Transamerica

08/31/2018*


Transamerica PIMCO Tactical - Balanced VP

Security Description % of Total Net Assets
U.S. Treasury Note, 2.25%, due 02/15/2027 8.03%
U.S. Treasury Bond, 4.50%, due 08/15/2039 6.39%
Federal National Mortgage Association, 3.50%, TBA 5.81%
U.S. Treasury Note, 1.87%, due 03/31/2022 5.13%
U.S. Treasury Note, 2.25%, due 08/15/2027 2.89%
Federal Home Loan Mortgage Corp., 1.25%, due 10/02/2019 2.24%
Futures Contracts, Long, S&P 500® E-Mini Index 1.86%
Federal Home Loan Mortgage Corp., 2.37%, due 01/13/2022 1.68%
U.S. Treasury Note, 1.87%, due 04/30/2022 1.04%
U.S. Treasury Bond, 4.25%, due 05/15/2039 0.96%
U.S. Treasury Bond, 3.12%, due 05/15/2048 0.94%
U.S. Treasury Inflation-Indexed Bond, 0.50%, due 01/15/2028 0.89%
U.S. Treasury Note, 2.37%, due 05/15/2027 0.85%
Bank of America Corp., 3.41%, due 12/20/2028 0.80%
Goldman Sachs Group, Inc., Series MTN, 3.85%, due 07/08/2024 0.74%
U.S. Treasury Note, 2.00%, due 12/31/2021 0.71%
U.S. Treasury Bond, 2.75%, due 08/15/2047 0.70%
Morgan Stanley, Series MTN, 5.50%, due 07/24/2020 0.67%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.65%
Qatar Government International Bond, 2.37%, due 06/02/2021 0.63%
U.S. Treasury Note, 2.87%, due 05/15/2028 0.58%
Option Purchased, PUT, S&P 500® 0.57%
U.S. Treasury Note, 1.25%, due 04/30/2019 0.53%
Santander UK PLC, 2.37%, due 03/16/2020 0.53%
Nationwide Building Society, 3.90%, due 07/21/2025 0.50%
Federal National Mortgage Association REMIC, 2.91%, due 11/25/2039 0.45%
Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 0.44%
U.S. Treasury Note, 2.75%, due 05/31/2023 0.42%
U.S. Treasury Bill, 2.05%, due 11/08/2018 0.42%
Government National Mortgage Association, 2.89%, due 05/20/2066 0.41%
BX Trust, Series 2017-APPL, Class A, 2.94%, due 07/15/2034 0.41%
Tokyo Metropolitan Government, 2.00%, due 05/17/2021 0.40%
Comcast Corp., 4.75%, due 03/01/2044 0.38%
Dexia Credit Local SA, 1.87%, due 09/15/2021 0.38%
U.S. Treasury Inflation-Indexed Bond, 0.75%, due 07/15/2028 0.38%
AT&T, Inc., 3.20%, due 06/12/2024 0.38%
Westpac Banking Corp., 2.25%, due 11/09/2020 0.37%
U.S. Treasury Bond, 3.00%, due 02/15/2048 0.37%
Japan Finance Organization for Municipalities, 2.12%, due 10/25/2023 0.36%
U.S. Treasury Bill, 2.01%, due 10/18/2018 0.35%
Federal Home Loan Mortgage Corp., 4.50%, due 08/01/2048 0.35%
Ford Credit Auto Owner Trust, Series 2016-2, Class A, 2.03%, due 12/15/2027 0.33%
Volkswagen Group of America Finance LLC, 2.12%, due 05/23/2019 0.33%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.46%, due 07/23/2022 0.32%
U.S. Treasury Inflation-Indexed Bond, 1.00%, due 02/15/2046 0.31%
Energy Transfer Partners, LP / Regency Energy Finance Corp., 4.50%, due 11/01/2023 0.30%
Digital Realty Trust, LP, 3.95%, due 07/01/2022 0.29%
Sabine Pass Liquefaction LLC, 5.75%, due 05/15/2024 0.29%
U.S. Treasury Note, 2.75%, due 04/30/2023 0.28%
Metropolitan Life Global Funding I, 2.50%, due 12/03/2020 0.28%
Sumitomo Mitsui Banking Corp., Series MTN, 2.65%, due 07/23/2020 0.28%
HSBC USA, Inc., 2.75%, due 08/07/2020 0.28%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.28%
Norwegian Air Shuttle Pass-Through Trust, 4.87%, due 11/10/2029 0.27%
SMB Private Education Loan Trust, Series 2016-B, Class A2B, 3.51%, due 02/17/2032 0.27%
U.S. Treasury Bond, 4.37%, due 11/15/2039 0.27%
Crown Castle International Corp., 5.25%, due 01/15/2023 0.26%
Federal Home Loan Mortgage Corp., Series W5FX, Class AFX, 3.33%, due 04/25/2028 0.26%
Verizon Communications, Inc., 4.32%, due 09/21/2028 0.26%
Santander UK Group Holdings PLC, 2.87%, due 10/16/2020 0.26%
Province of Quebec, 2.50%, due 04/20/2026 0.26%
Zimmer Biomet Holdings, Inc., 2.70%, due 04/01/2020 0.26%
Federal Home Loan Mortgage Corp. REMIC, 2.44%, due 01/15/2038 0.25%
General Motors Financial Co., Inc., 3.70%, due 11/24/2020 0.25%
Loomis Sayles CLO II, Ltd., Series 2015-2A, Class A1R, 3.23%, due 04/15/2028 0.25%
DBUBS Mortgage Trust, Series 2017-BRBK, Class A, 3.45%, due 10/10/2034 0.25%
National Australia Bank, Ltd., 1.37%, due 07/12/2019 0.25%
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class A4, 3.37%, due 10/15/2048 0.25%
Protective Life Global Funding, 2.70%, due 11/25/2020 0.25%
Pricoa Global Funding I, 2.55%, due 11/24/2020 0.25%
Bayer US Finance II LLC, 4.62%, due 06/25/2038 0.25%
U.S. Treasury Bond, 2.87%, due 11/15/2046 0.24%
Jackson National Life Global Funding, 2.60%, due 12/09/2020 0.24%
Bank of Montreal, 1.75%, due 06/15/2021 0.24%
Barclays Bank PLC, 1.94%, due 09/04/2018 0.24%
Government National Mortgage Association, 2.89%, due 06/20/2066 0.23%
Electricite de France SA, 3.62%, due 10/13/2025 0.23%
Worldwide Plaza Trust, Series 2017-WWP, Class A, 3.52%, due 11/10/2036 0.23%
Japan Finance Organization for Municipalities, 2.12%, due 04/13/2021 0.23%
Boston Scientific Corp., 3.37%, due 05/15/2022 0.22%
Appalachian Power Co., 3.40%, due 06/01/2025 0.22%
Dryden XXV Senior Loan Fund, Series 2012-25A, Class ARR, 3.23%, due 10/15/2027 0.22%
McDonald's Corp., Series MTN, 3.80%, due 04/01/2028 0.22%
Lloyds Banking Group PLC, 4.55%, due 08/16/2028 0.22%
Pacific Life Insurance Co., 4.30%, due 10/24/2067 0.22%
CVP Cascade CLO-1, Ltd., Series 2013-CLO1, Class A1R, 3.48%, due 01/16/2026 0.21%
U.S. Treasury Bond, 4.37%, due 05/15/2041 0.21%
BNP Paribas SA, 3.37%, due 01/09/2025 0.21%
Verizon Communications, Inc., 4.52%, due 09/15/2048 0.21%
American Tower Corp., 3.37%, due 10/15/2026 0.21%
Citigroup, Inc., 3.17%, due 12/07/2018 0.21%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.45%, due 10/01/2025 0.20%
Dell International LLC / EMC Corp., 8.10%, due 07/15/2036 0.20%
Halcyon Loan Advisors Funding, Ltd., Series 2014-3A, Class AR, 3.44%, due 10/22/2025 0.20%
Burlington Northern Santa Fe LLC, 4.12%, due 06/15/2047 0.20%
Principal Life Global Funding II, 2.20%, due 04/08/2020 0.20%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.20%
American Tower Corp., 4.00%, due 06/01/2025 0.19%
Southwestern Electric Power Co., 6.20%, due 03/15/2040 0.19%
Oracle Corp., 2.95%, due 05/15/2025 0.19%
BAT Capital Corp., 4.39%, due 08/15/2037 0.19%
Entergy Mississippi, Inc., 2.85%, due 06/01/2028 0.19%
Citigroup, Inc., 4.40%, due 06/10/2025 0.19%
Province of Ontario, 1.65%, due 09/27/2019 0.19%
La Hipotecaria El Salvadorian Mortgage Trust, Series 2016-1A, Class A, 3.35%, due 01/15/2046 0.19%
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/2047 0.19%
Swedbank AB, 2.20%, due 03/04/2020 0.18%
Futures Contracts, Long, Russell 2000® Mini Index 0.18%
Barclays PLC, 3.65%, due 03/16/2025 0.18%
AT&T, Inc., 4.30%, due 02/15/2030 0.17%
Wells Fargo Bank NA, 3.55%, due 08/14/2023 0.17%
Federal National Mortgage Association REMIC, 2.63%, due 06/25/2041 0.17%
Syngenta AG, 2.96%, due 11/23/2018 0.17%
Royal Bank of Scotland Group PLC, 8.62%, due 08/15/2021 0.17%
U.S. Treasury Note, 1.87%, due 07/31/2022 0.17%
U.S. Treasury Note, 2.25%, due 11/15/2027 0.16%
Mitsubishi UFJ Financial Group, Inc., 4.20%, due 03/01/2021 0.16%
CenterPoint Energy, Inc., 6.12%, due 09/01/2023 0.16%
Republic Services, Inc., 3.55%, due 06/01/2022 0.16%
Progress Residential Trust, Series 2016-SFR1, Class A, 3.56%, due 09/17/2033 0.16%
Uropa Securities PLC, Series 2008-1, Class A, 0.82%, due 06/10/2059 0.15%
Flagship VII, Ltd., Series 2013-7A, Class A1R, 3.46%, due 01/20/2026 0.15%
Futures Contracts, Short, 90-Day Eurodollar 0.15%
Stichting AK Rabobank Certificaten, 6.50%, due 12/29/2049 0.15%
Verizon Communications, Inc., 3.37%, due 02/15/2025 0.15%
UBS AG, 4.50%, due 06/26/2048 0.15%
Federal National Mortgage Association, 3.70%, due 09/01/2034 0.15%
Federal Home Loan Mortgage Corp. REMIC, 2.46%, due 09/15/2045 0.15%
Bank of America Corp., Series MTN, 2.62%, due 10/19/2020 0.15%
Meiji Yasuda Life Insurance Co., 5.10%, due 04/26/2048 0.14%
Southern California Gas Co., 4.12%, due 06/01/2048 0.14%
Federal National Mortgage Association REMIC, 2.81%, due 05/25/2040 0.14%
Independence Plaza Trust, Series 2018-INDP, Class A, 3.76%, due 07/10/2035 0.14%
Wells Fargo & Co., 2.73%, due 09/14/2018 0.14%
Crown Point CLO, Ltd., Series 2018-5A, Class A, 3.27%, due 07/17/2028 0.14%
ONE Gas, Inc., 2.07%, due 02/01/2019 0.14%
AT&T, Inc., 5.25%, due 03/01/2037 0.14%
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.75%, due 02/25/2023 0.14%
ORIX Corp., 3.25%, due 12/04/2024 0.14%
Denali Capital CLO XI, Ltd., Series 2015-1A, Class A1R, 3.49%, due 04/20/2027 0.13%
Fidelity National Information Services, Inc., 4.50%, due 10/15/2022 0.13%
Microsoft Corp., 4.10%, due 02/06/2037 0.13%
United Airlines Pass-Through Trust, 2.87%, due 04/07/2030 0.13%
United Airlines Pass-Through Trust, 3.10%, due 04/07/2030 0.13%
U.S. Treasury Bill, 1.96%, due 10/11/2018 0.13%
WP Carey, Inc., 4.60%, due 04/01/2024 0.13%
E.ON International Finance BV, 6.65%, due 04/30/2038 0.13%
Duke Energy Florida LLC, 3.80%, due 07/15/2028 0.13%
IHS Markit, Ltd., 4.75%, due 08/01/2028 0.13%
AEP Texas, Inc., 3.95%, due 06/01/2028 0.13%
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 0.13%
Alexandria Real Estate Equities, Inc., 4.30%, due 01/15/2026 0.13%
Export-Import Bank of Korea, 3.01%, due 05/26/2019 0.13%
Oak Hill Credit Partners X, Ltd., Series 2014-10A, Class AR, 3.47%, due 07/20/2026 0.13%
Brixmor Operating Partnership, LP, 3.36%, due 02/01/2022 0.13%
Hyundai Capital America, 2.50%, due 03/18/2019 0.13%
Mountain View CLO, Ltd., Series 2014-1A, Class ARR, 3.13%, due 10/15/2026 0.13%
Arrow Electronics, Inc., 2.79%, due 09/25/2018 0.13%
Zoetis, Inc., 3.90%, due 08/20/2028 0.13%
Toyota Motor Credit Corp., Series MTN, 1.40%, due 05/20/2019 0.12%
Daimler Finance North America LLC, 1.50%, due 07/05/2019 0.12%
Kuwait International Government Bond, 3.50%, due 03/20/2027 0.12%
Shell International Finance BV, 4.00%, due 05/10/2046 0.12%
Charles Schwab Corp., 5.00%, due 12/01/2027 0.12%
Charter Communications Operating LLC / Charter Communications Operating Capital, 4.20%, due 03/15/2028 0.12%
Manufacturers & Traders Trust Co., 2.25%, due 07/25/2019 0.12%
Qatar Government International Bond, 4.50%, due 01/20/2022 0.11%
U.S. Treasury Note, 1.37%, due 05/31/2021 0.11%
Alexandria Real Estate Equities, Inc., 4.50%, due 07/30/2029 0.11%
American Express Credit Corp., Series MTN, 2.80%, due 08/15/2019 0.11%
COMM Mortgage Trust, Series 2018-HOME, Class A, 3.81%, due 04/10/2033 0.11%
Southern Pacific Financing PLC, Series 2005-B, Class A, 0.80%, due 06/10/2043 0.11%
Oaktree CLO, Ltd., Series 2014-2A, Class A1AR, 3.56%, due 10/20/2026 0.11%
Thomson Reuters Corp., 2.44%, due 10/01/2018 0.11%
Arrow Electronics, Inc., 2.79%, due 09/28/2018 0.11%
Pioneer Natural Resources Co., 7.50%, due 01/15/2020 0.11%
AHS Hospital Corp., 5.02%, due 07/01/2045 0.11%
Woodside Finance, Ltd., 3.70%, due 03/15/2028 0.10%
Colony Starwood Homes Trust, Series 2016-1A, Class A, 3.56%, due 07/17/2033 0.10%
Abu Dhabi Government International Bond, 3.12%, due 10/11/2027 0.10%
Charter Communications Operating LLC / Charter Communications Operating Capital, 5.37%, due 05/01/2047 0.10%
Northwell Healthcare, Inc., 3.97%, due 11/01/2046 0.10%
Berkshire Hathaway Finance Corp., 4.20%, due 08/15/2048 0.10%
Welltower, Inc., 4.95%, due 09/01/2048 0.10%
Avery Point IV CLO, Ltd., Series 2014-1A, Class AR, 3.43%, due 04/25/2026 0.10%
Unibail-Rodamco SE, Series MTN, 3.10%, due 04/16/2019 0.09%
Royal Bank of Scotland Group PLC, 4.89%, due 05/18/2029 0.09%
Carlyle Global Market Strategies CLO, Ltd., Series 2014-5A, Class A1R, 3.47%, due 10/16/2025 0.09%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 4.73%, due 03/20/2025 0.09%
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC, 5.15%, due 09/20/2029 0.09%
Deutsche Bank AG, 4.25%, due 10/14/2021 0.09%
Morgan Stanley, 3.73%, due 04/24/2024 0.09%
CVS Health Corp., 4.30%, due 03/25/2028 0.09%
Penske Truck Leasing Co., LP / PTL Finance Corp., 3.95%, due 03/10/2025 0.09%
Anheuser-Busch InBev Worldwide, Inc., 4.37%, due 04/15/2038 0.09%
IPALCO Enterprises, Inc., 3.70%, due 09/01/2024 0.09%
Barclays PLC, 4.33%, due 01/10/2028 0.09%
Credit Suisse Group AG, 3.86%, due 01/12/2029 0.09%
Saudi Arabia Government International Bond, 4.62%, due 10/04/2047 0.09%
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.09%
PHEAA Student Loan Trust, Series 2016-2A, Class A, 3.01%, due 11/25/2065 0.09%
HSBC USA, Inc., 2.37%, due 11/13/2019 0.09%
Aggregator of Loans Backed by Assets PLC, Series 2015-1, Class A, 1.97%, due 04/24/2049 0.09%
City of Chicago, Series B, 7.04%, due 01/01/2029 0.09%
American Airlines Pass-Through Trust, 3.00%, due 04/15/2030 0.08%
TransCanada PipeLines, Ltd., 7.62%, due 01/15/2039 0.08%
U.S. Treasury Bond, 3.37%, due 05/15/2044 0.08%
BRFkredit A/S, Series MTN, 1.00%, due 10/01/2018 0.08%
Merrill Lynch Mortgage Investors Trust, Series 2003-B, Class A1, 2.74%, due 04/25/2028 0.08%
Kansas City Southern, 4.95%, due 08/15/2045 0.08%
Duke Energy Corp., 3.95%, due 10/15/2023 0.08%
Gallatin CLO IX, Ltd., Series 2018-1A, Class A, Zero Coupon, due 01/21/2028 0.08%
AutoNation, Inc., 2.58%, due 09/05/2018 0.08%
VW Credit, Inc., 2.28%, due 09/24/2018 0.08%
Figueroa CLO, Ltd., Series 2013-2A, Class A1RR, 2.92%, due 06/20/2027 0.08%
APT Pipelines, Ltd., 4.25%, due 07/15/2027 0.08%
Futures Contracts, Short, 90-Day Eurodollar 0.08%
Discovery Communications LLC, 5.00%, due 09/20/2037 0.08%
Wells Fargo & Co., Series MTN, 3.58%, due 05/22/2028 0.08%
Wells Fargo & Co., Series MTN, 3.00%, due 02/19/2025 0.07%
Arrow Electronics, Inc., 3.25%, due 09/08/2024 0.07%
Principal Life Global Funding II, 3.00%, due 04/18/2026 0.07%
Shire Acquisitions Investments Ireland DAC, 3.20%, due 09/23/2026 0.07%
Structured Adjustable Rate Mortgage Loan Trust, Series 2005-4, Class 6A1, 2.30%, due 03/25/2035 0.07%
HSBC USA, Inc., 2.94%, due 11/13/2019 0.07%
Hellenic Republic Treasury Bill, 1.26%, due 03/15/2019 0.07%
Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates, Series 2004-R3, Class M1, 2.84%, due 05/25/2034 0.07%
Kraft Heinz Foods Co., 4.37%, due 06/01/2046 0.07%
Apple, Inc., 4.65%, due 02/23/2046 0.07%
AP Moller - Maersk A/S, 3.87%, due 09/28/2025 0.07%
State of California, 7.35%, due 11/01/2039 0.07%
Dolphin Energy, Ltd. LLC, 5.50%, due 12/15/2021 0.07%
Humana, Inc., 4.80%, due 03/15/2047 0.06%
County of Baltimore, 3.30%, due 07/01/2046 0.06%
Pacific Gas & Electric Co., 4.25%, due 08/01/2023 0.06%
KVK CLO, Ltd., Series 2013-2A, Class AR, 3.48%, due 01/15/2026 0.06%
Apple, Inc., 2.64%, due 05/06/2019 0.06%
Sberbank of Russia Via SB Capital SA, 5.18%, due 06/28/2019 0.06%
Flagship CLO, Ltd., Series 2014-8A, Class ARR, 3.18%, due 01/16/2026 0.06%
Babson CLO, Ltd., Series 2014-IIA, Class AR, 3.48%, due 10/17/2026 0.06%
British Airways Pass-Through Trust, 3.80%, due 03/20/2033 0.06%
Apple, Inc., 3.35%, due 02/09/2027 0.06%
Lloyds Banking Group PLC, 4.37%, due 03/22/2028 0.06%
Crown Castle International Corp., 4.45%, due 02/15/2026 0.06%
California Republic Auto Receivables Trust, Series 2018-1, Class A1, 2.45%, due 07/15/2019 0.06%
Wells Fargo & Co., 2.50%, due 03/04/2021 0.06%
Energy Transfer Partners, LP, 4.05%, due 03/15/2025 0.06%
Mylan, Inc., 4.55%, due 04/15/2028 0.06%
Futures Contracts, Short, 90-Day Eurodollar 0.06%
Apple, Inc., 3.20%, due 05/11/2027 0.06%
Michigan Tobacco Settlement Finance Authority, Series A, 7.30%, due 06/01/2034 0.06%
U.S. Treasury Note, 1.75%, due 01/31/2023 0.06%
Eurosail PLC, Series 2006-4X, Class A3C, 0.78%, due 12/10/2044 0.06%
Northrop Grumman Corp., 2.93%, due 01/15/2025 0.06%
Apple, Inc., 2.90%, due 09/12/2027 0.06%
ERAC USA Finance LLC, 7.00%, due 10/15/2037 0.06%
Federal National Mortgage Association, 3.50%, due 06/01/2045 0.06%
Owens Corning, 3.40%, due 08/15/2026 0.06%
GATX Corp., 3.25%, due 09/15/2026 0.06%
Sumitomo Mitsui Financial Group, Inc., 2.63%, due 07/14/2026 0.06%
MUFG Bank, Ltd., 2.30%, due 03/05/2020 0.05%
FFMLT Trust, Series 2005-FF2, Class M4, 2.94%, due 03/25/2035 0.05%
General Motors Financial Co., Inc., 3.20%, due 07/13/2020 0.05%
Mead Johnson Nutrition Co., 4.60%, due 06/01/2044 0.05%
Hackensack Meridian Health, Inc., 4.50%, due 07/01/2057 0.05%
Great-West Lifeco Finance, LP, 4.04%, due 05/17/2028 0.05%
Welltower, Inc., 3.95%, due 09/01/2023 0.05%
Export-Import Bank of Korea, Series MTN, 1.92%, due 02/24/2020 0.05%
HCA, Inc., 5.62%, due 09/01/2028 0.05%
Citizens Bank NA, Series MTN, 2.30%, due 12/03/2018 0.05%
Jackson National Life Global Funding, 2.30%, due 04/16/2019 0.05%
Dukinfield PLC, Series 1, Class A, 1.80%, due 08/15/2045 0.05%
Futures Contracts, Short, 90-Day Eurodollar 0.05%
Alexandria Real Estate Equities, Inc., 3.95%, due 01/15/2027 0.05%
Federal Home Loan Mortgage Corp. REMIC, 2.46%, due 02/15/2041 0.05%
BlueMountain CLO, Ltd., Series 2013-3A, Class AR, 3.22%, due 10/29/2025 0.05%
QVC, Inc., 4.45%, due 02/15/2025 0.05%
TransCanada Trust, 5.30%, due 03/15/2077 0.05%
Brighthouse Holdings LLC, 6.50%, due 07/27/2037 0.05%
Shire Acquisitions Investments Ireland DAC, 2.87%, due 09/23/2023 0.05%
Apple, Inc., 3.75%, due 09/12/2047 0.04%
Los Angeles Community College District, 6.60%, due 08/01/2042 0.04%
Bay Area Toll Authority, Series S1, 6.91%, due 04/01/2040 0.04%
Swaption Purchased, CALL, 1-Year 0.04%
Voya Financial, Inc., 4.70%, due 01/23/2048 0.04%
Federal Home Loan Mortgage Corp., Interest Only STRIPS, 3.82%, due 09/15/2043 0.04%
Union Pacific Corp., 4.10%, due 09/15/2067 0.04%
Metropolitan Life Global Funding I, 2.00%, due 04/14/2020 0.04%
Federal National Mortgage Association, 4.50%, due 03/01/2039 0.04%
U.S. Treasury Bill, 2.05%, due 11/08/2018 0.04%
Federal National Mortgage Association, 4.50%, due 10/01/2041 0.04%
Tobacco Settlement Finance Authority, Series A, 7.46%, due 06/01/2047 0.04%
Burlington Northern Santa Fe LLC, 5.15%, due 09/01/2043 0.04%
Uropa Securities PLC, Series 2008-1, Class M1, 0.97%, due 06/10/2059 0.03%
Federal Realty Investment Trust, 3.62%, due 08/01/2046 0.03%
JPMorgan Chase & Co., 3.90%, due 07/15/2025 0.03%
Port Authority of New York & New Jersey, 4.45%, due 10/01/2062 0.03%
Reliance Standard Life Global Funding II, 2.15%, due 10/15/2018 0.03%
Qatar Government International Bond, 5.10%, due 04/23/2048 0.03%
General Motors Financial Co., Inc., 3.50%, due 07/10/2019 0.03%
Duke Energy Corp., 3.75%, due 04/15/2024 0.03%
Sky PLC, 3.75%, due 09/16/2024 0.03%
County of Miami-Dade Aviation Revenue, Series C, 3.86%, due 10/01/2029 0.03%
Moody's Corp., 2.75%, due 07/15/2019 0.03%
Imperial Brands Finance PLC, 3.75%, due 07/21/2022 0.03%
Pricoa Global Funding I, 2.20%, due 05/16/2019 0.03%
JPMorgan Chase & Co., 3.25%, due 09/23/2022 0.03%
Santander UK Group Holdings PLC, 3.12%, due 01/08/2021 0.03%
Mitsubishi UFJ Trust & Banking Corp., 2.65%, due 10/19/2020 0.03%
SES SA, 3.60%, due 04/04/2023 0.03%
Amazon.com, Inc., 2.50%, due 11/29/2022 0.03%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.03%
Verizon Communications, Inc., 4.67%, due 03/15/2055 0.03%
Uropa Securities PLC, Series 2008-1, Class B, 1.37%, due 06/10/2059 0.03%
American Airlines Pass-Through Trust, 3.25%, due 04/15/2030 0.03%
Energy Transfer Partners, LP, 7.50%, due 07/01/2038 0.03%
Uropa Securities PLC, Series 2008-1, Class M2, 1.17%, due 06/10/2059 0.03%
AT&T, Inc., 3.26%, due 06/30/2020 0.03%
American Express Credit Corp., Series MTN, 3.12%, due 11/05/2018 0.03%
Swaption Purchased, CALL, 1-Year 0.03%
Wells Fargo & Co., Series MTN, 2.55%, due 12/07/2020 0.02%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.62%, due 07/01/2022 0.02%
SMB Private Education Loan Trust, Series 2016-C, Class A1, 2.61%, due 11/15/2023 0.02%
CVS Health Corp., 4.10%, due 03/25/2025 0.02%
Entergy Louisiana LLC, 3.30%, due 12/01/2022 0.02%
Schneider Electric SE, 2.95%, due 09/27/2022 0.02%
Sempra Energy, 2.87%, due 10/01/2022 0.02%
AT&T, Inc., 3.40%, due 05/15/2025 0.02%
Morgan Stanley, Series MTN, 4.00%, due 07/23/2025 0.02%
Fortune Brands Home & Security, Inc., 4.00%, due 06/15/2025 0.02%
Goldman Sachs Group, Inc., 3.75%, due 05/22/2025 0.02%
Petroleos Mexicanos, 6.00%, due 03/05/2020 0.02%
MortgageIT Trust, Series 2005-2, Class 1A1, 2.58%, due 05/25/2035 0.02%
Hellenic Republic Treasury Bill, 1.08%, due 10/05/2018 0.02%
Hellenic Republic Treasury Bill, 1.08%, due 10/05/2018 0.02%
Hellenic Republic Treasury Bill, 1.08%, due 10/05/2018 0.02%
Hellenic Republic Treasury Bill, 1.26%, due 03/15/2019 0.02%
Hellenic Republic Treasury Bill, 1.26%, due 03/15/2019 0.02%
Moody's Corp., 5.25%, due 07/15/2044 0.02%
Thermo Fisher Scientific, Inc., 3.30%, due 02/15/2022 0.02%
U.S. Treasury Bill, 1.92%, due 09/13/2018 0.02%
Reynolds American, Inc., 4.85%, due 09/15/2023 0.02%
Tagua Leasing LLC, 1.58%, due 11/16/2024 0.02%
Helios Leasing I LLC, 1.56%, due 09/28/2024 0.02%
Energy Transfer Partners, LP, 4.75%, due 01/15/2026 0.02%
United Technologies Corp., 3.95%, due 08/16/2025 0.02%
First American Financial Corp., 4.30%, due 02/01/2023 0.02%
QVC, Inc., 4.85%, due 04/01/2024 0.02%
Reliance Standard Life Global Funding II, 2.50%, due 04/24/2019 0.02%
JB Hunt Transport Services, Inc., 2.40%, due 03/15/2019 0.02%
Allergan Funding SCS, 3.85%, due 06/15/2024 0.02%
CVS Health Corp., 4.78%, due 03/25/2038 0.02%
American Tower Corp., 3.50%, due 01/31/2023 0.02%
Cox Communications, Inc., 3.25%, due 12/15/2022 0.02%
Plains All American Pipeline, LP / PAA Finance Corp., 3.60%, due 11/01/2024 0.02%
Travelers Cos., Inc., 3.75%, due 05/15/2046 0.01%
Chubb INA Holdings, Inc., 3.35%, due 05/03/2026 0.01%
Futures Contracts, Long, 90-Day Eurodollar 0.01%
CVS Pass-Through Trust, 4.16%, due 08/11/2036 0.01%
S&P Global, Inc., 4.40%, due 02/15/2026 0.01%
Federal National Mortgage Association REMIC, Interest Only STRIPS, 3.00%, due 03/25/2028 0.01%
Lazard Group LLC, 3.75%, due 02/13/2025 0.01%
Sky PLC, 3.12%, due 11/26/2022 0.01%
Zimmer Biomet Holdings, Inc., 3.15%, due 04/01/2022 0.01%
Zimmer Biomet Holdings, Inc., 3.55%, due 04/01/2025 0.01%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.01%
U.S. Treasury Bond, 3.00%, due 11/15/2045 0.01%
Federal Home Loan Mortgage Corp. REMIC, Interest Only STRIPS, 1.39%, due 01/15/2038 0.01%
Morgan Stanley Bank of America Merrill Lynch Trust, Interest Only STRIPS, Series 2013-C8, Class XA, 1.13%, due 12/15/2048 0.01%
Federal National Mortgage Association, 4.50%, due 01/01/2039 0.01%
CHL Mortgage Pass-Through Trust, Series 2005-9, Class 1A1, 2.66%, due 05/25/2035 0.01%
Federal National Mortgage Association, 4.50%, due 06/01/2039 0.01%
Utah State Board of Regents, Series 1, 2.81%, due 12/26/2031 0.01%
Swap Agreement, Pay, 6-Month GBP-LIBOR 0.01%
Flex, Ltd., 4.75%, due 06/15/2025 0.01%
Reynolds American, Inc., 4.00%, due 06/12/2022 0.01%
First American Financial Corp., 4.60%, due 11/15/2024 0.01%
Baxalta, Inc., 3.60%, due 06/23/2022 0.01%
Marsh & McLennan Cos., Inc., 3.75%, due 03/14/2026 0.01%
Comcast Corp., 4.40%, due 08/15/2035 0.01%
BAT International Finance PLC, 3.50%, due 06/15/2022 0.01%
Owens Corning, 4.20%, due 12/01/2024 0.01%
Kraft Heinz Foods Co., 3.50%, due 07/15/2022 0.01%
Aetna, Inc., 3.50%, due 11/15/2024 0.01%
Sydney Airport Finance Co. Pty, Ltd., 3.37%, due 04/30/2025 0.01%
Swap Agreement, Pay, 3-Month USD-LIBOR 0.01%
Northstar Education Finance, Inc., Series 2012-1, Class A, 2.76%, due 12/26/2031 0.01%
Futures Contracts, Short, U.S. Treasury Bond 0.01%
Masco Corp., 4.45%, due 04/01/2025 0.01%
Synchrony Financial, 2.70%, due 02/03/2020 0.01%
MUFG Americas Holdings Corp., 2.25%, due 02/10/2020 0.01%
Prologis, LP, 3.75%, due 11/01/2025 0.01%
XLIT, Ltd., 4.45%, due 03/31/2025 0.01%
Woodside Finance, Ltd., 3.65%, due 03/05/2025 0.01%
Continental Airlines Pass-Through Trust, 4.00%, due 04/29/2026 0.01%
ERAC USA Finance LLC, 4.50%, due 02/15/2045 0.01%
Pacific Gas & Electric Co., 3.50%, due 06/15/2025 0.01%
MetLife, Inc., 4.05%, due 03/01/2045 0.01%
Continental Airlines Pass-Through Trust, 5.50%, due 04/29/2022 0.00%**
Fidelity National Information Services, Inc., 3.87%, due 06/05/2024 0.00%**
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.00%**
Federal National Mortgage Association, 4.50%, due 04/01/2028 0.00%**
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA8 0.00%**
Bear Stearns Alt-A Trust, Series 2005-5, Class 1A1, 2.50%, due 07/25/2035 0.00%**
Swap Agreement, Pay, 6-Month JPY-LIBOR 0.00%**
Futures Contracts, Long, U.S. Treasury Bond 0.00%**
Federal National Mortgage Association, 4.50%, due 02/01/2041 0.00%**
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.00%**
Futures Contracts, Short, Euro OAT 0.00%**
Swap Agreement, Receive, North America CMBS Basket Index - Series AAA9 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%**
Option Written, PUT, 10-Year U.S. Treasury Note Futures 0.00%**
Futures Contracts, Long, 5-Year U.S. Treasury Note 0.00%**
Option Written, PUT, 10-Year U.S. Treasury Note Futures 0.00%**
Swaption Written, CALL, 10-Year 0.00%**
Option Written, CALL, 10-Year U.S. Treasury Note Futures 0.00%**
Futures Contracts, Short, German Euro Bund 0.00%**
Option Written, CALL, 10-Year U.S. Treasury Note Futures 0.00%**
Swaption Written, CALL, 10-Year 0.00%**
Swap Agreement, Receive, 3-Month USD-LIBOR 0.00%**
Futures Contracts, Long, 10-Year U.S. Treasury Note -0.01%**
Swap Agreement, Pay, 6-Month GBP-LIBOR -0.02%**
Futures Contracts, Long, 90-Day Eurodollar -0.03%**
Swaption Written, CALL, 1-Year -0.03%**
Swaption Written, CALL, 1-Year -0.05%**
Futures Contracts, Long, 90-Day Eurodollar -0.06%**
Swaption Written, CALL, 1-Year -0.12%**
Swap Agreement, Receive, iShares MSCI EAFE ETF -0.27%**
Swaption Written, PUT, 5-Year -0.30%**
Net Other Assets (Liabilities) 13.22%

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.