Transamerica

10/31/2017*


Transamerica Multi-Managed Balanced

Security Description % of Total Market Value
Apple, Inc. 2.65%
Microsoft Corp. 2.35%
Federal National Mortgage Association, 3.00%, TBA 1.96%
Federal National Mortgage Association, 3.50%, TBA 1.57%
Facebook, Inc., Class A 1.46%
Bank of America Corp. 1.16%
Amazon.com, Inc. 1.14%
Alphabet, Inc., Class C 1.09%
Alphabet, Inc., Class A 1.08%
UnitedHealth Group, Inc. 1.07%
Visa, Inc., Class A 1.06%
Citigroup, Inc. 1.00%
Pfizer, Inc. 0.92%
Berkshire Hathaway, Inc., Class B 0.89%
Wells Fargo & Co. 0.88%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.87%
Philip Morris International, Inc. 0.87%
Adobe Systems, Inc. 0.80%
Honeywell International, Inc. 0.80%
Texas Instruments, Inc. 0.79%
Accenture PLC, Class A 0.79%
Federal National Mortgage Association, 3.00%, TBA 0.78%
Home Depot, Inc. 0.77%
DowDuPont, Inc. 0.77%
PepsiCo, Inc. 0.74%
U.S. Treasury Note, 1.25%, due 11/30/2018 0.72%
Broadcom, Ltd. 0.71%
Union Pacific Corp. 0.67%
Exxon Mobil Corp. 0.65%
Comcast Corp., Class A 0.65%
Johnson & Johnson 0.64%
Morgan Stanley 0.64%
Chevron Corp. 0.59%
NextEra Energy, Inc. 0.58%
Analog Devices, Inc. 0.53%
MetLife, Inc. 0.51%
U.S. Treasury Note, 1.62%, due 03/31/2019 0.51%
Ingersoll-Rand PLC 0.51%
Bristol-Myers Squibb Co. 0.50%
Charles Schwab Corp. 0.49%
Stanley Black & Decker, Inc. 0.48%
Mondelez International, Inc., Class A 0.47%
Federal National Mortgage Association, 4.00%, TBA 0.47%
Lowe's Cos., Inc. 0.46%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.46%
Walt Disney Co. 0.45%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.45%
Eaton Corp. PLC 0.44%
TJX Cos., Inc. 0.43%
Cigna Corp. 0.43%
Verizon Communications, Inc. 0.43%
EOG Resources, Inc. 0.42%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.42%
Abbott Laboratories 0.41%
Chubb, Ltd. 0.41%
Charter Communications, Inc., Class A 0.41%
Eli Lilly & Co. 0.41%
Pioneer Natural Resources Co. 0.40%
Costco Wholesale Corp. 0.40%
General Electric Co. 0.40%
Biogen, Inc. 0.40%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.40%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.39%
Molson Coors Brewing Co., Class B 0.39%
Procter & Gamble Co. 0.38%
American Express Co. 0.38%
Xcel Energy, Inc. 0.38%
Allergan PLC 0.38%
Boston Scientific Corp. 0.38%
Eastman Chemical Co. 0.38%
Sumitomo Mitsui Banking Corp., 1.32%, due 11/08/2017 0.37%
Bank of Tokyo-Mitsubishi UFJ, Ltd., 1.32%, due 12/13/2017 0.37%
Macquarie Bank, Ltd., 1.41%, due 01/08/2018 0.37%
Walgreens Boots Alliance, Inc. 0.37%
Celgene Corp. 0.37%
Gotham Funding Corp., 1.33%, due 11/06/2017 0.36%
Gilead Sciences, Inc. 0.36%
Occidental Petroleum Corp. 0.35%
Twenty-First Century Fox, Inc., Class A 0.35%
TE Connectivity, Ltd. 0.35%
Kells Funding LLC, 1.32%, due 11/09/2017 0.35%
U.S. Treasury Note, 0.75%, due 01/31/2018 0.35%
General Dynamics Corp. 0.34%
Abbey National Treasury Services PLC, 1.28%, due 11/20/2017 0.34%
Norfolk Southern Corp. 0.34%
Federal National Mortgage Association, 2.50%, TBA 0.34%
Merck & Co., Inc. 0.33%
Northrop Grumman Corp. 0.33%
Bank of New York Mellon Corp. 0.32%
State Street Corp. 0.31%
NIEUW Amsterdam Receivable, 1.37%, due 01/03/2018 0.31%
Victory Receivables, 1.43%, due 01/29/2018 0.30%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.30%
Royal Caribbean Cruises, Ltd. 0.30%
Kimberly-Clark Corp. 0.30%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.30%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.29%
Constellation Brands, Inc., Class A 0.29%
Delta Air Lines, Inc. 0.29%
Atlantic Asset Securitization LLC, 1.35%, due 01/02/2018 0.29%
American International Group, Inc. 0.29%
Becton Dickinson and Co. 0.29%
AT&T, Inc. 0.28%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.28%
Cancara Asset Securitisation LLC, 1.36%, due 01/05/2018 0.28%
NVIDIA Corp. 0.27%
Nordea Bank AB, 4.25%, due 09/21/2022 0.27%
Intercontinental Exchange, Inc. 0.27%
Deere & Co. 0.26%
Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 0.26%
U.S. Treasury Bill, 1.04%, due 11/16/2017 0.26%
Motel 6 Trust, Series 2017-MTL6, Class C, 2.63%, due 08/15/2034 0.26%
SBA Tower Trust, Series 2014-1A, Class C, 2.89%, due 10/15/2044 0.26%
Diamondback Energy, Inc. 0.26%
General Electric Co., 5.00%, due 01/21/2021 0.25%
Fidelity National Information Services, Inc. 0.25%
Caterpillar Finance Service Co., 1.32%, due 12/13/2017 0.25%
Federal National Mortgage Association, 5.00%, TBA 0.25%
Zimmer Biomet Holdings, Inc. 0.24%
U.S. Treasury Bill, 1.04%, due 01/04/2018 0.24%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.24%
Vertex Pharmaceuticals, Inc. 0.24%
HP, Inc. 0.24%
Public Storage, REIT 0.23%
Capital One Financial Corp. 0.23%
AvalonBay Communities, Inc., REIT 0.23%
Federal National Mortgage Association, 3.50%, TBA 0.22%
Allegion PLC 0.22%
Exelon Corp. 0.22%
KeyCorp 0.22%
Kinder Morgan, Inc. 0.21%
International Business Machines Corp. 0.21%
Dollar Tree, Inc. 0.21%
Discover Financial Services, 3.75%, due 03/04/2025 0.21%
Microchip Technology, Inc. 0.20%
Arthur J. Gallagher & Co. 0.20%
Thermo Fisher Scientific, Inc. 0.20%
JPMorgan Chase & Co., 3.25%, due 09/23/2022 0.20%
NIKE, Inc., Class B 0.20%
Ford Motor Co. 0.20%
Delphi Automotive PLC 0.19%
Concho Resources, Inc. 0.19%
Bank of America Corp., Series MTN, 4.45%, due 03/03/2026 0.19%
Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 0.19%
Cisco Systems, Inc. 0.19%
Ross Stores, Inc. 0.19%
PACCAR, Inc. 0.19%
Commerzbank AG, 8.12%, due 09/19/2023 0.19%
Sheffield Receivable, 1.36%, due 12/27/2017 0.19%
Edison International 0.18%
Morgan Stanley, 5.75%, due 01/25/2021 0.18%
O'Reilly Automotive, Inc. 0.18%
Goldman Sachs Group, Inc., 5.75%, due 01/24/2022 0.18%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.18%
Danaher Corp. 0.18%
Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 0.18%
Crown Castle Towers LLC, 6.11%, due 01/15/2040 0.18%
Manhattan Asset Funding Co. LLC, 1.29%, due 12/18/2017 0.18%
Manhattan Asset Funding Co. LLC, 1.34%, due 01/05/2018 0.18%
U.S. Treasury Note, 1.00%, due 11/30/2019 0.17%
Anadarko Petroleum Corp. 0.17%
U.S. Treasury Bill, 1.04%, due 12/21/2017 0.17%
U.S. Treasury Bill, 1.04%, due 01/04/2018 0.17%
U.S. Treasury Note, 1.62%, due 05/15/2026 0.17%
United Continental Holdings, Inc. 0.17%
U.S. Treasury Note, 1.75%, due 05/15/2023 0.17%
U.S. Treasury Note, 1.62%, due 08/15/2022 0.17%
Humana, Inc. 0.17%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.16%
DISH Network Corp., Class A 0.16%
Coca-Cola Co. 0.16%
American Electric Power Co., Inc. 0.16%
Priceline Group, Inc. 0.16%
Snap-on, Inc. 0.15%
Yum! Brands, Inc. 0.15%
AT&T, Inc., 3.00%, due 06/30/2022 0.15%
American Tower Trust #1, Series 2013-1A, Class 1A, 1.55%, due 03/15/2043 0.15%
T-Mobile US, Inc. 0.15%
CGRBS Commercial Mortgage Trust, Series 2013-VN05, Class B, 3.58%, due 03/13/2035 0.15%
CMS Energy Corp. 0.15%
Verizon Communications, Inc., 5.15%, due 09/15/2023 0.15%
ICG US CLO, Ltd., Series 2014-1A, Class A1, 2.51%, due 04/20/2026 0.15%
U.S. Treasury Note, 1.62%, due 11/15/2022 0.14%
COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 0.14%
United Technologies Corp. 0.14%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.14%
Illumina, Inc. 0.14%
Lexington Parker Capital Co. LLC, 1.35%, due 12/18/2017 0.14%
U.S. Treasury Note, 1.12%, due 06/30/2021 0.14%
Ameriprise Financial, Inc., 3.70%, due 10/15/2024 0.14%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.14%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 05/15/2021 0.14%
Duke Energy Corp. 0.14%
Agilent Technologies, Inc. 0.14%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.14%
Alpine Securitization. Ltd., 1.32%, due 11/01/2017 0.14%
WestRock Co. 0.14%
Masco Corp. 0.14%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.13%
Allergan Funding SCS, 3.80%, due 03/15/2025 0.13%
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 0.13%
Best Buy Co., Inc. 0.13%
Morgan Stanley, 5.00%, due 11/24/2025 0.13%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.13%
Abbott Laboratories, 3.75%, due 11/30/2026 0.13%
Valero Energy Corp. 0.13%
Microsoft Corp., 3.30%, due 02/06/2027 0.13%
Toll Brothers, Inc. 0.13%
PG&E Corp. 0.13%
Apple, Inc., 2.85%, due 02/23/2023 0.13%
Prologis, Inc., REIT 0.13%
COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 0.13%
SunTrust Banks, Inc. 0.12%
EQT Corp. 0.12%
Celanese Corp., Series A 0.12%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.12%
Martin Marietta Materials, Inc., 4.25%, due 07/02/2024 0.12%
U.S. Treasury Bond, 3.12%, due 02/15/2042 0.12%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.12%
Extra Space Storage, Inc., REIT 0.12%
D.R. Horton, Inc. 0.12%
Crown Holdings, Inc. 0.12%
CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 2.65%, due 10/18/2030 0.12%
U.S. Treasury Note, 2.00%, due 12/31/2021 0.12%
Comerica, Inc. 0.12%
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 0.12%
Phillips 66 0.12%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.12%
UBS Group Funding Switzerland AG, 4.25%, due 03/23/2028 0.12%
Equinix, Inc., REIT 0.11%
Athene Global Funding, 3.00%, due 07/01/2022 0.11%
AT&T, Inc., 3.40%, due 05/15/2025 0.11%
Vantiv, Inc., Class A 0.11%
Perrigo Finance Unlimited Co., 4.37%, due 03/15/2026 0.11%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.11%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 0.11%
Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 0.11%
COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 0.11%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 0.11%
Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 2.69%, due 04/15/2029 0.11%
General Electric Co., Series MTN, 6.87%, due 01/10/2039 0.11%
New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 0.11%
Verizon Communications, Inc., 5.50%, due 03/16/2047 0.11%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.11%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.11%
Toronto-Dominion Bank, 3.62%, due 09/15/2031 0.11%
Bunge, Ltd. Finance Corp., 3.75%, due 09/25/2027 0.11%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.11%
DTE Electric Co., 4.30%, due 07/01/2044 0.10%
PacifiCorp, 3.60%, due 04/01/2024 0.10%
Mexico Government International Bond, 4.00%, due 10/02/2023 0.10%
Wells Fargo & Co., Series MTN, 3.58%, due 05/22/2028 0.10%
Celgene Corp., 5.00%, due 08/15/2045 0.10%
Northrop Grumman Corp., 2.55%, due 10/15/2022 0.10%
CVS Health Corp., 2.12%, due 06/01/2021 0.10%
Federal Realty Investment Trust, REIT 0.10%
Alcoa Corp. 0.10%
Macquarie Group, Ltd., 6.25%, due 01/14/2021 0.10%
NRZ Advance Receivables Trust, Series 2016-T4, Class AT4, 3.10%, due 12/15/2050 0.10%
HCP, Inc., 3.40%, due 02/01/2025 0.10%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.10%
BMW US Capital LLC, 2.80%, due 04/11/2026 0.10%
BAT Capital Corp., 3.55%, due 08/15/2027 0.10%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.10%
Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 0.10%
Monsanto Co., 4.40%, due 07/15/2044 0.10%
Time Warner, Inc. 0.10%
Harris Corp., 5.55%, due 10/01/2021 0.10%
Core Industrial Trust, Series 2015-CALW, Class B, 3.25%, due 02/10/2034 0.10%
JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 0.10%
Charta LLC, 1.31%, due 11/07/2017 0.10%
CBS Corp., 5.75%, due 04/15/2020 0.10%
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.10%
Becton Dickinson and Co., 3.70%, due 06/06/2027 0.10%
BB-UBS Trust, Series 2012-TFT, Class C, 3.46%, due 06/05/2030 0.10%
Hartford Financial Services Group, Inc. 0.10%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.10%
State of California, 7.95%, due 03/01/2036 0.09%
Hewlett Packard Enterprise Co., 3.60%, due 10/15/2020 0.09%
Atlantic Asset Securitization LLC, 1.32%, due 11/21/2017 0.09%
Cancara Asset Securitisation LLC, 1.32%, due 11/27/2017 0.09%
New Residential Advanced Receivables Trust, Series 2017-T1, Class AT1, 3.21%, due 02/15/2051 0.09%
Exxon Mobil Corp., 3.04%, due 03/01/2026 0.09%
Equity Residential, REIT 0.09%
Petronas Capital, Ltd., 5.25%, due 08/12/2019 0.09%
U.S. Treasury Note, 2.50%, due 08/15/2023 0.09%
General Motors Co., 4.87%, due 10/02/2023 0.09%
Hospitality Properties Trust, 5.00%, due 08/15/2022 0.09%
Wal-Mart Stores, Inc., 3.62%, due 12/15/2047 0.09%
Vornado Realty Trust, REIT 0.09%
NBCUniversal Media LLC, 4.37%, due 04/01/2021 0.09%
Intel Corp., 2.87%, due 05/11/2024 0.09%
Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 0.09%
Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 0.09%
U.S. Treasury Note, 2.50%, due 05/15/2024 0.09%
Ally Financial, Inc., 4.12%, due 03/30/2020 0.09%
U.S. Treasury Note, 1.87%, due 11/30/2021 0.09%
Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 0.09%
Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 0.09%
PVH Corp. 0.09%
SVB Financial Group 0.09%
Citigroup, Inc., 1.70%, due 04/27/2018 0.09%
OneBeacon US Holdings, Inc., 4.60%, due 11/09/2022 0.09%
Duke Energy Corp., 3.75%, due 09/01/2046 0.09%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.09%
Starbucks Corp. 0.09%
Ameriprise Financial, Inc., 7.30%, due 06/28/2019 0.09%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 0.09%
U.S. Treasury Note, 2.25%, due 11/15/2024 0.08%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.08%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.08%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.08%
WEX, Inc. 0.08%
Cafco LLC, 1.31%, due 12/05/2017 0.08%
EPR Properties, 4.75%, due 12/15/2026 0.08%
Kilroy Realty, LP, 4.25%, due 08/15/2029 0.08%
Capital One Financial Corp., 2.50%, due 05/12/2020 0.08%
Owens Corning, 4.20%, due 12/15/2022 0.08%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.08%
Ford Motor Co., 4.34%, due 12/08/2026 0.08%
Petroleos Mexicanos, 3.50%, due 01/30/2023 0.08%
KLA-Tencor Corp., 4.12%, due 11/01/2021 0.08%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.08%
FedEx Corp., 4.90%, due 01/15/2034 0.08%
Schlumberger Holdings Corp., 3.00%, due 12/21/2020 0.08%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.08%
International Lease Finance Corp., 8.25%, due 12/15/2020 0.08%
UBS AG, 7.62%, due 08/17/2022 0.08%
JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 0.08%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.08%
Voya Financial, Inc. 0.08%
Alexion Pharmaceuticals, Inc. 0.08%
Shell International Finance BV, 2.50%, due 09/12/2026 0.08%
Boston Properties, Inc., REIT 0.08%
CNA Financial Corp., 5.87%, due 08/15/2020 0.08%
Santander UK Group Holdings PLC, 4.75%, due 09/15/2025 0.08%
JPMorgan Chase & Co., 4.85%, due 02/01/2044 0.08%
Commercial Mortgage Pass Through Certificates, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 0.08%
LafargeHolcim Finance US LLC, 4.75%, due 09/22/2046 0.08%
Wellfleet CLO, Ltd., Series 2016-2A, Class A1, 3.01%, due 10/20/2028 0.08%
New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 0.08%
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.08%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.08%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.07%
Palmer Square CLO, Ltd., Series 2015-2A, Class A1AR, 2.63%, due 07/20/2030 0.07%
Svenska Handelsbanken AB, Series MTN, 2.45%, due 03/30/2021 0.07%
SBA Tower Trust, 3.16%, due 04/09/2047 0.07%
Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, Zero Coupon, due 01/20/2031 0.07%
Medtronic, Inc., 4.62%, due 03/15/2045 0.07%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.07%
Workday, Inc., Class A 0.07%
Berkshire Hathaway Finance Corp., 3.00%, due 05/15/2022 0.07%
Lear Corp. 0.07%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.07%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.07%
Realty Income Corp., 3.87%, due 07/15/2024 0.07%
Anadarko Petroleum Corp., 5.55%, due 03/15/2026 0.07%
SCG Trust, Series 2013-SRP1, Class AJ, 3.18%, due 11/15/2026 0.07%
Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 0.07%
Federal National Mortgage Association, 5.50%, due 12/01/2041 0.07%
HCP, Inc., REIT 0.07%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.07%
BlueMountain CLO, Ltd., Series 2015-2A, Class A1, 2.78%, due 07/18/2027 0.07%
Palmer Square CLO, Ltd., Series 2013-2A, Class A1AR, 2.57%, due 10/17/2027 0.07%
AbbVie, Inc., 3.20%, due 05/14/2026 0.07%
State of California, 7.60%, due 11/01/2040 0.07%
Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 0.07%
Parker-Hannifin Corp. 0.07%
EPR Properties, 4.50%, due 04/01/2025 0.07%
American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 0.07%
Citigroup, Inc., 2.31%, due 07/24/2023 0.07%
Citigroup, Inc., 3.37%, due 03/01/2023 0.07%
Danone SA, 2.94%, due 11/02/2026 0.07%
Aventura Mall Trust, Series 2013-AVM, Class A, 3.74%, due 12/05/2032 0.07%
NRG Energy, Inc., 6.62%, due 03/15/2023 0.07%
Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 0.07%
Ally Financial, Inc., 3.50%, due 01/27/2019 0.07%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.07%
Federal National Mortgage Association, 5.00%, due 04/01/2039 0.07%
U.S. Treasury Note, 1.75%, due 11/30/2021 0.07%
Goldman Sachs Group, Inc., 2.75%, due 09/15/2020 0.07%
New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 0.07%
JPMorgan Chase & Co., 3.37%, due 05/01/2023 0.07%
HD Supply Holdings, Inc. 0.06%
Waldorf Astoria Boca Raton Trust, Series 2016-BOCA, Class C, 3.73%, due 06/15/2029 0.06%
Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 0.06%
Biogen, Inc., 4.05%, due 09/15/2025 0.06%
Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 0.06%
Colombia Government International Bond, 4.50%, due 01/28/2026 0.06%
Charles Schwab Corp., 3.20%, due 03/02/2027 0.06%
VEREIT Operating Partnership, LP, 3.00%, due 02/06/2019 0.06%
Duke Energy Corp., 3.75%, due 04/15/2024 0.06%
AbbVie, Inc. 0.06%
Thermo Fisher Scientific, Inc., 2.40%, due 02/01/2019 0.06%
ICG US CLO, Ltd., Series 2014-1A, Class A1R, Zero Coupon, due 01/20/2030 0.06%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.06%
BRE Grand Islander Timeshare Issuer LLC, Series 2017-1A, Class A, 2.94%, due 05/25/2029 0.06%
JPMorgan Chase & Co., 3.54%, due 05/01/2028 0.06%
Kilroy Realty, LP, 6.62%, due 06/01/2020 0.06%
Indonesia Government International Bond, 4.75%, due 01/08/2026 0.06%
Hilton Worldwide Holdings, Inc. 0.06%
Albemarle Corp. 0.06%
McDonald's Corp. 0.06%
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.06%
Intuit, Inc. 0.06%
Everest Re Group, Ltd. 0.06%
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 0.06%
Aviation Capital Group LLC, 2.87%, due 01/20/2022 0.06%
Sysco Corp., 3.25%, due 07/15/2027 0.06%
Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 0.06%
XL Group, Ltd. 0.06%
Sprint Communications, Inc., 9.00%, due 11/15/2018 0.06%
Citigroup Mortgage Loan Trust, Series 2015-A, Class A1, 3.50%, due 06/25/2058 0.06%
FedEx Corp. 0.06%
CSMC Trust, Series 2014-4R, Class 21A1, 1.56%, due 12/27/2035 0.06%
BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 0.06%
Federal National Mortgage Association, Zero Coupon, due 10/09/2019 0.06%
Allstate Corp., 3.28%, due 12/15/2026 0.06%
Sirius XM Holdings, Inc. 0.06%
SBA Tower Trust, 2.87%, due 07/10/2046 0.06%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.06%
Boston Scientific Corp., 2.65%, due 10/01/2018 0.06%
Oaktree Capital Management, LP, 6.75%, due 12/02/2019 0.05%
Energy Transfer, LP, 5.15%, due 02/01/2043 0.05%
ERAC USA Finance LLC, 3.85%, due 11/15/2024 0.05%
Symantec Corp. 0.05%
AmerisourceBergen Corp. 0.05%
Ocwen Master Advance Receivables Trust, Series 2017-T1, Class AT1, 2.49%, due 09/15/2048 0.05%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.05%
U.S. Treasury Note, 1.62%, due 02/15/2026 0.05%
Energy Transfer, LP, 5.95%, due 10/01/2043 0.05%
International Paper Co., 4.75%, due 02/15/2022 0.05%
New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 0.05%
Digital Realty Trust, Inc., REIT 0.05%
Crown Castle Towers LLC, 4.88%, due 08/15/2040 0.05%
JPMorgan Chase & Co., 6.40%, due 05/15/2038 0.05%
Avis Budget Rental Car Funding AESOP LLC, Series 2014-1A, Class A, 2.46%, due 07/20/2020 0.05%
Northwest Airlines Pass-Through Trust, 7.02%, due 05/01/2021 0.05%
Hertz Vehicle Financing II, LP, Series 2016-3A, Class A, 2.27%, due 07/25/2020 0.05%
Conagra Brands, Inc., 3.20%, due 01/25/2023 0.05%
Wells Fargo & Co., 2.12%, due 04/22/2019 0.05%
COMM Mortgage Trust, Series 2016-GCT, Class C, 3.46%, due 08/10/2029 0.05%
Dominion Energy, Inc., 2.57%, due 07/01/2020 0.05%
Newmont Mining Corp. 0.05%
BlackRock, Inc. 0.05%
General Electric Co., Series MTN, 5.50%, due 01/08/2020 0.05%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.05%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.05%
Exxon Mobil Corp., 1.81%, due 03/15/2019 0.05%
Ocwen Master Advance Receivables Trust, Series 2016-T2, Class AT2, 2.72%, due 08/16/2049 0.05%
U.S. Treasury Note, 2.00%, due 02/15/2025 0.05%
Zions Bancorporation 0.05%
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 0.04%
Doosan Heavy Industries & Construction Co., Ltd., 2.12%, due 04/27/2020 0.04%
Federal National Mortgage Association, 5.50%, due 10/01/2036 0.04%
Mohawk Industries, Inc. 0.04%
New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 0.04%
Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 0.04%
Harris Corp. 0.04%
Kraft Heinz Co. 0.04%
Appalachian Power Co., 3.40%, due 06/01/2025 0.04%
Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 0.04%
EnLink Midstream Partners, LP, 4.85%, due 07/15/2026 0.04%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.04%
COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 0.04%
Saudi Arabia Government International Bond, 2.37%, due 10/26/2021 0.04%
Archer-Daniels-Midland Co. 0.04%
Societe Generale SA, 5.00%, due 01/17/2024 0.04%
Kroger Co., 2.80%, due 08/01/2022 0.04%
Tyson Foods, Inc., 3.95%, due 08/15/2024 0.04%
321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 0.04%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.04%
Niagara Mohawk Power Corp., 4.88%, due 08/15/2019 0.04%
State of California, 7.30%, due 10/01/2039 0.04%
SolarCity LMC Series III LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 0.04%
Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 0.04%
First Horizon National Corp., 3.50%, due 12/15/2020 0.04%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.12%, due 07/15/2023 0.04%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.04%
Korea Development Bank, 3.00%, due 03/17/2019 0.04%
Kraft Heinz Foods Co., 4.87%, due 02/15/2025 0.04%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.04%
Oracle Corp. 0.04%
Vulcan Materials Co. 0.04%
Queens Center Mortgage Trust, Series 2013-QCA, Class D, 3.47%, due 01/11/2037 0.04%
Wells Fargo Bank NA, 5.95%, due 08/26/2036 0.04%
SPS Servicer Advance Receivables Trust, Series 2016-T2, Class AT2, 2.75%, due 11/15/2049 0.04%
Bank One Corp., 8.00%, due 04/29/2027 0.04%
Liberty Funding LLC, 1.35%, due 01/09/2018 0.04%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.04%
State of California, 7.70%, due 11/01/2030 0.04%
Regency Centers Corp., REIT 0.04%
New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 0.04%
New Residential Advanced Receivables Trust, Series 2016-T2, Class AT2, 2.57%, due 10/15/2049 0.04%
Petrobras Global Finance BV, 6.25%, due 03/17/2024 0.03%
Cooper Cos., Inc. 0.03%
Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 0.03%
RJ Reynolds Tobacco Co., 8.12%, due 06/23/2019 0.03%
SBA Communications Corp., REIT 0.03%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2010-C1, Class B, 5.95%, due 06/15/2043 0.03%
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 0.03%
Discover Bank, 3.45%, due 07/27/2026 0.03%
PulteGroup, Inc. 0.03%
CK Hutchison International 17, Ltd., 2.25%, due 09/29/2020 0.03%
Indonesia Government International Bond, 5.37%, due 10/17/2023 0.03%
Mylan NV 0.03%
Citigroup Capital XIII, 7.75% 0.03%
BorgWarner, Inc., 3.37%, due 03/15/2025 0.03%
Micron Technology, Inc. 0.03%
Wal-Mart Stores, Inc. 0.03%
Automatic Data Processing, Inc. 0.03%
Brazil Government International Bond, 4.25%, due 01/07/2025 0.03%
Amgen, Inc. 0.03%
KeyBank NA, Series MTN, 3.40%, due 05/20/2026 0.03%
Comcast Corp., 5.87%, due 02/15/2018 0.03%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 0.03%
VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 0.03%
Fortive Corp. 0.03%
McCormick & Co., Inc. 0.03%
Green Tree Agency Advance Funding Trust I, Series 2016-T1, Class AT1, 2.38%, due 10/15/2048 0.03%
GS Mortgage Securities Corp. II, Series 2013-KING, Class E, 3.43%, due 12/10/2027 0.03%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.03%
America Movil SAB de CV, 4.37%, due 07/16/2042 0.03%
AT&T, Inc., 4.35%, due 06/15/2045 0.03%
Provident Funding Mortgage Loan Trust, Series 2005-1, Class 3A1, 1.81%, due 05/25/2035 0.03%
H&R Block, Inc. 0.03%
Royal Bank of Scotland Group PLC, 6.10%, due 06/10/2023 0.03%
OCP CLO, Ltd., Series 2014-7A, Class A1AR, 2.31%, due 10/20/2026 0.03%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.03%
Federal National Mortgage Association, 4.50%, due 06/01/2026 0.03%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.03%
Brixmor Property Group, Inc., REIT 0.03%
NBCUniversal Media LLC, 4.45%, due 01/15/2043 0.03%
EOG Resources, Inc., 2.45%, due 04/01/2020 0.03%
Mastercard, Inc., 3.37%, due 04/01/2024 0.03%
MVW Owner Trust, Series 2016-1A, Class A, 2.25%, due 12/20/2033 0.03%
VEREIT Operating Partnership, LP, 4.12%, due 06/01/2021 0.03%
Republic of Poland Government International Bond, 3.00%, due 03/17/2023 0.03%
HCA Healthcare, Inc., 6.25%, due 02/15/2021 0.03%
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.03%
Lincoln National Corp., 8.75%, due 07/01/2019 0.03%
Brighthouse Financial, Inc. 0.02%
Newell Brands, Inc. 0.02%
Omega Healthcare Investors, Inc., REIT 0.02%
Petrobras Global Finance BV, 5.37%, due 01/27/2021 0.02%
Wells Fargo & Co., 5.37%, due 11/02/2043 0.02%
Credit Suisse Mortgage Capital Certificates, Series 2009-11R, Class 5A1, 3.16%, due 08/26/2036 0.02%
MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 0.02%
Federal National Mortgage Association, 6.00%, due 02/01/2041 0.02%
Cooperatieve Rabobank UA, 2.25%, due 01/14/2019 0.02%
Bank of America Corp., 5.75%, due 12/01/2017 0.02%
Celgene Corp., 2.87%, due 08/15/2020 0.02%
Deutsche Bank AG, 2.62%, due 08/20/2020 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.02%
JPMorgan Resecuritization Trust, Series 2014-2, Class 6A1, 3.25%, due 05/26/2037 0.02%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.02%
Western Gas Partners, LP, 5.37%, due 06/01/2021 0.02%
Royal Bank of Scotland Group PLC, 6.00%, due 12/19/2023 0.02%
Anthem, Inc., 1.87%, due 01/15/2018 0.02%
BioMarin Pharmaceutical, Inc. 0.02%
Federal National Mortgage Association, 5.00%, due 08/01/2039 0.02%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 0.02%
Mosaic Co. 0.02%
American Express Co., 4.05%, due 12/03/2042 0.02%
AT&T, Inc., 4.60%, due 02/15/2021 0.02%
Avis Budget Rental Car Funding AESOP LLC, Series 2013-1A, Class A, 1.92%, due 09/20/2019 0.02%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.02%
SCG Trust, Series 2013-SRP1, Class A, 2.88%, due 11/15/2026 0.02%
Duke Energy Progress LLC, 3.60%, due 09/15/2047 0.02%
BCAP LLC Trust, Series 2009-RR6, Class 2A1, 3.45%, due 08/26/2035 0.02%
Entergy Arkansas, Inc., 3.70%, due 06/01/2024 0.02%
SBA Tower Trust, 2.24%, due 04/09/2043 0.02%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.02%
Halliburton Co. 0.02%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.02%
Newell Brands, Inc., 4.20%, due 04/01/2026 0.02%
LyondellBasell Industries NV, 5.00%, due 04/15/2019 0.02%
BNP Paribas SA, 6.75%, due 03/14/2022 0.02%
Gilead Sciences, Inc., 2.95%, due 03/01/2027 0.02%
Continental Resources, Inc., 3.80%, due 06/01/2024 0.02%
Seagate HDD Cayman, 4.87%, due 06/01/2027 0.02%
MassMutual Global Funding II, 2.35%, due 04/09/2019 0.02%
Federal National Mortgage Association, 3.32%, due 10/25/2023 0.02%
ERAC USA Finance LLC, 2.70%, due 11/01/2023 0.02%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.02%
Cablevision Systems Corp., 7.75%, due 04/15/2018 0.02%
Coventry Health Care, Inc., 5.45%, due 06/15/2021 0.02%
Bank One Capital III, 8.75%, due 09/01/2030 0.02%
Shell International Finance BV, 3.75%, due 09/12/2046 0.02%
J.M. Smucker, Co. 0.02%
Federal National Mortgage Association, 6.50%, due 05/01/2040 0.02%
Laredo Petroleum, Inc., 7.37%, due 05/01/2022 0.02%
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.02%
CVS Health Corp., 5.30%, due 12/05/2043 0.02%
FedEx Corp., 5.10%, due 01/15/2044 0.02%
Kerr-McGee Corp., 6.95%, due 07/01/2024 0.02%
Federal National Mortgage Association, 5.00%, due 10/01/2039 0.02%
Cisco Systems, Inc., 2.12%, due 03/01/2019 0.02%
CMS Energy Corp., 4.87%, due 03/01/2044 0.02%
Mastercard, Inc., 2.00%, due 04/01/2019 0.02%
Sprint Corp., 7.87%, due 09/15/2023 0.02%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.02%
Federal National Mortgage Association, 5.50%, due 11/01/2038 0.02%
Goldman Sachs Group, Inc., 6.25%, due 02/01/2041 0.02%
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.02%
Peru Government International Bond, 7.35%, due 07/21/2025 0.02%
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 0.01%
PacifiCorp, 5.75%, due 04/01/2037 0.01%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.01%
Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 0.01%
Jefferies Resecuritization Trust, Series 2009-R7, Class 1A1, 3.31%, due 02/26/2036 0.01%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 0.01%
Wells Fargo & Co., 5.90%, due 06/15/2024 0.01%
Royal Bank of Scotland Group PLC, 6.40%, due 10/21/2019 0.01%
Husky Energy, Inc., 4.00%, due 04/15/2024 0.01%
Sprint Capital Corp., 6.87%, due 11/15/2028 0.01%
General Motors Co., 6.25%, due 10/02/2043 0.01%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2014-1A, Class A, 2.07%, due 03/20/2030 0.01%
TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 0.01%
AT&T, Inc., 5.00%, due 03/01/2021 0.01%
Jersey Central Power & Light Co., 7.35%, due 02/01/2019 0.01%
TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 0.01%
Federal National Mortgage Association, 6.00%, due 04/01/2040 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2042 0.01%
Williams Cos., Inc., 7.87%, due 09/01/2021 0.01%
BB-UBS Trust, Interest Only STRIPS, Series 2012-SHOW, Class XA, 0.59%, due 11/05/2036 0.01%
Federal National Mortgage Association, 6.00%, due 01/01/2040 0.01%
Williams Partners, LP, 5.40%, due 03/04/2044 0.01%
COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 0.01%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2014-2A, Class A, 2.05%, due 06/20/2031 0.01%
Federal National Mortgage Association, 2.02%, due 02/01/2043 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class B, 3.05%, due 03/22/2032 0.01%
Silverleaf Finance XVIII LLC, Series 2014-A, Class A, 2.81%, due 01/15/2027 0.01%
Weatherford International, Ltd., 5.95%, due 04/15/2042 0.01%
Federal National Mortgage Association, 3.50%, due 07/01/2028 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 0.01%
Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 0.01%
BCAP LLC Trust, Series 2010-RR1, Class 12A1, 5.25%, due 08/26/2036 0.01%
Federal National Mortgage Association, 5.50%, due 08/01/2037 0.01%
Noble Energy, Inc., 6.00%, due 03/01/2041 0.01%
Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 0.01%
State Street Corp., Series D, 5.90% 0.01%
Citigroup, Inc., 6.67%, due 09/13/2043 0.01%
New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 0.01%
CMS Energy Corp., 3.87%, due 03/01/2024 0.01%
President & Fellows of Harvard College, 3.61%, due 10/01/2037 0.01%
COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 0.01%
Apache Corp., 4.75%, due 04/15/2043 0.01%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.01%
Williams Cos., Inc., 3.70%, due 01/15/2023 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%
Sierra Timeshare Receivables Funding LLC, Series 2013-3A, Class B, 2.70%, due 10/20/2030 0.01%
JPMorgan Chase & Co., 6.75%, due 02/01/2024 0.01%
American International Group, Inc., 8.17%, due 05/15/2068 0.00%**
New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 0.00%**
LB-UBS Commercial Mortgage Trust, Series 2007-C7, Class AM, 6.33%, due 09/15/2045 0.00%**
Futures Contracts, Long, S&P 500® E-Mini 0.00%**
Apache Corp., 4.25%, due 01/15/2044 0.00%**
Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 0.00%**
University of California, Series AD, 4.85%, due 05/15/2112 0.00%**
Hartford Financial Services Group, Inc., 5.12%, due 04/15/2022 0.00%**
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.00%**
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.00%**
Federal National Mortgage Association, 6.00%, due 08/01/2036 0.00%**
HP, Inc., 3.75%, due 12/01/2020 0.00%**
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 0.79%, due 02/16/2053 0.00%**
Cleveland Electric Illuminating Co., 8.87%, due 11/15/2018 0.00%**
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.00%**
SCE Trust III, Series H, 5.75% 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2038 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2025 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
BCAP LLC Trust, Series 2009-RR14, Class 1A1, 6.00%, due 05/26/2037 0.00%**
Federal National Mortgage Association, 4.00%, due 04/01/2026 0.00%**
T-Mobile USA, Inc., 6.83%, due 04/28/2023 0.00%**
Federal National Mortgage Association, 6.00%, due 12/01/2037 0.00%**
Federal National Mortgage Association, 4.50%, due 07/01/2025 0.00%**
Nexen Energy ULC, 5.87%, due 03/10/2035 0.00%**
Jefferies Resecuritization Trust, Series 2009-R2, Class 2A, 3.63%, due 12/26/2037 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%**
Merrill Lynch Mortgage Trust, Series 2007-C1, Class A1A, 5.81%, due 06/12/2050 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2040 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%**
Rio Tinto Finance USA PLC, 2.87%, due 08/21/2022 0.00%**
Federal National Mortgage Association, 5.50%, due 01/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 07/01/2019 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 11/01/2018 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 09/01/2018 0.00%**
Federal Home Loan Mortgage Corp., 5.00%, due 04/01/2018 0.00%**
Federal National Mortgage Association, 5.00%, due 05/01/2018 0.00%**
Net Other Assets (Liabilities) -4.63%**