Transamerica

02/28/2018*


Transamerica BlackRock Global Allocation VP

Security Description % of Total Net Assets
U.S. Treasury Bill, 1.32%, due 03/15/2018 3.42%
U.S. Treasury Note, 2.37%, due 01/31/2023 3.29%
U.S. Treasury Note, 2.75%, due 02/15/2028 3.09%
U.S. Treasury Note, 2.25%, due 11/15/2027 2.83%
U.S. Treasury Bill, 1.34%, due 03/08/2018 2.71%
U.S. Treasury Note, 2.75%, due 02/28/2025 2.70%
SPDR Gold Shares 2.58%
Apple, Inc. 2.30%
U.S. Treasury Bill, 1.34%, due 03/08/2018 2.20%
U.S. Treasury Note, 2.50%, due 01/31/2025 2.13%
Microsoft Corp. 2.02%
U.S. Treasury Bill, 1.32%, due 03/15/2018 1.94%
Amazon.com, Inc. 1.30%
U.S. Treasury Bill, 1.53%, due 04/12/2018 1.28%
Alphabet, Inc., Class C 1.06%
Comcast Corp., Class A 1.03%
Bank of America Corp. 1.01%
DowDuPont, Inc. 0.94%
Australia Government Bond, 2.75%, due 04/21/2024 0.93%
Koninklijke Philips NV 0.86%
QUALCOMM, Inc. 0.83%
Republic of Poland Government Bond, 2.50%, due 07/25/2027 0.81%
Williams Cos., Inc. 0.77%
Vodafone Group PLC 0.74%
Canada Government Bond, 0.50%, due 08/01/2018 0.74%
Danone SA 0.74%
Bayer AG 0.72%
Morgan Stanley 0.71%
Pfizer, Inc. 0.71%
Air Products & Chemicals, Inc. 0.69%
Facebook, Inc., Class A 0.65%
Brazil Notas do Tesouro Nacional, Series F, 10.00%, due 01/01/2027 0.65%
2-Year Japan Government Bond, 0.10%, due 10/15/2018 0.63%
Nestle SA 0.60%
Innogy SE 0.59%
HCA Healthcare, Inc. 0.58%
Citigroup, Inc. 0.58%
iShares Gold Trust 0.58%
UBS Group AG 0.57%
Gilead Sciences, Inc. 0.56%
Charles Schwab Corp. 0.55%
Brazil Notas do Tesouro Nacional, Series F, 10.00%, due 01/01/2023 0.54%
Anadarko Petroleum Corp. 0.52%
U.S. Treasury Bill, 1.52%, due 04/12/2018 0.51%
U.S. Treasury Bill, 1.55%, due 04/19/2018 0.51%
HSBC Holdings PLC 0.51%
Suzuki Motor Corp. 0.51%
East Japan Railway Co. 0.50%
Anthem, Inc. 0.50%
Alibaba Group Holding, Ltd., ADR 0.49%
Bundesrepublik Deutschland Bundesanleihe, Zero Coupon, due 08/15/2026 0.48%
NextEra Energy, Inc. 0.48%
Sun Hung Kai Properties, Ltd. 0.47%
Shin-Etsu Chemical Co., Ltd. 0.46%
NMC Health PLC 0.46%
O'Reilly Automotive, Inc. 0.46%
Mohawk Industries, Inc. 0.45%
FleetCor Technologies, Inc. 0.45%
United Continental Holdings, Inc. 0.44%
Australia Government Bond, 5.50%, due 04/21/2023 0.44%
2-Year Japan Government Bond, 0.10%, due 03/15/2018 0.44%
Anheuser-Busch InBev SA 0.43%
Sumitomo Mitsui Financial Group, Inc. 0.43%
Japan Airlines Co., Ltd. 0.41%
CVS Health Corp. 0.39%
Mitsubishi Electric Corp. 0.39%
JPMorgan Chase & Co. 0.38%
Australia Government Bond, 5.75%, due 05/15/2021 0.38%
Murata Manufacturing Co., Ltd. 0.38%
Toyota Industries Corp. 0.37%
Royal Dutch Shell PLC, Class A, ADR 0.37%
Bridgestone Corp. 0.36%
General Electric Co. 0.36%
Mexico Bonos, Series M, 8.50%, due 12/13/2018 0.36%
U.S. Treasury Bill, 1.55%, due 04/19/2018 0.36%
Charter Communications, Inc., Class A 0.35%
Tokyo Gas Co., Ltd. 0.35%
Goldman Sachs Group, Inc. 0.34%
Mexico Bonos, Series M, 6.50%, due 06/09/2022 0.34%
Encana Corp. 0.34%
International Business Machines Corp. 0.32%
Zimmer Biomet Holdings, Inc. 0.32%
Cellnex Telecom SA 0.31%
ING Groep NV 0.31%
Denso Corp. 0.31%
U.S. Treasury Bill, 1.55%, due 04/12/2018 0.31%
Mandatory Exchangeable Trust, 5.75% 0.30%
Astellas Pharma, Inc. 0.30%
Nokia OYJ 0.30%
Sempra Energy 0.29%
Rohm Co., Ltd. 0.29%
Royal Dutch Shell PLC, Class A 0.29%
SunTrust Banks, Inc. 0.28%
MetLife, Inc. 0.28%
Hoya Corp. 0.27%
ABN AMRO Group NV, CVA 0.27%
U.S. Treasury Bill, 1.54%, due 04/19/2018 0.27%
Republic of Poland Government Bond, 3.25%, due 07/25/2025 0.26%
Italy Buoni Poliennali del Tesoro, 0.90%, due 08/01/2022 0.26%
Azul SA, ADR 0.25%
Cloudera, Inc. 0.25%
MGM Resorts International 0.25%
Safran SA 0.25%
Brazil Government International Bond, 4.62%, due 01/13/2028 0.25%
Republic of Poland Government Bond, 2.50%, due 07/25/2026 0.25%
Telecom Italia SpA 0.25%
AXA SA 0.25%
Komatsu, Ltd. 0.24%
Enel SpA 0.24%
Pure Storage, Inc., Class A 0.23%
Argentina Republic Government International Bond, 7.82%, due 12/31/2033 0.23%
Ajinomoto Co., Inc. 0.23%
Edgewell Personal Care Co. 0.23%
U.S. Treasury Note, 1.25%, due 12/15/2018 0.23%
Uber Technologies, Inc., 0.00% 0.23%
Chubb, Ltd. 0.22%
Australia Government Bond, 3.00%, due 03/21/2047 0.21%
Tokio Marine Holdings, Inc. 0.21%
Anthem, Inc., 5.25% 0.21%
U.S. Treasury Bill, 1.31%, due 03/22/2018 0.20%
U.S. Treasury Bill, 1.53%, due 04/19/2018 0.20%
U.S. Treasury Bill, 1.30%, due 03/15/2018 0.20%
Marsh & McLennan Cos., Inc. 0.20%
Luxottica Group SpA 0.20%
Nitto Denko Corp. 0.20%
CapitaLand, Ltd. 0.20%
U.S. Treasury Note, 1.12%, due 07/31/2021 0.20%
AT&T, Inc., 3.40%, due 08/14/2024 0.20%
Unibail-Rodamco SE, REIT 0.19%
Bayer Capital Corp. BV, 5.62%, due 11/22/2019 0.19%
Argentina Republic Government International Bond, 5.62%, due 01/26/2022 0.19%
Sanofi 0.19%
Chunghwa Telecom Co., Ltd. 0.19%
Dassault Aviation SA 0.19%
Argentina Republic Government International Bond, 7.50%, due 04/22/2026 0.18%
Canada Government Bond, 0.75%, due 03/01/2021 0.18%
Petroleos Mexicanos, 4.62%, due 09/21/2023 0.18%
WestRock Co. 0.18%
Liberty Broadband Corp., Class C 0.17%
St. Joe Co. 0.17%
Pioneer Natural Resources Co. 0.17%
ETFS Physical Swiss Gold Shares 0.17%
Liberty Global PLC, Class A 0.17%
Lloyds Bank PLC, Series MTN, 13.00%, due 01/21/2029 0.17%
Ei Towers SpA 0.17%
Acadia Healthcare Co., Inc. 0.16%
Quintis, Ltd., 8.75%, due 08/01/2023 0.16%
Brazil Government International Bond, 5.00%, due 01/27/2045 0.16%
Snap, Inc., Class A 0.16%
TripAdvisor, Inc. 0.16%
Asahi Kasei Corp. 0.16%
Italy Buoni Poliennali del Tesoro, 1.85%, due 05/15/2024 0.16%
Liberty Media Corp. - Liberty SiriusXM, Class C 0.16%
Electronic Arts, Inc. 0.16%
Tenet Healthcare Corp. 0.15%
Subaru Corp. 0.15%
Daikin Industries, Ltd. 0.15%
Doosan Bobcat, Inc. 0.15%
Dominion Energy, Inc., Series A, 6.75% 0.15%
HSBC Holdings PLC, 6.37%, due 09/17/2024 0.15%
TJX Cos., Inc. 0.14%
Williams-Sonoma, Inc. 0.14%
KT&G Corp. 0.14%
Berkeley Group Holdings PLC 0.14%
Activision Blizzard, Inc. 0.14%
Schlumberger, Ltd. 0.14%
Crown Castle International Corp., Series A, 6.87% 0.14%
Fortune Brands Home & Security, Inc. 0.14%
Toray Industries, Inc. 0.14%
Ube Industries, Ltd. 0.14%
Vodafone Group PLC, ADR 0.14%
Global Payments, Inc. 0.13%
NextEra Energy Partners, LP 0.13%
West Japan Railway Co. 0.13%
Aisin Seiki Co., Ltd. 0.13%
Kubota Corp. 0.13%
Argentina Republic Government International Bond, 6.87%, due 01/26/2027 0.12%
Apple, Inc., 3.35%, due 02/09/2027 0.12%
Dropbox, Inc., 0.00% 0.12%
Koito Manufacturing Co., Ltd. 0.12%
Argentina Republic Government International Bond, 5.87%, due 01/11/2028 0.12%
Argentina Republic Government International Bond, 3.37%, due 01/15/2023 0.12%
EQT Corp. 0.12%
Apple, Inc., 3.20%, due 05/11/2027 0.12%
GEA Group AG 0.12%
Procter & Gamble Co. 0.11%
Sumitomo Electric Industries, Ltd. 0.11%
RAI Way SpA 0.11%
Biogen, Inc. 0.11%
AT&T, Inc., 3.00%, due 06/30/2022 0.11%
Kyushu Railway Co. 0.11%
U.S. Treasury Bill, 1.55%, due 04/19/2018 0.10%
GMAC Capital Trust I, Series 2, 7.62% 0.10%
Hilton Worldwide Finance LLC, Term Loan B2, 3.62%, due 10/25/2023 0.09%
Liberty Media Corp. - Liberty SiriusXM, Class A 0.09%
Dana Gas Sukuk, Ltd., 7.00%, due 10/31/2017 0.09%
Citigroup Capital XIII, 8.13% 0.09%
Citigroup, Inc., 5.87%, due 03/27/2020 0.09%
Taiwan Mobile Co., Ltd. 0.09%
Siloam International Hospitals Tbk PT 0.09%
Brilliance China Automotive Holdings, Ltd. 0.09%
DISH Network Corp., Class A 0.08%
Petroleos Mexicanos, 5.18%, due 03/11/2022 0.08%
Amorepacific Corp. 0.08%
Hitachi Chemical Co., Ltd. 0.08%
Goldman Sachs Group, Inc., 5.37%, due 05/10/2020 0.08%
NOS SGPS SA 0.08%
Renesas Electronics Corp. 0.08%
Welltower, Inc., Series I, 6.50% 0.08%
ETFS Physical Palladium Shares 0.08%
Danone SA, 2.58%, due 11/02/2023 0.07%
Telecom Italia SpA, 5.30%, due 05/30/2024 0.07%
Far EasTone Telecommunications Co., Ltd. 0.07%
Becton Dickinson and Co., 3.12%, due 11/08/2021 0.07%
Allergan Funding SCS, 3.45%, due 03/15/2022 0.07%
Brazil Government International Bond, 5.62%, due 02/21/2047 0.07%
GW Pharmaceuticals PLC, ADR 0.07%
Option Purchased, CALL, EUR vs. USD 0.06%
ETFS Physical Platinum Shares 0.06%
NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 0.06%
Export-Import Bank of Korea, 2.62%, due 12/30/2020 0.06%
Palantir Technologies, Inc., 0.00% 0.06%
Intelsat Jackson Holdings SA, 7.50%, due 04/01/2021 0.06%
Becton Dickinson and Co., 2.89%, due 06/06/2022 0.06%
PTT Global Chemical PCL 0.05%
Liberty Broadband Corp., Class A 0.05%
TESARO, Inc. 0.05%
Morgan Stanley, 5.45%, due 07/15/2019 0.05%
UnitedHealth Group, Inc. 0.05%
Advanced Info Service PCL 0.05%
Mastercard, Inc., Class A 0.05%
Option Purchased, CALL, EUR vs. USD 0.05%
Baxter International, Inc. 0.05%
UBS Group Funding Switzerland AG, 4.12%, due 09/24/2025 0.05%
LG Chem, Ltd. 0.05%
Uni-President Enterprises Corp. 0.05%
CapitaLand, Ltd., 1.95%, due 10/17/2023 0.05%
Kinden Corp. 0.05%
Berkshire Hathaway, Inc., Class B 0.05%
Vistra Energy Corp. 0.05%
Lowe's Cos., Inc. 0.05%
American Express Co., 4.90%, due 03/15/2020 0.05%
Okumura Corp. 0.05%
Keyence Corp. 0.05%
Ally Financial, Inc., 3.50%, due 01/27/2019 0.05%
Taiwan Semiconductor Manufacturing Co., Ltd. 0.04%
Prudential Financial, Inc., 5.87%, due 09/15/2042 0.04%
POSCO 0.04%
LG Household & Health Care, Ltd. 0.04%
CEZ AS 0.04%
Nippon Television Holdings, Inc. 0.04%
Daicel Corp. 0.04%
ING Groep NV, 6.00%, due 04/16/2020 0.04%
Johnson & Johnson 0.04%
Siam Cement PCL 0.04%
Jardine Matheson Holdings, Ltd. 0.04%
Toda Corp. 0.04%
CLP Holdings, Ltd. 0.04%
Singapore Telecommunications, Ltd. 0.04%
Visa, Inc., Class A 0.04%
Travelers Cos., Inc. 0.04%
PepsiCo, Inc. 0.04%
Intouch Holdings PCL, F Shares 0.04%
Bank of America Corp., Series MTN, 4.00%, due 01/22/2025 0.04%
Link REIT 0.04%
Fubon Financial Holding Co., Ltd. 0.04%
Cathay Financial Holding Co., Ltd. 0.04%
Stryker Corp. 0.04%
Dominion Energy, Inc. 0.04%
eBay, Inc., 2.75%, due 01/30/2023 0.04%
Mabuchi Motor Co., Ltd. 0.04%
Wells Fargo & Co., Series L, Class A, 7.50% 0.04%
Allergan Sales LLC, 5.00%, due 12/15/2021 0.04%
SK Telecom Co., Ltd. 0.04%
Edgewell Personal Care Co., 4.70%, due 05/24/2022 0.03%
Edgewell Personal Care Co., 4.70%, due 05/19/2021 0.03%
TV Asahi Holdings Corp. 0.03%
KDDI Corp. 0.03%
Bio City Development Co. BV, 8.00%, due 07/06/2018 0.03%
Verizon Communications, Inc., 2.62%, due 08/15/2026 0.03%
Indonesia Government International Bond, 3.70%, due 01/08/2022 0.03%
Nippon Telegraph & Telephone Corp. 0.03%
Northrop Grumman Corp. 0.03%
Wharf Real Estate Investment Co., Ltd. 0.03%
Export-Import Bank of Korea, 2.87%, due 09/17/2018 0.03%
Mondelez International, Inc., Class A 0.03%
Swap Agreement, Long: USD / Shrt: JPY, Long: USD 2.01% vs. Short: JPY 0.10% 0.03%
Becton Dickinson and Co., 3.36%, due 06/06/2024 0.03%
Formosa Chemicals & Fibre Corp. 0.03%
Swire Pacific, Ltd., Class A 0.03%
Formosa Plastics Corp. 0.03%
Argentina Republic Government International Bond, 6.87%, due 04/22/2021 0.03%
Hotel Shilla Co., Ltd. 0.03%
Medtronic PLC 0.03%
Thai Oil PCL 0.03%
Nan Ya Plastics Corp. 0.03%
General Motors Financial Co., Inc., 3.45%, due 04/10/2022 0.03%
Boeing Co. 0.03%
CK Infrastructure Holdings, Ltd. 0.03%
Want Want China Holdings, Ltd. 0.03%
Hartford Financial Services Group, Inc. 0.03%
Prudential Financial, Inc., 5.62%, due 06/15/2043 0.03%
Option Purchased, CALL, ConocoPhillips 0.03%
Coway Co., Ltd. 0.03%
Hon Hai Precision Industry Co., Ltd. 0.03%
Valero Energy Corp. 0.03%
Nippo Corp. 0.03%
Tokyo Steel Manufacturing Co., Ltd. 0.03%
Home Depot, Inc. 0.03%
Option Purchased, CALL, Royal Dutch Shell PLC 0.03%
Adobe Systems, Inc. 0.03%
Power Assets Holdings, Ltd. 0.03%
Sheridan Investment Partners II, LP, Term Loan B, 5.48%, due 12/16/2020 0.03%
COMSYS Holdings Corp. 0.03%
Maeda Road Construction Co., Ltd. 0.03%
Otsuka Holdings Co., Ltd. 0.03%
Colgate-Palmolive Co. 0.03%
Indonesia Government International Bond, 4.87%, due 05/05/2021 0.02%
Toho Co., Ltd. 0.02%
HKT Trust & HKT, Ltd. 0.02%
Futures Contracts, Long, NASDAQ-100 E-Mini Index 0.02%
ComfortDelGro Corp., Ltd. 0.02%
Verizon Communications, Inc. 0.02%
Amgen, Inc. 0.02%
Hang Lung Properties, Ltd. 0.02%
Sino Land Co., Ltd. 0.02%
Intuit, Inc. 0.02%
Formosa Petrochemical Corp. 0.02%
Medipal Holdings Corp. 0.02%
AbbVie, Inc. 0.02%
Hino Motors, Ltd. 0.02%
Stanley Electric Co., Ltd. 0.02%
Canon Marketing Japan, Inc. 0.02%
Kyudenko Corp. 0.02%
Aetna, Inc. 0.02%
Thermo Fisher Scientific, Inc. 0.02%
Alfresa Holdings Corp. 0.02%
Seino Holdings Co., Ltd. 0.02%
GS Yuasa Corp. 0.02%
Kuraray Co., Ltd. 0.02%
U.K. Gilt, Series 2025, 2.00%, due 09/07/2025 0.02%
Cheng Shin Rubber Industry Co., Ltd. 0.02%
Intelsat Jackson Holdings SA, 8.00%, due 02/15/2024 0.02%
American Tower Corp., REIT 0.02%
Swap Agreement, Pay, 6-Month EUR-EURIBOR 0.02%
Marathon Petroleum Corp. 0.02%
Wharf Holdings, Ltd. 0.02%
Suzuken Co., Ltd. 0.02%
Raytheon Co. 0.02%
Yamato Kogyo Co., Ltd. 0.02%
Shimamura Co., Ltd. 0.02%
Santander Holdings USA, Inc., 3.70%, due 03/28/2022 0.02%
Accenture PLC, Class A 0.02%
Intel Corp. 0.02%
Synchrony Financial, 3.75%, due 08/15/2021 0.02%
Kamigumi Co., Ltd. 0.02%
Packaging Corp. of America 0.02%
Masco Corp. 0.02%
Exedy Corp. 0.02%
Wyndham Worldwide Corp. 0.02%
AT&T, Inc., 4.45%, due 04/01/2024 0.02%
VeriSign, Inc. 0.02%
Option Purchased, CALL, BP PLC 0.02%
Cooperatieve Rabobank UA, 3.95%, due 11/09/2022 0.02%
Constellation Brands, Inc., Class A 0.02%
United Rentals, Inc. 0.02%
Jeronimo Martins SGPS SA 0.02%
Trust F/1401, 5.25%, due 12/15/2024 0.02%
Japan Aviation Electronics Industry, Ltd. 0.02%
McDonald's Corp. 0.02%
DOWA Holdings Co., Ltd. 0.02%
Amdocs, Ltd. 0.02%
USB Capital IX, 3.50%, due 04/02/2018 0.02%
General Dynamics Corp. 0.02%
Nichias Corp. 0.02%
Discover Financial Services 0.02%
International Paper Co. 0.02%
Snam SpA 0.02%
KLA-Tencor Corp. 0.02%
Fieldwood Energy LLC, 1st Lien Term Loan, 8.81%, due 09/30/2020 0.02%
Swaption Purchased, PUT, Receives Floating Rate Index 3-Month USD-LIBOR 0.01%
Lear Corp. 0.01%
Seven & i Holdings Co., Ltd. 0.01%
Toagosei Co., Ltd. 0.01%
Alpine Electronics, Inc. 0.01%
Swap Agreement, Pay, 6-Month EUR-EURIBOR 0.01%
Reinsurance Group of America, Inc. 0.01%
Capital One Financial Corp. 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
Illinois Tool Works, Inc. 0.01%
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.01%
Ameriprise Financial, Inc. 0.01%
3M Co. 0.01%
Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 0.01%
Phillips 66 0.01%
Fieldwood Energy LLC, 1st Lien Term Loan, 8.69%, due 08/31/2020 0.01%
Prudential Financial, Inc. 0.01%
Rockwell Automation, Inc. 0.01%
Fifth Third Bancorp 0.01%
Option Purchased, CALL, TOTAL SA 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
Futures Contracts, Long, SGX CNX Nifty Index 0.01%
WABCO Holdings, Inc. 0.01%
Option Purchased, CALL, Suncor Energy, Inc. 0.01%
Western Digital Corp. 0.01%
Tyson Foods, Inc., Class A 0.01%
Bank of New York Mellon Corp. 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
Odebrecht Finance, Ltd., 4.37%, due 04/25/2025 0.01%
Royal Caribbean Cruises, Ltd. 0.01%
Option Purchased, CALL, Chevron Corp. 0.01%
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.01%
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.01%
Crown Holdings, Inc. 0.01%
Helmerich & Payne, Inc. 0.01%
State Street Corp. 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
National Grid PLC 0.01%
TOTAL SA, ADR 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
Delta Air Lines, Inc. 0.01%
Alliance Data Systems Corp. 0.01%
Micron Technology, Inc. 0.01%
Caterpillar, Inc. 0.01%
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.01%
Chevron Corp. 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
PVH Corp. 0.01%
Option Purchased, CALL, Occidental Petroleum Corp. 0.01%
ManpowerGroup, Inc. 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
McKesson Corp. 0.01%
Cummins, Inc. 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
Ally Financial, Inc. 0.01%
Kohl's Corp. 0.01%
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.01%
Swap Agreement, Receive, S&P 500® Annual Dividend Futures 0.01%
Alphabet, Inc., Class A 0.01%
Swap Agreement, Pay, 6-Month EUR-EURIBOR 0.01%
Ross Stores, Inc. 0.01%
Platinum Group Metals, Ltd. 0.01%
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.01%
Huntsman Corp. 0.01%
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.01%
Wynn Resorts, Ltd. 0.01%
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
Telecom Italia SpA 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
Goodyear Tire & Rubber Co. 0.01%
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.01%
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Exxon Mobil Corp. 0.00%**
SAP SE 0.00%**
Express Scripts Holding Co. 0.00%**
Swap Agreement, Pay, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Expedia, Inc. 0.00%**
Royal Bank of Canada 0.00%**
Fieldwood Energy LLC, 2nd Lien Term Loan, 8.81%, due 09/30/2020 0.00%**
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Target Corp. 0.00%**
eBay, Inc. 0.00%**
TOTAL SA 0.00%**
Samsung Electronics Co., Ltd. 0.00%**
Roche Holding AG 0.00%**
Swap Agreement, Pay, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Sheridan Investment Partners II, LP, Term Loan A, 5.48%, due 12/16/2020 0.00%**
Cie de Saint-Gobain 0.00%**
Swap Agreement, Receive, North America High Yield Index - Series 29 0.00%**
Conagra Brands, Inc. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Carnival Corp. 0.00%**
Fujitsu, Ltd. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Las Vegas Sands Corp. 0.00%**
Cisco Systems, Inc. 0.00%**
Deutsche Post AG 0.00%**
Lloyds Banking Group PLC 0.00%**
Celgene Corp. 0.00%**
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.00%**
Royal Dutch Shell PLC, Class B 0.00%**
CA, Inc. 0.00%**
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.00%**
Walgreens Boots Alliance, Inc. 0.00%**
Hitachi, Ltd. 0.00%**
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.00%**
Oracle Corp. 0.00%**
CommScope Holding Co., Inc. 0.00%**
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.00%**
Option Purchased, CALL, S&P 500® 0.00%**
Volvo AB, Class B 0.00%**
Applied Materials, Inc. 0.00%**
Swap Agreement, Pay, 6-Month EUR-EURIBOR 0.00%**
Option Purchased, CALL, EURO STOXX 50® Index 0.00%**
Philip Morris International, Inc. 0.00%**
Shionogi & Co., Ltd. 0.00%**
Walmart, Inc. 0.00%**
China Mobile, Ltd. 0.00%**
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.00%**
Bank of Nova Scotia 0.00%**
HP, Inc. 0.00%**
Magna International, Inc. 0.00%**
Dell Technologies, Inc., Class V 0.00%**
BASF SE 0.00%**
Cemex SAB de CV 0.00%**
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Danske Bank A/S 0.00%**
Swap Agreement, Receive, EURO STOXX 50® Index Dividend Futures 0.00%**
Genting Singapore PLC 0.00%**
DXC Technology Co. 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Sony Corp. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
GlaxoSmithKline PLC 0.00%**
Aena SME SA 0.00%**
CNOOC, Ltd. 0.00%**
New Oriental Education & Technology Group, Inc., ADR 0.00%**
Costco Wholesale Corp. 0.00%**
Booking Holdings, Inc. 0.00%**
Swap Agreement, Pay, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
China Construction Bank Corp., Class H 0.00%**
Lam Research Corp. 0.00%**
Novartis AG 0.00%**
Texas Instruments, Inc. 0.00%**
ABB, Ltd. 0.00%**
Taisei Corp. 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Yum! Brands, Inc. 0.00%**
ConocoPhillips 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Swap Agreement, Pay, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Swap Agreement, Pay, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Allianz SE 0.00%**
Futures Contracts, Short, S&P 500® E-Mini 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Pegatron Corp. 0.00%**
Swap Agreement, Receive, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Swap Agreement, Pay, SGX Nikkei Stock Average Dividend Point Index Futures 0.00%**
Check Point Software Technologies, Ltd. 0.00%**
WH Group, Ltd. 0.00%**
Option Purchased, CALL, Schlumberger, Ltd. 0.00%**
Option Purchased, CALL, S&P 500® 0.00%**
Option Purchased, CALL, S&P 500® 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
BNP Paribas SA 0.00%**
PACCAR, Inc. 0.00%**
Toshiba Corp. 0.00%**
Halliburton Co. 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Ford Motor Co. 0.00%**
Starbucks Corp. 0.00%**
Woolworths Group, Ltd. 0.00%**
AT&T, Inc. 0.00%**
Wells Fargo & Co. 0.00%**
Motorola Solutions, Inc. 0.00%**
Petroleo Brasileiro SA, 0.00% 0.00%**
BHP Billiton, Ltd. 0.00%**
Vale SA 0.00%**
Rio Tinto, Ltd. 0.00%**
Banco do Brasil SA 0.00%**
Equity Residential, REIT 0.00%**
Industrial & Commercial Bank of China, Ltd., Class H 0.00%**
Bank of China, Ltd., Class H 0.00%**
Panasonic Corp. 0.00%**
VMware, Inc., Class A 0.00%**
Sandvik AB 0.00%**
Mazda Motor Corp. 0.00%**
Cognizant Technology Solutions Corp., Class A 0.00%**
Marubeni Corp. 0.00%**
General Motors Co. 0.00%**
Agricultural Bank of China, Ltd., H Shares 0.00%**
Imperial Brands PLC 0.00%**
Legal & General Group PLC 0.00%**
SK Innovation Co., Ltd. 0.00%**
Dongfeng Motor Group Co., Ltd., Class H 0.00%**
Teck Resources, Ltd., Class B 0.00%**
Samsung Electronics Co., Ltd., 2.26% 0.00%**
Walt Disney Co. 0.00%**
Skandinaviska Enskilda Banken AB, Class A 0.00%**
Sheridan Investment Partners II, LP, Term Loan M, 5.48%, due 12/16/2020 0.00%**
Ingersoll-Rand PLC 0.00%**
Societe Generale SA 0.00%**
SK Hynix, Inc. 0.00%**
Galaxy Entertainment Group, Ltd. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Rio Tinto PLC 0.00%**
Automatic Data Processing, Inc. 0.00%**
Swatch Group AG 0.00%**
Resona Holdings, Inc. 0.00%**
Asahi Glass Co., Ltd. 0.00%**
National Australia Bank, Ltd. 0.00%**
Sysco Corp. 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Thomson Reuters Corp. 0.00%**
Option Purchased, CALL, Exxon Mobil Corp. 0.00%**
China Resources Power Holdings Co., Ltd. 0.00%**
Coca-Cola Co. 0.00%**
Olympus Corp. 0.00%**
BAE Systems PLC 0.00%**
Liberty Global PLC, Series C 0.00%**
Inversiones Alsacia SA, 8.00%, due 12/31/2018 0.00%**
Tiger Brands, Ltd. 0.00%**
Telenor ASA 0.00%**
Hana Financial Group, Inc. 0.00%**
American Express Co. 0.00%**
Unicharm Corp. 0.00%**
Franklin Resources, Inc. 0.00%**
Tencent Holdings, Ltd. 0.00%**
PGE Polska Grupa Energetyczna SA 0.00%**
Emerson Electric Co. 0.00%**
Waste Management, Inc. 0.00%**
Option Purchased, CALL, SPDR Gold Shares 0.00%**
Barclays PLC 0.00%**
Tupras Turkiye Petrol Rafinerileri AS 0.00%**
Amadeus IT Group SA 0.00%**
Aon PLC 0.00%**
Unilever NV, CVA 0.00%**
DNB ASA 0.00%**
Tokyo Electron, Ltd. 0.00%**
Kajima Corp. 0.00%**
Option Purchased, CALL, S&P 500® 0.00%**
HCP, Inc., REIT 0.00%**
Swap Agreement, Receive, 6-Month EUR-EURIBOR 0.00%**
CaixaBank SA 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Guangzhou Automobile Group Co., Ltd., Class H 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
JBS SA 0.00%**
Naspers, Ltd., N Shares 0.00%**
Mitsubishi UFJ Financial Group, Inc. 0.00%**
Kimberly-Clark Corp. 0.00%**
Industrial Bank of Korea 0.00%**
Option Purchased, CALL, S&P 500® 0.00%**
Norfolk Southern Corp. 0.00%**
Nutrien, Ltd. 0.00%**
Merck & Co., Inc. 0.00%**
Centrica PLC 0.00%**
Moody's Corp. 0.00%**
Suncor Energy, Inc. 0.00%**
IQVIA Holdings, Inc. 0.00%**
Country Garden Holdings Co., Ltd. 0.00%**
Futures Contracts, Short, Nikkei 225 Index 0.00%**
Telefonica SA 0.00%**
MS&AD Insurance Group Holdings, Inc. 0.00%**
Repsol SA 0.00%**
Danaher Corp. 0.00%**
SGS SA 0.00%**
Platinum Group Metals, Ltd. 0.00%**
Option Purchased, CALL, S&P 500® 0.00%**
Mitsubishi Tanabe Pharma Corp. 0.00%**
Eaton Corp. PLC 0.00%**
Kao Corp. 0.00%**
Rakuten, Inc. 0.00%**
Cigna Corp. 0.00%**
Banco Bilbao Vizcaya Argentaria SA 0.00%**
Allstate Corp. 0.00%**
Illumina, Inc. 0.00%**
Hong Kong Exchanges & Clearing, Ltd. 0.00%**
Corning, Inc. 0.00%**
Muenchener Rueckversicherungs-Gesellschaft AG 0.00%**
Grupo Financiero Banorte SAB de CV, Class O 0.00%**
BP PLC 0.00%**
Stockland, REIT 0.00%**
Swiss Re AG 0.00%**
Sands China, Ltd. 0.00%**
Woori Bank 0.00%**
Koninklijke Ahold Delhaize NV 0.00%**
Zurich Insurance Group AG 0.00%**
Thales SA 0.00%**
Boston Scientific Corp. 0.00%**
Associated British Foods PLC 0.00%**
Catcher Technology Co., Ltd. 0.00%**
Time Warner, Inc. 0.00%**
Kintetsu Group Holdings Co., Ltd. 0.00%**
VF Corp. 0.00%**
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, B Shares 0.00%**
Engie SA 0.00%**
Vornado Realty Trust, REIT 0.00%**
PG&E Corp. 0.00%**
United Technologies Corp. 0.00%**
Credit Agricole SA 0.00%**
Swaption Purchased, CALL, Pays Floating Rate Index 3-Month USD-LIBOR 0.00%**
American International Group, Inc. 0.00%**
China Telecom Corp., Ltd., H Shares 0.00%**
Bank of Communications Co., Ltd., H Shares 0.00%**
Kirin Holdings Co., Ltd. 0.00%**
Barrick Gold Corp. 0.00%**
Royal Dutch Shell PLC, Class A 0.00%**
Symantec Corp. 0.00%**
Geely Automobile Holdings, Ltd. 0.00%**
International Consolidated Airlines Group SA 0.00%**
LyondellBasell Industries NV, Class A 0.00%**
Futures Contracts, Short, EURO STOXX 50® 0.00%**
Polski Koncern Naftowy Orlen SA 0.00%**
Aviva PLC 0.00%**
AmerisourceBergen Corp. 0.00%**
UniCredit SpA 0.00%**
Option Purchased, PUT, SPDR Gold Shares 0.00%**
Lockheed Martin Corp. 0.00%**
Eregli Demir VE Celik Fabrikalari TAS 0.00%**
Glencore PLC 0.00%**
Oracle Corp. 0.00%**
Allergan PLC 0.00%**
Manulife Financial Corp. 0.00%**
Swap Agreement, Pay, EURO STOXX 50® Index Dividend Futures 0.00%**
Canadian Natural Resources, Ltd. 0.00%**
Longfor Properties Co., Ltd. 0.00%**
Wesfarmers, Ltd. 0.00%**
Oversea-Chinese Banking Corp., Ltd. 0.00%**
Diageo PLC 0.00%**
Devon Energy Corp. 0.00%**
Hilton Worldwide Holdings, Inc. 0.00%**
Anglo American PLC 0.00%**
CME Group, Inc. 0.00%**
Turkiye Halk Bankasi AS 0.00%**
Prudential PLC 0.00%**
ONEOK, Inc. 0.00%**
Westpac Banking Corp. 0.00%**
Lotte Chemical Corp. 0.00%**
Cie Generale des Etablissements Michelin SCA 0.00%**
AMP, Ltd. 0.00%**
Kinder Morgan, Inc. 0.00%**
General Mills, Inc. 0.00%**
Union Pacific Corp. 0.00%**
Nordea Bank AB 0.00%**
Intesa Sanpaolo SpA 0.00%**
Intercontinental Exchange, Inc. 0.00%**
Wilmar International, Ltd. 0.00%**
Telstra Corp., Ltd. 0.00%**
Broadcom, Ltd. 0.00%**
Estee Lauder Cos., Inc., Class A 0.00%**
Intuitive Surgical, Inc. 0.00%**
Weyerhaeuser Co., REIT 0.00%**
PICC Property & Casualty Co., Ltd., Class H 0.00%**
Toronto-Dominion Bank 0.00%**
Vivendi SA 0.00%**
TD Ameritrade Holding Corp. 0.00%**
CTBC Financial Holding Co., Ltd. 0.00%**
SSE PLC 0.00%**
South32, Ltd. 0.00%**
Atlantia SpA 0.00%**
Quintis, Ltd., Class A, Exercise Price AUD 1.28, Expiration Date 07/15/2018 0.00%**
Archer-Daniels-Midland Co. 0.00%**
AP Moller - Maersk A/S, Class B 0.00%**
Humana, Inc. 0.00%**
Atlas Copco AB, B Shares 0.00%**
Japan Tobacco, Inc. 0.00%**
Barclays Africa Group, Ltd. 0.00%**
Experian PLC 0.00%**
Canadian National Railway Co. 0.00%**
NVIDIA Corp. 0.00%**
BOC Hong Kong Holdings, Ltd. 0.00%**
MTN Group, Ltd. 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Yum China Holdings, Inc. 0.00%**
AGL Energy, Ltd. 0.00%**
I-CABLE Communications, Ltd. 0.00%**
Praxair, Inc. 0.00%**
Option Purchased, CALL, TOPIX Index 0.00%**
Edwards Lifesciences Corp. 0.00%**
Banco Santander Brasil SA 0.00%**
Shinhan Financial Group Co., Ltd. 0.00%**
China Communications Construction Co., Ltd., Class H 0.00%**
BIM Birlesik Magazalar AS 0.00%**
Dollar General Corp. 0.00%**
KBC Group NV 0.00%**
REI Agro, Ltd., 5.50%, due 11/13/2014 0.00%**
Option Purchased, CALL, TOPIX Index 0.00%**
Swaption Purchased, PUT, Receives Floating Rate Index 6-Month JPY-LIBOR 0.00%**
Option Purchased, CALL, S&P 500® 0.00%**
Quintis, Ltd., Exercise Price AUD 1.28, Expiration Date 07/15/2018 0.00%**
Swaption Written, CALL, 5-Year 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, PUT, EURO STOXX 50® Index 0.00%**
Option Written, CALL, SPDR Gold Shares 0.00%**
Option Written, PUT, SPDR Gold Shares 0.00%**
Option Written, PUT, Exxon Mobil Corp. 0.00%**
Option Written, PUT, ConocoPhillips 0.00%**
Option Written, PUT, BP PLC 0.00%**
Option Written, PUT, Occidental Petroleum Corp. 0.00%**
Option Written, PUT, Chevron Corp. 0.00%**
Swaption Written, PUT, 5-Year 0.00%**
Option Written, PUT, Suncor Energy, Inc. 0.00%**
Option Written, CALL, United Continental Holdings, Inc. 0.00%**
Swap Agreement, Long: USD / Shrt: JPY, Long: USD 1.84% vs Short: JPY 0.10% -0.01%**
Option Written, CALL, Comcast Corp. -0.01%**
Futures Contracts, Long, MSCI Emerging Markets -0.01%**
Swaption Written, CALL, 5-Year -0.01%**
Option Written, CALL, DowDuPont Inc. -0.01%**
Option Written, CALL, SPDR Gold Shares -0.01%**
Swap Agreement, Long: USD / Shrt: JPY, Long: USD 1.96% vs Short: JPY 0.10% -0.01%**
Option Written, PUT, Schlumberger, Ltd. -0.01%**
Option Written, CALL, FleetCor Technologies, Inc. -0.01%**
Option Written, CALL, Microsoft Corp. -0.01%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.02%**
Option Written, CALL, Pioneer Natural Resources Co. -0.02%**
Option Written, CALL, Apple, Inc. -0.02%**
Swaption Written, PUT, 5-Year -0.02%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.02%**
Swap Agreement, Receive, 3-Month USD-LIBOR -0.03%**
Swaption Written, PUT, 5-Year -0.05%**
Swaption Written, PUT, 5-Year -0.06%**
Net Other Assets (Liabilities) 0.61%