|
08/31/2020* |
Transamerica Multi-Managed Balanced VP
| Security Description | % of Total Net Assets |
|---|---|
| Apple, Inc. | 4.85% |
| Microsoft Corp. | 4.19% |
| Amazon.com, Inc. | 3.40% |
| Uniform Mortgage-Backed Security, 3.00%, TBA | 2.34% |
| Uniform Mortgage-Backed Security, 3.50%, TBA | 1.94% |
| Facebook, Inc., Class A | 1.41% |
| Alphabet, Inc., Class A | 1.30% |
| Mastercard, Inc., Class A | 1.14% |
| Alphabet, Inc., Class C | 1.04% |
| Berkshire Hathaway, Inc., Class B | 0.99% |
| Procter & Gamble Co. | 0.93% |
| PayPal Holdings, Inc. | 0.85% |
| salesforce.com, Inc. | 0.84% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.81% |
| UnitedHealth Group, Inc. | 0.77% |
| Merck & Co., Inc. | 0.74% |
| Netflix, Inc. | 0.74% |
| Home Depot, Inc. | 0.72% |
| Thermo Fisher Scientific, Inc. | 0.72% |
| Verizon Communications, Inc. | 0.69% |
| AbbVie, Inc. | 0.66% |
| Honeywell International, Inc. | 0.66% |
| NextEra Energy, Inc. | 0.64% |
| Citigroup, Inc. | 0.64% |
| Charter Communications, Inc., Class A | 0.61% |
| Lowe's Cos., Inc. | 0.60% |
| Bristol-Myers Squibb Co. | 0.59% |
| Texas Instruments, Inc. | 0.58% |
| U.S. Treasury Inflation-Indexed Note, 0.62%, due 01/15/2024 | 0.57% |
| U.S. Treasury Note, 0.62%, due 05/15/2030 | 0.57% |
| NVIDIA Corp. | 0.57% |
| Visa, Inc., Class A | 0.56% |
| Johnson & Johnson | 0.56% |
| Medtronic PLC | 0.54% |
| Comcast Corp., Class A | 0.54% |
| U.S. Treasury Bond, 3.12%, due 02/15/2042 | 0.50% |
| Norfolk Southern Corp. | 0.49% |
| U.S. Treasury Note, 2.50%, due 05/15/2024 | 0.49% |
| Eli Lilly & Co. | 0.47% |
| Chariot Funding LLC, 0.23%, due 10/05/2020 | 0.47% |
| Intuit, Inc. | 0.46% |
| Philip Morris International, Inc. | 0.46% |
| Accenture PLC, Class A | 0.44% |
| Chevron Corp. | 0.43% |
| Eaton Corp. PLC | 0.42% |
| Coca-Cola Co. | 0.41% |
| U.S. Treasury Bond, 3.62%, due 02/15/2044 | 0.40% |
| U.S. Treasury Bond, 2.50%, due 02/15/2045 | 0.39% |
| S&P Global, Inc. | 0.39% |
| Mondelez International, Inc., Class A | 0.39% |
| BlackRock, Inc. | 0.39% |
| NIKE, Inc., Class B | 0.39% |
| Best Buy Co., Inc. | 0.38% |
| Morgan Stanley | 0.38% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.37% |
| Analog Devices, Inc. | 0.37% |
| Uniform Mortgage-Backed Security, 2.00%, TBA | 0.37% |
| Anglesea Funding PLC, 0.22%, due 11/04/2020 | 0.37% |
| Zimmer Biomet Holdings, Inc. | 0.37% |
| U.S. Treasury Bill, 0.13%, due 10/01/2020 | 0.37% |
| Uniform Mortgage-Backed Security, 4.00%, TBA | 0.37% |
| Altria Group, Inc. | 0.37% |
| T-Mobile US, Inc. | 0.36% |
| U.S. Treasury Bond, 2.50%, due 05/15/2046 | 0.36% |
| U.S. Treasury Bond, 2.87%, due 08/15/2045 | 0.35% |
| Target Corp. | 0.35% |
| U.S. Treasury Bond, 4.75%, due 02/15/2037 | 0.35% |
| Advanced Micro Devices, Inc. | 0.35% |
| U.S. Treasury Inflation-Indexed Bond, 2.50%, due 01/15/2029 | 0.35% |
| Mont Blanc Capital Corp., 0.17%, due 11/20/2020 | 0.35% |
| Ridgefield Funding Co., 0.20%, due 11/17/2020 | 0.35% |
| U.S. Treasury Note, 1.75%, due 11/15/2029 | 0.34% |
| U.S. Treasury Note, 2.37%, due 05/15/2029 | 0.34% |
| International Business Machines Corp. | 0.34% |
| McKesson Corp. | 0.33% |
| Sheffield Receivable, 0.25%, due 09/01/2020 | 0.33% |
| Equinix, Inc., REIT | 0.33% |
| Progressive Corp. | 0.32% |
| Korea Development Bank, 0.23%, due 10/05/2020 | 0.32% |
| Concord Minutemen Capital Co., 0.20%, due 11/19/2020 | 0.32% |
| Prologis, Inc., REIT | 0.32% |
| Bank of America Corp. | 0.31% |
| U.S. Treasury Bond, 3.50%, due 02/15/2039 | 0.31% |
| Entergy Corp. | 0.31% |
| Baxter International, Inc. | 0.30% |
| Cummins, Inc. | 0.30% |
| Allstate Corp. | 0.30% |
| Wells Fargo & Co. | 0.29% |
| Constellation Brands, Inc., Class A | 0.29% |
| Kimberly-Clark Corp. | 0.29% |
| U.S. Treasury Bill, 0.09%, due 11/05/2020 | 0.29% |
| Cigna Corp. | 0.29% |
| Parker-Hannifin Corp. | 0.29% |
| Raytheon Technologies Corp. | 0.29% |
| U.S. Treasury Note, 2.25%, due 11/15/2027 | 0.28% |
| Costco Wholesale Corp. | 0.28% |
| Barton Capital Corp., 0.27%, due 09/10/2020 | 0.28% |
| LMA Americas LLC, 0.24%, due 10/08/2020 | 0.28% |
| Booking Holdings, Inc. | 0.27% |
| Ocwen Master Advance Receivables Trust, Series 2020-T1, Class AT1, 1.27%, due 08/15/2052 | 0.27% |
| AutoZone, Inc. | 0.27% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.01%, due 07/25/2025 | 0.27% |
| U.S. Treasury Note, 1.50%, due 02/15/2030 | 0.27% |
| Starbird Funding Corp., 0.23%, due 09/02/2020 | 0.27% |
| Gotham Funding Corp., 0.17%, due 11/10/2020 | 0.27% |
| Simon Property Group, Inc., 0.20%, due 11/03/2020 | 0.27% |
| Cancara Asset Securitisation LLC, 0.21%, due 12/03/2020 | 0.27% |
| NXP Semiconductors NV | 0.26% |
| Morgan Stanley Capital Barclays Bank Trust, Series 2016-MART, Class A, 2.20%, due 09/13/2031 | 0.26% |
| Vertex Pharmaceuticals, Inc. | 0.26% |
| COMM Mortgage Trust, Series 2015-3BP, Class A, 3.17%, due 02/10/2035 | 0.26% |
| U.S. Treasury Inflation-Indexed Bond, 1.75%, due 01/15/2028 | 0.26% |
| Northrop Grumman Corp. | 0.26% |
| U.S. Treasury Bond, 2.75%, due 08/15/2047 | 0.25% |
| TJX Cos., Inc. | 0.24% |
| Lam Research Corp. | 0.24% |
| Regeneron Pharmaceuticals, Inc. | 0.24% |
| New Residential Advanced Receivables Trust, Series 2019-T3, Class AT3, 2.51%, due 09/15/2052 | 0.24% |
| Stanley Black & Decker, Inc. | 0.24% |
| Pioneer Natural Resources Co. | 0.23% |
| Lennar Corp., Class A | 0.23% |
| U.S. Treasury Bill, 0.16%, due 09/10/2020 | 0.23% |
| Eastman Chemical Co. | 0.23% |
| CSX Corp. | 0.23% |
| Uniform Mortgage-Backed Security, 2.50%, TBA | 0.22% |
| EOG Resources, Inc. | 0.22% |
| Leidos Holdings, Inc. | 0.22% |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2012-WLDN, Class A, 3.90%, due 05/05/2030 | 0.21% |
| U.S. Treasury Bond, 2.00%, due 02/15/2050 | 0.21% |
| Manhattan Asset Funding Co. LLC, 0.25%, due 09/01/2020 | 0.21% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.06%, due 08/25/2024 | 0.21% |
| Masco Corp. | 0.21% |
| Anthem, Inc. | 0.21% |
| Capital One Financial Corp. | 0.20% |
| Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75%, due 03/25/2058 | 0.20% |
| Atlantic Asset Securitization LLC, 0.22%, due 09/10/2020 | 0.20% |
| Linde PLC | 0.20% |
| U.S. Treasury Bond, 4.50%, due 02/15/2036 | 0.20% |
| Citigroup, Inc., 3.52%, due 10/27/2028 | 0.20% |
| Alexion Pharmaceuticals, Inc. | 0.19% |
| Bank of America Corp., 3.36%, due 01/23/2026 | 0.19% |
| U.S. Treasury Bond, 3.00%, due 08/15/2048 | 0.19% |
| Automatic Data Processing, Inc. | 0.19% |
| KeyCorp | 0.19% |
| Trane Technologies PLC | 0.19% |
| SBA Tower Trust, 2.83%, due 01/15/2050 | 0.19% |
| Becton Dickinson & Co. | 0.19% |
| Motel 6 Trust, Series 2017-MTL6, Class C, 1.56%, due 08/15/2034 | 0.19% |
| U.S. Treasury Bond, 2.25%, due 08/15/2046 | 0.19% |
| Workday, Inc., Class A | 0.19% |
| New Residential Mortgage Loan Trust, Series 2019-5A, Class A1B, 3.50%, due 08/25/2059 | 0.18% |
| Boston Scientific Corp. | 0.18% |
| CIFC Funding, Ltd., Series 2013-2A, Class A1LR, 1.48%, due 10/18/2030 | 0.18% |
| U.S. Treasury Note, 1.50%, due 08/15/2026 | 0.18% |
| Phillips 66 | 0.18% |
| Chubb, Ltd. | 0.17% |
| U.S. Treasury Note, 1.62%, due 08/15/2029 | 0.17% |
| Yum! Brands, Inc. | 0.17% |
| U.S. Treasury Note, 2.12%, due 06/30/2022 | 0.17% |
| Illumina, Inc. | 0.17% |
| Public Service Enterprise Group, Inc. | 0.17% |
| VB-S1 Issuer LLC, Series 2018-1A, Class C, 3.41%, due 02/15/2048 | 0.17% |
| Skandinaviska Enskilda Banken AB, 0.17%, due 11/17/2020 | 0.17% |
| Crown Castle Towers LLC, 3.22%, due 05/15/2042 | 0.16% |
| General Dynamics Corp. | 0.16% |
| Cisco Systems, Inc. | 0.16% |
| U.S. Treasury Note, 3.12%, due 11/15/2028 | 0.16% |
| Biogen, Inc. | 0.16% |
| Deere & Co. | 0.16% |
| DNB Bank ASA, 0.22%, due 10/07/2020 | 0.16% |
| New Residential Mortgage Loan Trust, Series 2019-4A, Class A1B, 3.50%, due 12/25/2058 | 0.16% |
| American Express Co. | 0.16% |
| Carrier Global Corp. | 0.16% |
| Qorvo, Inc. | 0.15% |
| U.S. Treasury Bond, 5.25%, due 02/15/2029 | 0.15% |
| Micron Technology, Inc. | 0.15% |
| Emerson Electric Co. | 0.15% |
| State Street Corp. | 0.15% |
| Lexington Parker Capital Co. LLC, 0.22%, due 11/12/2020 | 0.15% |
| Intercontinental Exchange, Inc. | 0.15% |
| DTE Energy Co. | 0.15% |
| Celanese Corp. | 0.15% |
| Wells Fargo & Co., Series MTN, 4.10%, due 06/03/2026 | 0.14% |
| Hilton Worldwide Holdings, Inc. | 0.14% |
| Verizon Communications, Inc., 5.50%, due 03/16/2047 | 0.14% |
| U.S. Treasury Bond, 3.00%, due 05/15/2042 | 0.14% |
| CMS Energy Corp. | 0.14% |
| Goldman Sachs Group, Inc. | 0.14% |
| COMM Mortgage Trust, Series 2014-UBS2, Class A5, 3.96%, due 03/10/2047 | 0.14% |
| Duke Energy Corp., 3.75%, due 09/01/2046 | 0.14% |
| Regions Financial Corp. | 0.14% |
| Ross Stores, Inc. | 0.14% |
| HP, Inc. | 0.14% |
| Camden Property Trust, REIT | 0.14% |
| CIFC Funding, Ltd., Series 2017-3A, Class A1, 1.49%, due 07/20/2030 | 0.13% |
| Air Products & Chemicals, Inc. | 0.13% |
| Enterprise Products Operating LLC, 4.25%, due 02/15/2048 | 0.13% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 3.49%, due 01/25/2024 | 0.13% |
| U.S. Treasury Note, 2.87%, due 05/15/2028 | 0.13% |
| QUALCOMM, Inc. | 0.13% |
| U.S. Treasury Bond, 3.00%, due 02/15/2049 | 0.13% |
| Credit Agricole SA, 3.25%, due 01/14/2030 | 0.13% |
| Morgan Stanley, Series MTN, 3.70%, due 10/23/2024 | 0.13% |
| Dow, Inc. | 0.13% |
| BP Capital Markets PLC, 3.11%, due 05/04/2026 | 0.12% |
| Microchip Technology, Inc. | 0.12% |
| Marsh & McLennan Cos., Inc. | 0.12% |
| Applied Materials, Inc. | 0.12% |
| DuPont de Nemours, Inc. | 0.12% |
| Intuitive Surgical, Inc. | 0.12% |
| One Market Plaza Trust, Series 2017-1MKT, Class A, 3.61%, due 02/10/2032 | 0.12% |
| Aviation Capital Group LLC, 5.50%, due 12/15/2024 | 0.12% |
| Avery Dennison Corp. | 0.12% |
| Fontainebleau Miami Beach Trust, Series 2019-FBLU, Class B, 3.44%, due 12/10/2036 | 0.12% |
| Citizens Financial Group, Inc. | 0.12% |
| Crown Holdings, Inc. | 0.12% |
| Dollar Tree, Inc. | 0.12% |
| Reinsurance Group of America, Inc., 3.90%, due 05/15/2029 | 0.12% |
| Pfizer, Inc. | 0.11% |
| Carter's, Inc. | 0.11% |
| Newmont Corp. | 0.11% |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C6, Class AS, 3.47%, due 11/15/2045 | 0.11% |
| Verizon Communications, Inc., 3.50%, due 11/01/2024 | 0.11% |
| U.S. Treasury Bond, 2.75%, due 11/15/2047 | 0.11% |
| Alphabet, Inc., 1.10%, due 08/15/2030 | 0.11% |
| Mid-America Apartment Communities, Inc., REIT | 0.11% |
| Mexico Government International Bond, 3.75%, due 01/11/2028 | 0.11% |
| General Motors Co. | 0.11% |
| COMM Mortgage Trust, Series 2013-WWP, Class B, 3.72%, due 03/10/2031 | 0.11% |
| Commerzbank AG, 8.12%, due 09/19/2023 | 0.11% |
| Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, due 10/25/2056 | 0.11% |
| Xcel Energy, Inc. | 0.11% |
| Sumitomo Mitsui Brokerage Corp., 0.21%, due 10/29/2020 | 0.11% |
| Cancara Asset Securitisation LLC, 0.19%, due 11/19/2020 | 0.11% |
| Bank of America Corp., 3.41%, due 12/20/2028 | 0.11% |
| Discover Bank, 3.45%, due 07/27/2026 | 0.11% |
| Sierra Timeshare Receivables Funding LLC, Series 2020-2A, Class A, 1.33%, due 07/20/2037 | 0.10% |
| Intel Corp. | 0.10% |
| U.S. Treasury Note, 2.25%, due 11/15/2025 | 0.10% |
| Amgen, Inc. | 0.10% |
| Towd Point Mortgage Trust, Series 2017-4, Class A1, 2.75%, due 06/25/2057 | 0.10% |
| Occidental Petroleum Corp., 5.55%, due 03/15/2026 | 0.10% |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, 2.89%, due 06/25/2027 | 0.10% |
| Palmer Square CLO, Ltd., Series 2015-2A, Class A1R2, 1.37%, due 07/20/2030 | 0.10% |
| Discovery, Inc., Class A | 0.10% |
| Shell International Finance BV, 2.50%, due 09/12/2026 | 0.10% |
| Exxon Mobil Corp. | 0.10% |
| Boeing Co., 3.50%, due 03/01/2039 | 0.10% |
| Discovery, Inc., Class C | 0.10% |
| Southwest Airlines Co. | 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% |
| New Residential Mortgage Loan Trust, Series 2017-3A, Class A1, 4.00%, due 04/25/2057 | 0.10% |
| COMM Mortgage Trust, Series 2013-CR11, Class AM, 4.71%, due 08/10/2050 | 0.10% |
| Goldman Sachs Group, Inc., 6.75%, due 10/01/2037 | 0.10% |
| SPS Servicer Advanced Receivables Trust, Series 2019-T2, Class AT2, 2.32%, due 10/15/2052 | 0.10% |
| Quest Diagnostics, Inc., 4.20%, due 06/30/2029 | 0.10% |
| U.S. Treasury Note, 2.87%, due 08/15/2028 | 0.10% |
| DTE Electric Co., 4.30%, due 07/01/2044 | 0.09% |
| BMW US Capital LLC, 2.80%, due 04/11/2026 | 0.09% |
| UBS AG, 7.62%, due 08/17/2022 | 0.09% |
| Southern Co. | 0.09% |
| Delta Air Lines Pass-Through Trust, 6.82%, due 02/10/2024 | 0.09% |
| JPMorgan Chase & Co., 2.95%, due 05/13/2031 | 0.09% |
| Simon Property Group, Inc., 0.25%, due 09/04/2020 | 0.09% |
| Walmart, Inc., 3.62%, due 12/15/2047 | 0.09% |
| Keurig Dr. Pepper, Inc., 3.20%, due 05/01/2030 | 0.09% |
| Magna International, Inc. | 0.09% |
| LMA Americas LLC, 0.19%, due 11/04/2020 | 0.09% |
| JPMorgan Chase & Co., 3.10%, due 04/22/2041 | 0.09% |
| Highwoods Realty, LP, 3.05%, due 02/15/2030 | 0.09% |
| Banco Santander SA, 2.74%, due 05/28/2025 | 0.09% |
| BAT Capital Corp., 3.22%, due 08/15/2024 | 0.09% |
| Baidu, Inc., 4.37%, due 05/14/2024 | 0.09% |
| Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/2058 | 0.09% |
| Hartford Financial Services Group, Inc. | 0.09% |
| JPMorgan Chase & Co., 4.12%, due 12/15/2026 | 0.09% |
| Microsoft Corp., 3.30%, due 02/06/2027 | 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% |
| Kroger Co. | 0.09% |
| Western Digital Corp., 4.75%, due 02/15/2026 | 0.09% |
| MSCI, Inc. | 0.09% |
| Charta LLC, 0.22%, due 10/19/2020 | 0.09% |
| Takeda Pharmaceutical Co., Ltd., 5.00%, due 11/26/2028 | 0.09% |
| SBA Tower Trust, 3.44%, due 03/15/2048 | 0.09% |
| Anglo American Capital PLC, 4.00%, due 09/11/2027 | 0.08% |
| Markel Corp., 3.35%, due 09/17/2029 | 0.08% |
| Schlumberger Holdings Corp., 3.90%, due 05/17/2028 | 0.08% |
| Avolon Holdings Funding, Ltd., 4.37%, due 05/01/2026 | 0.08% |
| Lazard Group LLC, 4.50%, due 09/19/2028 | 0.08% |
| DexCom, Inc. | 0.08% |
| Prudential Financial, Inc., 3.70%, due 10/01/2050 | 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% |
| NBCUniversal Media LLC, 4.45%, due 01/15/2043 | 0.08% |
| JGWPT XXVIII LLC, Series 2013-1A, Class A, 3.22%, due 04/15/2067 | 0.08% |
| Keysight Technologies, Inc., 4.60%, due 04/06/2027 | 0.08% |
| Union Pacific Corp. | 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% |
| Boston Scientific Corp., 4.70%, due 03/01/2049 | 0.08% |
| Oncor Electric Delivery Co. LLC, 4.10%, due 06/01/2022 | 0.08% |
| LafargeHolcim Finance LLC, 4.75%, due 09/22/2046 | 0.08% |
| Intercontinental Exchange, Inc., 1.85%, due 09/15/2032 | 0.08% |
| MarketAxess Holdings, Inc. | 0.08% |
| Petroleos Mexicanos, 6.84%, due 01/23/2030 | 0.08% |
| U.S. Treasury Note, 2.37%, due 01/31/2023 | 0.08% |
| Sempra Energy | 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% |
| Tencent Holdings, Ltd., 3.28%, due 04/11/2024 | 0.08% |
| Campbell Soup Co., 2.37%, due 04/24/2030 | 0.07% |
| Boeing Co., 5.15%, due 05/01/2030 | 0.07% |
| Octagon Investment Partners 33, Ltd., Series 2017-1A, Class A1, 1.46%, due 01/20/2031 | 0.07% |
| T-Mobile USA, Inc., 3.87%, due 04/15/2030 | 0.07% |
| SBA Tower Trust, 3.16%, due 04/09/2047 | 0.07% |
| Cintas Corp. | 0.07% |
| Longfellow Place CLO, Ltd., Series 2013-1A, Class ARR, 1.61%, due 04/15/2029 | 0.07% |
| U.S. Treasury Note, 0.12%, due 05/31/2022 | 0.07% |
| Equinix, Inc., 5.37%, due 05/15/2027 | 0.07% |
| Snap-on, Inc. | 0.07% |
| Fiserv, Inc., 3.50%, due 07/01/2029 | 0.07% |
| Indonesia Government International Bond, 4.75%, due 01/08/2026 | 0.07% |
| Apple, Inc., 2.85%, due 02/23/2023 | 0.07% |
| SBA Tower Trust, 1.88%, due 07/15/2050 | 0.07% |
| Diamondback Energy, Inc. | 0.07% |
| TE Connectivity, Ltd. | 0.07% |
| Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, due 01/25/2058 | 0.07% |
| Kinder Morgan Energy Partners, LP, 4.15%, due 02/01/2024 | 0.07% |
| Morgan Stanley, Series MTN, 2.69%, due 01/22/2031 | 0.07% |
| U.S. Treasury Note, 1.12%, due 06/30/2021 | 0.07% |
| LyondellBasell Industries NV, Class A | 0.07% |
| D.R. Horton, Inc., 4.37%, due 09/15/2022 | 0.07% |
| DaVita, Inc. | 0.07% |
| New Residential Mortgage Loan Trust, Series 2018-1A, Class A1A, 4.00%, due 12/25/2057 | 0.07% |
| State of California, 7.30%, due 10/01/2039 | 0.07% |
| Ventas, Inc., REIT | 0.07% |
| Colombia Government International Bond, 4.50%, due 01/28/2026 | 0.07% |
| Cheniere Energy, Inc. | 0.07% |
| U.S. Treasury Note, 0.25%, due 05/31/2025 | 0.07% |
| Edwards Lifesciences Corp. | 0.07% |
| Barclays Bank PLC, 10.17%, due 06/12/2021 | 0.06% |
| State of California, 7.60%, due 11/01/2040 | 0.06% |
| Credit Suisse Group Funding Guernsey, Ltd., 3.75%, due 03/26/2025 | 0.06% |
| JetBlue Pass-Through Trust, 2.75%, due 11/15/2033 | 0.06% |
| Hughes Satellite Systems Corp., 7.62%, due 06/15/2021 | 0.06% |
| Verisk Analytics, Inc. | 0.06% |
| Weyerhaeuser Co., 4.00%, due 04/15/2030 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2017-1A, Class A1, 4.00%, due 02/25/2057 | 0.06% |
| BBCMS Trust, Series 2015-MSQ, Class B, 3.89%, due 09/15/2032 | 0.06% |
| Kinder Morgan, Inc. | 0.06% |
| Lam Research Corp., 3.75%, due 03/15/2026 | 0.06% |
| Carlisle Cos., Inc., 3.75%, due 12/01/2027 | 0.06% |
| Nokia OYJ, 3.37%, due 06/12/2022 | 0.06% |
| New Residential Mortgage Loan Trust, Series 2017-2A, Class A3, 4.00%, due 03/25/2057 | 0.06% |
| Delta Air Lines, Inc. | 0.06% |
| Service Properties Trust, 5.00%, due 08/15/2022 | 0.06% |
| Carrier Global Corp., 2.72%, due 02/15/2030 | 0.06% |
| QUALCOMM, Inc., 3.25%, due 05/20/2027 | 0.06% |
| Duke Energy Progress LLC, 3.60%, due 09/15/2047 | 0.06% |
| Altice USA, Inc., Class A | 0.06% |
| Royalty Pharma PLC, 2.20%, due 09/02/2030 | 0.06% |
| NBCUniversal Enterprise, Inc., 5.25%, due 03/19/2021 | 0.06% |
| Macquarie Bank, Ltd., 3.62%, due 06/03/2030 | 0.06% |
| Black Hills Corp., 4.25%, due 11/30/2023 | 0.06% |
| Natwest Group PLC, 3.03%, due 11/28/2035 | 0.06% |
| T. Rowe Price Group, Inc. | 0.06% |
| Wellfleet CLO, Ltd., Series 2016-2A, Class A1R, 1.41%, due 10/20/2028 | 0.06% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 4.50%, due 09/15/2023 | 0.06% |
| Syngenta Finance NV, 3.93%, due 04/23/2021 | 0.06% |
| United Airlines Pass-Through Trust, 3.75%, due 03/03/2028 | 0.06% |
| DENTSPLY SIRONA, Inc., 3.25%, due 06/01/2030 | 0.06% |
| Anheuser-Busch InBev Worldwide, Inc., 3.50%, due 06/01/2030 | 0.06% |
| ICG CLO, Ltd., Series 2014-1A, Class A1R, 1.49%, due 01/20/2030 | 0.06% |
| Bank of America Corp., Series MTN, 2.67%, due 06/19/2041 | 0.06% |
| Experian Finance PLC, 2.75%, due 03/08/2030 | 0.06% |
| American International Group, Inc., 4.25%, due 03/15/2029 | 0.06% |
| Equity Lifestyle Properties, Inc., REIT | 0.06% |
| America Movil SAB de CV, 3.12%, due 07/16/2022 | 0.06% |
| Bayer US Finance II LLC, 4.37%, due 12/15/2028 | 0.06% |
| WestRock Co. | 0.06% |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.06% |
| Santander UK Group Holdings PLC, 5.62%, due 09/15/2045 | 0.06% |
| Infor, Inc., 1.75%, due 07/15/2025 | 0.06% |
| Xilinx, Inc., 2.37%, due 06/01/2030 | 0.06% |
| AstraZeneca PLC, 4.37%, due 08/17/2048 | 0.05% |
| Alcon Finance Corp., 2.75%, due 09/23/2026 | 0.05% |
| Lloyds Banking Group PLC, 3.87%, due 07/09/2025 | 0.05% |
| Sysco Corp., 3.30%, due 07/15/2026 | 0.05% |
| Amphenol Corp., 2.80%, due 02/15/2030 | 0.05% |
| CRH America Finance, Inc., 4.50%, due 04/04/2048 | 0.05% |
| Stryker Corp., 1.95%, due 06/15/2030 | 0.05% |
| Truist Financial Corp., Series MTN, 1.95%, due 06/05/2030 | 0.05% |
| New Residential Mortgage Loan Trust, Series 2016-4A, Class A1, 3.75%, due 11/25/2056 | 0.05% |
| Morgan Stanley, 5.00%, due 11/24/2025 | 0.05% |
| NVIDIA Corp., 2.85%, due 04/01/2030 | 0.05% |
| Dell International LLC / EMC Corp., 6.02%, due 06/15/2026 | 0.05% |
| Amgen, Inc., 2.20%, due 02/21/2027 | 0.05% |
| American International Group, Inc. | 0.05% |
| Anheuser-Busch InBev Worldwide, Inc., 4.43%, due 10/06/2048 | 0.05% |
| Pacific Gas & Electric Co., 2.50%, due 02/01/2031 | 0.05% |
| Williams Cos., Inc. | 0.05% |
| AstraZeneca PLC, 2.37%, due 06/12/2022 | 0.05% |
| National Retail Properties, Inc., 2.50%, due 04/15/2030 | 0.05% |
| PacifiCorp, 3.60%, due 04/01/2024 | 0.05% |
| Towd Point Mortgage Trust, Series 2016-2, Class A1A, 2.75%, due 08/25/2055 | 0.05% |
| American Electric Power Co., Inc., 2.95%, due 12/15/2022 | 0.05% |
| Electronic Arts, Inc. | 0.05% |
| General Motors Co., 6.25%, due 10/02/2043 | 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% |
| Adobe, Inc., 2.15%, due 02/01/2027 | 0.05% |
| U.S. Treasury Note, 2.87%, due 09/30/2023 | 0.05% |
| American International Group, Inc., 4.20%, due 04/01/2028 | 0.05% |
| Cigna Corp., 2.40%, due 03/15/2030 | 0.05% |
| JG Wentworth XXII LLC, Series 2010-3A, Class A, 3.82%, due 12/15/2048 | 0.05% |
| UBS-BAMLL Trust, Series 2012-WRM, Class A, 3.66%, due 06/10/2030 | 0.05% |
| BAT Capital Corp., 4.90%, due 04/02/2030 | 0.05% |
| U.S. Treasury Note, 2.62%, due 02/15/2029 | 0.05% |
| QUALCOMM, Inc., 3.25%, due 05/20/2050 | 0.05% |
| Anthem, Inc., 2.25%, due 05/15/2030 | 0.05% |
| BlueMountain CLO, Ltd., Series 2015-2A, Class A1R, 1.20%, due 07/18/2027 | 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% |
| Citigroup Mortgage Loan Trust, Inc., Series 2018-RP1, Class A1, 3.00%, due 09/25/2064 | 0.05% |
| New Residential Mortgage Loan Trust, Series 2018-RPL1, Class A1, 3.50%, due 12/25/2057 | 0.05% |
| New Residential Advance Receivables Trust Advance Receivables Backed, Series 2020-T1, Class AT1, 1.42%, due 08/15/2053 | 0.05% |
| Expedia Group, Inc., 3.80%, due 02/15/2028 | 0.05% |
| Altria Group, Inc., 3.40%, due 05/06/2030 | 0.05% |
| Hewlett Packard Enterprise Co., 4.45%, due 10/02/2023 | 0.05% |
| Centene Corp., 3.37%, due 02/15/2030 | 0.05% |
| Duke Energy Corp., 3.75%, due 04/15/2024 | 0.05% |
| Element Fleet Management Corp., 3.85%, due 06/15/2025 | 0.05% |
| UnitedHealth Group, Inc., 2.00%, due 05/15/2030 | 0.05% |
| KLA Corp., 3.30%, due 03/01/2050 | 0.05% |
| Ally Financial, Inc., 3.87%, due 05/21/2024 | 0.05% |
| Orange Lake Timeshare Trust, Series 2016-A, Class A, 2.61%, due 03/08/2029 | 0.05% |
| FleetCor Technologies, Inc. | 0.05% |
| General Electric Co., Series MTN, 6.87%, due 01/10/2039 | 0.04% |
| American Tower Trust #1, 3.65%, due 03/15/2048 | 0.04% |
| CNA Financial Corp., 3.90%, due 05/01/2029 | 0.04% |
| US Airways Pass-Through Trust, 5.37%, due 05/15/2023 | 0.04% |
| Pernod Ricard SA, 5.75%, due 04/07/2021 | 0.04% |
| Fidelity National Information Services, Inc., 3.75%, due 05/21/2029 | 0.04% |
| Healthcare Trust of America Holdings, LP, 3.10%, due 02/15/2030 | 0.04% |
| Houston Galleria Mall Trust, Series 2015-HGLR, Class A1A2, 3.08%, due 03/05/2037 | 0.04% |
| Intel Corp., 2.87%, due 05/11/2024 | 0.04% |
| Equifax, Inc., 2.60%, due 12/01/2024 | 0.04% |
| Sun Communities, Inc., REIT | 0.04% |
| Chile Government International Bond, 3.50%, due 01/25/2050 | 0.04% |
| L3 Harris Technologies, Inc., 2.90%, due 12/15/2029 | 0.04% |
| Packaging Corp. of America | 0.04% |
| BorgWarner, Inc., 3.37%, due 03/15/2025 | 0.04% |
| Federal National Mortgage Association, 5.00%, due 04/01/2039 | 0.04% |
| Martin Marietta Materials, Inc., 3.50%, due 12/15/2027 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2014-2A, Class A3, 3.75%, due 05/25/2054 | 0.04% |
| Welk Resorts LLC, Series 2017-AA, Class A, 2.82%, due 06/15/2033 | 0.04% |
| BB-UBS Trust, Series 2012-TFT, Class C, 3.58%, due 06/05/2030 | 0.04% |
| Life Storage, LP, 4.00%, due 06/15/2029 | 0.04% |
| Truist Financial Corp. | 0.04% |
| BBCMS Trust, Series 2013-TYSN, Class B, 4.04%, due 09/05/2032 | 0.04% |
| New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B, 3.25%, due 09/25/2056 | 0.04% |
| CSX Corp., 3.80%, due 11/01/2046 | 0.04% |
| Voya Financial, Inc. | 0.04% |
| Pernod Ricard SA, 4.45%, due 01/15/2022 | 0.04% |
| Intuit, Inc., 1.35%, due 07/15/2027 | 0.04% |
| Plains All American Pipeline, LP / PAA Finance Corp., 3.55%, due 12/15/2029 | 0.04% |
| Conagra Brands, Inc. | 0.04% |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 4.80%, due 03/01/2050 | 0.04% |
| AbbVie, Inc., 3.20%, due 05/14/2026 | 0.04% |
| Thermo Fisher Scientific, Inc., 5.30%, due 02/01/2044 | 0.04% |
| Fortinet, Inc. | 0.04% |
| Healthpeak Properties, Inc., 3.50%, due 07/15/2029 | 0.04% |
| Sensata Technologies, Inc., Co., 4.37%, due 02/15/2030 | 0.04% |
| Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, due 04/25/2057 | 0.04% |
| Barclays PLC, 5.20%, due 05/12/2026 | 0.04% |
| Lam Research Corp., 1.90%, due 06/15/2030 | 0.04% |
| Noble Energy, Inc., 3.25%, due 10/15/2029 | 0.04% |
| ERAC USA Finance LLC, 3.85%, due 11/15/2024 | 0.04% |
| Sprint Corp., 7.87%, due 09/15/2023 | 0.04% |
| Martin Marietta Materials, Inc., 4.25%, due 12/15/2047 | 0.04% |
| Kansas City Southern | 0.04% |
| Saudi Government International Bond, 2.37%, due 10/26/2021 | 0.04% |
| Merck & Co., Inc., 3.40%, due 03/07/2029 | 0.04% |
| CVS Health Corp., 2.70%, due 08/21/2040 | 0.04% |
| U.S. Treasury Bond, 2.87%, due 05/15/2049 | 0.04% |
| Xylem, Inc., 1.95%, due 01/30/2028 | 0.04% |
| COMM Mortgage Trust, Series 2016-GCT, Class C, 3.57%, due 08/10/2029 | 0.04% |
| AbbVie, Inc., 4.05%, due 11/21/2039 | 0.04% |
| Energy Transfer Operating, LP, 5.15%, due 02/01/2043 | 0.04% |
| ERAC USA Finance LLC, 3.30%, due 12/01/2026 | 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% |
| Laurel Road Prime Student Loan Trust, Series 2018-B, Class A2FX, 3.54%, due 05/26/2043 | 0.04% |
| Energy Transfer Operating, LP, 5.95%, due 10/01/2043 | 0.04% |
| Intesa Sanpaolo SpA, 5.01%, due 06/26/2024 | 0.04% |
| Zoetis, Inc., 2.00%, due 05/15/2030 | 0.04% |
| Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.12%, due 07/15/2023 | 0.04% |
| Boardwalk Pipelines, LP, 3.40%, due 02/15/2031 | 0.03% |
| American Airlines Pass-Through Trust, 3.20%, due 12/15/2029 | 0.03% |
| Energy Transfer Operating, LP, 4.90%, due 02/01/2024 | 0.03% |
| Anheuser-Busch InBev Worldwide, Inc., 4.15%, due 01/23/2025 | 0.03% |
| Federal National Mortgage Association, 5.50%, due 12/01/2041 | 0.03% |
| FirstEnergy Corp. | 0.03% |
| Constellation Brands, Inc., 3.15%, due 08/01/2029 | 0.03% |
| Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, due 10/25/2057 | 0.03% |
| Petroleos Mexicanos, 6.50%, due 01/23/2029 | 0.03% |
| Hutchison Whampoa International 11, Ltd., 4.62%, due 01/13/2022 | 0.03% |
| Towd Point Mortgage Trust, Series 2016-4, Class A1, 2.25%, due 07/25/2056 | 0.03% |
| Panama Government International Bond, 3.87%, due 03/17/2028 | 0.03% |
| Public Service Enterprise Group, Inc., 2.65%, due 11/15/2022 | 0.03% |
| Biogen, Inc., 2.25%, due 05/01/2030 | 0.03% |
| BNP Paribas SA, 2.21%, due 06/09/2026 | 0.03% |
| Wells Fargo & Co., 5.90%, due 06/15/2024 | 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% |
| 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% |
| Motorola Solutions, Inc. | 0.03% |
| Apple, Inc., 2.65%, due 05/11/2050 | 0.03% |
| Mid-America Apartments, LP, 1.70%, due 02/15/2031 | 0.03% |
| ERAC USA Finance LLC, 2.70%, due 11/01/2023 | 0.03% |
| State of California, 7.70%, due 11/01/2030 | 0.03% |
| Lloyds Banking Group PLC, 2.90%, due 11/07/2023 | 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% |
| Public Service Electric & Gas Co., Series MTN, 3.00%, due 05/15/2025 | 0.03% |
| Towd Point Mortgage Trust, Series 2015-4, Class A1B, 2.75%, due 04/25/2055 | 0.03% |
| Atlantic Asset Securitization LLC, 0.17%, due 11/06/2020 | 0.03% |
| Towd Point Mortgage Trust, Series 2017-3, Class A1, 2.75%, due 07/25/2057 | 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% |
| ABIOMED, Inc. | 0.03% |
| Lyft, Inc., Class A | 0.03% |
| Clear Channel Worldwide Holdings, Inc., 5.12%, due 08/15/2027 | 0.03% |
| Abbott Laboratories, 1.40%, due 06/30/2030 | 0.03% |
| American Airlines Pass-Through Trust, 3.70%, due 04/01/2028 | 0.03% |
| Brazil Government International Bond, 4.25%, due 01/07/2025 | 0.03% |
| Agree, LP, 2.90%, due 10/01/2030 | 0.03% |
| Realty Income Corp., REIT | 0.03% |
| Realty Income Corp., 3.25%, due 01/15/2031 | 0.03% |
| CSX Corp., 3.80%, due 04/15/2050 | 0.03% |
| Federal Home Loan Mortgage Corp., 5.00%, due 08/01/2035 | 0.03% |
| MVW Owner Trust, Series 2019-1A, Class A, 2.89%, due 11/20/2036 | 0.03% |
| New Residential Mortgage Loan Trust, Series 2016-2A, Class A1, 3.75%, due 11/26/2035 | 0.03% |
| Burlington Northern Santa Fe LLC, 3.00%, due 03/15/2023 | 0.03% |
| Sierra Timeshare Receivables Funding LLC, Series 2019-1A, Class A, 3.20%, due 01/20/2036 | 0.03% |
| MetLife, Inc. | 0.03% |
| NXP BV / NXP Funding LLC / NXP USA, Inc., 3.40%, due 05/01/2030 | 0.03% |
| SolarCity LMC LLC, Series 2014-2, Class A, 4.02%, due 07/20/2044 | 0.03% |
| HCA, Inc., 4.12%, due 06/15/2029 | 0.03% |
| Micron Technology, Inc., 2.49%, due 04/24/2023 | 0.03% |
| Arrow Electronics, Inc., 3.87%, due 01/12/2028 | 0.03% |
| Indonesia Government International Bond, 5.37%, due 10/17/2023 | 0.02% |
| New Residential Mortgage Loan Trust, Series 2015-2A, Class A1, 3.75%, due 08/25/2055 | 0.02% |
| Futures Contracts, Long, S&P 500® E-Mini Index | 0.02% |
| Republic of Poland Government International Bond, 3.00%, due 03/17/2023 | 0.02% |
| Anglo American Capital PLC, 4.75%, due 04/10/2027 | 0.02% |
| BXG Receivables Note Trust, Series 2015-A, Class A, 2.88%, due 05/02/2030 | 0.02% |
| Towd Point Mortgage Trust, Series 2016-3, Class A1, 2.25%, due 04/25/2056 | 0.02% |
| Petroleos Mexicanos, 6.87%, due 08/04/2026 | 0.02% |
| Orange Lake Timeshare Trust, Series 2019-A, Class A, 3.06%, due 04/09/2038 | 0.02% |
| UDR, Inc., REIT | 0.02% |
| Citigroup Capital XIII, 6.63% | 0.02% |
| Towd Point Mortgage Trust, Series 2016-1, Class A1B, 2.75%, due 02/25/2055 | 0.02% |
| Towd Point Mortgage Trust, Series 2015-3, Class A1B, 3.00%, due 03/25/2054 | 0.02% |
| AstraZeneca PLC, 4.00%, due 01/17/2029 | 0.02% |
| Gilead Sciences, Inc., 4.15%, due 03/01/2047 | 0.02% |
| U.S. Treasury Note, 1.12%, due 09/30/2021 | 0.02% |
| Arrow Electronics, Inc., 3.25%, due 09/08/2024 | 0.02% |
| Cabot Oil & Gas Corp. | 0.02% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| Sprint Corp., 7.25%, due 09/15/2021 | 0.02% |
| American Express Co., 4.05%, due 12/03/2042 | 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% |
| Federal National Mortgage Association, 5.00%, due 11/01/2039 | 0.02% |
| CSMC Trust, Series 2014-4R, Class 21A1, 0.83%, due 12/27/2035 | 0.02% |
| America Movil SAB de CV, 4.37%, due 07/16/2042 | 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 | 0.01% |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, due 07/15/2025 | 0.01% |
| Towd Point Mortgage Trust, Series 2015-5, Class A1B, 2.75%, due 05/25/2055 | 0.01% |
| Entergy Arkansas LLC, 3.70%, due 06/01/2024 | 0.01% |
| MetLife Securitization Trust, Series 2019-1A, Class A1A, 3.75%, due 04/25/2058 | 0.01% |
| Towd Point Mortgage Trust, Series 2015-6, Class A1B, 2.75%, due 04/25/2055 | 0.01% |
| Macquarie Bank, Ltd., 0.26%, due 10/02/2020 | 0.01% |
| CMS Energy Corp., 4.87%, due 03/01/2044 | 0.01% |
| Mill City Mortgage Loan Trust, Series 2016-1, Class A1, 2.50%, due 04/25/2057 | 0.01% |
| Sprint Capital Corp., 6.87%, due 11/15/2028 | 0.01% |
| H&R Block, Inc. | 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% |
| Peru Government International Bond, 7.35%, due 07/21/2025 | 0.01% |
| New Residential Mortgage Loan Trust, Series 2014-3A, Class AFX3, 3.75%, due 11/25/2054 | 0.01% |
| U.S. Treasury Bill, 0.16%, due 09/10/2020 | 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% |
| Freeport-McMoRan, Inc., 3.87%, due 03/15/2023 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 08/01/2039 | 0.01% |
| Federal National Mortgage Association, 3.32%, due 10/25/2023 | 0.01% |
| Seagate HDD Cayman, 4.12%, due 01/15/2031 | 0.01% |
| Citigroup Mortgage Loan Trust, Inc., Series 2015-A, Class A1, 3.50%, due 06/25/2058 | 0.01% |
| Sierra Timeshare Conduit Receivables Funding LLC, Series 2017-1A, Class A, 2.91%, due 03/20/2034 | 0.01% |
| Hilton Grand Vacations Trust, Series 2017-AA, Class A, 2.66%, due 12/26/2028 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 02/01/2041 | 0.01% |
| Sierra Timeshare Receivables Funding LLC, Series 2016-2A, Class A, 2.33%, due 07/20/2033 | 0.01% |
| COMM Mortgage Trust, Series 2013-GAM, Class A2, 3.36%, due 02/10/2028 | 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% |
| 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% |
| Federal National Mortgage Association, 6.00%, due 08/01/2036 | 0.01% |
| Federal National Mortgage Association, 5.00%, due 10/01/2039 | 0.01% |
| Williams Cos., Inc., 5.40%, due 03/04/2044 | 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% |
| Federal National Mortgage Association, 6.50%, due 05/01/2040 | 0.01% |
| Schlumberger Investment SA, 3.65%, due 12/01/2023 | 0.01% |
| Orange Lake Timeshare Trust, Series 2018-A, Class B, 3.35%, due 11/08/2030 | 0.01% |
| Port Authority of New York & New Jersey, Series 181, 4.96%, due 08/01/2046 | 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% |
| Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class A3, 3.75%, due 03/10/2047 | 0.01% |
| Williams Cos., Inc., 7.87%, due 09/01/2021 | 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% |
| MVW Owner Trust, Series 2014-1A, Class A, 2.25%, due 09/22/2031 | 0.01% |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2007-RMP1, Class A2, 0.32%, due 12/25/2036 | 0.01% |
| Oncor Electric Delivery Co. LLC, 5.30%, due 06/01/2042 | 0.01% |
| Federal Home Loan Mortgage Corp., 5.50%, due 06/01/2041 | 0.01% |
| Los Angeles Community College District, 6.60%, due 08/01/2042 | 0.01% |
| Federal National Mortgage Association, 6.00%, due 01/01/2040 | 0.00%** |
| BB-UBS Trust, Series 2012-SHOW, Class XA, 0.73%, due 11/05/2036 | 0.00%** |
| 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%** |
| U.S. Treasury Bond, 3.12%, due 05/15/2048 | 0.00%** |
| New York State Dormitory Authority, Series H, 5.38%, due 03/15/2040 | 0.00%** |
| Metropolitan Transportation Authority, Series E, 6.81%, due 11/15/2040 | 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, 5.50%, due 08/01/2037 | 0.00%** |
| Federal National Mortgage Association, 3.51%, 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%** |
| Sierra Timeshare Receivables Funding LLC, Series 2015-3A, Class A, 2.58%, due 09/20/2032 | 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%** |
| COMM Mortgage Trust, Series 2013-GAM, Class A1, 1.70%, due 02/10/2028 | 0.00%** |
| Government National Mortgage Association, Interest Only STRIPS, 0.73%, due 02/16/2053 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 06/01/2041 | 0.00%** |
| Federal National Mortgage Association, 5.50%, due 04/01/2037 | 0.00%** |
| Federal National Mortgage Association, 6.00%, due 02/01/2038 | 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%** |
| CNOOC Petroleum North America ULC, 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) | -5.04%** |
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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