Transamerica

06/30/2017*


Transamerica Unconstrained Bond

Security Description % of Total Market Value
U.S. Treasury Bill, 0.89%, due 08/17/2017 5.33%
Argentina Republic Government International Bond, 7.12%, due 07/06/2036 1.87%
Anheuser-Busch InBev Finance, Inc., 2.42%, due 02/01/2021 1.21%
Verizon Communications, Inc., 2.03%, due 06/17/2019 1.17%
Walt Disney Co., Series MTN, 1.60%, due 03/04/2022 1.17%
JPMorgan Chase & Co., 1.77%, due 03/09/2021 1.17%
Peru Government International Bond, 6.35%, due 08/12/2028 1.16%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2018 1.15%
Daimler Finance North America LLC, 1.79%, due 10/30/2019 0.98%
Indonesia Treasury Bond, 8.37%, due 03/15/2024 0.92%
Indonesia Treasury Bond, 8.25%, due 07/15/2021 0.91%
Peru Government Bond, 5.70%, due 08/12/2024 0.82%
Indonesia Treasury Bond, 10.50%, due 08/15/2030 0.82%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2021 0.80%
Goldman Sachs Group, Inc., 2.31%, due 04/23/2020 0.79%
Bank of America Corp., Series MTN, 2.31%, due 01/20/2023 0.79%
Wells Fargo & Co., 2.26%, due 01/24/2023 0.79%
Discover Card Execution Note Trust, Series 2015-A4, Class A4, 2.19%, due 04/17/2023 0.78%
American Express Credit Account Master Trust, Series 2017-1, Class A, 1.93%, due 09/15/2022 0.78%
U.S. Treasury Note, 2.12%, due 02/29/2024 0.78%
Synchrony Credit Card Master Note Trust, Series 2016-2, Class A, 2.21%, due 05/15/2024 0.78%
Synchrony Credit Card Master Note Trust, Series 2015-3, Class A, 1.74%, due 09/15/2021 0.78%
Atrium XI, Series 11A, Class E, 6.25%, due 10/23/2025 0.78%
Honda Auto Receivables Owner Trust, Series 2015-3, Class A4, 1.56%, due 10/18/2021 0.78%
Capital Auto Receivables Asset Trust, Series 2016-3, Class A3, 1.54%, due 08/20/2020 0.78%
Honda Auto Receivables Owner Trust, Series 2017-2, Class A3, 1.68%, due 08/16/2021 0.78%
Discover Card Execution Note Trust, Series 2015-A3, Class A, 1.45%, due 03/15/2021 0.78%
Hyundai Auto Lease Securitization Trust, Series 2016-C, Class A4, 1.65%, due 07/15/2020 0.77%
Toyota Auto Receivables Owner Trust, Series 2016-A, Class A4, 1.47%, due 09/15/2021 0.77%
Chase Issuance Trust, Series 2016-A5, Class A5, 1.27%, due 07/15/2021 0.77%
Mercedes-Benz Auto Receivables Trust, Series 2016-1, Class A4, 1.46%, due 12/15/2022 0.77%
Allegro CLO, Ltd., Series 2013-1A, Class D, 5.91%, due 01/30/2026 0.76%
Northwoods Capital XI, Ltd., Series 2014-11A, Class D, 4.60%, due 04/15/2025 0.76%
BNP Paribas SA, 7.62%, due 03/30/2021 0.76%
Avis Budget Rental Car Funding AESOP LLC, Series 2013-1A, Class A, 1.92%, due 09/20/2019 0.76%
Argentina Republic Government International Bond, 6.87%, due 04/22/2021 0.75%
Credit Suisse Group AG, 7.50%, due 12/11/2023 0.74%
BlueMountain CLO, Ltd., Series 2015-3A, Class E, 7.95%, due 10/20/2027 0.74%
American Express Credit Account Master Trust, Series 2014-1, Class A, 1.52%, due 12/15/2021 0.73%
Allegro CLO III, Ltd., Series 2015-1A, Class F, 6.95%, due 07/25/2027 0.70%
Credit Agricole SA, 8.12%, due 12/23/2025 0.70%
Citibank Credit Card Issuance Trust, Series 2014-A6, Class A6, 2.15%, due 07/15/2021 0.69%
CarMax Auto Owner Trust, Series 2016-4, Class A4, 1.60%, due 06/15/2022 0.66%
Avery Point VII CLO, Ltd., Series 2015-7A, Class F, 9.15%, due 01/15/2028 0.66%
U.S. Treasury Note, 2.25%, due 02/15/2027 0.66%
Intesa Sanpaolo SpA, 7.70%, due 09/17/2025 0.66%
Chase Issuance Trust, Series 2016-A2, Class A, 1.37%, due 06/15/2021 0.63%
Ford Credit Auto Owner Trust, Series 2016-C, Class B, 1.73%, due 03/15/2022 0.63%
Standard Chartered PLC, 7.50%, due 04/02/2022 0.62%
U.S. Treasury Inflation-Indexed Note, 0.25%, due 01/15/2025 0.59%
Allegro CLO II, Ltd., Series 2014-1A, Class E, 7.90%, due 01/21/2027 0.57%
Capital One NA / McLean, 2.32%, due 01/30/2023 0.57%
Lloyds Banking Group PLC, 7.50%, due 06/27/2024 0.56%
Capital One Multi-Asset Execution Trust, Series 2017-A1, Class A1, 2.00%, due 01/17/2023 0.55%
Citibank Credit Card Issuance Trust, Series 2014-A1, Class A1, 2.88%, due 01/23/2023 0.55%
CarMax Auto Owner Trust, Series 2014-4, Class C, 2.44%, due 11/16/2020 0.52%
Macquarie Bank, Ltd., 6.12%, due 03/08/2027 0.51%
Argentina Republic Government International Bond, 7.50%, due 04/22/2026 0.49%
Wells Fargo Bank NA, 1.79%, due 05/24/2019 0.49%
Svenska Handelsbanken AB, 1.75%, due 06/17/2019 0.49%
Synchrony Credit Card Master Note Trust, Series 2016-1, Class A, 2.04%, due 03/15/2022 0.49%
Ford Credit Floorplan Master Owner Trust, Series 2017-1, Class A1, 2.07%, due 05/15/2022 0.49%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 0.48%
Moody's Corp., 1.56%, due 09/04/2018 0.48%
Harley-Davidson Financial Services, Inc., 1.56%, due 03/08/2019 0.47%
Societe Generale SA, 7.87%, due 12/18/2023 0.43%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.41%
Barclays PLC, 8.25%, due 12/15/2018 0.41%
U.S. Treasury Inflation-Indexed Bond, 0.12%, due 04/15/2022 0.41%
Citigroup, Inc., 2.28%, due 12/08/2021 0.39%
Citigroup, Inc, 2.27%, due 05/17/2024 0.39%
Morgan Stanley, Series MTN, 2.43%, due 04/25/2018 0.39%
Chevron Corp., 1.59%, due 11/15/2019 0.39%
Goldman Sachs Group, Inc., 2.37%, due 04/30/2018 0.39%
Ford Motor Credit Co. LLC, 2.10%, due 11/04/2019 0.39%
Caterpillar Financial Services Corp., Series MTN, 1.88%, due 02/23/2018 0.39%
Walt Disney Co., Series MTN, 1.34%, due 03/04/2020 0.39%
Ford Credit Auto Owner Trust, Series 2015-2, Class A, 2.44%, due 01/15/2027 0.39%
Visa, Inc., 1.20%, due 12/14/2017 0.39%
AmeriCredit Automobile Receivables Trust, Series 2016-3, Class A3, 1.46%, due 05/10/2021 0.39%
Ford Credit Auto Owner Trust, Series 2016-A, Class A4, 1.60%, due 06/15/2021 0.39%
Avis Budget Rental Car Funding AESOP LLC, Series 2015-1A, Class A, 2.50%, due 07/20/2021 0.39%
Chase Issuance Trust, Series 2016-A4, Class A4, 1.49%, due 07/15/2022 0.38%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 07/15/2026 0.38%
Capital One Multi-Asset Execution Trust, Series 2016-A4, Class A4, 1.33%, due 06/15/2022 0.37%
UBS AG, 7.62%, due 08/17/2022 0.36%
Uruguay Government International Bond, 9.87%, due 06/20/2022 0.34%
Honda Auto Receivables Owner Trust, Series 2016-2, Class A4, 1.62%, due 08/15/2022 0.34%
CitiBank Credit Card Issuance Trust, Series 2017-A3, Class A3, 1.92%, due 04/07/2022 0.34%
GM Financial Automobile Leasing Trust, Series 2017-2, Class A4, 2.18%, due 06/21/2021 0.31%
HSBC Holdings PLC, 6.00%, due 05/22/2027 0.31%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.25%
Australia & New Zealand Banking Group, Ltd., 6.75%, due 06/15/2026 0.24%
Royal Bank of Scotland Group PLC, 8.62%, due 08/15/2021 0.24%
Exelon Corp., 2.85%, due 06/15/2020 0.23%
Penske Truck Leasing Co., LP / PTL Finance Corp., 2.87%, due 07/17/2018 0.23%
Lockheed Martin Corp., 1.85%, due 11/23/2018 0.23%
Forterra Finance LLC, Term Loan B, 4.22%, due 10/25/2023 0.22%
Societe Generale SA, 8.00%, due 09/29/2025 0.22%
First Data Corp., Term Loan, 3.71%, due 04/26/2024 0.22%
U.S. Treasury Bill, 0.80%, due 08/03/2017 0.21%
Rio Tinto Finance USA, Ltd., 3.75%, due 06/15/2025 0.20%
ING Groep NV, 6.50%, due 04/16/2025 0.20%
Credit Suisse Group Funding Guernsey, Ltd., 3.44%, due 04/16/2021 0.20%
Michaels Stores, Inc., Term Loan B1, 3.93%, due 01/30/2023 0.20%
Sophia, LP, Term Loan B, 4.54%, due 09/30/2022 0.20%
Futures Contracts, Short, 10-Year U.S. Treasury Note 0.20%
American Express Co., 1.76%, due 05/22/2018 0.20%
UBS Group Funding Switzerland AG, 3.00%, due 04/15/2021 0.20%
Heineken NV, 3.50%, due 01/29/2028 0.20%
Microsoft Corp., 2.40%, due 02/06/2022 0.20%
Jackson National Life Global Funding, 2.02%, due 06/27/2022 0.20%
Santander Drive Auto Receivables Trust, Series 2014-5, Class C, 2.46%, due 06/15/2020 0.20%
Daimler Finance North America LLC, 1.63%, due 05/18/2018 0.19%
Georgia-Pacific LLC, 3.60%, due 03/01/2025 0.19%
Costco Wholesale Corp., 2.15%, due 05/18/2021 0.19%
Epicor Software Corp., 1st Lien Term Loan, 4.98%, due 06/01/2022 0.19%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 01/15/2027 0.19%
Sesac Holdco II LLC, 1st Lien Term Loan, 4.45%, due 02/23/2024 0.19%
European Investment Bank, 1.37%, due 06/15/2020 0.19%
Microsoft Corp., 1.10%, due 08/08/2019 0.19%
American Tower Corp., 2.25%, due 01/15/2022 0.19%
CSC Holdings LLC, 1st Lien Term Loan, 3.45%, due 07/17/2025 0.19%
MEG Energy Corp., Term Loan B, 4.69%, due 12/31/2023 0.19%
Astoria Energy LLC, Term Loan B, 5.23%, due 12/24/2021 0.19%
Morgan Stanley, 1.98%, due 02/14/2020 0.18%
Infor, Inc., Term Loan B6, 4.04%, due 02/01/2022 0.18%
Ortho-Clinical Diagnostics, Inc., Term Loan B, 5.04%, due 06/30/2021 0.18%
Harland Clarke Holdings Corp., Term Loan B6, 6.79%, due 02/09/2022 0.18%
Diebold, Inc., Term Loan B, 3.87%, due 11/06/2023 0.17%
Ziggo Secured Finance Partnership, Term Loan E, 3.65%, due 04/15/2025 0.17%
Dynegy, Inc., Term Loan C, 4.47%, due 02/07/2024 0.17%
Valeant Pharmaceuticals International, Inc., Term Loan B F1, 5.83%, due 04/01/2022 0.17%
Everi Payments Inc., Term Loan B, 5.75%, due 05/09/2024 0.17%
Community Health Systems, Inc., Term Loan H, 4.16%, due 01/27/2021 0.17%
Tower Automotive Holdings USA LLC, Term Loan B, 3.87%, due 03/07/2024 0.17%
MaxLinear, Inc., Term Loan B, 3.61%, due 05/12/2024 0.16%
Telenet Financing LLC, Term Loan AI, 3.90%, due 06/30/2025 0.16%
BNP Paribas SA, 3.80%, due 01/10/2024 0.16%
Opal Acquisition, Inc., Term Loan B, 5.23%, due 11/27/2020 0.16%
U.S. Treasury Inflation-Indexed Note, 0.37%, due 07/15/2025 0.16%
Regions Financial Corp., 7.37%, due 12/10/2037 0.16%
Doncasters Finance US LLC, Term Loan, 4.79%, due 04/09/2020 0.16%
Anheuser-Busch InBev Finance, Inc., 1.90%, due 02/01/2019 0.16%
Allied Universal Holdco LLC, Term Loan B, 5.04%, due 07/28/2022 0.16%
Quorum Health Corp., Term Loan B, 7.97%, due 04/29/2022 0.16%
Univar, Inc., Term Loan B, 3.97%, due 07/01/2022 0.16%
Sedgwick Claims Management Services, Inc., 1st Lien Term Loan, 3.97%, due 03/01/2021 0.15%
Immucor, Inc., Refinance Term Loan B2, 5.00%, due 08/17/2018 0.15%
Sterigenics-Nordion Holdings LLC, Term Loan B, 4.22%, due 05/15/2022 0.15%
Accudyne Industries LLC, Term Loan, 4.22%, due 12/13/2019 0.15%
USI, Inc., Term Loan B, 4.17%, due 05/16/2024 0.15%
Entergy Rhode Island State Energy, LP, Term Loan B, 5.98%, due 12/17/2022 0.15%
IBC Capital, Ltd., 1st Lien Term Loan, 4.97%, due 09/09/2021 0.15%
AT&T, Inc., 5.80%, due 02/15/2019 0.15%
Altice Financing SA, Term Loan B, 3.90%, due 07/15/2025 0.15%
Charter NEX US Holdings, Inc., Term Loan B, 4.47%, due 05/16/2024 0.15%
Gates Global LLC, Term Loan B, 4.54%, due 04/01/2024 0.15%
Camelot UK Holdco Ltd., Term Loan B, 4.72%, due 10/03/2023 0.15%
American Airlines, Inc., Term Loan B, 3.65%, due 12/14/2023 0.15%
Grifols Worldwide Operations USA, Inc., Term Loan, 3.43%, due 01/31/2025 0.15%
Nature's Bounty Co., Term Loan B, 4.79%, due 05/05/2023 0.15%
Atrium Innovations, Inc., Term Loan, 4.79%, due 02/13/2021 0.15%
American Tire Distributors Holdings, Inc., Term Loan, 5.47%, due 09/01/2021 0.15%
Intelsat Jackson Holdings SA, Term Loan B2, 4.00%, due 06/30/2019 0.14%
Rentpath, Inc., 1st Lien Term Loan, 6.48%, due 12/17/2021 0.14%
LTI Holdings, Inc., 1st Lien Term Loan, 5.92%, due 05/08/2024 0.14%
Talen Energy Supply LLC, Term Loan B2, 5.22%, due 04/15/2024 0.14%
Alvogen Pharma US, Inc., Term Loan, 6.23%, due 04/02/2022 0.14%
Dynacast International LLC, Term Loan B, 4.54%, due 01/28/2022 0.14%
Delta 2 SARL, Term Loan B3, 4.50%, due 02/01/2024 0.14%
Neff Rental LLC, 2nd Lien Term Loan, TBD, due 06/09/2021 0.14%
STS Operating, Inc., Term Loan, TBD, due 02/12/2021 0.14%
VF Holding Corp., Term Loan, 4.54%, due 06/30/2023 0.14%
C.H.I. Overhead Doors, Inc., 1st Lien Term Loan, TBD, due 07/29/2022 0.14%
Columbia Pipeline Group, Inc., 2.45%, due 06/01/2018 0.13%
Albertsons LLC, Term Loan B6, 4.25%, due 06/22/2023 0.13%
Tempo Acquisition LLC, Term Loan, 4.06%, due 05/01/2024 0.13%
Western Gas Partners, LP, 4.65%, due 07/01/2026 0.13%
CCC Information Services, Inc., 1st Lien Term Loan, 4.23%, due 04/27/2024 0.13%
Canadian Natural Resources Ltd., 2.95%, due 01/15/2023 0.13%
Celgene Corp., 2.12%, due 08/15/2018 0.13%
Houghton Mifflin Harcourt Publishing Co., Term Loan B, 4.22%, due 05/31/2021 0.13%
Sherwin-Williams Co., 2.75%, due 06/01/2022 0.13%
BNP Paribas SA, 6.75%, due 03/14/2022 0.13%
Air Liquide Finance SA, 1.75%, due 09/27/2021 0.12%
Heineken NV, 4.35%, due 03/29/2047 0.12%
EnLink Midstream Partners, LP, 4.85%, due 07/15/2026 0.12%
Boyd Gaming Corp., Term Loan B3, 3.68%, due 09/15/2023 0.12%
Jonah Energy LLC, 2nd Lien Term Loan, 7.72%, due 05/12/2021 0.12%
Numericable Group SA, Term Loan B11, 3.94%, due 07/31/2025 0.12%
Eldorado Resorts LLC, Term Loan B, 3.37%, due 04/17/2024 0.12%
National Rural Utilities Cooperative Finance Corp., 4.75%, due 04/30/2043 0.12%
ING Groep NV, 3.15%, due 03/29/2022 0.12%
Total Capital International SA, 2.87%, due 02/17/2022 0.12%
Fifth Third Bancorp, 2.87%, due 07/27/2020 0.12%
Praxair, Inc., 2.25%, due 09/24/2020 0.12%
Mohegan Tribal Gaming Authority, Term Loan B, 5.22%, due 10/13/2023 0.12%
JPMorgan Chase & Co., 2.55%, due 10/29/2020 0.12%
BMW Vehicle Lease Trust, Series 2017-1, Class A3, 1.98%, due 05/20/2020 0.12%
Viacom, Inc., 5.25%, due 04/01/2044 0.12%
Patheon Holdings I BV, Term Loan, 4.50%, due 04/20/2024 0.12%
Westpac Banking Corp., 2.00%, due 06/28/2022 0.12%
MacDermid, Inc., Term Loan B6, 4.22%, due 06/07/2023 0.12%
Citizens Bank NA, 2.25%, due 03/02/2020 0.12%
Serta Simmons Bedding LLC, 1st Lien Term Loan, 4.58%, due 11/08/2023 0.12%
Rexnord LLC, Term Loan B, 3.97%, due 08/21/2023 0.12%
Sprint Communications, Inc., 1st Lien Term Loan B, 3.75%, due 02/02/2024 0.12%
BP Capital Markets PLC, 2.75%, due 05/10/2023 0.12%
Coca-Cola Co., 0.87%, due 10/27/2017 0.12%
Energy Transfer Equity, LP, Term Loan B, 3.82%, due 02/02/2024 0.12%
Informatica Corp., Term Loan, 4.79%, due 08/05/2022 0.12%
Fly Funding II SARL, Term Loan B, 3.43%, due 02/09/2023 0.12%
Glencore Funding LLC, 4.00%, due 03/27/2027 0.11%
Goldman Sachs Group, Inc., 5.25%, due 07/27/2021 0.11%
QUALCOMM, Inc., 2.10%, due 05/20/2020 0.11%
BakerCorp International, Inc., Term Loan, TBD, due 02/07/2020 0.11%
Landry's, Inc., Term Loan B, 3.91%, due 10/04/2023 0.11%
Lennox International, Inc., 3.00%, due 11/15/2023 0.11%
CenturyLink, Inc., Term Loan B, 1.37%, due 01/31/2025 0.11%
Federal-Mogul Holdings Corp., Term Loan C, 4.92%, due 04/15/2021 0.11%
ESH Hospitality, Inc., Term Loan B, 3.72%, due 08/30/2023 0.11%
Team Health Holdings, Inc., 1st Lien Term Loan, 3.97%, due 02/06/2024 0.11%
CarMax Auto Owner Trust, Series 2016-3, Class A4, 1.60%, due 01/18/2022 0.10%
U.S. Treasury Inflation-Indexed Note, 0.12%, due 04/15/2019 0.10%
Gardner Denver, Inc., Term Loan, 4.54%, due 07/30/2020 0.10%
United Airlines, Inc., Term Loan B, 3.42%, due 04/01/2024 0.10%
Bank of America Corp., 6.11%, due 01/29/2037 0.10%
Goldman Sachs Group, Inc., 2.19%, due 04/25/2019 0.10%
Synchrony Financial, 2.60%, due 01/15/2019 0.10%
Cardinal Health, Inc., 1.94%, due 06/14/2019 0.10%
US Bank NA, Series MTN, 1.45%, due 01/29/2018 0.10%
AI Mistral Holdco, Ltd., Term Loan B, 4.22%, due 03/09/2024 0.10%
BMC Software Finance, Inc., Term Loan, 5.22%, due 09/10/2022 0.10%
CityCenter Holdings LLC, Term Loan B, 3.71%, due 04/18/2024 0.10%
Mallinckrodt International Finance SA, Term Loan B, 4.04%, due 09/24/2024 0.10%
TransDigm, Inc., Term Loan E, 4.24%, due 05/14/2022 0.10%
HC Group Holdings III, Inc., Term Loan B, 6.22%, due 04/07/2022 0.10%
Excelitas Technologies Corp., 1st Lien Term Loan, 6.30%, due 10/31/2020 0.10%
Intel Corp., 1.70%, due 05/19/2021 0.10%
XLIT, Ltd., 4.45%, due 03/31/2025 0.10%
Air Medical Group Holdings, Inc., Term Loan B, 4.47%, due 04/28/2022 0.09%
Hi-Crush Partners, LP, Term Loan B, 5.04%, due 04/28/2021 0.09%
TEX Operations Co. LLC, Term Loan B, 3.97%, due 08/04/2023 0.09%
Hyundai Capital America, 2.40%, due 10/30/2018 0.09%
Geo Group, Inc., Term Loan B, 3.33%, due 03/22/2024 0.09%
Southern Power Co., 1.85%, due 12/01/2017 0.09%
BMW US Capital LLC, 1.50%, due 04/11/2019 0.09%
First Horizon National Corp., 3.50%, due 12/15/2020 0.09%
ICSH, Inc., 1st Lien Term Loan, 5.18%, due 04/24/2024 0.09%
Dell International LLC / EMC Corp., 3.48%, due 06/01/2019 0.09%
Station Casinos LLC, Term Loan B, 3.71%, due 06/08/2023 0.09%
ION Media Networks, Inc., Term Loan B3, 4.13%, due 12/18/2020 0.09%
Roper Technologies, Inc., 2.80%, due 12/15/2021 0.09%
Garda World Security Corp., Term Loan, 5.22%, due 05/24/2024 0.09%
American Axle and Manufacturing, Inc., Term Loan B, 3.47%, due 04/06/2024 0.09%
Cunningham Lindsey U.S., Inc., 1st Lien Term Loan, 5.04%, due 12/10/2019 0.09%
Daimler Finance North America LLC, 2.00%, due 07/06/2021 0.09%
McGraw-Hill Global Education Holdings LLC, Term Loan B, 5.22%, due 05/04/2022 0.09%
Univision Communications Inc., Term Loan C5, 3.97%, due 03/15/2024 0.09%
Verizon Communications, Inc., 5.25%, due 03/16/2037 0.08%
National Rural Utilities Cooperative Finance Corp., 2.40%, due 04/25/2022 0.08%
Barclays PLC, 4.95%, due 01/10/2047 0.08%
Tecomet, Inc., Term Loan B, 4.92%, due 05/02/2024 0.08%
Cengage Learning Acquisitions, Inc., Term Loan B, 5.33%, due 06/07/2023 0.08%
Bank of America Corp., 4.24%, due 04/24/2038 0.08%
Alliant Holdings I, Inc., Term Loan B, 4.41%, due 08/12/2022 0.08%
Avantor Performance Materials Holdings LLC, 1st Lien Term Loan, 5.23%, due 03/10/2024 0.08%
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.08%
Verizon Communications, Inc., 2.94%, due 03/15/2022 0.08%
Bank of America Corp., Series MTN, 2.62%, due 04/19/2021 0.08%
Ford Motor Credit Co. LLC, 2.01%, due 08/12/2019 0.08%
Exxon Mobil Corp., 1.70%, due 03/01/2019 0.08%
Endo Luxembourg Finance Co. I SARL, Term Loan B, 5.50%, due 04/29/2024 0.08%
Altice US Finance I Corp., Term Loan, 3.46%, due 07/28/2025 0.07%
FPC Holdings, Inc., 1st Lien Term Loan, 5.29%, due 11/19/2019 0.07%
Harris Corp., 2.70%, due 04/27/2020 0.07%
Hub International, Ltd., Term Loan B, 4.42%, due 10/02/2020 0.07%
Pricoa Global Funding I, 1.35%, due 08/18/2017 0.07%
Morgan Stanley, 5.00%, due 11/24/2025 0.07%
RHP Hotel Properties, LP, Term Loan B, 3.44%, due 05/11/2024 0.07%
Anadarko Petroleum Corp., 6.45%, due 09/15/2036 0.07%
Total System Services, Inc., 3.80%, due 04/01/2021 0.06%
Westpac Banking Corp., Series MTN, 4.32%, due 11/23/2031 0.06%
Citigroup, Inc., 4.40%, due 06/10/2025 0.06%
Advance Auto Parts, Inc., 5.75%, due 05/01/2020 0.06%
Marathon Oil Corp., 2.80%, due 11/01/2022 0.06%
LPL Holdings, Inc., Term Loan B, 3.82%, due 03/11/2024 0.06%
Applied Materials, Inc., 4.35%, due 04/01/2047 0.05%
FGI Operating Co. LLC, Term Loan, 5.50%, due 04/19/2019 0.05%
Post Holdings Inc., Series A, Term Loan, 3.47%, due 05/24/2024 0.05%
Danaher Corp., 1.65%, due 09/15/2018 0.05%
Southcross Energy Partners, LP, 1st Lien Term Loan, 5.54%, due 08/04/2021 0.05%
NiSource Finance Corp., 3.49%, due 05/15/2027 0.05%
Omnicom Group, Inc., 3.60%, due 04/15/2026 0.05%
INC Research LLC, Term Loan B, TBD, due 06/27/2024 0.05%
Standard Chartered PLC, 2.30%, due 08/19/2019 0.05%
TPF II Power LLC, Term Loan B, 5.22%, due 10/02/2023 0.04%
Airgas, Inc., 3.05%, due 08/01/2020 0.04%
1011778 B.C. Unlimited Liability Co., Term Loan B3, 3.50%, due 02/16/2024 0.04%
GATX Corp., 3.25%, due 09/15/2026 0.04%
MPLX, LP, 4.12%, due 03/01/2027 0.04%
Belmond Interfin, Ltd., Term Loan B, TBD, due 06/21/2024 0.04%
AlixPartners LLP, Term Loan B, 4.29%, due 04/04/2024 0.04%
Helix Gen Funding LLC, Term Loan B, TBD, due 06/02/2024 0.04%
NAB Holdings LLC, Term Loan, TBD, due 06/15/2024 0.04%
Ameriforge Group, Inc., 1st Lien Term Loan, 5.00%, due 12/19/2019 0.04%
Focus Financial Partners LLC, 1st Lien Term Loan, TBD, due 05/22/2024 0.03%
Seminole Tribe of Florida, Term Loan B, TBD, due 06/21/2024 0.03%
Surgery Center Holdings, Inc., Term Loan B, TBD, due 06/06/2024 0.03%
Unifrax Corp., Term Loan B, 5.04%, due 04/04/2024 0.03%
Dole Food Co., Inc., Term Loan B, 4.15%, due 04/06/2024 0.03%
Axalta Coating Systems US Holdings, Inc., Term Loan, TBD, due 06/01/2024 0.03%
Envision Healthcare Corp., Term Loan B, TBD, due 12/01/2023 0.03%
National Rural Utilities Cooperative Finance Corp., 2.30%, due 11/01/2020 0.03%
Seattle Spinco, Inc., Term Loan B3, 4.03%, due 04/19/2024 0.03%
TransDigm, Inc., Term Loan F, 4.22%, due 06/09/2023 0.03%
Vulcan Materials Co., 3.90%, due 04/01/2027 0.03%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.03%
CPI International, Inc., Term Loan B, 4.48%, due 04/07/2021 0.03%
Almonde, Inc., 1st Lien Term Loan, 4.73%, due 06/13/2024 0.03%
Bright Bidco BV, Term Loan B, TBD, due 02/27/2024 0.03%
Unitymedia Hessen GmbH & Co. KG, Term Loan B, TBD, due 09/30/2025 0.02%
TEX Operations Co. LLC, Term Loan C, 3.79%, due 08/04/2023 0.02%
Smithfield Foods, Inc., 4.25%, due 02/01/2027 0.02%
ICSH, Inc., Delayed Draw Term Loan, TBD, due 04/24/2024 0.02%
Ashland, Inc., Term Loan B, 3.20%, due 05/24/2024 0.02%
NFP Corp., Term Loan B, TBD, due 01/08/2024 0.01%
Clark Equipment Co., Term Loan B, 3.92%, due 05/18/2024 0.01%
Clean Harbors, Inc., Term Loan B, TBD, due 06/27/2024 0.01%
RPI Finance Trust, Term Loan B6, 3.29%, due 03/27/2023 0.01%
Venator Materials Corp., Term Loan B, TBD, due 06/20/2024 0.01%
Cable One, Inc., Term Loan B, 3.43%, due 05/01/2024 0.01%
Penn Engineering & Manufacturing Corp., Term Loan B, 3.97%, due 05/30/2024 0.01%
MA Finance Co. LLC, Term Loan B3, 3.96%, due 04/29/2024 0.00%**
U.S. Treasury Note, 0.75%, due 01/31/2018 0.00%**
Net Other Assets (Liabilities) 8.99%