180 |
|
8,934 |
|
Old Dominion Freight Line, Inc. |
|
|
1,616,339 |
|
63,183 |
|
Union Pacific Corp. |
|
|
12,438,838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
27,247,619 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (5.0%): |
|
|
|
|
109,544 |
|
Advanced Micro Devices, Inc.* |
|
|
8,981,513 |
|
34,317 |
|
Analog Devices, Inc. |
|
|
4,006,167 |
|
85,294 |
|
Applied Materials, Inc. |
|
|
5,070,728 |
|
37,494 |
|
Broadcom, Inc. |
|
|
13,659,814 |
|
396,935 |
|
Intel Corp. |
|
|
20,553,294 |
|
14,318 |
|
KLA Corp. |
|
|
2,773,969 |
|
13,531 |
|
Lam Research Corp. |
|
|
4,488,909 |
|
25,244 |
|
Maxim Integrated Products, Inc. |
|
|
1,706,747 |
|
23,228 |
|
Microchip Technology, Inc. |
|
|
2,386,909 |
|
103,697 |
|
Micron Technology, Inc.* |
|
|
4,869,611 |
|
57,582 |
|
NVIDIA Corp. |
|
|
31,164,529 |
|
10,428 |
|
Qorvo, Inc.* |
|
|
1,345,316 |
|
105,357 |
|
Qualcomm, Inc. |
|
|
12,398,412 |
|
15,796 |
|
Skyworks Solutions, Inc. |
|
|
2,298,318 |
|
15,297 |
|
Teradyne, Inc. |
|
|
1,215,500 |
|
85,483 |
|
Texas Instruments, Inc. |
|
|
12,206,118 |
|
23,023 |
|
Xilinx, Inc. |
|
|
2,399,918 |
|
|
|
|
|
|
|
|
|
|
|
|
|
131,525,772 |
|
|
|
|
|
|
|
|
Software (9.2%): |
|
|
|
|
44,755 |
|
Adobe, Inc.* |
|
|
21,949,196 |
|
7,928 |
|
ANSYS, Inc.* |
|
|
2,594,279 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Software, continued |
|
|
|
|
20,434 |
|
Autodesk, Inc.* |
|
$ |
4,720,458 |
|
25,796 |
|
Cadence Design Systems, Inc.* |
|
|
2,750,627 |
|
11,497 |
|
Citrix Systems, Inc. |
|
|
1,583,252 |
|
12,703 |
|
Fortinet, Inc.* |
|
|
1,496,540 |
|
24,427 |
|
Intuit, Inc. |
|
|
7,968,332 |
|
706,238 |
|
Microsoft Corp. |
|
|
148,543,040 |
|
54,760 |
|
NortonLifeLock, Inc. |
|
|
1,141,198 |
|
180,484 |
|
Oracle Corp. |
|
|
10,774,895 |
|
4,568 |
|
Paycom Software, Inc.* |
|
|
1,422,018 |
|
84,782 |
|
salesforce.com, Inc.* |
|
|
21,307,413 |
|
17,910 |
|
ServiceNow, Inc.* |
|
|
8,686,350 |
|
14,277 |
|
Synopsys, Inc.* |
|
|
3,054,992 |
|
3,765 |
|
Tyler Technologies, Inc.* |
|
|
1,312,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
239,304,918 |
|
|
|
|
|
|
|
|
Specialty Retail (2.5%): |
|
|
|
|
6,460 |
|
Advance Auto Parts, Inc. |
|
|
991,610 |
|
2,158 |
|
AutoZone, Inc.* |
|
|
2,541,347 |
|
21,522 |
|
Best Buy Co, Inc. |
|
|
2,395,183 |
|
15,409 |
|
CarMax, Inc.* |
|
|
1,416,241 |
|
19,914 |
|
Gap, Inc. (The) |
|
|
339,135 |
|
100,442 |
|
Home Depot, Inc. (The) |
|
|
27,893,749 |
|
22,521 |
|
L Brands, Inc. |
|
|
716,393 |
|
70,631 |
|
Lowes Cos., Inc. |
|
|
11,714,858 |
|
6,889 |
|
OReilly Automotive, Inc.* |
|
|
3,176,380 |
|
32,967 |
|
Ross Stores, Inc. |
|
|
3,076,480 |
|
9,775 |
|
Tiffany & Co. |
|
|
1,132,434 |
|
112,256 |
|
TJX Cos., Inc. (The) |
|
|
6,247,046 |
|
10,958 |
|
Tractor Supply Co. |
|
|
1,570,720 |
|
5,332 |
|
Ulta Beauty, Inc.* |
|
|
1,194,261 |
|
|
|
|
|
|
|
|
|
|
|
|
|
64,405,837 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage & Peripherals (6.9%): |
|
|
|
|
1,500,053 |
|
Apple, Inc. |
|
|
173,721,137 |
|
121,642 |
|
Hewlett Packard Enterprise Co. |
|
|
1,139,786 |
|
128,174 |
|
HP, Inc. |
|
|
2,434,024 |
|
20,957 |
|
NetApp, Inc. |
|
|
918,755 |
|
20,148 |
|
Seagate Technology plc |
|
|
992,692 |
|
28,093 |
|
Western Digital Corp. |
|
|
1,026,799 |
|
17,954 |
|
Xerox Holdings Corp. |
|
|
336,997 |
|
|
|
|
|
|
|
|
|
|
|
|
|
180,570,190 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (0.7%): |
|
|
|
|
32,558 |
|
Hanesbrands, Inc. |
|
|
512,789 |
|
116,293 |
|
Nike, Inc., Class B |
|
|
14,599,422 |
|
6,875 |
|
PVH Corp. |
|
|
410,025 |
|
4,443 |
|
Ralph Lauren Corp. |
|
|
301,991 |
|
26,141 |
|
Tapestry, Inc. |
|
|
408,584 |
|
13,564 |
|
Under Armour, Inc., Class A* |
|
|
152,324 |
|
19,502 |
|
Under Armour, Inc., Class C* |
|
|
191,900 |
|
29,334 |
|
VF Corp. |
|
|
2,060,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,637,748 |
|
|
|
|
|
|
|
|
Tobacco (0.7%): |
|
|
|
|
173,446 |
|
Altria Group, Inc. |
|
|
6,701,953 |
|
145,343 |
|
Philip Morris International, Inc. |
|
|
10,899,272 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,601,225 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.2%): |
|
|
|
|
54,235 |
|
Fastenal Co. |
|
|
2,445,456 |
|
6,822 |
|
United Rentals, Inc.* |
|
|
1,190,439 |
|
4,101 |
|
W.W. Grainger, Inc. |
|
|
1,463,114 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,099,009 |
|
|
|
|
|
|
|
|
Water Utilities (0.1%): |
|
|
|
|
16,681 |
|
American Water Works Co., Inc. |
|
|
2,416,743 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL S&P 500 Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amounts |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Wireless Telecommunication Services (0.2%): |
|
|
|
|
54,235 |
|
T-Mobile USA, Inc.* |
|
$ |
6,202,315 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $1,186,300,835) |
|
|
2,600,237,565 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.1%): |
|
|
|
|
2,365,567 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(b)(c) |
|
|
2,365,567 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $2,365,567) |
|
|
2,365,567 |
|
|
|
|
|
|
Unaffiliated Investment Companies (0.6%): |
|
|
|
|
|
|
Money Markets (0.6%): |
|
|
|
|
16,619,674 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
|
16,619,674 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies
(Cost $16,619,674) |
|
|
16,619,674 |
|
|
|
|
|
|
Total Investment Securities
(Cost $1,205,286,076) - 100.1% |
|
|
2,619,222,806 |
|
Net other assets (liabilities) - (0.1)% |
|
|
(1,566,381) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
$ |
2,617,656,425 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $2,329,375. |
|
Represents less than 0.05%. |
(a) |
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of
September 30, 2020. The total of all such securities represent 0.00% of the net assets of the fund. |
(b) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(c) |
The rate represents the effective yield at September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL S&P 500 Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At
September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration
Date |
|
|
Number of Contracts |
|
|
Notional Amount |
|
|
Value and
Unrealized
Appreciation/
(Depreciation) |
|
S&P 500 Index E-Mini December Futures (U.S. Dollar) |
|
|
12/18/20 |
|
|
|
115 |
|
|
$ |
19,274,000 |
|
|
$ |
250,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
250,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (99.0%): |
|
|
|
|
Aerospace & Defense (1.4%): |
|
|
|
|
32,258 |
|
AAR Corp. |
|
$ |
606,450 |
|
71,505 |
|
Aerojet Rocketdyne Holdings, Inc.* |
|
|
2,852,334 |
|
21,654 |
|
AeroVironment, Inc.* |
|
|
1,299,457 |
|
30,870 |
|
Cubic Corp. |
|
|
1,795,708 |
|
29,432 |
|
Moog, Inc., Class A |
|
|
1,869,815 |
|
5,130 |
|
National Presto Industries, Inc. |
|
|
419,942 |
|
15,955 |
|
Park Aerospace Corp., Class C |
|
|
174,229 |
|
50,551 |
|
Triumph Group, Inc. |
|
|
329,087 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,347,022 |
|
|
|
|
|
|
|
|
Air Freight & Logistics (0.8%): |
|
|
|
|
25,880 |
|
Atlas Air Worldwide Holdings, Inc.* |
|
|
1,576,092 |
|
26,654 |
|
Echo Global Logistics, Inc.* |
|
|
686,874 |
|
27,410 |
|
Forward Air Corp. |
|
|
1,572,786 |
|
32,734 |
|
Hub Group, Inc., Class A* |
|
|
1,643,083 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,478,835 |
|
|
|
|
|
|
|
|
Airlines (0.6%): |
|
|
|
|
13,223 |
|
Allegiant Travel Co. |
|
|
1,584,115 |
|
48,852 |
|
Hawaiian Holdings, Inc. |
|
|
629,702 |
|
50,302 |
|
SkyWest, Inc. |
|
|
1,502,018 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,715,835 |
|
|
|
|
|
|
|
|
Auto Components (1.5%): |
|
|
|
|
111,156 |
|
American Axle & Manufacturing Holdings, Inc.* |
|
|
641,370 |
|
49,294 |
|
Cooper Tire & Rubber Co. |
|
|
1,562,620 |
|
16,065 |
|
Cooper-Standard Holding, Inc.* |
|
|
212,219 |
|
28,170 |
|
Dorman Products, Inc.* |
|
|
2,546,005 |
|
31,710 |
|
Gentherm, Inc.* |
|
|
1,296,939 |
|
24,703 |
|
LCI Industries |
|
|
2,625,681 |
|
18,946 |
|
Motorcar Parts of America, Inc.* |
|
|
294,800 |
|
19,494 |
|
Standard Motor Products, Inc. |
|
|
870,407 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,050,041 |
|
|
|
|
|
|
|
|
Automobiles (0.3%): |
|
|
|
|
33,092 |
|
Winnebago Industries, Inc. |
|
|
1,709,864 |
|
|
|
|
|
|
|
|
Banks (7.5%): |
|
|
|
|
18,178 |
|
Allegiance Bancshares, Inc. |
|
|
424,820 |
|
67,889 |
|
Ameris Bancorp |
|
|
1,546,511 |
|
44,143 |
|
Banc of California, Inc. |
|
|
446,727 |
|
18,663 |
|
BancFirst Corp. |
|
|
762,197 |
|
88,900 |
|
BankUnited, Inc. |
|
|
1,947,799 |
|
34,601 |
|
Banner Corp. |
|
|
1,116,228 |
|
47,594 |
|
Berkshire Hills Bancorp, Inc. |
|
|
481,175 |
|
80,622 |
|
Boston Private Financial Holdings, Inc. |
|
|
445,033 |
|
78,017 |
|
Brookline Bancorp, Inc. |
|
|
674,457 |
|
123,095 |
|
Cadence Bancorp |
|
|
1,057,386 |
|
27,013 |
|
Central Pacific Financial Corp. |
|
|
366,566 |
|
15,805 |
|
City Holding Co. |
|
|
910,526 |
|
70,651 |
|
Columbia Banking System, Inc. |
|
|
1,685,026 |
|
52,298 |
|
Community Bank System, Inc. |
|
|
2,848,150 |
|
28,011 |
|
Customers Bancorp, Inc.* |
|
|
313,723 |
|
124,747 |
|
CVB Financial Corp. |
|
|
2,074,544 |
|
31,311 |
|
Eagle Bancorp, Inc. |
|
|
838,822 |
|
30,804 |
|
FB Financial Corp. |
|
|
773,796 |
|
213,873 |
|
First Bancorp |
|
|
1,116,417 |
|
96,391 |
|
First Commonwealth Financial Corp. |
|
|
746,066 |
|
95,820 |
|
First Financial Bancorp |
|
|
1,150,319 |
|
127,088 |
|
First Hawaiian, Inc. |
|
|
1,838,963 |
|
111,432 |
|
First Midwest Bancorp, Inc. |
|
|
1,201,237 |
|
53,244 |
|
Great Western Bancorp, Inc. |
|
|
662,888 |
|
29,050 |
|
Hanmi Financial Corp. |
|
|
238,501 |
|
35,307 |
|
Heritage Financial Corp. |
|
|
649,296 |
|
118,808 |
|
Hope BanCorp, Inc. |
|
|
901,159 |
|
32,397 |
|
Independent Bank Corp. |
|
|
1,696,955 |
|
36,120 |
|
Independent Bank Group, Inc. |
|
|
1,595,782 |
|
30,545 |
|
National Bank Holdings Corp. |
|
|
801,806 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Banks, continued |
|
|
|
|
42,700 |
|
NBT Bancorp, Inc. |
|
$ |
1,145,214 |
|
50,693 |
|
OFG Bancorp |
|
|
631,635 |
|
162,952 |
|
Old National Bancorp |
|
|
2,046,677 |
|
92,181 |
|
Pacific Premier Bancorp, Inc. |
|
|
1,856,525 |
|
14,014 |
|
Park National Corp.^ |
|
|
1,148,587 |
|
13,348 |
|
Preferred Bank Los Angeles |
|
|
428,738 |
|
37,903 |
|
S & T Bancorp, Inc. |
|
|
670,504 |
|
52,176 |
|
Seacoast Banking Corp of Florida* |
|
|
940,733 |
|
47,371 |
|
ServisFirst Bancshares, Inc. |
|
|
1,612,035 |
|
106,881 |
|
Simmons First National Corp., Class A |
|
|
1,694,598 |
|
30,583 |
|
Southside Bancshares, Inc. |
|
|
747,143 |
|
11,994 |
|
Tompkins Financial Corp. |
|
|
681,379 |
|
22,682 |
|
Triumph BanCorp, Inc.* |
|
|
706,317 |
|
83,564 |
|
United Community Banks, Inc. |
|
|
1,414,739 |
|
48,505 |
|
Veritex Holdings, Inc. |
|
|
826,040 |
|
26,486 |
|
Westamerica Bancorp |
|
|
1,439,514 |
|
|
|
|
|
|
|
|
|
|
|
|
|
49,303,253 |
|
|
|
|
|
|
|
|
Beverages (0.4%): |
|
|
|
|
4,530 |
|
Coca-Cola Consolidated, Inc. |
|
|
1,090,280 |
|
12,816 |
|
MGP Ingredients, Inc. |
|
|
509,308 |
|
11,455 |
|
National Beverage Corp.*^ |
|
|
779,055 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,378,643 |
|
|
|
|
|
|
|
|
Biotechnology (2.3%): |
|
|
|
|
29,946 |
|
AMAG Pharmaceuticals, Inc.*^ |
|
|
281,492 |
|
61,327 |
|
Coherus Biosciences, Inc.* |
|
|
1,124,737 |
|
69,823 |
|
Cytokinetics, Inc.* |
|
|
1,511,668 |
|
11,578 |
|
Eagle Pharmaceuticals, Inc.* |
|
|
491,833 |
|
17,291 |
|
Enanta Pharmaceuticals, Inc.* |
|
|
791,582 |
|
116,573 |
|
Momenta Pharmaceuticals, Inc.* |
|
|
6,117,752 |
|
72,678 |
|
Myriad Genetics, Inc.* |
|
|
947,721 |
|
29,607 |
|
REGENXBIO, Inc.* |
|
|
814,785 |
|
143,285 |
|
Spectrum Pharmaceuticals, Inc.* |
|
|
584,603 |
|
51,914 |
|
Vanda Pharmaceuticals, Inc.* |
|
|
501,489 |
|
56,134 |
|
Xencor, Inc.* |
|
|
2,177,438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,345,100 |
|
|
|
|
|
|
|
|
Building Products (2.9%): |
|
|
|
|
39,906 |
|
AAON, Inc. |
|
|
2,404,337 |
|
16,638 |
|
American Woodmark Corp.* |
|
|
1,306,749 |
|
24,923 |
|
Apogee Enterprises, Inc. |
|
|
532,605 |
|
31,918 |
|
Gibraltar Industries, Inc.* |
|
|
2,079,139 |
|
44,139 |
|
Griffon Corp. |
|
|
862,476 |
|
18,472 |
|
Insteel Industries, Inc. |
|
|
345,426 |
|
21,721 |
|
Patrick Industries, Inc. |
|
|
1,249,392 |
|
58,182 |
|
PGT Innovations, Inc.* |
|
|
1,019,349 |
|
31,976 |
|
Quanex Building Products Corp. |
|
|
589,637 |
|
121,454 |
|
Resideo Technologies, Inc.* |
|
|
1,335,994 |
|
42,658 |
|
Simpson Manufacturing Co., Inc. |
|
|
4,144,650 |
|
60,170 |
|
UFP Industries, Inc. |
|
|
3,400,206 |
|
|
|
|
|
|
|
|
|
|
|
|
|
19,269,960 |
|
|
|
|
|
|
|
|
Capital Markets (0.9%): |
|
|
|
|
47,160 |
|
Blucora, Inc.* |
|
|
444,247 |
|
59,810 |
|
Brightsphere Investment Group, Inc. |
|
|
771,549 |
|
22,124 |
|
Calamos Asset Management Escrow Shares*(a)(b) |
|
|
|
|
29,388 |
|
Donnelley Financial Solutions, Inc.* |
|
|
392,624 |
|
14,307 |
|
Greenhill & Co., Inc. |
|
|
162,384 |
|
13,807 |
|
Piper Jaffray Cos., Inc. |
|
|
1,007,911 |
|
16,438 |
|
StoneX Group, Inc.* |
|
|
840,968 |
|
7,385 |
|
Virtus Investment Partners, Inc. |
|
|
1,023,930 |
|
64,395 |
|
Waddell & Reed Financial, Inc., Class A |
|
|
956,266 |
|
113,764 |
|
WisdomTree Investments, Inc. |
|
|
364,045 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,963,924 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Chemicals (2.8%): |
|
|
|
|
27,059 |
|
AdvanSix, Inc.* |
|
$ |
348,520 |
|
25,353 |
|
American Vanguard Corp. |
|
|
333,138 |
|
31,573 |
|
Balchem Corp. |
|
|
3,082,473 |
|
80,401 |
|
Ferro Corp.* |
|
|
996,972 |
|
25,192 |
|
Futurefuel Corp. |
|
|
286,433 |
|
47,376 |
|
GCP Applied Technologies, Inc.* |
|
|
992,527 |
|
50,555 |
|
H.B. Fuller Co. |
|
|
2,314,408 |
|
9,430 |
|
Hawkins, Inc. |
|
|
434,723 |
|
23,732 |
|
Innospec, Inc. |
|
|
1,502,710 |
|
20,343 |
|
Koppers Holdings, Inc.* |
|
|
425,372 |
|
30,910 |
|
Kraton Corp.* |
|
|
550,816 |
|
143,385 |
|
Livent Corp.* |
|
|
1,286,163 |
|
12,960 |
|
Quaker Chemical Corp. |
|
|
2,329,043 |
|
62,336 |
|
Rayonier Advanced Materials, Inc.* |
|
|
199,475 |
|
20,820 |
|
Stepan Co. |
|
|
2,269,380 |
|
25,082 |
|
Tredegar Corp. |
|
|
372,969 |
|
37,421 |
|
Trinseo SA |
|
|
959,474 |
|
|
|
|
|
|
|
|
|
|
|
|
|
18,684,596 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (1.8%): |
|
65,159 |
|
ABM Industries, Inc. |
|
|
2,388,729 |
|
47,110 |
|
Brady Corp., Class A |
|
|
1,885,342 |
|
40,854 |
|
Deluxe Corp. |
|
|
1,051,173 |
|
55,928 |
|
Interface, Inc. |
|
|
342,279 |
|
30,446 |
|
Matthews International Corp., Class A |
|
|
680,773 |
|
169,514 |
|
Pitney Bowes, Inc. |
|
|
900,119 |
|
68,019 |
|
RR Donnelley & Sons Co. |
|
|
99,308 |
|
29,749 |
|
Team, Inc.* |
|
|
163,620 |
|
14,806 |
|
UniFirst Corp. |
|
|
2,803,813 |
|
30,744 |
|
US Ecology, Inc. |
|
|
1,004,406 |
|
19,753 |
|
Viad Corp. |
|
|
411,455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,731,017 |
|
|
|
|
|
|
|
|
Communications Equipment (1.0%): |
|
47,247 |
|
ADTRAN, Inc. |
|
|
484,518 |
|
20,850 |
|
Applied Optoelectronics, Inc.*^ |
|
|
234,563 |
|
34,664 |
|
CalAmp Corp.* |
|
|
249,234 |
|
23,868 |
|
Comtech Telecommunications Corp. |
|
|
334,152 |
|
28,320 |
|
Digi International, Inc.* |
|
|
442,642 |
|
117,226 |
|
Extreme Networks, Inc.* |
|
|
471,249 |
|
94,199 |
|
Harmonic, Inc.* |
|
|
525,630 |
|
29,172 |
|
NETGEAR, Inc.* |
|
|
899,081 |
|
36,510 |
|
Plantronics, Inc. |
|
|
432,278 |
|
222,206 |
|
Viavi Solutions, Inc.* |
|
|
2,606,476 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,679,823 |
|
|
|
|
|
|
|
|
Construction & Engineering (0.9%): |
|
29,470 |
|
Aegion Corp.* |
|
|
416,411 |
|
47,452 |
|
Arcosa, Inc. |
|
|
2,092,158 |
|
35,754 |
|
Comfort Systems USA, Inc. |
|
|
1,841,689 |
|
45,332 |
|
Granite Construction, Inc. |
|
|
798,297 |
|
16,506 |
|
MYR Group, Inc.* |
|
|
613,693 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,762,248 |
|
|
|
|
|
|
|
|
Construction Materials (0.1%): |
|
|
|
|
15,196 |
|
U.S. Concrete, Inc.* |
|
|
441,292 |
|
|
|
|
|
|
|
|
Consumer Finance (1.0%): |
|
|
|
|
30,825 |
|
Encore Capital Group, Inc.* |
|
|
1,189,537 |
|
29,501 |
|
Enova International, Inc.* |
|
|
483,521 |
|
51,995 |
|
EZCORP, Inc., Class A* |
|
|
261,535 |
|
50,591 |
|
Green Dot Corp., Class A* |
|
|
2,560,411 |
|
45,111 |
|
PRA Group, Inc.* |
|
|
1,802,184 |
|
4,538 |
|
World Acceptance Corp.*^ |
|
|
478,986 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,776,174 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.1%): |
|
|
|
|
34,536 |
|
Myers Industries, Inc. |
|
|
456,911 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Distributors (0.2%): |
|
|
|
|
43,965 |
|
Core Markt Holdngs Co., Inc. |
|
$ |
1,271,907 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.2%): |
|
|
|
|
14,627 |
|
American Public Education, Inc.* |
|
|
412,335 |
|
67,312 |
|
Perdoceo Education Corp.* |
|
|
823,899 |
|
24,943 |
|
Regis Corp.* |
|
|
153,150 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,389,384 |
|
|
|
|
|
|
|
|
Diversified Telecommunication Services (1.4%): |
|
10,707 |
|
ATN International, Inc. |
|
|
536,849 |
|
50,046 |
|
Cincinnati Bell, Inc.* |
|
|
750,690 |
|
41,144 |
|
Cogent Communications Holdings, Inc. |
|
|
2,470,697 |
|
72,631 |
|
Consolidated Communications Holdings, Inc.* |
|
|
413,270 |
|
114,101 |
|
Iridium Communications, Inc.* |
|
|
2,918,704 |
|
225,813 |
|
Vonage Holdings Corp.* |
|
|
2,310,067 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,400,277 |
|
|
|
|
|
|
|
|
Electrical Equipment (0.6%): |
|
|
|
|
25,189 |
|
AZZ, Inc. |
|
|
859,449 |
|
19,634 |
|
Encore Wire Corp. |
|
|
911,410 |
|
8,387 |
|
Powell Industries, Inc. |
|
|
202,378 |
|
21,008 |
|
Vicor Corp.* |
|
|
1,632,952 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,606,189 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments &
Components (3.7%): |
|
|
|
|
79,297 |
|
Arlo Technologies, Inc.* |
|
|
417,102 |
|
28,387 |
|
Badger Meter, Inc. |
|
|
1,855,658 |
|
10,457 |
|
Bel Fuse, Inc., Class B |
|
|
111,681 |
|
34,955 |
|
Benchmark Electronics, Inc. |
|
|
704,343 |
|
30,746 |
|
CTS Corp. |
|
|
677,334 |
|
31,430 |
|
Daktronics, Inc. |
|
|
124,463 |
|
13,140 |
|
ePlus, Inc.* |
|
|
961,848 |
|
36,024 |
|
Fabrinet* |
|
|
2,270,593 |
|
17,469 |
|
FARO Technologies, Inc.* |
|
|
1,065,260 |
|
34,471 |
|
Insight Enterprises, Inc.* |
|
|
1,950,369 |
|
39,323 |
|
Itron, Inc.* |
|
|
2,388,479 |
|
88,640 |
|
Knowles Corp.* |
|
|
1,320,736 |
|
4,779 |
|
Mesa Labs, Inc. |
|
|
1,217,498 |
|
36,100 |
|
Methode Electronics, Inc., Class A |
|
|
1,028,850 |
|
18,798 |
|
MTS Systems Corp. |
|
|
359,230 |
|
16,190 |
|
OSI Systems, Inc.* |
|
|
1,256,506 |
|
10,844 |
|
PC Connection, Inc. |
|
|
445,255 |
|
28,574 |
|
Plexus Corp.* |
|
|
2,018,182 |
|
18,206 |
|
Rogers Corp.* |
|
|
1,785,280 |
|
65,719 |
|
Sanmina Corp.* |
|
|
1,777,699 |
|
24,305 |
|
ScanSource, Inc.* |
|
|
481,968 |
|
95,158 |
|
TTM Technologies, Inc.* |
|
|
1,085,753 |
|
|
|
|
|
|
|
|
|
|
|
|
|
25,304,087 |
|
|
|
|
|
|
|
|
Energy Equipment & Services (1.1%): |
|
|
|
|
126,411 |
|
Archrock, Inc. |
|
|
680,091 |
|
20,070 |
|
Bristow Group, Inc.* |
|
|
426,488 |
|
43,549 |
|
Core Laboratories NV |
|
|
664,558 |
|
34,414 |
|
Dril-Quip, Inc.* |
|
|
852,091 |
|
24,263 |
|
Exterran Corp.* |
|
|
100,934 |
|
12,582 |
|
Geospace Technologies Corp.* |
|
|
77,757 |
|
139,906 |
|
Helix Energy Solutions Group, Inc.* |
|
|
337,173 |
|
105,589 |
|
Helmerich & Payne, Inc. |
|
|
1,546,879 |
|
25,540 |
|
Matrix Service Co.* |
|
|
213,259 |
|
6,397 |
|
Nabors Industries, Ltd.*^ |
|
|
156,343 |
|
86,160 |
|
Newpark Resources, Inc.* |
|
|
90,468 |
|
98,675 |
|
Oceaneering International, Inc.* |
|
|
347,336 |
|
58,144 |
|
Oil States International, Inc.* |
|
|
158,733 |
|
183,317 |
|
Patterson-UTI Energy, Inc. |
|
|
522,453 |
|
77,570 |
|
Propetro Holding Corp.* |
|
|
314,934 |
|
59,319 |
|
RPC, Inc.* |
|
|
156,602 |
|
18,501 |
|
SEACOR Holdings, Inc.* |
|
|
538,009 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Energy Equipment & Services, continued |
|
70,893 |
|
U.S. Silica Holdings, Inc. |
|
$ |
212,679 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,396,787 |
|
|
|
|
|
|
|
|
Entertainment (0.2%): |
|
|
|
|
145,978 |
|
Glu Mobile, Inc.* |
|
|
1,120,381 |
|
23,340 |
|
Marcus Corp. |
|
|
180,418 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,300,799 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (7.4%): |
|
83,280 |
|
Acadia Realty Trust |
|
|
874,440 |
|
52,621 |
|
Agree Realty Corp. |
|
|
3,348,799 |
|
67,994 |
|
Alexander & Baldwin, Inc. |
|
|
762,213 |
|
47,341 |
|
American Assets Trust, Inc. |
|
|
1,140,445 |
|
55,134 |
|
Armada Hoffler Properties, Inc. |
|
|
510,541 |
|
164,236 |
|
Brandywine Realty Trust |
|
|
1,698,200 |
|
94,029 |
|
CareTrust REIT, Inc. |
|
|
1,673,246 |
|
45,823 |
|
Chatham Lodging Trust |
|
|
349,171 |
|
21,373 |
|
Community Healthcare Trust, Inc. |
|
|
999,401 |
|
114,936 |
|
CoreCivic, Inc. |
|
|
919,488 |
|
195,046 |
|
DiamondRock Hospitality Co. |
|
|
988,883 |
|
233,192 |
|
Diversified Healthcare Trust |
|
|
820,836 |
|
78,091 |
|
Easterly Government Properties, Inc. |
|
|
1,750,019 |
|
69,620 |
|
Four Corners Property Trust, Inc. |
|
|
1,781,576 |
|
91,877 |
|
Franklin Street Properties Corp. |
|
|
336,270 |
|
34,276 |
|
Getty Realty Corp. |
|
|
891,519 |
|
89,217 |
|
Global Net Lease, Inc. |
|
|
1,418,550 |
|
36,167 |
|
Hersha Hospitality Trust |
|
|
200,365 |
|
93,390 |
|
Independence Realty Trust, Inc. |
|
|
1,082,390 |
|
64,372 |
|
Industrial Logistics Properties Trust |
|
|
1,407,816 |
|
21,396 |
|
Innovative Industrial Properties, Inc. |
|
|
2,655,458 |
|
12,451 |
|
Investors Real Estate Trust |
|
|
811,432 |
|
74,036 |
|
iStar, Inc. |
|
|
874,365 |
|
82,042 |
|
Kite Realty Group Trust |
|
|
950,046 |
|
270,068 |
|
Lexington Realty Trust |
|
|
2,822,211 |
|
38,013 |
|
LTC Properties, Inc. |
|
|
1,325,133 |
|
82,622 |
|
Mack-Cali Realty Corp. |
|
|
1,042,690 |
|
60,937 |
|
National Storage Affiliates |
|
|
1,993,249 |
|
21,604 |
|
NexPoint Residential Trust, Inc. |
|
|
958,137 |
|
46,697 |
|
Office Properties Income Trust |
|
|
967,562 |
|
114,404 |
|
Retail Opportunity Investments Corp. |
|
|
1,191,518 |
|
209,536 |
|
Retail Properties of America, Inc., Class A |
|
|
1,217,404 |
|
77,662 |
|
Rpt Realty |
|
|
422,481 |
|
13,702 |
|
Safehold, Inc.^ |
|
|
850,894 |
|
11,291 |
|
Saul Centers, Inc. |
|
|
300,115 |
|
146,922 |
|
SITE Centers Corp. |
|
|
1,057,838 |
|
103,043 |
|
Summit Hotel Properties, Inc. |
|
|
533,763 |
|
89,888 |
|
Tanger Factory Outlet Centers, Inc.^ |
|
|
542,025 |
|
190,505 |
|
Uniti Group, Inc. |
|
|
2,006,970 |
|
12,465 |
|
Universal Health Realty Income Trust |
|
|
710,380 |
|
26,970 |
|
Urstadt Biddle Properties, Inc., Class A |
|
|
248,124 |
|
174,853 |
|
Washington Prime Group, Inc.^ |
|
|
113,200 |
|
79,120 |
|
Washington Real Estate |
|
|
1,592,686 |
|
37,205 |
|
Whitestone REIT |
|
|
223,230 |
|
110,922 |
|
Xenia Hotels & Resorts, Inc. |
|
|
973,895 |
|
|
|
|
|
|
|
|
|
|
|
|
|
49,338,974 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.6%): |
|
|
|
|
22,679 |
|
PriceSmart, Inc. |
|
|
1,507,019 |
|
34,853 |
|
SpartanNash Co. |
|
|
569,847 |
|
29,851 |
|
The Andersons, Inc. |
|
|
572,244 |
|
31,356 |
|
The Chefs Warehouse, Inc.* |
|
|
455,916 |
|
53,854 |
|
United Natural Foods, Inc.* |
|
|
800,809 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,905,835 |
|
|
|
|
|
|
|
|
Food Products (1.2%): |
|
|
|
|
62,866 |
|
B&G Foods, Inc.^ |
|
|
1,745,789 |
|
16,151 |
|
Calavo Growers, Inc. |
|
|
1,070,327 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Food Products, continued |
|
|
|
|
35,944 |
|
Cal-Maine Foods, Inc.* |
|
$ |
1,379,171 |
|
29,277 |
|
Fresh Del Monte Produce, Inc. |
|
|
671,029 |
|
14,440 |
|
J & J Snack Foods Corp. |
|
|
1,882,831 |
|
8,376 |
|
John B Sanfilippo And Son, Inc. |
|
|
631,383 |
|
6,381 |
|
Seneca Foods Corp., Class A* |
|
|
227,993 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,608,523 |
|
|
|
|
|
|
|
|
Gas Utilities (0.7%): |
|
|
|
|
16,236 |
|
Chesapeake Utilities Corp. |
|
|
1,368,695 |
|
29,519 |
|
Northwest Natural Holding Co. |
|
|
1,339,867 |
|
97,501 |
|
South Jersey Industries, Inc. |
|
|
1,878,844 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,587,406 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (3.5%): |
|
35,694 |
|
AngioDynamics, Inc.* |
|
|
430,470 |
|
13,642 |
|
Anika Therapeutics, Inc.* |
|
|
482,790 |
|
38,952 |
|
Cardiovascular Systems, Inc.* |
|
|
1,532,761 |
|
27,977 |
|
CONMED Corp. |
|
|
2,200,951 |
|
36,771 |
|
CryoLife, Inc.* |
|
|
679,160 |
|
17,736 |
|
Cutera, Inc.* |
|
|
336,452 |
|
43,835 |
|
Glaukos Corp.*^ |
|
|
2,170,709 |
|
8,820 |
|
Heska Corp.* |
|
|
871,328 |
|
17,873 |
|
Inogen, Inc.* |
|
|
518,317 |
|
32,059 |
|
Integer Holdings Corp.* |
|
|
1,891,802 |
|
33,291 |
|
Invacare Corp. |
|
|
250,348 |
|
65,626 |
|
Lantheus Holdings, Inc.* |
|
|
831,481 |
|
16,670 |
|
LeMaitre Vascular, Inc. |
|
|
542,275 |
|
42,153 |
|
Meridian Bioscience, Inc.* |
|
|
715,758 |
|
48,080 |
|
Merit Medical Systems, Inc.* |
|
|
2,091,480 |
|
32,844 |
|
Natus Medical, Inc.* |
|
|
562,618 |
|
51,714 |
|
Neogen Corp.* |
|
|
4,046,622 |
|
70,443 |
|
OraSure Technologies, Inc.* |
|
|
857,291 |
|
18,373 |
|
Orthofix Medical, Inc.* |
|
|
572,135 |
|
13,545 |
|
Surmodics, Inc.* |
|
|
527,036 |
|
18,883 |
|
Tactile Systems Technology, Inc.* |
|
|
690,929 |
|
37,284 |
|
Varex Imaging Corp.* |
|
|
474,252 |
|
19,716 |
|
Zynex, Inc.*^ |
|
|
344,044 |
|
|
|
|
|
|
|
|
|
|
|
|
|
23,621,009 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (3.8%): |
|
14,546 |
|
Addus HomeCare Corp.* |
|
|
1,374,742 |
|
45,837 |
|
AMN Healthcare Services, Inc.* |
|
|
2,679,631 |
|
33,131 |
|
BioTelemetry, Inc.* |
|
|
1,510,111 |
|
110,845 |
|
Community Health Systems, Inc.* |
|
|
467,766 |
|
8,829 |
|
CorVel Corp.* |
|
|
754,261 |
|
96,424 |
|
Covetrus, Inc.* |
|
|
2,352,746 |
|
34,146 |
|
Cross Country Healthcare, Inc.* |
|
|
221,608 |
|
49,393 |
|
Ensign Group, Inc. (The) |
|
|
2,818,365 |
|
11,519 |
|
Fulgent Genetics, Inc.*^ |
|
|
461,221 |
|
37,062 |
|
Hanger, Inc.* |
|
|
586,321 |
|
21,934 |
|
Magellan Health, Inc.* |
|
|
1,662,159 |
|
63,338 |
|
Owens & Minor, Inc. |
|
|
1,590,417 |
|
11,930 |
|
Providence Service Corp.* |
|
|
1,108,416 |
|
113,427 |
|
R1 RCM, Inc.* |
|
|
1,945,273 |
|
42,135 |
|
RadNet, Inc.* |
|
|
646,772 |
|
104,663 |
|
Select Medical Holdings Corp.* |
|
|
2,179,084 |
|
24,808 |
|
The Pennant Group, Inc.* |
|
|
956,596 |
|
36,963 |
|
Tivity Health, Inc.* |
|
|
518,221 |
|
12,516 |
|
U.S. Physical Therapy, Inc. |
|
|
1,087,390 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,921,100 |
|
|
|
|
|
|
|
|
Health Care Technology (1.5%): |
|
|
|
|
159,304 |
|
Allscripts Healthcare Solutions, Inc.* |
|
|
1,296,735 |
|
12,829 |
|
Computer Programs & Systems, Inc. |
|
|
354,209 |
|
24,606 |
|
HealthStream, Inc.* |
|
|
493,842 |
|
86,185 |
|
HMS Holdings Corp.* |
|
|
2,064,131 |
|
54,524 |
|
NextGen Healthcare, Inc.* |
|
|
694,636 |
|
41,749 |
|
Omnicell, Inc.* |
|
|
3,116,980 |
|
14,995 |
|
Simulations Plus, Inc. |
|
|
1,130,023 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Health Care Technology, continued |
|
|
|
|
20,591 |
|
Tabula Rasa Healthcare, Inc.*^ |
|
$ |
839,495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,990,051 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (1.6%): |
|
|
|
|
22,039 |
|
BJs Restaurants, Inc. |
|
|
648,828 |
|
78,102 |
|
Bloomin Brands, Inc. |
|
|
1,192,618 |
|
44,304 |
|
Brinker International, Inc. |
|
|
1,892,667 |
|
41,074 |
|
Cheesecake Factory, Inc. (The)^ |
|
|
1,139,393 |
|
19,526 |
|
Chuys Holdings, Inc.* |
|
|
382,319 |
|
46,430 |
|
Dave & Busters Entertainment, Inc.^ |
|
|
703,879 |
|
16,238 |
|
Dine Brands Global, Inc. |
|
|
886,432 |
|
19,714 |
|
El Pollo Loco Holdings, Inc.* |
|
|
319,367 |
|
17,907 |
|
Fiesta Restaurant Group, Inc.* |
|
|
167,789 |
|
12,797 |
|
Monarch Casino & Resort, Inc.* |
|
|
570,746 |
|
15,225 |
|
Red Robin Gourmet Burgers*^ |
|
|
200,361 |
|
31,904 |
|
Ruths Hospitality Group, Inc. |
|
|
352,858 |
|
34,927 |
|
Shake Shack, Inc., Class A*^ |
|
|
2,252,092 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,709,349 |
|
|
|
|
|
|
|
|
Household Durables (3.1%): |
|
|
|
|
8,333 |
|
Cavco Industries, Inc.* |
|
|
1,502,523 |
|
28,670 |
|
Century Communities, Inc.* |
|
|
1,213,601 |
|
20,594 |
|
Ethan Allen Interiors, Inc. |
|
|
278,843 |
|
22,453 |
|
Installed Building Products, Inc.* |
|
|
2,284,593 |
|
27,297 |
|
iRobot Corp.*^ |
|
|
2,071,842 |
|
44,636 |
|
La-Z-Boy, Inc. |
|
|
1,411,837 |
|
21,759 |
|
LGI Homes, Inc.* |
|
|
2,527,743 |
|
28,180 |
|
M/I Homes, Inc.* |
|
|
1,297,689 |
|
49,384 |
|
MDC Holdings, Inc. |
|
|
2,325,986 |
|
37,019 |
|
Meritage Homes Corp.* |
|
|
4,086,528 |
|
48,238 |
|
Tupperware Brands Corp.* |
|
|
972,478 |
|
13,357 |
|
Universal Electronics, Inc.* |
|
|
504,093 |
|
|
|
|
|
|
|
|
|
|
|
|
|
20,477,756 |
|
|
|
|
|
|
|
|
Household Products (0.7%): |
|
|
|
|
9,343 |
|
Central Garden & Pet Co.* |
|
|
373,066 |
|
38,382 |
|
Central Garden & Pet Co., Class A* |
|
|
1,387,125 |
|
13,302 |
|
WD-40 Co. |
|
|
2,518,202 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,278,393 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.1%): |
|
|
|
|
34,684 |
|
Raven Industries, Inc. |
|
|
746,400 |
|
|
|
|
|
|
|
|
Insurance (3.4%): |
|
|
|
|
47,563 |
|
AMBAC Financial Group, Inc.* |
|
|
607,380 |
|
92,559 |
|
American Equity Investment Life Holding Co. |
|
|
2,035,372 |
|
20,077 |
|
Amerisafe, Inc. |
|
|
1,151,617 |
|
25,363 |
|
eHealth, Inc.* |
|
|
2,003,677 |
|
29,991 |
|
Employers Holdings, Inc. |
|
|
907,228 |
|
11,676 |
|
Fidelity National Financial, Inc. |
|
|
365,576 |
|
6,848 |
|
HCI Group, Inc. |
|
|
337,538 |
|
40,917 |
|
Horace Mann Educators Corp. |
|
|
1,366,628 |
|
30,699 |
|
James River Group Holdings |
|
|
1,367,027 |
|
21,172 |
|
Kinsale Capital Group, Inc. |
|
|
4,026,491 |
|
21,645 |
|
Palomar Holdings, Inc.* |
|
|
2,256,275 |
|
53,366 |
|
ProAssurance Corp. |
|
|
834,644 |
|
14,283 |
|
Safety Insurance Group, Inc. |
|
|
986,812 |
|
27,154 |
|
Stewart Information Services Corp. |
|
|
1,187,444 |
|
86,413 |
|
Third Point Reinsurance, Ltd.* |
|
|
600,570 |
|
14,301 |
|
Trupanion, Inc.* |
|
|
1,128,349 |
|
22,479 |
|
United Fire Group, Inc. |
|
|
456,773 |
|
22,986 |
|
United Insurance Holdings Co. |
|
|
139,295 |
|
29,574 |
|
Universal Insurance Holdings, Inc. |
|
|
409,304 |
|
|
|
|
|
|
|
|
|
|
|
|
|
22,168,000 |
|
|
|
|
|
|
|
|
Interactive Media & Services (0.1%): |
|
|
|
|
48,281 |
|
QuinStreet, Inc.* |
|
|
764,771 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (0.9%): |
|
|
|
|
26,152 |
|
Liquidity Services, Inc.* |
|
|
195,094 |
|
|
|
|
|
|
|
|
Shares |
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Internet & Direct Marketing Retail, continued |
|
20,077 |
|
PetMed Express, Inc.^ |
|
$ |
634,835 |
|
21,718 |
|
Shutterstock, Inc. |
|
|
1,130,205 |
|
17,243 |
|
Stamps.com, Inc.* |
|
|
4,154,700 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,114,834 |
|
|
|
|
|
|
|
|
IT Services (2.3%): |
|
|
|
|
34,658 |
|
Cardtronics plc* |
|
|
686,228 |
|
32,052 |
|
CSG Systems International, Inc. |
|
|
1,312,529 |
|
58,483 |
|
Evertec, Inc. |
|
|
2,029,945 |
|
33,409 |
|
Exlservice Holdings, Inc.* |
|
|
2,203,991 |
|
26,520 |
|
ManTech International Corp., Class A |
|
|
1,826,698 |
|
65,237 |
|
NIC, Inc. |
|
|
1,285,169 |
|
32,858 |
|
Perficient, Inc.* |
|
|
1,404,351 |
|
38,984 |
|
Sykes Enterprises, Inc.* |
|
|
1,333,643 |
|
18,149 |
|
TTEC Holdings, Inc. |
|
|
990,028 |
|
62,012 |
|
Unisys Corp.* |
|
|
661,668 |
|
27,935 |
|
Virtusa Corp.* |
|
|
1,373,285 |
|
|
|
|
|
|
|
|
|
|
|
|
|
15,107,535 |
|
|
|
|
|
|
|
|
Leisure Products (1.1%): |
|
|
|
|
92,314 |
|
Callaway Golf Co. |
|
|
1,766,890 |
|
17,169 |
|
Sturm, Ruger & Co., Inc. |
|
|
1,050,056 |
|
57,254 |
|
Vista Outdoor, Inc.* |
|
|
1,155,386 |
|
73,739 |
|
YETI Holdings, Inc.* |
|
|
3,341,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,314,183 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.8%): |
|
|
|
|
42,157 |
|
Luminex Corp. |
|
|
1,106,621 |
|
108,736 |
|
Neogenomics, Inc.* |
|
|
4,011,271 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,117,892 |
|
|
|
|
|
|
|
|
Machinery (6.2%): |
|
|
|
|
9,593 |
|
Alamo Group, Inc. |
|
|
1,036,332 |
|
29,866 |
|
Albany International Corp., Class A |
|
|
1,478,666 |
|
22,407 |
|
Astec Industries, Inc. |
|
|
1,215,580 |
|
45,031 |
|
Barnes Group, Inc. |
|
|
1,609,408 |
|
34,542 |
|
Chart Industries, Inc.* |
|
|
2,427,266 |
|
19,826 |
|
CIRCOR International, Inc.* |
|
|
542,241 |
|
14,724 |
|
DMC Global, Inc. |
|
|
485,009 |
|
58,525 |
|
Enerpac Tool Group Corp.* |
|
|
1,100,855 |
|
20,024 |
|
EnPro Industries, Inc. |
|
|
1,129,554 |
|
25,464 |
|
ESCO Technologies, Inc. |
|
|
2,051,380 |
|
59,112 |
|
Federal Signal Corp. |
|
|
1,729,026 |
|
37,627 |
|
Franklin Electric Co., Inc. |
|
|
2,213,596 |
|
77,146 |
|
Harsco Corp.* |
|
|
1,073,101 |
|
73,599 |
|
Hillenbrand, Inc. |
|
|
2,087,268 |
|
31,060 |
|
John Bean Technologies Corp. |
|
|
2,854,103 |
|
10,570 |
|
Lindsay Corp. |
|
|
1,021,908 |
|
16,836 |
|
Lydall, Inc.* |
|
|
278,467 |
|
70,638 |
|
Meritor, Inc.* |
|
|
1,479,160 |
|
55,296 |
|
Mueller Industries, Inc. |
|
|
1,496,310 |
|
26,188 |
|
Proto Labs, Inc.* |
|
|
3,391,346 |
|
43,822 |
|
SPX Corp.* |
|
|
2,032,464 |
|
41,767 |
|
SPX FLOW, Inc.* |
|
|
1,788,463 |
|
11,754 |
|
Standex International Corp. |
|
|
695,837 |
|
17,946 |
|
Tennant Co. |
|
|
1,083,221 |
|
32,061 |
|
The Greenbrier Cos., Inc. |
|
|
942,593 |
|
51,332 |
|
Titan International, Inc. |
|
|
148,349 |
|
51,881 |
|
Wabash National Corp. |
|
|
620,497 |
|
26,649 |
|
Watts Water Technologies, Inc., Class A |
|
|
2,668,897 |
|
|
|
|
|
|
|
|
|
|
|
|
|
40,680,897 |
|
|
|
|
|
|
|
|
Marine (0.3%): |
|
42,068 |
|
Matson, Inc. |
|
|
1,686,506 |
|
|
|
|
|
|
|
|
Media (0.4%): |
|
55,910 |
|
E.W. Scripps Co. (The), Class A |
|
|
639,611 |
|
128,158 |
|
Gannett Co, Inc.* |
|
|
166,605 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Media, continued |
|
|
|
|
39,183 |
|
Meredith Corp. |
|
$ |
514,081 |
|
28,454 |
|
Scholastic Corp. |
|
|
597,249 |
|
23,315 |
|
TechTarget, Inc.* |
|
|
1,024,928 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,942,474 |
|
|
|
|
|
|
|
|
Metals & Mining (1.5%): |
|
|
|
|
122,741 |
|
Allegheny Technologies, Inc.* |
|
|
1,070,302 |
|
94,978 |
|
Arconic Corp.* |
|
|
1,809,331 |
|
46,210 |
|
Carpenter Technology Corp. |
|
|
839,174 |
|
49,893 |
|
Century Aluminum Co.* |
|
|
355,238 |
|
392,176 |
|
Cleveland-Cliffs, Inc.^ |
|
|
2,517,769 |
|
10,814 |
|
Haynes International, Inc. |
|
|
184,811 |
|
15,159 |
|
Kaiser Aluminum Corp. |
|
|
812,371 |
|
19,767 |
|
Materion Corp. |
|
|
1,028,477 |
|
8,238 |
|
Olympic Steel, Inc. |
|
|
93,584 |
|
79,926 |
|
SunCoke Energy, Inc. |
|
|
273,347 |
|
37,591 |
|
TimkenSteel Corp.* |
|
|
133,448 |
|
50,167 |
|
Warrior Met Coal, Inc. |
|
|
856,852 |
|
|
|
|
|
|
|
|
|
|
|
|
|
9,974,704 |
|
|
|
|
|
|
|
|
Mortgage Real Estate Investment Trusts (1.1%): |
|
132,029 |
|
Apollo Commercial Real Estate Finance, Inc. |
|
|
1,189,581 |
|
63,176 |
|
Armour Residential REIT, Inc. |
|
|
600,804 |
|
94,330 |
|
Capstead Mortgage Corp. |
|
|
530,135 |
|
53,168 |
|
Granite Point Mortgage Trust, Inc. |
|
|
376,961 |
|
175,325 |
|
Invesco Mortgage Capital, Inc.^ |
|
|
475,131 |
|
26,555 |
|
KKR Real Estate Finance Trust, Inc. |
|
|
438,954 |
|
367,830 |
|
New York Mortgage Trust, Inc. |
|
|
937,967 |
|
97,355 |
|
Pennymac Mortgage Investment Trust |
|
|
1,564,494 |
|
40,965 |
|
Ready Capital Corp. |
|
|
458,808 |
|
113,278 |
|
Redwood Trust, Inc. |
|
|
851,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,424,686 |
|
|
|
|
|
|
|
|
Multiline Retail (0.5%): |
|
|
|
|
34,993 |
|
Big Lots, Inc. |
|
|
1,560,688 |
|
302,316 |
|
Macys, Inc.^ |
|
|
1,723,201 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,283,889 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.3%): |
|
|
|
|
65,600 |
|
Avista Corp. |
|
|
2,238,272 |
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (1.6%): |
|
|
|
|
18,251 |
|
Bonanza Creek Energy, Inc.* |
|
|
343,119 |
|
38,038 |
|
Callon Petroleum Co.*^ |
|
|
183,343 |
|
24,208 |
|
CONSOL Energy, Inc.* |
|
|
107,241 |
|
32,466 |
|
Dorian LPG, Ltd.* |
|
|
260,053 |
|
33,417 |
|
Green Plains, Inc.* |
|
|
517,295 |
|
149,563 |
|
Gulfport Energy Corp.* |
|
|
78,835 |
|
8,241 |
|
Laredo Petroleum, Inc.* |
|
|
80,762 |
|
108,294 |
|
Matador Resources Co.* |
|
|
894,508 |
|
293,501 |
|
Oasis Petroleum, Inc.*^ |
|
|
82,180 |
|
39,139 |
|
PAR Pacific Holdings, Inc.* |
|
|
264,971 |
|
93,166 |
|
PBF Energy, Inc., Class A |
|
|
530,115 |
|
97,970 |
|
PDC Energy, Inc.* |
|
|
1,214,338 |
|
14,566 |
|
Penn Virginia Corp.* |
|
|
143,475 |
|
235,348 |
|
QEP Resources, Inc. |
|
|
212,472 |
|
251,992 |
|
Range Resources Corp. |
|
|
1,668,187 |
|
38,662 |
|
Renewable Energy Group, Inc.* |
|
|
2,065,325 |
|
5,302 |
|
REX American Resources Corp.* |
|
|
347,864 |
|
100,515 |
|
SM Energy Co. |
|
|
159,819 |
|
593,780 |
|
Southwestern Energy Co.* |
|
|
1,395,383 |
|
23,118 |
|
Talos Energy, Inc.* |
|
|
149,111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
10,698,396 |
|
|
|
|
|
|
|
|
Paper & Forest Products (0.7%): |
|
|
|
|
38,663 |
|
Boise Cascade Co. |
|
|
1,543,427 |
|
16,614 |
|
Clearwater Paper Corp.* |
|
|
630,335 |
|
38,004 |
|
Mercer International, Inc. |
|
|
250,826 |
|
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Paper & Forest Products, continued |
|
|
|
|
15,861 |
|
Neenah, Inc. |
|
$ |
594,312 |
|
42,817 |
|
P.H. Glatfelter Co. |
|
|
589,590 |
|
30,102 |
|
Schweitzer-Mauduit International, Inc. |
|
|
914,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,523,290 |
|
|
|
|
|
|
|
|
Personal Products (0.5%): |
|
|
|
|
16,837 |
|
Inter Parfums, Inc. |
|
|
628,862 |
|
11,524 |
|
Medifast, Inc. |
|
|
1,895,122 |
|
11,659 |
|
Usana Health Sciences, Inc.* |
|
|
858,685 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,382,669 |
|
|
|
|
|
|
|
|
Pharmaceuticals (1.2%): |
|
|
|
|
35,377 |
|
Amphastar Pharmaceuticals, Inc.* |
|
|
663,319 |
|
9,121 |
|
ANI Pharmaceuticals, Inc.* |
|
|
257,303 |
|
102,110 |
|
Corcept Therapeutics, Inc.* |
|
|
1,777,225 |
|
224,827 |
|
Endo International plc* |
|
|
741,929 |
|
60,624 |
|
Innoviva, Inc.* |
|
|
633,521 |
|
32,243 |
|
Lannett Co., Inc.* |
|
|
197,005 |
|
42,145 |
|
Pacira BioSciences, Inc.* |
|
|
2,533,757 |
|
19,499 |
|
Phibro Animal Health Corp., Class A |
|
|
339,283 |
|
51,304 |
|
Supernus Pharmaceuticals, Inc.* |
|
|
1,069,175 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,212,517 |
|
|
|
|
|
|
|
|
Professional Services (1.1%): |
|
|
|
|
50,368 |
|
Exponent, Inc. |
|
|
3,628,008 |
|
10,808 |
|
Forrester Research, Inc.* |
|
|
354,394 |
|
18,616 |
|
Heidrick & Struggles International, Inc. |
|
|
365,804 |
|
32,237 |
|
Kelly Services, Inc., Class A |
|
|
549,318 |
|
54,323 |
|
Korn Ferry |
|
|
1,575,368 |
|
28,171 |
|
Resources Connection, Inc. |
|
|
325,375 |
|
35,158 |
|
Trueblue, Inc.* |
|
|
544,597 |
|
|
|
|
|
|
|
|
|
|
|
|
|
7,342,864 |
|
|
|
|
|
|
|
|
Real Estate Management & Development (0.7%): |
|
99,487 |
|
Essential Properties Realty Trust, Inc. |
|
|
1,822,601 |
|
23,328 |
|
Marcus & Millichap, Inc.* |
|
|
641,987 |
|
17,772 |
|
RE/MAX Holdings, Inc., Class A |
|
|
581,678 |
|
114,262 |
|
Realogy Holdings Corp.* |
|
|
1,078,633 |
|
30,582 |
|
The St Joe Co.* |
|
|
630,907 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,755,806 |
|
|
|
|
|
|
|
|
Road & Rail (0.9%): |
|
|
|
|
25,187 |
|
ArcBest Corp. |
|
|
782,308 |
|
47,478 |
|
Heartland Express, Inc. |
|
|
883,091 |
|
58,282 |
|
Marten Transport, Ltd. |
|
|
951,162 |
|
25,748 |
|
Saia, Inc.* |
|
|
3,247,853 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,864,414 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor
Equipment (3.8%): |
|
|
|
|
37,600 |
|
Advanced Energy Industries, Inc.* |
|
|
2,366,544 |
|
33,060 |
|
Axcelis Technologies, Inc.* |
|
|
727,320 |
|
72,176 |
|
Brooks Automation, Inc. |
|
|
3,338,862 |
|
21,998 |
|
CEVA, Inc.* |
|
|
866,061 |
|
41,665 |
|
Cohu, Inc. |
|
|
715,805 |
|
41,088 |
|
Diodes, Inc.* |
|
|
2,319,418 |
|
21,331 |
|
DSP Group, Inc.* |
|
|
281,143 |
|
75,642 |
|
FormFactor, Inc.* |
|
|
1,885,755 |
|
22,245 |
|
Ichor Holdings, Ltd.* |
|
|
479,825 |
|
60,201 |
|
Kulicke & Soffa Industries, Inc. |
|
|
1,348,502 |
|
65,440 |
|
MaxLinear, Inc., Class A* |
|
|
1,520,826 |
|
48,045 |
|
Onto Innovation, Inc.* |
|
|
1,430,780 |
|
29,419 |
|
PDF Solutions, Inc.* |
|
|
550,429 |
|
62,270 |
|
Photronics, Inc.* |
|
|
620,209 |
|
58,235 |
|
Power Integrations, Inc. |
|
|
3,226,219 |
|
111,722 |
|
Rambus, Inc.* |
|
|
1,529,474 |
|
13,661 |
|
SMART Global Holdings, Inc.* |
|
|
373,492 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks, continued |
|
|
|
|
Semiconductors & Semiconductor Equipment, continued |
|
|
|
|
39,588 |
|
Ultra Clean Holdings, Inc.* |
|
$ |
849,558 |
|
48,242 |
|
Veeco Instruments, Inc.* |
|
|
562,984 |
|
|
|
|
|
|
|
|
|
|
|
|
|
24,993,206 |
|
|
|
|
|
|
|
|
Software (2.6%): |
|
|
|
|
102,075 |
|
8x8, Inc.* |
|
|
1,587,266 |
|
20,227 |
|
Agilysys, Inc.* |
|
|
488,684 |
|
43,850 |
|
Alarm.com Holding, Inc.* |
|
|
2,422,713 |
|
38,269 |
|
Bottomline Technologies, Inc.* |
|
|
1,613,421 |
|
22,956 |
|
Ebix, Inc. |
|
|
472,894 |
|
60,452 |
|
LivePerson, Inc.* |
|
|
3,142,898 |
|
7,075 |
|
MicroStrategy, Inc., Class A* |
|
|
1,065,212 |
|
33,555 |
|
OneSpan, Inc.* |
|
|
703,313 |
|
44,292 |
|
Progress Software Corp. |
|
|
1,624,631 |
|
34,849 |
|
Sps Commerce, Inc.* |
|
|
2,713,692 |
|
105,992 |
|
Xperi Holding Corp. |
|
|
1,217,848 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,052,572 |
|
|
|
|
|
|
|
|
Specialty Retail (3.2%): |
|
|
|
|
61,043 |
|
Abercrombie & Fitch Co., Class A |
|
|
850,329 |
|
6,279 |
|
Americas Car Mart, Inc.* |
|
|
532,962 |
|
18,869 |
|
Asbury Automotive Group, Inc.* |
|
|
1,838,784 |
|
30,293 |
|
Barnes & Noble Education, Inc.* |
|
|
78,156 |
|
123,770 |
|
Bed Bath & Beyond, Inc.^ |
|
|
1,854,075 |
|
28,477 |
|
Boot Barn Holdings, Inc.* |
|
|
801,343 |
|
37,683 |
|
Caleres, Inc. |
|
|
360,249 |
|
18,565 |
|
Cato Corp., Class A |
|
|
145,178 |
|
107,511 |
|
Chicos FAS, Inc. |
|
|
104,554 |
|
18,617 |
|
Conns, Inc.* |
|
|
196,968 |
|
57,150 |
|
Designer Brands, Inc., Class A |
|
|
310,325 |
|
53,707 |
|
GameStop Corp., Class A*^ |
|
|
547,811 |
|
13,504 |
|
Genesco, Inc.* |
|
|
290,876 |
|
16,830 |
|
Group 1 Automotive, Inc. |
|
|
1,487,604 |
|
36,576 |
|
Guess?, Inc. |
|
|
425,013 |
|
16,808 |
|
Haverty Furniture Cos., Inc. |
|
|
351,960 |
|
16,324 |
|
Hibbett Sports, Inc.* |
|
|
640,227 |
|
28,807 |
|
Lumber Liquidators Holdings, Inc.* |
|
|
635,194 |
|
21,606 |
|
MarineMax, Inc.* |
|
|
554,626 |
|
72,313 |
|
Michaels Cos., Inc. (The)*^ |
|
|
698,182 |
|
32,169 |
|
Monro, Inc. |
|
|
1,305,096 |
|
51,487 |
|
ODP Corp. (The)* |
|
|
1,001,422 |
|
47,158 |
|
Rent-A-Center, Inc. |
|
|
1,409,553 |
|
8,405 |
|
Shoe Carnival, Inc.^ |
|
|
282,240 |
|
50,949 |
|
Signet Jewelers, Ltd. |
|
|
952,746 |
|
27,128 |
|
Sleep Number Corp.* |
|
|
1,326,830 |
|
23,836 |
|
Sonic Automotive, Inc., Class A |
|
|
957,254 |
|
27,874 |
|
The Buckle, Inc.^ |
|
|
568,351 |
|
14,037 |
|
The Childrens Place, Inc.^ |
|
|
397,949 |
|
20,302 |
|
Zumiez, Inc.* |
|
|
564,802 |
|
|
|
|
|
|
|
|
|
|
|
|
|
21,470,659 |
|
|
|
|
|
|
|
|
Technology Hardware, Storage &
Peripherals (0.2%): |
|
|
|
|
119,927 |
|
3D Systems Corp.*^ |
|
|
588,842 |
|
76,774 |
|
Diebold Nixdorf, Inc.* |
|
|
586,553 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,175,395 |
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods (1.8%): |
|
146,635 |
|
Capri Holdings, Ltd.* |
|
|
2,639,431 |
|
66,250 |
|
Crocs, Inc.* |
|
|
2,830,863 |
|
44,877 |
|
Fossil Group, Inc.* |
|
|
257,594 |
|
41,895 |
|
G-III Apparel Group, Ltd.* |
|
|
549,243 |
|
45,520 |
|
Kontoor Brands, Inc. |
|
|
1,101,584 |
|
15,443 |
|
Movado Group, Inc. |
|
|
153,503 |
|
16,140 |
|
Oxford Industries, Inc. |
|
|
651,410 |
|
74,155 |
|
Steven Madden, Ltd. |
|
|
1,446,023 |
|
14,271 |
|
Unifi, Inc.* |
|
|
183,240 |
|
20,935 |
|
Vera Bradley, Inc.* |
|
|
127,913 |
|
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Textiles, Apparel & Luxury Goods, continued |
|
79,780 |
|
Wolverine World Wide, Inc. |
|
$ |
2,061,515 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,002,319 |
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance (1.7%): |
|
|
|
|
51,810 |
|
Axos Financial, Inc.* |
|
|
1,207,691 |
|
27,765 |
|
Dime Community Bancshares, Inc. |
|
|
314,022 |
|
41,479 |
|
Flagstar Bancorp, Inc. |
|
|
1,229,023 |
|
22,858 |
|
HomeStreet, Inc. |
|
|
588,822 |
|
33,831 |
|
Meta Financial Group, Inc. |
|
|
650,232 |
|
72,029 |
|
Mr Cooper Group, Inc.* |
|
|
1,607,687 |
|
83,400 |
|
NMI Holdings, Inc., Class A* |
|
|
1,484,520 |
|
45,074 |
|
Northfield Bancorp, Inc. |
|
|
411,075 |
|
119,451 |
|
Northwest Bancshares, Inc. |
|
|
1,098,949 |
|
71,210 |
|
Provident Financial Services, Inc. |
|
|
868,762 |
|
93,939 |
|
TrustCo Bank Corp NY |
|
|
490,362 |
|
28,537 |
|
Wawlker & Dunlop, Inc. |
|
|
1,512,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
11,463,606 |
|
|
|
|
|
|
|
|
Tobacco (0.3%): |
|
|
|
|
23,242 |
|
Universal Corp. |
|
|
973,375 |
|
123,723 |
|
Vector Group, Ltd. |
|
|
1,198,876 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,172,251 |
|
|
|
|
|
|
|
|
Trading Companies & Distributors (0.8%): |
|
|
|
|
38,012 |
|
Applied Industrial Technologies, Inc. |
|
|
2,094,461 |
|
15,591 |
|
DXP Enterprises, Inc.* |
|
|
251,483 |
|
22,022 |
|
Foundation Building Materials, Inc.* |
|
|
346,186 |
|
41,826 |
|
GMS, Inc.* |
|
|
1,008,007 |
|
26,525 |
|
Kaman Corp., Class A |
|
|
1,033,679 |
|
106,200 |
|
NOW, Inc.* |
|
|
482,148 |
|
11,879 |
|
Veritiv Corp.* |
|
|
150,388 |
|
|
|
|
|
|
|
|
|
|
|
|
|
5,366,352 |
|
|
|
|
|
|
|
|
Water Utilities (0.7%): |
|
|
|
|
35,973 |
|
American States Water Co. |
|
|
2,696,177 |
|
48,132 |
|
California Water Service Group |
|
|
2,091,335 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,787,512 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.4%): |
|
48,942 |
|
Shenandoah Telecommunications Co. |
|
|
2,174,738 |
|
16,538 |
|
Spok Holdings, Inc. |
|
|
157,276 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,332,014 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $614,878,700) |
|
|
655,363,249 |
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (3.4%): |
|
|
|
|
22,194,505 |
|
BlackRock Liquidity FedFund, Institutional Class , 1.81%(c)(d) |
|
|
22,194,505 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $22,194,505) |
|
|
22,194,505 |
|
|
|
|
|
|
Unaffiliated Investment Companies (1.1%): |
|
|
|
Money Markets (1.1%): |
|
|
|
|
7,083,785 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(d) |
|
|
7,083,785 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies
(Cost $7,083,785) |
|
|
7,083,785 |
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares, Notional
Amount or Principal
Amount |
|
Fair Value |
|
|
Total Investment Securities (Cost $644,156,990) - 103.5% |
|
|
$684,641,539 |
|
|
|
Net other assets (liabilities) - (3.5)% |
|
|
(22,992,861) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$661,648,678 |
|
|
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
REIT |
|
- |
|
Real Estate Investment Trust |
|
|
|
* |
|
Non-income producing security. |
^ |
|
This security or a partial position of this security was on loan as of September 30, 2020. The total value of securities on loan as of September 30, 2020 was $21,358,859. |
(a) |
|
Security was valued using unobservable inputs in good faith pursuant to procedures approved by the Board of Trustees as of September 30, 2020. The total of all such securities represent 0.00% of the net assets of the
fund. |
(b) |
|
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be illiquid based on procedures
approved by the Board of Trustees. As of September 30, 2020, these securities represent 0.00% of the net assets of the fund. |
(c) |
|
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for securities that were sold on or before September 30, 2020. |
(d) |
|
The rate represents the effective yield at September 30, 2020. |
Amounts shown as are either $0 or round less than $1.
See accompanying notes to the
schedules of portfolio investments.
AZL Small Cap Stock Index Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
Futures Contracts
At September 30, 2020, the Funds open futures contracts were as follows:
Long Futures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Expiration Date |
|
|
Number of
Contracts |
|
|
Notional Amount |
|
|
Value and
Unrealized
Appreciation/
(Depreciation) |
Russell 2000 Mini Index December Futures (U.S. Dollar) |
|
|
12/18/20 |
|
|
|
170 |
|
|
$ |
12,787,400 |
|
|
$ |
52,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
52,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL T. Rowe Price Capital Appreciation Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Shares |
|
|
|
Fair Value |
Common Stocks (69.1%): |
|
|
|
|
Aerospace & Defense (0.3%): |
|
|
|
|
12,531 |
|
Teledyne Technologies, Inc.* |
|
$ |
3,887,242 |
|
|
|
|
|
|
|
|
Banks (4.6%): |
|
|
|
|
977,406 |
|
Bank of America Corp. |
|
|
23,545,711 |
|
288,962 |
|
PNC Financial Services Group, Inc. (The) |
|
|
31,759,813 |
|
|
|
|
|
|
|
|
|
|
|
|
|
55,305,524 |
|
|
|
|
|
|
|
|
Beverages (1.3%): |
|
|
|
|
564,611 |
|
Keurig Dr Pepper, Inc. |
|
|
15,583,264 |
|
|
|
|
|
|
|
|
Capital Markets (1.4%): |
|
|
|
|
56,173 |
|
CME Group, Inc. |
|
|
9,398,305 |
|
73,480 |
|
Intercontinental Exchange, Inc. |
|
|
7,351,674 |
|
|
|
|
|
|
|
|
|
|
|
|
|
16,749,979 |
|
|
|
|
|
|
|
|
Commercial Services & Supplies (0.6%): |
|
|
|
|
73,041 |
|
Waste Connections, Inc. |
|
|
7,581,656 |
|
|
|
|
|
|
|
|
Electric Utilities (5.2%): |
|
|
|
|
77,785 |
|
Alliant Energy Corp. |
|
|
4,017,595 |
|
501,697 |
|
American Electric Power Co., Inc. |
|
|
41,003,696 |
|
361,700 |
|
Exelon Corp. |
|
|
12,934,392 |
|
18,668 |
|
NextEra Energy, Inc. |
|
|
5,181,490 |
|
|
|
|
|
|
|
|
|
|
|
|
|
63,137,173 |
|
|
|
|
|
|
|
|
Electronic Equipment, Instruments & Components (1.4%): |
|
|
|
|
177,316 |
|
TE Connectivity, Ltd. |
|
|
17,330,866 |
|
|
|
|
|
|
|
|
Gas Utilities (0.3%): |
|
|
|
|
41,935 |
|
Atmos Energy Corp. |
|
|
4,008,567 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (6.4%): |
|
|
|
|
115,093 |
|
Becton Dickinson & Co. |
|
|
26,779,839 |
|
423,082 |
|
Boston Scientific Corp.* |
|
|
16,165,963 |
|
116,929 |
|
Danaher Corp. |
|
|
25,178,322 |
|
361,335 |
|
Envista Holdings Corp.* |
|
|
8,917,748 |
|
|
|
|
|
|
|
|
|
|
|
|
|
77,041,872 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (4.6%): |
|
|
|
|
73,994 |
|
Humana, Inc. |
|
|
30,625,376 |
|
79,667 |
|
UnitedHealth Group, Inc. |
|
|
24,837,781 |
|
|
|
|
|
|
|
|
|
|
|
|
|
55,463,157 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (3.8%): |
|
|
|
|
153,180 |
|
Hilton Worldwide Holdings, Inc. |
|
|
13,069,318 |
|
148,670 |
|
Marriott International, Inc., Class A |
|
|
13,763,869 |
|
206,670 |
|
Yum! Brands, Inc. |
|
|
18,868,970 |
|
|
|
|
|
|
|
|
|
|
|
|
|
45,702,157 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (4.4%): |
|
|
|
|
7,544,871 |
|
General Electric Co. |
|
|
47,004,546 |
|
15,378 |
|
Roper Technologies, Inc. |
|
|
6,076,002 |
|
|
|
|
|
|
|
|
|
|
|
|
|
53,080,548 |
|
|
|
|
|
|
|
|
Insurance (3.0%): |
|
|
|
|
25,334 |
|
Arthur J. Gallagher & Co. |
|
|
2,674,764 |
|
291,998 |
|
Marsh & McLennan Cos., Inc. |
|
|
33,492,170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
36,166,934 |
|
|
|
|
|
|
|
|
Interactive Media & Services (4.3%): |
|
|
|
|
1,201 |
|
Alphabet, Inc., Class A* |
|
|
1,760,186 |
|
25,634 |
|
Alphabet, Inc., Class C* |
|
|
37,671,726 |
|
49,910 |
|
Facebook, Inc., Class A* |
|
|
13,071,429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
52,503,341 |
|
|
|
|
|
|
|
|
Internet & Direct Marketing Retail (3.2%): |
|
|
|
|
12,334 |
|
Amazon.com, Inc.* |
|
|
38,836,436 |
|
|
|
|
|
|
|
|
IT Services (7.9%): |
|
|
|
|
339,692 |
|
Fiserv, Inc.* |
|
|
35,005,262 |
|
144,271 |
|
Global Payments, Inc. |
|
|
25,619,644 |
|
18,199 |
|
MasterCard, Inc., Class A |
|
|
6,154,356 |
|
143,527 |
|
Visa, Inc., Class A |
|
|
28,701,094 |
|
|
|
|
|
|
|
|
|
|
|
|
|
95,480,356 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
Fair Value |
|
Common Stocks, continued |
|
|
|
|
Life Sciences Tools & Services (2.9%): |
|
|
|
|
99,765 |
|
PerkinElmer, Inc. |
|
$ |
12,521,505 |
|
50,416 |
|
Thermo Fisher Scientific, Inc. |
|
|
22,259,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
34,781,177 |
|
|
|
|
|
|
|
|
Machinery (2.4%): |
|
|
|
|
179,396 |
|
Fortive Corp.* |
|
|
13,671,769 |
|
447,515 |
|
Ingersoll-Rand, Inc.* |
|
|
15,931,534 |
|
|
|
|
|
|
|
|
|
|
|
|
|
29,603,303 |
|
|
|
|
|
|
|
|
Multi-Utilities (3.0%): |
|
|
|
|
275,381 |
|
Ameren Corp. |
|
|
21,777,129 |
|
657,199 |
|
NiSource, Inc. |
|
|
14,458,378 |
|
|
|
|
|
|
|
|
|
|
|
|
|
36,235,507 |
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment (2.1%): |
|
|
|
|
201,829 |
|
NXP Semiconductors NV |
|
|
25,190,277 |
|
|
|
|
|
|
|
|
Software (5.4%): |
|
|
|
|
311,700 |
|
Microsoft Corp. |
|
|
65,559,861 |
|
|
|
|
|
|
|
|
Specialty Retail (0.6%): |
|
|
|
|
77,720 |
|
Ross Stores, Inc. |
|
|
7,252,830 |
|
|
|
|
|
|
|
|
Total Common Stocks (Cost $691,003,156) |
|
|
836,482,027 |
|
|
|
|
|
|
Preferred Stocks (2.1%): |
|
|
|
|
Banks (0.1%): |
|
|
|
|
3,850 |
|
U.S. Bancorp, Series K, 5.50%, 12/30/19 |
|
|
103,950 |
|
822 |
|
Wells Fargo & Co., Series L, Class A, 0.01%, 11/27/19 |
|
|
1,103,165 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,207,115 |
|
|
|
|
|
|
|
|
Capital Markets
(0.0%): |
|
|
|
|
3,600 |
|
Charles Schwab Corp. (The), Series D, 5.95%, 11/14/19 |
|
|
92,592 |
|
|
|
|
|
|
|
|
Electric Utilities (0.7%): |
|
|
|
|
18,267 |
|
Alabama Power Co., Series A, 5.00% |
|
|
511,476 |
|
81,917 |
|
Duke Energy Corp., 3.50%, 9/15/78 |
|
|
2,257,633 |
|
75,256 |
|
NextEra Energy, Inc., 3.00%, 3/1/23 |
|
|
3,512,950 |
|
1,201 |
|
SCE Trust III, Series H, 1.03%, 12/12/19, Perpetual Bond |
|
|
26,758 |
|
98,681 |
|
SCE Trust IV, Series J, 2.85%, 12/31/49 |
|
|
2,203,547 |
|
|
|
|
|
|
|
|
|
|
|
|
|
8,512,364 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (0.3%): |
|
|
|
|
36,473 |
|
Boston Scientific Corp., 5.50%, 6/1/23 |
|
|
4,080,235 |
|
|
|
|
|
|
|
|
Multi-Utilities (1.0%): |
|
|
|
|
122,500 |
|
CMS Energy Corp., 1.54%, 10/15/78 |
|
|
3,237,675 |
|
163,900 |
|
CMS Energy Corp., 1.51%, 3/1/79 |
|
|
4,410,548 |
|
89,431 |
|
DTE Energy Co., Series E, 5.25%, 12/1/77 |
|
|
2,359,190 |
|
80,120 |
|
NiSource, Inc., Series B, 2.83%, 11/21/19 |
|
|
2,210,511 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,217,924 |
|
|
|
|
|
|
|
|
Total Preferred Stocks (Cost $24,906,599) |
|
|
26,110,230 |
|
|
|
|
|
|
Convertible Preferred Stocks (1.0%): |
|
|
|
|
Electric Utilities (0.1%): |
|
|
|
|
36,961 |
|
American Electric Power Co., Inc., 5.52%, 3/15/22^ |
|
|
1,792,978 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.7%): |
|
|
|
|
111,207 |
|
Avantor, Inc., Series A, 5/15/22 |
|
|
8,089,197 |
|
|
|
|
|
|
|
|
Machinery (0.2%): |
|
|
|
|
2,609 |
|
Fortive Corp., Series A, 0.03%, 7/1/21 |
|
|
2,442,911 |
|
|
|
|
|
|
|
|
Total Convertible Preferred Stocks (Cost $9,966,473) |
|
|
12,325,086 |
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL T. Rowe Price Capital Appreciation Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares,
Notional
Amount or
Principal
Amount |
|
|
|
|
Fair Value |
|
Asset Backed Securities (0.4%): |
|
|
|
|
$640,163 |
|
Dominos Pizza Master Issuer LLC, Class A2, Series 2019-1A,
3.67%, 10/25/49, Callable 10/25/26 @ 100(a) |
|
$ |
679,560 |
|
1,435,410 |
|
Dominos Pizza Master Issuer LLC, Class A23, Series 2018-1A,
4.12%, 7/25/47, Callable 7/25/24 @ 100(a) |
|
|
1,534,869 |
|
1,362,200 |
|
Dominos Pizza Master Issuer LLC, Class A2I, Series 2018-1A,
4.12%, 7/25/48, Callable 10/25/22 @ 100(a) |
|
|
1,449,135 |
|
906,370 |
|
Wendys Funding LLC, Class A2I, Series 2018-1A, 3.57%,
3/15/48, Callable 3/15/22 @ 100(a) |
|
|
935,800 |
|
|
|
|
|
|
|
|
|
|
Total Asset Backed Securities (Cost $4,308,713) |
|
|
4,599,364 |
|
|
|
|
|
|
Bank Loans (5.5%): |
|
|
|
|
Airlines (0.4%): |
|
|
|
|
5,430,000 |
|
Delta 2 Lux Sarl, 0.00%, 2/1/24 |
|
|
5,255,806 |
|
|
|
|
|
|
|
|
Chemicals
(0.0%): |
|
|
|
|
517,172 |
|
H.B. Fuller Co. Term Loan B-1, 0.02% (US0003M ), 10/20/24,
Callable 11/7/20 @ 100 |
|
|
509,611 |
|
|
|
|
|
|
|
|
Insurance (1.5%): |
|
|
|
|
642,257 |
|
AmWINS Group, Inc., 0.28% (US0003M ), 1/25/24, Callable 11/7/20 @ 101 |
|
|
635,687 |
|
17,934,423 |
|
HUB International, Ltd., 0.03% (US0003M ), 4/25/25 |
|
|
17,310,126 |
|
|
|
|
|
|
|
|
|
|
|
|
|
17,945,813 |
|
|
|
|
|
|
|
|
IT Services (2.5%): |
|
|
|
|
30,207,084 |
|
Refinitiv US Holdings, Inc. Term Loan B-1, 0.33% (US0001M ),
10/1/25 |
|
|
29,878,128 |
|
|
|
|
|
|
|
|
Pharmaceuticals
(0.0%): |
|
|
|
|
60,776 |
|
Prestige Brands, Inc. Term Loan B5-1, 0.02% (US0003M ),
1/26/24, Callable 11/7/20 @ 100 |
|
|
60,207 |
|
|
|
|
|
|
|
|
Software (1.1%): |
|
|
|
|
12,552,109 |
|
CCC Information Services, Inc. Term Loan B-1, 0.03%
(US0003M ), 4/29/24, Callable 11/7/20 @ 100 |
|
|
12,444,914 |
|
499,950 |
|
Ultimate Software Term Loan B-1l Bankdebt, 0.00%, 4/8/26 |
|
|
495,090 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,940,004 |
|
|
|
|
|
|
|
|
|
|
Total Bank Loans (Cost $67,229,972) |
|
|
66,589,569 |
|
|
|
|
|
|
Corporate Bonds (16.0%): |
|
|
|
|
Airlines (0.5%): |
|
|
|
|
1,775,000 |
|
Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.50%, 10/20/25(a) |
|
|
1,817,156 |
|
1,150,000 |
|
Delta Air Lines, Inc./SkyMiles IP, Ltd., 4.75%, 10/20/28(a) |
|
|
1,191,688 |
|
820,000 |
|
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets, Ltd., 6.50%, 6/20/27, Callable
6/30/23 @ 103.25(a) |
|
|
852,800 |
|
|
|
|
|
|
|
|
Contracts,
Shares,
Notional
Amount or
Principal
Amount |
|
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
|
|
|
Airlines, continued |
|
|
|
|
$2,425,000 |
|
SkyMiles IP, Ltd., 4.75%, 10/20/27, Callable 9/23/23 @ 104 |
|
$ |
2,441,029 |
|
224,567 |
|
U.S. Airways Group, Inc., Series 2010-1A, 6.25%, 10/22/24 |
|
|
201,470 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,504,143 |
|
|
|
|
|
|
|
|
Banks (0.1%): |
|
|
|
|
1,580,000 |
|
PNC Financial Services Group, Inc., Series S, 5.00% (US0003M+330 bps), 12/31/49, Callable 11/1/26 @
100 |
|
|
1,664,925 |
|
|
|
|
|
|
|
|
Building Products (0.1%): |
|
|
|
|
463,767 |
|
Filteration Group Corp., 0.00%, 3/29/25, Callable 11/7/20 @ 100 |
|
|
453,986 |
|
280,000 |
|
Lennox International, Inc., 3.00%, 11/15/23, Callable 9/15/23 @ 100 |
|
|
295,544 |
|
|
|
|
|
|
|
|
|
|
|
|
|
749,530 |
|
|
|
|
|
|
|
|
Capital Markets (0.2%): |
|
|
|
|
1,415,000 |
|
Bank of New York Mellon Corp. (The), Series E, 3.65% (US0003M+342 bps), Callable 12/20/20 @ 100 |
|
|
1,386,700 |
|
1,355,000 |
|
State Street Corp., Series F, 3.85% (US0003M+360 bps), Callable 12/15/20 @ 100 |
|
|
1,327,900 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,714,600 |
|
|
|
|
|
|
|
|
Chemicals (0.6%): |
|
|
|
|
5,403,302 |
|
USI, Inc., 3.24% (US0003M ), 5/16/24 |
|
|
5,218,671 |
|
585,000 |
|
USI, Inc., 4.14%, 12/2/26, Callable 11/7/20 @ 100 |
|
|
578,173 |
|
1,180,000 |
|
USI, Inc., 0.00%, 12/2/26 |
|
|
1,166,229 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,963,073 |
|
|
|
|
|
|
|
|
Containers & Packaging (0.1%): |
|
|
|
|
1,230,000 |
|
Reynolds Group Issuer, Inc., 5.13%, 7/15/23, Callable 11/9/20 @ 101.28(a) |
|
|
1,239,225 |
|
|
|
|
|
|
|
|
Diversified Consumer Services (0.3%): |
|
|
|
|
3,571,050 |
|
Lgc Group TL, 0.00%, 1/24/27 |
|
|
3,463,919 |
|
|
|
|
|
|
|
|
Electric Utilities (0.2%): |
|
|
|
|
1,179,478 |
|
Alliant Holdings Intermediate LLC, 0.00%, 5/10/25, Callable 11/7/20 @ 100 |
|
|
1,143,953 |
|
975,000 |
|
Alliant Holdings Intermediate LLC, 3.51%, 5/10/25, Callable 11/7/20 @ 100 |
|
|
956,309 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,100,262 |
|
|
|
|
|
|
|
|
Entertainment (2.2%): |
|
|
|
|
300,000 |
|
Netflix, Inc., 5.50%, 2/15/22 |
|
|
314,250 |
|
1,690,000 |
|
Netflix, Inc., 5.88%, 2/15/25 |
|
|
1,903,363 |
|
4,385,000 |
|
Netflix, Inc., 4.38%, 11/15/26 |
|
|
4,763,206 |
|
5,093,000 |
|
Netflix, Inc., 4.88%, 4/15/28 |
|
|
5,716,893 |
|
7,145,000 |
|
Netflix, Inc., 5.88%, 11/15/28 |
|
|
8,466,824 |
|
3,940,000 |
|
Netflix, Inc., 6.38%, 5/15/29 |
|
|
4,860,975 |
|
|
|
|
|
|
|
|
|
|
|
|
|
26,025,511 |
|
|
|
|
|
|
|
|
Equity Real Estate Investment Trusts (0.3%): |
|
|
|
|
2,332,000 |
|
SBA Communications Corp., 4.00%, 10/1/22, Callable 11/9/20 @ 101 |
|
|
2,346,574 |
|
See accompanying notes to the
schedules of portfolio investments.
AZL T. Rowe Price Capital Appreciation Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares,
Notional
Amount or
Principal
Amount |
|
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
|
|
|
Equity Real Estate Investment Trusts, continued |
|
|
|
|
$1,191,000 |
|
SBA Communications Corp., 4.88%, 9/1/24, Callable 11/9/20 @ 102.44 |
|
$ |
1,217,798 |
|
605,000 |
|
SBA Communications Corp., 3.88%, 2/15/27, Callable 2/15/23 @ 101.94(a) |
|
|
613,319 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,177,691 |
|
|
|
|
|
|
|
|
Food & Staples Retailing (0.2%): |
|
|
|
|
2,600,000 |
|
Dino Grandparent, Inc., 0.00%, 2/19/23 |
|
|
2,548,000 |
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies (0.3%): |
|
|
|
|
378,100 |
|
CPI Holdco LLC, 0.00%, 11/4/26, Callable 11/7/20 @ 100 |
|
|
375,264 |
|
1,190,000 |
|
Hologic, Inc., 4.38%, 10/15/25, Callable 10/15/20 @ 102.19(a) |
|
|
1,216,775 |
|
1,260,000 |
|
Teleflex, Inc., 4.88%, 6/1/26, Callable 6/1/21 @ 102.44 |
|
|
1,300,950 |
|
860,000 |
|
Teleflex, Inc., 4.63%, 11/15/27, Callable 11/15/22 @ 102.31 |
|
|
900,850 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,793,839 |
|
|
|
|
|
|
|
|
Health Care Providers & Services (0.0%): |
|
|
|
|
249,449 |
|
Versant Health Holdco, Inc., 4.00%, 12/1/24, Callable 11/6/20 @ 100 |
|
|
248,513 |
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure (3.3%): |
|
|
|
|
2,283,000 |
|
Cedar Fair, LP, 5.25%, 7/15/29, Callable 7/15/24 @ 102.63 |
|
|
2,191,680 |
|
3,038,000 |
|
Cedar Fair, LP /Canadas Wonderland Co. /Magnum Management Corp., 5.38%, 6/1/24, Callable 11/9/20 @
101.79 |
|
|
2,977,240 |
|
2,127,000 |
|
Cedar Fair, LP /Canadas Wonderland Co. /Magnum Management Corp., 5.38%, 4/15/27, Callable 4/15/22 @
102.69 |
|
|
2,105,730 |
|
850,657 |
|
Four Seasons Hotels, Ltd., 0.00%, 11/30/23, Callable 11/7/20 @ 100 |
|
|
826,201 |
|
1,015,000 |
|
Hilton Domestic Operating Co., Inc., 4.25%, 9/1/24, Callable 10/26/20 @ 101.06 |
|
|
1,013,731 |
|
235,000 |
|
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.63%, 4/1/25, Callable 10/26/20 @
102.31 |
|
|
237,350 |
|
3,280,000 |
|
KFC Holding Co. /Pizza Hut Holdings LLC /Taco Bell of America LLC, 5.25%, 6/1/26, Callable 6/1/21 @
102.63(a) |
|
|
3,407,100 |
|
4,548,000 |
|
KFC Holding Co. /Pizza Hut Holdings LLC /Taco Bell of America LLC, 4.75%, 6/1/27, Callable 6/1/22 @
102.38(a) |
|
|
4,746,974 |
|
2,021,000 |
|
KFC Holding Co. /Pizza Hut Holdings LLC /Taco Bell Of America LLC, 5.00%, 6/1/24, Callable 10/9/20 @
102.5(a) |
|
|
2,071,525 |
|
2,459,814 |
|
Life Time, Inc., 0.00%, 6/15/22, Callable 11/7/20 @ 100 |
|
|
2,228,173 |
|
|
|
|
|
|
|
|
Contracts,
Shares,
Notional
Amount or
Principal
Amount |
|
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
|
|
|
Hotels, Restaurants & Leisure, continued |
|
|
|
|
$415,000 |
|
Marriott International, Inc., 0.90% (US0003M+65 bps), 3/8/21 |
|
$ |
413,051 |
|
355,000 |
|
Marriott International, Inc., 3.13%, 6/15/26, Callable 3/15/26 @ 100 |
|
|
354,192 |
|
3,249,000 |
|
Six Flags Entertainment Corp., 4.88%, 7/31/24, Callable 11/9/20 @ 102.44(a) |
|
|
3,070,305 |
|
2,815,000 |
|
Six Flags Entertainment Corp., 5.50%, 4/15/27, Callable 4/15/22 @ 102.75^(a) |
|
|
2,660,175 |
|
1,300,000 |
|
Six Flags Theme Parks, Inc., 7.00%, 7/1/25, Callable 7/1/22 @ 103.5(a) |
|
|
1,381,250 |
|
1,695,000 |
|
Yum! Brands, Inc., 3.88%, 11/1/20 |
|
|
1,695,000 |
|
3,169,000 |
|
Yum! Brands, Inc., 3.75%, 11/1/21, Callable 8/1/21 @ 100 |
|
|
3,208,613 |
|
1,312,000 |
|
Yum! Brands, Inc., 3.88%, 11/1/23, Callable 8/1/23 @ 100 |
|
|
1,364,480 |
|
370,000 |
|
Yum! Brands, Inc., 4.75%, 1/15/30, Callable 10/15/29 @ 100(a) |
|
|
399,600 |
|
1,042,000 |
|
Yum! Brands, Inc., 6.88%, 11/15/37 |
|
|
1,245,190 |
|
1,889,000 |
|
Yum! Brands, Inc., 5.35%, 11/1/43, Callable 5/1/43 @ 100 |
|
|
2,011,785 |
|
|
|
|
|
|
|
|
|
|
|
|
|
39,609,345 |
|
|
|
|
|
|
|
|
Industrial Conglomerates (0.6%): |
|
|
|
|
8,597,000 |
|
General Electric Co., Series D, 5.00% (US0003M+333 bps), Callable 1/21/21 @ 100 |
|
|
6,930,137 |
|
|
|
|
|
|
|
|
Insurance (1.0%): |
|
|
|
|
90,000 |
|
AmWINS Group, Inc., 7.75%, 7/1/26, Callable 7/1/21 @ 105.81(a) |
|
|
96,300 |
|
7,761,046 |
|
HUB International, Ltd., 0.00% (US0001M ), 4/25/25, Callable 11/6/20 @ 100 |
|
|
7,724,647 |
|
2,657,000 |
|
HUB International, Ltd., 7.00%, 5/1/26, Callable 5/1/21 @ 103.5(a) |
|
|
2,753,316 |
|
705,000 |
|
Ryan Specialty Group LLC, 0.00%, 7/23/27 |
|
|
697,513 |
|
1,045,000 |
|
USI, Inc., 6.88%, 5/1/25, Callable 11/9/20 @ 103.44(a) |
|
|
1,061,981 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,333,757 |
|
|
|
|
|
|
|
|
IT Services (0.3%): |
|
|
|
|
1,645,000 |
|
Refinitiv US Holdings, Inc., 6.25%, 5/15/26, Callable 11/15/21 @ 103.13(a) |
|
|
1,758,094 |
|
1,835,000 |
|
Refinitiv US Holdings, Inc., 8.25%, 11/15/26, Callable 11/15/21 @ 104.13(a) |
|
|
2,011,619 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,769,713 |
|
|
|
|
|
|
|
|
Life Sciences Tools & Services (0.5%): |
|
|
|
|
300,000 |
|
Avantor Funding, Inc., 4.63%, 7/15/28, Callable 7/15/23 @ 102.31(a) |
|
|
311,250 |
|
2,505,000 |
|
Avantor, Inc., 6.00%, 10/1/24, Callable 10/19/20 @ 104.5(a) |
|
|
2,617,725 |
|
3,705,128 |
|
Nestle Skin Health, 0.00%, 10/1/26 |
|
|
3,680,230 |
|
|
|
|
|
|
|
|
|
|
|
|
|
6,609,205 |
|
|
|
|
|
|
|
|
See accompanying notes to the
schedules of portfolio investments.
AZL T. Rowe Price Capital Appreciation Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
Contracts,
Shares,
Notional
Amount or
Principal
Amount |
|
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
|
|
|
Machinery (0.2%): |
|
|
|
|
$339,150 |
|
Gardner Denver, Inc., 0.00%, 2/28/27, Callable 11/7/20 @ 101 |
|
$ |
333,992 |
|
1,042,000 |
|
Manitowoc Foodservice, Inc., 9.50%, 2/15/24, Callable 11/9/20 @ 104.75^ |
|
|
1,068,050 |
|
500,000 |
|
Welbilt, Inc., 0.00%, 10/23/25, Callable 11/7/20 @ 100 |
|
|
453,905 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,855,947 |
|
|
|
|
|
|
|
|
Media (1.1%): |
|
|
|
|
1,405,000 |
|
CCO Holdings LLC, 4.00%, 3/1/23, Callable 10/26/20 @ 102(a) |
|
|
1,415,538 |
|
4,304,000 |
|
CCO Holdings LLC, 5.13%, 5/1/27, Callable 5/1/22 @ 102.56(a) |
|
|
4,519,200 |
|
6,381,000 |
|
CCO Holdings LLC, 5.00%, 2/1/28, Callable 8/1/22 @ 102.5(a) |
|
|
6,700,049 |
|
559,000 |
|
Liberty Broadband Corp., 2.75%, 9/30/50, Callable 10/5/23 @ 100(a) |
|
|
599,265 |
|
175,000 |
|
Sirius XM Radio, Inc., 3.88%, 8/1/22, Callable 11/9/20 @ 101.94(a) |
|
|
176,750 |
|
|
|
|
|
|
|
|
|
|
|
|
|
13,410,802 |
|
|
|
|
|
|
|
|
Metals & Mining (0.4%): |
|
|
|
|
4,490,000 |
|
Thyssenkrupp Term Loan B-1l Bankdebt, 0.00%, 6/30/27 |
|
|
4,447,525 |
|
|
|
|
|
|
|
|
Multi-Utilities (0.1%): |
|
|
|
|
1,705,000 |
|
NiSource, Inc., 5.65% (H15T5Y+284 bps), 12/31/99, Callable 6/15/23 @ 100 |
|
|
1,708,057 |
|
|
|
|
|
|
|
|
Pharmaceuticals (0.1%): |
|
|
|
|
1,239,000 |
|
Elanco Animal Health, Inc., 3.91%, 8/27/21 |
|
|
1,271,561 |
|
|
|
|
|
|
|
|
Professional Services (0.2%): |
|
|
|
|
1,890,000 |
|
Clarivate TL B 1L Bankdebt, 0.00%, 10/31/26 |
|
|
1,880,550 |
|
405,000 |
|
Korn Ferry, 4.63%, 12/15/27, Callable 12/15/22 @ 102.31(a) |
|
|
411,075 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,291,625 |
|
|
|
|
|
|
|
|
Software (2.5%): |
|
|
|
|
519,692 |
|
Applied Systems, Inc., 4.25%, 9/19/24, Callable 11/7/20 @ 100 |
|
|
515,955 |
|
1,950,000 |
|
Capri Acquisition Bidco, Ltd., 3.47%, 11/30/24 |
|
|
1,946,958 |
|
3,365,265 |
|
Emerald Topco, Inc., 0.00% (US0001M ), 7/23/26, Callable 11/7/20 @ 100 |
|
|
3,232,774 |
|
8,725,000 |
|
Solera LLC, 10.50%, 3/1/24, Callable 11/9/20 @ 105.25(a) |
|
|
9,095,813 |
|
525,000 |
|
Ultimate Software Group, Inc. (The), 7.50%, 5/3/27, Callable 11/7/20 @ 102 |
|
|
533,752 |
|
15,595,000 |
|
Ultimate Software Term Loan B-1l Bankdebt, 4.75%, 5/3/26, Callable
11/6/20 @ 101 |
|
|
15,538,545 |
|
|
|
|
|
|
|
|
|
|
|
|
|
30,863,797 |
|
|
|
|
|
|
|
|
Sovereign Bond (0.4%): |
|
|
|
|
4,320,000 |
|
Mileage Plus Holdings LLC, 6.25%, 6/20/27 |
|
|
4,387,219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Contracts,
Shares,
Notional
Amount or
Principal
Amount |
|
|
|
|
Fair Value |
|
Corporate Bonds, continued |
|
|
|
|
Specialty Retail (0.1%): |
|
|
|
|
$448,867 |
|
PetVet Care Centers LLC, 5.25%, 2/14/25, Callable 11/7/20 @ 101 |
|
$ |
447,744 |
|
175,000 |
|
PetVet Care Centers LLC, 3.50%, 2/14/25, Callable 11/7/20 @ 100 |
|
|
171,063 |
|
154,604 |
|
PetVet Care Centers LLC, 3.02%, 2/14/25, Callable 11/7/20 @ 100 |
|
|
149,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
768,145 |
|
|
|
|
|
|
|
|
Wireless Telecommunication Services (0.1%): |
|
|
|
|
515,000 |
|
T-Mobile USA, Inc., 6.00%, 3/1/23, Callable 10/19/20 @
100 |
|
|
516,288 |
|
240,000 |
|
T-Mobile USA, Inc., 6.50%, 1/15/26, Callable 1/15/21 @
103.25 |
|
|
250,800 |
|
|
|
|
|
|
|
|
|
|
|
|
|
767,088 |
|
|
|
|
|
|
|
|
Total Corporate Bonds (Cost $187,748,482) |
|
|
193,217,154 |
|
|
|
|
|
|
|
|
Yankee Dollars (0.2%): |
|
|
|
|
Electrical Equipment (0.2%): |
|
|
|
|
745,000 |
|
Sensata Technologies BV, 4.88%, 10/15/23(a) |
|
|
779,456 |
|
260,000 |
|
Sensata Technologies BV, 5.63%, 11/1/24(a) |
|
|
280,475 |
|
925,000 |
|
Sensata Technologies BV, 5.00%, 10/1/25(a) |
|
|
993,219 |
|
300,000 |
|
Sensata Technologies UK Financing Co. plc, 6.25%, 2/15/26, Callable 2/15/21 @ 103.13(a) |
|
|
312,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,365,525 |
|
|
|
|
|
|
|
|
Total Yankee Dollars (Cost $2,267,150) |
|
|
2,365,525 |
|
|
|
|
|
|
|
|
Short-Term Securities Held as Collateral for Securities on Loan (0.3%): |
|
|
|
|
3,900,327 |
|
BlackRock Liquidity FedFund, Institutional Class, 1.81%(b)(c) |
|
|
3,900,327 |
|
|
|
|
|
|
|
|
Total Short-Term Securities Held as Collateral for Securities on Loan (Cost $3,900,327) |
|
|
3,900,327 |
|
|
|
|
|
|
Unaffiliated Investment Companies (7.3%): |
|
|
|
|
|
|
Money Markets (7.3%): |
|
|
|
|
88,189,902 |
|
Dreyfus Treasury Securities Cash Management Fund, Institutional Shares, 0.01%(c) |
|
|
88,189,902 |
|
|
|
|
|
|
|
|
Total Unaffiliated Investment Companies (Cost $88,189,902) |
|
|
88,189,902 |
|
|
|
|
|
|
Total Investment Securities
(Cost $1,079,520,774) - 101.9% |
|
|
1,233,779,184 |
|
Net other assets (liabilities) - (1.9)% |
|
|
(23,299,640) |
|
|
|
|
|
|
|
|
Net Assets - 100.0% |
|
|
$1,210,479,544 |
|
|
|
|
|
|
Percentages indicated are based on net assets as of September 30, 2020.
|
|
|
|
|
H15T5Y |
|
- |
|
5 Year Treasury Constant Maturity Rate |
LIBOR |
|
- |
|
London Interbank Offered Rate |
US0001M |
|
- |
|
1 Month US Dollar LIBOR |
US0003M |
|
- |
|
3 Month US Dollar LIBOR |
See accompanying notes to the
schedules of portfolio investments.
AZL T. Rowe Price Capital Appreciation Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
* |
Non-income producing security. |
^ |
This security or a partial position of this security was on loan as of September 30, 2020. The total value of
securities on loan as of September 30, 2020 was $3,738,095. |
|
Represents less than 0.05%. |
(a) |
Rule 144A, Section 4(2) or other security which is restricted to resale to institutional investors. The sub-adviser has deemed these securities to be liquid based on procedures approved by the Board of Trustees. |
(b) |
Purchased with cash collateral held from securities lending. The value of the collateral could include collateral held for
securities that were sold on or before September 30, 2020. |
(c) |
The rate represents the effective yield at September 30, 2020.
|
See accompanying notes to the
schedules of portfolio investments.
AZL T. Rowe Price Capital Appreciation Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
At September 30, 2020, the Funds
over-the-counter options written were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Counterparty |
|
Put/ Call |
|
Strike Price |
|
Expiration Date |
|
Contracts |
|
Notional Amount(a) |
|
|
Fair Value |
|
|
|
|
|
|
|
|
|
Alphabet, Inc. |
|
Citigroup |
|
Call |
|
1500.00 USD |
|
1/15/21 |
|
22 |
|
$ |
33,000 |
|
|
$ |
(214,078) |
|
Alphabet, Inc. |
|
Goldman Sachs |
|
Call |
|
1740.00 USD |
|
1/15/21 |
|
7 |
|
|
12,180 |
|
|
|
(18,322) |
|
Alphabet, Inc. |
|
Goldman Sachs |
|
Call |
|
1760.00 USD |
|
1/15/21 |
|
7 |
|
|
12,320 |
|
|
|
(16,202) |
|
Alphabet, Inc. |
|
Goldman Sachs |
|
Call |
|
1780.00 USD |
|
1/15/21 |
|
7 |
|
|
12,460 |
|
|
|
(14,304) |
|
Alphabet, Inc. |
|
Goldman Sachs |
|
Call |
|
1800.00 USD |
|
1/15/21 |
|
7 |
|
|
12,600 |
|
|
|
(12,610) |
|
Alphabet, Inc. |
|
Goldman Sachs |
|
Call |
|
1760.00 USD |
|
1/21/22 |
|
14 |
|
|
24,640 |
|
|
|
(148,591) |
|
Alphabet, Inc. |
|
Goldman Sachs |
|
Call |
|
1780.00 USD |
|
1/21/22 |
|
14 |
|
|
24,920 |
|
|
|
(141,186) |
|
Alphabet, Inc. |
|
Goldman Sachs |
|
Call |
|
1800.00 USD |
|
1/21/22 |
|
14 |
|
|
25,200 |
|
|
|
(134,106) |
|
Amazon.com, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
3800.00 USD |
|
1/21/22 |
|
6 |
|
|
22,800 |
|
|
|
(198,552) |
|
Amazon.com, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
3900.00 USD |
|
1/21/22 |
|
6 |
|
|
23,400 |
|
|
|
(183,607) |
|
Amazon.com, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
4000.00 USD |
|
1/21/22 |
|
6 |
|
|
24,000 |
|
|
|
(169,796) |
|
Amazon.com, Inc. |
|
Citigroup |
|
Call |
|
4000.00 USD |
|
1/21/22 |
|
4 |
|
|
16,000 |
|
|
|
(113,198) |
|
Amazon.com, Inc. |
|
Citigroup |
|
Call |
|
4100.00 USD |
|
1/21/22 |
|
4 |
|
|
16,400 |
|
|
|
(104,714) |
|
Amazon.com, Inc. |
|
Citigroup |
|
Call |
|
4200.00 USD |
|
1/21/22 |
|
4 |
|
|
16,800 |
|
|
|
(96,941) |
|
Amazon.com, Inc. |
|
Citigroup |
|
Call |
|
4300.00 USD |
|
1/21/22 |
|
3 |
|
|
12,900 |
|
|
|
(67,343) |
|
American Electric Power Co., Inc. |
|
Citigroup |
|
Call |
|
105.00 USD |
|
1/15/21 |
|
341 |
|
|
35,805 |
|
|
|
(1,679) |
|
American Electric Power Co., Inc. |
|
Citigroup |
|
Call |
|
115.00 USD |
|
1/15/21 |
|
101 |
|
|
11,615 |
|
|
|
(76) |
|
American Electric Power Co., Inc. |
|
JPMorgan Chase |
|
Call |
|
90.00 USD |
|
1/21/22 |
|
184 |
|
|
16,560 |
|
|
|
(80,689) |
|
American Electric Power Co., Inc. |
|
JPMorgan Chase |
|
Call |
|
95.00 USD |
|
1/21/22 |
|
184 |
|
|
17,480 |
|
|
|
(55,552) |
|
Bank of America Corp. |
|
Susquehanna |
|
Call |
|
30.00 USD |
|
1/21/22 |
|
1,213 |
|
|
36,390 |
|
|
|
(219,469) |
|
Becton Dickinson & Co. |
|
Goldman Sachs |
|
Call |
|
260.00 USD |
|
1/15/21 |
|
20 |
|
|
5,200 |
|
|
|
(9,904) |
|
Becton Dickinson & Co. |
|
Goldman Sachs |
|
Call |
|
270.00 USD |
|
1/15/21 |
|
20 |
|
|
5,400 |
|
|
|
(6,610) |
|
Becton Dickinson & Co. |
|
Goldman Sachs |
|
Call |
|
280.00 USD |
|
1/15/21 |
|
30 |
|
|
8,400 |
|
|
|
(6,713) |
|
Becton Dickinson & Co. |
|
Goldman Sachs |
|
Call |
|
300.00 USD |
|
1/15/21 |
|
152 |
|
|
45,600 |
|
|
|
(16,746) |
|
CME Group, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
170.00 USD |
|
1/15/21 |
|
44 |
|
|
7,480 |
|
|
|
(35,161) |
|
CME Group, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
175.00 USD |
|
1/15/21 |
|
44 |
|
|
7,700 |
|
|
|
(25,870) |
|
CME Group, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
180.00 USD |
|
1/15/21 |
|
44 |
|
|
7,920 |
|
|
|
(18,654) |
|
CME Group, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
185.00 USD |
|
1/15/21 |
|
44 |
|
|
8,140 |
|
|
|
(13,264) |
|
Facebook, Inc. |
|
JPMorgan Chase |
|
Call |
|
195.00 USD |
|
1/15/21 |
|
40 |
|
|
7,800 |
|
|
|
(282,623) |
|
Facebook, Inc. |
|
JPMorgan Chase |
|
Call |
|
200.00 USD |
|
1/15/21 |
|
40 |
|
|
8,000 |
|
|
|
(265,297) |
|
Facebook, Inc. |
|
JPMorgan Chase |
|
Call |
|
265.00 USD |
|
1/15/21 |
|
59 |
|
|
15,635 |
|
|
|
(131,263) |
|
Facebook, Inc. |
|
JPMorgan Chase |
|
Call |
|
270.00 USD |
|
1/15/21 |
|
59 |
|
|
15,930 |
|
|
|
(118,036) |
|
Facebook, Inc. |
|
JPMorgan Chase |
|
Call |
|
275.00 USD |
|
1/15/21 |
|
59 |
|
|
16,225 |
|
|
|
(105,821) |
|
Facebook, Inc. |
|
JPMorgan Chase |
|
Call |
|
400.00 USD |
|
1/21/22 |
|
146 |
|
|
58,400 |
|
|
|
(161,028) |
|
General Electric Co. |
|
JPMorgan Chase |
|
Call |
|
8.00 USD |
|
1/15/21 |
|
3,100 |
|
|
24,800 |
|
|
|
(69,203) |
|
General Electric Co. |
|
JPMorgan Chase |
|
Call |
|
9.00 USD |
|
1/15/21 |
|
2,108 |
|
|
18,972 |
|
|
|
(26,837) |
|
General Electric Co. |
|
JPMorgan Chase |
|
Call |
|
15.00 USD |
|
1/15/21 |
|
5,937 |
|
|
89,055 |
|
|
|
(3,792) |
|
Global Payments, Inc. |
|
Goldman Sachs |
|
Call |
|
185.00 USD |
|
12/18/20 |
|
30 |
|
|
5,550 |
|
|
|
(29,160) |
|
Global Payments, Inc. |
|
Goldman Sachs |
|
Call |
|
195.00 USD |
|
12/18/20 |
|
30 |
|
|
5,850 |
|
|
|
(19,088) |
|
Hilton Worldwide Holding, Inc. |
|
Citigroup |
|
Call |
|
125.00 USD |
|
1/15/21 |
|
30 |
|
|
3,750 |
|
|
|
(481) |
|
Hilton Worldwide Holding, Inc. |
|
Citigroup |
|
Call |
|
130.00 USD |
|
1/15/21 |
|
30 |
|
|
3,900 |
|
|
|
(300) |
|
Hilton Worldwide Holdings, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
87.50 USD |
|
1/15/21 |
|
10 |
|
|
875 |
|
|
|
(5,478) |
|
Hilton Worldwide Holdings, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
90.00 USD |
|
1/15/21 |
|
10 |
|
|
900 |
|
|
|
(4,476) |
|
See accompanying notes to the
schedules of portfolio investments.
AZL T. Rowe Price Capital Appreciation Fund
Schedule of Portfolio Investments
September 30, 2020 (Unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Humana, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
370.00 USD |
|
1/15/21 |
|
20 |
|
$ |
7,400 |
|
|
$ |
(118,173) |
|
Humana, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
380.00 USD |
|
1/15/21 |
|
20 |
|
|
7,600 |
|
|
|
(103,753) |
|
Humana, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
420.00 USD |
|
1/15/21 |
|
15 |
|
|
6,300 |
|
|
|
(41,326) |
|
Humana, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
430.00 USD |
|
1/15/21 |
|
15 |
|
|
6,450 |
|
|
|
(34,165) |
|
Ingersoll-Rand, Inc. |
|
JPMorgan Chase |
|
Call |
|
35.00 USD |
|
12/18/20 |
|
293 |
|
|
10,255 |
|
|
|
(81,880) |
|
Intercontinental Exchange, Inc. |
|
JPMorgan Chase |
|
Call |
|
100.00 USD |
|
1/15/21 |
|
59 |
|
|
5,900 |
|
|
|
(33,566) |
|
Intercontinental Exchange, Inc. |
|
JPMorgan Chase |
|
Call |
|
105.00 USD |
|
1/15/21 |
|
59 |
|
|
6,195 |
|
|
|
(19,938) |
|
Keurig Dr Pepper, Inc. |
|
Citigroup |
|
Call |
|
29.00 USD |
|
10/16/20 |
|
197 |
|
|
5,713 |
|
|
|
(1,635) |
|
Keurig Dr Pepper, Inc. |
|
Citigroup |
|
Call |
|
30.00 USD |
|
10/16/20 |
|
200 |
|
|
6,000 |
|
|
|
(444) |
|
Keurig Dr Pepper, Inc. |
|
Citigroup |
|
Call |
|
31.00 USD |
|
10/16/20 |
|
200 |
|
|
6,200 |
|
|
|
(137) |
|
Microsoft Corp. |
|
Citigroup |
|
Call |
|
165.00 USD |
|
1/15/21 |
|
120 |
|
|
19,800 |
|
|
|
(574,492) |
|
Microsoft Corp. |
|
Credit Suisse First Boston |
|
Call |
|
165.00 USD |
|
1/15/21 |
|
421 |
|
|
69,465 |
|
|
|
(2,015,509) |
|
Microsoft Corp. |
|
Citigroup |
|
Call |
|
170.00 USD |
|
1/15/21 |
|
119 |
|
|
20,230 |
|
|
|
(517,960) |
|
Microsoft Corp. |
|
JPMorgan Chase |
|
Call |
|
170.00 USD |
|
1/15/21 |
|
461 |
|
|
78,370 |
|
|
|
(2,006,552) |
|
Microsoft Corp. |
|
Citigroup |
|
Call |
|
280.00 USD |
|
1/21/22 |
|
189 |
|
|
52,920 |
|
|
|
(196,828) |
|
NextEra Energy, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
310.00 USD |
|
1/15/21 |
|
23 |
|
|
7,130 |
|
|
|
(13,865) |
|
NextEra Energy, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
320.00 USD |
|
1/15/21 |
|
24 |
|
|
7,680 |
|
|
|
(10,213) |
|
NXP Semiconductors NV |
|
JPMorgan Chase |
|
Call |
|
115.00 USD |
|
1/15/21 |
|
25 |
|
|
2,875 |
|
|
|
(42,344) |
|
NXP Semiconductors NV |
|
JPMorgan Chase |
|
Call |
|
125.00 USD |
|
1/15/21 |
|
25 |
|
|
3,125 |
|
|
|
(28,171) |
|
NXP Semiconductors NV |
|
Credit Suisse First Boston |
|
Call |
|
140.00 USD |
|
1/15/21 |
|
334 |
|
|
46,760 |
|
|
|
(182,356) |
|
NXP Semiconductors NV |
|
JPMorgan Chase |
|
Call |
|
135.00 USD |
|
1/15/21 |
|
67 |
|
|
9,045 |
|
|
|
(47,211) |
|
NXP Semiconductors NV |
|
JPMorgan Chase |
|
Call |
|
145.00 USD |
|
1/15/21 |
|
67 |
|
|
9,715 |
|
|
|
(28,029) |
|
PerkinElmer, Inc. |
|
JPMorgan Chase |
|
Call |
|
110.00 USD |
|
12/18/20 |
|
40 |
|
|
4,400 |
|
|
|
(73,890) |
|
PerkinElmer, Inc. |
|
JPMorgan Chase |
|
Call |
|
115.00 USD |
|
12/18/20 |
|
40 |
|
|
4,600 |
|
|
|
(58,016) |
|
Roper Technologies, Inc. |
|
Goldman Sachs |
|
Call |
|
370.00 USD |
|
11/20/20 |
|
20 |
|
|
7,400 |
|
|
|
(72,574) |
|
Roper Technologies, Inc. |
|
Goldman Sachs |
|
Call |
|
390.00 USD |
|
11/20/20 |
|
20 |
|
|
7,800 |
|
|
|
(46,292) |
|
Roper Technologies, Inc. |
|
Goldman Sachs |
|
Call |
|
420.00 USD |
|
11/20/20 |
|
20 |
|
|
8,400 |
|
|
|
(18,059) |
|
Roper Technologies, Inc. |
|
Goldman Sachs |
|
Call |
|
440.00 USD |
|
11/20/20 |
|
20 |
|
|
8,800 |
|
|
|
(7,478) |
|
Thermo Fisher Scientific, Inc. |
|
Royal Bank of Canada |
|
Call |
|
370.00 USD |
|
1/15/21 |
|
20 |
|
|
7,400 |
|
|
|
(158,497) |
|
Thermo Fisher Scientific, Inc. |
|
Royal Bank of Canada |
|
Call |
|
390.00 USD |
|
1/15/21 |
|
19 |
|
|
7,410 |
|
|
|
(119,606) |
|
UnitedHealth Group, Inc. |
|
JPMorgan Chase |
|
Call |
|
320.00 USD |
|
1/15/21 |
|
121 |
|
|
38,720 |
|
|
|
(213,375) |
|
UnitedHealth Group, Inc. |
|
JPMorgan Chase |
|
Call |
|
330.00 USD |
|
1/15/21 |
|
20 |
|
|
6,600 |
|
|
|
(26,567) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
185.00 USD |
|
1/15/21 |
|
20 |
|
|
3,700 |
|
|
|
(44,702) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
195.00 USD |
|
1/15/21 |
|
20 |
|
|
3,900 |
|
|
|
(31,549) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
200.00 USD |
|
1/15/21 |
|
39 |
|
|
7,800 |
|
|
|
(50,469) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
210.00 USD |
|
1/15/21 |
|
138 |
|
|
28,980 |
|
|
|
(114,644) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
215.00 USD |
|
1/15/21 |
|
30 |
|
|
6,450 |
|
|
|
(19,567) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
220.00 USD |
|
1/15/21 |
|
50 |
|
|
11,000 |
|
|
|
(25,349) |
|
Visa, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
230.00 USD |
|
1/15/21 |
|
137 |
|
|
31,510 |
|
|
|
(41,268) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
230.00 USD |
|
1/15/21 |
|
47 |
|
|
10,810 |
|
|
|
(14,158) |
|
Visa, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
235.00 USD |
|
1/15/21 |
|
137 |
|
|
32,195 |
|
|
|
(31,719) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
240.00 USD |
|
1/15/21 |
|
46 |
|
|
11,040 |
|
|
|
(8,198) |
|
Visa, Inc. |
|
Credit Suisse First Boston |
|
Call |
|
240.00 USD |
|
1/15/21 |
|
137 |
|
|
32,880 |
|
|
|
(24,414) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
225.00 USD |
|
1/21/22 |
|
79 |
|
|
17,775 |
|
|
|
(122,175) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
230.00 USD |
|
1/21/22 |
|
79 |
|
|
18,170 |
|
|
|
(108,790) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
250.00 USD |
|
1/21/22 |
|
39 |
|
|
9,750 |
|
|
|
(32,990) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
260.00 USD |
|
1/21/22 |
|
39 |
|
|
10,140 |
|
|
|
(25,660) |
|
Visa, Inc. |
|
Goldman Sachs |
|
Call |
|
270.00 USD |
|
1/21/22 |
|
39 |
|
|
10,530 |
|
|
|
(19,883) |
|
Yum! Brands, Inc. |
|
Bank of America |
|
Call |
|
95.00 USD |
|
1/15/21 |
|
59 |
|
|
5,605 |
|
|
|
(12,393) |
|
Yum! Brands, Inc. |
|
Bank of America |
|
Call |
|
100.00 USD |
|
1/15/21 |
|
58 |
|
|
5,800 |
|
|
|
(21,712) |
|
Yum! Brands, Inc. |
|
Citigroup |
|
Call |
|
100.00 USD |
|
1/15/21 |
|
98 |
|
|
9,800 |
|
|
|
(36,686) |
|
Yum! Brands, Inc. |
|
Citigroup |
|
Call |
|
105.00 USD |
|
1/15/21 |
|
98 |
|
|
10,290 |
|
|
|
(11,171) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total (Premiums $7,787,589) |
|
|
|
|
|
|
|
|
|
|
|
$ |
(11,037,218) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) |
Notional amount is expressed as the number of contracts multiplied by the strike price of the underlying asset.
|
See accompanying notes to the
schedules of portfolio investments.
ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
NOTES TO THE SCHEDULES OF PORTFOLIO INVESTMENTS
September 30, 2020 (Unaudited)
1. Related Party
Transactions
Allianz Investment Management LLC (the Manager) or an affiliate of the Manager serves as the investment adviser of certain
underlying funds in which each Fund invests or is an affiliate of the security. At September 30, 2020, the following investments are noted as affiliated securities in each Funds Schedule of Portfolio Investments.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fair Value
12/31/2019 |
|
Purchases at Cost |
|
Proceeds from
Sales |
|
Net
Realized Gain(Loss) |
|
Net Change in
Unrealized Appreciation/
Depreciation |
|
Fair Value
9/30/2020 |
|
Shares as of
9/30/2020 |
|
Dividend Income |
|
Capital
Gains Distributions |
AZL Moderate Index Strategy Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AZL Enhanced Bond Index Fund |
|
$ |
240,597,281 |
|
|
$ |
22,980,028 |
|
|
$ |
(53,988,884 |
) |
|
$ |
2,710,452 |
|
|
$ |
11,737,463 |
|
|
$ |
224,036,340 |
|
|
|
18,732,135 |
|
|
$ |
- |
|
|
$ |
- |
|
AZL International Index Fund, Class 2 |
|
|
92,940,215 |
|
|
|
10,015,970 |
|
|
|
(12,190,456 |
) |
|
|
422,970 |
|
|
|
(5,949,198 |
) |
|
|
85,239,501 |
|
|
|
5,478,117 |
|
|
|
- |
|
|
|
- |
|
AZL Mid Cap Index Fund, Class 2 |
|
|
56,066,872 |
|
|
|
8,790,264 |
|
|
|
(8,774,618 |
) |
|
|
(579,276 |
) |
|
|
(2,796,683 |
) |
|
|
52,706,559 |
|
|
|
2,644,584 |
|
|
|
- |
|
|
|
- |
|
AZL Small Cap Stock Index Fund, Class 2 |
|
|
28,331,154 |
|
|
|
5,131,365 |
|
|
|
(3,513,275 |
) |
|
|
(768,289 |
) |
|
|
(2,700,662 |
) |
|
|
26,480,293 |
|
|
|
2,372,786 |
|
|
|
- |
|
|
|
- |
|
AZL S&P 500 Index Fund, Class 2 |
|
|
194,154,397 |
|
|
|
17,327,128 |
|
|
|
(39,672,398 |
) |
|
|
9,018,612 |
|
|
|
1,071,409 |
|
|
|
181,899,148 |
|
|
|
9,503,613 |
|
|
|
- |
|
|
|
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
612,089,919 |
|
|
$ |
64,244,755 |
|
|
$ |
(118,139,631 |
) |
|
$ |
10,804,469 |
|
|
$ |
1,362,329 |
|
|
$ |
570,361,841 |
|
|
|
38,731,235 |
|
|
$ |
- |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AZL International Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Allianz SE, Registered Shares |
|
$ |
11,646,273 |
|
|
$ |
486,544 |
|
|
$ |
(1,286,341 |
) |
|
$ |
184,478 |
|
|
$ |
(2,741,191 |
) |
|
$ |
8,289,763 |
|
|
|
43,222 |
|
|
$ |
463,330 |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
11,646,273 |
|
|
$ |
486,544 |
|
|
$ |
(1,286,341 |
) |
|
$ |
184,478 |
|
|
$ |
(2,741,191 |
) |
|
$ |
8,289,763 |
|
|
|
43,222 |
|
|
$ |
463,330 |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AZL MSCI Global Equity Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Allianz SE, Registered Shares |
|
$ |
767,690 |
|
|
$ |
60,271 |
|
|
$ |
(138,313 |
) |
|
$ |
34,425 |
|
|
$ |
(194,527 |
) |
|
$ |
529,546 |
|
|
|
2,761 |
|
|
$ |
32,319 |
|
|
$ |
- |
|
BlackRock Inc., Class A |
|
|
430,814 |
|
|
|
173,917 |
|
|
|
(107,903 |
) |
|
|
39,333 |
|
|
|
32,462 |
|
|
|
568,623 |
|
|
|
1,009 |
|
|
|
10,738 |
|
|
|
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,198,504 |
|
|
$ |
234,188 |
|
|
$ |
(246,216 |
) |
|
$ |
73,758 |
|
|
$ |
(162,065 |
) |
|
$ |
1,098,169 |
|
|
|
3,770 |
|
|
$ |
43,057 |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
AZL Russell 1000 Value Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BlackRock Inc., Class A |
|
$ |
3,870,287 |
|
|
$ |
1,438,099 |
|
|
$ |
(1,189,851 |
) |
|
$ |
361,136 |
|
|
$ |
158,347 |
|
|
$ |
4,638,018 |
|
|
|
8,230 |
|
|
$ |
93,767 |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
3,870,287 |
|
|
$ |
1,438,099 |
|
|
$ |
(1,189,851 |
) |
|
$ |
361,136 |
|
|
$ |
158,347 |
|
|
$ |
4,638,018 |
|
|
|
8,230 |
|
|
$ |
93,767 |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
AZL S&P 500 Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
BlackRock Inc., Class A |
|
$ |
6,142,491 |
|
|
$ |
2,218,760 |
|
|
$ |
(1,768,838 |
) |
|
$ |
657,213 |
|
|
$ |
198,251 |
|
|
$ |
7,447,877 |
|
|
|
13,216 |
|
|
$ |
148,492 |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
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|
|
|
|
|
|
|
|
|
|
$ |
6,142,491 |
|
|
$ |
2,218,760 |
|
|
$ |
(1,768,838 |
) |
|
$ |
657,213 |
|
|
$ |
198,251 |
|
|
$ |
7,447,877 |
|
|
|
13,216 |
|
|
$ |
148,492 |
|
|
$ |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
2. Restricted Securities
A
restricted security is a security which has been purchased through a private offering and cannot be resold to the general public without prior registration under the Securities Act of 1933 (the 1933 Act) or pursuant to the resale
limitations provided by Rule 144A under the 1933 Act, or an exemption from the registration requirements of the 1933 Act. Whether a restricted security is illiquid is determined pursuant to guidelines established by the Board of Trustees. Not
all restricted securities are considered illiquid. The illiquid restricted securities held as of September 30, 2020 are identified below.
|
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|
|
|
AZL Mid Cap Index Fund |
|
Security |
|
Acquisition
Date(a) |
|
|
Acquisition Cost |
|
|
Shares or Principal Amount |
|
|
Fair Value |
|
|
Percentage of Net Assets |
|
Airbnb, Inc., Series D, 0.00% |
|
|
4/16/2014 |
|
|
$ |
3,131,402 |
|
|
$ |
76,914 |
|
|
$ |
7,779,082 |
|
|
|
0.81% |
|
|
|
|
|
|
|
Palantir Technologies, Inc., Series G, 0.00% |
|
|
7/19/2012 |
|
|
|
702,919 |
|
|
|
229,712 |
|
|
|
2,094,973 |
|
|
|
0.22% |
|
|
|
|
|
|
|
Palantir Technologies, Inc., Series H, 0.00% |
|
|
10/25/2013 |
|
|
|
237,529 |
|
|
|
67,672 |
|
|
|
617,169 |
|
|
|
0.07% |
|
|
|
|
|
|
|
Palantir Technologies, Inc., Series H1, 0.00% |
|
|
10/25/2013 |
|
|
|
237,529 |
|
|
|
67,672 |
|
|
|
617,169 |
|
|
|
0.06% |
|
|
|
|
|
|
|
AZL Russell 1000 Growth Index Fund |
|
|
|
|
|
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|
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|
|
|
|
|
|
Security |
|
Acquisition
Date(a) |
|
|
Acquisition Cost |
|
|
Shares or Principal Amount |
|
|
Fair Value |
|
|
Percentage of Net Assets |
|
Palantir Technologies, Inc., Series I |
|
|
2/7/14 |
|
|
$ |
5,157,899 |
|
|
$ |
841,419 |
|
|
$ |
7,673,741 |
|
|
|
0.77% |
|
|
|
|
|
|
|
AZL Small Cap Stock Index Fund |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Acquisition
Date(a) |
|
|
Acquisition Cost |
|
|
Shares or Principal Amount |
|
|
Fair Value |
|
|
Percentage of Net Assets |
|
Calamos Asset Management Escrow Shares |
|
|
2/13/20 |
|
|
$ |
- |
|
|
$ |
22,124 |
|
|
$ |
- |
|
|
|
-% |
|
(a) Acquisition date represents the initial purchase date of the security.
Represents less than 0.05%.