Transamerica

10/31/2018*


Transamerica PIMCO Tactical - Conservative VP

Security Description % of Total Net Assets
U.S. Treasury Note, 2.25%, due 02/15/2027 9.70%
U.S. Treasury Bond, 4.50%, due 08/15/2039 6.92%
U.S. Treasury Note, 1.87%, due 03/31/2022 4.65%
Federal National Mortgage Association, 3.50%, TBA 4.47%
U.S. Treasury Note, 2.25%, due 08/15/2027 4.23%
Federal National Mortgage Association, 3.50%, TBA 3.48%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 2.61%
Federal Home Loan Mortgage Corp., 1.25%, due 10/02/2019 2.57%
U.S. Treasury Note, 2.37%, due 05/15/2027 1.71%
U.S. Treasury Bond, 4.37%, due 11/15/2039 1.64%
U.S. Treasury Note, 1.87%, due 04/30/2022 1.54%
U.S. Treasury Bond, 4.25%, due 05/15/2039 1.37%
U.S. Treasury Inflation-Indexed Note, 0.50%, due 01/15/2028 1.23%
Swap Agreement, Pay, 3-Month USD-LIBOR 1.23%
Qatar Government International Bond, 2.37%, due 06/02/2021 0.96%
Bank of America Corp., 3.41%, due 12/20/2028 0.81%
Goldman Sachs Group, Inc., Series MTN, 3.85%, due 07/08/2024 0.80%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.78%
U.S. Treasury Bond, 4.37%, due 05/15/2040 0.77%
U.S. Treasury Note, 2.00%, due 12/31/2021 0.76%
U.S. Treasury Note, 1.25%, due 04/30/2019 0.74%
Option Purchased, PUT, S&P 500® Index 0.71%
Morgan Stanley, Series MTN, 5.50%, due 07/24/2020 0.70%
Nationwide Building Society, 3.90%, due 07/21/2025 0.66%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.46%, due 07/23/2022 0.65%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.63%
U.S. Treasury Note, 2.00%, due 11/15/2026 0.61%
Santander UK PLC, 2.37%, due 03/16/2020 0.59%
HSBC USA, Inc., 2.75%, due 08/07/2020 0.58%
BX Trust, Series 2017-APPL, Class A, 3.15%, due 07/15/2034 0.58%
Zimmer Biomet Holdings, Inc., 2.70%, due 04/01/2020 0.57%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.56%
U.S. Treasury Bond, 2.87%, due 11/15/2046 0.54%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.53%
U.S. Treasury Inflation-Indexed Note, 0.75%, due 07/15/2028 0.52%
Tokyo Metropolitan Government, 2.00%, due 05/17/2021 0.51%
Government National Mortgage Association, 2.91%, due 05/20/2066 0.51%
U.S. Treasury Bond, 4.25%, due 11/15/2040 0.48%
Dexia Credit Local SA, 1.87%, due 09/15/2021 0.48%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2048 0.47%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.47%
Japan Finance Organization for Municipalities, 2.12%, due 10/25/2023 0.46%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.42%
Province of Ontario, 1.65%, due 09/27/2019 0.42%
Ford Credit Auto Owner Trust, Series 2016-2, Class A, 2.03%, due 12/15/2027 0.41%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 0.38%
Alexandria Real Estate Equities, Inc., 4.30%, due 01/15/2026 0.38%
Sabine Pass Liquefaction LLC, 5.75%, due 05/15/2024 0.38%
Federal National Mortgage Association, 4.50%, TBA 0.36%
AT&T, Inc., 3.51%, due 06/12/2024 0.36%
Entergy Mississippi, Inc., 2.85%, due 06/01/2028 0.35%
Norwegian Air Shuttle Pass-Through Trust, 4.87%, due 11/10/2029 0.35%
Loomis Sayles CLO II, Ltd., Series 2015-2A, Class A1R, 3.33%, due 04/15/2028 0.35%
Wells Fargo Bank NA, 3.55%, due 08/14/2023 0.35%
DBUBS Mortgage Trust, Series 2017-BRBK, Class A, 3.45%, due 10/10/2034 0.35%
AbbVie, Inc., 3.20%, due 11/06/2022 0.35%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 10/01/2025 0.35%
Lloyds Banking Group PLC, 4.55%, due 08/16/2028 0.34%
Federal Home Loan Mortgage Corp., Series W5FX, Class AFX, 3.21%, due 04/25/2028 0.34%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.33%
U.S. Treasury Bond, 3.00%, due 08/15/2048 0.33%
Metropolitan Life Global Funding I, 2.50%, due 12/03/2020 0.33%
Bayer US Finance II LLC, 4.62%, due 06/25/2038 0.33%
Dryden XXV Senior Loan Fund, Series 2012-25A, Class ARR, 3.33%, due 10/15/2027 0.32%
ING Groep NV, 3.39%, due 10/02/2023 0.32%
Energy Transfer Partners, LP / Regency Energy Finance Corp., 5.87%, due 03/01/2022 0.32%
U.S. Treasury Note, 2.75%, due 04/30/2023 0.32%
DTE Electric Co., 3.70%, due 06/01/2046 0.31%
Zephyrus Capital Aviation Partners LLC, Term Loan, TBD, due 10/15/2038 0.31%
Zephyrus Capital Aviation Partners LLC, Term Loan, 4.60%, due 10/15/2038 0.31%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.31%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A4, 3.37%, due 10/15/2048 0.31%
Digital Realty Trust, LP, 3.95%, due 07/01/2022 0.31%
Bank of Montreal, 1.75%, due 06/15/2021 0.31%
Worldwide Plaza Trust, Series 2017-WWP, Class A, 3.52%, due 11/10/2036 0.31%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.31%
CVP Cascade CLO-1, Ltd., Series 2013-CLO1, Class A1R, 3.58%, due 01/16/2026 0.30%
SMB Private Education Loan Trust, Series 2016-B, Class A2B, 3.72%, due 02/17/2032 0.30%
Sumitomo Mitsui Banking Corp., Series MTN, 2.65%, due 07/23/2020 0.30%
Federal National Mortgage Association REMIC, 3.13%, due 11/25/2039 0.30%
Santander UK Group Holdings PLC, 2.87%, due 10/16/2020 0.30%
Province of Quebec, 2.50%, due 04/20/2026 0.30%
BNP Paribas SA, 3.37%, due 01/09/2025 0.30%
Enterprise Products Operating LLC, 3.70%, due 02/15/2026 0.30%
Federal Home Loan Mortgage Corp. REMIC, 2.45%, due 01/15/2038 0.30%
Citigroup, Inc., 2.05%, due 12/07/2018 0.29%
General Motors Financial Co., Inc., 3.70%, due 11/24/2020 0.29%
Government National Mortgage Association, 2.91%, due 06/20/2066 0.29%
Federal National Mortgage Association, 4.50%, TBA 0.29%
Protective Life Global Funding, 2.70%, due 11/25/2020 0.29%
Pricoa Global Funding I, 2.55%, due 11/24/2020 0.29%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.29%
Jackson National Life Global Funding, 2.60%, due 12/09/2020 0.29%
Halcyon Loan Advisors Funding, Ltd., Series 2014-3A, Class AR, 3.56%, due 10/22/2025 0.28%
BPCE SA, 3.57%, due 09/12/2023 0.28%
Deutsche Bank AG, 3.76%, due 02/04/2021 0.28%
Humana, Inc., 2.85%, due 12/06/2018 0.28%
Federal National Mortgage Association, 3.50%, TBA 0.28%
McDonald's Corp., Series MTN, 3.80%, due 04/01/2028 0.28%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.28%
Electricite de France SA, 3.62%, due 10/13/2025 0.27%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2048 0.27%
Burlington Northern Santa Fe LLC, 4.12%, due 06/15/2047 0.27%
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 0.27%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.25%
BAT Capital Corp., 4.39%, due 08/15/2037 0.25%
Syngenta AG, 2.96%, due 11/23/2018 0.25%
Comcast Corp., 3.03%, due 04/15/2024 0.25%
Volkswagen Group of America Finance LLC, 2.12%, due 05/23/2019 0.25%
Southwestern Electric Power Co., 6.20%, due 03/15/2040 0.24%
Westpac Banking Corp., 2.25%, due 11/09/2020 0.24%
Dell International LLC / EMC Corp., 8.10%, due 07/15/2036 0.24%
Verizon Communications, Inc., 3.37%, due 02/15/2025 0.24%
American Tower Corp., 4.40%, due 02/15/2026 0.24%
Boston Scientific Corp., 3.37%, due 05/15/2022 0.23%
U.S. Treasury Bill, 2.33%, due 01/24/2019 0.22%
Royal Bank of Scotland Group PLC, 8.62%, due 08/15/2021 0.22%
Appalachian Power Co., 3.40%, due 06/01/2025 0.22%
Futures Contracts, Short, U.S. Treasury Bond 0.22%
UBS AG, 4.50%, due 06/26/2048 0.21%
Brixmor Operating Partnership, LP, 3.59%, due 02/01/2022 0.21%
Crown Point CLO, Ltd., Series 2018-5A, Class A, 3.38%, due 07/17/2028 0.21%
Meiji Yasuda Life Insurance Co., 5.10%, due 04/26/2048 0.21%
Principal Life Global Funding II, 2.20%, due 04/08/2020 0.21%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.21%
Comcast Corp., 4.75%, due 03/01/2044 0.21%
Wabtec Corp., 4.15%, due 03/15/2024 0.21%
Kilroy Realty, LP, 4.37%, due 10/01/2025 0.21%
AvalonBay Communities, Inc., Series MTN, 3.45%, due 06/01/2025 0.21%
AT&T, Inc., 5.25%, due 03/01/2037 0.20%
La Hipotecaria El Salvadorian Mortgage Trust, Series 2016-1A, Class A, 3.35%, due 01/15/2046 0.20%
ORIX Corp., 3.25%, due 12/04/2024 0.20%
Mid-America Apartments, LP, 4.00%, due 11/15/2025 0.20%
Bank of America Corp., Series MTN, 2.62%, due 10/19/2020 0.20%
Mitsubishi UFJ Financial Group, Inc., 4.20%, due 03/01/2021 0.20%
American Tower Corp., 3.37%, due 10/15/2026 0.20%
AT&T, Inc., 3.40%, due 05/15/2025 0.19%
Uropa Securities PLC, Series 2008-1, Class A, 1.00%, due 06/10/2059 0.19%
Stichting AK Rabobank Certificaten, 6.50%, due 12/29/2049 0.18%
CenterPoint Energy, Inc., 6.12%, due 09/01/2023 0.18%
Palmer Square Loan Funding, Ltd., Series 2018-4A, Class A1, 3.14%, due 11/15/2026 0.18%
Microsoft Corp., 4.10%, due 02/06/2037 0.18%
Federal National Mortgage Association, 4.00%, due 09/01/2048 0.18%
Zais CLO 1, Ltd., Series 2014-1A, Class A1AR, 3.58%, due 04/15/2028 0.18%
Mountain View CLO, Ltd., Series 2014-1A, Class ARR, 3.23%, due 10/15/2026 0.18%
Campbell Soup Co., 2.85%, due 12/05/2018 0.18%
Hyundai Capital America, 2.50%, due 03/18/2019 0.18%
Barclays PLC, Series MTN, 3.25%, due 02/12/2027 0.18%
Kansas City Southern, 4.95%, due 08/15/2045 0.18%
VEREIT Operating Partnership, LP, 4.62%, due 11/01/2025 0.18%
AT&T, Inc., 4.30%, due 02/15/2030 0.18%
National Australia Bank, Ltd., 1.37%, due 07/12/2019 0.18%
Duke Energy Florida LLC, 3.80%, due 07/15/2028 0.17%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.17%
AEP Texas, Inc., 3.95%, due 06/01/2028 0.17%
Sinopec Group Overseas Development 2018, Ltd., 4.12%, due 09/12/2025 0.17%
IHS Markit, Ltd., 4.75%, due 08/01/2028 0.17%
National Retail Properties, Inc., 4.80%, due 10/15/2048 0.17%
Kuwait International Government Bond, 3.50%, due 03/20/2027 0.17%
Oak Hill Credit Partners X, Ltd., Series 2014-10A, Class AR, 3.59%, due 07/20/2026 0.17%
U.S. Treasury Note, 1.87%, due 07/31/2022 0.17%
Southern California Gas Co., 4.12%, due 06/01/2048 0.17%
Charles Schwab Corp., 5.00%, due 12/01/2027 0.17%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.20%, due 03/15/2028 0.17%
Barclays PLC, 3.65%, due 03/16/2025 0.16%
Abu Dhabi Government International Bond, 3.12%, due 10/11/2027 0.16%
Woodside Finance, Ltd., 3.70%, due 03/15/2028 0.16%
Federal National Mortgage Association, 3.70%, due 09/01/2034 0.16%
Flagship VII, Ltd., Series 2013-7A, Class A1R, 3.58%, due 01/20/2026 0.16%
Amazon.com, Inc., 5.20%, due 12/03/2025 0.16%
Swedbank AB, 2.20%, due 03/04/2020 0.16%
United Airlines Pass-Through Trust, 3.10%, due 04/07/2030 0.16%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.15%
Fidelity National Information Services, Inc., 4.50%, due 10/15/2022 0.15%
AHS Hospital Corp., 5.02%, due 07/01/2045 0.15%
Dolphin Energy, Ltd. LLC, 5.50%, due 12/15/2021 0.15%
Ford Motor Credit Co. LLC, 5.75%, due 02/01/2021 0.15%
State of California, 7.35%, due 11/01/2039 0.15%
Mizuho Financial Group, Inc., 3.33%, due 09/11/2024 0.14%
SASOL Financing USA LLC, 5.87%, due 03/27/2024 0.14%
WP Carey, Inc., 4.60%, due 04/01/2024 0.14%
Sberbank of Russia Via SB Capital SA, 5.18%, due 06/28/2019 0.14%
Lloyds Bank Corporate Markets PLC, 2.90%, due 10/26/2020 0.14%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 5.15%, due 09/20/2029 0.14%
Sumitomo Mitsui Financial Group, Inc., 3.23%, due 10/16/2023 0.14%
Ford Motor Credit Co. LLC, Series MTN, 3.29%, due 09/24/2020 0.14%
International Flavors & Fragrances, Inc., 3.40%, due 09/25/2020 0.14%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 4.73%, due 09/20/2029 0.14%
Fortune Brands Home & Security, Inc., 4.00%, due 06/15/2025 0.14%
AIB Group PLC, 4.75%, due 10/12/2023 0.14%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.14%
Bank of Ireland Group PLC, 4.50%, due 11/25/2023 0.14%
Morgan Stanley, 3.73%, due 04/24/2024 0.14%
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 0.14%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 0.14%
Royal Bank of Scotland Group PLC, 4.89%, due 05/18/2029 0.14%
Penske Truck Leasing Co., LP / PTL Finance Corp., 3.95%, due 03/10/2025 0.14%
Zoetis, Inc., 3.90%, due 08/20/2028 0.14%
Japan Finance Organization for Municipalities, 2.12%, due 04/13/2021 0.14%
Credit Suisse Group AG, 4.28%, due 01/09/2028 0.14%
TransCanada PipeLines, Ltd., 7.62%, due 01/15/2039 0.14%
Barclays PLC, 4.33%, due 01/10/2028 0.13%
Credit Suisse Group AG, 3.86%, due 01/12/2029 0.13%
Citigroup, Inc., 3.17%, due 12/07/2018 0.13%
Shell International Finance BV, 4.00%, due 05/10/2046 0.13%
ERAC USA Finance LLC, 7.00%, due 10/15/2037 0.13%
Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 04/15/2038 0.13%
Northwell Healthcare, Inc., 3.97%, due 11/01/2046 0.13%
U.S. Treasury Bond, 6.25%, due 05/15/2030 0.12%
E.ON International Finance BV, 6.65%, due 04/30/2038 0.12%
Bear Stearns Asset-Backed Securities Trust, Series 2005-SD1, Class 2M2, 3.48%, due 01/25/2045 0.12%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.12%
CVS Health Corp., 4.30%, due 03/25/2028 0.12%
AbbVie, Inc., 2.90%, due 11/06/2022 0.12%
U.S. Treasury Bill, 2.33%, due 01/31/2019 0.12%
PHEAA Student Loan Trust, Series 2016-2A, Class A, 3.23%, due 11/25/2065 0.12%
Federal National Mortgage Association REMIC, 2.85%, due 06/25/2041 0.11%
Duke Energy Corp., 3.95%, due 10/15/2023 0.11%
Colony Starwood Homes Trust, Series 2016-1A, Class A, 3.78%, due 07/17/2033 0.11%
Aggregator of Loans Backed by Assets PLC, Series 2015-1, Class A, 1.97%, due 04/24/2049 0.11%
Constellation Brands, Inc., 4.40%, due 11/15/2025 0.11%
Oaktree CLO, Ltd., Series 2014-2A, Class A1AR, 3.68%, due 10/20/2026 0.11%
Gallatin CLO IX, Ltd., Series 2018-1A, Class A, 3.48%, due 01/21/2028 0.11%
Energy Transfer Partners, LP, 3.04%, due 11/09/2018 0.11%
Marriott International, Inc., 2.52%, due 11/16/2018 0.11%
CHRISTUS Health, 4.34%, due 07/01/2028 0.11%
Flagship CLO, Ltd., Series 2014-8A, Class ARR, 3.28%, due 01/16/2026 0.11%
Figueroa CLO, Ltd., Series 2013-2A, Class A1RR, 3.18%, due 06/20/2027 0.11%
ONE Gas, Inc., 2.07%, due 02/01/2019 0.11%
Pacific Gas & Electric Co., 4.25%, due 08/01/2023 0.11%
Citigroup, Inc., 4.40%, due 06/10/2025 0.11%
American Tower Corp., 4.00%, due 06/01/2025 0.10%
IPALCO Enterprises, Inc., 3.70%, due 09/01/2024 0.10%
Apple, Inc., 3.35%, due 02/09/2027 0.10%
Federal National Mortgage Association, 3.50%, due 06/01/2045 0.10%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.10%
Welltower, Inc., 4.95%, due 09/01/2048 0.10%
Wells Fargo & Co., Series MTN, 3.58%, due 05/22/2028 0.10%
AP Moller - Maersk A/S, 3.87%, due 09/28/2025 0.10%
Federal National Mortgage Association REMIC, 3.03%, due 05/25/2040 0.10%
Concho Resources, Inc., 3.75%, due 10/01/2027 0.10%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.10%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.10%
Principal Life Global Funding II, 3.00%, due 04/18/2026 0.10%
Apple, Inc., 2.90%, due 09/12/2027 0.10%
Avery Point IV CLO, Ltd., Series 2014-1A, Class AR, 3.58%, due 04/25/2026 0.10%
Oracle Corp., 2.95%, due 05/15/2025 0.10%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.10%
Owens Corning, 3.40%, due 08/15/2026 0.10%
Federal Home Loan Mortgage Corp. REMIC, 2.67%, due 09/15/2045 0.10%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.10%
Merrill Lynch Mortgage Investors Trust, Series 2003-B, Class A1, 2.96%, due 04/25/2028 0.09%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.09%
Bay Area Toll Authority, Series S1, 6.91%, due 04/01/2040 0.09%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.93%, due 02/25/2023 0.09%
Babson CLO, Ltd., Series 2014-IIA, Class AR, 3.59%, due 10/17/2026 0.09%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.09%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 0.09%
Manufacturers & Traders Trust Co., 2.25%, due 07/25/2019 0.09%
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.09%
Michigan Tobacco Settlement Finance Authority, Series A, 7.30%, due 06/01/2034 0.08%
GATX Corp., 3.25%, due 09/15/2026 0.08%
FFMLT Trust, Series 2005-FF2, Class M4, 3.16%, due 03/25/2035 0.08%
Hellenic Republic Treasury Bill, 1.26%, due 03/15/2019 0.08%
Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 0.08%
Apple, Inc., 4.65%, due 02/23/2046 0.07%
Qatar Government International Bond, 4.50%, due 01/20/2022 0.07%
Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 0.07%
JPMorgan Chase & Co., 5.99%, due 01/30/2019 0.07%
Unibail-Rodamco SE, Series MTN, 3.20%, due 04/16/2019 0.07%
Export-Import Bank of Korea, 3.01%, due 05/26/2019 0.07%
Odebrecht Drilling Norbe VIII / IX, Ltd., 6.35%, due 12/01/2021 0.07%
Sydney Airport Finance Co. Pty, Ltd., 3.90%, due 03/22/2023 0.07%
Toyota Motor Credit Corp., Series MTN, 1.40%, due 05/20/2019 0.07%
Great-West Lifeco Finance, LP, 4.04%, due 05/17/2028 0.07%
British Airways Pass-Through Trust, 3.80%, due 03/20/2033 0.07%
HCA, Inc., 5.62%, due 09/01/2028 0.07%
Daimler Finance North America LLC, 1.50%, due 07/05/2019 0.07%
Crown Castle International Corp., 4.45%, due 02/15/2026 0.07%
MUFG Bank, Ltd., 2.30%, due 03/05/2020 0.07%
JPMorgan Chase & Co., 3.25%, due 09/23/2022 0.07%
Mitsubishi UFJ Trust & Banking Corp., 2.65%, due 10/19/2020 0.07%
Humana, Inc., 4.80%, due 03/15/2047 0.07%
Alexandria Real Estate Equities, Inc., 4.50%, due 07/30/2029 0.07%
Hackensack Meridian Health, Inc., 4.50%, due 07/01/2057 0.07%
County of Miami-Dade Aviation Revenue, Series C, 3.86%, due 10/01/2029 0.07%
Bank of Montreal, Series MTN, 2.55%, due 11/06/2022 0.07%
Energy Transfer Operating, LP, 4.05%, due 03/15/2025 0.07%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.07%
Berkshire Hathaway Finance Corp., 4.20%, due 08/15/2048 0.07%
Southern Pacific Financing PLC, Series 2005-B, Class A, 0.98%, due 06/10/2043 0.07%
Eni SpA, 4.75%, due 09/12/2028 0.07%
Brighthouse Holdings LLC, 6.50%, due 07/27/2037 0.07%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.07%
Wells Fargo & Co., Series MTN, 3.00%, due 02/19/2025 0.07%
Niagara Mohawk Power Corp., 4.11%, due 11/28/2042 0.07%
Tobacco Settlement Finance Authority, Series A, 7.46%, due 06/01/2047 0.07%
Mylan, Inc., 4.55%, due 04/15/2028 0.07%
Saudi Arabia Government International Bond, 4.62%, due 10/04/2047 0.06%
TransCanada Trust, 5.30%, due 03/15/2077 0.06%
Apple, Inc., 3.75%, due 09/12/2047 0.06%
U.S. Treasury Bill, 2.25%, due 01/03/2019 0.06%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.06%
HSBC USA, Inc., 2.37%, due 11/13/2019 0.06%
Eurosail PLC, Series 2006-4X, Class A3C, 0.96%, due 12/10/2044 0.06%
Voya Financial, Inc., 4.70%, due 01/23/2048 0.06%
County of Baltimore, 3.30%, due 07/01/2046 0.06%
Futures Contracts, Short, 10-Year U.S. Treasury Bond 0.06%
KVK CLO, Ltd., Series 2013-2A, Class AR, 3.58%, due 01/15/2026 0.06%
CHL Mortgage Pass-Through Trust, Series 2004-J3, Class A7, 5.50%, due 05/25/2034 0.06%
Union Pacific Corp., 4.10%, due 09/15/2067 0.06%
General Motors Financial Co., Inc., 3.20%, due 07/13/2020 0.05%
Metropolitan Life Global Funding I, 2.00%, due 04/14/2020 0.05%
California Republic Auto Receivables Trust, Series 2018-1, Class A1, 2.45%, due 07/15/2019 0.05%
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 3.61%, due 09/15/2043 0.05%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.05%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.04%
Federal Realty Investment Trust, 3.62%, due 08/01/2046 0.04%
Uropa Securities PLC, Series 2008-1, Class M1, 1.15%, due 06/10/2059 0.04%
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.04%
Energy Transfer Operating, LP, 7.50%, due 07/01/2038 0.04%
Hellenic Republic Treasury Bill, 1.26%, due 03/15/2019 0.04%
Hellenic Republic Treasury Bill, 1.26%, due 03/15/2019 0.04%
Swap Agreement, Receive, North America Investment Grade Index - Series 25 0.04%
Exelon Generation Co. LLC, 6.25%, due 10/01/2039 0.04%
Tagua Leasing LLC, 1.58%, due 11/16/2024 0.04%
HSBC USA, Inc., 2.94%, due 11/13/2019 0.04%
American Express Credit Corp., Series MTN, 2.80%, due 08/15/2019 0.04%
Apple, Inc., 2.64%, due 05/06/2019 0.04%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.04%
Uropa Securities PLC, Series 2008-1, Class B, 1.55%, due 06/10/2059 0.04%
Metropolitan Life Global Funding I, 2.30%, due 04/10/2019 0.04%
TransCanada PipeLines, Ltd., 5.10%, due 03/15/2049 0.04%
Helios Leasing I LLC, 1.56%, due 09/28/2024 0.04%
Duke Energy Corp., 3.75%, due 04/15/2024 0.04%
United Technologies Corp., 3.95%, due 08/16/2025 0.04%
CVS Health Corp., 4.10%, due 03/25/2025 0.04%
QVC, Inc., 4.85%, due 04/01/2024 0.03%
Santander UK Group Holdings PLC, 3.12%, due 01/08/2021 0.03%
JPMorgan Chase & Co., 3.90%, due 07/15/2025 0.03%
Entergy Louisiana LLC, 3.30%, due 12/01/2022 0.03%
U.S. Treasury Note, 2.12%, due 12/31/2022 0.03%
Alexandria Real Estate Equities, Inc., 3.95%, due 01/15/2027 0.03%
QVC, Inc., 4.45%, due 02/15/2025 0.03%
Uropa Securities PLC, Series 2008-1, Class M2, 1.35%, due 06/10/2059 0.03%
Federal Home Loan Mortgage Corp. REMIC, 2.67%, due 02/15/2041 0.03%
Travelers Cos., Inc., 3.75%, due 05/15/2046 0.03%
American Airlines Pass-Through Trust, 3.25%, due 04/15/2030 0.03%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.03%
Wells Fargo & Co., Series MTN, 2.55%, due 12/07/2020 0.03%
Sky PLC, 3.12%, due 11/26/2022 0.03%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.03%
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.03%
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.02%
MortgageIT Trust, Series 2005-2, Class 1A1, 2.80%, due 05/25/2035 0.02%
Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 0.02%
Goldman Sachs Group, Inc., 3.75%, due 05/22/2025 0.02%
Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS, Series 2013-C8, Class XA, 0.99%, due 12/15/2048 0.02%
CVS Health Corp., 4.78%, due 03/25/2038 0.02%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.00%, due 03/25/2028 0.02%
Futures Contracts, Short, 90-Day Eurodollar 0.01%
S&P Global, Inc., 4.40%, due 02/15/2026 0.01%
AT&T, Inc., 3.31%, due 06/30/2020 0.01%
Thermo Fisher Scientific, Inc., 3.30%, due 02/15/2022 0.01%
Intercontinental Exchange, Inc., 2.75%, due 12/01/2020 0.01%
Energy Transfer Operating, LP, 4.75%, due 01/15/2026 0.01%
Chubb INA Holdings, Inc., 3.35%, due 05/03/2026 0.01%
Swap Agreement, Receive, North America Investment Grade Index - Series 31 0.01%
Continental Airlines Pass-Through Trust, 4.00%, due 04/29/2026 0.01%
U.S. Treasury Bill, 2.33%, due 01/24/2019 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 1.55%, due 01/15/2038 0.01%
Utah State Board of Regents, Series 1, 3.03%, due 12/26/2031 0.01%
Zimmer Biomet Holdings, Inc., 3.15%, due 04/01/2022 0.01%
Lazard Group LLC, 3.75%, due 02/13/2025 0.01%
Zimmer Biomet Holdings, Inc., 3.55%, due 04/01/2025 0.01%
Continental Airlines Pass-Through Trust, 5.50%, due 04/29/2022 0.01%
Northstar Education Finance, Inc., Series 2012-1, Class A, 2.98%, due 12/26/2031 0.01%
First American Financial Corp., 4.60%, due 11/15/2024 0.01%
Reynolds American, Inc., 4.00%, due 06/12/2022 0.01%
Masco Corp., 4.45%, due 04/01/2025 0.01%
Prologis, LP, 3.75%, due 11/01/2025 0.01%
Kraft Heinz Foods Co., 3.50%, due 07/15/2022 0.01%
BAT International Finance PLC, 3.50%, due 06/15/2022 0.01%
Owens Corning, 4.20%, due 12/01/2024 0.01%
XLIT, Ltd., 4.45%, due 03/31/2025 0.01%
Flex, Ltd., 4.75%, due 06/15/2025 0.01%
Marsh & McLennan Cos., Inc., 3.75%, due 03/14/2026 0.01%
American Water Capital Corp., 3.40%, due 03/01/2025 0.01%
Aetna, Inc., 3.50%, due 11/15/2024 0.01%
Woodside Finance, Ltd., 3.65%, due 03/05/2025 0.01%
Comcast Corp., 4.40%, due 08/15/2035 0.01%
Sydney Airport Finance Co. Pty, Ltd., 3.37%, due 04/30/2025 0.01%
Pacific Gas & Electric Co., 3.50%, due 06/15/2025 0.01%
MetLife, Inc., 4.05%, due 03/01/2045 0.01%
Futures Contracts, Short, Euro OAT Index 0.01%
MUFG Americas Holdings Corp., 2.25%, due 02/10/2020 0.01%
Synchrony Financial, 2.70%, due 02/03/2020 0.01%
Banc of America Mortgage Trust, Series 2004-D, Class 2A2, 4.19%, due 05/25/2034 0.01%
Bear Stearns Alt-A Trust, Series 2005-5, Class 1A1, 2.72%, due 07/25/2035 0.00%**
SMB Private Education Loan Trust, Series 2016-C, Class A1, 2.82%, due 11/15/2023 0.00%**
ERAC USA Finance LLC, 4.50%, due 02/15/2045 0.00%**
Futures Contracts, Short, 90-Day Eurodollar 0.00%**
Swap Agreement, Receive, North America Investment Grade Index - Series 26 0.00%**
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA8 0.00%**
Swap Agreement, Pay, 3-Month USD-LIBOR 0.00%**
Baxalta, Inc., 3.60%, due 06/23/2022 0.00%**
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.00%**
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA9 0.00%**
U.S. Treasury Bill, 2.27%, due 01/03/2019 0.00%**
Gemgarto PLC, Series 2015-1, Class A, 1.75%, due 02/16/2047 0.00%**
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.00%**
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.00%**
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 31 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 31 0.00%**
Futures Contracts, Short, German Euro Bund Index 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 31 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 31 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 31 0.00%**
Swap Agreement, Pay, 6-Month JPY-LIBOR 0.00%**
Swaption Written, PUT, North America Investment Grade Index - Series 31 0.00%**
Swaption Written, PUT, 10-Year 0.00%**
Futures Contracts, Long, 90-Day Eurodollar 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.01%**
Swaption Written, CALL, 2-Year -0.01%**
Swap Agreement, Receive, iShares MSCI EAFE ETF -0.01%**
Swaption Written, PUT, 10-Year -0.01%**
Swaption Written, CALL, 2-Year -0.02%**
Swap Agreement, Pay, 6-Month GBP-LIBOR -0.02%**
Futures Contracts, Long, 90-Day Eurodollar -0.02%**
Swaption Written, CALL, 1-Year -0.04%**
Swaption Written, PUT, 5-Year -0.04%**
Futures Contracts, Long, 90-Day Eurodollar -0.05%**
Swaption Written, CALL, 1-Year -0.06%**
Futures Contracts, Long, 5-Year U.S. Treasury Note -0.06%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.10%**
Futures Contracts, Long, U.S. Treasury Bond -0.11%**
Swaption Written, CALL, 1-Year -0.13%**
Swap Agreement, Receive, iShares MSCI EAFE ETF -0.46%**
Futures Contracts, Long, E-Mini Russell 2000® Index -0.66%**
Futures Contracts, Long, S&P 500® E-Mini Index -1.92%**
Net Other Assets (Liabilities) -10.05%**

The information, data, analyses, and opinions contained herein may include, or be derived from, information provided by the sub-adviser to the fund as of the date specified and are provided solely for informational purposes and therefore are not an offer to buy or sell a security. There is no assurance that the securities are held beyond the indicated date and as a result data may vary.