Transamerica

05/31/2017*


Transamerica Short-Term Bond

Security Description % of Total Market Value
DTE Gas Co., 5.00%, due 10/01/2019 1.05%
Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 0.95%
Dow Chemical Co., 8.55%, due 05/15/2019 0.95%
UBS Group Funding Switzerland AG, 2.59%, due 09/24/2020 0.92%
International Lease Finance Corp., 8.25%, due 12/15/2020 0.88%
Government Properties Income Trust, 3.75%, due 08/15/2019 0.86%
Wal-Mart Stores, Inc., 5.49%, due 06/01/2018 0.86%
American Tower Trust #1, Series 2013-1A, Class 1A, 1.55%, due 03/15/2043 0.86%
Regions Bank, 7.50%, due 05/15/2018 0.85%
Entergy Texas, Inc., 7.12%, due 02/01/2019 0.83%
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.82%
First Tennessee Bank NA, 2.95%, due 12/01/2019 0.82%
Dominion Energy, Inc., 5.20%, due 08/15/2019 0.80%
JPMorgan Chase & Co., 2.55%, due 10/29/2020 0.77%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.75%
National Rural Utilities Cooperative Finance Corp., 10.37%, due 11/01/2018 0.75%
SCG Trust, Series 2013-SRP1, Class B, 3.48%, due 11/15/2026 0.75%
OMX Timber Finance Investments I LLC, 5.42%, due 01/29/2020 0.74%
US Bank NA, 2.12%, due 10/28/2019 0.74%
Aviation Capital Group Corp., 7.12%, due 10/15/2020 0.72%
Hewlett Packard Enterprise Co., 3.60%, due 10/15/2020 0.70%
Dell International LLC / EMC Corp., 3.48%, due 06/01/2019 0.70%
Ameriprise Financial, Inc., 7.30%, due 06/28/2019 0.70%
BAMLL Commercial Mortgage Securities Trust, Series 2014-INLD, Class C, 3.37%, due 12/15/2029 0.69%
Schlumberger Holdings Corp., 2.35%, due 12/21/2018 0.69%
Ocwen Master Advance Receivables Trust, Series 2015-T3, Class AT3, 3.21%, due 11/15/2047 0.69%
SCG Trust, Series 2013-SRP1, Class AJ, 2.93%, due 11/15/2026 0.69%
Public Service Co. of Colorado, 5.80%, due 08/01/2018 0.66%
Goldman Sachs Group, Inc., Series MTN, 7.50%, due 02/15/2019 0.65%
Synovus Financial Corp., 7.87%, due 02/15/2019 0.65%
Southern California Edison Co., 1.84%, due 02/01/2022 0.65%
Telefonica Emisiones SAU, 3.19%, due 04/27/2018 0.64%
Discover Bank, 7.00%, due 04/15/2020 0.64%
Anheuser-Busch InBev Finance, Inc., 2.65%, due 02/01/2021 0.63%
Verizon Communications, Inc., 4.50%, due 09/15/2020 0.63%
Walgreens Boots Alliance, Inc., 2.70%, due 11/18/2019 0.63%
CSMC Trust, Series 2015-DEAL, Class B, 2.83%, due 04/15/2029 0.62%
Charter Communications Operating LLC / Charter Communications Operating Capital, 3.57%, due 07/23/2020 0.62%
SPS Servicer Advance Receivables Trust, Series 2016-T1, Class AT1, 2.53%, due 11/16/2048 0.62%
Bank of America Corp., Series MTN, 2.62%, due 04/19/2021 0.61%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.61%
KLA-Tencor Corp., 2.37%, due 11/01/2017 0.61%
Molson Coors Brewing Co., 2.10%, due 07/15/2021 0.61%
Santander Bank NA, 8.75%, due 05/30/2018 0.60%
CBS Corp., 5.75%, due 04/15/2020 0.59%
Delta Air Lines Pass-Through Trust, 6.20%, due 01/02/2020 0.58%
Wells Fargo & Co., Series MTN, 1.85%, due 01/30/2020 0.57%
State Street Corp., 2.08%, due 08/18/2020 0.57%
CDGJ Commercial Mortgage Trust, Series 2014-BXCH, Class C, 3.48%, due 12/15/2027 0.55%
Ocwen Master Advance Receivables Trust, Series 2016-T1, Class AT1, 2.52%, due 08/17/2048 0.55%
Sky PLC, 9.50%, due 11/15/2018 0.54%
Allergan Funding SCS, 2.35%, due 03/12/2018 0.53%
Avery Dennison Corp., 6.62%, due 10/01/2017 0.53%
Protective Life Global Funding, 2.70%, due 11/25/2020 0.52%
Hertz Vehicle Financing LLC, Series 2016-1A, Class B, 3.72%, due 03/25/2020 0.52%
Citigroup, Inc., 2.90%, due 12/08/2021 0.52%
BHMS Mortgage Trust, Series 2014-ATLS, Class CFL, 3.44%, due 07/05/2033 0.52%
COMM Mortgage Trust, Series 2014-PAT, Class D, 3.13%, due 08/13/2027 0.52%
QUALCOMM, Inc., 2.10%, due 05/20/2020 0.52%
Broadcom Corp. / Broadcom Cayman Finance, Ltd., 2.37%, due 01/15/2020 0.52%
First Niagara Financial Group, Inc., 6.75%, due 03/19/2020 0.52%
CVS Health Corp., 2.12%, due 06/01/2021 0.51%
Cosmopolitan Hotel Trust, Series 2016-CSMO, Class C, 3.63%, due 11/15/2033 0.51%
Towd Point Mortgage Trust, Series 2016-5, Class A1, 2.50%, due 10/25/2056 0.51%
CLNS Trust, Series 2017-IKPR, Class C, 2.00%, due 06/11/2032 0.51%
Sabine Pass Liquefaction LLC, 6.25%, due 03/15/2022 0.51%
Microsoft Corp., 1.55%, due 08/08/2021 0.51%
Bank of America NA, 1.43%, due 06/15/2017 0.49%
Altria Group, Inc., 9.70%, due 11/10/2018 0.49%
BlueMountain CLO, Ltd., Series 2014-3A, Class A2R, 2.75%, due 10/15/2026 0.48%
Battalion CLO, Ltd., Series 2007-1A, Class C, 1.95%, due 07/14/2022 0.48%
Svenska Handelsbanken AB, 2.07%, due 10/01/2020 0.48%
Owens Corning, 9.00%, due 06/15/2019 0.48%
Virgin Australia Pass-Through Trust, 5.00%, due 04/23/2025 0.48%
Hospitality Properties Trust, 6.70%, due 01/15/2018 0.47%
Constellation Brands, Inc., 3.75%, due 05/01/2021 0.47%
Morgan Stanley, Series MTN, 7.30%, due 05/13/2019 0.46%
Abbott Laboratories, 2.90%, due 11/30/2021 0.46%
GP Portfolio Trust, Series 2014-GPP, Class C, 3.18%, due 02/15/2027 0.45%
Discover Bank, 3.10%, due 06/04/2020 0.44%
Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 0.44%
WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.70%, due 09/17/2019 0.44%
RJ Reynolds Tobacco Co., 8.12%, due 06/23/2019 0.44%
Smithfield Foods, Inc., 2.70%, due 01/31/2020 0.43%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.43%
CDK Global, Inc., 3.80%, due 10/15/2019 0.42%
Ally Financial, Inc., 3.50%, due 01/27/2019 0.42%
Fifth Third Bank, 2.30%, due 03/15/2019 0.42%
Goldman Sachs Group, Inc., 1.91%, due 12/13/2019 0.42%
First Industrial, LP, Series MTN, 7.50%, due 12/01/2017 0.41%
Cablevision Systems Corp., 7.75%, due 04/15/2018 0.41%
Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 0.41%
BXG Receivables Note Trust, Series 2013-A, Class A, 3.01%, due 12/04/2028 0.40%
Lazard Group LLC, 4.25%, due 11/14/2020 0.40%
Spin Holdco, Inc., Term Loan B, 4.40%, due 11/14/2019 0.40%
Capital One Financial Corp., 2.50%, due 05/12/2020 0.39%
Consumers Energy Co., 6.70%, due 09/15/2019 0.38%
El Paso Natural Gas Co. LLC, 8.62%, due 01/15/2022 0.38%
BAMLL Commercial Mortgage Securities Trust, Series 2014-IP, Class D, 2.71%, due 06/15/2028 0.38%
Gilead Sciences, Inc., 2.55%, due 09/01/2020 0.37%
Cigna Corp., 4.50%, due 03/15/2021 0.37%
Mondelez International Holdings Netherlands BV, 2.00%, due 10/28/2021 0.37%
Vodafone Group PLC, 5.45%, due 06/10/2019 0.37%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.37%
Southern California Gas Co., 1.55%, due 06/15/2018 0.36%
Fidelity National Information Services, Inc., 3.62%, due 10/15/2020 0.36%
Deutsche Bank AG, 2.48%, due 08/20/2020 0.36%
CWABS Asset-Backed Certificates Trust, Series 2006-17, Class 2A2, 1.17%, due 03/25/2047 0.35%
AT&T, Inc., 3.20%, due 03/01/2022 0.35%
Lloyds Banking Group PLC, 3.00%, due 01/11/2022 0.35%
Southwest Airlines Co., 2.65%, due 11/05/2020 0.35%
Wells Fargo & Co., 2.19%, due 07/26/2021 0.35%
Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 0.35%
AbbVie, Inc., 2.50%, due 05/14/2020 0.35%
Deutsche Bank AG, 2.60%, due 01/18/2019 0.35%
General Motors Financial Co., Inc., 3.20%, due 07/06/2021 0.35%
CSMC Trust, Series 2015-DEAL, Class D, 4.08%, due 04/15/2029 0.35%
BLCP Hotel Trust, Series 2014-CLRN, Class C, 2.93%, due 08/15/2029 0.35%
GP Portfolio Trust, Series 2014-GPP, Class D, 3.98%, due 02/15/2027 0.35%
BAMLL Commercial Mortgage Securities Trust, Series 2014-FL1, Class B, 3.18%, due 12/15/2031 0.35%
TICP Clo , Ltd., Series 2014-3A, Class B1R, 2.75%, due 01/20/2027 0.34%
Exelon Generation Co. LLC, 4.00%, due 10/01/2020 0.34%
Marathon CLO VII, Ltd., Series 2014-7A, Class A1R, 2.49%, due 10/28/2025 0.34%
Apidos CLO XIX, Series 2014-19A, Class BR, 2.70%, due 10/17/2026 0.34%
BXG Receivables Note Trust, Series 2017-A, Class A, 2.95%, due 10/04/2032 0.34%
American Express Credit Corp., Series MTN, 1.87%, due 05/03/2019 0.34%
New Residential Advance Receivables Trust Advance Receivables Backed Notes, Series 2016-T2, Class AT2, 2.57%, due 10/15/2049 0.34%
Raymond James Financial, Inc., 8.60%, due 08/15/2019 0.34%
Oracle Corp., 1.90%, due 09/15/2021 0.34%
Caterpillar Financial Services Corp., Series MTN, 1.35%, due 05/18/2019 0.34%
Shire Acquisitions Investments Ireland DAC, 1.90%, due 09/23/2019 0.34%
TRU Trust, Series 2016-TOYS, Class A, 3.23%, due 11/15/2030 0.34%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2014-DSTY, Class C, 3.80%, due 06/10/2027 0.34%
Lubrizol Corp., 8.87%, due 02/01/2019 0.34%
Exxon Mobil Corp., 1.70%, due 03/01/2019 0.34%
Sprint Capital Corp., 6.90%, due 05/01/2019 0.33%
Sysco Corp., 2.50%, due 07/15/2021 0.33%
Baxalta, Inc., 2.87%, due 06/23/2020 0.33%
Anheuser-Busch InBev Finance, Inc., 2.42%, due 02/01/2021 0.33%
RBSSP Resecuritization Trust, Series 2013-2, Class 2A1, 1.18%, due 12/20/2036 0.33%
Sherwin-Williams Co., 2.25%, due 05/15/2020 0.33%
KVK CLO, Ltd., Series 2014-1A, Class BR, 2.78%, due 05/15/2026 0.31%
VEREIT Operating Partnership, LP, 3.00%, due 02/06/2019 0.31%
Apple, Inc., 2.00%, due 05/06/2020 0.31%
Goldman Sachs Group, Inc., 2.75%, due 09/15/2020 0.31%
Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 0.31%
Golub Capital Partners CLO, Ltd., Series 2017-34A, Class A1, 3.16%, due 03/08/2029 0.31%
Verizon Communications, Inc., 1.72%, due 05/22/2020 0.31%
Green Tree Agency Advance Funding Trust I, Series 2016-T1, Class AT1, 2.38%, due 10/15/2048 0.31%
SLM Student Loan Trust, Series 2006-1, Class B, 1.35%, due 01/25/2027 0.31%
SoFi Consumer Loan Program LLC, Series 2017-1, Class A, 3.28%, due 01/26/2026 0.31%
American Express Credit Corp., Series MTN, 2.60%, due 09/14/2020 0.30%
Medtronic, Inc., 2.50%, due 03/15/2020 0.30%
Impac CMB Trust, Series 2007-A, Class A, 1.27%, due 05/25/2037 0.30%
Oncor Electric Delivery Co. LLC, 6.80%, due 09/01/2018 0.29%
Ford Motor Credit Co. LLC, 5.00%, due 05/15/2018 0.29%
Jefferies Group LLC, 8.50%, due 07/15/2019 0.29%
First Horizon National Corp., 3.50%, due 12/15/2020 0.29%
Energy Transfer LP, 4.15%, due 10/01/2020 0.29%
Becton Dickinson and Co., 2.89%, due 06/06/2022 0.28%
GS Mortgage Securities Trust, Series 2013-G1, Class A1, 2.05%, due 04/10/2031 0.28%
Morgan Stanley, 2.31%, due 01/27/2020 0.28%
Morgan Stanley, Series MTN, 1.89%, due 07/23/2019 0.28%
THL Credit Wind River CLO, Ltd., Series 2014-1A, Class B1R, 2.70%, due 04/18/2026 0.28%
Royal Bank of Scotland Group PLC, 6.40%, due 10/21/2019 0.27%
Hospitality Mortgage Trust, Series 2017-HIT, Class C, 2.37%, due 05/08/2030 0.27%
Nabors Industries, Inc., 6.15%, due 02/15/2018 0.27%
New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 0.27%
Community Health Systems, Inc., Term Loan G, 3.89%, due 12/31/2019 0.26%
Anheuser-Busch InBev Worldwide, Inc., 7.75%, due 01/15/2019 0.26%
Springleaf Finance Corp., 8.25%, due 12/15/2020 0.26%
First Niagara Financial Group, Inc., 7.25%, due 12/15/2021 0.26%
Citigroup Mortgage Loan Trust, Series 2014-A, Class A, 4.00%, due 01/25/2035 0.26%
JPMorgan Chase & Co., 4.25%, due 10/15/2020 0.25%
Lockheed Martin Corp., 2.50%, due 11/23/2020 0.25%
America West Airlines Pass-Through Trust, 8.05%, due 01/02/2022 0.25%
Svenska Handelsbanken AB, Series MTN, 2.30%, due 03/30/2021 0.24%
PNC Bank NA, 1.53%, due 05/19/2020 0.24%
CIFC Funding, Ltd., Series 2014-2A, Class A2LR, 2.74%, due 05/24/2026 0.24%
Hyatt Hotel Portfolio Trust, Series 2015-HYT, Class C, 3.10%, due 11/15/2029 0.24%
CNA Financial Corp., 5.87%, due 08/15/2020 0.23%
Welk Resorts LLC, Series 2015-AA, Class A, 2.79%, due 06/16/2031 0.23%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-ASH, Class C, 3.73%, due 10/15/2034 0.23%
Ally Financial, Inc., 8.00%, due 03/15/2020 0.22%
Welk Resorts LLC, Series 2013-AA, Class A, 3.10%, due 03/15/2029 0.22%
Hilton Grand Vacations Trust, Series 2014-AA, Class B, 2.07%, due 11/25/2026 0.22%
Chicago Skyscraper Trust, Series 2017-SKY, Class C, 2.23%, due 02/15/2030 0.22%
BP Capital Markets PLC, 2.24%, due 09/26/2018 0.21%
Bank of New York Mellon Corp., Series MTN, 2.04%, due 08/17/2020 0.21%
E.I. du Pont de Nemours & Co., 2.20%, due 05/01/2020 0.21%
Martin Marietta Materials, Inc., 1.82%, due 05/22/2020 0.21%
Mortgage Equity Conversion Asset Trust, Series 2010-1A, Class A, 4.00%, due 07/25/2060 0.20%
United Parcel Service, Inc., 5.12%, due 04/01/2019 0.20%
Orange Lake Timeshare Trust, Series 2014-AA, Class A, 2.29%, due 07/09/2029 0.20%
SVO VOI Mortgage LLC, Series 2012-AA, Class A, 2.00%, due 09/20/2029 0.20%
Morgan Stanley, 5.75%, due 01/25/2021 0.19%
JPMorgan Chase Bank NA, 6.00%, due 10/01/2017 0.19%
MVW Owner Trust, Series 2015-1A, Class A, 2.52%, due 12/20/2032 0.19%
Newell Brands, Inc., 3.15%, due 04/01/2021 0.19%
BXG Receivables Note Trust, Series 2012-A, Class A, 2.66%, due 12/02/2027 0.19%
Realty Income Corp., 6.75%, due 08/15/2019 0.19%
JPMorgan Chase & Co., 6.30%, due 04/23/2019 0.19%
Dominion Energy, Inc., 2.96%, due 07/01/2019 0.18%
Oncor Electric Delivery Co. LLC, 2.15%, due 06/01/2019 0.18%
General Motors Financial Co., Inc., 3.21%, due 01/15/2019 0.18%
General Electric Co., Series MTN, 1.95%, due 04/15/2020 0.18%
Santander Holdings USA, Inc., 2.70%, due 05/24/2019 0.18%
Dynegy, Inc., 6.75%, due 11/01/2019 0.18%
Morgan Stanley, Series MTN, 2.55%, due 04/21/2021 0.18%
Biogen, Inc., 2.90%, due 09/15/2020 0.18%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.17%
Sysco Corp., 2.60%, due 10/01/2020 0.17%
Citizens Bank NA, Series MTN, 2.50%, due 03/14/2019 0.17%
Citigroup, Inc., 2.17%, due 12/08/2021 0.17%
American Express Credit Corp., Series MTN, 1.92%, due 05/26/2020 0.17%
COMM Mortgage Trust, Series 2014-PAT, Class E, 4.13%, due 08/13/2027 0.17%
7 WTC Depositor LLC Trust, Series 2012-7WTC, Class A, 4.08%, due 03/13/2031 0.17%
Aviation Capital Group Corp., 2.87%, due 01/20/2022 0.17%
CGWF Commercial Mortgage Trust, Series 2013-RKWH, Class C, 3.28%, due 11/15/2030 0.17%
VSD LLC, 3.60%, due 12/25/2043 0.17%
Marriott Vacation Club Owner Trust, Series 2012-1A, Class A, 2.51%, due 05/20/2030 0.17%
Ford Motor Credit Co. LLC, 2.10%, due 11/04/2019 0.17%
Tyco Electronics Group SA, 6.55%, due 10/01/2017 0.16%
MVW Owner Trust, Series 2014-1A, Class B, 2.70%, due 09/22/2031 0.16%
Stanley Black & Decker, Inc., 2.45%, due 11/17/2018 0.16%
Dominion Energy, Inc., 2.57%, due 07/01/2020 0.16%
ConocoPhillips, 6.00%, due 01/15/2020 0.16%
Credit Suisse Mortgage Trust, Series 2017-HD. Class C, 2.68%, due 02/15/2031 0.16%
Stryker Corp., 4.37%, due 01/15/2020 0.15%
Hilton Grand Vacations Trust, Series 2014-AA, Class A, 1.77%, due 11/25/2026 0.14%
Diamond Resorts Owner Trust, Series 2013-2, Class A, 2.27%, due 05/20/2026 0.14%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.14%
Princeton University, 4.95%, due 03/01/2019 0.14%
Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2005-1A, Class A, 1.27%, due 02/25/2030 0.14%
CSMC Trust, Series 2015-SAND, Class C, 3.13%, due 08/15/2030 0.14%
Sierra Timeshare Receivables Funding LLC, Series 2014-3A, Class B, 2.80%, due 10/20/2031 0.14%
Sprint Communications, Inc., 9.00%, due 11/15/2018 0.14%
Amgen, Inc., 4.50%, due 03/15/2020 0.14%
Sierra Timeshare Receivables Funding LLC, Series 2013-2A, Class C, 4.75%, due 11/20/2025 0.13%
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.13%
Wells Fargo & Co., 2.12%, due 04/22/2019 0.13%
Sierra Timeshare Receivables Funding LLC, Series 2014-2A, Class B, 2.40%, due 06/20/2031 0.12%
Newstar Trust, Series 2012-2A, Class A, 3.05%, due 01/20/2023 0.12%
Silverleaf Finance XVIII LLC, Series 2014-A, Class A, 2.81%, due 01/15/2027 0.12%
Bank of America Corp., 5.87%, due 01/05/2021 0.12%
CSMC Trust, Series 2010-UD1, Class B, 6.06%, due 12/16/2049 0.11%
National City Corp., 6.87%, due 05/15/2019 0.11%
General Motors Financial Co., Inc., 2.71%, due 01/15/2020 0.11%
Anadarko Petroleum Corp., 8.70%, due 03/15/2019 0.11%
Harley-Davidson Funding Corp., 6.80%, due 06/15/2018 0.11%
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 4.25%, due 09/15/2022 0.11%
CCRESG Commercial Mortgage Trust, Series 2016-HEAT, Class C, 4.91%, due 04/10/2029 0.11%
Wells Fargo Mortgage Loan Trust, Series 2011-RR3, Class A1, 3.29%, due 03/27/2037 0.11%
Bombardier, Inc., 4.75%, due 04/15/2019 0.11%
Boston Scientific Corp., 2.65%, due 10/01/2018 0.10%
CCRESG Commercial Mortgage Trust, Series 2016-HEAT, Class B, 4.11%, due 04/10/2029 0.10%
Cablevision Systems Corp., 8.62%, due 09/15/2017 0.10%
Westgate Resorts LLC, Series 2015-1A, Class A, 2.75%, due 05/20/2027 0.10%
Diamond Resorts Owner Trust, Series 2013-1, Class A, 1.95%, due 01/20/2025 0.09%
Forest Laboratories LLC, 4.87%, due 02/15/2021 0.09%
SilverLeaf Finance XVII LLC, Series 2013-A, Class A, 2.68%, due 03/16/2026 0.09%
Credit Suisse Commercial Mortgage Trust, Series 2007-C5, Class A4, 5.69%, due 09/15/2040 0.09%
AmerisourceBergen Corp., 4.87%, due 11/15/2019 0.08%
Lloyds Banking Group PLC, 3.10%, due 07/06/2021 0.08%
Morgan Stanley Re-REMIC Trust, Series 2010-R4, Class 3A, 5.50%, due 08/26/2047 0.08%
CVS Health Corp., 4.75%, due 12/01/2022 0.08%
BCAP LLC Trust, Series 2009-RR6, Class 2A1, 3.16%, due 08/26/2035 0.07%
Enstar Group, Ltd., 4.50%, due 03/10/2022 0.07%
BP Capital Markets PLC, 4.75%, due 03/10/2019 0.07%
Hilton Grand Vacations Trust, Series 2013-A, Class A, 2.28%, due 01/25/2026 0.07%
Argentina Treasury Bill, 2.65%, due 06/30/2017 0.07%
YPF SA, 8.50%, due 03/23/2021 0.07%
Sierra Timeshare Receivables Funding LLC, Series 2014-1A, Class B, 2.42%, due 03/20/2030 0.06%
Sierra Timeshare Receivables Funding LLC, Series 2014-1A, Class A, 2.07%, due 03/20/2030 0.06%
Citigroup Mortgage Loan Trust, Inc., Series 2003-HE3, Class A, 1.40%, due 12/25/2033 0.06%
JPMorgan Resecuritization Trust, Series 2010-5, Class 2A2, 4.50%, due 07/26/2035 0.06%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class B, 3.05%, due 03/22/2032 0.06%
Foursight Capital Automobile Receivables Trust, Series 2014-1, Class A, 2.11%, due 03/23/2020 0.06%
Argentina Treasury Bill, 2.60%, due 07/14/2017 0.05%
Morgan Stanley, Series MTN, 3.70%, due 08/31/2017 0.05%
Diamond Resorts Owner Trust, Series 2014-1, Class B, 2.98%, due 05/20/2027 0.05%
BCAP LLC Trust, Series 2012-RR4, Class 2A5, 2.75%, due 04/26/2037 0.05%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 0.05%
BCAP LLC Trust, Series 2010-RR1, Class 12A1, 5.25%, due 08/26/2036 0.05%
Springleaf Mortgage Loan Trust, Series 2013-2A, Class A, 1.78%, due 12/25/2065 0.04%
MASTR Alternative Loan Trust, Series 2003-4, Class 1A1, 5.00%, due 05/25/2018 0.04%
Orange Lake Timeshare Trust, Series 2012-AA, Class A, 3.45%, due 03/10/2027 0.04%
BCAP LLC Trust, Series 2010-RR7, Class 5A6, 5.50%, due 10/26/2036 0.04%
CSMC Trust, Series 2010-15R, Class 4A1, 3.50%, due 04/26/2035 0.03%
America West Airlines Pass-Through Trust, 7.93%, due 07/02/2020 0.03%
Jefferies Resecuritization Trust, Series 2009-R9, Class 1A1, 2.86%, due 08/26/2046 0.03%
BCAP LLC Trust, Series 2009-RR14, Class 1A1, 6.00%, due 05/26/2037 0.03%
TIAA Seasoned Commercial Mortgage Trust, Series 2007-C4, Class AJ, 5.47%, due 08/15/2039 0.03%
Northwest Airlines Pass-Through Trust, 6.26%, due 05/20/2023 0.02%
Wells Fargo Mortgage Loan Trust, Series 2010-RR4, Class 1A1, 3.21%, due 12/27/2046 0.02%
Jefferies Resecuritization Trust, Series 2009-R7, Class 11A1, 3.14%, due 03/26/2037 0.02%
SCG Trust, Series 2013-SRP1, Class A, 2.63%, due 11/15/2026 0.02%
Jefferies Resecuritization Trust, Series 2009-R2, Class 2A, 3.18%, due 12/26/2037 0.02%
BCAP LLC Trust, Series 2012-RR2, Class 7A3, 2.98%, due 09/26/2035 0.02%
Wells Fargo Mortgage-Backed Securities Trust, Series 2003-G, Class A1, 2.89%, due 06/25/2033 0.01%
Federal Home Loan Mortgage Corp., 3.01%, due 08/01/2037 0.01%
Jefferies Resecuritization Trust, Series 2009-R7, Class 4A1, 3.25%, due 09/26/2034 0.00%**
Jefferies Resecuritization Trust, Series 2010-R8, Class 2A1, 3.06%, due 10/26/2036 0.00%**
CSMC Trust, Series 2010-18R, Class 1A11, 3.08%, due 08/26/2035 0.00%**
Net Other Assets (Liabilities) 1.25%