Transamerica

05/31/2017*


Transamerica Flexible Income

Security Description % of Total Market Value
Federal National Mortgage Association, 3.00%, TBA 2.48%
U.S. Treasury Bill, 0.80%, due 07/13/2017 1.79%
U.S. Treasury Note, 1.50%, due 08/15/2026 1.53%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 1.44%
State of California, 7.95%, due 03/01/2036 1.13%
U.S. Treasury Note, 2.00%, due 02/15/2025 1.05%
U.S. Treasury Note, 1.62%, due 02/15/2026 1.02%
Springleaf Finance Corp., 8.25%, due 12/15/2020 0.99%
Spirit Master Funding LLC, Series 2014-3A, Class A, 5.74%, due 03/20/2042 0.96%
Aviation Capital Group Corp., 7.12%, due 10/15/2020 0.93%
Centaur Funding Corp., Series B, 9.08% 0.92%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.92%
BBVA Bancomer SA, 6.50%, due 03/10/2021 0.90%
STORE Master Funding I LLC, Series 2015-1A, Class A1, 3.75%, due 04/20/2045 0.87%
RALI Trust, Series 2006-QO1, Class 3A1, 1.29%, due 02/25/2046 0.84%
U.S. Treasury Note, 2.00%, due 08/15/2025 0.82%
Prospect Capital Corp., 5.87%, due 03/15/2023 0.80%
Clear Channel Worldwide Holdings, Inc., 7.62%, due 03/15/2020 0.80%
Royal Bank of Scotland Group PLC, 6.10%, due 06/10/2023 0.79%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.77%
Wells Fargo & Co., 7.98%, due 03/15/2018 0.75%
Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 0.75%
SBA Tower Trust, Series 2014-1A, Class C, 2.89%, due 10/15/2044 0.74%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.73%
Citigroup, Inc., 5.95%, due 01/30/2023 0.73%
Crown Castle Towers LLC, 6.11%, due 01/15/2040 0.71%
American Airlines Pass-Through Trust, 4.00%, due 01/15/2027 0.70%
Marine Park CLO, Ltd., Series 2012-1A, Class BR, 3.78%, due 05/18/2023 0.70%
CNA Financial Corp., 5.87%, due 08/15/2020 0.69%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 0.69%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.69%
General Electric Co., 5.00%, due 01/21/2021 0.68%
HSBC Holdings PLC, 6.37%, due 09/17/2024 0.66%
Commerzbank AG, 8.12%, due 09/19/2023 0.66%
NRZ Advance Receivables Trust, Series 2016-T4, Class AT4, 3.10%, due 12/15/2050 0.64%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2007-LD11, Class AM, 5.72%, due 06/15/2049 0.64%
COMM Mortgage Trust, Series 2014-PAT, Class D, 3.13%, due 08/13/2027 0.62%
Chubb Corp., 3.40%, due 03/29/2067 0.62%
Regions Bank, 7.50%, due 05/15/2018 0.60%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.58%
Oaktree Capital Management, LP, 6.75%, due 12/02/2019 0.58%
Coveris Holdings SA, Term Loan B1, 4.64%, due 05/08/2019 0.58%
YPF SA, 8.50%, due 07/28/2025 0.58%
ING Bank NV, 5.80%, due 09/25/2023 0.57%
Cablevision Systems Corp., 7.75%, due 04/15/2018 0.56%
Western Digital Corp., 7.37%, due 04/01/2023 0.55%
Sompo Japan Nipponkoa Insurance, Inc., 5.32%, due 03/28/2073 0.54%
Residential Asset Securitization Trust, Series 2004-A4, Class A11, 5.50%, due 08/25/2034 0.54%
Argentina Republic Government International Bond, 7.50%, due 04/22/2026 0.52%
Morgan Stanley Resecuritization Trust, Series 2014-R4, Class 4A, 3.19%, due 11/21/2035 0.52%
Owens Corning, 4.20%, due 12/15/2022 0.52%
BB-UBS Trust, Series 2012-TFT, Class C, 3.46%, due 06/05/2030 0.52%
JGWPT XXIII LLC, Series 2011-1A, Class A, 4.70%, due 10/15/2056 0.51%
CGBAM Commercial Mortgage Trust, Series 2015-SMRT, Class B, 3.21%, due 04/10/2028 0.50%
Government Properties Income Trust, 3.75%, due 08/15/2019 0.50%
NRG Energy, Inc., 7.87%, due 05/15/2021 0.50%
Lloyds Bank PLC, Series MTN, 6.50%, due 09/14/2020 0.49%
Mallinckrodt International Finance SA, 3.50%, due 04/15/2018 0.48%
Soundview Home Loan Trust, Series 2006-3, Class A3, 1.18%, due 11/25/2036 0.48%
EPR Properties, 7.75%, due 07/15/2020 0.48%
Univision Communications, Inc., 6.75%, due 09/15/2022 0.47%
Anadarko Petroleum Corp., 5.55%, due 03/15/2026 0.46%
Crown Castle Towers LLC, 4.88%, due 08/15/2040 0.46%
BHMS Mortgage Trust, Series 2014-ATLS, Class CFX, 4.69%, due 07/05/2033 0.46%
Martin Marietta Materials, Inc., 4.25%, due 07/02/2024 0.46%
NuStar Logistics, LP, 8.15%, due 04/15/2018 0.46%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.45%
THL Credit Wind River CLO, Ltd., Series 2014-1A, Class CR, 3.40%, due 04/18/2026 0.45%
Kilroy Realty, LP, 6.62%, due 06/01/2020 0.45%
SoFi Consumer Loan Program LLC, Series 2017-1, Class A, 3.28%, due 01/26/2026 0.45%
CIFC Funding, Ltd., Series 2012-2A, Class A3R, 3.80%, due 12/05/2024 0.45%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-DSTY, Class C, 3.80%, due 06/10/2027 0.45%
Alternative Loan Trust, Series 2006-OC1, Class 2A3A, 1.34%, due 03/25/2036 0.44%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.44%
AT&T, Inc., 3.40%, due 05/15/2025 0.43%
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.43%
Alternative Loan Trust, Series 2005-14, Class 4A1, 1.24%, due 05/25/2035 0.43%
LafargeHolcim Finance US LLC, 3.50%, due 09/22/2026 0.42%
Scientific Games International, Inc., 7.00%, due 01/01/2022 0.41%
Spin Holdco, Inc., Term Loan B, 4.40%, due 11/14/2019 0.41%
Hospitality Properties Trust, 5.00%, due 08/15/2022 0.40%
Reinsurance Group of America, Inc., 3.79%, due 12/15/2065 0.40%
Arrow Electronics, Inc., 3.50%, due 04/01/2022 0.39%
CLNS Trust, Series 2017-IKPR, Class C, 2.00%, due 06/11/2032 0.39%
Goldman Sachs Group, Inc., 5.70%, due 05/10/2019 0.39%
Oil Insurance, Ltd., 4.13%, due 07/03/2017 0.39%
Cosmopolitan Hotel Trust, Series 2016-CSMO, Class C, 3.63%, due 11/15/2033 0.39%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.39%
Apple, Inc., 2.85%, due 02/23/2023 0.38%
Meritage Homes Corp., 4.50%, due 03/01/2018 0.38%
Discover Financial Services, 3.75%, due 03/04/2025 0.38%
International Game Technology PLC, 6.50%, due 02/15/2025 0.38%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.38%
CHS / Community Health Systems, Inc., 7.12%, due 07/15/2020 0.38%
Owens & Minor, Inc., 3.87%, due 09/15/2021 0.37%
Steelcase, Inc., 6.37%, due 02/15/2021 0.37%
Welk Resorts LLC, Series 2015-AA, Class A, 2.79%, due 06/16/2031 0.37%
New Residential Advanced Receivables Trust, Series 2017-T1, Class CT1, 3.70%, due 02/15/2051 0.37%
Petrobras Global Finance BV, 3.00%, due 01/15/2019 0.37%
Capital One Financial Corp., 2.50%, due 05/12/2020 0.37%
Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 0.36%
Ras Laffan Liquefied Natural Gas Co., Ltd. III, 6.75%, due 09/30/2019 0.36%
Merrill Lynch Mortgage Investors Trust, Series 2006-A1, Class 1A1, 3.49%, due 03/25/2036 0.36%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.36%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.36%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.35%
Jefferies Group LLC, 5.12%, due 01/20/2023 0.35%
Hewlett Packard Enterprise Co., 3.60%, due 10/15/2020 0.35%
Ocwen Master Advance Receivables Trust, Series 2016-T2, Class CT2, 3.80%, due 08/16/2049 0.35%
Becton Dickinson and Co., 3.70%, due 06/06/2027 0.35%
American Financial Group, Inc., 9.87%, due 06/15/2019 0.34%
CoBank ACB, Series F, 6.25% 0.34%
CenturyLink, Inc., 5.80%, due 03/15/2022 0.34%
AbbVie, Inc., 3.20%, due 05/14/2026 0.34%
International Lease Finance Corp., 8.25%, due 12/15/2020 0.34%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.33%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.33%
Morgan Stanley, 5.45%, due 07/15/2019 0.33%
GSAA Trust, Series 2006-1, Class A3, 1.35%, due 01/25/2036 0.33%
ILFC E-Capital Trust I, 4.66%, due 12/21/2065 0.33%
Dynegy, Inc., 7.62%, due 11/01/2024 0.33%
SPS Servicer Advance Receivables Trust, Series 2016-T1, Class CT1, 3.32%, due 11/16/2048 0.33%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.33%
Cott Holdings, Inc., 5.50%, due 04/01/2025 0.33%
Ceridian HCM Holding, Inc., 11.00%, due 03/15/2021 0.32%
Lehman XS Trust, Series 2005-8, Class 1A3, 1.37%, due 12/25/2035 0.32%
EDP Finance BV, 5.25%, due 01/14/2021 0.32%
Dominion Energy, Inc., 2.57%, due 07/01/2020 0.31%
Discover Bank, 3.45%, due 07/27/2026 0.31%
Morgan Stanley, 5.75%, due 01/25/2021 0.31%
Countrywide Asset-Backed Certificates, Series 2006-6, Class 2A3, 1.30%, due 09/25/2036 0.31%
Bombardier, Inc., 4.75%, due 04/15/2019 0.31%
Express Scripts Holding Co., 4.50%, due 02/25/2026 0.31%
First Horizon National Corp., 3.50%, due 12/15/2020 0.31%
Celgene Corp., 3.87%, due 08/15/2025 0.31%
CITGO Holding, Inc., 10.75%, due 02/15/2020 0.30%
Spirit Master Funding LLC, Series 2014-1A, Class A2, 5.37%, due 07/20/2040 0.30%
VEREIT Operating Partnership, LP, 4.12%, due 06/01/2021 0.30%
Ford Motor Co., 4.34%, due 12/08/2026 0.30%
Ameriprise Financial, Inc., 7.30%, due 06/28/2019 0.29%
UBS AG, 7.62%, due 08/17/2022 0.29%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.29%
Petroleum Co. of Trinidad & Tobago, Ltd., 9.75%, due 08/14/2019 0.29%
KLA-Tencor Corp., 4.12%, due 11/01/2021 0.29%
CSMC Trust, Series 2014-11R, Class 17A1, 1.17%, due 12/27/2036 0.29%
Sprint Communications, Inc., 9.00%, due 11/15/2018 0.29%
TICP Clo , Ltd., Series 2014-3A, Class B1R, 2.75%, due 01/20/2027 0.28%
Abbott Laboratories, 3.75%, due 11/30/2026 0.28%
U.S. Treasury Note, 1.75%, due 05/15/2022 0.28%
CSC Holdings LLC, 10.12%, due 01/15/2023 0.28%
Lukoil International Finance BV, 3.41%, due 04/24/2018 0.27%
Exxon Mobil Corp., 3.04%, due 03/01/2026 0.27%
Dominican Republic International Bond, 5.95%, due 01/25/2027 0.27%
Tyson Foods, Inc., 3.55%, due 06/02/2027 0.26%
E.I. du Pont de Nemours & Co., 2.20%, due 05/01/2020 0.26%
Dominican Republic International Bond, 5.50%, due 01/27/2025 0.26%
BMW US Capital LLC, 2.80%, due 04/11/2026 0.26%
RJ Reynolds Tobacco Co., 8.12%, due 06/23/2019 0.26%
UBS Group AG, 7.12%, due 08/10/2021 0.26%
Commercial Mortgage Pass-Through Certificates, Series 2012-LTRT, Class B, 3.80%, due 10/05/2030 0.26%
Macquarie Bank, Ltd., 6.62%, due 04/07/2021 0.26%
Citigroup, Inc., 2.63%, due 09/01/2023 0.26%
GMAC Capital Trust I, Series 2, 6.96% 0.25%
CITGO Petroleum Corp., 6.25%, due 08/15/2022 0.25%
Bank One Corp., 8.00%, due 04/29/2027 0.25%
General Motors Co., 4.87%, due 10/02/2023 0.25%
Allergan PLC, Series A, 5.50% 0.25%
Toronto-Dominion Bank, 3.62%, due 09/15/2031 0.25%
CHS / Community Health Systems, Inc., 6.87%, due 02/01/2022 0.24%
Waldorf Astoria Boca Raton Trust, Series 2016-BOCA, Class C, 3.48%, due 06/15/2029 0.24%
EnLink Midstream Partners, LP, 5.05%, due 04/01/2045 0.24%
EnLink Midstream Partners, LP, 4.85%, due 07/15/2026 0.24%
Independent National Mortgage Corp. Index Mortgage Loan Trust, Series 2007-AR15, Class 2A1, 3.73%, due 08/25/2037 0.23%
SBA Tower Trust, 2.87%, due 07/15/2021 0.23%
CSMC Trust, Series 2015-DEAL, Class D, 4.08%, due 04/15/2029 0.23%
Chicago Skyscraper Trust, Series 2017-SKY, Class C, 2.23%, due 02/15/2030 0.23%
Apidos CLO XIX, Series 2014-19A, Class CR, 3.35%, due 10/17/2026 0.23%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.22%
Energy Transfer, LP, 2.50%, due 06/15/2018 0.22%
Ocwen Master Advance Receivables Trust, Series 2016-T1, Class CT1, 3.60%, due 08/17/2048 0.22%
Actavis, Inc., 3.25%, due 10/01/2022 0.22%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.22%
GSAMP Trust, Series 2006-HE1, Class A2D, 1.33%, due 01/25/2036 0.22%
Northwest Airlines Pass-Through Trust, 7.02%, due 05/01/2021 0.22%
Medtronic, Inc., 4.62%, due 03/15/2045 0.22%
Deutsche Bank AG, 2.48%, due 08/20/2020 0.21%
Albertsons LLC, Term Loan B6, 4.45%, due 06/22/2023 0.21%
Frontier Communications Corp., 7.62%, due 04/15/2024 0.21%
Alternative Loan Trust, Series 2005-14, Class 2A1, 1.23%, due 05/25/2035 0.21%
New Residential Advanced Receivables Trust, Series 2017-T1, Class AT1, 3.21%, due 02/15/2051 0.21%
Smithfield Foods, Inc., 2.70%, due 01/31/2020 0.20%
Molson Coors Brewing Co., 4.20%, due 07/15/2046 0.20%
SCG Trust, Series 2013-SRP1, Class AJ, 2.93%, due 11/15/2026 0.20%
SBA Tower Trust, 3.16%, due 04/15/2047 0.20%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.20%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 05/15/2021 0.20%
Biogen, Inc., 4.05%, due 09/15/2025 0.19%
U.S. Treasury Bill, 0.75%, due 06/22/2017 0.19%
Builders FirstSource, Inc., 10.75%, due 08/15/2023 0.19%
Indonesia Government International Bond, 4.75%, due 01/08/2026 0.19%
Dominion Energy, Inc., 2.96%, due 07/01/2019 0.18%
Aviation Capital Group Corp., 2.87%, due 01/20/2022 0.18%
Bank of America Corp., 4.10%, due 07/24/2023 0.18%
Black Hills Corp., 4.25%, due 11/30/2023 0.18%
Black Hills Corp., 5.87%, due 07/15/2020 0.17%
America West Airlines Pass-Through Trust, 8.05%, due 01/02/2022 0.17%
Bombardier, Inc., 7.50%, due 03/15/2025 0.17%
Noble Holding International, Ltd., 6.05%, due 03/01/2041 0.17%
Rio Tinto Finance USA, Ltd., 9.00%, due 05/01/2019 0.17%
Credit Suisse Mortgage Trust, Series 2017-HD. Class C, 2.68%, due 02/15/2031 0.16%
Beazer Homes USA, Inc., 8.75%, due 03/15/2022 0.16%
OCP CLO, Ltd., Series 2015-8A, Class A1, 2.68%, due 04/17/2027 0.16%
Embraer Netherlands Finance BV, 5.40%, due 02/01/2027 0.16%
Bank of America Corp., Series MTN, 5.87%, due 02/07/2042 0.16%
Boise Cascade Co., 5.62%, due 09/01/2024 0.16%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.16%
American Home Mortgage Assets Trust, Series 2007-2, Class A1, 1.14%, due 03/25/2047 0.15%
WhiteWave Foods Co., 5.37%, due 10/01/2022 0.15%
Alpine Securitization, Ltd., 1.24%, due 08/02/2017 0.15%
STORE Master Funding LLC, Series 2013-3A, Class A2, 5.21%, due 11/20/2043 0.15%
CNH Industrial Capital LLC, 3.87%, due 07/16/2018 0.15%
Allergan Funding SCS, 3.80%, due 03/15/2025 0.15%
Stryker Corp., 4.62%, due 03/15/2046 0.15%
Ally Financial, Inc., 3.50%, due 01/27/2019 0.15%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.15%
Orange Lake Timeshare Trust, Series 2014-AA, Class A, 2.29%, due 07/09/2029 0.15%
New Residential Advanced Receivables Trust, Series 2016-T2, Class CT2, 3.51%, due 10/15/2049 0.15%
GP Portfolio Trust, Series 2014-GPP, Class D, 3.98%, due 02/15/2027 0.15%
VSD LLC, 3.60%, due 12/25/2043 0.15%
Virgin Australia Pass-Through Trust, 5.00%, due 04/23/2025 0.14%
Laboratory Corp. of America Holdings, 3.60%, due 02/01/2025 0.14%
Green Tree Agency Advance Funding Trust I, Series 2016-T1, Class CT1, 3.61%, due 10/15/2048 0.14%
OneBeacon US Holdings, Inc., 4.60%, due 11/09/2022 0.14%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.13%
Conagra Brands, Inc., 3.20%, due 01/25/2023 0.13%
State of California, 7.30%, due 10/01/2039 0.13%
Wells Fargo Bank NA, 5.95%, due 08/26/2036 0.13%
Ally Financial, Inc., 8.00%, due 03/15/2020 0.13%
Valeant Pharmaceuticals International, Inc., 5.87%, due 05/15/2023 0.13%
BRE Grand Islander Timeshare Issuer LLC, Series 2017-1A, Class A, 2.94%, due 05/25/2029 0.13%
Bank of America Corp., 6.30%, due 03/10/2026 0.13%
Golub Capital Partners CLO, Ltd., Series 2017-34A, Class A1, 3.16%, due 03/08/2029 0.12%
Schlumberger Holdings Corp., 3.00%, due 12/21/2020 0.12%
Tyson Foods, Inc., 3.95%, due 08/15/2024 0.12%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.25%, due 09/15/2022 0.11%
Jefferies Resecuritization Trust, Series 2009-R7, Class 1A1, 3.09%, due 02/26/2036 0.11%
Newell Brands, Inc., 4.20%, due 04/01/2026 0.11%
Reynolds American, Inc., 7.25%, due 06/15/2037 0.10%
KeyBank NA, Series MTN, 3.40%, due 05/20/2026 0.10%
Sheffield Receivable, 1.25%, due 07/10/2017 0.10%
Wells Fargo & Co., , Exercise Price $34, Expiration Date 10/28/2018 0.10%
Citigroup Mortgage Loan Trust, Series 2015-A, Class A1, 3.50%, due 06/25/2058 0.10%
Chesapeake Energy Corp., Term Loan, 8.68%, due 08/23/2021 0.10%
Petrobras Global Finance BV, 6.12%, due 01/17/2022 0.10%
Kraft Heinz Foods Co., 4.87%, due 02/15/2025 0.10%
New Residential Advanced Receivables Trust, Series 2016-T2, Class BT2, 3.01%, due 10/15/2049 0.10%
Coveris Holdings SA, 7.87%, due 11/01/2019 0.09%
Diamond Resorts Owner Trust, Series 2013-2, Class A, 2.27%, due 05/20/2026 0.09%
BNP Paribas SA, 6.75%, due 03/14/2022 0.09%
U.S. Treasury Bill, 0.80%, due 07/20/2017 0.09%
Claire's Stores, Inc., 9.00%, due 03/15/2019 0.09%
CVS Health Corp., 2.12%, due 06/01/2021 0.09%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.09%
Banc of America Funding Trust, Series 2007-3, Class TA2, 1.20%, due 04/25/2037 0.08%
US Airways Pass-Through Trust, 3.95%, due 05/15/2027 0.08%
Impac CMB Trust, Series 2007-A, Class A, 1.27%, due 05/25/2037 0.08%
Saudi Arabia Government International Bond, 2.37%, due 10/26/2021 0.08%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.00%, due 02/15/2025 0.08%
Westgate Resorts LLC, Series 2015-1A, Class A, 2.75%, due 05/20/2027 0.08%
Albertsons LLC, Term Loan B4, 4.04%, due 08/22/2021 0.08%
RALI Trust, Series 2007-QH5, Class AI1, 1.23%, due 06/25/2037 0.08%
Enstar Group, Ltd., 4.50%, due 03/10/2022 0.08%
NRG Energy, Inc., 7.25%, due 05/15/2026 0.07%
Verizon Communications, Inc. 0.07%
U.S. Treasury Bill, 0.90%, due 08/10/2017 0.07%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 0.07%
Continental Airlines Pass-Through Trust, 6.90%, due 10/19/2023 0.07%
CHL Mortgage Pass-Through Trust, Series 2005-11, Class 4A1, 1.29%, due 04/25/2035 0.07%
7 WTC Depositor LLC Trust, Series 2012-7WTC, Class A, 4.08%, due 03/13/2031 0.07%
Mexico Bonos, Series M, 8.50%, due 12/13/2018 0.07%
Bank One Capital III, 8.75%, due 09/01/2030 0.06%
Countrywide Asset-Backed Certificates, Series 2002-S3, Class A5, 4.93%, due 05/25/2032 0.06%
Clear Channel Worldwide Holdings, Inc., 7.62%, due 03/15/2020 0.06%
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 5.00%, due 08/01/2035 0.06%
Gilead Sciences, Inc., 2.95%, due 03/01/2027 0.05%
Citigroup Mortgage Loan Trust, Series 2014-A, Class A, 4.00%, due 01/25/2035 0.05%
Popular ABS Mortgage Pass-Through Trust, Series 2006-A, Class A4, 1.34%, due 02/25/2036 0.05%
Lincoln National Corp., 8.75%, due 07/01/2019 0.05%
Diamond Resorts Owner Trust, Series 2014-1, Class A, 2.54%, due 05/20/2027 0.05%
Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 4.87%, due 04/15/2020 0.05%
Gotham Funding Corp., 1.06%, due 06/15/2017 0.05%
Truman Capital Mortgage Loan Trust, Series 2005-1, Class A, 1.45%, due 03/25/2037 0.05%
Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 3A, 5.50%, due 08/26/2047 0.04%
GSR Mortgage Loan Trust, Series 2007-OA1, Class 2A1, 1.14%, due 05/25/2037 0.04%
Alternative Loan Trust, Series 2004-3T1, Class A3, 5.00%, due 05/25/2034 0.04%
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-G, Class A1, 2.89%, due 06/25/2033 0.03%
Hilton Grand Vacations Trust, Series 2013-A, Class A, 2.28%, due 01/25/2026 0.03%
Diamond Resorts Owner Trust, Series 2013-1, Class A, 1.95%, due 01/20/2025 0.03%
BCAP LLC Trust, Series 2009-RR14, Class 1A1, 6.00%, due 05/26/2037 0.03%
Sierra Timeshare Receivables Funding LLC, Series 2014-1A, Class A, 2.07%, due 03/20/2030 0.02%
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-L, Class 1A2, 2.88%, due 11/25/2033 0.02%
Bank of Tokyo-Mitsubishi UFJ, Ltd., 1.10%, due 06/15/2017 0.02%
Anglesea Funding PLC, 1.13%, due 06/15/2017 0.02%
HSBC Home Equity Loan Trust, Series 2007-2, Class M1, 1.28%, due 07/20/2036 0.02%
Jefferies Resecuritization Trust, Series 2009-R9, Class 1A1, 2.86%, due 08/26/2046 0.02%
Jefferies Resecuritization Trust, Series 2009-R2, Class 2A, 3.18%, due 12/26/2037 0.02%
LB Commercial Mortgage Trust, Series 2007-C3, Class A1A, 5.96%, due 07/15/2044 0.02%
Regency Energy Partners, LP / Regency Energy Finance Corp., 5.87%, due 03/01/2022 0.01%
RALI Trust, Series 2006-QO2, Class A1, 1.24%, due 02/25/2046 0.01%
Jefferies Resecuritization Trust, Series 2009-R7, Class 4A1, 3.25%, due 09/26/2034 0.01%
CSMC Trust, Series 2010-18R, Class 1A11, 3.08%, due 08/26/2035 0.00%**
Net Other Assets (Liabilities) -0.72%**