Transamerica

02/29/2020*


Transamerica BlackRock Global Allocation VP

Security Description % of Total Net Assets
U.S. Treasury Inflation-Indexed Bond, 0.50%, due 04/15/2024 4.11%
French Republic Government Bond OAT, Zero Coupon, due 11/25/2029 3.21%
U.S. Treasury Note, 1.75%, due 11/15/2029 2.57%
U.S. Treasury Bill, 1.56%, due 05/14/2020 1.89%
Microsoft Corp. 1.78%
Uniform Mortgage-Backed Security, 4.00%, TBA 1.64%
SPDR Gold Shares 1.51%
Amazon.com, Inc. 1.48%
Alphabet, Inc., Class C 1.47%
Apple, Inc. 1.44%
Canada Government Bond, 1.50%, due 09/01/2024 1.27%
Uniform Mortgage-Backed Security, 3.00%, TBA 1.26%
Uniform Mortgage-Backed Security, 3.50%, TBA 1.26%
U.S. Treasury Bill, 1.52%, due 06/11/2020 1.19%
U.S. Treasury Bill, 1.55%, due 04/30/2020 1.13%
U.S. Treasury Bond, 2.37%, due 11/15/2049 1.03%
Comcast Corp., Class A 1.01%
U.S. Treasury Bill, 1.59%, due 04/16/2020 0.94%
U.S. Treasury Bill, 1.57%, due 05/28/2020 0.94%
Japan Treasury Discount Bill, 0.00%, due 03/30/2020 0.90%
Government National Mortgage Association, 3.50%, TBA 0.86%
U.S. Treasury Bill, 1.55%, due 05/07/2020 0.82%
Japan Treasury Discount Bill, 0.00%, due 03/30/2020 0.80%
Italy Buoni Poliennali del Tesoro, 1.35%, due 04/01/2030 0.76%
Mastercard, Inc., Class A 0.76%
U.S. Treasury Bill, 1.52%, due 03/26/2020 0.76%
Bank of America Corp. 0.76%
U.S. Treasury Bill, 1.54%, due 04/16/2020 0.76%
Vodafone Group PLC 0.75%
Taiwan Semiconductor Manufacturing Co., Ltd. 0.75%
Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 0.73%
Siemens AG 0.73%
Raytheon Co. 0.72%
Anthem, Inc. 0.72%
SPDR S&P 500 ETF Trust 0.72%
JPMorgan Chase & Co. 0.71%
NextEra Energy, Inc. 0.70%
U.S. Treasury Bill, 1.55%, due 08/06/2020 0.69%
Tencent Holdings, Ltd. 0.68%
Johnson & Johnson 0.66%
Enel SpA 0.65%
Danone SA 0.65%
Air Products & Chemicals, Inc. 0.64%
Charter Communications, Inc., Class A 0.64%
ONEOK, Inc. 0.62%
Futures Contracts, Short, S&P 500® E-Mini Index 0.61%
U.S. Treasury Bill, 1.56%, due 05/14/2020 0.60%
UniCredit SpA 0.58%
Becton Dickinson and Co. 0.58%
Roche Holding AG 0.58%
UnitedHealth Group, Inc. 0.57%
salesforce.com, Inc. 0.57%
Emerson Electric Co. 0.57%
FleetCor Technologies, Inc. 0.55%
U.S. Treasury Bill, 1.57%, due 04/07/2020 0.55%
Merck & Co., Inc. 0.55%
United Technologies Corp. 0.55%
U.S. Treasury Bill, 1.56%, due 03/17/2020 0.53%
Walmart, Inc. 0.53%
Koninklijke Philips NV 0.53%
Marsh & McLennan Cos., Inc. 0.52%
Alibaba Group Holding, Ltd., ADR 0.51%
Autodesk, Inc. 0.51%
PPG Industries, Inc. 0.50%
Morgan Stanley 0.50%
Starbucks Corp. 0.49%
McDonald's Corp. 0.49%
Facebook, Inc., Class A 0.48%
U.S. Treasury Bill, 1.54%, due 03/26/2020 0.48%
Italy Buoni Poliennali del Tesoro, 3.85%, due 09/01/2049 0.47%
Nestle SA 0.47%
D.R. Horton, Inc. 0.47%
Union Pacific Corp. 0.47%
Enbridge, Inc. 0.47%
Home Depot, Inc. 0.46%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 04/15/2023 0.45%
Sanofi 0.45%
Pfizer, Inc. 0.44%
U.S. Treasury Bill, 1.63%, due 04/16/2020 0.44%
Japan Treasury Discount Bill, 0.00%, due 04/27/2020 0.44%
Thermo Fisher Scientific, Inc. 0.44%
Japan Treasury Discount Bill, 0.00%, due 05/07/2020 0.42%
Lennar Corp., Class A 0.39%
Safran SA 0.39%
Bristol-Myers Squibb Co. 0.38%
Astellas Pharma, Inc. 0.38%
Lowe's Cos., Inc. 0.37%
Gilead Sciences, Inc. 0.37%
Colgate-Palmolive Co. 0.37%
Japan Government Thirty Year Bond, 0.40%, due 09/20/2049 0.37%
Japan Airlines Co., Ltd. 0.37%
Truist Financial Corp. 0.36%
CapitaLand, Ltd. 0.36%
Japan Treasury Discount Bill, 0.00%, due 05/07/2020 0.36%
TJX Cos., Inc. 0.36%
U.S. Treasury Note, 1.75%, due 11/15/2020 0.35%
iShares Russell 2000 ETF 0.35%
Citigroup, Inc. 0.35%
Japan Treasury Discount Bill, 0.00%, due 04/06/2020 0.35%
Japan Treasury Discount Bill, 0.00%, due 04/06/2020 0.35%
Shin-Etsu Chemical Co., Ltd. 0.35%
Agilent Technologies, Inc. 0.34%
ING Groep NV 0.34%
Uber Technologies, Inc. 0.34%
Ajinomoto Co., Inc. 0.33%
HCA Healthcare, Inc. 0.33%
Azul SA, ADR 0.33%
U.S. Treasury Bill, 1.54%, due 03/17/2020 0.32%
U.S. Treasury Bill, 1.53%, due 03/24/2020 0.32%
East Japan Railway Co. 0.31%
Global Payments, Inc. 0.31%
Sun Hung Kai Properties, Ltd. 0.31%
Knorr-Bremse AG 0.31%
ASML Holding NV 0.30%
Hoya Corp. 0.30%
NVIDIA Corp. 0.30%
AIA Group, Ltd. 0.29%
International Flavors & Fragrances, Inc. 0.28%
Henkel AG & Co. KGaA, 2.44% 0.28%
Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2050 0.27%
Suzuki Motor Corp. 0.27%
Chubb, Ltd. 0.27%
Unilever NV 0.27%
Cellnex Telecom SA 0.27%
HSBC Holdings PLC 0.27%
VMware, Inc., Class A 0.26%
U.S. Treasury Bill, 1.57%, due 03/26/2020 0.25%
Australia Government Bond, 3.00%, due 03/21/2047 0.25%
Japan Treasury Discount Bill, 0.00%, due 04/27/2020 0.24%
Murata Manufacturing Co., Ltd. 0.23%
Infineon Technologies AG 0.22%
Adobe, Inc. 0.21%
Applied Materials, Inc. 0.21%
ServiceNow, Inc. 0.21%
Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 0.21%
Unilever PLC 0.21%
Indonesia Treasury Bond, 8.25%, due 05/15/2029 0.21%
Subaru Corp. 0.20%
Target Corp. 0.20%
ABN AMRO Bank NV, CVA 0.20%
Charles Schwab Corp. 0.20%
Abbott Laboratories 0.20%
Oracle Corp. 0.20%
NXP Semiconductors NV 0.20%
AstraZeneca PLC 0.19%
TransDigm, Inc., 6.25%, due 03/15/2026 0.19%
DuPont de Nemours, Inc. 0.19%
U.S. Treasury Bill, 1.55%, due 03/24/2020 0.19%
U.S. Treasury Bill, 1.51%, due 06/11/2020 0.19%
Vertex Pharmaceuticals, Inc. 0.19%
Lloyds Bank PLC, Series MTN, 13.00%, due 01/22/2029 0.17%
Canada Government Bond, 0.75%, due 03/01/2021 0.17%
Liberty Media Corp. - Liberty SiriusXM, Class C 0.16%
Consumer Discretionary Select Sector SPDR Fund 0.16%
Japan Treasury Discount Bill, 0.00%, due 04/06/2020 0.16%
Comcast Corp., 3.70%, due 04/15/2024 0.15%
Citigroup, Inc., 5.87%, due 03/27/2020 0.15%
Republic of South Africa Government Bond, 8.00%, due 01/31/2030 0.15%
Neste OYJ 0.15%
Intesa Sanpaolo SpA 0.14%
Alibaba Group Holding, Ltd. 0.14%
HSBC Holdings PLC, 6.37%, due 09/17/2024 0.14%
Micron Technology, Inc. 0.14%
PayPal Holdings, Inc. 0.13%
Xilinx, Inc. 0.13%
Berkshire Hathaway, Inc., Class B 0.12%
Citigroup, Inc., 3.35%, due 04/24/2025 0.12%
iShares S&P 500 Value ETF 0.12%
Mexico Bonos, 8.00%, due 09/05/2024 0.12%
Industrial Select Sector SPDR Fund 0.12%
Financial Select Sector SPDR Fund 0.12%
RAI Way SpA 0.12%
Broadcom, Inc., 3.12%, due 04/15/2021 0.11%
Intuit, Inc. 0.11%
Cisco Systems, Inc. 0.11%
Russian Federal Bond - OFZ, 6.90%, due 05/23/2029 0.11%
United Airlines Holdings, Inc. 0.10%
ING Groep NV, 4.10%, due 10/02/2023 0.10%
Liberty Media Corp. - Liberty SiriusXM, Class A 0.10%
JPMorgan Chase & Co., 4.02%, due 12/05/2024 0.10%
iShares China Large-Cap ETF 0.09%
iShares MSCI Emerging Markets ETF 0.09%
Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 0.09%
Cigna Corp., 3.40%, due 09/17/2021 0.09%
HCA, Inc., 3.50%, due 09/01/2030 0.09%
KBC Group NV 0.09%
Regions Financial Corp. 0.09%
BNP Paribas SA 0.09%
Peloton Interactive, Inc., Class A 0.09%
GMAC Capital Trust I, Series 2, 7.47% 0.09%
Aptiv PLC 0.09%
Citigroup Capital XIII, 8.13% 0.09%
Quintis Pty, Ltd. 0.08%
Palantir Technologies, Inc., 0.00% 0.08%
Motorola Solutions, Inc. 0.08%
Goldman Sachs Group, Inc., 3.62%, due 02/20/2024 0.08%
PepsiCo, Inc. 0.08%
Cigna Corp., 3.75%, due 07/15/2023 0.08%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.08%
Ellaktor Value PLC, 6.37%, due 12/15/2024 0.08%
Visa, Inc., Class A 0.08%
Societe Generale SA 0.08%
Becton Dickinson and Co., 2.89%, due 06/06/2022 0.08%
Credit Agricole SA 0.07%
Adyen NV 0.07%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.07%
Goldman Sachs Group, Inc., 5.37%, due 05/10/2020 0.07%
US Bancorp 0.07%
Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 0.07%
Argentina Republic Government International Bond, 6.87%, due 01/26/2027 0.07%
Becton Dickinson and Co., 3.12%, due 11/08/2021 0.07%
Weyerhaeuser Co., REIT 0.07%
Newmont Corp. 0.07%
Erste Group Bank AG 0.07%
Futures Contracts, Long, 10-Year U.S. Treasury Ultra Note 0.07%
iHeartCommunications, Inc., 6.37%, due 05/01/2026 0.07%
Splunk, Inc. 0.06%
Kingdee International Software Group Co., Ltd. 0.06%
Marvell Technology Group, Ltd. 0.06%
Vistra Operations Co. LLC, 5.62%, due 02/15/2027 0.06%
American Tower Corp., REIT 0.06%
Argentina Republic Government International Bond, 5.87%, due 01/11/2028 0.06%
Enterprise Products Operating LLC, 3.35%, due 03/15/2023 0.06%
Futures Contracts, Long, U.S. Treasury Ultra Bond 0.06%
Citigroup, Inc., 5.95%, due 08/15/2020 0.06%
United Overseas Bank, Ltd. 0.06%
Morgan Stanley, Series MTN, 2.72%, due 07/22/2025 0.06%
Wheaton Precious Metals Corp. 0.06%
Masco Corp. 0.06%
Morgan Stanley, 3.87%, due 04/29/2024 0.06%
Wells Fargo Bank NA, 3.55%, due 08/14/2023 0.06%
Hartford Financial Services Group, Inc. 0.06%
Mitsubishi Estate Co., Ltd. 0.06%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.06%
Berkeley Group Holdings PLC 0.06%
Palo Alto Networks, Inc. 0.06%
Barrick Gold Corp. 0.05%
Hangzhou Hikvision Digital Technology Co., Ltd., A Shares 0.05%
UBS Group AG, 4.12%, due 09/24/2025 0.05%
KDDI Corp. 0.05%
BX Trust, Series 2019-OC11, Class E, 4.07%, due 12/09/2041 0.05%
Cie de Saint-Gobain 0.05%
Verizon Communications, Inc. 0.05%
Meituan Dianping, Class B 0.05%
Vonovia SE 0.05%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.05%
Trip.Com Group, Ltd., ADR 0.05%
Morgan Stanley, 5.44%, due 04/15/2020 0.05%
Aier Eye Hospital Group Co., Ltd., A Shares 0.05%
Stryker Corp. 0.05%
Fortinet, Inc. 0.05%
Forestar Group, Inc., 5.00%, due 03/01/2028 0.05%
Capital One Financial Corp., 3.20%, due 01/30/2023 0.05%
Wells Fargo & Co. 0.05%
Wells Fargo & Co., Series L, 7.50% 0.05%
Travelers Cos., Inc. 0.05%
Jardine Matheson Holdings, Ltd. 0.05%
Mondelez International, Inc., Class A 0.05%
Nippon Telegraph & Telephone Corp. 0.05%
Exelon Corp. 0.05%
Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 0.05%
CapitaLand, Ltd., 1.95%, due 10/17/2023 0.05%
First Quantum Minerals, Ltd. 0.05%
Centene Corp., 5.37%, due 06/01/2026 0.04%
Vistra Energy Corp. 0.04%
Ferguson PLC 0.04%
NMC Health PLC 0.04%
American Express Co., 4.90%, due 06/15/2020 0.04%
Freeport-McMoRan, Inc. 0.04%
Accenture PLC, Class A 0.04%
CH Robinson Worldwide, Inc. 0.04%
Huazhu Group, Ltd., ADR 0.04%
Kweichow Moutai Co., Ltd., A Shares 0.04%
Keyence Corp. 0.04%
Kinden Corp. 0.04%
China Overseas Land & Investment, Ltd. 0.04%
Eiffage SA 0.04%
Cadence Design Systems, Inc. 0.04%
Yum China Holdings, Inc. 0.04%
Hang Lung Properties, Ltd. 0.04%
NCSoft Corp. 0.04%
Prudential Financial, Inc., 5.87%, due 09/15/2042 0.04%
Okta, Inc. 0.04%
Crowdstrike Holdings, Inc., Class A 0.04%
Bank Central Asia Tbk PT 0.04%
Wuxi Biologics Cayman, Inc. 0.04%
Williams Cos., Inc., 3.70%, due 01/15/2023 0.04%
BX Trust, Series 2019-OC11, Class D, 4.07%, due 12/09/2041 0.04%
Baxter International, Inc. 0.04%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.04%
Centene Corp., 4.75%, due 01/15/2025 0.04%
Exxon Mobil Corp. 0.04%
Asymchem Laboratories Tianjin Co., Ltd., A Shares 0.04%
Allergan Sales LLC, 5.00%, due 12/15/2021 0.04%
LG Chem, Ltd. 0.04%
ING Groep NV, 6.00%, due 04/16/2020 0.04%
Edwards Lifesciences Corp. 0.04%
Advanced Info Service PCL 0.04%
Itau Unibanco Holding SA, 0.00% 0.04%
Shenzhen Inovance Technology Co., Ltd., A Shares 0.04%
ANTA Sports Products, Ltd. 0.04%
Hon Hai Precision Industry Co., Ltd. 0.04%
HSBC Holdings PLC, 3.26%, due 03/13/2023 0.04%
Medtronic PLC 0.04%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.04%
PTC, Inc. 0.04%
Hundsun Technologies, Inc., A Shares 0.04%
Wuhan Raycus Fiber Laser Technologies Co., Ltd., A Shares 0.04%
Newcrest Mining, Ltd. 0.03%
Fortune Brands Home & Security, Inc. 0.03%
Argentina Republic Government International Bond, 7.82%, due 12/31/2033 0.03%
Simply Good Foods Co. 0.03%
Fubon Financial Holding Co., Ltd. 0.03%
Uni-President Enterprises Corp. 0.03%
Intuitive Surgical, Inc. 0.03%
Kakao Corp. 0.03%
Snam SpA 0.03%
KraneShares CSI China Internet ETF 0.03%
Want Want China Holdings, Ltd. 0.03%
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares 0.03%
Mitsubishi UFJ Financial Group, Inc., 3.77%, due 03/02/2025 0.03%
ONEOK, Inc., 2.75%, due 09/01/2024 0.03%
Guangzhou Baiyun International Airport Co., Ltd., A Shares 0.03%
WuXi AppTec Co., Ltd., A Shares 0.03%
China International Travel Service Corp., Ltd., A Shares 0.03%
Intouch Holdings PCL, F Shares 0.03%
Hangzhou Tigermed Consulting Co., Ltd., A Shares 0.03%
Jeronimo Martins SGPS SA 0.03%
TAL Education Group, ADR 0.03%
Guardant Health, Inc. 0.03%
CLP Holdings, Ltd. 0.03%
Chunghwa Telecom Co., Ltd. 0.03%
Han's Laser Technology Industry Group Co., Ltd., A Shares 0.03%
Norton Lifelock, Inc. 0.03%
EssilorLuxottica SA 0.03%
Alibaba Health Information Technology, Ltd. 0.03%
Zillow Group, Inc., Class C 0.03%
Venustech Group, Inc., A Shares 0.03%
Toagosei Co., Ltd. 0.03%
Buckeye Partners, LP, 4.12%, due 03/01/2025 0.03%
Maeda Road Construction Co., Ltd. 0.03%
Shanghai International Airport Co., Ltd., A Shares 0.03%
Autobio Diagnostics Co., Ltd., A Shares 0.03%
Toda Corp. 0.03%
Omnicom Group, Inc. 0.03%
Sodexo SA 0.03%
NetEase, Inc., ADR 0.03%
Cathay Financial Holding Co., Ltd. 0.03%
Prudential Financial, Inc., 5.62%, due 06/15/2043 0.03%
CK Infrastructure Holdings, Ltd. 0.03%
Haier Smart Home Co., Ltd., A Shares 0.03%
Hangzhou Robam Appliances Co., Ltd., A Shares 0.03%
Gree Electric Appliances, Inc. of Zhuhai, A Shares 0.03%
Okumura Corp. 0.03%
Yageo Corp. 0.03%
New Oriental Education & Technology Group, Inc., ADR 0.03%
ComfortDelGro Corp., Ltd. 0.03%
TV Asahi Holdings Corp. 0.03%
Zoetis, Inc. 0.03%
Yifeng Pharmacy Chain Co., Ltd., A Shares 0.03%
Tokyo Steel Manufacturing Co., Ltd. 0.03%
Option Purchased, CALL, SPDR Gold Shares 0.03%
HKT Trust & HKT, Ltd. 0.02%
Zscaler, Inc. 0.02%
Yihai International Holding, Ltd. 0.02%
Guangzhou Automobile Group Co., Ltd., H Shares 0.02%
Venus MedTech Hangzhou, Inc., H Shares 0.02%
POSCO 0.02%
Singapore Telecommunications, Ltd. 0.02%
China Merchants Bank Co., Ltd., H Shares 0.02%
Proofpoint, Inc. 0.02%
Hengan International Group Co., Ltd. 0.02%
Argentina Republic Government International Bond, 3.37%, due 01/15/2023 0.02%
iHeartCommunications, Inc., 8.37%, due 05/01/2027 0.02%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.02%
Industrial & Commercial Bank of China, Ltd., H Shares 0.02%
Haidilao International Holding, Ltd. 0.02%
Mabuchi Motor Co., Ltd. 0.02%
Mattamy Group Corp., 4.62%, due 03/01/2030 0.02%
Lenovo Group, Ltd. 0.02%
Philip Morris International, Inc. 0.02%
Formosa Plastics Corp. 0.02%
LI Ning Co., Ltd. 0.02%
Procter & Gamble Co. 0.02%
Formosa Chemicals & Fibre Corp. 0.02%
Energy Transfer Operating, LP, 4.05%, due 03/15/2025 0.02%
Canon Marketing Japan, Inc. 0.02%
Medipal Holdings Corp. 0.02%
Nan Ya Plastics Corp. 0.02%
Inner Mongolia Yili Industrial Group Co., Ltd., A Shares 0.02%
Bio City Development Co. BV, 8.00%, due 07/06/2020 0.02%
Hess Corp. 0.02%
WH Group, Ltd. 0.02%
Ping An Insurance Group Co. of China, Ltd., A Shares 0.02%
Inspur Electronic Information Industry Co., Ltd., A Shares 0.02%
Pioneer Natural Resources Co. 0.02%
VICI Properties, LP / VICI Note Co., Inc., 4.12%, due 08/15/2030 0.02%
Nippo Corp. 0.02%
CSC Holdings LLC, 5.50%, due 05/15/2026 0.02%
Foshan Haitian Flavouring & Food Co., Ltd., A Shares 0.02%
PTT Global Chemical PCL 0.02%
Option Purchased, PUT, USD vs. JPY 0.02%
Silergy Corp. 0.02%
Futures Contracts, Long, 10-Year U.S. Treasury Note 0.02%
JBS SA 0.02%
Yonyou Network Technology Co., Ltd., A Shares 0.02%
AAC Technologies Holdings, Inc. 0.02%
Glodon Co., Ltd., A Shares 0.02%
Japan Aviation Electronics Industry, Ltd. 0.02%
Kamigumi Co., Ltd. 0.02%
Shanghai Jahwa United Co., Ltd., A Shares 0.02%
Jiangsu Hengrui Medicine Co., Ltd., A Shares 0.02%
China Mengniu Dairy Co., Ltd. 0.02%
VICI Properties, LP / VICI Note Co., Inc., 3.50%, due 02/15/2025 0.02%
Hysan Development Co., Ltd. 0.02%
Great Wall Motor Co., Ltd., A Shares 0.02%
BioMarin Pharmaceutical, Inc. 0.02%
DBS Group Holdings, Ltd. 0.02%
USB Capital IX, 3.50%, due 03/30/2020 0.02%
Brilliance China Automotive Holdings, Ltd. 0.02%
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.02%
VICI Properties, LP / VICI Note Co., Inc., 3.75%, due 02/15/2027 0.02%
Amgen, Inc. 0.02%
Seattle Genetics, Inc. 0.02%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.02%
Cie Financiere Richemont SA 0.02%
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.02%
Alfresa Holdings Corp. 0.02%
DexCom, Inc. 0.02%
Nevro Corp. 0.02%
Dollar Tree, Inc. 0.02%
Siam Cement PCL 0.02%
Guangzhou Automobile Group Co., Ltd., A Shares 0.01%
Formosa Petrochemical Corp. 0.01%
KLA Corp. 0.01%
ResMed, Inc. 0.01%
Insulet Corp. 0.01%
Illumina, Inc. 0.01%
Parsley Energy LLC / Parsley Finance Corp., 5.37%, due 01/15/2025 0.01%
Williams Cos., Inc. 0.01%
Swap Agreement, Receive, 3-Month CAD-CDOR 0.01%
CEZ AS 0.01%
Wells Fargo & Co., 3.06%, due 01/24/2023 0.01%
Schlumberger, Ltd. 0.01%
VeriSign, Inc. 0.01%
Suzuken Co., Ltd. 0.01%
Tupras Turkiye Petrol Rafinerileri AS 0.01%
Thai Beverage PCL 0.01%
Parsley Energy LLC / Parsley Finance Corp., 5.25%, due 08/15/2025 0.01%
Intel Corp. 0.01%
Option Purchased, PUT, USD vs. JPY 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
Cia Cervecerias Unidas SA, ADR 0.01%
Option Purchased, PUT, EUR vs. USD 0.01%
Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 0.01%
Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 0.01%
Costco Wholesale Corp. 0.01%
Taiwan Mobile Co., Ltd. 0.01%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.01%
Fieldwood Energy LLC, 2nd Lien Term Loan, TBD, due 04/11/2023 0.01%
Walt Disney Co. 0.01%
Futures Contracts, Short, Nikkei 225 Index 0.01%
Swaption Purchased, CALL, 5-Year 0.01%
Option Purchased, CALL, Unitedhealth Group, Inc. 0.01%
Ross Stores, Inc. 0.01%
PTC Therapeutics, Inc. 0.01%
Option Purchased, PUT, iShares iboxx High Yield Corporate Bond ETF 0.01%
AutoZone, Inc. 0.01%
Sarepta Therapeutics, Inc. 0.01%
Regeneron Pharmaceuticals, Inc. 0.01%
Apellis Pharmaceuticals, Inc. 0.01%
Honeywell International, Inc. 0.01%
CSX Corp. 0.01%
Swap Agreement, Receive, Markit iTraxx® Europe Crossover - Series 32 0.01%
Dowa Holdings Co., Ltd. 0.01%
Liberty Broadband Corp., Class C 0.01%
Stanley Electric Co., Ltd. 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
Fifth Third Bancorp 0.01%
Reinsurance Group of America, Inc. 0.01%
Marsh & McLennan Cos., Inc., 4.37%, due 03/15/2029 0.01%
Ameriprise Financial, Inc. 0.01%
China Oilfield Services, Ltd., H Shares 0.01%
Option Purchased, PUT, USD vs. JPY 0.01%
Discover Financial Services 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
Seino Holdings Co., Ltd. 0.01%
Fieldwood Energy, Inc. 0.01%
AES Corp. 0.01%
Option Purchased, PUT, USD vs. JPY 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
Option Purchased, PUT, iShares iboxx High Yield Corporate Bond ETF 0.01%
Cummins, Inc. 0.01%
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.01%
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.01%
Capital One Financial Corp. 0.01%
Option Purchased, CALL, Autodesk, Inc. 0.01%
Rockwell Automation, Inc. 0.01%
AbbVie, Inc. 0.01%
Northrop Grumman Corp. 0.01%
Wyndham Destinations, Inc. 0.01%
Altria Group, Inc. 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
Option Purchased, CALL, Hess Corp. 0.01%
Goldman Sachs Group, Inc. 0.01%
Phillips 66 0.01%
Centene Corp., 4.25%, due 12/15/2027 0.01%
Western Digital Corp. 0.01%
Marathon Petroleum Corp. 0.01%
McKesson Corp. 0.01%
Biogen, Inc. 0.01%
Chevron Corp. 0.01%
Xcel Energy, Inc. 0.01%
Booking Holdings, Inc. 0.01%
Valero Energy Corp. 0.01%
Kroger Co. 0.01%
Prudential Financial, Inc. 0.01%
eBay, Inc. 0.01%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.01%
Cintas Corp. 0.01%
Sysco Corp. 0.01%
Mitsubishi Heavy Industries, Ltd. 0.01%
ConocoPhillips 0.01%
Cerner Corp. 0.01%
Lam Research Corp. 0.01%
Packaging Corp. of America 0.01%
Option Purchased, CALL, Home Depot, Inc. 0.01%
Hewlett Packard Enterprise Co. 0.01%
Koninklijke Ahold Delhaize NV 0.01%
Option Purchased, CALL, Vmware Inc. 0.01%
LG Electronics, Inc. 0.01%
Delta Air Lines, Inc. 0.01%
Hennes & Mauritz AB, B Shares 0.01%
Swap Agreement, Receive, 3-Month USD-LIBOR 0.01%
China Resources Cement Holdings, Ltd. 0.01%
Telefonaktiebolaget LM Ericsson, B Shares 0.01%
United Rentals, Inc. 0.01%
Tenet Healthcare Corp., 4.87%, due 01/01/2026 0.01%
NEC Corp. 0.01%
United Parcel Service, Inc., Class B 0.01%
Yum! Brands, Inc. 0.01%
Petrobras Distribuidora SA 0.01%
AGL Energy, Ltd. 0.01%
Expedia Group, Inc. 0.01%
Shinhan Financial Group Co., Ltd. 0.01%
Huntsman Corp. 0.01%
QUALCOMM, Inc. 0.00%**
CNOOC, Ltd. 0.00%**
AP Moller - Maersk A/S, Class A 0.00%**
Option Purchased, CALL, Comcast Corp. 0.00%**
Ally Financial, Inc. 0.00%**
Option Purchased, CALL, salesforce.com, Inc. 0.00%**
Repsol SA 0.00%**
Tenet Healthcare Corp., 4.62%, due 07/15/2024 0.00%**
Fosun International, Ltd. 0.00%**
Willis Towers Watson PLC 0.00%**
Otsuka Holdings Co., Ltd. 0.00%**
Option Purchased, CALL, Facebook, Inc. 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Lear Corp. 0.00%**
Vipshop Holdings, Ltd., ADR 0.00%**
Fiat Chrysler Automobiles NV 0.00%**
Option Purchased, CALL, ServiceNow, Inc. 0.00%**
AGC, Inc. 0.00%**
Option Purchased, PUT, EUR vs. JPY 0.00%**
Monster Beverage Corp. 0.00%**
United Rentals North America, Inc., 4.87%, due 01/15/2028 0.00%**
LafargeHolcim, Ltd. 0.00%**
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 6.50%, due 04/15/2029 0.00%**
Argentina Republic Government International Bond, 5.25%, due 01/15/2028 0.00%**
Elanco Animal Health, Inc., 5.02%, due 08/28/2023 0.00%**
Avantor, Inc., 6.00%, due 10/01/2024 0.00%**
Tenet Healthcare Corp., 6.25%, due 02/01/2027 0.00%**
Sirius XM Radio, Inc., 5.00%, due 08/01/2027 0.00%**
Beijing Capital International Airport Co., Ltd., H Shares 0.00%**
Franklin Resources, Inc. 0.00%**
Tesla, Inc. 0.00%**
Hilton Domestic Operating Co., Inc., 5.12%, due 05/01/2026 0.00%**
Bank of New York Mellon Corp. 0.00%**
Option Purchased, CALL, Invesco QQQ Trust Series 1 0.00%**
RELX PLC 0.00%**
Sirius XM Radio, Inc., 4.62%, due 07/15/2024 0.00%**
DaVita, Inc., 5.00%, due 05/01/2025 0.00%**
Anhui Conch Cement Co., Ltd., H Shares 0.00%**
MPT Operating Partnership, LP / MPT Finance Corp., 5.00%, due 10/15/2027 0.00%**
Cheniere Energy Partners, LP, 5.25%, due 10/01/2025 0.00%**
SK Telecom Co., Ltd. 0.00%**
BHP Group, Ltd. 0.00%**
Sinopec Shanghai Petrochemical Co., Ltd., H Shares 0.00%**
Royal Caribbean Cruises, Ltd. 0.00%**
Newell Brands, Inc., 3.85%, due 04/01/2023 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
AP Moller - Maersk A/S, Class B 0.00%**
GlaxoSmithKline PLC 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
FamilyMart Co., Ltd. 0.00%**
China Mobile, Ltd. 0.00%**
Bausch Health Cos., Inc., 5.50%, due 11/01/2025 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Kumba Iron Ore, Ltd. 0.00%**
Tenet Healthcare Corp., 5.12%, due 05/01/2025 0.00%**
Hana Financial Group, Inc. 0.00%**
Coca-Cola European Partners PLC 0.00%**
Sirius XM Radio, Inc., 5.50%, due 07/01/2029 0.00%**
Option Purchased, CALL, Microsoft Corp. 0.00%**
Option Purchased, CALL, Alibaba Group Holding, Ltd. 0.00%**
Vistra Operations Co. LLC, 5.00%, due 07/31/2027 0.00%**
NIKE, Inc., Class B 0.00%**
NRG Energy, Inc., 6.62%, due 01/15/2027 0.00%**
Cigna Corp. 0.00%**
KB Financial Group, Inc. 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 5.75%, due 03/15/2025 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 6.62%, due 06/15/2024 0.00%**
ESH Hospitality, Inc., 5.25%, due 05/01/2025 0.00%**
Quicken Loans, Inc., 5.75%, due 05/01/2025 0.00%**
Momo, Inc., ADR 0.00%**
Option Purchased, CALL, iShares China Large-Cap ETF 0.00%**
LG Uplus Corp. 0.00%**
Aramark Services, Inc., 5.00%, due 02/01/2028 0.00%**
United Rentals North America, Inc., 6.50%, due 12/15/2026 0.00%**
Option Purchased, PUT, USD vs. JPY 0.00%**
JD.com, Inc., ADR 0.00%**
MGM Growth Properties Operating Partnership, LP / MGP Finance Co-Issuer, Inc., 5.62%, due 05/01/2024 0.00%**
MediaTek, Inc. 0.00%**
China CITIC Bank Corp., Ltd., H Shares 0.00%**
Swap Agreement, Receive, North America High Yield Index - Series 33 0.00%**
Hyundai Mobis Co., Ltd. 0.00%**
Option Purchased, CALL, GLD US 0.00%**
Option Purchased, PUT, EUR vs. USD 0.00%**
Centene Corp., 5.25%, due 04/01/2025 0.00%**
China Resources Power Holdings Co., Ltd. 0.00%**
Sekisui House, Ltd. 0.00%**
SGS SA 0.00%**
Seven & i Holdings Co., Ltd. 0.00%**
Beijing Enterprises Holdings, Ltd. 0.00%**
Cheniere Energy Partners, LP, 5.62%, due 10/01/2026 0.00%**
Yamato Kogyo Co., Ltd. 0.00%**
Swaption Purchased, PUT, 5-Year 0.00%**
NRG Energy, Inc., 7.25%, due 05/15/2026 0.00%**
CrownRock, LP / CrownRock Finance, Inc., 5.62%, due 10/15/2025 0.00%**
XPO Logistics, Inc., 6.75%, due 08/15/2024 0.00%**
Aspen Pharmacare Holdings, Ltd. 0.00%**
United Rentals North America, Inc., 5.87%, due 09/15/2026 0.00%**
United Rentals North America, Inc., 5.50%, due 05/15/2027 0.00%**
Cardinal Health, Inc. 0.00%**
JBS USA LUX SA / JBS USA Finance, Inc., 5.75%, due 06/15/2025 0.00%**
Novartis AG 0.00%**
Swaption Purchased, CALL, 5-Year 0.00%**
Sirius XM Radio, Inc., 5.37%, due 07/15/2026 0.00%**
Telefonica SA 0.00%**
Centene Corp., 6.12%, due 02/15/2024 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.87%, due 04/15/2026 0.00%**
JBS USA LUX SA / JBS USA Finance, Inc., 6.75%, due 02/15/2028 0.00%**
Vistra Operations Co. LLC, 5.50%, due 09/01/2026 0.00%**
Quicken Loans, Inc., 5.25%, due 01/15/2028 0.00%**
Sirius XM Radio, Inc., 5.37%, due 04/15/2025 0.00%**
Shenzhen Goodix Technology Co., Ltd., A Shares 0.00%**
Elanco Animal Health, Inc., 4.66%, due 08/27/2021 0.00%**
Old Mutual, Ltd. 0.00%**
H&E Equipment Services, Inc., 5.62%, due 09/01/2025 0.00%**
Option Purchased, CALL, Alphabet Inc. 0.00%**
Howard Hughes Corp., 5.37%, due 03/15/2025 0.00%**
Agile Group Holdings, Ltd. 0.00%**
Option Purchased, CALL, Charter Communications, Inc. 0.00%**
AMC Networks, Inc., 5.00%, due 04/01/2024 0.00%**
Endeavor Energy Resources, LP / EER Finance, Inc., 5.75%, due 01/30/2028 0.00%**
Liberty Global PLC, Class C 0.00%**
Sirius XM Radio, Inc., 3.87%, due 08/01/2022 0.00%**
Option Purchased, CALL, Alibaba Group Holding, Ltd. 0.00%**
SIX Flags Entertainment Corp., 4.87%, due 07/31/2024 0.00%**
B3 SA - Brasil Bolsa Balcao 0.00%**
Nissan Motor Co., Ltd. 0.00%**
Texas Instruments, Inc. 0.00%**
Sunoco, LP / Sunoco Finance Corp., 4.87%, due 01/15/2023 0.00%**
Hanesbrands, Inc., 4.62%, due 05/15/2024 0.00%**
Nutrien, Ltd. 0.00%**
Zhuzhou CRRC Times Electric Co., Ltd., H Shares 0.00%**
Option Purchased, CALL, Agilent Technologies, Inc. 0.00%**
Fieldwood Energy, Inc. 0.00%**
Constellation Software, Inc. 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.87%, due 01/15/2029 0.00%**
Option Purchased, CALL, Consumer Discretionary Select Sector SPDR Fund 0.00%**
Pilgrim's Pride Corp., 5.87%, due 09/30/2027 0.00%**
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.62%, due 04/01/2025 0.00%**
Option Purchased, CALL, Facebook, Inc. 0.00%**
Lamb Weston Holdings, Inc., 4.62%, due 11/01/2024 0.00%**
NRG Energy, Inc., 5.75%, due 01/15/2028 0.00%**
Lamb Weston Holdings, Inc., 4.87%, due 11/01/2026 0.00%**
Option Purchased, PUT, EUR vs. JPY 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.50%, due 07/15/2027 0.00%**
Marriott Ownership Resorts, Inc. / ILG LLC, 6.50%, due 09/15/2026 0.00%**
Option Purchased, CALL, Eli Lilly & Co. 0.00%**
Royal Dutch Shell PLC, A Shares 0.00%**
Assa Abloy AB, B Shares 0.00%**
adidas AG 0.00%**
SAP SE 0.00%**
Eaton Corp. PLC 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Centene Corp., 5.37%, due 08/15/2026 0.00%**
Sunoco, LP / Sunoco Finance Corp., 5.50%, due 02/15/2026 0.00%**
HD Supply, Inc., 5.37%, due 10/15/2026 0.00%**
NRG Energy, Inc., 5.25%, due 06/15/2029 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 3.50%, due 02/15/2023 0.00%**
FMG Resources August 2006 Pty, Ltd., 5.12%, due 05/15/2024 0.00%**
Level 3 Financing, Inc., 5.25%, due 03/15/2026 0.00%**
iHeartCommunications, Inc., 5.25%, due 08/15/2027 0.00%**
Option Purchased, PUT, EUR vs. USD 0.00%**
AMC Networks, Inc., 4.75%, due 08/01/2025 0.00%**
Option Purchased, CALL, Costco Wholesale Corp. 0.00%**
Option Purchased, PUT, iShares iboxx High Yield Corporate Bond ETF 0.00%**
CITIC, Ltd. 0.00%**
FMG Resources August 2006 Pty, Ltd., 4.75%, due 05/15/2022 0.00%**
United Rentals North America, Inc., 4.62%, due 10/15/2025 0.00%**
NetFlix, Inc., 5.50%, due 02/15/2022 0.00%**
Molina Healthcare, Inc., 5.37%, due 11/15/2022 0.00%**
Banco do Brasil SA 0.00%**
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons, LP, 7.50%, due 03/15/2026 0.00%**
Dali Foods Group Co., Ltd. 0.00%**
Banco Santander Brasil SA 0.00%**
Parsley Energy LLC / Parsley Finance Corp., 5.62%, due 10/15/2027 0.00%**
Lennar Corp., 4.50%, due 04/30/2024 0.00%**
Option Purchased, PUT, iShares iboxx High Yield Corporate Bond ETF 0.00%**
Option Purchased, CALL, iShares China Large-Cap ETF 0.00%**
Level 3 Financing, Inc., 5.12%, due 05/01/2023 0.00%**
Lamar Media Corp., 5.75%, due 02/01/2026 0.00%**
Outfront Media Capital LLC / Outfront Media Capital Corp., 5.00%, due 08/15/2027 0.00%**
Asustek Computer, Inc. 0.00%**
Fairfax Financial Holdings, Ltd. 0.00%**
Kunlun Energy Co., Ltd. 0.00%**
Option Purchased, PUT, EUR vs. USD 0.00%**
Woolworths Group, Ltd. 0.00%**
Summit Materials LLC / Summit Materials Finance Corp., 6.12%, due 07/15/2023 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Churchill Downs, Inc., 5.50%, due 04/01/2027 0.00%**
Colfax Corp., 6.00%, due 02/15/2024 0.00%**
America Movil SAB de CV, Series L 0.00%**
Brookfield Residential Properties, Inc. / Brookfield Residential US Corp., 6.25%, due 09/15/2027 0.00%**
Sunoco, LP / Sunoco Finance Corp., 6.00%, due 04/15/2027 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp., 4.87%, due 04/01/2027 0.00%**
Terex Corp., 5.62%, due 02/01/2025 0.00%**
Option Purchased, CALL, Lowe’s Cos., Inc. 0.00%**
Tempur Sealy International, Inc., 5.50%, due 06/15/2026 0.00%**
Haitong Securities Co., Ltd., H Shares 0.00%**
Lennar Corp., 4.12%, due 01/15/2022 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 6.75%, due 03/15/2024 0.00%**
US Concrete, Inc., 6.37%, due 06/01/2024 0.00%**
Tenet Healthcare Corp., 4.62%, due 09/01/2024 0.00%**
HP, Inc. 0.00%**
Incyte Corp. 0.00%**
Liberty Global PLC, Class A 0.00%**
Option Purchased, CALL, Marathon Petroleum Corp. 0.00%**
Clean Harbors, Inc., 4.87%, due 07/15/2027 0.00%**
Option Purchased, CALL, iShares China Large-Cap ETF 0.00%**
XPO Logistics, Inc., 6.12%, due 09/01/2023 0.00%**
Mattamy Group Corp., 6.50%, due 10/01/2025 0.00%**
Power Assets Holdings, Ltd. 0.00%**
William Carter Co., 5.62%, due 03/15/2027 0.00%**
Renault SA 0.00%**
South32, Ltd. 0.00%**
Charles River Laboratories International, Inc., 5.50%, due 04/01/2026 0.00%**
Darling Ingredients, Inc., 5.25%, due 04/15/2027 0.00%**
Masonite International Corp., 5.37%, due 02/01/2028 0.00%**
Teleflex, Inc., 4.62%, due 11/15/2027 0.00%**
Recruit Holdings Co., Ltd. 0.00%**
Hansoh Pharmaceutical Group Co., Ltd. 0.00%**
Tsingtao Brewery Co., Ltd., H Shares 0.00%**
Wyndham Hotels & Resorts, Inc., 5.37%, due 04/15/2026 0.00%**
Aramark Services, Inc., 4.75%, due 06/01/2026 0.00%**
FMG Resources August 2006 Pty, Ltd., 5.12%, due 03/15/2023 0.00%**
Standard Industries, Inc., 5.00%, due 02/15/2027 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.37%, due 02/01/2027 0.00%**
Cedar Fair, LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.37%, due 04/15/2027 0.00%**
China Resources Pharmaceutical Group, Ltd. 0.00%**
Targa Resources Partners, LP / Targa Resources Partners Finance Corp., 5.12%, due 02/01/2025 0.00%**
Cedar Fair, LP, 5.25%, due 07/15/2029 0.00%**
Polski Koncern Naftowy Orlen SA 0.00%**
Thomson Reuters Corp. 0.00%**
WPX Energy, Inc., 5.75%, due 06/01/2026 0.00%**
FUJIFILM Holdings Corp. 0.00%**
Option Purchased, CALL, Alphabet, Inc. 0.00%**
Lennar Corp., 4.75%, due 04/01/2021 0.00%**
Electronic Arts, Inc. 0.00%**
Endeavor Energy Resources, LP / EER Finance, Inc., 5.50%, due 01/30/2026 0.00%**
Option Purchased, CALL, Pinoeer Natural Resources Co. 0.00%**
BIM Birlesik Magazalar AS 0.00%**
Engie Brasil Energia SA 0.00%**
Olympus Corp. 0.00%**
Estee Lauder Cos., Inc., Class A 0.00%**
China Longyuan Power Group Corp., Ltd., H Shares 0.00%**
MTN Group, Ltd. 0.00%**
Wirecard AG 0.00%**
Bausch Health Cos., Inc., 5.75%, due 08/15/2027 0.00%**
Option Purchased, CALL, Exxon Mobil Corp. 0.00%**
Swap Agreement, Receive, Expensive Software Basket Index 0.00%**
Dell Technologies, Inc., Class C 0.00%**
Option Purchased, CALL, iShares MSCI Emerging Markets ETF 0.00%**
Weichai Power Co., Ltd., H Shares 0.00%**
Schneider Electric SE 0.00%**
Lockheed Martin Corp. 0.00%**
Rolls-Royce Holdings PLC 0.00%**
General Electric Co. 0.00%**
Kia Motors Corp. 0.00%**
Option Purchased, CALL, McDonald's Corp. 0.00%**
Corning, Inc. 0.00%**
Option Purchased, CALL, Lowe’s Cos., Inc. 0.00%**
Country Garden Services Holdings Co., Ltd. 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Anhui Conch Cement Co., Ltd., A Shares 0.00%**
L'Oreal SA 0.00%**
Alexion Pharmaceuticals, Inc. 0.00%**
Guotai Junan Securities Co., Ltd., H Shares 0.00%**
Royal Dutch Shell PLC, B Shares 0.00%**
Shionogi & Co., Ltd. 0.00%**
Omron Corp. 0.00%**
Tencent Music Entertainment Group, ADR 0.00%**
Centrais Eletricas Brasileiras SA, 0.00% 0.00%**
China East Education Holdings, Ltd. 0.00%**
Option Purchased, PUT, USD vs. MXN 0.00%**
Swaption Purchased, PUT, 5-Year 0.00%**
NTT Data Corp. 0.00%**
Experian PLC 0.00%**
Option Purchased, CALL, Emerson Electric Co. 0.00%**
Option Purchased, PUT, USD vs. ZAR 0.00%**
Option Purchased, PUT, USD vs. RUB 0.00%**
China Unicom Hong Kong, Ltd. 0.00%**
Zoomlion Heavy Industry Science and Technology Co., Ltd., H Shares 0.00%**
Catcher Technology Co., Ltd. 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Option Purchased, CALL, SPDR S&P Oil & Gas Exploration & Production ETF 0.00%**
Banco BTG Pactual SA 0.00%**
China Telecom Corp., Ltd., H Shares 0.00%**
Hitachi, Ltd. 0.00%**
Huadian Power International Corp., Ltd., H Shares 0.00%**
Sysmex Corp. 0.00%**
Option Purchased, PUT, USD vs. JPY 0.00%**
L3 Harris Technologies, Inc. 0.00%**
HUYA, Inc., ADR 0.00%**
Option Purchased, CALL, U.S. Oil Fund, LP 0.00%**
Sun Art Retail Group, Ltd. 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Siemens Healthineers AG 0.00%**
China Petroleum & Chemical Corp., H Shares 0.00%**
Option Purchased, CALL, USD vs. JPY 0.00%**
Atlas Copco AB, B Shares 0.00%**
Wilmar International, Ltd. 0.00%**
Option Purchased, CALL, Starbucks Corp. 0.00%**
Vale SA 0.00%**
Amorepacific Corp. 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Electricite de France SA 0.00%**
Swap Agreement, Pay, TUI AG, 2.13%, 10/26/2021 0.00%**
Option Purchased, CALL, BP PLC 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Workday, Inc., Class A 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
IQVIA Holdings, Inc. 0.00%**
Swaption Purchased, PUT, 5-Year 0.00%**
Daiwa House Industry Co., Ltd. 0.00%**
Option Purchased, PUT, USD vs. IDR 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Option Purchased, CALL, Apple, Inc. 0.00%**
Option Purchased, CALL, BP PLC 0.00%**
Humana, Inc. 0.00%**
Tokyo Gas Co., Ltd. 0.00%**
Discovery, Ltd. 0.00%**
Centrais Eletricas Brasileiras SA 0.00%**
Option Purchased, CALL, Williams Cos., Inc. 0.00%**
Nokia OYJ 0.00%**
Fangda Carbon New Material Co., Ltd., A Shares 0.00%**
Square, Inc., Class A 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Option Purchased, PUT, USD vs. JPY 0.00%**
Option Purchased, PUT, USD vs. TRY 0.00%**
Option Purchased, CALL, WYNN Resorts, Ltd. 0.00%**
Option Purchased, CALL, Las Vegas Sands Corp. 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Option Purchased, PUT, USD vs. BRL 0.00%**
Option Purchased, CALL, Valero Energy Corp. 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, PUT, USD vs. ZAR 0.00%**
Option Written, CALL, Autodesk, Inc. 0.00%**
Option Written, PUT, Autodesk, Inc. 0.00%**
Option Written, PUT, Autodesk, Inc. 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, PUT, USD vs. JPY 0.00%**
Option Written, CALL, Uber Technologies, Inc. 0.00%**
Option Written, CALL, HCA Healthcare, Inc. 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, CALL, Home Depot, Inc. 0.00%**
Option Written, CALL, Lowe’s Cos., Inc. 0.00%**
Option Written, CALL, WALMART, Inc. 0.00%**
Option Written, CALL, Sanofi SA 0.00%**
Option Written, CALL, Bristol-Myers Squibb Co. 0.00%**
Option Written, CALL, Roche Holding AG 0.00%**
Option Written, CALL, Target Corp. 0.00%**
Option Written, CALL, Marathon Petroleum Corp. 0.00%**
Option Written, CALL, iShares China Large-Cap ETF 0.00%**
Option Written, CALL, Facebook, Inc. 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, CALL, EUR vs. USD 0.00%**
Option Written, CALL, Mastercard, Inc. 0.00%**
Option Written, CALL, Lowe’s Cos., Inc. 0.00%**
Option Written, CALL, Apple, Inc. 0.00%**
Option Written, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Written, CALL, Becton Dickinson and Co. 0.00%**
Option Written, CALL, Eli Lilly & Co. 0.00%**
Option Written, PUT, Alphabet, Inc. 0.00%**
Option Written, CALL, Consumer Discretionary Select sector SPDR Fund 0.00%**
Option Written, PUT, Charter Communication, Inc. 0.00%**
Option Written, CALL, McDonald's Corp. 0.00%**
Swap Agreement, Receive, Expensive Software Basket Index 0.00%**
Option Written, PUT, Gilead Sciences, Inc. 0.00%**
Option Written, PUT, Sanofi SA 0.00%**
Option Written, CALL, Alibaba Group Holding, Ltd. 0.00%**
Option Written, PUT, Johnson & Johnson 0.00%**
Option Written, PUT, Roche Holding AG 0.00%**
Option Written, CALL, Apple, Inc. 0.00%**
Option Written, CALL, Alibaba Group Holding, Ltd. 0.00%**
Option Written, CALL, SPDR S&P 500 ETF Trust 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, PUT, Costco Wholesale Corp. 0.00%**
Option Written, CALL, Home Depot, Inc. 0.00%**
Option Written, PUT, Las Vegas Sands Corp. 0.00%**
Option Written, PUT, Alibaba Group Holding, Ltd. 0.00%**
Option Written, PUT, Walt Disney Co. 0.00%**
Option Written, CALL, Hess Corp. 0.00%**
Option Written, CALL, Gilead Sciences, Inc. 0.00%**
Option Written, PUT, NVIDIA Corp. 0.00%**
Option Written, CALL, Microsoft Corp. 0.00%**
Option Written, PUT, Autodesk, Inc. 0.00%**
Option Written, CALL, Amazon.com, Inc. 0.00%**
Option Written, PUT, Microsoft Corp. 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, PUT, Vaneck Vectors Semiconductors 0.00%**
Option Written, PUT, Invesco QQQ Trust Series 1 0.00%**
Option Written, PUT, ServiceNow, Inc. 0.00%**
Option Written, PUT, salesforce.com, Inc. 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Option Written, PUT, Home Depot, Inc. 0.00%**
Option Written, PUT, WYNN Resorts, Ltd. 0.00%**
Option Written, CALL, NVIDIA Corp. 0.00%**
Option Written, PUT, Target Corp. 0.00%**
Option Written, CALL, USD vs. ZAR 0.00%**
Option Written, PUT, Comcast Corp. 0.00%**
Option Written, PUT, VMWARE, Inc. 0.00%**
Option Written, PUT, Alibaba Group Holding, Ltd. 0.00%**
Option Written, PUT, ServiceNow, Inc. 0.00%**
Option Written, PUT, Aptiv PLC 0.00%**
Option Written, PUT, Apple, Inc. 0.00%**
Option Written, PUT, NextEra Energy, Inc. 0.00%**
Option Written, PUT, Facebook, Inc. 0.00%**
Option Written, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Written, PUT, Becton Dickinson and Co. 0.00%**
Option Written, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Written, PUT, MERCK & Co., Inc. 0.00%**
Option Written, PUT, Mastercard, Inc. -0.01%**
Swaption Written, CALL, 5-Year -0.01%**
Swaption Written, CALL, 5-Year -0.01%**
Option Written, PUT, Agilent Technologies, Inc. -0.01%**
Option Written, PUT, Amazon.com, Inc. -0.01%**
Option Written, PUT, U.S. Oil Fund LP -0.01%**
Option Written, PUT, UnitedHealth Group, Inc. -0.01%**
Option Written, PUT, Emerson Electric Co. -0.01%**
Option Written, PUT, PPG Industries, Inc. -0.01%**
Futures Contracts, Long, NASDAQ-100 E-Mini Index -0.01%**
Swaption Written, CALL, 5-Year -0.01%**
Option Written, PUT, Eli Lilly & Co. -0.01%**
Option Written, PUT, Hess Corp. -0.01%**
Option Written, PUT, UnitedHealth Group, Inc. -0.01%**
Option Written, PUT, SPDR Gold Shares -0.01%**
Option Written, PUT, Williams Cos., Inc. -0.01%**
Option Written, PUT, Lowe’s Cos., Inc. -0.01%**
Option Written, PUT, Pioneer Natural Resources Co. -0.01%**
Option Written, PUT, Sumitomo Mitsui Financial Group, Inc. -0.01%**
Swaption Written, PUT, 5-Year -0.01%**
Option Written, PUT, Marathon Petroleum Corp. -0.01%**
Option Written, PUT, Microsoft Corp. -0.01%**
Option Written, PUT, Sumitomo Mitsui Financial Group, Inc. -0.01%**
Option Written, PUT, Starbucks Corp. -0.01%**
Futures Contracts, Long, FTSE 100 Index -0.01%**
Option Written, PUT, Exxon Mobil Corp. -0.01%**
Option Written, PUT, United Airlines Holdings, Inc. -0.01%**
Swaption Written, CALL, 5-Year -0.01%**
Futures Contracts, Short, 2-Year U.S. Treasury Note -0.01%**
Option Written, PUT, Sumitomo Mitsui Financial Group, Inc. -0.01%**
Option Written, CALL, Comcast Corp. -0.01%**
Futures Contracts, Long, MSCI Emerging Markets Index -0.01%**
Futures Contracts, Short, German Euro Bund -0.02%**
Swap Agreement, Pay, EURO STOXX Banks Index Futures -0.02%**
Option Written, PUT, VMWARE, Inc. -0.02%**
Option Written, PUT, SPDR S&P Oil & Gas Exploration & Production ETF -0.02%**
Futures Contracts, Long, DAX® Index -0.02%**
Futures Contracts, Short, 5-Year U.S. Treasury Note -0.02%**
Option Written, PUT, TOPIX Banks Index -0.02%**
Option Written, PUT, TOPIX Banks Index -0.03%**
Option Written, PUT, EURO STOXX Banks Index -0.05%**
Option Written, PUT, EURO STOXX Banks Index -0.05%**
Futures Contracts, Long, SGX CNX Nifty Index -0.06%**
Swap Agreement, Pay, 3-Month USD-LIBOR -0.06%**
Netflix, Inc. -0.06%**
Swap Agreement, Pay, Equity Securities Short -0.07%**
Swap Agreement, Pay, Equity Securities Short -0.08%**
Swap Agreement, Pay, North America Investment Grade Index - Series 33 -0.08%**
3M Co. -0.09%**
Futures Contracts, Long, EURO STOXX 50® Index -0.14%**
iShares iBoxx $ Investment Grade Corporate Bond ETF -0.72%**
Net Other Assets (Liabilities) -1.68%**