|
06/30/2020* |
Transamerica Multi-Managed Balanced VP
| Security Description | % of Total Net Assets |
|---|---|
| Microsoft Corp. | 4.20% |
| Apple, Inc. | 3.82% |
| Amazon.com, Inc. | 3.00% |
| Uniform Mortgage-Backed Security, 3.00%, TBA | 2.52% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 2.08% |
| Facebook, Inc., Class A | 1.26% |
| Mastercard, Inc., Class A | 1.11% |
| Alphabet, Inc., Class A | 1.10% |
| Alphabet, Inc., Class C | 0.98% |
| Procter & Gamble Co. | 0.90% |
| Berkshire Hathaway, Inc., Class B | 0.90% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.87% |
| PayPal Holdings, Inc. | 0.85% |
| UnitedHealth Group, Inc. | 0.81% |
| AbbVie, Inc. | 0.76% |
| Merck & Co., Inc. | 0.72% |
| Verizon Communications, Inc. | 0.70% |
| Netflix, Inc. | 0.70% |
| Thermo Fisher Scientific, Inc. | 0.69% |
| Citigroup, Inc. | 0.69% |
| Home Depot, Inc. | 0.65% |
| salesforce.com, Inc. | 0.64% |
| Honeywell International, Inc. | 0.63% |
| Charter Communications, Inc., Class A | 0.62% |
| Medtronic PLC | 0.61% |
| NextEra Energy, Inc. | 0.61% |
| Bristol-Myers Squibb Co. | 0.60% |
| Texas Instruments, Inc. | 0.60% |
| U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 | 0.60% |
| Eli Lilly & Co. | 0.57% |
| Johnson & Johnson | 0.56% |
| Visa, Inc., Class A | 0.55% |
| U.S. Treasury Bond, 3.12%, due 02/15/2042 | 0.54% |
| Chevron Corp. | 0.53% |
| U.S. Treasury Note, 2.50%, due 05/15/2024 | 0.53% |
| Lowe's Cos., Inc. | 0.52% |
| Comcast Corp., Class A | 0.52% |
| Chariot Funding LLC, 1.27%, due 07/07/2020 | 0.50% |
| Intuit, Inc. | 0.49% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.47% |
| Analog Devices, Inc. | 0.46% |
| Norfolk Southern Corp. | 0.45% |
| NVIDIA Corp. | 0.45% |
| Philip Morris International, Inc. | 0.44% |
| Costco Wholesale Corp. | 0.44% |
| Accenture PLC, Class A | 0.44% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.43% |
| Coca-Cola Co. | 0.40% |
| U.S. Treasury Bill, 0.06%, due 07/02/2020 | 0.40% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.40% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.40% |
| Eaton Corp. PLC | 0.40% |
| Uniform Mortgage-Backed Security, 4.00%, TBA | 0.40% |
| S&P Global, Inc. | 0.39% |
| U.S. Treasury Bond, 2.50%, due 05/15/2046 | 0.39% |
| Morgan Stanley | 0.39% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.38% |
| U.S. Treasury Bond, 4.75%, due 02/15/2037 | 0.38% |
| Mondelez International, Inc., Class A | 0.37% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.37% |
| U.S. Treasury Note, 2.37%, due 05/15/2029 | 0.37% |
| International Business Machines Corp. | 0.37% |
| T-Mobile US, Inc. | 0.37% |
| U.S. Treasury Note, 0.62%, due 05/15/2030 | 0.36% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.36% |
| Zimmer Biomet Holdings, Inc. | 0.36% |
| Sheffield Receivable, 0.25%, due 09/01/2020 | 0.36% |
| Cedar Springs Capital Co. LLC, 0.30%, due 08/20/2020 | 0.35% |
| McKesson Corp. | 0.35% |
| Altria Group, Inc. | 0.35% |
| NIKE, Inc., Class B | 0.35% |
| Gotham Funding Corp., 0.25%, due 08/10/2020 | 0.34% |
| Bennington Stark Capital Co. LLC, 0.96%, due 07/14/2020 | 0.34% |
| Exxon Mobil Corp., 0.30%, due 08/19/2020 | 0.34% |
| Crown Point Capital Co., 0.32%, due 08/20/2020 | 0.34% |
| Allstate Corp. | 0.34% |
| Wells Fargo & Co. | 0.34% |
| U.S. Treasury Bond, 3.50%, due 02/15/2039 | 0.34% |
| Cigna Corp. | 0.33% |
| Best Buy Co., Inc. | 0.33% |
| U.S. Treasury Note, 1.50%, due 02/15/2030 | 0.33% |
| Lam Research Corp. | 0.33% |
| Equinix, Inc., REIT | 0.32% |
| Bank of America Corp. | 0.32% |
| Entergy Corp. | 0.32% |
| Prologis, Inc., REIT | 0.32% |
| Raytheon Technologies Corp. | 0.32% |
| Automatic Data Processing, Inc. | 0.32% |
| Target Corp. | 0.32% |
| Baxter International, Inc. | 0.31% |
| Jupiter Securitization Co. LLC, 0.30%, due 08/04/2020 | 0.31% |
| Barton Capital Corp., 0.27%, due 09/10/2020 | 0.30% |
| Constellation Brands, Inc., Class A | 0.30% |
| LMA Americas LLC, 0.73%, due 07/07/2020 | 0.30% |
| Progressive Corp. | 0.30% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 | 0.29% |
| Starbird Funding Corp., 0.23%, due 09/02/2020 | 0.29% |
| Cancara Asset Securitisation LLC, 0.30%, due 08/05/2020 | 0.29% |
| Mont Blanc Capital Corp., 0.29%, due 08/13/2020 | 0.29% |
| AutoZone, Inc. | 0.29% |
| Cummins, Inc. | 0.28% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.28% |
| Parker-Hannifin Corp. | 0.28% |
| Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 | 0.28% |
| Kimberly-Clark Corp. | 0.28% |
| Regeneron Pharmaceuticals, Inc. | 0.28% |
| COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 | 0.27% |
| EOG Resources, Inc. | 0.27% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 | 0.27% |
| U.S. Treasury Note, 1.75%, due 11/30/2021 | 0.27% |
| U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 | 0.27% |
| NXP Semiconductors NV | 0.26% |
| BlackRock, Inc. | 0.26% |
| Booking Holdings, Inc. | 0.26% |
| Northrop Grumman Corp. | 0.25% |
| TJX Cos., Inc. | 0.25% |
| U.S. Treasury Bill, 0.16%, due 09/10/2020 | 0.25% |
| Pioneer Natural Resources Co. | 0.24% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.24% |
| Eastman Chemical Co. | 0.24% |
| Stanley Black & Decker, Inc. | 0.24% |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 | 0.23% |
| Vertex Pharmaceuticals, Inc. | 0.23% |
| Manhattan Asset Funding Co. LLC, 0.25%, due 09/01/2020 | 0.23% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 | 0.23% |
| CSX Corp. | 0.23% |
| Atlantic Asset Securitization LLC, 0.22%, due 09/10/2020 | 0.22% |
| Anthem, Inc. | 0.21% |
| American Express Co. | 0.21% |
| U.S. Treasury Bill, 0.10%, due 08/06/2020 | 0.21% |
| Lennar Corp., Class A | 0.21% |
| U.S. Treasury Bond, 3.00%, due 08/15/2048 | 0.21% |
| Citigroup, Inc., 3.52%, due 10/27/2028 | 0.21% |
| KeyCorp | 0.21% |
| Bank of America Corp., 3.36%, due 01/23/2026 | 0.21% |
| New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B, 3.50%, due 08/25/2059 | 0.21% |
| Leidos Holdings, Inc. | 0.21% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.20% |
| SBA Tower Trust, 2.83%, due 01/15/2025 | 0.20% |
| Motel 6 Trust, Series 2017-MTL6, Class C, 1.58%, due 08/15/2034 | 0.20% |
| Cisco Systems, Inc. | 0.20% |
| Masco Corp. | 0.20% |
| Ocwen Master Advance Receivables Trust, Series 2019-T2, Class AT2, 2.41%, due 08/15/2051 | 0.20% |
| U.S. Treasury Note, 1.50%, due 08/15/2026 | 0.19% |
| Aon PLC, Class A | 0.19% |
| CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 2.34%, due 10/18/2030 | 0.19% |
| Alexion Pharmaceuticals, Inc. | 0.19% |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.19% |
| U.S. Treasury Note, 2.12%, due 06/30/2022 | 0.19% |
| Lexington Parker Capital Co. LLC, 0.22%, due 07/24/2020 | 0.18% |
| Linde PLC | 0.18% |
| General Dynamics Corp. | 0.18% |
| VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 | 0.18% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.18% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.18% |
| U.S. Treasury Note, 3.12%, due 11/15/2028 | 0.18% |
| New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 | 0.18% |
| Micron Technology, Inc. | 0.17% |
| Yum! Brands, Inc. | 0.17% |
| Victory Receivables, 1.16%, due 07/09/2020 | 0.17% |
| Boston Scientific Corp. | 0.17% |
| Biogen, Inc. | 0.17% |
| Phillips 66 | 0.17% |
| U.S. Treasury Bond, 5.25%, due 02/15/2029 | 0.17% |
| Le Fayette Asset Securitization LLC, 0.25%, due 08/14/2020 | 0.16% |
| State Street Corp. | 0.16% |
| Trane Technologies PLC | 0.16% |
| Deere & Co. | 0.16% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.15% |
| Verizon Communications, Inc., 5.50%, due 03/16/2047 | 0.15% |
| Ross Stores, Inc. | 0.15% |
| U.S. Treasury Bond, 3.00%, due 05/15/2042 | 0.15% |
| Goldman Sachs Group, Inc. | 0.15% |
| Qorvo, Inc. | 0.15% |
| Emerson Electric Co. | 0.15% |
| COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 | 0.15% |
| CMS Energy Corp. | 0.15% |
| Equity Residential, REIT | 0.15% |
| FirstEnergy Corp. | 0.15% |
| Duke Energy Corp., 3.75%, due 09/01/2046 | 0.15% |
| Regions Financial Corp. | 0.15% |
| New Residential Advanced Receivables Trust, Series 2019-T3, Class AT3, 2.51%, due 09/15/2052 | 0.15% |
| Enterprise Products Operating LLC, 4.25%, due 02/15/2048 | 0.14% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 | 0.14% |
| CME Group, Inc. | 0.14% |
| CIFC Funding, Ltd., Series 2017-3A, Class A1, 2.35%, due 07/20/2030 | 0.14% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.14% |
| U.S. Treasury Bond, 3.00%, due 02/15/2049 | 0.14% |
| Celanese Corp. | 0.14% |
| Credit Agricole SA, 3.25%, due 01/14/2030 | 0.14% |
| Intel Corp. | 0.14% |
| Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 | 0.14% |
| HP, Inc. | 0.13% |
| Advanced Micro Devices, Inc. | 0.13% |
| Capital One Financial Corp. | 0.13% |
| BP Capital Markets PLC, 3.11%, due 05/04/2026 | 0.13% |
| Carrier Global Corp. | 0.13% |
| QUALCOMM, Inc. | 0.13% |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 | 0.13% |
| Duke Energy Corp. | 0.13% |
| Avery Dennison Corp. | 0.13% |
| Microchip Technology, Inc. | 0.13% |
| Hilton Worldwide Holdings, Inc. | 0.13% |
| Citizens Financial Group, Inc. | 0.13% |
| Marsh & McLennan Cos., Inc. | 0.13% |
| Dow, Inc. | 0.12% |
| Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 | 0.12% |
| Dollar Tree, Inc. | 0.12% |
| Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class B, 3.44%, due 12/10/2036 | 0.12% |
| Illumina, Inc. | 0.12% |
| Exxon Mobil Corp. | 0.12% |
| Air Products & Chemicals, Inc. | 0.12% |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 | 0.12% |
| Reinsurance Group of America, Inc., 3.90%, due 05/15/2029 | 0.12% |
| AT&T, Inc., 3.40%, due 05/15/2025 | 0.12% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 | 0.12% |
| Verizon Communications, Inc., 3.50%, due 11/01/2024 | 0.12% |
| COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 | 0.12% |
| Mid-America Apartment Communities, Inc., REIT | 0.12% |
| Sumitomo Mitsui Brokerage Corp., 0.74%, due 07/21/2020 | 0.11% |
| Pfizer, Inc. | 0.11% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.11% |
| Commerzbank AG, 8.12%, due 09/19/2023 | 0.11% |
| Newmont Corp. | 0.11% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.11% |
| U.S. Treasury Note, 2.25%, due 11/15/2025 | 0.11% |
| Discover Bank, 3.45%, due 07/27/2026 | 0.11% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 | 0.11% |
| Charles Schwab Corp. | 0.11% |
| Crown Holdings, Inc. | 0.11% |
| Amgen, Inc. | 0.11% |
| Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 | 0.11% |
| Palmer Square CLO, Ltd., Series 2015-2A, Class A1R2, 2.23%, due 07/20/2030 | 0.11% |
| Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.11% |
| Xcel Energy, Inc. | 0.11% |
| Discovery, Inc., Class A | 0.11% |
| Intuitive Surgical, Inc. | 0.11% |
| New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 | 0.10% |
| Discovery, Inc., Class C | 0.10% |
| Shell International Finance BV, 2.50%, due 09/12/2026 | 0.10% |
| GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 | 0.10% |
| Boeing Co., 3.50%, due 03/01/2039 | 0.10% |
| Occidental Petroleum Corp., 5.55%, due 03/15/2026 | 0.10% |
| Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 | 0.10% |
| U.S. Treasury Note, 2.87%, due 08/15/2028 | 0.10% |
| SPS Servicer Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.32%, due 10/15/2052 | 0.10% |
| Southern Co. | 0.10% |
| General Motors Co. | 0.10% |
| New Residential Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.52%, due 08/15/2053 | 0.10% |
| U.S. Treasury Note, 2.25%, due 11/15/2027 | 0.10% |
| COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 | 0.10% |
| Simon Property Group, Inc., 0.25%, due 09/04/2020 | 0.10% |
| Quest Diagnostics, Inc., 4.20%, due 06/30/2029 | 0.10% |
| UBS AG, 7.62%, due 08/17/2022 | 0.10% |
| Walmart, Inc., 3.62%, due 12/15/2047 | 0.10% |
| DTE Electric Co., 4.30%, due 07/01/2044 | 0.10% |
| U.S. Treasury Bill, 0.10%, due 08/06/2020 | 0.10% |
| JPMorgan Chase & Co., 2.95%, due 05/13/2031 | 0.10% |
| BMW US Capital LLC, 2.80%, due 04/11/2026 | 0.10% |
| Keurig Dr. Pepper, Inc., 3.20%, due 05/01/2030 | 0.10% |
| DTE Energy Co. | 0.10% |
| Southwest Airlines Co. | 0.10% |
| JPMorgan Chase & Co., 3.10%, due 04/22/2041 | 0.10% |
| BAT Capital Corp., 3.22%, due 08/15/2024 | 0.10% |
| Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 | 0.10% |
| Applied Materials, Inc. | 0.10% |
| DuPont de Nemours, Inc. | 0.10% |
| Baidu, Inc., 4.37%, due 05/14/2024 | 0.10% |
| Workday, Inc., Class A | 0.10% |
| Banco Santander SA, 2.74%, due 05/28/2025 | 0.10% |
| Microsoft Corp., 3.30%, due 02/06/2027 | 0.09% |
| Ocwen Master Advance Receivables Trust, Series 2019-T1, Class AT1, 2.51%, due 08/15/2050 | 0.09% |
| Highwoods Realty, LP, 3.05%, due 02/15/2030 | 0.09% |
| JPMorgan Chase & Co., 4.12%, due 12/15/2026 | 0.09% |
| Commercial Mortgage Pass-Through Certificates Trust, Series 2012-LTRT, Class A2, 3.39%, due 10/05/2030 | 0.09% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.80%, due 06/09/2023 | 0.09% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.45%, due 08/25/2023 | 0.09% |
| Magna International, Inc. | 0.09% |
| Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75%, due 03/25/2058 | 0.09% |
| Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 | 0.09% |
| Atlantic Asset Securitization LLC, 1.01%, due 07/17/2020 | 0.09% |
| SBA Tower Trust, 3.44%, due 03/15/2048 | 0.09% |
| Kroger Co. | 0.09% |
| Lexington Parker Capital Co. LLC, 0.33%, due 08/10/2020 | 0.09% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.09% |
| Markel Corp., 3.35%, due 09/17/2029 | 0.09% |
| Western Digital Corp., 4.75%, due 02/15/2026 | 0.09% |
| Anglo American Capital PLC, 4.00%, due 09/11/2027 | 0.09% |
| Lazard Group LLC, 4.50%, due 09/19/2028 | 0.09% |
| ONEOK, Inc. | 0.09% |
| Manhattan Asset Funding Co. LLC, 0.25%, due 08/04/2020 | 0.09% |
| NBCUniversal Media LLC, 4.45%, due 01/15/2043 | 0.09% |
| Keysight Technologies, Inc., 4.60%, due 04/06/2027 | 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% |
| New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 | 0.08% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.08% |
| MSCI, Inc. | 0.08% |
| Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 | 0.08% |
| Danske Bank A/S, 3.24%, due 12/20/2025 | 0.08% |
| U.S. Treasury Note, 2.37%, due 01/31/2023 | 0.08% |
| Diamondback Energy, Inc. | 0.08% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.08% |
| LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 | 0.08% |
| Five Corners Funding Trust II, 2.85%, due 05/15/2030 | 0.08% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.08% |
| Tencent Holdings, Ltd., 3.28%, due 04/11/2024 | 0.08% |
| Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 | 0.08% |
| MarketAxess Holdings, Inc. | 0.08% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.08% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.08% |
| SBA Tower Trust, 3.16%, due 04/09/2047 | 0.08% |
| Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 2.55%, due 04/15/2029 | 0.08% |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 | 0.08% |
| Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 2.32%, due 01/20/2031 | 0.08% |
| SBA Tower Trust, 2.87%, due 07/15/2046 | 0.08% |
| U.S. Treasury Note, 0.12%, due 05/31/2022 | 0.08% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.08% |
| Equinix, Inc., 5.37%, due 05/15/2027 | 0.08% |
| Apple, Inc., 2.85%, due 02/23/2023 | 0.08% |
| Union Pacific Corp. | 0.08% |
| Fiserv, Inc., 3.50%, due 07/01/2029 | 0.08% |
| Petroleos Mexicanos, 6.84%, due 01/23/2030 | 0.08% |
| LyondellBasell Industries NV, Class A | 0.08% |
| Snap-on, Inc. | 0.08% |
| Indonesia Government International Bond, 4.75%, due 01/08/2026 | 0.08% |
| New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 | 0.07% |
| Sempra Energy | 0.07% |
| U.S. Treasury Note, 1.12%, due 06/30/2021 | 0.07% |
| Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 | 0.07% |
| D.R. Horton, Inc., 4.37%, due 09/15/2022 | 0.07% |
| State of California, 7.30%, due 10/01/2039 | 0.07% |
| Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 | 0.07% |
| U.S. Treasury Note, 0.25%, due 05/31/2025 | 0.07% |
| New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 | 0.07% |
| Barclays Bank PLC, 10.17%, due 06/12/2021 | 0.07% |
| Hartford Financial Services Group, Inc. | 0.07% |
| Colombia Government International Bond, 4.50%, due 01/28/2026 | 0.07% |
| Edwards Lifesciences Corp. | 0.07% |
| New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 | 0.07% |
| State of California, 7.60%, due 11/01/2040 | 0.07% |
| Marathon Petroleum Corp. | 0.07% |
| LMA Americas LLC, 0.30%, due 08/04/2020 | 0.07% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 | 0.07% |
| DaVita, Inc. | 0.07% |
| Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 | 0.07% |
| JetBlue Pass-Through Trust, 2.75%, due 11/15/2033 | 0.07% |
| Cheniere Energy, Inc. | 0.07% |
| Lam Research Corp., 3.75%, due 03/15/2026 | 0.07% |
| Nokia OYJ, 3.37%, due 06/12/2022 | 0.07% |
| Weyerhaeuser Co., 4.00%, due 04/15/2030 | 0.07% |
| Carlisle Cos., Inc., 3.75%, due 12/01/2027 | 0.07% |
| QUALCOMM, Inc., 3.25%, due 05/20/2027 | 0.07% |
| BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 | 0.07% |
| Ventas, Inc., REIT | 0.07% |
| DexCom, Inc. | 0.07% |
| Service Properties Trust, 5.00%, due 08/15/2022 | 0.06% |
| BB-UBS Trust, Series 2012-TFT, Class C, 3.58%, due 06/05/2030 | 0.06% |
| TE Connectivity, Ltd. | 0.06% |
| Cintas Corp. | 0.06% |
| Verisk Analytics, Inc. | 0.06% |
| NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 | 0.06% |
| Duke Energy Progress LLC, 3.60%, due 09/15/2047 | 0.06% |
| Black Hills Corp., 4.25%, due 11/30/2023 | 0.06% |
| Macquarie Bank, Ltd., 3.62%, due 06/03/2030 | 0.06% |
| Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 2.27%, due 10/20/2028 | 0.06% |
| Carrier Global Corp., 2.72%, due 02/15/2030 | 0.06% |
| Syngenta Finance NV, 3.93%, due 04/23/2021 | 0.06% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.06% |
| American International Group, Inc. | 0.06% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 3.50%, due 06/01/2030 | 0.06% |
| Aon Corp., 2.80%, due 05/15/2030 | 0.06% |
| Delta Air Lines, Inc. | 0.06% |
| Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 | 0.06% |
| ICG CLO, Ltd., Series 2014-1A, Class A1R, 2.35%, due 01/20/2030 | 0.06% |
| Experian Finance PLC, 2.75%, due 03/08/2030 | 0.06% |
| DENTSPLY SIRONA, Inc., 3.25%, due 06/01/2030 | 0.06% |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.06% |
| United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 | 0.06% |
| America Movil SAB de CV, 3.12%, due 07/16/2022 | 0.06% |
| American International Group, Inc., 4.25%, due 03/15/2029 | 0.06% |
| Bayer US Finance II LLC, 4.37%, due 12/15/2028 | 0.06% |
| Equity Lifestyle Properties, Inc., REIT | 0.06% |
| New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 | 0.06% |
| Ralph Lauren Corp. | 0.06% |
| Alcon Finance Corp., 2.75%, due 09/23/2026 | 0.06% |
| AstraZeneca PLC, 4.37%, due 08/17/2048 | 0.06% |
| Lloyds Banking Group PLC, 3.87%, due 07/09/2025 | 0.06% |
| Sysco Corp., 3.30%, due 07/15/2026 | 0.06% |
| Infor, Inc., 1.75%, due 07/15/2025 | 0.06% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 0.06% |
| Xilinx, Inc., 2.37%, due 06/01/2030 | 0.06% |
| WestRock Co. | 0.06% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.06% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.06% |
| Amgen, Inc., 2.20%, due 02/21/2027 | 0.06% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.06% |
| AstraZeneca PLC, 2.37%, due 06/12/2022 | 0.06% |
| Stryker Corp., 1.95%, due 06/15/2030 | 0.06% |
| CRH America Finance, Inc., 4.50%, due 04/04/2048 | 0.06% |
| Amphenol Corp., 2.80%, due 02/15/2030 | 0.06% |
| ING Groep NV, 1.40%, due 07/01/2026 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.06% |
| PacifiCorp., 3.60%, due 04/01/2024 | 0.06% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.06% |
| American Electric Power Co., Inc., 2.95%, due 12/15/2022 | 0.06% |
| T. Rowe Price Group, Inc. | 0.06% |
| JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 | 0.06% |
| U.S. Treasury Note, 2.87%, due 09/30/2023 | 0.05% |
| Adobe, Inc., 2.15%, due 02/01/2027 | 0.05% |
| Altice USA, Inc., Class A | 0.05% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.49%, due 08/15/2046 | 0.05% |
| Level 3 Financing, Inc., 3.40%, due 03/01/2027 | 0.05% |
| U.S. Treasury Note, 2.62%, due 02/15/2029 | 0.05% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.05% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.05% |
| Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 | 0.05% |
| Williams Cos., Inc. | 0.05% |
| American International Group, Inc., 4.20%, due 04/01/2028 | 0.05% |
| Electronic Arts, Inc. | 0.05% |
| BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 2.06%, due 07/18/2027 | 0.05% |
| Anthem, Inc., 2.25%, due 05/15/2030 | 0.05% |
| BAT Capital Corp., 4.90%, due 04/02/2030 | 0.05% |
| Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 | 0.05% |
| CyrusOne, LP / CyrusOne Finance Corp., 2.90%, due 11/15/2024 | 0.05% |
| Waste Connections, Inc., 2.60%, due 02/01/2030 | 0.05% |
| QUALCOMM, Inc., 3.25%, due 05/20/2050 | 0.05% |
| Hewlett Packard Enterprise Co., 4.45%, due 10/02/2023 | 0.05% |
| UnitedHealth Group, Inc., 2.00%, due 05/15/2030 | 0.05% |
| Duke Energy Corp., 3.75%, due 04/15/2024 | 0.05% |
| General Motors Co., 6.25%, due 10/02/2043 | 0.05% |
| Altria Group, Inc., 3.40%, due 05/06/2030 | 0.05% |
| Expedia Group, Inc., 3.80%, due 02/15/2028 | 0.05% |
| Centene Corp., 3.37%, due 02/15/2030 | 0.05% |
| FleetCor Technologies, Inc. | 0.05% |
| Element Fleet Management Corp., 3.85%, due 06/15/2025 | 0.05% |
| CenterPoint Energy, Inc. | 0.05% |
| American Tower Trust #1, 3.65%, due 03/15/2048 | 0.05% |
| KLA Corp., 3.30%, due 03/01/2050 | 0.05% |
| US Airways Pass-Through Trust, 5.37%, due 05/15/2023 | 0.05% |
| Ally Financial, Inc., 3.87%, due 05/21/2024 | 0.05% |
| Pernod Ricard SA, 5.75%, due 04/07/2021 | 0.05% |
| Kansas City Southern | 0.05% |
| Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 | 0.05% |
| General Electric Co., Series MTN, 6.87%, due 01/10/2039 | 0.05% |
| Intel Corp., 2.87%, due 05/11/2024 | 0.05% |
| CNA Financial Corp., 3.90%, due 05/01/2029 | 0.05% |
| Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 | 0.05% |
| Federal National Mortgage Association, 5.00%, due 04/01/2039 | 0.05% |
| Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 | 0.05% |
| Korea Development Bank, 0.27%, due 07/24/2020 | 0.05% |
| Packaging Corp. of America | 0.05% |
| New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 | 0.05% |
| Fortinet, Inc. | 0.05% |
| Equifax, Inc., 2.60%, due 12/01/2024 | 0.05% |
| New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 | 0.04% |
| Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 | 0.04% |
| Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 | 0.04% |
| Dominion Energy, Inc., 2.57%, due 07/01/2020 | 0.04% |
| L3 Harris Technologies, Inc., 2.90%, due 12/15/2029 | 0.04% |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 | 0.04% |
| Chile Government International Bond, 3.50%, due 01/25/2050 | 0.04% |
| Martin Marietta Materials, Inc., 3.50%, due 12/15/2027 | 0.04% |
| BorgWarner, Inc., 3.37%, due 03/15/2025 | 0.04% |
| BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 | 0.04% |
| CSX Corp., 3.80%, due 11/01/2046 | 0.04% |
| Pernod Ricard SA, 4.45%, due 01/15/2022 | 0.04% |
| Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 | 0.04% |
| Truist Financial Corp. | 0.04% |
| Sun Communities, Inc., REIT | 0.04% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.04% |
| Intuit, Inc., 1.35%, due 07/15/2027 | 0.04% |
| AbbVie, Inc., 3.20%, due 05/14/2026 | 0.04% |
| Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 | 0.04% |
| Lam Research Corp., 1.90%, due 06/15/2030 | 0.04% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.04% |
| Barclays PLC, 5.20%, due 05/12/2026 | 0.04% |
| Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 | 0.04% |
| Saudi Arabia Government International Bond, 2.37%, due 10/26/2021 | 0.04% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.04% |
| U.S. Treasury Bond, 2.87%, due 05/15/2049 | 0.04% |
| Merck & Co., Inc., 3.40%, due 03/07/2029 | 0.04% |
| Sprint Corp., 7.87%, due 09/15/2023 | 0.04% |
| Mont Blanc Capital Corp., 0.28%, due 08/04/2020 | 0.04% |
| Energy Transfer Operating, LP, 5.95%, due 10/01/2043 | 0.04% |
| Martin Marietta Materials, Inc., 4.25%, due 12/15/2047 | 0.04% |
| ERAC USA Finance LLC, 3.85%, due 11/15/2024 | 0.04% |
| COMM Mortgage Trust, Series 2016-GCT, Class C, 3.57%, due 08/10/2029 | 0.04% |
| Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 | 0.04% |
| Energy Transfer Operating, LP, 5.15%, due 02/01/2043 | 0.04% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.04% |
| Conagra Brands, Inc. | 0.04% |
| Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 | 0.04% |
| Xylem, Inc., 1.95%, due 01/30/2028 | 0.04% |
| Federal National Mortgage Association, 5.50%, due 12/01/2041 | 0.04% |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 | 0.04% |
| Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 | 0.04% |
| BAE Systems PLC, 3.40%, due 04/15/2030 | 0.04% |
| American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 | 0.04% |
| Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 | 0.04% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.04% |
| Energy Transfer Operating, LP, 4.90%, due 02/01/2024 | 0.04% |
| Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 | 0.04% |
| ERAC USA Finance LLC, 3.30%, due 12/01/2026 | 0.04% |
| Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 | 0.04% |
| Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 | 0.04% |
| Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 | 0.04% |
| Constellation Brands, Inc., 3.15%, due 08/01/2029 | 0.04% |
| Panama Government International Bond, 3.87%, due 03/17/2028 | 0.04% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.04% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.04% |
| Energy Transfer Operating, LP, 7.60%, due 02/01/2024 | 0.04% |
| Lyft, Inc., Class A | 0.03% |
| Apple, Inc., 2.65%, due 05/11/2050 | 0.03% |
| Becton Dickinson & Co. | 0.03% |
| CK Hutchison International 17 II, Ltd., 2.25%, due 09/29/2020 | 0.03% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.03% |
| State of California, 7.70%, due 11/01/2030 | 0.03% |
| Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 | 0.03% |
| National Australia Bank, Ltd., 3.93%, due 08/02/2034 | 0.03% |
| Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 | 0.03% |
| Lloyds Banking Group PLC, 2.90%, due 11/07/2023 | 0.03% |
| Progressive Corp., 3.20%, due 03/26/2030 | 0.03% |
| Wells Fargo & Co., 5.90%, due 06/15/2024 | 0.03% |
| Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 | 0.03% |
| Motorola Solutions, Inc. | 0.03% |
| Petroleos Mexicanos, 6.50%, due 01/23/2029 | 0.03% |
| ERAC USA Finance LLC, 2.70%, due 11/01/2023 | 0.03% |
| Health Care Service Corp., 2.20%, due 06/01/2030 | 0.03% |
| Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 | 0.03% |
| 321 Henderson Receivables VI LLC, Series 2010-1A, Class A, 5.56%, due 07/15/2059 | 0.03% |
| Appalachian Power Co., 3.40%, due 06/01/2025 | 0.03% |
| MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 | 0.03% |
| Upjohn, Inc., 2.30%, due 06/22/2027 | 0.03% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.03% |
| New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 | 0.03% |
| Credit Suisse AG, 2.80%, due 04/08/2022 | 0.03% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.03% |
| Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 | 0.03% |
| Brazil Government International Bond, 4.25%, due 01/07/2025 | 0.03% |
| Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 | 0.03% |
| Realty Income Corp., REIT | 0.03% |
| Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 | 0.03% |
| CSX Corp., 3.80%, due 04/15/2050 | 0.03% |
| Carter's, Inc. | 0.03% |
| Arch Capital Group, Ltd. | 0.03% |
| Realty Income Corp., 3.25%, due 01/15/2031 | 0.03% |
| Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 | 0.03% |
| Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 | 0.03% |
| SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 | 0.03% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.03% |
| Micron Technology, Inc., 2.49%, due 04/24/2023 | 0.03% |
| MetLife, Inc. | 0.03% |
| New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 | 0.03% |
| Prologis, LP, 2.12%, due 04/15/2027 | 0.03% |
| NXP BV / NXP Funding LLC / NXP USA, Inc., 3.40%, due 05/01/2030 | 0.03% |
| ABIOMED, Inc. | 0.03% |
| HCA, Inc., 4.12%, due 06/15/2029 | 0.03% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.03% |
| Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 | 0.03% |
| Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 | 0.03% |
| Indonesia Government International Bond, 5.37%, due 10/17/2023 | 0.03% |
| UDR, Inc., REIT | 0.03% |
| BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 | 0.02% |
| Republic of Poland Government International Bond, 3.00%, due 03/17/2023 | 0.02% |
| Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 | 0.02% |
| Anglo American Capital PLC, 4.75%, due 04/10/2027 | 0.02% |
| Gilead Sciences, Inc. | 0.02% |
| AstraZeneca PLC, 4.00%, due 01/17/2029 | 0.02% |
| Citigroup Capital XIII, 7.13% | 0.02% |
| Petroleos Mexicanos, 6.87%, due 08/04/2026 | 0.02% |
| Everest Re Group, Ltd. | 0.02% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.02% |
| Gilead Sciences, Inc., 4.15%, due 03/01/2047 | 0.02% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.02% |
| CSMC Trust, Series 2014-4R, Class 21A1, 0.82%, due 12/27/2035 | 0.02% |
| Sprint Corp., 7.25%, due 09/15/2021 | 0.02% |
| American Express Co., 4.05%, due 12/03/2042 | 0.02% |
| Cabot Oil & Gas Corp. | 0.02% |
| Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| General Motors Co., 4.87%, due 10/02/2023 | 0.02% |
| Colombia Government International Bond, 4.00%, due 02/26/2024 | 0.02% |
| HCA, Inc., 5.25%, due 04/15/2025 | 0.02% |
| Constellation Brands, Inc., 3.70%, due 12/06/2026 | 0.02% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A4, 4.02%, due 03/10/2047 | 0.02% |
| Morgan Stanley Resecuritization Trust, Series 2014-R3, Class 2A, 3.00%, due 07/26/2048 | 0.02% |
| America Movil SAB de CV, 4.37%, due 07/16/2042 | 0.02% |
| Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 | 0.02% |
| MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 | 0.02% |
| Shell International Finance BV, 3.75%, due 09/12/2046 | 0.02% |
| Entergy Arkansas LLC, 3.70%, due 06/01/2024 | 0.02% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.02% |
| Oshkosh Corp., 3.10%, due 03/01/2030 | 0.01% |
| Natixis, 0.91%, due 07/01/2020 | 0.01% |
| Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 | 0.01% |
| CMS Energy Corp., 4.87%, due 03/01/2044 | 0.01% |
| VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 | 0.01% |
| H&R Block, Inc. | 0.01% |
| Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 | 0.01% |
| Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 | 0.01% |
| New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 | 0.01% |
| Voya Financial, Inc. | 0.01% |
| Qatar Government International Bond, 3.87%, due 04/23/2023 | 0.01% |
| Sprint Capital Corp., 6.87%, due 11/15/2028 | 0.01% |
| New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 | 0.01% |
| Peru Government International Bond, 7.35%, due 07/21/2025 | 0.01% |
| U.S. Treasury Bill, 0.16%, due 09/10/2020 | 0.01% |
| Federal National Mortgage Association, 3.32%, due 10/25/2023 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 08/01/2039 | 0.01% |
| PacifiCorp., 5.75%, due 04/01/2037 | 0.01% |
| Sierra Timeshare Conduit Receivables Funding LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 | 0.01% |
| Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 | 0.01% |
| Seagate HDD Cayman, 4.12%, due 01/15/2031 | 0.01% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.01% |
| Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 06/01/2026 | 0.01% |
| Futures Contracts, Long, S&P 500® E-Mini Index | 0.01% |
| Federal National Mortgage Association, 6.00%, due 02/01/2041 | 0.01% |
| COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 | 0.01% |
| Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 | 0.01% |
| Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 10/01/2039 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 08/01/2036 | 0.01% |
| Petroleos Mexicanos, 7.69%, due 01/23/2050 | 0.01% |
| New Residential Advanced Receivables Trust, Series 2019-T4, Class AT4, 2.32%, due 10/15/2051 | 0.01% |
| Cleveland Electric Illuminating Co., 5.95%, due 12/15/2036 | 0.01% |
| Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 | 0.01% |
| Williams Cos., Inc., 5.40%, due 03/04/2044 | 0.01% |
| Schlumberger Investment SA, 3.65%, due 12/01/2023 | 0.01% |
| Federal National Mortgage Association, 6.50%, due 05/01/2040 | 0.01% |
| Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 06/01/2042 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 06/01/2039 | 0.01% |
| CIT Group, Inc., 4.12%, due 03/09/2021 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 11/01/2028 | 0.01% |
| New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 10/01/2028 | 0.01% |
| MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 04/01/2040 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 01/01/2029 | 0.01% |
| Williams Cos., Inc., 7.87%, due 09/01/2021 | 0.01% |
| President & Fellows of Harvard College, 3.61%, due 10/01/2037 | 0.01% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 | 0.01% |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 0.33%, due 12/25/2036 | 0.01% |
| Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 | 0.01% |
| BB-UBS Trust, Series 2012-SHOW, Class XA, 0.73%, due 11/05/2036 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 01/01/2040 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 | 0.01% |
| Los Angeles Community College District, 6.60%, due 08/01/2042 | 0.01% |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.01% |
| New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 | 0.00%** |
| CMS Energy Corp., 3.87%, due 03/01/2024 | 0.00%** |
| Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 | 0.00%** |
| New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 08/01/2037 | 0.00%** |
| Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 | 0.00%** |
| University of California, Series AD, 4.85%, due 05/15/2112 | 0.00%** |
| Federal National Mortgage Association, 3.52%, due 02/01/2043 | 0.00%** |
| Federal Home Loan Mortgage Corp., 6.00%, due 12/01/2037 | 0.00%** |
| Burlington Northern Santa Fe LLC, 3.75%, due 04/01/2024 | 0.00%** |
| Federal National Mortgage Association, 3.50%, due 07/01/2028 | 0.00%** |
| Crown Castle Towers LLC, 3.72%, due 07/15/2043 | 0.00%** |
| COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 | 0.00%** |
| SCE Trust III, Series H, 5.75% | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 01/01/2038 | 0.00%** |
| Sierra Timeshare Receivables Funding LLC, Series 2015-3A, Class A, 2.58%, due 09/20/2032 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 0.76%, due 02/16/2053 | 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 04/01/2041 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 10/01/2038 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 11/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 05/01/2038 | 0.00%** |
| Nexen, Inc., 5.87%, due 03/10/2035 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 09/01/2040 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 02/01/2025 | 0.00%** |
| T-Mobile US, Inc., Exercise Price $0.19, Expiration Date 07/27/2020 | 0.00%** |
| Federal National Mortgage Association, 4.50%, due 07/01/2025 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.00%, due 02/01/2024 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 10/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 12/01/2038 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 03/01/2038 | 0.00%** |
| Net Other Assets (Liabilities) | -5.46%** |
Mutual funds, variable annuities and variable life insurance policies are subject to market risk, including the loss of principal. There is no assurance the fund will meet its investment objective. See the fund’s prospectus for complete information on all of the risks inherent with investing in the fund.
*There is no assurance that the securities listed are held beyond the indicated date. The holdings will remain online for six months, starting 15 days after the end of each calendar month.
**This security represents less than 0.01% of total holdings.
The Net Other Assets (Liabilities) category may include, but is not limited to, repurchase agreements, reverse repurchase agreements, security lending collateral, forward foreign currency contracts, and cash collateral.
This list of portfolio holdings is published on a delayed basis, 15 days after the end of each calendar month, and does not necessarily represent the actual investments held by a portfolio at the time of publication. All holdings are subject to change daily. This list has not been audited and is provided for informational use only. It is not intended as a recommendation, offer, or solicitation for the purchase or sale of any security. Transamerica assumes no obligation to update or supplement this list to reflect any change that may occur, and assumes no liability relating to the use of this information.
Unlike the fund’s regulatory filings, the portfolio data and its presentation in this document are not required to conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation requirements. Therefore, it differs from that in the complete statement of investments in the annual and semiannual report to shareholders filed with the SEC on Form N-CSR, and the complete statement of investments provided in the first and third quarter SEC Form N-Q filings for each fiscal year.
Shares of the funds may only be sold by offering the funds’ prospectus. You should consider the investment objective, risks, charges, and expenses of the fund carefully before investing. The prospectus contains this and additional important information regarding the fund. For Transamerica Funds - To obtain the prospectus and/or a summary prospectus, please contact your financial professional or go to transamerica.com. For Transamerica Partners Funds - go to transamericapartners.com. For Transamerica Series Trust portfolios - Investors should carefully consider their investment objectives and risks, along with a product’s charges and expenses before investing. The prospectus includes complete information and other important facts about the variable annuity or variable universal life insurance policy’s charges and expenses. Please contact your financial professional for a prospectus. The prospectus should be read carefully before investing.
Transamerica Series Trust portfolios are only available through the purchase of a variable life insurance policy or variable annuity contract.
No part of this material may be reproduced in any form, or referred to in any publication, without express written permission.
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