|
07/31/2020* |
Transamerica Multi-Managed Balanced VP
| Security Description | % of Total Net Assets |
|---|---|
| Apple, Inc. | 4.31% |
| Microsoft Corp. | 4.04% |
| Amazon.com, Inc. | 3.33% |
| Uniform Mortgage-Backed Security, 3.00%, TBA | 2.45% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 2.02% |
| Facebook, Inc., Class A | 1.36% |
| Alphabet, Inc., Class A | 1.12% |
| Mastercard, Inc., Class A | 1.12% |
| Alphabet, Inc., Class C | 0.99% |
| Berkshire Hathaway, Inc., Class B | 0.95% |
| Procter & Gamble Co. | 0.94% |
| PayPal Holdings, Inc. | 0.87% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.85% |
| UnitedHealth Group, Inc. | 0.80% |
| Thermo Fisher Scientific, Inc. | 0.74% |
| Merck & Co., Inc. | 0.74% |
| Netflix, Inc. | 0.73% |
| Home Depot, Inc. | 0.72% |
| Verizon Communications, Inc. | 0.71% |
| AbbVie, Inc. | 0.71% |
| NextEra Energy, Inc. | 0.69% |
| Charter Communications, Inc., Class A | 0.66% |
| Citigroup, Inc. | 0.65% |
| salesforce.com, Inc. | 0.64% |
| Honeywell International, Inc. | 0.63% |
| Medtronic PLC | 0.62% |
| Bristol-Myers Squibb Co. | 0.60% |
| U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 | 0.59% |
| Johnson & Johnson | 0.57% |
| Texas Instruments, Inc. | 0.56% |
| Lowe's Cos., Inc. | 0.56% |
| Comcast Corp., Class A | 0.55% |
| U.S. Treasury Bond, 3.12%, due 02/15/2042 | 0.54% |
| Visa, Inc., Class A | 0.54% |
| U.S. Treasury Note, 2.50%, due 05/15/2024 | 0.51% |
| Eli Lilly & Co. | 0.51% |
| Chariot Funding LLC, 0.23%, due 10/05/2020 | 0.49% |
| NVIDIA Corp. | 0.48% |
| Norfolk Southern Corp. | 0.47% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.47% |
| Intuit, Inc. | 0.47% |
| Philip Morris International, Inc. | 0.47% |
| Chevron Corp. | 0.46% |
| Accenture PLC, Class A | 0.44% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.43% |
| Coca-Cola Co. | 0.41% |
| BlackRock, Inc. | 0.41% |
| Eaton Corp. PLC | 0.41% |
| S&P Global, Inc. | 0.40% |
| Analog Devices, Inc. | 0.39% |
| Mondelez International, Inc., Class A | 0.39% |
| U.S. Treasury Bond, 2.50%, due 05/15/2046 | 0.39% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.39% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.39% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.39% |
| U.S. Treasury Bill, 0.13%, due 10/01/2020 | 0.39% |
| Uniform Mortgage-Backed Security, 4.00%, TBA | 0.38% |
| Zimmer Biomet Holdings, Inc. | 0.38% |
| Morgan Stanley | 0.38% |
| U.S. Treasury Bond, 4.75%, due 02/15/2037 | 0.38% |
| Best Buy Co., Inc. | 0.37% |
| T-Mobile US, Inc. | 0.37% |
| Altria Group, Inc. | 0.36% |
| International Business Machines Corp. | 0.36% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.36% |
| U.S. Treasury Note, 2.37%, due 05/15/2029 | 0.36% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.36% |
| U.S. Treasury Note, 0.62%, due 05/15/2030 | 0.36% |
| Costco Wholesale Corp. | 0.35% |
| Equinix, Inc., REIT | 0.35% |
| Prologis, Inc., REIT | 0.35% |
| Sheffield Receivable, 0.25%, due 09/01/2020 | 0.35% |
| Entergy Corp. | 0.35% |
| Cedar Springs Capital Co. LLC, 0.30%, due 08/20/2020 | 0.34% |
| Lam Research Corp. | 0.34% |
| U.S. Treasury Bond, 3.50%, due 02/15/2039 | 0.33% |
| Gotham Funding Corp., 0.25%, due 08/10/2020 | 0.33% |
| Exxon Mobil Corp., 0.30%, due 08/19/2020 | 0.33% |
| Crown Point Capital Co., 0.32%, due 08/20/2020 | 0.33% |
| Korea Development Bank, 0.23%, due 10/05/2020 | 0.33% |
| McKesson Corp. | 0.33% |
| Progressive Corp. | 0.33% |
| Bank of America Corp. | 0.33% |
| Allstate Corp. | 0.32% |
| Target Corp. | 0.32% |
| NIKE, Inc., Class B | 0.32% |
| Baxter International, Inc. | 0.32% |
| Advanced Micro Devices, Inc. | 0.32% |
| Wells Fargo & Co. | 0.31% |
| Cummins, Inc. | 0.31% |
| Cigna Corp. | 0.30% |
| AutoZone, Inc. | 0.30% |
| Jupiter Securitization Co. LLC, 0.30%, due 08/04/2020 | 0.30% |
| Constellation Brands, Inc., Class A | 0.29% |
| Barton Capital Corp., 0.27%, due 09/10/2020 | 0.29% |
| Kimberly-Clark Corp. | 0.29% |
| LMA Americas LLC, 0.24%, due 10/08/2020 | 0.29% |
| U.S. Treasury Note, 1.50%, due 02/15/2030 | 0.28% |
| Raytheon Technologies Corp. | 0.28% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 | 0.28% |
| Starbird Funding Corp., 0.23%, due 09/02/2020 | 0.28% |
| Cancara Asset Securitisation LLC, 0.30%, due 08/05/2020 | 0.28% |
| Mont Blanc Capital Corp., 0.29%, due 08/13/2020 | 0.28% |
| Automatic Data Processing, Inc. | 0.27% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 | 0.27% |
| Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 | 0.27% |
| COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 | 0.27% |
| Parker-Hannifin Corp. | 0.26% |
| U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 | 0.26% |
| Booking Holdings, Inc. | 0.26% |
| Regeneron Pharmaceuticals, Inc. | 0.26% |
| NXP Semiconductors NV | 0.26% |
| Northrop Grumman Corp. | 0.26% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.25% |
| Leidos Holdings, Inc. | 0.25% |
| Eastman Chemical Co. | 0.25% |
| New Residential Advanced Receivables Trust, Series 2019-T3, Class AT3, 2.51%, due 09/15/2052 | 0.25% |
| EOG Resources, Inc. | 0.24% |
| Lennar Corp., Class A | 0.24% |
| Vertex Pharmaceuticals, Inc. | 0.24% |
| U.S. Treasury Bill, 0.16%, due 09/10/2020 | 0.24% |
| TJX Cos., Inc. | 0.24% |
| Pioneer Natural Resources Co. | 0.23% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.23% |
| Stanley Black & Decker, Inc. | 0.23% |
| CSX Corp. | 0.22% |
| Lexington Parker Capital Co. LLC, 0.17%, due 08/18/2020 | 0.22% |
| Manhattan Asset Funding Co. LLC, 0.25%, due 09/01/2020 | 0.22% |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 | 0.22% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 | 0.22% |
| Masco Corp. | 0.22% |
| Anthem, Inc. | 0.22% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.21% |
| U.S. Treasury Bond, 3.00%, due 08/15/2048 | 0.21% |
| Atlantic Asset Securitization LLC, 0.22%, due 09/10/2020 | 0.21% |
| Citigroup, Inc., 3.52%, due 10/27/2028 | 0.21% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.21% |
| U.S. Treasury Bill, 0.10%, due 08/06/2020 | 0.21% |
| Linde PLC | 0.21% |
| Capital One Financial Corp. | 0.20% |
| Phillips 66 | 0.20% |
| Bank of America Corp., 3.36%, due 01/23/2026 | 0.20% |
| KeyCorp | 0.20% |
| SBA Tower Trust, 2.83%, due 01/15/2050 | 0.20% |
| Aon PLC, Class A | 0.20% |
| New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B, 3.50%, due 08/25/2059 | 0.20% |
| Motel 6 Trust, Series 2017-MTL6, Class C, 1.57%, due 08/15/2034 | 0.19% |
| Cisco Systems, Inc. | 0.19% |
| Trane Technologies PLC | 0.19% |
| Ocwen Master Advance Receivables Trust, Series 2019-T2, Class AT2, 2.41%, due 08/15/2051 | 0.19% |
| U.S. Treasury Note, 1.50%, due 08/15/2026 | 0.19% |
| CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 1.48%, due 10/18/2030 | 0.19% |
| Boston Scientific Corp. | 0.18% |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.18% |
| Micron Technology, Inc. | 0.18% |
| U.S. Treasury Note, 2.12%, due 06/30/2022 | 0.18% |
| Yum! Brands, Inc. | 0.18% |
| Becton Dickinson & Co. | 0.18% |
| VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 | 0.17% |
| General Dynamics Corp. | 0.17% |
| U.S. Treasury Note, 3.12%, due 11/15/2028 | 0.17% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.17% |
| Qorvo, Inc. | 0.17% |
| Biogen, Inc. | 0.17% |
| Alexion Pharmaceuticals, Inc. | 0.17% |
| New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 | 0.17% |
| DNB Bank ASA, 0.22%, due 10/07/2020 | 0.17% |
| U.S. Treasury Bond, 5.25%, due 02/15/2029 | 0.16% |
| Le Fayette Asset Securitization LLC, 0.25%, due 08/14/2020 | 0.16% |
| CMS Energy Corp. | 0.16% |
| Verizon Communications, Inc., 5.50%, due 03/16/2047 | 0.16% |
| Carrier Global Corp. | 0.16% |
| Duke Energy Corp., 3.75%, due 09/01/2046 | 0.15% |
| State Street Corp. | 0.15% |
| U.S. Treasury Bond, 3.00%, due 05/15/2042 | 0.15% |
| DTE Energy Co. | 0.15% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.15% |
| Celanese Corp. | 0.15% |
| Goldman Sachs Group, Inc. | 0.15% |
| QUALCOMM, Inc. | 0.15% |
| Deere & Co. | 0.15% |
| Emerson Electric Co. | 0.15% |
| COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 | 0.15% |
| Ross Stores, Inc. | 0.15% |
| Enterprise Products Operating LLC, 4.25%, due 02/15/2048 | 0.14% |
| Camden Property Trust, REIT | 0.14% |
| U.S. Treasury Bond, 3.00%, due 02/15/2049 | 0.14% |
| Air Products & Chemicals, Inc. | 0.14% |
| Regions Financial Corp. | 0.14% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 | 0.14% |
| CIFC Funding, Ltd., Series 2017-3A, Class A1, 1.49%, due 07/20/2030 | 0.14% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.14% |
| Credit Agricole SA, 3.25%, due 01/14/2030 | 0.14% |
| Duke Energy Corp. | 0.13% |
| American Express Co. | 0.13% |
| Marsh & McLennan Cos., Inc. | 0.13% |
| Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 | 0.13% |
| HP, Inc. | 0.13% |
| BP Capital Markets PLC, 3.11%, due 05/04/2026 | 0.13% |
| Pfizer, Inc. | 0.13% |
| Hilton Worldwide Holdings, Inc. | 0.13% |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 | 0.13% |
| Avery Dennison Corp. | 0.12% |
| Aviation Capital Group LLC, 5.50%, due 12/15/2024 | 0.12% |
| Newmont Corp. | 0.12% |
| Intuitive Surgical, Inc. | 0.12% |
| Dow, Inc. | 0.12% |
| Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class B, 3.44%, due 12/10/2036 | 0.12% |
| Illumina, Inc. | 0.12% |
| Citizens Financial Group, Inc. | 0.12% |
| Microchip Technology, Inc. | 0.12% |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 | 0.12% |
| Dollar Tree, Inc. | 0.12% |
| Reinsurance Group of America, Inc., 3.90%, due 05/15/2029 | 0.12% |
| Mid-America Apartment Communities, Inc., REIT | 0.12% |
| AT&T, Inc., 3.40%, due 05/15/2025 | 0.12% |
| Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 | 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% |
| Crown Holdings, Inc. | 0.11% |
| COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 | 0.11% |
| Xcel Energy, Inc. | 0.11% |
| Commerzbank AG, 8.12%, due 09/19/2023 | 0.11% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.11% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.11% |
| Sumitomo Mitsui Brokerage Corp., 0.21%, due 10/29/2020 | 0.11% |
| Exxon Mobil Corp. | 0.11% |
| Occidental Petroleum Corp., 5.55%, due 03/15/2026 | 0.11% |
| Discover Bank, 3.45%, due 07/27/2026 | 0.11% |
| U.S. Treasury Note, 2.25%, due 11/15/2025 | 0.11% |
| Amgen, Inc. | 0.11% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 | 0.11% |
| Carter's, Inc. | 0.11% |
| Southern Co. | 0.10% |
| Intel Corp. | 0.10% |
| Walmart, Inc., 3.62%, due 12/15/2047 | 0.10% |
| Charles Schwab Corp. | 0.10% |
| Boeing Co., 3.50%, due 03/01/2039 | 0.10% |
| Palmer Square CLO, Ltd., Series 2015-2A, Class A1R2, 1.37%, due 07/20/2030 | 0.10% |
| DTE Electric Co., 4.30%, due 07/01/2044 | 0.10% |
| Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.10% |
| Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 | 0.10% |
| Discovery, Inc., Class A | 0.10% |
| Shell International Finance BV, 2.50%, due 09/12/2026 | 0.10% |
| Quest Diagnostics, Inc., 4.20%, due 06/30/2029 | 0.10% |
| GS Mortgage Securities Trust, Series 2013-G1, Class A2, 3.55%, due 04/10/2031 | 0.10% |
| New Residential Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.52%, due 08/15/2053 | 0.10% |
| COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 | 0.10% |
| New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 | 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% |
| Discovery, Inc., Class C | 0.10% |
| Applied Materials, Inc. | 0.10% |
| JPMorgan Chase & Co., 2.95%, due 05/13/2031 | 0.10% |
| U.S. Treasury Note, 2.25%, due 11/15/2027 | 0.10% |
| JPMorgan Chase & Co., 3.10%, due 04/22/2041 | 0.10% |
| BMW US Capital LLC, 2.80%, due 04/11/2026 | 0.10% |
| UBS AG, 7.62%, due 08/17/2022 | 0.10% |
| Simon Property Group, Inc., 0.25%, due 09/04/2020 | 0.10% |
| General Motors Co. | 0.10% |
| Keurig Dr. Pepper, Inc., 3.20%, due 05/01/2030 | 0.10% |
| U.S. Treasury Bill, 0.10%, due 08/06/2020 | 0.10% |
| Highwoods Realty, LP, 3.05%, due 02/15/2030 | 0.10% |
| BAT Capital Corp., 3.22%, due 08/15/2024 | 0.09% |
| Baidu, Inc., 4.37%, due 05/14/2024 | 0.09% |
| Banco Santander SA, 2.74%, due 05/28/2025 | 0.09% |
| DuPont de Nemours, Inc. | 0.09% |
| Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 | 0.09% |
| Microsoft Corp., 3.30%, due 02/06/2027 | 0.09% |
| Magna International, Inc. | 0.09% |
| JPMorgan Chase & Co., 4.12%, due 12/15/2026 | 0.09% |
| MSCI, Inc. | 0.09% |
| Ocwen Master Advance Receivables Trust, Series 2019-T1, Class AT1, 2.51%, due 08/15/2050 | 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% |
| Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 | 0.09% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.45%, due 08/25/2023 | 0.09% |
| Western Digital Corp., 4.75%, due 02/15/2026 | 0.09% |
| Kroger Co. | 0.09% |
| Workday, Inc., Class A | 0.09% |
| Charta LLC, 0.22%, due 10/19/2020 | 0.09% |
| SBA Tower Trust, 3.44%, due 03/15/2048 | 0.09% |
| NBCUniversal Media LLC, 4.45%, due 01/15/2043 | 0.09% |
| Anglo American Capital PLC, 4.00%, due 09/11/2027 | 0.09% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.09% |
| Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75%, due 03/25/2058 | 0.09% |
| Markel Corp., 3.35%, due 09/17/2029 | 0.09% |
| Lazard Group LLC, 4.50%, due 09/19/2028 | 0.09% |
| Lexington Parker Capital Co. LLC, 0.33%, due 08/10/2020 | 0.09% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.09% |
| LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 | 0.09% |
| Southwest Airlines Co. | 0.09% |
| JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 | 0.08% |
| BB-UBS Trust, Series 2012-TFT, Class A, 2.89%, due 06/05/2030 | 0.08% |
| Danske Bank A/S, 3.24%, due 12/20/2025 | 0.08% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.08% |
| Keysight Technologies, Inc., 4.60%, due 04/06/2027 | 0.08% |
| Manhattan Asset Funding Co. LLC, 0.25%, due 08/04/2020 | 0.08% |
| Palisades Center Trust, Series 2016-PLSD, Class A, 2.71%, due 04/13/2033 | 0.08% |
| CVS Health Corp., 3.75%, due 04/01/2030 | 0.08% |
| Sempra Energy | 0.08% |
| Five Corners Funding Trust II, 2.85%, due 05/15/2030 | 0.08% |
| U.S. Treasury Bond, 2.37%, due 11/15/2049 | 0.08% |
| Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 | 0.08% |
| U.S. Treasury Note, 2.37%, due 01/31/2023 | 0.08% |
| MarketAxess Holdings, Inc. | 0.08% |
| New Residential Mortgage Loan Trust, Series 2017-4A, Class A1, 4.00%, due 05/25/2057 | 0.08% |
| Anheuser-Busch InBev Worldwide, Inc., 4.75%, due 01/23/2029 | 0.08% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.08% |
| Tencent Holdings, Ltd., 3.28%, due 04/11/2024 | 0.08% |
| Petroleos Mexicanos, 6.84%, due 01/23/2030 | 0.08% |
| SBA Tower Trust, 3.16%, due 04/09/2047 | 0.08% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.08% |
| Edwards Lifesciences Corp. | 0.08% |
| Snap-on, Inc. | 0.08% |
| Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 1.46%, due 01/20/2031 | 0.08% |
| Union Pacific Corp. | 0.08% |
| Fiserv, Inc., 3.50%, due 07/01/2029 | 0.08% |
| Diamondback Energy, Inc. | 0.08% |
| Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 1.61%, due 04/15/2029 | 0.08% |
| Equinix, Inc., 5.37%, due 05/15/2027 | 0.08% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.08% |
| U.S. Treasury Note, 0.12%, due 05/31/2022 | 0.08% |
| Indonesia Government International Bond, 4.75%, due 01/08/2026 | 0.07% |
| Apple, Inc., 2.85%, due 02/23/2023 | 0.07% |
| Hartford Financial Services Group, Inc. | 0.07% |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 | 0.07% |
| DaVita, Inc. | 0.07% |
| SBA Tower Trust, 1.88%, due 07/15/2050 | 0.07% |
| Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 | 0.07% |
| Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 | 0.07% |
| State of California, 7.30%, due 10/01/2039 | 0.07% |
| U.S. Treasury Note, 1.12%, due 06/30/2021 | 0.07% |
| New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 | 0.07% |
| D.R. Horton, Inc., 4.37%, due 09/15/2022 | 0.07% |
| Cintas Corp. | 0.07% |
| LyondellBasell Industries NV, Class A | 0.07% |
| Colombia Government International Bond, 4.50%, due 01/28/2026 | 0.07% |
| Verisk Analytics, Inc. | 0.07% |
| U.S. Treasury Note, 0.25%, due 05/31/2025 | 0.07% |
| Kinder Morgan, Inc. | 0.07% |
| State of California, 7.60%, due 11/01/2040 | 0.07% |
| TE Connectivity, Ltd. | 0.07% |
| DexCom, Inc. | 0.07% |
| Barclays Bank PLC, 10.17%, due 06/12/2021 | 0.07% |
| New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 | 0.07% |
| Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 | 0.07% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 | 0.07% |
| Cheniere Energy, Inc. | 0.07% |
| LMA Americas LLC, 0.30%, due 08/04/2020 | 0.07% |
| Duke Energy Progress LLC, 3.60%, due 09/15/2047 | 0.07% |
| Ventas, Inc., REIT | 0.07% |
| Weyerhaeuser Co., 4.00%, due 04/15/2030 | 0.07% |
| New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 | 0.07% |
| BBCMS Mortgage Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 | 0.07% |
| Lam Research Corp., 3.75%, due 03/15/2026 | 0.07% |
| Carlisle Cos., Inc., 3.75%, due 12/01/2027 | 0.07% |
| JetBlue Pass-Through Trust, 2.75%, due 11/15/2033 | 0.07% |
| Nokia OYJ, 3.37%, due 06/12/2022 | 0.07% |
| QUALCOMM, Inc., 3.25%, due 05/20/2027 | 0.06% |
| Carrier Global Corp., 2.72%, due 02/15/2030 | 0.06% |
| Altice USA, Inc., Class A | 0.06% |
| Equity Lifestyle Properties, Inc., REIT | 0.06% |
| Service Properties Trust, 5.00%, due 08/15/2022 | 0.06% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.06% |
| Macquarie Bank, Ltd., 3.62%, due 06/03/2030 | 0.06% |
| American International Group, Inc. | 0.06% |
| NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 | 0.06% |
| Black Hills Corp., 4.25%, due 11/30/2023 | 0.06% |
| Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 1.41%, due 10/20/2028 | 0.06% |
| DENTSPLY SIRONA, Inc., 3.25%, due 06/01/2030 | 0.06% |
| Experian Finance PLC, 2.75%, due 03/08/2030 | 0.06% |
| Aon Corp., 2.80%, due 05/15/2030 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 3.50%, due 06/01/2030 | 0.06% |
| Syngenta Finance NV, 3.93%, due 04/23/2021 | 0.06% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.06% |
| American International Group, Inc., 4.25%, due 03/15/2029 | 0.06% |
| AstraZeneca PLC, 4.37%, due 08/17/2048 | 0.06% |
| T. Rowe Price Group, Inc. | 0.06% |
| ICG CLO, Ltd., Series 2014-1A, Class A1R, 1.49%, due 01/20/2030 | 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% |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.06% |
| Bayer US Finance II LLC, 4.37%, due 12/15/2028 | 0.06% |
| Xilinx, Inc., 2.37%, due 06/01/2030 | 0.06% |
| CRH America Finance, Inc., 4.50%, due 04/04/2048 | 0.06% |
| Alcon Finance Corp., 2.75%, due 09/23/2026 | 0.06% |
| Infor, Inc., 1.75%, due 07/15/2025 | 0.06% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 0.06% |
| Lloyds Banking Group PLC, 3.87%, due 07/09/2025 | 0.06% |
| Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 | 0.06% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.06% |
| Sysco Corp., 3.30%, due 07/15/2026 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.06% |
| Stryker Corp., 1.95%, due 06/15/2030 | 0.06% |
| Amphenol Corp., 2.80%, due 02/15/2030 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 | 0.06% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.06% |
| Ralph Lauren Corp. | 0.06% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.06% |
| Amgen, Inc., 2.20%, due 02/21/2027 | 0.06% |
| ING Groep NV, 1.40%, due 07/01/2026 | 0.06% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.06% |
| Electronic Arts, Inc. | 0.05% |
| BB-UBS Trust, Series 2012-TFT, Class C, 3.46%, due 06/05/2030 | 0.05% |
| AstraZeneca PLC, 2.37%, due 06/12/2022 | 0.05% |
| General Motors Co., 6.25%, due 10/02/2043 | 0.05% |
| PacifiCorp, 3.60%, due 04/01/2024 | 0.05% |
| QUALCOMM, Inc., 3.25%, due 05/20/2050 | 0.05% |
| Adobe, Inc., 2.15%, due 02/01/2027 | 0.05% |
| American Electric Power Co., Inc., 2.95%, due 12/15/2022 | 0.05% |
| American International Group, Inc., 4.20%, due 04/01/2028 | 0.05% |
| Level 3 Financing, Inc., 3.40%, due 03/01/2027 | 0.05% |
| JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 | 0.05% |
| U.S. Treasury Note, 2.87%, due 09/30/2023 | 0.05% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.05% |
| Delta Air Lines, Inc. | 0.05% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C11, Class B, 4.35%, due 08/15/2046 | 0.05% |
| WestRock Co. | 0.05% |
| Kansas City Southern | 0.05% |
| Anthem, Inc., 2.25%, due 05/15/2030 | 0.05% |
| BAT Capital Corp., 4.90%, due 04/02/2030 | 0.05% |
| Waste Connections, Inc., 2.60%, due 02/01/2030 | 0.05% |
| U.S. Treasury Note, 2.62%, due 02/15/2029 | 0.05% |
| Williams Cos., Inc. | 0.05% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.05% |
| CyrusOne, LP / CyrusOne Finance Corp., 2.90%, due 11/15/2024 | 0.05% |
| Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 | 0.05% |
| BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 1.20%, due 07/18/2027 | 0.05% |
| KLA Corp., 3.30%, due 03/01/2050 | 0.05% |
| Altria Group, Inc., 3.40%, due 05/06/2030 | 0.05% |
| Centene Corp., 3.37%, due 02/15/2030 | 0.05% |
| Expedia Group, Inc., 3.80%, due 02/15/2028 | 0.05% |
| UnitedHealth Group, Inc., 2.00%, due 05/15/2030 | 0.05% |
| Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 | 0.05% |
| Hewlett Packard Enterprise Co., 4.45%, due 10/02/2023 | 0.05% |
| Duke Energy Corp., 3.75%, due 04/15/2024 | 0.05% |
| FleetCor Technologies, Inc. | 0.05% |
| Element Fleet Management Corp., 3.85%, due 06/15/2025 | 0.05% |
| CenterPoint Energy, Inc. | 0.05% |
| Ally Financial, Inc., 3.87%, due 05/21/2024 | 0.05% |
| General Electric Co., Series MTN, 6.87%, due 01/10/2039 | 0.05% |
| US Airways Pass-Through Trust, 5.37%, due 05/15/2023 | 0.05% |
| American Tower Trust #1, 3.65%, due 03/15/2048 | 0.05% |
| Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 | 0.05% |
| CNA Financial Corp., 3.90%, due 05/01/2029 | 0.05% |
| Sun Communities, Inc., REIT | 0.05% |
| Pernod Ricard SA, 5.75%, due 04/07/2021 | 0.05% |
| Chile Government International Bond, 3.50%, due 01/25/2050 | 0.05% |
| Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 | 0.05% |
| Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 | 0.05% |
| Intel Corp., 2.87%, due 05/11/2024 | 0.04% |
| Fortinet, Inc. | 0.04% |
| CSX Corp., 3.80%, due 11/01/2046 | 0.04% |
| Equifax, Inc., 2.60%, due 12/01/2024 | 0.04% |
| Federal National Mortgage Association, 5.00%, due 04/01/2039 | 0.04% |
| L3 Harris Technologies, Inc., 2.90%, due 12/15/2029 | 0.04% |
| Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 | 0.04% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 | 0.04% |
| BorgWarner, Inc., 3.37%, due 03/15/2025 | 0.04% |
| Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 | 0.04% |
| Packaging Corp. of America | 0.04% |
| Martin Marietta Materials, Inc., 3.50%, due 12/15/2027 | 0.04% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 | 0.04% |
| Martin Marietta Materials, Inc., 4.25%, due 12/15/2047 | 0.04% |
| BBCMS Mortgage Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 | 0.04% |
| Pernod Ricard SA, 4.45%, due 01/15/2022 | 0.04% |
| Intuit, Inc., 1.35%, due 07/15/2027 | 0.04% |
| Lam Research Corp., 1.90%, due 06/15/2030 | 0.04% |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 | 0.04% |
| Truist Financial Corp. | 0.04% |
| Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 | 0.04% |
| AbbVie, Inc., 3.20%, due 05/14/2026 | 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% |
| Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 | 0.04% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.04% |
| Barclays PLC, 5.20%, due 05/12/2026 | 0.04% |
| Conagra Brands, Inc. | 0.04% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.04% |
| Sprint Corp., 7.87%, due 09/15/2023 | 0.04% |
| Merck & Co., Inc., 3.40%, due 03/07/2029 | 0.04% |
| ERAC USA Finance LLC, 3.85%, due 11/15/2024 | 0.04% |
| Saudi Government International Bond, 2.37%, due 10/26/2021 | 0.04% |
| Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 | 0.04% |
| Energy Transfer Operating, LP, 5.15%, due 02/01/2043 | 0.04% |
| Mont Blanc Capital Corp., 0.28%, due 08/04/2020 | 0.04% |
| Xylem, Inc., 1.95%, due 01/30/2028 | 0.04% |
| COMM Mortgage Trust, Series 2016-GCT, Class C, 3.46%, due 08/10/2029 | 0.04% |
| Energy Transfer Operating, LP, 5.95%, due 10/01/2043 | 0.04% |
| BAE Systems PLC, 3.40%, due 04/15/2030 | 0.04% |
| Sabine Pass Liquefaction LLC, 4.20%, due 03/15/2028 | 0.04% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.04% |
| ERAC USA Finance LLC, 3.30%, due 12/01/2026 | 0.04% |
| Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 | 0.04% |
| FirstEnergy Corp. | 0.04% |
| American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 | 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% |
| Energy Transfer Operating, LP, 4.90%, due 02/01/2024 | 0.04% |
| Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 | 0.04% |
| Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 | 0.04% |
| Constellation Brands, Inc., 3.15%, due 08/01/2029 | 0.04% |
| Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 | 0.04% |
| Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 | 0.04% |
| Panama Government International Bond, 3.87%, due 03/17/2028 | 0.04% |
| Apple, Inc., 2.65%, due 05/11/2050 | 0.04% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.04% |
| Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 | 0.03% |
| Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 | 0.03% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.03% |
| Energy Transfer Operating, LP, 7.60%, due 02/01/2024 | 0.03% |
| National Australia Bank, Ltd., 3.93%, due 08/02/2034 | 0.03% |
| Petroleos Mexicanos, 6.50%, due 01/23/2029 | 0.03% |
| Bristol-Myers Squibb Co., 3.20%, due 06/15/2026 | 0.03% |
| CK Hutchison International 17 II, Ltd., 2.25%, due 09/29/2020 | 0.03% |
| Wells Fargo & Co., 5.90%, due 06/15/2024 | 0.03% |
| Progressive Corp., 3.20%, due 03/26/2030 | 0.03% |
| State of California, 7.70%, due 11/01/2030 | 0.03% |
| ERAC USA Finance LLC, 2.70%, due 11/01/2023 | 0.03% |
| Huntington Ingalls Industries, Inc., 3.84%, due 05/01/2025 | 0.03% |
| Health Care Service Corp., 2.20%, due 06/01/2030 | 0.03% |
| Lloyds Banking Group PLC, 2.90%, due 11/07/2023 | 0.03% |
| Motorola Solutions, Inc. | 0.03% |
| Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 | 0.03% |
| Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 | 0.03% |
| ABIOMED, Inc. | 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% |
| Upjohn, Inc., 2.30%, due 06/22/2027 | 0.03% |
| CSX Corp., 3.80%, due 04/15/2050 | 0.03% |
| Lyft, Inc., Class A | 0.03% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.03% |
| MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 | 0.03% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.03% |
| Credit Suisse AG, 2.80%, due 04/08/2022 | 0.03% |
| Brazil Government International Bond, 4.25%, due 01/07/2025 | 0.03% |
| Realty Income Corp., 3.25%, due 01/15/2031 | 0.03% |
| Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 | 0.03% |
| Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 | 0.03% |
| New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 | 0.03% |
| Realty Income Corp., REIT | 0.03% |
| Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 | 0.03% |
| Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 | 0.03% |
| MetLife, Inc. | 0.03% |
| HCA, Inc., 4.12%, due 06/15/2029 | 0.03% |
| NXP BV / NXP Funding LLC / NXP USA, Inc., 3.40%, due 05/01/2030 | 0.03% |
| Prologis, LP, 2.12%, due 04/15/2027 | 0.03% |
| SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 | 0.03% |
| Micron Technology, Inc., 2.49%, due 04/24/2023 | 0.03% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.03% |
| New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 | 0.03% |
| Indonesia Government International Bond, 5.37%, due 10/17/2023 | 0.02% |
| Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 | 0.02% |
| Republic of Poland Government International Bond, 3.00%, due 03/17/2023 | 0.02% |
| Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 | 0.02% |
| UDR, Inc., REIT | 0.02% |
| BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 | 0.02% |
| Anglo American Capital PLC, 4.75%, due 04/10/2027 | 0.02% |
| Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 | 0.02% |
| Voya Financial, Inc. | 0.02% |
| Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 | 0.02% |
| Petroleos Mexicanos, 6.87%, due 08/04/2026 | 0.02% |
| Citigroup Capital XIII, 6.63% | 0.02% |
| Everest Re Group, Ltd. | 0.02% |
| Gilead Sciences, Inc., 4.15%, due 03/01/2047 | 0.02% |
| AstraZeneca PLC, 4.00%, due 01/17/2029 | 0.02% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.02% |
| American Express Co., 4.05%, due 12/03/2042 | 0.02% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| Gilead Sciences, Inc. | 0.02% |
| Cabot Oil & Gas Corp. | 0.02% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.02% |
| Sprint Corp., 7.25%, due 09/15/2021 | 0.02% |
| CSMC Trust, Series 2014-4R, Class 21A1, 0.84%, due 12/27/2035 | 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% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| America Movil SAB de CV, 4.37%, due 07/16/2042 | 0.02% |
| Constellation Brands, Inc., 3.70%, due 12/06/2026 | 0.02% |
| HCA, Inc., 5.25%, due 04/15/2025 | 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% |
| Shell International Finance BV, 3.75%, due 09/12/2046 | 0.02% |
| Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 | 0.02% |
| Arch Capital Group, Ltd. | 0.02% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.02% |
| MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 | 0.02% |
| Entergy Arkansas LLC, 3.70%, due 06/01/2024 | 0.02% |
| Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 | 0.01% |
| Oshkosh Corp., 3.10%, due 03/01/2030 | 0.01% |
| CMS Energy Corp., 4.87%, due 03/01/2044 | 0.01% |
| Macquarie Bank, Ltd., 0.26%, due 10/02/2020 | 0.01% |
| Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 | 0.01% |
| H&R Block, Inc. | 0.01% |
| Sprint Capital Corp., 6.87%, due 11/15/2028 | 0.01% |
| VSE VOI Mortgage LLC, Series 2016-A, Class A, 2.54%, due 07/20/2033 | 0.01% |
| Qatar Government International Bond, 3.87%, due 04/23/2023 | 0.01% |
| New Residential Mortgage Loan Trust, Series 2014-1A, Class A, 3.75%, due 01/25/2054 | 0.01% |
| New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 | 0.01% |
| Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 | 0.01% |
| Peru Government International Bond, 7.35%, due 07/21/2025 | 0.01% |
| Nationstar Mortgage Loan Trust, Series 2013-A, Class A, 3.75%, due 12/25/2052 | 0.01% |
| PacifiCorp, 5.75%, due 04/01/2037 | 0.01% |
| U.S. Treasury Bill, 0.16%, due 09/10/2020 | 0.01% |
| Futures Contracts, Long, S&P 500® E-Mini Index | 0.01% |
| Federal National Mortgage Association, 3.32%, due 10/25/2023 | 0.01% |
| Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 08/01/2039 | 0.01% |
| Sierra Timeshare Conduit Receivables Funding LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 | 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, 6.00%, due 02/01/2041 | 0.01% |
| Federal National Mortgage Association, 4.50%, due 06/01/2026 | 0.01% |
| Orange Lake Timeshare Trust, Series 2018-A, Class A, 3.10%, due 11/08/2030 | 0.01% |
| COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 | 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% |
| Williams Cos., Inc., 5.40%, due 03/04/2044 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 08/01/2036 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 10/01/2039 | 0.01% |
| Orange Lake Timeshare Trust, Series 2015-AA, Class A, 2.88%, due 09/08/2027 | 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% |
| Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 | 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% |
| CIT Group, Inc., 4.12%, due 03/09/2021 | 0.01% |
| Federal National Mortgage Association, 5.50%, due 06/01/2039 | 0.01% |
| New Jersey Turnpike Authority, Series F, 7.41%, due 01/01/2040 | 0.01% |
| Federal National Mortgage Association, 4.00%, due 06/01/2042 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 11/01/2028 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 10/01/2028 | 0.01% |
| President & Fellows of Harvard College, 3.61%, due 10/01/2037 | 0.01% |
| Williams Cos., Inc., 7.87%, due 09/01/2021 | 0.01% |
| MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 | 0.01% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 | 0.01% |
| Federal National Mortgage Association, 3.50%, due 01/01/2029 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 04/01/2040 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 | 0.01% |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 0.32%, 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, 0.59%, due 11/05/2036 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 01/01/2040 | 0.01% |
| Los Angeles Community College District, 6.60%, due 08/01/2042 | 0.01% |
| New York City Water & Sewer System, Series CC, 5.88%, due 06/15/2044 | 0.01% |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.01% |
| 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%** |
| University of California, Series AD, 4.85%, due 05/15/2112 | 0.00%** |
| Municipal Electric Authority of Georgia, Series A, 6.63%, due 04/01/2057 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 08/01/2037 | 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%** |
| SCE Trust III, Series H, 5.75% | 0.00%** |
| COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 | 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, 0.73%, due 02/16/2053 | 0.00%** |
| Federal Home Loan Mortgage Corp., 5.50%, due 07/01/2037 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 01/01/2038 | 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%** |
| 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) | -5.87%** |
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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