Transamerica

07/31/2018*


Transamerica Multi-Managed Balanced VP

Security Description % of Total Net Assets
Microsoft Corp. 2.59%
Apple, Inc. 2.30%
Amazon.com, Inc. 2.07%
Federal National Mortgage Association, 3.00%, TBA 1.57%
Federal National Mortgage Association, 3.50%, TBA 1.32%
UnitedHealth Group, Inc. 1.12%
Alphabet, Inc., Class A 1.10%
Alphabet, Inc., Class C 1.09%
Bank of America Corp. 1.07%
Facebook, Inc., Class A 0.99%
Berkshire Hathaway, Inc., Class B 0.88%
Citigroup, Inc. 0.84%
U.S. Treasury Bill, 1.95%, due 10/04/2018 0.82%
Visa, Inc., Class A 0.82%
Federal National Mortgage Association, 3.00%, TBA 0.78%
Pfizer, Inc. 0.78%
Wells Fargo & Co. 0.75%
Home Depot, Inc. 0.74%
Chevron Corp. 0.73%
DowDuPont, Inc. 0.72%
U.S. Treasury Note, 1.00%, due 11/30/2019 0.72%
Union Pacific Corp. 0.71%
Honeywell International, Inc. 0.70%
Walt Disney Co. 0.70%
U.S. Treasury Bond, 3.62%, due 02/15/2044 0.70%
Johnson & Johnson 0.70%
PepsiCo, Inc. 0.68%
Comcast Corp., Class A 0.63%
EOG Resources, Inc. 0.60%
Texas Instruments, Inc. 0.59%
U.S. Treasury Note, 1.62%, due 03/31/2019 0.58%
NVIDIA Corp. 0.57%
NextEra Energy, Inc. 0.57%
salesforce.com, Inc. 0.57%
Morgan Stanley 0.56%
U.S. Treasury Note, 2.37%, due 01/31/2023 0.56%
Philip Morris International, Inc. 0.55%
Coca-Cola Co. 0.55%
Analog Devices, Inc. 0.55%
Mondelez International, Inc., Class A 0.53%
U.S. Treasury Bond, 4.75%, due 02/15/2037 0.53%
Norfolk Southern Corp. 0.51%
U.S. Treasury Bond, 3.50%, due 02/15/2039 0.51%
Federal National Mortgage Association, 4.00%, TBA 0.49%
Boston Scientific Corp. 0.49%
Charter Communications, Inc., Class A 0.45%
Pioneer Natural Resources Co. 0.45%
Merck & Co., Inc. 0.44%
U.S. Treasury Bond, 5.25%, due 02/15/2029 0.44%
Eaton Corp. PLC 0.43%
State Street Corp. 0.42%
Stanley Black & Decker, Inc. 0.41%
Accenture PLC, Class A 0.41%
American International Group, Inc. 0.41%
U.S. Treasury Bond, 4.50%, due 02/15/2036 0.41%
Eli Lilly & Co. 0.41%
Credit Suisse New York, 2.36%, due 08/03/2018 0.40%
Alpine Securitizaton Corp., 2.36%, due 10/01/2018 0.40%
Anglesea Funding PLC, 2.36%, due 10/02/2018 0.40%
Capital One Financial Corp. 0.39%
Marathon Petroleum Corp. 0.39%
Exxon Mobil Corp. 0.39%
Charta LLC, 2.31%, due 09/07/2018 0.39%
General Dynamics Corp. 0.39%
U.S. Treasury Note, 1.25%, due 11/30/2018 0.38%
Broadcom, Inc. 0.38%
Cigna Corp. 0.38%
Occidental Petroleum Corp. 0.38%
Zimmer Biomet Holdings, Inc. 0.38%
Federal National Mortgage Association, 5.00%, TBA 0.37%
Anglesea Funding PLC, 2.36%, due 09/04/2018 0.37%
Sumitomo Mitsui Banking Corp., 2.32%, due 09/14/2018 0.37%
Sheffield Receivable, 2.33%, due 09/14/2018 0.37%
LMA SA, 2.34%, due 09/17/2018 0.37%
Verizon Communications, Inc. 0.36%
U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 0.36%
Ingersoll-Rand PLC 0.36%
NIKE, Inc., Class B 0.35%
Federal National Mortgage Association, 2.50%, TBA 0.34%
Natixis, 2.28%, due 08/09/2018 0.34%
Exelon Corp. 0.34%
Gilead Sciences, Inc. 0.34%
U.S. Treasury Bond, 2.50%, due 02/15/2045 0.33%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 0.33%
Medtronic PLC 0.33%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 0.33%
United Technologies Corp. 0.32%
U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 0.32%
Dollar General Corp. 0.31%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 0.31%
PayPal Holdings, Inc. 0.31%
Molson Coors Brewing Co., Class B 0.31%
Fidelity National Information Services, Inc. 0.30%
Becton Dickinson and Co. 0.30%
Adobe Systems, Inc. 0.30%
Eastman Chemical Co. 0.30%
Intuit, Inc. 0.30%
Barclays Bank PLC, 10.17%, due 06/12/2021 0.30%
AutoZone, Inc. 0.29%
Northrop Grumman Corp. 0.29%
Delta Air Lines, Inc. 0.29%
Biogen, Inc. 0.28%
U.S. Treasury Bond, 2.87%, due 08/15/2045 0.28%
Caterpillar, Inc. 0.28%
Nordea Bank AB, 4.25%, due 09/21/2022 0.28%
U.S. Treasury Bond, 2.50%, due 05/15/2046 0.28%
Charles Schwab Corp. 0.27%
O'Reilly Automotive, Inc. 0.27%
MetLife, Inc. 0.27%
Hartford Financial Services Group, Inc. 0.27%
Oracle Corp. 0.27%
Bristol-Myers Squibb Co. 0.27%
Ford Motor Co. 0.26%
PVH Corp. 0.26%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.25%
Motel 6 Trust, Series 2017-MTL6, Class C, 3.47%, due 08/15/2034 0.25%
Prologis, Inc., REIT 0.25%
AT&T, Inc. 0.25%
AbbVie, Inc. 0.25%
AvalonBay Communities, Inc., REIT 0.25%
Procter & Gamble Co. 0.25%
Diamondback Energy, Inc. 0.25%
HP, Inc. 0.24%
Public Service Enterprise Group, Inc. 0.24%
Hewlett Packard Enterprise Co. 0.24%
Dollar Tree, Inc. 0.24%
Federal National Mortgage Association, 3.50%, TBA 0.24%
Masco Corp. 0.24%
Ross Stores, Inc. 0.24%
Thermo Fisher Scientific, Inc. 0.23%
Intercontinental Exchange, Inc. 0.23%
Mastercard, Inc., Class A 0.22%
SunTrust Banks, Inc. 0.22%
CVS Health Corp. 0.22%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.22%
Allergan PLC 0.22%
U.S. Treasury Note, 1.62%, due 05/15/2026 0.22%
KeyCorp 0.22%
Microchip Technology, Inc. 0.21%
Walgreens Boots Alliance, Inc. 0.21%
Equity Residential, REIT 0.21%
Concho Resources, Inc. 0.21%
General Electric Co., 5.00%, due 01/21/2021 0.21%
U.S. Treasury Bond, 2.25%, due 08/15/2046 0.21%
Lowe's Cos., Inc. 0.21%
Gotham Funding Corp., 2.31%, due 10/30/2018 0.21%
Vertex Pharmaceuticals, Inc. 0.21%
Hilton Worldwide Holdings, Inc. 0.20%
Abbott Laboratories 0.20%
Altria Group, Inc. 0.20%
Snap-on, Inc. 0.20%
Boeing Co. 0.20%
Bank of America Corp., Series MTN, 4.45%, due 03/03/2026 0.19%
SBA Tower Trust, Series 2014-1A, Class C, 2.89%, due 10/15/2044 0.19%
Commerzbank AG, 8.12%, due 09/19/2023 0.19%
Bank of New York Mellon Corp. 0.19%
Lincoln National Corp. 0.19%
WestRock Co. 0.18%
Crown Castle Towers LLC, 3.22%, due 05/15/2042 0.18%
U.S. Treasury Bond, 2.75%, due 08/15/2042 0.18%
Amgen, Inc. 0.18%
COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 0.18%
Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 0.18%
Goldman Sachs Group, Inc., 5.75%, due 01/24/2022 0.18%
Allegion PLC 0.18%
U.S. Treasury Bond, 3.12%, due 02/15/2042 0.18%
Yum! Brands, Inc. 0.18%
Celgene Corp. 0.17%
T-Mobile US, Inc. 0.17%
Estee Lauder Cos., Inc., Class A 0.17%
VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 0.17%
Vornado Realty Trust, REIT 0.17%
PACCAR, Inc. 0.17%
Twenty-First Century Fox, Inc., Class A 0.17%
Deere & Co. 0.17%
HSBC Holdings PLC, 3.32%, due 05/18/2024 0.17%
Lennar Corp., Class A 0.16%
Best Buy Co., Inc. 0.16%
BB&T Corp. 0.16%
Victory Receivables Corp., 2.32%, due 10/04/2018 0.16%
Morgan Stanley, 5.75%, due 01/25/2021 0.16%
Danaher Corp. 0.16%
Booking Holdings, Inc. 0.16%
New Residential Advanced Receivables Trust, Series 2017-T1, Class AT1, 3.21%, due 02/15/2051 0.15%
Cisco Systems, Inc. 0.15%
Citigroup, Inc., 3.88%, due 01/10/2028 0.15%
Cooperatieve Rabobank UA, 11.00%, due 06/30/2019 0.15%
New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 0.15%
Le Fayette Asset Securitization LLC, 2.28%, due 10/15/2018 0.15%
Celanese Corp., Series A 0.15%
Ameriprise Financial, Inc., 3.70%, due 10/15/2024 0.15%
T. Rowe Price Group, Inc. 0.15%
HCP, Inc., 3.40%, due 02/01/2025 0.14%
CGRBS Commercial Mortgage Trust, Series 2013-VN05, Class B, 3.58%, due 03/13/2035 0.14%
U.S. Treasury Bill, 1.91%, due 09/27/2018 0.14%
CIFC Funding, Ltd., Series 2017-3A, Class A1, 3.56%, due 07/20/2030 0.14%
Netflix, Inc. 0.14%
Verizon Communications, Inc., 5.15%, due 09/15/2023 0.14%
Xcel Energy, Inc. 0.14%
International Business Machines Corp. 0.14%
Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 0.14%
Cummins, Inc. 0.14%
Sempra Energy 0.14%
Ocwen Master Advance Receivables Trust, Series 2017-T1, Class AT1, 2.49%, due 09/15/2048 0.14%
Gotham Funding Corp., 2.29%, due 08/30/2018 0.14%
Workday, Inc., Class A 0.14%
U.S. Treasury Note, 1.12%, due 06/30/2021 0.13%
Citigroup, Inc., 3.29%, due 07/24/2023 0.13%
SBA Tower Trust, 3.44%, due 03/15/2048 0.13%
Anadarko Petroleum Corp., 5.55%, due 03/15/2026 0.13%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 0.13%
United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 0.13%
Andeavor 0.13%
Bank of America Corp., Series MTN, 3.09%, due 10/01/2025 0.13%
Micron Technology, Inc. 0.13%
Microsoft Corp., 3.30%, due 02/06/2027 0.13%
Northrop Grumman Corp., 2.55%, due 10/15/2022 0.13%
Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 0.13%
BP Capital Markets PLC, 3.11%, due 05/04/2026 0.13%
Duke Energy Corp., 3.75%, due 09/01/2046 0.13%
Federal Realty Investment Trust, REIT 0.12%
Discover Financial Services, 3.75%, due 03/04/2025 0.12%
U.S. Treasury Note, 1.62%, due 02/15/2026 0.12%
Fastenal Co. 0.12%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.12%
Capital One Financial Corp., 3.30%, due 10/30/2024 0.12%
One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 0.12%
Verizon Communications, Inc., 5.50%, due 03/16/2047 0.12%
Illumina, Inc. 0.12%
Huntington Bancshares, Inc. 0.12%
Charles Schwab Corp., 3.85%, due 05/21/2025 0.12%
Prudential Financial, Inc. 0.12%
CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 3.54%, due 10/18/2030 0.12%
ONEOK, Inc. 0.12%
Athene Holding, Ltd., 4.12%, due 01/12/2028 0.12%
Delphi Technologies PLC 0.12%
Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 0.12%
Alliance Data Systems Corp. 0.12%
Charles Schwab Corp., 3.20%, due 03/02/2027 0.12%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.12%
WEC Energy Group, Inc. 0.12%
Intel Corp. 0.12%
CVS Health Corp., 2.12%, due 06/01/2021 0.11%
U.S. Treasury Bond, 3.00%, due 05/15/2042 0.11%
AT&T, Inc., 3.00%, due 06/30/2022 0.11%
Bayer US Finance II LLC, 4.37%, due 12/15/2028 0.11%
AT&T, Inc., 3.40%, due 05/15/2025 0.11%
Aviation Capital Group LLC, 7.12%, due 10/15/2020 0.11%
Martin Marietta Materials, Inc., 4.25%, due 07/02/2024 0.11%
COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 0.11%
UBS Group Funding Switzerland AG, 4.25%, due 03/23/2028 0.11%
Exxon Mobil Corp., 3.04%, due 03/01/2026 0.11%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 05/15/2021 0.11%
Expedia Group, Inc. 0.11%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.53%, due 07/25/2023 0.11%
Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 0.11%
Pernod Ricard SA, 5.75%, due 04/07/2021 0.11%
AmerisourceBergen Corp. 0.11%
Intuitive Surgical, Inc. 0.10%
Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 0.10%
DISH Network Corp., Class A 0.10%
Toronto-Dominion Bank, 3.62%, due 09/15/2031 0.10%
Caesars Palace Las Vegas Trust, Series 2017-VICI, Class A, 3.53%, due 10/15/2034 0.10%
GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 0.10%
General Electric Co., Series MTN, 6.87%, due 01/10/2039 0.10%
New Residential Mortgage Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 0.10%
Mexico Government International Bond, 3.75%, due 01/11/2028 0.10%
Walgreens Boots Alliance, Inc., 3.30%, due 11/18/2021 0.10%
U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 0.10%
Keysight Technologies, Inc., 4.55%, due 10/30/2024 0.10%
New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 0.10%
American Electric Power Co., Inc. 0.10%
AbbVie, Inc., 3.20%, due 05/14/2026 0.10%
Sirius XM Holdings, Inc. 0.10%
Equinix, Inc., REIT 0.10%
EPR Properties, 4.75%, due 12/15/2026 0.10%
Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 0.10%
Campbell Soup Co., 4.15%, due 03/15/2028 0.10%
COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 0.10%
Reynolds American, Inc., 4.45%, due 06/12/2025 0.10%
Aptiv PLC 0.10%
UBS AG, 7.62%, due 08/17/2022 0.10%
Shell International Finance BV, 2.50%, due 09/12/2026 0.10%
Owens Corning, 4.20%, due 12/15/2022 0.10%
Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 0.10%
JPMorgan Chase & Co., 3.25%, due 09/23/2022 0.10%
AXA Equitable Holdings, Inc., 4.35%, due 04/20/2028 0.09%
New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 0.09%
State of California, 7.95%, due 03/01/2036 0.09%
PacifiCorp, 3.60%, due 04/01/2024 0.09%
BMW US Capital LLC, 2.80%, due 04/11/2026 0.09%
Commercial Mortgage Pass-Through Certificates, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 0.09%
International Lease Finance Corp., 8.25%, due 12/15/2020 0.09%
Becton Dickinson and Co., 3.70%, due 06/06/2027 0.09%
Bayer US Finance II LLC, 4.40%, due 07/15/2044 0.09%
BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 0.09%
JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 0.09%
Abbott Laboratories, 3.75%, due 11/30/2026 0.09%
Enterprise Products Operating LLC, 4.25%, due 02/15/2048 0.09%
DTE Electric Co., 4.30%, due 07/01/2044 0.09%
American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 0.09%
Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 0.09%
Constellation Brands, Inc., Class A 0.09%
Berkshire Hathaway Finance Corp., 3.00%, due 05/15/2022 0.09%
Ally Financial, Inc., 3.50%, due 01/27/2019 0.09%
Ford Motor Co., 4.34%, due 12/08/2026 0.09%
CNA Financial Corp., 5.87%, due 08/15/2020 0.09%
Petronas Capital, Ltd., 5.25%, due 08/12/2019 0.09%
Ally Financial, Inc., 4.12%, due 03/30/2020 0.09%
Intel Corp., 2.87%, due 05/11/2024 0.09%
Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 0.09%
Crown Holdings, Inc. 0.09%
Palmer Square CLO, Ltd., Series 2013-2A, Class A1AR, 3.55%, due 10/17/2027 0.09%
Liberty Street Funding LLC, 2.32%, due 08/09/2018 0.09%
Nieuw Amsterdam Receivables Corp., 2.31%, due 09/11/2018 0.09%
U.S. Treasury Bond, 2.75%, due 11/15/2047 0.08%
JPMorgan Chase & Co., 3.37%, due 05/01/2023 0.08%
NBCUniversal Media LLC, 4.37%, due 04/01/2021 0.08%
Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 0.08%
Walmart, Inc., 3.62%, due 12/15/2047 0.08%
Western Digital Corp., 4.75%, due 02/15/2026 0.08%
SBA Tower Trust, 3.16%, due 04/09/2047 0.08%
Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 0.08%
Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 0.08%
SBA Tower Trust, 2.87%, due 07/10/2046 0.08%
Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 0.08%
Petroleos Mexicanos, 3.50%, due 01/30/2023 0.08%
Freeport-McMoRan, Inc. 0.08%
Ralph Lauren Corp. 0.08%
Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 3.53%, due 01/20/2031 0.08%
Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 0.08%
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.08%
New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 0.08%
Marsh & McLennan Cos., Inc. 0.08%
Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 0.08%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 0.08%
Ventas, Inc., REIT 0.08%
Fifth Third Bancorp, 3.95%, due 03/14/2028 0.08%
Apple, Inc., 2.85%, due 02/23/2023 0.08%
Mylan NV 0.08%
Deutsche Bank AG, 3.54%, due 02/27/2023 0.08%
Schlumberger Holdings Corp., 3.00%, due 12/21/2020 0.08%
BB-UBS Trust, Series 2012-TFT, Class C, 3.46%, due 06/05/2030 0.08%
Public Storage, REIT 0.08%
QUALCOMM, Inc., 3.25%, due 05/20/2027 0.08%
FedEx Corp., 4.90%, due 01/15/2034 0.08%
Arrow Electronics, Inc., 3.87%, due 01/12/2028 0.08%
Aventura Mall Trust, Series 2013-AVM, Class A, 3.74%, due 12/05/2032 0.08%
JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 0.07%
Alexion Pharmaceuticals, Inc. 0.07%
BlackRock, Inc. 0.07%
Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 0.07%
NRZ Advance Receivables Trust, Series 2016-T4, Class AT4, 3.10%, due 12/15/2050 0.07%
Hospitality Properties Trust, 5.00%, due 08/15/2022 0.07%
Clear Channel Worldwide Holdings, Inc., 6.50%, due 11/15/2022 0.07%
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 0.07%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.75%, due 10/15/2020 0.07%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.07%
NBCUniversal Media LLC, 4.45%, due 01/15/2043 0.07%
BB&T Corp., Series MTN, 2.85%, due 10/26/2024 0.07%
Ameriprise Financial, Inc., 7.30%, due 06/28/2019 0.07%
Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 0.07%
US Airways Pass-Through Trust, 5.37%, due 05/15/2023 0.07%
Indonesia Government International Bond, 4.75%, due 01/08/2026 0.07%
LafargeHolcim Finance US LLC, 4.75%, due 09/22/2046 0.07%
International Paper Co., 4.75%, due 02/15/2022 0.07%
Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.15%, due 01/23/2030 0.07%
American Express Co. 0.07%
Colombia Government International Bond, 4.50%, due 01/28/2026 0.07%
BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 0.07%
Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 0.07%
EQT Corp. 0.07%
New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 0.06%
Wellfleet CLO, Ltd., Series 2016-2A, Class A1, 3.99%, due 10/20/2028 0.06%
Core Industrial Trust, Series 2015-CALW, Class B, 3.25%, due 02/10/2034 0.06%
Celgene Corp., 3.87%, due 08/15/2025 0.06%
Wells Fargo & Co., 5.37%, due 11/02/2043 0.06%
Citigroup Mortgage Loan Trust, Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 0.06%
Nokia OYJ, 3.37%, due 06/12/2022 0.06%
TJX Cos., Inc. 0.06%
ICG US CLO, Ltd., Series 2014-1A, Class A1R, 3.56%, due 01/20/2030 0.06%
Regions Financial Corp. 0.06%
Kilroy Realty, LP, 4.25%, due 08/15/2029 0.06%
CVS Health Corp., 5.05%, due 03/25/2048 0.06%
State of California, 7.30%, due 10/01/2039 0.06%
Diamond Resorts Owner Trust, Series 2014-1, Class A, 2.54%, due 05/20/2027 0.06%
Goldman Sachs Group, Inc. 0.06%
Danone SA, 2.94%, due 11/02/2026 0.06%
JPMorgan Chase & Co., 4.85%, due 02/01/2044 0.06%
New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 0.06%
Goldman Sachs Group, Inc., 2.75%, due 09/15/2020 0.06%
Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 0.06%
First Horizon National Corp., 3.50%, due 12/15/2020 0.06%
Morgan Stanley, 5.00%, due 11/24/2025 0.06%
Sprint Communications, Inc., 9.00%, due 11/15/2018 0.06%
Delta Air Lines Pass-Through Trust, 4.75%, due 11/07/2021 0.06%
Discover Bank, 3.45%, due 07/27/2026 0.06%
SunTrust Bank, 3.30%, due 05/15/2026 0.06%
CME Group, Inc. 0.06%
Ocwen Master Advance Receivables Trust, Series 2016-T2, Class AT2, 2.72%, due 08/16/2049 0.06%
Federal National Mortgage Association, 5.00%, due 04/01/2039 0.06%
America Movil SAB de CV, 3.12%, due 07/16/2022 0.06%
State of California, 7.60%, due 11/01/2040 0.06%
Biogen, Inc., 4.05%, due 09/15/2025 0.06%
Baidu, Inc., 3.87%, due 09/29/2023 0.06%
Sysco Corp., 3.25%, due 07/15/2027 0.06%
Bayer US Finance LLC, 3.00%, due 10/08/2021 0.06%
First Data Corp., 7.00%, due 12/01/2023 0.06%
Banco Santander SA, 4.37%, due 04/12/2028 0.06%
Athene Global Funding, 3.00%, due 07/01/2022 0.05%
Allstate Corp., 3.28%, due 12/15/2026 0.05%
Agilent Technologies, Inc. 0.05%
Realty Income Corp., 3.87%, due 07/15/2024 0.05%
Duke Energy Progress LLC, 3.60%, due 09/15/2047 0.05%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.35%, due 08/15/2046 0.05%
Kilroy Realty, LP, 6.62%, due 06/01/2020 0.05%
PG&E Corp. 0.05%
EPR Properties, 4.50%, due 04/01/2025 0.05%
General Motors Co., 6.25%, due 10/02/2043 0.05%
PNC Bank NA, 4.05%, due 07/26/2028 0.05%
Perrigo Finance Unlimited Co., 4.37%, due 03/15/2026 0.05%
Palmer Square CLO, Ltd., Series 2015-2A, Class A1AR, 3.61%, due 07/20/2030 0.05%
CBL & Associates, LP, 5.25%, due 12/01/2023 0.05%
Waldorf Astoria Boca Raton Trust, Series 2016-BOCA, Class C, 4.57%, due 06/15/2029 0.05%
Apple, Inc., 2.40%, due 05/03/2023 0.05%
UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 0.05%
COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 0.05%
Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 0.05%
Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 0.05%
Everest Re Group, Ltd. 0.05%
Korea Development Bank, 3.00%, due 03/17/2019 0.05%
Kraft Heinz Foods Co., 2.80%, due 07/02/2020 0.05%
Barclays PLC, 4.33%, due 01/10/2028 0.05%
United Continental Holdings, Inc. 0.05%
Duke Energy Corp., 3.75%, due 04/15/2024 0.05%
D.R. Horton, Inc., 4.37%, due 09/15/2022 0.05%
Syngenta Finance NV, 3.93%, due 04/23/2021 0.05%
Digital Realty Trust, Inc., REIT 0.05%
Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 0.05%
SpringCastle America Funding LLC, Series 2016-AA, Class A, 3.05%, due 04/25/2029 0.05%
Federal National Mortgage Association, 5.50%, due 12/01/2041 0.05%
U.S. Treasury Note, 1.50%, due 08/15/2026 0.05%
Petroleos Mexicanos, 6.87%, due 08/04/2026 0.05%
Dominion Energy, Inc., 2.57%, due 07/01/2020 0.05%
Harris Corp. 0.05%
BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 0.05%
VEREIT Operating Partnership, LP, 4.12%, due 06/01/2021 0.05%
Newmont Mining Corp. 0.04%
Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 0.04%
JPMorgan Chase & Co., 6.40%, due 05/15/2038 0.04%
BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 0.04%
American Tower Trust #1, 3.65%, due 03/23/2048 0.04%
New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 0.04%
BorgWarner, Inc., 3.37%, due 03/15/2025 0.04%
Energy Transfer Partners, LP, 5.95%, due 10/01/2043 0.04%
Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 0.04%
Energy Transfer Partners, LP, 5.15%, due 02/01/2043 0.04%
Anglo American Capital PLC, 4.00%, due 09/11/2027 0.04%
321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 0.04%
Pernod Ricard SA, 4.45%, due 01/15/2022 0.04%
American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 0.04%
Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 0.04%
SVB Financial Group 0.04%
Hertz Vehicle Financing II, LP, Series 2016-3A, Class A, 2.27%, due 07/25/2020 0.04%
ERAC USA Finance LLC, 3.85%, due 11/15/2024 0.04%
Royal Bank of Scotland Group PLC, 4.89%, due 05/18/2029 0.04%
New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 0.04%
Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 0.04%
Citigroup, Inc., 4.50%, due 01/14/2022 0.04%
CSMC Trust, Series 2014-4R, Class 21A1, 2.42%, due 12/27/2035 0.04%
Kroger Co., 2.80%, due 08/01/2022 0.04%
DXC Technology Co., 4.75%, due 04/15/2027 0.04%
New Residential Advanced Receivables Trust, Series 2016-T2, Class AT2, 2.57%, due 10/15/2049 0.04%
Petrobras Global Finance BV, 6.25%, due 03/17/2024 0.04%
Principal Financial Group, Inc. 0.04%
COMM Mortgage Trust, Series 2016-GCT, Class C, 3.46%, due 08/10/2029 0.04%
Hertz Vehicle Financing II, LP, Series 2016-4A, Class A, 2.65%, due 07/25/2022 0.04%
Chubb, Ltd. 0.04%
Saudi Arabia Government International Bond, 2.37%, due 10/26/2021 0.04%
Kilroy Realty, LP, 4.37%, due 10/01/2025 0.04%
Energy Transfer Partners, LP, 4.90%, due 02/01/2024 0.04%
HCA Healthcare, Inc., 6.25%, due 02/15/2021 0.04%
AT&T, Inc., 4.35%, due 06/15/2045 0.04%
Anheuser-Busch InBev Finance, Inc., 3.65%, due 02/01/2026 0.04%
Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 0.04%
New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 0.04%
BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 3.26%, due 07/18/2027 0.04%
Energy Transfer Partners, LP, 7.60%, due 02/01/2024 0.04%
Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC, 5.12%, due 07/15/2023 0.04%
State of California, 7.70%, due 11/01/2030 0.04%
Exxon Mobil Corp., 1.81%, due 03/15/2019 0.04%
General Electric Co., Series MTN, 5.50%, due 01/08/2020 0.04%
Intesa Sanpaolo SpA, 3.87%, due 07/14/2027 0.04%
Wells Fargo Bank NA, 2.60%, due 01/15/2021 0.04%
Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 0.04%
Morgan Stanley, Series MTN, 4.35%, due 09/08/2026 0.04%
VEREIT Operating Partnership, LP, 3.00%, due 02/06/2019 0.04%
Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 0.04%
Owens Corning, 4.40%, due 01/30/2048 0.03%
Northwest Airlines Pass-Through Trust, 7.02%, due 05/01/2021 0.03%
Citigroup Mortgage Loan Trust, Series 2015-A, Class A1, 3.50%, due 06/25/2058 0.03%
SPS Servicer Advance Receivables Trust, Series 2016-T2, Class AT2, 2.75%, due 11/15/2049 0.03%
US Bank NA, 2.12%, due 10/28/2019 0.03%
ERAC USA Finance LLC, 2.70%, due 11/01/2023 0.03%
CK Hutchison International 17 II, Ltd., 2.25%, due 09/29/2020 0.03%
Seagate HDD Cayman, 4.87%, due 06/01/2027 0.03%
Discovery, Inc., Class A 0.03%
Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 0.03%
Doosan Heavy Industries & Construction Co., Ltd., 2.12%, due 04/27/2020 0.03%
Vodafone Group PLC, 4.37%, due 05/30/2028 0.03%
Toll Brothers, Inc. 0.03%
Panama Government International Bond, 3.87%, due 03/17/2028 0.03%
Motorola Solutions, Inc. 0.03%
Electronic Arts, Inc. 0.03%
Kraft Heinz Foods Co., 4.87%, due 02/15/2025 0.03%
Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 0.03%
Appalachian Power Co., 3.40%, due 06/01/2025 0.03%
Energizer Holdings, Inc. 0.03%
Macy's, Inc. 0.03%
Voya Financial, Inc. 0.03%
Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 0.03%
KLA-Tencor Corp., 4.12%, due 11/01/2021 0.03%
Citizens Financial Group, Inc. 0.03%
Zoetis, Inc. 0.03%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.03%
Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 0.03%
Royal Bank of Scotland Group PLC, 6.10%, due 06/10/2023 0.03%
American Express Co., 3.00%, due 10/30/2024 0.03%
SolarCity LMC Series III LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 0.03%
Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 0.03%
Wells Fargo Bank NA, 5.95%, due 08/26/2036 0.03%
OCP CLO, Ltd., Series 2014-7A, Class A1AR, 3.29%, due 10/20/2026 0.03%
U.S. Treasury Bill, 2.02%, due 01/31/2019 0.03%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.03%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.03%
BAT Capital Corp., 2.29%, due 08/14/2020 0.03%
RJ Reynolds Tobacco Co., 8.12%, due 06/23/2019 0.03%
Brazil Government International Bond, 4.25%, due 01/07/2025 0.03%
VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 0.03%
H&R Block, Inc. 0.03%
Constellation Brands, Inc., 3.70%, due 12/06/2026 0.03%
Alcoa Corp. 0.03%
Mastercard, Inc., 3.37%, due 04/01/2024 0.03%
Bank One Corp., 8.00%, due 04/29/2027 0.03%
Sierra Receivables Funding Co. LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 0.02%
GS Mortgage Securities Corp. II, Series 2013-KING, Class E, 3.43%, due 12/10/2027 0.02%
JPMorgan Chase Commercial Mortgage Securities Trust, Series 2010-C1, Class B, 5.95%, due 06/15/2043 0.02%
Indonesia Government International Bond, 5.37%, due 10/17/2023 0.02%
Citigroup Capital XIII, 8.70% 0.02%
United Rentals, Inc. 0.02%
Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 0.02%
Federal National Mortgage Association, 5.00%, due 11/01/2039 0.02%
Republic of Poland Government International Bond, 3.00%, due 03/17/2023 0.02%
Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 3.67%, due 04/15/2029 0.02%
Bank of America Corp., 3.41%, due 12/20/2028 0.02%
CSC Holdings LLC, 10.12%, due 01/15/2023 0.02%
Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 0.02%
EOG Resources, Inc., 2.45%, due 04/01/2020 0.02%
KLA-Tencor Corp., 4.65%, due 11/01/2024 0.02%
Continental Resources, Inc., 3.80%, due 06/01/2024 0.02%
Anglo American Capital PLC, 4.75%, due 04/10/2027 0.02%
Niagara Mohawk Power Corp., 4.88%, due 08/15/2019 0.02%
Intesa Sanpaolo SpA, 3.37%, due 01/12/2023 0.02%
Sprint Corp., 7.25%, due 09/15/2021 0.02%
U.S. Treasury Note, 1.12%, due 09/30/2021 0.02%
General Motors Co., 4.87%, due 10/02/2023 0.02%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.02%
Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 0.02%
Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 0.02%
Gilead Sciences, Inc., 2.95%, due 03/01/2027 0.02%
Federal National Mortgage Association, 4.50%, due 06/01/2026 0.02%
Provident Funding Mortgage Loan Trust, Series 2005-1, Class 3A1, 2.64%, due 05/25/2035 0.02%
New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 0.02%
New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 0.02%
Colombia Government International Bond, 4.00%, due 02/26/2024 0.02%
Allergan Funding SCS, 3.00%, due 03/12/2020 0.02%
Gilead Sciences, Inc., 4.15%, due 03/01/2047 0.02%
American Express Co., 4.05%, due 12/03/2042 0.02%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 0.02%
Royal Bank of Scotland Group PLC, 6.00%, due 12/19/2023 0.02%
Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 0.02%
Fidelity National Financial, Inc., 5.50%, due 09/01/2022 0.02%
Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 0.02%
Entergy Arkansas, Inc., 3.70%, due 06/01/2024 0.02%
Western Gas Partners, LP, 5.37%, due 06/01/2021 0.02%
Cooperatieve Rabobank UA, 2.25%, due 01/14/2019 0.02%
Federal National Mortgage Association, 5.00%, due 08/01/2039 0.01%
Shell International Finance BV, 3.75%, due 09/12/2046 0.01%
Federal National Mortgage Association, 3.32%, due 10/25/2023 0.01%
America Movil SAB de CV, 4.37%, due 07/16/2042 0.01%
Bank One Capital III, 8.75%, due 09/01/2030 0.01%
Coventry Health Care, Inc., 5.45%, due 06/15/2021 0.01%
FedEx Corp., 5.10%, due 01/15/2044 0.01%
Federal National Mortgage Association, 6.00%, due 08/01/2036 0.01%
MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 0.01%
Cisco Systems, Inc., 2.12%, due 03/01/2019 0.01%
Mastercard, Inc., 2.00%, due 04/01/2019 0.01%
Federal National Mortgage Association, 6.00%, due 02/01/2041 0.01%
CVS Health Corp., 5.30%, due 12/05/2043 0.01%
LyondellBasell Industries NV, 5.00%, due 04/15/2019 0.01%
Kerr-McGee Corp., 6.95%, due 07/01/2024 0.01%
CMS Energy Corp., 4.87%, due 03/01/2044 0.01%
Sprint Corp., 7.87%, due 09/15/2023 0.01%
HSBC Holdings PLC, 5.25%, due 03/14/2044 0.01%
Goldman Sachs Group, Inc., 6.25%, due 02/01/2041 0.01%
GTP Acquisition Partners I LLC, 2.35%, due 06/15/2045 0.01%
Qatar Government International Bond, 3.87%, due 04/23/2023 0.01%
HSBC Holdings PLC, 4.25%, due 03/14/2024 0.01%
Peru Government International Bond, 7.35%, due 07/21/2025 0.01%
Royal Bank of Scotland Group PLC, 6.40%, due 10/21/2019 0.01%
Federal National Mortgage Association, 3.50%, due 11/01/2028 0.01%
Federal National Mortgage Association, 5.00%, due 10/01/2039 0.01%
Credit Suisse Mortgage Capital Certificates, Series 2009-11R, Class 5A1, 3.53%, due 08/26/2036 0.01%
Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 0.01%
Husky Energy, Inc., 4.00%, due 04/15/2024 0.01%
Federal National Mortgage Association, 6.50%, due 05/01/2040 0.01%
PacifiCorp, 5.75%, due 04/01/2037 0.01%
Wells Fargo & Co., 5.90%, due 06/15/2024 0.01%
Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 0.01%
Federal National Mortgage Association, 5.50%, due 06/01/2039 0.01%
Federal National Mortgage Association, 4.00%, due 06/01/2042 0.01%
Sprint Capital Corp., 6.87%, due 11/15/2028 0.01%
COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 0.01%
TransCanada PipeLines, Ltd., 3.75%, due 10/16/2023 0.01%
Federal National Mortgage Association, 3.50%, due 10/01/2028 0.01%
Federal National Mortgage Association, 3.50%, due 01/01/2029 0.01%
TransCanada PipeLines, Ltd., 4.62%, due 03/01/2034 0.01%
Federal National Mortgage Association, 6.00%, due 04/01/2040 0.01%
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-RMP1, Class A2, 2.21%, due 12/25/2036 0.01%
BB-UBS Trust, Interest Only STRIPS, Series 2012-SHOW, Class XA, 0.59%, due 11/05/2036 0.01%
NRZ Advance Receivables Trust, Series 2016-T3, Class AT3, 2.83%, due 10/16/2051 0.01%
BCAP LLC Trust, Series 2009-RR6, Class 2A1, 3.99%, due 08/26/2035 0.01%
Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 0.01%
Schlumberger Investment SA, 3.65%, due 12/01/2023 0.01%
Williams Partners, LP, 5.40%, due 03/04/2044 0.01%
Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 0.01%
Jersey Central Power & Light Co., 7.35%, due 02/01/2019 0.01%
Federal National Mortgage Association, 6.00%, due 01/01/2040 0.01%
CIT Group, Inc., 4.12%, due 03/09/2021 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2014-1A, Class A, 2.07%, due 03/20/2030 0.01%
Williams Cos., Inc., 7.87%, due 09/01/2021 0.01%
Weatherford International, Ltd., 5.95%, due 04/15/2042 0.01%
Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 0.01%
Noble Energy, Inc., 6.00%, due 03/01/2041 0.01%
New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 0.01%
Sierra Timeshare Receivables Funding LLC, Series 2014-2A, Class A, 2.05%, due 06/20/2031 0.01%
Federal National Mortgage Association, 3.33%, due 02/01/2043 0.01%
Federal National Mortgage Association, 5.50%, due 08/01/2037 0.01%
Citigroup, Inc., 6.67%, due 09/13/2043 0.01%
President & Fellows of Harvard College, 3.61%, due 10/01/2037 0.01%
Jefferies Resecuritization Trust, Series 2009-R7, Class 1A1, 3.77%, due 02/26/2036 0.01%
CMS Energy Corp., 3.87%, due 03/01/2024 0.00%**
Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class B, 3.05%, due 03/22/2032 0.00%**
State Street Corp., Series D, 5.90% 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-1A, Class A, 2.40%, due 03/22/2032 0.00%**
Apache Corp., 4.75%, due 04/15/2043 0.00%**
Williams Cos., Inc., 3.70%, due 01/15/2023 0.00%**
JPMorgan Resecuritization Trust, Series 2014-2, Class 6A1, 3.23%, due 05/26/2037 0.00%**
Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 0.00%**
Federal National Mortgage Association, 3.50%, due 07/01/2028 0.00%**
Los Angeles Community College District, 6.60%, due 08/01/2042 0.00%**
JPMorgan Chase & Co., 6.75%, due 02/01/2024 0.00%**
New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 0.00%**
SilverLeaf Finance XVIII LLC, Series 2014-A, Class A, 2.81%, due 01/15/2027 0.00%**
Cleveland Electric Illuminating Co., 8.87%, due 11/15/2018 0.00%**
New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 0.00%**
Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 0.00%**
Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 0.00%**
Hartford Financial Services Group, Inc., 5.12%, due 04/15/2022 0.00%**
Apache Corp., 4.25%, due 01/15/2044 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2013-3A, Class B, 2.70%, due 10/20/2030 0.00%**
American International Group, Inc., 8.17%, due 05/15/2068 0.00%**
University of California, Series AD, 4.85%, due 05/15/2112 0.00%**
Sierra Timeshare Receivables Funding LLC, Series 2015-3A, Class A, 2.58%, due 09/20/2032 0.00%**
Futures Contracts, Long, S&P 500® E-Mini Index 0.00%**
Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 0.00%**
HP, Inc., 3.75%, due 12/01/2020 0.00%**
Crown Castle Towers LLC, 3.72%, due 07/15/2043 0.00%**
BCAP LLC Trust, Series 2010-RR1, Class 12A1, 5.25%, due 08/26/2036 0.00%**
Government National Mortgage Association, Interest Only STRIPS, 0.77%, due 02/16/2053 0.00%**
SCE Trust III, Series H, 5.75% 0.00%**
Federal National Mortgage Association, 5.50%, due 01/01/2038 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 07/01/2037 0.00%**
Federal National Mortgage Association, 6.00%, due 06/01/2041 0.00%**
Federal National Mortgage Association, 6.00%, due 02/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2037 0.00%**
Federal National Mortgage Association, 5.50%, due 11/01/2038 0.00%**
Federal National Mortgage Association, 5.50%, due 04/01/2041 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 05/01/2038 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2025 0.00%**
Federal National Mortgage Association, 4.50%, due 07/01/2025 0.00%**
Federal National Mortgage Association, 6.00%, due 09/01/2040 0.00%**
Nexen Energy ULC, 5.87%, due 03/10/2035 0.00%**
Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2024 0.00%**
Federal National Mortgage Association, 6.00%, due 12/01/2038 0.00%**
Federal National Mortgage Association, 6.00%, due 10/01/2038 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 11/01/2018 0.00%**
Federal National Mortgage Association, 6.00%, due 03/01/2038 0.00%**
Federal Home Loan Mortgage Corp., 5.50%, due 09/01/2018 0.00%**
Net Other Assets (Liabilities) -3.97%**