Transamerica

07/31/2019*


Transamerica BlackRock Global Allocation VP

Security Description % of Total Net Assets
U.S. Treasury Note, 2.37%, due 05/15/2029 8.80%
U.S. Treasury Note, 1.75%, due 07/31/2024 2.97%
U.S. Treasury Inflation-Indexed Bond, 0.50%, due 04/15/2024 2.51%
U.S. Treasury Note, 2.62%, due 01/31/2026 2.26%
U.S. Treasury Bill, 2.03%, due 11/07/2019 1.82%
Alphabet, Inc., Class C 1.72%
Microsoft Corp. 1.71%
U.S. Treasury Bill, 2.05%, due 12/05/2019 1.52%
Apple, Inc. 1.34%
JPMorgan Chase & Co. 1.17%
U.S. Treasury Note, 1.87%, due 06/30/2026 1.16%
U.S. Treasury Note, 3.00%, due 10/31/2025 1.10%
Comcast Corp., Class A 0.92%
U.S. Treasury Bill, 2.09%, due 10/10/2019 0.91%
Japan Treasury Discount Bill, 0.00%, due 10/15/2019 0.90%
Amazon.com, Inc. 0.89%
Anthem, Inc. 0.89%
U.S. Treasury Note, 1.75%, due 06/30/2024 0.89%
U.S. Treasury Bill, 2.07%, due 01/23/2020 0.85%
Italy Buoni Poliennali del Tesoro, 3.00%, due 08/01/2029 0.85%
Danone SA 0.82%
Raytheon Co. 0.81%
Johnson & Johnson 0.79%
Japan Treasury Discount Bill, 0.00%, due 08/05/2019 0.77%
Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 0.76%
Air Products & Chemicals, Inc. 0.71%
Koninklijke Philips NV 0.69%
Williams Cos., Inc. 0.69%
Siemens AG 0.68%
UnitedHealth Group, Inc. 0.68%
Bundesrepublik Deutschland Bundesanleihe, 0.25%, due 08/15/2028 0.68%
U.S. Treasury Bill, 2.18%, due 08/22/2019 0.67%
Taiwan Semiconductor Manufacturing Co., Ltd. 0.67%
ONEOK, Inc. 0.65%
Nestle SA 0.65%
Tencent Holdings, Ltd. 0.64%
Emerson Electric Co. 0.64%
Marsh & McLennan Cos., Inc. 0.63%
Japan Treasury Discount Bill, 0.00%, due 08/26/2019 0.61%
Royal Dutch Shell PLC, Class A 0.61%
Pfizer, Inc. 0.60%
Charter Communications, Inc., Class A 0.60%
FleetCor Technologies, Inc. 0.59%
Vodafone Group PLC 0.58%
NextEra Energy, Inc. 0.57%
ABN AMRO Bank NV, CVA 0.57%
United Technologies Corp. 0.56%
Alibaba Group Holding, Ltd., ADR 0.56%
Verizon Communications, Inc. 0.54%
Colgate-Palmolive Co. 0.52%
Cellnex Telecom SA 0.52%
Japan Treasury Discount Bill, 0.00%, due 08/13/2019 0.51%
U.S. Treasury Note, 2.87%, due 05/15/2049 0.50%
Murata Manufacturing Co., Ltd. 0.47%
Wells Fargo & Co. 0.47%
Altria Group, Inc. 0.46%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 04/15/2023 0.45%
Merck & Co., Inc. 0.45%
Sun Hung Kai Properties, Ltd. 0.45%
TC Energy Corp. 0.44%
Japan Airlines Co., Ltd. 0.44%
U.S. Treasury Bill, 2.10%, due 08/20/2019 0.43%
U.S. Treasury Bill, 2.10%, due 08/27/2019 0.43%
Dollar Tree, Inc. 0.43%
Safran SA 0.41%
SunTrust Banks, Inc. 0.41%
Azul SA, ADR 0.41%
CapitaLand, Ltd. 0.40%
East Japan Railway Co. 0.39%
Enbridge, Inc. 0.39%
Sodexo SA 0.39%
Suzuki Motor Corp. 0.39%
Japan Treasury Discount Bill, 0.00%, due 08/13/2019 0.38%
U.S. Treasury Bill, 2.19%, due 08/13/2019 0.37%
Shin-Etsu Chemical Co., Ltd. 0.37%
Subaru Corp. 0.36%
Ajinomoto Co., Inc. 0.36%
Spain Government Bond, 2.70%, due 10/31/2048 0.36%
U.S. Treasury Bill, 2.01%, due 08/13/2019 0.35%
Gilead Sciences, Inc. 0.35%
Fresenius SE & Co. KGaA 0.35%
Agilent Technologies, Inc. 0.35%
Oracle Corp. 0.34%
Facebook, Inc., Class A 0.34%
U.S. Treasury Note, 1.50%, due 11/30/2019 0.34%
Japan Treasury Discount Bill, 0.00%, due 08/13/2019 0.33%
Enel SpA 0.32%
Uber Technologies, Inc., 0.00% 0.32%
Dover Corp. 0.32%
Knorr-Bremse AG 0.32%
Royal Dutch Shell PLC, Class A, ADR 0.32%
Tokyo Gas Co., Ltd. 0.32%
HSBC Holdings PLC 0.32%
Astellas Pharma, Inc. 0.32%
Henkel AG & Co. KGaA, 2.04% 0.31%
U.S. Treasury Bill, 2.10%, due 08/27/2019 0.31%
Dropbox, Inc., Class A 0.31%
Equinix, Inc., REIT 0.31%
Hoya Corp. 0.31%
Lowe's Cos., Inc. 0.31%
U.S. Treasury Bill, 2.25%, due 08/08/2019 0.31%
Becton Dickinson and Co. 0.30%
DaVita, Inc. 0.30%
TOTAL SA 0.29%
Ferguson PLC 0.28%
Chubb, Ltd. 0.28%
Newmont Goldcorp Corp. 0.28%
Citigroup, Inc. 0.27%
Italy Buoni Poliennali del Tesoro, 3.85%, due 09/01/2049 0.27%
Swap Agreement, Pay, Equity Securities Short 0.27%
AbbVie, Inc. 0.27%
Morgan Stanley 0.26%
HCA Healthcare, Inc. 0.26%
Australia Government Bond, 3.00%, due 03/21/2047 0.25%
Indonesia Treasury Bond, 8.25%, due 05/15/2029 0.25%
Fiserv, Inc., 2.75%, due 07/01/2024 0.25%
ZOZO, Inc. 0.24%
U.S. Treasury Bill, 2.07%, due 11/07/2019 0.24%
Republic of South Africa Government Bond, 8.00%, due 01/31/2030 0.24%
Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 0.24%
Sempra Energy 0.24%
Charles Schwab Corp. 0.24%
Liberty Broadband Corp., Class C 0.23%
Notre Dame Intermedica Participacoes SA 0.22%
Swap Agreement, Pay, Equity Securities Short 0.22%
CVS Health Corp., 3.70%, due 03/09/2023 0.22%
KT&G Corp. 0.22%
Denso Corp. 0.22%
Toyota Industries Corp. 0.21%
Bayer AG 0.21%
TJX Cos., Inc. 0.20%
Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 0.20%
Sumitomo Mitsui Financial Group, Inc., 3.93%, due 10/16/2023 0.20%
Texas Instruments, Inc. 0.20%
Kingfisher PLC 0.20%
Chunghwa Telecom Co., Ltd. 0.20%
Liberty Global PLC, Class A 0.20%
QUALCOMM, Inc. 0.20%
Newcrest Mining, Ltd. 0.19%
CVS Health Corp. 0.19%
UniCredit SpA 0.19%
NMC Health PLC 0.19%
Japan Treasury Discount Bill, 0.00%, due 08/13/2019 0.19%
TransDigm, Inc., 6.25%, due 03/15/2026 0.19%
Unibail-Rodamco-Westfield, REIT 0.18%
Koito Manufacturing Co., Ltd. 0.18%
Wheaton Precious Metals Corp. 0.17%
Canada Government Bond, 0.75%, due 03/01/2021 0.17%
Bank of America Corp. 0.17%
Daikin Industries, Ltd. 0.17%
Altria Group, Inc., 4.40%, due 02/14/2026 0.17%
Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 0.16%
Intuit, Inc. 0.16%
Citigroup, Inc., 5.87%, due 03/27/2020 0.16%
American Express Co., 3.70%, due 08/03/2023 0.15%
Japan Treasury Discount Bill, 0.00%, due 08/05/2019 0.15%
Liberty Media Corp. - Liberty SiriusXM, Class C 0.15%
Biogen, Inc. 0.15%
International Business Machines Corp., 3.00%, due 05/15/2024 0.15%
DuPont de Nemours, Inc. 0.15%
Adobe, Inc. 0.15%
Lloyds Bank PLC, Series MTN, 13.00%, due 01/22/2029 0.15%
Uber Technologies, Inc. 0.15%
Visa, Inc., Class A 0.14%
Comcast Corp., 3.70%, due 04/15/2024 0.14%
Dassault Aviation SA 0.14%
Cisco Systems, Inc. 0.14%
Argentina Republic Government International Bond, 6.87%, due 01/26/2027 0.14%
Mastercard, Inc., Class A 0.14%
salesforce.com, Inc. 0.13%
Marathon Petroleum Corp. 0.13%
HSBC Holdings PLC, 6.37%, due 09/17/2024 0.13%
Wells Fargo Bank NA, 3.55%, due 08/14/2023 0.13%
Argentina Republic Government International Bond, 5.87%, due 01/11/2028 0.13%
Xilinx, Inc. 0.13%
Apple, Inc., 3.35%, due 02/09/2027 0.13%
Equity Residential, REIT 0.13%
Mexico Bonos, 10.00%, due 12/05/2024 0.13%
Mexico Bonos, 8.00%, due 09/05/2024 0.12%
Apple, Inc., 3.20%, due 05/11/2027 0.12%
Citigroup, Inc., 3.35%, due 04/24/2025 0.12%
Broadcom, Inc., 3.12%, due 04/15/2021 0.12%
RAI Way SpA 0.12%
Olympus Corp. 0.11%
Applied Materials, Inc. 0.11%
EssilorLuxottica SA 0.11%
Japan Treasury Discount Bill, 0.00%, due 08/13/2019 0.11%
ING Groep NV, 4.10%, due 10/02/2023 0.11%
Morgan Stanley, 3.87%, due 04/29/2024 0.10%
JPMorgan Chase & Co., 4.02%, due 12/05/2024 0.10%
Berkshire Hathaway, Inc., Class B 0.10%
Enterprise Products Operating LLC, 3.35%, due 03/15/2023 0.10%
Becton Dickinson and Co., 2.89%, due 06/06/2022 0.10%
Taiwan Mobile Co., Ltd. 0.10%
Cigna Corp., 3.40%, due 09/17/2021 0.10%
Target Corp. 0.09%
GMAC Capital Trust I, Series 2, 8.30% 0.09%
Welltower, Inc., REIT 0.09%
Hilton Worldwide Finance LLC, Term Loan B2, TBD, due 06/22/2026 0.09%
QUALCOMM, Inc., 2.90%, due 05/20/2024 0.09%
Sanofi 0.09%
Liberty Media Corp. - Liberty SiriusXM, Class A 0.09%
Novo Nordisk A/S, Class B 0.09%
PayPal Holdings, Inc. 0.09%
Citigroup Capital XIII, 8.63% 0.09%
Quintis Pty, Ltd. 0.09%
Goldman Sachs Group, Inc., 3.62%, due 02/20/2024 0.08%
Cigna Corp., 3.75%, due 07/15/2023 0.08%
JPMorgan Chase & Co., 5.00%, due 08/01/2024 0.08%
Palantir Technologies, Inc., 0.00% 0.08%
Far EasTone Telecommunications Co., Ltd. 0.08%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.08%
Gilead Sciences, Inc., 3.70%, due 04/01/2024 0.08%
Telecom Italia SpA 0.08%
Danone SA, 2.58%, due 11/02/2023 0.08%
Citrix Systems, Inc. 0.08%
Accenture PLC, Class A 0.08%
Goldman Sachs Group, Inc., 5.37%, due 05/10/2020 0.07%
Regions Financial Corp. 0.07%
Walgreen Co., 3.10%, due 09/15/2022 0.07%
US Bancorp 0.07%
Starbucks Corp., 3.10%, due 03/01/2023 0.07%
Gilead Sciences, Inc., 3.25%, due 09/01/2022 0.07%
Bank of America Corp., Series MTN, 3.30%, due 01/11/2023 0.07%
HSBC Holdings PLC, 3.26%, due 03/13/2023 0.07%
Goldman Sachs Group, Inc., 2.90%, due 06/05/2023 0.07%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.07%
Becton Dickinson and Co., 3.12%, due 11/08/2021 0.07%
PepsiCo, Inc. 0.07%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.07%
NextEra Energy Capital Co., 2.90%, due 04/01/2022 0.06%
Vistra Operations Co. LLC, 5.62%, due 02/15/2027 0.06%
Citigroup, Inc., 5.95%, due 08/15/2020 0.06%
iHeartCommunications, Inc., 6.37%, due 05/01/2026 0.06%
Motorola Solutions, Inc. 0.06%
Baidu, Inc., 4.37%, due 05/14/2024 0.06%
Corning, Inc. 0.06%
BP Capital Markets America, Inc., 3.79%, due 02/06/2024 0.06%
Itau Unibanco Holding SA, 3.89% 0.06%
Morgan Stanley, Series MTN, 2.72%, due 07/22/2025 0.06%
Abbott Laboratories 0.06%
Williams Cos., Inc., 3.70%, due 01/15/2023 0.06%
Jardine Matheson Holdings, Ltd. 0.06%
Argentina Republic Government International Bond, 7.82%, due 12/31/2033 0.06%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.06%
Takeda Pharmaceutical Co., Ltd., 3.80%, due 11/26/2020 0.05%
CapitaLand, Ltd., 1.95%, due 10/17/2023 0.05%
Hartford Financial Services Group, Inc. 0.05%
Weyerhaeuser Co., REIT 0.05%
Home Depot, Inc., 2.95%, due 06/15/2029 0.05%
Stryker Corp. 0.05%
Cie de Saint-Gobain 0.05%
Kinden Corp. 0.05%
Morgan Stanley, 5.91%, due 10/15/2019 0.05%
Philip Morris International, Inc. 0.05%
Exelon Corp. 0.05%
Capital One Financial Corp., 3.20%, due 01/30/2023 0.05%
Global Payments, Inc. 0.05%
American Tower Corp., REIT 0.05%
NXP BV / NXP Funding LLC, 4.62%, due 06/01/2023 0.05%
CH Robinson Worldwide, Inc. 0.05%
Mitsubishi Estate Co., Ltd. 0.05%
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 0.05%
Masco Corp. 0.05%
MPLX, LP, 4.12%, due 03/01/2027 0.05%
Adyen NV 0.05%
Marvell Technology Group, Ltd. 0.05%
Travelers Cos., Inc. 0.05%
Argentina Republic Government International Bond, 3.37%, due 01/15/2023 0.05%
GW Pharmaceuticals PLC, ADR 0.05%
Wells Fargo & Co., Series MTN, 3.75%, due 01/24/2024 0.05%
American Express Co., 4.90%, due 03/15/2020 0.05%
Advanced Info Service PCL 0.05%
Suncor Energy, Inc. 0.05%
Uni-President Enterprises Corp. 0.05%
Hang Lung Properties, Ltd. 0.04%
McDonald's Corp., Series MTN, 3.35%, due 04/01/2023 0.04%
Bank Central Asia Tbk PT 0.04%
Wells Fargo & Co., Series L, Class A, 7.50% 0.04%
Procter & Gamble Co. 0.04%
Yum China Holdings, Inc. 0.04%
Hon Hai Precision Industry Co., Ltd. 0.04%
Prudential Financial, Inc., 5.87%, due 09/15/2042 0.04%
HSBC Holdings PLC, 3.80%, due 03/11/2025 0.04%
Marsh & McLennan Cos., Inc., 3.87%, due 03/15/2024 0.04%
Intouch Holdings PCL, F Shares 0.04%
Vistra Energy Corp. 0.04%
KDDI Corp. 0.04%
Fubon Financial Holding Co., Ltd. 0.04%
Altria Group, Inc., 3.80%, due 02/14/2024 0.04%
United Overseas Bank, Ltd. 0.04%
Schlumberger, Ltd. 0.04%
CK Infrastructure Holdings, Ltd. 0.04%
Mondelez International, Inc., Class A 0.04%
Vonovia SE 0.04%
Baxter International, Inc. 0.04%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.04%
Nippon Telegraph & Telephone Corp. 0.04%
Walmart, Inc. 0.04%
Want Want China Holdings, Ltd. 0.04%
Berkeley Group Holdings PLC 0.04%
CLP Holdings, Ltd. 0.04%
Allergan Sales LLC, 5.00%, due 12/15/2021 0.04%
ING Groep NV, 6.00%, due 04/16/2020 0.04%
ComfortDelGro Corp., Ltd. 0.04%
LG Chem, Ltd. 0.04%
Barrick Gold Corp. 0.04%
Williams Cos., Inc., 4.55%, due 06/24/2024 0.04%
PTT Global Chemical PCL 0.04%
HKT Trust & HKT, Ltd. 0.04%
Siam Cement PCL 0.04%
QUALCOMM, Inc., 2.60%, due 01/30/2023 0.03%
NCSoft Corp. 0.03%
POSCO 0.03%
Toagosei Co., Ltd. 0.03%
Link REIT 0.03%
Tokyo Steel Manufacturing Co., Ltd. 0.03%
Becton Dickinson and Co., 3.36%, due 06/06/2024 0.03%
Eiffage SA 0.03%
Cathay Financial Holding Co., Ltd. 0.03%
Intel Corp. 0.03%
Chevron Corp. 0.03%
Keyence Corp. 0.03%
Singapore Telecommunications, Ltd. 0.03%
Okumura Corp. 0.03%
CEZ AS 0.03%
Jeronimo Martins SGPS SA 0.03%
Mitsubishi UFJ Financial Group, Inc., 3.77%, due 03/02/2025 0.03%
Swire Pacific, Ltd., Class A 0.03%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.03%
AbbVie, Inc., 3.60%, due 05/14/2025 0.03%
SunTrust Banks, Inc., 4.00%, due 05/01/2025 0.03%
Dell International LLC / EMC Corp., 4.90%, due 10/01/2026 0.03%
Thermo Fisher Scientific, Inc. 0.03%
Philip Morris International, Inc., 3.60%, due 11/15/2023 0.03%
SK Telecom Co., Ltd. 0.03%
Prudential Financial, Inc., 5.62%, due 06/15/2043 0.03%
Thai Oil PCL 0.03%
Omnicom Group, Inc. 0.03%
Mabuchi Motor Co., Ltd. 0.03%
Formosa Plastics Corp. 0.03%
GS Yuasa Corp. 0.03%
Suzuken Co., Ltd. 0.03%
Ameriprise Financial, Inc. 0.03%
Snam SpA 0.03%
Option Purchased, CALL, FedEx Corp. 0.03%
Nippon Television Holdings, Inc. 0.03%
Medipal Holdings Corp. 0.03%
Wharf Real Estate Investment Co., Ltd. 0.03%
Toda Corp. 0.03%
Formosa Chemicals & Fibre Corp. 0.03%
Alfresa Holdings Corp. 0.03%
Fortune Brands Home & Security, Inc. 0.03%
Nan Ya Plastics Corp. 0.02%
VMware, Inc., Class A 0.02%
Cia Cervecerias Unidas SA, ADR 0.02%
Option Purchased, CALL, Facebook, Inc. 0.02%
Medtronic PLC 0.02%
TV Asahi Holdings Corp. 0.02%
Woongjin Coway Co., Ltd. 0.02%
Alphabet, Inc., Class A 0.02%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.02%
CSX Corp. 0.02%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.02%
Energy Transfer Operating, LP, 4.05%, due 03/15/2025 0.02%
S-Oil Corp. 0.02%
Japan Aviation Electronics Industry, Ltd. 0.02%
Starbucks Corp. 0.02%
Formosa Petrochemical Corp. 0.02%
Cie Financiere Richemont SA 0.02%
Expedia Group, Inc. 0.02%
iHeartCommunications, Inc., 8.37%, due 05/01/2027 0.02%
Intelsat Jackson Holdings SA, 8.00%, due 02/15/2024 0.02%
Honeywell International, Inc. 0.02%
Kamigumi Co., Ltd. 0.02%
L3 Harris Technologies, Inc. 0.02%
Altria Group, Inc., 3.49%, due 02/14/2022 0.02%
Lockheed Martin Corp. 0.02%
Swaption Purchased, CALL, 5-Year 0.02%
Bristol-Myers Squibb Co. 0.02%
International Business Machines Corp. 0.02%
Maeda Road Construction Co., Ltd. 0.02%
Seven & i Holdings Co., Ltd. 0.02%
Yum! Brands, Inc. 0.02%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.02%
NXP Semiconductors NV 0.02%
Aon Corp., 4.50%, due 12/15/2028 0.02%
Marsh & McLennan Cos., Inc., 4.37%, due 03/15/2029 0.02%
Kinder Morgan Energy Partners, LP, 4.30%, due 05/01/2024 0.02%
DXC Technology Co. 0.02%
MetLife, Inc. 0.02%
Carlsberg A/S, Class B 0.02%
Yamato Kogyo Co., Ltd. 0.02%
Bio City Development Co. BV, 8.00%, due 07/06/2020 0.02%
Hysan Development Co., Ltd. 0.02%
Canon Marketing Japan, Inc. 0.02%
UnitedHealth Group, Inc., 3.70%, due 12/15/2025 0.02%
Glencore PLC 0.02%
Thomson Reuters Corp. 0.02%
AGL Energy, Ltd. 0.02%
McKesson Corp. 0.02%
eBay, Inc. 0.02%
Fieldwood Energy LLC, 2nd Lien Term Loan, TBD, due 04/11/2023 0.02%
adidas AG 0.02%
Rolls-Royce Holdings PLC 0.02%
Nippo Corp. 0.02%
Kroger Co. 0.02%
Swap Agreement, Receive, North America High Yield Index - Series 32 0.02%
Autodesk, Inc. 0.02%
USB Capital IX, 3.50%, due 09/03/2019 0.02%
Goldman Sachs Group, Inc. 0.02%
Sony Corp. 0.02%
Hitachi, Ltd. 0.02%
Publicis Groupe SA 0.02%
Home Depot, Inc. 0.02%
VeriSign, Inc. 0.02%
Fosun International, Ltd. 0.02%
Seino Holdings Co., Ltd. 0.02%
Option Purchased, CALL, Marathon Petroleum Corp. 0.02%
Amgen, Inc. 0.02%
McDonald's Corp. 0.02%
Renault SA 0.02%
Malaysia Airports Holdings Bhd. 0.01%
Nichias Corp. 0.01%
Union Pacific Corp. 0.01%
Hongkong Land Holdings, Ltd. 0.01%
AvalonBay Communities, Inc., Series MTN, 3.50%, due 11/15/2024 0.01%
Dowa Holdings Co., Ltd. 0.01%
Kyudenko Corp. 0.01%
Clear Channel Outdoor Holding, Inc. 0.01%
Power Assets Holdings, Ltd. 0.01%
Progressive Corp. 0.01%
Fieldwood Energy, Inc. 0.01%
Stanley Electric Co., Ltd. 0.01%
Kuraray Co., Ltd. 0.01%
Canadian National Railway Co. 0.01%
LG Electronics, Inc. 0.01%
Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 0.01%
Wells Fargo & Co., 3.06%, due 01/24/2023 0.01%
Walt Disney Co. 0.01%
Kering SA 0.01%
Mitsubishi UFJ Financial Group, Inc. 0.01%
Hino Motors, Ltd. 0.01%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.01%
Option Purchased, CALL, QUALCOMM, Inc. 0.01%
Option Purchased, CALL, Alibaba Group Holding, Ltd. 0.01%
China Petroleum & Chemical Corp., H Shares 0.01%
Exedy Corp. 0.01%
United Parcel Service, Inc., Class B 0.01%
Delta Air Lines, Inc. 0.01%
Option Purchased, CALL, S&P 500® Index 0.01%
Costco Wholesale Corp. 0.01%
KLA Corp. 0.01%
Argentina Republic Government International Bond, 5.25%, due 01/15/2028 0.01%
NIKE, Inc., Class B 0.01%
Allianz SE 0.01%
Fidelity National Information Services, Inc. 0.01%
Shinhan Financial Group Co., Ltd. 0.01%
Shimamura Co., Ltd. 0.01%
Option Purchased, CALL, Emerson Electric Co. 0.01%
Royal Dutch Shell PLC, Class A 0.01%
Devon Energy Corp. 0.01%
Reinsurance Group of America, Inc. 0.01%
Ross Stores, Inc. 0.01%
Discover Financial Services 0.01%
Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 0.01%
Option Purchased, CALL, Facebook, Inc. 0.01%
Option Purchased, CALL, Alibaba Group Holding, Ltd. 0.01%
Fifth Third Bancorp 0.01%
LafargeHolcim, Ltd. 0.01%
Industrial & Commercial Bank of China, Ltd., H Shares 0.01%
America Movil SAB de CV, Series L 0.01%
Northrop Grumman Corp. 0.01%
China Mobile, Ltd. 0.01%
Option Purchased, CALL, Lowe’s Cos., Inc. 0.01%
Royal Caribbean Cruises, Ltd. 0.01%
Otsuka Holdings Co., Ltd. 0.01%
Option Purchased, CALL, QUALCOMM, Inc. 0.01%
Phillips 66 0.01%
Norfolk Southern Corp. 0.01%
Thai Beverage PCL 0.01%
Eaton Corp. PLC 0.01%
Carnival Corp. 0.01%
CNOOC, Ltd. 0.01%
Petrobras Distribuidora SA 0.01%
Canadian Pacific Railway, Ltd. 0.01%
Sino Land Co., Ltd. 0.01%
Zoetis, Inc. 0.01%
United Airlines Holdings, Inc. 0.01%
Valero Energy Corp. 0.01%
Magna International, Inc. 0.01%
Vivendi SA 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
Cummins, Inc. 0.01%
Edwards Lifesciences Corp. 0.01%
General Motors Co. 0.01%
Option Purchased, CALL, Marathon Petroleum Corp. 0.01%
Hewlett Packard Enterprise Co. 0.01%
Option Purchased, CALL, JPMorgan Chase & Co. 0.01%
Sandvik AB 0.01%
IAA, Inc. 0.01%
Royal Dutch Shell PLC, Class B 0.01%
Option Purchased, CALL, Lowe’s Cos., Inc. 0.01%
Cardinal Health, Inc. 0.01%
Caterpillar, Inc. 0.01%
Sompo Holdings, Inc. 0.01%
Monster Beverage Corp. 0.01%
Centene Corp. 0.01%
GlaxoSmithKline PLC 0.01%
ASML Holding NV 0.01%
Ono Pharmaceutical Co., Ltd. 0.01%
Option Purchased, CALL, Taiwan Semiconductor Manufacturing Co., Ltd. 0.01%
AES Corp. 0.01%
Diageo PLC 0.01%
ConocoPhillips 0.01%
Alps Alpine Co., Ltd. 0.01%
Prudential Financial, Inc. 0.01%
Option Purchased, CALL, S&P 500® Index 0.01%
Wyndham Destinations, Inc. 0.01%
Intuitive Surgical, Inc. 0.01%
ServiceNow, Inc. 0.01%
Option Purchased, CALL, S&P 500® Index 0.01%
Boeing Co. 0.01%
Option Purchased, PUT, EUR vs. USD 0.01%
Capital One Financial Corp. 0.01%
China Resources Cement Holdings, Ltd. 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
Eni SpA 0.01%
Tsingtao Brewery Co., Ltd., H Shares 0.01%
Mitsubishi Heavy Industries, Ltd. 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
TOTAL SA, ADR 0.01%
Option Purchased, CALL, Alphabet, Inc. 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
Helmerich & Payne, Inc. 0.01%
Hana Financial Group, Inc. 0.01%
Yahoo Japan Corp. 0.01%
JD.com, Inc., ADR 0.01%
Anhui Conch Cement Co., Ltd., H Shares 0.01%
Imperial Oil, Ltd. 0.01%
Sysco Corp. 0.01%
Bank of Montreal 0.01%
Booking Holdings, Inc. 0.01%
Micron Technology, Inc. 0.01%
China Shenhua Energy Co., Ltd., H Shares 0.01%
Ally Financial, Inc. 0.01%
Option Purchased, CALL, Agilent Technologies, Inc. 0.01%
Nokia OYJ 0.01%
Packaging Corp. of America 0.01%
Option Purchased, CALL, FedEx Corp. 0.01%
Western Digital Corp. 0.01%
Rockwell Automation, Inc. 0.01%
Assa Abloy AB, Class B 0.01%
General Electric Co. 0.01%
Boston Properties, Inc., REIT 0.01%
Atlas Copco AB, B Shares 0.01%
Orange SA 0.01%
Genting Singapore, Ltd. 0.01%
Xcel Energy, Inc. 0.01%
Sinopec Shanghai Petrochemical Co., Ltd., H Shares 0.01%
CenterPoint Energy, Inc. 0.01%
Waste Management, Inc. 0.01%
Atlas Copco AB, A Shares 0.01%
Telefonaktiebolaget LM Ericsson, B Shares 0.01%
Southern Copper Corp. 0.01%
Huntsman Corp. 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
Lam Research Corp. 0.01%
Stanley Black & Decker, Inc. 0.01%
Fiat Chrysler Automobiles NV 0.00%**
Lear Corp. 0.00%**
Futures Contracts, Short, S&P 500® E-Mini Index 0.00%**
Eli Lilly & Co. 0.00%**
Swaption Purchased, CALL, 5-Year 0.00%**
SAP SE 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Beijing Enterprises Holdings, Ltd. 0.00%**
KB Financial Group, Inc. 0.00%**
Option Purchased, CALL, EURO STOXX 50 Index 0.00%**
AutoZone, Inc. 0.00%**
CaixaBank SA 0.00%**
Old Mutual, Ltd. 0.00%**
Zijin Mining Group Co., Ltd., H Shares 0.00%**
Fairfax Financial Holdings, Ltd. 0.00%**
Ford Motor Co. 0.00%**
MediaTek, Inc. 0.00%**
T&D Holdings, Inc. 0.00%**
Agile Group Holdings, Ltd. 0.00%**
Rogers Communications, Inc., Class B 0.00%**
CITIC Bank Corp., Ltd., H Shares 0.00%**
Daiwa House Industry Co., Ltd. 0.00%**
Vertex Pharmaceuticals, Inc. 0.00%**
Industrial Bank of Korea 0.00%**
Option Purchased, CALL, Apple, Inc. 0.00%**
China Resources Beer Holdings Co., Ltd. 0.00%**
AP Moller - Maersk A/S, Class A 0.00%**
Toshiba Corp. 0.00%**
Globalwafers Co., Ltd. 0.00%**
Fieldwood Energy, Inc. 0.00%**
RELX PLC 0.00%**
Mylan NV 0.00%**
iHeartMedia, Inc., Class A 0.00%**
Telecom Italia SpA 0.00%**
Beijing Capital International Airport Co., Ltd., H Shares 0.00%**
Lenovo Group, Ltd. 0.00%**
South32, Ltd. 0.00%**
Zhejiang Expressway Co., Ltd., H Shares 0.00%**
YPF SA, ADR 0.00%**
Rio Tinto, Ltd. 0.00%**
CITIC, Ltd. 0.00%**
Japan Treasury Discount Bill, 0.00%, due 08/13/2019 0.00%**
Yanzhou Coal Mining Co., Ltd., H Shares 0.00%**
Sinopec Engineering Group Co., Ltd., H Shares 0.00%**
Tingyi Holding Corp. 0.00%**
JBS SA 0.00%**
Yamato Holdings Co., Ltd. 0.00%**
Illumina, Inc. 0.00%**
Sany Heavy Industry Co., Ltd., A Shares 0.00%**
NTT DOCOMO, Inc. 0.00%**
Mitsui & Co., Ltd. 0.00%**
Banco do Brasil SA 0.00%**
AstraZeneca PLC 0.00%**
Mitsubishi Motors Corp. 0.00%**
Anhui Conch Cement Co., Ltd., A Shares 0.00%**
Regeneron Pharmaceuticals, Inc. 0.00%**
Option Purchased, CALL, Schlumberger, Ltd. 0.00%**
Halliburton Co. 0.00%**
Option Purchased, CALL, EURO STOXX Banks Index 0.00%**
China Hongqiao Group, Ltd. 0.00%**
Agricultural Bank of China, Ltd., H Shares 0.00%**
Evonik Industries AG 0.00%**
Baidu, Inc., ADR 0.00%**
Option Purchased, CALL, EURO STOXX 50 Index 0.00%**
China Construction Bank Corp., H Shares 0.00%**
Nutrien, Ltd. 0.00%**
Shionogi & Co., Ltd. 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Option Purchased, PUT, EUR vs. USD 0.00%**
China Resources Power Holdings Co., Ltd. 0.00%**
Tsingtao Brewery Co., Ltd., A Shares 0.00%**
Nintendo Co., Ltd. 0.00%**
Aeon Co., Ltd. 0.00%**
Option Purchased, CALL, EURO STOXX Banks Index 0.00%**
Telefonica SA 0.00%**
Ambev SA 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
CGN Power Co., Ltd., H Shares 0.00%**
Repsol SA 0.00%**
Cerner Corp. 0.00%**
BYD Electronic International Co., Ltd. 0.00%**
Engie Brasil Energia SA 0.00%**
Option Purchased, CALL, BP PLC 0.00%**
Weichai Power Co., Ltd., H Shares 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Braskem SA, 0.00% 0.00%**
Electricite de France SA 0.00%**
Shiseido Co., Ltd. 0.00%**
Dali Foods Group Co., Ltd. 0.00%**
Aspen Pharmacare Holdings, Ltd. 0.00%**
Eregli Demir VE Celik Fabrikalari TAS 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Banco Santander Brasil SA 0.00%**
Kunlun Energy Co., Ltd. 0.00%**
Option Purchased, CALL, EURO STOXX 50 Index 0.00%**
Option Purchased, CALL, EURO STOXX 50 Index 0.00%**
Option Purchased, CALL, S&P 500® Index 0.00%**
Swaption Purchased, CALL, 5-Year 0.00%**
Inversiones Alsacia SA, 8.00%, due 12/31/2018 0.00%**
Country Garden Services Holdings Co., Ltd. 0.00%**
Option Purchased, CALL, S&P 500® Index 0.00%**
CK Asset Holdings, Ltd. 0.00%**
WH Group, Ltd. 0.00%**
CITIC Securities Co., Ltd., H Shares 0.00%**
China Resources Pharmaceutical Group, Ltd. 0.00%**
Haitong Securities Co., Ltd., Class H 0.00%**
3M Co. 0.00%**
Engie SA 0.00%**
Option Purchased, CALL, NASDAQ 100 Index 0.00%**
Option Purchased, CALL, Kroger Co. 0.00%**
AGC, Inc. 0.00%**
China Longyuan Power Group Corp., Ltd., H Shares 0.00%**
Muenchener Rueckversicherungs-Gesellschaft AG 0.00%**
MEIJI Holdings Co., Ltd. 0.00%**
HP, Inc. 0.00%**
Option Purchased, PUT, GBP vs. USD 0.00%**
Kyowa Kirin Co., Ltd. 0.00%**
Equinor ASA 0.00%**
Grupo Televisa SAB 0.00%**
Wuliangye Yibin Co., Ltd., A Shares 0.00%**
AT&T, Inc. 0.00%**
Option Purchased, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Tencent Music Entertainment Group, ADR 0.00%**
Sumitomo Mitsui Financial Group, Inc. 0.00%**
Option Purchased, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Guotai Junan Securities Co., Ltd., H Shares 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Option Purchased, CALL, EURO STOXX 50 Index 0.00%**
Kraft Heinz Co. 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
PetroChina Co., Ltd., H Shares 0.00%**
Kia Motors Corp. 0.00%**
Alcon, Inc. 0.00%**
Option Purchased, CALL, S&P 500® Index 0.00%**
Option Purchased, CALL, EURO STOXX 50 Index 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Option Purchased, CALL, NASDAQ 100 Index 0.00%**
Twitter, Inc. 0.00%**
Bank of China, Ltd., H Shares 0.00%**
Option Purchased, CALL, EURO STOXX 50 Index 0.00%**
Air China, Ltd., H Shares 0.00%**
Futures Contracts, Long, NASDAQ-100 E-Mini Index 0.00%**
Tupras Turkiye Petrol Rafinerileri AS 0.00%**
Country Garden Holdings Co., Ltd. 0.00%**
Kumba Iron Ore, Ltd. 0.00%**
Samsung SDS Co., Ltd. 0.00%**
HeidelbergCement AG 0.00%**
Sands China, Ltd. 0.00%**
Naturgy Energy Group SA 0.00%**
Option Purchased, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Option Purchased, CALL, GBP vs. USD 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Futures Contracts, Short, EURO STOXX 50® Index 0.00%**
China Petroleum & Chemical Corp., A Shares 0.00%**
Alexion Pharmaceuticals, Inc. 0.00%**
Roche Holding AG 0.00%**
Option Purchased, CALL, Johnson & Johnson 0.00%**
Deutsche Boerse AG 0.00%**
Royal Bank of Canada 0.00%**
Incyte Corp. 0.00%**
China Unicom Hong Kong, Ltd. 0.00%**
Synchrony Financial 0.00%**
Fullshare Holdings, Ltd. 0.00%**
AP Moller - Maersk A/S, Class B 0.00%**
Turkcell Iletisim Hizmetleri AS 0.00%**
Hyundai Mobis Co., Ltd. 0.00%**
Japan Post Holdings Co., Ltd. 0.00%**
Sunac China Holdings, Ltd. 0.00%**
Option Purchased, CALL, S&P 500® Index 0.00%**
Daqin Railway Co., Ltd., A Shares 0.00%**
B3 SA - Brasil Bolsa Balcao 0.00%**
Swiss Re AG 0.00%**
Option Purchased, CALL, CVS Health Corp. 0.00%**
China Taiping Insurance Holdings Co., Ltd. 0.00%**
Porsche Automobil Holding SE, 3.87% 0.00%**
Teck Resources, Ltd., Class B 0.00%**
GF Securities Co., Ltd., H Shares 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Option Purchased, CALL, TOPIX Banks Index 0.00%**
Option Purchased, CALL, TOPIX Banks Index 0.00%**
I-CABLE Communications, Ltd. 0.00%**
Multichoice Group, Ltd. 0.00%**
Option Purchased, CALL, Schlumberger, Ltd. 0.00%**
Option Purchased, CALL, TOPIX Banks Index 0.00%**
Option Purchased, CALL, TOPIX Banks Index 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Option Purchased, CALL, Halliburton Co. 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Option Purchased, CALL, TOTAL SA 0.00%**
Option Written, CALL, TOPIX Banks Index 0.00%**
Option Written, CALL, TOPIX Banks Index 0.00%**
Option Written, CALL, TOPIX Banks Index 0.00%**
Option Written, CALL, TOPIX Banks Index 0.00%**
Option Written, CALL, GBP vs. USD 0.00%**
Option Written, PUT, Bank of America Corp. 0.00%**
Option Written, CALL, NASDAQ 100 Index 0.00%**
Option Written, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Option Written, PUT, FedEx Corp. 0.00%**
Option Written, CALL, EURO STOXX Banks Index 0.00%**
Option Written, PUT, S&P 500® Index 0.00%**
Futures Contracts, Long, CAC 40 Index 0.00%**
Option Written, PUT, Alibaba Group Holding, Ltd. 0.00%**
Swaption Written, CALL, 5-Year 0.00%**
Option Written, CALL, FedEx Corp. 0.00%**
Option Written, CALL, Lowe’s Cos., Inc. 0.00%**
Option Written, PUT, Alibaba Group Holding, Ltd. 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, PUT, Lowe's Cos., Inc. 0.00%**
Option Written, PUT, QUALCOMM, Inc. 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, PUT, JPMorgan Chase & Co. 0.00%**
Option Written, PUT, Bank of America Corp. 0.00%**
Option Written, CALL, Agilent Technologies, Inc. 0.00%**
Option Written, CALL, S&P 500® Index 0.00%**
Option Written, PUT, Wells Fargo & Co. 0.00%**
Option Written, PUT, Bank of America Corp. 0.00%**
Option Written, CALL, QUALCOMM, Inc. 0.00%**
Swaption Written, CALL, 5-Year 0.00%**
Option Written, PUT, FedEx Corp. 0.00%**
Option Written, CALL, Emerson Electric Co. 0.00%**
Option Written, PUT, Emerson Electric Co. 0.00%**
Option Written, CALL, USD vs. ZAR 0.00%**
Futures Contracts, Long, DAX® Index 0.00%**
Option Written, PUT, Johnson & Johnson 0.00%**
Option Written, PUT, Agilent Technologies, Inc. 0.00%**
Option Written, PUT, Citigroup, Inc. 0.00%**
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.00%**
Option Written, CALL, JPMorgan Chase & Co. 0.00%**
Option Written, PUT, Citigroup, Inc. 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, PUT, Kroger Co. 0.00%**
Option Written, CALL, Lowe's Cos., Inc. 0.00%**
Option Written, CALL, Taiwan Semiconductor Manufacturing Co., Ltd. 0.00%**
Option Written, CALL, Marathon Petroleum Corp. 0.00%**
Option Written, CALL, Alibaba Group Holding, Ltd. 0.00%**
Swaption Written, CALL, 5-Year 0.00%**
Option Written, CALL, Alibaba Group Holding, Ltd. 0.00%**
Option Written, CALL, QUALCOMM, Inc. 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Swaption Written, CALL, 5-Year 0.00%**
Option Written, PUT, NASDAQ 100 Index 0.00%**
Option Written, PUT, Taiwan Semiconductor Manufacturing Co., Ltd. 0.00%**
Option Written, CALL, USD vs. BRL 0.00%**
Option Written, CALL, Marathon Petroleum Corp. 0.00%**
Option Written, PUT, EURO STOXX 50 EUR Index 0.00%**
Option Written, PUT, CVS Health Corp. -0.01%**
Futures Contracts, Short, Nikkei 225 Index -0.01%**
Option Written, CALL, Facebook, Inc. -0.01%**
Option Written, CALL, FedEx Corp. -0.01%**
Option Written, PUT, Sumitomo Mitsui Financial Group, Inc. -0.01%**
Option Written, PUT, BP PLC -0.01%**
Option Written, PUT, Sumitomo Mitsui Financial Group, Inc. -0.01%**
Futures Contracts, Long, MSCI Emerging Markets Index -0.01%**
Option Written, PUT, Sumitomo Mitsui Financial Group, Inc. -0.01%**
Option Written, PUT, S&P 500® Index -0.01%**
Option Written, PUT, TOPIX Banks Index -0.02%**
Option Written, PUT, TOPIX Banks Index -0.02%**
Option Written, PUT, TOPIX Banks Index -0.02%**
Futures Contracts, Long, SGX CNX Nifty Index -0.02%**
Option Written, CALL, Comcast Corp. -0.02%**
Option Written, PUT, TOPIX Banks Index -0.03%**
Option Written, PUT, EURO STOXX Banks Index -0.04%**
Option Written, PUT, EURO STOXX Banks Index -0.04%**
Option Written, PUT, GBP vs. USD -0.06%**
Sumco Corp. -0.07%**
Net Other Assets (Liabilities) -1.24%**