Transamerica

09/30/2019*


Transamerica BlackRock Global Allocation VP

Security Description % of Total Net Assets
U.S. Treasury Note, 1.50%, due 09/15/2022 5.31%
U.S. Treasury Inflation-Indexed Bond, 0.50%, due 04/15/2024 3.73%
U.S. Treasury Note, 2.37%, due 05/15/2029 3.55%
U.S. Treasury Bond, 2.25%, due 08/15/2049 2.18%
U.S. Treasury Note, 1.87%, due 07/31/2026 2.11%
U.S. Treasury Note, 1.50%, due 08/31/2021 2.11%
U.S. Treasury Note, 1.62%, due 08/15/2029 2.04%
Microsoft Corp. 1.83%
Alphabet, Inc., Class C 1.67%
Apple, Inc. 1.62%
U.S. Treasury Note, 1.87%, due 06/30/2026 1.18%
JPMorgan Chase & Co. 1.16%
U.S. Treasury Note, 3.00%, due 10/31/2025 1.11%
Amazon.com, Inc. 1.01%
Comcast Corp., Class A 0.94%
Japan Treasury Discount Bill, 0.00%, due 10/15/2019 0.92%
Italy Buoni Poliennali del Tesoro, 3.00%, due 08/01/2029 0.89%
Raytheon Co. 0.86%
U.S. Treasury Bill, 2.07%, due 01/23/2020 0.86%
Danone SA 0.83%
Siemens AG 0.83%
U.S. Treasury Bill, 2.05%, due 12/05/2019 0.80%
Japan Treasury Discount Bill, 0.00%, due 10/21/2019 0.80%
Spain Government Bond, Series MTN, 0.60%, due 10/31/2029 0.74%
UnitedHealth Group, Inc. 0.72%
Taiwan Semiconductor Manufacturing Co., Ltd. 0.72%
Anthem, Inc. 0.72%
Air Products & Chemicals, Inc. 0.68%
ONEOK, Inc. 0.67%
Koninklijke Philips NV 0.67%
Nestle SA 0.66%
Japan Treasury Discount Bill, 0.00%, due 11/05/2019 0.66%
Japan Treasury Discount Bill, 0.00%, due 10/28/2019 0.66%
Johnson & Johnson 0.66%
Emerson Electric Co. 0.65%
NextEra Energy, Inc. 0.64%
Charter Communications, Inc., Class A 0.64%
Marsh & McLennan Cos., Inc. 0.63%
U.S. Treasury Bill, 1.87%, due 02/06/2020 0.61%
Vodafone Group PLC 0.61%
FleetCor Technologies, Inc. 0.59%
Tencent Holdings, Ltd. 0.58%
United Technologies Corp. 0.57%
Bank of America Corp. 0.57%
Cellnex Telecom SA 0.56%
Pfizer, Inc. 0.56%
Colgate-Palmolive Co. 0.54%
Alibaba Group Holding, Ltd., ADR 0.53%
Morgan Stanley 0.52%
Becton Dickinson and Co. 0.51%
Facebook, Inc., Class A 0.50%
Italy Buoni Poliennali del Tesoro, 3.85%, due 09/01/2049 0.49%
Murata Manufacturing Co., Ltd. 0.49%
Merck & Co., Inc. 0.45%
U.S. Treasury Inflation-Indexed Bond, 0.62%, due 04/15/2023 0.45%
Safran SA 0.45%
Sun Hung Kai Properties, Ltd. 0.45%
SunTrust Banks, Inc. 0.42%
Japan Airlines Co., Ltd. 0.41%
Enbridge, Inc. 0.41%
Japan Treasury Discount Bill, 0.00%, due 11/18/2019 0.41%
East Japan Railway Co. 0.39%
CapitaLand, Ltd. 0.38%
Williams Cos., Inc. 0.38%
Agilent Technologies, Inc. 0.38%
Ajinomoto Co., Inc. 0.38%
Azul SA, ADR 0.37%
Dollar Tree, Inc. 0.37%
Suzuki Motor Corp. 0.37%
Spain Government Bond, 2.70%, due 10/31/2048 0.36%
Lowe's Cos., Inc. 0.36%
Sodexo SA 0.36%
U.S. Treasury Bill, 1.90%, due 12/19/2019 0.35%
U.S. Treasury Bill, 1.88%, due 01/02/2020 0.35%
ING Groep NV 0.35%
Enel SpA 0.35%
U.S. Treasury Bill, 1.94%, due 12/05/2019 0.35%
UniCredit SpA 0.35%
U.S. Treasury Note, 1.50%, due 11/30/2019 0.35%
Autodesk, Inc. 0.34%
TJX Cos., Inc. 0.33%
Shin-Etsu Chemical Co., Ltd. 0.33%
HCA Healthcare, Inc. 0.33%
Home Depot, Inc. 0.33%
Subaru Corp. 0.33%
Japan Treasury Discount Bill, 0.00%, due 11/18/2019 0.32%
Gilead Sciences, Inc. 0.32%
Hoya Corp. 0.32%
Tokyo Gas Co., Ltd. 0.32%
ABN AMRO Bank NV, CVA 0.32%
Astellas Pharma, Inc. 0.32%
TC Energy Corp. 0.31%
U.S. Treasury Bill, 1.91%, due 10/29/2019 0.31%
U.S. Treasury Bill, 2.00%, due 11/12/2019 0.31%
AbbVie, Inc. 0.31%
HSBC Holdings PLC 0.30%
Henkel AG & Co. KGaA, 1.98% 0.30%
Chubb, Ltd. 0.30%
Knorr-Bremse AG 0.29%
Newmont Goldcorp Corp. 0.29%
Walmart, Inc. 0.29%
Oracle Corp. 0.28%
Royal Dutch Shell PLC, A Shares 0.27%
Texas Instruments, Inc. 0.27%
Verizon Communications, Inc. 0.26%
Citigroup, Inc. 0.26%
Dropbox, Inc., Class A 0.26%
McDonald's Corp. 0.26%
Sempra Energy 0.26%
Australia Government Bond, 3.00%, due 03/21/2047 0.25%
Fiserv, Inc., 2.75%, due 07/01/2024 0.25%
Ferguson PLC 0.25%
Wells Fargo & Co., Series MTN, 3.19%, due 06/17/2027 0.24%
Indonesia Treasury Bond, 8.25%, due 05/15/2029 0.24%
Uber Technologies, Inc., 0.00% 0.24%
Liberty Broadband Corp., Class C 0.24%
Toyota Industries Corp. 0.24%
Philip Morris International, Inc. 0.24%
Target Corp. 0.23%
KT&G Corp. 0.23%
Charles Schwab Corp. 0.23%
Equinix, Inc., REIT 0.23%
Republic of South Africa Government Bond, 8.00%, due 01/31/2030 0.23%
CVS Health Corp., 3.70%, due 03/09/2023 0.22%
ZOZO, Inc. 0.22%
Fresenius SE & Co. KGaA 0.21%
Chunghwa Telecom Co., Ltd. 0.21%
Sumitomo Mitsui Financial Group, Inc., 3.93%, due 10/16/2023 0.21%
Quintis Australia Pty, Ltd., Zero Coupon, due 10/01/2028 0.21%
Dover Corp. 0.20%
Altria Group, Inc. 0.20%
Royal Dutch Shell PLC, Class A, ADR 0.20%
Notre Dame Intermedica Participacoes SA 0.20%
TransDigm, Inc., 6.25%, due 03/15/2026 0.19%
Swap Agreement, Pay, Equity Securities Short 0.19%
U.S. Treasury Bill, 1.90%, due 10/15/2019 0.19%
U.S. Treasury Bill, 1.86%, due 01/16/2020 0.18%
Intuit, Inc. 0.18%
Citrix Systems, Inc. 0.18%
Daikin Industries, Ltd. 0.18%
Regions Financial Corp. 0.18%
salesforce.com, Inc. 0.17%
Denso Corp. 0.17%
Canada Government Bond, 0.75%, due 03/01/2021 0.17%
Bayer AG 0.17%
Visa, Inc., A Shares 0.17%
Adobe, Inc. 0.17%
Bank of America Corp., Series MTN, 4.12%, due 01/22/2024 0.17%
NMC Health PLC 0.16%
Mastercard, Inc., Class A 0.16%
Citigroup, Inc., 5.87%, due 03/27/2020 0.16%
American Express Co., 3.70%, due 08/03/2023 0.16%
Applied Materials, Inc. 0.16%
CVS Health Corp. 0.16%
Lloyds Bank PLC, Series MTN, 13.00%, due 01/22/2029 0.16%
AstraZeneca PLC 0.16%
International Business Machines Corp., 3.00%, due 05/15/2024 0.16%
Sanofi 0.15%
Roche Holding AG 0.15%
Cisco Systems, Inc. 0.15%
Liberty Media Corp. - Liberty SiriusXM, Class C 0.15%
DuPont de Nemours, Inc. 0.15%
SPDR Gold Shares 0.15%
Xilinx, Inc. 0.15%
Comcast Corp., 3.70%, due 04/15/2024 0.15%
Dassault Aviation SA 0.15%
Marathon Petroleum Corp. 0.14%
Swap Agreement, Pay, Equity Securities Short 0.14%
Newcrest Mining, Ltd. 0.14%
HSBC Holdings PLC, 6.37%, due 09/17/2024 0.14%
Olympus Corp. 0.13%
Wells Fargo Bank NA, 3.55%, due 08/14/2023 0.13%
DaVita, Inc. 0.13%
Apple, Inc., 3.35%, due 02/09/2027 0.13%
Wheaton Precious Metals Corp. 0.13%
Apple, Inc., 3.20%, due 05/11/2027 0.13%
Mexico Bonos, 10.00%, due 12/05/2024 0.12%
Citigroup, Inc., 3.35%, due 04/24/2025 0.12%
Mexico Bonos, 8.00%, due 09/05/2024 0.12%
QUALCOMM, Inc. 0.12%
Broadcom, Inc., 3.12%, due 04/15/2021 0.12%
EssilorLuxottica SA 0.11%
RAI Way SpA 0.11%
PayPal Holdings, Inc. 0.11%
Uber Technologies, Inc. 0.11%
Japan Treasury Discount Bill, 0.00%, due 10/21/2019 0.11%
ING Groep NV, 4.10%, due 10/02/2023 0.11%
Berkshire Hathaway, Inc., Class B 0.11%
Morgan Stanley, 3.87%, due 04/29/2024 0.10%
JPMorgan Chase & Co., 4.02%, due 12/05/2024 0.10%
Enterprise Products Operating LLC, 3.35%, due 03/15/2023 0.10%
Accenture PLC, Class A 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%
Novo Nordisk A/S, Class B 0.10%
GMAC Capital Trust I, Series 2, 7.94% 0.09%
QUALCOMM, Inc., 2.90%, due 05/20/2024 0.09%
Hilton Worldwide Finance LLC, Term Loan B2, TBD, due 06/22/2026 0.09%
ONEOK Partners, LP, 4.90%, due 03/15/2025 0.09%
Liberty Media Corp. - Liberty SiriusXM, Class A 0.09%
Citigroup Capital XIII, 8.63% 0.09%
Quintis Pty, Ltd. 0.09%
Motorola Solutions, Inc. 0.09%
Goldman Sachs Group, Inc., 3.62%, due 02/20/2024 0.09%
Cigna Corp., 3.75%, due 07/15/2023 0.08%
JPMorgan Chase & Co., 5.00%, due 08/01/2024 0.08%
Verizon Communications, Inc., 3.50%, due 11/01/2024 0.08%
Far EasTone Telecommunications Co., Ltd. 0.08%
Gilead Sciences, Inc., 3.70%, due 04/01/2024 0.08%
Danone SA, 2.58%, due 11/02/2023 0.08%
Palantir Technologies, Inc., 0.00% 0.08%
Koito Manufacturing Co., Ltd. 0.08%
Goldman Sachs Group, Inc., 5.37%, due 05/10/2020 0.07%
PepsiCo, Inc. 0.07%
Walgreen Co., 3.10%, due 09/15/2022 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%
US Bancorp 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%
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%
Marvell Technology Group, Ltd. 0.07%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.07%
NextEra Energy Capital Co., 2.90%, due 04/01/2022 0.07%
Vistra Operations Co. LLC, 5.62%, due 02/15/2027 0.07%
Argentina Republic Government International Bond, 5.87%, due 01/11/2028 0.07%
Citigroup, Inc., 5.95%, due 08/15/2020 0.06%
iHeartCommunications, Inc., 6.37%, due 05/01/2026 0.06%
Adyen NV 0.06%
Baidu, Inc., 4.37%, due 05/14/2024 0.06%
U.S. Treasury Bill, 1.97%, due 11/21/2019 0.06%
BP Capital Markets America, Inc., 3.79%, due 02/06/2024 0.06%
Weyerhaeuser Co., REIT 0.06%
Morgan Stanley, Series MTN, 2.72%, due 07/22/2025 0.06%
Williams Cos., Inc., 3.70%, due 01/15/2023 0.06%
Hartford Financial Services Group, Inc. 0.06%
Corning, Inc. 0.06%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.06%
American Tower Corp., REIT 0.06%
Exelon Corp. 0.06%
CapitaLand, Ltd., 1.95%, due 10/17/2023 0.06%
Home Depot, Inc., 2.95%, due 06/15/2029 0.06%
ONEOK, Inc., 2.75%, due 09/01/2024 0.06%
Itau Unibanco Holding SA, 5.28% 0.06%
Mitsubishi Estate Co., Ltd. 0.05%
Vistra Energy Corp. 0.05%
Jardine Matheson Holdings, Ltd. 0.05%
Stryker Corp. 0.05%
Morgan Stanley, 5.91%, due 01/15/2020 0.05%
Masco Corp. 0.05%
Abbott Laboratories 0.05%
CH Robinson Worldwide, Inc. 0.05%
Kinden Corp. 0.05%
Capital One Financial Corp., 3.20%, due 01/30/2023 0.05%
Cie de Saint-Gobain 0.05%
NXP BV / NXP Funding LLC, 4.62%, due 06/01/2023 0.05%
Travelers Cos., Inc. 0.05%
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 0.05%
MPLX, LP, 4.12%, due 03/01/2027 0.05%
Advanced Info Service PCL 0.05%
Wells Fargo & Co., Series L, 7.50% 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%
Global Payments, Inc. 0.05%
McDonald's Corp., Series MTN, 3.35%, due 04/01/2023 0.05%
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.04%
Hang Lung Properties, Ltd. 0.04%
United Overseas Bank, Ltd. 0.04%
Bank Central Asia Tbk PT 0.04%
Prudential Financial, Inc., 5.87%, due 09/15/2042 0.04%
Barrick Gold Corp. 0.04%
HSBC Holdings PLC, 3.80%, due 03/11/2025 0.04%
KDDI Corp. 0.04%
Intouch Holdings PCL, F Shares 0.04%
Marsh & McLennan Cos., Inc., 3.87%, due 03/15/2024 0.04%
Mondelez International, Inc., Class A 0.04%
Vonovia SE 0.04%
Macy's, Inc. 0.04%
Fubon Financial Holding Co., Ltd. 0.04%
Baxter International, Inc. 0.04%
Uni-President Enterprises Corp. 0.04%
Nippon Telegraph & Telephone Corp. 0.04%
Berkeley Group Holdings PLC 0.04%
Wells Fargo & Co. 0.04%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.04%
Hon Hai Precision Industry Co., Ltd. 0.04%
Yum China Holdings, Inc. 0.04%
Want Want China Holdings, Ltd. 0.04%
NCSoft Corp. 0.04%
ING Groep NV, 6.00%, due 04/16/2020 0.04%
Allergan Sales LLC, 5.00%, due 12/15/2021 0.04%
Toagosei Co., Ltd. 0.04%
CLP Holdings, Ltd. 0.04%
Williams Cos., Inc., 4.55%, due 06/24/2024 0.04%
QUALCOMM, Inc., 2.60%, due 01/30/2023 0.04%
Procter & Gamble Co. 0.04%
Eiffage SA 0.03%
POSCO 0.03%
Keyence Corp. 0.03%
Thermo Fisher Scientific, Inc. 0.03%
HKT Trust & HKT, Ltd. 0.03%
Tokyo Steel Manufacturing Co., Ltd. 0.03%
CK Infrastructure Holdings, Ltd. 0.03%
Siam Cement PCL 0.03%
Becton Dickinson and Co., 3.36%, due 06/06/2024 0.03%
Cathay Financial Holding Co., Ltd. 0.03%
Jeronimo Martins SGPS SA 0.03%
Exxon Mobil Corp. 0.03%
ComfortDelGro Corp., Ltd. 0.03%
LG Chem, Ltd. 0.03%
Argentina Republic Government International Bond, 7.82%, due 12/31/2033 0.03%
Mitsubishi UFJ Financial Group, Inc., 3.77%, due 03/02/2025 0.03%
Link, REIT 0.03%
CEZ AS 0.03%
PTT Global Chemical PCL 0.03%
SunTrust Banks, Inc., 4.00%, due 05/01/2025 0.03%
AbbVie, Inc., 3.60%, due 05/14/2025 0.03%
Energy Transfer Operating, LP, 5.87%, due 01/15/2024 0.03%
Mabuchi Motor Co., Ltd. 0.03%
Singapore Telecommunications, Ltd. 0.03%
Medtronic PLC 0.03%
Prudential Financial, Inc., 5.62%, due 06/15/2043 0.03%
Okumura Corp. 0.03%
SK Telecom Co., Ltd. 0.03%
Snam SpA 0.03%
Omnicom Group, Inc. 0.03%
Formosa Plastics Corp. 0.03%
Medipal Holdings Corp. 0.03%
Toda Corp. 0.03%
Fortune Brands Home & Security, Inc. 0.03%
Suzuken Co., Ltd. 0.03%
Cie Financiere Richemont SA 0.03%
PayPal Holdings, Inc., 2.65%, due 10/01/2026 0.03%
Swire Pacific, Ltd., Class A 0.02%
Nan Ya Plastics Corp. 0.02%
Intel Corp. 0.02%
Enterprise Products Operating LLC, 3.90%, due 02/15/2024 0.02%
Woongjin Coway Co., Ltd. 0.02%
Enterprise Products Operating LLC, 3.75%, due 02/15/2025 0.02%
TV Asahi Holdings Corp. 0.02%
Energy Transfer Operating, LP, 4.05%, due 03/15/2025 0.02%
Thai Oil PCL 0.02%
Argentina Republic Government International Bond, 3.37%, due 01/15/2023 0.02%
Japan Aviation Electronics Industry, Ltd. 0.02%
iHeartCommunications, Inc., 8.37%, due 05/01/2027 0.02%
Cia Cervecerias Unidas SA, ADR 0.02%
Alfresa Holdings Corp. 0.02%
Formosa Chemicals & Fibre Corp. 0.02%
Schlumberger, Ltd. 0.02%
Ameriprise Financial, Inc. 0.02%
Occidental Petroleum Corp., 2.70%, due 08/15/2022 0.02%
Intelsat Jackson Holdings SA, 8.00%, due 02/15/2024 0.02%
Wharf Real Estate Investment Co., Ltd. 0.02%
Option Purchased, CALL, EURO STOXX 50® Index 0.02%
Formosa Petrochemical Corp. 0.02%
Kamigumi Co., Ltd. 0.02%
Maeda Road Construction Co., Ltd. 0.02%
Brilliance China Automotive Holdings, Ltd. 0.02%
CSX Corp. 0.02%
Canon Marketing Japan, Inc. 0.02%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.02%
S-Oil Corp. 0.02%
Nippon Television Holdings, Inc. 0.02%
Aon Corp., 4.50%, due 12/15/2028 0.02%
Marsh & McLennan Cos., Inc., 4.37%, due 03/15/2029 0.02%
Peloton Interactive, Inc., Class A 0.02%
Amgen, Inc. 0.02%
Kinder Morgan Energy Partners, LP, 4.30%, due 05/01/2024 0.02%
Expedia Group, Inc. 0.02%
Seven & i Holdings Co., Ltd. 0.02%
Lenovo Group, Ltd. 0.02%
Bio City Development Co. BV, 8.00%, due 07/06/2020 0.02%
Kingdee International Software Group Co., Ltd. 0.02%
UnitedHealth Group, Inc., 3.70%, due 12/15/2025 0.02%
PayPal Holdings, Inc., 2.40%, due 10/01/2024 0.02%
Yamato Kogyo Co., Ltd. 0.02%
Han's Laser Technology Industry Group Co., Ltd., A Shares 0.02%
McKesson Corp. 0.02%
Option Purchased, CALL, Lowe’s Cos., Inc. 0.02%
USB Capital IX, 3.50%, due 10/31/2019 0.02%
Alphabet, Inc., Class A 0.02%
Chevron Corp. 0.02%
Option Purchased, PUT, USD vs. JPY 0.02%
Wuhan Raycus Fiber Laser Technologies Co., Ltd., A Shares 0.02%
Asymchem Laboratories Tianjin Co., Ltd., A Shares 0.02%
Venustech Group, Inc., A Shares 0.02%
Dowa Holdings Co., Ltd. 0.02%
Jiangsu Hengrui Medicine Co., Ltd., A Shares 0.02%
Kyudenko Corp. 0.02%
Seino Holdings Co., Ltd. 0.02%
Aier Eye Hospital Group Co., Ltd., A Shares 0.02%
WuXi AppTec Co., Ltd., A Shares 0.02%
Hengan International Group Co., Ltd. 0.02%
Yifeng Pharmacy Chain Co., Ltd., A Shares 0.02%
Autobio Diagnostics Co., Ltd., A Shares 0.02%
Option Purchased, CALL, QUALCOMM, Inc. 0.02%
Hangzhou Hikvision Digital Technology Co., Ltd., A Shares 0.02%
Option Purchased, CALL, Taiwan Semiconductor Manufacturing Co., Ltd. 0.02%
Huazhu Group, Ltd., ADR 0.02%
Malaysia Airports Holdings Bhd. 0.02%
Stanley Electric Co., Ltd. 0.02%
Laobaixing Pharmacy Chain JSC, A Shares 0.02%
ANTA Sports Products, Ltd. 0.02%
Foshan Haitian Flavouring & Food Co., Ltd., A Shares 0.02%
Nippo Corp. 0.02%
Fieldwood Energy LLC, 2nd Lien Term Loan, TBD, due 04/11/2023 0.02%
Hangzhou Tigermed Consulting Co., Ltd., A Shares 0.02%
Shenzhen Mindray Bio-Medical Electronics Co., Ltd., A Shares 0.02%
Inspur Electronic Information Industry Co., Ltd., A Shares 0.02%
Honeywell International, Inc. 0.02%
AvalonBay Communities, Inc., Series MTN, 3.50%, due 11/15/2024 0.02%
Inner Mongolia Yili Industrial Group Co., Ltd., A Shares 0.01%
KLA Corp. 0.01%
Hysan Development Co., Ltd. 0.01%
Glodon Co., Ltd., A Shares 0.01%
Shanghai Jahwa United Co., Ltd., A Shares 0.01%
Wuxi Biologics Cayman, Inc. 0.01%
LI Ning Co., Ltd. 0.01%
TAL Education Group, ADR 0.01%
Hundsun Technologies, Inc., A Shares 0.01%
Kingsoft Corp., Ltd. 0.01%
GS Yuasa Corp. 0.01%
Lockheed Martin Corp. 0.01%
VMware, Inc., Class A 0.01%
Wells Fargo & Co., 3.06%, due 01/24/2023 0.01%
Bristol-Myers Squibb Co. 0.01%
Edwards Lifesciences Corp. 0.01%
Yonyou Network Technology Co., Ltd., A Shares 0.01%
Starbucks Corp. 0.01%
Power Assets Holdings, Ltd. 0.01%
Shanghai International Airport Co., Ltd., A Shares 0.01%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.01%
Option Purchased, CALL, Emerson Electric Co. 0.01%
China Mengniu Dairy Co., Ltd. 0.01%
Fieldwood Energy LLC, 1st Lien Term Loan, TBD, due 04/11/2022 0.01%
VeriSign, Inc. 0.01%
Union Pacific Corp. 0.01%
Swap Agreement, Receive, North America High Yield Index - Series 32 0.01%
Walt Disney Co. 0.01%
L3 Harris Technologies, Inc. 0.01%
Hitachi, Ltd. 0.01%
Yum! Brands, Inc. 0.01%
Kroger Co. 0.01%
LG Electronics, Inc. 0.01%
Option Purchased, PUT, EUR vs. USD 0.01%
Costco Wholesale Corp. 0.01%
eBay, Inc. 0.01%
Reinsurance Group of America, Inc. 0.01%
Publicis Groupe SA 0.01%
Fieldwood Energy, Inc. 0.01%
AGL Energy, Ltd. 0.01%
Option Purchased, CALL, QUALCOMM, Inc. 0.01%
Thomson Reuters Corp. 0.01%
Option Purchased, CALL, Agilent Technologies, Inc. 0.01%
Quintis Australia Pty, Ltd., 7.50%, due 10/01/2026 0.01%
Hongkong Land Holdings, Ltd. 0.01%
JD.com, Inc., ADR 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
Ross Stores, Inc. 0.01%
adidas AG 0.01%
Fosun International, Ltd. 0.01%
Thai Beverage PCL 0.01%
Mitsubishi Heavy Industries, Ltd. 0.01%
AP Moller - Maersk A/S, Class A 0.01%
Zoetis, Inc. 0.01%
Guangzhou Automobile Group Co., Ltd., A Shares 0.01%
LafargeHolcim, Ltd. 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
Discover Financial Services 0.01%
Fifth Third Bancorp 0.01%
Gree Electric Appliances, Inc. of Zhuhai, A Shares 0.01%
Hangzhou Robam Appliances Co., Ltd., A Shares 0.01%
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.01%
NXP Semiconductors NV 0.01%
Shinhan Financial Group Co., Ltd. 0.01%
Haier Smart Home Co., Ltd., A Shares 0.01%
International Business Machines Corp. 0.01%
Carlsberg A/S, Class B 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
China Mobile, Ltd. 0.01%
Kuraray Co., Ltd. 0.01%
Prudential Financial, Inc. 0.01%
Sino Land Co., Ltd. 0.01%
Rolls-Royce Holdings PLC 0.01%
Option Purchased, CALL, JPMorgan Chase & Co. 0.01%
Great Wall Motor Co., Ltd., A Shares 0.01%
Option Purchased, CALL, Alibaba Group Holding, Ltd. 0.01%
America Movil SAB de CV, Series L 0.01%
Delta Air Lines, Inc. 0.01%
Progressive Corp. 0.01%
Phillips 66 0.01%
Otsuka Holdings Co., Ltd. 0.01%
Goldman Sachs Group, Inc. 0.01%
NIKE, Inc., Class B 0.01%
CNOOC, Ltd. 0.01%
MetLife, Inc. 0.01%
Alps Alpine Co., Ltd. 0.01%
Diageo PLC 0.01%
Petrobras Distribuidora SA 0.01%
China Resources Cement Holdings, Ltd. 0.01%
AES Corp. 0.01%
Intuitive Surgical, Inc. 0.01%
Devon Energy Corp. 0.01%
Telefonica SA 0.01%
Fiat Chrysler Automobiles NV 0.01%
Wyndham Destinations, Inc. 0.01%
United Airlines Holdings, Inc. 0.01%
Valero Energy Corp. 0.01%
Sysco Corp. 0.01%
Booking Holdings, Inc. 0.01%
Telefonaktiebolaget LM Ericsson, B Shares 0.01%
Capital One Financial Corp. 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.01%
China Petroleum & Chemical Corp., H Shares 0.01%
Norfolk Southern Corp. 0.01%
Northrop Grumman Corp. 0.01%
Option Purchased, PUT, USD vs. JPY 0.01%
Futures Contracts, Long, 2-Year U.S. Treasury Note 0.01%
DXC Technology Co. 0.01%
General Electric Co. 0.01%
Option Purchased, CALL, Facebook, Inc. 0.01%
Kering SA 0.01%
Hana Financial Group, Inc. 0.01%
Yahoo Japan Corp. 0.01%
Industrial & Commercial Bank of China, Ltd., H Shares 0.01%
Swaption Purchased, CALL, 5-Year 0.01%
Micron Technology, Inc. 0.01%
Western Digital Corp. 0.01%
MediaTek, Inc. 0.01%
Cardinal Health, Inc. 0.01%
Option Purchased, CALL, Alibaba Group Holding, Ltd. 0.01%
Argentina Republic Government International Bond, 5.25%, due 01/15/2028 0.01%
ConocoPhillips 0.01%
Fairfax Financial Holdings, Ltd. 0.01%
RELX PLC 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
Packaging Corp. of America 0.01%
Canadian National Railway Co. 0.01%
Anhui Conch Cement Co., Ltd., H Shares 0.01%
Centene Corp. 0.01%
Ally Financial, Inc. 0.01%
Sompo Holdings, Inc. 0.01%
Xcel Energy, Inc. 0.01%
Rockwell Automation, Inc. 0.01%
Huntsman Corp. 0.01%
Tsingtao Brewery Co., Ltd., H Shares 0.01%
Monster Beverage Corp. 0.01%
Royal Dutch Shell PLC, A Shares 0.01%
Royal Caribbean Cruises, Ltd. 0.01%
Boeing Co. 0.01%
CenterPoint Energy, Inc. 0.01%
Vivendi SA 0.01%
AP Moller - Maersk A/S, Class B 0.01%
Repsol SA 0.01%
Ford Motor Co. 0.01%
Swaption Purchased, CALL, 5-Year 0.01%
Option Purchased, CALL, Alphabet, Inc. 0.01%
LG Uplus Corp. 0.01%
Cummins, Inc. 0.01%
TOTAL SA, ADR 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
General Motors Co. 0.01%
China Shenhua Energy Co., Ltd., H Shares 0.00%**
Canadian Pacific Railway, Ltd. 0.00%**
Option Purchased, CALL, FedEx Corp. 0.00%**
Swaption Purchased, PUT, 5-Year 0.00%**
FUJIFILM Holdings Corp. 0.00%**
Banco do Brasil SA 0.00%**
Swaption Purchased, PUT, 5-Year 0.00%**
Sinopec Shanghai Petrochemical Co., Ltd., H Shares 0.00%**
Hewlett Packard Enterprise Co. 0.00%**
Lear Corp. 0.00%**
Eregli Demir VE Celik Fabrikalari TAS 0.00%**
Beijing Capital International Airport Co., Ltd., H Shares 0.00%**
Magna International, Inc. 0.00%**
Biogen, Inc. 0.00%**
KB Financial Group, Inc. 0.00%**
HP, Inc. 0.00%**
Beijing Enterprises Holdings, Ltd. 0.00%**
AGC, Inc. 0.00%**
Sony Corp. 0.00%**
Option Purchased, CALL, Lowe’s Cos., Inc. 0.00%**
Yamato Holdings Co., Ltd. 0.00%**
Old Mutual, Ltd. 0.00%**
Swaption Purchased, PUT, 5-Year 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Assa Abloy AB, Class B 0.00%**
Atlas Copco AB, B Shares 0.00%**
ServiceNow, Inc. 0.00%**
Futures Contracts, Long, Euro-BTP Italy Government Bond 0.00%**
Zijin Mining Group Co., Ltd., H Shares 0.00%**
Globalwafers Co., Ltd. 0.00%**
CITIC Bank Corp., Ltd., H Shares 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Option Purchased, PUT, EUR vs. USD 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Stanley Black & Decker, Inc. 0.00%**
AutoZone, Inc. 0.00%**
Rogers Communications, Inc., Class B 0.00%**
Genting Singapore, Ltd. 0.00%**
Allianz SE 0.00%**
Fieldwood Energy, Inc. 0.00%**
Coca-Cola European Partners PLC 0.00%**
JBS SA 0.00%**
Renault SA 0.00%**
Agile Group Holdings, Ltd. 0.00%**
Option Purchased, CALL, EURO STOXX Banks Index 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Royal Dutch Shell PLC, B Shares 0.00%**
Option Purchased, CALL, USD vs. JPY 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Eaton Corp. PLC 0.00%**
Anhui Conch Cement Co., Ltd., A Shares 0.00%**
Sinopec Engineering Group Co., Ltd., H Shares 0.00%**
Swaption Purchased, CALL, 5-Year 0.00%**
Sandvik AB 0.00%**
Orange SA 0.00%**
CITIC, Ltd. 0.00%**
Yanzhou Coal Mining Co., Ltd., H Shares 0.00%**
Option Purchased, CALL, Kroger Co. 0.00%**
China Resources Power Holdings Co., Ltd. 0.00%**
Banco Santander Brasil SA 0.00%**
Mitsubishi UFJ Financial Group, Inc. 0.00%**
South32, Ltd. 0.00%**
Option Purchased, CALL, EURO STOXX Banks Index 0.00%**
Synchrony Financial 0.00%**
Sany Heavy Industry Co., Ltd., A Shares 0.00%**
SAP SE 0.00%**
Sun Art Retail Group, Ltd. 0.00%**
Tsingtao Brewery Co., Ltd., A Shares 0.00%**
Engie SA 0.00%**
Rio Tinto, Ltd. 0.00%**
CaixaBank SA 0.00%**
Aspen Pharmacare Holdings, Ltd. 0.00%**
Industrial Bank of Korea 0.00%**
Dali Foods Group Co., Ltd. 0.00%**
Zhejiang Expressway Co., Ltd., H Shares 0.00%**
Ono Pharmaceutical Co., Ltd. 0.00%**
Dell Technologies, Inc., Class C 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Shionogi & Co., Ltd. 0.00%**
GlaxoSmithKline PLC 0.00%**
Haitong Securities Co., Ltd., H Shares 0.00%**
Kunlun Energy Co., Ltd. 0.00%**
Regeneron Pharmaceuticals, Inc. 0.00%**
Daiwa House Industry Co., Ltd. 0.00%**
Wirecard AG 0.00%**
Imperial Oil, Ltd. 0.00%**
Weichai Power Co., Ltd., H Shares 0.00%**
Swaption Purchased, PUT, 5-Year 0.00%**
Tingyi Holding Corp. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Glencore PLC 0.00%**
Agricultural Bank of China, Ltd., H Shares 0.00%**
Nutrien, Ltd. 0.00%**
YPF SA, ADR 0.00%**
Country Garden Services Holdings Co., Ltd. 0.00%**
CGN Power Co., Ltd., H Shares 0.00%**
Engie Brasil Energia SA 0.00%**
Kraft Heinz Co. 0.00%**
Aeon Co., Ltd. 0.00%**
Carnival Corp. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Option Purchased, CALL, Nasdaq, Inc. 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Japan Post Holdings Co., Ltd. 0.00%**
China Longyuan Power Group Corp., Ltd., H Shares 0.00%**
Mitsubishi Motors Corp. 0.00%**
China Resources Pharmaceutical Group, Ltd. 0.00%**
Option Purchased, CALL, SPDR S&P 500 ETF Trust 0.00%**
Option Purchased, CALL, iShares Russell 2000 ETF 0.00%**
Kyowa Kirin Co., Ltd. 0.00%**
China Resources Beer Holdings Co., Ltd. 0.00%**
Muenchener Rueckversicherungs-Gesellschaft AG 0.00%**
Ambev SA 0.00%**
Option Purchased, CALL, S&P 500® Index 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Hyundai Mobis Co., Ltd. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
China Hongqiao Group, Ltd. 0.00%**
Guotai Junan Securities Co., Ltd., H Shares 0.00%**
Incyte Corp. 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Electricite de France SA 0.00%**
Kia Motors Corp. 0.00%**
HeidelbergCement AG 0.00%**
MEIJI Holdings Co., Ltd. 0.00%**
Caterpillar, Inc. 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Tupras Turkiye Petrol Rafinerileri AS 0.00%**
Option Purchased, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Option Purchased, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Option Purchased, PUT, GBP vs. USD 0.00%**
China Unicom Hong Kong, Ltd. 0.00%**
Air China, Ltd., H Shares 0.00%**
Alexion Pharmaceuticals, Inc. 0.00%**
ASML Holding NV 0.00%**
NTT Data Corp. 0.00%**
Southern Copper Corp. 0.00%**
Kumba Iron Ore, Ltd. 0.00%**
Rio Tinto PLC 0.00%**
Option Purchased, CALL, BP PLC 0.00%**
Koninklijke DSM NV 0.00%**
Turkcell Iletisim Hizmetleri AS 0.00%**
Dassault Systemes SE 0.00%**
Swaption Purchased, CALL, 5-Year 0.00%**
Willis Towers Watson PLC 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Deutsche Boerse AG 0.00%**
Samsung SDI Co., Ltd. 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Fortum Oyj 0.00%**
China Taiping Insurance Holdings Co., Ltd. 0.00%**
Kyocera Corp. 0.00%**
Daqin Railway Co., Ltd., A Shares 0.00%**
Bank of China, Ltd., H Shares 0.00%**
Vipshop Holdings, Ltd., ADR 0.00%**
Option Purchased, CALL, CVS Health Corp. 0.00%**
Dollar General Corp. 0.00%**
Shanxi Lu'an Environmental Energy Development Co., Ltd., A Shares 0.00%**
Option Purchased, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Discovery, Ltd. 0.00%**
B3 SA - Brasil Bolsa Balcao 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Option Purchased, CALL, DAX® Index 0.00%**
Banco Bradesco SA, 3.12% 0.00%**
Cerner Corp. 0.00%**
Telia Co. AB 0.00%**
Baidu, Inc., ADR 0.00%**
GF Securities Co., Ltd., H Shares 0.00%**
Allstate Corp. 0.00%**
Novartis AG 0.00%**
Option Purchased, CALL, Johnson & Johnson 0.00%**
Woolworths Group, Ltd. 0.00%**
Zoomlion Heavy Industry Science and Technology Co., Ltd., A Shares 0.00%**
Swap Agreement, Receive, 3-Month CAD-CDOR 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
I-CABLE Communications, Ltd. 0.00%**
Option Purchased, CALL, FedEx Corp. 0.00%**
MultiChoice Group 0.00%**
Option Purchased, CALL, GBP vs. USD 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Option Purchased, CALL, Schlumberger, Ltd. 0.00%**
Option Purchased, CALL, Halliburton Co. 0.00%**
Inversiones Alsacia SA, 8.00%, due 12/31/2018 0.00%**
Option Written, CALL, GBP vs. USD 0.00%**
Option Written, CALL, Sumitomo Mitsui Financial Group, Inc. 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, CALL, Kroger Co. 0.00%**
Swaption Written, CALL, 5-Year 0.00%**
Option Written, CALL, QUALCOMM, Inc. 0.00%**
Option Written, CALL, Lowe’s Cos., Inc. 0.00%**
Option Written, PUT, Microsoft Corp. 0.00%**
Option Written, PUT, Citigroup, Inc. 0.00%**
Option Written, PUT, Bank of America Corp. 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, PUT, Merck & Co., Inc. 0.00%**
Option Written, PUT, Agilent Technologies, Inc. 0.00%**
Option Written, CALL, FedEx Corp. 0.00%**
Option Written, PUT, Kroger Co. 0.00%**
Option Written, PUT, Wells Fargo & Co. 0.00%**
Option Written, PUT, QUALCOMM, Inc. 0.00%**
Option Written, PUT, Alibaba Group Holding, Ltd. 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Option Written, CALL, EURO STOXX Banks Index 0.00%**
Option Written, PUT, Emerson Electric Co. 0.00%**
Option Written, CALL, Facebook, Inc. 0.00%**
Option Written, PUT, Agilent Technologies, Inc. 0.00%**
Option Written, PUT, USD vs. ZAR 0.00%**
Option Written, CALL, Alibaba Group Holding, Ltd. 0.00%**
Option Written, PUT, Alibaba Group Holding, Ltd. 0.00%**
Option Written, PUT, Emerson Electric Co. 0.00%**
Option Written, PUT, JPMorgan Chase & Co. 0.00%**
Option Written, CALL, SPDR S&P 500 ETF Trust 0.00%**
Option Written, PUT, Microsoft Corp. 0.00%**
Option Written, PUT, Apple, Inc. 0.00%**
Futures Contracts, Short, EURO STOXX 50® Index 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, PUT, Citigroup, Inc. 0.00%**
Option Written, CALL, Emerson Electric Co. 0.00%**
Option Written, CALL, Alibaba Group Holding, Ltd. 0.00%**
Option Written, PUT, Bank of America Corp. 0.00%**
Option Written, PUT, Invesco QQQ Trust Series 1 0.00%**
Option Written, PUT, Johnson & Johnson 0.00%**
Option Written, PUT, FleetCor Technologies, Inc. 0.00%**
Option Written, PUT, S&P 500® Index 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Option Written, PUT, Taiwan Semiconductor Manufacturing Co., Ltd. 0.00%**
Option Written, PUT, CVS Health Corp. 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Option Written, CALL, JPMorgan Chase & Co. 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, PUT, iShares Russell 2000 ETF 0.00%**
Option Written, PUT, Amazon.com, Inc. 0.00%**
Futures Contracts, Short, S&P 500® E-Mini Index 0.00%**
Option Written, CALL, QUALCOMM, Inc. 0.00%**
Futures Contracts, Long, NASDAQ-100 E-Mini Index 0.00%**
Option Written, PUT, FedEx Corp. 0.00%**
Option Written, CALL, Agilent Technologies, Inc. 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Futures Contracts, Long, SGX CNX Nifty Index 0.00%**
Option Written, PUT, USD vs. JPY 0.00%**
Option Written, PUT, SPDR S&P 500 ETF Trust 0.00%**
Option Written, CALL, USD vs. MXN 0.00%**
Option Written, PUT, USD vs. JPY 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, CALL, Lowe's Cos., Inc. 0.00%**
Swaption Written, CALL, 5-Year 0.00%**
Option Written, CALL, Taiwan Semiconductor Manufacturing Co., Ltd. -0.01%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.01%**
Option Written, CALL, EUR vs. USD -0.01%**
Futures Contracts, Long, MSCI Emerging Markets Index -0.01%**
Swaption Written, CALL, 5-Year -0.01%**
Option Written, PUT, EURO STOXX 50® Index -0.01%**
Option Written, CALL, USD vs. ZAR -0.01%**
Futures Contracts, Long, 5-Year U.S. Treasury Note -0.01%**
Option Written, PUT, Sumitomo Mitsui Financial Group, Inc. -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, Short, 10-Year U.S. Treasury Note -0.01%**
Option Written, PUT, TOPIX Banks Index -0.01%**
Option Written, PUT, TOPIX Banks Index -0.02%**
Option Written, PUT, TOPIX Banks Index -0.02%**
Option Written, CALL, USD vs. BRL -0.02%**
Option Written, PUT, TOPIX Banks Index -0.02%**
Option Written, CALL, Comcast Corp. -0.03%**
Option Written, PUT, GBP vs. USD -0.03%**
Option Written, PUT, EURO STOXX Banks Index -0.04%**
Option Written, PUT, EURO STOXX Banks Index -0.04%**
Futures Contracts, Short, Nikkei 225 Index -0.05%**
Net Other Assets (Liabilities) 0.11%