Transamerica

11/30/2017*


Transamerica Balanced II

Security Description % of Total Net Assets
Apple, Inc. 2.58%
Microsoft Corp. 2.28%
Federal National Mortgage Association, 3.00%, TBA 2.01%
Federal National Mortgage Association, 3.50%, TBA 1.61%
Facebook, Inc., Class A 1.38%
Amazon.com, Inc. 1.16%
Bank of America Corp. 1.14%
UnitedHealth Group, Inc. 1.08%
Alphabet, Inc., Class C 1.04%
Alphabet, Inc., Class A 1.03%
Visa, Inc., Class A 1.01%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.99%
Citigroup, Inc. 0.99%
Pfizer, Inc. 0.91%
Berkshire Hathaway, Inc., Class B 0.88%
Honeywell International, Inc. 0.86%
Wells Fargo & Co. 0.85%
Philip Morris International, Inc. 0.82%
Home Depot, Inc. 0.80%
Federal National Mortgage Association, 3.00%, TBA 0.80%
Adobe Systems, Inc. 0.80%
Comcast Corp., Class A 0.79%
Accenture PLC, Class A 0.77%
Texas Instruments, Inc. 0.76%
PepsiCo, Inc. 0.75%
DowDuPont, Inc. 0.73%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.70%
Union Pacific Corp. 0.70%
Broadcom, Ltd. 0.68%
U.S. Treasury Bill, 1.13%, due 01/04/2018 0.64%
Morgan Stanley 0.64%
Exxon Mobil Corp. 0.63%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.62%
Johnson & Johnson 0.62%
Chevron Corp. 0.59%
Anglesea Funding PLC, 1.32%, due 12/14/2017 0.57%
NextEra Energy, Inc. 0.56%
Mondelez International, Inc., Class A 0.53%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.51%
Charles Schwab Corp. 0.51%
MetLife, Inc. 0.50%
Bristol-Myers Squibb Co. 0.49%
Eli Lilly & Co. 0.48%
Ingersoll-Rand PLC 0.48%
U.S. Treasury Note, 1.25%, due 11/30/2018 0.48%
Stanley Black & Decker, Inc. 0.48%
Analog Devices, Inc. 0.48%
Xcel Energy, Inc. 0.47%
Lowe's Cos., Inc. 0.46%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.46%
Cigna Corp. 0.44%
Eaton Corp. PLC 0.44%
U.S. Treasury Note, 1.62%, due 03/31/2019 0.43%
Walt Disney Co. 0.43%
U.S. Treasury Note, 1.00%, due 11/30/2019 0.43%
EOG Resources, Inc. 0.42%
Abbott Laboratories 0.41%
Charter Communications, Inc., Class A 0.41%
Bank of Tokyo-Mitsubishi UFJ, Ltd., 1.32%, due 12/13/2017 0.40%
Sumitomo Mitsui Banking Corp., 1.24%, due 12/14/2017 0.40%
Mont Blanc Capital Corp., 1.26%, due 12/14/2017 0.40%
Macquarie Bank, Ltd., 1.41%, due 01/08/2018 0.40%
Concord Minutemen Capital Co. LLC, 1.48%, due 02/06/2018 0.40%
Pioneer Natural Resources Co. 0.40%
Costco Wholesale Corp. 0.40%
Federal National Mortgage Association, 4.00%, TBA 0.40%
Biogen, Inc. 0.40%
General Electric Co., 5.00%, due 01/21/2021 0.39%
Procter & Gamble Co. 0.38%
Twenty-First Century Fox, Inc., Class A 0.38%
American Express Co. 0.37%
TJX Cos., Inc. 0.37%
Caterpillar Finance Service Co., 1.32%, due 12/13/2017 0.37%
Eastman Chemical Co. 0.37%
Chubb, Ltd. 0.36%
Fidelity National Information Services, Inc. 0.36%
Molson Coors Brewing Co., Class B 0.36%
Allergan PLC 0.36%
Celgene Corp. 0.35%
Walgreens Boots Alliance, Inc. 0.35%
Federal National Mortgage Association, 2.50%, TBA 0.34%
Verizon Communications, Inc. 0.34%
Gilead Sciences, Inc. 0.34%
Occidental Petroleum Corp. 0.34%
Norfolk Southern Corp. 0.34%
Boston Scientific Corp. 0.34%
Cedar Spring Capital Co., 1.31%, due 12/18/2017 0.34%
General Dynamics Corp. 0.33%
Nordea Bank AB, 4.25%, due 09/21/2022 0.33%
Northrop Grumman Corp. 0.33%
JPMorgan Chase & Co., 3.25%, due 09/23/2022 0.33%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.32%
Bank of New York Mellon Corp. 0.32%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.32%
TE Connectivity, Ltd. 0.32%
State Street Corp. 0.31%
Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 0.31%
Kimberly-Clark Corp. 0.30%
Delta Air Lines, Inc. 0.30%
Becton Dickinson and Co. 0.30%
General Electric Co. 0.30%
American International Group, Inc. 0.30%
Dollar Tree, Inc. 0.30%
Merck & Co., Inc. 0.29%
Royal Caribbean Cruises, Ltd. 0.29%
Deere & Co. 0.28%
Motel 6 Trust, Series 2017-MTL6, Class C, 2.63%, due 08/15/2034 0.28%
Intercontinental Exchange, Inc. 0.28%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.27%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.27%
SBA Tower Trust, Series 2014-1A, Class C, 2.89%, due 10/15/2044 0.26%
Allegion PLC 0.26%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.26%
NVIDIA Corp. 0.25%
American Electric Power Co., Inc. 0.25%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.25%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.25%
Diamondback Energy, Inc. 0.25%
Constellation Brands, Inc., Class A 0.25%
U.S. Treasury Note, 1.12%, due 06/30/2021 0.24%
Crown Castle Towers LLC, 6.11%, due 01/15/2040 0.24%
Alpine Securitization, Ltd., 1.27%, due 12/08/2017 0.24%
Manhattan Asset Funding Co. LLC, 1.29%, due 12/18/2017 0.24%
Skandinaviska Enskilda Banken AB, 1.30%, due 12/19/2017 0.24%
International Business Machines Corp. 0.23%
Public Storage, REIT 0.23%
HP, Inc. 0.23%
Vertex Pharmaceuticals, Inc. 0.23%
U.S. Treasury Note, 2.00%, due 02/15/2025 0.23%
Zimmer Biomet Holdings, Inc. 0.22%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.22%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.22%
Capital One Financial Corp. 0.22%
Ross Stores, Inc. 0.22%
AvalonBay Communities, Inc., REIT 0.22%
Exelon Corp. 0.22%
KeyCorp 0.21%
Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 0.21%
NIKE, Inc., Class B 0.21%
Commerzbank AG, 8.12%, due 09/19/2023 0.21%
Morgan Stanley, 5.75%, due 01/25/2021 0.21%
BB-UBS Trust, Series 2012-TFT, Class C, 3.58%, due 06/05/2030 0.21%
Lexington Parker Capital Co. LLC, 1.52%, due 02/08/2018 0.20%
NRZ Advance Receivables Trust, Series 2016-T4, Class AT4, 3.10%, due 12/15/2050 0.20%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.20%
Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 0.20%
Cisco Systems, Inc. 0.20%
UBS AG, 7.62%, due 08/17/2022 0.20%
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 0.20%
Delphi Automotive PLC 0.20%
Marathon Petroleum Corp. 0.19%
Ford Motor Co. 0.19%
O'Reilly Automotive, Inc. 0.19%
Concho Resources, Inc. 0.19%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.19%
Thermo Fisher Scientific, Inc. 0.19%
Kinder Morgan, Inc. 0.19%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.19%
U.S. Treasury Note, 1.75%, due 11/30/2021 0.19%
U.S. Treasury Bill, 1.04%, due 01/04/2018 0.18%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.18%
Edison International 0.18%
Microchip Technology, Inc. 0.18%
United Continental Holdings, Inc. 0.18%
Danaher Corp. 0.18%
AT&T, Inc. 0.17%
Caesars Palace Las Vegas Trust, Series 2017-VICI, Class A, 3.53%, due 10/15/2034 0.17%
BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 0.17%
Macquarie Group, Ltd., 6.25%, due 01/14/2021 0.17%
Palmer Square CLO, Ltd., Series 2015-2A, Class A1AR, 2.63%, due 07/20/2030 0.17%
Indonesia Government International Bond, 5.37%, due 10/17/2023 0.17%
CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 2.56%, due 10/18/2030 0.17%
NIEUW Amsterdam Receivable, 1.37%, due 01/03/2018 0.17%
Yum! Brands, Inc. 0.17%
Discover Bank, 3.45%, due 07/27/2026 0.17%
Apple, Inc., 2.85%, due 02/23/2023 0.16%
Morgan Stanley, 5.00%, due 11/24/2025 0.16%
DISH Network Corp., Class A 0.16%
Anadarko Petroleum Corp. 0.16%
BlueMountain CLO, Ltd., Series 2015-2A, Class A1, 2.78%, due 07/18/2027 0.16%
PACCAR, Inc. 0.16%
Snap-on, Inc. 0.16%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.16%
EPR Properties, 4.50%, due 04/01/2025 0.16%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.15%
Core Industrial Trust, Series 2015-CALW, Class B, 3.25%, due 02/10/2034 0.15%
Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 0.15%
Coca-Cola Co. 0.15%
Illumina, Inc. 0.15%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.15%
Arthur J. Gallagher & Co. 0.15%
Vantiv, Inc., Class A 0.15%
CMS Energy Corp. 0.15%
Hartford Financial Services Group, Inc. 0.15%
Abbott Laboratories, 3.75%, due 11/30/2026 0.15%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.15%
WestRock Co. 0.15%
Santander UK Group Holdings PLC, 4.75%, due 09/15/2025 0.15%
T-Mobile US, Inc. 0.15%
Colombia Government International Bond, 4.50%, due 01/28/2026 0.14%
Ameriprise Financial, Inc., 3.70%, due 10/15/2024 0.14%
Martin Marietta Materials, Inc., 4.25%, due 07/02/2024 0.14%
Ocwen Master Advance Receivables Trust, Series 2017-T1, Class AT1, 2.49%, due 09/15/2048 0.14%
UBS Group Funding Switzerland AG, 4.25%, due 03/23/2028 0.14%
LafargeHolcim Finance US LLC, 4.75%, due 09/22/2046 0.14%
Duke Energy Corp., 3.75%, due 09/01/2046 0.14%
Verizon Communications, Inc., 5.50%, due 03/16/2047 0.14%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.14%
Masco Corp. 0.14%
Perrigo Finance Unlimited Co., 4.37%, due 03/15/2026 0.14%
United Technologies Corp. 0.14%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.14%
Citigroup, Inc., 1.70%, due 04/27/2018 0.14%
Toll Brothers, Inc. 0.14%
Priceline Group, Inc. 0.14%
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 0.14%
Best Buy Co., Inc. 0.14%
Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 2.59%, due 01/20/2031 0.13%
American Tower Trust #1, Series 2013-1A, Class 1A, 1.55%, due 03/15/2043 0.13%
D.R. Horton, Inc. 0.13%
Agilent Technologies, Inc. 0.13%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.13%
Doosan Heavy Industries & Construction Co., Ltd., 2.12%, due 04/27/2020 0.13%
Discover Financial Services, 3.75%, due 03/04/2025 0.13%
Hewlett Packard Enterprise Co., 3.60%, due 10/15/2020 0.13%
CSMC Trust, Series 2014-4R, Class 21A1, 1.56%, due 12/27/2035 0.13%
Oaktree Capital Management, LP, 6.75%, due 12/02/2019 0.13%
Equity Residential, REIT 0.13%
Hospitality Properties Trust, 5.00%, due 08/15/2022 0.13%
Bank of America Corp., Series MTN, 4.45%, due 03/03/2026 0.12%
Extra Space Storage, Inc., REIT 0.12%
Prologis, Inc., REIT 0.12%
Federal National Mortgage Association, Zero Coupon, due 10/09/2019 0.12%
Celanese Corp., Series A 0.12%
Kilroy Realty, LP, 4.25%, due 08/15/2029 0.12%
SunTrust Banks, Inc. 0.12%
JGWPT XXVI LLC, Series 2012-2A, Class A, 3.84%, due 10/15/2059 0.12%
JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 0.12%
AT&T, Inc., 3.00%, due 06/30/2022 0.12%
Northrop Grumman Corp., 2.55%, due 10/15/2022 0.12%
CVS Health Corp., 2.12%, due 06/01/2021 0.12%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.12%
PVH Corp. 0.12%
Estee Lauder Cos., Inc., Class A 0.12%
Comerica, Inc. 0.12%
Goldman Sachs Group, Inc., 5.75%, due 01/24/2022 0.12%
Ameriprise Financial, Inc., 7.30%, due 06/28/2019 0.12%
Verizon Communications, Inc., 5.15%, due 09/15/2023 0.12%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.12%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.11%
Federal National Mortgage Association, 3.50%, TBA 0.11%
Crown Holdings, Inc. 0.11%
Citigroup Mortgage Loan Trust, Series 2015-A, Class A1, 3.50%, due 06/25/2058 0.11%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.11%
EQT Corp. 0.11%
International Lease Finance Corp., 8.25%, due 12/15/2020 0.11%
Alcoa Corp. 0.11%
Equinix, Inc., REIT 0.11%
U.S. Treasury Note, 2.00%, due 12/31/2021 0.11%
Crown Castle Towers LLC, 4.88%, due 08/15/2040 0.11%
KLA-Tencor Corp., 4.12%, due 11/01/2021 0.11%
AmerisourceBergen Corp. 0.11%
Citigroup Commercial Mortgage Trust, Series 2015-GC27, Class B, 3.77%, due 02/10/2048 0.11%
Federal Realty Investment Trust, REIT 0.11%
Ford Motor Co., 4.34%, due 12/08/2026 0.11%
Becton Dickinson and Co., 3.70%, due 06/06/2027 0.10%
U.S. Treasury Note, 1.87%, due 11/30/2021 0.10%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.10%
U.S. Treasury Note, 2.50%, due 08/15/2023 0.10%
Citigroup, Inc., 2.31%, due 07/24/2023 0.10%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.10%
Exxon Mobil Corp., 1.81%, due 03/15/2019 0.10%
U.S. Treasury Bill, 1.04%, due 01/04/2018 0.10%
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.10%
Toronto-Dominion Bank, 3.62%, due 09/15/2031 0.10%
Intel Corp., 2.87%, due 05/11/2024 0.10%
ERAC USA Finance LLC, 3.85%, due 11/15/2024 0.10%
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.10%
Microsoft Corp., 3.30%, due 02/06/2027 0.10%
Federal National Mortgage Association, 5.50%, due 12/01/2041 0.10%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.10%
Federal National Mortgage Association, 5.50%, due 10/01/2036 0.10%
NBCUniversal Media LLC, 4.37%, due 04/01/2021 0.10%
Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 0.09%
Wal-Mart Stores, Inc., 3.62%, due 12/15/2047 0.09%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.09%
Independent National Mortgage Corp. Index Mortgage Loan Trust, Series 2007-AR15, Class 2A1, 3.53%, due 08/25/2037 0.09%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.09%
Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 0.09%
Alternative Loan Trust, Series 2007-22, Class 2A16, 6.50%, due 09/25/2037 0.09%
Capital One Financial Corp., 2.50%, due 05/12/2020 0.09%
PacifiCorp, 3.60%, due 04/01/2024 0.09%
U.S. Treasury Note, 1.62%, due 11/15/2022 0.09%
Vornado Realty Trust, REIT 0.09%
Medtronic, Inc., 4.62%, due 03/15/2045 0.09%
Thermo Fisher Scientific, Inc., 2.40%, due 02/01/2019 0.09%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.09%
Commercial Mortgage Pass Through Certificates, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 0.09%
Harris Corp., 5.55%, due 10/01/2021 0.09%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.09%
SolarCity LMC Series III LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 0.09%
Peru Government International Bond, 7.35%, due 07/21/2025 0.09%
Time Warner, Inc. 0.09%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.09%
Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 0.09%
Queens Center Mortgage Trust, Series 2013-QCA, Class D, 3.59%, due 01/11/2037 0.09%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.09%
AT&T, Inc., 3.40%, due 05/15/2025 0.09%
American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 0.09%
AbbVie, Inc., 3.20%, due 05/14/2026 0.09%
Micron Technology, Inc. 0.09%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.09%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.09%
SVB Financial Group 0.08%
Voya Financial, Inc. 0.08%
Shell International Finance BV, 2.50%, due 09/12/2026 0.08%
Ally Financial, Inc., 4.12%, due 03/30/2020 0.08%
State of California, 7.95%, due 03/01/2036 0.08%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.08%
Ally Financial, Inc., 3.50%, due 01/27/2019 0.08%
Realty Income Corp., 3.87%, due 07/15/2024 0.08%
New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 0.08%
New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 0.08%
Comcast Corp., 5.87%, due 02/15/2018 0.08%
Biogen, Inc., 4.05%, due 09/15/2025 0.08%
Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 0.08%
Mexico Government International Bond, 4.00%, due 10/02/2023 0.08%
Boston Properties, Inc., REIT 0.08%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.08%
Monsanto Co., 4.40%, due 07/15/2044 0.08%
RJ Reynolds Tobacco Co., 8.12%, due 06/23/2019 0.08%
Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 0.08%
Bunge, Ltd. Finance Corp., 3.75%, due 09/25/2027 0.08%
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.08%
First Horizon National Corp., 3.50%, due 12/15/2020 0.08%
Appalachian Power Co., 3.40%, due 06/01/2025 0.08%
GMACM Mortgage Loan Trust, Series 2005-AR1, Class 3A, 3.89%, due 03/18/2035 0.07%
SBA Tower Trust, 3.16%, due 04/09/2047 0.07%
U.S. Treasury Bill, 1.05%, due 01/04/2018 0.07%
Hertz Vehicle Financing II, LP, Series 2016-3A, Class A, 2.27%, due 07/25/2020 0.07%
Alexion Pharmaceuticals, Inc. 0.07%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.07%
COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 0.07%
BorgWarner, Inc., 3.37%, due 03/15/2025 0.07%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.07%
HCP, Inc., REIT 0.07%
JPMorgan Chase & Co., 3.54%, due 05/01/2028 0.07%
International Paper Co., 4.75%, due 02/15/2022 0.07%
Lear Corp. 0.07%
Humana, Inc. 0.07%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.07%
Schlumberger Holdings Corp., 3.00%, due 12/21/2020 0.07%
COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 0.07%
COMM Mortgage Trust, Series 2016-GCT, Class C, 3.57%, due 08/10/2029 0.07%
AbbVie, Inc. 0.07%
Avis Budget Rental Car Funding AESOP LLC, Series 2013-1A, Class A, 1.92%, due 09/20/2019 0.07%
SCG Trust, Series 2013-SRP1, Class A, 2.88%, due 11/15/2026 0.07%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.07%
Wells Fargo & Co., Series MTN, 3.58%, due 05/22/2028 0.07%
New Residential Advanced Receivables Trust, Series 2017-T1, Class AT1, 3.21%, due 02/15/2051 0.07%
Federal Home Loan Mortgage Corp., Series Z, 8.37% 0.07%
GS Mortgage Securities Corp. II, Series 2013-KING, Class E, 3.54%, due 12/10/2027 0.07%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.07%
Celgene Corp., 3.87%, due 08/15/2025 0.07%
JPMorgan Chase & Co., 3.37%, due 05/01/2023 0.07%
Parker-Hannifin Corp. 0.07%
CNA Financial Corp., 5.87%, due 08/15/2020 0.07%
HD Supply Holdings, Inc. 0.07%
SBA Communications Corp., REIT 0.07%
Federal National Mortgage Association, 4.50%, due 06/01/2026 0.07%
Workday, Inc., Class A 0.06%
Wells Fargo & Co., 2.12%, due 04/22/2019 0.06%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.06%
State of California, 7.60%, due 11/01/2040 0.06%
Hilton Worldwide Holdings, Inc. 0.06%
Sysco Corp., 3.25%, due 07/15/2027 0.06%
U.S. Treasury Note, 1.62%, due 02/15/2026 0.06%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.06%
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 0.06%
Citigroup Capital XIII, 7.75% 0.06%
Athene Global Funding, 3.00%, due 07/01/2022 0.06%
Allstate Corp., 3.28%, due 12/15/2026 0.06%
ONEOK, Inc. 0.06%
Intuit, Inc. 0.06%
EOG Resources, Inc., 2.45%, due 04/01/2020 0.06%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.06%
Bank One Corp., 8.00%, due 04/29/2027 0.06%
McDonald's Corp. 0.06%
FedEx Corp. 0.06%
BAT Capital Corp., 3.55%, due 08/15/2027 0.06%
Sirius XM Holdings, Inc. 0.06%
Structured Asset Mortgage Investments II Trust, Series 2003-AR4, Class A1, 1.98%, due 01/19/2034 0.06%
HCP, Inc., 3.40%, due 02/01/2025 0.06%
BRE Grand Islander Timeshare Issuer LLC, Series 2017-1A, Class A, 2.94%, due 05/25/2029 0.06%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.06%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 0.06%
Conagra Brands, Inc., 3.20%, due 01/25/2023 0.06%
OneBeacon US Holdings, Inc., 4.60%, due 11/09/2022 0.06%
Federal National Mortgage Association, 5.50%, due 09/01/2036 0.05%
State of California, 7.30%, due 10/01/2039 0.05%
Western Gas Partners, LP, 5.37%, due 06/01/2021 0.05%
Albemarle Corp. 0.05%
XL Group, Ltd. 0.05%
BMW US Capital LLC, 2.80%, due 04/11/2026 0.05%
U.S. Treasury Bill, 1.17%, due 01/04/2018 0.05%
Kraft Heinz Foods Co., 4.87%, due 02/15/2025 0.05%
Duke Energy Progress LLC, 3.60%, due 09/15/2047 0.05%
Dominion Energy, Inc., 2.57%, due 07/01/2020 0.05%
Wells Fargo & Co., 5.37%, due 11/02/2043 0.05%
Everest Re Group, Ltd. 0.05%
Anthem, Inc., 1.87%, due 01/15/2018 0.05%
Anadarko Petroleum Corp., 5.55%, due 03/15/2026 0.05%
Bank of America Corp., 5.75%, due 12/01/2017 0.05%
Petrobras Global Finance BV, 6.25%, due 03/17/2024 0.05%
Credit Suisse Mortgage Capital Certificates, Series 2009-11R, Class 5A1, 3.19%, due 08/26/2036 0.05%
BlackRock, Inc. 0.05%
Federal National Mortgage Association, Series S, 8.25% 0.05%
Royal Bank of Scotland Group PLC, 6.00%, due 12/19/2023 0.05%
Coventry Health Care, Inc., 5.45%, due 06/15/2021 0.05%
Tyson Foods, Inc., 3.95%, due 08/15/2024 0.05%
Digital Realty Trust, Inc., REIT 0.05%
U.S. Treasury Bill, 2.06%, due 03/01/2018 0.05%
Deutsche Bank AG, 2.74%, due 08/20/2020 0.05%
Mohawk Industries, Inc. 0.05%
AT&T, Inc., 4.60%, due 02/15/2021 0.05%
MVW Owner Trust, Series 2016-1A, Class A, 2.25%, due 12/20/2033 0.05%
JPMorgan Resecuritization Trust, Series 2014-2, Class 6A1, 3.27%, due 05/26/2037 0.05%
Newmont Mining Corp. 0.05%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 0.05%
Symantec Corp. 0.05%
Citizens Financial Group, Inc. 0.05%
Niagara Mohawk Power Corp., 4.88%, due 08/15/2019 0.05%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.04%
Federal National Mortgage Association, 6.00%, due 02/01/2041 0.04%
VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 0.04%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 6.87%, due 02/15/2021 0.04%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.04%
Kroger Co., 2.80%, due 08/01/2022 0.04%
SBA Tower Trust, 2.24%, due 04/09/2043 0.04%
Royal Bank of Scotland Group PLC, 6.40%, due 10/21/2019 0.04%
Entergy Arkansas, Inc., 3.70%, due 06/01/2024 0.04%
AT&T, Inc., 4.35%, due 06/15/2045 0.04%
Kraft Heinz Co. 0.04%
NRG Energy, Inc., 6.62%, due 03/15/2023 0.04%
Harris Corp. 0.04%
LyondellBasell Industries NV, 5.00%, due 04/15/2019 0.04%
Federal National Mortgage Association, 3.50%, due 01/01/2029 0.04%
Impac CMB Trust, Series 2004-6, Class 1A1, 2.12%, due 10/25/2034 0.04%
Exxon Mobil Corp., 3.04%, due 03/01/2026 0.04%
VEREIT Operating Partnership, LP, 3.00%, due 02/06/2019 0.04%
FedEx Corp., 4.90%, due 01/15/2034 0.04%
MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 0.04%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.04%
WEC Energy Group, Inc. 0.04%
Kerr-McGee Corp., 6.95%, due 07/01/2024 0.04%
NiSource, Inc. 0.04%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.04%
Federal National Mortgage Association, 6.50%, due 05/01/2040 0.04%
SBA Tower Trust, 2.87%, due 07/10/2046 0.04%
Federal National Mortgage Association, 5.00%, TBA 0.04%
Archer-Daniels-Midland Co. 0.04%
Federal National Mortgage Association, 3.32%, due 10/25/2023 0.04%
Boston Scientific Corp., 2.65%, due 10/01/2018 0.04%
FedEx Corp., 5.10%, due 01/15/2044 0.04%
PulteGroup, Inc. 0.04%
Federal National Mortgage Association, 5.00%, due 08/01/2039 0.04%
Brighthouse Financial, Inc., 3.70%, due 06/22/2027 0.04%
Vulcan Materials Co. 0.04%
Oracle Corp. 0.04%
Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 0.04%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.04%
American Express Co., 4.05%, due 12/03/2042 0.03%
Cooper Cos., Inc. 0.03%
Lincoln National Corp., 8.75%, due 07/01/2019 0.03%
NBCUniversal Media LLC, 4.45%, due 01/15/2043 0.03%
Mylan NV 0.03%
EnLink Midstream Partners, LP, 4.85%, due 07/15/2026 0.03%
Sprint Corp., 7.87%, due 09/15/2023 0.03%
Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 0.03%
COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 0.03%
Amgen, Inc. 0.03%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.03%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 0.03%
Husky Energy, Inc., 4.00%, due 04/15/2024 0.03%
Wells Fargo & Co., 5.90%, due 06/15/2024 0.03%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.03%
McKesson Corp. 0.03%
American Express Co., 3.00%, due 10/30/2024 0.03%
U.S. Treasury Bill, 1.12%, due 03/01/2018 0.03%
H&R Block, Inc. 0.03%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.03%
State Street Corp., Series D, 5.90% 0.03%
Starbucks Corp. 0.03%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.03%
Fortive Corp. 0.03%
Federal National Mortgage Association, 5.00%, due 10/01/2039 0.03%
Brixmor Property Group, Inc., REIT 0.03%
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.03%
Petroleos Mexicanos, 3.50%, due 01/30/2023 0.03%
Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1, 1.96%, due 10/25/2028 0.03%
TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 0.03%
TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 0.03%
Federal National Mortgage Association, 4.00%, due 06/01/2042 0.03%
Williams Cos., Inc., 7.87%, due 09/01/2021 0.03%
Williams Partners, LP, 5.40%, due 03/04/2044 0.03%
Shell International Finance BV, 3.75%, due 09/12/2046 0.03%
CMS Energy Corp., 4.87%, due 03/01/2044 0.03%
Sierra Timeshare Receivables Funding LLC, Series 2014-1A, Class A, 2.07%, due 03/20/2030 0.03%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.03%
Sprint Communications, Inc., 9.00%, due 11/15/2018 0.02%
Jersey Central Power & Light Co., 7.35%, due 02/01/2019 0.02%
Energy Transfer, LP, 5.95%, due 10/01/2043 0.02%
AT&T, Inc., 5.00%, due 03/01/2021 0.02%
Federal National Mortgage Association, 6.00%, due 01/01/2040 0.02%
American International Group, Inc., 8.17%, due 05/15/2068 0.02%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.02%
Bank of America Corp., Series MTN, 3.87%, due 08/01/2025 0.02%
Mastercard, Inc., 3.37%, due 04/01/2024 0.02%
Omega Healthcare Investors, Inc., REIT 0.02%
Brighthouse Financial, Inc. 0.02%
General Motors Co., 4.87%, due 10/02/2023 0.02%
PacifiCorp, 5.75%, due 04/01/2037 0.02%
Federal National Mortgage Association, 5.00%, due 04/01/2039 0.02%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.02%
Sierra Timeshare Receivables Funding LLC, Series 2014-2A, Class A, 2.05%, due 06/20/2031 0.02%
BioMarin Pharmaceutical, Inc. 0.02%
Gilead Sciences, Inc., 2.95%, due 03/01/2027 0.02%
Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 0.02%
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 0.02%
U.S. Treasury Bill, 1.12%, due 03/01/2018 0.02%
J.M. Smucker, Co. 0.02%
Federal National Mortgage Association, 6.00%, due 04/01/2040 0.02%
General Electric Co., Series MTN, 6.87%, due 01/10/2039 0.02%
Federal National Mortgage Association, 5.50%, due 08/01/2037 0.02%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class B, 3.05%, due 03/22/2032 0.02%
Citigroup, Inc., 6.67%, due 09/13/2043 0.02%
Silverleaf Finance XVIII LLC, Series 2014-A, Class A, 2.81%, due 01/15/2027 0.02%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 0.02%
Halliburton Co. 0.02%
Weatherford International, Ltd., 5.95%, due 04/15/2042 0.02%
Goldman Sachs Group, Inc., 6.25%, due 02/01/2041 0.02%
Newell Brands, Inc. 0.02%
Noble Energy, Inc., 6.00%, due 03/01/2041 0.02%
Sprint Capital Corp., 6.87%, due 11/15/2028 0.02%
Continental Resources, Inc., 3.80%, due 06/01/2024 0.02%
New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 0.02%
Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 0.02%
General Motors Co., 6.25%, due 10/02/2043 0.02%
JPMorgan Chase & Co., 4.85%, due 02/01/2044 0.02%
CMS Energy Corp., 3.87%, due 03/01/2024 0.02%
Apache Corp., 4.75%, due 04/15/2043 0.02%
COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 0.01%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.01%
Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 0.01%
New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 0.01%
Federal National Mortgage Association, 4.00%, due 07/01/2026 0.01%
U.S. Treasury Note, 1.62%, due 05/15/2026 0.01%
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2013-3A, Class B, 2.70%, due 10/20/2030 0.01%
Federal National Mortgage Association, 4.00%, due 10/01/2025 0.01%
President & Fellows of Harvard College, 3.61%, due 10/01/2037 0.01%
CVS Health Corp., 5.30%, due 12/05/2043 0.01%
Federal Home Loan Mortgage Corp., 3.63%, due 02/01/2041 0.01%
JPMorgan Chase & Co., 6.75%, due 02/01/2024 0.01%
Apache Corp., 4.25%, due 01/15/2044 0.01%
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.01%
Williams Cos., Inc., 3.70%, due 01/15/2023 0.01%
Federal National Mortgage Association, 3.46%, due 03/01/2041 0.01%
Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 0.01%
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.01%
Mosaic Co. 0.01%
Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 0.01%
New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 0.01%
Nexen Energy ULC, 5.87%, due 03/10/2035 0.01%
Duke Energy Corp., 3.75%, due 04/15/2024 0.01%
HP, Inc., 3.75%, due 12/01/2020 0.01%
University of California, Series AD, 4.85%, due 05/15/2112 0.01%
Futures Contracts, Long, S&P 500® E-Mini 0.01%
State Street Corp., 2.32%, due 06/01/2077 0.01%
Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 0.01%
Cleveland Electric Illuminating Co., 8.87%, due 11/15/2018 0.01%
Government National Mortgage Association, Interest Only STRIPS, 0.79%, due 02/16/2053 0.01%
SCE Trust III, Series H, 5.75% 0.01%
Federal National Mortgage Association, Series O, 0.00% 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2025 0.00%**
Federal National Mortgage Association, 3.57%, due 03/01/2041 0.00%**
T-Mobile USA, Inc., 6.83%, due 04/28/2023 0.00%**
Federal National Mortgage Association, 4.50%, due 07/01/2025 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 12/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Merrill Lynch Mortgage Trust, Series 2007-C1, Class A1A, 6.00%, due 06/12/2050 0.00%**
Citigroup Commercial Mortgage Trust, Interest Only STRIPS, Series 2013-SMP, Class XA, 0.89%, due 01/12/2030 0.00%**
Kaupthing Bank, 7.62%, due 02/28/2020 0.00%**
Net Other Assets (Liabilities) -4.65%**